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시스템 수식전환 부탁
2020-09-09 22:22:11
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글번호 142237
예스 시스템 수식으로 전환부탁 드려요
<1>
매수진입
a=100*( (avg( (C+H+L)/3,20)+2*Stdev((C+H+L)/3,20))
-(Avg((C+H+L)/3,20)-2*Stdev((C+H+L)/3,20))) / Avg
((C+H+L)/3,20);
b=(Highest(v,기간1)+Lowest(V,기간1))/2;
CrossUp(c,highest(H(1),수치)) && v>b
매수청산
F=avg(c(10),20)>avg(c,20) &&
avg(c(10),30)>avg(c,30) &&
avg(c,20)<high &&
close<open;
F
매도진입
b=(Highest(v,기간1)+Lowest(V,기간1))/2;
CROSSDOWN(c,lowest(L(1),수치)) && v>b
매도청산
F=avg(c(10),20)<avg(c,20) &&
avg(c(10),30)<avg(c,30) &&
avg(c,20)>low &&
close>open;
F
추가설정
수치 3
기간1 9
<2>
매수진입
Crossup(h,BBandsUp(Period,D1)) and c >=
SAR(af,maxAF)
and V > avg(V,Period) * Multiple
&&
V > V(1) * Multiple
and
avg(c,MA1) >= avg(c,MA2)
and
Disparity(Period) <= Percent
매수청산
F=avg(c(10),20)>avg(c,20) &&
avg(c(10),30)>avg(c,30) &&
avg(c,20)<high &&
close<open;
F
매도진입
Crossdown(h,BBandsUp(Period,D1)) and c <
SAR(af,maxAF)
and V > avg(V,Period) * Multiple
&&
V > V(1) * Multiple
and
avg(c,MA1) >= avg(c,MA2)
and
Disparity(Period) <= Percent
매도청산
F=avg(c(10),20)<avg(c,20) &&
avg(c(10),30)<avg(c,30) &&
avg(c,20)>low &&
close>open;
F
추가설정
period 10
d1 2
af 0.02
maxaf 0.2
multipie 1
percent 100
ma1 1
ma2 20
답변 1
예스스탁 예스스탁 답변
2020-09-10 14:51:25
안녕하세요
예스스탁입니다.
1
input : 수치(3),기간1(9);
var : a(0),b(0);
a = 100*( (ma( (C+H+L)/3,20)+2*Std((C+H+L)/3,20))-(ma((C+H+L)/3,20)-2*Std((C+H+L)/3,20))) / ma((C+H+L)/3,20);
b = (Highest(v,기간1)+Lowest(V,기간1))/2;
if CrossUp(c,highest(H[1],수치)) && v > b Then
Buy();
if ma(c,20)[10]>ma(c,20) && ma(c,30)[10]>ma(c,30) && ma(c,20)<high && close<open Then
ExitLong();
if CrossDown(c,lowest(L[1],수치)) && v > b Then
Sell();
if ma(c,20)[10]<ma(c,20) && ma(c,30)[10]<ma(c,30) && ma(c,20)>low && close>open Then
ExitShort();
2
input : period(10),d1(2),af(0.02),maxaf(0.2),Multiple(1),percent(100),ma1(1),ma2(20);
if Crossup(h,BollBandUp(Period,D1)) and
c >= SAR(af,maxAF) and
V > ma(V,Period) * Multiple &&
V > V[1] * Multiple and
ma(c,MA1) >= ma(c,MA2) and
Disparity(Period) <= Percent Then
Buy();
if ma(c,20)[10]>ma(c,20) && ma(c,30)[10]>ma(c,30) && ma(c,20)<high && close<open Then
ExitLong();
if Crossdown(h,BollBandUp(Period,D1)) and
c < SAR(af,maxAF) and
V > ma(V,Period) * Multiple &&
V > V[1] * Multiple and
ma(c,MA1) >= ma(c,MA2) and
Disparity(Period) <= Percent Then
Sell();
if ma(c,20)[10]<ma(c,20) && ma(c,30)[10]<ma(c,30) && ma(c,20)>low && close>open Then
ExitShort();
즐거운 하루되세요
> 임진사댁원장 님이 쓴 글입니다.
> 제목 : 시스템 수식전환 부탁
> 예스 시스템 수식으로 전환부탁 드려요
<1>
매수진입
a=100*( (avg( (C+H+L)/3,20)+2*Stdev((C+H+L)/3,20))
-(Avg((C+H+L)/3,20)-2*Stdev((C+H+L)/3,20))) / Avg
((C+H+L)/3,20);
b=(Highest(v,기간1)+Lowest(V,기간1))/2;
CrossUp(c,highest(H(1),수치)) && v>b
매수청산
F=avg(c(10),20)>avg(c,20) &&
avg(c(10),30)>avg(c,30) &&
avg(c,20)<high &&
close<open;
F
매도진입
b=(Highest(v,기간1)+Lowest(V,기간1))/2;
CROSSDOWN(c,lowest(L(1),수치)) && v>b
매도청산
F=avg(c(10),20)<avg(c,20) &&
avg(c(10),30)<avg(c,30) &&
avg(c,20)>low &&
close>open;
F
추가설정
수치 3
기간1 9
<2>
매수진입
Crossup(h,BBandsUp(Period,D1)) and c >=
SAR(af,maxAF)
and V > avg(V,Period) * Multiple
&&
V > V(1) * Multiple
and
avg(c,MA1) >= avg(c,MA2)
and
Disparity(Period) <= Percent
매수청산
F=avg(c(10),20)>avg(c,20) &&
avg(c(10),30)>avg(c,30) &&
avg(c,20)<high &&
close<open;
F
매도진입
Crossdown(h,BBandsUp(Period,D1)) and c <
SAR(af,maxAF)
and V > avg(V,Period) * Multiple
&&
V > V(1) * Multiple
and
avg(c,MA1) >= avg(c,MA2)
and
Disparity(Period) <= Percent
매도청산
F=avg(c(10),20)<avg(c,20) &&
avg(c(10),30)<avg(c,30) &&
avg(c,20)>low &&
close>open;
F
추가설정
period 10
d1 2
af 0.02
maxaf 0.2
multipie 1
percent 100
ma1 1
ma2 20