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예스수식으로 변환이 안되어 문의드립니다.
2017-11-06 07:40:28
301
글번호 113898
EL식으로 새로작성 택하여 아래의 EL식을 넣으면 문제가 몇개 나옵니다.
제가 EL식과 예스 수식을 잘 이해하지 못해서 그런 것을 수도 있고
예스에서 지원되는 EL모드의 범위를 잘 몰라서 그런 것일 수도 있는데 도움 부탁드립니다.
EL(EasyLanguage)의 함수에 대한 YesLang 변환표라도 있으면 좋겠습니다.^^
함수 변환표라도 있으면 이메일로 받고 싶습니다.
Inputs: Price(Close), LRLen(20), AvgLen(15), MomLen(10), Pcnt(.5);
Vars: XLinReg(0), Mom(0), SetBarH(0), SetBarL(0), SetBarS(0), CountL(0), CountS(0);
{Assignment of Exponential Linear Regression and Momentum}
XLinReg = XAverage(LinearRegValue(Price, LRLen, 0), AvgLen);
Mom = Momentum(Price, MomLen);
{Accumulates to count the bars after the SetUps below}
CountL = CountL + 1;
CountS = CountS + 1;
{Assignment of System Entry/Exit criteria}
Condition1 = XLinReg > XLinReg[1];
Condition2 = Mom < 0 AND Mom > Mom[1];
Condition3 = XLinReg < XLinReg[1];
Condition4 = Mom > 0 AND Mom < Mom[1];
{Check criteria and generate Buy order if criteria have been met within 4 bars}
IF Condition1 AND Condition2 Then Begin
IF CountL = 1 OR CountL > 4 Then Begin
SetBarL = High;
CountL = 1;
End;
IF CountL <= 4 Then Begin
value1 = Pcnt * (SetBarL - XLinReg);
Buy ("Long") Next Bar at SetBarL + value1 Stop;
End;
End;
{Check criteria and generate Sell order if criteria have been met within 4 bars}
IF Condition3 AND Condition4 Then Begin
IF CountS = 1 OR CountS > 4 Then Begin
SetBarS = Low;
CountS = 1;
End;
IF CountS <= 4 Then Begin
value1 = Pcnt * (SetBarS - XLinReg);
Sell ("Short") Next Bar at SetBarS - value1 Stop;
End;
End;
{Initial Stops}
ExitLong ("X")Next Bar from entry ("Long") AT$ Low - (Pcnt * AvgTrueRange(10)) Stop;
ExitShort ("Y")Next Bar from entry ("Short") AT$ High + (Pcnt * AvgTrueRange(10)) Stop;
{Trailing Stops}
IF Condition3 AND Low < Lowest(Low, 4)[1] Then
ExitLong Next Bar at Market;
IF Condition1 AND High > Highest(High, 4)[1] Then
ExitShort Next Bar at Market;
답변 2
예스스탁 예스스탁 답변
2017-11-06 13:25:50
안녕하세요
예스스탁입니다.
EasyLanguage에 대한 변환표는 따로 준비된 부분이 없습니다.
EL모드는 아주 간단한 EL수식 외에는 EL식 자체를 그대로 사용할수 없어
EL모드로 변환해서는 사용할수 없고 YL로 변환해 사용해야 합니다.
예스랭귀지 문법으로 변경해 드립니다.
Inputs: LRLen(20), AvgLen(15), MomLen(10), Pcnt(.5);
Vars: XLinReg(0), Mom(0), SetBarH(0), SetBarL(0), SetBarS(0), CountL(0), CountS(0);
#{Assignment of Exponential Linear Regression and Momentum}
XLinReg = ema(LRL(c, LRLen), AvgLen);
Mom = Momentum(MomLen);
#{Accumulates to count the bars after the SetUps below}
CountL = CountL + 1;
CountS = CountS + 1;
# {Assignment of System Entry/Exit criteria}
Condition1 = XLinReg > XLinReg[1];
Condition2 = Mom < 0 AND Mom > Mom[1];
Condition3 = XLinReg < XLinReg[1];
Condition4 = Mom > 0 AND Mom < Mom[1];
#{Check criteria and generate Buy order if criteria have been met within 4 bars}
IF Condition1 AND Condition2 Then Begin
IF CountL == 1 OR CountL > 4 Then Begin
SetBarL = High;
CountL = 1;
End;
IF CountL <= 4 Then Begin
value1 = Pcnt * (SetBarL - XLinReg);
Buy("Long",AtStop,SetBarL + value1);
End;
End;
#{Check criteria and generate Sell order if criteria have been met within 4 bars}
IF Condition3 AND Condition4 Then Begin
IF CountS == 1 OR CountS > 4 Then Begin
SetBarS = Low;
CountS = 1;
End;
IF CountS <= 4 Then Begin
value1 = Pcnt * (SetBarS - XLinReg);
Sell("Short",AtStop,SetBarS - value1);
End;
End;
# {Initial Stops}
ExitLong("X",AtStop,Low - (Pcnt * atr(10)),"Long");
ExitShort("Y",AtStop,High+(Pcnt * atr(10)),"Short");
#{Trailing Stops}
IF Condition3 AND Low < Lowest(Low, 4)[1] Then
ExitLong("bx",AtMarket);
If Condition1 AND High > Highest(High, 4)[1] Then
ExitShort("sx",AtMarket);
즐거운 하루되세요
> 일프로 님이 쓴 글입니다.
