예스스탁
예스스탁 답변
2021-04-12 14:49:17
안녕하세요
예스스탁입니다.
input : StartTime1(070000),EndTime1(220000),진입횟수1(1);
input : StartTime2(220000),EndTime2(025000),진입횟수2(2);
input : Xtime(055000),당일수익틱수(120);
var : entry(0),Tcond1(false),Tcond2(False);
Var : N1(0),dayPl(0),당일수익(0),Xcond(false);
if (sdate != sdate[1] and stime >= EndTime1) or
(sdate == sdate[1] and stime >= EndTime1 and stime[1] < EndTime1) Then
Tcond1 = False;
if (sdate != sdate[1] and stime >= StartTime1) or
(sdate == sdate[1] and stime >= StartTime1 and stime[1] < StartTime1) Then
{
Tcond1 = true;
entry = 0;
Xcond = false;
N1 = NetProfit;
}
if (sdate != sdate[1] and stime >= EndTime2) or
(sdate == sdate[1] and stime >= EndTime2 and stime[1] < EndTime2) Then
Tcond2 = False;
if (sdate != sdate[1] and stime >= StartTime2) or
(sdate == sdate[1] and stime >= StartTime2 and stime[1] < StartTime2) Then
{
Tcond2 = true;
entry = 0;
}
당일수익 = PriceScale*당일수익틱수;
daypl = NetProfit-N1;
if TotalTrades > TotalTrades[1] then
{
if daypl >= 당일수익 Then
Xcond = true;
if (IsExitName("dbp",1) == true or IsExitName("dsp",1) == true) then
Xcond = true;
}
if (MarketPosition != 0 and MarketPosition != MarketPosition[1]) or
(MarketPosition == MarketPosition[1] and TotalTrades > TotalTrades[1]) Then
entry = entry+1;
if MarketPosition <= 0 and Xcond == False and ((Tcond1 == true and entry < 진입횟수1) or (Tcond2 == true and entry < 진입횟수2)) Then
buy("b",atlimit,dayhigh-PriceScale*40);
if MarketPosition == 1 Then
{
exitlong("bx",atlimit,lowest(L,BarsSinceEntry)+PriceScale*35);
ExitLong("dbp",atlimit,EntryPrice+((당일수익-daypl)/CurrentContracts));
}
if MarketPosition >= 0 and Xcond == False and ((Tcond1 == true and entry < 진입횟수1) or (Tcond2 == true and entry < 진입횟수2)) Then
sell("s",atlimit,daylow+PriceScale*400);
if MarketPosition == -1 Then
{
ExitShort("sx",atlimit,Highest(H,BarsSinceEntry)-PriceScale*70);
ExitShort("dsp",atlimit,EntryPrice-((당일수익-daypl)/CurrentContracts));
}
if sdate != sdate[1] Then
SetStopEndofday(Xtime);
if bdate != bdate[1] Then
SetStopEndofday(0);
즐거운 하루되세요
> 푸른 님이 쓴 글입니다.
> 제목 : 수식어 부탁드립니다
> input : 진입횟수(2);
var : entry(0);
if bdate != bdate[1] Then
entry = 0;
if (MarketPosition != 0 and MarketPosition != MarketPosition[1]) or
(MarketPosition == MarketPosition[1] and TotalTrades > TotalTrades[1]) Then
entry = entry+1;
if MarketPosition <= 0 and entry < 진입횟수 Then
buy("b",atlimit,dayhigh-PriceScale*40);
if MarketPosition == 1 Then
exitlong("bx",atlimit,lowest(L,BarsSinceEntry)+PriceScale*35);
if MarketPosition >= 0 and entry < 진입횟수 Then
sell("s",atlimit,daylow+PriceScale*400);
if MarketPosition == -1 Then
ExitShort("sx",atlimit,Highest(H,BarsSinceEntry)-PriceScale*70);
if sdate != sdate[1] Then
SetStopEndofday(55000);
if bdate != bdate[1] Then
SetStopEndofday(0);
-----------------------------------
진입2회 수식어를 시간을 각기 달리하고 목표수익120틱 달성시
매매정지를 수식어로 부탁드립니다.
매수,매도청산 1회 07:00~22:00
매수,매도 청산 2회 22:00~익일 02:50