안녕하세요, 예스스탁 입니다.복잡한 수식 공부 없이 여러분의 아이디어를 말하면 시스템 트레이딩 언어 예스랭귀지로 작성해주는 서비스예스나 AI(YesNa AI)가 출시되었습니다.지금 예스나 AI를 직접 경험해 보실 수 있도록 20크레딧(질문권 20회)를 무료로 증정해 드리고 있습니다.바로 여러분의 아이디어를 코드로 변환해보세요.--------------------------------------------------🚀 YesNa AI 핵심 기능- 지표식/전략식/종목검색식 생성: 자연어로 요청하면 예스랭귀지 문법에 맞는 코드를 작성합니다.- 종목검색식 변환 지원: K증권의 종목 검색식을 예스랭귀지로 변환 지원합니다.- 컴파일 검증: 작성된 코드가 실행 가능한지 컴파일러를 통해 문법 검증을 거쳐 결과물을 제공합니다.상세한 서비스 개요 및 활용 방법은 [서비스 소개 페이지]에서 확인하실 수 있습니다.▶ 서비스 소개 페이지: 바로가기서비스 사용 유의사항 및 결제 환불정책은 [이용약관]을 참고 부탁드립니다.▶ 서비스 이용약관: 바로가기💬 이용 문의사용 중 문의사항은 [프로그램 사용법 Q&A] 게시판에서 [예스나 AI] 카테고리를 설정 후 문의해 주시면 상세히 안내해 드리겠습니다.--------------------------------------------------앞으로도 AI를 활용한 다양한 트레이딩 기능들을 지속적으로 선보일 예정입니다.많은 관심과 기대 부탁드립니다.

안녕하세요 한국투자증권을 사용하는 시스템식 문의드립니다. 1. 16시~18시(16시보다 크거나 같고 18시보다 작음)사이의 고가와 저가선을 18시부터 02시까지 수평선을 긋습니다. (단, 고가와 저가의 차이가 60틱 이상인 경우는 제외) 2. 18시 이후 고가선이나 저가선을 한틱이상 돌파하는 경우 진입 3. 반대신호 발생시 손절 및 반대로 진입 -고가(저가)선을 돌파하여 매수(매도) 진입하였는데 저가선(고가선) 돌파시 매수(매도)손절 및 매도(매수)진입) -최초 진입시 1계약, 이후 진입 회수 증가시마다 계약수 1계약 증가 4. 02시에 청산 5. 02시전 누적손실이 80틱에 도달시 청산 및 매매종료 02시전 누적이익이 80틱에 도달시 청산 및 매매종료 (슬리피지 0.5틱, 수수료 1틱 적용) 감사합니다

진입전략 data2 - data1 > 0.3% 이면 매수 data2 - data1 < -0.3% 이면 매도 청산전략 data2 - data1 < 0.1% 이면 매수청산 data2 - data1 > -0.1% 이면 매도청산 수식 부탁드립니다~

안녕하세요. 운영자님 요청드릴 전략식은 매수조건 : 20 이동평균선이 우상향(상승), 5 이동평균선과 20 이동평균선 정배열, 캔들이 5와 20 이동평균선의 사이에 위치(캔들의 고가와 저가모두)하며 음봉 후 첫 양봉일 때 매도조건 : 20 이동평균선이 우하향(하락), 5 이동평균선과 20 이동평균선 역배열, 캔들이 5와 20 이동평균선의 사이에 위치(캔들의 고가와 저가모두)하며 양봉 후 첫 음봉일 때 수고하세요

차트속성 눈금선을 가로로 하면, 정수자리 가격선까지만 표현되는데요. 각 종목의 (틱)호가단위까지 가로선이 그어지게 하고 싶습니다. 수고하세요.

