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DATA2와 DATA3을 이용하는 시스템 매매식을 부탁드립니다.
2020-12-30 12:26:09
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글번호 145005
해외선물 기준
동일종목으로 시간은 다르게 참조
주종목 10분 Keltner Channel 변수값 MALEN 10 CONST 0.8 ATRs 0 Price Channel 변수값 LENGTH 14
DATA2 60분 Keltner Channel 변수값 MALEN 10 CONST 0.8 ATRs 0 Price Channel 변수값 LENGTH 20
DATA3 240분 Keltner Channel 변수값 MALEN 10 CONST 0.8 ATRs 0 Price Channel 변수값 LENGTH 24
기준으로 해외선물을 다음 조건을 기준(전체기준 중 일부입니다)으로 매매를 할 예정입니다.
기본 시스템식을 부탁드립니다.
[진입은 1계약으로 청산 후 동일 조건이 오면 계속 진입과 청산을 반복 하도록 매매식을 부탁드립니다]
[1]매수
1.매수1조건
매수1 진입
1.CrossDown(C,BCHAN) and DATA2 CrossDown(C,LOWER) and DATA3 CrossDown(C,CENTLINE)
2.L(저가)==BCHAN-PriceScale*4 and DATA2 LOWER > C > BCHAN and DATA3 CENTLINE > C > LOWER
매수1 청산
1.CrossUp(C,TCHAN) and DATA2 CrossUp(C,TCHAN) and DATA3 CrossUp(C,TCHAN)
2.H(고가)==TCHAN+PriceScale*4 and DATA2 H==TCHAN+PriceScale*12 and DATA3 H==TCHAN+PriceScale*12
매수1 손절
1.L(저가)==BCHAN-PriceScale*6
2.매수2조건
매수2 진입
1.CrossDown(C,BCHAN) and DATA2 CrossDown(C,LOWER) and DATA3 CrossDown(C,CENTLINE)
2.L==BCHAN-PriceScale*4 and DATA2 LOWER > C > BCHAN and DATA3 CENTLINE > C > LOWER
매수2 청산
1. CrossUp(C,TCHAN) and DATA2 CrossUp(C,TCHAN) and DATA3 CrossUp(C,UPPER)
2. H==TCHAN+PriceScale*4 and DATA2 H==TCHAN+PriceScale*12 and DATA3 TCHAN>C>UPPER
매수2 손절
1.L==BCHAN-PriceScale*6
3.매수3조건
매수3 진입
1.CrossDown(C,BCHAN) and DATA2 CrossDown(C,BCHAN) and DATA3 CrossDown(C,LOWER)
2.L==BCHAN-PriceScale*4 and DATA2 L==BCHAN-PriceScale*12 and DATA3 LOWER > C > BCHAN
매수3 청산
1.CrossUp(C,TCHAN) and DATA2 CrossUp(C,CENTLINE) and DATA3 CrossUp(C,UPPER)
2.H==TCHAN+PriceScale*4 and DATA2 UPPER>C>CENTLINE and DATA3 CENTLINE>C>LOWER
매수3 손절
1.L==BCHAN-PriceScale*6 and DATA2 L==TCHAN-PriceScale*19
[2]매도
1.매도1조건
매도1 진입
1.CrossUp(C,TCHAN) and DATA2 CrossUp(C,TCHAN) and DATA3 CrossUp(C,TCHAN)
2.H(고가)==TCHAN+PriceScale*4 and DATA2 H==TCHAN+PriceScale*12 and DATA3 H==TCHAN+PriceScale*12
매도1 청산
1.CrossDown(C,BCHAN) and DATA2 CrossDown(C,BCHAN) and DATA3 CrossDown(C,LOWER)
2.L(저가)==BCHAN-PriceScale*4 and DATA2 L==BCHAN-PriceScale*12 and DATA3 LOWER > C > BCHAN
매도1 손절
1.H(고가)==TCHAN+PriceScale*6 and DATA2 H==TCHAN+PriceScale*19 and DATA3 H==TCHAN+PriceScale*19
