커뮤니티
문의2
2020-09-16 15:00:31
947
글번호 142430
아래수식은 주차트에 사용하는 sell 수식입니다.
1. 보조차트2와 보조차트3을 이용해서 양합을 구합니다.
var : sum(0,Data1);
sum = Data2(c)+data3(c);
2. 구한 양합을 아래 수식에 따라 진입과 청산에 사용하고 싶습니다.
**********************************************************************************
input : d1(28),d2(28),X1(28),X2(28),ER(8),EF(8),CR(8),CF(8),거래횟수(20),시작시간(090000);
var : T1(0),entry(0),HH(0),LL(0),EH(0),EL(0),E1(0),H1(0),i1(0),S1(0),L1(0),V1(0);
if (sdate != sdate[1] and stime >= 시작시간) or
(sdate == sdate[1] and stime >= 시작시간 and stime[1] < 시작시간) Then{
T1 = TotalTrades;
E1 = 0;
HH = H;
}
if stime >= 시작시간 then{
if H > HH Then
HH = H;
if MarketPosition == 0 Then
entry = TotalTrades-T1;
Else
entry = (TotalTrades-T1)+1;
if MarketPosition == 0 and entry == 0 Then{
if E1 == 0 and C <= HH-PriceScale*d1 and C[1] < HH-PriceScale*d1 Then{
E1 = 1;
L1 = L;
i1 = index;
V1 = HH; //시작점 종가
}
if E1 == 1 and index > i1 then{
if L < L1 Then
L1 = L;
#고가가 시작봉종가보다 작을 때만 눌림체크
if H <= V1 and H >= L1+PriceScale*ER Then{
E1 = 2;
i1 = index;
S1 = L1;
}
}
//시작점 종가보다 높은 가격이 발생하면 초기화
if E1 >= 1 and H > V1 Then{
E1 = 0;
HH = H;
}
if E1 == 2 and index > i1 and C <= S1-PriceScale*EF Then{
sell("s1");
}
}
if TotalTrades > TotalTrades[1] Then{
E1 = 0;
HH = H;
}
if H > HH Then
HH = H;
if MarketPosition == 0 and entry >= 1 and entry < 거래횟수 Then{
if E1 == 0 and C <= HH-PriceScale*d2 and C[1] < HH-PriceScale*d2 Then{
E1 = 1;
L1 = L;
i1 = index;
}
if E1 == 1 and index > i1 then{
if L < L1 Then
L1 = L;
if H >= L1+PriceScale*ER Then{
E1 = 2;
i1 = index;
S1 = L1;
}
}
if E1 == 2 and index > i1 and C <= S1-PriceScale*EF Then{
sell("s2");
E1 = 0;
}
}
if MarketPosition == -1 Then{
if entry >= 1 then{
if CurrentContracts > CurrentContracts[1] Then{
EL = L;
E1 = 0;
}
if L < EL Then{
EL = L;
E1 = 0;
}
if E1 == 0 and C >= EL+PriceScale*X1 Then{
E1 = 1;
H1 = H;
i1 = index;
}
if E1 == 1 and index > i1 Then{
if H > H1 Then
H1 = H;
if L <= H1-PriceScale*CR Then{
E1 = 2;
I1 = index;
S1 = H1;
}
}
if E1 == 2 and index > i1 and C >= S1+PriceScale*CF Then{
ExitShort("sx1");
E1 = 0;
}
}
}
if MarketPosition == -1 Then{
if entry >= 1 then{
if CurrentContracts > CurrentContracts[1] Then{
EL = L;
E1 = 0;
}
if L < EL Then{
EL = L;
E1 = 0;
}
if E1 == 0 and C >= EL+PriceScale*X2 Then{
E1 = 1;
H1 = H;
i1 = index;
}
if E1 == 1 and index > i1 Then{
if H > H1 Then
H1 = H;
if L <= H1-PriceScale*CR Then{
E1 = 2;
I1 = index;
S1 = H1;
}
}
if E1 == 2 and index > i1 and C >= S1+PriceScale*CF Then{
ExitShort("sx2");
E1 = 0;
}
}
}
}
답변 1
예스스탁 예스스탁 답변
2020-09-17 13:12:33
안녕하세요
예스스탁입니다.
