『天剑尾盘』排序与选股公式，尾盘掘金利器深度解析

发布时间：2026/9/15 7:22:15 浏览次数：

通达信『天剑尾盘』排序与选股公式，尾盘掘金利器深度解析

本套指标包含排序公式与选股公式，专为尾盘短线交易设计，融合均线系统、涨停基因、量价异动等多重因子，帮您快速锁定次日有望冲高的潜力品种。

一、公式逻辑核心

- 基础过滤：剔除科创板、ST及退市股（`VAR0`），规避流动性风险。

- 均线多头共振：`VAR31`综合计算5/10/20/60日均线乖离率，并叠加价格低于10日均线的惩罚项，量化个股短期强度。

- 特殊K线形态：`VAR10`~`VAR23`捕捉前一日大涨（>10.5%或>7%）后今日缩量小阳/小阴的“涨停后蓄势”模式；`VAR28`识别逆势抗跌、高开有支撑的异动信号。

- 综合条件：`VAR30`整合上述形态，同时排除连续暴涨、暴跌、高位巨量等极端情形，确保信号相对稳健。

- 最终输出：`VAR33`要求强度值`VAR31>80`，且非涨停、非受限品种。排序公式输出该强度值及次日最高涨幅预估值（`REFX`函数），方便盘中动态排序；选股公式则直接输出`天剑`数值，用于条件选股。

二、使用方法

1. 排序公式（`天剑尾盘排序`）：导入通达信后，在“报价”菜单中调用“综合排名”或“历史行情.指标排序”，选择本指标，按“天剑”数值降序排列，数值越大代表尾盘动能越强。

2. 选股公式（`天剑选股`）：用于“条件选股”或“预警”，设置选股周期为日线，执行选股，即可筛选出满足`天剑>0`的标的。

3. 辅助参考：排序中的“次日最高%”为未来函数（仅用于复盘验证），实盘请结合大盘环境、个股位置及分时量价综合决策。

三、注意事项

- 该指标属于强势股回调/加速模型，适用于震荡偏强市场，单边下跌市需谨慎。

- 尾盘（14:50后）使用效果更佳，避免盘中信号反复。

- 建议配合成交量、筹码分布等基本面指标共同验证。

天剑尾盘排序源码如下：

VAR0:=IF(CODELIKE('68'),0,1) AND NOT(NAMELIKE('ST') OR NAMELIKE('*ST') OR NAMELIKE('S') OR NAMELIKE('退'));

VAR1:=MA(CLOSE,5);

VAR2:=MA(CLOSE,10);

VAR3:=MA(CLOSE,20);

VAR4:=MA(CLOSE,60);

VAR5:=VAR3+0.3*STD(CLOSE,20);

VAR6:=VAR3-2*STD(CLOSE,20);

VAR7:=BARSLAST(CLOSE/REF(CLOSE,1)>=1.095 AND CLOSE=HIGH);

VAR8:=REF(VAR1,3)>REF(VAR2,3) AND REF(VAR2,3)>REF(VAR3,3) AND REF(VAR1,2)>REF(VAR2,2) AND REF(VAR2,2)>REF(VAR3,2) AND REF(VAR1,1)>REF(VAR2,1) AND REF(VAR2,1)>REF(VAR3,1) AND VAR1>VAR2 AND VAR2>VAR3;

VAR9:=REF(VAR1,3)>REF(VAR2,3) AND REF(VAR1,2)>REF(VAR2,2) AND REF(VAR2,2)< REF(VAR3,2) AND REF(VAR1,1)>REF(VAR2,1) AND REF(VAR2,1)>REF(VAR3,1) AND VAR1>VAR2 AND VAR2>VAR3;

VAR10:=REF(CLOSE,1)/REF(CLOSE,2)>1.105 AND CLOSE>OPEN AND CLOSE/REF(CLOSE,1)< 1.19 AND HIGH/CLOSE< 1.1 AND CLOSE>VAR4 AND CLOSE/REF(CLOSE,1)>1 AND NOT(VOL>0.8*REF(VOL,1) AND LOW/OPEN>0.96) AND VOL< 2*REF(VOL,2);

VAR11:=REF(CLOSE,1)/REF(CLOSE,2)>1.105 AND CLOSE>OPEN AND CLOSE/REF(CLOSE,1)< 1.19 AND HIGH/CLOSE< 1.1 AND CLOSE>VAR4 AND CLOSE/REF(CLOSE,1)< 1 AND VOL< REF(VOL,1);

