커뮤니티
타주기 시스템식 수정
2014-09-16 13:48:20
165
글번호 78578
항상 감사드립니다
아래 타주기 시스템이 잘만들어지질 되질 않아 다시올립니다
수정부탁드립니다
input : Period(30),ma1(5),ma2(20),shortperiod(12),Longperiod (26),signalperiod(9),baseLine(0);
var : AA(0,data1),BB(0,data1),AAA(0,data2),BBB(0,data2);
AA=data1(PVI);
BB=data1(ema(AA,period));
AAA=data2(PVI);
BBB=data2(ema(AAA,period));
***아래 조건식을 다음과 같이 바꾸고 싶습니다
1-1,주챠트에서 AA>BB and Ema(C,MA1) > Ema(C,MA2) and MACD(shortperiod,Longperiod) >=
baseLine 이면 v10=1
1-2,보조챠트에서 AAA>BBB and Ema(C,MA1) > Ema(C,MA2) and MACD(shortperiod,Longperiod)
>= baseLine 이면 v20=1
1-3,주챠트에서 AA<BB and Ema(C,MA1) < Ema(C,MA2) and MACD(shortperiod,Longperiod) <=
baseLine이면 v10=-1
1-4,보조챠트에서 AAA<BBB and Ema(C,MA1) < Ema(C,MA2) and MACD(shortperiod,Longperiod)
<= baseLine 이면 v20=-1
if data1(AA>BB and Ema(C,MA1) > Ema(C,MA2) and MACD(shortperiod,Longperiod) >= baseLine) And
data2(AAA>BBB and Ema(C,MA1) > Ema(C,MA2) and MACD(shortperiod,Longperiod) >= baseLine) Then
buy("B1");
if data1(AA<BB and Ema(C,MA1) < Ema(C,MA2) and MACD(shortperiod,Longperiod) <= baseLine) And
data2(AAA<BBB and Ema(C,MA1) < Ema(C,MA2) and MACD(shortperiod,Longperiod) <= baseLine) Then
sell("S1");
#########################
### MACD_OSC 기준매매 ###
#########################
input: MACDP1(12),MACDP2(26),MACDP3(9);
var : MACDV1(0,data1),MACDS1(0,data1),MACDV2(0,data2),MACDS2(0,data2);
var : MACDO1(0,data1),MACDO2(0,data2);
MACDV1 = data1(MACD(MACDP1,MACDP2)); #MACD_OSC(12,26)_red#
MACDS1 = data1(ema(MACDV1,MACDP3)); #MACD_OSC(9)_시그널_blue#
MACDO1 = MACDV1-MACDS1;
MACDV2 = data2(MACD(MACDP1,MACDP2)); #MACD_OSC(12,26)_red#
MACDS2 = data2(ema(MACDV2,MACDP3)); #MACD_OSC(9)_시그널_blue#
MACDO2 = MACDV2-MACDS2;
##########################
### 선행스팬2(52) 기준 ###
##########################
var : 선행1(0,data1),선행2(0,data2);
선행1 = data1((Highest(High, 52) + Lowest(Low, 52)) / 2); #선행스팬2_52#
선행2 = data1((Highest(High, 52) + Lowest(Low, 52)) / 2); #선행스팬2_52#
######################
##### ADX 시스템 #####
######################
input : Period3(10);
var : ADX1(0,data1),DP1(0,data1),DM1(0,data1);
var : ADX2(0,data2),DP2(0,data2),DM2(0,data2);
ADX1 = data1(ADX(Period3));
DP1 = data1(DiPlus(Period3));
DM1 = data1(DiMinus(Period3));
if DP1 > DM1 Then
var13= 1 ;
if DP1 < DM1 Then
var13= -1 ;
ADX2 = data2(ADX(Period3));
DP2 = data2(DiPlus(Period3));
DM2 = data2(DiMinus(Period3));
if DP2 > DM2 Then
var14 = 1 ;
if DP2 < DM2 Then
var14 = -1 ;
###### aroon ######
input : Period4(9);
var : Counter1(0,data1), Lowval1(0,data1), Highval1(0,data1);
var : DownVel1(0,data1),UpVel1(0,data1), DnAroon1(0,data1),UpAroon1(0,data1) ;
var : Counter2(0,data1), Lowval2(0,data1), Highval2(0,data1),d2h(0,data2),d2l(0,data2);
var : DownVel2(0,data1),UpVel2(0,data1), DnAroon2(0,data1),UpAroon2(0,data1) ;
d2h = data2(H);
D2L = data2(L);
Lowval1 = data1(Lowest(Low, Period4+1));
Highval1 = data1(Highest(High, Period4+1));
For counter1 = 0 To Period4 {
If Low[counter1] == Lowval1 Then
DownVel1 = counter1;
If High[counter1] == highval1 Then
UpVel1 = counter1;
}
