수고많으십니다. 다계약에서 익절이든 손절이든 청산후 바로 동일방향 신호가 나와서 게시판에 있는 재진입금지 수식을 넣어봤으나 원하는 결과가 나오지 않습니다. 3계약 진입시 모두 청산후부터 20봉까지 진입이 강제로 안되는 수식을 원합니다. 미리 감사드립니다.

수고 하십니다 키움차트 수식 입니다 예스로 변환 좀 부탁 드립니다 매수 진입 R=highest(H,X); S=lowest(L,X); A=countsince(time>=T1,crossUp(c,R(1)) or crossDown(c,S(1))); crossUp(A,0.5) and C>R(1) 수식 : 매수청산 R=highest(H,X); S=lowest(L,X); crossDown(c,S(1))

input : Period(250); Var:j(0),T(0); Var: date11(0),date12(0),time11(0),time12(0), date21(0),date22(0),time21(0),time22(0), date31(0),date32(0),time31(0),time32(0); Array:HiVal[20](0),LoVal[20](0),HiBar[20](0),LoBar[20](0); var : btx1(0),btx2(0),btx11(0),btx12(0),btx21(0),btx22(0); Plot1(value12); For j = 0 To 19 { HiBar[j] = HiBar[j] + 1; LoBar[j] = LoBar[j] + 1; } if crossup(c,highest(H,Period)[1]) Then T = 1; if CrossDown(c,Lowest(L,Period)[1]) Then T = -1; If T == -1 Then { If T[1] != -1 Then { For j = 18 DownTo 0 { LoVal[j+1] = LoVal[j]; LoBar[j+1] = LoBar[j]; } LoVal[0] = L; LoBar[0] = 0; date11 = date[HiBar[0]]; time11 = stime[HiBar[0]]; Value11 = HiVal[0]; date12 = date[LoBar[0]]; time12 = stime[LoBar[0]]; Value12 = LoVal[0]; date21 = date[HiBar[0]]; time21 = stime[HiBar[0]]; date22 = date[0]; time22 = stime[0]; if hival[0] > 0 and Loval[0] > 0 Then { btx11 = Text_New(date12,time12,Value11+abs(Hival[0]-loval[0])*1.618,"■"); btx12 = Text_New(date12,time12,Value11+abs(Hival[0]-loval[0])*0.618,"■"); btx1 = Text_New(date12,time12,Value11+abs(Hival[0]-loval[0]),"■"); btx2 = Text_New(date12,time12,Value12-abs(Hival[0]-loval[0]),"■"); btx21 = Text_New(date12,time12,Value12-abs(Hival[0]-loval[0])*1.618,"■"); btx22 = Text_New(date12,time12,Value12-abs(Hival[0]-loval[0])*0.618,"■"); Text_SetStyle(btx11,2,2); Text_SetStyle(btx12,2,2); Text_SetStyle(btx1,2,2); Text_SetStyle(btx2,2,2); Text_SetStyle(btx21,2,2); Text_SetStyle(btx22,2,2); Text_SetColor(btx11,Lime); Text_SetColor(btx12,Lime); Text_SetColor(btx1,Blue); Text_SetColor(btx2,Blue); Text_SetColor(btx21,Lime); Text_SetColor(btx22,Lime); } } If LoVal[0] > L Then { LoVal[0] = L; LoBar[0] = 0; date12 = date[LoBar[0]]; time12 = stime[LoBar[0]]; Value12 = LoVal[0]; date22 = date[0]; time22 = stime[0]; Text_SetLocation(btx11, date12,time12,Value11+abs(Hival[0]-loval[0])*1.618); Text_SetLocation(btx12, date12,time12,Value11+abs(Hival[0]-loval[0])*0.618); Text_SetLocation(btx1, date12,time12,Value11+abs(Hival[0]-loval[0])); Text_SetLocation(btx2, date12,time12,Value12-abs(Hival[0]-loval[0])); Text_SetLocation(btx21, date12,time12,Value12-abs(Hival[0]-loval[0])*1.618); Text_SetLocation(btx22, date12,time12,Value12-abs(Hival[0]-loval[0])*0.618); } } If T == 1 Then { If T[1] != 1 Then { For j = 18 DownTo 0 { HiVal[j+1] = HiVal[j]; HiBar[j+1] = HiBar[j]; } HiVal[0] = H; HiBar[0] = 0; date11 = date[LoBar[0]]; time11 = stime[LoBar[0]]; Value11 = LoVal[0]; date12 = date[HiBar[0]]; time12 = stime[HiBar[0]]; Value12 = HiVal[0]; date31 = date[LoBar[0]]; time31 = stime[LoBar[0]]; date32 = date[0]; time32 = stime[0]; if hival[0] > 0 and Loval[0] > 0 Then { btx11 = Text_New(date12,time12,Value12+abs(Hival[0]-loval[0])*1.618,"■"); btx12 = Text_New(date12,time12,Value12+abs(Hival[0]-loval[0])*0.618,"■"); btx1 = Text_New(date12,time12,Value12+abs(Hival[0]-loval[0]),"■"); btx2 = Text_New(date12,time12,Value11-abs(Hival[0]-loval[0]),"■"); btx21 = Text_New(date12,time12,Value11-abs(Hival[0]-loval[0])*1.618,"■"); btx22 = Text_New(date12,time12,Value11-abs(Hival[0]-loval[0])*0.618,"■"); Text_SetStyle(btx11,2,2); Text_SetStyle(btx12,2,2); Text_SetStyle(btx1,2,2); Text_SetStyle(btx2,2,2); Text_SetStyle(btx21,2,2); Text_SetStyle(btx22,2,2); Text_SetColor(btx11,Lime); Text_SetColor(btx12,Lime); Text_SetColor(btx1,Red); Text_SetColor(btx2,Red); Text_SetColor(btx21,Lime); Text_SetColor(btx22,Lime); } } If HiVal[0] < H Then { HiVal[0] = H; HiBar[0] = 0; date12 = date[HiBar[0]]; time12 = stime[HiBar[0]]; Value12 = HiVal[0]; date32 = date[0]; time32 = stime[0]; Text_SetLocation(btx11, date12,time12,Value12+abs(Hival[0]-loval[0])*1.618); Text_SetLocation(btx12, date12,time12,Value12+abs(Hival[0]-loval[0])*0.618); Text_SetLocation(btx1, date12,time12,Value12+abs(Hival[0]-loval[0])); Text_SetLocation(btx2, date12,time12,Value11-abs(Hival[0]-loval[0])); Text_SetLocation(btx21, date12,time12,Value11-abs(Hival[0]-loval[0])*1.618); Text_SetLocation(btx22, date12,time12,Value11-abs(Hival[0]-loval[0])*0.618); } } 네모 표시를, 추세선의 크기가 작으면 무시하고 1P 이상일 때만 표시되게 수정 부탁드립니다.

1. 진입조건 기술적적조건1 (TDI, DI) TDI = 최근 20일추세크기 - 이전 20일 동안 횡보변동성크기 추세크기 = 절대값(최근20일 동안의 20일 모멘텀들의 합) 횡보변동성크기 = (최근 40일동안의 20일 모멘텀 절대값의 합) -(최근20일동안의 20 일 모멘텀 절대값의 합) DI = 최근 20일 동안의 20일 모멘텀 값의 합 buy power = 현재봉 포함 과거 n일 간의 최고점 - 15일 전봉 포함 과거 n일간의 최저점 (n기간 선택가능하게) sell power = n일전 봉 포함 과거 15일간의 최고점 - 현재봉 포함 과거 15일 간의 최저점 TTF(n기간) = (buy power-sell power)/(0.5 * (buy power + sell power)) * 100 TTF > 100 이면서 DI가 TDI를 상향 돌파시 매수 TTF <-100 이면서 DI가 TDI를 하향 돌파시 매도 거래수량(총 예수금의 1%) = 예수금/ (100 * (20봉간 최고값-최저값)) => 예스랭귀지에서 예수금을 읽어와서 거래가 가능한지 아니면 예수금을 직접 입력해줘야하는지 궁금합니다. 기술적조건2 (adx,force index, chaikin oscillator) 종가가 N일간의 최고점 돌파(N값 선택가능하게) and 돌파시점의 ADX값이 N일전의 ADX값보다 클 것 and 돌파시점의 force index값이 N일전의 force index값보다 클 것 and 돌파시점의 chaikin oscillator 값이 N일전의 chaikin oscillator값보다 클 것 시간조건 09:00이후 진입, 15:20에 보유한 모든 수량 청산 예수금조건 거래수량(총 예수금의 1%) = 예수금/ (100 * (20봉간 최고값-최저값)) 2. 필터조건 ADX 조건1) ADX > 25 일 것 ADX 조건2) (ADX 20봉평균 < 10) and (최근 3일 ADX >10 일 것) and (ADX - 5일전 ADX >0 일 것) ADX 조건 1 혹은 ADX조건2를 만족할 것 3. 청산조건 청산조건1 (최고-최저 range) 진입이후 봉이 갱신될 때마다 청산지점(진입후 최고가- 3* abs[20봉간 최고값-최저값])의 값을 비교하여, 기존 청산지점 > 새로계산된 청산지점 -> 기존 청산지점 유지 기존 청산지점 < 새로계산된 청산지점 -> 새로 계산된 청산지점을 청산지점으로 갱신 청산조건2 (표준편차) 진입이후 봉이 갱신될 때마다 청산지점(진입후 최고가 - 3*abs[20봉간 표준편차])의 값을 비교하여, 기존 청산지점 > 새로계산된 청산지점 -> 기존 청산지점 유지 기존 청산지점 < 새로계산된 청산지점 -> 새로 계산된 청산지점을 청산지점으로 갱신

예스랭귀지로 변환해서 거래하고 싶습니다. 양이 좀 많아서 죄송합니다. 잘부탁드립니다. 1. 기울기관련수식 { period = length of exponential trend filter = whole percent trend change to give signal lag = enter after a lag of "lag" } input: period(20), filter(0), lag(0); vars: signal(0); { Linear regression slope } signal = LRSsignal(period,filter,lag); if signal = 1 then Buy This Bar on close; if signal = -1 then Sell Short This Bar on close; 2. 