input : 총투자금(4500000), period1(20);
var : L15(0),cnt(0),sum(0),count(0); 
 
sum = 0;
for count = 1 to Period1{
    sum = sum + max(abs(dayclose(count+1)-DayHigh(count)),abs(Dayclose(count+1)-DayLow(count)),abs(dayhigh(count)-daylow(count)));
}
 
value1 = sum/period1; #일간 20 ATR
value2 = int(((총투자금*0.01)/(value1*3))/10)*10;
value6 = 35100; #박스권상단
value7 = 32800; #박스권귀속 


#전일 기준 15일 최저가
L15 = DayLow(1);     
for cnt = 1 to 15{
    if DayLow(cnt) < L15 Then
            L15 = DayLow(cnt);
}
  

if MarketPosition == 0 and stime < 150000 and sdate >= 20100825 and ExitDate(1) != sdate Then{ 
      if H <= value6 Then# 매수가격대 돌파시 매수.
          buy("박스권이탈매수",AtStop,value6+PriceScale,value2);
}

 
#진입이 있을 때마다 value3에 value1저장 value4에 해당봉 고가저장  
if MarketPosition == 1 and CurrentEntries > CurrentEntries[1] Then{
    value3 = value1;
    value4 = H;
}
 
if MarketPosition == 1 and ExitDate(1) != sdate Then{
       if CurrentEntries == 1 Then{ 
          buy("피라미딩2",AtStop,H[BarsSinceEntry]+value3+PriceScale,value2);
    }
    if CurrentEntries == 2 Then{ 
          buy("피라미딩3",AtStop,value4+value3+PriceScale,value2);
    }
    if CurrentEntries == 3 Then{ 
          buy("마지막피라미딩",AtStop,value4+value3+PriceScale,value2);
    }
}

 
if MarketPosition == 1 Then{ 
        if L >= L15-PriceScale Then# 부등호가 반대이어야 L7-PriceScale 위에 있다가 내려가면 청산입니다.
          exitlong("신저가",AtStop,L15-PriceScale); 
    if L >= value4-value3*3 then #  value4-value3*3 위에 있다가 내려가면 청산입니다.
          exitlong("변동성",AtStop,value4-value3*3); 
    if L >= value6-value3*3 Then
          exitlong("손실청산",atstop,value6-value3*3); #박스권하향하면 청산.
	if L >= value7 Then
          exitlong("박스권귀속",atstop,value7-pricescale); #박스권하향하면 청산.   

}