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함수요청

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흰둥이아빠
2018-07-26 15:01:59
131
글번호 120929
답변완료
안녕하세요? 아래는 키움증권사에서 사용했던 전략입니다. 한국투자증권에서 사용할 수 있도록 함수 변환 요청드립니다. Input : xtime(60000); Input : SM(5), LM(10); Var : xt(0), st(0), tcond(false), cond1(false), cond2(false); If time == xtime or (time > xtime and time[1] < Xtime) Then Tcond = false; If (Month(Date) = 3 And ((DayofWeek(Date) = MONDAY And DayofMonth(Date) > 7) Or DayofMonth(Date) > 14)) Or (Month(Date) = 11 And ((DayofWeek(Date) = MONDAY And DayofMonth(Date) < 8) Or DayofMonth(Date) < 7)) Or (Month(Date) > 3 And Month(Date) < 11) Then Begin st = 070000; xt = 060000; End Else Begin st = 080000; xt = 070000; End; If IntPortion(ceiling(Time/10000)) == IntPortion((st + 10000)/10000) Then Begin Tcond = true; Condition1 = false; Condition2 = false; End; v99 = data2(C); Var : mp(0), vMa1(0), vMa2(0); mp = SignalPosition; var1 = ma(c, SM); var2 = ma(c, LM); vMA1 = ma(v99, SM); vMA2 = ma(v99, LM); cond1 = C > var1 and var1 > var2; cond2 = C < var1 and var1 < var2; cond3 = v99 > vMa1 And vMA1 > vMA2; Cond4 = v99 < vMa1 And vMA1 < vMA2; If Tcond Then Begin IF cond1 and cond1[1] = false And cond3 And cond3[1] = False And var1 > var1[1] and var2 > var2[1] And vMA1 > vMA1[1] And vMA2 > vMA2[1] Then buy("매수"); If cond2 and cond2[1] = false And cond4 And Cond4[1] = False And var1 < var1[1] And var2 < var2[1] And vMA1 < vMA1[1] And vMA2 < vMA2[1] Then Sell("매도"); End;
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답변 1
프로필 이미지

예스스탁 예스스탁 답변

2018-07-27 10:27:23

안녕하세요 예스스탁입니다. Input : xtime(60000); Input : SM(5), LM(10); Var : xt(0), st(0), tcond(false), cond1(false), cond2(false); var : month(0),DayofMonth(0),v99(0),cond3(false),cond4(false); Var : mp(0), vMa1(0), vMa2(0); month = Floor(date/100)%100; DayofMonth = Floor(date%100); If stime == xtime or (stime > xtime and stime[1] < Xtime) Then Tcond = false; If (Month == 3 And ((DayofWeek(Date) == 1 And DayofMonth > 7) Or DayofMonth > 14)) Or (Month == 11 And ((DayofWeek(Date) == 1 And DayofMonth < 8) Or DayofMonth < 7)) Or (Month > 3 And Month < 11) Then Begin st = 070000; xt = 060000; End Else Begin st = 080000; xt = 070000; End; If IntPortion(ceiling(Time/10000)) == IntPortion((st + 10000)/10000) Then Begin Tcond = true; Condition1 = false; Condition2 = false; End; v99 = data2(C); mp = MarketPosition; var1 = ma(c, SM); var2 = ma(c, LM); vMA1 = ma(v99, SM); vMA2 = ma(v99, LM); cond1 = C > var1 and var1 > var2; cond2 = C < var1 and var1 < var2; cond3 = v99 > vMa1 And vMA1 > vMA2; Cond4 = v99 < vMa1 And vMA1 < vMA2; If Tcond Then Begin IF cond1 and cond1[1] == false And cond3 And cond3[1] == False And var1 > var1[1] and var2 > var2[1] And vMA1 > vMA1[1] And vMA2 > vMA2[1] Then buy("매수"); If cond2 and cond2[1] == false And cond4 And Cond4[1] == False And var1 < var1[1] And var2 < var2[1] And vMA1 < vMA1[1] And vMA2 < vMA2[1] Then Sell("매도"); End; 즐거운 하루되세요 > 흰둥이아빠 님이 쓴 글입니다. > 제목 : 함수요청 > 안녕하세요? 아래는 키움증권사에서 사용했던 전략입니다. 한국투자증권에서 사용할 수 있도록 함수 변환 요청드립니다. Input : xtime(60000); Input : SM(5), LM(10); Var : xt(0), st(0), tcond(false), cond1(false), cond2(false); If time == xtime or (time > xtime and time[1] < Xtime) Then Tcond = false; If (Month(Date) = 3 And ((DayofWeek(Date) = MONDAY And DayofMonth(Date) > 7) Or DayofMonth(Date) > 14)) Or (Month(Date) = 11 And ((DayofWeek(Date) = MONDAY And DayofMonth(Date) < 8) Or DayofMonth(Date) < 7)) Or (Month(Date) > 3 And Month(Date) < 11) Then Begin st = 070000; xt = 060000; End Else Begin st = 080000; xt = 070000; End; If IntPortion(ceiling(Time/10000)) == IntPortion((st + 10000)/10000) Then Begin Tcond = true; Condition1 = false; Condition2 = false; End; v99 = data2(C); Var : mp(0), vMa1(0), vMa2(0); mp = SignalPosition; var1 = ma(c, SM); var2 = ma(c, LM); vMA1 = ma(v99, SM); vMA2 = ma(v99, LM); cond1 = C > var1 and var1 > var2; cond2 = C < var1 and var1 < var2; cond3 = v99 > vMa1 And vMA1 > vMA2; Cond4 = v99 < vMa1 And vMA1 < vMA2; If Tcond Then Begin IF cond1 and cond1[1] = false And cond3 And cond3[1] = False And var1 > var1[1] and var2 > var2[1] And vMA1 > vMA1[1] And vMA2 > vMA2[1] Then buy("매수"); If cond2 and cond2[1] = false And cond4 And Cond4[1] = False And var1 < var1[1] And var2 < var2[1] And vMA1 < vMA1[1] And vMA2 < vMA2[1] Then Sell("매도"); End;