커뮤니티
재문의
2019-06-25 16:06:06
286
글번호 129744
청산한후 추세를 따라하지 못해서
익절이던 손절이던 청산 값보다 10틱이상 크면 아직도 오실레이터 값이 만족한다면
재진입 하는 식을 추가 부탁 합니다
그리고 0 교차 보다 시그널 교차로 만들려면
If CrossUp(ZzOsc,0) Then Buy("B",AtMarket);
If CrossDown(ZzOsc,0) Then sell("S",AtMarket);
value1 = ma( C, Zzosc( ));
???? 어떻게 만드나요
Input:ChgRate(3);
Var:Row(0),Col(0),hiBar(0),loBar(0),HiCond(False),LoCond(False),
LastStat(0),WorkBit(0);
Var:HA_C(0),HA_O(0),HA_H(0),HA_L(0);
Var:ZzOsc(0);
Array : HiZZ[10,4](0), // 열번호 1:가격,2:Index,3:sDate,4:sTime
LoZZ[10,4](0);
#==========================================#
HA_C = (O+H+L+C)/4;
If IsNaN(HA_O[1]) Then
HA_O = O;
Else
HA_O = (HA_O[1]+HA_C[1])/2;
HA_H = max(H,HA_O,HA_C);
HA_L = min(L,HA_O,HA_C);
If Index == 1 Then {
HiZZ[1,1] = HA_H;
HiZZ[1,2] = 0;
HiZZ[1,3] = sDate;
HiZZ[1,4] = sTime;
LoZZ[1,1] = HA_L;
LoZZ[1,2] = 0;
LoZZ[1,3] = sDate;
LoZZ[1,4] = sTime;
}
If Index > 0 Then {
hiBar = hiBar + 1;
loBar = loBar + 1;
}
If HA_H[hiBar] < HA_H Then hiBar = 0;
If HA_L[loBar] > HA_L Then loBar = 0;
HiCond = LoZZ[1,1] * (1 + (ChgRate/100)) < HA_H and hiBar == 0;
LoCond = HiZZ[1,1] * (1 - (ChgRate/100)) > HA_L and loBar == 0;
WorkBit = 0;
If HiCond and LoCond Then {
If HiZZ[1,1] < HA_H and LoZZ[1,1] > HA_L Then {
If HA_H - HiZZ[1,1] > LoZZ[1,1] - HA_L Then
WorkBit = 1;
Else If HA_H - HiZZ[1,1] < LoZZ[1,1] - HA_L Then
WorkBit = -1;
Else If LastStat == -1 Then
WorkBit = 1;
Else
WorkBit = -1;
} Else If LoZZ[1,1] > HA_L Then WorkBit = -1;
Else If HiZZ[1,1] < HA_H Then WorkBit = 1;
Else If LastStat == -1 Then WorkBit = 1;
Else WorkBit = -1;
} Else If HiCond Then WorkBit = 1;
Else If LoCond Then WorkBit = -1;
#==========================================#
If WorkBit == 1 Then {
If LastStat == -1 Then {
For Row = 10 DownTo 2 {
For Col = 1 To 4 {
HiZZ[Row,Col] = HiZZ[Row-1,Col];
}
}
HiZZ[1,1] = HA_H;
HiZZ[1,2] = Index;
HiZZ[1,3] = sDate;
HiZZ[1,4] = sTime;
hiBar = -1;
loBar = -1;
} Else If HiZZ[1,1] < HA_H Then {
HiZZ[1,1] = HA_H;
HiZZ[1,2] = Index;
HiZZ[1,3] = sDate;
HiZZ[1,4] = sTime;
hiBar = -1;
loBar = -1;
}
LastStat = 1;
}
#==========================================#
If WorkBit == -1 Then {
If LastStat == 1 then {
For Row = 10 DownTo 2 {
For Col = 1 To 4 {
LoZZ[Row,Col] = LoZZ[Row-1,Col];
}
}
LoZZ[1,1] = HA_L;
LoZZ[1,2] = Index;
LoZZ[1,3] = sDate;
LoZZ[1,4] = sTime;
hiBar = -1;
loBar = -1;
} Else If LoZZ[1,1] > HA_L then {
LoZZ[1,1] = HA_L;
LoZZ[1,2] = Index;
LoZZ[1,3] = sDate;
LoZZ[1,4] = sTime;
hiBar = -1;
loBar = -1;
}
LastStat = -1;
}
ZzOsc = HA_C - IFF(LastStat == -1,HiZZ[1,1],LoZZ[1,1]);
If CrossUp(ZzOsc,0) Then Buy("B",AtMarket);
If CrossDown(ZzOsc,0) Then sell("S",AtMarket);
