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타주기시스템 변환

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2017-08-14 00:14:59
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글번호 111986
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항상 감사드립니다 아래 식을 타주기 식으로 변환해 주시기 바랍니다 조건 1_본챠트 : 200틱봉 2_타주기챠트: 3분봉 3_타주기 3분봉에서 시스템_1 조건중 매수조건만족시 본챠트 200틱에서 시스템_2 조건중 매수신호만 발생 4_타주기 3분봉에서 시스템_1 조건종 매도조건만족시 본챠트 200틱에서 시스템_2 조건중 매도신호만 발생 5_청산식은 본챠트 200틱에서의 조건발생시 청산 6_아래 기본조건식은 200틱과 3분봉에서 같이 사용할수 있도록 변환해 주시기 바랍니다 ######################### ### 삼각가중 이평 ######## ########################## Inputs: Length11(200); Variables: TLen1(0),TRIma1(0); TLen1 = Ceiling((Length11 + 1) * 0.5); var97 = ma(ma(H, TLen1), TLen1); var96 = ma(ma(C, TLen1), TLen1); var95 = ma(ma(L, TLen1), TLen1); ########################## ### 일목균형표 ######## ########################## Var : 기준선(0), 전환선(0), 선행스팬1(0), 선행스팬2(0),선행스팬3(0); 전환선 = (Highest(H, 9) + Lowest(L, 9)) / 2; 기준선 = (Highest(H, 26) + Lowest(L, 26)) / 2; 선행스팬1 = (전환선[25] + 기준선[25]) / 2 ; 선행스팬2 = (Highest(H, 52)[25] + Lowest(L, 52)[25]) / 2; 선행스팬3 = (highest(H,48)+lowest(L,48))/2; /************************************************************************/ ########################## ### cci ######## ########################## Input : Period11(200),Period12(100); var : CCIv(0),CCIs(0); CCIv = CCI(Period11); CCIs = ema(CCIv,Period12); /***************************************/ Input : short(60),long(130),sig(9); Var : MACDv(0),MACDS(0); MACDv = MACD(short, long); MACDs = ema(MACDv,sig); /*****************************************/ ########################## ### 선행스팬2(48)_추세 ### ########################## var : T(0); var48 = (Highest(High,48 ) + Lowest(Low, 48)) / 2; #선행스팬2_48# if var48 > var48[1] Then T = 1; if var48 < var48[1] Then T = -1; if T == 1 and T[1] != 1 Then var58=1; if T == -1 and T[1] != -1 Then var58=-1; ################### ###### aroon ###### ################### input : Period10(56); var : Counter(0), Lowval(0), Highval(0), DownVel(0),UpVel(0), DnAroon(0),UpAroon(0) ; Lowval= Lowest(Low, Period10+1); Highval = Highest(High, Period10+1); For counter= 0 To Period10 { If Low[counter] == Lowval Then DownVel = counter; If High[counter] == highval Then UpVel = counter; } DnAroon = 100*(Period10-DownVel)/Period10; UpAroon = 100*(Period10-UpVel)/Period10; /*************************************************/ var : T1(0); if crossup(전환선,선행스팬3) Then T1 = 1 ; if CrossDown(전환선,선행스팬3) Then T1 = -1 ; if T1==1 and CCIv>0 Then T1 = 2 ; if T==-1 and CCIv<0 Then T1 = -2 ; ######################### ##### macd 변동성 #### ######################### Input : shortPeriod7(60), longPeriod7(130), Period7(9); var : HH(0),LL(0),value1(0),value2(0),macdosc(0); value1 = macd(shortPeriod7, longPeriod7)*100; #상승방향_하락방향 value2 = (ema(value1,Period7)); # MACDSignal_BLUE# macdosc = value1-ema(value1,Period7); if sdate != sdate[1] Then{ HH = value1; LL = value1; } if value1 > HH Then HH = value1; if