* 항상 많은 도움에 고맙습니다. * 100일 피보선 그리고저 하는데 이게 아닌가요? input : Per1(25.0),Per2(38.0),Per3(50.0),Per4(63.0),Per5(75); var : HH(0),LL(0); var1; ma(c,100) ; HH = max(var1); LL = min(var1); var1 = 10^(LOG10(HH)-(LOG10(HH)-LOG10(LL))*(Per1/100)); var2 = 10^(LOG10(HH)-(LOG10(HH)-LOG10(LL))*(Per2/100)); var3 = 10^(LOG10(HH)-(LOG10(HH)-LOG10(LL))*(Per3/100)); var4 = 10^(LOG10(HH)-(LOG10(HH)-LOG10(LL))*(Per4/100)); var5 = 10^(LOG10(HH)-(LOG10(HH)-LOG10(LL))*(Per5/100)); * 고맙 습니다.

다음과 같은 ts 이지코드를 예스에 붙여넣으면 에러가 엄청 많이 발생하네요... 도와주세요 Variables: m_typeEvalBase( 0.0 ), m_dbEvalProfitLoss( 0.0 ), m_nBarNumberBid( 0.0 ), m_nBarNumberAsk( 0.0 ), IntrabarPersist m_bValidEnvironment( false ), IntrabarPersist m_dbTickUnit( 0.0 ), m_dbTickPrice( 0.0 ), IntrabarPersist m_bSetExitRateAlwaysLong( false ), IntrabarPersist m_bSetExitRateAlwaysShort( false ), m_bExitPartLongHappend( false ), m_bExitPartShortHappend( false ), IntrabarPersist m_nTotalOpen( 1 ), IntrabarPersist m_nOpenVolume( 1 ), IntrabarPersist m_nTradeVolume( 1 ), IntrabarPersist m_nOpenAmount( 0 ), IntrabarPersist m_nTotalVolumes( 0 ), IntrabarPersist m_nTotalAmount( 0 ), IntrabarPersist m_bOrderSignaled( False ), tmpCount( 0 ), tmpAgo( 0 ), StochasticFast_Range( 14 ), StochasticFast_FastK( 3 ), StochasticFast_FastD( 3 ), outFastK( 0 ), outFastD( 0 ), outSlowK( 0 ), outSlowD( 0 ), stcst_fast( 0 ); Arrays: m_aryOpenVolume[1](0), m_aryExitVolume[1](0), m_aryOpenPrice[1](0), m_aryExitPrice[1](0); { ===================================== Get Volume from Direct Amount ===========================} Method double GetValidVolumeByDirectAmount(int amount) Var: double RetVolume; Begin if amount > Close Then RetVolume = amount / Close Else RetVolume = 0; Return RetVolume; End; { ===============================================================================================} { ===================================== Get Volume from rate of Amount ==========================} Method double GetValidVolumeByRateAmount(int amount, double rate) Var: double RetVolume; Begin if (amount * rate) > Close Then RetVolume = (amount * rate) / Close Else RetVolume = 0; Return RetVolume; End; { ===============================================================================================} { ===================================== Get Direct Volume =======================================} Method double GetValidVolumeByDirectVolume(int vol) Var: double RetVolume; Begin RetVolume = vol; Return RetVolume; End; { ===============================================================================================} { ====================================== Get Volume from rate of Volume =========================} Method double GetValidVolumeByRateVolume(int vol, double rate) Var: double RetVolume; Begin RetVolume = vol * rate * 0.01; Return RetVolume; End; { ===============================================================================================} { ==================================== Long Trade ============================================} { --------------------------------------Open--------------------------------------------------} Method void BuyEval_ThisClose(int open_count, int vol, double price) Begin Buy ("[E]매수진입(TC)") vol Shares this bar on Close; If open_count <= CurrentEntries Then Begin m_nBarNumberBid = CurrentBar; m_aryOpenPrice[open_count] = close; m_aryOpenVolume[open_count] = vol; MessageLog("[", BarDateTime.ToString(), "] Buy Vol : ", vol, ", CurrentContracts : ", CurrentContracts); End; End; { --------------------------------------Open------------------------------------------------} Method void BuyReal_ThisClose(int open_count, int vol, double price) Begin Buy ("[R]매수진입(TC)") vol Shares this bar on Close; If open_count <= CurrentEntries Then Begin m_nBarNumberBid = CurrentBar; m_aryOpenPrice[open_count] = close; m_aryOpenVolume[open_count] = vol; MessageLog("[", BarDateTime.ToString(), "] Buy Vol : ", vol, ", CurrentContracts : ", CurrentContracts); End; End; { ===============================================================================================} Method