커뮤니티
문의 드립니다
2023-08-29 07:11:51
811
글번호 171923
1.
Inputs: Length(10), Pval(0.05);
Variables: Mom(0);
Mom = C- C[Length];
If Mom > 0 AND Mom >= Mom[1] AND MarketPosition() <> 1 Then
Buy ("Mom_LE", AtStop, High + Pval);
If Mom < 0 AND Mom <= Mom[1] AND MarketPosition() <> -1 Then
ExitLong ("Mom_SE", AtStop, Low - Pval);
2.
Inputs: Length1(10),Length2(3),Length3(3),OverSold(30),OverBought(70);
Variables: KLine(0), DLine(0);
KLine = StochasticsK(Length1,Length2);
DLine = StochasticsD(Length1,Length2,Length3);
If Crossup(KLine, DLine) AND KLine < OverSold AND DLine < OverSold Then
Buy ("Stch_LE");
If CrossDown(KLine, DLine) AND KLine > OverBought AND DLine > OverBought Then
ExitLong("Stch_SE");
3.
Input: Length(5), Pval(0.05);
Buy ("CBI_LE", AtStop, Highest(High, Length) + Pval);
ExitLong("CBI_SE", AtStop, Lowest(Low, Length) - Pval);
해외선물에 적용하고 있습니다.
3가지의 수식어 해석을 부탁드리고 3가지 수식어를 추가를 부탁들입니다.
1.
매매시간을 아침7시부터 익일 아침6시
2.
익절 100 손절 100
3.
장중 진입횟수 4회
답변 1
예스스탁 예스스탁 답변
2023-08-29 11:39:54
안녕하세요
예스스탁입니다.
1
모멘텀(N봉대비 종가 증감)이 0이상이고 전봉대비 증가하면 고가+pval값 이상 시세 발생하면 매수
모멘텀(N봉대비 종가 증감)이 0이하이고 전봉대비 감소하면 저가-pval값 이하 시세 발생하면 청산
input : StartTime(70000),EndTime(053000),진입횟수(4);
input : 익절틱수(100),손절틱수(100);
Inputs: Length(10), Pval(0.05);
var : Tcond(False),entry(0);
Variables: Mom(0);
IF Endtime > starttime Then
SetStopEndofday(Endtime);
Else
{
if sDate != sDate[1] Then
SetStopEndofday(Endtime);
}
if (sdate != sdate[1] and stime >= StartTime) or
(sdate == sdate[1] and stime >= StartTime and stime[1] < StartTime) Then
{
Tcond = true;
entry = 0;
IF Endtime <= starttime Then
{
SetStopEndofday(0);
}
}
if (sdate != sdate[1] and stime >= EndTime) or
(sdate == sdate[1] and stime >= EndTime and stime[1] < EndTime) Then
{
Tcond = False;
}
if (MarketPosition != 0 and MarketPosition != MarketPosition[1]) or
(MarketPosition == MarketPosition[1] and TotalTrades > TotalTrades[1]) Then
entry = entry+1;
Mom = C- C[Length];
if Tcond == true and entry < 진입횟수 Then
{
If Mom > 0 AND Mom >= Mom[1] AND MarketPosition() <> 1 Then
Buy ("Mom_LE", AtStop, High + Pval);
If Mom < 0 AND Mom <= Mom[1] AND MarketPosition() <> -1 Then
ExitLong ("Mom_SE", AtStop, Low - Pval);
}
SetStopProfittarget(PriceScale*익절틱수,PointStop);
SetStopLoss(PriceScale*손절틱수,PointStop);
2
슬로우K가 슬로우D가 모두 과매도선 아래일때 슬로우K가 슬로우D를 상향돌파하면 매수
슬로우K가 슬로우D가 모두 과매수선 위일때 슬로우K가 슬로우D를 하향이탈하면 청산
input : StartTime(70000),EndTime(053000),진입횟수(4);
input : 익절틱수(100),손절틱수(100);
Inputs: Length1(10),Length2(3),Length3(3),OverSold(30),OverBought(70);
Variables: KLine(0), DLine(0);
var : Tcond(False),entry(0);
IF Endtime > starttime Then
SetStopEndofday(Endtime);
Else
{
if sDate != sDate[1] Then
SetStopEndofday(Endtime);
}
if (sdate != sdate[1] and stime >= StartTime) or
(sdate == sdate[1] and stime >= StartTime and stime[1] < StartTime) Then
{
Tcond = true;
entry = 0;
