测试一个多技术指标择股策略

发布于: 雪球转发:0回复:2喜欢:0

可以先透露下策略思路

通过多均线组合,同时,结合自研LT5算法,每日盘后进行筛选。

可以考虑次日开盘买,离场暂时没有想好,先参考固定止盈止损10%左右。这样整体胜率大于50%就可以了[想一下]

部分历史入选的股票见如下:

2022-01-01 00:00:00 - INFO   - 初始函数开始运行且全局只运行一次

2022-01-04 16:00:00 - INFO   - 股票池:['300172.XSHE', '300588.XSHE', '300608.XSHE', '600361.XSHG', '600423.XSHG', '603269.XSHG', '603389.XSHG', '603843.XSHG', '605336.XSHG']

2022-01-07 16:00:00 - INFO   - 股票池:['603080.XSHG']

2022-01-13 16:00:00 - INFO   - 股票池:['002463.XSHE', '300419.XSHE']

2022-01-17 16:00:00 - INFO   - 股票池:['000815.XSHE', '600271.XSHG', '600588.XSHG', '603881.XSHG']

2022-01-19 16:00:00 - INFO   - 股票池:['600629.XSHG', '601186.XSHG']

2022-01-20 16:00:00 - INFO   - 股票池:['601211.XSHG', '601668.XSHG']

2022-01-26 16:00:00 - INFO   - 股票池:['601865.XSHG']

2022-01-28 16:00:00 - INFO   - 股票池:['300150.XSHE', '600012.XSHG']

2022-02-07 16:00:00 - INFO   - 股票池:['002051.XSHE', '300306.XSHE', '600533.XSHG', '601186.XSHG']

2022-02-08 16:00:00 - INFO   - 股票池:['600820.XSHG', '600900.XSHG', '601333.XSHG', '603860.XSHG']

2022-02-09 16:00:00 - INFO   - 股票池:['000701.XSHE', '002734.XSHE', '600250.XSHG', '600754.XSHG']

2022-02-10 16:00:00 - INFO   - 股票池:['600258.XSHG']

2022-02-18 16:00:00 - INFO   - 股票池:['600602.XSHG', '605399.XSHG']

2022-02-21 16:00:00 - INFO   - 股票池:['601717.XSHG']

2022-02-24 16:00:00 - INFO   - 股票池:['601857.XSHG']

2022-03-01 16:00:00 - INFO   - 股票池:['002537.XSHE', '603183.XSHG']

2022-03-02 16:00:00 - INFO   - 股票池:['000683.XSHE', '002548.XSHE']

2022-03-03 16:00:00 - INFO   - 股票池:['000882.XSHE', '601128.XSHG']

2022-03-07 16:00:00 - INFO   - 股票池:['002945.XSHE']

2022-03-18 16:00:00 - INFO   - 股票池:['600692.XSHG', '600828.XSHG']

2022-03-21 16:00:00 - INFO   - 股票池:['000632.XSHE', '002691.XSHE', '600284.XSHG']

如3.8日开盘可以买入$华林证券(SZ002945)$   

如3.21日开盘可以买入$亚通股份(SH600692)$   

如3.21日开盘可以买入$茂业商业(SH600828)$   


#量化交易#    #策略分享#   


btw,欢迎探讨,喷子绕道


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全部讨论

2022-03-22 18:58

怎么选的 ?