Author Archives: 發財橘子

指標股創新高家數

要研判大盤是否落底,可以看看指標股族群中,創新低的家數是不是在減少,也可以看看創新高的家數是不是在增加,昨天跟大家介紹指標股創新低家數這個指標,今天則來跟大家介紹指標股創新高家數指標

這個指標的設計步驟如下

一、先找出一群其漲跌表現足以帶動市場多空氣氛的指標股

二、計算這些指標股們,有多少家股票創近期新高

三、把上面這個數字取移動平均

以下是根據這些步驟寫的腳本

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

plot1(average(count,5));

用這個腳本畫出來跟加權指數的對照圖如下:

在這裡我挑的指標是剛好100檔,大家可以自由發揮,要更多或更少都可以,寫法都一樣,只是一開始宣告的陣列數裡的100要改成你使用的檔數,例如你要認為的指標股有120檔,那麼第一行宣告陣列數時就得把100改成120

array:lead[120](0);

接下來只要把你要加進去的個股像前面這100檔這樣從101開始加到陣列中來就可以了

當然下面的迴圈計算數也要從100改成120

for i=1 to 120 begin

當然,這樣的計算方式所建構的大盤研判指標,還可以有很多的算法,像是指標股中上漲的家數、下跌的家數、主力買超的家數、主力賣超的家數等等,透過這個方法,可以打造出無數的大盤指標,有興趣的朋友可以自由發揮,打造出您自己專屬的多空研判方式,我寫的這些腳本只是拋磚引玉,供大家參考。

===

● XQ【盤中量化交易模組】($1,000) 七大功能,購買就送【台股進階(原價$300)+小道瓊行情(延遲)】完整介紹 ➤https://pse.is/46xbpu

● 首次訂閱享7天鑑賞期,首次購買輸入官方優惠碼「@XQ8899」,首月可折抵模組費用$100!

指標股創新低家數指標

昨天拉了一根長下影線,大家開始問說盤是不是要翻多了?

前一陣子都在跟大家分享挑存股的方法,其實就是因為不知道盤會往那裡走,只好選定好標的之後,就開始定時定額的存起來

但看盤這麼多年,我對大盤是多是空當然有我自己的看法,這些看法的形成,除了來自總經及全球金融市場的一些觀察,我也自己設計了一些指標,用來協助我作判斷

今天來跟大家分享一個我會參考的指標,這個指標的做法步驟如下

一,挑出各行各業裡的指標股

二,計算這些指標股當天收盤價收在10天最低價的合計家數

三,取五日移動平均

這樣計算出來的數字,把它拿來跟加權指數的K線圖作對照,我個人是覺得對於掌握大盤多空反轉點,有一定的參考作用

下面是我根據上述的步驟寫的指標腳本

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

plot1(average(count,5));

這個腳本畫出來的指標加權指數的對照圖如下

有興趣的朋友可以自己挑您覺得最有代表性的指標股,做出您專屬的指標

老前輩總是說,老手死在半山腰,要等刀子掉到地上鏘一聲時再進場

類似像這一類的指標,都是我用來研判刀子是不是已經掉到地上的工具,之後有機會再陸續跟大家分享我的這些工具

===

● XQ【盤中量化交易模組】($1,000) 七大功能,購買就送【台股進階(原價$300)+小道瓊行情(延遲)】完整介紹 ➤https://pse.is/46xbpu

● 首次訂閱享7天鑑賞期,首次購買輸入官方優惠碼「@XQ8899」,首月可折抵模組費用$100!

尋找存股標的的N種方法系列之6~尋找高護城河的股票

尋找高護城河的股票,這句話大家應該耳熟能詳,今天主要是透過XQ選股中心,找到可能有高護城河的股票

什麼公司具有高護城河呢? 巴菲特有三個原則

一,淨利率高於5%

二,毛利率高於40%

三,淨資產收益率高於15%

這三個條在XQ選股中心裡都有現成的敘述式,不用寫程式

符合這三個條件的個股,在台股中有不少

不過考慮到景氣循環股,像是航運及塑化股,在景氣高峰時也會符合這些條件,所以在使用時最好把這些類股過濾掉

這樣挑出來的公司,應該都有其在市場上的存活之道

我拿這樣的條件再加上近兩個月跌幅超過45%這個條件,然後去回測過去12年,停損停利都設為20%

回測報告如下

這十二年來的交易次數不多,一共才48次,平均一年才四次

但勝率達到79% ,總報酬也達到接近460%

顯示這些高護城河的股票如果下跌達到夠大的幅度,開始存股,是還蠻值得深入研究的交易策略

另外如果不考慮大跌,為了扣除景氣循環股,我會再加上連續八年每年EPS都超過4元這個條件  ,合計我的高護城河策略如下

符合上面條件的個股共17檔,名單如下

 

