ample 4: IFELSE(C-INTPART©>=0.5,CEILING©,FLOOR©); // Rounding the closing price to the nearest whole number ```
Take the whole number.
INTPART(X), take the integer part of X.
Example 1:
INTPART(12.3); // The return value is 12
Example 2:
INTPART(-3.5); // The return value is -3
Example 3:
INTPART(10); // The return value is 10
Example 4:
INTPART(C); // Find the integer part of the closing price
Natural logarithm.
LN(X), find the natural logarithm of X.
Remarks:
1.X takes values in the range of non-zero natural numbers, i.e. 1, 2, 3, 4, 5 ...
2.If X takes a value of 0 or a negative number, the return value is null.
Example:
LN(OPEN); // Find the logarithm of the opening price
Common logarithm.
LOG(X), find the common logarithmic value of X.
Remarks:
1.The range of values of X in this function is X>0.
2.There is no logarithm for 0 and negative numbers, and the return value is null when X is 0 or negative.
Example 1:
LOG(100); // Return 2
Example 2:
LOG(0); // Return null
Max.
MAX(A,B), the maximum value is taken. Take the larger of A, B.
Remark:
If A=B, the return value is the value of A or B.
Example 1:
MAX(CLOSE,OPEN); // Indicates the larger one of the opening price and the closing price
Example 2:
MAX(CLOSE-OPEN,0); // Indicates if the closing price is greater than the opening price, then return the difference between them, otherwise return 0
Example 3:
MAX(A,MAX(B,MAX(C,D))); // Find the maximum value of A, B, C and D
Take the maximum value.
MAX1(A...P), takes the maximum value in A to P.
Remarks:
1.Supports 2-16 values for comparison.
2.A...P can be either a number or a variable.
Example 1:
MAX1(CLOSE,OPEN); // Indicates to take the larger one of the opening price and the closing price
Example 2:
MAX1(1,2,3,4,5,6,7,8,9,10,11,12,13,14,15,16); // Indicates to take the maximum value of the number 1 to 16
Find the median.
MEDIAN(X,N), find the middle value of X in N periods.
Remarks:
1.After sorting all X in N periods, if N is odd, the (N+1)/2nd is chosen as the median, and if N is even, the median is the average of (N/2 as well as N/2+1).
2.N can be a variable.
Example 1:
The closing prices of soybean meal 1509 in the last 3 days are 2727, 2754 and 2748, so the current return value of MEDIAN(C,3) is 2748.
Example 2:
The opening prices of soybean meal 1509 in the last 4 days are 2752, 2743, 2730, 2728, so the current return value of MEDIAN(O,4) is 2736.5.
Find the median value.
MEDIAN1(A,...,P), find the middle value from A to P.
Remarks:
1.Supports up to 16 parameters for calculation.
2.A...P can be either a value or a variable.
3.If the number of parameters is N, and after sorting the N parameters, if N is an odd number, the (N+1)/2th is selected as the median; if N is an even number, the median is (N/2 and N /2+1).
Example 1:
AA:=MEDIAN1(O,C,H); // The opening price, closing price, and highest price are sorted by numerical value, and the value in the middle is taken.
Example 2:
BB:=MEDIAN1(1,2,3,4,5,6,7,8,9,10,11,12,13,14,15,16); // Indicate to take the median of numbers 1-16, BB returns 8.5
The minimum value.
MIN(A,B), take the minimum value. Take the smaller one of A and B.
Remark:
If A=B, the return value will be the value of A or B.
Example 1:
MIN(OPEN,CLOSE); // Indicate to take the smaller one of the opening price and the closing price
Example 2:
MIN(C,MIN(O,REF(C,1))); // Find the opening price, the closing price of the current period, and the minimum value between the closing price of the previous period
Take the minimum value.
MIN1(A...P), take the minimum value from A to P.
Remarks:
1.Supports 2-16 values for comparison.
2.A...P can be either a number or a variable.
Example 1:
MIN1(CLOSE,OPEN); // Indicates to take the smaller one of the opening price and closing price
Example 2:
MIN1(1,2,3,4,5,6,7,8,9,10,11,12,13,14,15,16); // Indicates to take the minimum value of the numbers 1-16
Take the modulus.
MOD(A,B), take the modulus. Return A to B for modulus.
Example 1:
MOD(26,10); // Returns 6, the remainder of 26 divided by 10 is 6, that is, the modulus of 26 to 10 is 6
Example 2:
MOD(A,2)=0; // Determine if A is an even number
Find the plural.
MODE(X,N), find the most frequent value of X in N periods.
Remarks:
1.If N periods do not contain duplicate values, the function returns null.
2.N can be a variable.
Power.
POW(X,Y), find X to the Y power.
Remarks:
1.When X is negative, Y must be an integer, because when the base is negative, the square root operation cannot be performed, and the return value is null.
2.X,Y can be either numeric values or variables.
Example 1:
POW(CLOSE,2); // Find the 2nd power of the closing price
Example 2:
POW(10,2); // The return value is 100
Example 3:
POW(1/2,-2); // The return value is 4
Example 4:
POW(100,O-C); // Return to the O-Cth power of 100
A random function that generates random numbers.
