30 lines
854 B
Python
30 lines
854 B
Python
"""均线多头 — MA5>MA10>MA20>MA60 + 短期动量为正"""
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import polars as pl
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META = {
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"id": "bullish_alignment",
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"name": "均线多头",
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"description": "MA5>MA10>MA20>MA60多头排列 + 短期动量为正",
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"tags": ["均线", "多头"],
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"params": [],
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"scoring": {"momentum_60d": 0.4, "momentum_20d": 0.3, "turnover_rate": 0.3},
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"order_by": "score",
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"descending": True,
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"limit": 100,
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}
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ENTRY_SIGNALS = ["signal_ma_golden_5_20", "signal_ma_golden_20_60"]
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EXIT_SIGNALS = ["signal_ma_dead_5_20", "signal_ma20_breakdown"]
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STOP_LOSS = -0.06
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MAX_HOLD_DAYS = 20
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ALERTS = []
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def filter(df: pl.DataFrame, params: dict) -> pl.Expr:
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return (
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(pl.col("ma5") > pl.col("ma10"))
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& (pl.col("ma10") > pl.col("ma20"))
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& (pl.col("ma20") > pl.col("ma60"))
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& (pl.col("momentum_20d") > 0)
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)
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