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아.. 도저히 감이안오네요..
2008-10-15 20:27:52
1034
글번호 17551
TS 로 로직을 짠것인데.
이것을 YS로 바꿀려고 하는데..
감이안옵니다.
염치없지만 조금 힌트를 좀 주십시옹~
아래는 TS 로직을 바꿀려 노력한 것입니다
//spring
input: N(11),Strength(5),ClosePercentage(25),RangePercentage(150),EntryPercentofRange(50);
Var: PivotLow(0),Length(0),ATRLengthLimit(20),MinLength(3),EnterPrice(0),PriceToExit(0),Spring(False);
Condition10 = SwingLow(1,Low,Strength,Strength+1,N)<>-1
If Condition10 Then
Pivotlow = Low[strength];
Length = Strength;
If Length<AtrLengthLimit Then
Length = Length+1
Else
Spring = False;
Condition1 = Low < PivotLow;
Condition2 = Close > PivotLow;
Condition3 = Close >= High-(Range*(ClosePercentage/100));
Condition4 = Range >= AvgTrueRange(MaxList(Length,MinLength))*RangePercentage/100;
IF Condition1 AND Condition2 AND condition3 AND Condition4 Then {
Spring = True;
EnterPrice = Open of tomorrow + (Range*(EntryPercentofRange/100));
PriceToExit = PivotLow - 1point;
}
If Spring Then {
Buy next bar at EnterPeice Stop;
}
If MarketPosition == 1 Then {
Spring = False;
ExitLong("Risk") next bar at PriceToExit Stop;
}
{Commentary(condition10, condition1,Condition2,Condition4,Newline);
Commentary(Spring, EnterPrice,PricetoExit,newline);}
답변 1
예스스탁 예스스탁 답변
2008-10-16 09:12:42
안녕하세요
예스스탁입니다.
식을 수정했습니다.
input: N(11),Strength(5),ClosePercentage(25),RangePercentage(150),EntryPercentofRange(50);
Var: PivotLow(0),Length(0),ATRLengthLimit(20),MinLength(3),EnterPrice(0),PriceToExit(0),Spring(False);
Condition10 = SwingLow(1,Low,Strength,Strength,Strength*2+1)<>-1;
If Condition10 Then {
Pivotlow = Low[strength];
Length = Strength;
}
If Length<AtrLengthLimit Then
Length = Length+1;
Else
Spring = False;
Condition1 = Low < PivotLow;
Condition2 = Close > PivotLow;
Condition3 = Close >= High-(Range*(ClosePercentage/100));
Condition4 = Range >= ATR(MaxList(Length,MinLength))*RangePercentage/100;
IF Condition1 AND Condition2 AND condition3 AND Condition4 Then {
Spring = True;
EnterPrice = NextBarOpen + (Range*(EntryPercentofRange/100));
PriceToExit = PivotLow - 1;
}
If Spring Then {
Buy("매수",atstop,EnterPrice);
}
If MarketPosition == 1 Then {
Spring = False;
ExitLong("Risk",atstop,PriceToExit);
}
// {Commentary(condition10, condition1,Condition2,Condition4,Newline);
// Commentary(Spring, EnterPrice,PricetoExit,newline);}
즐거운 하루되세요
> 도감서생 님이 쓴 글입니다.
> 제목 : 아.. 도저히 감이안오네요..
> TS 로 로직을 짠것인데.
이것을 YS로 바꿀려고 하는데..
감이안옵니다.
염치없지만 조금 힌트를 좀 주십시옹~
아래는 TS 로직을 바꿀려 노력한 것입니다
//spring
input: N(11),Strength(5),ClosePercentage(25),RangePercentage(150),EntryPercentofRange(50);
Var: PivotLow(0),Length(0),ATRLengthLimit(20),MinLength(3),EnterPrice(0),PriceToExit(0),Spring(False);
Condition10 = SwingLow(1,Low,Strength,Strength+1,N)<>-1
If Condition10 Then
Pivotlow = Low[strength];
Length = Strength;
If Length<AtrLengthLimit Then
Length = Length+1
Else
Spring = False;
Condition1 = Low < PivotLow;
Condition2 = Close > PivotLow;
Condition3 = Close >= High-(Range*(ClosePercentage/100));
Condition4 = Range >= AvgTrueRange(MaxList(Length,MinLength))*RangePercentage/100;
IF Condition1 AND Condition2 AND condition3 AND Condition4 Then {
Spring = True;
EnterPrice = Open of tomorrow + (Range*(EntryPercentofRange/100));
PriceToExit = PivotLow - 1point;
}
If Spring Then {
Buy next bar at EnterPeice Stop;
}
If MarketPosition == 1 Then {
Spring = False;
ExitLong("Risk") next bar at PriceToExit Stop;
}
{Commentary(condition10, condition1,Condition2,Condition4,Newline);
Commentary(Spring, EnterPrice,PricetoExit,newline);}
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