Var: Qty(0),QQ(0),MaxLoss(0),AccountBalancee(100000) ; Input: Riskpercent(0.02); QQ = 손절라인; // 계좌 잔고에 비례한 최대 손실 허용 금액 계산 MaxLoss = ceiling(AccountBalancee * RiskPercent); // 계좌 잔고 * 퍼센트, 반올림 //GetUnclearedDeposits(계좌번호)= 지정한 계좌의 예수금 // 계약 수량 계산: 최대 손실 허용 금액을 진입 가격과 손절 라인 차이로 나눈 값 If marketposition==0 Then { Qty = MaxLoss / ((Close[BarSsinceEntry] - QQ) * BigPointValue); } // 계약 수량 계산 1. 진입시 계좌잔고를 기준으로 손절폭 만큼의 계약수 산출수식입니다. 2. 진입시 계속 변경되계 수식을 작성했는데 맞는지 확인 부탁드립니다. 3. 모의투자용으로 계좌잔고를 지정했습니다. 실전에서는 "GetUnclearedDeposits(계좌번호)" 이 수식을 사용하면 되는건가요? 고맙습니다.

항상 빠른 답변에 감사를 드립니다. 수정을 하여주신 것을 복사하여 시뮬레이션을 돌려보니 신호가 하나도 발생하지 않습니다. 제가 지표 조합을 잘못해서 신호가 하나도 나오지 않나 싶어 89178로 답변주신 원본을 89209에서 수정해 주신대로 고쳐서 시뮬레이션을 돌려도 신호가 하나도 생성되지 않습니다. 한번더 검토해 주시길 부탁드립니다. input : length(13), mult(5.5), map(60); input : lengthB(16), multB(6.76); input : useClose(1);//1:종가기준, 2:고/저가 기준 input : Bolllimit(0.2); input : src(close); input : smooth(1); input : length1(25); input : SetStop(169), gamso(83), minMoney(194), 변수(0), 목표수익값(255), 수익포인트(108) ; input : StartTime(215000),EndTime(054210); //215000//054210//EndTime(081500) var : Tcond(False); var : A(0), longStop(0), longStopPrev(0), shortStop(0), shortStopPrev(0), AB(0), longStopB(0), longStopPrevB(0), shortStopB(0), shortStopPrevB(0), BollUp(0), Ma20(0), BWI(0), BollDown(0), Ma60(0), srcS(0), value(0) ; var : dir(1), dirB(1); var : offset(0.85),sigma1(7),pchange(0),avpchange(0); var : buySignal(False), buyExit(False), sellSignal(False), sellExit(False); offset = 0.85; sigma1 = 7; pchange = (src-src[smooth]) / src * 100; var : i(0),mm(0),s(0),norm(0),sum(0),weight(0); var : r(0),rsiL(False),rsiS(False); var : length11(0),src1(0),momm(0); var : m1(0),m2(0),sm1(0),sm2(0),chandeMO(0),cL(False),cS(False); mm = offset * (length1 - 1); s = length1 / sigma1; norm = 0.0; sum = 0.0; for i = 0 to length1 - 1 { weight = exp(-1 * pow(i - mm, 2) / (2 * pow(s, 2))); norm = norm + weight; sum = sum + pchange[length1 - i - 1] * weight; } avpchange = sum / norm; //RSI r = rsi(14); rsiL = r > r[1]; rsiS = r < r[1]; //Chande Momentum length11 = 9; src1 = close; momm = src1-src1[1]; m1 = iff(momm >= 0.0 , momm , 0.0); m2 = iff(momm >= 0.0 , 0 , -momm); sm1 = AccumN(m1, length11); sm2 = AccumN(m2, length11); chandeMO = 100 * (sm1-sm2) / (sm1+sm2); cL = chandeMO > chandeMO[1]; cS = chandeMO < chandeMO[1]; //GAMA credit to author: &#169; LeafAlgo https://www.tradingview.com/v/th7NZUPM/ input : lengthG(14); input : adaptive(1);#true면 1, 아니면 0 지정 input : volatilityPeriod(20); input : vv(1); var : gma(0),sumOfWeights(0),sigma(0),valueG(0),gmaColor(0),tx(0); // Calculate Gaussian Moving Average gma = 0.0; sumOfWeights = 0.0; sigma = iff(adaptive == 1 , std(close, volatilityPeriod) ,vv); for i = 0 to lengthG - 1 { weight = exp(-pow(((i - (lengthG - 1)) / (2 * sigma)), 2) / 2); valueG = highest(avpchange, i + 1) + lowest(avpchange, i + 1); gma = gma + (valueG * weight); sumOfWeights = sumOfWeights + weight; } gma = (gma / sumOfWeights)/2; gma = ema(gma, 7); gmaColor = iff(avpchange >= gma , rgb(0, 161, 