RAND(X,Y), A random function that generates random numbers, return to random number in the range X to Y.
Remarks:
1.Both X and Y parameters are supported to be set as variables.
2.This function supports returning integers only.
3.When X>Y, the function returns null.
4.When the range of X and Y is less than 1, the function returns an invalid value.
Example 1:
RAND(1,60); // Returns to a random value between 1 and 60
Example 2:
RAND(C,O); // Returns to a random value between the closing price and the opening price
Range.
RANGE(X,Y,Z): within a certain range. Returns to 1 if X is greater than Y and less than Z, otherwise returns to 0
Example 1:
RANGE(5,4,6); // The return value is 1
Example 2:
RANGE(8,3,6); // The return value is 0
Example 3:
MA5:=MA(C,5);
MA10:=MA(C,10);
MA20:=MA(C,20);
RANGE(MA10,MA20,MA5),BK; // The 10-period SMA buys open positions between the 5-period SMA and the 20-period SMA
// RANGE(MA10,MA20,MA5)=1,BK; has the same meaning as RANGE(MA10,MA20,MA5),BK;
Takes the reverse value.
REVERSE(X), takes the reverse value. Returns to -X.
Example 1:
REVERSE(LOW); // Returns to -LOW
Example 2:
REVERSE(-55); // The return value is 55
Example 3:
REVERSE(0); // The return value is 0
Specified digits are rounded.
ROUND(N,M), the number N is rounded to the nearest M digits.
Remarks:
1.N supports writing as variables and parameters; M does not support writing as variables, but can be written as parameters.
2.If M>0, round the number N to M decimal places after the decimal point.
3.If M=0, round the number N to an integer.
4.If M<0, round the number N before M digits to the left of the decimal point.
Example 1:
ROUND(125.345,2); // Returns to 125.35
Example 2:
ROUND(125.345,0); // Returns to 125
Example 3:
ROUND(125.345,-1); // Returns to 130
Take the symbol.
SGN(X), take the symbol. Returns to 1 if X>0, -1 if X<0, otherwise returns to 0.
Example 1:
SGN(5); // The return value is 1
Example 2:
SGN(-5); // The return value is -1
Example 3:
SGN(0); // The return value is 0
Find the sine.
SIN(X), find the sine of X.
Remarks:
1.X takes the value of R (the set of real numbers).
2.The value range is (-1, 1).
Example 1:
SIN(-1.57); // Returns to the sine of -1.57
Example 2:
SIN(1.57); // Returns to the sine of 1.57
Square root.
SQRT(X), find the square root of X.
Remark:
X takes a positive value and returns null when X is negative.
Example 1:
SQRT(CLOSE); // Square root of closing price
Square.
SQUARE(X) finds the square of X.
Example 1:
SQUARE(C); // Square of closing price
Example 2:
SQUARE(2); // Square of 2
Tangent.
TAN(X), returns to the tangent of X.
Example 1:
TAN(0); // Returns to the tangent of 0
Example 2:
TAN(-3.14); // Returns to the tangent of -3.14
BK Buy open positions.
BP Buy close positions.
SK Sell open positions.
SP Sell close positions.
BPK buy close positions and then buy open new positions.
SPK sell close positions and then sell open new positions.
CLOSEOUT a liquidation command to close positions in all directions.
SELECT identifies a pattern on an eligible K-line, generally used for pattern recognition.
TRADE_AGAIN(N), in the addition and subtraction model with this function, N signals can be continuously output from the same instruction line.
AUTOFILTER, to enable a signal filtering mechanism for opening a position and closing a position.
MULTSIG(Sec1, Sec2, N), set a k-line with multi-signal command price method (TICK backtest by backtest, it can set backtest accuracy).
When the position opening signal comes out the signal Sec 1 second, the order will be placed without review.
When the position opening signal comes out the signal Sec 2 second, the order will be placed without review.
FILTER(COND,N), filtering signals that appear continuously. When the COND condition holds, the data for the next N periods returns to 0.
For Example:
a:=FILTER(CLOSE>OPEN, 3) // Find the positive line, the positive line that appears again within 3 periods will not be recorded
Note: it cannot be used with BKPRICE, BARSBK, SKPRICE, BARSSK.
Enable the signal filtering mechanism of one opening and one closing position.
AUTOFILTER enable the signal filtering mechanism of one opening and one closing position.
Usage:
If AutoFilter function is included in the model, enable the signal filtering mechanism of one opening and one closing position.
If this function is not written in the model, each instruction is valid and supports adding and subtracting positions.
Filtering rules of the model.
1.Only the first one of consecutive commands in the same direction is valid, and the others will be filtered;
2.Trading orders must be opened first and then closed, and a pair of opening and closing position will appear:
When the BK command appears, the next command only allows the SP\SPK command;
When the SK command appears, the next command only allows the BP\BPK command;
When a closing command such as SP/BP/CLOSEOUT appears, the next one can be any one of BK/SK/SPK/BPK;
The backhand commands SPK and BPK appear crosswise.
