
{---- 0. 基本过滤:剔除ST、*ST、退市、停牌及新股 ----}
NOT_ST:= NAMELIKE('ST')=0 AND NAMELIKE('*ST')=0 AND NAMELIKE('S')=0;
NOT_PAUSE:= DYNAINFO(4)>0;
NOT_NEW:= BARSCOUNT(C)>250;
BASE_FLT:= NOT_ST AND NOT_PAUSE AND NOT_NEW;
{---- 第一步:财报季判断 ----}
MONTH_N:= MONTH;
RPT_MONTH:= MONTH_N=1 OR MONTH_N=4 OR MONTH_N=7 OR MONTH_N=10;
{---- 第二步:业绩大增 ----}
NP_YOY:= FINANCE(43); { 净利润同比增速 }
REV_YOY:= FINANCE(44); { 营收同比增速 }
COND_NP:= NP_YOY > 40; { 净利润大增>40% }
COND_REV:= REV_YOY > 25; { 营收大增>25% }
{---- 第三步:高景气度量化指标 ----}
GROSS_M:= FINANCE(21); { 毛利率(%) }
COND_GP:= GROSS_M > 20;
ROE_VAL:= FINANCE(30); { ROE(%) }
COND_ROE:= ROE_VAL > 8;
CASH_PS:= FINANCE(25); { 每股经营现金流 }
COND_CASH:= CASH_PS > 0;
DEBT_R:= FINANCE(9); { 资产负债率(%) }
COND_DEBT:= DEBT_R < 65;
{ 景气度综合得分 ----}
PROS_SCORE:= COND_GP + COND_ROE + COND_CASH + COND_DEBT + (REV_YOY > NP_YOY);
COND_PROS:= PROS_SCORE >= 3;
{---- 第四步:技术面辅助 ----}
PRICE_POS:= (C-LLV(L,60))/(HHV(H,60)-LLV(L,60))*100;
COND_PRICE:= PRICE_POS < 80;
VOL_M5:= MA(V,5);
COND_VOL:= V > VOL_M5*1.2 OR V/REF(V,1)>1.3;
{---- 最终输出选股 ----}
XG: BASE_FLT
AND RPT_MONTH
AND COND_NP
AND COND_REV
AND COND_PROS
AND COND_PRICE
AND COND_VOL;