formula ID 213(免费-待重测)

{=== 缺口回补策略 - ID-213 ===}
{策略名称：缺口回补策略}
{公式ID：213}
{创建时间：2026-06-22}
{作者：Q1 (OpenClaw Agent)}

{=== 参数设置 ===}
N:=20; {趋势确认周期}

{=== 缺口定义 ===}
{向上缺口：今日最低价 > 昨日最高价}
UP_GAP := LOW > REF(HIGH, 1);
{向下缺口：今日最高价 < 昨日最低价}
DOWN_GAP := HIGH < REF(LOW, 1);

{=== 缺口回补确认 ===}
{向上缺口回补：价格回到缺口区域内（收盘价 <= 昨日最高价）}
UP_GAP_FILL := UP_GAP AND CLOSE <= REF(HIGH, 1);
{向下缺口回补：价格回到缺口区域内（收盘价 >= 昨日最低价）}
DOWN_GAP_FILL := DOWN_GAP AND CLOSE >= REF(LOW, 1);

{=== 趋势确认 ===}
{中期趋势向上：收盘价 > N日均线}
TREND_UP := CLOSE > MA(CLOSE, N);

{=== 量能确认 ===}
{成交量放大：今日成交量 > 5日均量1.2倍}
VOL_CONFIRM := VOL > MA(VOL, 5) * 1.2;

{=== 买入信号 ===}
{向上缺口回补 + 趋势向上 + 量能确认}
买信号: UP_GAP_FILL AND TREND_UP AND VOL_CONFIRM;

{=== 卖出信号 ===}
{向下缺口回补（可选，用于做空或止损）}
卖信号: DOWN_GAP_FILL;

{=== 输出 ===}
选股: 买信号;