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수식변경 부탁 드립니다.

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dandy
2015-03-02 22:01:10
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글번호 83620
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키움수식 지표변수 -> 예스수식 지표변수로 변환요청 드립니다. 1. 키움에서 사용중인 지표변수 short1 -> (1) long1 -> (2) short2 -> (3) long2 -> (4) signal -> (5) short3 -> (6) short4 -> (7) mid -> (8) mid1 -> (9) long30 -> (10) long30 -> (11) MA1 -> (12) MA2 -> (13) Period -> (14) Percent -> (15) shortPeriod -> (16) longPeriod28 -> (17) baseLine -> (18) 2. 키움에서 사용중인 수식 매수진입 a=CrossUp(MACD(short1,long1),eavg(MACD(short2,long2),signal); b=(C > avg(C,short3) && avg(C,short4) > avg(C,mid) && avg(C,mid1) > avg(C,long30)); e=CrossUp(avg(C,MA1),eavg(C,MA2)); f=CrossUp(C-3,EnvelopeUp(Period,Percent)); if(time >= 090000 && time <= 120000,f or b or e,a) or if(time >= 093000 && time <= 151500 && 1.7<(PreDayClose()-Low)>1.3,e,a) 매수청산 a=CrossDown(eavg(MACD(short1,long1)),signal); e=(C < avg(C,short3) && avg(C,short4) < avg(C,mid) && avg(C,mid1) < avg(C,long28)); f=MACD(shortPeriod,longPeriod28)<baseLine); if(time >= 090000 && time <= 130000 && -1.7<(PreDayClose()-High)>-1.3,e,a) 매도진입 a=CrossDown(eavg(MACD(short1,long1)),signal); b=(C < avg(C,short3) && avg(C,short4) < avg(C,mid) && avg(C,mid1) < avg(C,long30)); e=CrossDown(avg(C,MA1),eavg(C,MA2)); f=CrossDown(C+3,EnvelopeDown(Period,Percent)); if(time >= 090000 && time <= 120000,f or b or e,a) or if(time >= 093000 && time <= 151500 && -1.7<(PreDayClose()-High)>-1.3,e,a) 매도청산 a=CrossUp(MACD(short1,long1),eavg(MACD(short2,long2),signal); e=(C > avg(C,short3) && avg(C,short4) > avg(C,mid) && avg(C,mid1) > avg(C,long28)); f=MACD(shortPeriod,longPeriod28)>=baseLine); if(time >= 090000 && time <= 130000 && 1.7<(PreDayClose()-Low)>1.3,e,a) 당일청산 -> 매일 15시 당일 청산신호 발생 손절정산 -> 진입후 1.9 POINT 손실 발생시 강제청산 진입조건 -> 조건만족시 모든신호진입, 재진입조건 -> 손절청산후 조건만족시 재진입 부탁드립니다.
시스템
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예스스탁 예스스탁 답변

