博尔量化

做空95:=HHV((HIGH+LOW+OPEN+2*CLOSE)/5+H-L,5);
做空68:=HHV((HIGH+LOW+OPEN+2*CLOSE)/5*2-L,5);
平衡点:=LLV((HIGH+LOW+OPEN+2*CLOSE)/5,3);
做多68:=LLV((HIGH+LOW+OPEN+2*CLOSE)/5*2-H,8);
做多95:=LLV((HIGH+LOW+OPEN+2*CLOSE)/5-H+L,8);
F:=100*(C-REF(C,1))/REF(C,1);
今小昨:=IF(C<0,1,0);
P1:=今小昨;
今小前:=IF(C<0,1,0);
P2:=今小前;
{STICKLINE(P1=0 AND REF(P1,1)=1 AND P2=0 AND REF(P2,1)=1,OPEN,CLOSE,6,0);
STICKLINE(P1=1 AND REF(P1,1)=0 AND P2=1  AND REF(P2,1)=0,OPEN,CLOSE,3,0);}
R1:=LWR.LWR1;
R2:=LWR.LWR2;
B1:=BIAS1.BIAS1;
B2:=BIAS1.BIAS2;
B3:=BIAS1.BIAS3;

做多95<做多68 AND R1<R2 AND B1<-6 AND B2<-10 AND B3<-16;