> 제목 : 예스수식으로 변환이 안되어 문의드립니다.
> EL식으로 새로작성 택하여 아래의 EL식을 넣으면 문제가 몇개 나옵니다.
제가 EL식과 예스 수식을 잘 이해하지 못해서 그런 것을 수도 있고
예스에서 지원되는 EL모드의 범위를 잘 몰라서 그런 것일 수도 있는데 도움 부탁드립니다.
EL(EasyLanguage)의 함수에 대한 YesLang 변환표라도 있으면 좋겠습니다.^^
함수 변환표라도 있으면 이메일로 받고 싶습니다.
Inputs: Price(Close), LRLen(20), AvgLen(15), MomLen(10), Pcnt(.5);
Vars: XLinReg(0), Mom(0), SetBarH(0), SetBarL(0), SetBarS(0), CountL(0), CountS(0);
{Assignment of Exponential Linear Regression and Momentum}
XLinReg = XAverage(LinearRegValue(Price, LRLen, 0), AvgLen);
Mom = Momentum(Price, MomLen);
{Accumulates to count the bars after the SetUps below}
CountL = CountL + 1;
CountS = CountS + 1;
{Assignment of System Entry/Exit criteria}
Condition1 = XLinReg > XLinReg[1];
Condition2 = Mom < 0 AND Mom > Mom[1];
Condition3 = XLinReg < XLinReg[1];
Condition4 = Mom > 0 AND Mom < Mom[1];
{Check criteria and generate Buy order if criteria have been met within 4 bars}
IF Condition1 AND Condition2 Then Begin
IF CountL = 1 OR CountL > 4 Then Begin
SetBarL = High;
CountL = 1;
End;
IF CountL <= 4 Then Begin
value1 = Pcnt * (SetBarL - XLinReg);
Buy ("Long") Next Bar at SetBarL + value1 Stop;
End;
End;
{Check criteria and generate Sell order if criteria have been met within 4 bars}
IF Condition3 AND Condition4 Then Begin
IF CountS = 1 OR CountS > 4 Then Begin
SetBarS = Low;
CountS = 1;
End;
IF CountS <= 4 Then Begin
value1 = Pcnt * (SetBarS - XLinReg);
Sell ("Short") Next Bar at SetBarS - value1 Stop;
End;
End;
{Initial Stops}
ExitLong ("X")Next Bar from entry ("Long") AT$ Low - (Pcnt * AvgTrueRange(10)) Stop;
ExitShort ("Y")Next Bar from entry ("Short") AT$ High + (Pcnt * AvgTrueRange(10)) Stop;
{Trailing Stops}
IF Condition3 AND Low < Lowest(Low, 4)[1] Then
ExitLong Next Bar at Market;
IF Condition1 AND High > Highest(High, 4)[1] Then
ExitShort Next Bar at Market;
일프로
2017-11-07 08:53:52
감사합니다.
> 예스스탁 님이 쓴 글입니다.
> 제목 : Re : 예스수식으로 변환이 안되어 문의드립니다.
> 안녕하세요
예스스탁입니다.
EasyLanguage에 대한 변환표는 따로 준비된 부분이 없습니다.
EL모드는 아주 간단한 EL수식 외에는 EL식 자체를 그대로 사용할수 없어
EL모드로 변환해서는 사용할수 없고 YL로 변환해 사용해야 합니다.
예스랭귀지 문법으로 변경해 드립니다.
