커뮤니티
문의드립니다.
2023-09-27 11:42:50
902
글번호 172798
var : factor(3), AtrPeriod(6);
var : src(0), AtrV(0),upperBand(0),lowerBand(0), prevLowerBand(0), prevUpperBand(0);
var : prevSuperTrend(0), superTrend(C), direction(0),alpha(0),source(0);
if CurrentBar > 1 Then {
src = (H+L)/2;
alpha = 1 / AtrPeriod ;
source = max(high - low, abs(high - close[1]), abs(low - close[1]));
ATrV = alpha * source + (1 - alpha) * ATrV[1];
upperBand = src + factor * AtrV;
lowerBand = src - factor * AtrV;
prevLowerBand = lowerBand[1];
prevUpperBand = upperBand[1];
if lowerBand > prevLowerBand or close[1] < prevLowerBand Then
lowerBand = lowerBand;
Else
lowerBand = prevLowerBand;
if upperBand < prevUpperBand or close[1] > prevUpperBand Then
upperBand = upperBand;
Else
upperBand = prevUpperBand;
if C > UpperBand Then
direction = 1;
if C < LowerBand Then
direction = -1;
if direction == 1 Then
supertrend = lowerband;
Else
supertrend = upperband;
}
var : factor(5), AtrPeriod(10);
var : src(0), AtrV(0),upperBand(0),lowerBand(0), prevLowerBand(0), prevUpperBand(0);
var : prevSuperTrend(0), superTrend(C), direction(0),alpha(0),source(0);
if CurrentBar > 1 Then {
src = (H+L)/2;
alpha = 1 / AtrPeriod ;
source = max(high - low, abs(high - close[1]), abs(low - close[1]));
ATrV = alpha * source + (1 - alpha) * ATrV[1];
upperBand = src + factor * AtrV;
lowerBand = src - factor * AtrV;
prevLowerBand = lowerBand[1];
prevUpperBand = upperBand[1];
if lowerBand > prevLowerBand or close[1] < prevLowerBand Then
lowerBand = lowerBand;
Else
lowerBand = prevLowerBand;
if upperBand < prevUpperBand or close[1] > prevUpperBand Then
upperBand = upperBand;
Else
upperBand = prevUpperBand;
if C > UpperBand Then
direction = 1;
if C < LowerBand Then
direction = -1;
if direction == 1 Then
supertrend = lowerband;
Else
supertrend = upperband;
}
2개 지표식은 맨위 변수만 다릅니다. 2개 지표식이 동시에 일치할 때만 매수, 매도가 나오는 시스템 매매식을 만들고 싶습니다.
미리 노고에 감사드립니다~
답변 2
예스스탁 예스스탁 답변
2023-10-04 14:14:30
안녕하세요
예스스탁입니다.
var : factor(3), AtrPeriod(6);
var : src(0), AtrV(0),upperBand(0),lowerBand(0), prevLowerBand(0), prevUpperBand(0);
var : prevSuperTrend(0), superTrend(C), direction(0),alpha(0),source(0);
if CurrentBar > 1 Then {
src = (H+L)/2;
alpha = 1 / AtrPeriod ;
source = max(high - low, abs(high - close[1]), abs(low - close[1]));
ATrV = alpha * source + (1 - alpha) * ATrV[1];
upperBand = src + factor * AtrV;
lowerBand = src - factor * AtrV;
prevLowerBand = lowerBand[1];
prevUpperBand = upperBand[1];
if lowerBand > prevLowerBand or close[1] < prevLowerBand Then
lowerBand = lowerBand;
Else
lowerBand = prevLowerBand;
if upperBand < prevUpperBand or close[1] > prevUpperBand Then
upperBand = upperBand;
Else
upperBand = prevUpperBand;
if C > UpperBand Then
direction = 1;
if C < LowerBand Then
direction = -1;
if direction == 1 Then
supertrend = lowerband;
Else
supertrend = upperband;
}
var : factor2(5), AtrPeriod2(10);
var : src2(0), AtrV2(0),upperBand2(0),lowerBand2(0), prevLowerBand2(0), prevUpperBand2(0);
var : prevSuperTrend2(0), superTrend2(C), direction2(0),alpha2(0),source2(0);
if CurrentBar > 1 Then
{
src2 = (H+L)/2;
alpha2 = 1 / AtrPeriod2;
source2 = max(high - low, abs(high - close[1]), abs(low - close[1]));
ATrV2 = alpha2 * source2 + (1 - alpha2) * ATrV2[1];
upperBand2 = src2 + factor2 * AtrV2;
lowerBand2 = src2 - factor2 * AtrV2;
prevLowerBand2 = lowerBand2[1];
prevUpperBand2 = upperBand2[1];
if lowerBand2 > prevLowerBand2 or close[1] < prevLowerBand2 Then
lowerBand2 = lowerBand2;
Else
lowerBand2 = prevLowerBand2;
if upperBand2 < prevUpperBand2 or close[1] > prevUpperBand2 Then
upperBand2 = upperBand2;
Else
upperBand2 = prevUpperBand2;
if C > UpperBand2 Then
direction2 = 1;
if C < LowerBand2 Then
direction2 = -1;
if direction2 == 1 Then
supertrend2 = lowerband2;
Else
supertrend2 = upperband2;
}
if direction == 1 and direction2 == 1 Then
Buy();
if direction == -1 and direction2 == -1 Then
Sell();
즐거운 하루되세요
> 카르마다 님이 쓴 글입니다.