input : d1(28),d2(28),X1(28),X2(28),ER(8),EF(8),CR(8),CF(8),거래횟수(20),시작시간(090000);
var : T1(0,Data1),entry(0,Data1),HH(0,Data1),LL(0,Data1),EH(0,Data1),EL(0,Data1),E1(0,Data1),H1(0,Data1),i1(0,Data1),S1(0,Data1),L1(0,Data1),V1(0,Data1);
var : sum(0,Data1);
sum = Data2(c)+data3(c);
if Data2((sdate != sdate[1] and stime >= 시작시간) or
(sdate == sdate[1] and stime >= 시작시간 and stime[1] < 시작시간)) Then{
T1 = TotalTrades;
E1 = 0;
HH = sum;
}
if data2(stime >= 시작시간) then{
if sum > HH Then
HH = sum;
if MarketPosition == 0 Then
entry = TotalTrades-T1;
Else
entry = (TotalTrades-T1)+1;
if MarketPosition == 0 and entry == 0 Then{
if E1 == 0 and sum <= HH-data2(PriceScale)*d1 and sum[1] < HH-data2(PriceScale)*d1 Then{
E1 = 1;
L1 = sum;
i1 = data2(index);
V1 = HH; //시작점 종가
}
if E1 == 1 and index > i1 then{
if sum < L1 Then
L1 = sum;
#고가가 시작봉종가보다 작을 때만 눌림체크
if sum <= V1 and sum >= L1+data2(PriceScale)*ER Then{
E1 = 2;
i1 = data2(index);
S1 = L1;
}
}
//시작점 종가보다 높은 가격이 발생하면 초기화
if E1 >= 1 and sum > V1 Then{
E1 = 0;
HH = sum;
}
if E1 == 2 and data2(index) > i1 and sum <= S1-data2(PriceScale)*EF Then{
sell("s1");
}
}
if TotalTrades > TotalTrades[1] Then{
E1 = 0;
HH = sum;
}
if sum > HH Then
HH = sum;
if MarketPosition == 0 and entry >= 1 and entry < 거래횟수 Then{
if E1 == 0 and sum <= HH-data2(PriceScale)*d2 and sum[1] < HH-data2(PriceScale)*d2 Then{
E1 = 1;
L1 = sum;
i1 = data2(index);
}
if E1 == 1 and data2(index) > i1 then{
if sum < L1 Then
L1 = sum;
if sum >= L1+data2(PriceScale)*ER Then{
E1 = 2;
i1 = data2(index);
S1 = L1;
}
}
if E1 == 2 and data2(index) > i1 and sum <= S1-data2(PriceScale)*EF Then{
sell("s2");
E1 = 0;
}
}
if MarketPosition == -1 Then{
if entry >= 1 then{
if CurrentContracts > CurrentContracts[1] Then{
EL = sum;
E1 = 0;
}
if sum < EL Then{
EL = sum;
E1 = 0;
}
if E1 == 0 and sum >= EL+data2(PriceScale)*X1 Then{
E1 = 1;
H1 = sum;
i1 = data2(index);
}
if E1 == 1 and data2(index) > i1 Then{
if sum > H1 Then
H1 = sum;
if L <= H1-data2(PriceScale)*CR Then{
E1 = 2;
I1 = data2(index);
S1 = H1;
}
}
if E1 == 2 and data2(index) > i1 and sum >= S1+data2(PriceScale)*CF Then{
ExitShort("sx1");
E1 = 0;
}
}
}
if MarketPosition == -1 Then{
if entry >= 1 then{
if CurrentContracts > CurrentContracts[1] Then{
EL = sum;
E1 = 0;
}
if sum < EL Then{
EL = sum;
E1 = 0;
}
if E1 == 0 and sum >= EL+data2(PriceScale)*X2 Then{
E1 = 1;
H1 = sum;
i1 = data2(index);
}
if E1 == 1 and index > i1 Then{
if sum > H1 Then
H1 = sum;
if sum <= H1-data2(PriceScale)*CR Then{
E1 = 2;
I1 = data2(index);
S1 = H1;
}
}
if E1 == 2 and data2(index) > i1 and sum >= S1+data2(PriceScale)*CF Then{
ExitShort("sx2");
E1 = 0;
}
}
}
}
즐거운 하루되세요
> 좌오비우오비 님이 쓴 글입니다.
