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익절 후 재진입 방지

프로필 이미지
몸통공격
2020-06-16 19:48:20
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익절 후 재진입 방지 수식 Input : Period(1); var : value1(0),value2(0),value3(0),value4(0),value5(0),value6(0),value7(0),value8(0),value9(0); var : count(0),cnt(0); value1 = data1(); value2 = data2(); value3 = data3(); value4 = data4(); value5 = data5(); value6 = data6(); value7 = data7(); value8 = value2+value4+value6; value9 = value3+value5+value7; if dayindex == 0 Then var1 = value8; if dayindex == 0 Then var2 = value9; count = 0; for cnt = 0 to 20{ if sdate == EntryDate(cnt) Then count = count+1;} # 매수/ If (stime>090101 and count<6 and value8>var1+500 and value9<var2-500) then{ buy("b1"); } # 매도/ If (stime>090101 and count<6 and value8<var1-500 and value9>var2+500 ) then{ sell("s1"); } ## 매수청산 If (stime>090101 and count>5 and value8<var1-500 and value9>var2+500) Then { ExitLong(); } ## 매도청산 If (stime>090101 and count>5 and value8>var1+500 and value9<var2-500) Then { ExitShort(); } SetStopLoss(25,PercentStop); SetStopProfittarget(120,PercentStop); SetStopEndofday(150000);
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예스스탁 예스스탁 답변

2020-06-17 14:03:05

안녕하세요 예스스탁입니다. Input : Period(1); var : value1(0),value2(0),value3(0),value4(0),value5(0),value6(0),value7(0),value8(0),value9(0); var : count(0),cnt(0); value1 = data1(); value2 = data2(); value3 = data3(); value4 = data4(); value5 = data5(); value6 = data6(); value7 = data7(); value8 = value2+value4+value6; value9 = value3+value5+value7; if dayindex == 0 Then var1 = value8; if dayindex == 0 Then var2 = value9; count = 0; for cnt = 0 to 20{ if sdate == EntryDate(cnt) Then count = count+1;} Condition1 = MarketPosition == 0 and ExitDate(1) == sdate and MarketPosition(1) == 1 and (IsExitName("StopLoss",1) or IsExitName("StopProfitTarget",1)); Condition2 = MarketPosition == 0 and ExitDate(1) == sdate and MarketPosition(1) == -1 and (IsExitName("StopLoss",1) or IsExitName("StopProfitTarget",1)); # 매수/ If (stime>090101 and count<6 and value8>var1+500 and value9<var2-500) and Condition1 == false then{ buy("b1"); } # 매도/ If (stime>090101 and count<6 and value8<var1-500 and value9>var2+500 ) and Condition2 == false then{ sell("s1"); } ## 매수청산 If (stime>090101 and count>5 and value8<var1-500 and value9>var2+500) Then { ExitLong(); } ## 매도청산 If (stime>090101 and count>5 and value8>var1+500 and value9<var2-500) Then { ExitShort(); } SetStopLoss(25,PercentStop); SetStopProfittarget(120,PercentStop); SetStopEndofday(150000); 즐거운 하루되세요 > 몸통공격 님이 쓴 글입니다. > 제목 : 익절 후 재진입 방지 > 익절 후 재진입 방지 수식 Input : Period(1); var : value1(0),value2(0),value3(0),value4(0),value5(0),value6(0),value7(0),value8(0),value9(0); var : count(0),cnt(0); value1 = data1(); value2 = data2(); value3 = data3(); value4 = data4(); value5 = data5(); value6 = data6(); value7 = data7(); value8 = value2+value4+value6; value9 = value3+value5+value7; if dayindex == 0 Then var1 = value8; if dayindex == 0 Then var2 = value9; count = 0; for cnt = 0 to 20{ if sdate == EntryDate(cnt) Then count = count+1;} # 매수/ If (stime>090101 and count<6 and value8>var1+500 and value9<var2-500) then{ buy("b1"); } # 매도/ If (stime>090101 and count<6 and value8<var1-500 and value9>var2+500 ) then{ sell("s1"); } ## 매수청산 If (stime>090101 and count>5 and value8<var1-500 and value9>var2+500) Then { ExitLong(); } ## 매도청산 If (stime>090101 and count>5 and value8>var1+500 and value9<var2-500) Then { ExitShort(); } SetStopLoss(25,PercentStop); SetStopProfittarget(120,PercentStop); SetStopEndofday(150000);