今买明卖 近5年测试94%胜率 指标源码 测试图

来函数检测结果如下：
该公式没有未来函数

N:=3;

M:=1;

X9_1:=MAX(MAX(HIGH-LOW,ABS(REF(CLOSE,1)-HIGH)),ABS(REF(CLOSE,1)-LOW));

X9_2:=(HIGH+LOW)/2+MA(X9_1,2);

X9_3:=(HIGH+LOW)/2-MA(X9_1,2);

X9_4:=REF(X9_2,BARSLAST(X9_2<=REF(X9_2,1)));

X9_5:=LLV(X9_2,2*1.5);

X9_6:=IF(X9_5!=REF(X9_5,1) AND X9_4<REF(X9_4,1),X9_4,IF(X9_4=X9_5,X9_4,X9_5));

X9_7:=BARSLAST(CROSS(0.5,X9_2=X9_6))+1;

X9_8:=CROSS(COUNT(CROSS(CLOSE,X9_6) OR CROSS(CLOSE,REF(X9_6,2)) AND X9_2>X9_6,X9_7),0.5);

X9_9:=BARSLAST(X9_8);

X9_10:=BARSLAST(CROSS(HHV(X9_3,X9_9+1),CLOSE));

X9_11:=MA(CLOSE,18);

X9_12:=CLOSE>=X9_11*1.004;

X9_13:=X9_11>=REF(X9_11,1);

X9_14:=X9_12 AND X9_13;

X9_15:=IF(CLOSE<OPEN,(CLOSE-LOW)/(HIGH-LOW),0);

B1:=NOT(H=O);

A1:=H>=HHV(H,40) ;

B2:=COUNT(A1,2)=0;

B3:=C>MA(C,20);

X_18:=HIGH/CLOSE>1.03;

X_19:=HIGH/REF(C,1)<1.028;



涨停:=C/REF(C,1)>1.09465 AND C=H;

烂板:= H/REF(C,1)>1.098  AND C<H;

去ST:=NAMELIKE('ST')=0 AND NAMELIKE('*ST')=0 AND NAMELIKE('SST')=0 AND NAMELIKE('S*ST')=0;

去除创业板:=IF(CODELIKE('300'),0,1);

去除科创板:=IF(CODELIKE('688'),0,1);

条件:=NOT(涨停) AND NOT(烂板) AND 去除创业板 AND 去ST AND 去除科创板 AND C>5;



X:CROSS(X9_9,X9_10) AND CLOSE/REF(LLV(LOW,3),1)<1 AND CLOSE<OPEN AND CLOSE!=LOW AND X9_14 AND X9_15>0.03 AND X9_15<0.3

AND 条件 AND B2 AND B1 AND B3 AND X_19

;

原理解析：
N赋值:3
M赋值:1
X9_1赋值:MAX(MAX(最高价-最低价,1日前的收盘价-最高价的绝对值),ABS(1日前的收盘价-最低价))
X9_2赋值:(最高价+最低价)/2+X9_1的2日简单移动平均
X9_3赋值:(最高价+最低价)/2-X9_1的2日简单移动平均
X9_4赋值:REF(X9_2,上次X9_2<=REF(X9_2,1距今天数))
X9_5赋值:2*1.5日内X9_2最低值
X9_6赋值:IF(X9_5!=1日前的X9_5 AND X9_4<1日前的X9_4,X9_4,IF(X9_4=X9_5,X9_4,X9_5))
X9_7赋值:上次0.5上穿X9_2=X9_6距今天数+1
X9_8赋值:CROSS(COUNT(CROSS(收盘价,X9_6) OR CROSS(收盘价,2日前的X9_6) AND X9_2>X9_6,X9_7),0.5)
X9_9赋值:上次X9_8距今天数
X9_10:=上次CROSS(X9_9+1日内X9_3最高值,收盘价距今天数)
X9_11:=收盘价的18日简单移动平均
X9_12:=收盘价>=X9_11*1.004
X9_13:=X9_11>=1日前的X9_11
X9_14:=X9_12 AND X9_13
X9_15:=IF(收盘价 B1赋值:NOT(H=O)
A1赋值:H>=40日内H最高值
B2赋值:统计2日满足A1的天数=0
B3赋值:C>C的20日简单移动平均
X_18赋值:最高价/收盘价>1.03
X_19赋值:最高价/1日前的C<1.028

涨停赋值:C/1日前的C>1.09465 AND C=H
烂板赋值: H/1日前的C>1.098 AND C 去ST赋值:NAMELIKE('ST')=0 AND NAMELIKE('*ST')=0 AND NAMELIKE('SST')=0 AND NAMELIKE('S*ST')=0
去除创业板赋值:IF(CODELIKE('300'),0,1)
去除科创板赋值:IF(CODELIKE('688'),0,1)
条件赋值:NOT(涨停) AND NOT(烂板) AND 去除创业板 AND 去ST AND 去除科创板 AND C>5

输出X:X9_9上穿X9_10 AND 收盘价/REF(3日内最低价最低值,1)<1 AND 收盘价0.03 AND X9_15<0.3 AND 条件 AND B2 AND B1 AND B3 AND X_19