formula ID 184

{公式ID: 184}
{策略名称: 动量反转策略（简化版）}
{研究方向: Direction 25 - 动量反转策略（未覆盖方向）}

N1:=20;  {均线周期}
N2:=5;   {反转确认周期}
N3:=250; {上市天数过滤}

{价格偏离检测：收盘价低于20日均线5%以上（超跌）}
Price_Deviation:=CLOSE/MA(CLOSE,N1) < 0.95;

{动量反转信号：5日内3日上涨（动量反转）}
Momentum_Reversal:=COUNT(CLOSE>REF(CLOSE,1),N2)>=3;

{成交量确认：放量反弹}
Volume_Confirmation:=VOL > MA(VOL,5)*1.2;

{趋势过滤：价格在5日均线上方（短期趋势向好）}
Trend_Filter:=CLOSE > MA(CLOSE,5);

{风险控制：排除ST股票 + 上市>250天}
Risk_Control:=NOT(NAMEM LIKE 'ST%') AND BARSCOUNT(CLOSE) > N3;

{综合选股信号}
选股: Price_Deviation AND Momentum_Reversal AND Volume_Confirmation AND Trend_Filter AND Risk_Control;