期權(quán)量化抓妖記 2023-08-02 08:02 發(fā)表于廣東
CTA3:=(O-REF(C,1))/REF(C,1)*100<3;CTA4:=(C-REF(C,1))/REF(C,1)*100<5;CTA5:=(C-REF(C,1))/REF(C,1)*100>2;CTA6:=(REF(C,1)-REF(C,2))/REF(C,2)*100<5;CTA7:=(C-REF(C,29))/REF(C,29)*100<55;CTCTA11:=(H-C)/REF(C,1)*100<4.3;CTA12:=FINANCE(40)<CTA*100000000;CTA13:=FINANCE(40)>CTA1*100000000;去ST:=NOT(NAMELIKE('ST') OR NAMELIKE('*ST') OR NAMELIKE('S'));CTA118:=(REF(HHV(C,12),1)-REF(LLV(C,12),1))/REF(LLV(C,12),1)*100<CTA2;CTA3 AND CTA4 AND CTA5 AND CTA6 AND CTA7 AND CTCTA11 AND CTA11 AND CTA12 AND CTA13 AND CTA118 AND 去ST AND 0.35>DYNAINFO(37) AND DYNAINFO(37)>0.04;
|
