该公式是“马后炮”模板

峰谷周期:=5;

峰谷虚实:=1;

高量周期:=10;

M周期内:=10;

X3:=REF(CLOSE,1);

X4:=ISLASTBAR AND CLOSE<500;

X5:=VOL;

X6:=MA(VOL,5);

X7:=X5<=LLV(X5,100)*1;

X8:=COUNT(X7,5)>=3 OR X6<=LLV(X6,100) AND X5>0 AND BARSCOUNT(X5)>=100;

X9:=FILTER(X8,5);

X10:=VOL>=REF(VOL,1)*1.9 AND CLOSE>X3;

X11:=HIGH<0.382*HHV(HIGH,240) OR LOW<1.382*LLV(LOW,240);

X12:=VOL<0.382*HHV(VOL,240) AND MA(VOL,5)<=MA(VOL,40);

X13:=X12 AND X11;

X14:=VOL/REF(VOL,1)>=1.1;

X15:=CLOSE>OPEN AND BETWEEN(VOL/REF(VOL,1),1.1,2.5);

X16:=CLOSE>REF(CLOSE,1) AND REFX(LLV(MIN(CLOSE,OPEN),3),3)>=LOW;

X17:=X14 AND X16;

X18:=X17 AND X13;

X19:=CLOSE>OPEN AND CLOSE<REFX(OPEN,1) AND REFX(X16,1);

X20:=LLV(MIN(OPEN,CLOSE),3);

X21:=0.97*MA(VOL,3)<=REF(VOL,3);

X22:=REF(CLOSE>X3 AND VOL>1.1*REF(VOL,1),3) AND CLOSE>=REF(CLOSE,3) AND REF(CLOSE>=OPEN,3) AND X20>=REF(OPEN,3) AND X21;

X23:=BARSLAST(X22);

X24:=REF(X20,X23);

X25:=REF(CLOSE,X23+3);

X26:=REF(OPEN,X23+3);

X27:=峰谷周期;

X28:=IF(峰谷虚实=0,HIGH,MAX(CLOSE,OPEN));

X29:=5;

X30:=X29*1;

X31:=BARSLAST(FILTER(BACKSET(FILTER(REF(X28,X30)=HHV(X28,2*X30+1),X30),X30+1),X30));

X32:=REF(X28,X31);

X33:=X29*2;

X34:=BARSLAST(FILTER(BACKSET(FILTER(REF(X28,X33)=HHV(X28,2*X33+1),X33),X33+1),X33));

X35:=REF(X28,X34);

X36:=X29*4;

X37:=BARSLAST(FILTER(BACKSET(FILTER(REF(X28,X36)=HHV(X28,2*X36+1),X36),X36+1),X36));

X38:=REF(X28,X37);

X39:=X29*8;

X40:=BARSLAST(FILTER(BACKSET(FILTER(REF(X28,X39)=HHV(X28,2*X39+1),X39),X39+1),X39));

X41:=REF(X28,X40);

X42:=1+0/100;

X43:=CROSS(CLOSE,X42*X32);

X44:=X43 AND REF(HHV(X28,X31),1)<=X32;

X45:=CROSS(CLOSE,X42*X35);

X46:=X45 AND REF(HHV(X28,X34),1)<=X35;

X47:=CROSS(CLOSE,X42*X38);

X48:=X47 AND REF(HHV(X28,X37),1)<=X38;

X49:=CROSS(CLOSE,X42*X41);

X50:=X49 AND REF(HHV(X28,X40),1)<=X41;

X51:=X44 OR X48 OR X48 OR X50;

X52:=IF(X44,X31,IF(X46,X34,IF(X48,X37,X40)));

X53:=REF(X28,X52);

X54:=IF(峰谷虚实=0,LOW,MIN(CLOSE,OPEN));

X55:=FILTER(BACKSET(FILTER(REF(X54,X27)=LLV(X54,2*X27+1),X27),X27+1),X27);

