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질문
2018-02-02 16:38:28
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글번호 116295
아래 수식을 사용해 선물거래를 할때, kospi200지수를 보조지표로 해서 kospi200지수신호로 선물거래를 하려하려며는 수식을 어떻게 바꾸어야하나요? 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);
답변 1
예스스탁 예스스탁 답변
2018-02-02 17:14:50
안녕하세요
예스스탁입니다.
참조데이터를 이용하게 되면 봉미완성시는 가능하지 않습니다.
봉완성시 종가기준으로 작성해 드립니다.
#data1 선물
#data2 지수
Inputs: 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);
KUpper = data2(KeltnerChannel(Close, Length, ATRs));
KLower = data2(KeltnerChannel(Close, Length, -ATRs));
Cond1 = data2(Crossup(Close, KUpper));
Cond2 = data2(CrossDown(Close, KLower));
If MarketPosition() == 1 OR data2(Close < MA(close, Length)) Then
BuySetup = False;
Else If Cond1 Then Begin
BuySetup = True;
BuyBase = data2(High);
End;
If MarketPosition() == -1 OR data2(Close > MA(Close, Length)) Then
SellSetup = False;
Else if Cond2 Then Begin
SellSetup = True;
SellBase = data2(Low);
End;
//Description : Keltner Channel Long Entry
If BuySetup[1] == true and data2(H >= BuyBase[1] + Pval) Then
Buy ("KC_LE");
//Description : Keltner Channel Short Entry
If SellSetup[1] == true and data2(L <= SellBase[1] - Pval) Then
Sell ("KC_SE");
즐거운 하루되세요
> 이주엽 님이 쓴 글입니다.
> 제목 : 질문
> 아래 수식을 사용해 선물거래를 할때, kospi200지수를 보조지표로 해서 kospi200지수신호로 선물거래를 하려하려며는 수식을 어떻게 바꾸어야하나요? 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);