답변완료
부탁 드립니다
max( avg(C,short), avg(C,mid), avg(C,long)) <
min( avg(C,short), avg(C,mid), avg(C,long)) * (1+Percent/100) &&
C > highest(H(1),5)
and
avg(V, 5) >= 5000
and
V > V(1) * Multiple
and
C > (highest(high,midPeriod)+lowest(low,midPeriod))/2
and
C > avg(C,60)
and
CrossUp(C,BBandsUp(20, 2))
and
O*1.025 <= H
지표변수는?
short 5
mid 20
long 60
midperiod 78
Multiple 1.5
percent 3
3분봉에서 이신호(강세) 들어온 종목중에
PredayClose() < C
and
avg(C(1),5) < avg(C(4),5)
and
avg(C(1),5) < avg(C,5)
and
C > avg( C,226)
and
C > avg( C,60)
and
avg(C,60) > avg(C(5),60)
and
C > (highest(high,midPeriod)+lowest(low,midPeriod))/2
지표변수는?
midperiod 52
위에 신호가 잡히는 종목을 찾고 싶습니다.(순간 신호 잡힐 때) 를 보고 싶습니다.
2021-03-30
1526
글번호 147520
종목검색
답변완료
문의드립니다..
대댓글로 답변을 적으니. 그냥 넘어가는듯 해서 다시 끌어올려 위에다가 적습니다.
항상 감사합니다.
담당자님 덕분에 항상 배우고 있습니다.
제가 요청한 식에서 gap을 기준으로 나눠주셨자나요
혹시 제가 좀 수정할려고 하는데, 혹시 전일 종가대비 10프로 상승했을때 오른쪽식
전일 종가대비 10프로 상승을 못했을때 왼쪽식으로 적용하기 위해선
어떻게 적용해야할지 궁금합니다.
그냥 드는 생각은 gap 부분을
그냥 RATE = 0;
if O*1.1 < C[1] Then
RATE = 1;
if O*1.1 > C[1] Then
RATE = -1;
이렇게 적용하면 될까 생각이 드는데.. 맞는지 틀린지 궁금합니다.ㅜ.ㅜ
알려주세요...ㅜ.ㅜ
> 예스스탁 님이 쓴 글입니다.
> 제목 : Re : 시스템식 문의 드립니다.
> 안녕하세요
예스스탁입니다.
var : entry(0),AP(0),Gap(0),TT(0),LL(0),HH(0);
if Bdate != Bdate[1] Then
{
entry = 0;
Gap = 0;
if O > C[1] Then
Gap = 1;
if O < C[1] Then
Gap = -1;
}
HH = DayHigh(0);
LL = min(DayClose(1),DayLow(0));
if (MarketPosition != 0 and MarketPosition != MarketPosition[1]) or
(MarketPosition == MarketPosition[1] and TotalTrades > TotalTrades[1]) Then
entry = entry+1;
if Gap == 1 Then
{
if MarketPosition == 0 Then
{
if entry == 0 or
(entry >= 1 and (sTime < 115000 or Highest(H,BarsSinceExit(1)) < AP*1.06) and IsExitName("LBp1",1) == true) Then
Buy("Lb1",AtLimit,DayOpen*0.97);
}
if (MarketPosition == 1 and MaxEntries == 1 and IsEntryName("Lb1") == true) or
(MarketPosition == 0 and entry >= 1 and IsExitName("LBp2",1) == true and (sTime < 115000 or Highest(H,BarsSinceExit(1)) < AP*1.06)) Then
Buy("Lb2",AtLimit,DayOpen*0.94);
if (MarketPosition == 1 and MaxEntries == 2 and IsEntryName("Lb1") == true) or
(MarketPosition == 1 and MaxEntries == 1 and IsEntryName("Lb2") == true) Then
Buy("Lb3",AtLimit,DayOpen*0.91);
if MarketPosition == 1 Then
{
AP = AvgEntryPrice;
if CurrentContracts > CurrentContracts[1] Then
TT = TimeToMinutes(stime);
