커뮤니티
63163 재문의 드립니다
2019-07-04 20:46:16
246
글번호 130064
답변 감사 합니다..
버전1에서 목표수익 0.2%와 도달목표수익 0.15%에 10%도
시뮬레이션 가능하게 변경 할수 있도록 수정 부탁 드립니다.
감사합니다 .
input : starttime(90000),endtime(152000);
input : x(20),maPeriod(5);
var : Tcond(false),R(0),S(0),E(0);
if (sdate != sdate[1] and stime >= starttime) or
(sdate == sdate[1] and stime >= starttime and stime[1] < starttime) then
{
Tcond = true;
}
if (sdate != sdate[1] and stime >= endtime) or
(sdate == sdate[1] and stime >= endtime and stime[1] < endtime) then
{
Tcond = false;
if MarketPosition == 1 Then
ExitLong("bx");
if MarketPosition == -1 Then
ExitShort("sx");
}
R = highest(H,X);
S = lowest(L,X);
E = ma(c,maPeriod);
if crossUp(E,R[1]) Then
buy("b");
if CrossDown(E,S[1]) Then
sell("s");
if MarketPosition == 1 Then
{
ExitLong("bp1",atlimit,EntryPrice*1.002);
if highest(H,BarsSinceEntry) >= EntryPrice*1.0015 Then
ExitLong("btr",AtStop,highest(H,BarsSinceEntry)-(highest(H,BarsSinceEntry)-EntryPrice)*0.1);
}
if MarketPosition == -1 Then
{
ExitShort("sp1",atlimit,EntryPrice*0.998);
if Lowest(L,BarsSinceEntry) <= EntryPrice*0.9985 Then
ExitShort("str",AtStop,Lowest(L,BarsSinceEntry)-(EntryPrice-lowest(L,BarsSinceEntry))*0.1);
}
답변 1
예스스탁 예스스탁 답변
2019-07-05 09:51:26
안녕하세요
예스스탁입니다.
input : starttime(90000),endtime(152000);
input : x(20),maPeriod(5);
input : 목표수익율(0.2),도달목표수익(0.15),per(10);
var : Tcond(false),R(0),S(0),E(0);
if (sdate != sdate[1] and stime >= starttime) or
(sdate == sdate[1] and stime >= starttime and stime[1] < starttime) then
{
Tcond = true;
}
if (sdate != sdate[1] and stime >= endtime) or
(sdate == sdate[1] and stime >= endtime and stime[1] < endtime) then
{
Tcond = false;
if MarketPosition == 1 Then
ExitLong("bx");
if MarketPosition == -1 Then
ExitShort("sx");
}
R = highest(H,X);
S = lowest(L,X);
E = ma(c,maPeriod);
if crossUp(E,R[1]) Then
buy("b");
if CrossDown(E,S[1]) Then
sell("s");
if MarketPosition == 1 Then
{
ExitLong("bp1",atlimit,EntryPrice*(1+목표수익율/100));
if highest(H,BarsSinceEntry) >= EntryPrice*(1+도달목표수익/100) Then
ExitLong("btr",AtStop,highest(H,BarsSinceEntry)-(highest(H,BarsSinceEntry)-EntryPrice)*(per/100));
}
if MarketPosition == -1 Then
{
ExitShort("sp1",atlimit,EntryPrice*(1-목표수익율/100));
if Lowest(L,BarsSinceEntry) <= EntryPrice*(1-도달목표수익/100) Then
ExitShort("str",AtStop,Lowest(L,BarsSinceEntry)-(EntryPrice-lowest(L,BarsSinceEntry))*(per/100));
}
즐거운 하루되세요
> vlfaud3 님이 쓴 글입니다.
> 제목 : 63163 재문의 드립니다
> 답변 감사 합니다..
버전1에서 목표수익 0.2%와 도달목표수익 0.15%에 10%도
시뮬레이션 가능하게 변경 할수 있도록 수정 부탁 드립니다.
감사합니다 .
input : starttime(90000),endtime(152000);
input : x(20),maPeriod(5);
var : Tcond(false),R(0),S(0),E(0);
if (sdate != sdate[1] and stime >= starttime) or
(sdate == sdate[1] and stime >= starttime and stime[1] < starttime) then
{
Tcond = true;
}
if (sdate != sdate[1] and stime >= endtime) or
(sdate == sdate[1] and stime >= endtime and stime[1] < endtime) then
{
Tcond = false;
if MarketPosition == 1 Then
ExitLong("bx");
if MarketPosition == -1 Then
ExitShort("sx");
}
R = highest(H,X);
S = lowest(L,X);
E = ma(c,maPeriod);
if crossUp(E,R[1]) Then
buy("b");
if CrossDown(E,S[1]) Then
sell("s");
if MarketPosition == 1 Then
{
ExitLong("bp1",atlimit,EntryPrice*1.002);
if highest(H,BarsSinceEntry) >= EntryPrice*1.0015 Then
ExitLong("btr",AtStop,highest(H,BarsSinceEntry)-(highest(H,BarsSinceEntry)-EntryPrice)*0.1);
}
if MarketPosition == -1 Then
{
ExitShort("sp1",atlimit,EntryPrice*0.998);
if Lowest(L,BarsSinceEntry) <= EntryPrice*0.9985 Then
ExitShort("str",AtStop,Lowest(L,BarsSinceEntry)-(EntryPrice-lowest(L,BarsSinceEntry))*0.1);
}
다음글
이전글