{成长100专属 · F版定版 2026-09-15 · 钱小兜}
{【F版修正了什么】}
{原A版: 止损触发日若同日也是WUP买点 → 先卖出再以同价买回(多付18bp, 且"同日一卖一买"难理解)}
{F版  : 止损触发日若同日也是WUP买点 → 视为【洗盘】, 重置持仓基准(不卖出, 止损线从当日重算)}
{      实测更好: 训练池 +176.4% → +196.4%; 159259 +56.4% → +57.3%; 且与 TDX 公式(BARSLAST/VALUEWHEN)完全一致}

{【规则】}
{买点: WUP 主力清洗上行 (LLV33 / A5的EMA3 / A4的EMA10 —— 生产默认参数, 60组网格最优)}
{卖点: 当日收盘 < 止损线, 且当日不是 WUP 买点}
{止损线 = max(期间最高价×0.91, 保本线, 买入价×0.80)   ← 只升不降}
{保本线 = 若期间最高曾≥买入价×1.05, 则止损线提到买入价, 否则为0}
{注意: 是【累积回撤】触发, 不是单日跌幅。实例: 3-09买1.091→6-22最高1.827→止损线抬到1.663
{      →之后10个交易日慢慢阴跌(最大单日-4%)→7-02收1.624跌破1.663才卖出}

{实测: 训练池8只成长ETF(16年) +196.4% / 8只全正收益 / 收益MDD比3.57}
{      159259 +57.3% / MDD-26.1% / 3轮  (买入持有 +26.5% / MDD-37.7%)}

{──────────────────── TDX 副图 ────────────────────}
XH_AV1:=REF((LOW+OPEN+CLOSE+HIGH)/4,1);
XH_A2:=SMA(ABS(LOW-XH_AV1),13,1);
XH_A3:=SMA(MAX(LOW-XH_AV1,0),10,1);
XH_A4:=EMA(XH_A2/MAX(XH_A3,0.0001),10);
XH_LL33:=LLV(LOW,33);
XH_A5:=EMA(IF(LOW<=XH_LL33,XH_A4,0),3);
XH_WUP:=XH_A5>REF(XH_A5,1);
XH_N:=BARSLAST(XH_WUP);
XH_ENTRY:=VALUEWHEN(XH_WUP,CLOSE);
XH_MAXP:=HHV(HIGH,XH_N+1);
XH_TRAIL:=XH_MAXP*0.91;
XH_BE:=IF(XH_MAXP>=XH_ENTRY*1.05,XH_ENTRY,0);
XH_CATA:=XH_ENTRY*0.80;
XH_STOP:=MAX(XH_TRAIL,MAX(XH_BE,XH_CATA));
XH_SELL:=CLOSE<XH_STOP AND NOT XH_WUP;
XH_WUP5:=XH_WUP AND COUNT(XH_WUP,5)=1;
XH_SELL5:=XH_SELL AND COUNT(XH_SELL,5)=1;
主力清洗:XH_A5*10,COLORYELLOW;
止损线:XH_STOP,COLORRED;
DRAWICON(XH_WUP5,XH_A5*10,1);
DRAWTEXT(XH_WUP5,XH_A5*10*1.08,'B'),COLORGREEN;
DRAWICON(XH_SELL5,XH_STOP,2);
DRAWTEXT(XH_SELL5,XH_STOP*1.02,'S'),COLORRED;
{注: BARSLAST/VALUEWHEN 基于"最近一次WUP"→ 公式天然就是F版行为, 与脚本一致}