커뮤니티
스크립트 변환요청 11-1호
2015-09-05 04:44:51
134
글번호 90089
안녕하세요?
아래는 SK증권에서 사용했던 함수입니다.
예스랭귀지로 변환 요청드립니다.
var : entry1(0);
var : ho1(0),OL1(0),HL1(0);
var : maho1(0),maOL1(0),maHL1(0);
var : cnt(0), cnt1(0), cnt2(0), sumho1(0),sumOL1(0),sumHL1(0);
var : EntryCnt1(0);
Var : MP(0), MinValue(0);
Array : Varray[4](0);
MP = MarketPosition; //marketposition 변수에 담기
if date != date[1] Then entry1 = 0;
if MP != 0 and MP != MP[1] Then entry1 = entry1 + 1;
value1 = DayOpen(0);
value2 = DayHigh(0);
value3 = DayLow(0);
ho1 = value2 - value1;
OL1 = value1 - value3;
HL1 = value2 - value3;
sumho1 = 0;
sumOL1 = 0;
sumHL1 = 0;
for cnt1 = 1 to 10
Begin
sumho1 = sumho1 + (dayhigh(cnt1) - dayopen(cnt1));
sumOL1 = sumOL1 + (DayOpen(cnt1) - DayLow(cnt1));
sumHL1 = sumHL1 + (DayHigh(cnt1) - DayLow(cnt1));
End;
maho1 = sumho1/10;
maOL1 = sumOL1/10;
maHL1 = sumHL1/10;
Varray[1] = value1 + maho1; // value1 = DayOpen
Varray[2] = value1 - maOL1;
Varray[3] = value1 + maHL1;
Varray[4] = value1 - maHL1;
For Cnt = 1 To 4 Step 1
Begin
MinValue = Varray[cnt];
cnt2 = cnt;
While ( cnt2 > 1 ) && Varray[cnt2 - 1] > MinValue
Begin
Varray[cnt2] = Varray[cnt2 - 1];
cnt2 = cnt2 - 1;
End;
Varray[cnt2] = MinValue;
End;
V5 = Varray[4];
v6 = Varray[3];
v9 = Varray[2];
v10 = Varray[1];
//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 MP == 0 and entry1 == 0
Then
Begin
if V7 > V8 Then sell("s1",AtStop,V7 - 0.02);
if V7 < V8 Then sell("s2",Atlimit,V8 - 0.02);
End;
if MP == -1 and IsEntryName("s1") == true
Then
Begin
ExitShort("sp1",atlimit,V9 - 0.03);
ExitShort("sl1",AtStop,V6);
End;
if MP == -1 and IsEntryName("s2") == true
Then
Begin
ExitShort("sp2",atlimit,V9 - 0.03);
ExitShort("sl2",AtStop,V6);
End;
var : TF(0);
var : EXtime(0), Entime(false),mav1(0),mav2(0);
var : HV(0),LV(0),HV1(0),LV1(0),HV2(0),LV2(0);
var : sTimevalue(0);
Array : HH[50](0),LL[50](0),CC[50](0);
mav1 = ma(c,5);
mav2 = ma(C,20);
sTimevalue = sTime;
TF = TimeToMin(sTimevalue)%30;
if date != date[1] Then
Begin
Entime = true;
if sTimevalue >= 090000 Then EXtime = 050000
Else EXtime = 060000;
End;
if date != date[1] or (TF < TF[1] and sTimevalue > sTimevalue[1]) or date != date[1]
Then
Begin
HH[0] = H;
LL[0] = L;
for cnt = 1 to 49
Begin
V0 = HH[cnt-1];
V1 = LL[cnt-1];
V2 = CC[cnt-1];
HH[cnt] = V0[1];
LL[cnt] = V1[1];
CC[cnt] = V2[1];
//HH[cnt] = HH[cnt-1][1];
//LL[cnt] = LL[cnt-1][1];
//CC[cnt] = CC[cnt-1][1];
End;
End;
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
Begin
HV = HH[0];
LV = LL[0];
HV1 = HH[1];
LV1 = LL[1];
HV2 = HH[2];
LV2 = LL[2];
for cnt = 0 to 25
Begin
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];
End;
var1 = (HV+LV)/2;
var2 = (HV1+LV1)/2;
var3 = (HV2+LV2)/2;
if Entime == true then
Begin
if MP = 0 and CC[0] > var1 and CC[1] < var2 and CC[2] < var3 and C >= daylow(0)+0.5 Then buy("b",AtMarket);
if MP = 1 and c <= highest(H,BarsSinceEntry)-0.5 and CrossDown(mav1,mav2) Then ExitLong("bx",AtMarket);
End;
End;
if sTimevalue == EXtime or (sTimevalue > EXtime and sTimevalue[1] < EXtime)
Then
Begin
Entime = false;
ExitLong();
End;
SetStopLoss(0.8,PercentStop);
SetStopProfittarget(3,PercentStop);
SetStopInactivity(3,23,PercentStop);
답변 1
예스스탁 예스스탁 답변
2015-09-07 10:24:06
안녕하세요
예스스탁입니다.