> 제목 : 문의드립니다.
> var : factor(3), AtrPeriod(6);
var : src(0), AtrV(0),upperBand(0),lowerBand(0), prevLowerBand(0), prevUpperBand(0);
var : prevSuperTrend(0), superTrend(C), direction(0),alpha(0),source(0);
if CurrentBar > 1 Then {
src = (H+L)/2;
alpha = 1 / AtrPeriod ;
source = max(high - low, abs(high - close[1]), abs(low - close[1]));
ATrV = alpha * source + (1 - alpha) * ATrV[1];
upperBand = src + factor * AtrV;
lowerBand = src - factor * AtrV;
prevLowerBand = lowerBand[1];
prevUpperBand = upperBand[1];
if lowerBand > prevLowerBand or close[1] < prevLowerBand Then
lowerBand = lowerBand;
Else
lowerBand = prevLowerBand;
if upperBand < prevUpperBand or close[1] > prevUpperBand Then
upperBand = upperBand;
Else
upperBand = prevUpperBand;
if C > UpperBand Then
direction = 1;
if C < LowerBand Then
direction = -1;
if direction == 1 Then
supertrend = lowerband;
Else
supertrend = upperband;
}
var : factor(5), AtrPeriod(10);
var : src(0), AtrV(0),upperBand(0),lowerBand(0), prevLowerBand(0), prevUpperBand(0);
var : prevSuperTrend(0), superTrend(C), direction(0),alpha(0),source(0);
if CurrentBar > 1 Then {
src = (H+L)/2;
alpha = 1 / AtrPeriod ;
source = max(high - low, abs(high - close[1]), abs(low - close[1]));
ATrV = alpha * source + (1 - alpha) * ATrV[1];
upperBand = src + factor * AtrV;
lowerBand = src - factor * AtrV;
prevLowerBand = lowerBand[1];
prevUpperBand = upperBand[1];
if lowerBand > prevLowerBand or close[1] < prevLowerBand Then
lowerBand = lowerBand;
Else
lowerBand = prevLowerBand;
if upperBand < prevUpperBand or close[1] > prevUpperBand Then
upperBand = upperBand;
Else
upperBand = prevUpperBand;
if C > UpperBand Then
direction = 1;
if C < LowerBand Then
direction = -1;
if direction == 1 Then
supertrend = lowerband;
Else
supertrend = upperband;
}
2개 지표식은 맨위 변수만 다릅니다. 2개 지표식이 동시에 일치할 때만 매수, 매도가 나오는 시스템 매매식을 만들고 싶습니다.
미리 노고에 감사드립니다~
예스스탁 예스스탁 답변
2023-10-05 13:24:14
안녕하세요
예스스탁입니다.
아래와 같이 2개 중 하나만 방향이 반대로 가면 청산하는 수식만 추가하시면 됩니다.
