因子选股系列之六：基于历史K线形态的因子选股研究

摘要风险提示 目录引言.......................................................................................................................................................................................................................11 K线形态投资框架..........................................................................................................................................................................................11.1 K线形态识别..........................................................................................................................................................................................21.2量价状态识别.........................................................................................................................................................................................31.2.1成交量状态识别..........................................................................................................................................................................31.2.2股票价格状态识别......................................................................................................................................................................32 K线形态有效性测试.....................................................................................................................................................................................42.1 K线形态回溯测试框架........................................................................................................................................................................43有效的K线形态............................................................................................................................................................................................43.1单K形态..................................................................................................................................................................................................43.1.1大阳线形态...................................................................................................................................................................................43.1.2大阴线形态...................................................................................................................................................................................63.1.3锤头线形态...................................................................................................................................................................................73.1.4倒锤线形态...................................................................................................................................................................................93.1.5十字星形态.................................................................................................................................................................................113.2双K形态................................................................................................................................................................................................123.2.1仙人指路形态.............................................................................................................................................................................123.2.2继往开来形态.............................................................................................................................................................................143.2.3射击之星形态.............................................................................................................................................................................163.2.4阴包阳形态.................................................................................................................................................................................173.2.5阳包阴形态.................................................................................................................................................................................193.2.6旭日东升形态.............................................................................................................................................................................213.2.7曙光初现形态.............................................................................................................................................................................223.2.8乌云盖顶形态.............................................................................................................................................................................243.2.9倾盆大雨形态.............................................................................................................................................................................263.2.10双锤打击形态...........................................................................................................................................................................273.3多K形态......................