金K线5％多因子量化交易系统之一

XA_1:=DMA(AMOUNT/(89*VOL),VOL/CAPITAL);
XA_2:=CLOSE>REF(HHV(CLOSE,89),1);
XA_3:=DMA(AMOUNT/(89*VOL),VOL/CAPITAL);
XA_4:=CROSS(CLOSE,XA_3) AND XA_2;
XA_5:=ABS(((3.48*CLOSE+HIGH+LOW)/4-EMA(CLOSE,23))/EMA(CLOSE,23));
XA_6:=DMA((2.15*CLOSE+LOW+HIGH)/4,XA_5);
{九毛八公式指标www.9m8.cn }
XA_7:=EMA(XA_6,200)*1.118;
XA_8:=EMA(XA_6,200)*1.118;
XA_9:=(CLOSE-REF(CLOSE,1))/REF(CLOSE,1)*100>4.4;
XA_10:=CROSS(CLOSE,XA_7) AND XA_9;
XA_11:=(CLOSE-REF(CLOSE,1))/REF(CLOSE,1)*100>4.4;
XG:XA_11 AND (XA_4 OR XA_10);