커뮤니티
추격과이평선 관계
2016-02-01 15:37:56
97
글번호 95029
Input : shortPeriod(5), longPeriod(20) ;
Var : value(0);
value = OSCP(shortPeriod, longPeriod);
If CrossUP(value, 0)
Then
Buy();
If CrossDown(value,-0)
Then
Sell();
# 추적청산
input : AtrMult(6), AtrPeriod(6);
var : AtrVal(0), posHigh(0), posLow(0);
# ATR 추적청산
ATRVal = ATR(AtrPeriod) * AtrMult;
PosHigh = Highest(H,BarssinceEntry+2);
PosLow = Lowest(L,BarsSinceEntry+2);
If MarketPosition == 1 and C < ma(c,20) Then
sell("ATR1", AtStop, PosHigh - ATRVal);
If MarketPosition == -1 and C > ma(c,20) Then
buy("ATR2", AtStop, PosLow + ATRVal);
If MarketPosition == 0 Then
sell("ATR3", AtStop, Highest(H,BarsSinceExit(1)+1) - ATRVal);
If MarketPosition == 0 Then
buy("ATR4", AtStop, Lowest(L,BarsSinceExit(1)+1) + ATRVal);
위수식에서
20일선 위외아래에서만 추적매매할려는데
왠지 위와 아래서도 추격신호가나옴니다
안나오게부탁합니다
즉20일선위에서는추격매수만
20일선아래선매도만
감사합니다
답변 1
예스스탁 예스스탁 답변
2016-02-01 15:49:05
안녕하세요
예스스탁입니다.
Input : shortPeriod(5), longPeriod(20) ;
Var : value(0);
value = OSCP(shortPeriod, longPeriod);
If CrossUP(value, 0) Then
Buy();
If CrossDown(value,-0) Then
Sell();
# 추적청산
input : AtrMult(6), AtrPeriod(6);
var : AtrVal(0), posHigh(0), posLow(0);
# ATR 추적청산
ATRVal = ATR(AtrPeriod) * AtrMult;
PosHigh = Highest(H,BarssinceEntry+2);
PosLow = Lowest(L,BarsSinceEntry+2);
If MarketPosition == 1 and C < ma(c,20) Then
sell("ATR1", AtStop, PosHigh - ATRVal);
If MarketPosition == -1 and C > ma(c,20) Then
buy("ATR2", AtStop, PosLow + ATRVal);
If MarketPosition == 0 and C > ma(C,20) Then
sell("ATR3", AtStop, Highest(H,BarsSinceExit(1)+1) - ATRVal);
If MarketPosition == 0 and C < ma(C,20) Then
buy("ATR4", AtStop, Lowest(L,BarsSinceExit(1)+1) + ATRVal);
즐거운 하루되세요
> 큰바위얼굴 님이 쓴 글입니다.
> 제목 : 추격과이평선 관계
> Input : shortPeriod(5), longPeriod(20) ;
Var : value(0);
value = OSCP(shortPeriod, longPeriod);
If CrossUP(value, 0)
Then
Buy();
If CrossDown(value,-0)
Then
Sell();
# 추적청산
input : AtrMult(6), AtrPeriod(6);
var : AtrVal(0), posHigh(0), posLow(0);
# ATR 추적청산
ATRVal = ATR(AtrPeriod) * AtrMult;
PosHigh = Highest(H,BarssinceEntry+2);
PosLow = Lowest(L,BarsSinceEntry+2);
If MarketPosition == 1 and C < ma(c,20) Then
sell("ATR1", AtStop, PosHigh - ATRVal);
If MarketPosition == -1 and C > ma(c,20) Then
buy("ATR2", AtStop, PosLow + ATRVal);
If MarketPosition == 0 Then
sell("ATR3", AtStop, Highest(H,BarsSinceExit(1)+1) - ATRVal);
If MarketPosition == 0 Then
buy("ATR4", AtStop, Lowest(L,BarsSinceExit(1)+1) + ATRVal);
위수식에서
20일선 위외아래에서만 추적매매할려는데
왠지 위와 아래서도 추격신호가나옴니다
안나오게부탁합니다
즉20일선위에서는추격매수만
20일선아래선매도만
감사합니다