Code lọc cổ phiếu thông dụng trong Amibroker

Bài này, Chỉ báo đầu tư xin chia sẻ đến nhà đầu tư một số code lọc cổ phiếu cơ bản trên Amibroker. Chỉ cần cắt dán và có thể thay thế giá trị theo chiến thuật đầu tư là có thể dùng được. Kết hợp với lọc tự động ở hướng dẫn bài trước ta sẽ có một công cụ lọc cổ phiếu tự động giảm thiểu rất nhiều thời gian lựa chọn cổ phiếu để phân tích.

CÚ PHÁP CƠ BẢN CỦA MỘT CODE LỌC CỔ PHIẾU:

Filter <span class="token operator">=</span>	
          DieuKien1
          OR
          DieuKien2
          OR
          DieuKien3
          <span class="token punctuation">;</span>

Filter =

DieuKien1

DieuKien2

DieuKien3

;

1. ĐIỀU KIỆN GIÁ TRỊ GIAO DỊCH TRÊN 1 TỶ / PHIÊN

Vol1Ty <span class="token operator">=</span> Close<span class="token operator">*</span>Volume<span class="token operator">&gt;</span><span class="token number">1</span><span class="token operator">*</span><span class="token number">10</span><span class="token operator">^</span><span class="token number">6</span><span class="token punctuation">;</span>

Vol1Ty = Close*Volume>1*10^6;

Hoặc giá trị giao dịch trung bình 5 phiên trên 1 tỷ:

Vol1Ty <span class="token operator">=</span> <span class="token function">MA</span><span class="token punctuation">(</span><span class="token function">Ref</span><span class="token punctuation">(</span>Close<span class="token operator">*</span>Volume<span class="token punctuation">,</span><span class="token operator">-</span><span class="token number">1</span><span class="token punctuation">)</span><span class="token punctuation">,</span><span class="token number">5</span><span class="token punctuation">)</span><span class="token operator">&gt;</span><span class="token number">1</span><span class="token operator">*</span><span class="token number">10</span><span class="token operator">^</span><span class="token number">6</span><span class="token punctuation">;</span>

Vol1Ty = MA(Ref(Close*Volume,-1),5)>1*10^6;

2. ĐIỀU KIỆN ĐƯỜNG MA20 CẮT LÊN MA50

TinHieuMuaMA20 <span class="token operator">=</span> <span class="token function">Cross</span><span class="token punctuation">(</span><span class="token function">MA</span><span class="token punctuation">(</span>Close<span class="token punctuation">,</span><span class="token number">20</span><span class="token punctuation">)</span><span class="token punctuation">,</span><span class="token function">MA</span><span class="token punctuation">(</span>Close<span class="token punctuation">,</span><span class="token number">50</span><span class="token punctuation">)</span><span class="token punctuation">)</span><span class="token punctuation">;</span>

TinHieuMuaMA20 = Cross(MA(Close,20),MA(Close,50));

Tín hiệu MA20 cắt xuống MA50

TinHieuBanMA20 <span class="token operator">=</span> <span class="token function">Cross</span><span class="token punctuation">(</span><span class="token function">MA</span><span class="token punctuation">(</span>Close<span class="token punctuation">,</span><span class="token number">50</span><span class="token punctuation">)</span><span class="token punctuation">,</span><span class="token function">MA</span><span class="token punctuation">(</span>Close<span class="token punctuation">,</span><span class="token number">20</span><span class="token punctuation">)</span><span class="token punctuation">)</span><span class="token punctuation">;</span>

TinHieuBanMA20 = Cross(MA(Close,50),MA(Close,20));

3. ĐIỂM BÙNG NỔ GIÁ VÀ KHỐI LƯỢNG:

DiemNo <span class="token operator">=</span>
          Close<span class="token operator">&gt;</span>Open <span class="token comment">//Gia dong cua lon hon gia mo cua</span>
          AND
          Close <span class="token operator">&gt;=</span> <span class="token number">1.02</span> <span class="token operator">*</span> <span class="token function">Ref</span><span class="token punctuation">(</span>Close<span class="token punctuation">,</span><span class="token operator">-</span><span class="token number">1</span><span class="token punctuation">)</span> <span class="token comment">//Gia tang 2%</span>
          AND
          Volume<span class="token operator">*</span>Close <span class="token operator">&gt;</span><span class="token number">1.2</span><span class="token operator">*</span><span class="token function">Ref</span><span class="token punctuation">(</span>Volume<span class="token operator">*</span>Close<span class="token punctuation">,</span><span class="token operator">-</span><span class="token number">1</span><span class="token punctuation">)</span> <span class="token comment">//Gia Tri tang 20%</span>
          <span class="token punctuation">;</span>

DiemNo =

Close>Open //Gia dong cua lon hon gia mo cua

AND

Close >= 1.02 * Ref(Close,-1) //Gia tang 2%

AND

Volume*Close >1.2*Ref(Volume*Close,-1) //Gia Tri tang 20%

;

