안녕하세요 예스스탁입니다. 1 input : sl_type(1); #1:ATR, 2:Absolute, 3:"%" input : sl_perc(4),atr_length(10),atr_mult(4),sl_absol(10); input : startDate(20160101),finishDate(21000101); var : time_cond(false),sl_val(0),ps(0),trailing_sl(0),long_signal(false),short_signal(false); time_cond = sdate >= startDate and sdate <= finishDate; sl_val = iff(sl_type == 1,atr_mult * atr(atr_length),iff(sl_type == 2, sl_absol,close * sl_perc / 100)); long_signal = ps != 1 and high > trailing_sl; short_signal = ps != -1 and low < trailing_sl; // Calculate SL trailing_sl = iff(short_signal,high + sl_val, iff(long_signal,low - sl_val, iff(ps == 1 , max(low - sl_val, trailing_sl), iff(ps == -1 , min(high + sl_val, trailing_sl), trailing_sl)))); ps = iff(long_signal, 1 ,iff(short_signal ,-1 , ps)); plot1(trailing_sl,"trailing_sl",iff(ps == 1 ,green,red)); 2 input : sl_type(1); #1:ATR, 2:Absolute, 3:"%" input : sl_perc(4),atr_length(10),atr_mult(4),sl_absol(10); input : startDate(20160101),finishDate(21000101); var : time_cond(false),sl_val(0),ps(0),trailing_sl(0),long_signal(false),short_signal(false); time_cond = sdate >= startDate and sdate <= finishDate; sl_val = iff(sl_type == 1,atr_mult * atr(atr_length),iff(sl_type == 2, sl_absol,close * sl_perc / 100)); long_signal = ps != 1 and high > trailing_sl; short_signal = ps != -1 and low < trailing_sl; // Calculate SL trailing_sl = iff(short_signal,high + sl_val, iff(long_signal,low - sl_val, iff(ps == 1 , max(low - sl_val, trailing_sl), iff(ps == -1 , min(high + sl_val, trailing_sl), trailing_sl)))); ps = iff(long_signal, 1 ,iff(short_signal ,-1 , ps)); if time_cond and ps != 1 then buy("long"); if time_cond and ps != -1 then sell("short"); 즐거운 하루되세요 > as8282 님이 쓴 글입니다. > 제목 : 문의드립니다. > 아래식의 지표및 시스템식을 예스로 부탁합니다. sl_type = input("%", options = ["%", "ATR", "Absolute"]) sl_perc = input(4, title = "% SL", type = input.float) atr_length = input(10, title = "ATR Length") atr_mult = input(4, title = "ATR Mult", type = input.float) sl_absol = input(10, title = "Absolute SL", type = input.float) // BACKTESTING RANGE // From Date Inputs fromDay = input(defval = 1, title = "From Day", minval = 1, maxval = 31) fromMonth = input(defval = 1, title = "From Month", minval = 1, maxval = 12) fromYear = input(defval = 2016, title = "From Year", minval = 1970) // To Date Inputs toDay = input(defval = 1, title = "To Day", minval = 1, maxval = 31) toMonth = input(defval = 1, title = "To Month", minval = 1, maxval = 12) toYear = input(defval = 2100, title = "To Year", minval = 1970) // Calculate start/end date and time condition startDate = timestamp(fromYear, fromMonth, fromDay, 00, 00) finishDate = timestamp(toYear, toMonth, toDay, 00, 00) time_cond = time >= startDate and time <= finishDate ////////////////// // CALCULATIONS // // SL values sl_val = sl_type == "ATR" ? atr_mult * atr(atr_length) : sl_type == "Absolute" ? sl_absol : close * sl_perc / 100 // Init Variables pos = 0 trailing_sl = 0.0 // Signals long_signal = nz(pos[1]) != 1 and high > nz(trailing_sl[1]) short_signal = nz(pos[1]) != -1 and low < nz(trailing_sl[1]) // Calculate SL trailing_sl := short_signal ? high + sl_val : long_signal ? low - sl_val : nz(pos[1]) == 1 ? max(low - sl_val, nz(trailing_sl[1])) : nz(pos[1]) == -1 ? min(high + sl_val, nz(trailing_sl[1])) : nz(trailing_sl[1]) // Position var pos := long_signal ? 1 : short_signal ? -1 : nz(pos[1]) ////////////// // PLOTINGS // plot(trailing_sl, linewidth = 2, color = pos == 1 ? color.green : color.red) ////////////// // STRATEGY // if (time_cond and pos != 1) strategy.entry("long", true, stop = trailing_sl) if (time_cond and pos != -1) strategy.entry("short", false, stop = trailing_sl)