커뮤니티
안녕하세요?
2017-07-26 02:30:28
109
글번호 111572
안녕하세요?
당일 청산기준으로 손실이 -100틱이상일때
매매종료하는 수식 부탁드립니다.
bl22,bl11,sl22,sl11 은 진입가청산이지만 수식작성시 포함해주세요
if MarketPosition == 1 and MaxContracts == 3 then{
if CurrentContracts == 3 then{
exitlong("bl31",AtStop,EntryPrice-PriceScale*20,"",1,1);
}
if CurrentContracts == 2 then{
exitlong("bl21",AtStop,EntryPrice-PriceScale*5,"",1,1);
exitlong("bl22",AtStop,EntryPrice,"",1,1);
}
if CurrentContracts == 1 then{
exitlong("bl11",AtStop,EntryPrice,"",1,1);
}
}
if MarketPosition == -1 and MaxContracts == 3 then{
if CurrentContracts == 3 then{
ExitShort("sl31",AtStop,EntryPrice+PriceScale*20,"",1,1);
}
if CurrentContracts == 2 then{
ExitShort("sl21",AtStop,EntryPrice+PriceScale*5,"",1,1);
ExitShort("sl22",AtStop,EntryPrice,"",1,1);
}
if CurrentContracts == 2 then{
ExitShort("sl11",AtStop,EntryPrice,"",1,1);
}
}
답변 1
예스스탁 예스스탁 답변
2017-07-26 17:05:51
안녕하세요
예스스탁입니다.
input : 하루손실틱수(100);
var : NP(0),PreNP(0),DayPL(0),하루손실(0),Xcond(false);
NP = NetProfit;
하루손실 = PriceScale*하루손실틱수;
if date != date[1] Then{
preNP = NP[1];
Xcond = false;
}
dayPL = NP-PreNP;
if TotalTrades > TotalTrades[1] and (IsExitName("dbx",1) == true or IsExitName("dsx",1) == true) Then
Xcond = true;
if Xcond == false then{
if 매수진입 Then
buy();
if 매도진입 Then
sell();
}
if MarketPosition == 1 and MaxContracts == 3 then{
ExitLong("dbx",AtStop,AvgEntryPrice-(-하루손실-dayPL)/CurrentContracts);
if CurrentContracts == 3 then{
exitlong("bl31",AtStop,EntryPrice-PriceScale*20,"",1,1);
}
if CurrentContracts == 2 then{
exitlong("bl21",AtStop,EntryPrice-PriceScale*5,"",1,1);
exitlong("bl22",AtStop,EntryPrice,"",1,1);
}
if CurrentContracts == 1 then{
exitlong("bl11",AtStop,EntryPrice,"",1,1);
}
}
if MarketPosition == -1 and MaxContracts == 3 then{
ExitShort("dsx",AtStop,AvgEntryPrice+(-하루손실-daypl)/CurrentContracts);
if CurrentContracts == 3 then{
ExitShort("sl31",AtStop,EntryPrice+PriceScale*20,"",1,1);
}
if CurrentContracts == 2 then{
ExitShort("sl21",AtStop,EntryPrice+PriceScale*5,"",1,1);
ExitShort("sl22",AtStop,EntryPrice,"",1,1);
}
if CurrentContracts == 2 then{
ExitShort("sl11",AtStop,EntryPrice,"",1,1);
}
}
즐거운 하루되세요
> 상중하 님이 쓴 글입니다.
> 제목 : 안녕하세요?
> 안녕하세요?
당일 청산기준으로 손실이 -100틱이상일때
매매종료하는 수식 부탁드립니다.
bl22,bl11,sl22,sl11 은 진입가청산이지만 수식작성시 포함해주세요
if MarketPosition == 1 and MaxContracts == 3 then{
if CurrentContracts == 3 then{
exitlong("bl31",AtStop,EntryPrice-PriceScale*20,"",1,1);
}
if CurrentContracts == 2 then{
exitlong("bl21",AtStop,EntryPrice-PriceScale*5,"",1,1);
exitlong("bl22",AtStop,EntryPrice,"",1,1);
}
if CurrentContracts == 1 then{
exitlong("bl11",AtStop,EntryPrice,"",1,1);
}
}
if MarketPosition == -1 and MaxContracts == 3 then{
if CurrentContracts == 3 then{
ExitShort("sl31",AtStop,EntryPrice+PriceScale*20,"",1,1);
}
if CurrentContracts == 2 then{
ExitShort("sl21",AtStop,EntryPrice+PriceScale*5,"",1,1);
ExitShort("sl22",AtStop,EntryPrice,"",1,1);
}
if CurrentContracts == 2 then{
ExitShort("sl11",AtStop,EntryPrice,"",1,1);
}
}