커뮤니티
부탁드립니다.
2020-12-02 02:25:20
603
글번호 144338
시스템 수식 수정 부탁드립니다.
아래 수식에서 변수로 설정 부탁드립니다.
1.총누적 수익이 100point 이면 당일매매 종료
2.총누적 손실이 80point 이면 당일매매 종료
3.연속수익 3회 되면 당일매매 종료
4.연속손실 2회 되면 당일매매 종료
# 봉완성시 익절
input : StartTime(233500),EndTime(020000),진입횟수(6),익절(50),손절(50);
Input: FastLen(8), MedLen(25), SlowLen(50);
var : Tcond(false),entry(0);
Var : FastAvg(0), MedAvg(0), SlowAvg(0);
if EndTime > StartTime Then
{
SetStopEndofday(Endtime);
}
Else
{
if sdate != sDate[1] Then
SetStopEndofday(Endtime);
}
if (sdate != sdate[1] and stime >= EndTime) or
(sdate == sdate[1] and stime >= EndTime and stime[1] < EndTime) Then
Tcond = False;
if (sdate != sdate[1] and stime >= StartTime) or
(sdate == sdate[1] and stime >= StartTime and stime[1] < StartTime) Then
{
Tcond = true;
entry = 0;
if EndTime <= StartTime Then
SetStopEndofday(0);
}
FastAvg = MA(Close, FastLen);
MedAvg = MA(Close, MedLen);
SlowAvg = MA(Close, SlowLen);
if Tcond == true Then
{
if (MarketPosition != 0 and MarketPosition != MarketPosition[1]) or
(MarketPosition == MarketPosition[1] and TotalTrades > TotalTrades[1]) Then
entry = entry+1;
if entry < 진입횟수 Then
{
If (FastAvg[1] < MedAvg[1] OR MedAvg[1] < SlowAvg[1]) AND (FastAvg > MedAvg AND MedAvg > SlowAvg) Then
Buy ("MAC3_LE");
If (FastAvg[1] > MedAvg[1] OR MedAvg[1] > SlowAvg[1]) AND (FastAvg < MedAvg AND MedAvg < SlowAvg) Then
Sell ("MAC3_SE");
}
}
SetStopProfittarget(익절,PointStop);
SetStopLoss(손절,PointStop);
답변 1
예스스탁 예스스탁 답변
2020-12-02 11:37:53
안녕하세요
예스스탁입니다.
# 봉완성시 익절
input : StartTime(233500),EndTime(020000),진입횟수(6),익절(50),손절(50);
Input : FastLen(8), MedLen(25), SlowLen(50);
Input : 당일수익(100),당일손실(80),연속수익(3),연속손실(2);
var : Tcond(false),entry(0),profit(0),loss(0),profitcnt(0),losscnt(0);
Var : FastAvg(0), MedAvg(0), SlowAvg(0);
Var : N1(0),dayPl(0),Xcond(false);
if EndTime > StartTime Then
{
SetStopEndofday(Endtime);
}
Else
{
if sdate != sDate[1] Then
SetStopEndofday(Endtime);
}
if (sdate != sdate[1] and stime >= EndTime) or
(sdate == sdate[1] and stime >= EndTime and stime[1] < EndTime) Then
Tcond = False;
if (sdate != sdate[1] and stime >= StartTime) or
(sdate == sdate[1] and stime >= StartTime and stime[1] < StartTime) Then
{
Tcond = true;
entry = 0;
Xcond = false;
N1 = NetProfit;
Profit = 0;
ProfitCnt = 0;
Loss = 0;
LossCnt = 0;
if EndTime <= StartTime Then
SetStopEndofday(0);
}
FastAvg = MA(Close, FastLen);
MedAvg = MA(Close, MedLen);
SlowAvg = MA(Close, SlowLen);
if Tcond == true and Xcond == False Then
{
if (MarketPosition != 0 and MarketPosition != MarketPosition[1]) or
(MarketPosition == MarketPosition[1] and TotalTrades > TotalTrades[1]) Then
entry = entry+1;
daypl = NetProfit-N1;
if TotalTrades > TotalTrades[1] then
{
if daypl >= 당일수익 or daypl <= -당일손실 Then
Xcond = true;