2.매도2조건
매도2 진입
1.CrossUp(C,TCHAN) and DATA2 CrossUp(C,TCHAN) and DATA3 CrossUp(C,TCHAN)
2.H==TCHAN+PriceScale*4 and DATA2 H==TCHAN+PriceScale*12 and DATA3 H==TCHAN+PriceScale*12
매도2 청산
1.CrossDown(C,BCHAN) and DATA2 CrossDown(C,LOWER) and DATA3 CrossDown(C,CENTLINE)
2.L==BCHAN-PriceScale*4 and DATA2 LOWER>C>BCHAN and DATA3 CENTLINE > C > LOWER
매도2 손절
1.H==TCHAN+PriceScale*6 and DATA2 H==TCHAN+PriceScale*19 and DATA3 H==TCHAN+PriceScale*19
3.매도3조건
매도3 진입
1.CrossUp(C,TCHAN) and DATA2 CrossUp(C,TCHAN) and DATA3 CrossUp(C,UPPER)
2.H==TCHAN+PriceScale*4 and DATA2 H==TCHAN+PriceScale*12 and DATA3 TCHAN>C>UPPER
매도6 청산
1.CrossDown(C,BCHAN) and DATA2 CrossDown(C,LOWER) and DATA3 CrossDown(C,CENTLINE)
2.L==BCHAN-PriceScale*4 and DATA2 LOWER>C>BCHAN and DATA3 CENTLINE > C > LOWER
매도6 손절
1.H==TCHAN+PriceScale*6 and DATA2 H==TCHAN+PriceScale*19
답변 1
예스스탁 예스스탁 답변
2020-12-30 15:00:09
안녕하세요
예스스탁입니다.
1-1
INPUT: MALEN1(10),CONST1(0.8),ATRs1(0);
INPUT: MALEN2(10),CONST2(0.8),ATRs2(0);
INPUT: MALEN3(10),CONST3(0.8),ATRs3(0);
INPUT : LENGTH1(14);
INPUT : LENGTH2(20);
INPUT : LENGTH3(24);
VAR: CENTLINE1(0,Data1), AVGRANGE1(0,Data1), UPPER1(0,Data1), LOWER1(0,Data1);
VAR: CENTLINE2(0,Data2), AVGRANGE2(0,Data2), UPPER2(0,Data2), LOWER2(0,Data2);
VAR: CENTLINE3(0,Data3), AVGRANGE3(0,Data3), UPPER3(0,Data3), LOWER3(0,Data3);
VAR : TCHAN1(0,Data1), BCHAN1(0,Data1);
VAR : TCHAN2(0,Data2), BCHAN2(0,Data2);
VAR : TCHAN3(0,Data3), BCHAN3(0,Data3);
CENTLINE1 = data1(KeltnerChannel(Close, MALEN1, ATRs1));
AVGRANGE1 = data1(Ma(TRUERANGE(),MALEN1));
UPPER1 = data1(CENTLINE1+(AVGRANGE1*CONST1));
LOWER1 = data1(CENTLINE1-(AVGRANGE1*CONST1));
CENTLINE2 = data2(KeltnerChannel(Close, MALEN2, ATRs2));
AVGRANGE2 = data2(Ma(TRUERANGE(),MALEN2));
UPPER2 = data2(CENTLINE2+(AVGRANGE2*CONST2));
LOWER2 = data2(CENTLINE2-(AVGRANGE2*CONST2));
CENTLINE3 = data3(KeltnerChannel(Close, MALEN3, ATRs3));
AVGRANGE3 = data3(Ma(TRUERANGE(),MALEN3));
UPPER3 = data3(CENTLINE3+(AVGRANGE3*CONST3));
LOWER3 = data3(CENTLINE3-(AVGRANGE3*CONST3));
TCHAN1 = data1(HIGHEST(HIGH, LENGTH1)[1]);
BCHAN1 = data1(LOWEST(LOW, LENGTH1)[1]);
TCHAN2 = data2(HIGHEST(HIGH, LENGTH2)[1]);
BCHAN2 = data2(LOWEST(LOW, LENGTH2)[1]);
