Qpile Moving Average

, ... JMA. , (). ,. Jurik Mudança média -. . . . . , -. . JMA: EMA. EMA. , JMA,. (). () - JMA. . . , JMA 2,. . . JMA,. () JMA,. . . : MACD JMA (, JMA) JMA MACD (). . JMA,,. Jurik Mudança média Amibroker: laquoraquo. QPILE QUIK, média móvel. . . PORTFOLIOEX MovingAverage DESCRIÇÃO CLIENTSLIST ALLCLIENTS FIRMSLIST ALLFIRMS PROGRAM 39 ------------------ --------------- FUNC fTextDate (Ano, Mês, Dia ) IF (LEN (Month) lt 2) Month laquo0raquo amp Month END If IF (LEN (Day) lt 2) Day laquo0raquo amp Day END IF resultado Ano amp Month amp Dia END FUNC 39 FUNC fTextTime (Hora, Min) IF (LEN (Hora) lt 2) Hora laquo0raquo amp Hora END SE IF (LEN (Min) lt 2) Min laquo0raquo amp Min END SE resultado Hora amp Min amp laquo00raquo END FUNC 39 -------------- -------------------------------------------------- --------------- 39 FUNC str2num (str) totallaquo para k de 0 a len (str) -1 se substr (str, k, 1) ltgtraquo laquo se substr (str, k , 1) raquo, totaltotal amp. Laquo. raquo else totaltotal amp substr (str, k, 1) end if end if end for resulttotal0 END FUNC FUNC operação (transid, operação, preço, quantidade, seccode, classcode, orderkey) newglobal (laquotransparamsraquo ,) Newglobal (laquotransresultraquo, laquobdquo) se operationldquoK ILLORDERraquo transparams laquobdquo transparams SETVALUE (transparams, ldquoCLASSCODEraquo, classcode) transparams SETVALUE (transparams, SECCODE, seccode) transparams SETVALUE (transparams, TRANSID, transid) transparams SETVALUE (transparams, ACTION, KILLORDER) transparams SETVALUE (transparams, ORDERKEY, orderkey) transresult SENDTRANSACTION (30, transparams) else transparams laquo transparams setvalue (transparams, bdquoTRANSIDldquo, transid) transparams setvalue (transparams, bdquoACTIONldquo, bdquoNEWORDERldquo) transparams setvalue (transparams, bdquoCLASSCODEldquo, classcode) transparams setvalue (transparams, bdquoSECCODEldquo, seccode) transparams setvalue (transparams, bdquoACCOUNTldquo , Conta) transparams setvalue (transparams, bdquoOPERATIONldquo, operação) compensams setvalue (transparams, bdquoQUANTITYldquo, quantidade) transparams setvalue (transparams, bdquoCLIENTCODEldquo, ClientCode) transparams setvalue (transparams, bdquoTYPEldquo, bdquoLldquo) currdatetimeG etDateTime () transParams setvalue (transParams, bdquoPRICEldquo, preço) transresultSENDTRANSACTION (30, transParams) End If Conta bdquoxxxxxxxxxldquo 39 ClientCode bdquoxxxxxldquo 39 ClassCode bdquoEQBRldquo 39 seccode bdquoSBER03ldquo 39 Intervalo bdquo5ldquo 39 Ano GetValue (GetDateTime (), bdquoYEARldquo) Mês GetValue (GetDateTime () , BdquoMONTHldquo) Dia GETVALUE (GETDATETIME (), bdquoDAYldquo) DATA fTextDate (Ano, Mês, Dia) Hora GETVALUE (GETDATETIME (), bdquoHOURldquo) Min GETVALUE (GETDATETIME (), bdquoMINldquo) Min IntervalFloor (Min Interval) 39 TIME fTextTime (Hour , Min) MA GETVALUE (GETCANDLE (ClassCode, SecCode, raquolaquo, Intervalo, raquoMOVING MÉDIA, 20100514,184500), laquoCLOSEraquo) 0 Último preço GETVALUE (GETPARAMEX (laquoEQBRraquo, SBER03, LAST), paramvalue) 39 QQQuantity DEPOCURRENTBALANCE (laquo56786raquo, laquoMC0567300raquo, laquoSBER03raquo , LaquoY62-000098B01raquo) 0 Se ToolQuantity 0 39 (laquo. . Raquo) Se (Lastprice0 gt MA0) operação (laquo1raquo, B, 0,33, SBER03, EQBR, 1) Fim se Massiv CREATEMAP () 39 Massiv Lastprice GETVALUE (GETPARAMEX (laquoEQBRraquo, SBER03, último), paramvalue) 39 Massiv SETVALUE ( Massiv, SecCode,) 39 Massiv SETVALUE (Massiv, LastPrice, Lastprice) 39 Massiv SETVALUE (Massiv, MA. MA) ADDITEM (0, Massiv) PARÂMETRO DE ENDPROGRAMA SecCode PARAMETERTITLE PARAMETERDESCRIPTION PARAMETERTYPE Cadeia (10) PARAMETRO FINAL ÚltimoPreço PARAMETERTITLE PARAMETERDESCRIPTION PARAMETERTYPE Numérico (10 , 2) PARAMETRO FINAL MA PARAMETERTITLE PARAMETERDESCRIPTION PARAMETERTYPE NUMÉRICO (10,2) FIN 17 2010, 23:01. PORTFOLIOEX AM2MovingAverage DESCRIÇÃO 2.1 CLIENTSLIST ALLCLIENTS