自用T+1冲高指标,只适合t+1,两年半回测胜率94%,绝对比目前金钻t+1效果要好,收盘2:55后买入,第二天冲高一个点左右卖出,结合热门板块效果更好。大家可以自己尝试,信号分布很均匀,基本每天都有操作机会。之前回测过七八年,一直有效,胜率在95%左右,能穿越牛熊的超短指标。
X_1:=IF(NAMELIKE(1) OR NAMELIKE(2),0,1);
X_2:=REF(HHV(HIGH,20),1);
X_3:=REF(LLV(LOW,10),1);
X_4:=LOW>X_3;
X_5:=HIGH<X_2;
X_6:=BARSCOUNT(CLOSE)>30;
X_7:=MAX(MAX(HIGH-LOW,ABS(REF(CLOSE,1)-HIGH)),ABS(REF(CLOSE,1)-LOW));
X_8:=MA(X_7,14);
X_9:=MA((HIGH+LOW)/2,1);
X_10:=MA(X_7,2);
X_11:=X_9+X_10;
X_12:=X_9-X_10;
X_13:=CLOSE<HHV(X_12,3);
X_14:=CLOSE<REF(CLOSE,1) AND CLOSE<OPEN AND CLOSE!=LOW AND CLOSE>MA(CLOSE,18);
X_15:=MA(CLOSE,20)>REF(MA(CLOSE,20),1);
X_16:=CLOSE<REF(LLV(LOW,3),1);
X_17:=X_8>REF(X_8,1) AND X_7>REF(X_7,1);
X_18:=(CLOSE-LOW)/(HIGH-LOW);
X_19:=X_18<0.3;
X_20:=(HIGH-OPEN)/(HIGH-LOW);
X_21:=X_20<0.4;
X_22:= C > REF(C,1) * 1.095;
AA:X_1 AND X_14 AND X_15 AND X_16 AND X_17 AND X_19 AND X_13 AND X_4 AND X_5 AND X_6;