상승율 톱텐의 포트폴리오 최적화, 마르코프 확률

// Strong Demand + New High Signal
const volumeIncrease = volume / avg(volume, 10) >= 4;
const largeBullishCandle = close > open AND close / ref(close, 1) >= 1.06;
const newHigh = high >= highest(high, 20);

// Search Condition
// Find stocks meeting all three conditions on the previous day,
// with a price increase of 15% or less.
const signalTriggered = volumeIncrease && largeBullishCandle && newHigh;
const withinRiseLimit = (close / ref(close, 1) - 1) * 100 <= 15;

search(yesterday(signalTriggered && withinRiseLimit));