Input : BuyATRP(46),SellATRP(6),BuyATRS1(2.5),BuyATRS2(4.0),BuyATRS3(4.0),SellATRS1(3.5),SellATRS2(6.0),SellATRS3(6.0);
Input : BuyStoploss(12), SellStoploss(6), BuyTrailing(5), BuyFloor(20), SellTrailing(5),SellFloor(8.5);
Input:break(1.9),level(0.3),big(8),sbreak(1.9),slevel(0.3),sbig(8);
var:진입후최고가(0),진입후최저가(0);
If MarketPosition == 1 Then
{
진입후최고가 = Highest(H,BarsSinceEntry + 1);
ExitLong("매수추적",AtStop,진입후최고가 - ATR(BuyATRP) * BuyATRS1);
ExitLong("매수변동성",AtStop,C - ATR(BuyATRP) * BuyATRS2);
If 진입후최고가 >= Entryprice + ATR(BuyATRP) * break Then {
ExitLong("매수손익분기",AtStop,Entryprice + ATR(BuyATRP) * level);
ExitLong("매수추적1",AtStop,진입후최고가 - ATR(BuyATRP) * BuyATRS3);
}
If 진입후최고가 >= Entryprice + ATR(BuyATRP) * big Then
{
ExitLong("매수초과수익",AtStop,Lowest(L,3));
}
SetStopLoss(BuyStoploss, PointStop);
SetStopTrailing(BuyTrailing,BuyFloor,PointStop);
}
If MarketPosition == -1 Then {
진입후최저가 = Lowest(L,BarsSinceEntry + 1);
ExitShort("매도추적",AtStop,진입후최저가 + ATR(SellATRP) * SellATRS1);
ExitShort("매도변동성",AtStop,C + ATR(SellATRP) * SellATRS2);
If 진입후최저가 <= Entryprice - ATR(SellATRP) * sbreak Then {
ExitShort("매도손익분기",AtStop,Entryprice - ATR(SellATRP) * slevel);
ExitShort("매도추적1",AtStop,진입후최저가 + ATR(SellATRP) * SellATRS3);
}
If 진입후최저가 <= Entryprice - ATR(SellATRP) * sbig Then {
ExitShort("매도초과수익",AtStop,Highest(H,3));
}
SetStopLoss(SellStoploss, PointStop);
SetStopTrailing(SellTrailing,SellFloor,PointStop);
}
If MarketPosition == 0 Then { // 無포일 때 손절 설정을 clear 해야 만 오류가 안 생김
SetStopLoss(0, PointStop);
SetStopTrailing(0, 0, PointStop);
}
If MarketPosition == 1 Then
ExitLong("스파이크청산-1", AtLimit, C + ATR(20) * 7); // 상승돌파 시 매수청산
If MarketPosition == -1 Then
Exitshort("스파이크청산+1", AtLimit, C - ATR(20) * 7); // 상승돌파 시 매도청산
Var:SpikeHigh(0), spikelow(0);
If MarketPosition == 1 Then // 매수포지션일 때
{
if MarketPosition != MarketPosition[1] Then
{
SpikeHigh = 10; // 초기화
Condition1 = false;
}
If Condition1 == false and // 스파이크 미발생
H > C[1] + ATR(20) * 7 Then // 전봉 종가보다 7 * ATR 이상 상승
{
SpikeHigh = H; // 스파이크 고점 설정
Condition1 = true; // 스파이크 발생
}
If Condition1 Then // 스파이크 발생 후
{
If SpikeHigh < H then
SpikeHigh = H; // 신규 고점 나오면 갱신
ExitLong("스파이크청산-2", AtStop, SpikeHigh - ATR(20) * 2);
//추적청산처럼 꼭지 찍고 내려올 때
}
}
If MarketPosition == -1 Then
{
if MarketPosition != MarketPosition[1] Then
{
Spikelow = 10; // 초기화
Condition2 = false;
}
If Condition2 == false and
L < C[1] - ATR(20) * 7 Then
{
Spikelow = H;
Condition2 = true;
}
If Condition2 Then
{
If Spikelow > L then
Spikelow = L; // 신규 고점 나오면 갱신
ExitShort("스파이크low청산-2", AtStop, Spikelow + ATR(20) * 2);
}
}
답변 1
예스스탁 예스스탁 답변
2019-06-26 09:25:42
안녕하세요
예스스탁입니다.
