예스스탁
예스스탁 답변
2022-10-25 14:41:06
안녕하세요
예스스탁입니다.
input : Period(10);
Var:선두께(1),상승색(red), 하락색(blue);
Var:j(0),T(0);
Var: date11(0),date12(0),time11(0),time12(0),TL1(0),TL(0),
date21(0),date22(0),time21(0),time22(0),
date31(0),date32(0),time31(0),time32(0),tx(0),tx1(0),tl4(0);
Array:HiVal[20](0),LoVal[20](0),HiBar[20](0),LoBar[20](0)/*,ZZ[20](0)*/;
Array:r[7](0),fr[7](0),TL2[7](0),TL3[7](0),TX2[7](0),TX3[7](0);
r[0] = 0;
r[1] = 2;
r[2] = 3.;
r[3] = -1;
r[4] = -2.;
r[5] = 1;
r[6] = 0.5;
For j = 0 To 19
{
HiBar[j] = HiBar[j] + 1;
LoBar[j] = LoBar[j] + 1;
}
if crossup(c,highest(H,Period)[1]) Then
T = 1;
if CrossDown(c,Lowest(L,Period)[1]) Then
T = -1;
If T == -1 Then
{
If T[1] != -1 Then
{
For j = 18 DownTo 0
{
LoVal[j+1] = LoVal[j];
LoBar[j+1] = LoBar[j];
//ZZ[j+1] = ZZ[j];
}
LoVal[0] = L;
LoBar[0] = 0;
//ZZ[0] = L;
date11 = date[HiBar[0]];
time11 = stime[HiBar[0]];
Value11 = HiVal[0];
date12 = date[LoBar[0]];
time12 = stime[LoBar[0]];
Value12 = LoVal[0];
TL_Delete(tl);
TL = TL_New(sdate,stime,Value12,NextBarSdate,NextBarStime,NextBarOpen);
TL1 = TL_New(date11,time11,Value11,date12,time12,Value12);
TL_SetColor(TL1,하락색);
Tx = Text_New(date11,time11,Value11,"●");
#동그라미 색상, 빨강
Text_SetColor(Tx,Green);
Text_SetStyle(Tx,2,2);
Text_SetSize(tx,7);
//tx = Text_New(date11,time11,Value11,NumToStr(value11,2)+NewLine+NumToStr(value11,2)+NewLine);
//Text_SetStyle(tx,2,1);
date21 = date[HiBar[0]];
time21 = stime[HiBar[0]];
date22 = date[0];
time22 = stime[0];
for j = 0 to 6
{
fr[j] = LoVal[1] + ((HiVal[0] - LoVal[1]) * r[j]);
}
#TL2[1] = TL_New(date21,time21,fr[1],date22,time22,fr[1]);
#TL_SetColor(TL2[1],RED);
#TL_SetStyle(TL2[1], 3);
#TL2[2] = TL_New(date21,time21,fr[2],date22,time22,fr[2]);
#TL_SetColor(TL2[2],RED);
#TL_SetSize(TL2[2],1);
#TX2[2] = Text_New(date22,time22,fr[2],NumToStr(fr[2],2));
#Text_SetColor(Tx2[2],BWHITE);
#Text_SetStyle(TX2[2],1,1);
#TL2[3] = TL_New(date21,time21,fr[3],date22,time22,fr[3]);
#TL_SetColor(TL2[3],RED);
#TL_SetStyle(TL2[3], 3);
#TL2[4] = TL_New(date21,time21,fr[4],date22,time22,fr[4]);
#TL_SetColor(TL2[4],RED);
#TL_SetSize(TL2[4],1);
#TX2[4] = Text_New(date22,time22,fr[4],NumToStr(fr[4],2));
#Text_SetColor(Tx2[4],BWHITE);
#Text_SetStyle(TX2[4],1,0);
}
If LoVal[0] > L Then
{
LoVal[0] = L;
LoBar[0] = 0;
//ZZ[0] = L;
date12 = date[LoBar[0]];
time12 = stime[LoBar[0]];
Value12 = LoVal[0];
TL_SetEnd(TL1, date12,time12,Value12);
date22 = date[0];
