均量均衡度>456必涨
A股市场:
港股市场:
美股市场逆均衡:(逆均衡强度<3且MAX5<0)
2019-05-05 DFFN
2019-04-25 逆均衡:COHN-HYDD
2019-04-22 KTCC
2019-04-16 留意FELP的MACD钝化/
美股市场乖离均衡:(乖离均衡数值很大且价位在高位,适合做空)
2019-05-03 IPWR/
2019-04-30 做空EMAG/基金/TDAC(费率14.41%)
2019-04-23 做空JMU:1.77/20190422均量乖离均衡度达到649/
理由:20190422均量乖离均衡度达到649/
JMU/DAY卖出1.96*100/
20190423费率44.04%(日化0.12%) →44.12→43.99→43.94→43.94→43.94→43.77→41.59→41.59→41.63→39.23→40.89→38.86→41.15→→→→→→→→→→→→→→
20190423可卖空数量:81177→83277→85777→20190424:85854→85677→92577→93077→80972→87080→91261→104037→109802→103125→104449→114091→108667→115792→129189→130089→121247→→→→→→→→→→→→→→→→→→→→→→→→→→→→→→→→→→→→→→
ATAI数据
20190508可做空数量:59960/109.38%/050821:00:112.07%/
费率20190424:213.99%→116.56→116.56→116.63→→→→→→→→→→→→→→→
数量20190424:95880→103471→88880→118890→120890→190521→2019050723:40突然为0!/→→→→→→→→→→→→→→→→→→→→→
随机选取样本的昨日均衡度+今日逆均衡度(底部数据)/MAX5的值/钝化次数
A:1.272+1.302/--/--
B:0.874+1.870/--/--
C:0.255+0.517
D:0.287+1.575
E:0.382+0.705
F:0.677+2.686/-0.421/5天
G:1.906+7.351/+2.799/
H:5.827+1.655/
I:0.389+3.235/
J:0.295+1.363/
K:0.323+0.686/-5.063/连降3天/
L:0.280+1.377/
M:0.146+0.122/
N:0.926+2.452/
U:1.260+1.406/
V:4.337+15.747/
W:0.270+1.162/
X:0.439+0.894/
分析:1.前面的数字<后面的数字,只有M这组数据不符合,概率1/18*100=5.5%。2.2个数据的和<3左右,只有G,H,V这3组不符合,概率3/18*100=16.7%。
原始代码:(说明:其中的逆均衡是20190420编写/运用场景是前后一天出现巨量,有很大可能逆转,但也可能连续维持原方向,最终有大逆转)
均衡度:V/REF(V,1)*100;
逆均衡:REF(V,1)/V*100;
均量均衡度:V/MA(V,5)*100;
M2:=MA(V,5)/MA(V,10);
均量乖离均衡度:M2/REF(M2,1)*100;
逆均衡选股
C10:=(CLOSE-MA(CLOSE,5))/MA(CLOSE,5)*100;
C20:=HHV(C10,5)<-0.1; {限定MAX5};
D10:=V/REF(V,1)*100;{均衡度}
D20:=REF(D10,1);
D30:=REF(V,1)/V*100;{逆均衡}
D60:=(D20+D30)<3;
V88:C20 AND D60;
逆均衡强度技术指标
D10:=V/REF(V,1)*100;{均衡度}
D20:=REF(D10,1);
D30:=REF(V,1)/V*100;{逆均衡}
逆均衡强度 20+D30;
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