{════ 通达信 · 条件选股公式 LZ_XG ════
  安装: 公式管理器 -> 条件选股 -> 新建 -> 名称 LZ_XG -> 粘贴本文件 -> 确定
  用法: 盘后选股, 数条数 C; C >= 最近380日的95分位 -> 次日开盘买【得分>=4】的前10只
        单只止损: 收盘跌破 实际成交价x0.88 -> 次日开盘卖出
  ⚠️ 本文件是【纯代码】, 请勿再加长注释(通达信单公式有字数上限) ════}

MA5:=MA(CLOSE,5);
MA10:=MA(CLOSE,10);
MA20:=MA(CLOSE,20);
MA60:=MA(CLOSE,60);
MV5:=MA(VOL,5);

RSI14:=SMA(MAX(CLOSE-REF(CLOSE,1),0),14,1)/SMA(ABS(CLOSE-REF(CLOSE,1)),14,1)*100;
RSV9:=(CLOSE-LLV(LOW,9))/(HHV(HIGH,9)-LLV(LOW,9)+0.0001)*100;
K9:=SMA(RSV9,3,1);
D9:=SMA(K9,3,1);
JV:=3*K9-2*D9;

{A. 筹码成本线: 只用 AMOUNT/VOL, 不需要流通股本}
DCP0:=AMOUNT/(VOL+0.0001)/100;
{复权折算: 前复权CLOSE ÷ 原始VWAP 的5日均值 → 把成交额折算到前复权口径}
FQ5:=MA(CLOSE/(DCP0+0.0001),5);
AMTQ:=AMOUNT*FQ5;
DCP:=AMTQ/(VOL+0.0001)/100;
VW20:=SUM(AMTQ,20)/(SUM(VOL,20)+0.0001)/100;
VW60:=SUM(AMTQ,60)/(SUM(VOL,60)+0.0001)/100;
DP20:=(CLOSE/VW20-1)*100;
DP60:=(CLOSE/VW60-1)*100;
SQ2:=DCP*DCP;
W60:=SUM(AMTQ*SQ2,60)/(SUM(AMTQ,60)+0.0001);
CHIPSD:=SQRT(MAX(W60-VW60*VW60,0))/VW60*100;

{B. 波动线 BD7 (BSTL 波动率分档)}
BG:=3.5;
W1:=IF(CLOSE<=OPEN,CLOSE,OPEN);
W2:=(W1-LOW)/LOW*100;
W3:=IF(BARSCOUNT(CLOSE)>1,(CLOSE-REF(CLOSE,1))/REF(CLOSE,1)*100,0);
W4:=IF(BARSCOUNT(CLOSE)>1,(OPEN-REF(CLOSE,1))/REF(CLOSE,1)*100,0);
W5:=(CLOSE-OPEN)/OPEN*100;
W6:=IF(CLOSE>=OPEN,CLOSE,OPEN);
W7:=(HIGH-W6)/W6*100;
W8:=MAX(MAX(MAX(W3,W4),MAX(W5,W7)),MAX(W2,MAX(W5+W7,W5+W2)))*1.2;
AVGW:=MA(W8,20);
UPW:=AVGW>BG+0.5;
DNW:=AVGW<BG;
LOWW:=BARSLAST(UPW)>=BARSLAST(DNW);
CXL:=(2*CLOSE+HIGH+LOW)/4;
RSLW:=IF(LOWW,(CXL-LLV(LOW,34))/(HHV(HIGH,34)-LLV(LOW,34)+0.0001)*100,(CXL-LLV(LOW,21))/(HHV(HIGH,21)-LLV(LOW,21)+0.0001)*100);
E13:=EMA(RSLW,13);
E11:=EMA(RSLW,11);
BD7:=IF(LOWW,E13,E11);

{C. 位置}
WZ20:=(CLOSE-LLV(LOW,20))/(HHV(HIGH,20)-LLV(LOW,20)+0.0001)*100;
WZ60:=(CLOSE-LLV(LOW,60))/(HHV(HIGH,60)-LLV(LOW,60)+0.0001)*100;
WZ250:=(CLOSE-LLV(LOW,250))/(HHV(HIGH,250)-LLV(LOW,250)+0.0001)*100;
BL5:=(CLOSE/MA5-1)*100;
BL20:=(CLOSE/MA20-1)*100;
BL60:=(CLOSE/MA60-1)*100;
RM60:=(CLOSE/HHV(HIGH,60)-1)*100;

{D. 第1层 规律状态: 超跌深度 10 条件}
A1:=BL20<=-10;
A2:=BL5<=-5;
A3:=RSI14<=35;
A4:=JV<=20;
A5:=WZ60<=20;
A6:=WZ20<=15;
A7:=RM60<=-25;
A8:=BD7<=30;
A9:=CLOSE<MA60;
A10:=DP60<=-10;
SD:=A1+A2+A3+A4+A5+A6+A7+A8+A9+A10;

{E. 第2层 六件套等权得分, 用于排序}
T1:=DP20<=-12;
T2:=RSI14<=28;
T3:=BL20<=-15;
T4:=CHIPSD<=6;
T5:=DP60<=-20;
T6:=MV5/REF(MV5,1)>=1.5;
DF:=T1+T2+T3+T4+T5+T6;

{F. 规避条件}
LB5:=VOL/REF(MV5,1);
SY:=(HIGH-MAX(CLOSE,OPEN))/(HIGH-LOW+0.0001)*100;
DODGE1:=(WZ250>=75) AND (LB5>=1.5) AND (ABS(CLOSE/REF(CLOSE,1)-1)*100<2) AND (SY>25);
DODGE2:=(CLOSE/REF(CLOSE,60)-1>=1.0) AND (BL60>=30);
LQ:=(CLOSE>2) AND (AMOUNT>20000000);

{选股输出: XG>0 即入选}
XG: (SD>=10) AND LQ AND (DODGE1+DODGE2=0);