커뮤니티
수식검토 부탁드립니다.
2024-01-24 10:28:03
986
글번호 176026
첨부 이미지
그림1
안녕하세요. 운영자님
예전에 의뢰드렸던 시스템신호를 가동시키면 그림과 같이 메시지가 뜨는데 해결 부탁드립니다.
input : signal_length(11),sma_signal(true),lin_reg(true),linreg_length(11);
input : lengthMA(34),lengthSignal(9);
input : sto1(12),sto2(5),sto3(5);
input : RSIP(9);
var : bopen1(0,Data1),bhigh1(0,Data1),blow1(0,Data1),bclose1(0,Data1),r1(False,Data1);
var : bopen2(0,Data2),bhigh2(0,Data2),blow2(0,Data2),bclose2(0,Data2),r2(False,Data2);
var : bopen3(0,Data3),bhigh3(0,Data3),blow3(0,Data3),bclose3(0,Data3),r3(False,Data3);
var : bopen4(0,Data4),bhigh4(0,Data4),blow4(0,Data4),bclose4(0,Data4),r4(False,Data4);
var : src1(0,Data1),hi1(0,Data1),lo1(0,Data1),Ema1(0,Data1),eema1(0,Data1),mi1(0,Data1);
var : md1(0,Data1),sb1(0,Data1),sh1(0,Data1),mdc1(0,Data1);
var : src2(0,Data2),hi2(0,Data2),lo2(0,Data2),Ema2(0,Data2),eema2(0,Data2),mi2(0,Data2);
var : md2(0,Data2),sb2(0,Data2),sh2(0,Data2),mdc2(0,Data2);
var : src3(0,Data3),hi3(0,Data3),lo3(0,Data3),Ema3(0,Data3),eema3(0,Data3),mi3(0,Data3);
var : md3(0,Data3),sb3(0,Data3),sh3(0,Data3),mdc3(0,Data3);
var : src4(0,Data4),hi4(0,Data4),lo4(0,Data4),Ema4(0,Data4),eema4(0,Data4),mi4(0,Data4);
var : md4(0,Data4),sb4(0,Data4),sh4(0,Data4),mdc4(0,Data4);
var : stok1(0,Data1),stod1(0,Data1),RSIV1(0,Data1);
var : stok2(0,Data2),stod2(0,Data2),RSIV2(0,Data2);
var : stok3(0,Data3),stod3(0,Data3),RSIV3(0,Data3);
var : stok4(0,Data4),stod4(0,Data4),RSIV4(0,Data4);
var : Bcond(False,Data1),Scond(False,Data1);
bopen1 = data1(iff(lin_reg , LRL(open, linreg_length) , open));
bhigh1 = data1(iff(lin_reg , LRL(high, linreg_length) , high));
blow1 = data1(iff(lin_reg , LRL(low, linreg_length) , low));
bclose1 = data1(iff(lin_reg , LRL(close, linreg_length) , close));
r1 = data1(bopen1 < bclose1);
bopen2 = data2(iff(lin_reg , LRL(open, linreg_length) , open));
bhigh2 = data2(iff(lin_reg , LRL(high, linreg_length) , high));
blow2 = data2(iff(lin_reg , LRL(low, linreg_length) , low));
bclose2 = data2(iff(lin_reg , LRL(close, linreg_length) , close));
r2 = data2(bopen2 < bclose2);
bopen3 = data3(iff(lin_reg , LRL(open, linreg_length) , open));
bhigh3 = data3(iff(lin_reg , LRL(high, linreg_length) , high));
blow3 = data3(iff(lin_reg , LRL(low, linreg_length) , low));
bclose3 = data3(iff(lin_reg , LRL(close, linreg_length) , close));
r3 = data3(bopen3 < bclose3);
bopen4 = data4(iff(lin_reg , LRL(open, linreg_length) , open));
bhigh4 = data4(iff(lin_reg , LRL(high, linreg_length) , high));
blow4 = data4(iff(lin_reg , LRL(low, linreg_length) , low));
bclose4 = data4(iff(lin_reg , LRL(close, linreg_length) , close));
r4 = data4(bopen4 < bclose4);
src1 = Data1((h+l+c)/3);
hi1 = data1(IFF(IsNan(hi1[1]) == true, ma(high,lengthMA), hi1[1]*(lengthMA-1)+high)/lengthMA);
lo1 = data1(IFF(IsNan(lo1[1]) == true, ma(low,lengthMA), lo1[1]*(lengthMA-1)+low)/lengthMA);
ema1 = data1(ema(src1, lengthMA));
eema1 = data1(ema(ema1, lengthMA));
mi1 = ema1+(ema1-eema1);
md1 = data1(IFf((mi1>hi1), (mi1-hi1) , IFf((mi1<lo1) , (mi1 - lo1) , 0)));
sb1 = data1(ma(md1, lengthSignal));
sh1 = md1-sb1;
mdc1 = data1(iff(src1>mi1,iff(src1>hi1,lime,green),iff(src1<lo1,red,orange)));
src2 = Data2((h+l+c)/3);
hi2 = data2(IFF(IsNan(hi2[1]) == true, ma(high,lengthMA), hi2[1]*(lengthMA-1)+high)/lengthMA);
lo2 = data2(IFF(IsNan(lo2[1]) == true, ma(low,lengthMA), lo2[1]*(lengthMA-1)+low)/lengthMA);
ema2 = data2(ema(src2, lengthMA));
eema2 = data2(ema(ema2, lengthMA));
mi2 = ema2+(ema2-eema2);
md2 = data2(IFf((mi2>hi2), (mi2-hi2) , IFf((mi2<lo2) , (mi2 - lo2) , 0)));
sb2 = data2(ma(md2, lengthSignal));
sh2 = md2-sb2;
mdc2 = data2(iff(src2>mi2,iff(src2>hi2,lime,green),iff(src2<lo2,red,orange)));
src3 = Data3((h+l+c)/3);
hi3 = data3(IFF(IsNan(hi3[1]) == true, ma(high,lengthMA), hi3[1]*(lengthMA-1)+high)/lengthMA);
lo3 = data3(IFF(IsNan(lo3[1]) == true, ma(low,lengthMA), lo3[1]*(lengthMA-1)+low)/lengthMA);
ema3 = data3(ema(src3, lengthMA));
eema3 = data3(ema(ema3, lengthMA));
mi3 = ema3+(ema3-eema3);
md3 = data3(IFf((mi3>hi3), (mi3-hi3) , IFf((mi3<lo3) , (mi3 - lo3) , 0)));
