커뮤니티
수식문의드립니다.
2018-10-01 07:17:49
124
글번호 122316
아래의 수식에서 추가 조건을 넣어 합성수식을 만들고자 합니다.
추가수식은
MACD 0선 위 매수대응만.
MACD 0선 아래 매도대응만.
정리하면 MACD 0선위 + 골드크로스 = 매수진입
MACD 0선 아래 + 데드크로수 = 매도진입
부탁드립니다.
Input : LENGTH1(10), 당일누적수익틱수(500),당일누적손실틱수(500);
input : starttime(90000),endtime(050000);
VARS: TEMA(0),Tcond(false);
Var : N1(0),dayPl(0),당일누적수익(0),당일누적손실(0),Xcond(false);
if (sdate != sdate[1] and stime >= endtime) or
(sdate == sdate[1] and stime >= endtime and stime[1] < endtime) then
{
Tcond = false;
if MarketPosition == 1 Then
ExitLong("bx");
if MarketPosition == -1 Then
ExitShort("sx");
}
if (sdate != sdate[1] and stime >= starttime) or
(sdate == sdate[1] and stime >= starttime and stime[1] < starttime) then
{
Xcond = false;
N1 = NetProfit;
Tcond = true;
}
당일누적수익 = PriceScale*당일누적수익틱수;
당일누적손실 = PriceScale*당일누적손실틱수;
daypl = NetProfit-N1;
if TotalTrades > TotalTrades[1] and
(IsExitName("dbp",1) == true or IsExitName("dbl",1) == true or
IsExitName("dsp",1) == true or IsExitName("dsl",1) == true) then
Xcond = true;
TEMA = (3 * Ema(c,LENGTH1)) - (3 * Ema(Ema(c,LENGTH1),LENGTH1)) +
(Ema(Ema(Ema(c,LENGTH1),LENGTH1),LENGTH1));
if Tcond == true and Xcond == false then
{
if crossup(c,TEMA) Then
buy();
if CrossDown(c,TEMA) Then
sell();
}
if MarketPosition == 1 then{
ExitLong("dbp",atlimit,EntryPrice+((당일누적수익-daypl)/CurrentContracts));
ExitLong("dbl",AtStop,EntryPrice-((당일누적손실+daypl)/CurrentContracts));
}
if MarketPosition == -1 then{
ExitShort("dsp",atlimit,EntryPrice-((당일누적수익-daypl)/CurrentContracts));
ExitShort("dsl",AtStop,EntryPrice+((당일누적손실+daypl)/CurrentContracts));
}
SetStopProfittarget(PriceScale*5,PointStop);
답변 3
예스스탁 예스스탁 답변
2018-10-01 15:57:55
안녕하세요
예스스탁입니다.
Input : short(12),long(26),sig(9), 당일누적수익틱수(500),당일누적손실틱수(500);
input : starttime(90000),endtime(050000);
VARS: MACDV(0),MACDS(0),Tcond(false);
Var : N1(0),dayPl(0),당일누적수익(0),당일누적손실(0),Xcond(false);
if (sdate != sdate[1] and stime >= endtime) or
(sdate == sdate[1] and stime >= endtime and stime[1] < endtime) then
{
Tcond = false;
if MarketPosition == 1 Then
ExitLong("bx");
if MarketPosition == -1 Then
ExitShort("sx");
}
if (sdate != sdate[1] and stime >= starttime) or
(sdate == sdate[1] and stime >= starttime and stime[1] < starttime) then
{
Xcond = false;
N1 = NetProfit;
Tcond = true;
}
당일누적수익 = PriceScale*당일누적수익틱수;
당일누적손실 = PriceScale*당일누적손실틱수;
daypl = NetProfit-N1;
if TotalTrades > TotalTrades[1] and
(IsExitName("dbp",1) == true or IsExitName("dbl",1) == true or
IsExitName("dsp",1) == true or IsExitName("dsl",1) == true) then
Xcond = true;
MACDV = MACD(short,long);
MACDS = ema(MACDv,sig);
if Tcond == true and Xcond == false then
{
if crossup(MACDV,MACDS) and MACDV > 0 Then
buy();
if CrossDown(MACDV,MACDS) and MACDV < 0 Then
sell();
}
if MarketPosition == 1 then{
ExitLong("dbp",atlimit,EntryPrice+((당일누적수익-daypl)/CurrentContracts));
ExitLong("dbl",AtStop,EntryPrice-((당일누적손실+daypl)/CurrentContracts));
}
if MarketPosition == -1 then{
ExitShort("dsp",atlimit,EntryPrice-((당일누적수익-daypl)/CurrentContracts));
ExitShort("dsl",AtStop,EntryPrice+((당일누적손실+daypl)/CurrentContracts));
}
SetStopProfittarget(PriceScale*5,PointStop);
즐거운 하루되세요
> 추세신호 님이 쓴 글입니다.
