ARTICLE · 1018688

黄金债量化选股源码

发布时间：2026-09-16 09:09:12 最近访问：2026-09-16 09:09:11

黄金债量化选股源码

这个是对可转债黄金债池的选债源码，选股范围是可转债

ZF7 := (CLOSE - llv(l, 7)) / llv(l, 7) * 100;

COND1A := ZF7 >= 100;

ZF20 := (CLOSE - llv(c, 60)) / llv(c, 60) * 100;

COND1B:= ZF20 >= 100;

COND1:=EXIST(COND1A OR COND1B,255);

ST := HIGH - MAX(OPEN, CLOSE);

XT := MIN(OPEN, CLOSE) - LOW;

ENTITY := ABS(CLOSE - OPEN);

LONG_SHADOW := ST > ENTITY *2 AND ST > 0;

LONG_YANG := (CLOSE - OPEN) / OPEN * 100 > 5 AND CLOSE > OPEN;

S_Y_COUNT := COUNT(LONG_SHADOW OR LONG_YANG, 60);

COND2 := S_Y_COUNT >= 7;

HIGH_ZF := (HIGH - REF(CLOSE, 1)) / REF(CLOSE, 1) * 100>8;

COND3 := Exist(HIGH_ZF, 21) ;

黄金债:COND1 AND COND3 AND COND2;

风险提示：指标仅供参考，不作为投资建议！

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