value1 < LL Then LL = value1; ###################### ##### ADX 시스템 ##### ###################### input : Period3(46); var : ADXv1(0),DP2(0),DM2(0); ADXv1 = ADX(Period3); DP2 = DiPlus(Period3); DM2 = DiMinus(Period3); ############################### ##### 션샤인 보조_1호(DI) ##### ############################### Input: DIP(112); var : DP1(0),DM1(0),ZZ(0); DP1 = ema(iff(H-H[1]>0 && H-H[1]>L[1]-L,H-H[1],0),DIP)/ ema(max(max(H-L,abs(C[1]-H)),abs(C[1]-L)),DIP)*100; DM1 = ema(iff(L[1]-L>0 && H-H[1]<L[1]-L,L[1]-L,0),DIP)/ ema(max(max(H-L,abs(C[1]-H)),abs(C[1]-L)),DIP)*100; ZZ=ema(accum(ema(ema(DP1-DM1, 2), 2)),20); if ZZ > ZZ[1] Then var6 = 1; Else var6 = 0; ############################## ### 스톡캐스트_20_10_4 ### ### stok > 70 _ stok < 30 ### ############################## Input : Period(80), Period1(40), Period2(16); var : StoK80(0),StoD80(0); StoK80 = StochasticsK(Period,Period1); StoD80 = StochasticsD(Period,Period1,Period2); ############################## ### 스톡캐스트_75_45_45 ### ### 2차 돌파 ### ############################## var: sto20(75),sto10(45),sto4(45),StoK20(0),StoD20(0); stok20 = StochasticsK(sto20,sto10); stoD20 = StochasticsD(sto20,sto10,sto4); var: T2(0),T3(0); #################################### ##### stok/stod 2번째 돌파 ##### #################################### if crossup(stok20,stod20) Then{ var43 = stok20; var42 = var43[1]; var41 = var42[1]; if var42<var43 then T2=1; } if CrossDown(stok20,stod20) Then{ var53 = stok20; var52 = var53[1]; var51 = var52[1]; if var52>var53 then T2=-1; } if T2==1 and crossup(stok20,stod20) Then T3=1; if T2==-1 and crossdown(stok20,stod20) Then T3=-1; ############################## ##### 1_ Rsi 매매식 ##### ############################## ### 시스템_1 (챠트_2 (3분봉) 적용 시스템 )### if (stime >= 170000 or stime < 170000) Then{ if T1 == 2 and C > 선행스팬2 and macdv>macds and var6==1 Then{ T1 = 3; buy("B1_11"); } if T1 == -2 and C < 선행스팬2 and macdv<macds and var6==0 Then{ T1 = -3; sell("S1_11"); } /**************************************************************************/ ### 시스템_2 (챠트_1 (200틱봉_본챠트 적용시스템) if value1>LL and value1==HH and macdosc>0.3 and var58==1 and T3==1 and stok20>stod20 Then buy("B11"); if value1>LL and LL[1]==LL and macdv>macds and macdosc>0.3 and stok80>stod80 and dp2>dm2 and adxv1>10 and var58==1 and T3==1 and stok20>stod20 and stok80>30 Then buy("B12"); if value1<HH and value1==LL and macdosc<-0.3 and var58==-1 and T3==-1 and stok20<stod20 Then sell("S21"); if value1 <HH and HH[1]==HH and macdv<macds and macdosc<-0.3 and stok80<stod80 and dp2<dm2 and adxv1>10 and var58==-1 and T3==-1 and stok20<stod20 and stok80<70 Then sell("S22"); } ########################## ##### stok 돌파청산 ##### ########################## ### 본쟈트_200틱 적용시스템 ### if MarketPosition == 1 and crossdown(stok20,50) Then exitlong("eB_stok_50"); if MarketPosition == -1 and crossup(stok20,50) Then ExitShort("eS_stok_50");
시스템
답변 1
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예스스탁 예스스탁 답변

