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추가 질문입니다

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매의눈
2016-10-27 00:16:00
101
글번호 103403
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안녕하세요 50270번 추가 질문입니다. 1. input 3번째줄 스토캐스틱 3-3-3에서 sto3(0)이 맞는지요? 2.5,15,40 이평선 정배열과 역배열시 같은값도 포함해주세요 ( 5 >= 15>= 40 ) 3. 이평선 배열이 40 >= 5 >= 15 일때 수식 4. 정리신호를 <매수시> - 이격도(40) 100.15터치시 - RSI(기준선70) 위 + MACD 나 스토캐스틱 둘중 하나가 데드크로스될때 이 두 신호중 먼저 나오는 신호에 정리 < 매도시 > - 이격도(40) 99.85터치시 - RSI(기준선30) 아래 + MACD 나 스토캐스틱 둘중 하나가 골드크로스될때 이 두 신호중 먼저 나오는 신호에 정리 5. 추가진입은 진입후 봉5개 이후 조건충족시 가능토록 감사합니다.
시스템
답변 1
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예스스탁 예스스탁 답변

2016-10-27 10:10:09

안녕하세요 예스스탁입니다. 1 예 3이 맞습니다. 2 input : P11(5),P12(15),P13(40); input : P2(20),P3(15); input : short(3),long(9),sig(9),sto1(3),sto2(3),sto3(3),RSIP(14),DISP(40); var : cnt(0),TF2(0),TF3(0); var : sum2(0),mav2(0),sum3(0),mav3(0); var : mav11(0),mav12(0),mav13(0); var : MACDV(0),MACDS(0),stok(0),stod(0),RSIV(0),DIs(0); Array : C2[100](0),C3[100](0); TF2 = TimeToMinutes(stime)%30; TF3 = TimeToMinutes(stime)%60; if Bdate != Bdate[1] or (Bdate == Bdate[1] and TF2 < TF2[1]) then{ for cnt = 1 to 99{ C2[cnt] = C2[cnt-1][1]; } } C2[0] = C; if Bdate != Bdate[1] or (Bdate == Bdate[1] and TF3 < TF3[1]) then{ for cnt = 1 to 99{ C3[cnt] = C3[cnt-1][1]; } } C3[0] = C; if C2[P2] > 0 Then{ sum2 = 0; for cnt = 0 to P2-1{ sum2 = sum2+C2[cnt]; } mav2 = sum2/P2; } if C3[P3] > 0 Then{ sum3 = 0; for cnt = 0 to P3-1{ sum3 = sum3+C3[cnt]; } mav3 = sum3/P3; } mav11 = ma(c,P11); mav12 = ma(c,P12); mav13 = ma(c,P13); MACDV = MACD(short,long); MACDS = ema(MACDV,sig); stok = StochasticsK(sto1,sto2); stod = StochasticsD(sto1,sto2,sto3); RSIV = RSI(RSIP); Dis = Disparity(DISP); if C2[P2] > 0 and C3[P3] > 0 and C > mav2 and C > mav3 and mav11 >= mav12 and mav12 >= mav13 and crossup(MACDV,MACDS) and MACDV >= -0.1 and MACDV <= 5 and crossup(stok,stod) and stok >= 40 and stok <= 100 and RSIV >= 50 and RSIV <= 70 and dis >= 99.98 and dis <= 100.10 and C/mav2*100 >= 99.98 and C/mav2*100 <= 100.35 Then{ if TotalTrades == 0 or (MarketPosition == 0 and BarsSinceExit(1) >= 5) or (MarketPosition == -1 and BarsSinceEntry >= 5) Then buy("수1"); } if C2[P2] > 0 and C3[P3] > 0 and C > mav2 and C > mav3 and mav11 <= mav12 and mav12 <= mav13 and crossup(MACDV,MACDS) and MACDV >= -5.00 and MACDV <= 0.1 and crossup(stok,stod) and stok >= 20 and stok <= 55 and RSIV >= 30 and RSIV <= 50 and dis >= 99.80 and dis <= 100.01 and C/mav2*100 >= 99.98 and C/mav2*100 <= 100.35 Then{ if