안녕하세요 예스스탁입니다. 첫번째 전략만 변환이 가능합니다. 이하 2개의 전략은 예스랭귀지에서 지원하지 않는 함수함수들이 있어 변환이 가능하지 않습니다. Inputs: TradeUnit(100), Band1(0), // Should be between 0 and 1 Band2(0), // Should be between 0 and 1 ExitBand(0); // Should be between 0 and .5 Variables: Support(0), Resistance(0); If CurrentBar == 1 then Begin Support = C; Resistance = C; End; If sTime >= 93000 and time <= 100000 then begin If Close > Resistance then begin Resistance = Close; End; If Close < Support then begin Support = Close; End; End; #----------- If sTime > 100000 and stime < 150000 then begin #----------- #{ Long Entry } If Close <= (Resistance + Band1) and Close >= (Resistance - Band2) and Close > Close[1] and marketposition == 0 then begin Buy("b",AtMarket,def,TradeUnit); End; #{ Long Exit } If marketposition == 1 and marketposition == marketposition(1) then begin ExitLong("bx1",AtStop,Close - ExitBand); End; #{ Long Money Management } If marketposition == 1 and (Close - EntryPrice)*TradeUnit <= -75 then begin ExitLong("bx2",AtMarket); End; #{ Short Entry } If Close <= (Support + Band2) and Close >= (Support - Band1) and Close < Close[1] and marketposition == 0 then begin Sell("s",AtMarket); End; #{ Short Exit } If marketposition == -1 and marketposition == marketposition(1) then begin ExitShort("sx1",AtStop,Close + ExitBand); End; #{ Short Money Management } If marketposition == -1 and (EntryPrice - Close)*TradeUnit <= -75 then begin ExitShort("sx2",AtMarket); End; end; 즐거운 하루되세요 > 양치기 님이 쓴 글입니다. > 제목 : 시스템식 부탁드립니다. > 항상 도움 주셔서 감사합니다. 아래의 Easy Language Code 코드를 예스랭귀지로 변환 부탁드립니다. 감사합니다. #---------------- # 요청 시스템1 #---------------- Inputs: TradeUnit(100), Band1(0), // Should be between 0 and 1 Band2(0), // Should be between 0 and 1 ExitBand(0); // Should be between 0 and .5 Variables: Support(0), Resistance(0); If CurrentBar = 1 then Begin Support = C; Resistance = C; End; If time >= 930 and time <= 1000 then begin If Close > Resistance then begin Resistance = Close; End; If Close < Support then begin Support = Close; End; End; #----------- If time > 1000 and time < 1500 then begin #----------- { Long Entry } If Close <= (Resistance + Band1) and Close >= (Resistance - Band2) and Close > Close[1] and marketposition = 0 then begin Buy TradeUnit shares next bar market; End; { Long Exit } If marketposition = 1 and marketposition = marketposition(1) then begin Sell TradeUnit shares next bar at (Close - ExitBand) stop; End; { Long Money Management } If marketposition = 1 and (Close - EntryPrice)*TradeUnit <= -75 then begin Sell TradeUnit shares next bar market; End; { Short Entry } If Close <= (Support + Band2) and Close >= (Support - Band1) and Close < Close[1] and marketposition = 0 then begin Sell short TradeUnit shares next bar market; End; { Short Exit } If marketposition = -1 and marketposition = marketposition(1) then begin Buy to cover TradeUnit shares next bar at (Close + ExitBand) stop; End; { Short Money Management } If marketposition = -1 and (EntryPrice - Close)*TradeUnit <= -75 then begin Buy to Cover TradeUnit shares next bar market; End; #----------- End; #----------- If time >= 1530 then begin If marketposition = 1 then begin Sell TradeUnit shares next bar market; End; If marketposition = -1 then begin Buy to Cover TradeUnit shares next bar market; End; End; #---------------- # 요청 시스템2 # Long-Only Strategy #---------------- Input: InitialBalance(100000), // The account size at start of trading NDay(20) // How many days long is this systems basis (20 or 55 day) ; Variables: N(0), // Underlying volatility of the stock DPP(Close), // Dollar per price of the stock StopLoss(0), // Stop loss value DollarRisk(0), // Dollar risk value T radeUnit(100), // How much to trade based on idea that 1N represents 1% of account equity UnitsHeld(0), // How many units are currently held NotationalAccount(10000), // Notational Account, hard coded for