안녕하세요 예스스탁입니다. input : FastLen(9), SlowLen(18),ChLen(12),TrailBar(8),Initial(300),ReBar(15),Reentry(100); vars : FastMA(0),SlowMA(0),LEntryPrice(0),SEntryPrice(0),LCount(-999),SCount(-999),ReEntryCount(0),CurrentPosition(0); FastMA = ma(Close,FastLen); SlowMA = ma(Close,SlowLen); #--Order Placement for Long Positions if crossup(FastMA, SlowMA) and CurrentBar > 1 then Begin LEntryPrice = Highest(High,ChLen)*1.03; LCount = CurrentBar; End; if MarketPosition <> 1 AND CurrentBar < LCount +ChLen then Buy("Cross Over Buy",AtStop,LEntryPrice,Initial); #---Order Placement for Short Positions if CrossDown(FastMA,SlowMA) and CurrentBar > 1 then Begin SEntryPrice = Lowest(Low, ChLen)[1]*.97; SCount = CurrentBar; End; if MarketPosition <> -1 AND CurrentBar < Scount + ChLen then Sell("Cross Under Buy",AtStop,SentryPrice,Initial); #--- Trailing Stop while in Position If MarketPosition == 1 then begin LCount = -999; ExitLong("LongTStop",AtStop,Lowest(Low,TrailBar)); End; if MarketPosition == -1 then Begin SCount = -999; ExitShort("ShortTStop",AtStop,Highest(High,TrailBar)); End; #--- Reentry Techcique CurrentPosition = MarketPosition; If CurrentPosition == 0 AND CurrentPosition[1] == -1 then ReEntryCount = 1; If CurrentPosition == 0 AND CurrentPosition[1] == 1 then ReEntrycount = 1; If MarketPosition == 0 AND MarketPosition(1) == 1 AND ReEntryCount < ReBar then Begin ReEntryCount = ReEntryCount + 1; Buy("Long ReEntry",AtStop,Highest(High, 10),Reentry); End; If MarketPosition == 0 AND MarketPosition(1) == -1 AND ReEntryCount < ReBar then Begin ReEntryCount = ReEntryCount +1; Sell("Short ReEntry",atstop, Lowest(Low,10),Reentry); End; 즐거운 하루되세요 > 에리조나 님이 쓴 글입니다. > 제목 : 인베스트라 내용 번역 > 안녕하세요? 항상 친절한 답변에 감사드리며 번거롭지만 아래의 수식 예스랭귀지로 부탁드립니다. 아래의 내용은 인베스트라 49쪽의 내용입니다. 네이버 블로그의 인베스트라 번역된 내용은 책과 조금 상이하여 초보로서는 더욱혼란스러워서 그러니 널리 양해부탁드립니다. --------------- input : FastLen(9), SlowLen(18),ChLen(12),TrailBar(8),Initial(300),ReBar(15),Reentry(100); vars : FastMA(0),SlowMA(0),LEntryPrice(0),SEntryPrice(0),LCount(-999),SCount(-999),ReEntryCount(0),CurrentPosition(0); FastMA = Average(Close,FastLen); SlowMA = Average(Close,SlowLen); --Order Placement for Long Positions if FastMA crosses over SlowMA and barnumber > 1 then Begin LEntryPrice = Highest(High,ChLen)*1.03; LCount = BarNumber; End; if MarketPositon <> 1 AND BarNumber < LCount +ChLen then Buy("Cross Over Buy") Initial Shares next bar LEntryPrice Stop; ---Order Placement for Short Positions if FastMA crosses under SlowMA and barnumber > 1 then Begin SEntryPrice = Lowest(Low, ChLen)[1]*.97; SCount = BarNumber; End; if MarketPosition <> -1 AND BarNumber < Scount + ChLen then Sell("Cross Under Buy") Initial Shares next bar at SentryPrice Stop; --- Trailing Stop while in Position If MarketPosition = 1 then begin LCount = -999; ExitLong("LongTStop") next bar at Lowest(Low,TrailBar) Stop; End; if MarketPosition = -1 then Begin SCount = -999; ExitShort("ShortTStop") next bar at Highest(High,TrailBar)Stop; End; --- Reentry Techcique CurrentPosition = MarketPosition; If CurrentPosition = 0 AND CurrentPosition[1] = -1 then ReEntryCount = 1; If CurrentPosition = 0 AND CurrentPosition[1] = 1 then ReEntrycount = 1; If MarketPosition = 0 AND MarketPosition(1) = 1 AND ReEntryCount < ReBars then Begin ReEntryCount = ReEntryCount + 1; Buy("Long ReEntry") ReEntry Shares next bar at Highest(High, 10) Stop; End; If MarketPosition = 0 AND MarketPosition(1) = -1 AND ReEntryCount < ReBars then Begin ReEntryCount = ReEntryCount +1; Sell("Short ReEntry")ReEntry Shares next bar at Lowest(Low,10) Stop; End;