1
Input:ChgRate(3);
Var:Row(0),Col(0),hiBar(0),loBar(0),HiCond(False),LoCond(False),
LastStat(0),WorkBit(0);
Var:HA_C(0),HA_O(0),HA_H(0),HA_L(0);
Var:ZzOsc(0);
Array : HiZZ[10,4](0), // 열번호 1:가격,2:Index,3:sDate,4:sTime
LoZZ[10,4](0);
#==========================================#
HA_C = (O+H+L+C)/4;
If IsNaN(HA_O[1]) Then
HA_O = O;
Else
HA_O = (HA_O[1]+HA_C[1])/2;
HA_H = max(H,HA_O,HA_C);
HA_L = min(L,HA_O,HA_C);
If Index == 1 Then {
HiZZ[1,1] = HA_H;
HiZZ[1,2] = 0;
HiZZ[1,3] = sDate;
HiZZ[1,4] = sTime;
LoZZ[1,1] = HA_L;
LoZZ[1,2] = 0;
LoZZ[1,3] = sDate;
LoZZ[1,4] = sTime;
}
If Index > 0 Then {
hiBar = hiBar + 1;
loBar = loBar + 1;
}
If HA_H[hiBar] < HA_H Then hiBar = 0;
If HA_L[loBar] > HA_L Then loBar = 0;
HiCond = LoZZ[1,1] * (1 + (ChgRate/100)) < HA_H and hiBar == 0;
LoCond = HiZZ[1,1] * (1 - (ChgRate/100)) > HA_L and loBar == 0;
WorkBit = 0;
If HiCond and LoCond Then {
If HiZZ[1,1] < HA_H and LoZZ[1,1] > HA_L Then {
If HA_H - HiZZ[1,1] > LoZZ[1,1] - HA_L Then
WorkBit = 1;
Else If HA_H - HiZZ[1,1] < LoZZ[1,1] - HA_L Then
WorkBit = -1;
Else If LastStat == -1 Then
WorkBit = 1;
Else
WorkBit = -1;
} Else If LoZZ[1,1] > HA_L Then WorkBit = -1;
Else If HiZZ[1,1] < HA_H Then WorkBit = 1;
Else If LastStat == -1 Then WorkBit = 1;
Else WorkBit = -1;
} Else If HiCond Then WorkBit = 1;
Else If LoCond Then WorkBit = -1;
#==========================================#
If WorkBit == 1 Then {
If LastStat == -1 Then {
For Row = 10 DownTo 2 {
For Col = 1 To 4 {
HiZZ[Row,Col] = HiZZ[Row-1,Col];
}
}
HiZZ[1,1] = HA_H;
HiZZ[1,2] = Index;
HiZZ[1,3] = sDate;
HiZZ[1,4] = sTime;
hiBar = -1;
loBar = -1;
} Else If HiZZ[1,1] < HA_H Then {
HiZZ[1,1] = HA_H;
HiZZ[1,2] = Index;
HiZZ[1,3] = sDate;
HiZZ[1,4] = sTime;
hiBar = -1;
loBar = -1;
}
LastStat = 1;
}
#==========================================#
If WorkBit == -1 Then {
If LastStat == 1 then {
For Row = 10 DownTo 2 {
For Col = 1 To 4 {
LoZZ[Row,Col] = LoZZ[Row-1,Col];
}
}
LoZZ[1,1] = HA_L;
LoZZ[1,2] = Index;
LoZZ[1,3] = sDate;
LoZZ[1,4] = sTime;
hiBar = -1;
loBar = -1;
} Else If LoZZ[1,1] > HA_L then {
LoZZ[1,1] = HA_L;
LoZZ[1,2] = Index;
LoZZ[1,3] = sDate;
LoZZ[1,4] = sTime;
hiBar = -1;
loBar = -1;
}
LastStat = -1;
}
ZzOsc = HA_C - IFF(LastStat == -1,HiZZ[1,1],LoZZ[1,1]);
If CrossUp(ZzOsc,0) Then Buy("B",AtMarket);
If CrossDown(ZzOsc,0) Then sell("S",AtMarket);
Input : BuyATRP(46),SellATRP(6),BuyATRS1(2.5),BuyATRS2(4.0),BuyATRS3(4.0),SellATRS1(3.5),SellATRS2(6.0),SellATRS3(6.0);
Input : BuyStoploss(12), SellStoploss(6), BuyTrailing(5), BuyFloor(20), SellTrailing(5),SellFloor(8.5);
Input:break(1.9),level(0.3),big(8),sbreak(1.9),slevel(0.3),sbig(8);
