飞狐集合竞价量比选股指标公式源码

飞狐集合竞价量比选股指标公式源码

源码正文：

lt:=(CAPITAL/100)/10000<=10{XG51};
ZF:=OPEN/ref(CLOSE,1);A1:=ZF>=1.00 and ZF<1.05{XG51};
换手:=vol/CAPITAL*100;换5:=ma(换手,5){XG51};
涨停:=CLOSE/ref(CLOSE,1)>1.095;TS:=BArslAst(涨停);QJ:=BETWEEN(TS,1,10){XG51};
tj:=BARSSINCE(v)+1=1;zq:=BARSLAST(tj){XG51};
量比:=if(tj,sum(v,0)/DYNAINFO(38)*240,ref(sum(v,0)/DYNAINFO(38)*240,zq)){XG51};
XG:lt and A1 and ref(换5,1)<3 and 换手>3 and 量比>20{XG51};
或：XG:lt and A1 and ref(换5,1)<3 and 换手>3 and QJ and 量比>20{X_G*5~1_C_N_{};