안녕하세요 예스스탁입니다. 시간을 0시00분00초에서 23시59분59초 사이로 지정하셔야 합니다. 밤12시가 0시입니다. 1. input:p(192),stoch_k(14),stoch_d(5),stoch_s(3),mv(5),kstd(1.618), 시작시간(180000),끝시간(0),수익틱수(20); var:j(1),sum(0),ip(0),n(0),f(0),qq(0),mm(0),tt(0),ii(0),jj(0), kk(0),ll(0),nn(0),mi(0),kstd_internal(0.8); var:sq(0),stdv(0),StoK(0),StoD(0); var : Tcond(false),Xcond(false); array:ai[10,10](0),b[10](0),x[10](0),sx[20](0); array:fx[500](0),sqh[500](0),sql[500](0),stdh[500](0),stdl[500](0); //-------------------stochastic------------------- value1 = lowest(L,stoch_k); value2 = highest(H,stoch_k); value3 = (Close - value1) / (value2 - value1) * 100; StoK = ma(value3, stoch_d); StoD = ma(StoK,stoch_s); //-------------------sx--------------------------- sx[1] = p + 1; nn = mv + 1; //5 + 1 = 6 for mi = 1 to nn * 2 - 2 begin //1 ~ 10 sum = 0; for n = j to j + p begin //1 ~ 193 sum = sum + pow(n,mi); end sx[mi + 1] = sum; end //-------------------syx-------------------------- for mi = 1 to nn begin //1 ~ 6 sum = 0; for n = j to j + p begin //1 ~ 193 if mi == 1 then sum = sum + StoK[n]; else sum = sum + StoK[n] * pow(n,mi - 1); end b[mi] = sum; end //===================Matrix======================= for jj = 1 to nn begin //1 ~ 6 for ii = 1 to nn begin //1 ~ 6 kk = ii + jj - 1; //1 ~ 11 ai[ii,jj] = sx[kk]; end end //===================Gauss======================== for kk = 1 to nn - 1 begin //1 ~ 5 ll = 0; mm = 0; for ii = kk to nn begin if abs(ai[ii,kk]) > mm then begin mm = abs(ai[ii,kk]); ll = ii; end end if ll == 0 then kk = 10; else if ll <> kk then begin for jj = 1 to nn begin //1 ~ 6 tt = ai[kk,jj]; ai[kk,jj] = ai[ll,jj]; ai[ll,jj] = tt; end tt = b[kk]; b[kk] = b[ll]; b[ll] = tt; end for ii = kk + 1 to nn begin qq = ai[ii,kk] / ai[kk,kk]; for jj = 1 to nn begin if jj == kk then begin ai[ii,jj] = 0; end else begin ai[ii,jj] = ai[ii,jj] - qq * ai[kk,jj]; end end b[ii] = b[ii] - qq * b[kk]; end end x[nn] = b[nn] / ai[nn,nn]; for ii = nn - 1 downto 1 begin tt =0; for jj = 1 to nn - ii begin tt = tt + ai[ii,ii + jj] * x[ii + jj]; x[ii] = (1 / ai[ii,ii]) * (b[ii] - tt); end end //================================================ for n = j to j + p begin sum = 0; for kk = 1 to mv begin sum = sum + x[kk + 1] * Pow(n,kk); end fx[n] = x[1] + sum; end //-------------------Std-------------------------- sq = 0; for n = j to j + p begin sq = sq + pow(StoK[n] - fx[n],2); end sq = SqRt(sq / (p + 1)) * kstd; stdv = STD(StoK,p)[j] * kstd_internal; for n = j to j + p begin sqh[n] = fx[n] + sq; sql[n] = fx[n] - sq; stdh[n] = fx[n] + stdv; stdl[n] = fx[n] - stdv; end if (시작시간 > 0 and (stime == 시작시간 or (stime > 시작시간 and stime[1] < 시작시간))) or (시작시간 == 0 and sdate != sdate[1]) Then{ Tcond = true; Xcond = false; } if (끝시간 > 0 and (stime == 끝시간 or (stime > 끝시간 and stime[1] < 끝시간))) or (끝시간== 0 and sdate != sdate[1]) Then Tcond = false; if TotalTrades > TotalTrades[1] and (IsExitName("매수익절",1) or IsExitName("매도익절",1)) Then Xcond = true; if Tcond == true and Xcond == false then{ if (crossup(stok,stdl[1]) and stod > stdl[1]) or (CrossUp(stod,stdl[1]) and stok > stdl[1]) Then buy(); if (CrossDown(stok,sqh[1]) and stod < sqh[1]) or (CrossDown(stod,sqh[1]) and stok < sqh[1]) Then ExitLong(); if (CrossDown(stok,stdh[1]) and stod < stdh[1]) or (CrossDown(stod,stdh[1]) and stok < stdh[1]) Then sell(); if (crossup(stok,sql[1]) and stod > sql[1]) or (CrossUp(stod,sql[1]) and stok > sql[1]) Then buy(); if MarketPosition == 1 Then ExitLong("매수익절",atlimit,EntryPrice+PriceScale*수익틱수,"",1,1); if MarketPosition == -1 Then ExitShort("매도익절",atlimit,EntryPrice-PriceScale*수익틱수,"",1,1); } 2 input : 기간(20), 시작시간(180000),끝시간(0),수익틱수(20); INPUT: P26(26), PER(1); var : T(0),a1(0),a2(0),V1(0),V2(0),V3(0); var : Tcond(false),Xcond(false); if (시작시간 > 0 and (stime == 시작시간 or (stime > 시작시간 and stime[1] < 시작시간))) or (시작시간 == 0 and sdate != sdate[1]) Then{ Tcond = true; Xcond = false; } if (끝시간 > 0 and (stime == 끝시간 or (stime > 끝시간 and stime[1] < 끝시간))) or (끝시간== 0 and sdate != sdate[1]) Then Tcond = false; var1 = Highest(h,기간); var2 = Lowest(L,기간); var3 = var1-var2; value1 = var1-var3*0.382; value2 = var1-var3*0.500; value3 = var1-var3*0.618; if value2 > value2[1] Then T = 1; if value2 < value2[1] Then T = -1; if T == 1 then{ a1 = value1; a2 = value2; } else{ a1 = value3; a2 = value2; } V1=(Highest(H,P26)+LOWEST(L,P26))/2; V2=V1*(1+PER/100); V3=V1*(1-PER/100); if TotalTrades > TotalTrades[1] and (IsExitName("매수익절",1) or IsExitName("매도익절",1)) Then Xcond = true; if Tcond == true and Xcond == false then{ if crossup(a1,v1) Then buy("매수",OnClose,def,2); if CrossDown(a1,v1) Then sell("매도",OnClose,def,2); if MarketPosition == 1 Then{ ExitLong("매수10틱청",atlimit,EntryPrice+PriceScale*수익틱수,"",1,1); } if MarketPosition == -1 Then{ ExitShort("매도10틱청",atlimit,EntryPrice-PriceScale*수익틱수,"",1,1); } } 즐거운 하루되세요 > 곽민수 님이 쓴 글입니다. > 제목 : 문의드립니다. > 1. input:p(192),stoch_k(14),stoch_d(5),stoch_s(3),mv(5),kstd(1.618); var:j(1),sum(0),ip(0),n(0),f(0),qq(0),mm(0),tt(0),ii(0),jj(0), kk(0),ll(0),nn(0),mi(0),kstd_internal(0.8); var:sq(0),stdv(0),StoK(0),StoD(0); array:ai[10,10](0),b[10](0),x[10](0),sx[20](0); array:fx[500](0),sqh[500](0),sql[500](0),stdh[500](0),stdl[500](0); //-------------------stochastic------------------- value1 = lowest(L,stoch_k); value2 = highest(H,stoch_k); value3 = (Close - value1) / (value2 - value1) * 100; StoK = ma(value3, stoch_d); StoD = ma(StoK,stoch_s); //-------------------sx--------------------------- sx[1] = p + 1; nn = mv + 1; //5 + 1 = 6 for mi = 1 to nn * 2 - 2 begin //1 ~ 10 sum = 0; for n = j to j + p begin //1 ~ 193 sum = sum + pow(n,mi); end sx[mi + 1] = sum; end //-------------------syx-------------------------- for mi = 1 to nn begin //1 ~ 6 sum = 0; for n = j to j + p begin //1 ~ 193 if