主题：图标信号在回测中不交易

麻烦您帮测一下 谢谢

MA5:=MA(CLOSE,5),NODRAW;
MA10:=MA(CLOSE,10),NODRAW;
MA20:=MA(CLOSE,20),NODRAW;
MA34:=MA(CLOSE,34),NODRAW;
MA55:=MA(CLOSE,55),NODRAW;
STD5:STD(C,5);
STD10:STD(C,10);
A:VOL/openint;
B:=MA(A,10);
D:=REF(A,10);
E:=MA(D,10);
F:ABS(C-REF(C,1))/REF(C,1)*100;
G:MA(F,5);
I:MA(F,10);
Q:MA(F,1000);
Q1:PERCENTILE(Q,100,25);
Q2:MA(Q,100);
K:=ABS(C-HHV(H,100))/LLV(L,100)/100;
AF:=(MA20-REF(MA20,20))/REF(MA20,20);
AE:=20*K;
XL:IF(K=0,0,AF/AE);
K1:=ABS(C-HHV(H,100))/LLV(L,100)/100;
AF1:=(MA55-REF(MA55,55))/REF(MA55,55);
AE1:=55*K1;
XL1:IF(K1=0,0,AF1/AE1);
H20:=HHV(H,20);
L20:=LLV(L,20);
H10:=HHV(H,10);
L10:=LLV(L,10);
GJ1:=ABS(O-C);
GJ2:=ABS(REF(O,1)-REF(C,1));

GJ4:=REF(H,1);
GJ5:=REF(L,1);

GJ7:=ABS(C-REF(C,1))/REF(C,1)*100;
GJ8:=MA(GJ7,100);

MA5>MA10 AND XL>0.35 AND STD5<STD10 AND B>E  AND XL1>0.35 AND F<Q2 ,BPK;

MA5<MA10 AND XL<-0.35 AND STD5<STD10 AND B>E AND XL1<-0.35 AND F<Q2,SPK;

GJ4=H20 AND GJ1>GJ2*0.7 AND C<REF(C,1) AND STD5>STD10 AND B>E AND GJ1/C*100>2*GJ8,SPK;

GJ5=L20 AND GJ1>GJ2*0.7 AND C>REF(C,1) AND STD5>STD10 AND B>E  AND GJ1/C*100>2*GJ8,BPK;