{成长100 ETF 专属策略 (2026-09-15)  用 8 只长历史成长类ETF(16129交易日)调参 · 钱小兜}
{【卖点 · 移动止损8%】—— 成长类ETF首选卖点(不是长上影!)}
{原理: 成长ETF波动大、趋势强, 长上影会频繁打断上涨; 移动止损能吃完整个波段}
{实测(训练池8只): WUP+移动止损8% 平均+150.6% 正收益8/8; WUP+移动止损10% 平均+152.9%}
{实测(159259): +60.1%(8%) / +54.7%(10%,胜率75%)}
{副图含: 主力清洗线 + 移动止损线 + B/S标记}
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_HSL:=BARSLAST(XH_WUP);
XH_HS:=HHV(HIGH,XH_HSL+1);
{=== 移动止损线: 把 0.92 改成 0.90 即 10% 版 ===}
XH_STOP:=XH_HS*0.92;
XH_SELL:=CLOSE<XH_STOP;
XH_SELL5:=XH_SELL AND COUNT(XH_SELL,5)=1;
主力清洗:XH_A5*10,COLORYELLOW;
移动止损线:XH_STOP,COLORRED;
DRAWICON(XH_WUP AND COUNT(XH_WUP,5)=1,0,1);
DRAWTEXT(XH_WUP AND COUNT(XH_WUP,5)=1,0.35,'B'),COLORGREEN;
DRAWICON(XH_SELL5,XH_STOP,2);
DRAWTEXT(XH_SELL5,XH_STOP+0.35,'S'),COLORRED;
{-------------------------------------------------------------------------}
{提示: 移动止损线只在「最近一次WUP之后」有效; 未触发WUP时不建仓}