sb3 = data3(ma(md3, lengthSignal));
sh3 = md3-sb3;
mdc3 = data3(iff(src3>mi3,iff(src3>hi3,lime,green),iff(src3<lo3,red,orange)));
src4 = Data4((h+l+c)/3);
hi4 = data4(IFF(IsNan(hi4[1]) == true, ma(high,lengthMA), hi4[1]*(lengthMA-1)+high)/lengthMA);
lo4 = data4(IFF(IsNan(lo4[1]) == true, ma(low,lengthMA), lo4[1]*(lengthMA-1)+low)/lengthMA);
ema4 = data4(ema(src4, lengthMA));
eema4 = data4(ema(ema4, lengthMA));
mi4 = ema4+(ema4-eema4);
md4 = data4(IFf((mi4>hi4), (mi4-hi4) , IFf((mi4<lo4) , (mi4 - lo4) , 0)));
sb4 = data4(ma(md4, lengthSignal));
sh4 = md4-sb4;
mdc4 = data4(iff(src4>mi4,iff(src4>hi4,lime,green),iff(src4<lo4,red,orange)));
stok1 = data1(StochasticsK(sto1,sto2));
stod1 = data1(StochasticsD(sto1,sto2,sto3));
RSIV1 = data1(RSI(RSIP));
stok2 = data2(StochasticsK(sto1,sto2));
stod2 = data2(StochasticsD(sto1,sto2,sto3));
RSIV2 = data2(RSI(RSIP));
stok3 = data3(StochasticsK(sto1,sto2));
stod3 = data3(StochasticsD(sto1,sto2,sto3));
RSIV3 = data3(RSI(RSIP));
stok4 = data4(StochasticsK(sto1,sto2));
stod4 = data4(StochasticsD(sto1,sto2,sto3));
RSIV4 = data4(RSI(RSIP));
Bcond = r1 == true and md1 == green and stok1 > stod1 and RSIV1 > 50 and
r2 == true and md2 == green and stok2 > stod2 and RSIV2 > 50 and
r3 == true and md3 == green and stok3 > stod3 and RSIV3 > 50 and
r4 == true and md4 == green and stok4 > stod4 and RSIV4 > 50 ;
Scond = r1 == False and md1 == Red and stok1 < stod1 and RSIV1 < 50 and
r2 == False and md2 == Red and stok2 < stod1 and RSIV2 < 50 and
r3 == False and md3 == Red and stok3 < stod1 and RSIV3 < 50 and
r4 == False and md4 == Red and stok4 < stod1 and RSIV4 < 50;
if MarketPosition <= 0 and Bcond == true and Bcond[1] == False Then
Buy();
if MarketPosition >= 0 and Scond == true and Scond[1] == False Then
Sell();
if MarketPosition == 1 and Bcond == False Then
ExitLong();
if MarketPosition == -1 and Scond == False Then
ExitShort();
- 1. 스크린샷_2024-01-24_101713.png (0.01 MB)
- 2. SYSTEM_230317.ysg (0.01 MB)
답변 2
예스스탁 예스스탁 답변
2024-01-24 11:53:53
안녕하세요
예스스탁입니다.
시뮬레이션 차트에는 변수최적화 기능때문에
외부변수(input)가 숫자가 아닌경우 적용이 제한됩니다.
현재식에서 input변수가 true,false를 지정하는 내용이 있어 1,0으로 변경해 드립니다.
true이면 1, false이면 0으로 지정하시면 됩니다.
sma_signal(true)는 사용하는 부분이 없어 삭제해 드립니다.
input : signal_length(11),lin_reg(1),linreg_length(11);
input : lengthMA(34),lengthSignal(9);
input : sto1(12),sto2(5),sto3(5);
input : RSIP(9);
var : bopen1(0,Data1),bhigh1(0,Data1),blow1(0,Data1),bclose1(0,Data1),r1(False,Data1);
var : bopen2(0,Data2),bhigh2(0,Data2),blow2(0,Data2),bclose2(0,Data2),r2(False,Data2);
var : bopen3(0,Data3),bhigh3(0,Data3),blow3(0,Data3),bclose3(0,Data3),r3(False,Data3);
var : bopen4(0,Data4),bhigh4(0,Data4),blow4(0,Data4),bclose4(0,Data4),r4(False,Data4);
var : src1(0,Data1),hi1(0,Data1),lo1(0,Data1),Ema1(0,Data1),eema1(0,Data1),mi1(0,Data1);
var : md1(0,Data1),sb1(0,Data1),sh1(0,Data1),mdc1(0,Data1);
var : src2(0,Data2),hi2(0,Data2),lo2(0,Data2),Ema2(0,Data2),eema2(0,Data2),mi2(0,Data2);
var : md2(0,Data2),sb2(0,Data2),sh2(0,Data2),mdc2(0,Data2);
var : src3(0,Data3),hi3(0,Data3),lo3(0,Data3),Ema3(0,Data3),eema3(0,Data3),mi3(0,Data3);
var : md3(0,Data3),sb3(0,Data3),sh3(0,Data3),mdc3(0,Data3);
var : src4(0,Data4),hi4(0,Data4),lo4(0,Data4),Ema4(0,Data4),eema4(0,Data4),mi4(0,Data4);
var : md4(0,Data4),sb4(0,Data4),sh4(0,Data4),mdc4(0,Data4);
var : stok1(0,Data1),stod1(0,Data1),RSIV1(0,Data1);
var : stok2(0,Data2),stod2(0,Data2),RSIV2(0,Data2);
var : stok3(0,Data3),stod3(0,Data3),RSIV3(0,Data3);
var : stok4(0,Data4),stod4(0,Data4),RSIV4(0,Data4);
var : Bcond(False,Data1),Scond(False,Data1);
bopen1 = data1(iff(lin_reg == 1 , LRL(open, linreg_length) , open));
bhigh1 = data1(iff(lin_reg == 1 , LRL(high, linreg_length) , high));
blow1 = data1(iff(lin_reg == 1 , LRL(low, linreg_length) , low));
bclose1 = data1(iff(lin_reg == 1 , LRL(close, linreg_length) , close));
r1 = data1(bopen1 < bclose1);
bopen2 = data2(iff(lin_reg == 1 , LRL(open, linreg_length) , open));
bhigh2 = data2(iff(lin_reg == 1 , LRL(high, linreg_length) , high));
blow2 = data2(iff(lin_reg == 1 , LRL(low, linreg_length) , low));