var : entry1(0);
var : ho1(0),OL1(0),HL1(0);
var : maho1(0),maOL1(0),maHL1(0);
var : cnt(0), cnt1(0), cnt2(0), sumho1(0),sumOL1(0),sumHL1(0);
var : EntryCnt1(0);
Var : MP(0), MinValue(0);
var : v5(0),v6(0),v7(0),v8(0),v9(0),v10(0),v0(0),v1(0),v2(0);
Array : Varray[4](0);
MP = MarketPosition; //marketposition 변수에 담기
if date != date[1] Then entry1 = 0;
if MP != 0 and MP != MP[1] Then entry1 = entry1 + 1;
value1 = DayOpen(0);
value2 = DayHigh(0);
value3 = DayLow(0);
ho1 = value2 - value1;
OL1 = value1 - value3;
HL1 = value2 - value3;
sumho1 = 0;
sumOL1 = 0;
sumHL1 = 0;
for cnt1 = 1 to 10
Begin
sumho1 = sumho1 + (dayhigh(cnt1) - dayopen(cnt1));
sumOL1 = sumOL1 + (DayOpen(cnt1) - DayLow(cnt1));
sumHL1 = sumHL1 + (DayHigh(cnt1) - DayLow(cnt1));
End;
maho1 = sumho1/10;
maOL1 = sumOL1/10;
maHL1 = sumHL1/10;
Varray[1] = value1 + maho1; // value1 = DayOpen
Varray[2] = value1 - maOL1;
Varray[3] = value1 + maHL1;
Varray[4] = value1 - maHL1;
For Cnt = 1 To 4 Step 1
Begin
MinValue = Varray[cnt];
cnt2 = cnt;
While ( cnt2 > 1 ) && Varray[cnt2 - 1] > MinValue
Begin
Varray[cnt2] = Varray[cnt2 - 1];
cnt2 = cnt2 - 1;
End;
Varray[cnt2] = MinValue;
End;
V5 = Varray[4];
v6 = Varray[3];
v9 = Varray[2];
v10 = Varray[1];
//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 MP == 0 and entry1 == 0
Then
Begin
if V7 > V8 Then sell("s1",AtStop,V7 - 0.02);
if V7 < V8 Then sell("s2",Atlimit,V8 - 0.02);
End;
if MP == -1 and IsEntryName("s1") == true
Then
Begin
ExitShort("sp1",atlimit,V9 - 0.03);
ExitShort("sl1",AtStop,V6);
End;
if MP == -1 and IsEntryName("s2") == true
Then
Begin
ExitShort("sp2",atlimit,V9 - 0.03);
ExitShort("sl2",AtStop,V6);
End;
var : TF(0);
var : EXtime(0), Entime(false),mav1(0),mav2(0);
var : HV(0),LV(0),HV1(0),LV1(0),HV2(0),LV2(0);
var : sTimevalue(0);
Array : HH[50](0),LL[50](0),CC[50](0);
mav1 = ma(c,5);
mav2 = ma(C,20);
sTimevalue = sTime;
TF = TimeToMinutes(sTimevalue)%30;
if date != date[1] Then
Begin
Entime = true;
if sTimevalue >= 090000 Then EXtime = 050000;
Else EXtime = 060000;
End;
if date != date[1] or (TF < TF[1] and sTimevalue > sTimevalue[1]) or date != date[1]
Then
Begin
HH[0] = H;
LL[0] = L;
for cnt = 1 to 49
Begin
V0 = HH[cnt-1];
V1 = LL[cnt-1];
V2 = CC[cnt-1];
HH[cnt] = V0[1];
LL[cnt] = V1[1];
CC[cnt] = V2[1];
//HH[cnt] = HH[cnt-1][1];
//LL[cnt] = LL[cnt-1][1];
//CC[cnt] = CC[cnt-1][1];
End;
End;
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
Begin
HV = HH[0];
LV = LL[0];
HV1 = HH[1];
LV1 = LL[1];
HV2 = HH[2];
LV2 = LL[2];
for cnt = 0 to 25
Begin
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];
End;
var1 = (HV+LV)/2;
var2 = (HV1+LV1)/2;
var3 = (HV2+LV2)/2;
if Entime == true then
Begin
if MP == 0 and CC[0] > var1 and CC[1] < var2 and CC[2] < var3 and C >= daylow(0)+0.5 Then buy("b",AtMarket);
if MP == 1 and c <= highest(H,BarsSinceEntry)-0.5 and CrossDown(mav1,mav2) Then ExitLong("bx",AtMarket);
End;
End;
if sTimevalue == EXtime or (sTimevalue > EXtime and sTimevalue[1] < EXtime)
Then
Begin
Entime = false;
ExitLong();
End;
SetStopLoss(0.8,PercentStop);
SetStopProfittarget(3,PercentStop);
SetStopInactivity(3,23,PercentStop);
즐거운 하루되세요
> 통큰베팅 님이 쓴 글입니다.