TCHAN3 = data3(HIGHEST(HIGH, LENGTH3)[1]);
BCHAN3 = data3(LOWEST(LOW, LENGTH3)[1]);
if MarketPosition == 0 and
data1(CrossDown(C,BCHAN1)) and DATA2(CrossDown(C,LOWER2)) and DATA3(CrossDown(C,CENTLINE3)) Then
Buy();
if MarketPosition == 0 and
Data1(L==BCHAN1-PriceScale*4) and DATA2(LOWER2 > C and C > BCHAN2) and DATA3(CENTLINE3 > C and C > LOWER3) Then
Buy();
if MarketPosition == 1 Then
{
if data1(CrossUp(C,TCHAN1)) and DATA2(CrossUp(C,TCHAN2)) and DATA3(CrossUp(C,TCHAN3)) Then
ExitLong();
if Data1(H==TCHAN1+PriceScale*4) and DATA2(H==TCHAN2+PriceScale*12) and DATA3(H==TCHAN3+PriceScale*12) Then
ExitLong();
if Data1(L==BCHAN1-PriceScale*6) Then
ExitLong();
}
1-2
INPUT: MALEN1(10),CONST1(0.8),ATRs1(0);
INPUT: MALEN2(10),CONST2(0.8),ATRs2(0);
INPUT: MALEN3(10),CONST3(0.8),ATRs3(0);
INPUT : LENGTH1(14);
INPUT : LENGTH2(20);
INPUT : LENGTH3(24);
VAR: CENTLINE1(0,Data1), AVGRANGE1(0,Data1), UPPER1(0,Data1), LOWER1(0,Data1);
VAR: CENTLINE2(0,Data2), AVGRANGE2(0,Data2), UPPER2(0,Data2), LOWER2(0,Data2);
VAR: CENTLINE3(0,Data3), AVGRANGE3(0,Data3), UPPER3(0,Data3), LOWER3(0,Data3);
VAR : TCHAN1(0,Data1), BCHAN1(0,Data1);
VAR : TCHAN2(0,Data2), BCHAN2(0,Data2);
VAR : TCHAN3(0,Data3), BCHAN3(0,Data3);
CENTLINE1 = data1(KeltnerChannel(Close, MALEN1, ATRs1));
AVGRANGE1 = data1(Ma(TRUERANGE(),MALEN1));
UPPER1 = data1(CENTLINE1+(AVGRANGE1*CONST1));
LOWER1 = data1(CENTLINE1-(AVGRANGE1*CONST1));
CENTLINE2 = data2(KeltnerChannel(Close, MALEN2, ATRs2));
AVGRANGE2 = data2(Ma(TRUERANGE(),MALEN2));
UPPER2 = data2(CENTLINE2+(AVGRANGE2*CONST2));
LOWER2 = data2(CENTLINE2-(AVGRANGE2*CONST2));
CENTLINE3 = data3(KeltnerChannel(Close, MALEN3, ATRs3));
AVGRANGE3 = data3(Ma(TRUERANGE(),MALEN3));
UPPER3 = data3(CENTLINE3+(AVGRANGE3*CONST3));
LOWER3 = data3(CENTLINE3-(AVGRANGE3*CONST3));
TCHAN1 = data1(HIGHEST(HIGH, LENGTH1)[1]);
BCHAN1 = data1(LOWEST(LOW, LENGTH1)[1]);
TCHAN2 = data2(HIGHEST(HIGH, LENGTH2)[1]);
BCHAN2 = data2(LOWEST(LOW, LENGTH2)[1]);
TCHAN3 = data3(HIGHEST(HIGH, LENGTH3)[1]);
BCHAN3 = data3(LOWEST(LOW, LENGTH3)[1]);
if MarketPosition == 0 and
data1(CrossDown(C,BCHAN1)) and DATA2(CrossDown(C,LOWER2)) and DATA3(CrossDown(C,CENTLINE3)) Then
Buy();
if MarketPosition == 0 and