> 제목 : 수식문의드립니다.
> 아래의 수식에서 추가 조건을 넣어 합성수식을 만들고자 합니다.
추가수식은
MACD 0선 위 매수대응만.
MACD 0선 아래 매도대응만.
정리하면 MACD 0선위 + 골드크로스 = 매수진입
MACD 0선 아래 + 데드크로수 = 매도진입
부탁드립니다.
Input : LENGTH1(10), 당일누적수익틱수(500),당일누적손실틱수(500);
input : starttime(90000),endtime(050000);
VARS: TEMA(0),Tcond(false);
Var : N1(0),dayPl(0),당일누적수익(0),당일누적손실(0),Xcond(false);
if (sdate != sdate[1] and stime >= endtime) or
(sdate == sdate[1] and stime >= endtime and stime[1] < endtime) then
{
Tcond = false;
if MarketPosition == 1 Then
ExitLong("bx");
if MarketPosition == -1 Then
ExitShort("sx");
}
if (sdate != sdate[1] and stime >= starttime) or
(sdate == sdate[1] and stime >= starttime and stime[1] < starttime) then
{
Xcond = false;
N1 = NetProfit;
Tcond = true;
}
당일누적수익 = PriceScale*당일누적수익틱수;
당일누적손실 = PriceScale*당일누적손실틱수;
daypl = NetProfit-N1;
if TotalTrades > TotalTrades[1] and
(IsExitName("dbp",1) == true or IsExitName("dbl",1) == true or
IsExitName("dsp",1) == true or IsExitName("dsl",1) == true) then
Xcond = true;
TEMA = (3 * Ema(c,LENGTH1)) - (3 * Ema(Ema(c,LENGTH1),LENGTH1)) +
(Ema(Ema(Ema(c,LENGTH1),LENGTH1),LENGTH1));
if Tcond == true and Xcond == false then
{
if crossup(c,TEMA) Then
buy();
if CrossDown(c,TEMA) Then
sell();
}
if MarketPosition == 1 then{
ExitLong("dbp",atlimit,EntryPrice+((당일누적수익-daypl)/CurrentContracts));
ExitLong("dbl",AtStop,EntryPrice-((당일누적손실+daypl)/CurrentContracts));
}
if MarketPosition == -1 then{
ExitShort("dsp",atlimit,EntryPrice-((당일누적수익-daypl)/CurrentContracts));
ExitShort("dsl",AtStop,EntryPrice+((당일누적손실+daypl)/CurrentContracts));
}
SetStopProfittarget(PriceScale*5,PointStop);
추세신호
2018-10-01 16:35:30
이평값넣는게 없어졌는데요 ㅜㅜ
넣어주셔요 인풋에
> 예스스탁 님이 쓴 글입니다.
> 제목 : Re : 수식문의드립니다.
>
안녕하세요
예스스탁입니다.
