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시스템을 지표로

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통큰베팅
2015-06-26 10:23:40
136
글번호 87695
답변완료
아래의 함수를 지표신호로 표현하고 싶습니다. var : entry1(0); var : ho1(0),OL1(0),HL1(0); var : maho1(0),maOL1(0),maHL1(0); var : cnt1(0),sumho1(0),sumOL1(0),sumHL1(0); var : EntryCnt1(0); var : V1(0),V2(0),V3(0),V4(0),V5(0); var : V6(0),V7(0),V8(0),V9(0),V10(0); if bdate != bdate[1] Then entry1 = 0; if MarketPosition != 0 and MarketPosition != MarketPosition[1] Then entry1 = entry1+1; ho1 = Dayhigh-Dayopen; OL1 = DayOpen-DayLow; HL1 = DayHigh-DayLow; sumho1 = 0; sumOL1 = 0; sumHL1 = 0; for cnt1 = 1 to 10{ sumho1 = sumho1 + (dayhigh(cnt1)-dayopen(cnt1)); sumOL1 = sumOL1 + (DayOpen(cnt1)-DayLow(cnt1)); sumHL1 = sumHL1 + (DayHigh(cnt1)-DayLow(cnt1)); } maho1 = sumho1/10; maOL1 = sumOL1/10; maHL1 = sumHL1/10; V1 = dayopen(0)+maho1; V2 = DayOpen(0)-maOL1; V3 = DayOpen(0)+maHL1; V4 = DayOpen(0)-maHL1; V5 = NthMaxList(1,V1,V2,V3,V4); V6 = NthMaxList(2,V1,V2,V3,V4); V9 = NthMaxList(3,V1,V2,V3,V4); V10 = NthMaxList(4,V1,V2,V3,V4); V7 = (V5+V10)/2; V8 = (V6+V9)/2; if MarketPosition == 0 and entry1 == 0 Then{ if V7 > V8 Then sell("s1",AtStop,V7); if V7 < V8 Then sell("s2",Atlimit,V8); } if MarketPosition == -1 and IsEntryName("s1") == true Then{ ExitShort("sp1",atlimit,V9); ExitShort("sl1",AtStop,V6); } if MarketPosition == -1 and IsEntryName("s2") == true Then{ ExitShort("sp2",atlimit,V9); ExitShort("sl2",AtStop,V6); } var : TF(0); var : Xtime(0), Etime(false),cnt(0),mav1(0),mav2(0); var : HV(0),LV(0),HV1(0),LV1(0),HV2(0),LV2(0); Array : HH[50](0),LL[50](0),CC[50](0); mav1 = ma(c,5); mav2 = ma(C,20); TF = TimeToMinutes(stime)%30; if Bdate != Bdate[1] Then{ Etime = true; if stime >= 090000 Then Xtime = 050000; Else Xtime = 060000; } if Bdate != Bdate[1] or (TF < TF[1] and stime > stime[1]) or date != date[1] Then{ HH[0] = H; LL[0] = L; for cnt = 1 to 49{ HH[cnt] = HH[cnt-1][1]; LL[cnt] = LL[cnt-1][1]; CC[cnt] = CC[cnt-1][1]; } } if H > HH[0] Then HH[0] = H; if L < LL[0] Then LL[0] = L; CC[0] = C; if HH[25+2] > 0 Then{ HV = HH[0]; LV = LL[0]; HV1 = HH[1]; LV1 = LL[1]; HV2 = HH[2]; LV2 = LL[2]; for cnt = 0 to 25{ if HH[cnt] > HV Then HV = HH[cnt]; if LL[cnt] < LV Then LV = LL[cnt]; if HH[cnt+1] > HV Then HV = HH[cnt+1]; if LL[cnt+1] < LV Then LV = LL[cnt+1]; if HH[cnt+2] > HV Then HV = HH[cnt+2]; if LL[cnt+2] < LV Then LV = LL[cnt+2]; } var1 = (HV+LV)/2; var2 = (HV1+LV1)/2; var3 = (HV2+LV2)/2; if Etime == true then{ if MarketPosition == 0 and CC[0] > var1 and CC[1] < var2 and CC[2] < var3 and C >= daylow+0.5 Then buy("b",AtMarket); if MarketPosition == 1 and c <= highest(H,BarsSinceEntry)-0.5 and CrossDown(mav1,mav2) Then ExitLong("bx",AtMarket); } } if stime == Xtime or (stime > Xtime and stime[1] < Xtime) Then{ Etime = false; ExitLong(); } SetStopLoss(0.8,PercentStop); SetStopProfittarget(3,PercentStop); SetStopInactivity(3,23,PercentStop);
지표
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예스스탁 예스스탁 답변

2015-06-29 12:43:07

