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변환요청

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사이버
2012-01-19 09:06:12
375
글번호 46804
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전략변환중인데 잘 안되는 부분이 있네요.. 대략바꿨는데 점검부탁드립니다 VAR1:CNT(0),COUNT(0); VAR2:HIGHD(1)-LOWD(1); Condition1=date==ExitDate(1) and MarketPosition(1)==1; Condition2=date==ExitDate(1) and MarketPosition(1)==-1; Condition10=highd<=closed(1)-var2*0.2; Condition11=lowd>=closed(1)+var2*0.2; Condition20=high<=closed(1)-var2*0.2; Condition21=low<=closed(1)+var2*0.2; count = 0; for cnt = 0 to 10{ if EntryDate(cnt) ==sdate Then count = count+1; } if count==0 and stime<150000 then { buy ("매수",atstop,opend+var2*0.32) sell("매도",atstop,opend-var2*0.32) } if count==1 and MarketPosition==0 Then { if stime<150000 then { if condition1=false then{ if condition10 or condition20 Then buy("매수2",atstop,opend+var2*0.06) } } if condition2=false then{ if condition11 or condition21 Then sell("매도2",atstop,opend-var2*0.06) } } } if MarketPosition<>0 Then{ ExitLong("el",AtStop,Highest(h,BarsSinceEntry+1)-atr(40)*3.5); ExitShort("es",atstop,Lowest(l,BarsSinceEntry+1)+atr(40)*3.5); }
시스템
답변 1
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예스스탁 예스스탁 답변

2012-01-19 09:59:59

안녕하세요 예스스탁입니다. VAR : CNT(0),COUNT(0); VAR2 = HIGHD(1)-LOWD(1); Condition1=date==ExitDate(1) and MarketPosition(1)==1; Condition2=date==ExitDate(1) and MarketPosition(1)==-1; Condition10=highd(0)<=closed(1)-var2*0.2; Condition11=lowd(0)>=closed(1)+var2*0.2; Condition20=high<=closed(1)-var2*0.2; Condition21=low<=closed(1)+var2*0.2; count = 0; for cnt = 0 to 10{ if EntryDate(cnt) ==sdate Then count = count+1; } if count==0 and stime<150000 then { buy ("매수",atstop,opend(0)+var2*0.32); sell("매도",atstop,opend(0)-var2*0.32); } if count==1 and MarketPosition==0 Then { if stime<150000 then { if condition1==false then{ if condition10 or condition20 Then{ buy("매수2",atstop,opend(0)+var2*0.06); } } if condition2==false then{ if condition11 or condition21 Then sell("매도2",atstop,opend(0)-var2*0.06); } } } if MarketPosition<>0 Then{ ExitLong("el",AtStop,Highest(h,BarsSinceEntry+1)-atr(40)*3.5); ExitShort("es",atstop,Lowest(l,BarsSinceEntry+1)+atr(40)*3.5); } 즐거운 하루되세요 > 사이버&#49985; 님이 쓴 글입니다. > 제목 : 변환요청 > 전략변환중인데 잘 안되는 부분이 있네요.. 대략바꿨는데 점검부탁드립니다 VAR1:CNT(0),COUNT(0); VAR2:HIGHD(1)-LOWD(1); Condition1=date==ExitDate(1) and MarketPosition(1)==1; Condition2=date==ExitDate(1) and MarketPosition(1)==-1; Condition10=highd<=closed(1)-var2*0.2; Condition11=lowd>=closed(1)+var2*0.2; Condition20=high<=closed(1)-var2*0.2; Condition21=low<=closed(1)+var2*0.2; count = 0; for cnt = 0 to 10{ if EntryDate(cnt) ==sdate Then count = count+1; } if count==0 and stime<150000 then { buy ("매수",atstop,opend+var2*0.32) sell("매도",atstop,opend-var2*0.32) } if count==1 and MarketPosition==0 Then { if stime<150000 then { if condition1=false then{ if condition10 or condition20 Then buy("매수2",atstop,opend+var2*0.06) } } if condition2=false then{ if condition11 or condition21 Then sell("매도2",atstop,opend-var2*0.06) } } } if MarketPosition<>0 Then{ ExitLong("el",AtStop,Highest(h,BarsSinceEntry+1)-atr(40)*3.5); ExitShort("es",atstop,Lowest(l,BarsSinceEntry+1)+atr(40)*3.5); }