5) , rgb(215, 0, 0)); var : currentSignal(0),barColor(Nan); currentSignal = iff(avpchange >= gma , 1 , -1); if currentSignal == 1 Then barColor = rgb(0, 186, 6); BollUp = BollBandUp(20, 2); BollDown = BollBandDown(20, 2); Ma20 = Average(C, 20); BWI = (BollUp - BollDown)/Ma20*100; Ma60 = Average(C, map); srcS = close; a = mult * atr(length); ab = multB * atr(lengthB); if MarketPosition == 1 and highest(h,BarsSinceEntry) >= EntryPrice+수익포인트 Then ExitLong("L_EvenBreak",AtStop,EntryPrice); if MarketPosition == -1 and lowest(l,BarsSinceEntry) <= EntryPrice-수익포인트 Then ExitShort("S_EvenBreak",AtStop,EntryPrice); longStop = IFf(useClose == 1, highest(close, length) ,highest(H,length)) - a; longStopPrev = iff(IsNan(longStop[1]) == true, longStop,longStop[1]); longStop = iff(close[1] > longStopPrev ,max(longStop, longStopPrev) , longStop); shortStop = IFf(useClose == 1, lowest(close, length) , Lowest(L,length)) + a; shortStopPrev = iff(IsNan(shortStop[1]) == true, shortStop,shortStop[1]); shortStop = iff(close[1] < shortStopPrev , min(shortStop, shortStopPrev) , shortStop); dir = iff(close > shortStopPrev , 1 , IFF(close < longStopPrev , -1 , dir)); longStopB = IFf(useClose == 1, highest(close, lengthB) ,highest(H,lengthB)) - aB; longStopPrevB = iff(IsNan(longStopB[1]) == true, longStopB,longStopB[1]); longStopB = iff(close[1] > longStopPrevB ,max(longStopB, longStopPrevB) , longStopB); shortStopB = IFf(useClose == 1, lowest(close, lengthB) , Lowest(L,lengthB)) + aB; shortStopPrevB = iff(IsNan(shortStopB[1]) == true, shortStopB,shortStopB[1]); shortStopB = iff(close[1] < shortStopPrevB , min(shortStopB, shortStopPrevB) , shortStopB); dirB = iff(close > shortStopPrevB , 1 , IFF(close < longStopPrevB , -1 , dirB)); buySignal = avpchange > gma and BWI >= Bolllimit and C > O and (C > Ma60 or dir == 1) and (CrossUp(avpchange,gma) or dir[1] == -1 or crossUp(C, Ma60)); buyExit = CrossDown(avpchange,gma); sellSignal = avpchange < gma and BWI >= Bolllimit and C < O and (C < Ma60 or dirB == -1) and (CrossDown(avpchange,gma) or dirB[1] == 1 or crossUp(C, Ma60)); sellExit = CrossUp(avpchange,gma); IF Endtime > starttime Then SetStopEndofday(Endtime); Else { if sDate != sDate[1] Then SetStopEndofday(Endtime); } if Bdate != Bdate[1] Then { IF Endtime <= starttime Then { SetStopEndofday(0); } } if (sdate != sdate[1] and stime >= EndTime) or (sdate == sdate[1] and stime >= EndTime and stime[1] < EndTime) Then Tcond = False; if (sdate != sdate[1] and stime >= StartTime) or (sdate == sdate[1] and stime >= StartTime and stime[1] < StartTime) Then Tcond = true; if Tcond == true Then { if buySignal == true Then Buy("Buy"); if buyExit == true Then ExitLong("BExit"); if sellSignal == true Then Sell("Sell"); if sellExit == true Then ExitShort("SExit"); } //SetStopInactivity(최소가격,기간,PointStop); SetStopProfittarget(목표수익값,PointStop); SetStopLoss(SetStop,PointStop); SetStopTrailing(gamso,minMoney,PointStop,변수);

감사합니다