time22 = stime[0];
TL_SetEnd(TL2[0],date22,time22,fr[0]);
TL_SetEnd(TL2[1],date22,time22,fr[1]);
TL_SetEnd(TL2[2],date22,time22,fr[2]);
Text_SetLocation(TX2[2],date22,time22,fr[2]);
TL_SetEnd(TL2[3],date22,time22,fr[3]);
TL_SetEnd(TL2[4],date22,time22,fr[4]);
Text_SetLocation(TX2[4],date22,time22,fr[4]);
TL_SetEnd(TL2[5],date22,time22,fr[5]);
TL_SetEnd(TL2[6],date22,time22,fr[6]);
TL_Delete(tl);
TL = TL_New(sdate,stime,Value12,NextBarSdate,NextBarStime,NextBarOpen);
}
}
If T == 1 Then
{
If T[1] != 1 Then
{
For j = 18 DownTo 0
{
HiVal[j+1] = HiVal[j];
HiBar[j+1] = HiBar[j];
//ZZ[j+1] = ZZ[j];
}
HiVal[0] = H;
HiBar[0] = 0;
//ZZ[0] = H;
date11 = date[LoBar[0]];
time11 = stime[LoBar[0]];
Value11 = LoVal[0];
date12 = date[HiBar[0]];
time12 = stime[HiBar[0]];
Value12 = HiVal[0];
TL_Delete(tl);
TL = TL_New(sdate,stime,Value12,NextBarSdate,NextBarStime,NextBarOpen);
TL1 = TL_New(date11,time11,Value11,date12,time12,Value12);
TL_SetColor(TL1,상승색);
Tx1 = Text_New(date11,time11,Value11,"●");
#동그라미 색상, 파랑
Text_SetColor(Tx1,Green);
Text_SetStyle(Tx1,2,2);
Text_SetSize(tx1,7);
//tx = Text_New(date11,time11,Value11,NewLine+NumToStr(value11,2)+NewLine+NumToStr(value11,2));
//Text_SetStyle(tx,2,0);
date31 = date[LoBar[0]];
time31 = stime[LoBar[0]];
date32 = date[0];
time32 = stime[0];
for j = 0 to 5
{
fr[j] = LoVal[0] + ((HiVal[1] - LoVal[0]) * r[j]);
}
}
If HiVal[0] < H Then
{
HiVal[0] = H;
HiBar[0] = 0;
//ZZ[0] = H;
date12 = date[HiBar[0]];
time12 = stime[HiBar[0]];
Value12 = HiVal[0];
TL_SetEnd(TL1, date12,time12,Value12);
date32 = date[0];
time32 = stime[0];
TL_SetEnd(TL3[0],date32,time32,fr[0]);
TL_SetEnd(TL3[1],date32,time32,fr[1]);
TL_SetEnd(TL3[2],date32,time32,fr[2]);
Text_SetLocation(TX3[2],date32,time32,fr[2]);
TL_SetEnd(TL3[3],date32,time32,fr[3]);
TL_SetEnd(TL3[4],date32,time32,fr[4]);
Text_SetLocation(TX3[4],date32,time32,fr[4]);
TL_SetEnd(TL3[5],date32,time32,fr[5]);
TL_SetEnd(TL3[6],date32,time32,fr[6]);
TL_Delete(tl);
TL = TL_New(sdate,stime,Value12,NextBarSdate,NextBarStime,NextBarOpen);
}
}
TL_SetSize(TL1,선두께);
//TL_SetEnd(tl,NextBarSdate,NextBarStime,NextBarOpen);
input : 익절틱수(0),손절틱수(40);
var : DD(0),Year(0),V1(0),V2(0),V3(0),V4(0),summer(False);
var : ST(0),ET(0),entry(0);
var : mav(0),S(0),LL(0),HH(0),Z(0);
if NextBarSdate != sDate Then
{
DD = DayOfWeek(NextBarSdate);
Year = Floor(NextBarSdate/10000);
V1 = (10000 * Year) + (100 * 3) + 1;
V2 = 15 - dayofweek(v1);
