커뮤니티
문의 드립니다
2023-08-22 05:21:56
1219
글번호 171728
Inputs: Length(10), ATRs(1.5), Pval(0.05);
Variables: KUpper(0), BuySetup(False), BuyBase(0);
Variables: KLower(0), SellSetup(False), SellBase(0);
KUpper = KeltnerChannel(Close, Length, ATRs);
KLower = KeltnerChannel(Close, Length, -ATRs);
Condition1 = Crossup(Close, KUpper);
Condition2 = CrossDown(Close, KLower);
If MarketPosition() == 1 OR Close < MA(close, Length) Then
BuySetup = False;
Else
If Condition1 Then Begin
BuySetup = True;
BuyBase = High;
End;
If MarketPosition() == -1 OR Close > MA(Close, Length) Then
SellSetup = False;
Else
If Condition2 Then Begin
SellSetup = True;
SellBase = Low;
End;
//설명 : Keltner Channel Long Entry
If BuySetup Then
Buy ("KC_LE", AtStop, BuyBase + Pval);
//설명 : Keltner Channel Short Entry
If SellSetup Then
Sell ("KC_SE", AtStop, SellBase - Pval);
---------------------
위 수식어에서
Buy신호 이후 Sell신호에 청산되는 수식어 하나
Sell신호 이후 Buy신호에 청산되는 2가지 수식어로 분리를 부탁드립니다.
미리 감사 드립니다.
답변 1
예스스탁 예스스탁 답변
2023-08-22 13:35:24
안녕하세요
예스스탁입니다.
1
Inputs: Length(10), ATRs(1.5), Pval(0.05);
Variables: KUpper(0), BuySetup(False), BuyBase(0);
Variables: KLower(0), SellSetup(False), SellBase(0);
KUpper = KeltnerChannel(Close, Length, ATRs);
KLower = KeltnerChannel(Close, Length, -ATRs);
Condition1 = Crossup(Close, KUpper);
Condition2 = CrossDown(Close, KLower);
If MarketPosition() == 1 OR Close < MA(close, Length) Then
BuySetup = False;
Else
If Condition1 Then Begin
BuySetup = True;
BuyBase = High;
End;
If MarketPosition() == -1 OR Close > MA(Close, Length) Then
SellSetup = False;
Else
If Condition2 Then Begin
SellSetup = True;
SellBase = Low;
End;
//설명 : Keltner Channel Long Entry
If BuySetup Then
Buy ("KC_LE", AtStop, BuyBase + Pval);
//설명 : Keltner Channel Short Entry
If SellSetup Then
ExitLong ("KC_SE", AtStop, SellBase - Pval);
2
Inputs: Length(10), ATRs(1.5), Pval(0.05);
Variables: KUpper(0), BuySetup(False), BuyBase(0);
Variables: KLower(0), SellSetup(False), SellBase(0);
KUpper = KeltnerChannel(Close, Length, ATRs);
KLower = KeltnerChannel(Close, Length, -ATRs);
Condition1 = Crossup(Close, KUpper);
Condition2 = CrossDown(Close, KLower);
If MarketPosition() == 1 OR Close < MA(close, Length) Then
BuySetup = False;
Else
If Condition1 Then Begin
BuySetup = True;
BuyBase = High;
End;
If MarketPosition() == -1 OR Close > MA(Close, Length) Then
SellSetup = False;
Else
If Condition2 Then Begin
SellSetup = True;
SellBase = Low;
End;
//설명 : Keltner Channel Long Entry
If BuySetup Then
ExitShort ("KC_LE", AtStop, BuyBase + Pval);
//설명 : Keltner Channel Short Entry
If SellSetup Then
Sell ("KC_SE", AtStop, SellBase - Pval);
즐거운 하루되세요
> 푸른 님이 쓴 글입니다.
> 제목 : 문의 드립니다
> Inputs: Length(10), ATRs(1.5), Pval(0.05);
Variables: KUpper(0), BuySetup(False), BuyBase(0);
Variables: KLower(0), SellSetup(False), SellBase(0);
KUpper = KeltnerChannel(Close, Length, ATRs);
KLower = KeltnerChannel(Close, Length, -ATRs);
Condition1 = Crossup(Close, KUpper);
Condition2 = CrossDown(Close, KLower);
If MarketPosition() == 1 OR Close < MA(close, Length) Then
BuySetup = False;
Else
If Condition1 Then Begin
BuySetup = True;
BuyBase = High;
End;
If MarketPosition() == -1 OR Close > MA(Close, Length) Then
SellSetup = False;
Else
If Condition2 Then Begin
SellSetup = True;
SellBase = Low;
End;
//설명 : Keltner Channel Long Entry
If BuySetup Then
Buy ("KC_LE", AtStop, BuyBase + Pval);
//설명 : Keltner Channel Short Entry
If SellSetup Then
Sell ("KC_SE", AtStop, SellBase - Pval);
---------------------
위 수식어에서
Buy신호 이후 Sell신호에 청산되는 수식어 하나
Sell신호 이후 Buy신호에 청산되는 2가지 수식어로 분리를 부탁드립니다.
미리 감사 드립니다.