X56:=BARSLAST(X55);

X57:=REF(X54,X56);

X58:=0.002*LOW+0.005;

X59:=X55 AND ABS(X57-REF(X57,1))<=X58 AND REF(X56,1)>=5;

X60:=X55 AND ABS(X57-REF(X53,X52+1))<=X58;

X61:=BETWEEN(X28,X53*0.995,X53*1.001);

X62:=COUNT(X61,10)>=3 AND HHV(HIGH,X52)<=X53*1.001;

X63:=X5/HHV(X5,20)<=0.618;

X64:=HIGH>LOW AND (CLOSE/REF(CLOSE,1)<=0.96 OR CLOSE/OPEN<=0.96) AND X63;

X65:=HIGH>LOW AND (CLOSE/REF(CLOSE,1)>=1.04 OR CLOSE/OPEN>=1.04) AND X63;

X66:=3;

X67:=3;

X68:=HHV(HIGH,240)-LLV(LOW,240);

X69:=IF(X68<=1,0,IF(X68<=5,0.02,2.5/1000*X68)+0.005);

X70:=VOL>=REF(VOL,1)*1.1 OR CLOSE>OPEN*IF(CLOSE<500,1.03,1.01);

X71:=REFX(LLV(LOW,X67),X67);

X72:=X70 AND LOW<=X71;

X73:=REF(HHV(HIGH,X66),1);

X74:=REF(HHV(MAX(CLOSE,OPEN),X66),1);

X75:=X72 AND ABS(X73-X71)<=X69;

X76:=X72 AND ABS(X74-X71)<=X69;

X77:=REFX(LLV(MIN(CLOSE,OPEN),X67),X67);

X78:=X70 AND LOW<=X77;

X79:=X78 AND ABS(X73-X77)<=X69;

X80:=X78 AND ABS(X74-X77)<=X69;

X81:=X75 OR X76 OR X79 OR X80;

X82:=50/IF(CLOSE>=1,10000,100000);

X83:=1.1*X3-X82;

X84:=1.05*X3-X82;

X85:=0.9*X3+X82;

X86:=0.95*X3+X82;

X87:=NAMELIKE(4) OR NAMELIKE(5);

X88:=IF(X87,CLOSE>=X84,CLOSE>=X83);

X89:=CLOSE<OPEN AND (CLOSE<=X86 OR CLOSE<0.95*OPEN+X82) OR (CLOSE>1000 AND CLOSE<=X3*0.975);

X90:=X89;

X91:=BARSLAST(FILTER(X90,3));

X92:=REF(OPEN,X91);

X93:=LOW<OPEN*0.96 AND X11 AND MA(CLOSE,60)<=REF(MA(CLOSE,60),1);

X94:=BARSLAST(X93);

X95:=REF(OPEN,X94)>=HHV(MAX(CLOSE,OPEN),X94) AND REF(LOW,X94)<=1.01*LLV(MIN(CLOSE,OPEN),X94);

X96:=X95 AND X94>=5 AND MA(VOL,5)<MA(VOL,60);

X97:=FILTER(X96,5);

X98:=LOW*0.005;

X99:=LOW<=LLV(LOW,3);

X100:=ABS(LOW-REF(X24,1))<=X98 OR ABS(LOW-REF(X24,X23+1))<=X98 AND LOW<=LLV(MIN(OPEN,CLOSE),X23);

X101:=ABS(LOW-REF(X25,1))<=X98 OR ABS(LOW-REF(X25,X23+1+3))<=X98;

X102:=ABS(LOW-REF(X26,1))<=X98 OR ABS(LOW-REF(X26,X23+1+3))<=X98;

X103:=ABS(LOW-REF(X53,1))<=X98 OR ABS(LOW-REF(X53,X52+1))<=X98;

X104:=ABS(LOW-REF(X57,1))<=X98 OR ABS(LOW-REF(X57,X56+1))<=X98;

