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수정좀 부탁드립니다

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mkkk
2011-06-02 16:41:01
589
글번호 39366
답변완료
1. sumV = 0; for data2(count1) = data2(1) to data2(P1) { sumV = data2(sumV+highd(count1)-lowd(count1)); } DailyVol = data2(sumV / P1); 2. count1=0; for value1=data2(0)to data2(10) {if data2(entrydate(value1)==date) then count=data2(count1+1);} IF data2(Lowest(Low, 2) > AvgVal AND CrossUp(L[1] , AvgVal) AND MarketPosition(0) <> 1) Then Begin BuyStp = data2(Highest(High, Length) + StpPnts); data2(Condition1) = data2(True); End; IF data2(Highest(High, 2) < AvgVal AND CrossDown(H[1] , AvgVal) AND MarketPosition(0) <> -1) Then Begin SellStp = data2(Lowest(Low, Length) - StpPnts); data2(Condition2) = data2(True); End; 선물 참조로 옵션 매수 할려구 하는데요 검증은 이상 없는데 매수 진입이 안되는것이 하나 있어서 수정 부탁드립니다
시스템
답변 1
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예스스탁 예스스탁 답변

2011-06-03 09:40:20

안녕하세요 예스스탁입니다. 1. input : P1(10); var : cnt(0),count1(0),sumV(0,data2),DailyVol(0,data2); Array : DH[60](0,data2),DL[60](0,data2); if data2(date != date[1]) Then{ DH[0] = data2(H); DL[0] = data2(L); for cnt = 1 to P1{ DH[cnt] = DH[cnt-1][1]; DL[cnt] = DL[cnt-1][1]; } } if data2(H) > DH[0] Then DH[0] = data2(H); if data2(L) < DL[0] Then DL[0] = data2(L); If DH[P1] > 0 Then{ sumV = 0; for count1 = 1 to P1 { sumV = sumV+(DH[count1]-DL[count1]); } DailyVol = sumV / P1; } 2. input : Length(10),StpPnts(1); var : count(0),Count1(0),AvgVal(0,data2); var : BuyStp(0,data2),SellStp(0,data2),Cond1(false,data2),cond2(false,data2); count1=0; for value1= 0 to 10{ if entrydate(value1)==date then count= count1+1; } IF data2(Lowest(Low, 2) > AvgVal AND CrossUp(L[1] , AvgVal)) AND MarketPosition(0) <> 1 Then Begin BuyStp = data2(Highest(High, Length) + StpPnts); Cond1 = True; End; IF data2(Highest(High, 2) < AvgVal AND CrossDown(H[1] , AvgVal)) AND MarketPosition(0) <> -1 Then Begin SellStp = data2(Lowest(Low, Length) - StpPnts); Cond2 = True; End; 즐거운 하루되세요 > mkkk 님이 쓴 글입니다. > 제목 : 수정좀 부탁드립니다 > 1. sumV = 0; for data2(count1) = data2(1) to data2(P1) { sumV = data2(sumV+highd(count1)-lowd(count1)); } DailyVol = data2(sumV / P1); 2. count1=0; for value1=data2(0)to data2(10) {if data2(entrydate(value1)==date) then count=data2(count1+1);} IF data2(Lowest(Low, 2) > AvgVal AND CrossUp(L[1] , AvgVal) AND MarketPosition(0) <> 1) Then Begin BuyStp = data2(Highest(High, Length) + StpPnts); data2(Condition1) = data2(True); End; IF data2(Highest(High, 2) < AvgVal AND CrossDown(H[1] , AvgVal) AND MarketPosition(0) <> -1) Then Begin SellStp = data2(Lowest(Low, Length) - StpPnts); data2(Condition2) = data2(True); End; 선물 참조로 옵션 매수 할려구 하는데요 검증은 이상 없는데 매수 진입이 안되는것이 하나 있어서 수정 부탁드립니다