안녕하세요 예스스탁입니다. 변환된 내용상 잘못된 부분이 있어 수정했습니다. Condition2 = Mom < 0 AND Mom > Mom[1];은 Condition2 = Mom < 100 AND Mom > Mom[1];로 변경했습니다. 아래내용 참고하시기 바랍니다. Inputs: LRLen(700), AvgLen(600), MomLen(300), Pcnt(1.0), exitPeriod(40); Vars: XLinReg(0), Mom(0), SetBarH(0), SetBarL(0), SetBarS(0), CountL(0), CountS(0); //Assignment of Exponential Linear Regression and Momentum XLinReg = ema(LRL(Close, LRLen), AvgLen); Mom = Momentum(MomLen); //Accumulates to count the bars after the SetUps below} CountL = CountL + 1; CountS = CountS + 1; //Assignment of System Entry/Exit criteria} Condition1 = XLinReg > XLinReg[1]; Condition2 = Mom < 100 AND Mom > Mom[1]; Condition3 = XLinReg < XLinReg[1]; Condition4 = Mom > 0 AND Mom < Mom[1]; //--------------------------------------------------------------------------------- IF Condition1 AND Condition2 Then Begin # 조건1(LRL시그널이 전봉보다 크고 모멘텀이 전봉보다 크고) //조건1이 만족했을때 5이상이면(CountL == 1은 큰 의미가 없습니다. 차트첫봉에 조건만족을 염두에둔 내용입니다.) //즉 이전조건만족했을때와 현재조건만족했을때의 봉수의 차이가 5개 이상이면 봉카운트를 초기화 IF CountL == 1 OR CountL > 4 Then Begin //SetBarL에 고가저장 SetBarL = High; //봉카운트는 1로 초기화 CountL = 1; End; //봉카운트 4이하이고 당일 진입이 아직 없을때 IF CountL <= 4 and EntriesToday(date) < 1 Then Begin //value1에 SetBarL과 LRL시그널의 차이값의 Pcnt배수 저장 value1 = Pcnt * (SetBarL - XLinReg); //SetBarL+value1보다 높은 시세가 발생하면 매수 Buy ("Long", atstop, SetBarL + value1); End; End; //------------------------------------------------------------------ 즐거운 하루되세요 > cinamon 님이 쓴 글입니다. > 제목 : [STAD_04] LinReg_Mom > Inputs: LRLen(700), AvgLen(600), MomLen(300), Pcnt(1.0), exitPeriod(40); Vars: XLinReg(0), Mom(0), SetBarH(0), SetBarL(0), SetBarS(0), CountL(0), CountS(0); //Assignment of Exponential Linear Regression and Momentum XLinReg = ema(LRL(Close, LRLen), AvgLen); Mom = Momentum(MomLen); //Accumulates to count the bars after the SetUps below} CountL = CountL + 1; CountS = CountS + 1; //Assignment of System Entry/Exit criteria} Condition1 = XLinReg > XLinReg[1]; Condition2 = Mom < 0 AND Mom > Mom[1]; Condition3 = XLinReg < XLinReg[1]; Condition4 = Mom > 0 AND Mom < Mom[1]; --------------------------------------------------------------------------------- //Check criteria and generate Buy order if criteria have been met within 4 bars IF Condition1 AND Condition2 Then Begin IF CountL == 1 OR CountL > 4 Then Begin SetBarL = High; CountL = 1; End; IF CountL <= 4 and EntriesToday(date) < 1 Then Begin value1 = Pcnt * (SetBarL - XLinReg); Buy ("Long", atstop, SetBarL + value1); End; End; ------------------------------------------------------------------ 이부분 설명좀 달아주시면 감사하겠습니다 부탁드립니다 //Check criteria and generate Sell order if criteria have been met within 4 bars IF Condition3 AND Condition4 Then Begin IF CountS == 1 OR CountS > 4 Then Begin SetBarS = Low; CountS = 1; End; IF CountS <= 4 and EntriesToday(date) < 1 Then Begin value1 = Pcnt * (SetBarS - XLinReg); Sell ("Short", atstop, SetBarS - value1); End; End; //Initial Stops ExitLong ("X", atstop, L[BarsSinceEntry] - (Pcnt * ATR(10))); ExitShort ("Y", atstop, H[BarsSinceEntry]+ (Pcnt * ATR(10))); //Trailing Stops IF Condition3 AND Low < Lowest(Low, exitPeriod)[1] Then ExitLong("EL", atmarket); IF Condition1 AND High > Highest(High, exitPeriod)[1] Then ExitShort("ES", atmarket) ; SetStopEndofday(1500);