모멘텀 관련 수식 { period = length of calculation } input: period(20), usefutures(false), printfile(true); vars: nhigh(0), nlow(0), adate(" "), totalPL(0), dailyPL(0), psignal(0), ATR(0), ATRperiod(20), size(0), futuresinvestment(25000), stockinvestment(10000);; if usefutures then begin size = futuresinvestment/(avgtruerange(ATRperiod)*bigpointvalue); end else size = stockinvestment/close[1]; { 매수, 매도 수식 } if close > close[period] then begin buy to cover all contracts this bar on close; Buy size contracts This Bar on close; end; if close < close[period] then begin sell all contracts this bar on close; Sell Short size contracts This Bar on close; end; totalpl = netprofit + openpositionprofit; dailyPL = psignal*currentshares*(close - close[1]); psignal = marketposition; end; 3. 변동성 시스템 inputs: period(20), volfactor(2.0), usefutures(false); vars: ATR(0), change(0), sizeper(20), size(0), stockinvestment(10000), futuresinvestment(25000); ATR = avgtruerange(period); change = close - close[1]; // size for new positions if usefutures then begin size = futuresinvestment/(avgtruerange(sizeper)*bigpointvalue); end else begin size = stockinvestment/close; end; if marketposition <= 0 and change > volfactor*ATR[1] then buy size contracts next bar on open else if marketposition >= 0 and change < -volfactor*ATR[1] then sell short size contracts next bar on open; 4. 볼린저밴드관련 수식 inputs: period(20), factor(2.0); vars: alpha(0), mt(0), ut(0), dt(0), mt2(0), ut2(0), dt2(0), but(0), blt(0); { smoothing constant } alpha = 2/(period + 1); mt = alpha*close + (1 - alpha)*mt; ut = alpha*mt + (1 - alpha)*ut; dt = ((2 - alpha)*mt - ut)/(1 - alpha); mt2 = alpha*absvalue(close - dt) + (1 - alpha)*mt2; ut2 = alpha*mt2 + (1 - alpha)*ut2; dt2 = ((2 - alpha)*mt2 - ut2)/(1 - alpha); but = dt + factor*dt2; blt = dt - factor*dt2; 종가가 볼린저밴드 상단 돌파시 매수, 종가가 볼린저밴드 하단 돌파시 매도 5.선형회귀 밴드 inputs: period(20), bandwidth(2.0); vars: slope(0), lrvalue(0), resid(0), sdresid(0), angle(0), intercept(0), upperband(0), lowerband(0), size(0), investment(25000); Value1 = LinearReg( close, period, currentbar, slope, angle, intercept, lrvalue ) ; { slope = LinearRegSlope(close,period); lrvalue = linearRegValue(close,period,currentbar);} resid = Close - lrvalue; If Currentbar > period then begin { position size } size = investment / (avgtruerange(30)*bigpointvalue); size = maxlist(size,1); sdresid = stddev(close,period); Upperband = lrvalue + slope + bandwidth*sdresid; Lowerband = lrvalue + slope - bandwidth*sdresid; { plot1(upperband,"UB"); Plot2(lowerband,"LB"); } plot3(lrvalue,"LR"); { If Close > upperband[1] then buy size contracts this bar on close Else if Close < lowerband[1] then sell short size contracts this bar on close; } end; 6. 스윙인덱스 관련 수식 Inputs for TSM SWING: type = 0, normal price = 1, 3-month rate = 2, bond price at par swing = price swing in whole % (e.g., 2% = 2.0) } input: type(0), swing(2.5), usefutures(false), printfile(true); vars: pcswing(0), lastswing(0), curhigh(0), curlow(0), swhigh(0), swlow(0) , highbar(0), lowbar(0), chighbar(0), clowbar(0), lowp(0), highp(0), xclose(0), xhigh(0), xlow(0), divide(4), par(800), prevhigh(0), prevlow(0), adate(" "), totalPL(0), dailyPL(0), psignal(0), ATR(0), ATRperiod(20), size(0), futuresinvestment(25000), stockinvestment(10000); pcswing = swing / 100.; if usefutures then begin size = futuresinvestment/(avgtruerange(ATRperiod)*bigpointvalue); end