Ddmr:=(bigorder(1,2)-bigorder(2,2))*v/capital*100;
Ddmrs:=sum(Ddmr,0);
Chb:=AMOUNT*bigorder(1,3);
Dhb:=AMOUNT*(bigorder(1,2)-bigorder(1,3));
Zhb:=AMOUNT*(bigorder(1,1)-bigorder(1,2));
Xhb:=AMOUNT*(1-bigorder(1,1));
Chs:=AMOUNT*bigorder(2,3);
Dhs:=AMOUNT*(bigorder(2,2)-bigorder(2,3));
Zhs:=AMOUNT*(bigorder(2,1)-bigorder(2,2));
Xhs:=AMOUNT*(1-bigorder(2,1));
散户:=(xhb-xhs)/10000;
超户:=(chb-chs)/10000;
五日超:=sum(超户,5);
十日超:=sum(超户,10);
五日散:=sum(散户,5);
十日散:=sum(散户,10);
量比:=vol/ref(ma(vol,5),1);
买入单数:= order(1);
卖出单数:= order(2);
单数比:=卖出单数/买入单数;
小单差:=(1-BIGORDER(1,1)-(1-BIGORDER(2,1)))*100;
特大差:=(BIGORDER(1,3)-BIGORDER(2,3))*100;
大单差:=((BIGORDER(1,2)-BIGORDER(2,2))-(BIGORDER(1,3)-BIGORDER(2,3)))*100;
五日涨幅:=(c-ref(c,5))/ref(c,5)*100;
DDX:="ddx.ddx";
DDY:="ddy.ddy";
DDZ:="ddz.ddz";
大单买入:=(BIGORDER(1,2)-BIGORDER(1,3))*VOL/CAPITAL*100;
大单卖出:=(BIGORDER(2,2)-BIGORDER(2,3))*VOL/CAPITAL*100;
DDXn:=大单买入-大单卖出;
连红天数:=last(DDXn>0);
五日超>0 and 十日超>0 and 五日散<0 and 十日散<0 and
量比>1 AND 单数比>1 AND 小单差<-5 AND 特大差>0 AND 大单差>0.1 AND
五日涨幅<10 AND DDX>0.1 and DDY>0.1 and DDZ>1 and 连红天数>3;