bclose2 = data2(iff(lin_reg == 1 , LRL(close, linreg_length) , close));
r2 = data2(bopen2 < bclose2);
bopen3 = data3(iff(lin_reg == 1 , LRL(open, linreg_length) , open));
bhigh3 = data3(iff(lin_reg == 1 , LRL(high, linreg_length) , high));
blow3 = data3(iff(lin_reg == 1 , LRL(low, linreg_length) , low));
bclose3 = data3(iff(lin_reg == 1 , LRL(close, linreg_length) , close));
r3 = data3(bopen3 < bclose3);
bopen4 = data4(iff(lin_reg == 1 , LRL(open, linreg_length) , open));
bhigh4 = data4(iff(lin_reg == 1 , LRL(high, linreg_length) , high));
blow4 = data4(iff(lin_reg == 1 , LRL(low, linreg_length) , low));
bclose4 = data4(iff(lin_reg == 1 , LRL(close, linreg_length) , close));
r4 = data4(bopen4 < bclose4);
src1 = Data1((h+l+c)/3);
hi1 = data1(IFF(IsNan(hi1[1]) == true, ma(high,lengthMA), hi1[1]*(lengthMA-1)+high)/lengthMA);
lo1 = data1(IFF(IsNan(lo1[1]) == true, ma(low,lengthMA), lo1[1]*(lengthMA-1)+low)/lengthMA);
ema1 = data1(ema(src1, lengthMA));
eema1 = data1(ema(ema1, lengthMA));
mi1 = ema1+(ema1-eema1);
md1 = data1(IFf((mi1>hi1), (mi1-hi1) , IFf((mi1<lo1) , (mi1 - lo1) , 0)));
sb1 = data1(ma(md1, lengthSignal));
sh1 = md1-sb1;
mdc1 = data1(iff(src1>mi1,iff(src1>hi1,lime,green),iff(src1<lo1,red,orange)));
src2 = Data2((h+l+c)/3);
hi2 = data2(IFF(IsNan(hi2[1]) == true, ma(high,lengthMA), hi2[1]*(lengthMA-1)+high)/lengthMA);
lo2 = data2(IFF(IsNan(lo2[1]) == true, ma(low,lengthMA), lo2[1]*(lengthMA-1)+low)/lengthMA);
ema2 = data2(ema(src2, lengthMA));
eema2 = data2(ema(ema2, lengthMA));
mi2 = ema2+(ema2-eema2);
md2 = data2(IFf((mi2>hi2), (mi2-hi2) , IFf((mi2<lo2) , (mi2 - lo2) , 0)));
sb2 = data2(ma(md2, lengthSignal));
sh2 = md2-sb2;
mdc2 = data2(iff(src2>mi2,iff(src2>hi2,lime,green),iff(src2<lo2,red,orange)));
src3 = Data3((h+l+c)/3);
hi3 = data3(IFF(IsNan(hi3[1]) == true, ma(high,lengthMA), hi3[1]*(lengthMA-1)+high)/lengthMA);
lo3 = data3(IFF(IsNan(lo3[1]) == true, ma(low,lengthMA), lo3[1]*(lengthMA-1)+low)/lengthMA);
ema3 = data3(ema(src3, lengthMA));
eema3 = data3(ema(ema3, lengthMA));
mi3 = ema3+(ema3-eema3);
md3 = data3(IFf((mi3>hi3), (mi3-hi3) , IFf((mi3<lo3) , (mi3 - lo3) , 0)));
sb3 = data3(ma(md3, lengthSignal));
sh3 = md3-sb3;
mdc3 = data3(iff(src3>mi3,iff(src3>hi3,lime,green),iff(src3<lo3,red,orange)));
src4 = Data4((h+l+c)/3);
hi4 = data4(IFF(IsNan(hi4[1]) == true, ma(high,lengthMA), hi4[1]*(lengthMA-1)+high)/lengthMA);
lo4 = data4(IFF(IsNan(lo4[1]) == true, ma(low,lengthMA), lo4[1]*(lengthMA-1)+low)/lengthMA);
ema4 = data4(ema(src4, lengthMA));
eema4 = data4(ema(ema4, lengthMA));
mi4 = ema4+(ema4-eema4);
md4 = data4(IFf((mi4>hi4), (mi4-hi4) , IFf((mi4<lo4) , (mi4 - lo4) , 0)));
sb4 = data4(ma(md4, lengthSignal));
sh4 = md4-sb4;
mdc4 = data4(iff(src4>mi4,iff(src4>hi4,lime,green),iff(src4<lo4,red,orange)));
stok1 = data1(StochasticsK(sto1,sto2));
stod1 = data1(StochasticsD(sto1,sto2,sto3));
RSIV1 = data1(RSI(RSIP));
stok2 = data2(StochasticsK(sto1,sto2));
stod2 = data2(StochasticsD(sto1,sto2,sto3));
RSIV2 = data2(RSI(RSIP));
stok3 = data3(StochasticsK(sto1,sto2));
stod3 = data3(StochasticsD(sto1,sto2,sto3));
RSIV3 = data3(RSI(RSIP));
stok4 = data4(StochasticsK(sto1,sto2));
stod4 = data4(StochasticsD(sto1,sto2,sto3));
RSIV4 = data4(RSI(RSIP));
Bcond = r1 == true and md1 == green and stok1 > stod1 and RSIV1 > 50 and
r2 == true and md2 == green and stok2 > stod2 and RSIV2 > 50 and
r3 == true and md3 == green and stok3 > stod3 and RSIV3 > 50 and
r4 == true and md4 == green and stok4 > stod4 and RSIV4 > 50 ;
Scond = r1 == False and md1 == Red and stok1 < stod1 and RSIV1 < 50 and
r2 == False and md2 == Red and stok2 < stod1 and RSIV2 < 50 and
r3 == False and md3 == Red and stok3 < stod1 and RSIV3 < 50 and
r4 == False and md4 == Red and stok4 < stod1 and RSIV4 < 50;
if MarketPosition <= 0 and Bcond == true and Bcond[1] == False Then
Buy();
if MarketPosition >= 0 and Scond == true and Scond[1] == False Then
Sell();
if MarketPosition == 1 and Bcond == False Then
ExitLong();
if MarketPosition == -1 and Scond == False Then
ExitShort();
즐거운 하루되세요
> 고박사122 님이 쓴 글입니다.
