커뮤니티
전략식 변환 부탁드립니다.
2020-09-20 13:47:56
814
글번호 142541
안녕하세요
아래 두가지 전략식을 예트 언어로 변환 부탁드립니다.
전략1)
Vars : SP(0), TickSize(0);
SP = SignalPosition;
TickSize = OneTick * PriceScale;
Params : vN(5);
Vars : vHH(0), vLL(0);
vLL = Lowest(L, vN);
vHH = Highest(H, vN);
Params : vperiod1(11), vperiod2(32);
Vars : vMa1(0), vMa2(0);
vMa1 = XAverage(C, vperiod1);
vMa2 = XAverage(C, vperiod2);
If SP = 0 Then
Begin
If vMa1 > vMa2 And L[1] >= vLL[2] And L < vLL[1] And H > vHH[1] Then Buy("B");
If vMa1 < vMa2 And H[1] <= vHH[2] And H > vHH[1] And L < vLL[1] Then Sell("S");
End;
Params : vExitP(342), vExitL(149);
SetStopLoss(vExitL * TickSize * CurrentContracts);
SetProfitTarget(vExitP * TickSize * CurrentContracts);
전략2)
Params: SSTIME(074001), EETIME(030000);
Vars : TCOND(False);
If SSTIME < EETIME Then
Begin
If SSTIME <= TIME And TIME <= EETIME Then TCOND = True
Else TCOND = False;
End
Else
Begin
If SSTIME <= TIME Or TIME <= EETIME Then TCOND = True
Else TCOND = False;
End;
If TCOND Then
Begin
Params : pLeng( 18 ), pAtrAdj( 0.8 ) ;
v1 = ATR( pLeng ) * pAtrAdj;
if SignalPosition != 1 then
ExitLong ( "EntryAtrStop LX", AtStop, C - v1 ) ;
Params : pLeng1( 1 ), pAtrVal( 0.3 ) ;
v1 = ATR( pLeng1 ) * pAtrVal;
if SignalPosition != - 1 then
ExitShort ( "EntryAtrStop LX11", AtStop, C + v1 ) ;
End;
답변 1
예스스탁 예스스탁 답변
2020-09-23 17:59:32
안녕하세요
예스스탁입니다.
1
Vars : SP(0), TickSize(0);
SP = MarketPosition;
TickSize = PriceScale;
input : vN(5);
Vars : vHH(0), vLL(0);
vLL = Lowest(L, vN);
vHH = Highest(H, vN);
input : vperiod1(11), vperiod2(32);
Vars : vMa1(0), vMa2(0);
vMa1 = Ema(C, vperiod1);
vMa2 = Ema(C, vperiod2);
If SP == 0 Then
Begin
If vMa1 > vMa2 And L[1] >= vLL[2] And L < vLL[1] And H > vHH[1] Then Buy("B");
If vMa1 < vMa2 And H[1] <= vHH[2] And H > vHH[1] And L < vLL[1] Then Sell("S");
End;
input : vExitP(342), vExitL(149);
SetStopLoss(vExitL * TickSize,PointStop);
SetStopProfitTarget(vExitP * TickSize,PointStop);
2
input: SSTIME(074001), EETIME(030000);
input : pLeng( 18 ), pAtrAdj( 0.8 ) ;
input : pLeng1( 1 ), pAtrVal( 0.3 ) ;
Vars : TCOND(False),v1(0),v2(0);
If SSTIME < EETIME Then
Begin
If SSTIME <= sTIME And sTIME <= EETIME Then
TCOND = True;
Else
TCOND = False;
End
Else
Begin
If SSTIME <= sTIME Or sTIME <= EETIME Then
TCOND = True;
Else
TCOND = False;
End;
v1 = ATR( pLeng ) * pAtrAdj;
v2 = ATR( pLeng1 ) * pAtrVal;
If TCOND Then
Begin
if MarketPosition != 1 then
ExitLong ( "EntryAtrStop LX", AtStop, C - v1 ) ;
if MarketPosition != - 1 then
ExitShort ( "EntryAtrStop LX11", AtStop, C + v2 ) ;
End;
즐거운 하루되세요
> 판사 님이 쓴 글입니다.
> 제목 : 전략식 변환 부탁드립니다.
> 안녕하세요
아래 두가지 전략식을 예트 언어로 변환 부탁드립니다.
전략1)
Vars : SP(0), TickSize(0);
SP = SignalPosition;
TickSize = OneTick * PriceScale;
Params : vN(5);
Vars : vHH(0), vLL(0);
vLL = Lowest(L, vN);
vHH = Highest(H, vN);
Params : vperiod1(11), vperiod2(32);
Vars : vMa1(0), vMa2(0);
vMa1 = XAverage(C, vperiod1);
vMa2 = XAverage(C, vperiod2);
If SP = 0 Then
Begin
If vMa1 > vMa2 And L[1] >= vLL[2] And L < vLL[1] And H > vHH[1] Then Buy("B");
If vMa1 < vMa2 And H[1] <= vHH[2] And H > vHH[1] And L < vLL[1] Then Sell("S");
End;
Params : vExitP(342), vExitL(149);
SetStopLoss(vExitL * TickSize * CurrentContracts);
SetProfitTarget(vExitP * TickSize * CurrentContracts);
전략2)
Params: SSTIME(074001), EETIME(030000);
Vars : TCOND(False);
If SSTIME < EETIME Then
Begin
If SSTIME <= TIME And TIME <= EETIME Then TCOND = True
Else TCOND = False;
End
Else
Begin
If SSTIME <= TIME Or TIME <= EETIME Then TCOND = True
Else TCOND = False;
End;
If TCOND Then
Begin
Params : pLeng( 18 ), pAtrAdj( 0.8 ) ;
v1 = ATR( pLeng ) * pAtrAdj;
if SignalPosition != 1 then
ExitLong ( "EntryAtrStop LX", AtStop, C - v1 ) ;
Params : pLeng1( 1 ), pAtrVal( 0.3 ) ;
v1 = ATR( pLeng1 ) * pAtrVal;
if SignalPosition != - 1 then
ExitShort ( "EntryAtrStop LX11", AtStop, C + v1 ) ;
End;
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