mi == 1 then sum = sum + StoK[n]; else sum = sum + StoK[n] * pow(n,mi - 1); end b[mi] = sum; end //===================Matrix======================= for jj = 1 to nn begin //1 ~ 6 for ii = 1 to nn begin //1 ~ 6 kk = ii + jj - 1; //1 ~ 11 ai[ii,jj] = sx[kk]; end end //===================Gauss======================== for kk = 1 to nn - 1 begin //1 ~ 5 ll = 0; mm = 0; for ii = kk to nn begin if abs(ai[ii,kk]) > mm then begin mm = abs(ai[ii,kk]); ll = ii; end end if ll == 0 then kk = 10; else if ll <> kk then begin for jj = 1 to nn begin //1 ~ 6 tt = ai[kk,jj]; ai[kk,jj] = ai[ll,jj]; ai[ll,jj] = tt; end tt = b[kk]; b[kk] = b[ll]; b[ll] = tt; end for ii = kk + 1 to nn begin qq = ai[ii,kk] / ai[kk,kk]; for jj = 1 to nn begin if jj == kk then begin ai[ii,jj] = 0; end else begin ai[ii,jj] = ai[ii,jj] - qq * ai[kk,jj]; end end b[ii] = b[ii] - qq * b[kk]; end end x[nn] = b[nn] / ai[nn,nn]; for ii = nn - 1 downto 1 begin tt =0; for jj = 1 to nn - ii begin tt = tt + ai[ii,ii + jj] * x[ii + jj]; x[ii] = (1 / ai[ii,ii]) * (b[ii] - tt); end end //================================================ for n = j to j + p begin sum = 0; for kk = 1 to mv begin sum = sum + x[kk + 1] * Pow(n,kk); end fx[n] = x[1] + sum; end //-------------------Std-------------------------- sq = 0; for n = j to j + p begin sq = sq + pow(StoK[n] - fx[n],2); end sq = SqRt(sq / (p + 1)) * kstd; stdv = STD(StoK,p)[j] * kstd_internal; for n = j to j + p begin sqh[n] = fx[n] + sq; sql[n] = fx[n] - sq; stdh[n] = fx[n] + stdv; stdl[n] = fx[n] - stdv; end #3 if (crossup(stok,stdl[1]) and stod > stdl[1]) or (CrossUp(stod,stdl[1]) and stok > stdl[1]) Then buy(); if (CrossDown(stok,sqh[1]) and stod < sqh[1]) or (CrossDown(stod,sqh[1]) and stok < sqh[1]) Then ExitLong(); if (CrossDown(stok,stdh[1]) and stod < stdh[1]) or (CrossDown(stod,stdh[1]) and stok < stdh[1]) Then sell(); if (crossup(stok,sql[1]) and stod > sql[1]) or (CrossUp(stod,sql[1]) and stok > sql[1]) Then buy(); 2. input : 기간(20); INPUT: P26(26), PER(1); var : T(0),a1(0),a2(0),V1(0),V2(0),V3(0); var1 = Highest(h,기간); var2 = Lowest(L,기간); var3 = var1-var2; value1 = var1-var3*0.382; value2 = var1-var3*0.500; value3 = var1-var3*0.618; if value2 > value2[1] Then T = 1; if value2 < value2[1] Then T = -1; if T == 1 then{ a1 = value1; a2 = value2; } else{ a1 = value3; a2 = value2; } V1=(Highest(H,P26)+LOWEST(L,P26))/2; V2=V1*(1+PER/100); V3=V1*(1-PER/100); if crossup(a1,v1) Then buy("매수",OnClose,def,2); if CrossDown(a1,v1) Then sell("매도",OnClose,def,2); if MarketPosition == 1 Then{ ExitLong("매수10틱청",atlimit,EntryPrice+PriceScale*10,"",1,1); } if MarketPosition == -1 Then{ ExitShort("매도10틱청",atlimit,EntryPrice-PriceScale*10,"",1,1); } 위 2가지 수식에 추가를 좀부탁드리는 수식입니다 1.거래시간(예: 저녁 6시부터 밤 12시 까지만 그외 시간에는 신호발생금지) 시간 수정 가능하게 부탁드립니다 2.수익설정(예: 크루드오일 경우 0.01=1틱 수익 수정=설정 가능하게) 수익설정(예: 20틱 을 수익으로 설정할경우 더이상 신호발생 금지) 감사합니다