ID-128_均线多头排列选股

{均线多头排列选股策略}
{作者：Q1 - 公式研究员}
{日期：2026-06-11}
{ID: 128}

{=================== 参数设置 ===================}
SHORT := 5;    {短期均线周期}
MID := 10;     {中期均线周期}
LONG := 20;    {长期均线周期}
XLONG := 60;   {超长期均线周期}

{=================== 均线计算 ===================}
MA5 := MA(CLOSE, SHORT);
MA10 := MA(CLOSE, MID);
MA20 := MA(CLOSE, LONG);
MA60 := MA(CLOSE, XLONG);

{=================== 多头排列判断 ===================}
{严格多头排列：短>中>长>超长}
MA_BULLISH_STRICT := MA5 > MA10 AND MA10 > MA20 AND MA20 > MA60;

{温和多头排列：短期>中期>长期}
MA_BULLISH_GENTLE := MA5 > MA10 AND MA10 > MA20;

{=================== 均线趋势判断 ===================}
{均线向上}
MA5_UP := MA5 > REF(MA5, 1);
MA10_UP := MA10 > REF(MA10, 1);
MA20_UP := MA20 > REF(MA20, 1);
MA60_UP := MA60 > REF(MA60, 1);

{至少3条均线向上}
MA_UP_COUNT := (MA5_UP + MA10_UP + MA20_UP + MA60_UP) >= 3;

{=================== 成交量确认 ===================}
VOL_MA5 := MA(VOL, 5);
VOL_UP := VOL > VOL_MA5 * 1.2;

{=================== 选股信号 ===================}
{主选股条件：严格多头排列 + 均线向上 + 放量}
SELECTION: MA_BULLISH_STRICT AND MA5_UP AND MA10_UP AND MA20_UP AND VOL_UP;

{=================== 买卖信号（用于副图） ===================}
{买入信号}
BUY := SELECTION AND REF(SELECTION, 1) = 0;
BUY: BUY;

{持有信号}
HOLD := MA_BULLISH_GENTLE AND MA_UP_COUNT;
HOLD: HOLD;

{卖出信号：多头排列破坏}
SELL := CROSS(MA10, MA5) OR CROSS(MA20, MA10) OR MA5 < REF(MA5, 1);
SELL: SELL;

{=================== 绘图标注 ===================}
DRAWTEXT(BUY, LOW * 0.98, '↑买'), COLORRED;
DRAWTEXT(SELL, HIGH * 1.02, '↓卖'), COLORGREEN;
DRAWTEXT(HOLD AND NOT BUY, LOW * 0.99, '●'), COLORYELLOW;

{=================== 指标显示 ===================}
MA5, COLORWHITE;
MA10, COLORYELLOW;
MA20, COLORMAGENTA;
MA60, COLORCYAN;

{=================== 风险提示 ===================}
{本公式仅供参考，不构成投资建议}
{股市有风险，投资需谨慎}