커뮤니티
문의드립니다.
2018-03-29 10:20:57
300
글번호 117777
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 ;
답변 1
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 ;
다음글
이전글