기본식이 스위칭이 되는 식으로 일부청산 관계없이 반대조건 만족하면 스위칭되면서 청산을 합니다.
var : factor(3), AtrPeriod(6);
var : src(0), AtrV(0),upperBand(0),lowerBand(0), prevLowerBand(0), prevUpperBand(0);
var : prevSuperTrend(0), superTrend(C), direction(0),alpha(0),source(0);
if CurrentBar > 1 Then {
src = (H+L)/2;
alpha = 1 / AtrPeriod ;
source = max(high - low, abs(high - close[1]), abs(low - close[1]));
ATrV = alpha * source + (1 - alpha) * ATrV[1];
upperBand = src + factor * AtrV;
lowerBand = src - factor * AtrV;
prevLowerBand = lowerBand[1];
prevUpperBand = upperBand[1];
if lowerBand > prevLowerBand or close[1] < prevLowerBand Then
lowerBand = lowerBand;
Else
lowerBand = prevLowerBand;
if upperBand < prevUpperBand or close[1] > prevUpperBand Then
upperBand = upperBand;
Else
upperBand = prevUpperBand;
if C > UpperBand Then
direction = 1;
if C < LowerBand Then
direction = -1;
if direction == 1 Then
supertrend = lowerband;
Else
supertrend = upperband;
}
var : factor2(5), AtrPeriod2(10);
var : src2(0), AtrV2(0),upperBand2(0),lowerBand2(0), prevLowerBand2(0), prevUpperBand2(0);
var : prevSuperTrend2(0), superTrend2(C), direction2(0),alpha2(0),source2(0);
if CurrentBar > 1 Then
{
src2 = (H+L)/2;
alpha2 = 1 / AtrPeriod2;
source2 = max(high - low, abs(high - close[1]), abs(low - close[1]));
ATrV2 = alpha2 * source2 + (1 - alpha2) * ATrV2[1];
upperBand2 = src2 + factor2 * AtrV2;
lowerBand2 = src2 - factor2 * AtrV2;
prevLowerBand2 = lowerBand2[1];
prevUpperBand2 = upperBand2[1];
if lowerBand2 > prevLowerBand2 or close[1] < prevLowerBand2 Then
lowerBand2 = lowerBand2;
Else
lowerBand2 = prevLowerBand2;
if upperBand2 < prevUpperBand2 or close[1] > prevUpperBand2 Then
upperBand2 = upperBand2;
Else
upperBand2 = prevUpperBand2;
if C > UpperBand2 Then
direction2 = 1;
if C < LowerBand2 Then
direction2 = -1;
if direction2 == 1 Then
supertrend2 = lowerband2;
Else
supertrend2 = upperband2;
}
if MarketPosition <= 0 and direction == 1 and direction2 == 1 Then
Buy("b");
if MarketPosition >= 0 and direction == -1 and direction2 == -1 Then
Sell("s");
if MarketPosition == 1 Then
{
#2개 중 하나가 방향이 반대이면 보유수량 절반 청산
if CurrentContracts == MaxContracts and (direction == -1 or direction2 == -1) Then
ExitLong("bx1",OnClose,Def,"",floor(MaxContracts*0.5),1);
}
if MarketPosition == -1 Then
{
#2개 중 하나가 방향이 반대이면 보유수량 절반 청산
if CurrentContracts == MaxContracts and (direction == 1 or direction2 == 1) Then
ExitShort("sx1",OnClose,Def,"",floor(MaxContracts*0.5),1);
}
즐거운 하루되세요
> 예스스탁 님이 쓴 글입니다.
> 제목 : Re : 문의드립니다.
> 안녕하세요
예스스탁입니다.
