M1:=3; a:=SUM(IF(CLOSE>REF(CLOSE,1),VOL,IF(CLOSE<REF(CLOSE,1),-VOL,0)),0); b:=capital; aa:=90+(100-90)/2; bb:=(100-90)/2; cc:=cost(aa); dd:=cost(bb); ee:=(cc-dd)/(cc+dd)*100; zlnl:(a/b*(VOL/3)/b+ee)/100; K:SMA(zlnl,M1,1);
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