else size = stockinvestment/close[1]; if type = 0 then begin xhigh = high; xlow = low; xclose = close; end else if type = 1 then begin xhigh = 100 - low; xlow = 100 - high; xclose = 100 - close; end else if type = 2 then begin xhigh = par / low; xlow = par / high; xclose = par / close; end; { INITIALIZE MOST RECENT HIGH AND LOW } if currentbar = 1 then begin curhigh = xclose; { current high } curlow = xclose; { current low } end; { Buy or sell signals } if type = 0 then begin if marketposition <= 0 and xhigh > swhigh then begin Buy to cover all contracts this bar on close; Buy size contracts This Bar on close; end else if marketposition >= 0 and xlow < swlow then begin sell all contracts this bar on close; Sell Short size contracts This Bar on close; end; end else begin if marketposition >= 0 and xhigh > swhigh then begin sell all contracts this bar on close; Sell Short size contracts This Bar on close; end else if marketposition <= 0 and xlow < swlow then begin Buy to cover all contracts This Bar on close; buy size contracts this bar on close; end; end; { SEARCH FOR A NEW HIGH -- favor reversals } if lastswing<>1 then begin { REVERSE FROM HIGH IF MINIMUM % SWING } if xlow < curhigh - curhigh*pcswing then begin lastswing = 1; { lastswing high fixed } swhigh = curhigh; { new verified high } highbar = chighbar; curlow = xlow; { initialize new lows } lowp = xlow; { swing low for plot } clowbar = currentbar; end else begin if xhigh > curhigh then begin curhigh = xhigh; { new current high } chighbar = currentbar; end; end; end; { SEARCH FOR A NEW LOW - favor reversal } if lastswing <> -1 then begin { REVERSAL FROM LOW IF MINIMUM % SWING } if xhigh > curlow + curlow*pcswing then begin lastswing = -1; swlow = curlow; lowbar = clowbar; curhigh = xhigh; { initialize current high } highp = xhigh; { swing high for plot } chighbar = currentbar; end else begin if xlow < curlow then begin curlow = xlow; clowbar = currentbar; end; end; end; totalpl = netprofit + openpositionprofit; dailyPL = psignal*currentshares*(close - close[1]); psignal = marketposition; end; 7. 표준편차 이동평균 관련 수식 inputs: period(40); vars: SD(0), SDV(0), stdavg(0); SD = stddev(close,period); SDV = (SD - SD[1])/SD; StdAvg = Average(close,period/2) + .05*SDV; plot1(stdavg,"StdAvg"); 8. 추세추종 시스템 관련 수식 { period = length of calculaton entryoption = 0 buy/sell on current close = 1 buy/sell on next open = 2 buy/sell next close crossoption = 0 using trendline, = 1 use price crossing trendline longonly true then only long positions high-vol filter } input: usemovingaverage(true), usebreakout(false), useslope(false), useexponential(false), period(80), entryoption(0), crossoption(0), longonly(false), exitvol(0), reentervol(0), stoploss(0), usestocks(true),usefutures(false),variablesize(true), reinvest(false), futuresinvestment(25000), stockinvestment(10000), printfiles(false); vars: signal(0), price(0), size(1), investment(1000), slope(0), ATRper(20), smooth(1.0), atrange(0), MA(0), adate(" "), equity(0), PL(0), PLlong(0), PLshort(0), exposure(0), expsmooth(0), tradeentry(0), tradeentrybar(0), tradeprice(0),dailyreturn(0), NAV(100), volper(20), returns(0), vol(0), exitvolOK(true), reentervolOK(true), exitonstop(0), bestprice(0); If