답변완료
종목 검색식 부탁드립니다
항상 친절하고 자상한 답변에 머리숙여 감사드립니다.
아래 신호수식을 에스트레이더 종목검색식으로 부탁드립니다.
1.
A = Sum(avg(C, 40, 1) * 1.3 <= C
and avg(거래대금/C, 40, 1) * 6 <= avg(거래대금/C, 2)
and avg(((H-L)/((H+L)/2)), 40, 1) * 1.5 <= avg(((H-L)/((H+1)/2)), 2)
and C(1) < C);
B = Valuewhen(1, A(1) != A, C);
if(A(1) - A(11) >= 1, B(1) < C and A(1) != A, 0)
2.
A1=Macd(12,26);
A2=eavg(Stochasticsslow(20,12),12);
A3=RSI(21);
A=(A1+A2+A3)/3;
x=Sum(((h+l+C)/3)*v);
z=Valuewhen(1, date != date(1) , X(1));
x1=Sum(v);
z1=Valuewhen(1, date != date(1) , X1(1));
VWAP=(x-z)/(x1-z1);
B=Sum(if(VWAP-VWAP(1)>0,VWAP-VWAP(1),0),17)/Sum(if(VWAP-VWAP(1)>0, VWAP-VWAP(1), VWAP(1)-VWAP),17)*100;
D1=If(eavg(C,12)-eavg(C,26)>eavg(eavg(C,12)-eavg(C,26),9),1,-1);
D2=If(C>avg(C,20),1,-1);
D3=If((C-C(12))/C(12)*100>0,1,-1);
D4=If(eavg((C-Lowest(L,5))/(Highest(H,5)-Lowest(L,5))*100,3)>50,1,-1);
D5=If(CCI(20)>0,1,-1);
D6=If(C>SAR(0.02,0.2),1,-1);
D7=If((eavg(Sum(((C-L)-(H-C))/(H-L)*V),3)-eavg(Sum(((C-L)-(H-C))/(H-L)*V),10))>0,1,-1);
D=D1+D2+D3+D4+D5+D6+D7;
C<=EnvelopeDown(20,20) and A<-40 and B<20 and D<-6
3.
선행1 = (Highest(High,9)+Lowest(Low,9)+Highest(High,26)+Lowest(Low,26))/4;
선행2 = (Highest(High,52)+Lowest(Low,52))/2;
거래 = V > V(1)*10;
조건 = Sum(거래, 20) > 0 && CrossUp(H, Max(선행1(25), 선행2(25)));
조건 && ! 조건(1)
4.
HO=Valuewhen(1, Date!=Date(1), IF(C<O, Dayopen(),0));
조건=HO && HO>O && CrossUp(C,HO) && C>O && V>=V(1)*1.5;
조건 && !조건(1)
5.
A=Predayhigh()-Predaylow();
B=Dayopen()+A*0.5;
B1=RSI(2);
A1=LinearRegressionValue(C,50,0);
A2=LinearRegressionValue(A1,50,0);
eq=A1-A2;
VL =A1+eq;
CrossUp(C,B)
and B1>50
and C>VL
6.
기준 = Valuewhen(1, CrossUp(시간, 091459), C(1));
고점 = Max(기준, Dayopen());
저점 = Min(기준, Dayopen());
박스영역 = 고점/저점*100-100;
박스영역 <= 5
&& CrossUp(C, 고점)
&& C > Predayhigh()
&& Dayhigh() > Predayclose() * 1.02
7.
S=(O-avg(L,20))/Stdev(L,20);
Valuewhen(1,CrossUp(S,0),C)
8.
R1 = RSI(14);
R2 = eavg(RSI(14), 9);
a = Ma(C, 5);
b = Valuewhen(1, CrossUp(RSI(14), 30), (H + L) / 2);
A0 = LinearRegressionValue(C, 50, 0);
A1 = LinearRegressionValue(A0, 50, 0);
EQ = A0 - A1;
ZLSMa = A0 + EQ;
B0 = Ref(H, 1) - Ref(L, 1);
B1 = Open + B0 * 0.5;
조건1 = (R1 <= 40 and CrossUp(R1, R2)) or (R1 >= 30 and CrossUp(R1, R2));
조건2 = (R1 <= 40 and CrossUp(R1, R2)) and (R1 >= 30 and CrossUp(R1, R2))
and CrossUp(C, BbandsDown(40,2)) and Stochasticsslow(14, 9) < 20;
조건3 = (C >= 0 and C >= b and b > Ref(b, 1) and Ref(a, 1) > Ref(a, 2));
(조건1 or 조건2 or 조건3)
and ZLSMa <= C
and Ref(b, 1) <= C;
9.
