ATR周期:=14;
RSI周期:=14;
超卖阈值:=30;
昨收:=REF(CLOSE,1);
RSI值:=SMA(MAX(CLOSE-昨收,0),RSI周期,1)/SMA(ABS(CLOSE-昨收),RSI周期,1)*100;
TR1:=MAX(MAX(HIGH-LOW,ABS(REF(CLOSE,1)-HIGH)),ABS(REF(CLOSE,1)-LOW));
ATR值:=MA(TR1,ATR周期);
波动过滤:=ATR值>REF(MA(ATR值,5),1)*1.2;
买入信号:波动过滤 AND CROSS(RSI值,超卖阈值) AND (CLOSE-LLV(LOW,5))>ATR值*1 AND NOT(NAMELIKE('ST')) AND NOT(NAMELIKE('*ST')) AND V>1 AND DYNAINFO(39)>0;