4. ĐIỂM CẮT LÊN MACD VỚI ĐƯỜNG SIGNAL :

r1 <span class="token operator">=</span> <span class="token function">Param</span><span class="token punctuation">(</span> <span class="token string">"Fast avg"</span><span class="token punctuation">,</span> <span class="token number">12</span><span class="token punctuation">,</span> <span class="token number">2</span><span class="token punctuation">,</span> <span class="token number">200</span><span class="token punctuation">,</span> <span class="token number">1</span> <span class="token punctuation">)</span><span class="token punctuation">;</span>
r2 <span class="token operator">=</span> <span class="token function">Param</span><span class="token punctuation">(</span> <span class="token string">"Slow avg"</span><span class="token punctuation">,</span> <span class="token number">26</span><span class="token punctuation">,</span> <span class="token number">2</span><span class="token punctuation">,</span> <span class="token number">200</span><span class="token punctuation">,</span> <span class="token number">1</span> <span class="token punctuation">)</span><span class="token punctuation">;</span>
r3 <span class="token operator">=</span> <span class="token function">Param</span><span class="token punctuation">(</span> <span class="token string">"Signal avg"</span><span class="token punctuation">,</span> <span class="token number">9</span><span class="token punctuation">,</span> <span class="token number">2</span><span class="token punctuation">,</span> <span class="token number">200</span><span class="token punctuation">,</span> <span class="token number">1</span> <span class="token punctuation">)</span><span class="token punctuation">;</span>

TinHieuMuaMACD <span class="token operator">=</span> <span class="token function">Cross</span><span class="token punctuation">(</span><span class="token function">MACD</span><span class="token punctuation">(</span>r1<span class="token punctuation">,</span> r2<span class="token punctuation">)</span><span class="token punctuation">,</span><span class="token function">Signal</span><span class="token punctuation">(</span>r1<span class="token punctuation">,</span>r2<span class="token punctuation">,</span>r3<span class="token punctuation">)</span><span class="token punctuation">)</span><span class="token punctuation">;</span>

r1 = Param( "Fast avg", 12, 2, 200, 1 );

r2 = Param( "Slow avg", 26, 2, 200, 1 );

r3 = Param( "Signal avg", 9, 2, 200, 1 );

TinHieuMuaMACD = Cross(MACD(r1, r2),Signal(r1,r2,r3));

Điểm cắt xuống MACD với đường Signal :

TinHieuBanMACD <span class="token operator">=</span> <span class="token function">Cross</span><span class="token punctuation">(</span><span class="token function">Signal</span><span class="token punctuation">(</span>r1<span class="token punctuation">,</span>r2<span class="token punctuation">,</span>r3<span class="token punctuation">)</span><span class="token punctuation">,</span><span class="token function">MACD</span><span class="token punctuation">(</span>r1<span class="token punctuation">,</span> r2<span class="token punctuation">)</span><span class="token punctuation">)</span><span class="token punctuation">;</span>

TinHieuBanMACD = Cross(Signal(r1,r2,r3),MACD(r1, r2));

5. GIÁ / KHỐI LƯỢNG VƯỢT ĐỈNH 5 PHIÊN:

GiaVuot1W <span class="token operator">=</span> Close<span class="token operator">&gt;</span><span class="token function">Ref</span><span class="token punctuation">(</span><span class="token function">HHV</span><span class="token punctuation">(</span>High<span class="token punctuation">,</span><span class="token number">5</span><span class="token punctuation">)</span><span class="token punctuation">,</span><span class="token operator">-</span><span class="token number">1</span><span class="token punctuation">)</span><span class="token punctuation">;</span>
KhoiLuongVuot1W <span class="token operator">=</span> Volume<span class="token operator">&gt;</span><span class="token function">Ref</span><span class="token punctuation">(</span><span class="token function">HHV</span><span class="token punctuation">(</span>Volume<span class="token punctuation">,</span><span class="token number">5</span><span class="token punctuation">)</span><span class="token punctuation">,</span><span class="token operator">-</span><span class="token number">1</span><span class="token punctuation">)</span><span class="token punctuation">;</span>

GiaVuot1W = Close>Ref(HHV(High,5),-1);

KhoiLuongVuot1W = Volume>Ref(HHV(Volume,5),-1);

Giá rơi qua nền 5 ngày:

GiaThap1W <span class="token operator">=</span> Close<span class="token operator">&lt;</span><span class="token function">Ref</span><span class="token punctuation">(</span><span class="token function">LLV</span><span class="token punctuation">(</span>Low<span class="token punctuation">,</span><span class="token number">5</span><span class="token punctuation">)</span><span class="token punctuation">,</span><span class="token operator">-</span><span class="token number">1</span><span class="token punctuation">)</span><span class="token punctuation">;</span>

GiaThap1W = Close<Ref(LLV(Low,5),-1);

Với những code lọc cổ phiếu cơ bản trên, bạn có thể tuỳ biến hoặc kết hợp để cho ra những điều kiện phù hợp với chiến thuật đầu tư của mình