Currentbar = 1 then begin if usestocks then begin investment = stockinvestment; if variablesize = false then size = 100; end else begin investment = futuresinvestment; if variablesize = false then size = 1; end; if useexponential then smooth = 2/(period + 1); end; if variablesize then begin if usefutures then begin atrange = avgtruerange(ATRper); if atrange = 0 then size = 1 else if atrange <> 0 then size = investment/(atrange*bigpointvalue); end; if usestocks then begin if close[1] <> 0 then size = investment/close[1]; end; end; if usemovingaverage then begin MA = average(close,period); if crossoption = 0 then begin if MA > MA[1] then signal = 1 else if MA < MA[1] then signal = -1; end else if crossoption = 1 then begin if close >= MA then signal = 1 else signal = -1; end; end else if usebreakout then begin if high > highest(high[1],period) then signal = 1 else if low < lowest(low[1],period) then signal = -1; end else if useslope then begin slope = linearregslope(close,period); if slope > 0 then signal = 1 else if slope < 0 then signal = -1; end else if useexponential then begin if currentbar = 1 then expsmooth = close else begin expsmooth = expsmooth + smooth*(close - expsmooth); end; if expsmooth > expsmooth[1] then signal = 1 else if expsmooth < expsmooth[1] then signal = -1; end; // reset exit on stop if exitonstop <> 0 then begin if exitonstop > 0 and signal < 0 then exitonstop = 0 else if exitonstop < 0 and signal > 0 then exitonstop = 0; end; // exit percentage trailing stop-loss if stoploss <> 0 and marketposition <> 0 then begin // return on trade as of close // PL = marketposition*currentcontracts*(close - entryprice); if marketposition > 0 then begin // bestprice = maxlist(bestprice,high); // if close/bestprice - 1 < -stoploss then begin if close/entryprice - 1 < -stoploss then begin sell ("XLstop") all contracts next bar on open; exitonstop = marketposition; end; end else if marketposition < 0 then begin bestprice = minlist(bestprice,low); if bestprice/close - 1 < -stoploss then begin buy to cover ("XSstop") all contracts next bar on open; exitonstop = marketposition; end; end; end; // exit volatility filter if exitvol <> 0 then begin returns = close/close[1] - 1; vol = stddev(returns,volper)*squareroot(252.); if reentervol <> 0 and vol < reentervol then exitvolOK = true; if vol > exitvol then exitvolOK = false; // exit on volatility filter if marketposition <> 0 and exitvolOK = false then begin if marketposition > 0 then sell ("XLvol") all contracts next bar on open else if marketposition < 0 then buy to cover ("XSvol") all contracts next bar on open; reentervolOK = false; end; end; if marketposition = 0 and reentervolOK = false and vol < reentervol then reentervolOK = true; { entry and entry options, always reverse position } If entryoption = 0 and exitvolOK and exitonstop = 0 then begin if signal = 1 and marketposition <> 1 then begin if usemovingaverage then Buy ("BMA") size contracts this bar on close else if usebreakout then Buy ("BBO") size contracts this bar on close else if useslope then buy ("BLRS") size contracts this bar