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시스템 수식

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2007-07-02 14:34:49
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TS를 예스로 변환하여 메일로 주시면 감사하겠습니다. rokman2000@hanmail.net Input: FastLen(9), SlowLen(18), ChLen(12), TrailBar(8), Initial(300), ReBars(15), Reentry(100); Vars: FastMA(0), SlowMA(0), LEntryPrice(0), SEntryPrice(0), LCount(-999), SCount(-999), ReEntryCount(0), CurrentPosition(0); FastMA = Average( Close , FastLen ); SlowMA = Average( Close , SlowLen ); { Order Placement for Long Positions } If FastMA crosses over SlowMA and barnumber > 1 then Begin LEntryPrice = Highest( High , TrailBar )[1] * 1.02; LCount = BarNumber; End; commentary( barnumber - lcount , lentryprice ); If MarketPosition <> 1 AND BarNumber < LCount + ChLen then Buy ("Cross Over Buy") Initial Shares next bar at LEntryPrice Stop; { Order Placement for Short Positions } If FastMA crosses under SlowMA and barnumber > 1 then Begin SEntryPrice = Lowest( Low , TrailBar )[1] *.98; SCount = BarNumber; End; If MarketPosition <> -1 AND BarNumber < SCount + ChLen then Sell ("Cross Under Buy") Initial Shares next bar at SEntryPrice Stop; { Trailing Stop while in Position } If MarketPosition = 1 then begin LCount = -999; ExitLong ("LongTStop") next bar at Lowest( Low , TrailBar ) Stop; End;
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예스스탁 예스스탁 답변

2007-07-03 10:37:48

> CJ_coco 님이 쓴 글입니다. > 제목 : 시스템 수식 > TS를 예스로 변환하여 메일로 주시면 감사하겠습니다. rokman2000@hanmail.net Input: FastLen(9), SlowLen(18), ChLen(12), TrailBar(8), Initial(300), ReBars(15), Reentry(100); Vars: FastMA(0), SlowMA(0), LEntryPrice(0), SEntryPrice(0), LCount(-999), SCount(-999), ReEntryCount(0), CurrentPosition(0); FastMA = Average( Close , FastLen ); SlowMA = Average( Close , SlowLen ); { Order Placement for Long Positions } If FastMA crosses over SlowMA and barnumber > 1 then Begin LEntryPrice = Highest( High , TrailBar )[1] * 1.02; LCount = BarNumber; End; commentary( barnumber - lcount , lentryprice ); If MarketPosition <> 1 AND BarNumber < LCount + ChLen then Buy ("Cross Over Buy") Initial Shares next bar at LEntryPrice Stop; { Order Placement for Short Positions } If FastMA crosses under SlowMA and barnumber > 1 then Begin SEntryPrice = Lowest( Low , TrailBar )[1] *.98; SCount = BarNumber; End; If MarketPosition <> -1 AND BarNumber < SCount + ChLen then Sell ("Cross Under Buy") Initial Shares next bar at SEntryPrice Stop; { Trailing Stop while in Position } If MarketPosition = 1 then begin LCount = -999; ExitLong ("LongTStop") next bar at Lowest( Low , TrailBar ) Stop; End;