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문의드립니다...

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머니사이언스
2013-10-28 21:18:34
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트레이드 스테이션임다.. 전환 부탁드립니다...trend follow ========================================== Inputs: XMALen(4), VolLen(8), MultFact(2); Vars: TopBand(0), BotBand(0), XAvg(0), FastMA(0), MedMA(0), SlowMA(0), BullTrend(false), BearTrend(false); { Define initial Top and Bottom Band } If BarNumber = 1 then Begin TopBand = Open + Volatility( VolLen ) * MultFact; BotBand = Open - Volatility( VolLen ) * Multfact; End; { Define market mode with 3 line Moving averages } XAvg = XAverage( Close , XMALen ); FastMA = Average( Close, 4 ); MedMA = Average( Close, 9 ); SlowMA = Average( Close, 18 ); BullTrend = FastMA > MedMA AND MedMA > SlowMA; BearTrend = FastMA < MedMA AND MedMA < SlowMA; { Place long entry orders } If XAvg > TopBand AND BullTrend then begin Buy this bar at close; BotBand = TopBand; TopBand = TopBand + Volatility( VolLen ) * MultFact; End; { Place short entry orders } If XAvg < BotBand AND BearTrend then begin Sell this bar at close; TopBand = BotBand; BotBand = BotBand - Volatility( VolLen ) * MultFact; End; { Place long and short exit orders } If MarketPosition = 1 then ExitLong next bar at BotBand stop; If MarketPosition = -1 then ExitShort next bar at TopBand stop;
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예스스탁 예스스탁 답변

2013-10-29 15:32:49

안녕하세요 예스스탁입니다. Inputs: XMALen(4), VolLen(8), MultFact(2); Vars: TopBand(0), BotBand(0), XAvg(0), FastMA(0), MedMA(0), SlowMA(0), BullTrend(false), BearTrend(false),Volatility(0); #Volatility If CurrentBar >= 1 AND VolLen <> 0 Then Begin If CurrentBar == 1 Then Volatility = TrueRange; Else Volatility = ((VolLen - 1) * Volatility + TrueRange) / VolLen; End; //{ Define initial Top and Bottom Band } If index == 1 then Begin TopBand = Open + Volatility * MultFact; BotBand = Open - Volatility * Multfact; End; //{ Define market mode with 3 line Moving averages } XAvg = ema( Close , XMALen ); FastMA = ma( Close, 4 ); MedMA = ma( Close, 9 ); SlowMA = ma( Close, 18 ); BullTrend = FastMA > MedMA AND MedMA > SlowMA; BearTrend = FastMA < MedMA AND MedMA < SlowMA; //{ Place long entry orders } If XAvg > TopBand AND BullTrend then begin Buy("b"); BotBand = TopBand; TopBand = TopBand + Volatility * MultFact; End; //{ Place short entry orders } If XAvg < BotBand AND BearTrend then begin Sell(); TopBand = BotBand; BotBand = BotBand - Volatility * MultFact; End; //{ Place long and short exit orders } If MarketPosition == 1 then ExitLong("bx",AtStop,BotBand); If MarketPosition == -1 then ExitShort("sx",AtStop, TopBand); 즐거운 하루되세요 > 머니사이언스 님이 쓴 글입니다. > 제목 : 문의드립니다... > 트레이드 스테이션임다.. 전환 부탁드립니다...trend follow ========================================== Inputs: XMALen(4), VolLen(8), MultFact(2); Vars: TopBand(0), BotBand(0), XAvg(0), FastMA(0), MedMA(0), SlowMA(0), BullTrend(false), BearTrend(false); { Define initial Top and Bottom Band } If BarNumber = 1 then Begin TopBand = Open + Volatility( VolLen ) * MultFact; BotBand = Open - Volatility( VolLen ) * Multfact; End; { Define market mode with 3 line Moving averages } XAvg = XAverage( Close , XMALen ); FastMA = Average( Close, 4 ); MedMA = Average( Close, 9 ); SlowMA = Average( Close, 18 ); BullTrend = FastMA > MedMA AND MedMA > SlowMA; BearTrend = FastMA < MedMA AND MedMA < SlowMA; { Place long entry orders } If XAvg > TopBand AND BullTrend then begin Buy this bar at close; BotBand = TopBand; TopBand = TopBand + Volatility( VolLen ) * MultFact; End; { Place short entry orders } If XAvg < BotBand AND BearTrend then begin Sell this bar at close; TopBand = BotBand; BotBand = BotBand - Volatility( VolLen ) * MultFact; End; { Place long and short exit orders } If MarketPosition = 1 then ExitLong next bar at BotBand stop; If MarketPosition = -1 then ExitShort next bar at TopBand stop;