커뮤니티
수식부탁합니다
2013-07-31 22:47:07
167
글번호 65985
var : PreBuyPrice(0),PreSellPrice(0);
if date != date[1] then{
PreBuyPrice = 0;
PreSellPrice = 0;
}
if MarketPosition == 1 and BarsSinceEntry == 1 Then
PreBuyPrice = EntryPrice;
if MarketPosition == -1 and BarsSinceEntry == 1 Then
PreSellPrice = EntryPrice;
if (PreBuyPrice == 0 or (PreBuyPrice > 0 and c > PreBuyPrice)) Then{
If (c>r2) Then
buy ("매수");
}
if (PreSellPrice == 0 or (PreSellPrice > 0 and c < PreSellPrice)) Then{
If (c<s2) Then
Sell ("매도");
}
................................................................................
[매수진입]
max( avg(C,5), avg(C,20), avg(C,60)) <
min( avg(C,5), avg(C,20), avg(C,60)) * (1+5/100) &&
C > highest(H(1),5) && C(1)<= highest(H(2),5)
[매수청산]
max( avg(C,5), avg(C,20), avg(C,60)) <
min( avg(C,5), avg(C,20), avg(C,60)) * (1+5/100) &&
C< lowest(l(1),5) && C(1) >= lowest(l(2),5)
[매도진입]
max( avg(C,5), avg(C,20), avg(C,60)) <
min( avg(C,5), avg(C,20), avg(C,60)) * (1+5/100) &&
C< lowest(l(1),5) && C(1) >= lowest(l(2),5)
[매도청산]
max( avg(C,5), avg(C,20), avg(C,60)) <
min( avg(C,5), avg(C,20), avg(C,60)) * (1+5/100) &&
C > highest(H(1),5) && C(1)<= highest(H(2),5)
위의 본 시스템식에 아래에 추가한 4가지 식을 같이 적용해서 만들고자 합니다.
키움에 적용하던 수식인데
위의 본시스템식을 기본으로 아래의 수식을 첨가하여 만들고자 합니다.
부탁드립니다....
답변 1
예스스탁 예스스탁 답변
2013-08-01 14:07:47
안녕하세요
예스스탁입니다.
var : PreBuyPrice(0),PreSellPrice(0);
if date != date[1] then{
PreBuyPrice = 0;
PreSellPrice = 0;
}
if MarketPosition == 1 and BarsSinceEntry == 1 Then
PreBuyPrice = EntryPrice;
if MarketPosition == -1 and BarsSinceEntry == 1 Then
PreSellPrice = EntryPrice;
var1 = ma(c,5);
var2 = ma(c,20);
var3 = ma(c,60);
var4 = highest(H,5);
var5 = lowest(L,5);
if (PreBuyPrice == 0 or (PreBuyPrice > 0 and c > PreBuyPrice)) Then{
If (c>r2) Then
buy ("매수");
}
if (PreSellPrice == 0 or (PreSellPrice > 0 and c < PreSellPrice)) Then{
If (c<s2) Then
Sell ("매도");
}
if (PreBuyPrice == 0 or (PreBuyPrice > 0 and c > PreBuyPrice)) Then{
if max(var1,var2, var3) < min(var1, var2, var3)* (1+5/100) &&
C > var4[1] && C[1] <= var4[2] Then
buy();
}
if (PreSellPrice == 0 or (PreSellPrice > 0 and c < PreSellPrice)) Then{
if max(var1,var2, var3) < min(var1, var2, var3) * (1+5/100) &&
C < var5[1] && C[1] >= var5[2] Then
sell();
}
if max(var1,var2, var3) < min(var1, var2, var3) * (1+5/100) &&
C < var5[1] && C[1] >= var5[2] Then
ExitLong();
if max(var1,var2, var3) < min(var1, var2, var3) * (1+5/100) &&
C > var4[1] && C[1] <= var4[2] Then
ExitShort();
즐거운 하루되세요
> 오동도물개 님이 쓴 글입니다.
> 제목 : 수식부탁합니다
> var : PreBuyPrice(0),PreSellPrice(0);
if date != date[1] then{
PreBuyPrice = 0;
PreSellPrice = 0;
}
if MarketPosition == 1 and BarsSinceEntry == 1 Then
PreBuyPrice = EntryPrice;
if MarketPosition == -1 and BarsSinceEntry == 1 Then
PreSellPrice = EntryPrice;
if (PreBuyPrice == 0 or (PreBuyPrice > 0 and c > PreBuyPrice)) Then{
If (c>r2) Then
buy ("매수");
}
if (PreSellPrice == 0 or (PreSellPrice > 0 and c < PreSellPrice)) Then{
If (c<s2) Then
Sell ("매도");
}
................................................................................
[매수진입]
max( avg(C,5), avg(C,20), avg(C,60)) <
min( avg(C,5), avg(C,20), avg(C,60)) * (1+5/100) &&
C > highest(H(1),5) && C(1)<= highest(H(2),5)
[매수청산]
max( avg(C,5), avg(C,20), avg(C,60)) <
min( avg(C,5), avg(C,20), avg(C,60)) * (1+5/100) &&
C< lowest(l(1),5) && C(1) >= lowest(l(2),5)
[매도진입]
max( avg(C,5), avg(C,20), avg(C,60)) <
min( avg(C,5), avg(C,20), avg(C,60)) * (1+5/100) &&
C< lowest(l(1),5) && C(1) >= lowest(l(2),5)
[매도청산]
max( avg(C,5), avg(C,20), avg(C,60)) <
min( avg(C,5), avg(C,20), avg(C,60)) * (1+5/100) &&
C > highest(H(1),5) && C(1)<= highest(H(2),5)
위의 본 시스템식에 아래에 추가한 4가지 식을 같이 적용해서 만들고자 합니다.
키움에 적용하던 수식인데
위의 본시스템식을 기본으로 아래의 수식을 첨가하여 만들고자 합니다.
부탁드립니다....
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