Examples:
CLOSE>OPEN,BK;
CLOSE<OPEN,SP;
AUTOFILTER; // Enable the signal filtering mechanism of one opening and one closing position
Limit signal function.
TRADE_AGAIN(N), it can output N signals continuously in the same instruction line.
Usage:
TRADE_AGAIN(N) contains this function in the scaling in/dumping position model, it can output N signals continuously in the same instruction line.
Remarks:
1.This function is only applicable to plus and minus position models.
2.The function is written in the model, a K-line supports one signal only. It cannot be used at the same time as the MULTSIG function.
3.N signals must be executed consecutively, and if other signals appear during the period, N counts from new.
4.N cannot be written as a variable.
Examples:
C>O,BK(1); // K-line is positive, buy and open a position of 1 lot
C<O,SP(BKVOL); // K-line is negative, sell to close long position
TRADE_AGAIN(3); // The same command line can be executed three times in a row (if there are three consecutive positive lines, then buy open positions for three consecutive times)
Returns to the last buy open signal price of the data contract.
BKPRICE returns to the latest buy and open signal price of the data contract.
Usage:
BKPRICE returns to the latest price of the data contract when the last buy and open signal was issued.
Remarks:
1.The BKPRICE value and the BKPRICE1 value are equal when the data contract and the trading contract are the same.
2.When there are multiple consecutive position opening signals (scaling in) in the model, the function returns to the price of the latest position opening signal, not the average position opening price.
3.The return values for the different signal execution methods are:
(1)Signal execution mode is no signal review
Historical backtest: BKPRICE returns to the latest price of the data contract market at the time the signal was sent.
(2)Signal execution method: choose the K-line to go through the confirmation signal to place an order
Historical backtest: BKPRICE returns to the closing price of the current K-line of the data contract at the time the signal was sent.
(3)Set the signal execution mode to check the signal after the K-line is completed
Historical backtest: BKPRICE returns to the closing price of the current K-line of the data contract when the signal is sent.
Example:
BKPRICE-CLOSE>60 && BKPRICE>0 && BKVOL>0, SP; // If the bid-opening price is 60 higher than the current price, and a long position exists, sell and close the position
Returns to the average long position opening price of the data contract.
BKPRICEAV returns to the average long position opening price of the data contract.
Usage:
BKPRICEAV returns to the average long position opening price of the data contract.
Remarks:
1.Signal filtering model of one opening and one leveling
(1)After the signal for opening a position, when there is no signal for closing a position: the value of BKPRICEAV is the same as the value of BKPRICE.
(2)after the closing signal: BKPRICEAV returns to a value of 0.
2.Model of scaling in and dumping positions:
(1)When the position is not 0: BKPRICEAV returns to the average opening price of the data contract position.
(2)When the position of scaling in and dumping position model is 0: the return value of BKPRICEAV is 0.
Remark:
The calculation takes into account the slippage of this function.
Example:
CLOSE-BKPRICEAV>60,SP(BKVOL); // The current price is 60 higher than the average long position opening price, close all long positions
The number of lots of buying opening position signal.
The number of lots of buying opening position signal.
Usage:
BKVOL returns to the current long position of the model.
1.Loading runs:
(1)When the backtesting system is running, BKVOL is not limited by the capital and it shows the number of opening position lots according to the signal.
2.Backtest is running:
(1)If there is no enough capital to open a position, the number of opening position lots is 0 and BKVOL returns a value of 0.
(2)When the BK (BPK) signal appears and confirmed to be fixed, the value of BKVOL increases the value of the number of opening position lots; when the SP (SPK) signal appears and confirmed to be fixed, the value of BKVOL decreases the value of the number of closed position lots.
Examples:
BKVOL=0&&C>O,BK(1); // When the long position is 0 and the closing price is greater than the opening price, buy a lot of opening position
BKVOL>=1&&H>HV(H,5),BK(2); // When the long position is greater than or equal to 1, and the highest price of a K-line is greater than the maximum of the highest price in the previous 5 periods, scale in 2 lots of position
BKVOL>0&&L<REF(L,5),SP(BKVOL); // When the long position is greater than 0 and the lowest price of the K-line is less than the lowest price of the K-line before 5 periods, sell all long positions
Returns to the highest price since the data contract was bought to open a position.
Returns to the highest price since the data contract was bought to open a position.
Usage:
BKHIGH returns to the highest price of the data contract from the most recent model buy open position to the current one.
1.The return values for the different signal execution methods are:
(1)The signal execution method is to confirm the signal order after the K-line is completed.
a.In the historical signal calculation, the K-line following the BK (BPK) signal returns to the highest price of the data contract market since the commission.
b.During the loading and running process, when the current K-line of the BK (BPK) signal returns the latest price of the data contract market when the signal is sent, the K-line after BK returns to the highest price of the data contract market since the commission.
The highest price of the data contract market is counted from the time the BK (BPK) signal is issued; if the signal disappears, it returns to the highest price of the data contract market since the last time it was bought, and if the signal is confirmed to exist, the highest price of the data contract market recorded by the current K-line is returned.
