{成长100 ETF 专属策略 · 微调定版 (2026-09-15)  训练池:8只成长类ETF/16129交易日 · 钱小兜}
{【微调结论】}
{1. WUP 指标参数【不用改】: LLV33/A5ema3/A4ema10 就是最优(60组参数网格里排名第一)}
{   LLV 敏感度: 20档3.24 | 25档2.81 | 33档4.28(最优) | 45档3.23 | 60档2.23  (收益/MDD)}
{   A5ema(2/3/4/5) 与 A4ema(8/10/12) 完全不敏感 → 指标稳健}
{   60组参数【全部 100% 正收益】(8只成长ETF全赚) → 参数高原, 不是尖峰}
{2. 移动止损: 10% 最优(6%差|7%|8%|9%|10%最优|11%|12%|15%)  ← 原定8%已上调}
{3. 保本触发: 3~5% 显著提升(关闭+152.9% → 保本3% +237.2% / 保本5% +235.5%)}
{   保本3%正收益88%, 保本5%正收益100% → 建议用 5%(更稳)}
{4. 灾难线 20/25/30% 无影响(移动止损先触发)}
{【159259 验证】买入持有 +29.8%/MDD-37.7% → 微调版 +45.6%/MDD-26.1%}

{──────────────────── 买点公式 ────────────────────}
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);
XG:XH_WUP;

{──────────────────── 副图: 买卖点+止损线 ────────────────────}
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);
{移动止损线: 0.90 = 10%版; 想改8%就写 0.92}
XH_TRAIL:=XH_MAXP*0.90;
{保本线: 曾浮盈>=5% 则止损提到成本价}
XH_BE:=IF(XH_MAXP>=XH_ENTRY*1.05,XH_ENTRY,0);
XH_STOP:=MAX(XH_TRAIL,XH_BE);
XH_SELL:=CLOSE<XH_STOP AND XH_N<999;
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_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;