formula_ID_173

选股: 回购增持策略
说明: 捕捉回购/增持公告后的动量延续效应

{参数设置}
N1:=20;  {趋势均线周期}
N2:=5;   {成交量均线周期}
N3:=26;  {MACD长周期}

{趋势确认}
TREND_OK:=CLOSE>MA(CLOSE,N1);

{MACD动量信号}
DIF:=EMA(CLOSE,12)-EMA(CLOSE,26);
DEA:=EMA(DIF,9);
MACD_CROSS:=CROSS(DIF,DEA);

{成交量确认 - 模拟增持放量}
VOL_OK:=VOL>MA(VOL,N2)*1.2;

{回购模拟 - 20日内涨幅>8%}
REPURCHASE_SIM:=EXIST(CLOSE/REF(CLOSE,N1)>1.08, 5);

{增持模拟 - 连续2日放量}
BUY_SIM:=VOL>MA(VOL,N2)*1.5 AND REF(VOL,1)>MA(VOL,N2)*1.3;

{综合信号}
SIGNAL:=TREND_OK AND MACD_CROSS AND VOL_OK AND (REPURCHASE_SIM OR BUY_SIM);

{风险排除}
NO_ST:=NAMELIKE('ST')=0;
LIST_DAYS:=BARSCOUNT(CLOSE)>250;

{最终信号}
FINAL_SIGNAL:=SIGNAL AND NO_ST AND LIST_DAYS;

FINAL_SIGNAL;