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Alpha Model - Coggle Diagram

- - - - Cross( 昨收, C )
        Times = 2020
        Win = 54.65 %
        CarMdd = 2.90
        一檔 30w
        MaxDD = -18w
      - Cross( Vwap, C )
        Times = 6724
        Win = 40.01 %
        CarMdd = 1.14
        一檔 30w
        MaxDD = -36w
        時間大於 090500
      - Cross( (昨收+今開)/2, C )
        Times = 3477
        Win = 46.39%
        CarMdd = 5.32
        一檔 30w
        MaxDD = -16w
      - Cross( (昨收+2*今開)/3, C )
        Times = 2939
        Win = 50.22%
        CarMdd = 4.26
        一檔 30w
        MaxDD = -19w
  - - - TrdVal5d > 5.0
        RBarPct > 1.0
        
        Into Watch List 1
    - - 掃描 Watch List 1
        當天 09:00 之後才動作
        當日收盤大於昨收
        
        Into Watch List 2
    - - 即時行情掃描
        Watch List 2
        Repeat Scan
        
        下單執行