커뮤니티
수식어 부탁드립니다
2020-08-24 13:13:28
1101
글번호 141716
첨부 이미지
그림1
Input : short(12), long(26), signal(9),Profit(20),Drop(10);
input : StartTime(70000),EndTime(55000);
var : Tcond(false);
Var : MACDv(0), MACDs(0),macdo(0) ;
if (sdate != sdate[1] and stime >= StartTime) or
(sdate == sdate[1] and stime >= StartTime and stime[1] < StartTime) Then
Tcond = true;
if (sdate != sdate[1] and stime >= EndTime) or
(sdate == sdate[1] and stime >= EndTime and stime[1] < EndTime) Then
Tcond = False;
MACDv = MACD(short, long);
MACDs = ema(MACDv,signal);
macdo = MACDv-MACDs;
if Tcond == true then
{
if MarketPosition <= 0 and crossup(MACDO,0) Then
buy("b");
if MarketPosition >= 0 and CrossDown(MACDO,0) Then
sell("s");
if MarketPosition == 1 then
{
if highest(H,BarsSinceEntry) >= EntryPrice+Profit then
{
ExitLong("bx",AtStop,highest(H,BarsSinceEntry)-drop);
}
}
if MarketPosition == 1 then
{
if Lowest(L,BarsSinceEntry) <= EntryPrice-Profit then
{
ExitShort("sx",AtStop,Lowest(L,BarsSinceEntry)+drop);
}
}
}
if EndTime > StartTime Then
SetStopEndofday(EndTime);
Else
{
if sdate != sdate[1] Then
SetStopEndofday(EndTime);
if bdate != bdate[1] Then
SetStopEndofday(0);
}
----------------------------
수식어를 통한 특정기간,시간의 진입 신호가 나오질 않아서 문의 드립니다
- 1. 142360_111.jpg (0.46 MB)
답변 1
예스스탁 예스스탁 답변
2020-08-25 09:58:24
안녕하세요
예스스탁입니다.
시작시간 체크와 끝시간체크 조건이 동시에 충족이되면
식작성상 하단에 위치한 Tcond = False;이 적용됩니다.
시간조건 내용의 위치를 서로 변경하시면 됩니다.
Input : short(12), long(26), signal(9),Profit(20),Drop(10);
input : StartTime(70000),EndTime(55000);
var : Tcond(false);
Var : MACDv(0), MACDs(0),macdo(0) ;
if (sdate != sdate[1] and stime >= EndTime) or
(sdate == sdate[1] and stime >= EndTime and stime[1] < EndTime) Then
Tcond = False;
if (sdate != sdate[1] and stime >= StartTime) or
(sdate == sdate[1] and stime >= StartTime and stime[1] < StartTime) Then
Tcond = true;
MACDv = MACD(short, long);
MACDs = ema(MACDv,signal);
macdo = MACDv-MACDs;
if Tcond == true then
{
if MarketPosition <= 0 and crossup(MACDO,0) Then
buy("b");
if MarketPosition >= 0 and CrossDown(MACDO,0) Then
sell("s");
if MarketPosition == 1 then
{
if highest(H,BarsSinceEntry) >= EntryPrice+Profit then
{
ExitLong("bx",AtStop,highest(H,BarsSinceEntry)-drop);
}
}
if MarketPosition == 1 then
{
if Lowest(L,BarsSinceEntry) <= EntryPrice-Profit then
{
ExitShort("sx",AtStop,Lowest(L,BarsSinceEntry)+drop);
}
}
}
if EndTime > StartTime Then
SetStopEndofday(EndTime);
Else
{
if sdate != sdate[1] Then
SetStopEndofday(EndTime);
if bdate != bdate[1] Then
SetStopEndofday(0);
}
즐거운 하루되세요
> 푸른 님이 쓴 글입니다.
> 제목 : 수식어 부탁드립니다
> Input : short(12), long(26), signal(9),Profit(20),Drop(10);
input : StartTime(70000),EndTime(55000);
var : Tcond(false);
Var : MACDv(0), MACDs(0),macdo(0) ;
if (sdate != sdate[1] and stime >= StartTime) or
(sdate == sdate[1] and stime >= StartTime and stime[1] < StartTime) Then
Tcond = true;
if (sdate != sdate[1] and stime >= EndTime) or
(sdate == sdate[1] and stime >= EndTime and stime[1] < EndTime) Then
Tcond = False;
MACDv = MACD(short, long);
MACDs = ema(MACDv,signal);
macdo = MACDv-MACDs;
if Tcond == true then
{
if MarketPosition <= 0 and crossup(MACDO,0) Then
buy("b");
if MarketPosition >= 0 and CrossDown(MACDO,0) Then
sell("s");
if MarketPosition == 1 then
{
if highest(H,BarsSinceEntry) >= EntryPrice+Profit then
{
ExitLong("bx",AtStop,highest(H,BarsSinceEntry)-drop);
}
}
if MarketPosition == 1 then
{
if Lowest(L,BarsSinceEntry) <= EntryPrice-Profit then
{
ExitShort("sx",AtStop,Lowest(L,BarsSinceEntry)+drop);
}
}
}
if EndTime > StartTime Then
SetStopEndofday(EndTime);
Else
{
if sdate != sdate[1] Then
SetStopEndofday(EndTime);
if bdate != bdate[1] Then
SetStopEndofday(0);
}
----------------------------
수식어를 통한 특정기간,시간의 진입 신호가 나오질 않아서 문의 드립니다
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