用指標股月營收製定的大盤長線多空指標

By | 2022-04-20
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我觀察到，市場整體的月營收，其長期波動方向，有蠻明顯的循環趨勢，不會這個月大家的營收年增率都大漲，但下個月馬上集體大跌，我試著找出各行各業中的代表性公司，把它們的月營收年增率加起來作為一個指標，在研判大盤多空趨勢與轉折上，的確有其效果，今天來跟大家分享這樣的觀察心得

 

首先，我先寫了一個腳本，來計算出我挑出來的，各行各業龍頭，其月營收年增率的總和及移動平均

1array:lead[100](0);
2array:pcg[100](0);
3
4lead[1]=GetSymbolField("1102.tw","月營收","M");//台泥
5lead[2]=GetSymbolField("2317.tw","月營收","M");//鴻海
6lead[3]=GetSymbolField("1216.tw","月營收","M");//統一
7lead[4]=GetSymbolField("1301.tw","月營收","M");//台塑
8lead[5]=GetSymbolField("1304.tw","月營收","M");//台聚
9lead[6]=GetSymbolField("1312.tw","月營收","M");//國喬
10lead[7]=GetSymbolField("1326.tw","月營收","M");//台化
11lead[8]=GetSymbolField("1455.tw","月營收","M");//集盛
12lead[9]=GetSymbolField("1476.tw","月營收","M");//儒鴻
13lead[10]=GetSymbolField("1477.tw","月營收","M");//聚陽
14lead[11]=GetSymbolField("1513.tw","月營收","M");//中興電
15lead[12]=GetSymbolField("1515.tw","月營收","M");//力山
16lead[13]=GetSymbolField("1521.tw","月營收","M");//大億
17lead[14]=GetSymbolField("1527.tw","月營收","M");//鑽全
18lead[15]=GetSymbolField("1560.tw","月營收","M");//中砂
19lead[16]=GetSymbolField("1565.tw","月營收","M");//精華
20lead[17]=GetSymbolField("1582.tw","月營收","M");//信錦
21lead[18]=GetSymbolField("1605.tw","月營收","M");//華新
22lead[19]=GetSymbolField("1717.tw","月營收","M");//長興
23lead[20]=GetSymbolField("1723.tw","月營收","M");//中碳
24//lead[21]=GetSymbolField("1726.tw","月營收","M");//永記
25lead[22]=GetSymbolField("1736.tw","月營收","M");//喬山
26lead[23]=GetSymbolField("1773.tw","月營收","M");//勝一
27lead[24]=GetSymbolField("1795.tw","月營收","M");//美時
28lead[25]=GetSymbolField("1907.tw","月營收","M");//永豊餘
29lead[26]=GetSymbolField("2002.tw","月營收","M");//中鋼
30lead[27]=GetSymbolField("2006.tw","月營收","M");//東鋼
31lead[28]=GetSymbolField("2015.tw","月營收","M");//豊興
32lead[29]=GetSymbolField("2029.tw","月營收","M");//盛餘
33lead[30]=GetSymbolField("2027.tw","月營收","M");//大成鋼
34lead[31]=GetSymbolField("2031.tw","月營收","M");//新光鋼
35lead[32]=GetSymbolField("2049.tw","月營收","M");//上銀
36lead[33]=GetSymbolField("2059.tw","月營收","M");//川湖
37lead[34]=GetSymbolField("2103.tw","月營收","M");//台橡
38lead[35]=GetSymbolField("2105.tw","月營收","M");//正新
39lead[36]=GetSymbolField("2204.tw","月營收","M");//中華車
40lead[37]=GetSymbolField("2207.tw","月營收","M");//和泰車
41lead[38]=GetSymbolField("2231.tw","月營收","M");//為升
42lead[39]=GetSymbolField("2233.tw","月營收","M");//宇隆
43lead[40]=GetSymbolField("2301.tw","月營收","M");//光寶
44lead[41]=GetSymbolField("2303.tw","月營收","M");//聯電
45lead[42]=GetSymbolField("2308.tw","月營收","M");//台達電
46lead[43]=GetSymbolField("2313.tw","月營收","M");//華通
47lead[44]=GetSymbolField("2324.tw","月營收","M");//仁寶
48lead[45]=GetSymbolField("2327.tw","月營收","M");//國巨
49lead[46]=GetSymbolField("2330.tw","月營收","M");//台積電
50lead[47]=GetSymbolField("2337.tw","月營收","M");//旺宏
51lead[48]=GetSymbolField("2344.tw","月營收","M");//華邦電
52lead[49]=GetSymbolField("2345.tw","月營收","M");//智邦
53lead[50]=GetSymbolField("2347.tw","月營收","M");//聯強
54lead[51]=GetSymbolField("2352.tw","月營收","M");//佳世達
