커뮤니티
함수 변환 부탁드립니다.
2018-04-15 21:37:46
173
글번호 118220
안녕하세요.
함수변환 부탁드립니다.
감사합니다.
Inputs: Price(Close), Length(10), Const(1.2), ChanPcnt(.5), Trade(10000), Lot(100);
Vars: KCU(0), KCL(0), ChanRng(0), AvgVal(0), AvgRange(0), SetBar(0), CountL(0), CountS(0);
{Assignments of Keltner calculations}
AvgVal = Average(Price, Length);
AvgRange = Average(TrueRange, Length);
KCU = AvgVal + AvgRange * Const;
KCL = AvgVal - AvgRange * Const;
ChanRng = (KCU - KCL) / 2;
{Accumulates to count the bars after the SetUps below}
CountL = CountL + 1;
CountS = CountS + 1;
{Buy Criteria Evaluation}
IF Price Crosses Above KCU Then Begin
SetBar = High;
CountL = 1;
End;
IF Price > KCU AND CountL <= 5 Then
Buy Next Bar at SetBar + (ChanRng * ChanPcnt) Stop;
{Sell Criteria Evaluation}
IF Price Crosses Below KCL Then Begin
SetBar = Low;
CountS = 1;
End;
IF Price < KCL AND CountS <= 5 Then
Sell Next Bar at SetBar - (ChanRng * ChanPcnt) Stop;
{System Stops}
IF Close Crosses Below AvgVal Then
ExitLong This Bar on Close;
IF Close Crosses Above AvgVal Then
ExitShort This Bar on Close;
{Trailing Stops}
ExitLong Next Bar at Lowest(Low, 4) Stop;
ExitShort Next Bar at Highest(High, 4) Stop;
답변 1
예스스탁 예스스탁 답변
2018-04-16 13:53:48
안녕하세요
예스스탁입니다.
Inputs: Length(10), Const(1.2), ChanPcnt(.5), Trade(10000), Lot(100);
Vars: KCU(0), KCL(0), ChanRng(0), AvgVal(0), AvgRange(0), SetBar(0), CountL(0), CountS(0),Price(0);
Price = close;
#{Assignments of Keltner calculations}
AvgVal = Average(Price, Length);
AvgRange = Average(TrueRange, Length);
KCU = AvgVal + AvgRange * Const;
KCL = AvgVal - AvgRange * Const;
ChanRng = (KCU - KCL) / 2;
#{Accumulates to count the bars after the SetUps below}
CountL = CountL + 1;
CountS = CountS + 1;
#{Buy Criteria Evaluation}
IF crossup(Price , KCU) Then Begin
SetBar = High;
CountL = 1;
End;
IF Price > KCU AND CountL <= 5 Then
Buy("b",AtStop,SetBar + (ChanRng * ChanPcnt));
#{Sell Criteria Evaluation}
IF crossdown(Price,KCL) Then Begin
SetBar = Low;
CountS = 1;
End;
IF Price < KCL AND CountS <= 5 Then
Sell("s",AtStop,SetBar - (ChanRng * ChanPcnt));
#{System Stops}
IF crossdown(Close , AvgVal) Then
ExitLong("bx1",OnClose);
IF crossup(Close , AvgVal) Then
ExitShort("sx1",OnClose);
#{Trailing Stops}
ExitLong("bx2",AtStop,Lowest(Low, 4));
ExitShort("sx2",AtStop,Highest(High, 4));
즐거운 하루되세요
> 바둑이 님이 쓴 글입니다.
> 제목 : 함수 변환 부탁드립니다.
> 안녕하세요.
함수변환 부탁드립니다.
감사합니다.
Inputs: Price(Close), Length(10), Const(1.2), ChanPcnt(.5), Trade(10000), Lot(100);
Vars: KCU(0), KCL(0), ChanRng(0), AvgVal(0), AvgRange(0), SetBar(0), CountL(0), CountS(0);
{Assignments of Keltner calculations}
AvgVal = Average(Price, Length);
AvgRange = Average(TrueRange, Length);
KCU = AvgVal + AvgRange * Const;
KCL = AvgVal - AvgRange * Const;
ChanRng = (KCU - KCL) / 2;
{Accumulates to count the bars after the SetUps below}
CountL = CountL + 1;
CountS = CountS + 1;
{Buy Criteria Evaluation}
IF Price Crosses Above KCU Then Begin
SetBar = High;
CountL = 1;
End;
IF Price > KCU AND CountL <= 5 Then
Buy Next Bar at SetBar + (ChanRng * ChanPcnt) Stop;
{Sell Criteria Evaluation}
IF Price Crosses Below KCL Then Begin
SetBar = Low;
CountS = 1;
End;
IF Price < KCL AND CountS <= 5 Then
Sell Next Bar at SetBar - (ChanRng * ChanPcnt) Stop;
{System Stops}
IF Close Crosses Below AvgVal Then
ExitLong This Bar on Close;
IF Close Crosses Above AvgVal Then
ExitShort This Bar on Close;
{Trailing Stops}
ExitLong Next Bar at Lowest(Low, 4) Stop;
ExitShort Next Bar at Highest(High, 4) Stop;
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