以上是巴菲特在尋找高護城河股票時用的條件,以及在台股上的一些應用

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大盤指標說明文

除了系統內建的大盤檢查表諸數據之外,我也陸續開發過一些研判大盤多空方向的指標,我把這些指標的連結都整理在下方的表格中,客倌可以根據自己的偏好,參考看看

我覺得大盤指標的好處是,讓我們從不同的面向,去研判目前市場比較可能波動的方向,我的經驗是,如果不同的指標都預示著同一個方向,那大盤往那個方向走的機率就更高,如果指標有多有空,我就會減量經營,甚至先空手場邊觀望

 

未來我會陸續把我在書中看過的,以及朋友分享的大盤指標,陸續寫成腳本,整理在這個分類中

希望對大家開發自己專屬的大盤檢查表,能有一些幫助

 

 

 

上漲家數指標 代操買賣超指標 均買均賣張指標
外盤量佔比指標 多天期KD綜合指標 上漲下跌角度指標
0050溢價指標 0050官股買超指標 權值股多頭排列家數指標
當沖佔比 OTC佔大盤成交量比 小型股表現指標
上漲下跌家數差指標 大盤我常用的五指標 上漲下跌家數RSI指標
上漲家數的多空標準 漲跌家數比指標 大盤多空分數

 

大盤分析說明文

大盤分析這個類別,相關的文章,是跟大家說明,在研判大盤走勢時,我會使用那些工具,像是台幣匯率,外資買賣超及官股券商買賣超是三個了解外資與政府態度的重要指標

在免費資源方面,XQ有提供一個大盤檢查表,下方連結裡有幾篇都是用來說明大盤檢查表裡頭的各項指標及其作用

未來我若有補充相關的文章,也都會放在這邊

我一向是順勢操作,所以大盤分析對我來說,是很重要的一門功課,如果覺得市場不確定因素太多,我會寧可在旁觀望,因此,如何打造一個完整的大盤研究體系,就變的很重要,我會把自己研判大盤的一些工具的經驗,陸續放在這邊

 

研判大盤要留意的三個數據 大盤檢查表的使用說明文
大盤檢查表的國際資金流動篇 美國經濟與台股大盤的連動關係
看看站在月線上的是那些股票 大盤檢查表中的期權相關指標
大盤檢查表的詳細介紹 從個股趨勢變化研判大盤多空方向

 

事件交易策略說明文

事件交易是屬於時機交易,操作者尋找未來可能有利多交易見報的標的,在消息曝光前,預先建立部位,等到消息見報了,就伺機獲利了結,最典型的事件交易是法說會行情,在法說會即將公佈前選擇可能會公佈利多的個股,預先進場,等待法說會的好消息曝光。

以下的連結裡,有各種事件交易我寫過的相關文章

投信作帳 大股東增加持股 實施庫藏股 法說會
季節性交易 財報驚喜 處分股票 填權行情
借券交易 除權行情

另外在選股中心中,系統內建不少相關的腳本

對於這類交易方式有興趣的朋友,再點進去研究

技術指標A-Z

XQ裡內建了不少的技術指標,為了方便大家尋找,我把有寫在部落中的指標從A-Z排序

有興趣的朋友有可以了解這些指標在XQ腳本上的寫法,有些指標如果我自己有在使用,也會附上我的應用心得

%B指標 DPO指標 PSY心理線
Adaptive price zone Donchian channel 唐安奇通道 Q指標
ADI累積分配指標 DMI RVI指標
ADX指標 Elder Ray指標 STARC  (Stoller平均波幅通道)
ALF亞歷山大過濾指標 EMA指數移動平均 TMV指標
ATR真實波動區間指標 EMV指標(Ease of Movement) Ultimate Oscillator 終極震盪指標
Arron oscillator Force Index 力度指標 VIX恐慌指數
Average移動平均線 HMA改良式移動平均 VPT(Volume price trend) 修正式價量指標
BBand 布林通道 IMI日內動量指標 Volume Oscillator成交量擺動指標
BW MFI  市場便利指標 KO克林格擺動指標 VWMACD指標
CCI商品通道指標 KO能量潮指標 威廉多空力度線
Chaikin Oscillator 恰奇震盪指標 KST確認指標 Xslope 速度指標
Chaikin Volatility  克林波動指標 MACD Zero Lag HeikinAshi 先進指標
Choppy market index Mass Index ZDZB築底指標
CMO錢德動量擺盪指標 MA-Osc指標 加速指標
Coppock indicator 估波指標 Money flow Index   MFI指標 波動率通道
CV指標 MO指標 噪音指標
CVI累積成交量指標 Momentum動能指標 隨機漫步指標
DKX多空線 NVI指標
DMI指標 OBV指標

