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함수 변환 부탁드립니다.

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2018-04-15 21:36:51
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안녕하세요. 함수변환 부탁드립니다. 감사합니다. Inputs: Price(Close), Length(9); Variables: AvgVal(0), DerivMA1(0), DerivMA2(0), BuyFlag(False), SellFlag(False); {Derivative Calculation} AvgVal = Average(Price, Length); {First Derivative} DerivMA1 = (AvgVal - AvgVal[Length]) / Length; {Second Derivative} DerivMA2 = (DerivMA1 - DerivMA1[1]) / 1; {Setup Conditions} Condition1 = DerivMA1 Crosses Below 0; Condition2 = DerivMA1 Crosses Above 0; Condition3 = DerivMA2 Crosses Below 0; Condition4 = DerivMA2 Crosses Above 0; {Setup} If Condition4 Then BuyFlag = True; If Condition3 Then SellFlag = True; {Long Entry} If Condition2 AND BuyFlag Then Begin Buy Next Bar at Close + 1 Point Stop; BuyFlag = False; End; {Short Entry} If Condition1 AND SellFlag Then Begin Sell Next Bar at Close - 1 Point Stop; SellFlag = False; End;
사용자 함수
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예스스탁 예스스탁 답변

2018-04-16 13:51:01

안녕하세요 예스스탁입니다. Inputs: Length(9); Variables: AvgVal(0), DerivMA1(0), DerivMA2(0), BuyFlag(False), SellFlag(False),Price(0); Price = close; #{Derivative Calculation} AvgVal = ma(Price, Length); #{First Derivative} DerivMA1 = (AvgVal - AvgVal[Length]) / Length; #{Second Derivative} DerivMA2 = (DerivMA1 - DerivMA1[1]) / 1; #{Setup Conditions} Condition1 = crossdown(DerivMA1,0); Condition2 = crossup(DerivMA1,0); Condition3 = CrossDown(DerivMA2,0); Condition4 = crossup(DerivMA2,0); #{Setup} If Condition4 Then BuyFlag = True; If Condition3 Then SellFlag = True; #{Long Entry} If Condition2 AND BuyFlag Then Begin Buy("b",AtStop,Close + 1); BuyFlag = False; End; #{Short Entry} If Condition1 AND SellFlag Then Begin Sell("s",AtStop,Close - 1); SellFlag = False; End; 즐거운 하루되세요 > 바둑이 님이 쓴 글입니다. > 제목 : 함수 변환 부탁드립니다. > 안녕하세요. 함수변환 부탁드립니다. 감사합니다. Inputs: Price(Close), Length(9); Variables: AvgVal(0), DerivMA1(0), DerivMA2(0), BuyFlag(False), SellFlag(False); {Derivative Calculation} AvgVal = Average(Price, Length); {First Derivative} DerivMA1 = (AvgVal - AvgVal[Length]) / Length; {Second Derivative} DerivMA2 = (DerivMA1 - DerivMA1[1]) / 1; {Setup Conditions} Condition1 = DerivMA1 Crosses Below 0; Condition2 = DerivMA1 Crosses Above 0; Condition3 = DerivMA2 Crosses Below 0; Condition4 = DerivMA2 Crosses Above 0; {Setup} If Condition4 Then BuyFlag = True; If Condition3 Then SellFlag = True; {Long Entry} If Condition2 AND BuyFlag Then Begin Buy Next Bar at Close + 1 Point Stop; BuyFlag = False; End; {Short Entry} If Condition1 AND SellFlag Then Begin Sell Next Bar at Close - 1 Point Stop; SellFlag = False; End;