设计原理三要素:
前期涨幅20-30%(含首板)，确认主力介入。均线支撑，股价在 MA5/MA10上方。题材新颖，无重大风险，换手率≥5%。
建仓条件:
量能缩至峰值30%-50%。 回撤≤15%，周期≤10日。 大阳线/跳空缺口，上攻角度>40°。放量突破前高，MACD/KDJ金叉。
操作周期:
低潮期布局超跌股。高潮期减仓。判断个股情绪周期位置。
风控原则:
止损≤5%，跌破支撑离场。单股仓位≤20%。 跟随均线多头、行业景气度。 买在分歧，卖在一致。
机构量化策略波段主图指标公式：
ZBCL2:=C/REF(C,1)>1.095 AND C=H AND V/REF(V,1)>1;
ZBCL3:=BARSLAST(ZBCL2) ;
ZBCL4:=ZBCL3 <10 AND CROSS(MA(C,10),L) AND C>MA(C,10) AND V<REF(V,1);
STICKLINE(ZBCL4,OPEN,CLOSE,1,0),COLORYELLOW;
SH_MAIN := CODELIKE('60'); { 沪市主板 }
SH_KC := CODELIKE('688'); { 科创板 }
SZ_MAIN := CODELIKE('00') OR CODELIKE('001') OR CODELIKE('002') OR CODELIKE('003'); { 深市主板 }
SZ_CY := CODELIKE('30'); { 创业板 }
SS := CODELIKE('4') OR CODELIKE('8'); { 北交所 }
X1 := IF(SH_MAIN, 0.1,IF(SH_KC, 0.2,IF(SZ_MAIN, 0.1,IF(SZ_CY, 0.2,IF(SS, 0.3, 0.1)))));{ 默认10% }
ZTPRIC :=ZTPRICE(REF(C, 1),X1);
ZT := C = HIGH AND C >= ZTPRIC; { 涨停 }
ZB := C < HIGH AND HIGH >= ZTPRIC; { 炸板 }
JZF := (O / REF(C, 1) - 1) * 100; { 开盘涨幅百分比 }
ST := ABS(C - O) / REF(C, 1) * 100; { 实体振幅百分比 }
T1 := ZT AND ST > 8;
N1 := BARSLAST(T1);
T2 := EVERY(C > REF(C, N1) * 0.99 AND C < REF(C, N1) * 1.13 AND NOT(ZT), N1);
MACD:=EMA(C,12)-EMA(C,26);
MACD信号:=EMA(MACD,9); DRAWTEXT_FIX(1,0.60,0.75,0,'留下联系方式，稍后添加您 '),COLORYELLOW;
T3 :=T2
AND REF(C > O AND ST < 3, 1) { 前一天阳线且振幅<3% }
AND C < O { 当天阴线 }
AND ST > 2 { 当天振幅>2% }
AND C < REF(O, 1) { 收盘低于前一天开盘 }
AND V < REF(V, 1) * 1.1 { 成交量小于前日1.1倍 }
AND N1 > 3 { 上次涨停发生在4天前 }
AND HHV(JZF, N1) < 5 AND MACD>MACD信号; { N1天内开盘涨幅最大<5% };
STICKLINE(ZT,H,L,0,0)COLORRED;
STICKLINE(ZT,C,O,3,0)COLORRED;
STICKLINE(T2,REF(C,N1),REF(C,N1),0.1,0)COLORYELLOW;
STICKLINE(T2,REF(L,N1),REF(L,N1),0.1,0)COLORGREEN;
DRAWICON(T3,L*0.99,9);
STICKLINE(T3,OPEN,CLOSE,1,0),COLORMAGENTA;
DRAWICON(ZBCL4,L,9);
DRAWTEXT(ZBCL4,L*0.98,' ★策略量化V1'),COLOR00FFFF;
DRAWTEXT(T3,L*0.98,' ★跟庄量化V2'),COLORMAGENTA;机构量化策略波段副图指标公式1：
ZBCL2:=C/REF(C,1)>1.095 AND C=H AND V/REF(V,1)>1;
ZBCL3:=BARSLAST(ZBCL2) ;
跟庄量化:=ZBCL3 <10 AND CROSS(MA(C,10),L) AND C>MA(C,10) AND V<REF(V,1);
