커뮤니티
수식문의드립니다.
2020-06-20 23:33:56
2166
글번호 140003
예스랭귀지에 맞게 변경 부탁드립니다.
Input: FastMA(12), SlowMA(26), MacdMA(9), NCOs(4), NBars(50), Trailbar(6);
Vars: MVal(0), MAvg(0), MDif(0), TotalBars(0), HighestHi(0), LowestLo(0);
Array: CO[2,50](0);
MVal = MACD(Close, FastMA, SlowMA);
MAvg = XAverage(MACD(Close, FastMA, SlowMA), MacdMA);
MDif = MAval - MAvg;
{Store the MACD Cross information in the CO array}
If MDif Crosses Over 0 OR MDIF Crosses Under 0 Then Begin
For counter = 0 to 49 Begin
CO[0, 50-Counter] = CO[0, 49 - Counter];
CO[1, 50-Counter] = CO[1, 49 - Counter];
CO[2, 50-Counter] = CO[2, 49 - Counter];
End;
CO[0,0] = BarNumber;
CO[1,0] = High;
CO[2,0] = Low;
End;
{Find the Highest High and the Lowest Low of the cross over and under bars}
HighestHi = -1;
LowestLo = 9999;
For counter = 0 to NCOs-1 Begin
If CO[1, counter] > HighestHi then
HighestHi = CO[1, counter];
If CO[2, counter] < LowestLo then
LowestLo = CO[2, counter];
End;
{If the las N crosses coccured in the last 50 bars, then place the buy and sell orders}
Totalbars = BarNumber - CO[0, NCOs -1];
If TotalBars < NBars then Begin
Buy at HighestHi + Average(TrueRange,4)*0.5 stop;
Sell at LowestLo - Average(TrueRange,4)*0.5 stop;
End;
{Trailing stop oders}
ExitLong next bar at Lowest(Low, TrailBar) Stop;
ExitShort next bar at Highest(High, TraiBar) Stop;
말로 풀어서 설명드리는 것보다 언어로 설명드리는게 더 편하실 것 같아 이렇게 부탁드립니다. 좋은 하루 보내세요!
답변 1
예스스탁 예스스탁 답변
2020-06-22 13:53:46
안녕하세요
예스스탁입니다.
Input: FastMA(12), SlowMA(26), MacdMA(9), NCOs(4), NBars(50), Trailbar(6);
Vars: MVal(0), MAvg(0), MDif(0),counter(0), TotalBars(0), HighestHi(0), LowestLo(0);
Array: CO[2,50](0);
MVal = MACD(FastMA, SlowMA);
MAvg = ema(MVal, MacdMA);
MDif = Mval - MAvg;
If crossup(MDif,0) OR CrossDown(MDIF,0) Then
{
For counter = 0 to 49
{
CO[0, 50-Counter] = CO[0, 49 - Counter];
CO[1, 50-Counter] = CO[1, 49 - Counter];
CO[2, 50-Counter] = CO[2, 49 - Counter];
}
CO[0,0] = index;
CO[1,0] = High;
CO[2,0] = Low;
}
HighestHi = -1;
LowestLo = 9999;
For counter = 0 to NCOs-1 Begin
If CO[1, counter] > HighestHi then
HighestHi = CO[1, counter];
If CO[2, counter] < LowestLo then
LowestLo = CO[2, counter];
End;
Totalbars = index - CO[0, NCOs -1];
If TotalBars < NBars then
{
Buy("b",AtStop,HighestHi + atr(4)*0.5);
Sell("s",AtStop,LowestLo - atr(4)*0.5);
}
ExitLong("bx",AtStop,Lowest(Low, TrailBar));
ExitShort("sx",AtStop, Highest(High, TrailBar));
즐거운 하루되세요
> 파랭 님이 쓴 글입니다.
> 제목 : 수식문의드립니다.
> 예스랭귀지에 맞게 변경 부탁드립니다.
Input: FastMA(12), SlowMA(26), MacdMA(9), NCOs(4), NBars(50), Trailbar(6);
Vars: MVal(0), MAvg(0), MDif(0), TotalBars(0), HighestHi(0), LowestLo(0);
Array: CO[2,50](0);
MVal = MACD(Close, FastMA, SlowMA);
MAvg = XAverage(MACD(Close, FastMA, SlowMA), MacdMA);
MDif = MAval - MAvg;
{Store the MACD Cross information in the CO array}
If MDif Crosses Over 0 OR MDIF Crosses Under 0 Then Begin
For counter = 0 to 49 Begin
CO[0, 50-Counter] = CO[0, 49 - Counter];
CO[1, 50-Counter] = CO[1, 49 - Counter];
CO[2, 50-Counter] = CO[2, 49 - Counter];
End;
CO[0,0] = BarNumber;
CO[1,0] = High;
CO[2,0] = Low;
End;
{Find the Highest High and the Lowest Low of the cross over and under bars}
HighestHi = -1;
LowestLo = 9999;
For counter = 0 to NCOs-1 Begin
If CO[1, counter] > HighestHi then
HighestHi = CO[1, counter];
If CO[2, counter] < LowestLo then
LowestLo = CO[2, counter];
End;
{If the las N crosses coccured in the last 50 bars, then place the buy and sell orders}
Totalbars = BarNumber - CO[0, NCOs -1];
If TotalBars < NBars then Begin
Buy at HighestHi + Average(TrueRange,4)*0.5 stop;
Sell at LowestLo - Average(TrueRange,4)*0.5 stop;
End;
{Trailing stop oders}
ExitLong next bar at Lowest(Low, TrailBar) Stop;
ExitShort next bar at Highest(High, TraiBar) Stop;
말로 풀어서 설명드리는 것보다 언어로 설명드리는게 더 편하실 것 같아 이렇게 부탁드립니다. 좋은 하루 보내세요!
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