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量化模型
和几个老铁合伙凑钱淘了个“宝贝”,据说专治“首板进二板”的纠结症。我拿来跑了一遍数据,逻辑上确实有点东西,特此拿出来给大伙儿分享,权当是交流研究。 先说清楚,这玩意儿是通达信的副图指标,主要用于竞价。 希望能给你们点帮助,但我这丑话说前头,这指标只是辅助,仅供参考,要想稳定赚钱,最好还得结合其他指标搞个“共振”。单一指标毕竟单薄。 不认同的,出门左转,慢走不送,别在这排砖投诉。
咱们平时最烦那种看着信号买进去,回头一看信号没了的“马后炮”指标。这个“伏虎一进二”不一样,它把信号锁死在9:25的竞价那一刻,全天不变。这就意味着,它承诺的信号,是可以100%回测验证的,不像有的指标是薛定谔的猫,盘看着有,复盘就没了。 逻辑上,它看的是主力资金的态度——封单强不强、竞价金额大不大、市值占比合不合理。最关键的是,它有个“杀猪盘”识别算法,专门过滤庄股、秒板、一字板这些坑爹玩意儿。咱们做超短的,最怕的就是上了庄家的一贼船,这一项能帮你规避90%的坑。 用法很简单,通达信导入,切记要下载完整的财务数据,不然跑不出来。 早盘9:25分,对全A股排序,从大到小。记住我的原则:只做排名第一的那一只! 别贪多,贪多嚼不烂。 如果有的通达信版本太老不支持下载数据,去论坛下个新版,都支持免费下载。 既然是做一进二,那就是套利。几个实战小技巧传授给你们: - 1. 排序提速:范围只选“昨日首版”,速度飞起。
- 2. 买入:出票如果是低位(开盘5个点以下),直接怼;如果是高开,别追,等盘中回调再上。
- 3. 卖出:次日逢高走人,别留恋。如果连板了就拿一拿,不板就跑,落袋为安。
再次强调,这是辅助工具,真到了实盘决策,还得看基本面、大盘环境和热点。别指望一个指标能帮你自动印钞。股市有风险,愿赌服输。
源码如下:
ASS:=IF(CURRBARSCOUNT=1,DYNAINFO(15)/O/100,GPJYVALUE(25,1,2)); BSS:=ASS*O/100; CSS:=10000*ASS/FINANCE(46); DSS:=(C-REF(C,1))/REF(C,1)*100; FGHJ:=(O-REF(C,1))/REF(C,1)*100; 开盘%  OPEN/REF(CLOSE,1)-1)*100,NODRAW; HDSS:=(H-REF(C,1))/REF(C,1)*100; ZT:=IF((C-REF(C,1))*100/REF(C,1)>=(10-0.01*100/REF(C,1)),1,0); X1:=IF(CODELIKE('60') OR CODELIKE('00'),0.1,IF(CODELIKE('30'),0.2,100)); ZB:=C<H AND H>=ZTPRICE(REF(C,1),X1); SR3B:=COUNT(ZT,4)<=3; LBTS:=BARSLASTCOUNT(ZT); SH:=NOT(CODELIKE('688')) AND NOT(CODELIKE('301')) AND NOT(CODELIKE('300')); SZ:=IF(INBLOCK('创业板')>0,1,0); PCFW:=CODELIKE('4')=0 AND CODELIKE('8')=0; ESWLL:=COUNT(REF(ZT AND H=C,1) AND ZT,20)=0; SIWSL:=COUNT(REF(ZT,3) AND REF(ZT,2) AND REF(ZT,1) AND ZT,10)=0; QISWSL:=COUNT(REF(ZT,2) AND REF(ZT,1) AND ZT,70)=0; SZ15WLL:=COUNT(REF(ZT,1) AND ZT AND SZ,15)=0; ZTBLY:=COUNT(REF(ZT,1) AND O>C AND VOL>REF(V,1)*1.5 AND FGHJ>2,5)=0; WRWTZ:=COUNT(REF(ZT AND H=O,1),5)<1; KZB:=10000*BSS/REF(C*V,1); KHB:=CSS*10/KZB; KBH:=KZB/CSS*10; XYX:=(MIN(C,O)-L)/REF(C,1)*100; ST:=(MAX(C,O)-MIN(C,O))/MIN(C,O)*100; SYX:=(H-MAX(C,O))/MAX(C,O)*100; BL:=V>REF(V,1)*1.7 AND C>=O AND DSS>2; JDBL:=V>2*REF(V,1); JJLB:=ASS/IF(REF(ASS,1)=0,REF(REF(ASS,BARSLAST(ASS>0)),1),REF(ASS,1)); KPZB:=10000*ASS*O/REF(AMO,1); CDJJ1:=(FGHJ>0.1 AND FGHJ<2 AND ((CSS*10>9 AND KZB>3) OR (CSS*10>5 AND KZB>5) OR (CSS*10>8 AND KZB>4)) AND ((SH AND BSS>600) OR (SZ AND