안녕하세요 예스스탁입니다. 1 var1 = ma(C,5); var2 = ma(C,200); if crossup(var1,var2) Then buy(); if CrossDown(var1,var2) Then sell(); var : RR(0),tx(0); if MarketPosition == 1 Then{ rr = Floor((highest(H,BarsSinceEntry)-EntryPrice)/(PriceScale*10)); if rr > rr[1] Then{ tx = Text_New(sdate,stime,H+PriceScale*1,NumToStr(RR*10,0)+"틱"); Text_SetStyle(tx,2,2); } } if MarketPosition == -1 Then{ rr = Floor((EntryPrice-lowest(L,BarsSinceEntry))/(PriceScale*10)); if rr > rr[1] Then{ tx = Text_New(sdate,stime,L-PriceScale*1,NumToStr(RR*10,0)+"틱"); Text_SetStyle(tx,2,2); } } 2 Input:n(10); Var:j(0),고가기울기(0),고가절편(0),고가예상치(0),고가표준오차(0), 저가기울기(0),저가절편(0),저가예상치(0),저가표준오차(0),trend(0), sumOH(0),sumOL(0),sumO(0),sumH(0),sumL(0),sumO²(0),sumH²(0),sumL²(0); if bDate[1] < bDate then { sumOH = 0; sumOL = 0; sumO = 0; sumH = 0; sumL = 0; sumO² = 0; sumH² = 0; sumL² = 0; for j = 1 to n { sumOH = sumOH + DayOpen(j)*DayHigh(j); sumOL = sumOL + DayOpen(j)*DayLow(j); sumO = sumO + DayOpen(j); sumH = sumH + DayHigh(j); sumL = sumL + DayLow(j); sumO² = sumO² + DayOpen(j)^2; sumH² = sumH² + DayHigh(j)^2; sumL² = sumL² + DayLow(j)^2; } #==========================================================================# # 선형회귀방정식 # #==========================================================================# # nΣxy - (Σx)(Σy) # # 기울기 a = --------------------- # # nΣx²- (Σx)² # # # # = (n*sum(xy) - sum(x)*sum(y)) / (n*sum(x^2) - sum(x)^2) # # # # (Σy)(Σx²)-(Σx)(Σxy) # # 절편 b = --------------------------- # # nΣx²- (Σx)² # # # # = (sum(y)*sum(x^2) - sum(x)*sum(xy)) / (n*sum(x^2) - sum(x)^2) # #==========================================================================# 고가기울기 = (n*sumOH - sumO*sumH) / (n*sumO²- sumO^2); 고가절편 = (sumH*sumO² - sumO*sumOH) / (n*sumO² - sumO^2); 저가기울기 = (n*sumOL - sumO*sumL) / (n*sumO² - sumO^2); 저가절편 = (sumL*sumO² - sumO*sumOL) / (n*sumO² - sumO^2); 고가예상치 = 고가기울기 * DayOpen() + 고가절편; 저가예상치 = 저가기울기 * DayOpen() + 저가절편; #==========================================================================# # 표준오차 공식 # #==========================================================================# # _______________________________________________________ # # / 1 [nΣxy - (Σx)(Σy)]² # # Sxy = / [ ------- ][nΣy²- (Σy)²- ----------------------- ] # # √ n(n-2) nΣx²- (Σx)² # # # # = sqrt((1/(n*(n-2))) * (n*sum(y^2) - sum(y)^2 - # # ((n*sum(x*y) - sum(x)*sum(y))^2 / (n*sum(x^2) - sum(x)^2)))) # #==========================================================================# 고가표준오차 = sqrt((1/(n*(n-2))) * (n*sumH² - sumH^2 - ((n*sumOH - sumO*sumH)^2 / (n*sumO² - sumO^2)))); 저가표준오차 = sqrt((1/(n*(n-2))) * (n*sumL² - sumL^2 - ((n*sumOL - sumO*sumL)^2 / (n*sumO² - sumO^2)))); } var1 = ema(h,10); var2= ema(l,10); var7=var1+(var1-ema(var1,10)); var8=var2+(var2-ema(var2,10)); if var7[2] > var7[1] and var7[1] < var7 then trend=1; if var7[2] < var7[1] and var7[1] > var7 then trend=0; if trend == 1 and trend[1] != 1 Then buy(); if trend == 0 and trend[1] != 0 Then sell(); var : RR(0),tx(0); if MarketPosition == 1 Then{ rr = Floor((highest(H,BarsSinceEntry)-EntryPrice)/(PriceScale*10)); if rr > rr[1] Then{ tx = Text_New(sdate,stime,H+PriceScale*1,NumToStr(RR*10,0)+"틱"); Text_SetStyle(tx,2,2); } } if MarketPosition == -1 Then{ rr = Floor((EntryPrice-lowest(L,BarsSinceEntry))/(PriceScale*10)); if rr > rr[1] Then{ tx = Text_New(sdate,stime,L-PriceScale*1,NumToStr(RR*10,0)+"틱"); Text_SetStyle(tx,2,2); } } 즐거운 하루되세요 > 천종 님이 쓴 글입니다. > 제목 : 안녕하세요...... > 안녕하세요. 