커뮤니티
수식수정요청2
2021-04-10 11:45:02
921
글번호 147874
RSI매수매도 식입니다.
매수는 그대로 하되, 매도식을
RSI 55이상이고, 이평선이 정배열일때 (5일>25일>100일), 매도 파라볼릭sar이 생기자 마자 전체 매도 하는식으로 바꾸고 싶습니다. 매도후 다시 처음부터 매수 시작하구요.
Input : 투자금액(10000000),Period(14), N(1), LPercent(30), S7Percent(70), S8Percent(80), S9Percent(90),시작일(20210410),시작시간(073000);
var : value(0), e(0),x(0),count(0),Vma(0), Tcond(false);
var : HH(0),Bxcond1(false),Bxcond2(false),Bxcond3(false);
var : LL(0),Sxcond1(false),Sxcond2(false),Sxcond3(false);
Array : VV[5](0),XX[5](0);
value = RSI(Period);
vv[0] = floor((투자금액*0.12)/NextBarOpen);
vv[1] = floor((투자금액*0.15)/NextBarOpen);
vv[2] = floor((투자금액*0.20)/NextBarOpen);
vv[3] = floor((투자금액*0.23)/NextBarOpen);
vv[4] = floor((투자금액*0.30)/NextBarOpen);
if NextBarSdate >= 시작일 and NextBarStime >= 시작시간 Then
Tcond = true;
if MarketPosition != 0 and MarketPosition != MarketPosition[1] Then
count = count+1;
if sdate >= 시작일 and stime >= 시작시간 Then
Tcond = true;
if Tcond == true then
{
#첫번째 매수
if (TotalTrades == 0 or MarketPosition == 0) then
{
if MarketPosition <= 0 and CrossDown(value, LPercent) Then
{
buy("b1",onclose,def,vv[MaxEntries]);
}
}
if MarketPosition == 1 Then
{
if CurrentContracts > CurrentContracts[1] Then
{
e = e +1;
if e == 0 then
XX[e] = CurrentContracts;
Else
XX[e] = CurrentContracts-CurrentContracts[1];
}
#두번째 매수
If MarketPosition == 1 and e == 1 and CrossDown(value, LPercent) and NextBarSdate == sdate Then
{
buy("b2",atlimit,LatestEntryPrice(0)*0.98,vv[MaxEntries]);
}
#세번재매수
If MarketPosition == 1 and e == 2 and CrossDown(value, LPercent) and NextBarSdate == sdate Then
{
buy("b3",atlimit,LatestEntryPrice(0)*0.98,vv[MaxEntries]);
}
#네번재매수
If MarketPosition == 1 and e == 3 and CrossDown(value, LPercent) and NextBarSdate == sdate Then
{
buy("b4",atlimit,LatestEntryPrice(0)*0.99,vv[MaxEntries]);
}
#다섯번재매수
If MarketPosition == 1 and e == 4 and CrossDown(value, LPercent) and NextBarSdate == sdate Then
{
buy("b5",atlimit,LatestEntryPrice(0)*0.99,vv[MaxEntries]);
}
if condition1 == false and crossup(value,S7Percent) then
{
condition1 = true;
exitlong("bx1",onclose,def,"",floor(maxcontracts*0.7),1);
}
if condition2 == true and crossup(value,S8Percent) then
{
condition2 = true;
exitlong("bx2",onclose,def,"",floor(maxcontracts*0.2),1);
}
if condition3 == true and crossup(value,S9Percent) then
{
condition3 = true;
exitlong("bx3");
}
if crossdown(value,S7Percent) then
exitlong("bx");
}
else
{
e = 0;
condition1 = false;
condition2 = false;
condition3 = false;
condition4 = false;
}
}
답변 1
예스스탁 예스스탁 답변
2021-04-12 10:52:41
안녕하세요
예스스탁입니다.