if MaxEntries == 1 and IsEntryName("Lb1") == true Then
{
ExitLong("Lbp1",AtLimit,AP*1.02);
if TimeToMinutes(sTime) >= TT+60 Then
ExitLong("Lbx1");
}
if (MaxEntries == 2 and IsEntryName("Lb1") == true) or
(MaxEntries == 1 and IsEntryName("Lb2") == true) Then
{
ExitLong("Lbp2",AtLimit,AP*1.01);
if TimeToMinutes(sTime) >= TT+60 Then
ExitLong("Lbx2");
}
if (MaxEntries == 3 and IsEntryName("Lb1") == true) or
(MaxEntries == 2 and IsEntryName("Lb2") == true) Then
{
ExitLong("Lbp3",AtLimit,AP*1.005);
if TimeToMinutes(sTime) >= TT+60 Then
ExitLong("Lbx3");
}
ExitLong("Lbl",AtStop,DayOpen*0.88);
}
}
if Gap == -1 Then
{
if MarketPosition == 0 and HH >= DayClose(1)*1.05 Then
{
if entry == 0 or (entry >= 1 and (sTime < 115000 or Highest(H,BarsSinceExit(1)) < AP*1.06) and IsExitName("Rbp1",1) == true) Then
Buy("Rb1",AtLimit,LL+(HH-LL)*0.618);
}
if (MarketPosition == 1 and MaxEntries == 1 and IsEntryName("Rb1") == true) or
(MarketPosition == 0 and entry >= 1 and IsExitName("RBp2",1) == true and (sTime < 115000 or Highest(H,BarsSinceExit(1)) < AP*1.06)) Then
Buy("Rb2",AtLimit,LL+(HH-LL)*0.500);
if (MarketPosition == 1 and MaxEntries == 2 and IsEntryName("Rb1") == true) or
(MarketPosition == 1 and MaxEntries == 1 and IsEntryName("b2") == true) Then
Buy("Rb3",AtLimit,LL+(HH-LL)*0.382);
if MarketPosition == 1 Then
{
AP = AvgEntryPrice;
if CurrentContracts > CurrentContracts[1] Then
TT = TimeToMinutes(stime);
if MaxEntries == 1 and IsEntryName("Rb1") == true Then
{
ExitLong("Rbp1",AtLimit,AP*1.02);
if TimeToMinutes(sTime) >= TT+60 Then
ExitLong("Rbx1");
}
if (MaxEntries == 2 and IsEntryName("Rb1") == true) or
(MaxEntries == 1 and IsEntryName("Rb2") == true) Then
{
ExitLong("Rbp2",AtLimit,AP*1.01);
if TimeToMinutes(sTime) >= TT+60 Then
ExitLong("Rbx2");
}
if (MaxEntries == 3 and IsEntryName("Rb1") == true) or
(MaxEntries == 2 and IsEntryName("Rb2") == true) Then
{
ExitLong("Rbp3",AtLimit,AP*1.005);
if TimeToMinutes(sTime) >= TT+60 Then
ExitLong("Rbx3");
}
if LatestEntryName(0) == "Rb3" Then
ExitLong("Rbl",AtStop,LatestEntryPrice(0)*0.98);
}
}
SetStopEndofday(151800);
즐거운 하루되세요
> 맴맴잉 님이 쓴 글입니다.
> 제목 : 시스템식 문의 드립니다.
> 예전에 문의들였던 시스템식 2가지를 합칠려고 합니다.
위 그림과 같이 당일 매매이고, 전일 종가대비 갭상하였을 경우 왼쪽 시스템식 적용
전일종가대비 갭 하락하였을 경우 오른쪽 시스템식을 적용하려고 합니다.
예전에 문의들였던 시스템식도 같이 송부드리오니. 요청드립니다.
