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수식 문의드립니다.

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고민중
2023-06-09 00:22:16
1006
글번호 169640
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트레이드 스테이션용 수식을 예스트레이더수식으로 변환하고 싶습니다. 1) Inputs: period(10), apower(0.75), highthreshold(.50), lowthreshold(1.05); vars: highrange(0), lowrange(0), nhr(0), nlr(0), hrmax(0), lrmax(0); { high and low ranges } highrange = high - low[period]; lowrange = low - high[period]; { lowrange = low - low[period]; } { normalized ranges } nhr = highrange/power(period,apower)/avgtruerange(period); nlr = lowrange/power(period,apower)/avgtruerange(period); hrmax = highest(nhr,period); lrmax = lowest(nlr,period); { trading signals } { buy when inside the threshold values } if hrmax > highthreshold and lrmax < lowthreshold then buy 1 contract this bar on close { sell when outside the threshold values } else if hrmax < highthreshold and lrmax > lowthreshold then sell short 1 contract this bar on close; 2)
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예스스탁 예스스탁 답변

2023-06-12 08:46:20

안녕하세요 예스스탁입니다. Inputs: period(10), apower(0.75), highthreshold(.50), lowthreshold(1.05); vars: highrange(0), lowrange(0), nhr(0), nlr(0), hrmax(0), lrmax(0); highrange = high - low[period]; lowrange = low - high[period]; nhr = highrange/power(period,apower)/ATR(period); nlr = lowrange/power(period,apower)/ATR(period); hrmax = highest(nhr,period); lrmax = lowest(nlr,period); if hrmax > highthreshold and lrmax < lowthreshold then buy("b",OnClose,Def,1); if hrmax < highthreshold and lrmax > lowthreshold then sell("s",OnClose,Def,1); 즐거운 하루되세요 > 고민중 님이 쓴 글입니다. > 제목 : 수식 문의드립니다. > 트레이드 스테이션용 수식을 예스트레이더수식으로 변환하고 싶습니다. 1) Inputs: period(10), apower(0.75), highthreshold(.50), lowthreshold(1.05); vars: highrange(0), lowrange(0), nhr(0), nlr(0), hrmax(0), lrmax(0); { high and low ranges } highrange = high - low[period]; lowrange = low - high[period]; { lowrange = low - low[period]; } { normalized ranges } nhr = highrange/power(period,apower)/avgtruerange(period); nlr = lowrange/power(period,apower)/avgtruerange(period); hrmax = highest(nhr,period); lrmax = lowest(nlr,period); { trading signals } { buy when inside the threshold values } if hrmax > highthreshold and lrmax < lowthreshold then buy 1 contract this bar on close { sell when outside the threshold values } else if hrmax < highthreshold and lrmax > lowthreshold then sell short 1 contract this bar on close; 2)