2015-03-03 11:15:53

안녕하세요 예스스탁입니다. input : short1(1),long1(2),short2(3),long2(4),signal(5),short3(6),short4(7); input : mid(8),mid1(9),long28(10),long30(11),MA1(12),MA2(13),Period(14); input : Percent(15),shortPeriod (16),longPeriod28(17),baseLine(18); var : ba(false),bb(false),be(false),bf(false); var : Bxa(false),Bxe(false),Bxf(false); var : sa(false),sb(false),se(false),sf(false); var : sxa(false),sxe(false),sxf(false); ba=CrossUp(MACD(short1,long1),ema(MACD(short2,long2),signal)); bb=(C > ma(C,short3) && ma(C,short4) > ma(C,mid) && ma(C,mid1) > ma(C,long30)); be=CrossUp(ma(C,MA1),ema(C,MA2)); bf=CrossUp(C-3,EnvelopeUp(Period,Percent)); if MarketPosition <= 0 and (iff(stime >= 090000 && stime <= 120000,bf or bb or be,ba) or iff(stime >= 093000 && stime <= 151500 && 1.7<(DayClose(1)-Low) and (DayClose(1)-Low) >1.3,be,ba)) Then buy(); bxa=CrossDown(MACD(short1,long1),ema(MACD(short2,long2),signal)); bxe=(C < ma(C,short3) && ma(C,short4) < ma(C,mid) && ma(C,mid1) < ma(C,long28)); bxf=MACD(shortPeriod,longPeriod28)<baseLine; if MarketPosition == 1 and iff(stime >= 090000 && stime <= 130000 && -1.7< (DayClose(1)-High) and (DayClose(1)-High) >-1.3,bxe,bxa) Then exitlong(); #매도진입 sa=CrossDown(MACD(short1,long1),ema(MACD(short2,long2),signal)); sb=(C < ma(C,short3) && ma(C,short4) < ma(C,mid) && ma(C,mid1) < ma(C,long30)); se=CrossDown(ma(C,MA1),ema(C,MA2)); sf=CrossDown(C+3,EnvelopeDown(Period,Percent)); if MarketPosition >= 0 and (iff(stime >= 090000 && stime <= 120000,sf or sb or se,sa) or iff(stime >= 093000 && stime <= 151500 && -1.7<(DayClose(1)-High) and (DayClose(1)-High)>-1.3,se,sa)) Then sell(); #매도청산 sxa=CrossUp(MACD(short1,long1),ema(MACD(short2,long2),signal)); sxe=(C > ma(C,short3) && ma(C,short4) > ma(C,mid) && ma(C,mid1) > ma(C,long28)); sxf=MACD(shortPeriod,longPeriod28)>=baseLine; if MarketPosition == -1 and iff(time >= 090000 && time <= 130000 && 1.7<(DayClose(1)-Low) and (DayClose(1)-Low)>1.3,sxe,sxa) Then ExitShort(); SetStopLoss(1.9,PointStop); SetStopEndofday(150000); 즐거운 하루되세요 > dandy 님이 쓴 글입니다. > 제목 : 수식변경 부탁 드립니다. > 키움수식 지표변수 -> 예스수식 지표변수로 변환요청 드립니다. 1. 키움에서 사용중인 지표변수 short1 -> (1) long1 -> (2) short2 -> (3) long2 -> (4) signal -> (5) short3 -> (6) short4 -> (7) mid -> (8) mid1 -> (9) long30 -> (10) long30 -> (11) MA1 -> (12) MA2 -> (13) Period -> (14) Percent -> (15) shortPeriod -> (16) longPeriod28 -> (17) baseLine -> (18) 2. 키움에서 사용중인 수식 매수진입 a=CrossUp(MACD(short1,long1),eavg(MACD(short2,long2),signal); b=(C > avg(C,short3) && avg(C,short4) > avg(C,mid) && avg(C,mid1) > avg(C,long30)); e=CrossUp(avg(C,MA1),eavg(C,MA2)); f=CrossUp(C-3,EnvelopeUp(Period,Percent)); if(time >= 090000 && time <= 120000,f or b or e,a) or if(time >= 093000 && time <= 151500 && 1.7<(PreDayClose()-Low)>1.3,e,a) 매수청산 a=CrossDown(eavg(MACD(short1,long1)),signal); e=(C < avg(C,short3) && avg(C,short4) < avg(C,mid) && avg(C,mid1) < avg(C,long28)); f=MACD(shortPeriod,longPeriod28)<baseLine); if(time >= 090000 && time <= 130000 && -1.7<(PreDayClose()-High)>-1.3,e,a) 매도진입 a=CrossDown(eavg(MACD(short1,long1)),signal); b=(C < avg(C,short3) && avg(C,short4) < avg(C,mid) && avg(C,mid1) < avg(C,long30)); e=CrossDown(avg(C,MA1),eavg(C,MA2)); f=CrossDown(C+3,EnvelopeDown(Period,Percent)); if(time >= 090000 && time <= 120000,f or b or e,a) or if(time >= 093000 && time <= 151500 && -1.7<(PreDayClose()-High)>-1.3,e,a) 매도청산 a=CrossUp(MACD(short1,long1),eavg(MACD(short2,long2),signal); e=(C > avg(C,short3) && avg(C,short4) > avg(C,mid) && avg(C,mid1) > avg(C,long28)); f=MACD(shortPeriod,longPeriod28)>=baseLine); if(time >= 090000 && time <= 130000 && 1.7<(PreDayClose()-Low)>1.3,e,a) 당일청산 -> 매일 15시 당일 청산신호 발생 손절정산 -> 진입후 1.9 POINT 손실 발생시 강제청산 진입조건 -> 조건만족시 모든신호진입, 재진입조건 -> 손절청산후 조건만족시 재진입 부탁드립니다.