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시스템식 도움부탁드립니다

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당일선물
2022-11-30 18:26:27
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아래지표를 활용하여 타주기분(15) ▲ 중 일때 현주기 ▲ 발생시 매수 타주기분(15) ▼ 중 일때 현주기 ▼ 발생시 매도 매수 청산 = 현주기 longstop 선을 종가상 아래일때 매도 청산 = 현주기 shortstop 선을 종가상 위 일때 매수손절= 신호발생시 longstop 선 값 하회시 손절 매도손절= 신호발생시 shortstop 선 값 상회시 손절 매수익절 = 신호발생시 (현재가 - longstop ) * 2 도달시 매도익절 = 신호발생시 (shortstop - 현재가 )* 2 도달시 을 시스템 식으로 부탁드립니다 수고하세요 =========== input : length(2),mult(2),useClose(true),크기(25)); var : ATrv(0),longStop(0),longStopprev(0),shortStop(0),shortStopPrev(0); var : hsc(0),dir(1),longcolor(Orange),shortcolor(lightgreen),tx(0); var : truehighv(0),TrueLowv(0),TrueRangev(0),hsatr(0) ; var : xClose(0),xOpen(0),xHigh(0),xLow(0); if index == 0 then { xOpen = open; xClose = (O+H+L+C)/4; xHigh = MaxList( high, xOpen, xClose); xLow = MinList( low, xOpen,xClose); } else { xClose = (O+H+L+C)/4; xOpen = (xOpen [1] + xClose [1])/2 ; xHigh = MaxList(High, xOpen, xClose) ; xLow = MinList(Low, xOpen, xClose) ; } //////// If xClose[1] > xHigh then TrueHighv = xClose[1]; else TrueHighv = xHigh; If xClose[1] < xLow then TrueLowv = xClose[1]; else TrueLowv = xLow; TrueRangev = TrueHighv - TrueLowv; hsatr = ma(TrueRangev,length); hsc = xclose ; ////////// atrv = mult * hsatr; longStop = IFf(useClose , highest(hsc, length) , highest(xHigh,length)) - atrv; longStopPrev = longStop[1]; longStop = iff(hsc[1] > longStopPrev , max(longStop, longStopPrev) , longStop); shortStop = IFf(useClose , lowest(hsc, length) , lowest(xLow,length)) + atrv; shortStopPrev = shortStop[1]; shortStop = iff(hsc[1] < shortStopPrev , min(shortStop, shortStopPrev) , shortStop); dir = iff(hsc > shortStopPrev , 1 ,iff( hsc < longStopPrev , -1 , dir)); IF dir == 1 Then { plot1(longStop,"Long Stop",longColor); NoPlot(2); } Else { NoPlot(1); plot2(shortStop,"Short Stop",shortColor); } //////// ///////////// if dir == 1 and dir[1] == -1 Then { tx = Text_New(sDate,sTime,longStop,"▲"); Text_SetStyle(tx,2,0); Text_SetSize(tx, 크기); Text_SetColor(tx,red); } if dir == -1 and dir[1] == 1 Then { tx = Text_New(sDate,sTime,shortStop,"▼"); Text_SetStyle(tx,2,1); Text_SetSize(tx, 크기); Text_SetColor(tx,blue); }
시스템
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예스스탁 예스스탁 답변

2022-12-01 11:30:52

안녕하세요 예스스탁입니다. input : 분(15),length(2),mult(2),useClose(true),크기(25); var : ATrv(0),longStop(0),longStopprev(0),shortStop(0),shortStopPrev(0); var : dir(1),dir1(0),longcolor(Crimson),shortcolor(Blue),tx(0); var : truehighv(0),TrueLowv(0),hsatr(0) ; var : xClose(0),xOpen(0),xHigh(0),xLow(0); var : xClose1(0),xOpen1(0),xHigh1(0),xLow1(0); var : S1(0),D1(0),TM(0),TF(0),cnt(0),ii(0); var : sum(0),longStop1(0),shortStop1(0),hv(0),lv(0); Array : TrueRangev[100](0),AccumValue[100](0); Array : oo[100](0),hh[100](0),ll[100](0),cc[100](0),hsc[100](0); if