IF Endtime <= starttime Then
{
SetStopEndofday(0);
}
}
if (sdate != sdate[1] and stime >= EndTime) or
(sdate == sdate[1] and stime >= EndTime and stime[1] < EndTime) Then
{
Tcond = False;
}
if (MarketPosition != 0 and MarketPosition != MarketPosition[1]) or
(MarketPosition == MarketPosition[1] and TotalTrades > TotalTrades[1]) Then
entry = entry+1;
KLine = StochasticsK(Length1,Length2);
DLine = StochasticsD(Length1,Length2,Length3);
if Tcond == true and entry < 진입횟수 Then
{
If Crossup(KLine, DLine) AND KLine < OverSold AND DLine < OverSold Then
Buy ("Stch_LE");
If CrossDown(KLine, DLine) AND KLine > OverBought AND DLine > OverBought Then
ExitLong("Stch_SE");
}
SetStopProfittarget(PriceScale*익절틱수,PointStop);
SetStopLoss(PriceScale*손절틱수,PointStop);
3
N일간 최고가 + Pval이상 갱신하면 매수
N일간 최저가 - Pval이상 갱신하면 청산
input : StartTime(70000),EndTime(053000),진입횟수(4);
input : 익절틱수(100),손절틱수(100);
Input: Length(5), Pval(0.05);
var : Tcond(False),entry(0);
IF Endtime > starttime Then
SetStopEndofday(Endtime);
Else
{
if sDate != sDate[1] Then
SetStopEndofday(Endtime);
}
if (sdate != sdate[1] and stime >= StartTime) or
(sdate == sdate[1] and stime >= StartTime and stime[1] < StartTime) Then
{
Tcond = true;
entry = 0;
IF Endtime <= starttime Then
{
SetStopEndofday(0);
}
}
if (sdate != sdate[1] and stime >= EndTime) or
(sdate == sdate[1] and stime >= EndTime and stime[1] < EndTime) Then
{
Tcond = False;
}
if (MarketPosition != 0 and MarketPosition != MarketPosition[1]) or
(MarketPosition == MarketPosition[1] and TotalTrades > TotalTrades[1]) Then
entry = entry+1;
if Tcond == true and entry < 진입횟수 Then
{
Buy ("CBI_LE", AtStop, Highest(High, Length) + Pval);
ExitLong("CBI_SE", AtStop, Lowest(Low, Length) - Pval);
}
SetStopProfittarget(PriceScale*익절틱수,PointStop);
SetStopLoss(PriceScale*손절틱수,PointStop);
즐거운 하루되세요
> 푸른 님이 쓴 글입니다.
> 제목 : 문의 드립니다
> 1.
Inputs: Length(10), Pval(0.05);
Variables: Mom(0);
Mom = C- C[Length];
If Mom > 0 AND Mom >= Mom[1] AND MarketPosition() <> 1 Then
Buy ("Mom_LE", AtStop, High + Pval);
If Mom < 0 AND Mom <= Mom[1] AND MarketPosition() <> -1 Then
ExitLong ("Mom_SE", AtStop, Low - Pval);
2.
Inputs: Length1(10),Length2(3),Length3(3),OverSold(30),OverBought(70);
Variables: KLine(0), DLine(0);
KLine = StochasticsK(Length1,Length2);
DLine = StochasticsD(Length1,Length2,Length3);
If Crossup(KLine, DLine) AND KLine < OverSold AND DLine < OverSold Then
Buy ("Stch_LE");
If CrossDown(KLine, DLine) AND KLine > OverBought AND DLine > OverBought Then
ExitLong("Stch_SE");
3.
Input: Length(5), Pval(0.05);
Buy ("CBI_LE", AtStop, Highest(High, Length) + Pval);
ExitLong("CBI_SE", AtStop, Lowest(Low, Length) - Pval);
해외선물에 적용하고 있습니다.
3가지의 수식어 해석을 부탁드리고 3가지 수식어를 추가를 부탁들입니다.
1.
매매시간을 아침7시부터 익일 아침6시
2.
익절 100 손절 100
3.
장중 진입횟수 4회
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