//一、定义仓位
FUND:=10000000; //资金
LOTS:=INTPART(FUND*0.4/(C*MARGIN*UNIT+FEE));
//MA4季
MA1:=MA(C,1);
MA5:MA(C,5);//周1
MA10:=MA(C,10);
MA20:MA(C,20);//月2
MA30:=MA(C,30);
MA60:MA(C,60);//季3
MA120:=MA(C,120);//半年4
MA240:MA(C,240);//年5
MA1235:=MA5>MA20&&MA20>MA60&&MA60>MA240;
TJ1:=MA1235 AND O>REF(C,1) AND C>MA5 AND ISUP;
//定义ATR
TR:MAX(MAX((H-L),ABS(REF(C,1)-HIGH)),ABS(REF(C,1)-L));//算出（当日最高-当日最低）、（当日最高-昨日收盘）的绝对值、（昨日收盘-当日最低）的绝对值，再求这3个值中的最大值
ATR:MA(TR,26);//求N个周期内的TR的简单移动平均
//定义K线
KXST:=ABS(OPEN-CLOSE);//K线实体
KXSTCD:=KXST>ATR*1;
DIFF := EMA(CLOSE, 12) - EMA(CLOSE, 26);
DEA := EMA(DIFF, 9);
MACD := 2*(DIFF-DEA), COLORSTICK;
//定义柱VA鱼
MACDV := MACD>REF(MACD, 1) AND REF(MACD, 2)>REF(MACD, 1);
MACDA := MACD<REF(MACD, 1) AND REF(MACD, 2)<REF(MACD, 1);
TJ1 AND MACDV AND DIFF>DEA AND KXSTCD,BK(LOTS);
BKVOL>0, SP(BKVOL);
盈利率：0.76；胜率：42.86；盈亏比：1.53；胜率盈亏：0.08；中性偏多
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