커뮤니티
문의드립니다.
2018-04-03 10:24:59
329
글번호 117895
매번 감사합니다.
1. 기타
코딩 변환 부탁드립니다. 쓰기금지어 인서트는 한글로 바꿨습니다.
inputs:
OverNightStartTime( 0 ),
OverNightEndTime( 830 ),
BreakoutStartTime( 830 ),
BreakoutEndTime( 930 ),
NoEntriesAfterTime( 1400 ),
VolumeAvgLength( 5 ),
VolRatioUP( 1 ) ;
variables:
double OverNightTotalVolume( 0 ),
double OverNightVolumeAverage( 0 ),
double FirstHourHigh( 0 ),
double FirstHourLow( 0 ),
bool OverNightVolTime( false ),
bool BreakoutRangeTime( false ),
vector OverNightVolume( null ) ; ;
once
begin
OverNightVolume = new vector ;
end ;
OverNightVolTime = ( OverNightStartTime
< OverNightEndTime and
Time >= OverNightStartTime and
Time <= OverNightEndTime ) or
( OverNightStartTime >
OverNightEndTime and
( Time >= OverNightStartTime or
Time <= OverNightEndTime ) ) ;
if not OverNightVolTime[1]
and OverNightVolTime then
begin
OverNightTotalVolume = ticks ;
end
else if OverNightVolTime then
begin
OverNightTotalVolume += ticks ;
end ;
if Time[1] < OverNightEndTime
and Time >= OverNightEndTime
and BarStatus( DataNum + 1 ) = 2
then
begin
if OverNightVolume.Count
>= VolumeAvgLength then
OverNightVolumeAverage =
Average( OverNightVolume,
VolumeAvgLength )
* VolRatioUP ;
OverNightVolume.인설트( 0,
OverNightTotalVolume astype double ) ;
end ;
BreakoutRangeTime = Time
>= BreakoutStartTime and
Time <= BreakoutEndTime ;
if not BreakoutRangeTime[1]
and BreakoutRangeTime then
begin
FirstHourHigh = High ;
FirstHourLow = Low ;
end
else if BreakoutRangeTime then
begin
FirstHourHigh =
MaxList( High, FirstHourHigh ) ;
FirstHourLow =
MinList( Low, FirstHourLow ) ;
end ;
if OverNightTotalVolume >
OverNightVolumeAverage and
Time >= BreakOutEndTime and
Time<= NoEntriesAfterTime and
MarketPosition = 0 then
begin
Buy next bar at
FirstHourHigh Stop ;
SellShort next bar at
FirstHourLow Stop ;
end ;
SetExitOnClose ;
Indicator: Cumulative Overnight Volume
// Cumulative Volume Indicator
// TASC JUN 2017
// Daytrading With Night Volume
// Domenico D’Errico
using elsystem ;
using elsystem.collections ;
inputs:
OverNightStartTime( 0 ),
OverNightEndTime( 830 ),
VolumeAvgLength( 5 ),
VolRatioUP( 1 ) ;
variables:
double OverNightTotalVolume( 0 ),
double OverNightVolumeAverage( 0 ),
double FirstHourHigh( 0 ),
double FirstHourLow( 0 ),
bool OverNightVolTime( false ),
bool BreakoutRangeTime( false ),
vector OverNightVolume( null ) ; ;
once
begin
OverNightVolume = new vector ;
end ;
OverNightVolTime = ( OverNightStartTime
< OverNightEndTime and
Time >= OverNightStartTime and
Time <= OverNightEndTime ) or
( OverNightStartTime >
OverNightEndTime and
( Time >= OverNightStartTime or
Time <= OverNightEndTime ) ) ;
if not OverNightVolTime[1]
and OverNightVolTime then
begin
OverNightTotalVolume = ticks ;
end
else if OverNightVolTime then
begin
OverNightTotalVolume += ticks ;
end ;
if Time[1] < OverNightEndTime
and Time >= OverNightEndTime
and BarStatus( DataNum + 1 ) = 2
then
begin
if OverNightVolume.Count
>= VolumeAvgLength then
OverNightVolumeAverage =
Average( OverNightVolume,
VolumeAvgLength )
* VolRatioUP ;
OverNightVolume.인서트( 0,
OverNightTotalVolume astype double ) ;
end ;
if OverNightVolTime then
Plot1( OverNightTotalVolume ) ;
if OverNightTotalVolume
> OverNightVolumeAverage then
SetPlotColor( 1 , Yellow ) ;
Plot2( OverNightVolumeAverage ) ;
답변 1
예스스탁 예스스탁 답변
2018-04-03 14:38:42
안녕하세요
예스스탁입니다.
현재 올려주신 수식은 일부 파악할수 없는 내용이 있어
변경이 가능하지 않습니다. 도움을 드리지 못해 죄송합니다.
