魅惑のスキャルピングトレード - またろうのシストレブログ

今回は前回作った板チャート（ITA_AVG）でストラテジーを組んでみます。

ロジックは移動平均線大循環分析でストラテジーを組んだ時とほぼ一緒です。

関数ITA_AVGが必要です。
tsukinowakabu.hatenablog.jp

[Intrabarordergeneration = true];

inputs: 
	ShortAvg(5),
	MidAvg(25),
	LongAvg(50),
	Geta(10);
	
vars: 
	IntrabarPersist Answer(0),
	IntrabarPersist AnswerMid(0),
	IntrabarPersist AnswerSlow(0),
	IntrabarPersist UpFlg(0),
	IntrabarPersist DownFlg(0);

Answer = ITA_AVG(ShortAvg);
AnswerMid = ITA_AVG(MidAvg);
AnswerSlow = ITA_AVG(LongAvg);

UpFlg = 0;
IF Answer > AnswerMid + Geta and AnswerMid > AnswerSlow and Answer > Answer[1] and AnswerMid > AnswerMid[1] and AnswerSlow > AnswerSlow[1] then UpFlg = 1;

DownFlg = 0;
if Answer < AnswerMid - Geta and AnswerMid < AnswerSlow and Answer < Answer[1] and AnswerMid < AnswerMid[1] and AnswerSlow < AnswerSlow[1] then DownFlg = 1;

If MarketPosition = 0 and ((0900 < TIME and TIME < 1120) or (1230 < TIME and TIME < 1450)) then 
begin

	IF UpFlg = 1 then
	BEGIN
		Print(GetSymbolName, "買い", TIME);
		Buy ( !( "買い" ) ) next bar at market;
	end;

	IF DownFlg = 1 then
	BEGIN
		Print(GetSymbolName, "空売り", TIME);
		Sellshort ( !( "空売り" ) ) next bar at market;
	end;
	
end;

IF MarketPosition = 1 then
BEGIN
	IF Answer < AnswerMid and Answer < Answer[1] and AnswerMid < AnswerMid[1] then
	BEGIN
		Print(GetSymbolName, "売り抜け", TIME);
		Sell ( !( "売り抜け" ) ) next bar at market;
	end;
end;

IF MarketPosition = -1 then
BEGIN
	IF Answer > AnswerMid and Answer > Answer[1] and AnswerMid > AnswerMid[1] then
	BEGIN
		Print(GetSymbolName, "買い戻し", TIME);
		BuyToCover ( !( "買い戻し" ) ) next bar at market;
	end;
end;	

if TIME >= 1125 and TIME < 1130 then
Begin
	if MarketPosition = 1 then
	BEGIN 
		Print(GetSymbolName, "指定時間売り抜け（午前）", TIME);
		Sell ( "指定時間売り抜け（午前）" ) next bar at market;
	end;
	if MarketPosition = -1 then
	BEGIN
		Print(GetSymbolName, "指定時間買い戻し（午前）", TIME);
		BuyToCover ( "指定時間買い戻し（午前）" ) next bar at market;
	end;
End;

if TIME >= 1455 then
Begin
	if MarketPosition = 1 then
	BEGIN 
		Print(GetSymbolName, "指定時間売り抜け（午後）", TIME);
		Sell ( "指定時間売り抜け（午後）" ) next bar at market;
	end;
	if MarketPosition = -1 then
	BEGIN
		Print(GetSymbolName, "指定時間買い戻し（午後）", TIME);
		BuyToCover ( "指定時間買い戻し（午後）" ) next bar at market;
	end;
End;

スキャルピングなのでチャート分析の足種設定を１ティックにします。
（それ以外の設定でも使えないこともないですが）

f:id:tsukinowaapp:20180704102940j:plain