+++ บันทึกการทดลอง EMA ADX กับ SET 1 Year

Rage = Optimize ("Rang", 3,5,89,1);
Shift_day = Optimize ("Shift_day", 1,1,34,1);

ADXm30 = ADX(Rage);
ADXmam30 = EMA(ADX(Rage),Rage);
ADXupm30 = ADXmam30 > Ref(ADXmam30 ,-shift_day);
ADXdownm30 = ADXmam30 < Ref(ADXmam30 ,-shift_day);

PDIm30 = PDI(Rage);
EMAPDIm30 = EMA(PDIm30 ,Rage);
PDIupm30 = EMAPDIm30 > Ref(EMAPDIm30 ,-shift_day);
PDIdownm30 = EMAPDIm30 < Ref(EMAPDIm30,-shift_day);

MDIm30 = MDI(Rage);
EMAMDIm30 = EMA(MDIm30 ,Rage);
MDIupm30 = EMAMDIm30 > Ref(EMAMDIm30 ,-shift_day);
MDIdownm30 = EMAMDIm30 < Ref(EMAMDIm30 ,-shift_day);

Buy = (ADXupm30 AND PDIm30 > MDIm30)
//OR (ADXdownm30 AND (PDIupm30 OR MDIdownm30))
;

Sell = (ADXupm30 AND PDIm30 < MDIm30)
//OR (ADXdownm30 AND (PDIdownm30 OR MDIupm30))
;
Short = Sell;
Cover = Buy;