커뮤니티
ct로 작성된...전략..
2012-03-19 18:07:31
310
글번호 49094
안녕하세요..
대신증권 ct로 작성된건데... 예스트레이더 언어로 바꿔 주세요
부탁 드립니다.
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
2012-03-20 08:56:58
안녕하세요
예스스탁입니다.
Input: len(3.2), len1(0.34);
var : cnt(0),Cond1(false),Cond2(false);
If DayOpen>DayClose(1) Then{
Var1=(DayHigh(1)+DayClose(1)+2*DayLow(1))/2-DayLow(1);
Var2=(DayHigh(1)+DayClose(1)+2*DayLow(1))/2-DayHigh(1);
}
Else if DayOpen<DayClose(1) Then{
Var1=(2*DayHigh(1)+DayClose(1)+DayLow(1))/2-DayLow(1);
Var2=(2*DayHigh(1)+DayClose(1)+DayLow(1))/2-DayHigh(1);
}
Else{
Var1=(DayHigh(1)+2*DayClose(1)+DayLow(1))/2-DayLow(1);
Var2=(DayHigh(1)+2*DayClose(1)+DayLow(1))/2-DayHigh(1);
}
cond1 = false;
cond2 = false;
for cnt = 0 to 10{
if EntryDate(cnt) == sdate and MarketPosition(cnt) == 1 Then
cond1 = true;
if EntryDate(cnt) == sdate and MarketPosition(cnt) == -1 Then
cond2 = true;
}
If stime < 150000 Then{
If Cond1==False Then{
If DayOpen>var1 Then
buy("매수1",Atstop,DayOpen+(Var1-var2)*len1);
If DayOpen<var2 Then
buy("매수4",Atstop,Var2);
}
If Cond2==False Then{
If DayOpen>var1 Then
sell("매도1",Atstop,Var1);
If DayOpen<var2 Then
sell("매도4",Atstop,DayOpen-(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
> rlaxoeh 님이 쓴 글입니다.
> 제목 : ct로 작성된...전략..
> 안녕하세요..
대신증권 ct로 작성된건데... 예스트레이더 언어로 바꿔 주세요
부탁 드립니다.
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
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