55lead[52]=GetSymbolField("2353.tw","月營收","M");//宏碁
56lead[53]=GetSymbolField("2354.tw","月營收","M");//鴻準
57lead[54]=GetSymbolField("2357.tw","月營收","M");//華碩
58lead[55]=GetSymbolField("2368.tw","月營收","M");//金像電
59lead[56]=GetSymbolField("2376.tw","月營收","M");//技嘉
60lead[57]=GetSymbolField("2377.tw","月營收","M");//微星
61lead[58]=GetSymbolField("2379.tw","月營收","M");//瑞昱
62lead[59]=GetSymbolField("2382.tw","月營收","M");//廣達
63lead[60]=GetSymbolField("2383.tw","月營收","M");//台光電
64lead[61]=GetSymbolField("2385.tw","月營收","M");//群光
65lead[62]=GetSymbolField("2393.tw","月營收","M");//億光
66lead[63]=GetSymbolField("2395.tw","月營收","M");//研華
67lead[64]=GetSymbolField("2408.tw","月營收","M");//南亞科
68lead[65]=GetSymbolField("2409.tw","月營收","M");//友達
69lead[66]=GetSymbolField("2439.tw","月營收","M");//美律
70lead[67]=GetSymbolField("2449.tw","月營收","M");//京元電
71lead[68]=GetSymbolField("2454.tw","月營收","M");//聯發科
72lead[69]=GetSymbolField("2603.tw","月營收","M");//長榮
73lead[70]=GetSymbolField("2606.tw","月營收","M");//裕民
74lead[71]=GetSymbolField("2610.tw","月營收","M");//華航
75lead[72]=GetSymbolField("2615.tw","月營收","M");//萬海
76lead[73]=GetSymbolField("2707.tw","月營收","M");//晶華
77lead[74]=GetSymbolField("2729.tw","月營收","M");//瓦城
78lead[75]=GetSymbolField("2731.tw","月營收","M");//雄獅
79lead[76]=GetSymbolField("2912.tw","月營收","M");//統一超
80lead[77]=GetSymbolField("3008.tw","月營收","M");//大立光
81lead[78]=GetSymbolField("3034.tw","月營收","M");//聯詠
82lead[79]=GetSymbolField("3037.tw","月營收","M");//欣興
83lead[80]=GetSymbolField("3042.tw","月營收","M");//晶技
84lead[81]=GetSymbolField("3130.tw","月營收","M");//104
85lead[82]=GetSymbolField("3231.tw","月營收","M");//緯創
86lead[83]=GetSymbolField("3406.tw","月營收","M");//玉晶光
87lead[84]=GetSymbolField("3481.tw","月營收","M");//群創
88lead[85]=GetSymbolField("3576.tw","月營收","M");//聯合再生
89lead[86]=GetSymbolField("3665.tw","月營收","M");//貿聯
90lead[87]=GetSymbolField("3702.tw","月營收","M");//大聯大
91lead[88]=GetSymbolField("3707.tw","月營收","M");//漢磊
92//lead[89]=GetSymbolField("3708.tw","月營收","M");//上緯
93//lead[90]=GetSymbolField("3711.tw","月營收","M");//日月光
94//lead[91]=GetSymbolField("3714.tw","月營收","M");//富采
95lead[92]=GetSymbolField("4438.tw","月營收","M");//廣越
96lead[93]=GetSymbolField("5434.tw","月營收","M");//崇越
97lead[94]=GetSymbolField("6269.tw","月營收","M");//台郡
98lead[95]=GetSymbolField("6285.tw","月營收","M");//啟碁
99lead[96]=GetSymbolField("6505.tw","月營收","M");//台塑化
100lead[97]=GetSymbolField("9910.tw","月營收","M");//豊泰
101lead[98]=GetSymbolField("9921.tw","月營收","M");//巨大
102lead[99]=GetSymbolField("8299.tw","月營收","M");//群聯
103lead[100]=GetSymbolField("8086.tw","月營收","M");//宏捷科
104variable:i(0);
105for i=1 to 100 begin
106if lead[i][12]<>0
107then 
108pcg[i]=(lead[i]-lead[i][12])/lead[i][12]; 
109end;
110value1=array_sum(pcg,1,100);
111value2=average(value1,4);
112plot1(value1);
113plot2(value2);

然後我把這兩個指標跟加權指數作對照

從上面這張圖來看，的確有很明顯亦步亦趨的循環現象

有興趣的朋友可以依此作為例子，重新調整您認為的產業龍頭，畫出您專屬的大盤多空長線領先指標

不過記得你用的龍頭公司上市期間要夠長

我上面的腳本用了一些剛上市不久的公司，這樣系統因為缺資料就只畫出有資料的部份，指標長度變短，就看不出其循環性了