커뮤니티
지표식 문의드립니다.
2017-04-15 15:52:46
226
글번호 108851
아래의 시스템식을 차트에서 볼 수 있도록
매수라인
매도라인
매수추적스탑라인
매도추적스탑라인
을 작성하여 주시기 바라겠습니다.
1. 시스템식 1
Input : DayMult(0.25), Mult(5.5), tt(1), N(12); //m tt 변수 사용
var : cnt(0),sum(0),mav(0),sum1(0),mav1(0);
Var1 = (DayHigh(1)-DayLow(1)) * DayMult;
sum = 0;
sum1 = 0;
for cnt = 0 to N-1{
sum = sum + DayClose(cnt);
sum1 = sum1 + DayClose(cnt+1);
}
mav = sum/N;
mav1 = sum1/N;
# 진입
If EntriesToday(date) < tt and stime < 120000 Then {
if mav >mav1 and Bids > asks then
Buy("B2", AtStop, DayOpen+Var1);
if mav <mav1 and Bids < asks Then
Sell("S2", AtStop, DayOpen-Var1);
}
# 청산
Var3 = Highest(H, BarsSinceEntry+1)-ATR(15)*Mult;
Var4 = Lowest(L, BarsSinceEntry+1)+ATR(15)*Mult;
ExitLong("EL1", AtStop, Var3);
ExitShort("ES1", AtStop, Var4);
SetStopLoss(1, PercentStop);
SetStopEndofday(1450);
2. 시스템식 2
Input : Period(14), ADXRange(45), SV(0.2), tt(1), AtrMult(3);
Var : PDI(0), MDI(0), ADXV(0), HADX(0), FixADX(0), PosHigh(0), PosLow(0);
PDI = Diplus(Period);
MDI = DIMinus(Period);
ADXV = ADX(Period);
HADX = Highest(ADXV, DayIndex+1);
# 진입
If Date <> Date[1] Then FixADX = HADX[1];
If FixADX < ADXRange and ADXV > ADXV[2] and stime<120000 Then {
If PDI > MDI and C > DayOpen + SV and EntriesToday(Date)<tt and Bids > asks Then Buy();
If PDI < MDI and C < DayOpen - SV and EntriesToday(Date)<tt and Bids < Asks Then Sell();
}
# 청산
PosHigh = Highest(H, BarsSinceEntry+1);
PosLow = Lowest(L, BarsSinceEntry+1);
If MarketPosition <> 0 Then {
ExitLong("EL_추적ATR", AtStop, PosHigh-ATR(20) * AtrMult);
ExitShort("ES_추적ATR", AtStop, PosLow+ATR(20) * AtrMult);
}
SetStopLoss(1.5);
SetStopEndofday(1440);
감사합니다.
답변 1
예스스탁 예스스탁 답변
2017-04-18 11:33:27
안녕하세요
예스스탁입니다.
시스템식에서 추세선함수로 선이 출력되게 처리해 드립니다.
1.
Input : DayMult(0.25), Mult(5.5), tt(1), N(12); //m tt 변수 사용
var : cnt(0),sum(0),mav(0),sum1(0),mav1(0),TL1(0),TL2(0),TL3(0),TL4(0);
Var1 = (DayHigh(1)-DayLow(1)) * DayMult;
sum = 0;
sum1 = 0;
for cnt = 0 to N-1{
sum = sum + DayClose(cnt);
sum1 = sum1 + DayClose(cnt+1);
}
mav = sum/N;
mav1 = sum1/N;
# 진입
If EntriesToday(date) < tt and stime < 120000 Then {
if mav >mav1 and Bids > asks then
Buy("B2", AtStop, DayOpen+Var1);
if mav <mav1 and Bids < asks Then
Sell("S2", AtStop, DayOpen-Var1);
}
# 청산
Var3 = Highest(H, BarsSinceEntry+1)-ATR(15)*Mult;
Var4 = Lowest(L, BarsSinceEntry+1)+ATR(15)*Mult;
ExitLong("EL1", AtStop, Var3);
ExitShort("ES1", AtStop, Var4);
SetStopLoss(1, PercentStop);
SetStopEndofday(1450);
if Bdate != Bdate[1] Then{
TL1 = TL_New(sdate[1],stime[1],dayopen+var1,sdate,stime,dayopen+var1);
TL2 = TL_New(sdate[1],stime[1],dayopen-var1,sdate,stime,dayopen-var1);
TL_SetColor(TL1,RED);
TL_SetColor(TL2,blue);
}
Else{
TL_SetEnd(TL1,sdate,stime,dayopen+var1);
TL_SetEnd(TL2,sdate,stime,dayopen-var1);
}
if MarketPosition == 1 Then{
if MarketPosition != MarketPosition[1] Then
TL3 = TL_New(sdate[BarsSinceEntry+1],stime[BarsSinceEntry+1],var3,sdate,stime,var3);
Else{
TL_SetBegin(TL3,sdate[BarsSinceEntry+1],stime[BarsSinceEntry+1],var3);
TL_SetEnd(TL3,sdate,stime,var3);
}
TL_SetColor(TL3,GREEN);
}
if MarketPosition == -1 Then{
if MarketPosition != MarketPosition[1] Then
TL4 = TL_New(sdate[BarsSinceEntry+1],stime[BarsSinceEntry+1],var4,sdate,stime,var4);
Else{
TL_SetBegin(TL4,sdate[BarsSinceEntry+1],stime[BarsSinceEntry+1],var4);
TL_SetEnd(TL4,sdate,stime,var4);
}
TL_SetColor(TL4,GREEN);
}
2
Input : Period(14), ADXRange(45), SV(0.2), tt(1), AtrMult(3);
Var : PDI(0), MDI(0), ADXV(0), HADX(0), FixADX(0), PosHigh(0), PosLow(0);