> 제목 : 수식검토 부탁드립니다.
> 안녕하세요. 운영자님
예전에 의뢰드렸던 시스템신호를 가동시키면 그림과 같이 메시지가 뜨는데 해결 부탁드립니다.
input : signal_length(11),sma_signal(true),lin_reg(true),linreg_length(11);
input : lengthMA(34),lengthSignal(9);
input : sto1(12),sto2(5),sto3(5);
input : RSIP(9);
var : bopen1(0,Data1),bhigh1(0,Data1),blow1(0,Data1),bclose1(0,Data1),r1(False,Data1);
var : bopen2(0,Data2),bhigh2(0,Data2),blow2(0,Data2),bclose2(0,Data2),r2(False,Data2);
var : bopen3(0,Data3),bhigh3(0,Data3),blow3(0,Data3),bclose3(0,Data3),r3(False,Data3);
var : bopen4(0,Data4),bhigh4(0,Data4),blow4(0,Data4),bclose4(0,Data4),r4(False,Data4);
var : src1(0,Data1),hi1(0,Data1),lo1(0,Data1),Ema1(0,Data1),eema1(0,Data1),mi1(0,Data1);
var : md1(0,Data1),sb1(0,Data1),sh1(0,Data1),mdc1(0,Data1);
var : src2(0,Data2),hi2(0,Data2),lo2(0,Data2),Ema2(0,Data2),eema2(0,Data2),mi2(0,Data2);
var : md2(0,Data2),sb2(0,Data2),sh2(0,Data2),mdc2(0,Data2);
var : src3(0,Data3),hi3(0,Data3),lo3(0,Data3),Ema3(0,Data3),eema3(0,Data3),mi3(0,Data3);
var : md3(0,Data3),sb3(0,Data3),sh3(0,Data3),mdc3(0,Data3);
var : src4(0,Data4),hi4(0,Data4),lo4(0,Data4),Ema4(0,Data4),eema4(0,Data4),mi4(0,Data4);
var : md4(0,Data4),sb4(0,Data4),sh4(0,Data4),mdc4(0,Data4);
var : stok1(0,Data1),stod1(0,Data1),RSIV1(0,Data1);
var : stok2(0,Data2),stod2(0,Data2),RSIV2(0,Data2);
var : stok3(0,Data3),stod3(0,Data3),RSIV3(0,Data3);
var : stok4(0,Data4),stod4(0,Data4),RSIV4(0,Data4);
var : Bcond(False,Data1),Scond(False,Data1);
bopen1 = data1(iff(lin_reg , LRL(open, linreg_length) , open));
bhigh1 = data1(iff(lin_reg , LRL(high, linreg_length) , high));
blow1 = data1(iff(lin_reg , LRL(low, linreg_length) , low));
bclose1 = data1(iff(lin_reg , LRL(close, linreg_length) , close));
r1 = data1(bopen1 < bclose1);
bopen2 = data2(iff(lin_reg , LRL(open, linreg_length) , open));
bhigh2 = data2(iff(lin_reg , LRL(high, linreg_length) , high));
blow2 = data2(iff(lin_reg , LRL(low, linreg_length) , low));
bclose2 = data2(iff(lin_reg , LRL(close, linreg_length) , close));
r2 = data2(bopen2 < bclose2);
bopen3 = data3(iff(lin_reg , LRL(open, linreg_length) , open));
bhigh3 = data3(iff(lin_reg , LRL(high, linreg_length) , high));
blow3 = data3(iff(lin_reg , LRL(low, linreg_length) , low));
bclose3 = data3(iff(lin_reg , LRL(close, linreg_length) , close));
r3 = data3(bopen3 < bclose3);
bopen4 = data4(iff(lin_reg , LRL(open, linreg_length) , open));
bhigh4 = data4(iff(lin_reg , LRL(high, linreg_length) , high));
blow4 = data4(iff(lin_reg , LRL(low, linreg_length) , low));
bclose4 = data4(iff(lin_reg , LRL(close, linreg_length) , close));
r4 = data4(bopen4 < bclose4);
src1 = Data1((h+l+c)/3);
hi1 = data1(IFF(IsNan(hi1[1]) == true, ma(high,lengthMA), hi1[1]*(lengthMA-1)+high)/lengthMA);
lo1 = data1(IFF(IsNan(lo1[1]) == true, ma(low,lengthMA), lo1[1]*(lengthMA-1)+low)/lengthMA);
ema1 = data1(ema(src1, lengthMA));
eema1 = data1(ema(ema1, lengthMA));
mi1 = ema1+(ema1-eema1);
md1 = data1(IFf((mi1>hi1), (mi1-hi1) , IFf((mi1<lo1) , (mi1 - lo1) , 0)));
sb1 = data1(ma(md1, lengthSignal));
sh1 = md1-sb1;
