阻力指标qhlsr_fn,typeintegerrealtablen@@,media2024-01-08_igyqnpdpfidoi2hcimage314,成交量若qh0则ta=qh,tb=0a=n日的ta,b=n日的tb,往前推共nday个n日阻力,nday由系统参数pn_nday设置,180与系统证券pn_stock系统,…

使用与系统证券pn_stock系统,pn_date系统,pn_cycle复权,pn_rate和,系统参数qhlsr_vnintegerreal,2若qhl0则ta=qhl,=0否则ta=0,-qhl3a=n日的ta,4b=n日的tb,pn_dateinttodate20110908n:=10,…

21模型简介famafrench_regress_,tdtrtrtdcy_daytd,tdtrtrtdcy_weektd,tdtrtrtdcy_monthtd,*hml+m*momtdtr,+h*hml+r*rmw,…

=a:=newtaechoset,tonilrna,nilechorunendrntype,functiondestroybeginechodestroyrnend,media2024-01-03_ks01uqhu1foav0mwimage18,…

famafrench固定间隔回归famafrench_regress_,*hml+m*momtdtr,+h*hml+r*rmw,f7quottarget=quot_blankquot,quotdvquotreturnfamafrench_regress_,media2026-01-29_ou8akcyqcy3zzlkbimage7,…

=a:=newtaechoset,tonilrna,nilechorunendrntype,functiondestroybeginechodestroyrnend,media2024-01-03_ks01uqhu1foav0mwimage16,…

组-因子收益率ts_groupfactorreturnfactorconfigid,tdtdmktsmbhmlmomtdtr,范例tcodereturnts_groupfactorreturn1004,20240405tcy_daycode,media2024-06-06_cacapgls88ouny2vimage1,…

日title1多层次mom组合及,桌论坛国内fof@mom基金发展,id=32353target=_blank天软,…

算法说明smbhmlmomrmwcma,-01title21famafrench_factorret_,因子实时计算模型fama_french_,…

参数cycle设置相关famafrench_factorret_,因子tdtdsmbhmlmomtdtr,tdtrtrtdcy_daytd,tdtrtrtdcy_weektd,tdtrtrtdcy_monthtd,…