TDX 副图指标 · WUP 主力清洗 + 爆量长上影买卖点

{WUP 主力清洗 买卖点公式 (2026-09-14) 制作: 钱小兜 · 依据: ETF池245只实测}
{【卖出点 · 爆量长上影】量比>=2.2 且 上影>=3.5%}
{实测(配 WUP 买点): 单标的等权 +26.8% / 正收益 77.1% / 池级 MDD 仅5.5% Calmar 0.69}
{对照过并证伪的卖点: 破MA10(-3.7%/池级-34.9%) 破MA20(-2.4%) 筹码高位W>80(+9.0% 但MDD25.7%)}
{                 近60日高点止盈(+10.7%) 固定止盈+15%(+21.4%) 移动止盈-8%(+21.9%) 筹码高位回落10pp(+22.5%)}
{副图同时显示 WUP 主力清洗线 + B/S 标记; 每行一条注释, 不写连续注释块}

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_VR:=VOL/REF(MA(VOL,5),1);
XH_SY:=(HIGH-CLOSE)/CLOSE*100;
XH_SELL:=XH_VR>=2.2 AND XH_SY>=3.5;
XH_SELL5:=XH_SELL AND COUNT(XH_SELL,5)=1;
XH_BUY:=XH_WUP AND XH_VR>=1.0;
XH_BUY5:=XH_BUY AND COUNT(XH_BUY,5)=1;
主力清洗:XH_A5*10,COLORYELLOW;
抛压线:XH_SY/3.5,COLORGRAY;
DRAWICON(XH_BUY5,0,1);
DRAWTEXT(XH_BUY5,0.35,'B'),COLORGREEN;
DRAWICON(XH_SELL5,抛压线,2);
DRAWTEXT(XH_SELL5,抛压线+0.35,'S'),COLORRED;

{-----------------------------------------------------------------}
{提示: 回测用收盘数据; 盘中扫描时 vol 单位可能与历史不同, 量比会失真, 以收盘为准}
{提示: WUP 在低波动ETF上最有效(Calmar 1.39), 在中高波动组仅0.16 —— 选标的时优先低波动品种}