Data1(L==BCHAN1-PriceScale*4) and DATA2(LOWER2 > C and C > BCHAN2) and DATA3(CENTLINE3 > C and C > LOWER3) Then
Buy();
if MarketPosition == 1 Then
{
if data1(CrossUp(C,TCHAN1)) and DATA2(CrossUp(C,TCHAN2)) and DATA3(CrossUp(C,UPPER3)) Then
ExitLong();
if Data1(H==TCHAN1+PriceScale*4) and DATA2(H==TCHAN2+PriceScale*12) and DATA3(TCHAN3>C and C>UPPER3) Then
ExitLong();
if Data1(L==BCHAN1-PriceScale*6) Then
ExitLong();
}
1-3
INPUT: MALEN1(10),CONST1(0.8),ATRs1(0);
INPUT: MALEN2(10),CONST2(0.8),ATRs2(0);
INPUT: MALEN3(10),CONST3(0.8),ATRs3(0);
INPUT : LENGTH1(14);
INPUT : LENGTH2(20);
INPUT : LENGTH3(24);
VAR: CENTLINE1(0,Data1), AVGRANGE1(0,Data1), UPPER1(0,Data1), LOWER1(0,Data1);
VAR: CENTLINE2(0,Data2), AVGRANGE2(0,Data2), UPPER2(0,Data2), LOWER2(0,Data2);
VAR: CENTLINE3(0,Data3), AVGRANGE3(0,Data3), UPPER3(0,Data3), LOWER3(0,Data3);
VAR : TCHAN1(0,Data1), BCHAN1(0,Data1);
VAR : TCHAN2(0,Data2), BCHAN2(0,Data2);
VAR : TCHAN3(0,Data3), BCHAN3(0,Data3);
CENTLINE1 = data1(KeltnerChannel(Close, MALEN1, ATRs1));
AVGRANGE1 = data1(Ma(TRUERANGE(),MALEN1));
UPPER1 = data1(CENTLINE1+(AVGRANGE1*CONST1));
LOWER1 = data1(CENTLINE1-(AVGRANGE1*CONST1));
CENTLINE2 = data2(KeltnerChannel(Close, MALEN2, ATRs2));
AVGRANGE2 = data2(Ma(TRUERANGE(),MALEN2));
UPPER2 = data2(CENTLINE2+(AVGRANGE2*CONST2));
LOWER2 = data2(CENTLINE2-(AVGRANGE2*CONST2));
CENTLINE3 = data3(KeltnerChannel(Close, MALEN3, ATRs3));
AVGRANGE3 = data3(Ma(TRUERANGE(),MALEN3));
UPPER3 = data3(CENTLINE3+(AVGRANGE3*CONST3));
LOWER3 = data3(CENTLINE3-(AVGRANGE3*CONST3));
TCHAN1 = data1(HIGHEST(HIGH, LENGTH1)[1]);
BCHAN1 = data1(LOWEST(LOW, LENGTH1)[1]);
TCHAN2 = data2(HIGHEST(HIGH, LENGTH2)[1]);
BCHAN2 = data2(LOWEST(LOW, LENGTH2)[1]);
TCHAN3 = data3(HIGHEST(HIGH, LENGTH3)[1]);
BCHAN3 = data3(LOWEST(LOW, LENGTH3)[1]);
if MarketPosition == 0 and
data1(CrossDown(C,BCHAN1)) and DATA2(CrossDown(C,LOWER2)) and DATA3(CrossDown(C,CENTLINE3)) Then
Buy();
if MarketPosition == 0 and
Data1(L==BCHAN1-PriceScale*4) and DATA2(L == BCHAN2-PriceScale*12) and DATA3(LOWER3 > C and C > BCHAN3) Then
Buy();
if MarketPosition == 1 Then
{
if data1(CrossUp(C,TCHAN1)) and DATA2(CrossUp(C,CENTLINE2)) and DATA3(CrossUp(C,UPPER3)) Then
ExitLong();
