커뮤니티
수식작성 부탁드립니다.
2024-02-20 21:45:49
1079
글번호 176815
대신증권cybos언어로 구현된 것인데 예스랭귀지로 변환하고 싶습니다.
Input: len(3.2), len1(0.34)
If opend>closed(1) Then
Var1=(highd(1)+closed(1)+2*lowd(1))/2-lowd(1)
Var2=(highd(1)+closed(1)+2*lowd(1))/2-highd(1)
Elseif opend<closed(1) Then
Var1=(2*highd(1)+closed(1)+lowd(1))/2-lowd(1)
Var2=(2*highd(1)+closed(1)+lowd(1))/2-highd(1)
Else
Var1=(highd(1)+2*closed(1)+lowd(1))/2-lowd(1)
Var2=(highd(1)+2*closed(1)+lowd(1))/2-highd(1)
End If
Cond1= tdate=exitdate(1) And position(1)=1
Cond2= tdate=exitdate(1) And position(1)=-1
If ttime<1500 Then
If Cond1=False Then
If opend>var1 Then
Call buy("매수1",Atstop,Def,opend+(Var1-var2)*len1)
End If
If opend<var2 Then
Call buy("매수4",Atstop,Def,Var2)
End If
End If
If Cond2=False Then
If opend>var1 Then
Call sell("매도1",Atstop,Def,Var1)
End If
If opend<var2 Then
Call sell("매도4",Atstop,Def,opend-(Var1-var2)*len1)
End If
End If
End If
If position<>0 Then
Call exitlong("매수청산",Atstop,hhv(1,high,barnumsinceentry+1)-atr(20)*len)
Call exitshort("매도청산",Atstop,llv(1,low,barnumsinceentry+1)+atr(20)*len)
End If
답변 1
예스스탁 예스스탁 답변
2024-02-21 13:36:33
안녕하세요
예스스탁입니다.
Input: len(3.2), len1(0.34);
var : cond1(False),cond2(False);
If opend(0)>closed(1) Then
{
Var1=(highd(1)+closed(1)+2*lowd(1))/2-lowd(1);
Var2=(highd(1)+closed(1)+2*lowd(1))/2-highd(1);
}
Else if opend(0)<closed(1) Then
{
Var1=(2*highd(1)+closed(1)+lowd(1))/2-lowd(1);
Var2=(2*highd(1)+closed(1)+lowd(1))/2-highd(1);
}
Else
{
Var1=(highd(1)+2*closed(1)+lowd(1))/2-lowd(1);
Var2=(highd(1)+2*closed(1)+lowd(1))/2-highd(1);
}
Cond1= sdate==exitdate(1) And MarketPosition(1) == 1;
Cond2= sdate==exitdate(1) And MarketPosition(1) == -1;
If stime<150000 Then
{
If Cond1==False Then
{
If opend(0)>var1 Then
{
buy("매수1",Atstop,opend(0)+(Var1-var2)*len1);
}
If opend(0)<var2 Then
{
buy("매수4",Atstop,Var2);
}
}
If Cond2==False Then
{
If opend(0)>var1 Then
{
sell("매도1",Atstop,Var1);
}
If opend(0)<var2 Then
{
sell("매도4",Atstop,opend(0)-(Var1-var2)*len1);
}
}
}
If marketposition<>0 Then
{
exitlong("매수청산",Atstop,highest(high,BarsSinceEntry+1)-atr(20)*len);
exitshort("매도청산",Atstop,lowest(low,BarsSinceEntry+1)+atr(20)*len);
}
즐거운 하루되세요
> 고민중 님이 쓴 글입니다.
> 제목 : 수식작성 부탁드립니다.
> 대신증권cybos언어로 구현된 것인데 예스랭귀지로 변환하고 싶습니다.
Input: len(3.2), len1(0.34)
If opend>closed(1) Then
Var1=(highd(1)+closed(1)+2*lowd(1))/2-lowd(1)
Var2=(highd(1)+closed(1)+2*lowd(1))/2-highd(1)
Elseif opend<closed(1) Then
Var1=(2*highd(1)+closed(1)+lowd(1))/2-lowd(1)
Var2=(2*highd(1)+closed(1)+lowd(1))/2-highd(1)
Else
Var1=(highd(1)+2*closed(1)+lowd(1))/2-lowd(1)
Var2=(highd(1)+2*closed(1)+lowd(1))/2-highd(1)
End If
Cond1= tdate=exitdate(1) And position(1)=1
Cond2= tdate=exitdate(1) And position(1)=-1
If ttime<1500 Then
If Cond1=False Then
If opend>var1 Then
Call buy("매수1",Atstop,Def,opend+(Var1-var2)*len1)
End If
If opend<var2 Then
Call buy("매수4",Atstop,Def,Var2)
End If
End If
If Cond2=False Then
If opend>var1 Then
Call sell("매도1",Atstop,Def,Var1)
End If
If opend<var2 Then
Call sell("매도4",Atstop,Def,opend-(Var1-var2)*len1)
End If
End If
End If
If position<>0 Then
Call exitlong("매수청산",Atstop,hhv(1,high,barnumsinceentry+1)-atr(20)*len)
Call exitshort("매도청산",Atstop,llv(1,low,barnumsinceentry+1)+atr(20)*len)
End If