formula ID 206

{=== ID-206 低价股价值挖掘策略 ===}

{---------- 参数设置 ----------}
N1:=20;   {中期趋势均线}
N2:=5;    {短期均量}
PRICE_LOW:=5;  {低价股阈值（元）}
VOL_RATIO:=1.2; {放量倍数}

{---------- 基本面筛选 ----------}
{净利润>0（避免退市风险）}
PROFIT_OK:=FINANCE(1)>0;
{营业收入>1亿（避免空壳公司）}
REVENUE_OK:=FINANCE(2)>100000000;
{净资产>0（资可抵债）}
NAV_OK:=FINANCE(10)>0;

{---------- 技术面确认 ----------}
{中期趋势向上}
TREND_OK:=CLOSE>MA(CLOSE,N1) AND MA(CLOSE,N1)>REF(MA(CLOSE,N1),1);
{短期动量向上}
MOM_OK:=COUNT(CLOSE>REF(CLOSE,1),5)>=3;
{放量确认}
VOL_OK:=VOL>MA(VOL,N2)*VOL_RATIO;

{---------- 买入信号 ----------}
BUY_SIGNAL:=CLOSE<PRICE_LOW AND PROFIT_OK AND REVENUE_OK AND NAV_OK 
             AND TREND_OK AND MOM_OK AND VOL_OK;

{---------- 卖出信号 ----------}
{止盈：价格突破8元}
TAKE_PROFIT:=CLOSE>8;
{止损：跌破20日均线5%}
STOP_LOSS:=CLOSE<MA(CLOSE,N1)*0.95;
{趋势破位：价格跌破20日均线}
TREND_BREAK:=CLOSE<MA(CLOSE,N1);

SELL_SIGNAL:=TAKE_PROFIT OR STOP_LOSS OR TREND_BREAK;

{---------- 输出 ----------}
选股: BUY_SIGNAL;
BUY: BUY_SIGNAL;
SELL: SELL_SIGNAL;

{---------- Warmup标注 ----------}
{需要前N1-1=19根K线初始化MA(CLOSE,20)}
WARMUP: N1-1;

{---------- 风险提示 ----------}
{本策略仅适用于低价股，需结合基本面分析}
{建议止损：-5%}
{建议止盈：+60%（低价股波动大）}