formula ID 200

{参数}

N:=20;  {趋势确认周期}
M:=10;  {短期动量周期}
VOL_RATIO:=1.5;  {成交量放大倍数}

{1. 事件驱动信号：价格跳空 + 成交量突增}
{识别并购重组事件：跳空高开 + 放量}
GAP_UP:=OPEN > REF(CLOSE,1) * 1.03;  {高开3%以上}
VOL_SPIKE:=VOL > MA(VOL,N) * VOL_RATIO;  {成交量放大}
EVENT_SIGNAL:=GAP_UP AND VOL_SPIKE;

{2. 趋势确认：收盘价 > N日均线}
TREND_CONFIRM:=CLOSE > MA(CLOSE,N);

{3. 动量确认：短期均线多头排列}
MOMENTUM_CONFIRM:=MA(CLOSE,5) > MA(CLOSE,M);

{4. 买入信号：事件确认 + 趋势确认 + 动量确认}
选股: EVENT_SIGNAL AND TREND_CONFIRM AND MOMENTUM_CONFIRM;

{5. 卖出信号：均线死叉 或 跌破趋势线}
SELL_SIGNAL:=MA(CLOSE,5) < MA(CLOSE,M) OR CLOSE < MA(CLOSE,N);
卖出: SELL_SIGNAL;

{6. Warmup标注}
WARMUP: BARSLAST(CLOSE=0) > N;  {前N根K线为Warmup期}