Build your own quantification system
The quantitative stock trading system QTYX is a system that can be used for both learning and practical stock trading analysis.
The purpose of sharing the QTYX system is to provide everyone with a template for building a quantitative system, and ultimately help everyone build their own system. Therefore, we provide source code for secondary development according to your own style.
For QTYX usage guide, please check the link: QTYX usage guide
QTYX has been iteratively updated, and the current version is V2.6.9 . Subsequent upgrades will update the document content simultaneously.
Feature overview
After some big bull stocks start, they will start an unstoppable rise with lightning speed.
The "moving average long arrangement" stock selection function of QTYX, a quantitative stock analysis tool, is used to support the screening of stocks that are rising rapidly and violently.
For example, I used QTYX's "Moving Average Long Arrangement" to screen out "China Petroleum Capital" on November 25, 2022. I bought and held the shares the next day and made more than 30% profit by the closing price on December 3.
Let's take a look at the morphological characteristics of the rising stock of "China Petroleum Capital". It is a very typical "moving average long arrangement" form. Its moving average system quickly diverges in a long arrangement, and the entity of the K line has been rising along the short-term moving average. If you buy in the early stages of this pattern, the upward effect will be very strong.
Update high-speed version market data
Before using the "moving average long arrangement" stock selection function, remember to update local market data first. You can refer to: Usage Guide "High-speed Version of Local Quotation Source"
Start moving average long position stock selection
On the [Stock Selection Process] page, there are three stock selection ideas: "data-driven", "pattern-driven" and "RPS-driven", which complement each other. "Moving average long arrangement" belongs to "form-driven stock selection".
Then you can see the general parameter configuration interface related to pattern stock selection.
Introducing the functions of several key options:
Stock selection date: Select the date of morphological analysis (supports selecting historical dates for backtesting) (The time when I selected "China Petroleum Capital" was November 25, 2022. Adjust the stock selection date to that day to select "China Petroleum Capital". capital")
Listing time: Filter out sub-new stocks based on listing time (the tool will filter out sub-new stocks after the set time). After the listing of new stocks, they are in a state of rapid rise and fall. The trend is not stable, and there is not enough data for backtesting. When selecting stocks, you should eliminate such stocks in advance.
Eliminate ST/*ST: ST stocks face a very high risk of delisting and investors should avoid them. Such stocks should be eliminated in advance when selecting stocks.
Overlay analysis data: Currently supports "Quarterly Profit Statement" and "Daily Fundamental Indicators". After checking, "Quarterly Profit Statement" will be superimposed in the generated stock list.
Stock pool: Select the stock pool to scan, the whole market stock pool, the self-selected stock pool, the concept sector pool, and the industry sector pool
Stock selection model: Choose a stock selection model, mainly rising waves (long moving average & breaking through the previous high), box-shaped breakthrough, double-bottom pattern breakthrough, single-pin bottom rebound
When selecting the main rising wave (long moving average & breaking through previous high) model, a dedicated configuration interface will also appear, where you can configure the parameters of the identification algorithm.
Note: The two models of "moving average long arrangement" and "pre-breakthrough high detection" can be used together or separately. Just check the "Enable" box.
The first, second, third, and fourth moving averages refer to short-term to long-term moving averages. Next, we will focus on the purpose of "number of days of continuous divergence" and "divergence opening width (times)". Take actual combat scenarios as an example:
In order to discover strong stocks with long moving averages earlier, I set the "continuous divergence days" parameter in the stock selection parameters to 5 days on December 12, and the "divergence opening width (times)" parameter to 1.1.
But at this time, it was discovered that the number of stocks selected was 130, and many bull stocks were submerged in it. Such as "Ruyi Group" and "Renrenle".
于是，我对“均线多头排列”的算法做了改进，增加了发散的幅度判断，也就是“发散开口幅度(倍)”这个参数。
当“发散开口幅度(倍)”参数为2.5时，从130只瞬间精选到了13只股票，然后对这13只股票重点分析了成交量和对应板块的轮换，从后续的可持续性上最后聚焦在了“人人乐”和“如意集团”这两只股票。
After buying it the next day, the stock price rose by more than 10% in the third day.
After configuring the parameters according to our own trading style, we click "Confirm" to start stock selection. The log bar in the upper left corner will automatically switch to the "Stock Selection Log" to display stocks that meet the characteristics.
If you want to cancel stock selection, just click [Stop Pattern-Driven Stock Selection].
After the stock selection is completed, the stock selection results will be saved under the "ConfigFiles/Full Market Stock Selection Results" path. The results in the above figure include the superimposed "Quarterly Profit Statement" (needs to be checked).
Since "data-driven stock selection" and "pattern-driven stock selection" have been integrated in QTYX, click "Start Stock Selection" -> "Start Conditional Stock Selection", and then you can use conditional expressions to select stocks. For example, select stocks with good fundamentals based on performance data (need to superimpose "quarterly profit statements"), and select stocks that belong to recent popular sectors based on industry sector rotation ideas (need to superimpose "daily fundamental indicators").
Other advanced QTYX analysis features can also be used by double-clicking a stock name or symbol:
illustrate
The complete QTYX source code is uploaded to Knowledge Planet's "Fun with Stock Quantitative Trading". Friends who want to join Knowledge Planet, remember to call me on WeChat first to get benefits!
Click for introduction to Knowledge Planet: Overview of the essence of Knowledge Planet's "Quantitative Stock Trading"
