커뮤니티
시스템 수정 문의드립니다,
2020-03-20 12:55:13
487
글번호 137054
아래수식을 수정 부탁드립니다.
해외선물을 매매하는데요.
연속손실이 6회이상되면 그날 매매가 안되도록 부탁드립니다.
예를들어 저녁9시에 매매가 멈추었다면 익일 새벽까지 매매가 안되다가
익일 새로운 날로 매매가 될 때 매매가 되도록 부탁드립니다.
var : HL(0),HH(0),Hi(0),BuyEntry(false),Bcount(0),BH(0);
var : LH(0),LL(0),Li(0),SellEntry(false),Scount(0),SL(0);
INPUT: 생략
Input:진폭BUY(20),진폭SELL(20);
var : H0(0), L0(0), B0(0), B1(0), M1(0), H2(0), L2(0), B2(0), M2(0),M0(0),H1(0), L1(0);
input:aaa(9),bbb(5),sss(9),ttt(5);
H1 = highest(H,aaa);
L1 = Lowest(L,bbb);
B1 = H1-L1;
M1 = (H1+L1)/2;
H0 = highest(H, sss);
L0 = Lowest(L, ttt);
B0 = H0-L0;
M0 = (H0+L0)/2;
if MarketPosition == 0 and
C >= O+PriceScale*A and
C[1] >= O[1]+PriceScale*B and
C[2] <= O[2]-PriceScale*CC Then
{
HL = Lowest(L,3);
HH = highest(H,3);
Hi = index;
BuyEntry = true;
Bcount = 0;
}
if index > Hi and Hi > 0 Then
{
if H > HH Then
HH = H;
if L <= HL+(HH-HL)*지지1 Then
buyEntry = false;
if BuyEntry == true and C > O Then
{
Bcount = Bcount+1;
if bcount == 2 AND (HH-HL)>진폭BUY * PriceScale Then
buy("b");
}
}
if MarketPosition == 0 and
C <= O-PriceScale*D and
C[1] <= O[1]-PriceScale*E and
C[2] >= O[2]+PriceScale*F Then
{
LH = highest(H,3);
LL = Lowest(L,3);
Li = index;
SellEntry = true;
Scount = 0;
}
if index > Li and Li > 0 Then
{
if L < LL Then
LL = L;
if H >= LL+(LH-LL)*지지2 Then
SellEntry = False;
if SellEntry == true and C < O Then
{
Scount = Scount+1;
if Scount == 2 AND (LH-LL)>진폭SELL * PriceScale Then
sell("s");
}
}
if MarketPosition == 1 then
{
Hi = 0;
BH = highest(H,BarsSinceEntry);
if BH >= EntryPrice+PriceScale*F1 Then
{
//ExitLong("bx",AtStop,BH-(BH-EntryPrice)*facter1);
}
}
if MarketPosition == -1 then
{
LI = 0;
SL = lowest(L,BarsSinceEntry);
if SL <= EntryPrice-PriceScale*F2 Then
{
// ExitShort("sx",AtStop,SL+(EntryPrice-SL)*facter2);
}
}
SetStopProfittarget(PriceScale*이익변수,PointStop);
SetStopLoss(PriceScale*손절변수,PointStop);
//SetStopLoss(PriceScale*bb,PointStop);
답변 1
예스스탁 예스스탁 답변
2020-03-23 10:16:53
안녕하세요
예스스탁입니다.
var : HL(0),HH(0),Hi(0),BuyEntry(false),Bcount(0),BH(0);
var : LH(0),LL(0),Li(0),SellEntry(false),Scount(0),SL(0);
INPUT: 생략(0);
Input:진폭BUY(20),진폭SELL(20);
var : H0(0), L0(0), B0(0), B1(0), M1(0), H2(0), L2(0), B2(0), M2(0),M0(0),H1(0), L1(0);
input:aaa(9),bbb(5),sss(9),ttt(5),연속손실횟수(6);
var : 연속손실(0);
if bdate != bdate[1] Then
연속손실 = 0;
if TotalTrades > TotalTrades[1] Then
{
if PositionProfit(1) < 0 then
연속손실 = 연속손실+1;
Else
연속손실 = 0;
}
H1 = highest(H,aaa);
L1 = Lowest(L,bbb);
B1 = H1-L1;
M1 = (H1+L1)/2;
H0 = highest(H, sss);
L0 = Lowest(L, ttt);
B0 = H0-L0;
M0 = (H0+L0)/2;
if MarketPosition == 0 and
C >= O+PriceScale*A and
C[1] >= O[1]+PriceScale*B and
C[2] <= O[2]-PriceScale*CC Then
{
HL = Lowest(L,3);
HH = highest(H,3);
Hi = index;
BuyEntry = true;
Bcount = 0;
}
if index > Hi and Hi > 0 Then
{
if H > HH Then
HH = H;
if L <= HL+(HH-HL)*지지1 Then
buyEntry = false;
if BuyEntry == true and C > O Then
{
Bcount = Bcount+1;
