一组简单的交易组合,能选出好票,也有差的.想寻找一个可以衡量信号点是否是在一波趋势的初期,或者衡量信号点的成功率高些,
希望优化后预期收益是最多持股2个月收益超过10%,最好能只留下大牛

MA1:=MA(C,5);MA2:=MA(C,10);
MA3:=MA(C,20);MA4:=MA(C,60);
MA5:=MA(C,120);MA6:=MA(C,250);
A8:=BARSLAST(CROSS(MA3,MA4))<10;
A5:=V>REF(V,1) AND REF(V,1)>REF(V,2) AND H/C<1.01 AND REF(C>O,1);
D?o?:MA2>MA3 AND MA3>MA4 AND MA1<MA3 AND MA1>REF(MA1,1) AND MA4>REF(MA4,1) AND C>O AND A8 AND A5;