var:진입후최고가(0),진입후최저가(0);
If MarketPosition == 1 Then
{
진입후최고가 = Highest(H,BarsSinceEntry + 1);
ExitLong("매수추적",AtStop,진입후최고가 - ATR(BuyATRP) * BuyATRS1);
ExitLong("매수변동성",AtStop,C - ATR(BuyATRP) * BuyATRS2);
If 진입후최고가 >= Entryprice + ATR(BuyATRP) * break Then {
ExitLong("매수손익분기",AtStop,Entryprice + ATR(BuyATRP) * level);
ExitLong("매수추적1",AtStop,진입후최고가 - ATR(BuyATRP) * BuyATRS3);
}
If 진입후최고가 >= Entryprice + ATR(BuyATRP) * big Then
{
ExitLong("매수초과수익",AtStop,Lowest(L,3));
}
SetStopLoss(BuyStoploss, PointStop);
SetStopTrailing(BuyTrailing,BuyFloor,PointStop);
}
If MarketPosition == -1 Then {
진입후최저가 = Lowest(L,BarsSinceEntry + 1);
ExitShort("매도추적",AtStop,진입후최저가 + ATR(SellATRP) * SellATRS1);
ExitShort("매도변동성",AtStop,C + ATR(SellATRP) * SellATRS2);
If 진입후최저가 <= Entryprice - ATR(SellATRP) * sbreak Then {
ExitShort("매도손익분기",AtStop,Entryprice - ATR(SellATRP) * slevel);
ExitShort("매도추적1",AtStop,진입후최저가 + ATR(SellATRP) * SellATRS3);
}
If 진입후최저가 <= Entryprice - ATR(SellATRP) * sbig Then {
ExitShort("매도초과수익",AtStop,Highest(H,3));
}
SetStopLoss(SellStoploss, PointStop);
SetStopTrailing(SellTrailing,SellFloor,PointStop);
}
If MarketPosition == 0 Then { // 無포일 때 손절 설정을 clear 해야 만 오류가 안 생김
SetStopLoss(0, PointStop);
SetStopTrailing(0, 0, PointStop);
}
If MarketPosition == 1 Then
ExitLong("스파이크청산-1", AtLimit, C + ATR(20) * 7); // 상승돌파 시 매수청산
If MarketPosition == -1 Then
Exitshort("스파이크청산+1", AtLimit, C - ATR(20) * 7); // 상승돌파 시 매도청산
Var:SpikeHigh(0), spikelow(0);
If MarketPosition == 1 Then // 매수포지션일 때
{
if MarketPosition != MarketPosition[1] Then
{
SpikeHigh = 10; // 초기화
Condition1 = false;
}
If Condition1 == false and // 스파이크 미발생
H > C[1] + ATR(20) * 7 Then // 전봉 종가보다 7 * ATR 이상 상승
{
SpikeHigh = H; // 스파이크 고점 설정
Condition1 = true; // 스파이크 발생
}
If Condition1 Then // 스파이크 발생 후
{
If SpikeHigh < H then
SpikeHigh = H; // 신규 고점 나오면 갱신
ExitLong("스파이크청산-2", AtStop, SpikeHigh - ATR(20) * 2);
//추적청산처럼 꼭지 찍고 내려올 때
}
}
If MarketPosition == -1 Then
{
if MarketPosition != MarketPosition[1] Then
{
Spikelow = 10; // 초기화
Condition2 = false;
}
If Condition2 == false and
L < C[1] - ATR(20) * 7 Then
{
Spikelow = H;
Condition2 = true;
}
If Condition2 Then
{
If Spikelow > L then
Spikelow = L; // 신규 고점 나오면 갱신
ExitShort("스파이크low청산-2", AtStop, Spikelow + ATR(20) * 2);
}
}
if MarketPosition == 0 and MarketPosition(1) == 1 and
C >= ExitPrice(1)+PriceScale*10 and ZzOsc > 0 Then
buy("재매수");
if MarketPosition == 0 and MarketPosition(1) == -1 and
C <= ExitPrice(1)-PriceScale*10 and ZzOsc < 0 Then
sell("재매도");
2
ma(값,봉수)
ma는 위와 같이 값지정하시면 됩니다.
Zzosc에 대해 n개봉 이평한 값을 만드시고자 하시면
ma(Zzosc,봉수)로 작성해 사용하시면 됩니다.
