커뮤니티
수식 간소화
2016-07-20 23:54:05
161
글번호 100249
MACD 다이버젼스 수식을 아래와 같이 만들었었는데요.. 간략하게 수정 또는 같은 내용으로 재작성 부탁드립니다.
Input: Period(60), ShortPeriod(12), longPeriod(26), Highperiod(30);
Var: Formula0(0), Formula1(0), Formula2(0), Formula3(0);
Formula0 = iff(macd(shortPeriod,longPeriod)>macd(shortPeriod,longPeriod)[1] &&
macd(shortPeriod,longPeriod)[1] <= macd(shortPeriod,longPeriod)[2] &&
lowest(macd(shortPeriod,longPeriod)[2],Period) < macd(shortPeriod,longPeriod)[1] &&
(L<Lowest(L[1],Period)||L[1]<Lowest(L[2],Period)||
L[2]<Lowest(L[3],Period)),
iff(C==C[1],0.001,(C-C[1])/C[1]*100), 0);
Formula1 = iff(macd(shortPeriod,longPeriod)<macd(shortPeriod,longPeriod)[1]&&
macd(shortPeriod,longPeriod)[1] >= macd(shortPeriod,longPeriod)[2]&&
highest(macd(shortPeriod,longPeriod)[2],period)>macd(shortPeriod,longPeriod)[1]&&
(H>Highest(H[1],Period)||H[1]>Highest(H[2],Period)||
H[2]>Highest(H[3],Period)),
iff(C==C[1],0.001,(C[1]-C)/C[1]*100), 0);
Formula2 = iff(macd(shortPeriod,longPeriod)<macd(shortPeriod,longPeriod)[1]&&
macd(shortPeriod,longPeriod)[1] >= macd(shortPeriod,longPeriod)[2] &&
highest(macd(shortPeriod,longPeriod)[2],period)>macd(shortPeriod,longPeriod)[1]&&
(H>Highest(H[1],Period)||H[1]>Highest(H[2],Period)||
H[2]>Highest(H[3],Period)),
iff(C==C[1],0.001,(C[1]-C)/C[1]*100), 0);
Formula3 = iff(macd(shortPeriod,longPeriod)>macd(shortPeriod,longPeriod)[1]&&
macd(shortPeriod,longPeriod)[1] <= macd(shortPeriod,longPeriod)[2] &&
lowest(macd(shortPeriod,longPeriod)[2],Period) < macd(shortPeriod,longPeriod)[1] &&
(L<Lowest(L[1],Period)||L[1]<Lowest(L[2],Period)||
L[2]<Lowest(L[3],Period)),
iff(C==C[1],0.001,(C-C[1])/C[1]*100), 0);
if Formula0 Then
Buy();
if Formula1 Then
Exitlong();
if Formula2 Then
Sell();
if Formula3 Then
Exitshort();
답변 1
예스스탁 예스스탁 답변
2016-07-21 10:00:22
안녕하세요
예스스탁입니다.
Input : Period(60), ShortPeriod(12), longPeriod(26), Highperiod(30);
Var : MACDV(0),LL(0),HH(0),ML(0),MH(0);
MACDV = macd(shortPeriod,longPeriod);
ML = lowest(MACDV,Period);
MH = highest(MACDV,Period);
LL = Lowest(L,Period);
HH = highest(H,Period);
#매수진입/매도청산
if MACDV > MACDV[1] and MACDV[1] <= MACDV[2] and ML[2] < MACDV[1] and
(L < LL[1] or L[1] < LL[2] or L[2] < LL[3]) Then
buy();
#매도진입/매수청산
if MACDV < MACDV[1]and MACDV[1] >= MACDV[2] and MH[2] > MACDV[1]and
(H > HH[1] or H[1] > HH[2] or H[2] > HH[3]) Then
sell();
즐거운 하루되세요
> yunmx 님이 쓴 글입니다.
> 제목 : 수식 간소화
> MACD 다이버젼스 수식을 아래와 같이 만들었었는데요.. 간략하게 수정 또는 같은 내용으로 재작성 부탁드립니다.
Input: Period(60), ShortPeriod(12), longPeriod(26), Highperiod(30);
Var: Formula0(0), Formula1(0), Formula2(0), Formula3(0);
Formula0 = iff(macd(shortPeriod,longPeriod)>macd(shortPeriod,longPeriod)[1] &&
macd(shortPeriod,longPeriod)[1] <= macd(shortPeriod,longPeriod)[2] &&
lowest(macd(shortPeriod,longPeriod)[2],Period) < macd(shortPeriod,longPeriod)[1] &&
(L<Lowest(L[1],Period)||L[1]<Lowest(L[2],Period)||
L[2]<Lowest(L[3],Period)),
iff(C==C[1],0.001,(C-C[1])/C[1]*100), 0);
Formula1 = iff(macd(shortPeriod,longPeriod)<macd(shortPeriod,longPeriod)[1]&&
macd(shortPeriod,longPeriod)[1] >= macd(shortPeriod,longPeriod)[2]&&
highest(macd(shortPeriod,longPeriod)[2],period)>macd(shortPeriod,longPeriod)[1]&&
(H>Highest(H[1],Period)||H[1]>Highest(H[2],Period)||
H[2]>Highest(H[3],Period)),
iff(C==C[1],0.001,(C[1]-C)/C[1]*100), 0);
Formula2 = iff(macd(shortPeriod,longPeriod)<macd(shortPeriod,longPeriod)[1]&&
macd(shortPeriod,longPeriod)[1] >= macd(shortPeriod,longPeriod)[2] &&
highest(macd(shortPeriod,longPeriod)[2],period)>macd(shortPeriod,longPeriod)[1]&&
(H>Highest(H[1],Period)||H[1]>Highest(H[2],Period)||
H[2]>Highest(H[3],Period)),
iff(C==C[1],0.001,(C[1]-C)/C[1]*100), 0);
Formula3 = iff(macd(shortPeriod,longPeriod)>macd(shortPeriod,longPeriod)[1]&&
macd(shortPeriod,longPeriod)[1] <= macd(shortPeriod,longPeriod)[2] &&
lowest(macd(shortPeriod,longPeriod)[2],Period) < macd(shortPeriod,longPeriod)[1] &&
(L<Lowest(L[1],Period)||L[1]<Lowest(L[2],Period)||
L[2]<Lowest(L[3],Period)),
iff(C==C[1],0.001,(C-C[1])/C[1]*100), 0);
if Formula0 Then
Buy();
if Formula1 Then
Exitlong();
if Formula2 Then
Sell();
if Formula3 Then
Exitshort();
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