MA5:=MA(C,5);
MA8:=MA(C,8);
MA13:=MA(C,13);
MA24:=MA(C,24);
MA60:=MA(C,60);
MA120:=MA(C,120);
MA250:=MA(C,250);
XX:=(EVERY((C-MA60)/MA60<0.1,40) AND (HHV(H,21)-LLV(L,21))/HHV(H,21)<0.1)*0.5;
小均粘合:=100*(MAX6(MA5,MA8,MA13,MA24,0.001,0.01)-MIN6(MA5,MA8,MA13,MA24,9999,99999))/MAX6(MA5,MA8,MA13,MA24,0.001,0.01)<2.1
AND 100*ABS(MAX(C,O)-MAX6(MA5,MA8,MA13,MA24,0.001,0.01))/MAX6(MA5,MA8,MA13,MA24,0.001,0.01)<2.5
AND 100*ABS(MIN(C,O)-MIN6(MA5,MA8,MA13,MA24,9999,99999))/MIN6(MA5,MA8,MA13,MA24,9999,99999)<2.5;
熵增小价差区:REF(EVERY(XX AND 小均粘合,6),1) AND NOT(XX AND 小均粘合);
两线并走:=COUNT(EVERY(ABS(MA120-MA250)/MA250<0.06,5),5) AND (MA120>=REF(MA120,1) OR MA250>=REF(MA250,1));
SK11:=REF(MAX(C,O),40)=HHV(MAX(C,O),2*40+1);
SK22:=FILTER(SK11,40);
SK33:=BACKSET(SK22,40+1);
HD3:=FILTER(SK33,40);
前高日3:=BARSLAST(HD3);
前高3:=REF(MAX(C,O),BARSLAST(HD3));
SR11:=REF(MAX(C,O),20)=HHV(MAX(C,O),2*20+1);
SR22:=FILTER(SR11,20);
SR33:=BACKSET(SR22,20+1);
HD1:=FILTER(SR33,20);
前高日1:=BARSLAST(HD1);
前高1:=REF(MAX(C,O),BARSLAST(HD1));
突破:COUNT(两线并走,30) AND (CROSS(C,前高3) OR CROSS(C,前高1)); |
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发表于 2020-8-5 22:20
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