커뮤니티
부탁합니다.
2015-04-07 11:54:40
252
글번호 84813
다음의 시스템식에 맞는 지표식을 작성해 주시면 감사 하겠습니다.
Inputs: ChanLen(20), Reaction(6), TCount(2), Setup(16);
Vars: HiChan(0), LoChan(0), LReaction(0), LReacHigh(0), LReacLow(0), SReaction(0),
SReacHigh(0), SReacLow(0), LThrust(0), SThrust(0), LEntry(0), LExit(0), SEntry(0), SExit(0),
NewLThrust(False), NewSThrust(False), LTR(False), STR(False);
#Assignment of values for the High/Low Channel
HiChan = Highest(High, ChanLen)[1];
LoChan = Lowest(Low, ChanLen)[1];
#Reversal Breakout - Initial Setup
IF MarketPosition <> 1 Then {
IF High > HiChan Then {
LReaction = 1;
LReacHigh = High;
LReacLow = Low;
LExit = LReacLow;
LThrust = 0;
SReaction = 0;
}
}
Else {
LReaction = 0;
LThrust = 0;
}
#Reversal Breakout - Initial Setup
IF MarketPosition <> -1 Then {
IF Low < LoChan Then {
SReaction = 1;
SReacHigh = High;
SReacLow = Low;
SExit = SReacLow;
SThrust = 0;
LReaction = 0;
}
}
Else {
SReaction = 0;
LThrust = 0;
}
#Upward Trend Resumption
IF LReaction >= 1 Then {
IF Low < LExit Then {
LExit = Low;
LThrust = 0;
}
IF High < LReacHigh AND Low < LReacLow Then {
LReaction = LReaction + 1;
LReacHigh = High;
LReacLow = Low;
NewLThrust = True;
}
}
#Downward Trend Resumption
IF SReaction >= 1 Then {
IF High > SExit Then {
SExit = High;
SThrust = 0;
}
IF Low > SReacLow AND High > SReacHigh Then {
SReaction = SReaction + 1;
SReacLow = Low;
SReacHigh = High;
NewSThrust = True;
}
}
#Bullish Thrust Day accumulation
IF LReaction >= Reaction AND Close > High[1] Then
LThrust = LThrust + 1;
#Bearish Thrust Day accumulation
IF SReaction >= Reaction AND Close < Low[1] Then
SThrust = SThrust + 1;
#Thrust Count Completion
LTR = LThrust == TCount AND NewLThrust;
STR = SThrust == TCount AND NewSThrust;
#Entry Price Setup
IF LTR Then {
LEntry = High + 0.1 ;
NewLThrust = False;
}
IF STR Then {
SEntry = Low - 0.1 ;
NewSThrust = False;
}
#Entries
IF MRO(LTR, Setup, 1) <> -1 Then
Buy("",atstop,LEntry);
IF MRO(STR, Setup, 1) <> -1 /*AND SReaction >= Reaction */Then
Sell("",atstop,SEntry);
#Exits
IF LReaction == 0 Then
ExitLong("",atstop,LExit);
IF SReaction == 0 Then
ExitShort("",atstop,SExit);
답변 1
예스스탁 예스스탁 답변
2015-04-07 15:06:37
안녕하세요
예스스탁입니다.
올려주신 내용 어떤 값을 그려야 할지 모르겠습니다.
또한 해당 시스템식에서
신호에 사용되는 값이 시스템상 포지션과 연관되서 값을 도출하므로
지표식등에서 따로 계산을 할수가 없습니다.
지표식등에서는 포지션 관련 함수를 사용할수 없어
지표로 계산이 되지 않습니다.
즐거운 하루되세요
> 너무조아 님이 쓴 글입니다.
> 제목 : 부탁합니다.
> 다음의 시스템식에 맞는 지표식을 작성해 주시면 감사 하겠습니다.
Inputs: ChanLen(20), Reaction(6), TCount(2), Setup(16);
Vars: HiChan(0), LoChan(0), LReaction(0), LReacHigh(0), LReacLow(0), SReaction(0),
SReacHigh(0), SReacLow(0), LThrust(0), SThrust(0), LEntry(0), LExit(0), SEntry(0), SExit(0),
NewLThrust(False), NewSThrust(False), LTR(False), STR(False);
#Assignment of values for the High/Low Channel
HiChan = Highest(High, ChanLen)[1];
LoChan = Lowest(Low, ChanLen)[1];
#Reversal Breakout - Initial Setup
IF MarketPosition <> 1 Then {
IF High > HiChan Then {
LReaction = 1;
LReacHigh = High;
LReacLow = Low;
LExit = LReacLow;
LThrust = 0;
SReaction = 0;
}
}
Else {
LReaction = 0;
LThrust = 0;
}
#Reversal Breakout - Initial Setup
IF MarketPosition <> -1 Then {
IF Low < LoChan Then {
SReaction = 1;
SReacHigh = High;
SReacLow = Low;
SExit = SReacLow;
SThrust = 0;
LReaction = 0;
}
}
Else {
SReaction = 0;
LThrust = 0;
}
#Upward Trend Resumption
IF LReaction >= 1 Then {
IF Low < LExit Then {
LExit = Low;
LThrust = 0;
}
IF High < LReacHigh AND Low < LReacLow Then {
LReaction = LReaction + 1;
LReacHigh = High;
LReacLow = Low;
NewLThrust = True;
}
}
#Downward Trend Resumption
IF SReaction >= 1 Then {
IF High > SExit Then {
SExit = High;
SThrust = 0;
}
IF Low > SReacLow AND High > SReacHigh Then {
SReaction = SReaction + 1;
SReacLow = Low;
SReacHigh = High;
NewSThrust = True;
}
}
#Bullish Thrust Day accumulation
IF LReaction >= Reaction AND Close > High[1] Then
LThrust = LThrust + 1;
#Bearish Thrust Day accumulation
IF SReaction >= Reaction AND Close < Low[1] Then
SThrust = SThrust + 1;
#Thrust Count Completion
LTR = LThrust == TCount AND NewLThrust;
STR = SThrust == TCount AND NewSThrust;
#Entry Price Setup
IF LTR Then {
LEntry = High + 0.1 ;
NewLThrust = False;
}
IF STR Then {
SEntry = Low - 0.1 ;
NewSThrust = False;
}
#Entries
IF MRO(LTR, Setup, 1) <> -1 Then
Buy("",atstop,LEntry);
IF MRO(STR, Setup, 1) <> -1 /*AND SReaction >= Reaction */Then
Sell("",atstop,SEntry);
#Exits
IF LReaction == 0 Then
ExitLong("",atstop,LExit);
IF SReaction == 0 Then
ExitShort("",atstop,SExit);
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