안녕하세요 예스스탁입니다. 매수구간에서는 빨간색으로 1값을 매도구간에서는 파란색으로 -1값이 리턴되게 작성되었습니다. var : entry1(0); var : ho1(0),OL1(0),HL1(0); var : maho1(0),maOL1(0),maHL1(0); var : cnt1(0),sumho1(0),sumOL1(0),sumHL1(0); var : EntryCnt1(0); var : V1(0),V2(0),V3(0),V4(0),V5(0),Bh(0),sl(0),SE(0),BE(0); var : V6(0),V7(0),V8(0),V9(0),V10(0),T(0),bi(0),si(0); if bdate != bdate[1] Then{ entry1 = 0; T = 0; } ho1 = Dayhigh-Dayopen; OL1 = DayOpen-DayLow; HL1 = DayHigh-DayLow; sumho1 = 0; sumOL1 = 0; sumHL1 = 0; for cnt1 = 1 to 10{ sumho1 = sumho1 + (dayhigh(cnt1)-dayopen(cnt1)); sumOL1 = sumOL1 + (DayOpen(cnt1)-DayLow(cnt1)); sumHL1 = sumHL1 + (DayHigh(cnt1)-DayLow(cnt1)); } maho1 = sumho1/10; maOL1 = sumOL1/10; maHL1 = sumHL1/10; V1 = dayopen(0)+maho1; V2 = DayOpen(0)-maOL1; V3 = DayOpen(0)+maHL1; V4 = DayOpen(0)-maHL1; V5 = NthMaxList(1,V1,V2,V3,V4); V6 = NthMaxList(2,V1,V2,V3,V4); V9 = NthMaxList(3,V1,V2,V3,V4); V10 = NthMaxList(4,V1,V2,V3,V4); V7 = (V5+V10)/2; V8 = (V6+V9)/2; if T[1] == 0 and entry1[1] == 0 Then{ if V7[1] > V8[1] and L <= V7[1] Then{ T = -1; SE = V7[1]; Sl = L; si = index; entry1 = entry1+1; } if V7[1] < V8[1] and H >= V8[1] Then{ T = -2; SE = V8[1]; sl = l; si = index; entry1 = entry1+1; } } if T == -1 and T[1] == -1 Then{ if L <= V9[1] Then T = 0; if H >= V6[1] Then T = 0; } if T == -2 and T[1] == -2 Then{ if L <= V9[1] Then T = 0; if H >= V6[1] Then T = 0; } var : TF(0); var : Xtime(0), Etime(false),cnt(0),mav1(0),mav2(0); var : HV(0),LV(0),HV1(0),LV1(0),HV2(0),LV2(0); Array : HH[50](0),LL[50](0),CC[50](0); mav1 = ma(c,5); mav2 = ma(C,20); TF = TimeToMinutes(stime)%30; if Bdate != Bdate[1] Then{ Etime = true; if stime >= 090000 Then Xtime = 050000; Else Xtime = 060000; } if Bdate != Bdate[1] or (TF < TF[1] and stime > stime[1]) or date != date[1] Then{ HH[0] = H; LL[0] = L; for cnt = 1 to 49{ HH[cnt] = HH[cnt-1][1]; LL[cnt] = LL[cnt-1][1]; CC[cnt] = CC[cnt-1][1]; } } if H > HH[0] Then HH[0] = H; if L < LL[0] Then LL[0] = L; CC[0] = C; if HH[25+2] > 0 Then{ HV = HH[0]; LV = LL[0]; HV1 = HH[1]; LV1 = LL[1]; HV2 = HH[2]; LV2 = LL[2]; for cnt = 0 to 25{ if HH[cnt] > HV Then HV = HH[cnt]; if LL[cnt] < LV Then LV = LL[cnt]; if HH[cnt+1] > HV Then HV = HH[cnt+1]; if LL[cnt+1] < LV Then LV = LL[cnt+1]; if HH[cnt+2] > HV Then HV = HH[cnt+2]; if LL[cnt+2] < LV Then LV = LL[cnt+2]; } var1 = (HV+LV)/2; var2 = (HV1+LV1)/2; var3 = (HV2+LV2)/2; if Etime == true then{ if T[1] == 0 and CC[0][1] > var1[1] and CC[1] < var2 and CC[2][1] < var3[1] and C[1] >= daylow[1]+0.5 Then{ T = 1; bH = H; BE = O; bi = index; entry1 = entry1+1; } if T == 1 Then{ if H > bh Then bh = H; if T[1] == 1 and C[1] < bh[1]-0.5 and crossdown(mav1[1],mav2[1]) Then T = 0; } } } if stime == Xtime or (stime > Xtime and stime[1] < Xtime) Then{ Etime = false; T = 0; } if T == 1 Then{ if H > bh Then bh = h; if L <= BE*0.992 Then T = 0; if H >= BE*1.03 Then T = 0; if index == bi+23+1 and bh < be*1.03 Then T = 0; } if T <= -1 Then{ if L < sl Then sl = l; if H >= SE*1.008 Then T = 0; if L <= SE*0.97 Then T = 0; if index == si+23+1 