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매치다는
2022-11-20 17:31:15
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글번호 163965
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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"); ### 매수신호가 발생하는 종목중 전일대비 시가대비 2% 이상인 종목을 검색 하고자 합니다 0봉전 1봉전 종목 만 부탁 드립니다
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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"); ### 매수신호가 발생하는 종목중 전일대비 시가대비 2% 이상인 종목을 검색 하고자 합니다 0봉전 1봉전 종목 만 부탁 드립니다