跨頻率選股

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  • 最後發表   Dora  2021 四月 06
Dora 發文於   2021/04/02

想請問一下,我用跟以下貼的程式碼合併在一起選股,站上均線糾結選日頻率,月營收則選月頻率,請問各要設搜尋多少筆資料,才能跑出正確的選股呢,理論上兩者合併應該能在2021/01/15選出6485點序,2021/01/18進場,不過總是會有些錯誤選股的情況發生,感謝您的回覆。

input: shortlength(5); setinputname(1,"短期均線期數");

input: midlength(10); setinputname(2,"中期均線期數");

input: Longlength(20); setinputname(3,"長期均線期數");

input: Qlength(60);     setinputname(4,"季均線期數");

input: HalfYearlength(120); setinputname(5,"半年均線期數");

input: Yearlength(240);  setinputname(6,"年均線期數");

input: Percent(15);  setinputname(7,"均線糾結區間%");

input: Volpercent(100);  setinputname(8,"放量幅度%");//帶量突破的量是5日均量的兩倍

input: VolLimit(2000); setinputname(9,"最小成交量");

input: OverDaysClose(20); setinputname(10,"超越幾天的收盤價");

 

variable: shortaverage(0);

variable: midaverage(0);

variable: Longaverage(0);

variable: Qaverage(0);

variable: HYaverage(0);

variable: Yaverage(0);

variable: maxaverage(0);

 

 

shortaverage = average(close,shortlength);

midaverage = average(close,midlength);

Longaverage = average(close,Longlength);

Qaverage= average(close,Qlength);

HYaverage= average(close,HalfYearlength);

Yaverage= average(close,Yearlength);

maxaverage = maxlist(shortaverage,midaverage,Longaverage,Qaverage,HYaverage,Yaverage);

 

 

if 

volume > average(volume,shortlength) * (1 + volpercent * 0.01) and 

volume > VolLimit and

    Close > maxaverage and

Close> highest(close[1],OverDaysClose)

then

  begin

value1= absvalue(shortaverage -midaverage);

value2= absvalue(midaverage -Longaverage);

value3= absvalue(Longaverage -Qaverage);

value4= absvalue(Qaverage -HYaverage);

value5= absvalue(HYaverage -Yaverage);

value6= absvalue(Yaverage -shortaverage);

if maxlist(value1,value2,value3,value4,value5,value6)*100 < Percent*Close then  ret=1;

  end;

  

---------------------------------------------------------------------------------------------------------------------------------------

Value1 = GetField("月營收","M");

 

value2= value1+value1[1]+value1[2]; //近三個月營收總和

 

value3= value1[12]+value1[13]+value1[14];//過去同期近三個月營收總和

 

variable:i(0);

value4 = 0;

For i = 0 to 11

Begin

value4 = value4 + value1[i];

End;// 近十二個月的月營收總和

 

value5 = 0;

For i = 12 to 23

Begin

value5 = value5 + value1[i];

End;// 過去同期十二個月的月營收總和

 

if (value2-value3)/value3 > (value4-value5)/value5

then ret=1;

 

outputfield(1,(value2-value3)/value3 ,2,"近三個月營收年增率");

outputfield(2,(value4-value5)/value5 ,2,"近十二個月營收年增率");

XQ小幫手 發文於   2021/04/06

Hello Dora,

 

關於資料讀取筆數的設定問題,您可以參考這篇文章

資料讀取範圍與腳本執行的關係

根據您提供的腳本,小編將資料讀取筆數設為24後運算6485點序在2021/01/15的狀況均線糾結最大值為619.37,大於設定的要求556.5,所以那時並不會進場。

附上選股中心匯出檔供您參考。

附加文件

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