커뮤니티
시스템 수식
2007-07-02 14:34:49
865
글번호 12928
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;
답변 1
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;
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