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Ä¿¹Â´ÏƼ | ¼ö½ÄÀÛ¼º Q&A
ÀÛ¼ºÀÚ :
¿¹½º½ºÅ¹
ÀÛ¼ºÀÏ : 2025-02-05 ¿ÀÈÄ 1:14:46 Á¶È¸¼ö : 32
Re : ¹®ÀÇ µå¸³´Ï´Ù.
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# KOSPI ¼±¹° 10ºÐºÀ
input: tt(150000);
input : ADXPEriod(14),ATRPeriod(10),BBPeriod(20),Dv(2);
var: chkP(5), reChkP(10), stopChk(20);
var: HH(0), LL(0), BS(0), SS(0);
var: dayChk(0),A(0),R(0),BBup(0),BBdn(0);
if BarIndex == 0 then ClearDebug();
A = ADX(ADXPeriod);
R = ATR(ATRPeriod);
BBup = BollBandUp(BBPeriod,dv);
BBdn = BollBandDown(BBPeriod,dv);
if dayindex == chkP then {
HH = Highest(Max(C,O), chkP+1);
LL = Lowest(Min(C,O), chkP+1);
#if date == 20240612 then messageLog("--HH %.2f, LL: %.2f", HH, LL);
}
#if High >= HH and MarketPosition == 0 and ExitDate(1) < Date and time > 93000 then messageLog("HH %.2f, High: %.2f", HH, High);
if DayIndex >= chkP
# and Time < 95000
and sDate == NextBarSdate
and EntryDate(0) < Date
and EntryDate(1) < Date
and A > 25
and R > 0.5
and BBup-BBdn >= 0.005
Then {
Buy("B1", AtStop, HH);
Sell("S1", AtStop, LL);
}
//if dayChk == 0 and High >= HH and MarketPosition == 0 and ExitDate(1) < Date and time > 93000 then {
// messageLog("HH %.2f, High: %.2f", HH, High);
// dayChk = 1;
//}
if ExitDate(1) == Date
and Time < 150000
// and LatestEntryName(1) != "B2"
// and LatestEntryName(1) != "S2"
// and LatestEntryName(0) != "B2"
// and LatestEntryName(0) != "S2"
Then {
if DayIndex < reChkP Then {
HH = Highest(Max(C,O), DayIndex+1);
LL = Lowest(Min(C,O), DayIndex+1);
}
Else {
HH = Highest(Max(C,O), reChkP);
LL = Lowest(Min(C,O), reChkP);
}
if A > 25
and R > 0.5
and BBup-BBdn >= 0.005
Then
{
Buy("B2", AtStop, HH);
Sell("S2", AtStop, LL);
}
}
if (MarketPosition == 1) Then {
if DayIndex < stopChk Then {
BS = Lowest(Min(C,O), DayIndex+1);
}
Else {
BS = Lowest(Min(C,O), stopChk);
}
ExitLong("EL", AtStop, BS);
}
if (MarketPosition == -1) Then {
if DayIndex < stopChk Then {
SS = Highest(Max(C,O), DayIndex+1);
}
Else {
SS = Highest(Max(C,O), stopChk);
}
#messageLog(" SS %.2f", SS);
ExitShort("ES", AtStop, SS);
}
var : month(0),nday(0),week(0),X(False);
month = int(date/100)-int(date/10000)*100;
nday = date - int(date/100)*100;
Week = DayOfWeek(date);
#¸¸±âÀÏ
if (month%3 == 0 and nday >= 8 and nday <= 14 and week == 4) then
{
X = true;
SetStopEndofday(151500);
}
Else#¸¸±âÀϾƴҶ§
{
X = False;
SetStopEndofday(152000);
}
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¾Æ·¡ÀÇ ¼½Ä¿¡¼
1. ADX > 25
2. ATR > 0.5
3. º¼¸°Àú¹êµå Æø 0.005 ÀÌ»ó
À§ ¼¼°³ÀÇ Á¶°ÇÀÌ µ¿½Ã¿¡ ¸¸Á·ÇÒ¶§¸¸ ÁøÀÔÇÏ´Â ¼½ÄÀ» Ãß°¡ ºÎŹµå¸³´Ï´Ù.
# KOSPI ¼±¹° 10ºÐºÀ
input: tt(150000);
var: chkP(5), reChkP(10), stopChk(20);
var: HH(0), LL(0), BS(0), SS(0);
var: dayChk(0);
if BarIndex == 0 then ClearDebug();
if dayindex == chkP then {
HH = Highest(Max(C,O), chkP+1);
LL = Lowest(Min(C,O), chkP+1);
#if date == 20240612 then messageLog("--HH %.2f, LL: %.2f", HH, LL);
}
#if High >= HH and MarketPosition == 0 and ExitDate(1) < Date and time > 93000 then messageLog("HH %.2f, High: %.2f", HH, High);
if DayIndex >= chkP
# and Time < 95000
and sDate == NextBarSdate
and EntryDate(0) < Date
and EntryDate(1) < Date
Then {
Buy("B1", AtStop, HH);
Sell("S1", AtStop, LL);
}
//if dayChk == 0 and High >= HH and MarketPosition == 0 and ExitDate(1) < Date and time > 93000 then {
// messageLog("HH %.2f, High: %.2f", HH, High);
// dayChk = 1;
//}
if ExitDate(1) == Date
and Time < 150000
// and LatestEntryName(1) != "B2"
// and LatestEntryName(1) != "S2"
// and LatestEntryName(0) != "B2"
// and LatestEntryName(0) != "S2"
Then {
if DayIndex < reChkP Then {
HH = Highest(Max(C,O), DayIndex+1);
LL = Lowest(Min(C,O), DayIndex+1);
}
Else {
HH = Highest(Max(C,O), reChkP);
LL = Lowest(Min(C,O), reChkP);
}
Buy("B2", AtStop, HH);
Sell("S2", AtStop, LL);
}
if (MarketPosition == 1) Then {
if DayIndex < stopChk Then {
BS = Lowest(Min(C,O), DayIndex+1);
}
Else {
BS = Lowest(Min(C,O), stopChk);
}
ExitLong("EL", AtStop, BS);
}
if (MarketPosition == -1) Then {
if DayIndex < stopChk Then {
SS = Highest(Max(C,O), DayIndex+1);
}
Else {
SS = Highest(Max(C,O), stopChk);
}
#messageLog(" SS %.2f", SS);
ExitShort("ES", AtStop, SS);
}
var : month(0),nday(0),week(0),X(False);
month = int(date/100)-int(date/10000)*100;
nday = date - int(date/100)*100;
Week = DayOfWeek(date);
#¸¸±âÀÏ
if (month%3 == 0 and nday >= 8 and nday <= 14 and week == 4) then
{
X = true;
SetStopEndofday(151500);
}
Else#¸¸±âÀϾƴҶ§
{
X = False;
SetStopEndofday(152000);
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°Ë»ö½Ä ºÎŹµå¸³´Ï´Ù. _(_ _)_
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91232
¹®ÀÇ µå¸³´Ï´Ù.
°¡ÀÚ¾ÆÀÌ
2025.02.05
21
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Re : ¹®ÀÇ µå¸³´Ï´Ù.
¿¹½º½ºÅ¹
2025.02.05
32