A:=17;B:=5;S:=13;
p1= 100*(SUM(CLOSE,2)/2-SUM(CLOSE,a)/a)/SUM(CLOSE,a);
p2= 100*(SUM(CLOSE,2)/2-SUM(CLOSE,b)/b)/SUM(CLOSE,b);
H1= a*100*(SUM(ABS(CLOSE-LOW),3)/3-SUM(ABS(CLOSE-HIGH),3)/3)/SUM(CLOSE,a);
H2= b*100*(SUM(ABS(CLOSE-LOW),3)/3-SUM(ABS(CLOSE-HIGH),3)/3)/SUM(CLOSE,b);
VVOL2= SQRT(ABS(SUM(VOL,2)-SUM(VOL,b)/b)/SUM(VOL,b));
VVOL1= SQRT(ABS(SUM(VOL,2)-SUM(VOL,a)/a)/SUM(VOL,a));
pvshort=10*p2*Vvol2+0.382*H2;
pvlong=10*p1*Vvol1+0.382*H1;
短期pv:MA(pvshort,4);
中期pv:MA(pvlong,4);
SIgn= 2*MA(pvshort-pvlong+(H2-H1)*1.618,s);
中期多空:SUM(SIgn,21)/7;
短期多空:4*EMA(pvshort+(H2-H1)*1.618-pvlong,13);
zero:0;