커뮤니티
문의 드립니다
/* ============================
Heikin-Ashi 계산
============================ */
HA_Close = (Open + High + Low + Close) / 4;
HA_Open = (Ref(HA_Open, 1) + Ref(HA_Close, 1)) / 2;
HA_High = Max(High, Max(HA_Open, HA_Close));
HA_Low = Min(Low, Min(HA_Open, HA_Close));
/* ============================
EMA 기울기 계산
============================ */
EMA20 = Ema(HA_Close, 20);
EMA50 = Ema(HA_Close, 50);
EMA20_Slope = EMA20 - Ref(EMA20, 1);
EMA50_Slope = EMA50 - Ref(EMA50, 1);
EMA_Bull = EMA20 > EMA50 AND EMA20_Slope > 0 AND EMA50_Slope > 0;
EMA_Bear = EMA20 < EMA50 AND EMA20_Slope < 0 AND EMA50_Slope < 0;
/* ============================
MACD 모멘텀 계산
============================ */
MACD_Line = Ema(Close, 12) - Ema(Close, 26);
MACD_Signal = Ema(MACD_Line, 9);
MACD_Hist = MACD_Line - MACD_Signal;
MACD_Bull = MACD_Hist > 0 AND MACD_Line > MACD_Signal;
MACD_Bear = MACD_Hist < 0 AND MACD_Line < MACD_Signal;
/* ============================
SuperTrend 계산 (ATR 10, Multiplier 3)
============================ */
ATR10 = Atr(10);
UpperBand = (High + Low) / 2 + 3 * ATR10;
LowerBand = (High + Low) / 2 - 3 * ATR10;
SuperTrend =
If(Close > Ref(SuperTrend, 1),
Max(LowerBand, Ref(SuperTrend, 1)),
Min(UpperBand, Ref(SuperTrend, 1))
);
ST_Bull = Close > SuperTrend;
ST_Bear = Close < SuperTrend;
/* ============================
ATR 필터 (노이즈 감소)
============================ */
ATR_Filter = ATR10 > Ref(ATR10, 1);
/* ============================
매수 조건
============================ */
BUY =
EMA_Bull
AND MACD_Bull
AND ST_Bull
AND ATR_Filter
AND HA_Close > HA_Open;
/* ============================
매도 조건
============================ */
SELL =
EMA_Bear
AND MACD_Bear
AND ST_Bear
AND ATR_Filter
AND HA_Close < HA_Open;
BUY 조건
→ 모든 지표가 상승 방향(EMA 기울기 + MACD + SuperTrend + HA 양봉 + ATR 증가)
SELL 조건
→ 모든 지표가 하락 방향(EMA 기울기 + MACD + SuperTrend + HA 음봉 + ATR 증가)
위식을 시스템식으로 변환 가능할까요? 감사합니다.
답변 1
예스스탁 예스스탁 답변
2025-12-03 14:22:01