변경해 드릴수 있는 수식은 대신사이보스트레이더 수식,키움수식,
예전 버전의 TS수식들입니다. 최근버전 TS수식이나
최근 나온 프로그램등의 수식은 사용하지 않아 내용을 파악이
안되는 부분이 있어 변환이 어렵습니다.
즐거운 하루되세요
> 잡다백수 님이 쓴 글입니다.
> 제목 : 문의드립니다.
> 매번 감사합니다.
1. 기타
코딩 변환 부탁드립니다. 쓰기금지어 인서트는 한글로 바꿨습니다.
inputs:
OverNightStartTime( 0 ),
OverNightEndTime( 830 ),
BreakoutStartTime( 830 ),
BreakoutEndTime( 930 ),
NoEntriesAfterTime( 1400 ),
VolumeAvgLength( 5 ),
VolRatioUP( 1 ) ;
variables:
double OverNightTotalVolume( 0 ),
double OverNightVolumeAverage( 0 ),
double FirstHourHigh( 0 ),
double FirstHourLow( 0 ),
bool OverNightVolTime( false ),
bool BreakoutRangeTime( false ),
vector OverNightVolume( null ) ; ;
once
begin
OverNightVolume = new vector ;
end ;
OverNightVolTime = ( OverNightStartTime
< OverNightEndTime and
Time >= OverNightStartTime and
Time <= OverNightEndTime ) or
( OverNightStartTime >
OverNightEndTime and
( Time >= OverNightStartTime or
Time <= OverNightEndTime ) ) ;
if not OverNightVolTime[1]
and OverNightVolTime then
begin
OverNightTotalVolume = ticks ;
end
else if OverNightVolTime then
begin
OverNightTotalVolume += ticks ;
end ;
if Time[1] < OverNightEndTime
and Time >= OverNightEndTime
and BarStatus( DataNum + 1 ) = 2
then
begin
if OverNightVolume.Count
>= VolumeAvgLength then
OverNightVolumeAverage =
Average( OverNightVolume,
VolumeAvgLength )
* VolRatioUP ;
OverNightVolume.인설트( 0,
OverNightTotalVolume astype double ) ;
end ;
BreakoutRangeTime = Time
>= BreakoutStartTime and
Time <= BreakoutEndTime ;
if not BreakoutRangeTime[1]
and BreakoutRangeTime then
begin
FirstHourHigh = High ;
FirstHourLow = Low ;
end
else if BreakoutRangeTime then
begin
FirstHourHigh =
MaxList( High, FirstHourHigh ) ;
FirstHourLow =
MinList( Low, FirstHourLow ) ;
end ;
if OverNightTotalVolume >
OverNightVolumeAverage and
Time >= BreakOutEndTime and
Time<= NoEntriesAfterTime and
MarketPosition = 0 then
begin
Buy next bar at
FirstHourHigh Stop ;
SellShort next bar at
FirstHourLow Stop ;
end ;
SetExitOnClose ;
Indicator: Cumulative Overnight Volume
// Cumulative Volume Indicator
// TASC JUN 2017
// Daytrading With Night Volume
// Domenico D’Errico
using elsystem ;
using elsystem.collections ;
inputs:
OverNightStartTime( 0 ),
OverNightEndTime( 830 ),
VolumeAvgLength( 5 ),
VolRatioUP( 1 ) ;
variables:
double OverNightTotalVolume( 0 ),
double OverNightVolumeAverage( 0 ),
double FirstHourHigh( 0 ),
double FirstHourLow( 0 ),
bool OverNightVolTime( false ),
bool BreakoutRangeTime( false ),
vector OverNightVolume( null ) ; ;
once
begin
OverNightVolume = new vector ;
end ;
OverNightVolTime = ( OverNightStartTime
< OverNightEndTime and
Time >= OverNightStartTime and
Time <= OverNightEndTime ) or
( OverNightStartTime >
OverNightEndTime and
( Time >= OverNightStartTime or
Time <= OverNightEndTime ) ) ;
if not OverNightVolTime[1]
and OverNightVolTime then
begin
OverNightTotalVolume = ticks ;
end
else if OverNightVolTime then
begin
OverNightTotalVolume += ticks ;
end ;
if Time[1] < OverNightEndTime
and Time >= OverNightEndTime
and BarStatus( DataNum + 1 ) = 2
then
begin
if OverNightVolume.Count
>= VolumeAvgLength then
OverNightVolumeAverage =
Average( OverNightVolume,
VolumeAvgLength )
* VolRatioUP ;
OverNightVolume.인서트( 0,
OverNightTotalVolume astype double ) ;
end ;
if OverNightVolTime then
Plot1( OverNightTotalVolume ) ;
if OverNightTotalVolume
> OverNightVolumeAverage then
SetPlotColor( 1 , Yellow ) ;
Plot2( OverNightVolumeAverage ) ;
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