on close else if useexponential then buy ("BEXP") size contracts this bar on close; // adate = ELdatetostring(tradeentry); // print(file("c:￦tradestation￦Trend_trade_length.csv"), adate, ",", currentbar - tradeentrybar:5:0, // ",", size*(close - tradeprice):8:2); tradeentry = date; tradeentrybar = currentbar; tradeprice = close; bestprice = close; end else if signal = -1 and marketposition <> -1 then begin if longonly then begin if usemovingaverage then sell ("XMA") all contracts this bar on close else if usebreakout then sell ("XBO") all contracts this bar on close else if useslope then sell ("XLRS") all contracts this bar on close else if useexponential then sell ("XEXP") all contracts this bar on close; // adate = ELdatetostring(tradeentry); // print(file("c:￦tradestation￦Trend_trade_length.csv"), adate, ",", currentbar - tradeentrybar:5:0, // ",", size*(close - tradeprice):8:2); tradeentry = date; tradeentrybar = currentbar; tradeprice = close; bestprice = close; end else begin if usemovingaverage then sell short ("SMA") size contracts this bar on close else if usebreakout then sell short ("SBO") size contracts this bar on close else if useslope then sell short ("SLRS") size contracts this bar on close else if useexponential then sell short ("SEXP") size contracts this bar on close; // adate = ELdatetostring(tradeentry); // print(file("c:￦tradestation￦Trend_trade_length.csv"), adate, ",", currentbar - tradeentrybar:5:0, // ",", size*(close - tradeprice):8:2); tradeentry = date; tradeentrybar = currentbar; tradeprice = close; bestprice = close; end; end; end else if entryoption = 1 and exitvolOK then begin If signal = 1 and marketposition <> 1 then buy size contracts next bar on open Else if signal = -1 and marketposition <> -1 then begin if longonly then sell all contracts next bar on open else sell short size contracts next bar on open; end; end else if entryoption = 2 and exitvolOK then begin If signal[1] = 1 and marketposition <> 1 then buy size contracts this bar on close Else if signal[1] = -1 and marketposition <> -1 then begin if longonly then sell all contracts next bar on open else sell short size contracts next bar on open; end; end; if lastbaronchart then if marketposition > 0 then sell all contracts this bar on close else if marketposition < 0 then buy to cover all contracts this bar on close; equity = netprofit + openpositionprofit; PL = equity - equity[1]; dailyreturn = 0; if investment <> 0 then dailyreturn = PL/investment; NAV = NAV*(1 + dailyreturn); if marketposition > 0 then PLlong = PLlong + PL else if marketposition < 0 then PLshort = PLshort + PL; if reinvest then investment = stockinvestment + equity; If printfiles then begin adate = ELdatetostring(date); // if currentbar = 1 then begin // print(file("c:￦tradestation￦Trend_trade_length.csv"), "Enter,Days,PL"); // end; // if usemovingaverage then begin If Currentbar = 1 then begin