大家好,

分享使用選股範例腳本撰寫以下四個條件所組成的選股策略:

1.收盤價>MA20 and 收盤價<MA20*1.1

2.收盤價過兩日高

3.量>1000

4.收盤價 距離布林低軌 與中軌間(布林通道期數:22、下通道標準差倍數:2)

 

撰寫方式大致說明:

1. 使用 時間序列 方式,搭配 highest 函數,撰寫收盤價過前兩日高的條件,

2. 使用 OutputField 函數 檢驗計算數值是否正確( 請參考 選股欄位放大鏡:談OutputField )

 

選股範例策略執行完的結果畫面供參考:

 

選股範例腳本程式碼如下:

input:MA_length(20,"均線期數"),H_length(2,"N日高"),Target_Volume(1000,"門檻成交量"),Bol_Length(22,"布林期數"),LowerBand(2,"通道下緣");

value1 = average(close,MA_length);
value2 = highest(high[1],H_length);
value3 = bollingerband(Close, Bol_Length, -1 * LowerBand);
value4 = average(close,Bol_Length);

if  close > value1 
and close < value1 * 1.1
and close > value2
and volume > Target_Volume
and close > value3
and close < value4 then ret = 1;

outputfield1(volume,"volume");
outputfield2(value1,"MA");
outputfield3(value2,"兩日高");
outputfield4(value3,"布林下通道");
outputfield5(value4,"布林中軌");

 

以上供參考,有問題歡迎詢問。