VAR12:=VAR10 OR VAR11;

VAR13:=REF(VAR12,1) AND CLOSE/REF(CLOSE,1)< 1.02;

VAR14:=VAR13 OR (VAR12 AND REF(VAR12,1));

VAR15:=DYNAINFO(37)*100;

VAR16:=REF(VAR15,1);

VAR17:=VAR13 OR VAR12;

VAR18:=REF(CLOSE,1)/REF(CLOSE,2)>1.07 AND CLOSE/REF(CLOSE,1)< 1.19 AND HIGH/CLOSE< 1.1 AND CLOSE>VAR4 AND CLOSE/REF(CLOSE,1)>1 AND NOT(VOL>0.8*REF(VOL,1) AND LOW/OPEN>0.96) AND VOL< 2*REF(VOL,2);

VAR19:=REF(CLOSE,1)/REF(CLOSE,2)>1.07 AND CLOSE/REF(CLOSE,1)< 1.19 AND HIGH/CLOSE< 1.1 AND CLOSE>VAR4 AND CLOSE/REF(CLOSE,1)< 1 AND VOL< REF(VOL,1);

VAR20:=VAR18 OR VAR19;

VAR21:=REF(VAR20,1) AND CLOSE/REF(CLOSE,1)< 1.02;

VAR22:=VAR21 OR (VAR20 AND REF(VAR20,1));

VAR23:=VAR21 OR VAR20 AND (CLOSE>OPEN AND OPEN/LOW< 1.05 OR (CLOSE< OPEN AND CLOSE>LOW AND CLOSE/LOW< 1.1));

VAR24:=HIGH>=HHV(HIGH,15);

VAR26:=BARSLAST(CLOSE/REF(CLOSE,1)>1.19 AND CLOSE=HIGH);

VAR27:=NOT(REF(CLOSE=HIGH,2) AND REF(CLOSE>OPEN AND HIGH/REF(CLOSE,1)>1.05,1));

VAR28:=NOT(OPEN>REF(CLOSE,1) AND CLOSE< OPEN) AND (CLOSE< OPEN AND CLOSE/LOW< 1.04 OR CLOSE>OPEN) AND VAR27 AND COUNT(OPEN=HIGH,3)< 1 AND VAR26< 5 AND CLOSE/REF(CLOSE,1)< 1 AND VOL< REF(VOL,1) AND NOT(COUNT(OPEN>HHV(CLOSE,5),5)>=1) AND HIGH/OPEN>1.003;

VAR29:=VAR23 OR VAR28 OR VAR17;

VAR30:=VAR23 OR VAR28 OR VAR17 AND COUNT(OPEN/REF(CLOSE,1)>1.04,3)< 1 AND NOT(REF(CLOSE,1)/REF(CLOSE,2)>1.195 AND REF(CLOSE=HIGH,1) AND HIGH/REF(CLOSE,1)>1.195) AND NOT(REF(CLOSE=LOW,1) AND REF(CLOSE,1)/REF(CLOSE,2)< 0.94 AND CLOSE/REF(CLOSE,1)< 1.01) AND COUNT(CLOSE/REF(CLOSE,1)< 0.805 AND CLOSE=LOW,8)< 1 AND NOT(COUNT(CLOSE/REF(CLOSE,1)>1.195 AND CLOSE=HIGH,10)>=3 AND REF(CLOSE/REF(CLOSE,1)>1.195 AND CLOSE=HIGH AND HIGH>=HHV(HIGH,50),1)) AND CLOSE>VAR4;

VAR31:=(VAR1-VAR2)/VAR2*500+(VAR2-VAR3)/VAR3*300+(VAR3-VAR4)/VAR4+IF(LOW< VAR2,(-100),0);

DRAWTEXT_FIX(1,0.980,20,1,'公式平台，公式源码 http://www.gspt.com'),COLOR333333;

VAR32:=IF(VAR30=1,VAR31,DRAWNULL);

ZT:=(CLOSE>=ZTPRICE(REF(CLOSE,1),IF(FINANCE(3)=4 OR FINANCE(3)=3,0.2,0.1)));

VAR33:=VAR32>80 AND VAR0 AND NOT(ZT);

天剑:IF(VAR33=1,VAR31,0);

次日最高%:(REFX(HIGH,1)-CLOSE)/CLOSE*100 NODRAW;

天剑选股源码如下：