DnAroon1 = 100*(Period4-DownVel1)/Period4;
UpAroon1 = 100*(Period4-UpVel1)/Period4;
Lowval2 = data2(Lowest(Low, Period4+1));
Highval2 = data2(Highest(High, Period4+1));
For counter2 = 0 To Period4 {
If d2l[counter2] == Lowval2 Then
DownVel2 = counter2;
If d2h[counter2] == highval2 Then
UpVel2 = counter2;
}
DnAroon2 = 100*(Period4-DownVel2)/Period4;
UpAroon2 = 100*(Period4-UpVel2)/Period4;
###########################
##### 매수/매도 조건식 ####
###########################
A. 주챠트에서 V10 == 1 and data1(c)>선행1[25] and var13==1 and macdv1>macds1 and
upAroon1 > DnAroon1 이고
보조챠트에서V20 == 1 and data2(c)>선행2[25] and var14==1 and macdv2>macds2 and
upAroon2 > DnAroon2 이면 매수/매수청산
B.주챠트에서 V10 == -1 and data1(c)<선행1[25] and var13==-1 and macdv1<macds1 and
upAroon1 < DnAroon1 이고
보조챠트에서 V20 == -1 and data2(c)<선행2[25] and var14==-1 and macdv2<macds2 and upAroon2 < DnAroon2 이면 매도/매도청산
###
data1(c>o) and V10 == 1 and data1(c)>선행1[25] and var13==1 and macdv1>macds1 and upAroon1 > DnAroon1 And
data2(c>o) and V20 == 1 and data2(c)>선행2[25] and var14==1 and macdv2>macds2 and upAroon2 > DnAroon2 Then
buy("buy_1");
if Scond == false and
data1(c<o) and V10 == -1 and data1(c)<선행1[25] and var13==-1 and macdv1<macds1 and upAroon1 < DnAroon1 and
data2(c<o) and V20 == -1 and data2(c)<선행2[25] and var14==-1 and macdv2<macds2 and upAroon2 < DnAroon2 Then
sell("sell_1");
###
감사합니다
답변 1
예스스탁 예스스탁 답변
2014-09-16 16:03:34
안녕하세요
예스스탁입니다.
input : Period(30),ma1(5),ma2(20),shortperiod(12),Longperiod (26),signalperiod(9),baseLine(0);
var : AA(0,data1),BB(0,data1),AAA(0,data2),BBB(0,data2),V10(0,data1),V20(0,data2);
AA=data1(PVI);
BB=data1(ema(AA,period));
AAA=data2(PVI);
BBB=data2(ema(AAA,period));
if data1(AA>BB and Ema(C,MA1) > Ema(C,MA2) and MACD(shortperiod,Longperiod) >= baseLine) Then
V10 = 1;
if data2(AAA>BBB and Ema(C,MA1) > Ema(C,MA2) and MACD(shortperiod,Longperiod) >= baseLine) Then
V20 = 1;
if data1(AA<BB and Ema(C,MA1) < Ema(C,MA2) and MACD(shortperiod,Longperiod) <= baseLine) Then
V10 = -1;
if data2(AAA<BBB and Ema(C,MA1) < Ema(C,MA2) and MACD(shortperiod,Longperiod) <= baseLine) Then
V20 = -1;
#########################
### MACD_OSC 기준매매 ###
#########################
input: MACDP1(12),MACDP2(26),MACDP3(9);
var : MACDV1(0,data1),MACDS1(0,data1),MACDV2(0,data2),MACDS2(0,data2);
var : MACDO1(0,data1),MACDO2(0,data2);
MACDV1 = data1(MACD(MACDP1,MACDP2)); #MACD_OSC(12,26)_red#
MACDS1 = data1(ema(MACDV1,MACDP3)); #MACD_OSC(9)_시그널_blue#
MACDO1 = MACDV1-MACDS1;
MACDV2 = data2(MACD(MACDP1,MACDP2)); #MACD_OSC(12,26)_red#
MACDS2 = data2(ema(MACDV2,MACDP3)); #MACD_OSC(9)_시그널_blue#
MACDO2 = MACDV2-MACDS2;
##########################
### 선행스팬2(52) 기준 ###
##########################
var : 선행1(0,data1),선행2(0,data2);
선행1 = data1((Highest(High, 52) + Lowest(Low, 52)) / 2); #선행스팬2_52#
선행2 = data1((Highest(High, 52) + Lowest(Low, 52)) / 2); #선행스팬2_52#
######################
##### ADX 시스템 #####
######################
input : Period3(10);
var : ADX1(0,data1),DP1(0,data1),DM1(0,data1);
var : ADX2(0,data2),DP2(0,data2),DM2(0,data2);