if data1(H==TCHAN1+PriceScale*4) and DATA2(UPPER2> C and C > CENTLINE2) and DATA3(CENTLINE3>C and C>LOWER3) Then
ExitLong();
if Data1(L==BCHAN1-PriceScale*6) and data2(L-TCHAN3-PriceScale*19) Then
ExitLong();
}
2-1
INPUT: MALEN1(10),CONST1(0.8),ATRs1(0);
INPUT: MALEN2(10),CONST2(0.8),ATRs2(0);
INPUT: MALEN3(10),CONST3(0.8),ATRs3(0);
INPUT : LENGTH1(14);
INPUT : LENGTH2(20);
INPUT : LENGTH3(24);
VAR: CENTLINE1(0,Data1), AVGRANGE1(0,Data1), UPPER1(0,Data1), LOWER1(0,Data1);
VAR: CENTLINE2(0,Data2), AVGRANGE2(0,Data2), UPPER2(0,Data2), LOWER2(0,Data2);
VAR: CENTLINE3(0,Data3), AVGRANGE3(0,Data3), UPPER3(0,Data3), LOWER3(0,Data3);
VAR : TCHAN1(0,Data1), BCHAN1(0,Data1);
VAR : TCHAN2(0,Data2), BCHAN2(0,Data2);
VAR : TCHAN3(0,Data3), BCHAN3(0,Data3);
CENTLINE1 = data1(KeltnerChannel(Close, MALEN1, ATRs1));
AVGRANGE1 = data1(Ma(TRUERANGE(),MALEN1));
UPPER1 = data1(CENTLINE1+(AVGRANGE1*CONST1));
LOWER1 = data1(CENTLINE1-(AVGRANGE1*CONST1));
CENTLINE2 = data2(KeltnerChannel(Close, MALEN2, ATRs2));
AVGRANGE2 = data2(Ma(TRUERANGE(),MALEN2));
UPPER2 = data2(CENTLINE2+(AVGRANGE2*CONST2));
LOWER2 = data2(CENTLINE2-(AVGRANGE2*CONST2));
CENTLINE3 = data3(KeltnerChannel(Close, MALEN3, ATRs3));
AVGRANGE3 = data3(Ma(TRUERANGE(),MALEN3));
UPPER3 = data3(CENTLINE3+(AVGRANGE3*CONST3));
LOWER3 = data3(CENTLINE3-(AVGRANGE3*CONST3));
TCHAN1 = data1(HIGHEST(HIGH, LENGTH1)[1]);
BCHAN1 = data1(LOWEST(LOW, LENGTH1)[1]);
TCHAN2 = data2(HIGHEST(HIGH, LENGTH2)[1]);
BCHAN2 = data2(LOWEST(LOW, LENGTH2)[1]);
TCHAN3 = data3(HIGHEST(HIGH, LENGTH3)[1]);
BCHAN3 = data3(LOWEST(LOW, LENGTH3)[1]);
if MarketPosition == 0 and
data1(CrossUp(C,TCHAN1)) and DATA2(CrossUp(C,TCHAN2)) and DATA3(CrossUp(C,TCHAN3)) Then
Sell();
if MarketPosition == 0 and
data1(H==TCHAN1+PriceScale*4) and DATA2(H==TCHAN2+PriceScale*12) and DATA3(H==TCHAN3+PriceScale*12) Then
Sell();
if MarketPosition == -1 Then
{
if data1(CrossDown(C,BCHAN1)) and DATA2(CrossDown(C,BCHAN2)) and DATA3(CrossDown(C,LOWER3)) Then
ExitShort();
if data1(L==BCHAN1-PriceScale*4) and DATA2(L==BCHAN1-PriceScale*12) and DATA3(LOWER3 > C and C > BCHAN3) Then
ExitShort();
if data1(H==TCHAN1+PriceScale*6) and DATA2(H==TCHAN2+PriceScale*19) and DATA3(H==TCHAN3+PriceScale*19) Then
ExitShort();
}
2-2