Remarks:
After the BK signal is issued, the signal disappears in the middle, and the highest price of the contract is counted from the last signal appearance. (3)The signal execution method is selected without signal review (e.g., writing MULTSIG in the model). The current K-line of the BK(BPK) signal returns to the highest price of the data contract market from the time the signal was sent to the time the K-line was completed; the K-line following the BK(BPK) signal returns to the highest price of the data contract market since the signal was sent.
Examples:
C>O,BK;
C>BKPRICE&&C<BKHIGH-5,SP;
AUTOFILTER; // If the latest price is 5 points lower than the highest price of the data contract since the position was opened, take profit and close the position
```
Returns to the lowest price since the data contract was bought to open a position.
Returns to the lowest price since the data contract was bought to open a position.
Usage:
BKLOW returns to the latest model buy open position of the data contract to the current lowest price.
1.The return values for the different signal execution methods are:
(1)Place an order after the K-line completed the confirmation signal
a.In the calculation of historical signals, the K-line after the BK (BPK) signal returns to the lowest price of the data contract since the commission was issued.
b.During the loading and running process, when the current K-line of the BK (BPK) signal returns to the latest price of the data contract market when the signal is sent, the K-line after BK returns to the lowest price of the data contract market since the commission was issued.
The lowest price of the data contract market starts from the time when the BK (BPK) signal is sent out; if the signal disappears, it returns to the lowest price of the data contract market since the last time it was bought and opened. If the signal confirmation exists, returns to the lowest price of the data contract market price recorded by the current K-line.
Remark: After the BK signal is issued, the signal disappears in the middle, and the lowest price of the data contract is counted from the last signal.
(3)Signal execution mode choose not to perform signal review (for example: write MULTSIG in the model)
For BK(BPK) signal, the lowest price of the data contract market from the time the signal is sent to the end of the K-line when the current K-line returns; The K-line after the BK (BPK) signal returns to the lowest price of the data contract since the signal was sent.
Examples:
C>O,BK;
C>BKLOW+5,SP;
AUTOFILTER; // If the latest price is 5 points higher than the lowest price of the data contract since the position was opened, close the position
Returns to the latest price of selling open position signal of the data contract.
SKPRICE returns to the latest price of selling open position signal of the data contract.
Usage:
SKPRICE returns to the latest price of the data contract when the last sell open signal was issued.
Remarks:
1.When the data contract and the trading contract are the same, the SKPRICE value and the SKPRICE1 value are equal.
2.When there are multiple consecutive position opening signals (scaling in positions) in the model, the function returns to the price of the latest position opening signal, not the average price of opening position.
3.The return values for the different signal execution methods are:
(1)The signal execution mode is no signal review
a.Historical backtesting: SKPRICE returns to the latest price of the data contract when the signal is sent.
(2)Select the K-line to complete the confirmation signal to place an order for signal execution method
a.Historical backtesting: SKPRICE returns to the closing price of the current K-line of the data contract when the signal is sent.
(3)Set the signal execution mode to check the signal after the K-line is completed
a.Historical backtesting: SKPRICE returns to the closing price of the current K-line of the data contract when the signal is sent.
Example:
CLOSE-SKPRICE>60 && SKPRICE>0 && SKVOL>0, BP; // If the selling price is 60 lower than the current price, and there is a short position, buy the close position
Returns to the average price of open short positions in data contracts.
SKPRICEAV returns to the average price of open short positions in data contracts.
Usage:
SKPRICEAV returns to the average price of open short positions in data contracts.
Remarks:
1.Signal filtering model of one opening and one leveling
(1)When there is no close signal after the open position signal: SKPRICEAV takes the same value as SKPRICE.
(2)After the position closing signal: the return value of SKPRICEAV is 0.
2.Model of scaling in and dumping positions
(1)When the position is not 0: SKPRICEAV returns to the average opening price of the data contract position.
(2)When the scaling in/dumping model position is 0:the return value of SKPRICEAV is 0.
Remark:
The calculation of this function takes into account the slippage.
Examples:
SKPRICEAV-CLOSE>60,BP(SKVOL); // The current price is 60 lower than the average price of opening short positions, close all short positions
Number of lots for selling open positions signal.
Number of lots for selling open positions signal
Usage:
SKVOL returns to the current short position of the model.
1.Load and run:
(1)During the operation of the backtesting system, SKVOL is not limited by the capital, and displays the number of open positions lots according to the signal.
2.Backtest running:
(1)If the funds are not enough to open the position, the open lot size is 0, and the return value of SKVOL is 0.
(2)After the SK (SPK) signal appears and confirmed to be fixed, the value of SKVOL increases the value of the opening position lot; after the BP (BPK) signal appears and confirmed to be fixed, the value of SKVOL decreases the value of the closed lot.