BSS>800)) AND (FGHJ<1 OR CSS*10>10 OR KZB>10) AND REF(COUNT(ZT,4)<=2 AND REF(ZT=0 AND V<REF(V,1)*1.1 AND V<MA(V,5),1) AND ZT AND H=C AND C>O AND QISWSL AND ZTBLY AND WRWTZ AND FGHJ>=0 AND L<MA(C,3) AND ((FGHJ<4.5 AND SZ) OR (FGHJ<2.5 AND SH)),1)); CDJJ2:=(REF(REF(FGHJ<1 AND (DSS>-6 OR (DSS>-12 AND SZ)),1) AND L<MA(C,3) AND V>REF(V,1)*1 AND COUNT(ZT,4)<=2 AND ZT AND V>MA(V,10) AND H=C AND C>O AND FGHJ<1.5 AND COUNT(ZT ,2)<=1 AND V>MA(V,10) AND ZTBLY AND WRWTZ,1) AND ((CSS*10>7 AND KZB>9 AND BSS>700 AND KBH>1) OR (CSS*10>4 AND KZB>9 AND BSS>1700 AND KBH>1 AND FGHJ<4)) AND FGHJ>1.4 AND FGHJ<8 AND (FGHJ<6 OR BSS>2000) AND SH AND (CSS*10<12 OR KZB<16 OR BSS>2000)); CDJJ3:=(REF(REF(FGHJ<2.5 AND (DSS>-6 OR (DSS>-12 AND SZ)),1) AND (O<=MA(C,5) OR (L<MA(C,5) AND V>REF(V,1)*1.1)) AND V>REF(V,1)*1.5 AND COUNT(ZT,4)<=2 AND ZT AND H=C AND C>O AND FGHJ<2.5 AND COUNT(ZT,2)<=1 AND QISWSL AND ESWLL AND ZTBLY AND WRWTZ,1) AND ((BSS>900 AND CSS*10>6 AND KZB>6) OR (CSS*10>8 AND KZB>5 AND BSS>1500) OR (CSS*10>8 AND KZB>4 AND BSS>3000)) AND FGHJ>1 AND (CSS*10<18 OR KZB<12 OR BSS>3500) AND SH AND FGHJ<7.5 AND KHB>1 AND KHB<4); CDJJ4:=(REF(REF(FGHJ<2.5 AND (DSS>-6 OR (DSS>-12 AND SZ)),1) AND (O<=MA(C,5) OR (L<MA(C,5) AND V>REF(V,1)*1.1)) AND V>REF(V,1)*1.2 AND COUNT(ZT,4)<=2 AND ZT AND H=C AND C>O AND FGHJ<2.5 AND COUNT(ZT,2)<=1 AND ZTBLY AND WRWTZ,1) AND BSS>2000 AND CSS*10>10 AND KZB>2.5 AND FGHJ>1 AND (CSS*10<18 OR KZB<12 OR BSS>3500) AND SH AND FGHJ<7.5 AND KHB>1 AND (FGHJ<5 OR KZB>4) AND KHB<4.5); CDJJ5:=REF(SH AND ZT AND COUNT(ZT,40)=1 AND FGHJ>5 AND FGHJ<8 AND XYX>0 AND V=HHV(V,10),1) AND JJLB<2.5 AND JJLB>1.5 AND FGHJ<5 AND FGHJ>1 AND BSS<3000 AND BSS>1000 AND KZB<20; CDJJ6:=REF(SH AND ZT AND COUNT(ZT,40)=1 AND XYX=0 AND ST>9 AND V=HHV(V,10),1) AND FGHJ<2 AND BSS<1500 AND CSS<1 AND KZB<10 AND KZB>5 AND JJLB<50 AND JJLB>20 AND FGHJ>0; CDJJ:=(CDJJ1 OR CDJJ2 OR CDJJ3 OR CDJJ4 OR CDJJ5 OR CDJJ6); ZDCJ1:=(KHB>1.5 OR FGHJ<4)*(REF(REF(FGHJ<4.5 AND (DSS>-7 OR (DSS>-13 AND SZ)),1) AND COUNT(ZT,4)<=2 AND ZT AND VOL>REF(V,1)*1.5 AND H=C AND C>O AND COUNT(ZT ,2)<=1 AND L<MA(C,3) AND FGHJ<3 AND ZTBLY AND WRWTZ,1) AND ((BSS>3000 AND CSS*10>15 AND KZB>6) OR (BSS>4000 AND CSS*10>10 AND KZB>7) OR (CSS*10>10 AND KZB>10) OR (CSS*10>20 AND KZB>8)) AND (CSS*10<16 OR KZB<16) AND (KZB<10 OR BSS>6000 OR FGHJ<3) AND (CSS*10<25 OR KZB<10 OR BSS>3000) AND (FGHJ<10 OR BSS>5000) AND (CSS*10<30 OR FGHJ<9 OR BSS>5000) AND SZ AND FGHJ>1 AND FGHJ<12.5 AND BSS>3000 AND KHB>1 AND KHB<4); ZDCJ2:=(REF(REF(FGHJ<2.5 AND (DSS>-8 OR (DSS>-12 AND SZ)) AND H>C,1) AND (O<=MA(C,5) OR (L<MA(C,5) AND V>REF(V,1)*1.1)) AND V>REF(V,1)*1.1 AND COUNT(ZT,4)<=2 AND ZT AND H=C AND C>O AND FGHJ<2.5 AND COUNT(ZT ,2)<=1 AND ZTBLY AND WRWTZ,1) AND ((CSS*10>10 AND KZB>2.5 AND BSS>5000) OR (CSS*10>6 AND KZB>5 AND BSS>5000)) AND FGHJ>1 AND (CSS*10<16 OR KZB<15) AND FGHJ<9 AND KHB>1 AND (FGHJ<5 OR KZB>4) AND KHB<4.5 AND SH); ZDCJ3:=(REF(REF(FGHJ<4.5 AND (DSS>-8 OR (DSS>-12 AND SZ)) AND H>C,1) AND (O<=MA(C,5) OR (L<MA(C,3) AND V>REF(V,1)*1.1)) AND COUNT(ZT,4)<=3 AND VOL>REF(V,1)*1.4 AND ZT AND H=C AND C>O AND ((FGHJ<2.5 AND SH) OR (FGHJ<4.5 AND SZ)) AND COUNT(ZT AND H=C,2)<=1 AND ZTBLY AND WRWTZ,1) AND ((CSS*10>10 AND KZB>4 AND BSS>3000 AND FGHJ<5) OR (CSS*10>10 AND KZB>4 AND BSS>5000) OR (CSS*10>6 AND KZB>5 AND BSS>5000) OR (CSS*10>20 AND KZB>3 AND BSS>3000 AND FGHJ<4)) AND (FGHJ<5 OR KZB>4) AND FGHJ>1 AND (CSS*10<16 OR KZB<10 OR BSS>4000) AND FGHJ<7.5 AND KHB>0.85 AND KHB<4 AND SH); ZDCJ4:=(REF(REF(FGHJ<4.5 AND (DSS>-8 OR (DSS>-12 AND SZ)) AND H>C,1) AND COUNT(ZT,4)<=3 AND V>REF(V,1)*1 AND ZT AND H=C AND C>O AND FGHJ<6 AND L<MA(C,3) AND ZTBLY AND WRWTZ AND ((FGHJ<2.5 AND SH) OR (FGHJ<4.5 AND SZ)),1) AND ((CSS*10>5 AND KZB>3 AND BSS>4000 AND FGHJ<3) OR (CSS*10>10 AND KZB>3 AND BSS>4000 AND FGHJ<3) OR (CSS*10>4 AND KZB>3 AND BSS>6000 AND FGHJ<2) OR (CSS*10>5 AND KZB>4 AND BSS>6000 AND FGHJ<3) OR (CSS*10>11 AND KZB>5 AND BSS>5000) OR (CSS*10>5 AND KZB>5 AND BSS>5000)) AND FGHJ>0.2 AND (FGHJ<5 OR KZB>4) AND KZB<12 AND FGHJ<12 AND (FGHJ<4 OR BSS>5000) AND KHB>0.85 AND KHB<4 AND ((SH AND KZB>2.5) OR (SZ AND KZB>6))); ZDCJ5:=(REF(ZT AND H=C AND COUNT(ZT,2)<=1 AND C>O,1) AND CSS*10>8 AND KZB>8 AND BSS>8000 AND FGHJ>0.2 AND FGHJ<9.5 AND KHB<4); ZDCJ:=(ZDCJ1 OR ZDCJ2 OR ZDCJ3 OR ZDCJ4 OR ZDCJ5 )*(KHB>1.4 OR FGHJ<2); ZDJJA:=REF(COUNT(EVERY(ZT AND C=O,3),10)=0,1) AND REF(ZT AND C=H AND ST>10 AND XYX=0 AND