X105:=ABS(LOW-REF(X92,1))<=X98 AND X91>=1;

X106:=X99 AND (X100 OR X103 OR X104 OR X105 OR X101 OR X102);

X107:=(MIN(OPEN,CLOSE)-LOW)/CLOSE>=0.02 AND (MIN(OPEN,CLOSE)-LOW)/(HIGH-LOW)>0.5>=0.02;

X108:=LOW>REF(HIGH,1);

X109:=REF((HIGH-MAX(CLOSE,OPEN))/(HIGH-LOW),1)>0.5 AND REF((HIGH-MAX(CLOSE,OPEN))/(HIGH-LOW),1)>0.5 AND X107 AND HIGH<REF(HIGH,1) AND VOL<REF(VOL,1)*1;

X110:=CLOSE>OPEN AND CLOSE<REF(CLOSE,1);

X111:=CLOSE<OPEN AND CLOSE>REF(CLOSE,1);

X112:=AMOUNT/VOL/100;

X113:=CLOSE<OPEN AND X112>REF(CLOSE,1) AND CLOSE<=REF(CLOSE,1) AND X112<=HIGH;

X114:=X111 OR X113;

X115:=CLOSE>OPEN AND CLOSE>X3 AND VOL<REF(VOL,1);

X116:=REF(VOL,1)>=VOL*1.9 AND REF(CLOSE>REF(CLOSE,1),1);

X117:=COUNT(X10,3)=1 AND X116;

X118:=(CLOSE-REF(CLOSE,1))/REF(CLOSE,1)*100;

X119:=SUM(X118,3)<=(-5);

X120:=CLOSE>OPEN AND CLOSE>REF((OPEN+CLOSE)/2,1);

X121:=REF(X119,1) AND X120;

X122:=(CLOSE-OPEN)/OPEN*100>=3;

X123:=BETWEEN(MIN(CLOSE,OPEN),REF(OPEN+(CLOSE-OPEN)*0.6,1),REF(CLOSE,1)) AND CLOSE<X3;

X124:=VOL/REF(VOL,1)<=0.71;

X125:=REF(X122,1) AND X123 AND X124;

X126:=COUNT(CLOSE>=X3,3)=3 AND REF(COUNT(VOL>=REF(VOL,1),2)=2,1);

X127:=MIN(CLOSE,OPEN)>REF(MAX(CLOSE,OPEN),1);

X128:=COUNT(X127,3)=3;

X129:=HIGH=LOW;

X130:=COUNT(X129,3)=3=0 AND X129=0;

X131:=X128 AND X130;

X132:=4;

X133:=IF(峰谷虚实=1,MIN(CLOSE,OPEN),LOW);

X134:=BARSLAST(X10);

X135:=LLV(X133,X134)>=REF(X133,X134) AND X134>=X132;

X136:=FILTER(BACKSET(FILTER(REF(VOL,X27)=HHV(VOL,2*X27+1),X27),X27+1),X27);

X137:=BARSLAST(X136);

X138:=LLV(X133,X137)>=REF(X133,X137) AND X137>=X132 AND X137>=高量周期;

X139:=LOW>REF(HIGH,1);

X140:=BARSLAST(X10);

X141:=LLV(LOW,X140)>REF(HIGH,X140+1) AND X140>=X132;

X142:=X135 OR X138 OR X141;

X143:=MIN(CLOSE,OPEN);

X144:=MAX(CLOSE,OPEN);

X145:=HIGH-LOW;

X146:=CLOSE>=1.0497*REF(CLOSE,1)-X82;

X147:=RANGE(ABS(CLOSE-OPEN)/X145,0,0.8) AND (HIGH-X144)/X145>=0.1 AND (X143-LOW)/X145>=0.1;

X148:=LLV(X143,2)>=REF(0.5*(X144+X143),2);

X149:=HHV(VOL,2)<REF(VOL,2);

X150:=REF(X146,2) AND COUNT(X147,2)=2 AND X148 AND X149;

