43 lines
1.0 KiB
Plaintext
43 lines
1.0 KiB
Plaintext
let refresh_rate = 15;
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let stocknum = 40;
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let xs = 0.008;
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let base_index_level = 2000;
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let lower_offset = 3;
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let upper_offset = 28;
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fn cap_floor(current_price, base_index_level, xs, lower_offset) {
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round((current_price - base_index_level) * xs + lower_offset)
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}
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fn cap_ceiling(current_price, base_index_level, xs, upper_offset) {
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round((current_price - base_index_level) * xs + upper_offset)
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}
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strategy("ai_generated_000001_open_cap_band") {
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market("CN_A")
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benchmark("000852.SH")
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signal("000001.SH")
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rebalance.every_days(refresh_rate).at("10:18")
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universe.exclude("paused", "st", "kcb", "one_yuan", "new_listing")
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selection.limit(stocknum)
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selection.market_cap_band(
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field="market_cap",
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lower=cap_floor(signal_open, base_index_level, xs, lower_offset),
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upper=cap_ceiling(signal_open, base_index_level, xs, upper_offset)
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)
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filter.stock_expr(
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stock_ma5 > stock_ma10 &&
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stock_ma10 > stock_ma30 &&
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rolling_mean("volume", 5) < rolling_mean("volume", 60) &&
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!ends_with(symbol, ".BJ") &&
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!at_upper_limit &&
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!at_lower_limit
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)
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ordering.rank_by("market_cap", "asc")
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}
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