{涨停回踩选股公式}
MA10 := MA(CLOSE, 10);
MA20 := MA(CLOSE, 20);
MA30 := MA(CLOSE, 30);
{定义涨停:涨幅>9.5%且收盘为最高价}
ZT := (CLOSE / REF(CLOSE, 1) > 1.095) AND (CLOSE = HIGH);
{10日内有涨停(排除当天)}
HAVE_ZT := COUNT(ZT, 10) >= 1;
{当天阴线且缩量}
YINXIAN := CLOSE < OPEN;
SUOLIANG := VOL < REF(VOL, 1);
{前一日均线位置条件}
PRE_C := REF(CLOSE, 1);
PRE_MA10 := REF(MA10, 1);
COND1 := PRE_C > 0.98 * PRE_MA10;
COND2 := PRE_C < 1.02 * PRE_MA10;
{均线系统条件}
MA10_UP := MA10 > REF(MA10, 1); {10日均线向上}
COND3 := (MA10 - MA20) / MA20 < 0.05; {10/20均线距离}
COND4 := (MA10 - MA30) / MA30 < 0.10; {10/30均线距离}
{10日涨幅限制}
TEN_DAY_CHG := (CLOSE / REF(CLOSE, 10)) < 1.30;
{最终选股条件}
BUY_CONDITION:
HAVE_ZT AND {10日内有涨停}
YINXIAN AND {当天阴线}
SUOLIANG AND {当天缩量}
COND1 AND COND2 AND {前一日均线位置}
MA10_UP AND {10日均线向上}
COND3 AND COND4 AND {均线间距}
TEN_DAY_CHG; {涨幅限制}