Input : short(12),long(26),sig(9), 당일누적수익틱수(500),당일누적손실틱수(500);
input : starttime(90000),endtime(050000);
VARS: MACDV(0),MACDS(0),Tcond(false);
Var : N1(0),dayPl(0),당일누적수익(0),당일누적손실(0),Xcond(false);
if (sdate != sdate[1] and stime >= endtime) or
(sdate == sdate[1] and stime >= endtime and stime[1] < endtime) then
{
Tcond = false;
if MarketPosition == 1 Then
ExitLong("bx");
if MarketPosition == -1 Then
ExitShort("sx");
}
if (sdate != sdate[1] and stime >= starttime) or
(sdate == sdate[1] and stime >= starttime and stime[1] < starttime) then
{
Xcond = false;
N1 = NetProfit;
Tcond = true;
}
당일누적수익 = PriceScale*당일누적수익틱수;
당일누적손실 = PriceScale*당일누적손실틱수;
daypl = NetProfit-N1;
if TotalTrades > TotalTrades[1] and
(IsExitName("dbp",1) == true or IsExitName("dbl",1) == true or
IsExitName("dsp",1) == true or IsExitName("dsl",1) == true) then
Xcond = true;
MACDV = MACD(short,long);
MACDS = ema(MACDv,sig);
if Tcond == true and Xcond == false then
{
if crossup(MACDV,MACDS) and MACDV > 0 Then
buy();
if CrossDown(MACDV,MACDS) and MACDV < 0 Then
sell();
}
if MarketPosition == 1 then{
ExitLong("dbp",atlimit,EntryPrice+((당일누적수익-daypl)/CurrentContracts));
ExitLong("dbl",AtStop,EntryPrice-((당일누적손실+daypl)/CurrentContracts));
}
if MarketPosition == -1 then{
ExitShort("dsp",atlimit,EntryPrice-((당일누적수익-daypl)/CurrentContracts));
ExitShort("dsl",AtStop,EntryPrice+((당일누적손실+daypl)/CurrentContracts));
}
SetStopProfittarget(PriceScale*5,PointStop);
즐거운 하루되세요
> 추세신호 님이 쓴 글입니다.
> 제목 : 수식문의드립니다.
> 아래의 수식에서 추가 조건을 넣어 합성수식을 만들고자 합니다.
추가수식은
MACD 0선 위 매수대응만.
MACD 0선 아래 매도대응만.
정리하면 MACD 0선위 + 골드크로스 = 매수진입
MACD 0선 아래 + 데드크로수 = 매도진입
부탁드립니다.
Input : LENGTH1(10), 당일누적수익틱수(500),당일누적손실틱수(500);
input : starttime(90000),endtime(050000);
VARS: TEMA(0),Tcond(false);
Var : N1(0),dayPl(0),당일누적수익(0),당일누적손실(0),Xcond(false);
if (sdate != sdate[1] and stime >= endtime) or
(sdate == sdate[1] and stime >= endtime and stime[1] < endtime) then
{
Tcond = false;
if MarketPosition == 1 Then
ExitLong("bx");
if MarketPosition == -1 Then
ExitShort("sx");
}
if (sdate != sdate[1] and stime >= starttime) or
(sdate == sdate[1] and stime >= starttime and stime[1] < starttime) then
{
Xcond = false;
N1 = NetProfit;
Tcond = true;
}
당일누적수익 = PriceScale*당일누적수익틱수;
당일누적손실 = PriceScale*당일누적손실틱수;
daypl = NetProfit-N1;
if TotalTrades > TotalTrades[1] and
(IsExitName("dbp",1) == true or IsExitName("dbl",1) == true or
IsExitName("dsp",1) == true or IsExitName("dsl",1) == true) then
Xcond = true;
TEMA = (3 * Ema(c,LENGTH1)) - (3 * Ema(Ema(c,LENGTH1),LENGTH1)) +
(Ema(Ema(Ema(c,LENGTH1),LENGTH1),LENGTH1));
if Tcond == true and Xcond == false then
{
if crossup(c,TEMA) Then
buy();
if CrossDown(c,TEMA) Then
sell();
}
if MarketPosition == 1 then{
ExitLong("dbp",atlimit,EntryPrice+((당일누적수익-daypl)/CurrentContracts));
ExitLong("dbl",AtStop,EntryPrice-((당일누적손실+daypl)/CurrentContracts));
}
if MarketPosition == -1 then{
ExitShort("dsp",atlimit,EntryPrice-((당일누적수익-daypl)/CurrentContracts));
ExitShort("dsl",AtStop,EntryPrice+((당일누적손실+daypl)/CurrentContracts));
}
SetStopProfittarget(PriceScale*5,PointStop);
예스스탁 예스스탁 답변
2018-10-01 16:45:33
안녕하세요
예스스탁입니다.