먼저 89178번에 대하여 빠른 답변에 감사를 드립니다. 89178번에서 알려준 원본을 시스템에 탑재 하였더니 첨부파일과 같이 논리값(참/거짓)이 와야된다는 메세지가 발생하여 다음과 같이 기사용중인 로직에 같이 포함하여 작성 하여 보았지만 동일한 메세지가 뜨고 제가 어디에 표현을 해야될 지 몰라 재차 요청하오니 다시 한번더 부탁을 드립니다. input : length(13), mult(5.5), map(141); input : lengthB(16), multB(6.76), mapB(121); input : useClose(1);//1:종가기준, 2:고/저가 기준 input : Bolllimit(0.2); input : src(close); input : smooth(1); input : length1(25); input : SetStop(169), gamso(83), minMoney(194), 변수(0), 목표수익값(255), 수익포인트(108) ; input : StartTime(145000),EndTime(034210); var : Tcond(False); var : A(0), longStop(0), longStopPrev(0), shortStop(0), shortStopPrev(0), AB(0), longStopB(0), longStopPrevB(0), shortStopB(0), shortStopPrevB(0), BollUp(0), Ma20(0), BWI(0), BollDown(0), Ma60(0), srcS(0), value(0) ; var : dir(1), dirB(1); var : offset(0.85),sigma1(7),pchange(0),avpchange(0); var : buySignal(False), buyExit(False), sellSignal(False), sellExit(False); offset = 0.85; sigma1 = 7; pchange = (src-src[smooth]) / src * 100; var : i(0),mm(0),s(0),norm(0),sum(0),weight(0); var : r(0),rsiL(False),rsiS(False); var : length11(0),src1(0),momm(0); var : m1(0),m2(0),sm1(0),sm2(0),chandeMO(0),cL(False),cS(False); mm = offset * (length1 - 1); s = length1 / sigma1; norm = 0.0; sum = 0.0; for i = 0 to length1 - 1 { weight = exp(-1 * pow(i - mm, 2) / (2 * pow(s, 2))); norm = norm + weight; sum = sum + pchange[length1 - i - 1] * weight; } avpchange = sum / norm; //RSI r = rsi(14); rsiL = r > r[1]; rsiS = r < r[1]; //Chande Momentum length11 = 9; src1 = close; momm = src1-src1[1]; m1 = iff(momm >= 0.0 , momm , 0.0); m2 = iff(momm >= 0.0 , 0 , -momm); sm1 = AccumN(m1, length11); sm2 = AccumN(m2, length11); chandeMO = 100 * (sm1-sm2) / (sm1+sm2); cL = chandeMO > chandeMO[1]; cS = chandeMO < chandeMO[1]; //GAMA credit to author: &#169; LeafAlgo https://www.tradingview.com/v/th7NZUPM/ input : lengthG(14); input : adaptive(true); input : volatilityPeriod(20); input : vv(1); var : gma(0),sumOfWeights(0),sigma(0),valueG(0),gmaColor(0),tx(0); // Calculate Gaussian Moving Average gma = 0.0; sumOfWeights = 0.0; sigma = iff(adaptive , std(close, volatilityPeriod) ,vv); for i = 0 to lengthG - 1 { weight = exp(-pow(((i - (lengthG - 1)) / (2 * sigma)), 2) / 2); valueG = highest(avpchange, i + 1) + lowest(avpchange, i + 1); gma = gma + (valueG * weight); sumOfWeights = sumOfWeights + weight; } gma = (gma / sumOfWeights)/2; gma = ema(gma, 7); gmaColor = iff(avpchange >= gma , rgb(0, 161, 5) , rgb(215, 0, 0)); var : currentSignal(0),barColor(Nan); currentSignal = iff(avpchange >= gma , 1 , -1); if currentSignal == 1 Then barColor = rgb(0, 186, 6); BollUp = BollBandUp(20, 2); BollDown = BollBandDown(20, 2); Ma20 = Average(C, 20); BWI = (BollUp - BollDown)/Ma20*100; Ma60 = Average(C, map); srcS = close; a = mult * atr(length); ab = multB * atr(lengthB); if MarketPosition == 1 and highest(h,BarsSinceEntry) >= EntryPrice+수익포인트 Then ExitLong("L_EvenBreak",AtStop,EntryPrice); if MarketPosition == -1 and lowest(l,BarsSinceEntry) <= EntryPrice-수익포인트 Then ExitShort("S_EvenBreak",AtStop,EntryPrice); longStop = IFf(useClose == 1, highest(close, length) ,highest(H,length)) - a; longStopPrev = iff(IsNan(longStop[1]) == true, longStop,longStop[1]); longStop = iff(close[1] > longStopPrev ,max(longStop, longStopPrev) , longStop); shortStop = IFf(useClose == 1, lowest(close, length) , Lowest(L,length)) + a; shortStopPrev = iff(IsNan(shortStop[1]) == true, shortStop,shortStop[1]); shortStop = iff(close[1] < shortStopPrev , min(shortStop, shortStopPrev) , shortStop); dir = iff(close > shortStopPrev , 1 , IFF(close < longStopPrev , -1 , dir)); longStopB = IFf(useClose == 1, highest(close, lengthB) ,highest(H,lengthB)) - aB; longStopPrevB = iff(IsNan(longStopB[1]) == true, longStopB,longStopB[1]); longStopB = iff(close[1] > longStopPrevB ,max(longStopB, longStopPrevB) , longStopB); shortStopB = IFf(useClose == 1, lowest(close, lengthB) , Lowest(L,lengthB)) + aB; shortStopPrevB = iff(IsNan(shortStopB[1]) == true, shortStopB,shortStopB[1]); shortStopB = iff(close[1] < shortStopPrevB , min(shortStopB, shortStopPrevB) , shortStopB); dirB = iff(close > shortStopPrevB , 1 , IFF(close < longStopPrevB , -1 , dirB)); buySignal = avpchange > gma and BWI >= Bolllimit and C > O and C > Ma60 and dir == 1 and (CrossUp(avpchange,gma) and dir[1] == -1 or crossUp(C, Ma60)); buyExit = CrossDown(avpchange,gma); sellSignal = avpchange < gma and BWI >= Bolllimit and C < O and C < Ma60 and dirB == -1 and (CrossDown(avpchange,gma) and dirB[1] == 1 or crossUp(C, Ma60)); sellExit = CrossUp(avpchange,gma); IF Endtime > starttime Then SetStopEndofday(Endtime); Else { if sDate != sDate[1] Then SetStopEndofday(Endtime); } if Bdate != Bdate[1] Then { IF Endtime <= starttime Then { SetStopEndofday(0); } } if (sdate != sdate[1] and stime >= EndTime) or (sdate == sdate[1] and stime >= EndTime and stime[1] < EndTime) Then Tcond = False; if (sdate != sdate[1] and stime >= StartTime) or (sdate == sdate[1] and stime >= StartTime and stime[1] < StartTime) Then Tcond = true; if Tcond == true Then { if buySignal == true Then Buy("Buy"); if buyExit == true Then ExitLong("BExit"); if sellSignal == true Then Sell("Sell"); if sellExit == true Then ExitShort("SExit"); } //SetStopInactivity(최소가격,기간,PointStop); SetStopProfittarget(목표수익값,PointStop); SetStopLoss(SetStop,PointStop); SetStopTrailing(gamso,minMoney,PointStop,변수);

예스 종목검색식으로 변환 부탁드립니다. 감사합니다...^^ A=NVI(c)>=eavg(NVI(c), Period); B=NVI(c)<eavg(NVI(c), Period); D=PVI(C)+NVI(C); E=Avg(PVI(C), Period)+Avg(NVI(C), Period); 강세=A && D>=E; 약세=B && D<E; ((약세(1) or !약세(1)) && !강세(1)) && 강세 (지표변수) Period: 25

요청내용 1. 아래수식에다 금일 발생한 봉부터 수식을 계산한다는 내용을 추가해 주십시요. (전일봉 배제) 2. buy수식과 정반대 개념의 sell 수식이 맞는지 살펴주십시요. 3. 최종 수식에 주석을 달아주십시요. 항상 고맙습니다. **************************************************************************** 1) buy 수식 input : Left(1),Right(3); var : SH(0),SH1(0),SL(0),SL1(0); if SwingLow(1,L,Left,right,Left+right+1) != -1 Then{ SL = L[right]; SL1 = SL[1]; if SL > SL1 and SL1 > 0 Then Buy(); } 2) sell 수식 input : Left(1),Right(6); var : SH(0),SH1(0),SL(0),SL1(0); if SwingHigh(1,H,Left,right,Left+right+1) != -1 Then{ SH = H[right]; SH1 = SH[1]; if SH < SH1 and SH1 > 0 Then sell(); }