X151:=LLV(X143,3);

X152:=(CLOSE-OPEN)/OPEN>=5/100 OR X118>=5;

X153:=20;

X154:=(X143-LLV(X143,4))/LLV(X143,4)<3/100;

X155:=LLV(X143,5)=LLV(X143,X153) AND BARSCOUNT(CLOSE)>=X153;

X156:=0;

X157:=IF(X156=1,CLOSE>=OPEN AND REF(X152=0 OR CLOSE<OPEN,1) AND CLOSE>REF(X144,1),1);

X158:=X152 OR (BETWEEN(X118,3,5) AND X10) AND X157 AND X154;

X159:=BARSLAST(X158>0);

X160:=REF(X159,1)+1;

X161:=LLV(MIN(CLOSE,OPEN),X160);

X162:=X161>=REF(LOW,X160);

X163:=COUNT(X158>0,13)=2;

X164:=REF(OPEN,X160);

X165:=ABS(OPEN-X164)/X164<10/100;

X166:=1*(X158 AND X163 AND X165 AND REF(X162,1) AND BETWEEN(X160,4,13));

地量:=COUNT(X9,M周期内);

DRAWTEXT(ISLASTBAR,3,'--地量'),COLORBROWN;

STICKLINE(地量,0,5,3,0),COLORBROWN;

矮将:=COUNT(X18,M周期内);

DRAWTEXT(ISLASTBAR,8,'--矮将');

STICKLINE(矮将,5,10,3,0);

金柱:=COUNT(REFX(X22,3),M周期内);

DRAWTEXT(ISLASTBAR,13,'--金柱'),COLORF020A0;

STICKLINE(金柱,10,15,3,0),COLORF020A0;

元帅:=COUNT(X19,M周期内),COLORRED;

DRAWTEXT(ISLASTBAR,18,'--元帅'),COLORFF66E0;

STICKLINE(元帅,15,20,3,0),COLORFF66E0;

涨板:=COUNT(X88,M周期内);

DRAWTEXT(ISLASTBAR,23,'--涨板'),COLOR00CDCD;

STICKLINE(涨板,20,25,3,0),COLOR00CDCD;

零号:=COUNT(X108,M周期内);

DRAWTEXT(ISLASTBAR,28,'--零号'),COLOR7610CD;

STICKLINE(零号,25,30,3,0),COLOR7610CD;

过左:=COUNT(X51,M周期内);

DRAWTEXT(ISLASTBAR,33,'--过左'),COLORAAE8EE;

STICKLINE(过左,30,35,3,0),COLORAAE8EE;

阴短:=COUNT(X64,M周期内),COLORLIGREEN;

DRAWTEXT(ISLASTBAR,37,'--阴短'),COLORLIGREEN;

STICKLINE(阴短,35,40,3,0),COLORLIGREEN;

阳矮:=COUNT(X65 AND CLOSE>LOW,M周期内),COLORLIRED;

DRAWTEXT(ISLASTBAR,43,'--阳矮'),COLORLIRED;

STICKLINE(阳矮,40,45,3,0),COLORLIRED;

踩精:=COUNT(X106,M周期内),COLORCYAN;

DRAWTEXT(ISLASTBAR,48,'--踩精'),COLORCYAN;

STICKLINE(踩精,45,50,3,0),COLORCYAN;

假阴:=COUNT(X114,M周期内);

DRAWTEXT(ISLASTBAR,53,'--假阴'),COLORCD329A;

STICKLINE(假阴,50,55,3,0),COLORCD329A;

背反:=COUNT(X115,M周期内);

DRAWTEXT(ISLASTBAR,58,'--背反'),COLOR8B668B;

STICKLINE(背反,55,60,3,0),COLOR8B668B;

伸缩:=COUNT(X117,M周期内);

DRAWTEXT(ISLASTBAR,63,'--伸缩'),COLORCC3299;

