N天内当天涨停的选股指标公式

N天内当天涨停的选股指标公式_插图

 

编写要求:

N天内当天涨停的选股公式,并是N天的第一个涨停板。

全网最好用的指标公式网解答:

涨停:=C/REF(C,1)>1.096;
COUNT(涨停,N)>0 AND BARSLAST(涨停)+1=N;

以下是N天内首次出现涨停板的选股公式实现方案:

一、基础公式实现

涨停:=C/REF(C,1)>1.096 AND C=H;
首次涨停:=涨停 AND BARSLAST(涨停)>=N-1;
XG:COUNT(首次涨停,N)=1;

参数N可设置为5/10/20等周期,通过BARSLAST函数确保当前是N日周期内首次满足涨停条件。

二、增强版公式(含量能验证)

:=10; {可调参数}
涨停价:=REF(C,1)*1.1;
真实涨停:=ABS(C-涨停价)<0.01 AND V>MA(V,5)*1.5;
首板条件:=真实涨停 AND (BARSLAST(真实涨停)>=N OR BARSLAST(真实涨停)=0);
XG:首板条件 AND COUNT(首板条件,N)=1;

 

该版本增加成交量放大验证,并处理了涨停价精度问题,避免因价格四舍五入导致的误判。

三、Python量化实现

def first_zt_signal(df, n_days=10):
    df['pct_chg'] = df['close'].pct_change() * 100
    df['is_zt'] = (df['pct_chg'] > 9.6) & (df['close'] == df['high'])
    df['zt_count'] = df['is_zt'].rolling(n_days).sum()
    return (df['is_zt'] & (df['zt_count'] == 1))

适用于量化回测场景,可结合TA-Lib库增强技术指标验证。

关键参数说明:

  1. 涨停判定标准采用9.6%涨幅(兼容ST股)‌
  2. BARSLAST函数确保信号唯一性‌
  3. 量能条件要求突破日均量50%‌

注意事项:

  • 需使用前复权数据计算‌
  • 创业板/科创板建议调整涨幅阈值至19.8%‌
  • 可叠加KDJ超卖指标提高胜率
 
 
 

N天内当天涨停的选股指标公式_插图1

网页唯一标识识别码
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

指标使用通用经验总结

  1. 一般出现信号不急着立即介入,介入时机一般尾盘半小时判断信号是否可介入;
  2. 指标信号出现后第二天冲高阴线立即清仓等待突破上一个信号点最高价判断是是否介入;
  3. 指标信号出现后第二天阴线或假阳线立即清仓,等待突破上一个信号点最高价在判断是否介入;
  4. 在上涨,现价处于上涨高位的『介入、看多』信号不参与;
  5. 不是信号一出现就介入,要根据市场环境,量价关系,市场情绪等诸多因素判断是否可介入;
  6. 技术指标有其本身局限性,宁可错过,也不要做错
  7. 拿到指标后,多测试,多练习,看是否符合预期,总结规律;

总之一旦信号失真,不符合预期,立即清仓控制风险 ;

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