源码
A1:=SUM(IF(CLOSE>REF(CLOSE,1),VOL/CAPITAL*100,IF(CLOSE[
成交额:=V*C/100{万元};]
A2:=SUM((IF(((成交额/8>18) AND (CLOSE>(REF(CLOSE,1)))),成交额,0)),0);
A3:=SUM((IF(((成交额/8>18) AND (CLOSE<(REF(CLOSE,1)))),成交额,0)),0);
A4:=SUM((IF(((成交额/8<18) AND (CLOSE>(REF(CLOSE,1)))),成交额,0)),0);
A5:=SUM((IF(((成交额/8<18) AND (CLOSE<(REF(CLOSE,1)))),成交额,0)),0);
A6:=((A2+A3)+A4)+A5;
RATE:=A2/A6*100;
{换手限制}
VOLA:=SUM(VOL,4)/CAPITAL*100>0.22;
{开盘量限制}
HH1:=IF(CAPITAL>5000000 AND REF(V,3)/CAPITAL*100>0.45,0,1);
HH2:=IF(CAPITAL<5000000 AND CAPITAL>3000000 AND REF(V,3)/CAPITAL*100>0.6,0,1);
HH3:=IF(CAPITAL<3000000 AND CAPITAL>1000000 AND REF(V,3)/CAPITAL*100>0.75,0,1);
HH4:=IF(CAPITAL<1000000 AND REF(V,3)/CAPITAL*100>0.9,0,1);
SUMVOL:=HH1 AND HH2 AND HH3 AND HH4;
{开盘量幅限制}
MM3:=IF(REF(VOL,3)/REF(VOL,2)>3.5 OR (REF(VOL,3)/REF(VOL,2)>2.8
OR REF(V,3)/CAPITAL*100>0.09 AND REF(C,3)
MM4:=IF(REF(VOL,4)/REF(VOL,3)>3.5 OR (REF(VOL,4)/REF(VOL,3)>2.8 AND REF(C,4)
MM5:=IF(REF(VOL,5)/REF(VOL,4)>3.5 OR (REF(VOL,5)/REF(VOL,4)>2.8 AND REF(C,5)
NN3:=COUNT(RATE=100,3)=3 AND BARSCOUNT(TRADETIME(0)=3) AND MM3;
NN4:=COUNT(RATE=100,3)=3 AND BARSCOUNT(TRADETIME(0)=4) AND MM4;
NN5:=COUNT(RATE=100,3)=3 AND BARSCOUNT(TRADETIME(0)=5) AND MM5;
{量形异常过滤}
量形限制:=IF(VOL/REF(HHV(VOL,3),1)>1.56 OR VOL/REF(VOL,1)>1.6 OR VOL/REF(VOL,1)<0.5 OR
REF(VOL,1)/REF(VOL,2)>1.8,0,1);
{综合限制}
NN:(NN3 OR NN4 OR NN5) AND VOLA AND SUMVOL AND 量形限制;