커뮤니티
수식 수정좀 부탁드립니다.
2017-07-31 01:28:48
153
글번호 111666
첨부 이미지
그림1
그림2
사진과 같이 과열구간이 연속으로 침체구간이 연속 발생시 신호가 발생되게 하고 싶습니다.
과열 - 침체 - 과열 <-진입 x
과열 - 침체 - 침체 <-진입 o
부탁드립니다.
Input : sto1(12), sto2(5),침체(20),과열(80);
var : StoK(0);
var : UPS1(0),UPS2(0),UPC1(0),UPC2(0);
var : DNS1(0),DNS2(0),DNC1(0),DNC2(0);
StoK = StochasticsK(sto1,sto2);
if crossup(stok,과열) Then{
UPS1 = stok;
UPS2 = UPS1[1];
UPC1 = C;
UPC2 = UPC1[1];
}
if stok >= 과열 and stok > UPS1 Then
UPS1 = stok;
if CrossDown(stok,침체) Then{
DNS1 = stok;
DNS2 = DNS1[1];
DNC1 = C;
DNC2 = DNC1[1];
}
if stok <= 침체 and stok < DNS1 Then
DNS1 = stok;
if CrossDown(stok,과열) and UPS1 < UPS2 and UPC1 > UPC2 and UPC2 > 0 Then
sell("s");
if CrossUp(stok,침체) and DNS1 > DNS2 and DNC1 < DNC2 and DNC2 > 0 Then
buy("b");
if MarketPosition == 1 and (stok > 과열 ) and (max(C,O)-min(C,O))<H-max(C,O) and H-max(C,O)>=min(C,O)-L or stok < 침체 Then{
ExitLong("b+");
}
if MarketPosition == -1 and (stok < 침체 ) and (max(C,O)-min(C,O))<min(C,O)-L and H-max(C,O)<=min(C,O)-L or stok > 과열 Then{
ExitShort("s+");
}
- 1. 123321.JPG (0.10 MB)
- 2. 321123.JPG (0.08 MB)
답변 1
예스스탁 예스스탁 답변
2017-07-31 16:42:32
안녕하세요
예스스탁입니다.
Input : sto1(12), sto2(5),침체(20),과열(80);
var : StoK(0),T(0),T1(0);
var : UPS1(0),UPS2(0),UPC1(0),UPC2(0);
var : DNS1(0),DNS2(0),DNC1(0),DNC2(0);
StoK = StochasticsK(sto1,sto2);
if crossup(stok,과열) Then{
T = 1;
T1 = T[1];
UPS1 = stok;
UPS2 = UPS1[1];
UPC1 = C;
UPC2 = UPC1[1];
}
if stok >= 과열 and stok > UPS1 Then
UPS1 = stok;
if CrossDown(stok,침체) Then{
T = -1;
T1 = T[1];
DNS1 = stok;
DNS2 = DNS1[1];
DNC1 = C;
DNC2 = DNC1[1];
}
if stok <= 침체 and stok < DNS1 Then
DNS1 = stok;
if CrossDown(stok,과열) and UPS1 < UPS2 and UPC1 > UPC2 and UPC2 > 0 and T == T1 Then
sell("s");
if CrossUp(stok,침체) and DNS1 > DNS2 and DNC1 < DNC2 and DNC2 > 0 and T == T1 Then
buy("b");
if MarketPosition == 1 and (stok > 과열 ) and (max(C,O)-min(C,O))<H-max(C,O) and H-max(C,O)>=min(C,O)-L or stok < 침체 Then{
ExitLong("b+");
}
if MarketPosition == -1 and (stok < 침체 ) and (max(C,O)-min(C,O))<min(C,O)-L and H-max(C,O)<=min(C,O)-L or stok > 과열 Then{
ExitShort("s+");
}
즐거운 하루되세요
> 디얼디어 님이 쓴 글입니다.
> 제목 : 수식 수정좀 부탁드립니다.
> 사진과 같이 과열구간이 연속으로 침체구간이 연속 발생시 신호가 발생되게 하고 싶습니다.
과열 - 침체 - 과열 <-진입 x
과열 - 침체 - 침체 <-진입 o
부탁드립니다.
Input : sto1(12), sto2(5),침체(20),과열(80);
var : StoK(0);
var : UPS1(0),UPS2(0),UPC1(0),UPC2(0);
var : DNS1(0),DNS2(0),DNC1(0),DNC2(0);
StoK = StochasticsK(sto1,sto2);
if crossup(stok,과열) Then{
UPS1 = stok;
UPS2 = UPS1[1];
UPC1 = C;
UPC2 = UPC1[1];
}
if stok >= 과열 and stok > UPS1 Then
UPS1 = stok;
if CrossDown(stok,침체) Then{
DNS1 = stok;
DNS2 = DNS1[1];
DNC1 = C;
DNC2 = DNC1[1];
}
if stok <= 침체 and stok < DNS1 Then
DNS1 = stok;
if CrossDown(stok,과열) and UPS1 < UPS2 and UPC1 > UPC2 and UPC2 > 0 Then
sell("s");
if CrossUp(stok,침체) and DNS1 > DNS2 and DNC1 < DNC2 and DNC2 > 0 Then
buy("b");
if MarketPosition == 1 and (stok > 과열 ) and (max(C,O)-min(C,O))<H-max(C,O) and H-max(C,O)>=min(C,O)-L or stok < 침체 Then{
ExitLong("b+");
}
if MarketPosition == -1 and (stok < 침체 ) and (max(C,O)-min(C,O))<min(C,O)-L and H-max(C,O)<=min(C,O)-L or stok > 과열 Then{
ExitShort("s+");
}