setbarfreq("D"); //選股頻率日線
value1 = Average(getField("InvestorDifference","D"),5); //計算 5期法人買賣超張數的移動平均
value2 = Average(getField("InvestorDifference","D"),10); //計算10期法人買賣超張數的移動平均
value3 = Average(Volume,5); //計算 5期成交量的移動平均
value4 = Average(Volume,10); //計算10期成交量的移動平均
value5 = Average(getField("Leadertotalbuy","D"),5); //計算 5期主力買超張數的移動平均
value6 = Average(getField("Leadertotalbuy","D"),10); //計算10期主力買超張數的移動平均
value7 = Average(getField("Leadertotalsell","D"),5); //計算 5期主力賣超張數的移動平均
value8 = Average(getField("Leadertotalsell","D"),10); //計算10期主力賣超張數的移動平均
Value9 = GetField("DSelfdifference"); //自營商自行買賣買賣超
Value10 = GetField("DSelfdifference")[1]; //前日自營商自行買賣買賣超
Value11 = GetField("LeaderDifference"); //主力買賣超張數
Value12 = GetField("LeaderDifference")[1]; //前日主力買賣超張數
Value13 = GetField("Pomremain"); //融資餘額張數
Value14 = GetField("Pomremain")[1]; //前日 融資餘額張數
Value15 = GetField("SBUnits"); //借券賣出張數
Value16 = GetField("SBUnits")[1]; //前日 借券賣出張數
Value17 = GetField("TurnOverRatio"); //週轉率
value18 = GetField("Bigsharesheldratio",param := 400); //持股400張以上
value19 = GetField("Bigsharesheldratio",param := 600); //持股600張以上
value20 = GetField("Bigsharesheldratio",param := 800); //持股800張以上
value21 = GetField("Bigsharesheldratio",param := 1000); //持股1000張以上
value22 = GetField("Retailsharesheldratio",param := 100); //持股未滿100張
value23 = Average(Close,5); //計算 5期成交價的移動平均 OK
value24 = Average(Close,10); //計算10期成交價的移動平均 OK
value25 = Average(Close,20); //計算20期成交價的移動平均 OK
value51 = NthHighestBar(1,volume,120); //計算近120期最高的最高價的相對位置 OK
value52 = close[value51]; //近120期最高成交量的收盤價 OK
value53 = NthHighestBar(2,volume,120); //計算近120期次的次量的最高價相對位置 OK
value54 = close[value53]; //近120期次成交量的收盤價 OK
value55 = NthHighestBar(3,volume,120); //計算近120期次的次量的最高價相對位置 OK
value56 = close[value55]; //近120期次成交量的收盤價 OK
value59 = IFF(Close*1.1 > value52 and Close < value52,value52,IFF(Close*1.1 >value54 and Close < value54,value54,IFF(Close*1.1 >value56 and Close < value56,value56,0)));
value61 = NthLowestBar(1,volume,120); //計算近120期最高的最低價的相對位置 OK
value62 = close[value61]; //近120期最高成交量的收盤價 OK
value63 = NthLowestBar(2,volume,120); //計算近120期次的次量的最低價相對位置 OK
value64 = close[value63]; //近120期次成交量的收盤價 OK
value65 = NthLowestBar(3,volume,120); //計算近120期次的次量的最低價相對位置 OK
value66 = close[value65]; //近120期次成交量的收盤價 OK
value69 = IFF(Close*0.9 < value62 and Close > value62,value62,IFF(Close*0.9 < value64 and Close > value64,value64,IFF(Close*0.9 < value66 and Close > value66,value66,0)));
condition1=false;
condition2=false;
condition3=false;
condition4=false;
condition5=false;
condition6=false;
if value23 < value24
//成交價 5日小於 10日均線 (空頭排列)
then condition1=true;
if high*1.02 > open
//最高價大於開盤價 2%產生上影線
then condition2=true;
if volume>1000
//今日成交量超過1000
then condition3=true;
If value9 > value10
//自營商自行買超大於前日
then condition4=true;
If value12 > value11
//前日主力買賣超張數大於今日
then condition5=true;
If value15 > value16
//借券賣出張數大於今日
then condition6=true;
{結果判斷}
IF
condition1
and condition2
and condition3
and condition4
and condition5
and condition6
THEN
begin
ret=1;
End;
1 評論