안녕하세요 예스스탁입니다. Inputs: ShortMAPeriod(10), LongMAPeriod(30), RSIPeriod(14), StochKPeriod(14), StochDPeriod(3), MACDFast(12), MACDSlow(26), MACDSignal(9), BBLength(20), NumDevs(2), ProfitTarget(20), StopLoss(10), TrailStop(15), TradeStartTime(200000), TradeEndTime(050000); Vars: ShortMA(0), LongMA(0), RSIVal(0), SlowKVal(0), SlowDVal(0), MACDVal(0), MACDSignalVal(0), BBMid(0), BBUpper(0), BBLower(0), EntryPrice(0), MaxProfit(0),Tcond(False); ShortMA = ma(Close, ShortMAPeriod); LongMA = ma(Close, LongMAPeriod); RSIVal = RSI(RSIPeriod); SlowKVal = SlowK(StochKPeriod,3); SlowDVal = ma(SlowKVal, StochDPeriod); // MACD MACDVal = Ema(Close, MACDFast) - Ema(Close, MACDSlow); MACDSignalVal = Ema(MACDVal, MACDSignal); // Bollinger Bands BBMid = ma(Close, BBLength); BBUpper = BBMid + Std(Close, BBLength) * NumDevs; BBLower = BBMid - Std(Close, BBLength) * NumDevs; IF TradeEndTime > TradeStartTime Then SetStopEndofday(TradeEndTime); Else { if sDate != sDate[1] Then SetStopEndofday(TradeEndTime); } if (sdate != sDate[1] and sTime >= TradeStartTime) or (sdate == sDate[1] and sTime >= TradeStartTime and sTime[1] < TradeStartTime) Then { Tcond = true; IF TradeEndTime <= TradeStartTime Then { SetStopEndofday(0); } } if (sdate != sDate[1] and sTime >= TradeEndTime) or (sdate == sDate[1] and sTime >= TradeEndTime and sTime[1] < TradeEndTime) Then { Tcond = False; } If Tcond == true Then Begin // ==== 롱 진입 ==== If (ShortMA > LongMA) and (RSIVal > 50) and (SlowKVal > SlowDVal) and (SlowKVal > 50) and (MACDVal > MACDSignalVal) and (Close > BBMid) Then Begin If MarketPosition <= 0 Then Begin Buy("b",AtMarket); EntryPrice = Close; MaxProfit = Close; End; End; // ==== 숏 진입 ==== If (ShortMA < LongMA) and (RSIVal < 50) and (SlowKVal < SlowDVal) and (SlowKVal < 50) and (MACDVal < MACDSignalVal) and (Close < BBMid) Then Begin If MarketPosition >= 0 Then Begin Sell("s",AtMarket); EntryPrice = Close; MaxProfit = Close; End; End; End; If MarketPosition == 1 Then Begin MaxProfit = MaxList(MaxProfit, Close); If (Close - EntryPrice) >= ProfitTarget Then ExitLong("bx1",AtMarket); If (EntryPrice - Close) >= StopLoss Then ExitLong("bx2",AtMarket); If (MaxProfit - Close) >= TrailStop Then ExitLong("bx3",AtMarket); End; If MarketPosition == -1 Then Begin MaxProfit = MinList(MaxProfit, Close); If (EntryPrice - Close) >= ProfitTarget Then exitshort("sx1",atmarket); If (Close - EntryPrice) >= StopLoss Then exitshort("sx2",atmarket); If (Close - MaxProfit) >= TrailStop Then exitshort("sx3",atmarket); End; 즐거운 하루되세요 > 고박사122 님이 쓴 글입니다. > 제목 : 수식검토 부탁드립니다. > 안녕하세요. 운영자님 보내주신 수식 검토 결과 수정이 필요한 부분이 있어 추가 요청 드립니다. 거래시간이 가령 20시00에 시작하여 다음날 오전 05시00분 (나스닥 기준)에 종료되도록 하려고 하니 잘되지 않습니다. 수정 좀 부탁 드립니다. ==================================================================================== Inputs: ShortMAPeriod(10), LongMAPeriod(30), RSIPeriod(14), StochKPeriod(14), StochDPeriod(3), MACDFast(12), MACDSlow(26), MACDSignal(9), BBLength(20), NumDevs(2), ProfitTarget(20), StopLoss(10), TrailStop(15), TradeStartTime(93000), TradeEndTime(150000); Vars: ShortMA(0), LongMA(0), RSIVal(0), SlowKVal(0), SlowDVal(0), MACDVal(0), MACDSignalVal(0), BBMid(0), BBUpper(0), BBLower(0), EntryPrice(0), MaxProfit(0); ShortMA = ma(Close, ShortMAPeriod); LongMA = ma(Close, LongMAPeriod); RSIVal = RSI(RSIPeriod); SlowKVal = SlowK(StochKPeriod,3); SlowDVal = ma(SlowKVal, StochDPeriod); // MACD MACDVal = Ema(Close, MACDFast) - Ema(Close, MACDSlow); MACDSignalVal = Ema(MACDVal, MACDSignal); // Bollinger Bands BBMid = ma(Close, BBLength); BBUpper = BBMid + Std(Close, BBLength) * NumDevs; BBLower = BBMid - Std(Close, BBLength) * NumDevs; If (sTime >= TradeStartTime) and (sTime <= TradeEndTime) Then Begin // ==== 롱 진입 ==== If (ShortMA > LongMA) and (RSIVal > 50) and (SlowKVal > SlowDVal) and (SlowKVal > 50) and (MACDVal > MACDSignalVal) and (Close > BBMid) Then Begin If MarketPosition <= 0 Then Begin Buy("b",AtMarket); EntryPrice = Close; MaxProfit = Close; End; End; // ==== 숏 진입 ==== If (ShortMA < LongMA) and (RSIVal < 50) and (SlowKVal < SlowDVal) and (SlowKVal < 50) and (MACDVal < MACDSignalVal) and (Close < BBMid) Then Begin If MarketPosition >= 0 Then Begin Sell("s",AtMarket); EntryPrice = Close; MaxProfit = Close; End; End; End; If MarketPosition == 1 Then Begin MaxProfit = MaxList(MaxProfit, Close); If (Close - EntryPrice) >= ProfitTarget Then ExitLong("bx1",AtMarket); If (EntryPrice - Close) >= StopLoss Then ExitLong("bx2",AtMarket); If (MaxProfit - Close) >= TrailStop Then ExitLong("bx3",AtMarket); End; If MarketPosition == -1 Then Begin MaxProfit = MinList(MaxProfit, Close); If (EntryPrice - Close) >= ProfitTarget Then exitshort("sx1",atmarket); If (Close - EntryPrice) >= StopLoss Then exitshort("sx2",atmarket); If (Close - MaxProfit) >= TrailStop Then exitshort("sx3",atmarket); End;