formula ID 171(零信号)

选股: 龙虎榜策略
{
  // 模拟龙虎榜标的：涨幅>5% + 成交量突增
  LHB_SIGNAL := CLOSE / REF(CLOSE, 1) > 1.05 AND VOL > MA(VOL, 5) * 2;
  
  // 趋势确认：收盘价站上20日均线
  TREND_CONFIRM := CLOSE > MA(CLOSE, 20);
  
  // 动量信号：MACD金叉
  DIF := EMA(CLOSE, 12) - EMA(CLOSE, 26);
  DEA := EMA(DIF, 9);
  MOMENTUM_SIGNAL := CROSS(DIF, DEA);
  
  // 风险排除：排除ST股票
  RISK_FILTER := NOT(NAMELIKE('ST')) AND NOT(NAMELIKE('*ST'));
  
  // 最终信号
  FINAL_SIGNAL := LHB_SIGNAL AND TREND_CONFIRM AND MOMENTUM_SIGNAL AND RISK_FILTER;
  
  FINAL_SIGNAL;
}