INPUT: MALEN1(10),CONST1(0.8),ATRs1(0);
INPUT: MALEN2(10),CONST2(0.8),ATRs2(0);
INPUT: MALEN3(10),CONST3(0.8),ATRs3(0);
INPUT : LENGTH1(14);
INPUT : LENGTH2(20);
INPUT : LENGTH3(24);
VAR: CENTLINE1(0,Data1), AVGRANGE1(0,Data1), UPPER1(0,Data1), LOWER1(0,Data1);
VAR: CENTLINE2(0,Data2), AVGRANGE2(0,Data2), UPPER2(0,Data2), LOWER2(0,Data2);
VAR: CENTLINE3(0,Data3), AVGRANGE3(0,Data3), UPPER3(0,Data3), LOWER3(0,Data3);
VAR : TCHAN1(0,Data1), BCHAN1(0,Data1);
VAR : TCHAN2(0,Data2), BCHAN2(0,Data2);
VAR : TCHAN3(0,Data3), BCHAN3(0,Data3);
CENTLINE1 = data1(KeltnerChannel(Close, MALEN1, ATRs1));
AVGRANGE1 = data1(Ma(TRUERANGE(),MALEN1));
UPPER1 = data1(CENTLINE1+(AVGRANGE1*CONST1));
LOWER1 = data1(CENTLINE1-(AVGRANGE1*CONST1));
CENTLINE2 = data2(KeltnerChannel(Close, MALEN2, ATRs2));
AVGRANGE2 = data2(Ma(TRUERANGE(),MALEN2));
UPPER2 = data2(CENTLINE2+(AVGRANGE2*CONST2));
LOWER2 = data2(CENTLINE2-(AVGRANGE2*CONST2));
CENTLINE3 = data3(KeltnerChannel(Close, MALEN3, ATRs3));
AVGRANGE3 = data3(Ma(TRUERANGE(),MALEN3));
UPPER3 = data3(CENTLINE3+(AVGRANGE3*CONST3));
LOWER3 = data3(CENTLINE3-(AVGRANGE3*CONST3));
TCHAN1 = data1(HIGHEST(HIGH, LENGTH1)[1]);
BCHAN1 = data1(LOWEST(LOW, LENGTH1)[1]);
TCHAN2 = data2(HIGHEST(HIGH, LENGTH2)[1]);
BCHAN2 = data2(LOWEST(LOW, LENGTH2)[1]);
TCHAN3 = data3(HIGHEST(HIGH, LENGTH3)[1]);
BCHAN3 = data3(LOWEST(LOW, LENGTH3)[1]);
if MarketPosition == 0 and
data1(CrossUp(C,TCHAN1)) and DATA2(CrossUp(C,TCHAN2)) and DATA3(CrossUp(C,TCHAN3)) Then
Sell();
if MarketPosition == 0 and
data1(H==TCHAN1+PriceScale*4) and DATA2(H==TCHAN2+PriceScale*12) and DATA3(H==TCHAN3+PriceScale*12) Then
Sell();
if MarketPosition == -1 Then
{
if data1(CrossDown(C,BCHAN1)) and DATA2(CrossDown(C,LOWER2)) and DATA3(CrossDown(C,CENTLINE3)) Then
ExitShort();
if data1(L==BCHAN1-PriceScale*4) and DATA2(LOWER2>C and C>BCHAN2) and DATA3(CENTLINE3 > C and C > LOWER3) Then
ExitShort();
if data1(H==TCHAN1+PriceScale*6) and DATA2(H==TCHAN2+PriceScale*19) and DATA3(H==TCHAN3+PriceScale*19) Then
ExitShort();
}
2-3
INPUT: MALEN1(10),CONST1(0.8),ATRs1(0);
INPUT: MALEN2(10),CONST2(0.8),ATRs2(0);
INPUT: MALEN3(10),CONST3(0.8),ATRs3(0);
INPUT : LENGTH1(14);
INPUT : LENGTH2(20);
INPUT : LENGTH3(24);