v3 = (10000 * Year) + (100 * 11) + 1;
v4 = 8 - dayofweek(v3);
Summer = Sdate > (10000 * Year) + (100 * 3) + v2 and Sdate < (10000 * Year) + (100 * 11) + v4;
if summer == true Then
{
ST = 70000;
ET = 55000;
}
Else
{
ST = 80000;
ET = 65000;
}
}
mav = ma(C,2300);
if Bdate != Bdate[1] Then
{
S = 0;
LL = 0;
entry = 0;
if C > mav Then
Condition1 = true;
Else
Condition1 = False;
}
if (MarketPosition != 0 and MarketPosition != MarketPosition[1]) or
(MarketPosition == MarketPosition[1] and TotalTrades > TotalTrades[1]) Then
entry = entry+1;
if Year > 0 Then
{
IF ET > ST Then
SetStopEndofday(ET);
Else
{
if NextBarSdate != sDate Then
SetStopEndofday(ET);
}
if ((NextBarSdate != sDate and NextBarStime >= ST) or
(NextBarSdate == sDate and NextBarStime >= ST and sTime < ST)) Then
{
if ET < ST Then
SetStopEndofday(0);
}
}
if Condition1 == true Then
{
if T == 1 and T != T[1] and bdate[LoBar[0]] == Bdate and Loval[0] > mav[LoBar[0]] Then
{
if LL == 0 or (LL > 0 and LoVal[0] < LL ) Then
{
LL = LoVal[0];
S = S+1;
}
}
if MarketPosition <= 0 and S == 6 and LoVal[0] > LoVal[1] Then
{
Buy();
hh = hival[0];
Z = 1;
}
}
if MarketPosition == 1 Then
{
if T == -1 and T != T[1] Then
{
if hival[0] > hh Then
{
hh = hival[0];
Z = Z+1;
if Z == 5 Then
ExitLong();
}
}
}
SetStopProfittarget(PriceScale*익절틱수,PointStop);
SetStopLoss(PriceScale*손절틱수,PointStop);
즐거운 하루되세요
> 푸른 님이 쓴 글입니다.
> 제목 : 문의 드립니다.
> input : Period(10);
Var:선두께(1),상승색(red), 하락색(blue);
Var:j(0),T(0);
Var: date11(0),date12(0),time11(0),time12(0),TL1(0),TL(0),
date21(0),date22(0),time21(0),time22(0),
date31(0),date32(0),time31(0),time32(0),tx(0),tx1(0),tl4(0);
Array:HiVal[20](0),LoVal[20](0),HiBar[20](0),LoBar[20](0)/*,ZZ[20](0)*/;
Array:r[7](0),fr[7](0),TL2[7](0),TL3[7](0),TX2[7](0),TX3[7](0);
r[0] = 0;
r[1] = 2;
r[2] = 3.;
r[3] = -1;
r[4] = -2.;
r[5] = 1;
r[6] = 0.5;
For j = 0 To 19
{
HiBar[j] = HiBar[j] + 1;
LoBar[j] = LoBar[j] + 1;
}
if crossup(c,highest(H,Period)[1]) Then
T = 1;
if CrossDown(c,Lowest(L,Period)[1]) Then
T = -1;
If T == -1 Then
{
If T[1] != -1 Then
{
Sell();
For j = 18 DownTo 0
{
LoVal[j+1] = LoVal[j];
LoBar[j+1] = LoBar[j];
//ZZ[j+1] = ZZ[j];
}
LoVal[0] = L;
LoBar[0] = 0;
//ZZ[0] = L;
date11 = date[HiBar[0]];
time11 = stime[HiBar[0]];
Value11 = HiVal[0];
date12 = date[LoBar[0]];
time12 = stime[LoBar[0]];
Value12 = LoVal[0];
TL_Delete(tl);
TL = TL_New(sdate,stime,Value12,NextBarSdate,NextBarStime,NextBarOpen);