REF(EVERY(C<REF(C,1),6),1),1)=0 AND REF(ZT AND C=H AND ST>9 AND REF(EVERY(C<REF(C,1) AND V<REF(V,1) AND FGHJ<=0 AND H<REF(H,1) AND L<REF(L,1),3),1),1)=0 AND REF(ZT AND REF(HHV(L,3)-LLV(L,3)=0.01 AND EVERY(H>REF(H,1) AND FGHJ<0,2),1) AND COUNT(ZT,10)=1,1)=0; ZDJJ1:=REF(ST>10 AND ZT AND C=H AND XYX=0 AND REF(EVERY(C<O AND FGHJ<=0,3) AND XYX=0,1),1)=0 AND REF(ZT AND ST>10 AND REF(ZB AND C>O AND NOT(BETWEEN(FGHJ,0.5,1)),1),1)=0 AND REF(COUNT(EVERY(ZT AND C=H,6),20)=0,1) AND REF(ST>10 AND ZT AND C=H AND REF(EVERY(C<O,4) AND COUNT(ZT,40)=0,1),1)=0 AND REF(SZ AND L/REF(H,1)>1.02 AND ST>15 AND COUNT(ZT AND C=H,100)=1,1)=0 AND REF(COUNT(DSS<-9 AND C=O AND REF(ZB AND C<O AND ST>6,1) AND REF(ZT AND ST>4 AND L/REF(H,1)>1.02,2),20)=0,1)AND ZDJJA; AT:=COUNT(ZT,20)=0 AND COUNT(ZB,20)=0; XX1:=(FGHJ<5 AND BSS>10000 AND JJLB<20 AND KPZB<8)=0 AND REF(SH AND COUNT(ZT,30)=0 AND COUNT(SYX=0 AND FGHJ>8 AND C<O,5)>0,2)=0 AND IF(REF(COUNT(C<O AND REF(ZT,1),40)=2 AND COUNT(ZT,40)=2,2),BSS>3000,1); XX2:=REF(XYX<0.3 AND ST>8 AND V<HHV(V,3) AND C>20 AND REF(HHV(ST,10)<5,1),1)=0 AND HHV(LBTS,20)<5; XX3:=REF(HHV(ST,40)<5 AND COUNT(ZT,40)=0 AND COUNT(ZB,40)=0 AND HHV(SYX,40)>7 AND COUNT(V>2*REF(V,1) AND C>O,40)>1,2)=0; XX4:=REF(EXIST(EVERY(C<O,3) AND EVERY(H<REF(H,1),2),2)=0 AND AT AND HHV(ST,20)<5 AND HHV(XYX,20)<2 AND HHV(SYX,20)<4 AND COUNT(V>2*REF(V,1) AND C>O,20)=1 AND COUNT(C<O AND ST>2,3)>0,2)=0; XX5:=IF(COUNT(DSS<-9 AND C=O AND HHV(LBTS,5)>3,60)>0,KPZB>5 AND BSS>3000 AND REF(O>L,1),1) AND REF(AT AND HHV(ST,20)<3 AND HHV(SYX,20)<5 AND COUNT(V>2*REF(V,1) AND C>O,21)=2,2)=0; XX6:=(REF(FGHJ>1 AND O=L AND ST>7,1) AND FGHJ<1 AND BSS>3000 AND REF(ST<1,2))=0 AND REF(REF(ZT AND ST>10 AND COUNT(ZT,40)=1,2) AND EVERY(C>O AND ST<3,2),2)=0; XX7:=REF(ST>0 AND ST<7 AND XYX=0,1)=0 AND IF(FGHJ>4.8 AND FGHJ<6 AND REF(ST>8,1),SH AND ((JJLB<30 AND CSS>1.3)OR (JJLB>50 AND ((CSS<1 AND BSS<2500) OR (CSS>1.9 AND BSS>4000)))OR (JJLB<50 AND JJLB>30 AND KPZB<16)),1); YBY:=EVERY(C>O,2) AND ((O<REF(O,1) AND C>REF(C,1)) OR (O>REF(O,1) AND C<REF(C,1))); ZTYN:=BARSLAST(C<O AND C>REF(O,1) AND REF(ZT AND C=H AND COUNT(ZT,10)=1,1)); XX8:=REF(IF(ST>9 AND EVERY(C>O,5),XYX<2.1 AND EXIST(YBY,5) AND LLV(DSS,10)>-9.6 AND REF(COUNT(JDBL