通达信系统效益E测试公式

BUY_SIG: {买入信号}
SELL_SIG: {卖出信号}
BUY_POS:=BARSLAST(BUY_SIG);
SELL_POS:=BARSLAST(SELL_SIG);
CUR_FORWORD:=IF(BUY_POS<SELL_POS,1,-1);
HAVE_BARS:=IF(CUR_FORWORD=1,BUY_POS,SELL_POS);
TRADE_CLOSE:=REF(C,HAVE_BARS);
HHH:=HHV(H,HAVE_BARS);
LLL:=LLV(L,HAVE_BARS);
GAIN_RATE_U:IF(CUR_FORWORD==1 AND HAVE_BARS>1 AND HHH>TRADE_CLOSE,(HHH-TRADE_CLOSE)/TRADE_CLOSE,0)*100,COLORSTICK;
GAIN_RATE_D:IF(CUR_FORWORD==1 AND HAVE_BARS>1 AND LLL<TRADE_CLOSE,(LLL-TRADE_CLOSE)/TRADE_CLOSE,0)*100,COLORSTICK;
LOST_RATE_U:IF(CUR_FORWORD==-1 AND HAVE_BARS>1 AND HHH>TRADE_CLOSE,(HHH-TRADE_CLOSE)/TRADE_CLOSE,0)*100,DOTLINE;
LOST_RATE_D:IF(CUR_FORWORD==-1 AND HAVE_BARS>1 AND LLL<TRADE_CLOSE,(LLL-TRADE_CLOSE)/TRADE_CLOSE,0)*100,DOTLINE;