公式逻辑:在一个KDJ死叉区间(该天数大于9天),出现两次J值上穿0值,股价创新低,J值不创新低,J值二次上穿0值发出选股信号,且两次上穿0值间隔天数大于3.我图上的系统箭头是系统的KDJ买入信号,即J穿0.
源码:
RSV:=(CLOSE-LLV(LOW,9))/(HHV(HIGH,9)-LLV(LOW,9))*100;
K:=SMA(RSV,3,1);
D:=SMA(K,3,1);
J:=3*K-2*D;
JKT:=BARSLASTCOUNT(J<K);
JT0:=BARSLASTCOUNT(J<0);
AT1:=BARSLAST(FILTERX(J=LLV(J,JT0),JT0-1));
AT2:=REF(AT1,AT1+1)+AT1+1;
JQ:=REF(J,AT2);
JH:=REF(J,AT1);
LQ:=REF(L,AT2);
LH:=REF(L,AT1);
BLCL:=JH>JQ AND LH<LQ;
JC0:=CROSS(J,0);
JGT:=AT2-AT1;
CROSS(SUM(JC0,JKT)=2,0.1) AND BLCL AND J<50 AND JGT>3 AND JKT>9;
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