안녕하세요 예스스탁입니다. 모두 사용자함수식입니다. 1. XAverage inputs: Price( numericseries ), #{ price to average } Length( numericsimple ) ; #{ this input must be a constant >= 0 } var : SmoothingFactor(0); SmoothingFactor = 2 / ( Length + 1 ); if CurrentBar == 1 then XAverage = Price; else XAverage = XAverage[1] + SmoothingFactor * ( Price - XAverage[1] ) ; 2. QQE inputs: rSIPeriod(numericsimple), sF(numericsimple), wF(numericsimple), Line(numericsimple); variable: Wilders_Period(rSIPeriod * 2 - 1), rsi0(0), rsi1(0), dar(0), tr(0), trPrev(0), dv(0), Value_1(0), AtrRsi(0), MaAtrRsi(0); Value_1 = EMA(RSI(rSIPeriod),sF); AtrRsi = AbsValue(Value_1[1] - Value_1[0]); MaAtrRsi = EMA(AtrRsi,Wilders_Period); tr = trPrev; rsi1 = Value_1[1]; rsi0 = Value_1[0]; //astra v1.1: Value 4.236 in v1.0 became default value for user adjustable variable "Filter". dar = EMA(MaAtrRsi, Wilders_Period)[0] * wF; //Filter; dv = tr; if (rsi0 < tr) then begin tr = rsi0 + dar; if (rsi1 < dv and tr > dv) then tr = dv; end else if (rsi0 > tr) then begin tr = rsi0 - dar; if (rsi1 > dv and tr < dv) then tr = dv; end; trPrev = tr; If Line == 0 then QQE = Value_1; Else QQE = tr; 3. MoneyManagement inputs: CapitalSize(NumericSimple), SLSize(NumericSimple), MoneyManagementType(NumericSimple), TradeSize(NumericSimple), SizeRounding(NumericSimple), RiskPerTrade(NumericSimple), MaxTradeSize(NumericSimple); vars: RiskInMoney(0.5), ComputedSize(0); if(MoneyManagementType == 0 or SLSize <= 0 or MoneyManagementType > 2) then begin ComputedSize = TradeSize; End else begin // compute real money management if(MoneyManagementType == 1) then begin // risk % of account per trade RiskInMoney = ((CapitalSize+NetProfit+OpenPositionProfit) * (RiskPerTrade / 100.0)); ComputedSize = Round( RiskInMoney / (SLSize* BigPointValue), SizeRounding); End else begin // risk fixed amount per trade RiskInMoney = RiskPerTrade; ComputedSize = Round( RiskInMoney / (SLSize* BigPointValue), SizeRounding); end; end; if(ComputedSize < 1) then ComputedSize = 2; if(MoneyManagementType > 0 and ComputedSize > MaxTradeSize) then ComputedSize = MaxTradeSize; MoneyManagement = ComputedSize; 즐거운 하루되세요 > 잡다백수 님이 쓴 글입니다. > 제목 : 문의드립니다. > 도움주시는 덕분에 도전하고 있습니다. 매번 감사합니다. 한번 변환해보려고 했는데 TS에서 뜻을 검색해서 알아봤자 예스에서 어떻게 변환할 지 모르겠네요;; 1. 기타 { Search Tag: WA-XAverage } { Exponential Moving Average } inputs: Price( numericseries ), { price to average } Length( numericsimple ) ; { this input must be a constant >= 0 } variables: intrabarpersist SmoothingFactor( 0 ) ; once begin if Length >= 0 then SmoothingFactor = 2 / ( Length + 1 ) else RaiseRuntimeError( !( "The Length input of the XAverage function must be " + "greater than or equal to 0." ) ) ; end ; if CurrentBar = 1 then XAverage = Price else XAverage = XAverage[1] + SmoothingFactor * ( Price - XAverage[1] ) ; { ** Copyright &#169; TradeStation Technologies, Inc. All Rights Reserved / 저작권 소유 ** ** TradeStation reserves the right to modify or overwrite this analysis technique with each release. ** } 2. 기타 inputs: rSIPeriod(numericsimple), sF(numericsimple), wF(numericsimple), Line(numericsimple); variable: Wilders_Period(rSIPeriod * 2 - 1), rsi0(0), rsi1(0), dar(0), tr(0), trPrev(0), dv(0), Value_1(0), AtrRsi(0), MaAtrRsi(0); Value_1 = EMA(RSI(Close, rSIPeriod),sF); AtrRsi = AbsValue(Value_1[1] - Value_1[0]); MaAtrRsi = EMA(AtrRsi,Wilders_Period); tr = trPrev; rsi1 = Value_1[1]; rsi0 = Value_1[0]; //astra v1.1: Value 4.236 in v1.0 became default value for user adjustable variable "Filter". dar = EMA(MaAtrRsi, Wilders_Period)[0] * wF; //Filter; dv = tr; if (rsi0 < tr) then begin tr = rsi0 + dar; if (rsi1 < dv and tr > dv) then tr = dv; end else if (rsi0 > tr) then begin tr = rsi0 - dar; if (rsi1 > dv and tr < dv) then tr = dv; end; trPrev = tr; If Line = 0 then QQE = Value_1 Else QQE = tr; 3. 기타 inputs: CapitalSize(NumericSimple), SLSize(NumericSimple), MoneyManagementType(NumericSimple), TradeSize(NumericSimple), SizeRounding(NumericSimple), RiskPerTrade(NumericSimple), MaxTradeSize(NumericSimple); vars: RiskInMoney(0.5), ComputedSize(0); if(MoneyManagementType = 0 or SLSize <= 0 or MoneyManagementType > 2) then begin ComputedSize = TradeSize; End else begin // compute real money management if(MoneyManagementType = 1) then begin // risk % of account per trade RiskInMoney = ((CapitalSize+NetProfit+OpenPositionProfit) * (RiskPerTrade / 100.0)); ComputedSize = Round( RiskInMoney / (SLSize* BigPointValue), SizeRounding); End else begin // risk fixed amount per trade RiskInMoney = RiskPerTrade; ComputedSize = Round( RiskInMoney / (SLSize* BigPointValue), SizeRounding); end; end; if(ComputedSize < 1) then ComputedSize = 2; if(MoneyManagementType > 0 and ComputedSize > MaxTradeSize) then ComputedSize = MaxTradeSize; MoneyManagement = ComputedSize;