STICKLINE(伸缩,60,65,3,0),COLORCC3299;

次阳:=COUNT(X121,M周期内),COLORRED;

DRAWTEXT(ISLASTBAR,68,'--次阳'),COLORRED;

STICKLINE(次阳,65,70,3,0),COLORRED;

悬阴:=COUNT(X125,M周期内);

DRAWTEXT(ISLASTBAR,73,'--悬阴'), COLORAAC1C5;

STICKLINE(悬阴,70,75,3,0), COLORAAC1C5;

三元:=COUNT(X131,M周期内);

DRAWTEXT(ISLASTBAR,78,'--三元'),COLOR00008B;

STICKLINE(三元,75,80,3,0),COLOR00008B;

梯四:=COUNT(X126,M周期内);

DRAWTEXT(ISLASTBAR,83,'--梯四'),COLORD5EFFF;

STICKLINE(梯四,80,85,3,0),COLORD5EFFF;

三绝:=COUNT(X142,M周期内)>=1;

DRAWTEXT(ISLASTBAR,88,'--三绝'),COLORF020A0;

STICKLINE(三绝,85,90,3,0),COLORF020A0;

双休:=COUNT(X150,M周期内),COLOR1A1A8B;

DRAWTEXT(ISLASTBAR,93,'--双休'),COLOR1A1A8B;

STICKLINE(双休,90,95,3,0),COLOR1A1A8B;

双阳:=COUNT(X166,M周期内);

DRAWTEXT(ISLASTBAR,98,'--双阳'),COLOR69698B;

STICKLINE(双阳,95,100,3,0),COLOR69698B;

双剑:=COUNT(X109,M周期内);

DRAWTEXT(ISLASTBAR,103,'--双剑'),COLOR78888B;

STICKLINE(双剑,100,105,3,0),COLOR78888B;

十字:=COUNT(X81,M周期内);

DRAWTEXT(ISLASTBAR,108,'--十字'),COLOR42578B ;

STICKLINE(十字,105,110,3,0),COLOR42578B ;

直憋:=COUNT(X97,M周期内);

DRAWTEXT(ISLASTBAR,113,'--直憋'),COLOR525252;

STICKLINE(直憋,110,115,3,0),COLOR525252;

峰谷:COUNT(X59 OR X60,M周期内),NODRAW;

咬峰:COUNT(X62,M周期内),NODRAW;

X167:=IF(涨板>0,1,0)+IF(地量>0,1,0)+IF(矮将>0,1,0)+IF(金柱>0,1,0)+IF(元帅>0,1,0);

X168:=IF(过左>0,1,0)+IF(伸缩>0,1,0)+IF(阴短>0,1,0)+IF(阳矮>0,1,0)+IF(直憋>0,1,0);

X169:=IF(踩精>0,1,0)+IF(双剑>0,1,0)+IF(假阴>0,1,0)+IF(背反>0,1,0)+IF(零号>0,1,0);

X170:=IF(十字>0,1,0)+IF(峰谷>0,1,0)+IF(次阳>0,1,0)+IF(三元>0,1,0)+IF(悬阴>0,1,0);

X171:=IF(梯四>0,1,0)+IF(咬峰>0,1,0)+IF(三绝>0,1,0)+IF(双休>0,1,0)+IF(双阳>0,1,0);

总类:X167+X168+X169+X170+X171,NODRAW,COLORRED;

X172:=涨板+地量+矮将+金柱+元帅;

X173:=过左+伸缩+阴短+阳矮+直憋;

X174:=踩精+双剑+假阴+背反+零号;

X175:=十字+峰谷+次阳+三元+悬阴;

X176:=梯四+咬峰+三绝+双休+双阳;

总数:X172+X173+X174+X175+X176,NODRAW,COLORYELLOW;

NOTEXTK0:0;

NOTEXTK1:5;

NOTEXTK2:10;

NOTEXTK3:15;

NOTEXTK4:20;