ADX1 = data1(ADX(Period3));
DP1 = data1(DiPlus(Period3));
DM1 = data1(DiMinus(Period3));
if DP1 > DM1 Then
var13= 1 ;
if DP1 < DM1 Then
var13= -1 ;
ADX2 = data2(ADX(Period3));
DP2 = data2(DiPlus(Period3));
DM2 = data2(DiMinus(Period3));
if DP2 > DM2 Then
var14 = 1 ;
if DP2 < DM2 Then
var14 = -1 ;
###### aroon ######
input : Period4(9);
var : Counter1(0,data1), Lowval1(0,data1), Highval1(0,data1);
var : DownVel1(0,data1),UpVel1(0,data1), DnAroon1(0,data1),UpAroon1(0,data1) ;
var : Counter2(0,data1), Lowval2(0,data1), Highval2(0,data1),d2h(0,data2),d2l(0,data2);
var : DownVel2(0,data1),UpVel2(0,data1), DnAroon2(0,data1),UpAroon2(0,data1) ;
d2h = data2(H);
D2L = data2(L);
Lowval1 = data1(Lowest(Low, Period4+1));
Highval1 = data1(Highest(High, Period4+1));
For counter1 = 0 To Period4 {
If Low[counter1] == Lowval1 Then
DownVel1 = counter1;
If High[counter1] == highval1 Then
UpVel1 = counter1;
}
DnAroon1 = 100*(Period4-DownVel1)/Period4;
UpAroon1 = 100*(Period4-UpVel1)/Period4;
Lowval2 = data2(Lowest(Low, Period4+1));
Highval2 = data2(Highest(High, Period4+1));
For counter2 = 0 To Period4 {
If d2l[counter2] == Lowval2 Then
DownVel2 = counter2;
If d2h[counter2] == highval2 Then
UpVel2 = counter2;
}
DnAroon2 = 100*(Period4-DownVel2)/Period4;
UpAroon2 = 100*(Period4-UpVel2)/Period4;
if V10 == 1 and data1(c)>선행1[25] and var13==1 and macdv1>macds1 and upAroon1 > DnAroon1 and
V20 == 1 and data2(c)>선행2[25] and var14==1 and macdv2>macds2 and upAroon2 > DnAroon2 Then
buy();
if V10 == -1 and data1(c)<선행1[25] and var13==-1 and macdv1<macds1 and upAroon1 < DnAroon1 And
V20 == -1 and data2(c)<선행2[25] and var14==-1 and macdv2<macds2 and upAroon2 < DnAroon2 Then
sell();
즐거운 하루되세요
> 조민철 님이 쓴 글입니다.
> 제목 : 타주기 시스템식 수정
> 항상 감사드립니다
아래 타주기 시스템이 잘만들어지질 되질 않아 다시올립니다
수정부탁드립니다
input : Period(30),ma1(5),ma2(20),shortperiod(12),Longperiod (26),signalperiod(9),baseLine(0);
var : AA(0,data1),BB(0,data1),AAA(0,data2),BBB(0,data2);
AA=data1(PVI);
BB=data1(ema(AA,period));
AAA=data2(PVI);
BBB=data2(ema(AAA,period));
***아래 조건식을 다음과 같이 바꾸고 싶습니다
1-1,주챠트에서 AA>BB and Ema(C,MA1) > Ema(C,MA2) and MACD(shortperiod,Longperiod) >=
baseLine 이면 v10=1
1-2,보조챠트에서 AAA>BBB and Ema(C,MA1) > Ema(C,MA2) and MACD(shortperiod,Longperiod)
>= baseLine 이면 v20=1
1-3,주챠트에서 AA<BB and Ema(C,MA1) < Ema(C,MA2) and MACD(shortperiod,Longperiod) <=
baseLine이면 v10=-1
1-4,보조챠트에서 AAA<BBB and Ema(C,MA1) < Ema(C,MA2) and MACD(shortperiod,Longperiod)
<= baseLine 이면 v20=-1
if data1(AA>BB and Ema(C,MA1) > Ema(C,MA2) and MACD(shortperiod,Longperiod) >= baseLine) And
data2(AAA>BBB and Ema(C,MA1) > Ema(C,MA2) and MACD(shortperiod,Longperiod) >= baseLine) Then
buy("B1");
if data1(AA<BB and Ema(C,MA1) < Ema(C,MA2) and MACD(shortperiod,Longperiod) <= baseLine) And
data2(AAA<BBB and Ema(C,MA1) < Ema(C,MA2) and MACD(shortperiod,Longperiod) <= baseLine) Then
sell("S1");
#########################
### MACD_OSC 기준매매 ###
#########################
input: MACDP1(12),MACDP2(26),MACDP3(9);
var : MACDV1(0,data1),MACDS1(0,data1),MACDV2(0,data2),MACDS2(0,data2);
