커뮤니티
수식 질문드립니다.
2021-04-20 00:46:00
899
글번호 148192
1분봉입니다. 아래 sell buy 조건식에서,
전일 종가부근 data들을 참조못하게 할수있을까요?
당일 data로만 계산되게 부탁드립니다.
감사합니다.!!!
-------------------
input : StartTime(90100),EndTime(144000);
input : 손절(1.1);
input : 익절(1.2);
input : value(151000);
input : tick(90100);
input : apt(10);
input : v1(13);
input : s1(19),s2(20);
var : C2(0,Data2);
var : C3(0,Data3);
var : C4(0,Data4);
var : C5(0,Data5);
var : Tcond(false,Data1);
var : entry(0,Data1);
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 (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;
C2 = Data2(c);
C3 = Data3(c);
C4 = Data4(c);
C5 = Data5(c);
if Data1(sTime >= tick and sTime < value and entry < apt) and Tcond==true Then
{
If Highest(c5,20)-Lowest(c5,20)>v1
and Average(c5,5)>Average(c5,20)
and c> ma(c,s1)
Then
{
Buy();
}
If Highest(c5,20)-Lowest(c5,20)>v1
and Average(c5,5)<Average(c5,20)
and c< ma(c,s1)
Then
{
Sell();
}
}
SetStopEndofday(EndTime);
SetStoploss(손절,PointStop);
SetStopProfittarget(익절,PointStop);
답변 1
예스스탁 예스스탁 답변
2021-04-20 10:11:17
안녕하세요
예스스탁입니다.
input : StartTime(90100),EndTime(144000);
input : 손절(1.1);
input : 익절(1.2);
input : value(151000);
input : tick(90100);
input : apt(10);
input : v1(13);
input : s1(19),s2(20);
var : C2(0,Data2);
var : C3(0,Data3);
var : C4(0,Data4);
var : C5(0,Data5);
var : Tcond(false,Data1);
var : entry(0,Data1);
var : i1(0,Data1),C1sumS1(0,data1),C1maS1(0,Data1);
var : i5(0,data5),C5H20(0,data5),C5L20(0,Data2),C5sum5(0,data5),C5ma5(0,data5),C5sum20(0,data5),C5ma20(0,Data5);
C2 = Data2(c);
C3 = Data3(c);
C4 = Data4(c);
C5 = Data5(c);
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 (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;
if data1(bDate != bDate[1]) Then
{
i1 = 0;
C1sumS1 = 0;
}
i1 = i1+1;
if i1 < S1 Then
{
C1sumS1 = C1sumS1 + C5;
C1maS1 = C1sumS1/i1;
}
Else
{
C1maS1 = data1(ma(C,S1));
}
if data5(bDate != bDate[1]) Then
{
i5 = 0;
C5H20 = C5;
C5L20 = C5;
C5sum20 = 0;
}
i5 = i5+1;
if i5 < 5 Then
{
C5sum5 = C5sum5 + C5;
C5ma5 = C5sum5/i5;
}
Else
{
C5ma5 = data5(ma(C,5));
}
if i5 < 20 Then
{
if C5 > C5H20 Then
C5H20 = C5;
if C5 < C5L20 Then
C5L20 = C5;
C5sum20 = C5sum20 + C5;
C5ma20 = C5sum20/i5;
}
Else
{
C5H20 = data5(Highest(C5,20));
C5L20 = data5(Lowest(C5,20));
C5ma20 = data5(ma(C,20));
}
if Data1(sTime >= tick and sTime < value and entry < apt) and Tcond==true Then
{
If C5H20-C5L20 > v1
and C5ma5 > C5ma20
and c > C1maS1
Then
{
Buy();
}
If C5H20-C5L20 > v1
and C5ma5 < C5ma20
and c < C1maS1
Then
{
Sell();
}
}
SetStopEndofday(EndTime);
SetStoploss(손절,PointStop);
SetStopProfittarget(익절,PointStop);
즐거운 하루되세요
> 캣피쉬 님이 쓴 글입니다.
> 제목 : 수식 질문드립니다.
> 1분봉입니다. 아래 sell buy 조건식에서,
전일 종가부근 data들을 참조못하게 할수있을까요?
당일 data로만 계산되게 부탁드립니다.
감사합니다.!!!
-------------------
input : StartTime(90100),EndTime(144000);
input : 손절(1.1);
input : 익절(1.2);
input : value(151000);
input : tick(90100);
input : apt(10);
input : v1(13);
input : s1(19),s2(20);
var : C2(0,Data2);
var : C3(0,Data3);
var : C4(0,Data4);
var : C5(0,Data5);
var : Tcond(false,Data1);
var : entry(0,Data1);
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 (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;
C2 = Data2(c);
C3 = Data3(c);
C4 = Data4(c);
C5 = Data5(c);
if Data1(sTime >= tick and sTime < value and entry < apt) and Tcond==true Then
{
If Highest(c5,20)-Lowest(c5,20)>v1
and Average(c5,5)>Average(c5,20)
and c> ma(c,s1)
Then
{
Buy();
}
If Highest(c5,20)-Lowest(c5,20)>v1
and Average(c5,5)<Average(c5,20)
and c< ma(c,s1)
Then
{
Sell();
}
}
SetStopEndofday(EndTime);
SetStoploss(손절,PointStop);
SetStopProfittarget(익절,PointStop);