var : factor(3), AtrPeriod(6);
var : src(0), AtrV(0),upperBand(0),lowerBand(0), prevLowerBand(0), prevUpperBand(0);
var : prevSuperTrend(0), superTrend(C), direction(0),alpha(0),source(0);
if CurrentBar > 1 Then {
src = (H+L)/2;
alpha = 1 / AtrPeriod ;
source = max(high - low, abs(high - close[1]), abs(low - close[1]));
ATrV = alpha * source + (1 - alpha) * ATrV[1];
upperBand = src + factor * AtrV;
lowerBand = src - factor * AtrV;
prevLowerBand = lowerBand[1];
prevUpperBand = upperBand[1];
if lowerBand > prevLowerBand or close[1] < prevLowerBand Then
lowerBand = lowerBand;
Else
lowerBand = prevLowerBand;
if upperBand < prevUpperBand or close[1] > prevUpperBand Then
upperBand = upperBand;
Else
upperBand = prevUpperBand;
if C > UpperBand Then
direction = 1;
if C < LowerBand Then
direction = -1;
if direction == 1 Then
supertrend = lowerband;
Else
supertrend = upperband;
}
var : factor2(5), AtrPeriod2(10);
var : src2(0), AtrV2(0),upperBand2(0),lowerBand2(0), prevLowerBand2(0), prevUpperBand2(0);
var : prevSuperTrend2(0), superTrend2(C), direction2(0),alpha2(0),source2(0);
if CurrentBar > 1 Then
{
src2 = (H+L)/2;
alpha2 = 1 / AtrPeriod2;
source2 = max(high - low, abs(high - close[1]), abs(low - close[1]));
ATrV2 = alpha2 * source2 + (1 - alpha2) * ATrV2[1];
upperBand2 = src2 + factor2 * AtrV2;
lowerBand2 = src2 - factor2 * AtrV2;
prevLowerBand2 = lowerBand2[1];
prevUpperBand2 = upperBand2[1];
if lowerBand2 > prevLowerBand2 or close[1] < prevLowerBand2 Then
lowerBand2 = lowerBand2;
Else
lowerBand2 = prevLowerBand2;
if upperBand2 < prevUpperBand2 or close[1] > prevUpperBand2 Then
upperBand2 = upperBand2;
Else
upperBand2 = prevUpperBand2;
if C > UpperBand2 Then
direction2 = 1;
if C < LowerBand2 Then
direction2 = -1;
if direction2 == 1 Then
supertrend2 = lowerband2;
Else
supertrend2 = upperband2;
}
if direction == 1 and direction2 == 1 Then
Buy();
if direction == -1 and direction2 == -1 Then
Sell();
즐거운 하루되세요
> 카르마다 님이 쓴 글입니다.
> 제목 : 문의드립니다.
> var : factor(3), AtrPeriod(6);
var : src(0), AtrV(0),upperBand(0),lowerBand(0), prevLowerBand(0), prevUpperBand(0);
var : prevSuperTrend(0), superTrend(C), direction(0),alpha(0),source(0);
if CurrentBar > 1 Then {
src = (H+L)/2;
alpha = 1 / AtrPeriod ;
source = max(high - low, abs(high - close[1]), abs(low - close[1]));
ATrV = alpha * source + (1 - alpha) * ATrV[1];
upperBand = src + factor * AtrV;
lowerBand = src - factor * AtrV;
prevLowerBand = lowerBand[1];
prevUpperBand = upperBand[1];
if lowerBand > prevLowerBand or close[1] < prevLowerBand Then
lowerBand = lowerBand;
Else
lowerBand = prevLowerBand;
if upperBand < prevUpperBand or close[1] > prevUpperBand Then
upperBand = upperBand;
Else
upperBand = prevUpperBand;
if C > UpperBand Then
direction = 1;
if C < LowerBand Then
direction = -1;
if direction == 1 Then
supertrend = lowerband;
Else
supertrend = upperband;
}
var : factor(5), AtrPeriod(10);
var : src(0), AtrV(0),upperBand(0),lowerBand(0), prevLowerBand(0), prevUpperBand(0);
var : prevSuperTrend(0), superTrend(C), direction(0),alpha(0),source(0);
if CurrentBar > 1 Then {
src = (H+L)/2;
alpha = 1 / AtrPeriod ;
source = max(high - low, abs(high - close[1]), abs(low - close[1]));
ATrV = alpha * source + (1 - alpha) * ATrV[1];
upperBand = src + factor * AtrV;
lowerBand = src - factor * AtrV;
prevLowerBand = lowerBand[1];
prevUpperBand = upperBand[1];
if lowerBand > prevLowerBand or close[1] < prevLowerBand Then
lowerBand = lowerBand;
Else
lowerBand = prevLowerBand;
if upperBand < prevUpperBand or close[1] > prevUpperBand Then
upperBand = upperBand;
Else
upperBand = prevUpperBand;
if C > UpperBand Then
direction = 1;
if C < LowerBand Then
direction = -1;
if direction == 1 Then
supertrend = lowerband;
Else
supertrend = upperband;
}
2개 지표식은 맨위 변수만 다릅니다. 2개 지표식이 동시에 일치할 때만 매수, 매도가 나오는 시스템 매매식을 만들고 싶습니다.
미리 노고에 감사드립니다~
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