var : MACDO1(0,data1),MACDO2(0,data2);
MACDV1 = data1(MACD(MACDP1,MACDP2)); #MACD_OSC(12,26)_red#
MACDS1 = data1(ema(MACDV1,MACDP3)); #MACD_OSC(9)_시그널_blue#
MACDO1 = MACDV1-MACDS1;
MACDV2 = data2(MACD(MACDP1,MACDP2)); #MACD_OSC(12,26)_red#
MACDS2 = data2(ema(MACDV2,MACDP3)); #MACD_OSC(9)_시그널_blue#
MACDO2 = MACDV2-MACDS2;
##########################
### 선행스팬2(52) 기준 ###
##########################
var : 선행1(0,data1),선행2(0,data2);
선행1 = data1((Highest(High, 52) + Lowest(Low, 52)) / 2); #선행스팬2_52#
선행2 = data1((Highest(High, 52) + Lowest(Low, 52)) / 2); #선행스팬2_52#
######################
##### ADX 시스템 #####
######################
input : Period3(10);
var : ADX1(0,data1),DP1(0,data1),DM1(0,data1);
var : ADX2(0,data2),DP2(0,data2),DM2(0,data2);
ADX1 = data1(ADX(Period3));
DP1 = data1(DiPlus(Period3));
DM1 = data1(DiMinus(Period3));
if DP1 > DM1 Then
var13= 1 ;
if DP1 < DM1 Then
var13= -1 ;
ADX2 = data2(ADX(Period3));
DP2 = data2(DiPlus(Period3));
DM2 = data2(DiMinus(Period3));
if DP2 > DM2 Then
var14 = 1 ;
if DP2 < DM2 Then
var14 = -1 ;
###### aroon ######
input : Period4(9);
var : Counter1(0,data1), Lowval1(0,data1), Highval1(0,data1);
var : DownVel1(0,data1),UpVel1(0,data1), DnAroon1(0,data1),UpAroon1(0,data1) ;
var : Counter2(0,data1), Lowval2(0,data1), Highval2(0,data1),d2h(0,data2),d2l(0,data2);
var : DownVel2(0,data1),UpVel2(0,data1), DnAroon2(0,data1),UpAroon2(0,data1) ;
d2h = data2(H);
D2L = data2(L);
Lowval1 = data1(Lowest(Low, Period4+1));
Highval1 = data1(Highest(High, Period4+1));
For counter1 = 0 To Period4 {
If Low[counter1] == Lowval1 Then
DownVel1 = counter1;
If High[counter1] == highval1 Then
UpVel1 = counter1;
}
DnAroon1 = 100*(Period4-DownVel1)/Period4;
UpAroon1 = 100*(Period4-UpVel1)/Period4;
Lowval2 = data2(Lowest(Low, Period4+1));
Highval2 = data2(Highest(High, Period4+1));
For counter2 = 0 To Period4 {
If d2l[counter2] == Lowval2 Then
DownVel2 = counter2;
If d2h[counter2] == highval2 Then
UpVel2 = counter2;
}
DnAroon2 = 100*(Period4-DownVel2)/Period4;
UpAroon2 = 100*(Period4-UpVel2)/Period4;
###########################
##### 매수/매도 조건식 ####
###########################
A. 주챠트에서 V10 == 1 and data1(c)>선행1[25] and var13==1 and macdv1>macds1 and
upAroon1 > DnAroon1 이고
보조챠트에서V20 == 1 and data2(c)>선행2[25] and var14==1 and macdv2>macds2 and
upAroon2 > DnAroon2 이면 매수/매수청산
B.주챠트에서 V10 == -1 and data1(c)<선행1[25] and var13==-1 and macdv1<macds1 and
upAroon1 < DnAroon1 이고
보조챠트에서 V20 == -1 and data2(c)<선행2[25] and var14==-1 and macdv2<macds2 and upAroon2 < DnAroon2 이면 매도/매도청산
###
data1(c>o) and V10 == 1 and data1(c)>선행1[25] and var13==1 and macdv1>macds1 and upAroon1 > DnAroon1 And
data2(c>o) and V20 == 1 and data2(c)>선행2[25] and var14==1 and macdv2>macds2 and upAroon2 > DnAroon2 Then
buy("buy_1");
if Scond == false and
data1(c<o) and V10 == -1 and data1(c)<선행1[25] and var13==-1 and macdv1<macds1 and upAroon1 < DnAroon1 and
data2(c<o) and V20 == -1 and data2(c)<선행2[25] and var14==-1 and macdv2<macds2 and upAroon2 < DnAroon2 Then
sell("sell_1");
###
감사합니다