Examples:
SKVOL=0&&C<O,SK(1); // If the short position is 0 and the closing price is less than the opening price, sell the open lot
SKVOL>=1&&L<LV(L,5),SK(2); // If the short position is greater than or equal to 1, and when the lowest price of the current K-line is less than the minimum value of the lowest price in the previous 5 periods, scale in 2 lots
SKVOL>0&&H>REF(H,5),BP(SKVOL); // If the short position is greater than 0, and when the highest price of the current K-line is greater than the highest price of the K-line 5 periods ago, all short positions are closed.
Returns to the highest price since the data contract sell position was opened.
Returns to the highest price since the data contract sell position was opened.
Usage:
SKHIGH returns to the latest model sell position of the data contract to the current highest price.
1.The return values for the different signal execution methods are:
(1)After the K-line is completed, the confirmation signal is placed to place an order
a.In the calculation of historical signals, the K-line following the SK (SPK) signal returns to the highest price of the data contract market since the commission.
b.During the loading and running process, when the current K-line of the SK (SPK) signal returns to the latest price of the data contract market when the signal is sent, the K-line after SK returns the highest price of the data contract market since the commission.
The highest price of the data contract market starts to be counted from the time when the SK (SPK) signal is sent; if the signal disappears, and the highest price of the data contract market since the last sale is returned. If the signal is confirmed to exist, it will return to the highest price of the data contract recorded by the current K-line.
Remark: After the SK signal is issued, if the signal disappears in the middle, the highest price of the data contract is counted from the appearance of the last signal.
(3)Select signal execution method without signal review (e.g., write MULTSIG in the model)
The SK(SPK) signal returns to the highest price of the data contract from the time the signal is issued to the time the K-line is completed; the K-line following the SK(SPK) signal returns to the highest price of the data contract market since the signal was issued.
Examples:
C<O,SK;
C<SKHIGH-5,BP;
AUTOFILTER; // If the latest price is 5 points lower than the highest price of the data contract since the sell position was opened, the position will be closed.
Returns to the lowest price since the data contract sell position was opened.
Returns to the lowest price since the data contract sell position was opened.
Usage:
SKLOW returns to the last model selling position of the data contract to the current lowest price.
1.The return values of different signal execution methods are:
(1)After the K-line is completed, the confirmation signal is placed to place an order
a.In the calculation of historical signals, the K-line following the SK (SPK) signal returns to the lowest price of the data contract since the commission.
b.During the loading and running process, when the current K-line of the SK (SPK) signal returns to the latest price of the data contract market when the signal is sent, the K-line following the SK returns to the lowest price of the data contract market since the commission.
When the signal is issued, the market starts to count the lowest price of the data contract; if the signal disappears, it returns to the lowest price of the data contract since the last time it was sold. If the signal is confirmed to exist, it returns to the lowest price of the data contract recorded by the current K-line.
Remark: After the SK signal is issued, the signal disappears in the middle, and the lowest price of the data contract is counted from the last signal.
(3)Select signal execution method without signal review (e.g., write MULTSIG in the model)
The current K-line of the SK(SPK) signal returns to the lowest price of the data contract market from the time the signal is issued to the time the K-line is completed; the K-line following the SK(SPK) signal returns to the lowest price of the data contract market since the signal was issued.
Examples:
C<O,SK;
C<SKPRICE&&C>SKLOW+5,BP;
AUTOFILTER; // The latest price is 5 points higher than the lowest price of the data contract since the opening of the sell position, and the position is closed by stopping out
Determine whether the previous signal is BK.
ISLASTBK determines whether the previous signal is BK.
Usage:
ISLASTBK returns to 1 (Yes) if the last trading signal is BK, otherwise it returns to 0 (No).
ISLASTBK returns to a value of 0 when the BK signal is not acknowledged.
After the BK signal is confirmed, ISLASTBK returns to 1.
b.Select the signal execution method without signal review (e.g., writing MULTSIG in the model) and the current ISLASTBK of the BK signal returns to a value of 1.
Remark: When the model contains BPK conditions, and the last signal is the closing signal, the BK signal generated by the BPK command, and ISLASTBK returns to 0, ISLASTBPK returns to 1.
Example:
C>O,BK;
ISLASTBK&&C>BKPRICE,SP;
AUTOFILTER; // The previous signal is a BK signal and the latest price is greater than the opening price, sell to close the position
Determine whether the previous signal is SK.
ISLASTSK determines whether the previous signal is SK.
Usage:
ISLASTSK returns to 1 (Yes) if the last trading signal is SK, otherwise it returns to 0 (No).
When the SK signal is not acknowledged, ISLASTSK returns to a value of 0.
After the SK signal is confirmed, ISLASTSK returns to 1.
b.Select the signal execution method without signal review (e.g., writing MULTSIG in the model) and the current ISLASTSK of the SK signal returns to a value of 1.
Remark: If the model contains SPK conditions, and the last signal is the closing signal, the SK signal generated by the SPK command, ISLASTSK returns to 0, and ISLASTSPK returns to 1.
Example:
C<O,SK;
ISLASTSK&&C<SKPRICE,BP;
AUTOFILTER; // The last signal is SK signal, and the latest price is less than the opening price, buy and close the position
Determine whether the previous signal is BP.
ISLASTBP determines whether the previous signal is BP.
