VAR2:=REF(CLOSE,1);
VAR3:=(SMA(MAX(CLOSE-VAR2,0),6,1))/(SMA(ABS(CLOSE-VAR2),6,1))*100;
VAR4:=(SMA(MAX(CLOSE-VAR2,0),12,1))/(SMA(ABS(CLOSE-VAR2),12,1))*100;
VAR5:=(BARSLAST(VAR4<20))<=3 AND CROSS(VAR3,VAR4);
VAR6:=(CLOSE-MA(CLOSE,20))/MA(CLOSE,20)*100<-12.5;
VAR7:=LLV(LOW,5);
VAR8:=HHV(HIGH,5);
VAR9:=EMA((CLOSE-VAR7)/(VAR8-VAR7)*100,4);
VARA:=EMA(0.667*REF(VAR9,1)+0.333*VAR9,2);
VARB:=REF(CLOSE,1);
VARC:=(SMA(MAX(CLOSE-VARB,0),7,1))/(SMA(ABS(CLOSE-VARB),7,1))*100;
VARD:=(SMA(MAX(CLOSE-VARB,0),13,1))/(SMA(ABS(CLOSE-VARB),13,1))*100;
VARE:=(BARSLAST(VARD<20))<=3 AND CROSS(VARC,VARD);
VARF:=(CLOSE-MA(CLOSE,20))/MA(CLOSE,20)*100<-12.5;
VAR10:=LLV(LOW,5);
VAR11:=HHV(HIGH,5);
VAR12:=EMA((CLOSE-VAR10)/(VAR11-VAR10)*100,4);
VAR13:=EMA(0.667*REF(VAR12,1)+0.333*VAR12,2);
VAR14:=1;
VAR15:=REF(CLOSE,1);
VAR16:=(SMA(MAX(CLOSE-VAR15,0),7,1))/(SMA(ABS(CLOSE-VAR15),7,1))*100;
VAR17:=(SMA(MAX(CLOSE-VAR15,0),13,1))/(SMA(ABS(CLOSE-VAR15),13,1))*100;
VAR18:=(BARSLAST(VAR17<20))<=3 AND CROSS(VAR16,VAR17);
VAR19:=(CLOSE-MA(CLOSE,20))/MA(CLOSE,20)*100<-12.5;
VAR1A:=LLV(LOW,5);
VAR1B:=HHV(HIGH,5);
VAR1C:=EMA((CLOSE-VAR1A)/(VAR1B-VAR1A)*100,4);
VAR1D:=EMA(0.667*REF(VAR1C,1)+0.333*VAR1C,2);
VAR1E:=REF(CLOSE,1);
VAR1F:=(SMA(MAX(CLOSE-VAR1E,0),6,1))/(SMA(ABS(CLOSE-VAR1E),6,1))*100;
VAR20:=(SMA(MAX(CLOSE-VAR1E,0),12,1))/(SMA(ABS(CLOSE-VAR1E),12,1))*100;
VAR21:=(BARSLAST(VAR20<20))<=3 AND CROSS(VAR1F,VAR20);
VAR22:=(CLOSE-MA(CLOSE,20))/MA(CLOSE,20)*100<-12.5;
VAR23:=LLV(LOW,5);
VAR24:=HHV(HIGH,5);
VAR25:=EMA((CLOSE-VAR23)/(VAR24-VAR23)*100,4);
VAR26:=EMA(0.667*REF(VAR25,1)+0.333*VAR25,2);
VAR27:=REF(CLOSE,1);
VAR28:=(SMA(MAX(CLOSE-VAR27,0),7,1))/(SMA(ABS(CLOSE-VAR27),7,1))*100;
VAR29:=(SMA(MAX(CLOSE-VAR27,0),13,1))/(SMA(ABS(CLOSE-VAR27),13,1))*100;
VAR2A:=(BARSLAST(VAR29<20))<=3 AND CROSS(VAR28,VAR29);
VAR2B:=(CLOSE-MA(CLOSE,20))/MA(CLOSE,20)*100<-12.5;
VAR2C:=LLV(LOW,5);
VAR2D:=HHV(HIGH,5);
VAR2E:=EMA((CLOSE-VAR2C)/(VAR2D-VAR2C)*100,4);
VAR2F:=EMA(0.667*REF(VAR2E,1)+0.333*VAR2E,2);
VAR30:=DMA(EMA(CLOSE,12),SUM(VOL,5)/3/CAPITAL);
VAR31:=(CLOSE-VAR30)/VAR30*100;
VAR2A AND VAR2B AND CROSS(VAR2E,VAR2F) AND VAR2E<=25 OR VAR21 AND VAR22 AND CROSS(VAR25,VAR26) AND VAR25<=25 OR VAR18 AND VAR19 AND CROSS(VAR1C,VAR1D) AND VAR1C<=25 OR VARE AND VARF AND CROSS(VAR12,VAR13) AND VAR12<=25 OR VAR5 AND VAR6 AND CROSS(VAR9,VARA) AND VAR9<=25 OR REF(VAR31,1)<-35 AND VAR31>REF(VAR31,1) AND REF(VAR31,1)<REF(VAR31,2) AND VAR31-REF(VAR31,1)>2.5;
测试结果(利润1:用目标周期内最高价计算的全部指示的平均利润,利润2:期末价平均利润)
测试证券数:1388 曾指示证券数:1256
共发出指示:6353 成功指示:4334 失败指示:2013 未完成指示:6
平均成功率:68.28%, 成功率达到50%的股票有:77.1%
利润1总平均:20.44% 利润1最大值:91.78% 利润1最小值:0.00%
最高利润达到2倍目标利润以上指示: 2392 (37.69%)
最高利润达到3倍目标利润以上指示: 1270 (20.01%)
利润2总平均: 5.46% 利润2最大值: 68.12% 利润2最小值: -27.50%
期末低于介入点指示: 2597 (40.92%)
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