2017-08-14 14:21:33

안녕하세요 예스스탁입니다. ######################### ### 삼각가중 이평 ######## ########################## Inputs: Length11(200); Variables: TLen1(0,data1),TRIma1(0,data1); TLen1 = data1(Ceiling((Length11 + 1) * 0.5)); var97 = data1(ma(ma(H, TLen1), TLen1)); var96 = data1(ma(ma(C, TLen1), TLen1)); var95 = data1(ma(ma(L, TLen1), TLen1)); ########################## ### 일목균형표 ######## ########################## Var : 기준선(0,data2), 전환선(0,data2), 선행스팬1(0,data2), 선행스팬2(0,data2),선행스팬3(0,data2); 전환선 = data2((Highest(H, 9) + Lowest(L, 9)) / 2); 기준선 = data2((Highest(H, 26) + Lowest(L, 26)) / 2); 선행스팬1 = data2((전환선[25] + 기준선[25]) / 2); 선행스팬2 = data2((Highest(H, 52)[25] + Lowest(L, 52)[25]) / 2); 선행스팬3 = data2((highest(H,48)+lowest(L,48))/2); /************************************************************************/ ########################## ### cci ######## ########################## Input : Period11(200),Period12(100); var : CCIv(0),CCIs(0); CCIv = data2(CCI(Period11)); CCIs = data2(ema(CCIv,Period12)); /*************************************************/ var : T1(0,data2); if crossup(전환선,선행스팬3) Then T1 = 1 ; if CrossDown(전환선,선행스팬3) Then T1 = -1 ; if T1==1 and CCIv > 0 Then T1 = 2 ; if T1==-1 and CCIv < 0 Then T1 = -2 ; /***************************************/ Input : short2(60),long2(130),sig2(9); Var : MACDv2(0,data2),MACDS2(0,data2); MACDv2 = data2(MACD(short2, long2)); MACDs2 = data2(ema(MACDv2,sig2)); /*****************************************/ ############################### ##### 션샤인 보조_1호(DI) ##### ############################### Input: DIP(112); var : DP1(0,data2),DM1(0,data2),ZZ(0,data2),Var6(0,data2); DP1 = data2(ema(iff(H-H[1]>0 && H-H[1]>L[1]-L,H-H[1],0),DIP)/ ema(max(max(H-L,abs(C[1]-H)),abs(C[1]-L)),DIP)*100); DM1 = data2(ema(iff(L[1]-L>0 && H-H[1]<L[1]-L,L[1]-L,0),DIP)/ ema(max(max(H-L,abs(C[1]-H)),abs(C[1]-L)),DIP)*100); ZZ=data2(ema(accum(ema(ema(DP1-DM1, 2), 2)),20)); if ZZ > ZZ[1] Then var6 = 1; Else var6 = 0; ########################## ### 선행스팬2(48)_추세 ### ########################## var : T(0,data1),var48(0,data1); var48 = data1((Highest(High,48 ) + Lowest(Low, 48)) / 2); #선행스팬2_48# if var48 > var48[1] Then T = 1; if var48 < var48[1] Then T = -1; if T == 1 and T[1] != 1 Then var58=1; if T == -1 and T[1] != -1 Then var58=-1; /***************************************/ Input : short1(60),long1(130),sig1(9); Var : MACDv1(0,data1),MACDS1(0,data1); MACDv1 = data1(MACD(short1, long1)); MACDs1 = data1(ema(MACDv1,sig1)); ################### ###### aroon ###### ################### input : Period10(56); var : Counter(0,data1), Lowval(0,data1), Highval(0,data1); var : DownVel(0,data1),UpVel(0,data1), DnAroon(0,data1),UpAroon(0,data1) ; Lowval = data1(Lowest(Low, Period10+1)); Highval = data1(Highest(High, Period10+1)); For counter= 0 To Period10 { If Low[counter] == Lowval Then DownVel = counter; If High[counter] == highval Then UpVel = counter; } DnAroon = 100*(Period10-DownVel)/Period10; UpAroon = 100*(Period10-UpVel)/Period10; ######################### ##### macd 변동성 #### ######################### Input : shortPeriod7(60), longPeriod7(130), Period7(9); var : HH(0,data1),LL(0,data1),value1(0,data1),value2(0,data1),macdosc(0,data1); value1 = data1(macd(shortPeriod7, longPeriod7)*100); #상승방향_하락방향 value2 = data1((ema(value1,Period7))); # MACDSignal_BLUE# macdosc = data1(value1-ema(value1,Period7)); if data1(sdate != sdate[1]) Then{ HH = value1; LL = value1; } if value1 > HH Then HH = value1; if value1 < LL Then LL = value1; ###################### ##### ADX 시스템 ##### ###################### input : Period3(46); var : ADXv1(0,data1),DP2(0,data1),DM2(0,data1); ADXv1 = data1(ADX(Period3)); DP2 = data1(DiPlus(Period3)); DM2 = data1(DiMinus(Period3)); ############################## ### 스톡캐스트_20_10_4 ### ### stok > 70 _ stok < 30 ### ############################## Input : Period(80), Period1(40), Period2(16); var : StoK80(0,data1),StoD80(0,data1); StoK80 = data1(StochasticsK(Period,Period1)); StoD80 = data1(StochasticsD(Period,Period1,Period2)); ############################## ### 스톡캐스트_75_45_45 ### ### 2차 돌파 ### ############################## var: sto20(75,data1),sto10(45,data1),sto4(45,data1),StoK20(0,data1),StoD20(0,data1); stok20 = data1(StochasticsK(sto20,sto10)); stoD20 = data1(StochasticsD(sto20,sto10,sto4)); var: T2(0,data1),T3(0,data1),var43(0,data1),var42(0,data1),var41(0,data1); var: var53(0,data1),var52(0,data1),var51(0,data1); #################################### ##### stok/stod 2번째 돌파 ##### #################################### if crossup(stok20,stod20) Then{ var43 = stok20; var42 = var43[1]; var41 = var42[1]; if var42<var43 then T2=1; } if CrossDown(stok20,stod20) Then{ var53 = stok20; var52 = var53[1]; var51 = var52[1]; if var52>var53 then T2=-1; } if T2==1 and crossup(stok20,stod20) Then T3=1; if T2==-1 and crossdown(stok20,stod20) Then T3=-1; ############################## ##### 1_ Rsi 매매식 ##### ############################## if data1(stime >= 170000 or stime < 170000) Then{ ### 시스템_1 (챠트_2 (3분봉) 적용 시스템 )### if data2(T1 == 2 and C > 선행스팬2 and macdv2>macds2 and var6==1) Then{ T1 = 3; } if data2(T1 == -2 and C < 선행스팬2 and macdv2<macds2 and var6==0) Then{ T1 = -3; } /**************************************************************************/ ### 시스템_2 (챠트_1 (200틱봉_본챠트 적용시스템) if T1 == 3 and data1(value1>LL and value1==HH and macdosc>0.3 and var58==1 and T3==1 and stok20>stod20) Then buy("B11"); if T1 == 3 and data1(value1>LL and LL[1]==LL and macdv1>macds1 and macdosc>0.3 and stok80>stod80 and dp2>dm2 and adxv1>10 and var58==1 and T3==1 and stok20>stod20 and stok80>30) Then buy("B12"); if T1 == -3 and data1(value1<HH and value1==LL and macdosc<-0.3 and var58==-1 and T3==-1 and stok20<stod20) Then sell("S21"); if T1 == -3 and data1(value1 <HH and HH[1]==HH and macdv1<macds1 and macdosc<-0.3 and stok80<stod80 and dp2<dm2 and adxv1>10 and var58==-1 and T3==-1 and stok20<stod20 