另外,附上四篇相關文章的連結,這些文章是讓大家可以先從一常用技術指標的設計原理著手,了解當年這些設計技術指標的人,是怎麼創造出這些指標的。

圖說技術指標的設計方式與背後的思維(一)

圖說技術指標的設計方式與背後的思維(二)

圖說技術指標的設計方式與背後的思維(三)

圖說技術指標的設計方式與背後的思維(四)

有人說,大部份的創新都是從模仿開始,我們了解市場常用指標的設計方法,以及腳本撰寫的方式,未來我們就可以開展自己專屬指標的研究。

用指標股月營收製定的大盤長線多空指標

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

array:lead[100](0);
array:pcg[100](0);

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

 

改善策略勝率的三個小技巧

這陣子一直都在跟大家介紹我常用的選股策略,有些朋友寄來一些自己寫的策略,問我可不可以幫他看一下,今天就舉個例子,來跟大家分享我自己在改善策略勝率時常用的三個小技巧。
在撰寫一個選股策略時,我們往往都是因為從書上、從網路上、從自己的觀察中,找到一些不錯的靈感,然後從這些靈感來出發。
舉個例子,我在看過投信認養小型股的報導後,寫過一個腳本,這個腳本共有三個條件:
一、投信持股比例<2.5%
二、股本<50億
三、近一日投信買超>100張
我想找出那些投信原本沒啥持股,但現在開始進場買進的股本不大的股票。
但光這三個條件,符合條件的交易次數太多,五年有5500個交易,然後最大區間虧損達到32%,這個策略需要被進一步修改。
於是我就使用了小技巧一:
1⃣ 從回測的交易裡輸錢的交易分析中,來觀察有沒有可以加的濾網。
我按了回測報告的報酬率那一欄,讓系統幫我列出虧錢的股票,然後我發現,有些股票太冷成交量太低,有些股票則是股本太小,
所以我加了兩個條件:
1. 成交量要>500張
2. 股本要>10億
到這裡共使用了5個選股條件,這次的交易次數有稍為少一點,剩3942次,但最大區間虧損率還是有31.4%,這樣調整後的策略還是無法拿來實戰。
於是我試著運用第二個小技巧。
2⃣ 試試一些常用的、經常有效的選股條件
過往在用籌碼選股時,發現ROE達到一定程度的股票,且過去幾年都穩定獲利的個股,與法人相關籌碼合併使用時,還蠻有用,所以我就新增兩個選股條件:
1. 年股東權益報酬率要大於10%
2. 連續三年EPS都大於2元
到這裡就用了7個選股條件。
這次回測的結果,交易次數縮小到1606次,勝率59%,但最大區間虧損還是達到29%。
而且2018年一整年總報酬率都沒有創新高,我非常不喜歡一整年都虧錢的交易策略,於是我使用第三個改善策略勝率的小技巧。
3⃣ 多試試混搭不同派別的思考方法
目前這個策略是從投信做出發點, 但其實投信除了基金買賣超之外,有些也會負責代操,所以我就加上:
「近一日綜合前十大券商合計買超佔成交量10%」以上這個條件。
因為如果基金加上代操買的交易量超過一成,那就代表投信是玩真的,這次的回測效果有很明顯的提升。
除了交易次數降到663次之外,勝率站上六成之外,最大區間虧損也降到了2成,而且過去五年,每年都賺錢。
這個策略雖然因為勝率還不到我設定的三戰兩勝以上,還不能直接拿來實戰,但大家可以試著用上述三個小技巧,練習找出最終可以實戰的策略。
以上是我舉例跟大家分享改善策略勝率的三個小技巧。
但也要提醒大家,千萬不要為了優化而優化,如果搞到最後,每年平均交易次數只有不到20次,就算勝率再高,往往也是過度優化的結果,不見得在實戰上還能拿出來用。
新的一年變數比以往多,我還是會持續跟大家分享我在交易之路上犯過的一些錯誤及一些小小心得,祝大家新的一年裡操作愈來愈順利!
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網友們也在詢問,手機上是否也可以建立選股策略呢?
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