파인스크립트로 작성된 전략을 예스랭귀지로 변환 부탁드립니다..ㅠㅠ
감사합니다!
//@version=4
strategy("Overnight Signal Strategy", overlay=true)
// Define input variables
fast_ma = input(title="Fast MA Period", type=input.integer, defval=10)
slow_ma = input(title="Slow MA Period", type=input.integer, defval=20)
// Calculate overnight signal
overnight_return = close - open
overnight_signal = sma(overnight_return, fast_ma) - sma(overnight_return, slow_ma)
// Define entry and exit conditions
long_entry = crossover(overnight_signal, 0)
short_entry = crossunder(overnight_signal, 0)
exit_position = timeframe.isintraday and (hour == 15 and minute >= 45)
// Enter long or short position based on signal
if long_entry
strategy.entry("Long", strategy.long)
if short_entry
strategy.entry("Short", strategy.short)
// Exit position intraday
if exit_position
strategy.close_all()
```
답변 1
예스스탁
예스스탁 답변
2023-07-14 09:42:59
안녕하세요
예스스탁입니다.
신호는 정규장이내에 발생해야 합니다.
당일청산을 국내선물기준으로 15시30분으로 지정해 드립니다.
input : fast_ma(10),slow_ma(20);
var : overnight_return(0),overnight_signal(0);
var : long_entry(False),short_entry(False);
overnight_return = close - open;
overnight_signal = ma(overnight_return, fast_ma) - ma(overnight_return, slow_ma);
long_entry = CrossUp(overnight_signal, 0);
short_entry = CrossDown(overnight_signal, 0);
if long_entry Then
Buy();
if short_entry Then
Sell();
SetStopEndofday(153000);
즐거운 하루되세요
> midasys 님이 쓴 글입니다.
> 제목 : 안녕하세요 파인스크립트를 예스랭귀지로 변환 부탁드립니다..!
> 파인스크립트로 작성된 전략을 예스랭귀지로 변환 부탁드립니다..ㅠㅠ
감사합니다!
//@version=4
strategy("Overnight Signal Strategy", overlay=true)
// Define input variables
fast_ma = input(title="Fast MA Period", type=input.integer, defval=10)
slow_ma = input(title="Slow MA Period", type=input.integer, defval=20)
// Calculate overnight signal
overnight_return = close - open
overnight_signal = sma(overnight_return, fast_ma) - sma(overnight_return, slow_ma)
// Define entry and exit conditions
long_entry = crossover(overnight_signal, 0)
short_entry = crossunder(overnight_signal, 0)
exit_position = timeframe.isintraday and (hour == 15 and minute >= 45)
// Enter long or short position based on signal
if long_entry
strategy.entry("Long", strategy.long)
if short_entry
strategy.entry("Short", strategy.short)
// Exit position intraday
if exit_position
strategy.close_all()
```