捕捉“调整后重启”的黑马股启动信号
该公式本质是中短期趋势强化型量化模型,核心目标是筛选“前期有资金介入(如涨停)、调整后筹码集中、多头趋势未改、量能配合重启”的标的。
CTA1:=3*SMA((CLOSE-LLV(LOW,9))/(HHV(HIGH,9)-LLV(LOW,9))*100,3,1)-2*SMA(SMA((CLOSE-LLV(LOW,9))/(HHV(HIGH,9)-LLV(LOW,9))*100,3,1),3,1);
CTA2:=CTA1>REF(CTA1,1) AND REF(CTA1,1)< REF(CTA1,2) AND 30,REF(CTA1,1);
CTA3:=(HHV(HIGH,9)-CLOSE)/(HHV(HIGH,9)-LLV(LOW,9))*100-70;
CTA4:=(CLOSE-LLV(LOW,9))/(HHV(HIGH,9)-LLV(LOW,9))*100;
CTA5:=IF(SMA(SMA(CTA4,3,1),3,1)+100-(SMA(CTA3,9,1)+100)>45,SMA(SMA(CTA4,3,1),3,1)+100-(SMA(CTA3,9,1)+100)-45,0);
CTA6:=CTA5>REF(CTA5,1) AND REF(CTA5,1)< REF(CTA5,2);
CTA7:=CROSS(ABS(WINNER(CLOSE)-WINNER(OPEN))*100,30);
DIF:=EMA(CLOSE,12)-EMA(CLOSE,26);
DEA:=EMA(DIF,9);
MACD:=(DIF-DEA)*2;
CTA8:=MACD>0;
CTA9:=REF(CLOSE,1)/REF(CLOSE,2)>=1.095;
CTA10:=OPEN>REF(CLOSE,1) AND CLOSE>OPEN;
CTA11:=HIGH>CLOSE AND OPEN>LOW AND LOW>=REF(CLOSE,1);
CTA12:=VOL>REF(VOL,1);
CTA13:=CTA9 AND CTA10 AND CTA11 AND CTA12;
二次启动黑马:CTA2 AND CTA8 AND CTA7 AND CTA6;