testing purposes LastAccount(0), // Last account size to reevaluate drawdown Stop_On(False), // Stop loss boolean Fast_Ave ( 0 ) , // Fast moving average value Slow_Ave ( 0 ) , // Slow moving average value Cross_Over (False); // Simple cross-over filter ; { Set-up } Cross_Over = False; Fast_Ave = Xaverage ( Close , 50 ) ; Slow_Ave = Xaverage ( Close , 200 ) ; If Fast_Ave > Slow_Ave and Slow_Ave > Slow_Ave [ 1 ] Then Cross_Over = True; { Position Sizing } N = VolatilityStdDev(NDay); DPP = Close; // Price of the stock is equal to its close DollarRisk = NotationalAccount * 0.01; TradeUnit = IntPortion(DollarRisk/(N*DPP)); StopLoss = 2 * N; // Decrease the size of the notational account if 10% drawdown If NotationalAccount < (LastAccount * 0.9) Then Begin NotationalAccount = NotationalAccount * 0.8; Print(File("c: urtle_notational.txt"), NotationalAccount); End Else Begin LastAccount = NotationalAccount; End; { Entry } // Do not even consider a trade if too many units are on the line If UnitsHeld < 12 then Begin // Enter if price exceeds by a single tick high of the preceding NDays) If Close > HighD(NDay) and Cross_Over then Begin If marketposition = 0 then begin Buy ("Long") TradeUnit shares next bar market; UnitsHeld = UnitsHeld + TradeUnit; End; If marketposition = 1 then begin Buy ("Long more") (TradeUnit / 2) shares next bar market; UnitsHeld = UnitsHeld + (TradeUnit / 2); End; End; End; { Stop } if ( Close - EntryPrice ) > StopLoss then begin Stop_On = True; End Else begin Stop_On = False; End; { Exit} If Close < LowD(NDay/2) and Stop_On then begin Sell ("Long Exit") currentshares shares next bar market; UnitsHeld = 0; End; #---------------- # 요청 시스템2 # Long-Only Strategy #---------------- Input: InitialBalance(100000), // The account size at start of trading NDay(20) // How many days long is this systems basis (20 or 55 day) ; Variables: N(0), // Underlying volatility of the stock DPP(Close), // Dollar per price of the stock StopLoss(0), // Stop loss value DollarRisk(0), // Dollar risk value TradeUnit(100), // How much to trade based on idea that 1N represents 1% of account equity UnitsHeld(0), // How many units are currently held NotationalAccount(10000), // Notational Account, hard coded for testing purposes LastAccount(0), // Last account size to reevaluate drawdown Stop_On(False), // Stop loss boolean Fast_Ave ( 0 ) , // Fast moving average value Slow_Ave ( 0 ) , // Slow moving average value Cross_Over (False); // Simple cross-over filter ; { Set-up } Cross_Over = False; Fast_Ave = Xaverage ( Close , 50 ) ; Slow_Ave = Xaverage ( Close , 200 ) ; If Fast_Ave < Slow_Ave and Slow_Ave < Slow_Ave [ 1 ] Then Cross_Over = True; { Position Sizing } N = VolatilityStdDev(NDay); DPP = Close; // Price of the stock is equal to its close DollarRisk = NotationalAccount * 0.01; TradeUnit = IntPortion(DollarRisk/(N*DPP)); StopLoss = 2 * N; // Decrease the size of the notational account if 10% drawdown If NotationalAccount < (LastAccount * 0.9) Then Begin NotationalAccount = NotationalAccount * 0.8; Print(File("c: urtle_short_notational.txt"), NotationalAccount); End Else Begin LastAccount = NotationalAccount; End; { Entry } // Do not even consider a trade if too many units are on the line #* If UnitsHeld < 12 then Begin #* // Enter if price exceeds by a single tick high of the preceding NDays) If Close < LowD(NDay) and Cross_Over then Begin SellShort ("Short") N shares next bar market; UnitsHeld = UnitsHeld + TradeUnit; End; If marketposition = -1 then begin SellShort ("Short more") (N / 2) shares next bar market; UnitsHeld = UnitsHeld + (TradeUnit / 2); End; End; #* End; #* { Stop } if ( Close - EntryPrice ) < StopLoss then begin Stop_On = True; End Else begin Stop_On = False; End; { Exit} If Close > HighD(NDay/2) and Stop_On then begin BuyToCover ("Short Exit") currentshares shares next bar market; UnitsHeld = 0; End;