飞狐集合竞价量比选股公式源码
飞狐集合竞价量比选股公式源码
{集合竞价量比选股}
lt:=(CAPITAL/100)/10000<=10;
ZF:=OPEN/ref(CLOSE,1);A1:=ZF>=1.00 and ZF<1.05;
换手:=VOL/CAPITAL*100;换5:=MA(换手,5);
涨停:=CLOSE/ref(CLOSE,1)>1.095;TS:=BARSLAST(涨停);QJ:=BETWEEN(TS,1,10);
tj:=BARSSINCE(v)+1=1;zq:=BARSLAST(tj);
量比:=if(tj,sum(v,0)/DYNAINFO(38)*240,ref(sum(v,0)/DYNAINFO(38)*240,zq));
XG:lt and A1 and ref(换5,1)<3 and 换手>3 and 量比>20;
或：XG:lt and A1 and ref(换5,1)<3 and 换手>3 and QJ and 量比>20;