TotalTrades == 0 or (MarketPosition == 0 and BarsSinceExit(1) >= 5) or (MarketPosition == -1 and BarsSinceEntry >= 5) Then buy("수2"); } if C2[P2] > 0 and C3[P3] > 0 and C < mav2 and C < mav3 and mav11 >= mav12 and mav12 >= mav13 and CrossDown(MACDV,MACDS) and MACDV >= -0.1 and MACDV <= 5 and CrossDown(stok,stod) and stok >= 45 and stok <= 80 and RSIV >= 50 and RSIV <= 70 and dis >= 99.98 and dis <= 100.10 and C/mav2*100 >= 99.65 and C/mav2*100 <= 100.02 Then{ if TotalTrades == 0 or (MarketPosition == 0 and BarsSinceExit(1) >= 5) or (MarketPosition == 1 and BarsSinceEntry >= 5) Then sell("도1"); } if C2[P2] > 0 and C3[P3] > 0 and C < mav2 and C < mav3 and mav11 <= mav12 and mav12 <= mav13 and CrossDown(MACDV,MACDS) and MACDV >= -5.0 and MACDV <= 0.1 and CrossDown(stok,stod) and stok >= 30 and stok <= 50 and RSIV >= 30 and RSIV <= 50 and dis >= 99.90 and dis <= 100.01 and C/mav2*100 >= 99.65 and C/mav2*100 <= 100.02 Then{ if TotalTrades == 0 or (MarketPosition == 0 and BarsSinceExit(1) >= 5) or (MarketPosition == 1 and BarsSinceEntry >= 5) Then sell("도2"); } if MarketPosition == 1 Then{ if crossup(dis,100.15) Then ExitLong(); if RSIV >= 70 and (CrossDown(MACDV,MACDS) or CrossDown(stok,stod)) Then ExitLong(); } if MarketPosition == -1 Then{ if CrossDown(dis,99.85) Then ExitShort(); if RSIV <= 70 and (CrossUp(MACDV,MACDS) or CrossUp(stok,stod)) Then ExitShort(); } SetStopLoss(PriceScale*30,PointStop); 3 input : P11(5),P12(15),P13(40); input : P2(20),P3(15); input : short(3),long(9),sig(9),sto1(3),sto2(3),sto3(3),RSIP(14),DISP(40); var : cnt(0),TF2(0),TF3(0); var : sum2(0),mav2(0),sum3(0),mav3(0); var : mav11(0),mav12(0),mav13(0); var : MACDV(0),MACDS(0),stok(0),stod(0),RSIV(0),DIs(0); Array : C2[100](0),C3[100](0); TF2 = TimeToMinutes(stime)%30; TF3 = TimeToMinutes(stime)%60; if Bdate != Bdate[1] or (Bdate == Bdate[1] and TF2 < TF2[1]) then{ for cnt = 1 to 99{ C2[cnt] = C2[cnt-1][1]; } } C2[0] = C; if Bdate != Bdate[1] or (Bdate == Bdate[1] and TF3 < TF3[1]) then{ for cnt = 1 to 99{ C3[cnt] = C3[cnt-1][1]; } } C3[0] = C; if C2[P2] > 0 Then{ sum2 = 0; for cnt = 0 to P2-1{ sum2 = sum2+C2[cnt]; } mav2 = sum2/P2; } if C3[P3] > 0 Then{ sum3 = 0; for cnt = 0 to P3-1{ sum3 = sum3+C3[cnt]; } mav3 = sum3/P3; } mav11 = ma(c,P11); mav12 = ma(c,P12); mav13 = ma(c,P13); MACDV = MACD(short,long); MACDS = ema(MACDV,sig); stok = StochasticsK(sto1,sto2); stod = StochasticsD(sto1,sto2,sto3); RSIV = RSI(RSIP); Dis = Disparity(DISP); if C2[P2] > 0 and C3[P3] > 0 and C > mav2 and C > mav3 and mav13 >= mav11 and mav11 >= mav12 and