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큰바위얼굴
2015-09-16 20:11:59
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글번호 90407
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#추적청산수식 input : RangeMult(2.5), AtrMult(2.1), AtrPeriod(20); var : PreRange(0), ChUp(0), ChDn(0), AtrVal(0), posHigh(0), posLow(0); # 진입 PreRange = (dayHigh(1)-dayLow(1))*RangeMult; ChUp = dayOpen + PreRange; ChDn = dayOpen - PreRange; If CrossUp(C, ChUp) Then buy(); If CrossDown(C, ChDn) Then sell(); # ATR 추적청산 ATRVal = ATR(AtrPeriod) * AtrMult; PosHigh = Highest(H,BarssinceEntry+1); PosLow = Lowest(L,BarsSinceEntry+1); If MarketPosition == 1 Then ExitLong("ATR1", AtStop, PosHigh - ATRVal); If MarketPosition == -1 Then ExitShort("ATR2", AtStop, PosLow + ATRVal); 위수식에서 20일선 위에서는매수만하고 20일선아래서는매도만한다
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예스스탁 예스스탁 답변

2015-09-17 10:01:49

안녕하세요 예스스탁입니다. input : RangeMult(2.5), AtrMult(2.1), AtrPeriod(20),P(20); var : PreRange(0), ChUp(0), ChDn(0), AtrVal(0), posHigh(0), posLow(0); var : mav(0); mav = ma(C,P); # 진입 PreRange = (dayHigh(1)-dayLow(1))*RangeMult; ChUp = dayOpen + PreRange; ChDn = dayOpen - PreRange; If CrossUp(C, ChUp) Then{ if C > mav Then buy(); Else ExitShort(); } If CrossDown(C, ChDn) and C < mav Then{ if C < mav Then sell(); Else exitlong(); } # ATR 추적청산 ATRVal = ATR(AtrPeriod) * AtrMult; PosHigh = Highest(H,BarssinceEntry+1); PosLow = Lowest(L,BarsSinceEntry+1); If MarketPosition == 1 Then ExitLong("ATR1", AtStop, PosHigh - ATRVal); If MarketPosition == -1 Then ExitShort("ATR2", AtStop, PosLow + ATRVal); 즐거운 하루되세요 > 큰바위얼굴 님이 쓴 글입니다. > 제목 : 추적 > #추적청산수식 input : RangeMult(2.5), AtrMult(2.1), AtrPeriod(20); var : PreRange(0), ChUp(0), ChDn(0), AtrVal(0), posHigh(0), posLow(0); # 진입 PreRange = (dayHigh(1)-dayLow(1))*RangeMult; ChUp = dayOpen + PreRange; ChDn = dayOpen - PreRange; If CrossUp(C, ChUp) Then buy(); If CrossDown(C, ChDn) Then sell(); # ATR 추적청산 ATRVal = ATR(AtrPeriod) * AtrMult; PosHigh = Highest(H,BarssinceEntry+1); PosLow = Lowest(L,BarsSinceEntry+1); If MarketPosition == 1 Then ExitLong("ATR1", AtStop, PosHigh - ATRVal); If MarketPosition == -1 Then ExitShort("ATR2", AtStop, PosLow + ATRVal); 위수식에서 20일선 위에서는매수만하고 20일선아래서는매도만한다