> 제목 : 문의2
> 아래수식은 주차트에 사용하는 sell 수식입니다.
1. 보조차트2와 보조차트3을 이용해서 양합을 구합니다.
var : sum(0,Data1);
sum = Data2(c)+data3(c);
2. 구한 양합을 아래 수식에 따라 진입과 청산에 사용하고 싶습니다.
**********************************************************************************
input : d1(28),d2(28),X1(28),X2(28),ER(8),EF(8),CR(8),CF(8),거래횟수(20),시작시간(090000);
var : T1(0),entry(0),HH(0),LL(0),EH(0),EL(0),E1(0),H1(0),i1(0),S1(0),L1(0),V1(0);
if (sdate != sdate[1] and stime >= 시작시간) or
(sdate == sdate[1] and stime >= 시작시간 and stime[1] < 시작시간) Then{
T1 = TotalTrades;
E1 = 0;
HH = H;
}
if stime >= 시작시간 then{
if H > HH Then
HH = H;
if MarketPosition == 0 Then
entry = TotalTrades-T1;
Else
entry = (TotalTrades-T1)+1;
if MarketPosition == 0 and entry == 0 Then{
if E1 == 0 and C <= HH-PriceScale*d1 and C[1] < HH-PriceScale*d1 Then{
E1 = 1;
L1 = L;
i1 = index;
V1 = HH; //시작점 종가
}
if E1 == 1 and index > i1 then{
if L < L1 Then
L1 = L;
#고가가 시작봉종가보다 작을 때만 눌림체크
if H <= V1 and H >= L1+PriceScale*ER Then{
E1 = 2;
i1 = index;
S1 = L1;
}
}
//시작점 종가보다 높은 가격이 발생하면 초기화
if E1 >= 1 and H > V1 Then{
E1 = 0;
HH = H;
}
if E1 == 2 and index > i1 and C <= S1-PriceScale*EF Then{
sell("s1");
}
}
if TotalTrades > TotalTrades[1] Then{
E1 = 0;
HH = H;
}
if H > HH Then
HH = H;
if MarketPosition == 0 and entry >= 1 and entry < 거래횟수 Then{
if E1 == 0 and C <= HH-PriceScale*d2 and C[1] < HH-PriceScale*d2 Then{
E1 = 1;
L1 = L;
i1 = index;
}
if E1 == 1 and index > i1 then{
if L < L1 Then
L1 = L;
if H >= L1+PriceScale*ER Then{
E1 = 2;
i1 = index;
S1 = L1;
}
}
if E1 == 2 and index > i1 and C <= S1-PriceScale*EF Then{
sell("s2");
E1 = 0;
}
}
if MarketPosition == -1 Then{
if entry >= 1 then{
if CurrentContracts > CurrentContracts[1] Then{
EL = L;
E1 = 0;
}
if L < EL Then{
EL = L;
E1 = 0;
}
if E1 == 0 and C >= EL+PriceScale*X1 Then{
E1 = 1;
H1 = H;
i1 = index;
}
if E1 == 1 and index > i1 Then{
if H > H1 Then
H1 = H;
if L <= H1-PriceScale*CR Then{
E1 = 2;
I1 = index;
S1 = H1;
}
}
if E1 == 2 and index > i1 and C >= S1+PriceScale*CF Then{
ExitShort("sx1");
E1 = 0;
}
}
}
if MarketPosition == -1 Then{
if entry >= 1 then{
if CurrentContracts > CurrentContracts[1] Then{
EL = L;
E1 = 0;
}
if L < EL Then{
EL = L;
E1 = 0;
}
if E1 == 0 and C >= EL+PriceScale*X2 Then{
E1 = 1;
H1 = H;
i1 = index;
}
if E1 == 1 and index > i1 Then{
if H > H1 Then
H1 = H;
if L <= H1-PriceScale*CR Then{
E1 = 2;
I1 = index;
S1 = H1;
}
}
if E1 == 2 and index > i1 and C >= S1+PriceScale*CF Then{
ExitShort("sx2");
E1 = 0;
}
}
}
}