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1. 项目背景我们量化研发团队打造独具特色的增值服务,目的是在传统资讯、研报服务模式的基础上,增加为...
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Alpha对冲策略1. 原理何为alpha?提到Alpha策略,首先要理解什么是CAPM模型。CAP...
MA5:MA(CLOSE,5);MA10:MA(CLOSE,10);MA20:MA(CLOSE,20);MA30:MA(CLOSE,30);MA60:MA(CLOSE,60);MA120:MA(CLOSE,120);MAQ:=MA(C,5);趋势线:HHV(MAQ,90),LINETHICK2,CO...
波1:=10;基金持股:=FINVALUE(255)/10000,COLORYELLOW;DRAWTEXT_FIX(ISLASTBAR,0.0,0.5,0,VARCAT(‘基金持股:‘,VAR2STR(基金持股,2))),COLORYELLOW;占流通股比:FINVALUE(244)/FINVALU...
N:=9;M:=14;N1:=6;TYP := (HIGH + LOW + CLOSE)/3;CC1:=(TYP-MA(TYP,M))/(0.015*AVEDEV(TYP,M)),COLORFF00FF;C1:=SMA(CC1,3,1);C2:=SMA(C1,3,1);C3:=3*C1-2*C2;C...
总量:=vol,NODRAW;DRAWTEXT_FIX(ISLASTBAR,0,0,0,‘说明: 红色柱为吸货量,绿色为出货量,黄色为天量,蓝色为地量‘),COLORRED;ZZ:=IF(REF(C,1)>REF(O,1) AND O>REF(C,1)*1.014 AND C
JRH:=HHV(C,2);JRL:=LLV(C,2);MA3:=MA(CLOSE,3);YTSL:=(3*CLOSE+LOW+OPEN+HIGH)/6;VAR1:=(CLOSE>REF(CLOSE,1) AND CLOSE>REF(CLOSE,2));VAR2:=(REF(VAR1,1...
YDIF:EMA(CLOSE,240)-EMA(CLOSE,520),NODRAW;YDEA:EMA(YDIF,180),NODRAW;macd2:YDIF*2-YDEA,COLORSTICK;X_1:=SMA(MACD2,3,1);X_2:=EMA(X_1,3);X_3:=(X_2/REF(X_2...
X_1:=EMA(CLOSE,12/4)-EMA(CLOSE,26/4);X_2:=EMA(X_1,9/4);STICKLINE(X_1>=X_2,42,46,5,0),COLORWHITE;STICKLINE(X_1
1. 项目背景我们量化研发团队打造独具特色的增值服务,目的是在传统资讯、研报服务模式的基础上,增加为...
Alpha对冲策略1. 原理何为alpha?提到Alpha策略,首先要理解什么是CAPM模型。CAP...