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문의드립니다.

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잡다백수
2018-03-29 10:20:57
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도움주시는 덕분에 도전하고 있습니다. 매번 감사합니다. 1. 기타 코딩 변환 부탁드립니다. inputs: MALength( 50 ), { length for SMA of VIX } NumConsecBars( 11 ) ; variables: MA_VIX( 0, Data2 ), ConsecAboveMA( 0 ), ConsecBelowMA( 0 ) ; { Calculate VIX Simple Moving Average } MA_VIX = Average( Close Data2, MALength ) of Data2 ; if Close of Data2 > MA_VIX then begin ConsecAboveMA = ConsecAboveMA + 1 ; ConsecBelowMA = 0 ; end else if Close of Data2 < MA_VIX then begin ConsecAboveMA = 0 ; ConsecBelowMA = ConsecBelowMA + 1 ; end else { Close Data2 = MA_VIX } begin ConsecAboveMA = 0 ; ConsecBelowMA = 0 ; end ; { Buy } if ConsecBelowMA[1] = NumConsecBars then Buy ( "VIX Timing LE" ) next bar at market ; { Sell } if ConsecAboveMA[1] = NumConsecBars then Sell ( "VIX Timing LX" ) next bar at market ;
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예스스탁 예스스탁 답변

2018-03-29 13:35:36

안녕하세요 예스스탁입니다. inputs: MALength( 50 ),# { length for SMA of VIX } NumConsecBars( 11 ) ; variables: MA_VIX( 0, Data2 ), ConsecAboveMA( 0, data2 ), ConsecBelowMA( 0 ,data2) ; #{ Calculate VIX Simple Moving Average } MA_VIX = data2(ma(Close, MALength )) ; if data2(Close > MA_VIX) then begin ConsecAboveMA = ConsecAboveMA + 1 ; ConsecBelowMA = 0 ; end else if data2(Close < MA_VIX) then begin ConsecAboveMA = 0 ; ConsecBelowMA = ConsecBelowMA + 1 ; end else #{ Close Data2 = MA_VIX } begin ConsecAboveMA = 0 ; ConsecBelowMA = 0 ; end ; #{ Buy } if ConsecBelowMA[1] == NumConsecBars then Buy("VIX Timing LE" ,AtMarket); #{ Sell } if ConsecAboveMA[1] == NumConsecBars then Sell("VIX Timing LX",AtMarket); 즐거운 하루되세요 > 잡다백수 님이 쓴 글입니다. > 제목 : 문의드립니다. > 도움주시는 덕분에 도전하고 있습니다. 매번 감사합니다. 1. 기타 코딩 변환 부탁드립니다. inputs: MALength( 50 ), { length for SMA of VIX } NumConsecBars( 11 ) ; variables: MA_VIX( 0, Data2 ), ConsecAboveMA( 0 ), ConsecBelowMA( 0 ) ; { Calculate VIX Simple Moving Average } MA_VIX = Average( Close Data2, MALength ) of Data2 ; if Close of Data2 > MA_VIX then begin ConsecAboveMA = ConsecAboveMA + 1 ; ConsecBelowMA = 0 ; end else if Close of Data2 < MA_VIX then begin ConsecAboveMA = 0 ; ConsecBelowMA = ConsecBelowMA + 1 ; end else { Close Data2 = MA_VIX } begin ConsecAboveMA = 0 ; ConsecBelowMA = 0 ; end ; { Buy } if ConsecBelowMA[1] = NumConsecBars then Buy ( "VIX Timing LE" ) next bar at market ; { Sell } if ConsecAboveMA[1] = NumConsecBars then Sell ( "VIX Timing LX" ) next bar at market ;