STICKLINE(跟庄量化,80,0,2,0),COLOR0000FF;
DRAWTEXT(跟庄量化,60,' 策')COLORRED;
DRAWTEXT(跟庄量化,45,' 略')COLORRED;
DRAWTEXT(跟庄量化,30,' 量化')COLORRED;
STICKLINE(跟庄量化,37, 120, 0.05,0),COLORYELLOW;
STICKLINE(跟庄量化,37, 39, 0.97,0),COLORYELLOW;
STICKLINE(跟庄量化,33, 37, 4,0),COLORYELLOW;
STICKLINE(跟庄量化,28, 33, 6,0),COLORYELLOW;
STICKLINE(跟庄量化,10, 28, 9,0),COLORYELLOW;
STICKLINE(跟庄量化,98, 100, 1.8,0),COLORYELLOW;
STICKLINE(跟庄量化,96, 98, 1,0),COLORYELLOW;
STICKLINE(跟庄量化,93, 96, 2,0),COLORYELLOW;
STICKLINE(跟庄量化,89, 93, 3,0),COLORYELLOW;
STICKLINE(跟庄量化,75, 89, 5,0),COLORYELLOW;
STICKLINE(跟庄量化,8, 75, 6,0),COLORYELLOW;
STICKLINE(跟庄量化,9, 5, 5,0),COLOR0000FF;
STICKLINE(跟庄量化,5, 0, 5,0),COLOR0000FF;
STICKLINE(跟庄量化,-5, 0, 4,0),COLOR0000FF;
STICKLINE(跟庄量化,-10, -2.5, 3,0),COLOR0000FF;
STICKLINE(跟庄量化,-10, -7.55, 2,0),COLOR0000FF;
STICKLINE(跟庄量化,-15, -10, 1,0),COLOR0000FF;
STICKLINE(跟庄量化,8, 5, 1,0),COLOR00FFFF;
STICKLINE(跟庄量化,5, 0, 2,0),COLOR00FFFF;
STICKLINE(跟庄量化,-5, 0, 2,0),COLOR00FFFF;
STICKLINE(跟庄量化,85, 75, 3,0),COLOR0000FF;
STICKLINE(跟庄量化,67, 69, 2,0),COLORYELLOW;
STICKLINE(跟庄量化,59, 61, 2,0),COLORYELLOW;
STICKLINE(跟庄量化,51, 53, 2,0),COLORYELLOW;
STICKLINE(跟庄量化,43, 45, 4,0),COLORYELLOW;
STICKLINE(跟庄量化,89, 89, 3,0),COLORFF0000;
STICKLINE(跟庄量化,75, 75, 3,0),COLORFF0000;
STICKLINE(跟庄量化,39, 39, 3,0),COLORFF0000;
STICKLINE(跟庄量化,10, 10, 6,0),COLORFF0000;机构量化策略波段副图指标公式2：
SH_MAIN := CODELIKE('60'); { 沪市主板 }
SH_KC := CODELIKE('688'); { 科创板 }
SZ_MAIN := CODELIKE('00') OR CODELIKE('001') OR CODELIKE('002') OR CODELIKE('003'); { 深市主板 }
SZ_CY := CODELIKE('30'); { 创业板 }
SS := CODELIKE('4') OR CODELIKE('8'); { 北交所 }
X1 := IF(SH_MAIN, 0.1,IF(SH_KC, 0.2,IF(SZ_MAIN, 0.1,IF(SZ_CY, 0.2,IF(SS, 0.3, 0.1)))));{ 默认10% }
ZTPRIC :=ZTPRICE(REF(C, 1),X1);
ZT := C = HIGH AND C >= ZTPRIC; { 涨停 }
ZB := C < HIGH AND HIGH >= ZTPRIC; { 炸板 }
JZF := (O / REF(C, 1) - 1) * 100; { 开盘涨幅百分比 }
ST := ABS(C - O) / REF(C, 1) * 100; { 实体振幅百分比 }
T1 := ZT AND ST > 8;
N1 := BARSLAST(T1);
T2 := EVERY(C > REF(C, N1) * 0.99 AND C < REF(C, N1) * 1.13 AND NOT(ZT), N1);
