X_1:=5;
X_2:=6;
X_3:=6;
X_4:=8;
X_5:=IF(DATE<1900612,1,1);
X_6:=(HIGH+maX(CLOSE,OPEN))/2;
X_7:=MA(X_6,3);
X_8:=(LOW+MIN(CLOSE,OPEN))/2;
X_9:=MA(X_8,3);
X_10:=MA(X_6,3);
X_11:=(HIGH+LOW+CLOSE+OPEN)/4;
X_12:=MA(X_11,3);
X_13:=REF((CLOSE+OPEN)/2,1)>REF((CLOSE+OPEN)/2,2) AND REF(MIN(CLOSE,OPEN),1)>REF(MAX(CLOSE,OPEN),2);
X_14:=(MAX(X_11,X_12)-MIN(X_11,X_12))/MIN(X_11,X_12)*100;
X_15:=(X_12-(REF(X_12,1)-X_12)-LOW)/LOW*100;
X_16:=(X_7+(X_7-REF(X_7,1))-LOW)/LOW*100;
X_17:=X_12-(REF(X_12,1)-X_12);
X_18:=X_7+(X_7-REF(X_7,1));
X_19:=IF(X_13,X_16,X_15);
X_20:=REF(EVERY(CLOSE>=OPEN,4),1) AND REF(EVERY((CLOSE+OPEN)/2>X_12,4),1) AND (CLOSE+OPEN)/2<X_12;
X_21:=NOT(X_20) AND (X_12-OPEN)/OPEN*1000>5 AND OPEN<REF(MIN(CLOSE,OPEN),1);
X_22:=SMA(LOW,4,3);
X_23:=SMA(HIGH,4,3);
X_24:=SMA(MIN(CLOSE,OPEN),4,3);
X_25:=REF(LOW,1)-HHV(MAX(REF(LOW,2),REF(LOW,1))-MIN(REF(LOW,2),REF(LOW,1)),2);
X_26:=REF((CLOSE+OPEN)/2,1)>REF((CLOSE+OPEN)/2,2);
X_27:=LOW<=X_25+X_25*0.01 AND OPEN>REF(OPEN,2) AND OPEN>=REF(LOW,3) AND COUNT(CLOSE>OPEN,7)>3;
X_28:=(X_25-LOW)/LOW*100;
X_29:=(REF(LOW,1)-X_25)/X_25*100;
X_30:=(X_22-LOW)/LOW>X_1/1000;
X_31:=X_30;
X_32:=(REF(HIGH,1)-OPEN)/OPEN*100-(REF(MAX(CLOSE,OPEN),2)-REF(MAX(CLOSE,OPEN),1))/REF(MAX(CLOSE,OPEN),1)*100;
X_33:=IF(X_26,X_28,X_32);
X_34:=X_28+X_33>2;
X_35:=IF(X_26,X_27,X_34) AND X_19>2;
X_36:=X_5 AND X_31 AND X_35;
X_37:=REF(X_36,1) AND LOW<REF(LOW/0.995,1);
X_38:=60;
X_39:=1.02;
X_40:=SUM(X_37,X_38);
X_41:=HHV(HIGH,3)>REF(CLOSE,3)*X_39 AND REF(crOSS(X_37,0.8),3);
X_42:=SUM(X_41,X_38);
X_43:=X_42/X_40;
阴线买:X_37 AND X_43>0.8,COLORBLUE;

  程序交易评测设置报告

评测公式：技术指标公式-(日线)-股吧GU8(1,1)

评测时段：2021/04/13-2022/04/13 向前多取100个数据用于计算 强制平仓计入收益

评测品种：4716只 初始投入1000000元

开仓条件：技术指标公式阴线买大于0

开仓方式：固定数量开仓

          股票: 100股，期货/期权: 1手

平仓条件：公式中定义的平仓条件

止损平仓：按当日收盘价计算是否满足止损条件,按本周期收盘价平仓

          最大损失止损平仓：与开仓资金相比亏损达到10%,则全部数量平仓

          最大收益止盈平仓：与开仓资金相比收益达到2%,则全部数量平仓

          目标周期平仓：开仓达到10个周期,则全部数量平仓

          计算相对收益率选择的参照品种：沪深300

交易类型：多头及空头评测

交易时机与价位：

          多头开仓,本周期收盘价

          多头平仓,本周期收盘价

          空头开仓,本周期收盘价

          空头平仓,本周期收盘价

股票交易费率：买入: 0.0500%  卖出: 0.1500%

期货交易费率：买入: 0.0025%  卖出: 0.0025%

期货保证金：12%

滑点：0个最小变动价位