즐거운 하루되세요
> 구다이전설 님이 쓴 글입니다.
> 제목 : 재문의
> 청산한후 추세를 따라하지 못해서
익절이던 손절이던 청산 값보다 10틱이상 크면 아직도 오실레이터 값이 만족한다면
재진입 하는 식을 추가 부탁 합니다
그리고 0 교차 보다 시그널 교차로 만들려면
If CrossUp(ZzOsc,0) Then Buy("B",AtMarket);
If CrossDown(ZzOsc,0) Then sell("S",AtMarket);
value1 = ma( C, Zzosc( ));
???? 어떻게 만드나요
Input:ChgRate(3);
Var:Row(0),Col(0),hiBar(0),loBar(0),HiCond(False),LoCond(False),
LastStat(0),WorkBit(0);
Var:HA_C(0),HA_O(0),HA_H(0),HA_L(0);
Var:ZzOsc(0);
Array : HiZZ[10,4](0), // 열번호 1:가격,2:Index,3:sDate,4:sTime
LoZZ[10,4](0);
#==========================================#
HA_C = (O+H+L+C)/4;
If IsNaN(HA_O[1]) Then
HA_O = O;
Else
HA_O = (HA_O[1]+HA_C[1])/2;
HA_H = max(H,HA_O,HA_C);
HA_L = min(L,HA_O,HA_C);
If Index == 1 Then {
HiZZ[1,1] = HA_H;
HiZZ[1,2] = 0;
HiZZ[1,3] = sDate;
HiZZ[1,4] = sTime;
LoZZ[1,1] = HA_L;
LoZZ[1,2] = 0;
LoZZ[1,3] = sDate;
LoZZ[1,4] = sTime;
}
If Index > 0 Then {
hiBar = hiBar + 1;
loBar = loBar + 1;
}
If HA_H[hiBar] < HA_H Then hiBar = 0;
If HA_L[loBar] > HA_L Then loBar = 0;
HiCond = LoZZ[1,1] * (1 + (ChgRate/100)) < HA_H and hiBar == 0;
LoCond = HiZZ[1,1] * (1 - (ChgRate/100)) > HA_L and loBar == 0;
WorkBit = 0;
If HiCond and LoCond Then {
If HiZZ[1,1] < HA_H and LoZZ[1,1] > HA_L Then {
If HA_H - HiZZ[1,1] > LoZZ[1,1] - HA_L Then
WorkBit = 1;
Else If HA_H - HiZZ[1,1] < LoZZ[1,1] - HA_L Then
WorkBit = -1;
Else If LastStat == -1 Then
WorkBit = 1;
Else
WorkBit = -1;
} Else If LoZZ[1,1] > HA_L Then WorkBit = -1;
Else If HiZZ[1,1] < HA_H Then WorkBit = 1;
Else If LastStat == -1 Then WorkBit = 1;
Else WorkBit = -1;
} Else If HiCond Then WorkBit = 1;
Else If LoCond Then WorkBit = -1;
#==========================================#
If WorkBit == 1 Then {
If LastStat == -1 Then {
For Row = 10 DownTo 2 {
For Col = 1 To 4 {
HiZZ[Row,Col] = HiZZ[Row-1,Col];
}
}
HiZZ[1,1] = HA_H;
HiZZ[1,2] = Index;
HiZZ[1,3] = sDate;
HiZZ[1,4] = sTime;
hiBar = -1;
loBar = -1;
} Else If HiZZ[1,1] < HA_H Then {
HiZZ[1,1] = HA_H;
HiZZ[1,2] = Index;
HiZZ[1,3] = sDate;
HiZZ[1,4] = sTime;
hiBar = -1;
loBar = -1;
}
LastStat = 1;
}
#==========================================#
If WorkBit == -1 Then {
If LastStat == 1 then {
For Row = 10 DownTo 2 {
For Col = 1 To 4 {
LoZZ[Row,Col] = LoZZ[Row-1,Col];
}
}
LoZZ[1,1] = HA_L;
LoZZ[1,2] = Index;
LoZZ[1,3] = sDate;
LoZZ[1,4] = sTime;
hiBar = -1;
loBar = -1;
} Else If LoZZ[1,1] > HA_L then {
LoZZ[1,1] = HA_L;
LoZZ[1,2] = Index;
LoZZ[1,3] = sDate;
LoZZ[1,4] = sTime;
hiBar = -1;
loBar = -1;
}
LastStat = -1;
}
ZzOsc = HA_C - IFF(LastStat == -1,HiZZ[1,1],LoZZ[1,1]);
If CrossUp(ZzOsc,0) Then Buy("B",AtMarket);
If CrossDown(ZzOsc,0) Then sell("S",AtMarket);
