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이주엽
2018-01-19 20:05:20
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글번호 115935
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아래수식을 이전 다른수식처럼 ETF에서 사용하고자 합니다. kodex와 kodex인버스로 나누어 걸을수 있도록 교정부탁드립니다. 감사합니다. Inputs: Length(10), ATRs(1.5), Pval(0.05); Variables: KUpper(0), BuySetup(False), BuyBase(0); Variables: KLower(0), SellSetup(False), SellBase(0); KUpper = KeltnerChannel(Close, Length, ATRs); KLower = KeltnerChannel(Close, Length, -ATRs); Condition1 = Crossup(Close, KUpper); Condition2 = CrossDown(Close, KLower); If MarketPosition() == 1 OR Close < MA(close, Length) Then BuySetup = False; Else If Condition1 Then Begin BuySetup = True; BuyBase = High; End; If MarketPosition() == -1 OR Close > MA(Close, Length) Then SellSetup = False; Else If Condition2 Then Begin SellSetup = True; SellBase = Low; End; //Description : Keltner Channel Long Entry If BuySetup Then Buy ("KC_LE", AtStop, BuyBase + Pval); //Description : Keltner Channel Short Entry If SellSetup Then Sell ("KC_SE", AtStop, SellBase - Pval);
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예스스탁 예스스탁 답변

2018-01-23 10:05:21

안녕하세요 예스스탁입니다. 1. Input : Length(10), ATRs(1.5), Pval(0.05); Var : KUpper(0,data2), BuySetup(False,data2), BuyBase(0,data2); Var : KLower(0,data2), SellSetup(False,data2), SellBase(0,data2); var : cond1(false,data2),cond2(false,data2),mav(0,data2); KUpper = data2(KeltnerChannel(Close, Length, ATRs)); KLower = data2(KeltnerChannel(Close, Length, -ATRs)); Cond1 = data2(Crossup(Close, KUpper)); Cond2 = data2(CrossDown(Close, KLower)); mav =data2(ma(C,Length)); If MarketPosition() == 1 OR data2(Close < mav) Then BuySetup = False; Else If Cond1 Then Begin BuySetup = True; BuyBase = data2(H); End; if MarketPosition == 1 then { If Cond2 Then { SellSetup = True; SellBase = data2(L); } if data2(Close > mav) Then SellSetup = false; } Else SellSetup = false; If BuySetup[1] == true and data2(H >= BuyBase + Pval) Then Buy ("KC_LE"); If SellSetup[1] == true and data2(L <= SellBase - Pval) Then ExitLong("KC_SE"); 2 Input : Length(10), ATRs(1.5), Pval(0.05); Var : KUpper(0,data2), BuySetup(False,data2), BuyBase(0,data2); Var : KLower(0,data2), SellSetup(False,data2), SellBase(0,data2); var : cond1(false,data2),cond2(false,data2),mav(0,data2); KUpper = data2(KeltnerChannel(Close, Length, ATRs)); KLower = data2(KeltnerChannel(Close, Length, -ATRs)); Cond1 = data2(Crossup(Close, KUpper)); Cond2 = data2(CrossDown(Close, KLower)); mav = data2(ma(C,Length)); if MarketPosition == 1 then { If Cond1 Then { BuySetup = True; BuyBase = data2(h); } if data2(Close < mav) Then BuySetup = False; } Else BuySetup = False; If MarketPosition() == 1 OR data2(Close > MAV) Then SellSetup = False; Else If Cond2 Then Begin SellSetup = True; SellBase = data2(L); End; If BuySetup[1] and data2(H >= BuyBase + Pval) Then ExitLong("KC_LE"); If SellSetup[1] and data2(L <= SellBase - Pval) Then buy("KC_SE"); 즐거운 하루되세요 > 이주엽 님이 쓴 글입니다. > 제목 : 질문 > 아래수식을 이전 다른수식처럼 ETF에서 사용하고자 합니다. kodex와 kodex인버스로 나누어 걸을수 있도록 교정부탁드립니다. 감사합니다. Inputs: Length(10), ATRs(1.5), Pval(0.05); Variables: KUpper(0), BuySetup(False), BuyBase(0); Variables: KLower(0), SellSetup(False), SellBase(0); KUpper = KeltnerChannel(Close, Length, ATRs); KLower = KeltnerChannel(Close, Length, -ATRs); Condition1 = Crossup(Close, KUpper); Condition2 = CrossDown(Close, KLower); If MarketPosition() == 1 OR Close < MA(close, Length) Then BuySetup = False; Else If Condition1 Then Begin BuySetup = True; BuyBase = High; End; If MarketPosition() == -1 OR Close > MA(Close, Length) Then SellSetup = False; Else If Condition2 Then Begin SellSetup = True; SellBase = Low; End; //Description : Keltner Channel Long Entry If BuySetup Then Buy ("KC_LE", AtStop, BuyBase + Pval); //Description : Keltner Channel Short Entry If SellSetup Then Sell ("KC_SE", AtStop, SellBase - Pval);
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