AND ZT=0,3)=0 AND HHV(DSS,10)<15,2),1),1); XX9:=REF(ZB AND C<O,2)=0 AND IF(FGHJ>6 AND KPZB<10 AND BSS>2000,IF(SH,FGHJ<9,1) AND KPZB>5 AND (BSS<3000 OR BSS>4000) AND IF(JJLB>50,BSS<5000,1) AND IF(JJLB<10,KPZB<8,1),1); XX10:=REF(EVERY(C<O,2) AND REF(ZT AND LBTS=1 AND REF(EXIST(JDBL,10),1),2),2)=0; XX11:=REF(COUNT(C<O AND ST>5 AND FGHJ<0 AND REF(ZT,1),10)=0,2) AND (SZ AND FGHJ<3 AND BSS>10000)=0; XX12:=REF(COUNT(C<O AND ST>10 AND FGHJ<1,10)=0,2) AND REF(V<REF(V,1) AND REF(ZB AND C<O,2),1)=0; XX13:=REF(EVERY(C>O AND V>REF(V,1) AND ST<3.011 AND DSS<3 AND ZB=0,3),2)=0; XX14:=REF(IF(EVERY(C<O AND V<REF(V,1) AND ST<3 AND ZB=0,3),ST=LLV(ST,3) AND ST<0.5,1),2); XX15:=REF(EVERY(C<REF(C,1),3) AND C<O AND ST>4,2)=0 AND REF(EVERY(C<O AND L<REF(L,1) AND H<REF(H,1),4) AND ST<REF(ST,1),3)=0; XX16:=REF(SH AND EVERY(C>O,3) AND V<REF(V,1) AND REF(JDBL,1),2)=0 AND (REF(JDBL AND C>O AND ST>5,2) AND CSS<1 AND BSS>5000)=0; XX17:=REF(COUNT(REF(JDBL AND C>O,1) AND DSS<-9 AND C=L AND ST>5,15)=0,2) AND (REF(V>REF(V,1) AND C>O AND ZB=0 AND REF(JDBL AND C>O,1),2) AND REF(V<REF(V,1),1))=0; XX18:=IF(FGHJ>5 AND BSS>10000,((CSS>3 AND KPZB<16 AND JJLB<15) OR (CSS<3 AND REF(FGHJ<2,1) AND JJLB<10 AND FGHJ>7)OR (CSS<3 AND JJLB>10 AND FGHJ>7 AND KPZB>20)OR (CSS<3 AND JJLB>10 AND FGHJ<7 AND KPZB<15 AND HHV(LBTS,60)<5)),1); XX19:=(FGHJ>5 AND BSS<4000 AND BSS>1000 AND CSS>1.5 AND CSS<2 AND FGHJ>6 AND KPZB>10)=0 AND REF(ZTYN<30 AND COUNT(ZB AND C>O,ZTYN-1)=1 AND COUNT(ZT,ZTYN)=0,3)=0; XX20:=REF(COUNT(C<O AND ZB=0 AND REF(ZT,1),10)>1,2)=0 AND IF(FGHJ<3 AND CSS<0.6 AND BSS>1000,BSS>3000 AND FGHJ<1,1) AND (REF(SZ AND ST>15 AND JDBL=0,1) AND FGHJ<3)=0; JJJ:=REF(COUNT(REF(ZT=0,1) AND ZB AND C<O AND V>2*REF(V,1) AND SYX>5,10)=1,2) OR (FGHJ>5 AND BSS<3000 AND KPZB<10 AND BSS>1000 AND JJLB>50 AND JJLB<100) OR CDJJ5; XX:=XX1 AND XX2 AND XX3 AND XX4 AND XX5 AND XX6 AND XX7 AND XX8 AND XX9 AND XX10 AND XX11 AND XX12 AND XX13 AND XX14 AND XX15 AND XX16 AND XX17 AND XX18 AND XX19 AND XX20 ; MANN:=0.6*(CSS*KZB*BSS/10000)*(CDJJ OR ZDCJ)*PCFW*ZDJJ1*XX*IF(JJJ,10,1); ★伏虎一进二:MANN*6; 细分行业  RAWTEXT(1,0,HYBLOCK),COLOR00C0C0;
如报错,回复指标名下载tn6文件。 免责,指标来源读者分享,仅供交流学习,不对买卖负责,诸君明鉴。
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