커뮤니티
문의드립니다.
2020-04-13 10:17:27
608
글번호 137852
input : keyvalue(5),atrperiod(20);
var : src(0),xATR(0),nLoss(0),xATRTrailingStop(0),pos(0),xcolor(0);
src = close ;
xATR = atr(atrperiod);
nLoss = keyvalue * xATR;
xATRTrailingStop = iff(src > xATRTrailingStop[1] and src[1] > xATRTrailingStop[1], max(xATRTrailingStop[1], src - nLoss),
iff(src < xATRTrailingStop[1] and src[1] < xATRTrailingStop[1], min(xATRTrailingStop[1], src + nLoss),
iff(src > xATRTrailingStop[1], src - nLoss, src + nLoss)));
pos = iff(src[1] < xATRTrailingStop[1] and src > xATRTrailingStop[1], 1,
iff(src[1] > xATRTrailingStop[1] and src < xATRTrailingStop[1], -1,pos[1]));
xcolor = iff(pos == -1 ,WHITE,iff(pos == 1 , BLACK,blue));
plot1(xATRTrailingStop,"Trailing Stop",xcolor);
상기식을 시스템식으로 부탁합니다.
답변 1
예스스탁 예스스탁 답변
2020-04-14 10:32:22
안녕하세요
예스스탁입니다.
상향돌파 매수/하향이탈 매도로 작성해 드립니다.
input : keyvalue(5),atrperiod(20);
var : src(0),xATR(0),nLoss(0),xATRTrailingStop(0),pos(0),xcolor(0);
src = close ;
xATR = atr(atrperiod);
nLoss = keyvalue * xATR;
xATRTrailingStop = iff(src > xATRTrailingStop[1] and src[1] > xATRTrailingStop[1], max(xATRTrailingStop[1], src - nLoss),
iff(src < xATRTrailingStop[1] and src[1] < xATRTrailingStop[1], min(xATRTrailingStop[1], src + nLoss),
iff(src > xATRTrailingStop[1], src - nLoss, src + nLoss)));
pos = iff(src[1] < xATRTrailingStop[1] and src > xATRTrailingStop[1], 1,
iff(src[1] > xATRTrailingStop[1] and src < xATRTrailingStop[1], -1,pos[1]));
if crossup(c,xATRTrailingStop) Then
buy();
if CrossDown(c,xATRTrailingStop) Then
sell();
즐거운 하루되세요
> as8282 님이 쓴 글입니다.
> 제목 : 문의드립니다.
> input : keyvalue(5),atrperiod(20);
var : src(0),xATR(0),nLoss(0),xATRTrailingStop(0),pos(0),xcolor(0);
src = close ;
xATR = atr(atrperiod);
nLoss = keyvalue * xATR;
xATRTrailingStop = iff(src > xATRTrailingStop[1] and src[1] > xATRTrailingStop[1], max(xATRTrailingStop[1], src - nLoss),
iff(src < xATRTrailingStop[1] and src[1] < xATRTrailingStop[1], min(xATRTrailingStop[1], src + nLoss),
iff(src > xATRTrailingStop[1], src - nLoss, src + nLoss)));
pos = iff(src[1] < xATRTrailingStop[1] and src > xATRTrailingStop[1], 1,
iff(src[1] > xATRTrailingStop[1] and src < xATRTrailingStop[1], -1,pos[1]));
xcolor = iff(pos == -1 ,WHITE,iff(pos == 1 , BLACK,blue));
plot1(xATRTrailingStop,"Trailing Stop",xcolor);
상기식을 시스템식으로 부탁합니다.