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로직 수정 부탁드립니다...

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훨훨
2013-08-05 00:51:37
274
글번호 66059
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수고하십니다.. Easy랭귀지로 구현된 로직인데요.. 예스랭귀지로 수정 부탁드립니다.. Input: FastLen(9), SlowLen(18), ChLen(12), TrailBar(8), Initial(300), ReBars(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 , TrailBar )[1] * 1.02; LCount = BarNumber; End; commentary( barnumber - lcount , lentryprice ); If MarketPosition <> 1 AND BarNumber < LCount + ChLen then Buy ("Cross Over Buy") Initial Shares next bar at LEntryPrice Stop; { Order Placement for Short Positions } If FastMA crosses under SlowMA and barnumber > 1 then Begin SEntryPrice = Lowest( Low , TrailBar )[1] *.98; 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 Technique } 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;
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예스스탁 예스스탁 답변

2013-08-05 16:07:31

안녕하세요 예스스탁입니다. Input: FastLen(9), SlowLen(18), ChLen(12), TrailBar(8), Initial(300), ReBars(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) then Begin LEntryPrice = Highest( High , TrailBar )[1] * 1.02; LCount = index; End; If MarketPosition <> 1 AND index < LCount + ChLen and LCount > 0 then Buy("Cross Over Buy",AtStop,LEntryPrice,Initial); #{ Order Placement for Short Positions } If CrossDown(FastMA,SlowMA) then Begin SEntryPrice = Lowest( Low , TrailBar )[1] *.98; SCount = index; End; If MarketPosition <> -1 AND index < SCount + ChLen and SCount > 0 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 Technique } CurrentPosition = MarketPosition; If MarketPosition == 0 AND MarketPosition == -1 then ReEntryCount = 1; If MarketPosition == 0 AND MarketPosition[1] == 1 then ReEntryCount = 1; If MarketPosition == 0 AND MarketPosition(1) == 1 AND ReEntryCount < ReBars then Begin ReEntryCount = ReEntryCount + 1; Buy("Long ReEntry",AtStop,Highest(High,10),Reentry); End; If MarketPosition == 0 AND MarketPosition(1) == -1 AND ReEntryCount < ReBars then Begin ReEntryCount = ReEntryCount + 1; Sell("Short ReEntry",AtStop,Lowest(Low,10),Reentry); End; 즐거운 하루되세요 > 훨훨 님이 쓴 글입니다. > 제목 : 로직 수정 부탁드립니다... > 수고하십니다.. Easy랭귀지로 구현된 로직인데요.. 예스랭귀지로 수정 부탁드립니다.. Input: FastLen(9), SlowLen(18), ChLen(12), TrailBar(8), Initial(300), ReBars(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 , TrailBar )[1] * 1.02; LCount = BarNumber; End; commentary( barnumber - lcount , lentryprice ); If MarketPosition <> 1 AND BarNumber < LCount + ChLen then Buy ("Cross Over Buy") Initial Shares next bar at LEntryPrice Stop; { Order Placement for Short Positions } If FastMA crosses under SlowMA and barnumber > 1 then Begin SEntryPrice = Lowest( Low , TrailBar )[1] *.98; 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 Technique } 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;