Input : BuyATRP(46),SellATRP(6),BuyATRS1(2.5),BuyATRS2(4.0),BuyATRS3(4.0),SellATRS1(3.5),SellATRS2(6.0),SellATRS3(6.0);
Input : BuyStoploss(12), SellStoploss(6), BuyTrailing(5), BuyFloor(20), SellTrailing(5),SellFloor(8.5);
Input:break(1.9),level(0.3),big(8),sbreak(1.9),slevel(0.3),sbig(8);
var:진입후최고가(0),진입후최저가(0);
If MarketPosition == 1 Then
{
진입후최고가 = Highest(H,BarsSinceEntry + 1);
ExitLong("매수추적",AtStop,진입후최고가 - ATR(BuyATRP) * BuyATRS1);
ExitLong("매수변동성",AtStop,C - ATR(BuyATRP) * BuyATRS2);
If 진입후최고가 >= Entryprice + ATR(BuyATRP) * break Then {
ExitLong("매수손익분기",AtStop,Entryprice + ATR(BuyATRP) * level);
ExitLong("매수추적1",AtStop,진입후최고가 - ATR(BuyATRP) * BuyATRS3);
}
If 진입후최고가 >= Entryprice + ATR(BuyATRP) * big Then
{
ExitLong("매수초과수익",AtStop,Lowest(L,3));
}
SetStopLoss(BuyStoploss, PointStop);
SetStopTrailing(BuyTrailing,BuyFloor,PointStop);
}
If MarketPosition == -1 Then {
진입후최저가 = Lowest(L,BarsSinceEntry + 1);
ExitShort("매도추적",AtStop,진입후최저가 + ATR(SellATRP) * SellATRS1);
ExitShort("매도변동성",AtStop,C + ATR(SellATRP) * SellATRS2);
If 진입후최저가 <= Entryprice - ATR(SellATRP) * sbreak Then {
ExitShort("매도손익분기",AtStop,Entryprice - ATR(SellATRP) * slevel);
ExitShort("매도추적1",AtStop,진입후최저가 + ATR(SellATRP) * SellATRS3);
}
If 진입후최저가 <= Entryprice - ATR(SellATRP) * sbig Then {
ExitShort("매도초과수익",AtStop,Highest(H,3));
}
SetStopLoss(SellStoploss, PointStop);
SetStopTrailing(SellTrailing,SellFloor,PointStop);
}
If MarketPosition == 0 Then { // 無포일 때 손절 설정을 clear 해야 만 오류가 안 생김
SetStopLoss(0, PointStop);
SetStopTrailing(0, 0, PointStop);
}
If MarketPosition == 1 Then
ExitLong("스파이크청산-1", AtLimit, C + ATR(20) * 7); // 상승돌파 시 매수청산
If MarketPosition == -1 Then
Exitshort("스파이크청산+1", AtLimit, C - ATR(20) * 7); // 상승돌파 시 매도청산
Var:SpikeHigh(0), spikelow(0);
If MarketPosition == 1 Then // 매수포지션일 때
{
if MarketPosition != MarketPosition[1] Then
{
SpikeHigh = 10; // 초기화
Condition1 = false;
}
If Condition1 == false and // 스파이크 미발생
H > C[1] + ATR(20) * 7 Then // 전봉 종가보다 7 * ATR 이상 상승
{
SpikeHigh = H; // 스파이크 고점 설정
Condition1 = true; // 스파이크 발생
}
If Condition1 Then // 스파이크 발생 후
{
If SpikeHigh < H then
SpikeHigh = H; // 신규 고점 나오면 갱신
ExitLong("스파이크청산-2", AtStop, SpikeHigh - ATR(20) * 2);
//추적청산처럼 꼭지 찍고 내려올 때
}
}
If MarketPosition == -1 Then
{
if MarketPosition != MarketPosition[1] Then
{
Spikelow = 10; // 초기화
Condition2 = false;
}
If Condition2 == false and
L < C[1] - ATR(20) * 7 Then
{
Spikelow = H;
Condition2 = true;
}
If Condition2 Then
{
If Spikelow > L then
Spikelow = L; // 신규 고점 나오면 갱신
ExitShort("스파이크low청산-2", AtStop, Spikelow + ATR(20) * 2);
}
}
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