sistem tester pmax and most formülü yazabilirmisiniz

Question

al şartı : pmax   and most

sat şartı : p max

açığa sat artı :pmax   and most

açık pozisyon kapat : p max

pmax ve most mov period variable

olacak şekilde system tester stratejisi yazabilirmisiniz

Answer 1

merhaba ,

standart değerleriyle yazdık aşağıda incelersiniz

al şartı : pmax   and most

period:=10;
coeff:=3;
MovPeriod:=10;
K:=MOV((H+L)/2,MovPeriod,var);
OFFSET:=coeff*ATRe(period);
STR:=K+OFFSET;
STS:=K-OFFSET;
FUB:=IF(STR<PREV OR REF(K,-1)>PREV,STR,PREV);
FLB:=IF(STS>PREV OR REF(K,-1)<PREV,STS,PREV);
PMax:=IF(PREV=REF(FUB,-1) AND K<FUB,FUB,IF(PREV=REF(FUB,-1) AND K>FUB,FLB,IF(PREV=REF(FLB,-1) AND K>FLB,FLB,IF(PREV=REF(FLB,-1) AND K<FLB,FUB,FUB))));
K>PMax AND mov(c,3,var)>MOST(c,3,2,var)

sat şartı

period:=10;
coeff:=3;
MovPeriod:=10;
K:=MOV((H+L)/2,MovPeriod,var);
OFFSET:=coeff*ATRe(period);
STR:=K+OFFSET;
STS:=K-OFFSET;
FUB:=IF(STR<PREV OR REF(K,-1)>PREV,STR,PREV);
FLB:=IF(STS>PREV OR REF(K,-1)<PREV,STS,PREV);
PMax:=IF(PREV=REF(FUB,-1) AND K<FUB,FUB,IF(PREV=REF(FUB,-1) AND K>FUB,FLB,IF(PREV=REF(FLB,-1) AND K>FLB,FLB,IF(PREV=REF(FLB,-1) AND K<FLB,FUB,FUB))));
K<PMax

 

açığa sat artı :pmax   and most

period:=10;
coeff:=3;
MovPeriod:=10;
K:=MOV((H+L)/2,MovPeriod,var);
OFFSET:=coeff*ATRe(period);
STR:=K+OFFSET;
STS:=K-OFFSET;
FUB:=IF(STR<PREV OR REF(K,-1)>PREV,STR,PREV);
FLB:=IF(STS>PREV OR REF(K,-1)<PREV,STS,PREV);
PMax:=IF(PREV=REF(FUB,-1) AND K<FUB,FUB,IF(PREV=REF(FUB,-1) AND K>FUB,FLB,IF(PREV=REF(FLB,-1) AND K>FLB,FLB,IF(PREV=REF(FLB,-1) AND K<FLB,FUB,FUB))));
K<PMax AND mov(c,3,var)<MOST(c,3,2,var)

açığa poz kapat

period:=10;
coeff:=3;
MovPeriod:=10;
K:=MOV((H+L)/2,MovPeriod,var);
OFFSET:=coeff*ATRe(period);
STR:=K+OFFSET;
STS:=K-OFFSET;
FUB:=IF(STR<PREV OR REF(K,-1)>PREV,STR,PREV);
FLB:=IF(STS>PREV OR REF(K,-1)<PREV,STS,PREV);
PMax:=IF(PREV=REF(FUB,-1) AND K<FUB,FUB,IF(PREV=REF(FUB,-1) AND K>FUB,FLB,IF(PREV=REF(FLB,-1) AND K>FLB,FLB,IF(PREV=REF(FLB,-1) AND K<FLB,FUB,FUB))));
K>PMax

 

iyi günler dileriz.