龙虎榜策略

选股: 龙虎榜策略 { // 模拟龙虎榜标的：涨幅>5% + 成交量突增 LHB_SIGNAL := CLOSE / REF(CLOSE, 1) > 1.05 AND VOL > MA(VOL, 5) * 2; // 趋势确认：收盘价站上20日均线 TREND_CONFIRM := CLOSE > MA(CLOSE, 20); // 动量信号：MACD金叉 DIF := EMA(CLOSE, 12) - EMA(CLOSE, 26); DEA := EMA(DIF, 9); MOMENTUM_SIGNAL := CROSS(DIF, DEA); // 风险排除：排除ST股票 RISK_FILTER := NOT(NAMELIKE('ST')) AND NOT(NAMELIKE('*ST')); // 最终信号 FINAL_SIGNAL := LHB_SIGNAL AND TREND_CONFIRM AND MOMENTUM_SIGNAL AND RISK_FILTER; FINAL_SIGNAL; }