程序化初级交易模型总结.doc

阶段涨幅：（CLOSE-REF(CLOSE,N）/REF(CLOSE,N); 再创新高：HIGH=HHV(HIGH,N); 放量上攻：CLOSE/REF(CLOSE,5)1.2 VOLMA(VOL,5)*3; 窄幅整理：(HHV(CLOSE,20)-LLV(CLOSE,20))/CLOSE,0.08; 均线多头排列:MA(CLOSE,5)MA(CLOSE,10) MA(CLOSE,10)MA(CLOSE,20); 前期高点及其位置:HHV(HIGH,20) HHVBARS(HIGH,20); 60天前到40天前的最高价格: REF(HHV(HIGH,20),40) 动态平均EMA(X,N) SMA(X,N,M) SMA(CLOSE,VOL) 点到面转化 COUNT SUM HHV LLV 面到点转化 CROSS 线性回归 SLOPE(CLOSE,10)/REF(CLOSE,10)0.05; 之字转向 PEAK TROUGH PEAKBARS TROUGHBARS 大阳线 LOW=OPEN CLOSE=HIGHCLOSE/OPEN1.04; 穿头破脚 C/O1.04 OPENREF(CLOSE,1)CLOSEREF(OPEN,1); 吊颈 O=H (OPEN-CLOSE)/(HIGH-