模型如下:
A:=REF(HIGH,1)-REF(LOW,1);
B:=REF(HIGH,2)-REF(LOW,2);
C1:=REF(HIGH,3)-REF(LOW,3);
D:=A*0.2+B*0.3+C1*0.5;
J:=N/100;
K:=M/100;
(CLOSE-OPEN)>D*J,bK;
(OPEN-CLOSE)>D*K,sP;
(OPEN-CLOSE)>D*K,sK;
(CLOSE-OPEN)>D*J,bP;
AUTOFILTER;
A:=REF(HIGH,1)-REF(LOW,1);
B:=REF(HIGH,2)-REF(LOW,2);
C1:=REF(HIGH,3)-REF(LOW,3);
D:=A*0.2+B*0.3+C1*0.5;
J:=N/100;
K:=M/100;
(CLOSE-OPEN)>D*J,bK,TFILTER;
(OPEN-CLOSE)>D*K,sP,TFILTER;
(OPEN-CLOSE)>D*K,sK,TFILTER;
(CLOSE-OPEN)>D*J,bP,TFILTER;