VAR: CENTLINE1(0,Data1), AVGRANGE1(0,Data1), UPPER1(0,Data1), LOWER1(0,Data1);
VAR: CENTLINE2(0,Data2), AVGRANGE2(0,Data2), UPPER2(0,Data2), LOWER2(0,Data2);
VAR: CENTLINE3(0,Data3), AVGRANGE3(0,Data3), UPPER3(0,Data3), LOWER3(0,Data3);
VAR : TCHAN1(0,Data1), BCHAN1(0,Data1);
VAR : TCHAN2(0,Data2), BCHAN2(0,Data2);
VAR : TCHAN3(0,Data3), BCHAN3(0,Data3);
CENTLINE1 = data1(KeltnerChannel(Close, MALEN1, ATRs1));
AVGRANGE1 = data1(Ma(TRUERANGE(),MALEN1));
UPPER1 = data1(CENTLINE1+(AVGRANGE1*CONST1));
LOWER1 = data1(CENTLINE1-(AVGRANGE1*CONST1));
CENTLINE2 = data2(KeltnerChannel(Close, MALEN2, ATRs2));
AVGRANGE2 = data2(Ma(TRUERANGE(),MALEN2));
UPPER2 = data2(CENTLINE2+(AVGRANGE2*CONST2));
LOWER2 = data2(CENTLINE2-(AVGRANGE2*CONST2));
CENTLINE3 = data3(KeltnerChannel(Close, MALEN3, ATRs3));
AVGRANGE3 = data3(Ma(TRUERANGE(),MALEN3));
UPPER3 = data3(CENTLINE3+(AVGRANGE3*CONST3));
LOWER3 = data3(CENTLINE3-(AVGRANGE3*CONST3));
TCHAN1 = data1(HIGHEST(HIGH, LENGTH1)[1]);
BCHAN1 = data1(LOWEST(LOW, LENGTH1)[1]);
TCHAN2 = data2(HIGHEST(HIGH, LENGTH2)[1]);
BCHAN2 = data2(LOWEST(LOW, LENGTH2)[1]);
TCHAN3 = data3(HIGHEST(HIGH, LENGTH3)[1]);
BCHAN3 = data3(LOWEST(LOW, LENGTH3)[1]);
if MarketPosition == 0 and
data1(CrossUp(C,TCHAN1)) and DATA2(CrossUp(C,TCHAN2)) and DATA3(CrossUp(C,UPPER3)) Then
Sell();
if MarketPosition == 0 and
data1(H==TCHAN1+PriceScale*4) and DATA2(H==TCHAN2+PriceScale*12) and DATA3(TCHAN3>C and C>UPPER3) Then
Sell();
if MarketPosition == -1 Then
{
if data1(CrossDown(C,BCHAN1)) and DATA2(CrossDown(C,LOWER2)) and DATA3(CrossDown(C,CENTLINE3)) Then
ExitShort();
if data1(L==BCHAN1-PriceScale*4) and DATA2(LOWER2>C and C>BCHAN2) and DATA3(CENTLINE3 > C and C > LOWER3) Then
ExitShort();
if data1(H==TCHAN1+PriceScale*6) and DATA2(H==TCHAN2+PriceScale*19) Then
ExitShort();
}
새해 좋은일만 가득하시기 바랍니다.
> 황금룰 님이 쓴 글입니다.
> 제목 : DATA2와 DATA3을 이용하는 시스템 매매식을 부탁드립니다.
> 해외선물 기준
동일종목으로 시간은 다르게 참조
주종목 10분 Keltner Channel 변수값 MALEN 10 CONST 0.8 ATRs 0 Price Channel 변수값 LENGTH 14
DATA2 60분 Keltner Channel 변수값 MALEN 10 CONST 0.8 ATRs 0 Price Channel 변수값 LENGTH 20
DATA3 240분 Keltner Channel 변수값 MALEN 10 CONST 0.8 ATRs 0 Price Channel 변수값 LENGTH 24
기준으로 해외선물을 다음 조건을 기준(전체기준 중 일부입니다)으로 매매를 할 예정입니다.
기본 시스템식을 부탁드립니다.
