• 커뮤니티
  • 질의응답
  • 예스랭귀지 Q&A

커뮤니티

수식 문의

프로필 이미지
에구머니
2017-04-25 22:51:53
191
글번호 109124
답변완료
안녕하세요? 서로 비슷한 시스템 2개의 수식을 부탁드립니다. 감사합니다.
시스템
답변 1
프로필 이미지

예스스탁 예스스탁 답변

2017-04-25 16:00:32

안녕하세요 예스스탁입니다. 1. input : ATRP(10),Left(3),right(3); Input: n1(1), n2(2), n3(3); var : T(0),매수조건(false), 매도조건(false); var : ATRV(0),HH(0),LL(0),SHV(0),SHI(0),SLV(0),SLi(0); ATRV = ATR(ATRP); if 매수조건 Then{ T = 1; if MarketPosition == -1 Then ExitShort(); } if 매도조건 Then{ T = -1; if MarketPosition == 1 Then exitlong(); } if SwingHigh(1,h,Left,right,Left+right+1) != -1 Then{ SHV = H[3]; SHI = 0; } if SwingLow(1,l,Left,right,Left+right+1) != -1 Then{ SLV = L[3]; SLI = 0; } SHI = SHI+1; SLI = SLI+1; if T == 1 and T != T[1] Then HH = H; if T == -1 and T != T[1] Then LL = L; if T == 1 Then{ if H > HH Then HH = H; if MarketPosition == 0 and C < HH-ATRv*2 Then buy("b11",OnClose,def,n1); #if MarketPosition == 0 then # buy("b11",AtLimit,HH-ATRv*2,n1); if MarketPosition == 0 and countif(T != T[1],BarsSinceExit(1)) < 1 and BarsSinceExit(1) > SHI and C < SHV-ATRv*2 Then buy("b12",OnClose,def,n1); #if MarketPosition == 0 and # countif(T != T[1],BarsSinceExit(1)) < 1 and # BarsSinceExit(1) > SHI Then # buy("b12",AtLimit,SHV-ATRv*2,n1); if MarketPosition == 1 Then{ exitlong("bp",AtLimit,AvgEntryPrice+atrv*4); if MaxEntries == 1 and C <= LatestEntryPrice(0)-atrv*3 Then buy("b2",OnClose,def,n2); #if MaxEntries == 1 Then # buy("b2",atlimit,LatestEntryPrice(0)-atrv*3,n2); if MaxEntries == 2 and C <= LatestEntryPrice(0)-atrv*3 Then buy("b3",OnClose,def,n3); #if MaxEntries == 2 Then # buy("b3",atlimit,LatestEntryPrice(0)-atrv*3,n3); if MaxEntries == 2 Then ExitLong("bl",AtStop,LatestEntryPrice(0)-atrv*5); } } if T == -1 Then{ if L < LL Then LL = L; if MarketPosition == 0 and C > LL+ATRv*2 Then sell("s11",OnClose,def,n1); #if MarketPosition == 0 Then # sell("s11",AtLimit,LL+ATRv*2,n1); if MarketPosition == 0 and countif(T != T[1],BarsSinceExit(1)) < 1 and BarsSinceExit(1) > SLI and C > SLV+ATRv*2 Then sell("s12",OnClose,def,n1); #if MarketPosition == 0 and # countif(T != T[1],BarsSinceExit(1)) < 1 and # BarsSinceExit(1) > SLI Then # sell("s12",AtLimit,SLV+ATRv*2,n1); if MarketPosition == -1 Then{ ExitShort("sp",AtLimit,AvgEntryPrice-atrv*4); if MaxEntries == 1 and C >= LatestEntryPrice(0)+atrv*3 Then sell("s2",OnClose,def,n2); #if MaxEntries == 1 Then # sell("s2",atlimit,LatestEntryPrice(0)+atrv*3,n2); if MaxEntries == 2 and C >= LatestEntryPrice(0)+atrv*3 Then sell("s3",OnClose,def,n3); #if MaxEntries == 2 Then{ # sell("s3",atlimit,LatestEntryPrice(0)+atrv*3,n3); if MaxEntries == 2 Then{ ExitShort("sl",AtStop,LatestEntryPrice(0)+atrv*5); } } } 2 input : ATRP(10),Left(3),right(3),factor(2); Input: n1(1), n2(2), n3(3); var : T(0),매수조건(false), 매도조건(false); var : ATRV(0),HH(0),LL(0),SHV(0),SHI(0),SLV(0),SLi(0); ATRV = ATR(ATRP); if 매수조건 Then{ T = 1; if MarketPosition == -1 Then buy("b",OnClose,def,CurrentContracts*2); } if 매도조건 Then{ T = -1; if MarketPosition == 1 Then sell("s",OnClose,def,CurrentContracts*2); } if SwingHigh(1,h,Left,right,Left+right+1) != -1 Then{ SHV = H[3]; SHI = 0; } if SwingLow(1,l,Left,right,Left+right+1) != -1 Then{ SLV = L[3]; SLI = 0; } SHI = SHI+1; SLI = SLI+1; if T == 1 and T != T[1] Then HH = H; if T == -1 and T != T[1] Then LL = L; if T == 1 Then{ if H > HH Then HH = H; if MarketPosition == 0 and C < HH-ATRv*2 Then buy("b11",OnClose,def,n1); #if MarketPosition == 0 then # buy("b11",AtLimit,HH-ATRv*2,n1); if MarketPosition == 0 and countif(T != T[1],BarsSinceExit(1)) < 1 and BarsSinceExit(1) > SHI and C < SHV-ATRv*2 Then buy("b12",OnClose,def,n1); #if MarketPosition == 0 and # countif(T != T[1],BarsSinceExit(1)) < 1 and # BarsSinceExit(1) > SHI Then # buy("b12",AtLimit,SHV-ATRv*2,n1); if MarketPosition == 1 Then{ exitlong("bp",AtLimit,AvgEntryPrice+atrv*4); if C <= LatestEntryPrice(0)-atrv*3 Then buy("b2",OnClose,def,CurrentContracts*factor); # buy("b2",atlimit,LatestEntryPrice(0)-atrv*3,CurrentContracts*factor); } } if T == -1 Then{ if L < LL Then LL = L; if MarketPosition == 0 and C > LL+ATRv*2 Then sell("s11",OnClose,def,n1); #if MarketPosition == 0 Then # sell("s11",AtLimit,LL+ATRv*2,n1); if MarketPosition == 0 and countif(T != T[1],BarsSinceExit(1)) < 1 and BarsSinceExit(1) > SLI and C > SLV+ATRv*2 Then sell("s12",OnClose,def,n1); #if MarketPosition == 0 and # countif(T != T[1],BarsSinceExit(1)) < 1 and # BarsSinceExit(1) > SLI Then # sell("s12",AtLimit,SLV+ATRv*2,n1); if MarketPosition == -1 Then{ ExitShort("sp",AtLimit,AvgEntryPrice-atrv*4); if C >= LatestEntryPrice(0)+atrv*3 Then sell("s2",OnClose,def,CurrentContracts*factor); # sell("s2",atlimit,LatestEntryPrice(0)+atrv*3,CurrentContracts*factor); } } 즐거운 하루되세요 > 에구머니 님이 쓴 글입니다. > 제목 : 수식 문의 > 안녕하세요? 서로 비슷한 시스템 2개의 수식을 부탁드립니다. 감사합니다.
등록