N字策略:买阴不买阳之板后三阴(收盘价测试胜率为80%)

TJ:=CODELIKE('60')||CODELIKE('00')||CODELIKE('30');

X_8:=(HIGH+LOW+CLOSE)/3;

X_9:=(X_8-MA(X_8,14))*1000/(15*AVEDEV(X_8,14));

X_10:=90+(100-90)/2;

X_11:=(100-90)/2;

X_12:=COST(X_10);

X_13:=COST(X_11);

X_14:=(X_12-X_13)/(X_12+X_13)*100/2;

X_15:=VOL/REF(MA(VOL,5),1);

X_16:=AMOUNT/10000;

X_17:=MA(X_16,120);

OF:=(O/REF(C,1)-1)*100;

REF(REF(CLOSE,1)*1.1-CLOSE<0.01,3) AND REF(AMOUNT,2)>REF(AMOUNT,3) AND REF(AMOUNT,1)<REF(AMOUNT,2) AND REF(AMOUNT,0)<REF(AMOUNT,1) AND CLOSE>REF(OPEN,3) AND OPEN>REF(LOW,3) AND MIN(CLOSE,OPEN)-LOW>0 AND (MIN(CLOSE,OPEN)-LOW)/LOW*100>1 AND X_9<100 AND X_14<20 AND X_15<1 AND X_16<X_17 AND NOT(REF(VOL,2)>2.1*REF(VOL,3) AND REF(CLOSE,2)<REF(OPEN,2)) AND TJ AND (CLOSE-REF(CLOSE,1))/REF(CLOSE,1)<0 AND REF(OF,2)>-3.5;


未来函数检测结果如下:
该公式包含未来函数:COST
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