커뮤니티

문의드립니다.

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잡다백수
2018-04-05 08:27:39
179
글번호 117964
답변완료
도움주시는 덕분에 도전하고 있습니다. 매번 감사합니다. 1. 기타 inputs: AP1( 4), AP2( 3), AP3( 4), AP4( 5), AP5( 3), AP6( 3), AP7( 3), AP8( 1), AP9( 4), AP10( 1), AP11( 1), MP1( 4), MP2( 2), MP3( 3), MP4( 3), MP5( 1), MP6( 1), MP7( 4), MP8( 1), MP9( 5), MP10( 1), MP11( 3), MBP1( 2), MBP2( 1), MBP3( 2), MBP4( 3), MBP5( 2), MBP6( 4), MBP7( 1), MBP8( 1), MBP9( 2), MBP10( 1), MBP11( 0), MBP12( 1), Single_Trade_Money( 10000), Time_Exit( 8), Time_ExitGain( 6), Enter_Gap( -0.08) ; variables: cond1(0), condExit(0), Ncon(0), MedPrice( 0 ), MedBodyPrice( 0 ), AveragePrice( 0 ), MP( 0 ), BSE( 0 ),EP( 0 ) ; MP = MarketPosition ; BSE = BarsSinceEntry ; EP = EntryPrice ; AveragePrice = AvgPrice ; MedPrice = ( High + Low ) / 2 ; MedBodyPrice = ( Open + CLose ) / 2 ; //******* SETUP GANDALF PATTERN ******* if ( AveragePrice[AP1] < MedPrice[MP1] and MedPrice[MP2] <= AveragePrice[AP2] and MedBodyPrice[MBP1] <= AveragePrice[AP3] ) or ( AveragePrice[AP4] < MedPrice[MP3] and MedBodyPrice[MBP2] < MedPrice[MP4] and MedBodyPrice[MBP3] < MedBodyPrice[MBP4] ) then cond1 = 1 else cond1 = 0 ; //******* EXIT GANDALF PATTERN ******** if ( AveragePrice[AP5] < MedBodyPrice[MBP5] and MedPrice[MP5] = MedBodyPrice[MBP6] and MedBodyPrice[MBP7] <= MedBodyPrice[MBP8] ) or ( AveragePrice[AP6] < MedBodyPrice[MBP9] and MedPrice[MP6] <= AveragePrice[AP7] and MedBodyPrice[MBP10] <= AveragePrice[AP8] ) or ( AveragePrice[AP9] < MedBodyPrice[MBP11] and MedPrice[MP7] <= AveragePrice[AP10] and MedBodyPrice[MBP12] <= AveragePrice[AP11] ) then condExit = 1 else condExit = 0 ; //******* POSITION SIZING ********** Ncon = Single_Trade_Money / Close ; If MP = 0 and cond1 = 1 then Buy ( "eL_L" ) Ncon shares next bar at Low + Enter_Gap Limit; if BSE <> ( Time_Exit - 1 ) and MP = 1 and condExit = 1 and ( Close - EP ) < 0 then Sell ( "P_L_exit_L" ) next bar at Open ; // Time Exit Module If MP = 1 and BSE >= ( Time_Exit - 1 ) then Sell ( "T_exit_L" ) next bar at Open ; // Time Exit Gain Module If MP = 1 and BSE >= ( Time_ExitGain - 1 ) and ( Close - EP ) > 0 then Sell ( "TimeExitGain_L" ) next bar at Open ;
시스템
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예스스탁 예스스탁 답변