수고 많으 십니다. 1).2). 시스템식 입니다. 1),위 파일처럼 상승 과 하락 할 때 틱 수를 구현 하고싶습니다. 단 5 이평선이 200 이평선 관통하고 상승 할 때와 하락 할 때 10틱씩 구현 하고 싶습니다. 2),아래 수식에서 상승 과 할 때 틱 수를 10틱씩 구현 하고 싶습니다. 감사 합니다. 수고 하세요....... Input:n(10); Var:j(0),고가기울기(0),고가절편(0),고가예상치(0),고가표준오차(0), 저가기울기(0),저가절편(0),저가예상치(0),저가표준오차(0),trend(0), sumOH(0),sumOL(0),sumO(0),sumH(0),sumL(0),sumO²(0),sumH²(0),sumL²(0); if bDate[1] < bDate then { sumOH = 0; sumOL = 0; sumO = 0; sumH = 0; sumL = 0; sumO² = 0; sumH² = 0; sumL² = 0; for j = 1 to n { sumOH = sumOH + DayOpen(j)*DayHigh(j); sumOL = sumOL + DayOpen(j)*DayLow(j); sumO = sumO + DayOpen(j); sumH = sumH + DayHigh(j); sumL = sumL + DayLow(j); sumO² = sumO² + DayOpen(j)^2; sumH² = sumH² + DayHigh(j)^2; sumL² = sumL² + DayLow(j)^2; } #==========================================================================# # 선형회귀방정식 # #==========================================================================# # nΣxy - (Σx)(Σy) # # 기울기 a = --------------------- # # nΣx²- (Σx)² # # # # = (n*sum(xy) - sum(x)*sum(y)) / (n*sum(x^2) - sum(x)^2) # # # # (Σy)(Σx²)-(Σx)(Σxy) # # 절편 b = --------------------------- # # nΣx²- (Σx)² # # # # = (sum(y)*sum(x^2) - sum(x)*sum(xy)) / (n*sum(x^2) - sum(x)^2) # #==========================================================================# 고가기울기 = (n*sumOH - sumO*sumH) / (n*sumO²- sumO^2); 고가절편 = (sumH*sumO² - sumO*sumOH) / (n*sumO² - sumO^2); 저가기울기 = (n*sumOL - sumO*sumL) / (n*sumO² - sumO^2); 저가절편 = (sumL*sumO² - sumO*sumOL) / (n*sumO² - sumO^2); 고가예상치 = 고가기울기 * DayOpen() + 고가절편; 저가예상치 = 저가기울기 * DayOpen() + 저가절편; #==========================================================================# # 표준오차 공식 # #==========================================================================# # _______________________________________________________ # # / 1 [nΣxy - (Σx)(Σy)]² # # Sxy = / [ ------- ][nΣy²- (Σy)²- ----------------------- ] # # √ n(n-2) nΣx²- (Σx)² # # # # = sqrt((1/(n*(n-2))) * (n*sum(y^2) - sum(y)^2 - # # ((n*sum(x*y) - sum(x)*sum(y))^2 / (n*sum(x^2) - sum(x)^2)))) # #==========================================================================# 고가표준오차 = sqrt((1/(n*(n-2))) * (n*sumH² - sumH^2 - ((n*sumOH - sumO*sumH)^2 / (n*sumO² - sumO^2)))); 저가표준오차 = sqrt((1/(n*(n-2))) * (n*sumL² - sumL^2 - ((n*sumOL - sumO*sumL)^2 / (n*sumO² - sumO^2)))); } var1 = ema(h,10); var2= ema(l,10); var7=var1+(var1-ema(var1,10)); var8=var2+(var2-ema(var2,10)); if var7[2] > var7[1] and var7[1] < var7 then trend=1; if var7[2] < var7[1] and var7[1] > var7 then trend=0; if trend == 1 and trend[1] != 1 Then buy(); if trend == 0 and trend[1] != 0 Then sell();