mdc1 = data1(iff(src1>mi1,iff(src1>hi1,lime,green),iff(src1<lo1,red,orange)));
src2 = Data2((h+l+c)/3);
hi2 = data2(IFF(IsNan(hi2[1]) == true, ma(high,lengthMA), hi2[1]*(lengthMA-1)+high)/lengthMA);
lo2 = data2(IFF(IsNan(lo2[1]) == true, ma(low,lengthMA), lo2[1]*(lengthMA-1)+low)/lengthMA);
ema2 = data2(ema(src2, lengthMA));
eema2 = data2(ema(ema2, lengthMA));
mi2 = ema2+(ema2-eema2);
md2 = data2(IFf((mi2>hi2), (mi2-hi2) , IFf((mi2<lo2) , (mi2 - lo2) , 0)));
sb2 = data2(ma(md2, lengthSignal));
sh2 = md2-sb2;
mdc2 = data2(iff(src2>mi2,iff(src2>hi2,lime,green),iff(src2<lo2,red,orange)));
src3 = Data3((h+l+c)/3);
hi3 = data3(IFF(IsNan(hi3[1]) == true, ma(high,lengthMA), hi3[1]*(lengthMA-1)+high)/lengthMA);
lo3 = data3(IFF(IsNan(lo3[1]) == true, ma(low,lengthMA), lo3[1]*(lengthMA-1)+low)/lengthMA);
ema3 = data3(ema(src3, lengthMA));
eema3 = data3(ema(ema3, lengthMA));
mi3 = ema3+(ema3-eema3);
md3 = data3(IFf((mi3>hi3), (mi3-hi3) , IFf((mi3<lo3) , (mi3 - lo3) , 0)));
sb3 = data3(ma(md3, lengthSignal));
sh3 = md3-sb3;
mdc3 = data3(iff(src3>mi3,iff(src3>hi3,lime,green),iff(src3<lo3,red,orange)));
src4 = Data4((h+l+c)/3);
hi4 = data4(IFF(IsNan(hi4[1]) == true, ma(high,lengthMA), hi4[1]*(lengthMA-1)+high)/lengthMA);
lo4 = data4(IFF(IsNan(lo4[1]) == true, ma(low,lengthMA), lo4[1]*(lengthMA-1)+low)/lengthMA);
ema4 = data4(ema(src4, lengthMA));
eema4 = data4(ema(ema4, lengthMA));
mi4 = ema4+(ema4-eema4);
md4 = data4(IFf((mi4>hi4), (mi4-hi4) , IFf((mi4<lo4) , (mi4 - lo4) , 0)));
sb4 = data4(ma(md4, lengthSignal));
sh4 = md4-sb4;
mdc4 = data4(iff(src4>mi4,iff(src4>hi4,lime,green),iff(src4<lo4,red,orange)));
stok1 = data1(StochasticsK(sto1,sto2));
stod1 = data1(StochasticsD(sto1,sto2,sto3));
RSIV1 = data1(RSI(RSIP));
stok2 = data2(StochasticsK(sto1,sto2));
stod2 = data2(StochasticsD(sto1,sto2,sto3));
RSIV2 = data2(RSI(RSIP));
stok3 = data3(StochasticsK(sto1,sto2));
stod3 = data3(StochasticsD(sto1,sto2,sto3));
RSIV3 = data3(RSI(RSIP));
stok4 = data4(StochasticsK(sto1,sto2));
stod4 = data4(StochasticsD(sto1,sto2,sto3));
RSIV4 = data4(RSI(RSIP));
Bcond = r1 == true and md1 == green and stok1 > stod1 and RSIV1 > 50 and
r2 == true and md2 == green and stok2 > stod2 and RSIV2 > 50 and
r3 == true and md3 == green and stok3 > stod3 and RSIV3 > 50 and
r4 == true and md4 == green and stok4 > stod4 and RSIV4 > 50 ;
Scond = r1 == False and md1 == Red and stok1 < stod1 and RSIV1 < 50 and
r2 == False and md2 == Red and stok2 < stod1 and RSIV2 < 50 and
r3 == False and md3 == Red and stok3 < stod1 and RSIV3 < 50 and
r4 == False and md4 == Red and stok4 < stod1 and RSIV4 < 50;
if MarketPosition <= 0 and Bcond == true and Bcond[1] == False Then
Buy();
if MarketPosition >= 0 and Scond == true and Scond[1] == False Then
Sell();
if MarketPosition == 1 and Bcond == False Then
ExitLong();
if MarketPosition == -1 and Scond == False Then
ExitShort();
고박사122
2024-01-24 15:47:17
빠른 답변 감사드립니다.
시스템 적용을 해보면 그림과 같이 메시지가 뜨네요. 조언 부탁드립니다. 초보라 힘드네요..
> 예스스탁 님이 쓴 글입니다.
> 제목 : Re : 수식검토 부탁드립니다.
> 안녕하세요
예스스탁입니다.
시뮬레이션 차트에는 변수최적화 기능때문에
외부변수(input)가 숫자가 아닌경우 적용이 제한됩니다.
