ความคิดเห็นที่ 65
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===========================
Holy Grail MkIV Long system
===========================
---8<-------------------------------------
{ Holy Grail Long MkIV system signals v7.5 }
{ Warning: Xperimental only - *Do Not Trade!* }
{ Ignore all signals without matching
MkIV Money Management module!
Enter Long = +1 (Close)
Exit Long = -1 (Close)
For JSE markets only.}
{ ฉCopyright 2005 Jose Silva }
{ http://www.metastocktools.com }
pds:=Input("Avg trade frequency",2,500,21);
pdsN:=Input("Fibonator normalizing periods (1=none)",1,260,1);
vFilter:=Input("Inactivity filter? [1]Yes, [0]No",0,1,1);
delay:=Input("Entry and Exit delay",0,5,0);
plot:=Input("[1]Signals, [2]Trade binary",1,2,1);
vFilter:=If(vFilter=1,HHV(C,pds)>LLV(C,pds)*1.05,1);
FibSeriesSum:=1+1/1+1/2+1/3+1/5+1/8+1/13+1/21+1/34+1/55+1/89+1/144+1/233+1/377+1/610;
FibSeriesSumVal:=Frac(FibSeriesSum+LastValue(DPO(pds)+PREV-PREV)-FibSeriesSum);
FibSeriesSumValNorm:=(FibSeriesSumVal-LLV(FibSeriesSumVal,pds))/(HHV(FibSeriesSumVal,pds)-LLV(FibSeriesSumVal,pds)+.000001)*100;
avg:=Cum(FibSeriesSumValNorm)/Cum(IsDefined(FibSeriesSumValNorm));
pk:=Ref(FibSeriesSumValNorm,-1)=HHV(FibSeriesSumValNorm,3) AND Ref(FibSeriesSumValNorm,-1)>avg;
pkVal:=ValueWhen(1,pk,Ref(FibSeriesSumValNorm,-1));
pkAvg:=Cum(pkVal)/Cum(IsDefined(pkVal));
tr:=Ref(FibSeriesSumValNorm,-1)=LLV(FibSeriesSumValNorm,3) AND Ref(FibSeriesSumValNorm,-1)<avg;
trVal:=ValueWhen(1,tr,Ref(FibSeriesSumValNorm,-1));
trAvg:=Cum(trVal)/Cum(IsDefined(trVal));
entryLong:=Cross(FibSeriesSumValNorm,trAvg) AND vFilter;
exitLong:=Cross(FibSeriesSumValNorm,pkAvg);
InitSequence:=Cum(IsDefined(entryLong+exitLong))=1;
x:=ValueWhen(1,entryLong-exitLong<>0,entryLong-exitLong);
entryLong:=x=1 AND (Alert(x<>1,2) OR InitSequence);
exitLong:=x=-1 AND (Alert(x<>-1,2) OR InitSequence);
binary:=ValueWhen(1,entryLong-exitLong<>0,entryLong-exitLong);
{ Plot in own window }
Ref(If(plot=1,entryLong-exitLong,binary),-delay)
---8<-------------------------------------
====================================
Holy Grail MkIV system Profit Long %
====================================
---8<-----------------------------------
{ System Profit Long % - fixed trade size - v2.2
Basic code - Entry/Exit on Close of signal.
ฉCopyright 2005~2006 Jose Silva.
The grant of this license is for personal use
only - no resale or repackaging allowed.
All code remains the property of Jose Silva.
http://www.metastocktools.com }
{* Entry Long formula reference *}
x:="Fml("Holy Grail MkIV Long system");
entry:=x=1;
{* Exit Long formula reference *}
exit:=x=-1;
{ User inputs }
cost:=Input("Total Transaction costs (Brokerage + Slippage) %:",0,100,.2)/200;
plot:=Input("plot: [1]%Profit, [2]Signals",
1,2,1);
{ Trade Binary & clean Entry/Exit signals }
init:=Cum(IsDefined(entry+exit))=1;
flag:=ValueWhen(1,entry-exit<>0 OR init,entry);
entry:=flag*(Alert(flag=0,2)
OR entry*Cum(entry)=1);
exit:=(flag=0)*(Alert(flag,2)
OR exit*Cum(exit)=1);
{ Profit % curve }
EntryVal:=ValueWhen(1,entry,C*(1+cost));
Profit:=C*(1-cost)/EntryVal-1;
ProfitPer:=(flag*Profit+Cum(exit*Profit))*100;
{ Plot in own window below chart }
If(plot=1,ProfitPer,entry-exit)
---8<-----------------------------------
จากคุณ :
:::GANTZ::: 
- [
13 ต.ค. 49 10:49:42
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