print(file("c:￦tradestation￦Trend_PL.csv"),"Date,TotalPL"); print(file("c:￦tradestation￦Trend_Detail.csv"), "Date,Open,High,Low,Close,MA,size,marketposition,PLtoday,PLlong,", "PLshort,TotalPL,Return,NAV"); end; print(file("c:￦tradestation￦Trend_PL.csv"),adate, ",", PL:8:4); print(file("c:￦tradestation￦Trend_Detail.csv"),adate, ",", open:8:4, ",", high:8:4, ",", low:8:4, ",", close:8:4, ",", MA:8:4, ",", currentcontracts:6:2, ",", marketposition:6:2, ",", PL:8:4, ",", PLlong:8:4, ",", PLshort:8:4, ",", equity:8:4, ",", dailyreturn:6:5, ",", NAV:10:3); // end // else if usebreakout then begin // If Currentbar = 1 then print(file("c:￦tradestation￦BO_PL.csv"), "Date,size,netPL,PLlong,PLshort,PLtoday"); // print(file("c:￦tradestation￦BO_PL.csv"),adate, ",", size:8:3, ",", equity:8:4, ",", PLlong:8:4, ",", // PLshort:8:4, ",", PL:8:4); // end // else if useslope then begin // If Currentbar = 1 then print(file("c:￦tradestation￦LRS_PL.csv"), "Date,size,netPL,PLlong,PLshort,PLtoday"); // print(file("c:￦tradestation￦LRS_PL.csv"),adate, ",", size:8:3, ",", equity:8:4, ",", PLlong:8:4, ",", // PLshort:8:4, ",", PL:8:4); // end; end; 9.표준편차 청산수식 { inputs: length = average true range calculation period (normally 30 for intraday, 20 for daily) factor = standard deviation value for stop } inputs: length(20), factor1(2.06), factor2(3.2); vars: up1(0), up2(0), dn1(0), dn2(0); up1 = highest(high,length) - TSMStdevStop(length, factor1); up2 = highest(high, length) - TSMStdevStop(length, factor2); dn1 = lowest(low, length) + TSMStdevStop(length, factor1); dn2 = lowest(low, length) + TSMStdevStop(length, factor2); plot1(up1,"TSMup1"); plot2(up2,"TSMup2"); plot3(dn1,"TSMdn1"); plot4(dn2,"TSMdn2"); 10. 효율비 관련 수식 input: period(20); vars: change(0), noise(0), diff(0), ratio(0), signal(0), sumratio(0), avgratio(0); ratio = 0; diff = AbsValue(close - close[1]); if currentbar > period then begin change = close - close[period]; signal = AbsValue(change); noise = summation(diff,period); ratio = 0; if noise <> 0 then ratio = signal/noise; sumratio = sumratio + ratio; end; if lastbaronchart then begin avgratio = sumratio/(currentbar - period);

* 좋은 한주 되십시요. <요청1> 박스가 형성 되도록 수식좀 요청 드립니다. <기준> 현재봉 이전 20개봉(변수) 박스 좀 부탁 드립니다.(이전거는 필요 없음) 즉 20개봉중 최대값과 최소값을 네모 모양으로 박스 1개만 부탁 드립니다. <요청2> 아래수식 꼬리가 안보이는데 윗꼬리 아래 꼬리 표현좀 부탁 드립니다. <아래 차트 기준> var : xClose(0),xOpen(0),xHigh(0),xLow(0); #Heiken Ashi 시고저종 if index == 0 then { xOpen = open; xClose = (O+H+L+C)/4; xHigh = MaxList( high, xOpen, xClose); xLow = MinList( low, xOpen,xClose); } else { xClose = (O+H+L+C)/4; xOpen = (xOpen [1] + xClose [1])/2 ; xHigh = MaxList(High, xOpen, xClose) ; xLow = MinList(Low, xOpen, xClose) ; } if XClose > Xopen Then PlotPaintBar(Xhigh,Xlow,"강조",MAGENTA); else if XClose < Xopen Then PlotPaintBar(Xhigh,Xlow,"강조",CYAN); else PlotPaintBar(Xhigh,Xlow,"강조",GREEN); 고맙습니다. 수고하십시요.

a=cci(p); b=eavg(a,p) p/10

수고하십니다. cme 해선 매매시 당일 시가대비 n틱 상승시 매도 당일 시가대비 m틱 하락시 매수하는 식 부탁드립니다.

수식부탁드립니다 당일용 분봉에서 dmiv>30 && dp<dm 이 없고 dmiv>30 && dp>dm 이면 이후 dmiv>30 && dp<dm 이 나올때까지는 별도 조건의 매수식을 적용하고 이후 dmiv>30 && dp<dm 이 나오면 매수가 없다가 이후 dmiv>30 && dp>dm 이 나오면 별도 조건의 매수식을 적용 위의 그림처럼 빨간선 구간에서만 별도 매수식을 적용하도록 수식 부탁드려요..

아래 키움수식을 예스수식으로 전환부탁드립니다. 1)수식 a=crossup(sar(af,maxAf),c) or crossdown(sar(af,maxAf),c); valuewhen(1,a,avg(c,5)) (** af=0.01, maxAf=0.2 **) 2)수식 a=c; b=(highest(high,midPeriod)+lowest(low,midPeriod))/2; valuewhen(1,crossup(a,b),c) (** midPeriod=26 **) 감사합니다.