TL1 = TL_New(date11,time11,Value11,date12,time12,Value12);
TL_SetColor(TL1,하락색);
Tx = Text_New(date11,time11,Value11,"●");
#동그라미 색상, 빨강
Text_SetColor(Tx,Green);
Text_SetStyle(Tx,2,2);
Text_SetSize(tx,7);
//tx = Text_New(date11,time11,Value11,NumToStr(value11,2)+NewLine+NumToStr(value11,2)+NewLine);
//Text_SetStyle(tx,2,1);
date21 = date[HiBar[0]];
time21 = stime[HiBar[0]];
date22 = date[0];
time22 = stime[0];
for j = 0 to 6
{
fr[j] = LoVal[1] + ((HiVal[0] - LoVal[1]) * r[j]);
}
#TL2[1] = TL_New(date21,time21,fr[1],date22,time22,fr[1]);
#TL_SetColor(TL2[1],RED);
#TL_SetStyle(TL2[1], 3);
#TL2[2] = TL_New(date21,time21,fr[2],date22,time22,fr[2]);
#TL_SetColor(TL2[2],RED);
#TL_SetSize(TL2[2],1);
#TX2[2] = Text_New(date22,time22,fr[2],NumToStr(fr[2],2));
#Text_SetColor(Tx2[2],BWHITE);
#Text_SetStyle(TX2[2],1,1);
#TL2[3] = TL_New(date21,time21,fr[3],date22,time22,fr[3]);
#TL_SetColor(TL2[3],RED);
#TL_SetStyle(TL2[3], 3);
#TL2[4] = TL_New(date21,time21,fr[4],date22,time22,fr[4]);
#TL_SetColor(TL2[4],RED);
#TL_SetSize(TL2[4],1);
#TX2[4] = Text_New(date22,time22,fr[4],NumToStr(fr[4],2));
#Text_SetColor(Tx2[4],BWHITE);
#Text_SetStyle(TX2[4],1,0);
}
If LoVal[0] > L Then
{
LoVal[0] = L;
LoBar[0] = 0;
//ZZ[0] = L;
date12 = date[LoBar[0]];
time12 = stime[LoBar[0]];
Value12 = LoVal[0];
TL_SetEnd(TL1, date12,time12,Value12);
date22 = date[0];
time22 = stime[0];
TL_SetEnd(TL2[0],date22,time22,fr[0]);
TL_SetEnd(TL2[1],date22,time22,fr[1]);
TL_SetEnd(TL2[2],date22,time22,fr[2]);
Text_SetLocation(TX2[2],date22,time22,fr[2]);
TL_SetEnd(TL2[3],date22,time22,fr[3]);
TL_SetEnd(TL2[4],date22,time22,fr[4]);
Text_SetLocation(TX2[4],date22,time22,fr[4]);
TL_SetEnd(TL2[5],date22,time22,fr[5]);
TL_SetEnd(TL2[6],date22,time22,fr[6]);
TL_Delete(tl);
TL = TL_New(sdate,stime,Value12,NextBarSdate,NextBarStime,NextBarOpen);
}
}
If T == 1 Then
{
If T[1] != 1 Then
{
Buy();
For j = 18 DownTo 0
{
HiVal[j+1] = HiVal[j];
HiBar[j+1] = HiBar[j];
//ZZ[j+1] = ZZ[j];
}
HiVal[0] = H;
HiBar[0] = 0;
//ZZ[0] = H;
date11 = date[LoBar[0]];
time11 = stime[LoBar[0]];
Value11 = LoVal[0];
date12 = date[HiBar[0]];
time12 = stime[HiBar[0]];
Value12 = HiVal[0];
TL_Delete(tl);
TL = TL_New(sdate,stime,Value12,NextBarSdate,NextBarStime,NextBarOpen);
TL1 = TL_New(date11,time11,Value11,date12,time12,Value12);
TL_SetColor(TL1,상승색);
Tx1 = Text_New(date11,time11,Value11,"●");
#동그라미 색상, 파랑
Text_SetColor(Tx1,Green);
Text_SetStyle(Tx1,2,2);