var : TL1(0),TL2(0),TL3(0),TL4(0);
PDI = Diplus(Period);
MDI = DIMinus(Period);
ADXV = ADX(Period);
HADX = Highest(ADXV, DayIndex+1);
# 진입
If Date <> Date[1] Then FixADX = HADX[1];
If FixADX < ADXRange and ADXV > ADXV[2] and stime<120000 Then {
If PDI > MDI and C > DayOpen + SV and EntriesToday(Date)<tt and Bids > asks Then Buy();
If PDI < MDI and C < DayOpen - SV and EntriesToday(Date)<tt and Bids < Asks Then Sell();
}
# 청산
PosHigh = Highest(H, BarsSinceEntry+1);
PosLow = Lowest(L, BarsSinceEntry+1);
If MarketPosition <> 0 Then {
ExitLong("EL_추적ATR", AtStop, PosHigh-ATR(20) * AtrMult);
ExitShort("ES_추적ATR", AtStop, PosLow+ATR(20) * AtrMult);
}
SetStopLoss(1.5);
SetStopEndofday(1440);
if Bdate != Bdate[1] Then{
TL1 = TL_New(sdate[1],stime[1],DayOpen + SV ,sdate,stime,DayOpen + SV );
TL2 = TL_New(sdate[1],stime[1],DayOpen - SV,sdate,stime,DayOpen - SV);
TL_SetColor(TL1,RED);
TL_SetColor(TL2,blue);
}
Else{
TL_SetEnd(TL1,sdate,stime,dayopen+SV);
TL_SetEnd(TL2,sdate,stime,dayopen-SV);
}
if MarketPosition == 1 Then{
if MarketPosition != MarketPosition[1] Then
TL3 = TL_New(sdate[BarsSinceEntry+1],stime[BarsSinceEntry+1],PosHigh-ATR(20) * AtrMult,sdate,stime,PosHigh-ATR(20) * AtrMult);
Else{
TL_SetBegin(TL3,sdate[BarsSinceEntry+1],stime[BarsSinceEntry+1],PosHigh-ATR(20) * AtrMult);
TL_SetEnd(TL3,sdate,stime,PosHigh-ATR(20) * AtrMult);
}
TL_SetColor(TL3,GREEN);
}
if MarketPosition == -1 Then{
if MarketPosition != MarketPosition[1] Then
TL4 = TL_New(sdate[BarsSinceEntry+1],stime[BarsSinceEntry+1],PosLow+ATR(20) * AtrMult,sdate,stime,PosLow+ATR(20) * AtrMult);
Else{
TL_SetBegin(TL4,sdate[BarsSinceEntry+1],stime[BarsSinceEntry+1],PosLow+ATR(20) * AtrMult);
TL_SetEnd(TL4,sdate,stime,PosLow+ATR(20) * AtrMult);
}
TL_SetColor(TL4,GREEN);
}
즐거운 하루되세요
> 버핏 님이 쓴 글입니다.
> 제목 : 지표식 문의드립니다.
> 아래의 시스템식을 차트에서 볼 수 있도록
매수라인
매도라인
매수추적스탑라인
매도추적스탑라인
을 작성하여 주시기 바라겠습니다.
1. 시스템식 1
Input : DayMult(0.25), Mult(5.5), tt(1), N(12); //m tt 변수 사용
var : cnt(0),sum(0),mav(0),sum1(0),mav1(0);
Var1 = (DayHigh(1)-DayLow(1)) * DayMult;
sum = 0;
sum1 = 0;
for cnt = 0 to N-1{
sum = sum + DayClose(cnt);
sum1 = sum1 + DayClose(cnt+1);
}
mav = sum/N;
mav1 = sum1/N;
# 진입
If EntriesToday(date) < tt and stime < 120000 Then {
if mav >mav1 and Bids > asks then
Buy("B2", AtStop, DayOpen+Var1);
if mav <mav1 and Bids < asks Then
Sell("S2", AtStop, DayOpen-Var1);
}
# 청산
Var3 = Highest(H, BarsSinceEntry+1)-ATR(15)*Mult;
Var4 = Lowest(L, BarsSinceEntry+1)+ATR(15)*Mult;
ExitLong("EL1", AtStop, Var3);
ExitShort("ES1", AtStop, Var4);
SetStopLoss(1, PercentStop);
SetStopEndofday(1450);
2. 시스템식 2
Input : Period(14), ADXRange(45), SV(0.2), tt(1), AtrMult(3);
Var : PDI(0), MDI(0), ADXV(0), HADX(0), FixADX(0), PosHigh(0), PosLow(0);
PDI = Diplus(Period);
MDI = DIMinus(Period);
ADXV = ADX(Period);
HADX = Highest(ADXV, DayIndex+1);
# 진입
If Date <> Date[1] Then FixADX = HADX[1];
If FixADX < ADXRange and ADXV > ADXV[2] and stime<120000 Then {
If PDI > MDI and C > DayOpen + SV and EntriesToday(Date)<tt and Bids > asks Then Buy();
If PDI < MDI and C < DayOpen - SV and EntriesToday(Date)<tt and Bids < Asks Then Sell();
}
# 청산
PosHigh = Highest(H, BarsSinceEntry+1);
PosLow = Lowest(L, BarsSinceEntry+1);
If MarketPosition <> 0 Then {
ExitLong("EL_추적ATR", AtStop, PosHigh-ATR(20) * AtrMult);
ExitShort("ES_추적ATR", AtStop, PosLow+ATR(20) * AtrMult);
}
SetStopLoss(1.5);
SetStopEndofday(1440);
감사합니다.
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