NOTEXTK5:25;

NOTEXTK6:30;

NOTEXTK7:35;

NOTEXTK8:40;

NOTEXTK9:45;

NOTEXTK10:50;

NOTEXTK11:55;

NOTEXTK12:60,;

NOTEXTK13:65,;

NOTEXTK14:70;

NOTEXTK15:75;

NOTEXTK16:80;

NOTEXTK17:85;

NOTEXTK18:90;

NOTEXTK19:95;

NOTEXTK20:100;

NOTEXTK21:105;

NOTEXTK22:110;

NOTEXTK23:115;

该通达信公式大量使用了未来函数（`REFX` 和 `BACKSET`），导致所有依赖这些函数的信号都会随行情演变而漂移，历史回测完美但实战无效。以下是详细分析：

一、未来函数的具体位置

1. `REFX`（引用未来数据）

这些 `REFX` 直接导致了 `X16`、`X71`、`X77` 的值在**当前时刻无法确定**，必须等未来3根K线走完才能回写。

2. `BACKSET`（向前赋值）

`BACKSET` 会根据**未来条件**将历史某位置的数值设为1，导致信号在历史K线上“提前出现”，随着行情推进，信号可能消失或移动。

二、受未来函数影响的信号

以下输出信号均直接或间接依赖上述未来函数：

结论：几乎所有柱状信号（地量、矮将、金柱、元帅、涨板、零号、过左、阴短、阳矮、踩精、假阴、背反、伸缩、次阳、悬阴、三元、梯四、三绝、双休、双阳、双剑、十字、直憋、峰谷、咬峰）均因依赖上述未来函数而不可靠。

 三、未来函数的“利”与“弊”

所谓“利”（仅对骗线或马后炮有意义）

**历史图形完美**：用未来函数绘制的买卖点，在静态历史K线上看起来精准无比，能“抓到”所有波峰波谷。

**回测成绩惊人**：由于信号会随着后续行情优化，回测胜率、盈亏比可以人为调至极高，用于吸引用户。

实际弊端（对实盘交易致命）

1. **信号漂移**  

今天看到的“矮将”信号，可能三天后因为未来3天的价格不符合条件而消失。你无法在当前时刻知道它是否真实。

2. **无法实盘使用**  

`REFX` 需要未来数据，在盘中最后一根K线未走完时，其值是不确定的。即使收盘后，你看到的信号也只是“截至今日的历史信号”，明天新K线出现后，前几天的信号可能再次变化。

3. **误导交易决策**  

若根据“十字”信号买入，可能第二天该信号消失，而你已经持仓亏损。这种信号不具备任何预测能力，只是对已发生行情的“事后解释”。

4. **回测完全失效**  

用含未来函数的公式做回测，等于**用未来数据去买卖过去**，得出的胜率毫无意义。实盘时，你永远无法在未来出现之前知道信号。

5. **BACKSET 的隐蔽性**  

`BACKSET` 常被用于画线（如波峰波谷），看起来是“形态识别”，但实际上它是在已知后续高低点的情况下，回头标记前面的位置。例如，只有走完了5个K线，才能确定第1个K线是不是波谷。

四、总结建议

**禁止用于实盘**：任何含 `REFX`、`BACKSET`、`REFX`、`ZIG` 等未来函数的公式，都不应作为买卖依据。

**修改方向**：若想保留逻辑，必须用 `REF`（只引用过去）重写所有波峰波谷识别，例如改用 `HHV`、`LLV`、`PEAK`（但PEAK也是未来函数，需避免）、或基于固定周期的高低点。

**学习警示**：该公式展示了如何通过未来函数“制造”出大量看似有效的信号，实际上是典型的“未来函数陷阱”。投资者应学会识别 `REFX`、`BACKSET`、`ZIG`、`PEAK`、`TROUGH` 等关键词。

一句话结论：该公式是“马后炮”模板，实盘无用，仅供学习未来函数危害之用。

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