현재식에서 input변수가 true,false를 지정하는 내용이 있어 1,0으로 변경해 드립니다.
true이면 1, false이면 0으로 지정하시면 됩니다.
sma_signal(true)는 사용하는 부분이 없어 삭제해 드립니다.
input : signal_length(11),lin_reg(1),linreg_length(11);
input : lengthMA(34),lengthSignal(9);
input : sto1(12),sto2(5),sto3(5);
input : RSIP(9);
var : bopen1(0,Data1),bhigh1(0,Data1),blow1(0,Data1),bclose1(0,Data1),r1(False,Data1);
var : bopen2(0,Data2),bhigh2(0,Data2),blow2(0,Data2),bclose2(0,Data2),r2(False,Data2);
var : bopen3(0,Data3),bhigh3(0,Data3),blow3(0,Data3),bclose3(0,Data3),r3(False,Data3);
var : bopen4(0,Data4),bhigh4(0,Data4),blow4(0,Data4),bclose4(0,Data4),r4(False,Data4);
var : src1(0,Data1),hi1(0,Data1),lo1(0,Data1),Ema1(0,Data1),eema1(0,Data1),mi1(0,Data1);
var : md1(0,Data1),sb1(0,Data1),sh1(0,Data1),mdc1(0,Data1);
var : src2(0,Data2),hi2(0,Data2),lo2(0,Data2),Ema2(0,Data2),eema2(0,Data2),mi2(0,Data2);
var : md2(0,Data2),sb2(0,Data2),sh2(0,Data2),mdc2(0,Data2);
var : src3(0,Data3),hi3(0,Data3),lo3(0,Data3),Ema3(0,Data3),eema3(0,Data3),mi3(0,Data3);
var : md3(0,Data3),sb3(0,Data3),sh3(0,Data3),mdc3(0,Data3);
var : src4(0,Data4),hi4(0,Data4),lo4(0,Data4),Ema4(0,Data4),eema4(0,Data4),mi4(0,Data4);
var : md4(0,Data4),sb4(0,Data4),sh4(0,Data4),mdc4(0,Data4);
var : stok1(0,Data1),stod1(0,Data1),RSIV1(0,Data1);
var : stok2(0,Data2),stod2(0,Data2),RSIV2(0,Data2);
var : stok3(0,Data3),stod3(0,Data3),RSIV3(0,Data3);
var : stok4(0,Data4),stod4(0,Data4),RSIV4(0,Data4);
var : Bcond(False,Data1),Scond(False,Data1);
bopen1 = data1(iff(lin_reg == 1 , LRL(open, linreg_length) , open));
bhigh1 = data1(iff(lin_reg == 1 , LRL(high, linreg_length) , high));
blow1 = data1(iff(lin_reg == 1 , LRL(low, linreg_length) , low));
bclose1 = data1(iff(lin_reg == 1 , LRL(close, linreg_length) , close));
r1 = data1(bopen1 < bclose1);
bopen2 = data2(iff(lin_reg == 1 , LRL(open, linreg_length) , open));
bhigh2 = data2(iff(lin_reg == 1 , LRL(high, linreg_length) , high));
blow2 = data2(iff(lin_reg == 1 , LRL(low, linreg_length) , low));
bclose2 = data2(iff(lin_reg == 1 , LRL(close, linreg_length) , close));
r2 = data2(bopen2 < bclose2);
bopen3 = data3(iff(lin_reg == 1 , LRL(open, linreg_length) , open));
bhigh3 = data3(iff(lin_reg == 1 , LRL(high, linreg_length) , high));
blow3 = data3(iff(lin_reg == 1 , LRL(low, linreg_length) , low));
bclose3 = data3(iff(lin_reg == 1 , LRL(close, linreg_length) , close));
r3 = data3(bopen3 < bclose3);
bopen4 = data4(iff(lin_reg == 1 , LRL(open, linreg_length) , open));
bhigh4 = data4(iff(lin_reg == 1 , LRL(high, linreg_length) , high));
blow4 = data4(iff(lin_reg == 1 , LRL(low, linreg_length) , low));
bclose4 = data4(iff(lin_reg == 1 , LRL(close, linreg_length) , close));
r4 = data4(bopen4 < bclose4);
src1 = Data1((h+l+c)/3);
hi1 = data1(IFF(IsNan(hi1[1]) == true, ma(high,lengthMA), hi1[1]*(lengthMA-1)+high)/lengthMA);
lo1 = data1(IFF(IsNan(lo1[1]) == true, ma(low,lengthMA), lo1[1]*(lengthMA-1)+low)/lengthMA);
ema1 = data1(ema(src1, lengthMA));
eema1 = data1(ema(ema1, lengthMA));
mi1 = ema1+(ema1-eema1);
md1 = data1(IFf((mi1>hi1), (mi1-hi1) , IFf((mi1<lo1) , (mi1 - lo1) , 0)));
sb1 = data1(ma(md1, lengthSignal));
sh1 = md1-sb1;
mdc1 = data1(iff(src1>mi1,iff(src1>hi1,lime,green),iff(src1<lo1,red,orange)));
src2 = Data2((h+l+c)/3);
hi2 = data2(IFF(IsNan(hi2[1]) == true, ma(high,lengthMA), hi2[1]*(lengthMA-1)+high)/lengthMA);
lo2 = data2(IFF(IsNan(lo2[1]) == true, ma(low,lengthMA), lo2[1]*(lengthMA-1)+low)/lengthMA);
ema2 = data2(ema(src2, lengthMA));
eema2 = data2(ema(ema2, lengthMA));
mi2 = ema2+(ema2-eema2);
md2 = data2(IFf((mi2>hi2), (mi2-hi2) , IFf((mi2<lo2) , (mi2 - lo2) , 0)));
sb2 = data2(ma(md2, lengthSignal));
sh2 = md2-sb2;
mdc2 = data2(iff(src2>mi2,iff(src2>hi2,lime,green),iff(src2<lo2,red,orange)));
src3 = Data3((h+l+c)/3);
hi3 = data3(IFF(IsNan(hi3[1]) == true, ma(high,lengthMA), hi3[1]*(lengthMA-1)+high)/lengthMA);
lo3 = data3(IFF(IsNan(lo3[1]) == true, ma(low,lengthMA), lo3[1]*(lengthMA-1)+low)/lengthMA);
ema3 = data3(ema(src3, lengthMA));