Text_SetSize(tx1,7);
//tx = Text_New(date11,time11,Value11,NewLine+NumToStr(value11,2)+NewLine+NumToStr(value11,2));
//Text_SetStyle(tx,2,0);
date31 = date[LoBar[0]];
time31 = stime[LoBar[0]];
date32 = date[0];
time32 = stime[0];
for j = 0 to 5
{
fr[j] = LoVal[0] + ((HiVal[1] - LoVal[0]) * r[j]);
}
}
If HiVal[0] < H Then
{
HiVal[0] = H;
HiBar[0] = 0;
//ZZ[0] = H;
date12 = date[HiBar[0]];
time12 = stime[HiBar[0]];
Value12 = HiVal[0];
TL_SetEnd(TL1, date12,time12,Value12);
date32 = date[0];
time32 = stime[0];
TL_SetEnd(TL3[0],date32,time32,fr[0]);
TL_SetEnd(TL3[1],date32,time32,fr[1]);
TL_SetEnd(TL3[2],date32,time32,fr[2]);
Text_SetLocation(TX3[2],date32,time32,fr[2]);
TL_SetEnd(TL3[3],date32,time32,fr[3]);
TL_SetEnd(TL3[4],date32,time32,fr[4]);
Text_SetLocation(TX3[4],date32,time32,fr[4]);
TL_SetEnd(TL3[5],date32,time32,fr[5]);
TL_SetEnd(TL3[6],date32,time32,fr[6]);
TL_Delete(tl);
TL = TL_New(sdate,stime,Value12,NextBarSdate,NextBarStime,NextBarOpen);
}
}
TL_SetSize(TL1,선두께);
//TL_SetEnd(tl,NextBarSdate,NextBarStime,NextBarOpen);
-------------------------
위 추세선 수식어를 지표식으로 변경하고 (시스템식으로 바로 사용해도 상관없음 )
그걸 응용하여 그래프내용처럼 식을 구하고자합니다.
장시직시 봉차트가 이동평균선 2300선 위일때
계단식 하락 6파동후 매수 2번째 신호시 체결후 상승 5파에 청산
계단식 상승 6파동후 매도 2번째 신호시 체결후 하락 5파에 청산하는식을
한 수식어에 포함하고자 합니다.
처음의 그래프는 위 수식어의 출력자료입니다.
매매시간의 수식어는 아래 분봉시스템 자료를 대입하면 좋겠고
손절은 40틱 입니다.
input : 익절틱수(0),손절틱수(40);
var : DD(0),Year(0),V1(0),V2(0),V3(0),V4(0),summer(False);
var : ST(0),ET(0),entry(0);
if NextBarSdate != sDate Then
{
DD = DayOfWeek(NextBarSdate);
Year = Floor(NextBarSdate/10000);
V1 = (10000 * Year) + (100 * 3) + 1;
V2 = 15 - dayofweek(v1);
v3 = (10000 * Year) + (100 * 11) + 1;
v4 = 8 - dayofweek(v3);
Summer = Sdate > (10000 * Year) + (100 * 3) + v2 and Sdate < (10000 * Year) + (100 * 11) + v4;
if summer == true Then
{
ST = 70000;
ET = 55000;
}
Else
{
ST = 80000;
ET = 65000;
}
}
if Bdate != Bdate[1] Then
entry = 0;
if (MarketPosition != 0 and MarketPosition != MarketPosition[1]) or
(MarketPosition == MarketPosition[1] and TotalTrades > TotalTrades[1]) Then
entry = entry+1;
if Year > 0 Then
{
IF ET > ST Then
SetStopEndofday(ET);
Else
{
if NextBarSdate != sDate Then
SetStopEndofday(ET);
}
if ((NextBarSdate != sDate and NextBarStime >= ST) or
(NextBarSdate == sDate and NextBarStime >= ST and sTime < ST)) Then
{
if ET < ST Then
SetStopEndofday(0);
SetStopProfittarget(PriceScale*익절틱수,PointStop);
SetStopLoss(PriceScale*손절틱수,PointStop);