神龙发展
文章出处： 发布时间：2006-09-12
优化后
1998.01.01---2003.06.22 的测试结果为94.57%
经优化后 测试结果
测试股票数:1272 1998.01.01----2003.12.22
共发出指示:663 成功指示:609 失败指示:54 未完成指示:0
平均成功率:91.86%, 成功率达到50%的股票有:23.4%
利润1总平均:27.65% 最大平均利润1:上海梅林 106.56% 最小平均利润1:神龙发展 1.57%
利润2总平均:22.69% 最大平均利润2:上海梅林 89.01% 最小平均利润2:黑龙股份 -23.42%
原代码：
Var1:=1;
Var2:=MA(CLOSE,125)*Var1;
Var3:=Var2-2*STD(CLOSE,145)*Var1;
Var4:=CLOSE
ty1:= DMA(EMA(CLOSE,65),SuM(VOL,65)/65/CAPITAL);
ty2:=ty1/1.382;
Ver5:=ty
Var7:=Var6-2*STD(CLOSE,145)*Var1;
Var8:=CLOSE
Ver10:=WINNER(C)/(V/CAPITAL);
Ver11:=WINNER(C)/MA(V/CAPITAL,21);
VVVV and Ver10<0.8 and Ver11<0.8
and "cr.ma2"<=100
and "cr.cr"<=70 and ma(vol/capital,20)<0.07
and "cr.ma3"<=110 and "cr.ma1"<=100
and close/hhv(close,120)<=0.6
and close/hhv(close,30)<0.7
and close/llv(close,120)<=1.1
and vol/ref(vol,1)<=11
and vol/ref(vol,2)<=11
and vol/ref(vol,3)<=11
and vol/ref(vol,4)<=11
and vol/ref(vol,5)<=11
and vol/ref(vol,6)<=11
and vol/ref(vol,7)<=11
and vol/ref(vol,8)<=11
and vol/ref(vol,9)<=11
and vol/ref(vol,10)<=11
and vol/ref(vol,11)<=11
and ref(vol,1)/vol<=11
and ref(vol,2)/vol<=11
and ref(vol,3)/vol<=11
and ref(vol,4)/vol<=11
and ref(vol,5)/vol<=11
and ref(vol,6)/vol<=11
and ref(vol,7)/vol<=11
and ref(vol,8)/vol<=11
and ref(vol,9)/vol<=11
and ref(vol,10)/vol<=11
and ref(vol,11)/vol<=11
and ref(vol,12)/vol<=11
and ref(vol,13)/vol<=11
and vol/capital<=0.05
and ref(vol,1)/capital<=0.05
and ref(vol,2)/capital<=0.05
and ref(vol,3)/capital<=0.05
and ref(vol,4)/capital<=0.05
and ref(vol,5)/capital<=0.05
and ref(vol,6)/capital<=0.05
and ref(vol,7)/capital<=0.05
and ref(vol,8)/capital<=0.05
and ref(vol,9)/capital<=0.05
and ref(vol,10)/capital<=0.05
and ref(vol,11)/capital<=0.05
and ref(vol,12)/capital<=0.05
and ref(vol,13)/capital<=0.05
and ref(vol,14)/capital<=0.05
and ref(vol,15)/capital<=0.05
and ref(vol,16)/capital<=0.05
and ref(vol,17)/capital<=0.05
and ref(vol,18)/capital<=0.05
and ref(vol,19)/capital<=0.05
and ref(vol,20)/capital<=0.05
and ref(vol,21)/capital<=0.05
and ref(vol,22)/capital<=0.05
and ref(vol,23)/capital<=0.05
and ref(vol,24)/capital<=0.05
and ref(vol,25)/capital<=0.05
and ref(vol,26)/capital<=0.05
and ref(vol,27)/capital<=0.05
and ref(vol,28)/capital<=0.05
and ref(vol,29)/capital<=0.05
and ref(vol,30)/capital<=0.05
and ref(vol,31)/capital<=0.05
and ref(vol,32)/capital<=0.05
and ref(vol,33)/capital<=0.05
and ref(vol,34)/capital<=0.05
and ref(vol,35)/capital<=0.05
and ref(vol,36)/capital<=0.05
and ref(vol,37)/capital<=0.05
and ref(vol,38)/capital<=0.05
and ref(vol,39)/capital<=0.05
and ref(vol,40)/capital<=0.05
and ref(vol,41)/capital<=0.05
and ref(vol,42)/capital<=0.05
and ref(vol,43)/capital<=0.05
and ref(vol,44)/capital<=0.05
and ref(vol,45)/capital<=0.05
and ref(vol,46)/capital<=0.05
and ref(vol,47)/capital<=0.05
and ref(vol,48)/capital<=0.05
and ref(vol,49)/capital<=0.05
and ref(vol,50)/capital<=0.05
and ref(vol,51)/capital<=0.05
and ref(vol,52)/capital<=0.05
and ref(vol,53)/capital<=0.05
and ref(vol,54)/capital<=0.05
and ref(vol,55)/capital<=0.05
and ref(vol,56)/capital<=0.05
and ref(vol,57)/capital<=0.05
and ref(vol,58)/capital<=0.05
and ref(vol,59)/capital<=0.05
and ref(vol,60)/capital<=0.05
and ref(vol,61)/capital<=0.05
and ref(vol,62)/capital<=0.05
and ref(vol,63)/capital<=0.05
and ref(vol,64)/capital<=0.05
and ref(vol,65)/capital<=0.05
and ref(vol,66)/capital<=0.05
and ref(vol,67)/capital<=0.05
and ref(vol,68)/capital<=0.05
and ref(vol,69)/capital<=0.05
and ref(vol,70)/capital<=0.05
and ref(vol,71)/capital<=0.05
and ref(vol,72)/capital<=0.05
and ref(vol,73)/capital<=0.05
and ref(vol,74)/capital<=0.05
and ref(vol,75)/capital<=0.05
and ref(vol,76)/capital<=0.05
and ref(vol,77)/capital<=0.05
and ref(vol,78)/capital<=0.05
and ref(vol,79)/capital<=0.05
and ref(vol,80)/capital<=0.05
and ref(vol,81)/capital<=0.05
and ref(vol,82)/capital<=0.05
and ref(vol,83)/capital<=0.05
and ref(vol,84)/capital<=0.05
and ref(vol,85)/capital<=0.05
and ref(vol,86)/capital<=0.05
and ref(vol,87)/capital<=0.05
and ref(vol,88)/capital<=0.05
and ref(vol,89)/capital<=0.05
and ref(vol,90)/capital<=0.05