FIRMSLIST ALLFIRMS PROGRAM 39 ------------------ --------------- FUNC fTextDate (Ano, Mês, Dia) IF (LEN (mês) lt 2) Month laquo0raquo amp Month END If IF (LEN (Day) lt 2) Day laquo0raquo amp Day END IF resultado Ano amp Month amp Day END FUNC FUNC operação (transid, operação, preço, quantidade SECCODE, seccode) transparams SETVALUE (transparams, SECCODE, seccode) transparams SETVALUE (transparams, TRANSID, transid) transparams (transparams, TRANSID, transid) transparams (transparams, TRANSID, transid) transparams (transparams, codec, transcode), transparências SETBALL (transparams, SETVALUE (transparams, ACTION, KILLORDER) transparams SETVALUE (transparams, ORDERKEY, orderkey) transresult SENDTRANSACTION (30, transparams) else transparams transparams setvalue (transparams, laquoTRANSIDraquo, transid) transparams setvalue (transparams, laquoACTIONraquo, laqu ONEWORDERraquo) transparams setvalue (transparams, laquoCLASSCODEraquo, classcode) transparams setvalue (transparams, laquoSECCODEraquo, seccode) transparams setvalue (transparams, laquoACCOUNTraquo, Conta) transparams setvalue (transparams, laquoOPERATIONraquo, operação) transparams setvalue (transparams, laquoQUANTITYraquo, quantity) transparams setvalue ( Transparências, laquoCLIENTCODEraquo, ClientCode) transparams setvalue (transparams, laquoTYPEraquo, laquoLraquo) currdatetimeGetDateTime () transparams setvalue (transparams, laquoPRICEraquo, preço) transresultSENDTRANSACTION (30, transparams) currdatetimeGetDateTime () WRITELN (laquoqpiletrans. lograquo, getvalue (currdatetime, laquoDATETIMEraquo) amplificador: Amp Resultado: amplificador de amplificação (transresult, laquoRESULTraquo) amp, Resultex: amp getvalue (transresult, laquoRESULTEXraquo) amp, OrderNum: amp getvalue (transresult, laquoORDERNUMBERraquo) amplificador, Descrição: laquo amp getvalue (transresult, bdquoDESCRIPTIONldquo)) 39. 39 0.1 39DELETEALLITEMS () 39. Conta bdquo000-000000000ldquo 39 ClientCode bdquo00000ldquo 39 ClassCode bdquoEQBRldquo 39 seccode bdquoSBER03ldquo 39 Intervalo bdquo5ldquo 39 Ano GetValue (GetDateTime (), bdquoYEARldquo) Mês GetValue (GetDateTime (), bdquoMONTHldquo) Dia GetValue (GetDateTime (), bdquoDAYldquo) DATA fTextDate (ano, mês (GETDATETIME (), bdquoMINldquo) Min GETVALUE (GETDATETIME (), bdquoMINldquo) Min IntervalFloor (Min Interval) 39 TIME fTextTime (Hora, Min) MA GETVALUE (GETCANDLE (ClassCode, SecCode, raquolaquo, Intervalo, raquoMOVING AVERAGE , DATE, HORA), laquoCLOSEraquo) 0 39 Preço final GETVALUE (GETPARAMEX (laquoEQBRraquo, SBER03, LAST), paramvalue) 39 ToolQuantity DEPOCURRENTBALANCE (laquo00000raquo, laquo000000000raquo, laquoSBER03raquo, laquo000-000000000raquo) 0 Se ToolQuantity 0 39. . Se (Lastprice0 gt MA0) 39 WRITELN (laquologfile. lograquo, ...) operação (laquo1raquo, B, 0,33, SBER03, EQBR, 1) End if If (Lastprice0 lt MA0) 39 WRITELN (laquologfile. lograquo, ...) Operação (laquo1raquo, S, 0,33, SBER03, EQBR, 1) 39 Fim se outro caso (ToolQuantitygt0) e (Lastprice0 lt MA0) 39 WRITELN (laquologfile. lograquo, ...) operação (laquo1raquo, S, 0,33, SBER03, EQBR, 1) 39. . Termine se If (ToolQuantitylt0) e (Lastprice0 gt MA0) 39 WRITELN (laquologfile. lograquo, ...) operação (laquo1raquo, B, 0,33, SBER03, EQBR, 1) 39. . Fim se Massiv CREATEMAP () 39 Massiv Lastprice GETVALUE (GETPARAMEX (laquoEQBRraquo, SBER03, último), paramvalue) 39 Massiv SETVALUE (Massiv, SecCode,) 39 Massiv SETVALUE (Massiv, LastPrice, Lastprice) 39 Massiv SETVALUE (Massiv, MA. MA ) 39 ADDITEM (0, Massiv) PARÂMETRO DE ENDPROGRAMA SecCode PARAMETERTITLE PARAMETERDESCRIPTION PARAMETERTYPE String (10) END PARAMETER LastPrice PARAMETERTITLE PARAMETERDESCRIPTION PARAMETERTYPE Numérico (10,2) END PARAMETER MA PARAMETERTITLE PARAMETERDESCRIPTION PARAMETERTYPE NUMÉRIC (10,2) END,. . . . . . 2011. : Mdash,. Mdash 2. . SAR PARABOLIC,. Fractal,. Mdash 1. . Mdash 2,. , 50. ,. Laquo raquo. YARPP. (17)