-------------------------------------------------------------------
왼쪽 시스템식
var : entry(0),AP(0);
if Bdate != Bdate[1] Then
entry = 0;
if (MarketPosition != 0 and MarketPosition != MarketPosition[1]) or
(MarketPosition == MarketPosition[1] and TotalTrades > TotalTrades[1]) Then
entry = entry+1;
if MarketPosition == 0 Then
{
if entry == 0 or
(entry >= 1 and (sTime < 115000 or Highest(H,BarsSinceExit(1)) < AP*1.06) and IsExitName("Bp1",1) == true) Then
Buy("b1",AtLimit,DayOpen*0.97);
}
if (MarketPosition == 1 and MaxEntries == 1 and IsEntryName("b1") == true) or
(MarketPosition == 0 and entry >= 1 and IsExitName("Bp2",1) == true and (sTime < 115000 or Highest(H,BarsSinceExit(1)) < AP*1.06)) Then
Buy("b2",AtLimit,DayOpen*0.94);
if (MarketPosition == 1 and MaxEntries == 2 and IsEntryName("b1") == true) or
(MarketPosition == 1 and MaxEntries == 1 and IsEntryName("b2") == true) Then
Buy("b3",AtLimit,DayOpen*0.91);
if MarketPosition == 1 Then
{
AP = AvgEntryPrice;
if MaxEntries == 1 and IsEntryName("b1") == true Then
{
ExitLong("bp1",AtLimit,AP*1.02);
if TimeToMinutes(sTime) >= TimeToMinutes(EntryTime)+60 Then
ExitLong("bx1");
}
if (MaxEntries == 2 and IsEntryName("b1") == true) or
(MaxEntries == 1 and IsEntryName("b2") == true) Then
{
ExitLong("bp2",AtLimit,AP*1.01);
if TimeToMinutes(sTime) >= TimeToMinutes(EntryTime)+60 Then
ExitLong("bx2");
}
if (MaxEntries == 3 and IsEntryName("b1") == true) or
(MaxEntries == 2 and IsEntryName("b2") == true) Then
{
ExitLong("bp3",AtLimit,AP*1.005);
if TimeToMinutes(sTime) >= TimeToMinutes(EntryTime)+60 Then
ExitLong("bx3");
}
ExitLong("bl",AtStop,DayOpen*0.88);
}
SetStopEndofday(151800);
-------------------------------------------------------------------
오른쪽 시스템식
var : entry(0),AP(0),TT(0),LL(0),HH(0);
if Bdate != Bdate[1] Then
entry = 0;
HH = DayHigh(0);
LL = min(DayClose(1),DayLow(0));
if (MarketPosition != 0 and MarketPosition != MarketPosition[1]) or
(MarketPosition == MarketPosition[1] and TotalTrades > TotalTrades[1]) Then
entry = entry+1;
if MarketPosition == 0 and HH >= DayClose(1)*1.05 Then
{
if entry == 0 or (entry >= 1 and (sTime < 115000 or Highest(H,BarsSinceExit(1)) < AP*1.06) and IsExitName("Bp1",1) == true) Then
Buy("b1",AtLimit,LL+(HH-LL)*0.618);
}
if (MarketPosition == 1 and MaxEntries == 1 and IsEntryName("b1") == true) or
(MarketPosition == 0 and entry >= 1 and IsExitName("Bp2",1) == true and (sTime < 115000 or Highest(H,BarsSinceExit(1)) < AP*1.06)) Then
Buy("b2",AtLimit,LL+(HH-LL)*0.500);
if (MarketPosition == 1 and MaxEntries == 2 and IsEntryName("b1") == true) or
(MarketPosition == 1 and MaxEntries == 1 and IsEntryName("b2") == true) Then
Buy("b3",AtLimit,LL+(HH-LL)*0.382);
if MarketPosition == 1 Then
{
AP = AvgEntryPrice;
if CurrentContracts > CurrentContracts[1] Then
TT = TimeToMinutes(stime);
if MaxEntries == 1 and IsEntryName("b1") == true Then
{
ExitLong("bp1",AtLimit,AP*1.02);
if TimeToMinutes(sTime) >= TT+60 Then
ExitLong("bx1");
}
if (MaxEntries == 2 and IsEntryName("b1") == true) or
(MaxEntries == 1 and IsEntryName("b2") == true) Then
{
ExitLong("bp2",AtLimit,AP*1.01);
if TimeToMinutes(sTime) >= TT+60 Then
ExitLong("bx2");
}
if (MaxEntries == 3 and IsEntryName("b1") == true) or
(MaxEntries == 2 and IsEntryName("b2") == true) Then
{
ExitLong("bp3",AtLimit,AP*1.005);
if TimeToMinutes(sTime) >= TT+60 Then
ExitLong("bx3");
}
if LatestEntryName(0) == "b3" Then
ExitLong("bl",AtStop,LatestEntryPrice(0)*0.98);
}
SetStopEndofday(151800);
---------------------------------------------------------------
항상 감사합니다.^^
2021-03-30
1192
글번호 147505
시스템