MACD:=EMA(C,12)-EMA(C,26);
MACD信号:=EMA(MACD,9);
跟庄量化 :=T2
AND REF(C > O AND ST < 3, 1) { 前一天阳线且振幅<3% }
AND C < O { 当天阴线 }
AND ST > 2 { 当天振幅>2% }
AND C < REF(O, 1) { 收盘低于前一天开盘 }
AND V < REF(V, 1) * 1.1 { 成交量小于前日1.1倍 }
AND N1 > 3 { 上次涨停发生在4天前 }
AND HHV(JZF, N1) < 5 AND MACD>MACD信号; { N1天内开盘涨幅最大<5% };
ZBCL2:=C/REF(C,1)>1.095 AND C=H AND V/REF(V,1)>1;
ZBCL3:=BARSLAST(ZBCL2) ;
跟庄量化1:=ZBCL3 <10 AND CROSS(MA(C,10),L) AND C>MA(C,10) AND V<REF(V,1);
DRAWTEXT(跟庄量化1 AND 跟庄量化 ,80,' ★ 策略量化V1')COLORYELLOW;
STICKLINE(跟庄量化,80,0,2,0),COLOR0000FF;
DRAWTEXT(跟庄量化,60,' ★ 跟庄量化V2')COLORMAGENTA;
STICKLINE(跟庄量化,37, 120, 0.05,0),COLORYELLOW;
STICKLINE(跟庄量化,37, 39, 0.97,0),COLORYELLOW;
STICKLINE(跟庄量化,33, 37, 4,0),COLORYELLOW;
STICKLINE(跟庄量化,28, 33, 6,0),COLORYELLOW;
STICKLINE(跟庄量化,10, 28, 9,0),COLORYELLOW;
STICKLINE(跟庄量化,98, 100, 1.8,0),COLORYELLOW;
STICKLINE(跟庄量化,96, 98, 1,0),COLORYELLOW;
STICKLINE(跟庄量化,93, 96, 2,0),COLORYELLOW;
STICKLINE(跟庄量化,89, 93, 3,0),COLORYELLOW;
STICKLINE(跟庄量化 ,75, 89, 5,0),COLORYELLOW;
STICKLINE(跟庄量化,8, 75, 6,0),COLORYELLOW;
STICKLINE(跟庄量化,9, 5, 5,0),COLOR0000FF;
STICKLINE(跟庄量化,5, 0, 5,0),COLOR0000FF;
STICKLINE(跟庄量化,-5, 0, 4,0),COLOR0000FF;
STICKLINE(跟庄量化,-10, -2.5, 3,0),COLOR0000FF;
STICKLINE(跟庄量化,-10, -7.55, 2,0),COLOR0000FF;
STICKLINE(跟庄量化,-15, -10, 1,0),COLOR0000FF;
STICKLINE(跟庄量化,8, 5, 1,0),COLOR00FFFF;
STICKLINE(跟庄量化,5, 0, 2,0),COLOR00FFFF;
STICKLINE(跟庄量化,-5, 0, 2,0),COLOR00FFFF;
STICKLINE(跟庄量化,85, 75, 3,0),COLOR0000FF;
STICKLINE(跟庄量化,67, 69, 2,0),COLORYELLOW;
STICKLINE(跟庄量化,59, 61, 2,0),COLORYELLOW;
STICKLINE(跟庄量化,51, 53, 2,0),COLORYELLOW;
STICKLINE(跟庄量化,43, 45, 4,0),COLORYELLOW;
STICKLINE(跟庄量化,89, 89, 3,0),COLORFF0000;
STICKLINE(跟庄量化,75, 75, 3,0),COLORFF0000;
STICKLINE(跟庄量化,39, 39, 3,0),COLORFF0000;
STICKLINE(跟庄量化,10, 10, 6,0),COLORFF0000;机构量化策略波段选股指标公式1：
ZBCL1:=C/REF(C,1)>1.095 AND C=H AND V/REF(V,1)>1;
ZBCL2:=BARSLAST(ZBCL1);
量化策略V1:ZBCL2 <10 AND CROSS(MA(C,10),L) AND C>MA(C,10) AND V<REF(V,1);