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由bq2wgfv4创建,最终由bq2wgfv4 被浏览 7 用户

Original




Remove indicators


expr="""

--open

""",



expre_filters

pe_ttm < 50

list_days > 90




Update:

Change to c_pct_rank(float_market_cap) > 0.2


Reasoning: use ranking instead of hard number.

--float_market_cap > 500000000



Change to 0.4 from 0.3. Performance dropped.

net_profit_yoy_ttm > 0.2

operating_revenue_yoy_ttm > 0.2


Change to 0.4 from 0.3. Performance dropped.

net_profit_yoy_ttm > 0.4

operating_revenue_yoy_ttm > 0.4




回測:2018-01-01 - 2022-12-31


回測:2023-01-01 - 2025-12-31

{link}