if (IsExitName("dbp",1) == true or IsExitName("dbl",1) == true or
IsExitName("dsp",1) == true or IsExitName("dsl",1) == true) then
Xcond = true;
if PositionProfit(1) > 0 Then
Profit = profit+1;
Else
profit = 0;
if PositionProfit(1) < 0 Then
loss = loss+1;
Else
loss = 0;
}
ProfitCnt = Profit;
LossCnt = Loss;
if MarketPosition != 0 Then
{
if PositionProfit(0) > 0 Then
{
ProfitCnt = Profit + 1;
}
if PositionProfit(0) < 0 Then
{
lossCnt = Losscnt+1;;
}
}
if entry < 진입횟수 Then
{
If (FastAvg[1] < MedAvg[1] OR MedAvg[1] < SlowAvg[1]) AND (FastAvg > MedAvg AND MedAvg > SlowAvg) Then
{
if ProfitCnt < 연속수익 and LossCnt < 연속손실 Then
Buy ("MAC3_LE");
Else
ExitShort("sx");
}
If (FastAvg[1] > MedAvg[1] OR MedAvg[1] > SlowAvg[1]) AND (FastAvg < MedAvg AND MedAvg < SlowAvg) Then
{
if ProfitCnt < 연속수익 and LossCnt < 연속손실 Then
Sell ("MAC3_SE");
Else
ExitLong("bx");
}
}
if MarketPosition == 1 then
{
ExitLong("dbp",atlimit,EntryPrice+((당일수익-daypl)/CurrentContracts));
ExitLong("dbl",AtStop,EntryPrice-((당일손실+daypl)/CurrentContracts));
}
if MarketPosition == -1 then
{
ExitShort("dsp",atlimit,EntryPrice-((당일수익-daypl)/CurrentContracts));
ExitShort("dsl",AtStop,EntryPrice+((당일손실+daypl)/CurrentContracts));
}
}
SetStopProfittarget(익절,PointStop);
SetStopLoss(손절,PointStop);
즐거운 하루되세요
> 비류천 님이 쓴 글입니다.
> 제목 : 부탁드립니다.
> 시스템 수식 수정 부탁드립니다.
아래 수식에서 변수로 설정 부탁드립니다.
1.총누적 수익이 100point 이면 당일매매 종료
2.총누적 손실이 80point 이면 당일매매 종료
3.연속수익 3회 되면 당일매매 종료
4.연속손실 2회 되면 당일매매 종료
# 봉완성시 익절
input : StartTime(233500),EndTime(020000),진입횟수(6),익절(50),손절(50);
Input: FastLen(8), MedLen(25), SlowLen(50);
var : Tcond(false),entry(0);
Var : FastAvg(0), MedAvg(0), SlowAvg(0);
if EndTime > StartTime Then
{
SetStopEndofday(Endtime);
}
Else
{
if sdate != sDate[1] Then
SetStopEndofday(Endtime);
}
if (sdate != sdate[1] and stime >= EndTime) or
(sdate == sdate[1] and stime >= EndTime and stime[1] < EndTime) Then
Tcond = False;
if (sdate != sdate[1] and stime >= StartTime) or
(sdate == sdate[1] and stime >= StartTime and stime[1] < StartTime) Then
{
Tcond = true;
entry = 0;
if EndTime <= StartTime Then
SetStopEndofday(0);
}
FastAvg = MA(Close, FastLen);
MedAvg = MA(Close, MedLen);
SlowAvg = MA(Close, SlowLen);
if Tcond == true Then
{
if (MarketPosition != 0 and MarketPosition != MarketPosition[1]) or
(MarketPosition == MarketPosition[1] and TotalTrades > TotalTrades[1]) Then
entry = entry+1;
if entry < 진입횟수 Then
{
If (FastAvg[1] < MedAvg[1] OR MedAvg[1] < SlowAvg[1]) AND (FastAvg > MedAvg AND MedAvg > SlowAvg) Then
Buy ("MAC3_LE");
If (FastAvg[1] > MedAvg[1] OR MedAvg[1] > SlowAvg[1]) AND (FastAvg < MedAvg AND MedAvg < SlowAvg) Then
Sell ("MAC3_SE");
}
}
SetStopProfittarget(익절,PointStop);
SetStopLoss(손절,PointStop);
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