eema3 = data3(ema(ema3, lengthMA));
mi3 = ema3+(ema3-eema3);
md3 = data3(IFf((mi3>hi3), (mi3-hi3) , IFf((mi3<lo3) , (mi3 - lo3) , 0)));
sb3 = data3(ma(md3, lengthSignal));
sh3 = md3-sb3;
mdc3 = data3(iff(src3>mi3,iff(src3>hi3,lime,green),iff(src3<lo3,red,orange)));
src4 = Data4((h+l+c)/3);
hi4 = data4(IFF(IsNan(hi4[1]) == true, ma(high,lengthMA), hi4[1]*(lengthMA-1)+high)/lengthMA);
lo4 = data4(IFF(IsNan(lo4[1]) == true, ma(low,lengthMA), lo4[1]*(lengthMA-1)+low)/lengthMA);
ema4 = data4(ema(src4, lengthMA));
eema4 = data4(ema(ema4, lengthMA));
mi4 = ema4+(ema4-eema4);
md4 = data4(IFf((mi4>hi4), (mi4-hi4) , IFf((mi4<lo4) , (mi4 - lo4) , 0)));
sb4 = data4(ma(md4, lengthSignal));
sh4 = md4-sb4;
mdc4 = data4(iff(src4>mi4,iff(src4>hi4,lime,green),iff(src4<lo4,red,orange)));
stok1 = data1(StochasticsK(sto1,sto2));
stod1 = data1(StochasticsD(sto1,sto2,sto3));
RSIV1 = data1(RSI(RSIP));
stok2 = data2(StochasticsK(sto1,sto2));
stod2 = data2(StochasticsD(sto1,sto2,sto3));
RSIV2 = data2(RSI(RSIP));
stok3 = data3(StochasticsK(sto1,sto2));
stod3 = data3(StochasticsD(sto1,sto2,sto3));
RSIV3 = data3(RSI(RSIP));
stok4 = data4(StochasticsK(sto1,sto2));
stod4 = data4(StochasticsD(sto1,sto2,sto3));
RSIV4 = data4(RSI(RSIP));
Bcond = r1 == true and md1 == green and stok1 > stod1 and RSIV1 > 50 and
r2 == true and md2 == green and stok2 > stod2 and RSIV2 > 50 and
r3 == true and md3 == green and stok3 > stod3 and RSIV3 > 50 and
r4 == true and md4 == green and stok4 > stod4 and RSIV4 > 50 ;
Scond = r1 == False and md1 == Red and stok1 < stod1 and RSIV1 < 50 and
r2 == False and md2 == Red and stok2 < stod1 and RSIV2 < 50 and
r3 == False and md3 == Red and stok3 < stod1 and RSIV3 < 50 and
r4 == False and md4 == Red and stok4 < stod1 and RSIV4 < 50;
if MarketPosition <= 0 and Bcond == true and Bcond[1] == False Then
Buy();
if MarketPosition >= 0 and Scond == true and Scond[1] == False Then
Sell();
if MarketPosition == 1 and Bcond == False Then
ExitLong();
if MarketPosition == -1 and Scond == False Then
ExitShort();
즐거운 하루되세요
> 고박사122 님이 쓴 글입니다.
> 제목 : 수식검토 부탁드립니다.
> 안녕하세요. 운영자님
예전에 의뢰드렸던 시스템신호를 가동시키면 그림과 같이 메시지가 뜨는데 해결 부탁드립니다.
input : signal_length(11),sma_signal(true),lin_reg(true),linreg_length(11);
input : lengthMA(34),lengthSignal(9);
input : sto1(12),sto2(5),sto3(5);
input : RSIP(9);
var : bopen1(0,Data1),bhigh1(0,Data1),blow1(0,Data1),bclose1(0,Data1),r1(False,Data1);
var : bopen2(0,Data2),bhigh2(0,Data2),blow2(0,Data2),bclose2(0,Data2),r2(False,Data2);
var : bopen3(0,Data3),bhigh3(0,Data3),blow3(0,Data3),bclose3(0,Data3),r3(False,Data3);
var : bopen4(0,Data4),bhigh4(0,Data4),blow4(0,Data4),bclose4(0,Data4),r4(False,Data4);
var : src1(0,Data1),hi1(0,Data1),lo1(0,Data1),Ema1(0,Data1),eema1(0,Data1),mi1(0,Data1);
var : md1(0,Data1),sb1(0,Data1),sh1(0,Data1),mdc1(0,Data1);
var : src2(0,Data2),hi2(0,Data2),lo2(0,Data2),Ema2(0,Data2),eema2(0,Data2),mi2(0,Data2);
var : md2(0,Data2),sb2(0,Data2),sh2(0,Data2),mdc2(0,Data2);
var : src3(0,Data3),hi3(0,Data3),lo3(0,Data3),Ema3(0,Data3),eema3(0,Data3),mi3(0,Data3);
var : md3(0,Data3),sb3(0,Data3),sh3(0,Data3),mdc3(0,Data3);
var : src4(0,Data4),hi4(0,Data4),lo4(0,Data4),Ema4(0,Data4),eema4(0,Data4),mi4(0,Data4);
var : md4(0,Data4),sb4(0,Data4),sh4(0,Data4),mdc4(0,Data4);
var : stok1(0,Data1),stod1(0,Data1),RSIV1(0,Data1);
var : stok2(0,Data2),stod2(0,Data2),RSIV2(0,Data2);
var : stok3(0,Data3),stod3(0,Data3),RSIV3(0,Data3);
var : stok4(0,Data4),stod4(0,Data4),RSIV4(0,Data4);
var : Bcond(False,Data1),Scond(False,Data1);
bopen1 = data1(iff(lin_reg , LRL(open, linreg_length) , open));
bhigh1 = data1(iff(lin_reg , LRL(high, linreg_length) , high));
blow1 = data1(iff(lin_reg , LRL(low, linreg_length) , low));
bclose1 = data1(iff(lin_reg , LRL(close, linreg_length) , close));
r1 = data1(bopen1 < bclose1);
bopen2 = data2(iff(lin_reg , LRL(open, linreg_length) , open));
bhigh2 = data2(iff(lin_reg , LRL(high, linreg_length) , high));
blow2 = data2(iff(lin_reg , LRL(low, linreg_length) , low));