and stok80<70) Then sell("S22"); } ########################## ##### stok 돌파청산 ##### ########################## ### 본쟈트_200틱 적용시스템 ### if MarketPosition == 1 and crossdown(stok20,50) Then ExitLong("eB_stok_50"); if MarketPosition == -1 and crossup(stok20,50) Then ExitShort("eS_stok_50"); 즐거운 하루되세요 > 조민철 님이 쓴 글입니다. > 제목 : 타주기시스템 변환 > 항상 감사드립니다 아래 식을 타주기 식으로 변환해 주시기 바랍니다 조건 1_본챠트 : 200틱봉 2_타주기챠트: 3분봉 3_타주기 3분봉에서 시스템_1 조건중 매수조건만족시 본챠트 200틱에서 시스템_2 조건중 매수신호만 발생 4_타주기 3분봉에서 시스템_1 조건종 매도조건만족시 본챠트 200틱에서 시스템_2 조건중 매도신호만 발생 5_청산식은 본챠트 200틱에서의 조건발생시 청산 6_아래 기본조건식은 200틱과 3분봉에서 같이 사용할수 있도록 변환해 주시기 바랍니다 ######################### ### 삼각가중 이평 ######## ########################## Inputs: Length11(200); Variables: TLen1(0),TRIma1(0); TLen1 = Ceiling((Length11 + 1) * 0.5); var97 = ma(ma(H, TLen1), TLen1); var96 = ma(ma(C, TLen1), TLen1); var95 = ma(ma(L, TLen1), TLen1); ########################## ### 일목균형표 ######## ########################## Var : 기준선(0), 전환선(0), 선행스팬1(0), 선행스팬2(0),선행스팬3(0); 전환선 = (Highest(H, 9) + Lowest(L, 9)) / 2; 기준선 = (Highest(H, 26) + Lowest(L, 26)) / 2; 선행스팬1 = (전환선[25] + 기준선[25]) / 2 ; 선행스팬2 = (Highest(H, 52)[25] + Lowest(L, 52)[25]) / 2; 선행스팬3 = (highest(H,48)+lowest(L,48))/2; /************************************************************************/ ########################## ### cci ######## ########################## Input : Period11(200),Period12(100); var : CCIv(0),CCIs(0); CCIv = CCI(Period11); CCIs = ema(CCIv,Period12); /***************************************/ Input : short(60),long(130),sig(9); Var : MACDv(0),MACDS(0); MACDv = MACD(short, long); MACDs = ema(MACDv,sig); /*****************************************/ ########################## ### 선행스팬2(48)_추세 ### ########################## var : T(0); var48 = (Highest(High,48 ) + Lowest(Low, 48)) / 2; #선행스팬2_48# if var48 > var48[1] Then T = 1; if var48 < var48[1] Then T = -1; if T == 1 and T[1] != 1 Then var58=1; if T == -1 and T[1] != -1 Then var58=-1; ################### ###### aroon ###### ################### input : Period10(56); var : Counter(0), Lowval(0), Highval(0), DownVel(0),UpVel(0), DnAroon(0),UpAroon(0) ; Lowval= Lowest(Low, Period10+1); Highval = Highest(High, Period10+1); For counter= 0 To Period10 { If Low[counter] == Lowval Then DownVel = counter; If High[counter] == highval Then UpVel = counter; } DnAroon = 100*(Period10-DownVel)/Period10; UpAroon = 100*(Period10-UpVel)/Period10; /*************************************************/ var : T1(0); if crossup(전환선,선행스팬3) Then T1 = 1 ; if CrossDown(전환선,선행스팬3) Then T1 = -1 ; if T1==1 and CCIv>0 Then T1 = 2 ; if T==-1 and CCIv<0 Then T1 = -2 ; ######################### ##### macd 변동성 #### ######################### Input : shortPeriod7(60), longPeriod7(130), Period7(9); var : HH(0),LL(0),value1(0),value2(0),macdosc(0); value1 = macd(shortPeriod7, longPeriod7)*100; #상승방향_하락방향 value2 = (ema(value1,Period7)); # MACDSignal_BLUE# macdosc = value1-ema(value1,Period7); if sdate != sdate[1] Then{ HH = value1; LL = value1; } if value1 > HH Then HH = value1; if value1 < LL Then LL = value1; ###################### ##### ADX 시스템 ##### ###################### input : Period3(46); var : ADXv1(0),DP2(0),DM2(0); ADXv1 = ADX(Period3); DP2 = DiPlus(Period3); DM2 = DiMinus(Period3); ############################### ##### 션샤인 보조_1호(DI) ##### ############################### Input: DIP(112); var : DP1(0),DM1(0),ZZ(0); DP1 = ema(iff(H-H[1]>0 && H-H[1]>L[1]-L,H-H[1],0),DIP)/ ema(max(max(H-L,abs(C[1]-H)),abs(C[1]-L)),DIP)*100; DM1 = ema(iff(L[1]-L>0 && H-H[1]<L[1]-L,L[1]-L,0),DIP)/ ema(max(max(H-L,abs(C[1]-H)),abs(C[1]-L)),DIP)*100; ZZ=ema(accum(ema(ema(DP1-DM1, 2), 2)),20); if ZZ > ZZ[1] Then var6 = 1; Else var6 = 0; ############################## ### 스톡캐스트_20_10_4 ### ### stok > 70 _ stok < 30 ### ############################## Input : Period(80), Period1(40), Period2(16); var : StoK80(0),StoD80(0); StoK80 = StochasticsK(Period,Period1); StoD80 = StochasticsD(Period,Period1,Period2); ############################## ### 스톡캐스트_75_45_45 ### ### 2차 돌파 ### ############################## var: sto20(75),sto10(45),sto4(45),StoK20(0),StoD20(0); stok20 = StochasticsK(sto20,sto10); stoD20 = StochasticsD(sto20,sto10,sto4); var: T2(0),T3(0); #################################### ##### stok/stod 2번째 돌파 ##### #################################### if crossup(stok20,stod20) Then{ var43 = stok20; var42 = var43[1]; var41 = var42[1]; if var42<var43 then T2=1; } if CrossDown(stok20,stod20) Then{ var53 = stok20; var52 = var53[1]; var51 = var52[1]; if var52>var53 then T2=-1; } if T2==1 and crossup(stok20,stod20) Then T3=1; if T2==-1 and crossdown(stok20,stod20) Then T3=-1; ############################## ##### 1_ Rsi 매매식 ##### ############################## ### 시스템_1 (챠트_2 (3분봉) 적용 시스템 )### if (stime >= 170000 or stime < 170000) Then{ if T1 == 2 and C > 선행스팬2 and macdv>macds and var6==1 Then{ T1 = 3; buy("B1_11"); } if T1 == -2 and C < 선행스팬2 and macdv<macds and var6==0 Then{ T1 = -3; sell("S1_11"); } /**************************************************************************/ ### 시스템_2 (챠트_1 (200틱봉_본챠트 적용시스템) if value1>LL and value1==HH and macdosc>0.3 and var58==1 and T3==1 and stok20>stod20 Then buy("B11"); if value1>LL and LL[1]==LL and macdv>macds and macdosc>0.3 and stok80>stod80 and dp2>dm2 and adxv1>10 and var58==1 and T3==1 and stok20>stod20 and stok80>30 Then buy("B12"); if value1<HH and value1==LL and macdosc<-0.3 and var58==-1 and T3==-1 and stok20<stod20 Then sell("S21"); if value1 <HH and HH[1]==HH and macdv<macds and macdosc<-0.3 and stok80<stod80 and dp2<dm2 and adxv1>10 and var58==-1 and T3==-1 and stok20<stod20 and stok80<70 Then sell("S22"); } ########################## ##### stok 돌파청산 ##### ########################## ### 본쟈트_200틱 적용시스템 ### if MarketPosition == 1 and crossdown(stok20,50) Then exitlong("eB_stok_50"); if MarketPosition == -1 and crossup(stok20,50) Then ExitShort("eS_stok_50");