MACD 골드/데드를 기준 TEMA골드데드로 변경했습니다.
Input : LENGTH1(10),short(12),long(26),sig(9), 당일누적수익틱수(500),당일누적손실틱수(500);
input : starttime(90000),endtime(050000);
VARS: TEMA(0),MACDV(0),MACDS(0),Tcond(false);
Var : N1(0),dayPl(0),당일누적수익(0),당일누적손실(0),Xcond(false);
if (sdate != sdate[1] and stime >= endtime) or
(sdate == sdate[1] and stime >= endtime and stime[1] < endtime) then
{
Tcond = false;
if MarketPosition == 1 Then
ExitLong("bx");
if MarketPosition == -1 Then
ExitShort("sx");
}
if (sdate != sdate[1] and stime >= starttime) or
(sdate == sdate[1] and stime >= starttime and stime[1] < starttime) then
{
Xcond = false;
N1 = NetProfit;
Tcond = true;
}
당일누적수익 = PriceScale*당일누적수익틱수;
당일누적손실 = PriceScale*당일누적손실틱수;
daypl = NetProfit-N1;
if TotalTrades > TotalTrades[1] and
(IsExitName("dbp",1) == true or IsExitName("dbl",1) == true or
IsExitName("dsp",1) == true or IsExitName("dsl",1) == true) then
Xcond = true;
MACDV = MACD(short,long);
MACDS = ema(MACDv,sig);
TEMA = (3 * Ema(c,LENGTH1)) - (3 * Ema(Ema(c,LENGTH1),LENGTH1)) +
(Ema(Ema(Ema(c,LENGTH1),LENGTH1),LENGTH1));
if Tcond == true and Xcond == false then
{
if crossup(c,TEMA) and MACDV > 0 Then
buy();
if CrossDown(c,TEMA) and MACDV < 0 Then
sell();
}
if MarketPosition == 1 then{
ExitLong("dbp",atlimit,EntryPrice+((당일누적수익-daypl)/CurrentContracts));
ExitLong("dbl",AtStop,EntryPrice-((당일누적손실+daypl)/CurrentContracts));
}
if MarketPosition == -1 then{
ExitShort("dsp",atlimit,EntryPrice-((당일누적수익-daypl)/CurrentContracts));
ExitShort("dsl",AtStop,EntryPrice+((당일누적손실+daypl)/CurrentContracts));
}
SetStopProfittarget(PriceScale*5,PointStop);
즐거운 하루되세요
> 추세신호 님이 쓴 글입니다.
> 제목 : Re : Re : 수식문의드립니다.
>
이평값넣는게 없어졌는데요 ㅜㅜ
넣어주셔요 인풋에
> 예스스탁 님이 쓴 글입니다.
> 제목 : Re : 수식문의드립니다.
>
안녕하세요
예스스탁입니다.
