커뮤니티
문의드립니다.
2018-04-05 08:27:39
179
글번호 117964
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 ;
답변 1
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 ;
이전글