由于您没有定义MACD背离条件，模型中按下面定义了一下MACD背离：
MACD顶背离的定义为：最近一个完整红柱区域对应K线最高价大于上个完整红柱区域对应K线最高价，且最近一个完整红柱区域MACD最大值小于上个完整红柱区域对应MACD最大值
MACD底背离同理，另外，止损条件写的是开仓前三根（包含开仓当根）的最高最低价，参考：
MA5:MA(C,5);
MA10:MA(C,10);
JC:=CROSS(MA5,MA10);
SC:=CROSSDOWN(MA5,MA10);
HH:VALUEWHEN(SC,HHV(H,BARSLAST(JC)+1));
HHN:=VALUEWHEN(SC,HHVBARS(H,BARSLAST(JC)+1));
HMA:=VALUEWHEN(SC,REF(MA10,HHN));
SJ1:=HH/REF(HH,BARSLAST(JC));
SJ2:=HMA/REF(HMA,BARSLAST(JC));
均线顶背驰:=SJ1>SJ2;
LL:VALUEWHEN(JC,LLV(L,BARSLAST(SC)+1));
LLN:=VALUEWHEN(JC,LLVBARS(L,BARSLAST(SC)+1));
LMA:=VALUEWHEN(JC,REF(MA10,LLN));
SJ11:=LL/REF(LL,BARSLAST(SC));
SJ22:=LMA/REF(LMA,BARSLAST(SC));
均线底背驰:=SJ11<SJ22;
DIFF:=EMA(CLOSE,12) - EMA(CLOSE,26);
DEA:=EMA(DIFF,9);
MACD:=2*(DIFF-DEA),COLORSTICK;
MJC:=CROSS(DIFF,DEA);
MSC:=CROSSDOWN(DIFF,DEA);
N1:=BARSLAST(MJC)+1;
N2:=BARSLAST(MSC)+1;
MHH:=VALUEWHEN(CROSSDOWN(DIFF,DEA),HHV(H,N1));//上次MACD红柱期间合约最大值
MHH2:=VALUEWHEN(CROSSDOWN(DIFF,DEA),REF(HH,1));//上上次MACD红柱期间合约最大值
MHD:=VALUEWHEN(CROSSDOWN(MACD,DEA),HHV(MACD,N1));
MHD2:=VALUEWHEN(CROSSDOWN(MACD,DEA),REF(MHD,1));
MLL:=VALUEWHEN(CROSS(DIFF,DEA),LLV(L,N2));
MLL2:=VALUEWHEN(CROSS(DIFF,DEA),REF(LL,1));
MLD:=VALUEWHEN(CROSS(DIFF,DEA),LLV(MACD,N2));
MLD2:=VALUEWHEN(CROSS(DIFF,DEA),REF(MLD,1));
MACD顶背离:=MACD>0&&MHH>MHH2&&MHD<MHD2;
MACD底背离:=MACD<0&&MLL<MLL2&&MHD>MHD2;
RSV:=(CLOSE-LLV(LOW,9))/(HHV(HIGH,9)-LLV(LOW,9))*100;//收盘价与N周期最低值做差，N周期最高值与N周期最低值做差，两差之间做比值定义为RSV
K:SMA(RSV,3,1);//RSV的移动平均
D:SMA(K,3,1);//K值的移动平均
均线顶背驰&&MACD底背离&&SC,SK;
均线底背驰&&MACD顶背离&&JC,BK;
CROSS(K,D),BP;
CROSSDOWN(K,D),SP;
C<REF(LLV(L,3),BARSBK),SP;
C>REF(HHV(H,3),BARSSK),BP;
AUTOFILTER;