Input : short(12),long(26),sig(9), 당일누적수익틱수(500),당일누적손실틱수(500);
input : starttime(90000),endtime(050000);
VARS: MACDV(0),MACDS(0),Tcond(false);
Var : N1(0),dayPl(0),당일누적수익(0),당일누적손실(0),Xcond(false);
if (sdate != sdate[1] and stime >= endtime) or
(sdate == sdate[1] and stime >= endtime and stime[1] < endtime) then
{
Tcond = false;
if MarketPosition == 1 Then
ExitLong("bx");
if MarketPosition == -1 Then
ExitShort("sx");
}
if (sdate != sdate[1] and stime >= starttime) or
(sdate == sdate[1] and stime >= starttime and stime[1] < starttime) then
{
Xcond = false;
N1 = NetProfit;
Tcond = true;
}
당일누적수익 = PriceScale*당일누적수익틱수;
당일누적손실 = PriceScale*당일누적손실틱수;
daypl = NetProfit-N1;
if TotalTrades > TotalTrades[1] and
(IsExitName("dbp",1) == true or IsExitName("dbl",1) == true or
IsExitName("dsp",1) == true or IsExitName("dsl",1) == true) then
Xcond = true;
MACDV = MACD(short,long);
MACDS = ema(MACDv,sig);
if Tcond == true and Xcond == false then
{
if crossup(MACDV,MACDS) and MACDV > 0 Then
buy();
if CrossDown(MACDV,MACDS) and MACDV < 0 Then
sell();
}
if MarketPosition == 1 then{
ExitLong("dbp",atlimit,EntryPrice+((당일누적수익-daypl)/CurrentContracts));
ExitLong("dbl",AtStop,EntryPrice-((당일누적손실+daypl)/CurrentContracts));
}
if MarketPosition == -1 then{
ExitShort("dsp",atlimit,EntryPrice-((당일누적수익-daypl)/CurrentContracts));
ExitShort("dsl",AtStop,EntryPrice+((당일누적손실+daypl)/CurrentContracts));
}
SetStopProfittarget(PriceScale*5,PointStop);
즐거운 하루되세요
> 추세신호 님이 쓴 글입니다.
> 제목 : 수식문의드립니다.
> 아래의 수식에서 추가 조건을 넣어 합성수식을 만들고자 합니다.
추가수식은
MACD 0선 위 매수대응만.
MACD 0선 아래 매도대응만.
정리하면 MACD 0선위 + 골드크로스 = 매수진입
MACD 0선 아래 + 데드크로수 = 매도진입
부탁드립니다.
Input : LENGTH1(10), 당일누적수익틱수(500),당일누적손실틱수(500);
input : starttime(90000),endtime(050000);
VARS: TEMA(0),Tcond(false);
Var : N1(0),dayPl(0),당일누적수익(0),당일누적손실(0),Xcond(false);
if (sdate != sdate[1] and stime >= endtime) or
(sdate == sdate[1] and stime >= endtime and stime[1] < endtime) then
{
Tcond = false;
if MarketPosition == 1 Then
ExitLong("bx");
if MarketPosition == -1 Then
ExitShort("sx");
}
if (sdate != sdate[1] and stime >= starttime) or
(sdate == sdate[1] and stime >= starttime and stime[1] < starttime) then
{
Xcond = false;
N1 = NetProfit;
Tcond = true;
}
당일누적수익 = PriceScale*당일누적수익틱수;
당일누적손실 = PriceScale*당일누적손실틱수;
daypl = NetProfit-N1;
if TotalTrades > TotalTrades[1] and
(IsExitName("dbp",1) == true or IsExitName("dbl",1) == true or
IsExitName("dsp",1) == true or IsExitName("dsl",1) == true) then
Xcond = true;
TEMA = (3 * Ema(c,LENGTH1)) - (3 * Ema(Ema(c,LENGTH1),LENGTH1)) +
(Ema(Ema(Ema(c,LENGTH1),LENGTH1),LENGTH1));
if Tcond == true and Xcond == false then
{
if crossup(c,TEMA) Then
buy();
if CrossDown(c,TEMA) Then
sell();
}
if MarketPosition == 1 then{
ExitLong("dbp",atlimit,EntryPrice+((당일누적수익-daypl)/CurrentContracts));
ExitLong("dbl",AtStop,EntryPrice-((당일누적손실+daypl)/CurrentContracts));
}
if MarketPosition == -1 then{
ExitShort("dsp",atlimit,EntryPrice-((당일누적수익-daypl)/CurrentContracts));
ExitShort("dsl",AtStop,EntryPrice+((당일누적손실+daypl)/CurrentContracts));
}
SetStopProfittarget(PriceScale*5,PointStop);