커뮤니티
문의드립니다
2013-10-27 00:30:20
156
글번호 68888
아래식이 트레이드스테이션으로 짜여진 식인데
예스트레이드로 전환 부탁드립니다...
-------------------------------------------------------
Inputs:
Length(12), TargetLX(6), TargetSX(6), BreakevenLX(3), BreakevenSX(3),
UpTrendLevel(50), DownTrendLevel(50);
Variables:
ATR(0), DLine(0), UpTrend(False), DownTrend(False), Risk(0);
ATR = AvgTrueRange(10);
DLine = SlowD(Length);
UpTrend = DLine > UpTrendLevel;
DownTrend = DLine < DownTrendLevel;
If MarketPosition <> 1 AND UpTrend AND Low < Low[2] Then Begin
Buy next bar at High Stop;
Risk = Low - 1 point;
End;
If MarketPosition <> -1 AND DownTrend AND High > High[2] Then Begin
Sell next bar at Low Stop;
Risk = High + 1 point;
End;
If MarketPosition = 1 Then Begin
ExitLong next bar at Risk Stop;
ExitLong next bar at EntryPrice + TargetLX * (EntryPrice - Risk) Limit;
If MaxTradeClose >= EntryPrice + BreakevenLX * ATR Then
ExitLong next bar at EntryPrice Stop;
End;
If MarketPosition = -1 Then Begin
ExitShort next bar at Risk Stop;
ExitShort next bar at EntryPrice - TargetSX * (Risk - EntryPrice) Limit;
If MinTradeClose <= EntryPrice - BreakevenSX * ATR Then
ExitShort next bar at EntryPrice Stop;
End;
답변 1
예스스탁 예스스탁 답변
2013-10-28 15:03:05
안녕하세요
예스스탁입니다.
Inputs:Length(12), TargetLX(6), TargetSX(6), BreakevenLX(3), BreakevenSX(3),
UpTrendLevel(50), DownTrendLevel(50);
Var : ATRv(0), DLine(0), UpTrend(False), DownTrend(False), Risk(0);
ATRv = ATR(10);
DLine = Fastk(Length);
UpTrend = DLine > UpTrendLevel;
DownTrend = DLine < DownTrendLevel;
If MarketPosition <> 1 AND UpTrend AND Low < Low[2] Then Begin
Buy("b",AtStop,High);
Risk = Low - 1;
End;
If MarketPosition <> -1 AND DownTrend AND High > High[2] Then Begin
Sell("s",AtStop,Low);
Risk = High + 1;
End;
If MarketPosition == 1 Then Begin
ExitLong("bx1",AtStop,Risk);
ExitLong("bx2",AtLimit,EntryPrice + TargetLX * (EntryPrice - Risk));
If highest(C,BarsSinceEntry) >= EntryPrice + BreakevenLX * ATRv Then
ExitLong("bx3",AtStop,EntryPrice);
End;
If MarketPosition == -1 Then Begin
ExitShort("sx1",AtStop,Risk);
ExitShort("sx2",atlimit,EntryPrice - TargetSX * (Risk - EntryPrice));
If lowest(C,BarsSinceEntry) <= EntryPrice - BreakevenSX * ATRv Then
ExitShort("sx3",AtStop,EntryPrice);
End;
즐거운 하루되세요
> 머니사이언스 님이 쓴 글입니다.
> 제목 : 문의드립니다
> 아래식이 트레이드스테이션으로 짜여진 식인데
예스트레이드로 전환 부탁드립니다...
-------------------------------------------------------
Inputs:
Length(12), TargetLX(6), TargetSX(6), BreakevenLX(3), BreakevenSX(3),
UpTrendLevel(50), DownTrendLevel(50);
Variables:
ATR(0), DLine(0), UpTrend(False), DownTrend(False), Risk(0);
ATR = AvgTrueRange(10);
DLine = SlowD(Length);
UpTrend = DLine > UpTrendLevel;
DownTrend = DLine < DownTrendLevel;
If MarketPosition <> 1 AND UpTrend AND Low < Low[2] Then Begin
Buy next bar at High Stop;
Risk = Low - 1 point;
End;
If MarketPosition <> -1 AND DownTrend AND High > High[2] Then Begin
Sell next bar at Low Stop;
Risk = High + 1 point;
End;
If MarketPosition = 1 Then Begin
ExitLong next bar at Risk Stop;
ExitLong next bar at EntryPrice + TargetLX * (EntryPrice - Risk) Limit;
If MaxTradeClose >= EntryPrice + BreakevenLX * ATR Then
ExitLong next bar at EntryPrice Stop;
End;
If MarketPosition = -1 Then Begin
ExitShort next bar at Risk Stop;
ExitShort next bar at EntryPrice - TargetSX * (Risk - EntryPrice) Limit;
If MinTradeClose <= EntryPrice - BreakevenSX * ATR Then
ExitShort next bar at EntryPrice Stop;
End;
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