公式#3127

{公式ID: 178} {策略名称: 并购重组策略} {研究方向: Direction 45 - 并购重组策略（事件驱动类）} {逻辑链: 价格异动+成交量异动+突破信号 → 趋势确认+动量确认+成交量确认} {Warmup周期: 60 (MA(CLOSE,60)需要前59根K线)} {事件识别：价格异动 - 20日内涨幅>15%} PRICE_CHANGE := (CLOSE/REF(CLOSE,20) - 1) * 100; PRICE_SIGNAL := PRICE_CHANGE > 15; {事件识别：成交量异动 - 最近5日内有单日成交量>5日均量2倍} VOL_SIGNAL := EXIST(VOL > MA(VOL,5) * 2, 5); {事件识别：突破信号 - 收盘价突破60日内最高价} BREAKOUT := CLOSE > HHV(HIGH,60); {趋势确认：CLOSE > MA(CLOSE, 20)} TREND_OK := CLOSE > MA(CLOSE,20); {动量信号：MACD金叉} DIF := EMA(CLOSE,12) - EMA(CLOSE,26); DEA := EMA(DIF,9); MACD_CROSS := CROSS(DIF, DEA); {成交量确认：VOL > MA(VOL, 5) * 1.2} VOL_OK := VOL > MA(VOL,5) * 1.2; {风险排除：排除ST股票 + 上市>250天} NOT_ST := NOT(NAMELIKE('*ST*')); LISTED_OK := BARSCOUNT(CLOSE) > 250; {综合信号} BUY_SIGNAL := (PRICE_SIGNAL OR VOL_SIGNAL OR BREAKOUT) AND TREND_OK AND MACD_CROSS AND VOL_OK AND NOT_ST AND LISTED_OK; {输出} 选股: BUY_SIGNAL;