crossup(MACDV,MACDS) and MACDV >= -0.1 and MACDV <= 5 and crossup(stok,stod) and stok >= 40 and stok <= 100 and RSIV >= 50 and RSIV <= 70 and dis >= 99.98 and dis <= 100.10 and C/mav2*100 >= 99.98 and C/mav2*100 <= 100.35 Then{ if TotalTrades == 0 or (MarketPosition == 0 and BarsSinceExit(1) >= 5) or (MarketPosition == -1 and BarsSinceEntry >= 5) Then buy("수1"); } if C2[P2] > 0 and C3[P3] > 0 and C > mav2 and C > mav3 and mav13 <= mav11 and mav11 <= mav12 and crossup(MACDV,MACDS) and MACDV >= -5.00 and MACDV <= 0.1 and crossup(stok,stod) and stok >= 20 and stok <= 55 and RSIV >= 30 and RSIV <= 50 and dis >= 99.80 and dis <= 100.01 and C/mav2*100 >= 99.98 and C/mav2*100 <= 100.35 Then{ if TotalTrades == 0 or (MarketPosition == 0 and BarsSinceExit(1) >= 5) or (MarketPosition == -1 and BarsSinceEntry >= 5) Then buy("수2"); } if C2[P2] > 0 and C3[P3] > 0 and C < mav2 and C < mav3 and mav13 >= mav11 and mav11 >= mav12 and CrossDown(MACDV,MACDS) and MACDV >= -0.1 and MACDV <= 5 and CrossDown(stok,stod) and stok >= 45 and stok <= 80 and RSIV >= 50 and RSIV <= 70 and dis >= 99.98 and dis <= 100.10 and C/mav2*100 >= 99.65 and C/mav2*100 <= 100.02 Then{ if TotalTrades == 0 or (MarketPosition == 0 and BarsSinceExit(1) >= 5) or (MarketPosition == 1 and BarsSinceEntry >= 5) Then sell("도1"); } if C2[P2] > 0 and C3[P3] > 0 and C < mav2 and C < mav3 and mav13 <= mav11 and mav11 <= mav12 and CrossDown(MACDV,MACDS) and MACDV >= -5.0 and MACDV <= 0.1 and CrossDown(stok,stod) and stok >= 30 and stok <= 50 and RSIV >= 30 and RSIV <= 50 and dis >= 99.90 and dis <= 100.01 and C/mav2*100 >= 99.65 and C/mav2*100 <= 100.02 Then{ if TotalTrades == 0 or (MarketPosition == 0 and BarsSinceExit(1) >= 5) or (MarketPosition == 1 and BarsSinceEntry >= 5) Then sell("도2"); } if MarketPosition == 1 Then{ if crossup(dis,100.15) Then ExitLong(); if RSIV >= 70 and (CrossDown(MACDV,MACDS) or CrossDown(stok,stod)) Then ExitLong(); } if MarketPosition == -1 Then{ if CrossDown(dis,99.85) Then ExitShort(); if RSIV <= 70 and (CrossUp(MACDV,MACDS) or CrossUp(stok,stod)) Then ExitShort(); } SetStopLoss(PriceScale*30,PointStop); 즐거운 하루되세요 > 매의눈 님이 쓴 글입니다. > 제목 : 추가 질문입니다 > 안녕하세요 50270번 추가 질문입니다. 1. input 3번째줄 스토캐스틱 3-3-3에서 sto3(0)이 맞는지요? 2.5,15,40 이평선 정배열과 역배열시 같은값도 포함해주세요 ( 5 >= 15>= 40 ) 3. 이평선 배열이 40 >= 5 >= 15 일때 수식 4. 정리신호를 <매수시> - 이격도(40) 100.15터치시 - RSI(기준선70) 위 + MACD 나 스토캐스틱 둘중 하나가 데드크로스될때 이 두 신호중 먼저 나오는 신호에 정리 < 매도시 > - 이격도(40) 99.85터치시 - RSI(기준선30) 아래 + MACD 나 스토캐스틱 둘중 하나가 골드크로스될때 이 두 신호중 먼저 나오는 신호에 정리 5. 추가진입은 진입후 봉5개 이후 조건충족시 가능토록 감사합니다.