TDX 选股 · 成长100 专属买点(WUP主力清洗)

{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}
{【买点 · WUP 主力清洗】—— 成长类ETF首选买点}
{参数来源: 159915创业板/159949创业板50/159952/159948/588000科创50/588080/159781双创/159783双创}
{        共16129个交易日, 8只全部正收益}
{实测: 159259成长100 → 买点WUP + 移动止损8% = +60.1%(买入持有+29.8%), MDD从-37.7%改善到-26.1%}
{重要: 实证【不要】加趋势过滤(站上MA60/MA20), 加了反而全灭(-6.6%~+2.1%)}
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;