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시스템
안녕하세요 아래식 완성 부탁드립니다 감사합니다
Inputs: BB_Length(18),BB_Mult(1.8), KC_Length(18),KC_Mult(1.3), UseTrueRange(true),
당일수익틱수(600),당일손실틱수(350), StopLossTicks(200), TakeProfitTicks(400), NumDataStreams(2), TrailTicks(50);
Vars: HTF_Trend(0), Source(0), Basis(0), Dev(0), UpperBB(0), LowerBB(0), MA(0), RangeVal(0), RangeMA(0), UpperKC(0), LowerKC(0), SqzOn(false), SqzOff(false), NoSqz(false),Val(0), dayPl(0), N1(0), 당일수익(0), 당일손실(0), Xcond(false), LongCond(false), ShortCond(false);
If NumDataStreams > 1 Then HTF_Trend = data2(ma(Close, 20))-data2(ma(Close, 50));
Source = Close; Basis = Average(Source, BB_Length); Dev = StdDev(Source, BB_Length); UpperBB = Basis + BB_Mult * Dev; LowerBB = Basis - BB_Mult * Dev; MA = Average(Source, KC_Length); RangeVal = iff(UseTrueRange, TrueRange, High - Low); RangeMA = Average(RangeVal, KC_Length); UpperKC = MA + RangeMA * KC_Mult; LowerKC = MA - RangeMA * KC_Mult; SqzOn = (LowerBB > LowerKC) and (UpperBB < UpperKC); SqzOff = (LowerBB < LowerKC) and (UpperBB > UpperKC); NoSqz = (not SqzOn) and (not SqzOff); Val = LinearRegValue( Source - Average( Average(Highest(High, KC_Length), Lowest(Low, KC_Length)), Average(Close, KC_Length) ), KC_Length, 0 );
당일수익 = PriceScale * 당일수익틱수; 당일손실 = PriceScale * 당일손실틱수; If BDate <> BDate[1] Then Begin Xcond = False; N1 = NetProfit; End; dayPl = NetProfit - N1; If TotalTrades > TotalTrades[1] Then Begin If dayPl >= 당일수익 or dayPl <= -당일손실 Then Xcond = True; End;
If Xcond = False Then Begin LongCond = (Val > 0) and (Val > Val[1]) and (HTF_Trend > 0);
ShortCond = (Val < 0) and (Val < Val[1]) and (HTF_Trend < 0); If MarketPosition = 0 Then Begin If LongCond Then Buy("ES_Long_SQZ") next bar at Market; If ShortCond Then SellShort("ES_Short_SQZ") next bar at Market; End; End;
If MarketPosition <> 0 Then Begin SetStopLoss(StopLossTicks); SetProfitTarget(TakeProfitTicks); SetTrailStop(TrailTicks); End;
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2025-10-24 17:13:39