formula ID 178(零信号)

{公式ID: 178}
{策略名称: 并购重组策略}
{研究方向: Direction 45 - 并购重组策略（事件驱动类）}
{逻辑链: 价格异动+成交量异动+突破信号 → 趋势确认+动量确认+成交量确认}
{Warmup周期: 60 (MA(CLOSE,60)需要前59根K线)}

{事件识别：价格异动 - 20日内涨幅>15%}
PRICE_CHANGE := (CLOSE/REF(CLOSE,20) - 1) * 100;
PRICE_SIGNAL := PRICE_CHANGE > 15;

{事件识别：成交量异动 - 最近5日内有单日成交量>5日均量2倍}
VOL_SIGNAL := EXIST(VOL > MA(VOL,5) * 2, 5);

{事件识别：突破信号 - 收盘价突破60日内最高价}
BREAKOUT := CLOSE > HHV(HIGH,60);

{趋势确认：CLOSE > MA(CLOSE, 20)}
TREND_OK := CLOSE > MA(CLOSE,20);

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

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

{风险排除：排除ST股票 + 上市>250天}
NOT_ST := NOT(NAMELIKE('*ST*'));
LISTED_OK := BARSCOUNT(CLOSE) > 250;

{综合信号}
BUY_SIGNAL := (PRICE_SIGNAL OR VOL_SIGNAL OR BREAKOUT) AND TREND_OK AND MACD_CROSS AND VOL_OK AND NOT_ST AND LISTED_OK;

{输出}
选股: BUY_SIGNAL;