안녕하세요 예스스탁입니다. 하단의 2개의 시스템은 어떤 데이터인지는 모르지만 차트에 참조데이터가 2개씩 필요합니다. data2와 data3이 셋팅되어 있어야 식이 적용됩니다. 1 inputs: LookbackLength( 400 ), RSILength( 14 ), Fib1( 23.6 ), Fib2( 31.1 ), Fib3( 100 ), PlotRSI(1) ; variables: RawRSI( 0 ), RangeHigh( 0 ), RangeLow( 100 ), ChartRange( 0 ), Trendline1( 0 ), Trendline2( 0 ), Trendline3( 0 ) ; RawRSI= RSI( RSILength ) ; if index > LookbackLength then begin RangeHigh = Highest(RawRSI,LookbackLength ) ; RangeLow = Lowest(RawRSI, LookbackLength ) ; ChartRange = RangeHigh - RangeLow ; Trendline1 = Fib1/100*ChartRange + RangeLow ; Trendline2 = Fib2/100*ChartRange + RangeLow ; Trendline3 = Fib3/100*ChartRange + RangeLow ; if PlotRSI == 1 then Plot1( RawRSI ); else Plot1( RangeLow + ChartRange / 2 ) ; Plot2( TrendLine1 ); Plot3( TrendLine2 ) ; Plot4( Trendline3 ) ; end ; 2 inputs: Opt1( 7 ), Opt2( 16 ), Opt3( 2 ), Opt4( 0.4 ), Opt5( 1 ), Opt6( 0.3 ), Opt7( 0.6 ) ; variables: NH( 0 ), NL( 0 ), Ratio( 0 ), Diff( 0 ), Signal( 0 ) ; NH = data2(Close) ; #{ Advancing Issues } NL = data3(Close) ; #{ Declining Issues } Ratio = NH / ( NH + NL ) ; Diff = ema( Ratio, Opt1 )- ema( Ratio, Opt2 ) ; Signal = ema( Diff, Opt3 ); #{Long Entry} if Ratio > Opt4 and Signal > Diff then Buy("b",AtMarket); #{Long Exit} if Ratio < Opt6 and Signal < Diff then ExitLong("bx",atmarket) ; #{Short Entry} if Ratio < Opt5 and Signal < Diff then Sell("s",AtMarket); #{Exit Short } if Ratio > Opt7 and Signal < Diff then ExitShort("sx",AtMarket); 3 inputs: Opt1( 6 ), Opt2( 6 ), Opt4( 9 ), Opt5( -140 ), Opt6( 4 ), Opt7( 30 ), Opt8( 180 ), Opt9( -130 ) ; variables: NH( 0,data2 ), NL( 0,data2 ), Ratio( 0,data2 ), Diff( 0,data1 ), Signal( 0,data1), LongCCI( 0,data1 ), ShortCCI( 0,data1 ) ; NH = data2(Close); #{ Advancing Issues } NL = data2(Close); #{ Declining Issues } Ratio = NH/ ( NH + NL ) ; LongCCI = data1(CCI(Opt1)) ; ShortCCI = data1(CCI(Opt2)) ; Diff = data1(ema( Ratio, 7 ) - ema( Ratio, 16 )) ; Signal = data1(ema( Diff, 2 )); #{ Long Entry } if ( Ratio > .4 and Lowest( LongCCI, Opt4 ) < Opt5 ) or ( Signal > Diff and Lowest( LongCCI, Opt4 ) < Opt5 ) then Buy("B",AtMarket); #{ Long Exit } if Ratio < .6 and Signal < Diff and LongCCI > Opt8 then exitlong("bx",atmarket); #{Short Entry} if Highest( ShortCCI, Opt6 ) > Opt7 then Sell("s",AtMarket); #{Short Exit} if Ratio > .6 and Signal > Diff and ShortCCI < Opt9 then ExitShort("sx",AtMarket); 즐거운 하루되세요 > 잡다백수 님이 쓴 글입니다. > 제목 : 문의드립니다. > 매번 감사합니다. 1. 