Bdate != Bdate[1] Then { S1 = TimeToMinutes(stime); D1 = sdate; } if D1 > 0 then { if sdate == D1 Then TM = TimeToMinutes(stime)-S1; Else TM = TimeToMinutes(stime)+1440-S1; TF = TM%분; if Bdate != Bdate[1] or (Bdate == Bdate[1] and 분 > 1 and TF < TF[1]) or (Bdate == Bdate[1] and 분 > 1 and TM >= TM[1]+분) or (Bdate == Bdate[1] and 분 == 1 and TM > TM[1]) Then { ii = ii +1; For cnt = 99 DownTo 1 { TrueRangev[cnt] = TrueRangev[cnt-1]; oo[cnt] = oo[cnt-1]; hh[cnt] = hh[cnt-1]; ll[cnt] = ll[cnt-1]; cc[cnt] = cc[cnt-1]; hsc[cnt] = hsc[cnt-1]; } AccumValue[0] = AccumValue[0]+1; oo[0] = o; hh[0] = h; ll[0] = l; Xopen1 = xopen[1]; Xhigh1 = xhigh[1]; Xlow1 = xlow[1]; Xclose1 = xclose[1]; longStop1 = longStop[1]; ShortStop1 = shortStop[1]; dir1 = dir[1]; var1 = 0; var2 = 0; } if hh[0] > 0 and h > hh[0] Then hh[0] = h; if ll[0] > 0 and l < ll[0] Then ll[0] = l; cc[0] = c; if ii == 1 then { xOpen = oo[0]; xClose = (oo[0]+hh[0]+ll[0]+cc[0])/4; xHigh = MaxList(hh[0], xOpen, xClose); xLow = MinList(ll[0], xOpen,xClose); } else { xClose = (oo[0]+hh[0]+ll[0]+cc[0])/4; xOpen = (xOpen1 + xClose1)/2 ; xHigh = MaxList(hh[0], xOpen, xClose) ; xLow = MinList(ll[0], xOpen, xClose) ; } hsc[0] = xclose ; if ii > 1 Then { //////// If xClose1 > xHigh then TrueHighv = xClose1; else TrueHighv = xHigh; If xClose1 < xLow then TrueLowv = xClose1; else TrueLowv = xLow; TrueRangev[0] = TrueHighv - TrueLowv; } if ii > 2 Then { if TrueRangev[length-1] > 0 Then { sum = 0; For cnt = 0 to length-1 { sum = sum + TrueRangev[cnt]; } hsatr = sum/length; } atrv = mult * hsatr; hv = 0; lv = 0; For cnt = 0 to length-1 { if useClose == true Then { if hv == 0 or (hv > 0 and hsc[cnt] > hv) Then hv = hsc[cnt]; if lv == 0 or (lv > 0 and hsc[cnt] < lv) Then lv = hsc[cnt]; } Else { if hv == 0 or (hv > 0 and hh[cnt] > hv) Then hv = hv[cnt]; if lv == 0 or (lv > 0 and ll[cnt] < lv) Then lv = ll[cnt]; } } longStop = hv - atrv; longStopPrev = longStop1; longStop = iff(hsc[1] > longStopPrev , max(longStop, longStopPrev) , longStop); shortStop = lv + atrv; shortStopPrev = shortStop1; shortStop = iff(hsc[1] < shortStopPrev , min(shortStop, shortStopPrev) , shortStop); dir = iff(hsc[0] > shortStopPrev , 1 ,iff(hsc[0] < longStopPrev , -1 , dir1)); } } var : ATrvv(0),lS(0),lSprev(0),sS(0),sSPrev(0); var : hscv(0),dirv(1),lc(Orange),sc(lightgreen),txv(0); var : th(0),TL(0),TRv(0),hsatrv(0) ; var : xC(0),xO(0),xH(0),xL(0); if index == 0 then { xO = open; xC = (O+H+L+C)/4; xH = MaxList( high, xO, xC); xL = MinList( low, xO,xC); } else { xC = (O+H+L+C)/4; xO = (xO[1] + xC[1])/2 ; xH = MaxList(High, xO, xC) ; xL = MinList(Low, xO, xC) ; } //////// If xC[1] > xH then TH = xC[1]; else TH = xH; If xC[1] < xL then TL = xC[1]; else TL = xL; TRv = TH - TL; hsatrv = ma(TRv,length); hscv = xC; atrvv = mult * hsatrv; lS = IFf(useClose , highest(hscv, length) , highest(xH,length)) - atrvv; lSPrev = lS[1]; lS = iff(hscv[1] > lSPrev , max(lS, lSPrev) , lS); sS = IFf(useClose , lowest(hscv, length) , lowest(xL,length)) + atrvv; sSPrev = sS[1]; sS = iff(hscv[1] < sSPrev , min(sS, sSPrev) , sS); dirv = iff(hscv > sSPrev , 1 ,iff(hscv < lSPrev , -1 , dirv)); if dirv == 1 and dirv[1] == -1 Then { if MarketPosition <= 0 and dir == 1 Then Buy(); } if dirv == -1 and dirv[1] == 1 Then { if MarketPosition >= 0 and dir == -1 Then sell(); } if MarketPosition == 1 Then { if c < lS Then ExitLong("bx1"); ExitLong("bx2",AtStop,lS[BarsSinceEntry]); ExitLong("bx3",AtLimit,EntryPrice+abs(EntryPrice- ls[BarsSinceEntry])*2); } if MarketPosition == -1 Then { if c > sS Then ExitShort("sx1"); ExitShort("sx2",AtStop,sS[BarsSinceEntry]); ExitShort("sx3",AtLimit,EntryPrice-abs(EntryPrice- sS[BarsSinceEntry])*2); } 즐거운 하루되세요 > 당일선물 님이 쓴 글입니다. > 제목 : 시스템식 도움부탁드립니다 > 아래지표를 활용하여 타주기분(15) ▲ 중 일때 현주기 ▲ 발생시 매수 타주기분(15) ▼ 중 일때 현주기 ▼ 발생시 매도 매수 청산 = 현주기 longstop 선을 종가상 아래일때 매도 청산 = 현주기 shortstop 선을 종가상 위 일때 매수손절= 신호발생시 longstop 선 값 하회시 손절 매도손절= 신호발생시 shortstop 선 값 상회시 손절 매수익절 = 신호발생시 (현재가 - longstop ) * 2 도달시 매도익절 = 신호발생시 (shortstop - 현재가 )* 2 도달시 을 시스템 식으로 부탁드립니다 수고하세요 =========== input : length(2),mult(2),useClose(true),크기(25)); var : ATrv(0),longStop(0),longStopprev(0),shortStop(0),shortStopPrev(0); var : hsc(0),dir(1),longcolor(Orange),shortcolor(lightgreen),tx(0); var : truehighv(0),TrueLowv(0),TrueRangev(0),hsatr(0) ; var : xClose(0),xOpen(0),xHigh(0),xLow(0); if index == 0 then { xOpen = open; xClose = (O+H+L+C)/4; xHigh = MaxList( high, xOpen, xClose); xLow = MinList( low, xOpen,xClose); } else { xClose = (O+H+L+C)/4; xOpen = (xOpen [1] + xClose [1])/2 ; xHigh = MaxList(High, xOpen, xClose) ; xLow = MinList(Low, xOpen, xClose) ; } //////// If xClose[1] > xHigh then TrueHighv = xClose[1]; else TrueHighv = xHigh; If xClose[1] < xLow then TrueLowv = xClose[1]; else TrueLowv = xLow; TrueRangev = TrueHighv - TrueLowv; hsatr = ma(TrueRangev,length); hsc = xclose ; ////////// atrv = mult * hsatr; longStop = IFf(useClose , highest(hsc, length) , highest(xHigh,length)) - atrv; longStopPrev = longStop[1]; longStop = iff(hsc[1] > longStopPrev , max(longStop, longStopPrev) , longStop); shortStop = IFf(useClose , lowest(hsc, length) , lowest(xLow,length)) + atrv; shortStopPrev = shortStop[1]; shortStop = iff(hsc[1] < shortStopPrev , min(shortStop, shortStopPrev) , shortStop); dir = iff(hsc > shortStopPrev , 1 ,iff( hsc < longStopPrev , -1 , dir)); IF dir == 1 Then { plot1(longStop,"Long Stop",longColor); NoPlot(2); } Else { NoPlot(1); plot2(shortStop,"Short Stop",shortColor); } //////// ///////////// if dir == 1 and dir[1] == -1 Then { tx = Text_New(sDate,sTime,longStop,"▲"); Text_SetStyle(tx,2,0); Text_SetSize(tx, 크기); Text_SetColor(tx,red); } if dir == -1 and dir[1] == 1 Then { tx = Text_New(sDate,sTime,shortStop,"▼"); Text_SetStyle(tx,2,1); Text_SetSize(tx, 크기); Text_SetColor(tx,blue); }