{瑞亭实战} N:=5; MA5:=MA(CLOSE,5); MA10:=MA(CLOSE,10); MA20:=MA(CLOSE,20); MA30:= MA(CLOSE,40); MA60:=MA(CLOSE,60); MA120:= MA(CLOSE,120); VAR1:=ABS(MA5-MA20)/MA20*100<=N; VAR2:=ABS(MA5-MA30)/MA30*100<=N; VAR3:=MA5>REF(MA5,1); VAR4:=MA20>REF(MA20,1); VAR5:=MA30>REF(MA30,1); DTPL:=MA20>MA30 AND MA30>MA120; LYT:=DTPL AND VAR4 AND VAR5 AND COUNT(VAR3,4)<=1;GJHS:=C>MA5 AND ((VAR3 AND NOT(REF(VAR3,1))) OR C>REF(C,3)); LYKK:=GJHS AND (VAR1 OR VAR2) AND LYT; MAI:=(LYKK AND NOT(REF(LYKK,1)))*50 ; VARC:=C=LLV(C,5)AND HHV(O,5)/C>=1.098 ; VARD:=(C=HHV(C,4))AND REF(VARC,1); YX:(MAI AND COUNT((MA10>MA20),5)=5) AND VARD;
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:1457曾指示证券数:463共发出指示:579 成功指示:372 失败指示:197 未完成指示:10平均成功率:65.38%, 成功率达到50%的股票有:21.8%利润1总平均:19.39% 利润1最大值:99.89% 利润1最小值:-5.04% 最高利润达到2倍目标利润以上指示: 229 (40.25%) 最高利润达到3倍目标利润以上指示: 128 (22.50%)利润2总平均: 6.47% 利润2最大值: 99.25% 利润2最小值: -36.02% 期末低于介入点指示: 221 (38.84%)
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