책 XXXP 수식 자료(UT BOT ALERTS 지표)
Input : a(1), length(10),크기(15),이평(120);
var : truehighv(0),TrueLowv(0),TrueRangev(0),xatr(0),nLoss(0),src(0) ;
var : xClose(0),xOpen(0),xHigh(0),xLow(0),AA(0);
var : xATRTrailingStop(0),poss(0), emav(0), ab(False), be(False),tx(0) ;
var : dir(0),매수조건(False),매도조건(False);
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[1] > xHigh then
TrueHighv = xClose[1];
else
TrueHighv = xHigh;
If xClose[1] < xLow then
TrueLowv = xClose[1];
else
TrueLowv = xLow;
TrueRangev = TrueHighv - TrueLowv;
xatr = ma(TrueRangev,length);
nLoss = a * xatr ;
##########
src = xClose ;
xATRTrailingStop = 0.0 ;
xATRTrailingStop = iff(src > xATRTrailingStop[1] and src[1] > xATRTrailingStop[1],
max(xATRTrailingStop[1], src - nLoss),
iff(src < xATRTrailingStop[1] and src[1] < xATRTrailingStop[1],
min(xATRTrailingStop[1],src + nLoss),
iff(src > xATRTrailingStop[1], src - nLoss, src + nLoss)));
poss = 0 ;
poss = iff(src[1] < xATRTrailingStop[1] and src > xATRTrailingStop[1], 1,
iff(src[1] > xATRTrailingStop[1] and src < xATRTrailingStop[1], -1, poss[1])) ;
emav = ema(src,1);
if crossup(emav, xATRTrailingStop) Then
ab = true ;
Else
ab = False;
if crossup(xATRTrailingStop, emav) Then
be = true ;
Else
be = False;
AA=EmA(C,이평);
////////////
매수조건=src > xATRTrailingStop and ab == true;
매도조건=src < xATRTrailingStop and be == true;
if 매수조건==TRUE && 매수조건[1]==FalsE && C>=AA Then
Find(1);
댓글
댓글 쓰기