{====================================================================
 潜龙吸水·三重吸筹 (ETF/个股通用)
 买入: xih3(近3日吸货) AND MX3(主力吸筹≥3)
 卖出: zhong(终止信号)
 回测: ETF Calmar 1.52(收益27.8%), 个股 Calmar 1.97(收益93.1%)
 适用: ETF + 个股
=====================================================================}

{===== 1. 吸货线(复用BTS底层) =====}
A1:=REF(LOW,1);
A2:=SMA(ABS(A1-LOW),3,1);
A3:=SMA(MAX(LOW-A1,0),3,1);
A4:=IF(A3>0.000001,A2/A3*100,100);
A5:=EMA(A4*10,3);
A6:=LLV(LOW,26);
A7:=HHV(A5,26);
A8:=IF(LOW<=A6,(A5+A7*2)/2,0);
吸货线:=MIN(EMA(A8,3)/618,25);

{===== 2. xih3: 近3日内有吸货信号 =====}
xih3:=吸货线>0.001 OR REF(吸货线,1)>0.001 OR REF(吸货线,2)>0.001;

{===== 3. MX3: 机构活跃度(主力吸筹≥3) =====}
{xia_ying = 下影线幅度}
下影线:=IF(CLOSE<=OPEN,CLOSE,OPEN)-LOW;
下影线%:=下影线/LOW*100;
{涨幅/跳空/阳体/上影线}
涨幅:=(CLOSE-REF(CLOSE,1))/REF(CLOSE,1)*100;
跳空:=(OPEN-REF(CLOSE,1))/REF(CLOSE,1)*100;
阳体:=(CLOSE-OPEN)/OPEN*100;
上影线:=HIGH-IF(CLOSE>=OPEN,CLOSE,OPEN);
上影线%:=上影线/IF(CLOSE>=OPEN,CLOSE,OPEN)*100;
{SY=上+阳, XY=下+阳, SX=上+下}
SY:=阳体+上影线%;
XY:=阳体+下影线%;
SX:=上影线%+下影线%;
{MX = max(多维度量)}
MX:=MAX(MAX(MAX(SX,涨幅),XY),MAX(SY,MAX(下影线%,跳空)))*1.2;
MX3:=MX>=3;

{===== 4. zhong: 终止卖出信号 =====}
V8:=(CLOSE-LLV(LOW,21))/(HHV(HIGH,21)-LLV(LOW,21))*100;
risk:=CEIL(SMA(SMA(V8,13,8),13,8));
rsv27:=(CLOSE-LLV(LOW,27))/(HHV(HIGH,27)-LLV(LOW,27))*100;
j27:=3*SMA(rsv27,5,1)-2*SMA(SMA(rsv27,5,1),3,1);
zd:=MA(j27,5);
终卖:=CROSS(zd,risk);

{===== 5. 买点/卖点 =====}
买点:=xih3 AND MX3;
卖点:=终卖;

{===== 6. 信号标记 =====}
STICKLINE(买点,LOW*0.98,LOW*0.96,1,0),COLORGREEN;
STICKLINE(卖点,HIGH*1.02,HIGH*1.04,1,0),COLORRED;
DRAWTEXT(买点,LOW*0.95,'B'),COLORGREEN;
DRAWTEXT(卖点,HIGH*1.05,'S'),COLORRED;