> 제목 : 스크립트 변환요청 11-1호
> 안녕하세요?
아래는 SK증권에서 사용했던 함수입니다.
예스랭귀지로 변환 요청드립니다.
var : entry1(0);
var : ho1(0),OL1(0),HL1(0);
var : maho1(0),maOL1(0),maHL1(0);
var : cnt(0), cnt1(0), cnt2(0), sumho1(0),sumOL1(0),sumHL1(0);
var : EntryCnt1(0);
Var : MP(0), MinValue(0);
Array : Varray[4](0);
MP = MarketPosition; //marketposition 변수에 담기
if date != date[1] Then entry1 = 0;
if MP != 0 and MP != MP[1] Then entry1 = entry1 + 1;
value1 = DayOpen(0);
value2 = DayHigh(0);
value3 = DayLow(0);
ho1 = value2 - value1;
OL1 = value1 - value3;
HL1 = value2 - value3;
sumho1 = 0;
sumOL1 = 0;
sumHL1 = 0;
for cnt1 = 1 to 10
Begin
sumho1 = sumho1 + (dayhigh(cnt1) - dayopen(cnt1));
sumOL1 = sumOL1 + (DayOpen(cnt1) - DayLow(cnt1));
sumHL1 = sumHL1 + (DayHigh(cnt1) - DayLow(cnt1));
End;
maho1 = sumho1/10;
maOL1 = sumOL1/10;
maHL1 = sumHL1/10;
Varray[1] = value1 + maho1; // value1 = DayOpen
Varray[2] = value1 - maOL1;
Varray[3] = value1 + maHL1;
Varray[4] = value1 - maHL1;
For Cnt = 1 To 4 Step 1
Begin
MinValue = Varray[cnt];
cnt2 = cnt;
While ( cnt2 > 1 ) && Varray[cnt2 - 1] > MinValue
Begin
Varray[cnt2] = Varray[cnt2 - 1];
cnt2 = cnt2 - 1;
End;
Varray[cnt2] = MinValue;
End;
V5 = Varray[4];
v6 = Varray[3];
v9 = Varray[2];
v10 = Varray[1];
//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 MP == 0 and entry1 == 0
Then
Begin
if V7 > V8 Then sell("s1",AtStop,V7 - 0.02);
if V7 < V8 Then sell("s2",Atlimit,V8 - 0.02);
End;
if MP == -1 and IsEntryName("s1") == true
Then
Begin
ExitShort("sp1",atlimit,V9 - 0.03);
ExitShort("sl1",AtStop,V6);
End;
if MP == -1 and IsEntryName("s2") == true
Then
Begin
ExitShort("sp2",atlimit,V9 - 0.03);
ExitShort("sl2",AtStop,V6);
End;
var : TF(0);
var : EXtime(0), Entime(false),mav1(0),mav2(0);
var : HV(0),LV(0),HV1(0),LV1(0),HV2(0),LV2(0);
var : sTimevalue(0);
Array : HH[50](0),LL[50](0),CC[50](0);
mav1 = ma(c,5);
mav2 = ma(C,20);
sTimevalue = sTime;
TF = TimeToMin(sTimevalue)%30;
if date != date[1] Then
Begin
Entime = true;
if sTimevalue >= 090000 Then EXtime = 050000
Else EXtime = 060000;
End;
if date != date[1] or (TF < TF[1] and sTimevalue > sTimevalue[1]) or date != date[1]
Then
Begin
HH[0] = H;
LL[0] = L;
for cnt = 1 to 49
Begin
V0 = HH[cnt-1];
V1 = LL[cnt-1];
V2 = CC[cnt-1];
HH[cnt] = V0[1];
LL[cnt] = V1[1];
CC[cnt] = V2[1];
//HH[cnt] = HH[cnt-1][1];
//LL[cnt] = LL[cnt-1][1];
//CC[cnt] = CC[cnt-1][1];
End;
End;
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
Begin
HV = HH[0];
LV = LL[0];
HV1 = HH[1];
LV1 = LL[1];
HV2 = HH[2];
LV2 = LL[2];
for cnt = 0 to 25
Begin
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];
End;
var1 = (HV+LV)/2;
var2 = (HV1+LV1)/2;
var3 = (HV2+LV2)/2;
if Entime == true then
Begin
if MP = 0 and CC[0] > var1 and CC[1] < var2 and CC[2] < var3 and C >= daylow(0)+0.5 Then buy("b",AtMarket);
if MP = 1 and c <= highest(H,BarsSinceEntry)-0.5 and CrossDown(mav1,mav2) Then ExitLong("bx",AtMarket);
End;
End;
if sTimevalue == EXtime or (sTimevalue > EXtime and sTimevalue[1] < EXtime)
Then
Begin
Entime = false;
ExitLong();
End;
SetStopLoss(0.8,PercentStop);
SetStopProfittarget(3,PercentStop);
SetStopInactivity(3,23,PercentStop);