안녕하세요 예스스탁입니다. Inputs: AvgLength(5), AvgDisplace(5), EntrySetup(4), SetupQ1(3), SetupQ2(5), entryPoint(0.5); Variables: DMA(0), BuySetup(False), SellSetup(False), BuyPrice(0), SellPrice(0), BuyCount(0), SellCount(0); DMA = ma(Close, AvgLength)[AvgDisplace]; #Buy Setup If CrossUp(C, DMA) Then Begin If MRO( CrossDown(C, DMA), SetupQ2, 1) <> -1 Then If MRO(CrossUp(C, DMA), 50, 2) - MRO(CrossDown(C, DMA), SetupQ2, 1) <= SetupQ1 Then Begin BuySetup = True; BuyPrice = High; BuyCount = 0; End; End; #Sell Setup If CrossDown(C, DMA) Then Begin If MRO(CrossUp(C, DMA), SetupQ2, 1) <> -1 Then If MRO(CrossDown(C, DMA), 50, 2) - MRO(CrossUp(C, DMA), SetupQ2, 1) <= SetupQ1 Then Begin SellSetup = True; SellPrice = Low; SellCount = 0; End; End; #Long Entry If BuySetup AND BuyCount <= EntrySetup Then Begin If MarketPosition == 1 Then BuySetup = False; Else Begin BuyCount = BuyCount + 1; Buy("",atstop, BuyPrice + entryPoint); End; End Else BuySetup = False; #Short Entry If SellSetup AND SellCount <= EntrySetup Then Begin If MarketPosition == -1 Then SellSetup = False; Else Begin SellCount = SellCount + 1; Sell("",atstop, SellPrice + entryPoint); End; End Else SellSetup = False; # DMA Stop Inputs: DmaLen(20), maDis(15); Variables: DmaV(0); DmaV = ma(Close, DmaLen)[maDis]; If MarketPosition <> 0 Then { ExitLong("",atstop,DMA - 1); ExitShort("",atstop,DMA + 1); } # Trailing Stop Inputs: TrailLen(3); Variables: LowPrice(0), HighPrice(0); LowPrice = Lowest(Low, TrailLen); HighPrice = Highest(High, TrailLen); if MarketPosition <> 0 then { ExitLong ("EL_Trl", atstop,LowPrice ); ExitShort ("ES_Trl", atstop,HighPrice ); } 즐거운 하루되세요 > iamoju 님이 쓴 글입니다. > 제목 : 예스로 변환 부탁드립니다 > Inputs: AvgLength(5), AvgDisplace(5), EntrySetup(4), SetupQ1(3), SetupQ2(5), entryPoint(0.5); Variables: DMA(0), BuySetup(False), SellSetup(False), BuyPrice(0), SellPrice(0), BuyCount(0), SellCount(0); DMA = ma(Close, AvgLength)[AvgDisplace]; #Buy Setup If CrossUp(C, DMA) Then Begin If MRO( CrossDown(C, DMA), SetupQ2, 1) <> -1 Then If MRO(CrossUp(C, DMA), 50, 2) &#8211; MRO(CrossDown(C, DMA), SetupQ2, 1) <= SetupQ1 Then Begin BuySetup = True; BuyPrice = High; BuyCount = 0; End; End; #Sell Setup If CrossDown(C, DMA) Then Begin If MRO(CrossUp(C, DMA), SetupQ2, 1) <> -1 Then If MRO(CrossDown(C, DMA), 50, 2) &#8211; MRO(CrossUp(C, DMA), SetupQ2, 1) <= SetupQ1 Then Begin SellSetup = True; SellPrice = Low; SellCount = 0; End; End; #Long Entry If BuySetup AND BuyCount <= EntrySetup Then Begin If MarketPosition == 1 Then BuySetup = False; Else Begin BuyCount = BuyCount + 1; Buy(“”,atstop, BuyPrice + entryPoint); End; End Else BuySetup = False; #Short Entry If SellSetup AND SellCount <= EntrySetup Then Begin If MarketPosition == -1 Then SellSetup = False; Else Begin SellCount = SellCount + 1; Sell(“”,atstop, SellPrice + entryPoint); End; End Else SellSetup = False; # DMA Stop Inputs: DmaLen(20), maDis(15); Variables: DmaV(0); DmaV = ma(Close, DmaLen)[maDis]; If MarketPosition <> 0 Then { ExitLong(“”,atstop,DMA &#8211; 1); ExitShort(“”,atstop,DMA + 1); } # Trailing Stop Inputs: TrailLen(3); Variables: LowPrice(0), HighPrice(0); LowPrice = Lowest(Low, TrailLen); HighPrice = Highest(High, TrailLen); if MarketPosition <> 0 then { ExitLong (“EL_Trl”, atstop,LowPrice ); ExitShort (“ES_Trl”, atstop,HighPrice ); }