2018-04-05 10:46:03

안녕하세요 예스스탁입니다. inputs: AP1( 4), AP2( 3), AP3( 4), AP4( 5), AP5( 3), AP6( 3), AP7( 3), AP8( 1), AP9( 4), AP10( 1), AP11( 1), MP1( 4), MP2( 2), MP3( 3), MP4( 3), MP5( 1), MP6( 1), MP7( 4), MP8( 1), MP9( 5), MP10( 1), MP11( 3), MBP1( 2), MBP2( 1), MBP3( 2), MBP4( 3), MBP5( 2), MBP6( 4), MBP7( 1), MBP8( 1), MBP9( 2), MBP10( 1), MBP11( 0), MBP12( 1), Single_Trade_Money(10000000), Time_Exit( 8), Time_ExitGain( 6), Enter_Gap( -0.08) ; variables: cond1(0), condExit(0), Ncon(0), MedPrice( 0 ), MedBodyPrice( 0 ), AveragePrice( 0 ), MP( 0 ), BSE( 0 ),EP( 0 ) ; MP = MarketPosition ; BSE = BarsSinceEntry ; EP = EntryPrice ; AveragePrice = (Open + High + Low + Close)/4 ; MedPrice = ( High + Low ) / 2 ; MedBodyPrice = ( Open + CLose ) / 2 ; //******* SETUP GANDALF PATTERN ******* if ( AveragePrice[AP1] < MedPrice[MP1] and MedPrice[MP2] <= AveragePrice[AP2] and MedBodyPrice[MBP1] <= AveragePrice[AP3] ) or ( AveragePrice[AP4] < MedPrice[MP3] and MedBodyPrice[MBP2] < MedPrice[MP4] and MedBodyPrice[MBP3] < MedBodyPrice[MBP4] ) then cond1 = 1 ; else cond1 = 0 ; //******* EXIT GANDALF PATTERN ******** if ( AveragePrice[AP5] < MedBodyPrice[MBP5] and MedPrice[MP5] == MedBodyPrice[MBP6] and MedBodyPrice[MBP7] <= MedBodyPrice[MBP8] ) or ( AveragePrice[AP6] < MedBodyPrice[MBP9] and MedPrice[MP6] <= AveragePrice[AP7] and MedBodyPrice[MBP10] <= AveragePrice[AP8] ) or ( AveragePrice[AP9] < MedBodyPrice[MBP11] and MedPrice[MP7] <= AveragePrice[AP10] and MedBodyPrice[MBP12] <= AveragePrice[AP11] ) then condExit = 1 ; else condExit = 0 ; //******* POSITION SIZING ********** Ncon = Floor(Single_Trade_Money / Close); If MP == 0 and cond1 == 1 then Buy("eL_L",atlimit,Low + Enter_Gap,Ncon); if BSE <> ( Time_Exit - 1 ) and MP == 1 and condExit == 1 and ( Close - EP ) < 0 then Sell("P_L_exit_L",AtMarket); // Time Exit Module If MP == 1 and BSE >= ( Time_Exit - 1 ) then Sell("T_exit_L" ,AtMarket); // Time Exit Gain Module If MP == 1 and BSE >= ( Time_ExitGain - 1 ) and ( Close - EP ) > 0 then Sell("TimeExitGain_L",AtMarket); 즐거운 하루되세요 > 잡다백수 님이 쓴 글입니다. > 제목 : 문의드립니다. > 도움주시는 덕분에 도전하고 있습니다. 매번 감사합니다. 1. 기타 inputs: AP1( 4), AP2( 3), AP3( 4), AP4( 5), AP5( 3), AP6( 3), AP7( 3), AP8( 1), AP9( 4), AP10( 1), AP11( 1), MP1( 4), MP2( 2), MP3( 3), MP4( 3), MP5( 1), MP6( 1), MP7( 4), MP8( 1), MP9( 5), MP10( 1), MP11( 3), MBP1( 2), MBP2( 1), MBP3( 2), MBP4( 3), MBP5( 2), MBP6( 4), MBP7( 1), MBP8( 1), MBP9( 2), MBP10( 1), MBP11( 0), MBP12( 1), Single_Trade_Money( 10000), Time_Exit( 8), Time_ExitGain( 6), Enter_Gap( -0.08) ; variables: cond1(0), condExit(0), Ncon(0), MedPrice( 0 ), MedBodyPrice( 0 ), AveragePrice( 0 ), MP( 0 ), BSE( 0 ),EP( 0 ) ; MP = MarketPosition ; BSE = BarsSinceEntry ; EP = EntryPrice ; AveragePrice = AvgPrice ; MedPrice = ( High + Low ) / 2 ; MedBodyPrice = ( Open + CLose ) / 2 ; //******* SETUP GANDALF PATTERN ******* if ( AveragePrice[AP1] < MedPrice[MP1] and MedPrice[MP2] <= AveragePrice[AP2] and MedBodyPrice[MBP1] <= AveragePrice[AP3] ) or ( AveragePrice[AP4] < MedPrice[MP3] and MedBodyPrice[MBP2] < MedPrice[MP4] and MedBodyPrice[MBP3] < MedBodyPrice[MBP4] ) then cond1 = 1 else cond1 = 0 ; //******* EXIT GANDALF PATTERN ******** if ( AveragePrice[AP5] < MedBodyPrice[MBP5] and MedPrice[MP5] = MedBodyPrice[MBP6] and MedBodyPrice[MBP7] <= MedBodyPrice[MBP8] ) or ( AveragePrice[AP6] < MedBodyPrice[MBP9] and MedPrice[MP6] <= AveragePrice[AP7] and MedBodyPrice[MBP10] <= AveragePrice[AP8] ) or ( AveragePrice[AP9] < MedBodyPrice[MBP11] and MedPrice[MP7] <= AveragePrice[AP10] and MedBodyPrice[MBP12] <= AveragePrice[AP11] ) then condExit = 1 else condExit = 0 ; //******* POSITION SIZING ********** Ncon = Single_Trade_Money / Close ; If MP = 0 and cond1 = 1 then Buy ( "eL_L" ) Ncon shares next bar at Low + Enter_Gap Limit; if BSE <> ( Time_Exit - 1 ) and MP = 1 and condExit = 1 and ( Close - EP ) < 0 then Sell ( "P_L_exit_L" ) next bar at Open ; // Time Exit Module If MP = 1 and BSE >= ( Time_Exit - 1 ) then Sell ( "T_exit_L" ) next bar at Open ; // Time Exit Gain Module If MP = 1 and BSE >= ( Time_ExitGain - 1 ) and ( Close - EP ) > 0 then Sell ( "TimeExitGain_L" ) next bar at Open ;