if bcount == 2 AND (HH-HL)>진폭BUY * PriceScale and 연속손실 < 연속손실횟수 Then
buy("b");
}
}
if MarketPosition == 0 and
C <= O-PriceScale*D and
C[1] <= O[1]-PriceScale*E and
C[2] >= O[2]+PriceScale*F Then
{
LH = highest(H,3);
LL = Lowest(L,3);
Li = index;
SellEntry = true;
Scount = 0;
}
if index > Li and Li > 0 Then
{
if L < LL Then
LL = L;
if H >= LL+(LH-LL)*지지2 Then
SellEntry = False;
if SellEntry == true and C < O Then
{
Scount = Scount+1;
if Scount == 2 AND (LH-LL)>진폭SELL * PriceScale and 연속손실 < 연속손실횟수 Then
sell("s");
}
}
if MarketPosition == 1 then
{
Hi = 0;
BH = highest(H,BarsSinceEntry);
if BH >= EntryPrice+PriceScale*F1 Then
{
//ExitLong("bx",AtStop,BH-(BH-EntryPrice)*facter1);
}
}
if MarketPosition == -1 then
{
LI = 0;
SL = lowest(L,BarsSinceEntry);
if SL <= EntryPrice-PriceScale*F2 Then
{
// ExitShort("sx",AtStop,SL+(EntryPrice-SL)*facter2);
}
}
SetStopProfittarget(PriceScale*이익변수,PointStop);
SetStopLoss(PriceScale*손절변수,PointStop);
//SetStopLoss(PriceScale*bb,PointStop);
즐거운 하루되세요
> 종호 님이 쓴 글입니다.
> 제목 : 시스템 수정 문의드립니다,
> 아래수식을 수정 부탁드립니다.
해외선물을 매매하는데요.
연속손실이 6회이상되면 그날 매매가 안되도록 부탁드립니다.
예를들어 저녁9시에 매매가 멈추었다면 익일 새벽까지 매매가 안되다가
익일 새로운 날로 매매가 될 때 매매가 되도록 부탁드립니다.
var : HL(0),HH(0),Hi(0),BuyEntry(false),Bcount(0),BH(0);
var : LH(0),LL(0),Li(0),SellEntry(false),Scount(0),SL(0);
INPUT: 생략
Input:진폭BUY(20),진폭SELL(20);
var : H0(0), L0(0), B0(0), B1(0), M1(0), H2(0), L2(0), B2(0), M2(0),M0(0),H1(0), L1(0);
input:aaa(9),bbb(5),sss(9),ttt(5);
H1 = highest(H,aaa);
L1 = Lowest(L,bbb);
B1 = H1-L1;
M1 = (H1+L1)/2;
H0 = highest(H, sss);
L0 = Lowest(L, ttt);
B0 = H0-L0;
M0 = (H0+L0)/2;
if MarketPosition == 0 and
C >= O+PriceScale*A and
C[1] >= O[1]+PriceScale*B and
C[2] <= O[2]-PriceScale*CC Then
{
HL = Lowest(L,3);
HH = highest(H,3);
Hi = index;
BuyEntry = true;
Bcount = 0;
}
if index > Hi and Hi > 0 Then
{
if H > HH Then
HH = H;
if L <= HL+(HH-HL)*지지1 Then
buyEntry = false;
if BuyEntry == true and C > O Then
{
Bcount = Bcount+1;
if bcount == 2 AND (HH-HL)>진폭BUY * PriceScale Then
buy("b");
}
}
if MarketPosition == 0 and
C <= O-PriceScale*D and
C[1] <= O[1]-PriceScale*E and
C[2] >= O[2]+PriceScale*F Then
{
LH = highest(H,3);
LL = Lowest(L,3);
Li = index;
SellEntry = true;
Scount = 0;
}
if index > Li and Li > 0 Then
{
if L < LL Then
LL = L;
if H >= LL+(LH-LL)*지지2 Then
SellEntry = False;
if SellEntry == true and C < O Then
{
Scount = Scount+1;
if Scount == 2 AND (LH-LL)>진폭SELL * PriceScale Then
sell("s");
}
}
if MarketPosition == 1 then
{
Hi = 0;
BH = highest(H,BarsSinceEntry);
if BH >= EntryPrice+PriceScale*F1 Then
{
//ExitLong("bx",AtStop,BH-(BH-EntryPrice)*facter1);
}
}
if MarketPosition == -1 then
{
LI = 0;
SL = lowest(L,BarsSinceEntry);
if SL <= EntryPrice-PriceScale*F2 Then
{
// ExitShort("sx",AtStop,SL+(EntryPrice-SL)*facter2);
}
}
SetStopProfittarget(PriceScale*이익변수,PointStop);
SetStopLoss(PriceScale*손절변수,PointStop);
//SetStopLoss(PriceScale*bb,PointStop);