예스스탁
예스스탁 답변
2022-11-22 14:19:30
안녕하세요
예스스탁입니다.
input : sl_type(1); #1:ATR, 2:Absolute, 3:"%"
input : sl_perc(4),atr_length(10),atr_mult(4),sl_absol(10);
input : startDate(20160101),finishDate(21000101);
var : time_cond(false),sl_val(0),ps(0),trailing_sl(0),long_signal(false),short_signal(false);
time_cond = sdate >= startDate and sdate <= finishDate;
sl_val = iff(sl_type == 1,atr_mult * atr(atr_length),iff(sl_type == 2, sl_absol,close * sl_perc / 100));
long_signal = ps != 1 and high > trailing_sl;
short_signal = ps != -1 and low < trailing_sl;
// Calculate SL
trailing_sl = iff(short_signal,high + sl_val,
iff(long_signal,low - sl_val,
iff(ps == 1 , max(low - sl_val, trailing_sl),
iff(ps == -1 , min(high + sl_val, trailing_sl),
trailing_sl))));
ps = iff(long_signal, 1 ,iff(short_signal ,-1 , ps));
if time_cond and ps != 1 then
{
var1 = 1;
var2 = Index;
}
if time_cond and ps != -1 then
{
var1 = -1;
}
if var1 == 1 and DayOpen >= DayClose(1)*1.02 and Index >= var2 and Index <= var2+1 Then
Find(1);
즐거운 하루되세요
> 매치다는 님이 쓴 글입니다.
> 제목 : 잘 부탁드립니다
> input : sl_type(1); #1:ATR, 2:Absolute, 3:"%"
input : sl_perc(4),atr_length(10),atr_mult(4),sl_absol(10);
input : startDate(20160101),finishDate(21000101);
var : time_cond(false),sl_val(0),ps(0),trailing_sl(0),long_signal(false),short_signal(false);
time_cond = sdate >= startDate and sdate <= finishDate;
sl_val = iff(sl_type == 1,atr_mult * atr(atr_length),iff(sl_type == 2, sl_absol,close * sl_perc / 100));
long_signal = ps != 1 and high > trailing_sl;
short_signal = ps != -1 and low < trailing_sl;
// Calculate SL
trailing_sl = iff(short_signal,high + sl_val,
iff(long_signal,low - sl_val,
iff(ps == 1 , max(low - sl_val, trailing_sl),
iff(ps == -1 , min(high + sl_val, trailing_sl),
trailing_sl))));
ps = iff(long_signal, 1 ,iff(short_signal ,-1 , ps));
if time_cond and ps != 1 then
buy("long");
if time_cond and ps != -1 then
sell("short");
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