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[STAD_05] Fibonacci

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cinamon
2014-03-29 01:30:00
155
글번호 73946
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Inputs: XAvgLen(15), HiLoLen(50), Retrace(0.382), SetUpLen(24); Vars: XAvg(0), HiHi(0), HiHiBar(0), LoLo(0), LoLoBar(0), Retracement(0), BuySetup(0), SellSetup(0); //Calculation of the necessary values, and assignment to variables XAvg = ema(Close, XAvgLen); HiHi = Highest(High, HiLoLen); LoLo = Lowest(Low, HiLoLen); HiHiBar = nthHighestbar(1,High, HiLoLen); LoLoBar = nthLowestBar(1,Low, HiLoLen); Retracement = (HiHi - LoLo) * Retrace; //Conditions for a Buy Setup IF Close <= HiHi - Retracement AND HiHiBar < LoLoBar Then BuySetup = 0; //Conditions for a Sell Setup IF Close >= LoLo + Retracement AND HiHiBar > LoLoBar Then SellSetup = 0; //Accumulates to count the number of bars in the setups BuySetup = BuySetup + 1; SellSetup = SellSetup + 1; //Buy Criteria Evaluation IF BuySetup <= SetUpLen Then Begin IF SwingLow(1, XAvg, 1,1, 3) <> -1 OR Close > XAvg Then Begin Buy(); --------------------------------------------------- BuySetup = SetUpLen; --------------------------------------------------- 이부분이 왜들어갔는지 이해할수 없어서 질문드립니다 부탁드립니다 End; End; //Sell Criteria Evaluation IF SellSetup <= SetUpLen Then Begin IF SwingHigh(1, XAvg, 1,1, 3) <> -1 OR Close < XAvg Then Begin Sell(); SellSetup = SetUpLen; End; End;
시스템
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예스스탁 예스스탁 답변

2014-03-31 10:24:05

안녕하세요 예스스탁입니다. //{Conditions for a Buy Setup} IF Close <= HiHi - Retracement AND HiHiBar < LoLoBar Then BuySetup = 0; //{Conditions for a Sell Setup} IF Close >= LoLo + Retracement AND HiHiBar > LoLoBar Then SellSetup = 0; //{Accumulates to count the number of bars in the setups} BuySetup = BuySetup + 1; SellSetup = SellSetup + 1; BuySetup이나 SellSetup은 위 조건 만족하면 1씩 증가를 하고 매수와 매도신호는 위 조건 만족한 이후 24개봉(BuySetup <= SetUpLen) 안에 발생해야 합니다. 24개봉 안에 조건만족해서 매수나 매도신호가 발생하면 BuySetup이나 SellSetup을 24로 만들어 더이상 진입하지 못하게 하기 위함입니다. 즐거운 하루되세요 > cinamon 님이 쓴 글입니다. > 제목 : [STAD_05] Fibonacci > Inputs: XAvgLen(15), HiLoLen(50), Retrace(0.382), SetUpLen(24); Vars: XAvg(0), HiHi(0), HiHiBar(0), LoLo(0), LoLoBar(0), Retracement(0), BuySetup(0), SellSetup(0); //Calculation of the necessary values, and assignment to variables XAvg = ema(Close, XAvgLen); HiHi = Highest(High, HiLoLen); LoLo = Lowest(Low, HiLoLen); HiHiBar = nthHighestbar(1,High, HiLoLen); LoLoBar = nthLowestBar(1,Low, HiLoLen); Retracement = (HiHi - LoLo) * Retrace; //Conditions for a Buy Setup IF Close <= HiHi - Retracement AND HiHiBar < LoLoBar Then BuySetup = 0; //Conditions for a Sell Setup IF Close >= LoLo + Retracement AND HiHiBar > LoLoBar Then SellSetup = 0; //Accumulates to count the number of bars in the setups BuySetup = BuySetup + 1; SellSetup = SellSetup + 1; //Buy Criteria Evaluation IF BuySetup <= SetUpLen Then Begin IF SwingLow(1, XAvg, 1,1, 3) <> -1 OR Close > XAvg Then Begin Buy(); --------------------------------------------------- BuySetup = SetUpLen; --------------------------------------------------- 이부분이 왜들어갔는지 이해할수 없어서 질문드립니다 부탁드립니다 End; End; //Sell Criteria Evaluation IF SellSetup <= SetUpLen Then Begin IF SwingHigh(1, XAvg, 1,1, 3) <> -1 OR Close < XAvg Then Begin Sell(); SellSetup = SetUpLen; End; End;