코딩 변환 부탁드립니다. inputs: LookbackLength( 400 ), RSILength( 14 ), Fib1( 23.6 ), Fib2( 31.1 ), Fib3( 100 ), PlotRSI( “Yes” ) ; variables: RawRSI( 0 ), RangeHigh( 0 ), RangeLow( 100 ), ChartRange( 0 ), Trendline1( 0 ), Trendline2( 0 ), Trendline3( 0 ) ; RawRSI= RSI( Close, RSILength ) ; if BarNumber > LookbackLength then begin RangeHigh = Highest(RawRSI,LookbackLength ) ; RangeLow = Lowest(RawRSI, LookbackLength ) ; ChartRange = RangeHigh - RangeLow ; Trendline1 = Fib1/100*ChartRange + RangeLow ; Trendline2 = Fib2/100*ChartRange + RangeLow ; Trendline3 = Fib3/100*ChartRange + RangeLow ; if PlotRSI = “Yes” or PlotRSI = “yes” then Plot1( RawRSI ) else Plot1( RangeLow + ChartRange / 2 ) ; Plot2( TrendLine1 ); Plot3( TrendLine2 ) ; Plot4( Trendline3 ) ; end ; 2. inputs: Opt1( 7 ), Opt2( 16 ), Opt3( 2 ), Opt4( 0.4 ), Opt5( 1 ), Opt6( 0.3 ), Opt7( 0.6 ) ; variables: NH( 0 ), NL( 0 ), Ratio( 0 ), Diff( 0 ), Signal( 0 ) ; NH = Close data2 ; { Advancing Issues } NL = Close data3 ; { Declining Issues } Ratio = NH / ( NH + NL ) ; Diff = XAverage( Ratio, Opt1 ) - XAverage( Ratio, Opt2 ) ; Signal = XAverage( Diff, Opt3 ) ; {Long Entry} if Ratio > Opt4 and Signal > Diff then Buy next bar at market ; {Long Exit} if Ratio < Opt6 and Signal < Diff then Sell next bar at market ; {Short Entry} if Ratio < Opt5 and Signal < Diff then SellShort next bar at market ; {Exit Short } if Ratio > Opt7 and Signal < Diff then BuyToCover next bar at market ; Strategy: CCI &#8211; Breadth Momentum { Based on Trading Systems Using Multiple Indicators by Dennis Peterson, Case #2, Momentum combined with CCI } inputs: Opt1( 6 ), Opt2( 6 ), Opt4( 9 ), Opt5( -140 ), Opt6( 4 ), Opt7( 30 ), Opt8( 180 ), Opt9( -130 ) ; variables: NH( 0 ), NL( 0 ), Ratio( 0 ), Diff( 0 ), Signal( 0 ), LongCCI( 0 ), ShortCCI( 0 ) ; NH = Close data2 ; { Advancing Issues } NL = Close data3 ; { Declining Issues } Ratio = NH / ( NH + NL ) ; LongCCI = CCI( Opt1 ) ; ShortCCI = CCI( Opt2 ) ; Diff = XAverage( Ratio, 7 ) - XAverage( Ratio, 16 ) ; Signal = XAverage( Diff, 2 ) ; { Long Entry } if ( Ratio > .4 and Lowest( LongCCI, Opt4 ) < Opt5 ) or ( Signal > Diff and Lowest( LongCCI, Opt4 ) < Opt5 ) then Buy next bar at market ; { Long Exit } if Ratio < .6 and Signal < Diff and LongCCI > Opt8 then Sell next bar at market ; {Short Entry} if Highest( ShortCCI, Opt6 ) > Opt7 then SellShort next bar at market ; {Short Exit} if Ratio > .6 and Signal > Diff and ShortCCI < Opt9 then BuyToCover next bar at market ;