formula ID 179

{选股: 量价背离策略}

{底背离：价格创新低，成交量未创新低，MACD金叉，价格在20日均线上方}
LOWEST_PRICE := CLOSE = LLV(CLOSE, 20);
VOL_NOT_LOWEST := VOL > LLV(VOL, 20);
DIF := EMA(CLOSE, 12) - EMA(CLOSE, 26);
DEA := EMA(DIF, 9);
MACD_CROSS_UP := CROSS(DIF, DEA);
BOTTOM_DIVERGENCE := LOWEST_PRICE AND VOL_NOT_LOWEST AND MACD_CROSS_UP AND CLOSE > MA(CLOSE, 20);

{顶背离：价格创新高，成交量未创新高，MACD死叉，价格在20日均线下方}
HIGHEST_PRICE := CLOSE = HHV(CLOSE, 20);
VOL_NOT_HIGHEST := VOL < HHV(VOL, 20);
MACD_CROSS_DOWN := CROSS(DEA, DIF);
TOP_DIVERGENCE := HIGHEST_PRICE AND VOL_NOT_HIGHEST AND MACD_CROSS_DOWN AND CLOSE < MA(CLOSE, 20);

{输出信号：底背离 OR 顶背离}
BOTTOM_DIVERGENCE OR TOP_DIVERGENCE;