XA_1:=CLOSE/REF(CLOSE,1)>1.099 AND HIGH=CLOSE;
XA_2:=BARSLAST(XA_1)>N AND BARSLAST(XA_1)<M;
XA_3:=XA_1;
XA_4:=BARSLAST(XA_3);
XA_5:=REF(HIGH,XA_4)-REF(LOW,XA_4);
XA_6:=VOL/CAPITAL*100<10;
XA_7:=REF(CLOSE,1)<REF(HIGH,XA_4) AND CROSS(CLOSE,REF(HIGH,XA_4)) AND XA_4<M AND XA_6;
A11:FILTER(XA_7,5);