模型如下:
TYP:=(CLOSE+HIGH+LOW)/3;
CCI:(TYP-MA(TYP,14))/(0.015*AVEDEV(TYP,14));
N:=BARSLAST(DATE<>REF(DATE,1))+1;
NA:=BARSLAST(A)+1;
NB:=BARSLAST(B)+1;
TIME<1458&&COUNT(A,N)>=1&&EVERY(CCI>REF(CCI,1),2),BK;
HH:=HHV(H,BARSBK);
(HH>BKPRICE+15&&C<BKPRICE+10)||C<BKPRICE-15||(NB<NA&&EVERY(CCI<REF(CCI,1),2)),SP;
TIME<1458 && CC &&COUNT(B,N)>=1&&NB<NA,SK;
LL:=LLV(L,BARSSK);
(LL<SKPRICE-15&&C>SKPRICE-10)||C>SKPRICE+15||NA>NB,BP;
CLOSEMINUTE<=2,CLOSEOUT;
AUTOFILTER;