bclose2 = data2(iff(lin_reg , LRL(close, linreg_length) , close));
r2 = data2(bopen2 < bclose2);
bopen3 = data3(iff(lin_reg , LRL(open, linreg_length) , open));
bhigh3 = data3(iff(lin_reg , LRL(high, linreg_length) , high));
blow3 = data3(iff(lin_reg , LRL(low, linreg_length) , low));
bclose3 = data3(iff(lin_reg , LRL(close, linreg_length) , close));
r3 = data3(bopen3 < bclose3);
bopen4 = data4(iff(lin_reg , LRL(open, linreg_length) , open));
bhigh4 = data4(iff(lin_reg , LRL(high, linreg_length) , high));
blow4 = data4(iff(lin_reg , LRL(low, linreg_length) , low));
bclose4 = data4(iff(lin_reg , LRL(close, linreg_length) , close));
r4 = data4(bopen4 < bclose4);
src1 = Data1((h+l+c)/3);
hi1 = data1(IFF(IsNan(hi1[1]) == true, ma(high,lengthMA), hi1[1]*(lengthMA-1)+high)/lengthMA);
lo1 = data1(IFF(IsNan(lo1[1]) == true, ma(low,lengthMA), lo1[1]*(lengthMA-1)+low)/lengthMA);
ema1 = data1(ema(src1, lengthMA));
eema1 = data1(ema(ema1, lengthMA));
mi1 = ema1+(ema1-eema1);
md1 = data1(IFf((mi1>hi1), (mi1-hi1) , IFf((mi1<lo1) , (mi1 - lo1) , 0)));
sb1 = data1(ma(md1, lengthSignal));
sh1 = md1-sb1;
mdc1 = data1(iff(src1>mi1,iff(src1>hi1,lime,green),iff(src1<lo1,red,orange)));
src2 = Data2((h+l+c)/3);
hi2 = data2(IFF(IsNan(hi2[1]) == true, ma(high,lengthMA), hi2[1]*(lengthMA-1)+high)/lengthMA);
lo2 = data2(IFF(IsNan(lo2[1]) == true, ma(low,lengthMA), lo2[1]*(lengthMA-1)+low)/lengthMA);
ema2 = data2(ema(src2, lengthMA));
eema2 = data2(ema(ema2, lengthMA));
mi2 = ema2+(ema2-eema2);
md2 = data2(IFf((mi2>hi2), (mi2-hi2) , IFf((mi2<lo2) , (mi2 - lo2) , 0)));
sb2 = data2(ma(md2, lengthSignal));
sh2 = md2-sb2;
mdc2 = data2(iff(src2>mi2,iff(src2>hi2,lime,green),iff(src2<lo2,red,orange)));
src3 = Data3((h+l+c)/3);
hi3 = data3(IFF(IsNan(hi3[1]) == true, ma(high,lengthMA), hi3[1]*(lengthMA-1)+high)/lengthMA);
lo3 = data3(IFF(IsNan(lo3[1]) == true, ma(low,lengthMA), lo3[1]*(lengthMA-1)+low)/lengthMA);
ema3 = data3(ema(src3, lengthMA));
eema3 = data3(ema(ema3, lengthMA));
mi3 = ema3+(ema3-eema3);
md3 = data3(IFf((mi3>hi3), (mi3-hi3) , IFf((mi3<lo3) , (mi3 - lo3) , 0)));
sb3 = data3(ma(md3, lengthSignal));
sh3 = md3-sb3;
mdc3 = data3(iff(src3>mi3,iff(src3>hi3,lime,green),iff(src3<lo3,red,orange)));
src4 = Data4((h+l+c)/3);
hi4 = data4(IFF(IsNan(hi4[1]) == true, ma(high,lengthMA), hi4[1]*(lengthMA-1)+high)/lengthMA);
lo4 = data4(IFF(IsNan(lo4[1]) == true, ma(low,lengthMA), lo4[1]*(lengthMA-1)+low)/lengthMA);
ema4 = data4(ema(src4, lengthMA));
eema4 = data4(ema(ema4, lengthMA));
mi4 = ema4+(ema4-eema4);
md4 = data4(IFf((mi4>hi4), (mi4-hi4) , IFf((mi4<lo4) , (mi4 - lo4) , 0)));
sb4 = data4(ma(md4, lengthSignal));
sh4 = md4-sb4;
mdc4 = data4(iff(src4>mi4,iff(src4>hi4,lime,green),iff(src4<lo4,red,orange)));
stok1 = data1(StochasticsK(sto1,sto2));
stod1 = data1(StochasticsD(sto1,sto2,sto3));
RSIV1 = data1(RSI(RSIP));
stok2 = data2(StochasticsK(sto1,sto2));
stod2 = data2(StochasticsD(sto1,sto2,sto3));
RSIV2 = data2(RSI(RSIP));
stok3 = data3(StochasticsK(sto1,sto2));
stod3 = data3(StochasticsD(sto1,sto2,sto3));
RSIV3 = data3(RSI(RSIP));
stok4 = data4(StochasticsK(sto1,sto2));
stod4 = data4(StochasticsD(sto1,sto2,sto3));
RSIV4 = data4(RSI(RSIP));
Bcond = r1 == true and md1 == green and stok1 > stod1 and RSIV1 > 50 and
r2 == true and md2 == green and stok2 > stod2 and RSIV2 > 50 and
r3 == true and md3 == green and stok3 > stod3 and RSIV3 > 50 and
r4 == true and md4 == green and stok4 > stod4 and RSIV4 > 50 ;
Scond = r1 == False and md1 == Red and stok1 < stod1 and RSIV1 < 50 and
r2 == False and md2 == Red and stok2 < stod1 and RSIV2 < 50 and
r3 == False and md3 == Red and stok3 < stod1 and RSIV3 < 50 and
r4 == False and md4 == Red and stok4 < stod1 and RSIV4 < 50;
if MarketPosition <= 0 and Bcond == true and Bcond[1] == False Then
Buy();
if MarketPosition >= 0 and Scond == true and Scond[1] == False Then
Sell();
if MarketPosition == 1 and Bcond == False Then
ExitLong();
if MarketPosition == -1 and Scond == False Then
ExitShort();
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