Inputs: LRLen(20), AvgLen(15), MomLen(10), Pcnt(.5);
Vars: XLinReg(0), Mom(0), SetBarH(0), SetBarL(0), SetBarS(0), CountL(0), CountS(0);
#{Assignment of Exponential Linear Regression and Momentum}
XLinReg = ema(LRL(c, LRLen), AvgLen);
Mom = Momentum(MomLen);
#{Accumulates to count the bars after the SetUps below}
CountL = CountL + 1;
CountS = CountS + 1;
# {Assignment of System Entry/Exit criteria}
Condition1 = XLinReg > XLinReg[1];
Condition2 = Mom < 0 AND Mom > Mom[1];
Condition3 = XLinReg < XLinReg[1];
Condition4 = Mom > 0 AND Mom < Mom[1];
#{Check criteria and generate Buy order if criteria have been met within 4 bars}
IF Condition1 AND Condition2 Then Begin
IF CountL == 1 OR CountL > 4 Then Begin
SetBarL = High;
CountL = 1;
End;
IF CountL <= 4 Then Begin
value1 = Pcnt * (SetBarL - XLinReg);
Buy("Long",AtStop,SetBarL + value1);
End;
End;
#{Check criteria and generate Sell order if criteria have been met within 4 bars}
IF Condition3 AND Condition4 Then Begin
IF CountS == 1 OR CountS > 4 Then Begin
SetBarS = Low;
CountS = 1;
End;
IF CountS <= 4 Then Begin
value1 = Pcnt * (SetBarS - XLinReg);
Sell("Short",AtStop,SetBarS - value1);
End;
End;
# {Initial Stops}
ExitLong("X",AtStop,Low - (Pcnt * atr(10)),"Long");
ExitShort("Y",AtStop,High+(Pcnt * atr(10)),"Short");
#{Trailing Stops}
IF Condition3 AND Low < Lowest(Low, 4)[1] Then
ExitLong("bx",AtMarket);
If Condition1 AND High > Highest(High, 4)[1] Then
ExitShort("sx",AtMarket);
즐거운 하루되세요
> 일프로 님이 쓴 글입니다.
> 제목 : 예스수식으로 변환이 안되어 문의드립니다.
> EL식으로 새로작성 택하여 아래의 EL식을 넣으면 문제가 몇개 나옵니다.
제가 EL식과 예스 수식을 잘 이해하지 못해서 그런 것을 수도 있고
예스에서 지원되는 EL모드의 범위를 잘 몰라서 그런 것일 수도 있는데 도움 부탁드립니다.
EL(EasyLanguage)의 함수에 대한 YesLang 변환표라도 있으면 좋겠습니다.^^
함수 변환표라도 있으면 이메일로 받고 싶습니다.
Inputs: Price(Close), LRLen(20), AvgLen(15), MomLen(10), Pcnt(.5);
Vars: XLinReg(0), Mom(0), SetBarH(0), SetBarL(0), SetBarS(0), CountL(0), CountS(0);
{Assignment of Exponential Linear Regression and Momentum}
XLinReg = XAverage(LinearRegValue(Price, LRLen, 0), AvgLen);
Mom = Momentum(Price, MomLen);
{Accumulates to count the bars after the SetUps below}
CountL = CountL + 1;
CountS = CountS + 1;
{Assignment of System Entry/Exit criteria}
Condition1 = XLinReg > XLinReg[1];
Condition2 = Mom < 0 AND Mom > Mom[1];
Condition3 = XLinReg < XLinReg[1];
Condition4 = Mom > 0 AND Mom < Mom[1];
{Check criteria and generate Buy order if criteria have been met within 4 bars}
IF Condition1 AND Condition2 Then Begin
IF CountL = 1 OR CountL > 4 Then Begin
SetBarL = High;
CountL = 1;
End;
IF CountL <= 4 Then Begin
value1 = Pcnt * (SetBarL - XLinReg);
Buy ("Long") Next Bar at SetBarL + value1 Stop;
End;
End;
{Check criteria and generate Sell order if criteria have been met within 4 bars}
IF Condition3 AND Condition4 Then Begin
IF CountS = 1 OR CountS > 4 Then Begin
SetBarS = Low;
CountS = 1;
End;
IF CountS <= 4 Then Begin
value1 = Pcnt * (SetBarS - XLinReg);
Sell ("Short") Next Bar at SetBarS - value1 Stop;
End;
End;
{Initial Stops}
ExitLong ("X")Next Bar from entry ("Long") AT$ Low - (Pcnt * AvgTrueRange(10)) Stop;
ExitShort ("Y")Next Bar from entry ("Short") AT$ High + (Pcnt * AvgTrueRange(10)) Stop;
{Trailing Stops}
IF Condition3 AND Low < Lowest(Low, 4)[1] Then
ExitLong Next Bar at Market;
IF Condition1 AND High > Highest(High, 4)[1] Then
ExitShort Next Bar at Market;
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