formula_ID_198

{N: 计算周期, 默认60}
{N1: 均线周期, 默认20}
{VOL_RATIO: 成交量倍数, 默认1.2}
{NOTICE: 本公式使用Fibonacci回撤理论，0.618是最强支撑位}

HIGH_N := HHV(HIGH, N);
LOW_N := LLV(LOW, N);
RANGE := HIGH_N - LOW_N;
FIB_618 := LOW_N + RANGE * 0.618;
FIB_382 := LOW_N + RANGE * 0.382;

回踩618 := CLOSE > FIB_618 AND REF(CLOSE, 1) < FIB_618;
趋势确认 := CLOSE > MA(CLOSE, N1);
量能确认 := VOL > MA(VOL, 5) * VOL_RATIO;

选股: 回踩618 AND 趋势确认 AND 量能确认 AND BARSCOUNT(CLOSE) > N;