void BuyOrder_ThisClose(int open_count, int vol, double price, bool reverse) Begin If IsTodayBar(BarDateTime.ELDate) = true and IsOperatingTime() = true Then Begin If reverse = false Then Begin BuyReal_ThisClose(open_count, vol, price); End; End Else Begin If reverse = false Then Begin BuyEval_ThisClose(open_count, vol, price); End; End; End; { ===============================================================================================} { ==================================== Long Trade =============================================} { --------------------------------------Open---------------------------------------------------} Method void BuyEval_NextOpen(int open_count, int vol, double price) Begin Buy ("[E]매수진입(NO)") vol Shares next bar at Open; If open_count <= CurrentEntries Then Begin m_nBarNumberBid = CurrentBar; m_aryOpenPrice[open_count] = close; m_aryOpenVolume[open_count] = vol; MessageLog("[", BarDateTime.ToString(), "] Buy Vol : ", vol, ", CurrentContracts : ", CurrentContracts); End; End; { --------------------------------------Open--------------------------------------------------} Method void BuyReal_NextOpen(int open_count, int vol, double price) Begin Buy ("[R]매수진입(NO)") vol Shares next bar at Open; If open_count <= CurrentEntries Then Begin m_nBarNumberBid = CurrentBar; m_aryOpenPrice[open_count] = close; m_aryOpenVolume[open_count] = vol; MessageLog("[", BarDateTime.ToString(), "] Buy Vol : ", vol, ", CurrentContracts : ", CurrentContracts); End; End; { ===============================================================================================} Method void BuyOrder_NextOpen(int open_count, int vol, double price, bool reverse) Begin If IsTodayBar(BarDateTime.ELDate) = true and IsOperatingTime() = true Then Begin If reverse = false Then Begin BuyReal_NextOpen(open_count, vol, price); End; End Else Begin If reverse = false Then Begin BuyEval_NextOpen(open_count, vol, price); End; End; End; { ===============================================================================================} { ==================================== Long Trade ============================================} { --------------------------------------Open--------------------------------------------------} Method void BuyEval_NextMarket(int open_count, int vol, double price) Begin Buy ("[E]매수진입(NM)") vol Shares next bar at Market; If open_count <= CurrentEntries Then Begin m_nBarNumberBid = CurrentBar; m_aryOpenPrice[open_count] = close; m_aryOpenVolume[open_count] = vol; MessageLog("[", BarDateTime.ToString(), "] Buy Vol : ", vol, ", CurrentContracts : ", CurrentContracts); End; End; { --------------------------------------Open------------------------------------------------} Method void BuyReal_NextMarket(int open_count, int vol, double price) Begin Buy ("[R]매수진입(NM)") vol Shares next bar at Market; If open_count <= CurrentEntries Then Begin m_nBarNumberBid = CurrentBar; m_aryOpenPrice[open_count] = close; m_aryOpenVolume[open_count] = vol; MessageLog("[", BarDateTime.ToString(), "] Buy Vol : ", vol, ", CurrentContracts : ", CurrentContracts); End; End; { ===============================================================================================} Method void BuyOrder_NextMarket(int open_count, int vol, double price, bool reverse) Begin If IsTodayBar(BarDateTime.ELDate) = true and IsOperatingTime() = true Then Begin If reverse = false Then Begin BuyReal_NextMarket(open_count, vol, price); End; End Else Begin If reverse = false Then Begin BuyEval_NextMarket(open_count, vol, price); End; End; End; { ===============================================================================================} { ==================================== Long Trade ==============================================} { --------------------------------------Open----------------------------------------------------} Method void BuyEval_NextStop(int open_count, int vol, double price) Begin Buy ("[E]매수진입(NS)") vol Shares next bar at price Stop; If open_count <= CurrentEntries Then Begin m_nBarNumberBid = CurrentBar; m_aryOpenPrice[open_count] = close; m_aryOpenVolume[open_count] = vol; MessageLog("[", BarDateTime.ToString(), "] Buy Vol : ", vol, ", CurrentContracts : ", CurrentContracts); End; End; { --------------------------------------Open---------------------------------------------------} Method void BuyReal_NextStop(int open_count, int vol, double price) Begin Buy ("[R]매수진입(NS)") vol Shares next bar at price Stop; If open_count <= CurrentEntries Then Begin m_nBarNumberBid = CurrentBar; m_aryOpenPrice[open_count] = close; m_aryOpenVolume[open_count] = vol; MessageLog("[", BarDateTime.ToString(), "] Buy Vol : ", vol, ", CurrentContracts : ", CurrentContracts); End; End; { ===============================================================================================} Method void BuyOrder_NextStop(int open_count, int vol, double price, bool reverse) Begin If IsTodayBar(BarDateTime.ELDate) = true and IsOperatingTime() = true Then Begin If reverse = false Then Begin BuyReal_NextStop(open_count, vol, price); End; End Else Begin If reverse = false Then Begin BuyEval_NextStop(open_count, vol, price); End; End; End; { ===============================================================================================} { ==================================== Long Trade =============================================} { --------------------------------------Open---------------------------------------------------} Method void BuyEval_NextLimit(int open_count, int vol, double price) Begin Buy ("[E]매수진입(NL)") vol Shares next bar at price Limit; If open_count <= CurrentEntries Then Begin m_nBarNumberBid = CurrentBar; m_aryOpenPrice[open_count] = close; m_aryOpenVolume[open_count] = vol; MessageLog("[", BarDateTime.ToString(), "] Buy Vol : ", vol, ", CurrentContracts : ", CurrentContracts); End; End; { --------------------------------------Open--------------------------------------------------} Method void BuyReal_NextLimit(int open_count, int vol, double price) Begin Buy ("[R]매수진입(NL)") vol Shares next bar at price Limit; If open_count <= CurrentEntries Then Begin m_nBarNumberBid = CurrentBar; m_aryOpenPrice[open_count] = close; m_aryOpenVolume[open_count] = vol; MessageLog("[", BarDateTime.ToString(), "] Buy Vol : ", vol, ", CurrentContracts : ", CurrentContracts); End; End; { ===============================================================================================} Method void BuyOrder_NextLimit(int open_count, int vol, double price, bool reverse) Begin If IsTodayBar(BarDateTime.ELDate) = true and IsOperatingTime() = true Then Begin If reverse = false Then Begin BuyReal_NextLimit(open_count, vol, price); End; End Else Begin If reverse = false Then Begin BuyEval_NextLimit(open_count, vol, price); End; End; End; { ===============================================================================================} { ==================================== Long Trade ============================================} { --------------------------------------Exit--------------------------------------------------} Method void SellEval_ThisClose(int open_count, int vol, double price) Begin Sell ("[E]매수청산(TC)") vol Shares Total this bar on Close; If open_count <= CurrentEntries Then Begin m_nBarNumberBid = 0; m_nBarNumberAsk = 0; m_aryExitPrice[open_count] = close; m_aryExitVolume[open_count] = vol; MessageLog("[", BarDateTime.ToString(), "] Sell Vol : ", vol, ", CurrentContracts : ", CurrentContracts); End; End; { --------------------------------------Exit----------------------------------------------------} Method void SellReal_ThisClose(int open_count, int vol, double price) Begin Sell ("[R]매수청산(TC)") vol Shares Total this bar on Close; If open_count <= CurrentEntries Then Begin m_nBarNumberBid = 0; m_nBarNumberAsk = 0; m_aryExitPrice[open_count] = close; m_aryExitVolume[open_count] = vol; MessageLog("[", BarDateTime.ToString(), "] Sell Vol : ", vol, ", CurrentContracts : ", CurrentContracts); End; End; { ===============================================================================================} Method void SellOrder_ThisClose(int open_count, int vol, double price, bool reverse) Begin If IsTodayBar(BarDateTime.ELDate) = true and IsOperatingTime() = true Then Begin If reverse = false Then Begin SellReal_ThisClose(open_count, vol, price); End; End Else Begin If reverse = false Then Begin SellEval_ThisClose(open_count, vol, price); End; End; End; { ===============================================================================================} { ==================================== Long Trade ==============================================} { --------------------------------------Exit----------------------------------------------------} Method void SellEval_NextOpen(int open_count, int vol, double price) Begin Sell ("[E]매수청산(NO)") vol Shares Total next bar at Open; If open_count <= CurrentEntries Then Begin m_nBarNumberBid = 0; m_nBarNumberAsk = 0; m_aryExitPrice[open_count] = close; m_aryExitVolume[open_count] = vol; MessageLog("[", BarDateTime.ToString(), "] Sell Vol : ", vol, ", CurrentContracts : ", CurrentContracts); End; End; { --------------------------------------Exit----------------------------------------------------} Method void SellReal_NextOpen(int open_count, int vol, double price) Begin Sell ("[R]매수청산(NO)") vol Shares Total next bar at Open; If open_count <= CurrentEntries Then Begin m_nBarNumberBid = 0; m_nBarNumberAsk = 0; m_aryExitPrice[open_count] = close; m_aryExitVolume[open_count] = vol; MessageLog("[", BarDateTime.ToString(), "] Sell Vol : ", vol, ", CurrentContracts : ", CurrentContracts); End; End; { ===============================================================================================} Method void SellOrder_NextOpen(int open_count, int vol, double price, bool reverse) Begin If IsTodayBar(BarDateTime.ELDate) = true and IsOperatingTime() = true Then Begin If reverse = false Then Begin SellReal_NextOpen(open_count, vol, price); End; End Else Begin If reverse = false Then Begin SellEval_NextOpen(open_count, vol, price); End; End; End; { ===============================================================================================} { ==================================== Long Trade ==============================================} { --------------------------------------Exit----------------------------------------------------} Method void SellEval_NextMarket(int open_count, int vol, double price) Begin Sell ("[E]매수청산(NM)") vol Shares Total next bar at Market; If open_count <= CurrentEntries Then Begin m_nBarNumberBid = 0; m_nBarNumberAsk = 0; m_aryExitPrice[open_count] = close; m_aryExitVolume[open_count] = vol; MessageLog("[", BarDateTime.ToString(), "] Sell Vol : ", vol, ", CurrentContracts : ", CurrentContracts); End; End; { --------------------------------------Exit---------------------------------------------------} Method void SellReal_NextMarket(int open_count, int vol, double price) Begin Sell ("[R]매수청산(NM)") vol Shares Total next bar at Market; If open_count <= CurrentEntries Then Begin m_nBarNumberBid = 0; m_nBarNumberAsk = 0; m_aryExitPrice[open_count] = close; m_aryExitVolume[open_count] = vol; MessageLog("[", BarDateTime.ToString(), "] Sell Vol : ", vol, ", CurrentContracts : ", CurrentContracts); End; End; { ===============================================================================================} Method void SellOrder_NextMarket(int open_count, int vol, double price, bool reverse) Begin If IsTodayBar(BarDateTime.ELDate) = true and IsOperatingTime() = true Then Begin If reverse = false Then Begin SellReal_NextMarket(open_count, vol, price); End; End Else Begin If reverse = false Then Begin SellEval_NextMarket(open_count, vol, price); End; End; End; { ===============================================================================================} { ==================================== Long Trade ==============================================} { --------------------------------------Exit----------------------------------------------------} Method void SellEval_NextStop(int open_count, int vol, double price) Begin Sell ("[E매수청산(NS)") vol Shares Total next bar at price Stop; If open_count <= CurrentEntries Then Begin m_nBarNumberBid = 0; m_nBarNumberAsk = 0; m_aryExitPrice[open_count] = close; m_aryExitVolume[open_count] = vol; MessageLog("[", BarDateTime.ToString(), "] Sell Vol : ", vol, ", CurrentContracts : ", CurrentContracts); End; End; { --------------------------------------Exit----------------------------------------------------} Method void SellReal_NextStop(int open_count, int vol, double price) Begin Sell ("[R]매수청산(NS)") vol Shares Total next bar at price Stop; If open_count <= CurrentEntries Then Begin m_nBarNumberBid = 0; m_nBarNumberAsk = 0; m_aryExitPrice[open_count] = close; m_aryExitVolume[open_count] = vol; MessageLog("[", BarDateTime.ToString(), "] Sell Vol : ", vol, ", CurrentContracts : ", CurrentContracts); End; End; { ===============================================================================================} Method void SellOrder_NextStop(int open_count, int vol, double price, bool reverse) Begin If IsTodayBar(BarDateTime.ELDate) = true and IsOperatingTime() = true Then Begin If reverse = false Then Begin SellReal_NextStop(open_count, vol, price); End; End Else Begin If reverse = false Then Begin SellEval_NextStop(open_count, vol, price); End; End; End; { ===============================================================================================} { ==================================== Long Trade ==============================================} { --------------------------------------Exit----------------------------------------------------} Method void SellEval_NextLimit(int open_count, int vol, double price) Begin Sell ("[E]매수청산(NL)") vol Shares Total next bar at price Stop; If open_count <= CurrentEntries Then Begin m_nBarNumberBid = 0; m_nBarNumberAsk = 0; m_aryExitPrice[open_count] = close; m_aryExitVolume[open_count] = vol; MessageLog("[", BarDateTime.ToString(), "] Sell Vol : ", vol, ", CurrentContracts : ", CurrentContracts); End; End; { --------------------------------------Exit----------------------------------------------------} Method void SellReal_NextLimit(int open_count, int vol, double price) Begin Sell ("[R]매수청산(NL)") vol Shares Total next bar at price Limit; If open_count <= CurrentEntries Then Begin m_nBarNumberBid = 0; m_nBarNumberAsk = 0; m_aryExitPrice[open_count] = close; m_aryExitVolume[open_count] = vol; MessageLog("[", BarDateTime.ToString(), "] Sell Vol : ", vol, ", CurrentContracts : ", CurrentContracts); End; End; { ===============================================================================================} Method void SellOrder_NextLimit(int open_count, int vol, double price, bool reverse) Begin If IsTodayBar(BarDateTime.ELDate) = true and IsOperatingTime() = true Then Begin If reverse = false Then Begin SellReal_NextLimit(open_count, vol, price); End; End Else Begin If reverse = false Then Begin SellEval_NextLimit(open_count, vol, price); End; End; End; { ===============================================================================================} Method double GetEvalTotalProfitLoss(int eval_type) Var: double eval_rate; Begin If MarketPosition = 1 Then Begin switch (eval_type) Begin case 0: eval_rate = (Close * CurrentShares) - (AvgEntryPrice * CurrentShares); break; case 1: eval_rate = (Close - AvgEntryPrice) / AvgEntryPrice * 100.0; break; case 2: eval_rate = (Close - AvgEntryPrice) / m_dbTickUnit; break; case 3: eval_rate = Close - AvgEntryPrice; break; End; End; Return eval_rate; End; { ===============================================================================================} Method double GetEvalEntryProfitLoss(int eval_type, int ago_num) Var: double eval_rate; Begin eval_rate = 0.0; If MarketPosition = 1 AND CurrentEntries > ago_num Then Begin value1 = m_aryOpenPrice[CurrentEntries - 1 - ago_num]; If value1 <> 0 Then Begin switch (eval_type) Begin case 0: eval_rate = Close - value1; break; case 1: eval_rate = (Close - value1) / value1 * 100.0; break; case 2: eval_rate = (Close - value1) / m_dbTickUnit; break; case 3: eval_rate = Close - value1; break; End; End; End; Return eval_rate; End; { ===============================================================================================} Method bool IsOperatingTime() Var: bool ret_val; Begin ret_val = true; Return ret_val; End; { ===============================================================================================} Method bool IsTodayBar(int bar_date) Var: bool ret_val; Begin ret_val = bar_date = CurrentDate; Return ret_val; End; { ===============================================================================================} { ====================================== Open Price Method ======= =========================} Method double GetOpenPrice(int ago_num) Var: double RetPrice; Begin RetPrice = 0.0; If CurrentEntries > ago_num Then Begin RetPrice = m_aryOpenPrice[CurrentEntries - 1 - ago_num]; End; Return RetPrice; End; { ===============================================================================================} { ====================================== Exit Price Method =================================} Method double GetExitPrice(int ago_num) Var: double RetPrice; Begin RetPrice = 0.0; If CurrentEntries > ago_num Then Begin RetPrice = m_aryExitPrice[CurrentEntries - 1 - ago_num]; End; Return RetPrice; End; { ===============================================================================================} Method int GetEqualTopCount(int ago, int bar_range) Var: int RetCount; Begin RetCount = 0; tmpCount = bar_range; tmpAgo = ago; Value1 = HighestFC(High[tmpAgo], tmpCount + 1); For Value2 = 0 To tmpCount - 1 Begin If Close[Value2 + tmpAgo] = Value1 Then RetCount = RetCount + 1; End; Return RetCount; End; { ===============================================================================================} Method int GetEqualBottomCount(int ago, int bar_range) Var: int RetCount; Begin RetCount = 0; tmpCount = bar_range; tmpAgo = ago; Value1 = LowestFC(Low[tmpAgo], tmpCount + 1); For Value2 = 0 To tmpCount - 1 Begin If Close[Value2 + tmpAgo] = Value1 Then RetCount = RetCount + 1; End; Return RetCount; End; { ===============================================================================================} Once Begin ClearPrintLog; m_dbTickUnit = MinMove / PriceScale; m_dbTickPrice = MinMove / PriceScale * BigPointValue; m_bValidEnvironment = (GetAppInfo( aiApplicationType ) = cChart); MessageLog("Tick 단위 : ", m_dbTickUnit); MessageLog("Tick 가격 : ", m_dbTickPrice); MessageLog("Big Point : ", BigPointValue); MessageLog("진입수량 : ", m_nOpenVolume); End; { ===============================================================================================} { ======================================< STRATEGY CODES >=======================================} { ===============================================================================================} If m_bValidEnvironment = True Then Begin m_bOrderSignaled = false; stcst_fast = Stochastic( High, Low, Close, StochasticFast_Range, StochasticFast_FastK, StochasticFast_FastD, 1, outFastK, outFastD, outSlowK, outSlowD ); If MarketPosition = 0 AND m_bOrderSignaled = false Then Begin If outFastK Crosses Above outFastD Then Begin m_nTradeVolume = m_nOpenVolume; BuyOrder_ThisClose(CurrentEntries, m_nTradeVolume, CurrentAsk, false); m_bOrderSignaled = true; End; End; If MarketPosition = 1 AND m_bOrderSignaled = false Then Begin If outFastK Crosses Below outFastD Then Begin m_nTradeVolume = CurrentContracts; SellOrder_ThisClose(CurrentEntries, m_nTradeVolume, CurrentBid, false); m_bOrderSignaled = true; End; End; End;

전략들이 트레이드스테이션 이지랭귀지로 되어 있어서 이 전략들을 예스랭귀지로 바꾸어서 검증 후 사용하려고 하는데요. ts 이지코드를 복사해서 예스에 붙여넣고 검증하면 오류가 많이 뜨는데,, 혹시 ts 코드의 예약어들에 매칭되는 예스 랭귀지 코드 자료집이나 가이드가 있는지 알려주세요~ 예스로 써야 주문이 나가는데 어렵네요