Input : 투자금액(10000000),Period(14), N(1), LPercent(30), S7Percent(70), S8Percent(80), S9Percent(90),시작일(20210410),시작시간(073000);
input : p1(5),P2(25),P3(100),af(0.02),maxaf(0.2);
var : value(0), e(0),x(0),count(0),Vma(0), Tcond(false);
var : HH(0),Bxcond1(false),Bxcond2(false),Bxcond3(false);
var : LL(0),Sxcond1(false),Sxcond2(false),Sxcond3(false);
var : mav1(0),mav2(0),mav3(0),Sarv(0);
Array : VV[5](0),XX[5](0);
value = RSI(Period);
mav1 = ma(c,P1);
mav2 = ma(c,P2);
mav3 = ma(c,P3);
Sarv = Sar(af,maxaf);
vv[0] = floor((투자금액*0.12)/NextBarOpen);
vv[1] = floor((투자금액*0.15)/NextBarOpen);
vv[2] = floor((투자금액*0.20)/NextBarOpen);
vv[3] = floor((투자금액*0.23)/NextBarOpen);
vv[4] = floor((투자금액*0.30)/NextBarOpen);
if NextBarSdate >= 시작일 and NextBarStime >= 시작시간 Then
Tcond = true;
if MarketPosition != 0 and MarketPosition != MarketPosition[1] Then
count = count+1;
if sdate >= 시작일 and stime >= 시작시간 Then
Tcond = true;
if Tcond == true then
{
#첫번째 매수
if (TotalTrades == 0 or MarketPosition == 0) then
{
if MarketPosition <= 0 and CrossDown(value, LPercent) Then
{
buy("b1",onclose,def,vv[MaxEntries]);
}
}
if MarketPosition == 1 Then
{
if CurrentContracts > CurrentContracts[1] Then
{
e = e +1;
if e == 0 then
XX[e] = CurrentContracts;
Else
XX[e] = CurrentContracts-CurrentContracts[1];
}
#두번째 매수
If MarketPosition == 1 and e == 1 and CrossDown(value, LPercent) and NextBarSdate == sdate Then
{
buy("b2",atlimit,LatestEntryPrice(0)*0.98,vv[MaxEntries]);
}
#세번재매수
If MarketPosition == 1 and e == 2 and CrossDown(value, LPercent) and NextBarSdate == sdate Then
{
buy("b3",atlimit,LatestEntryPrice(0)*0.98,vv[MaxEntries]);
}
#네번재매수
If MarketPosition == 1 and e == 3 and CrossDown(value, LPercent) and NextBarSdate == sdate Then
{
buy("b4",atlimit,LatestEntryPrice(0)*0.99,vv[MaxEntries]);
}
#다섯번재매수
If MarketPosition == 1 and e == 4 and CrossDown(value, LPercent) and NextBarSdate == sdate Then
{
buy("b5",atlimit,LatestEntryPrice(0)*0.99,vv[MaxEntries]);
}
if value >= 55 and mav1 > mav2 and mav2 > mav3 and CrossDown(c,Sarv) Then
{
ExitLong();
}
}
else
{
e = 0;
condition1 = false;
condition2 = false;
condition3 = false;
condition4 = false;
}
}
즐거운 하루되세요
> 바나 님이 쓴 글입니다.
> 제목 : 수식수정요청2
> RSI매수매도 식입니다.
매수는 그대로 하되, 매도식을
RSI 55이상이고, 이평선이 정배열일때 (5일>25일>100일), 매도 파라볼릭sar이 생기자 마자 전체 매도 하는식으로 바꾸고 싶습니다. 매도후 다시 처음부터 매수 시작하구요.
Input : 투자금액(10000000),Period(14), N(1), LPercent(30), S7Percent(70), S8Percent(80), S9Percent(90),시작일(20210410),시작시간(073000);
var : value(0), e(0),x(0),count(0),Vma(0), Tcond(false);
var : HH(0),Bxcond1(false),Bxcond2(false),Bxcond3(false);
var : LL(0),Sxcond1(false),Sxcond2(false),Sxcond3(false);
Array : VV[5](0),XX[5](0);
value = RSI(Period);
vv[0] = floor((투자금액*0.12)/NextBarOpen);
vv[1] = floor((투자금액*0.15)/NextBarOpen);
vv[2] = floor((투자금액*0.20)/NextBarOpen);
vv[3] = floor((투자금액*0.23)/NextBarOpen);
vv[4] = floor((투자금액*0.30)/NextBarOpen);
if NextBarSdate >= 시작일 and NextBarStime >= 시작시간 Then
Tcond = true;
if MarketPosition != 0 and MarketPosition != MarketPosition[1] Then
count = count+1;
if sdate >= 시작일 and stime >= 시작시간 Then
Tcond = true;
if Tcond == true then
{
#첫번째 매수
if (TotalTrades == 0 or MarketPosition == 0) then
{
if MarketPosition <= 0 and CrossDown(value, LPercent) Then
{
buy("b1",onclose,def,vv[MaxEntries]);
}
}
if MarketPosition == 1 Then
{
if CurrentContracts > CurrentContracts[1] Then
{
e = e +1;
if e == 0 then
XX[e] = CurrentContracts;
Else
XX[e] = CurrentContracts-CurrentContracts[1];
}
#두번째 매수
If MarketPosition == 1 and e == 1 and CrossDown(value, LPercent) and NextBarSdate == sdate Then
{
buy("b2",atlimit,LatestEntryPrice(0)*0.98,vv[MaxEntries]);
}
#세번재매수
If MarketPosition == 1 and e == 2 and CrossDown(value, LPercent) and NextBarSdate == sdate Then
{
buy("b3",atlimit,LatestEntryPrice(0)*0.98,vv[MaxEntries]);
}
#네번재매수
If MarketPosition == 1 and e == 3 and CrossDown(value, LPercent) and NextBarSdate == sdate Then
{
buy("b4",atlimit,LatestEntryPrice(0)*0.99,vv[MaxEntries]);
}
#다섯번재매수
If MarketPosition == 1 and e == 4 and CrossDown(value, LPercent) and NextBarSdate == sdate Then
{
buy("b5",atlimit,LatestEntryPrice(0)*0.99,vv[MaxEntries]);
}
if condition1 == false and crossup(value,S7Percent) then
{
condition1 = true;
exitlong("bx1",onclose,def,"",floor(maxcontracts*0.7),1);
}
if condition2 == true and crossup(value,S8Percent) then
{
condition2 = true;
exitlong("bx2",onclose,def,"",floor(maxcontracts*0.2),1);
}
if condition3 == true and crossup(value,S9Percent) then
{
condition3 = true;
exitlong("bx3");
}
if crossdown(value,S7Percent) then
exitlong("bx");
}
else
{
e = 0;
condition1 = false;
condition2 = false;
condition3 = false;
condition4 = false;
}
}
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