Usage:
SLASTBP returns to 1 (Yes) if the last trading signal is BP, otherwise it returns to 0 (No).
When the BP signal is not acknowledged, ISLASTBP returns to a value of 0.
After the BP signal is confirmed, ISLASTBP returns to 1.
b.Select the signal execution method without signal review (e.g., writing MULTSIG in the model) and the current ISLASTBP of the BP signal returns to a value of 1.
Examples:
C<O,SK(2);
C>O,BP(1);
ISLASTBP,BP(1); // The last signal is to buy and close the position, then dump in the position by one lot
Determine whether the previous signal is SP.
ISLASTSP determines whether the previous signal is SP.
Usage:
ISLASTSP, if the last trading signal is SP, it will return to 1 (Yes), otherwise it will return to 0 (No).
When the SP signal is not acknowledged, ISLASTSP returns to the value of 0.
After the SP signal is confirmed, ISLASTSP returns to 1.
b.Select the signal execution method without signal review (e.g., writing MULTSIG in the model) and the current ISLASTSP of the SP signal returns to a value of 1.
Examples:
C>O,BK(2);
C<O,SP(1);
ISLASTSP,SP(1); // The last signal is to sell and close the position, then dump in the position by one lot
Determine whether the previous signal is BPK.
ISLASTBPK determines whether the previous signal is BPK.
Usage:
ISLASTBPK returns to 1 (Yes) if the last trading signal is BPK, otherwise it returns to 0 (No).
ISLASTBPK returns to a value of 0 when the BPK signal is not acknowledged.
ISLASTBPK returns to 1 after the BPK signal is confirmed.
b.Select the signal execution method without signal review (e.g., writing MULTSIG in the model) and the current ISLASTBPK of the BPK signal returns to a value of 1.
Remark: When the model contains BPK conditions, and the previous signal is the closing signal, the BK signal generated by the BPK command, ISLASTBK returns to 0, and ISLASTBPK returns to 1.
Examples:
C>O,BPK;
ISLASTBPK&&C<O,SPK;
AUTOFILTER; // If the previous signal is a BPK signal, then backhand SPK
Determine whether the previous signal is SPK.
ISLASTSPK determines whether the previous trading signal is SPK.
Usage:
ISLASTSPK returns to 1 (Yes) if the last trading signal is SPK, otherwise it returns to 0 (No).
ISLASTSPK returns to a value of 0 if the SPK signal is not acknowledged.
ISLASTSPK returns to 1 after the SPK signal is acknowledged.
b.Select the signal execution method without signal review (e.g., writing MULTSIG in the model) and the current ISLASTSPK of the SPK signal returns to a value of 1.
Remark: When the model contains SPK conditions, and the previous signal is the closing signal, the SK signal generated by the SPK command, ISLASTSK returns to 0, and ISLASTSPK returns to 1.
Examples:
C<O,SPK;
ISLASTSPK&&C>O,BPK;
AUTOFILTER; // If the previous signal is a SPK signal, then backhand BPK
Determine whether the previous signal is STOP.
ISLASTSTOP determines whether the previous signal is STOP.
Usage:
ISLASTSTOP returns to 1 (Yes) if the last trading signal is STOP, otherwise it returns to 0 (No).
Remark: The return value of ISLASTSTOP of the current K-line under the STOP signal of the closing price model is 1; the return value of ISLASTSTOP of the current K-line of the STOP signal of the order price model is 1.
Examples:
CROSS(C,MA(C,5)),BK(2);
STOP(0,5);
ISLASTSTOP&&CROSS(C,MA(C,10)),BK(1); // The last signal was a STOP signal, and the price crossed the 10-period moving average, opening a position
Determine whether the previous signal is CLOSEOUT.
ISLASTCLOSEOUT determines whether the previous signal is CLOSEOUT.
Usage:
ISLASTCLOSEOUT the last trading signal is CLOSEOUT returns to 1 (Yes), otherwise it returns to 0 (No).
ISLASTCLOSEOUT returns to the value 0 when the CLOSEOUT signal is not acknowledged.
After the CLOSEOUT signal is acknowledged, ISLASTCLOSEOUT returns to 1.
b.Select the signal execution method without signal review (e.g., writing MULTSIG in the model) and the current ISLASTCLOSEOUT of the CLOSEOUT signal returns to a value of 1.
Example:
ISLASTCLOSEOUT&&C>O,BK(1); // If the last signal is a liquidation signal and the current K-line is positive, then buy and open a lot
The last buy open signal position.
BARSBK the last buy open signal position.
Usage:
BARSBK returns to the number of periods from the K-line of the last buy and open position to the current K-line (excluding the K-line with the BK signal).
Take the number of periods from the K-line containing the BK signal to the current K-line, it is necessary to +1 after this function, that is, BARSBK+1; since the BK signal returns to null on the K-line when the BK signal is sent, BARSBK+1 returns to null when the BK signal is issued.
Remarks:
1.If there is no BK signal before the current K-line, the function returns to null.
2.BARSBK returns to null after the BK signal is fixed.
