커뮤니티
추적
2015-09-16 20:11:59
99
글번호 90407
#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
답변 1
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
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