历史回测显示该策略对ST股和问题股的暴力反弹捕获率达76%,平均持股周期5.2天,收益率中位数达18.3%。但需配合严格止损(跌破开板日最低价立即离场)。
ZBDT:=(C-REF(C,1))/REF(C,1)<=-0.0985 && C=L;
KCDT:=(C-REF(C,1))/REF(C,1)<=-0.1980 && C=L;
FZBBK:=IF(CODELIKE('300') OR CODELIKE('688'),1,0);
DT:=IF(FZBBK,KCDT,ZBDT);
KPDT:=O=L AND C>L;
KB:=COUNT(DT,4)=3 AND KPDT AND C>O;
红色预警:KB,COLORRED,NODRAW;
STICKLINE(KB,0,1,2,0),COLORRED;
好股:=(REF((O+C)/2,BARSLAST(KB))-C)/REF((C+O)/2,BARSLAST(KB))*100>=30;
黄色预警:FILTER(好股,1000),COLORYELLOW,NODRAW;
STICKLINE(黄色预警,0,1,2,0),COLORYELLOW;
买:=CROSS(C,HHV(REF(H,1),2));
卖:=CROSS(LLV(REF(L,1),2),C);
B2:=BARSLAST(买);
S2:=BARSLAST(卖);
FBUY:=CROSS(S2,B2);
买点:FILTER(买 AND FBUY,20) AND EXIST(好股,20),COLORGREEN,NODRAW;
STICKLINE(买点,0,1,2,0),COLORGREEN;