昨天发布的《什么时候买什么时候卖?传统量化技术-通达信买卖点公式分享》异常受欢迎,有粉丝朋友建议提供手机版,也有朋友想要改成选股公式。
对于传统技术指标,小僧的观点之前已经分享过,作为充分的群体博弈,有限数据下形成的传统技术指标的滞后性和过拟合的问题是比较明显的,所以朋友们请看着使用,我个人建议仅用作参考,不应过于依赖。
MACD+RSI互相验证右侧交易策略-买卖点策略(手机版)

效果(B为Buy,即多头买入点;S为Sell,即多头卖点)

参考指标配置
源码如下:
DIFF:=EMA(CLOSE,SHORT)-EMA(CLOSE,LONG);
DEA:=EMA(DIFF,MID);
MACD:=2*(DIFF-DEA);
LC:=REF(CLOSE,1);
RSI1:=SMA(MAX(CLOSE-LC,0),N1,1)/SMA(ABS(CLOSE-LC),N1,1)*100;
RSI2:=SMA(MAX(CLOSE-LC,0),N2,1)/SMA(ABS(CLOSE-LC),N2,1)*100;
RSI3:=SMA(MAX(CLOSE-LC,0),N3,1)/SMA(ABS(CLOSE-LC),N3,1)*100;
RSI_L := RSI1>RSI2 AND RSI2>RSI3;
B_1:=CROSS(MACD,0) AND RSI_L;
B_2:=CROSS(RSI1,RSI2) AND CROSS(RSI1,RSI3) AND MACD>0;
B_3:=CROSS(REF(RSI1,1), 20) AND CLOSE>REF(CLOSE,1);
B_SL:=B_1 OR B_2 OR B_3;
S_1:=CROSS(0,MACD) AND DIFF<0;
S_2:=CROSS(0,MACD) AND RSI1<RSI2;
S_3:=CROSS(RSI2, RSI1) AND MACD<0;
S_4:=CROSS(80,RSI1) AND NOT(RSI_L);
S_SL:=S_1 OR S_2 OR S_3 OR S_4;
{作者@量化研究僧,头条微信雪球各平台同号}
DRAWTEXT(B_SL,HIGH,’B’);
DRAWTEXT(S_SL,LOW,’S’);
MACD+RSI互相验证右侧交易策略-选股公式

通达信选股系统结果
DIFF:=EMA(CLOSE,SHORT)-EMA(CLOSE,LONG);
DEA:=EMA(DIFF,MID);
MACD:=2*(DIFF-DEA);
LC:=REF(CLOSE,1);
RSI1:=SMA(MAX(CLOSE-LC,0),N1,1)/SMA(ABS(CLOSE-LC),N1,1)*100;
RSI2:=SMA(MAX(CLOSE-LC,0),N2,1)/SMA(ABS(CLOSE-LC),N2,1)*100;
RSI3:=SMA(MAX(CLOSE-LC,0),N3,1)/SMA(ABS(CLOSE-LC),N3,1)*100;
RSI_L := RSI1>RSI2 AND RSI2>RSI3;
B_1:=CROSS(MACD,0) AND RSI_L;
B_2:=CROSS(RSI1,RSI2) AND CROSS(RSI1,RSI3) AND MACD>0;
B_3:=CROSS(REF(RSI1,1), 20) AND CLOSE>REF(CLOSE,1);
B_SL:=B_1 OR B_2 OR B_3;
{作者@量化研究僧,头条微信雪球各平台同号}
B_SL;
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