[진입은 1계약으로 청산 후 동일 조건이 오면 계속 진입과 청산을 반복 하도록 매매식을 부탁드립니다]
[1]매수
1.매수1조건
매수1 진입
1.CrossDown(C,BCHAN) and DATA2 CrossDown(C,LOWER) and DATA3 CrossDown(C,CENTLINE)
2.L(저가)==BCHAN-PriceScale*4 and DATA2 LOWER > C > BCHAN and DATA3 CENTLINE > C > LOWER
매수1 청산
1.CrossUp(C,TCHAN) and DATA2 CrossUp(C,TCHAN) and DATA3 CrossUp(C,TCHAN)
2.H(고가)==TCHAN+PriceScale*4 and DATA2 H==TCHAN+PriceScale*12 and DATA3 H==TCHAN+PriceScale*12
매수1 손절
1.L(저가)==BCHAN-PriceScale*6
2.매수2조건
매수2 진입
1.CrossDown(C,BCHAN) and DATA2 CrossDown(C,LOWER) and DATA3 CrossDown(C,CENTLINE)
2.L==BCHAN-PriceScale*4 and DATA2 LOWER > C > BCHAN and DATA3 CENTLINE > C > LOWER
매수2 청산
1. CrossUp(C,TCHAN) and DATA2 CrossUp(C,TCHAN) and DATA3 CrossUp(C,UPPER)
2. H==TCHAN+PriceScale*4 and DATA2 H==TCHAN+PriceScale*12 and DATA3 TCHAN>C>UPPER
매수2 손절
1.L==BCHAN-PriceScale*6
3.매수3조건
매수3 진입
1.CrossDown(C,BCHAN) and DATA2 CrossDown(C,BCHAN) and DATA3 CrossDown(C,LOWER)
2.L==BCHAN-PriceScale*4 and DATA2 L==BCHAN-PriceScale*12 and DATA3 LOWER > C > BCHAN
매수3 청산
1.CrossUp(C,TCHAN) and DATA2 CrossUp(C,CENTLINE) and DATA3 CrossUp(C,UPPER)
2.H==TCHAN+PriceScale*4 and DATA2 UPPER>C>CENTLINE and DATA3 CENTLINE>C>LOWER
매수3 손절
1.L==BCHAN-PriceScale*6 and DATA2 L==TCHAN-PriceScale*19
[2]매도
1.매도1조건
매도1 진입
1.CrossUp(C,TCHAN) and DATA2 CrossUp(C,TCHAN) and DATA3 CrossUp(C,TCHAN)
2.H(고가)==TCHAN+PriceScale*4 and DATA2 H==TCHAN+PriceScale*12 and DATA3 H==TCHAN+PriceScale*12
매도1 청산
1.CrossDown(C,BCHAN) and DATA2 CrossDown(C,BCHAN) and DATA3 CrossDown(C,LOWER)
2.L(저가)==BCHAN-PriceScale*4 and DATA2 L==BCHAN-PriceScale*12 and DATA3 LOWER > C > BCHAN
매도1 손절
1.H(고가)==TCHAN+PriceScale*6 and DATA2 H==TCHAN+PriceScale*19 and DATA3 H==TCHAN+PriceScale*19
2.매도2조건
매도2 진입
1.CrossUp(C,TCHAN) and DATA2 CrossUp(C,TCHAN) and DATA3 CrossUp(C,TCHAN)
2.H==TCHAN+PriceScale*4 and DATA2 H==TCHAN+PriceScale*12 and DATA3 H==TCHAN+PriceScale*12
매도2 청산
1.CrossDown(C,BCHAN) and DATA2 CrossDown(C,LOWER) and DATA3 CrossDown(C,CENTLINE)
2.L==BCHAN-PriceScale*4 and DATA2 LOWER>C>BCHAN and DATA3 CENTLINE > C > LOWER
매도2 손절
1.H==TCHAN+PriceScale*6 and DATA2 H==TCHAN+PriceScale*19 and DATA3 H==TCHAN+PriceScale*19
3.매도3조건
매도3 진입
1.CrossUp(C,TCHAN) and DATA2 CrossUp(C,TCHAN) and DATA3 CrossUp(C,UPPER)
2.H==TCHAN+PriceScale*4 and DATA2 H==TCHAN+PriceScale*12 and DATA3 TCHAN>C>UPPER
매도6 청산
1.CrossDown(C,BCHAN) and DATA2 CrossDown(C,LOWER) and DATA3 CrossDown(C,CENTLINE)
2.L==BCHAN-PriceScale*4 and DATA2 LOWER>C>BCHAN and DATA3 CENTLINE > C > LOWER
매도6 손절
1.H==TCHAN+PriceScale*6 and DATA2 H==TCHAN+PriceScale*19