根据魔鬼组合选股公式简化,仍有优化的余地。
Var1:=INDEXC;
Var2b:=MA(Var1,6);
Var3b:=MA(Var1,24);
Var4b:=MA(Var1,32);
Var5b:=MA(Var1,62);
Var6b:=MA(Var1,105);
Var7b:=Var5b
Var8b:=Var4b>Var2b*1.11 AND Var3b>Var2b*1.095;
Var9b:=Var2b>Var1*0.95;
ccc:=Var7b AND Var8b AND Var9b AND CLOSE/COST(8)<=0.8 AND
(CLOSE>OPEN OR CLOSE
REF(CLOSE,1)
ff:=(ref(c,32)-close)/ref(c,32)>=0.386;
ccc and ff;