커뮤니티
수식문의드립니다
2014-10-13 08:16:26
156
글번호 79277
11월물에서 10월10일을 월물첫날로보고 월고 월저를 잡으려는데 이번물은 잘 안돼서 문의 드립니다.
var: H1(0,data1),L1(0,data1),cond1(false,data1),month1(0,data1),nday1(0,data1),week1(0,data1);
var: H2(0,data2),L2(0,data2),cond2(false,data2),month2(0,data2),nday2(0,data2),week2(0,data2);
month1 = data1(int(date/100)-int(date/10000)*100);
nday1 = data1(date - int(date/100)*100);
week1 = data1(DayOfWeek(date));
#선물만기일이면 month%3 == 0 조건 추가
if nday1 >= 8 and nday1 <= 14 and week1 == 4 then
Cond1 = True;
Else
Cond1 = false;
if data1(index == 0 or (Cond1 == false and Cond1[1] == true and date != date[1])) Then{
H1 = data1(H);
L1 = data1(L);
}
if data1(H) > H1 Then
H1 = data1(H);
if data1(L) < L1 Then
L1 = data1(L);
month2 = data2(int(date/100)-int(date/10000)*100);
nday2 = data2(date - int(date/100)*100);
week2 = data2(DayOfWeek(date));
#선물만기일이면 month%3 == 0 조건 추가
if nday2 >= 8 and nday2 <= 14 and week2 == 4 then
Cond2 = True;
Else
Cond2 = false;
if data2(index == 0 or (Cond2 == false and Cond2[1] == true and date != date[1])) Then{
H2 = data2(H);
L2 = data2(L);
}
if data2(H) > H2 Then
H2 = data2(H);
if data2(L) < L2 Then
L2 = data2(L);
plot1(H1);
plot2(L1);
plot3(H2);
plot4(L2);
Text_Delete(var1);
Text_Delete(var2);
Text_Delete(var3);
Text_Delete(var4);
var1 = Text_New(sdate,stime,H1,"콜월고"+NumToStr(H1,2));
var2 = Text_New(sdate,stime,L1,"콜월저"+NumToStr(L1,2));
var3 = Text_New(sdate,stime,H2,"풋월고"+NumToStr(H2,2));
var4 = Text_New(sdate,stime,L2,"풋월저"+NumToStr(L2,2));
답변 1
예스스탁 예스스탁 답변
2014-10-13 15:47:41
> 좋은하루7 님이 쓴 글입니다.
> 제목 : 수식문의드립니다
> 11월물에서 10월10일을 월물첫날로보고 월고 월저를 잡으려는데 이번물은 잘 안돼서 문의 드립니다.
var: H1(0,data1),L1(0,data1),cond1(false,data1),month1(0,data1),nday1(0,data1),week1(0,data1);
var: H2(0,data2),L2(0,data2),cond2(false,data2),month2(0,data2),nday2(0,data2),week2(0,data2);
month1 = data1(int(date/100)-int(date/10000)*100);
nday1 = data1(date - int(date/100)*100);
week1 = data1(DayOfWeek(date));
#선물만기일이면 month%3 == 0 조건 추가
if nday1 >= 8 and nday1 <= 14 and week1 == 4 then
Cond1 = True;
Else
Cond1 = false;
if data1(index == 0 or (Cond1 == false and Cond1[1] == true and date != date[1])) Then{
H1 = data1(H);
L1 = data1(L);
}
if data1(H) > H1 Then
H1 = data1(H);
if data1(L) < L1 Then
L1 = data1(L);
month2 = data2(int(date/100)-int(date/10000)*100);
nday2 = data2(date - int(date/100)*100);
week2 = data2(DayOfWeek(date));
#선물만기일이면 month%3 == 0 조건 추가
if nday2 >= 8 and nday2 <= 14 and week2 == 4 then
Cond2 = True;
Else
Cond2 = false;
if data2(index == 0 or (Cond2 == false and Cond2[1] == true and date != date[1])) Then{
H2 = data2(H);
L2 = data2(L);
}
if data2(H) > H2 Then
H2 = data2(H);
if data2(L) < L2 Then
L2 = data2(L);
plot1(H1);
plot2(L1);
plot3(H2);
plot4(L2);
Text_Delete(var1);
Text_Delete(var2);
Text_Delete(var3);
Text_Delete(var4);
var1 = Text_New(sdate,stime,H1,"콜월고"+NumToStr(H1,2));
var2 = Text_New(sdate,stime,L1,"콜월저"+NumToStr(L1,2));
var3 = Text_New(sdate,stime,H2,"풋월고"+NumToStr(H2,2));
var4 = Text_New(sdate,stime,L2,"풋월저"+NumToStr(L2,2));
다음글
이전글