(1)Set the signal execution method as that K-line go through to confirm the signal to place an order.
The return value of BARSBK is the number of current K-line from the last BK signal to the current one (including the current K-line)
(2)Set the signal execution to place an order immediately after the signal is issued, without review (e.g., write MULTSIG in the model)
a.In the calculation of historical signals, when the current K-line of the BK signal appears, BARSBK returns to null.
b.During the loading operation, BARSBK returns to null after the signal is fixed.
The return value of BARSBK is the number of K-lines (including the current K-line) from the previous BK signal to the current K-line.
Examples:
1.BARSBK>10,SP; // The last time to buy and open a position (excluding the K-line with a buy-to-open signal) is greater than 10 periods from the current K-line, sell to close.
2.HHV(H,BARSBK+1); // The maximum value from the last buy and open position (including the current K-line when the opening signal appears) to the current highest price
When the BK signal appears on the current K-line, AA returns to null, and the highest price on the current K-line needs to be returned. The model needs to be modified as follows:
AA:=IFELSE(BARSBK>=1,HHV(H,BARSBK+1),H);
(1) When the BK signal appears on the current K-line, BARSBK returns to null, and the condition of BARSBK>=1 is not satisfied, then the value is the highest price H of the current K-line.
(2) After the BK signal is sent, the K-line BARSBK returns to the number of periods from the K-line for buying and opening the position to the current K-line. If the condition of BARSBK>=1 is satisfied, the value is HHV(H, BARSBK+1), which is the maximum value of the buy opening position (including the current K-line where the open position signal appears) to the current maximum price.
After the modification, if the value of AA is used in the closing conditions, a closing signal can appear when the current K-line meets the closing conditions.
3.AA:=IFELSE(BARSBK>=1,REF(C,BARSBK),C); // Take the closing price of the K-line of the latest open position
(1)When the current K-line BARSBK that sends the BK signal returns to null, then when the K-line does not meet the condition of BARSBK>=1, AA returns to the closing price of the current K-line.
(2)The K-line BARSBK after the BK signal is sent returns to the number of periods from the K-line for buying and opening the position to the current K-line, then AA returns REF(C, BARSBK), which is the closing price of the K-line for opening the position.
(3)Example: three K-lines: 1, 2, and 3, the K-line in 1 is the current K-line of the position opening signal, then returns to the closing price of the current K-line, and the K-line AA in 2, 3 returns to the closing price of the K-line in 1.
The last sell open signal position.
BARSSK the last sell open signal position.
Usage:
BARSSK returns to the number of periods from the last K-line of selling and opening to the current K-line (excluding the K-line with the SK signal).
Take the number of periods from the K-line that contains the SK signal to the current K-line, you need to +1 after this function, that is, BARSSK+1; since the current K-line that sends the SK signal BARSSK returns to null, then BARSSK+1 returns to null when the SK signal is sent.
Remarks:
1.If there is no SK signal before the current K-line, the function returns to null.
2.After the SK signal is fixed, BARSSK returns to null.
(1)Set the signal execution method as that K-line go through to confirm the signal to place an order.
The return value of BARSSK is the number of K-line from the previous SK signal to the current K-line (including the current K-line)
(2)Set the signal execution method to place an order immediately after the signal is issued, without review (for example: write MULTSIG in the model)
a.In the calculation of historical signals, when the SK signal appears as the K-line, BARSSK returns to null.
b.During the loading and running process, the SK signal is used as the current K-line, and BARSSK returns to null after the signal is fixed.
The return value of BARSSK is the number of K-lines (including the current K-line) from the previous SK signal to the current K-line.
Examples:
1.BARSSK>10,BP; // The period of the last sell open position (excluding the K-line with the buy-open signal) is greater than 10 from the current K-line, the buy is closed.
2.LLV(L,BARSSK+1); // The minimum value from the last sell open position (including the current K-line of the open position signal) to the current lowest price
When the SK signal appears on the current K-line, AA returns to null. If the lowest price on the current K-line needs to be returned, the model needs to be modified as:
AA:=IFELSE(BARSSK>=1,LLV(L,BARSSK+1),L);
(1)When the SK signal appears on the current K-line, BARSSK returns to null. If the condition of BARSSK>=1 is not met, the value is the lowest price L of the current K-line.
(2)After the SK signal is issued, the K-line SARSBK returns to the number of periods from the K-line for selling and opening positions to the current K-line. If the condition of BARSSK>=1 is satisfied, the value is LLV(L,BARSSK+1), that is, the minimum value from the current lowest price (including the current K-line where the opening signal appears) to the current lowest price.
After the modification, if the value of AA is used in the closing conditions, when the current K-line meets the closing conditions, a closing signal can appear.
3.AA:=IFELSE(BARSSK>=1,REF(C,BARSSK),C); // Take the closing price of the last K-line for selling and opening a position
(1)When BARSSK of the current K-line that sends the SK signal returns to null, then the K-line does not meet the condition of BARSSK>=1, AA returns the closing price of the current K-line.