Line1=Shift(avg(C,20)+2*Stdev((C+H+L)/3,20),25);
Line2=avg((C+h+l)/3,30)+2*Stdev((C+h+l)/3,30);
((avg(C,120)*0.92 <=C and C<= avg(C,120)*1.08) or (avg(C,240)*0.92 <=C and C<= avg(C,240)*1.08) or
(avg(C,480)*0.92 <=C and C<= avg(C,480)*1.08))
and avg(C,120)<avg(C,480) and C*0.9<=Line1 and Line1<=C*1.1)
10.
OFFSET=(20-1)/2
ALPHA=2/(20+1)
SMa=Sum(C, 20)
EF = SMa
Ema=IF(COUNT(1) <= 20, EF, PREV(Ema) + ALPHA * (C - PREV(Ema)))
ADJUSTED_PRICE = C + (C - REF(C, OFFSET))
ZLEma = IF(COUNT(1) <= 20, Ema, PREV(ZLEma) + ALPHA * (ADJUSTED_PRICE - PREV(ZLEma)))
Mavg_20 = avg(C, 20)
조건1 = CrossUp(ZLEma, Mavg_20)
조건3 = ZLEma > ZLEma[1]
조건3 = C > Mavg_20
조건1 && 조건2 && 조건3
2024-12-12
928
글번호 186214
종목검색
답변완료
수식 추가 부탁드립니다.
안녕하세요
아래의 서식에서
매 선물만기일(매년 3,6,9,12월 둘째주 목요일)에는 청산을 15시10분에 할 수 있게 서식을 추가로 부탁드립니다.
바쁘시겠지만 부탁드립니다.
감사합니다.
# KOSPI 선물 10분봉
input: tt(150000);
var: chkP(3), reChkP(20), stopChk(10);
var: HH(0), LL(0), BS(0), SS(0);
var: dayChk(0);
if BarIndex == 0 then ClearDebug();
if dayindex == chkP then {
HH = Highest(Max(C,O), chkP+1);
LL = Lowest(Min(C,O), chkP+1);
#if date == 20240612 then messageLog("--HH %.2f, LL: %.2f", HH, LL);
}
#if High >= HH and MarketPosition == 0 and ExitDate(1) < Date and time > 93000 then messageLog("HH %.2f, High: %.2f", HH, High);
if DayIndex >= chkP
# and Time < 95000
and sDate == NextBarSdate
and EntryDate(0) < Date
and EntryDate(1) < Date
Then {
Buy("B1", AtStop, HH);
Sell("S1", AtStop, LL);
}
//if dayChk == 0 and High >= HH and MarketPosition == 0 and ExitDate(1) < Date and time > 93000 then {
// messageLog("HH %.2f, High: %.2f", HH, High);
// dayChk = 1;
//}
if ExitDate(1) == Date
and Time < 150000
// and LatestEntryName(1) != "B2"
// and LatestEntryName(1) != "S2"
// and LatestEntryName(0) != "B2"
// and LatestEntryName(0) != "S2"
Then {
if DayIndex < reChkP Then {
HH = Highest(Max(C,O), DayIndex+1);
LL = Lowest(Min(C,O), DayIndex+1);
}
Else {
HH = Highest(Max(C,O), reChkP);
LL = Lowest(Min(C,O), reChkP);
}
Buy("B2", AtStop, HH);
Sell("S2", AtStop, LL);
}
if (MarketPosition == 1) Then {
if DayIndex < stopChk Then {
BS = Lowest(Min(C,O), DayIndex+1);
}
Else {
BS = Lowest(Min(C,O), stopChk);
}
ExitLong("EL", AtStop, BS);
}
if (MarketPosition == -1) Then {
if DayIndex < stopChk Then {
SS = Highest(Max(C,O), DayIndex+1);
}
Else {
SS = Highest(Max(C,O), stopChk);
}
#messageLog(" SS %.2f", SS);
ExitShort("ES", AtStop, SS);
}
SetStopEndofday(1530);
2024-12-12
534
글번호 186212
시스템