and sl > se*0.97 Then T = 0; } #SetStopLoss(0.8,PercentStop); #SetStopProfittarget(3,PercentStop); #SetStopInactivity(3,23,PercentStop); if T == 1 Then plot1(1,"1",RED); if T <= -1 Then plot1(-1,"1",BLUE); 즐거운 하루되세요 > 통큰베팅 님이 쓴 글입니다. > 제목 : 시스템을 지표로 > 아래의 함수를 지표신호로 표현하고 싶습니다. var : entry1(0); var : ho1(0),OL1(0),HL1(0); var : maho1(0),maOL1(0),maHL1(0); var : cnt1(0),sumho1(0),sumOL1(0),sumHL1(0); var : EntryCnt1(0); var : V1(0),V2(0),V3(0),V4(0),V5(0); var : V6(0),V7(0),V8(0),V9(0),V10(0); if bdate != bdate[1] Then entry1 = 0; if MarketPosition != 0 and MarketPosition != MarketPosition[1] Then entry1 = entry1+1; ho1 = Dayhigh-Dayopen; OL1 = DayOpen-DayLow; HL1 = DayHigh-DayLow; sumho1 = 0; sumOL1 = 0; sumHL1 = 0; for cnt1 = 1 to 10{ sumho1 = sumho1 + (dayhigh(cnt1)-dayopen(cnt1)); sumOL1 = sumOL1 + (DayOpen(cnt1)-DayLow(cnt1)); sumHL1 = sumHL1 + (DayHigh(cnt1)-DayLow(cnt1)); } maho1 = sumho1/10; maOL1 = sumOL1/10; maHL1 = sumHL1/10; V1 = dayopen(0)+maho1; V2 = DayOpen(0)-maOL1; V3 = DayOpen(0)+maHL1; V4 = DayOpen(0)-maHL1; V5 = NthMaxList(1,V1,V2,V3,V4); V6 = NthMaxList(2,V1,V2,V3,V4); V9 = NthMaxList(3,V1,V2,V3,V4); V10 = NthMaxList(4,V1,V2,V3,V4); V7 = (V5+V10)/2; V8 = (V6+V9)/2; if MarketPosition == 0 and entry1 == 0 Then{ if V7 > V8 Then sell("s1",AtStop,V7); if V7 < V8 Then sell("s2",Atlimit,V8); } if MarketPosition == -1 and IsEntryName("s1") == true Then{ ExitShort("sp1",atlimit,V9); ExitShort("sl1",AtStop,V6); } if MarketPosition == -1 and IsEntryName("s2") == true Then{ ExitShort("sp2",atlimit,V9); ExitShort("sl2",AtStop,V6); } var : TF(0); var : Xtime(0), Etime(false),cnt(0),mav1(0),mav2(0); var : HV(0),LV(0),HV1(0),LV1(0),HV2(0),LV2(0); Array : HH[50](0),LL[50](0),CC[50](0); mav1 = ma(c,5); mav2 = ma(C,20); TF = TimeToMinutes(stime)%30; if Bdate != Bdate[1] Then{ Etime = true; if stime >= 090000 Then Xtime = 050000; Else Xtime = 060000; } if Bdate != Bdate[1] or (TF < TF[1] and stime > stime[1]) or date != date[1] Then{ HH[0] = H; LL[0] = L; for cnt = 1 to 49{ HH[cnt] = HH[cnt-1][1]; LL[cnt] = LL[cnt-1][1]; CC[cnt] = CC[cnt-1][1]; } } if H > HH[0] Then HH[0] = H; if L < LL[0] Then LL[0] = L; CC[0] = C; if HH[25+2] > 0 Then{ HV = HH[0]; LV = LL[0]; HV1 = HH[1]; LV1 = LL[1]; HV2 = HH[2]; LV2 = LL[2]; for cnt = 0 to 25{ if HH[cnt] > HV Then HV = HH[cnt]; if LL[cnt] < LV Then LV = LL[cnt]; if HH[cnt+1] > HV Then HV = HH[cnt+1]; if LL[cnt+1] < LV Then LV = LL[cnt+1]; if HH[cnt+2] > HV Then HV = HH[cnt+2]; if LL[cnt+2] < LV Then LV = LL[cnt+2]; } var1 = (HV+LV)/2; var2 = (HV1+LV1)/2; var3 = (HV2+LV2)/2; if Etime == true then{ if MarketPosition == 0 and CC[0] > var1 and CC[1] < var2 and CC[2] < var3 and C >= daylow+0.5 Then buy("b",AtMarket); if MarketPosition == 1 and c <= highest(H,BarsSinceEntry)-0.5 and CrossDown(mav1,mav2) Then ExitLong("bx",AtMarket); } } if stime == Xtime or (stime > Xtime and stime[1] < Xtime) Then{ Etime = false; ExitLong(); } SetStopLoss(0.8,PercentStop); SetStopProfittarget(3,PercentStop); SetStopInactivity(3,23,PercentStop);