(2)The K-line BARSSK after the SK signal is sent, returns to the period number of the K-line for selling and opening the position from the current K-line, then AA returns REF(C, BARSSK), which is the closing price of the K-line for opening the position.
(3)Example: three K-lines:1, 2, and 3, 1K-line is the current K-line of the position opening signal, then returns to the closing price of the current K-line, and the AA return value of 2 and 3K-lines is the closing price of 1K-line.
The position of the last sell-out signal.
BARSSP the position of the last sell-out signal.
Usage:
BARSSP returns to the number of periods from the last K-line to the current K-line (excluding the K-line with the SP signal).
Take the number of periods from the K-line containing the appearance of the SP signal to the current K-line, then you need to +1 after this function, that is, BARSSP+1. Since BARSSP returns null on the K-line when the SP signal is sent, BARSSP+1 returns null on the K-line when the SP signal is sent.
Remarks:
1.If there is no SP signal before the current K-line, the return value of the function is null.
2.After the SP signal is fixed, BARSSP returns null.
(1)Set the signal execution mode to confirm the signal order after the K-line is completed.
The return value of BARSBP is the number of K-lines (including the current K-line) from the previous BP signal to the current K-line.
(2)Set the signal execution method to place an order immediately after the signal is issued, without review (for example: write MULTSIG in the model)
a.In the calculation of historical signals, when the SP signal appears the current K-line, BARSSP returns null.
b.During the loading operation, when the SP signal is fixed, the BARSSP returns null.
The return value of BARSSP is the number of K-line (including the current K-line) from the previous SP signal to the current K-line.
Examples:
1.BARSSP>10,BK; // The last sell-to-close position (excluding the K-line with the sell-to-close signal) is greater than 10 periods from the current K-line, buy open position
2.AA:=HHV(H,BARSSP+1); // The maximum value from the last selling and closing position (including the current K-line when the closing signal appears) to the current highest price
When the SP signal appears on the current K-line, AA returns null. If the highest price on the current K-line needs to be returned, the model needs to be modified as:
AA:=IFELSE(BARSSP>=1,HHV(H,BARSSP+1),H);
(1)When the SP signal appears on the current K-line, BARSSP returns null. If the condition of BARSSP>=1 is not satisfied, the value is the highest price H of the current K-line.
(2)After the SP signal is sent, the K-line BARSSP returns to the number of periods from the K-line for buying and closing the position to the current K-line. If the condition of BARSSP>=1 is satisfied, the value is HHV(H,BARSSP+1), that is, the maximum value of selling and closing the position (including the current K-line where the closing signal appears) to the current highest price.
3.AA:=IFELSE(BARSSP>=1,REF(C,BARSSP),C); // Take the closing price of the most recent sell close K-line
(1)When the BARSSP of the current K-line that sends the SP signal returns null, then the K-line does not meet the condition of BARSSP>=1, AA returns to the closing price of the current K-line.
(2)The k-line BARSSP after the SP signal is sent, returns to the number of periods from the current K-line of the K-line that sold the closed position, then AA returns to REF(C,BARSSP), which is the closing price of the closed K-line.
(3) Three K-lines: 1, 2, and 3. If the K-line in 1 is the current K-line of the closing signal, and the closing price of the current K-line is returned, and the K-line AA in 2 and 3 returns to the closing price of K-line in 1.
The signal position of the last buy to close position.
BARSBP the signal position of the last buy to close position.
Usage:
BARSBP returns to the number of periods from the last K-line to the current K-line (excluding the K-line with the BP signal).
Take the number of periods from the K-line containing the appearance of the BP signal to the current K-line, then you need to +1 after this function, i.e. BARSBP+1.
Since BARSBP returns null when the BP signal is sent, then BARSBP+1 returns a null value when the BP signal is sent. ``` Remarks: 1.If there is no BP signal before the current K-line, the function returns null. 2.BARSBP returns to null after the BP signal is fixed. (1)Set the signal execution method to place an order after K-line going through the confirm signal. The return value of BARSBP is the number of K-lines from the previous BP signal to the current K-line (including the current K-line) (2)Set the signal execution method to place an order immediately after the signal is issued, without review (for example: write MULTSIG in the model) a.In the historical signal calculation, when a BP signal appears the current K-line, BARSBP returns null. b.During the loading and running process, the BP signal is the current K-line, and BARSBP returns null after the signal is fixed.
The return value of BARSBP is the number of K-lines from the previous BP signal to the current K-line (including the current K-line).
Examples:
1.BARSBP>10,BK; // If the period of the last buy and close position (excluding the K-line with the buy-to-close signal) is greater than 10 from the current K-line, buy open position
2.AA:=HHV(H,BARSBP+1); // The maximum value from the last buy and close position (including the current K-line where the close signal appears) to the current highest price
When the BP signal appears on the current K-line, AA returns null. If the highest price on the current K-line needs to be returned, the model needs to be modified as follows:
AA:=IFELSE(BARSBP>=1,HHV(H,BARSBP+1),H);
(1)When a BP signal appears on the current K-line, BARSBP returns null, and the condition of BARSBP>=1 is not satisfied, then the value is the highest price H of the current K-line.