커뮤니티
수식 작성 부탁드립니다
2021-04-20 07:22:11
566
글번호 148197
input : StartTime(150000),EndTime(055000),xtime(055500);
var : Tcond(false);
if sDate != sDate[1] then
SetStopEndofday(xtime);
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;
SetStopEndofday(0);
}
Input : Period(20);
Var : value(0);
value = VR(Period);
var1 = ma(C,5);
var2 = ma(C,240);
If CrossUP(value, 100) Then
{
Buy("b");
}
If CrossDown(value, 300) Then
{
Sell("s");
}
if marketposition == 1 then
{
if isentryname("b") == true and crossdown(var1,var2) then
sell("bs");
if crossdown(var2,var3) Then
Exitlong("sbx",onclose,def,"sb");
}
if marketposition == -1 then
{
if isentryname("s") == true and crossup(var1,var2) then
buy("sb");
if crossup(var2,var3) Then
ExitShort("bsx",onclose,def,"bs");
}
---------------------------------------------------------
수식어 2개를 추가 하고자 합니다.
1. 당일 목표수익 120틱 매매정지
2. 23시 30분후 매매신호시 수익설정 30틱 자동주문
답변 1
예스스탁 예스스탁 답변
2021-04-20 10:31:40
안녕하세요
예스스탁입니다.
input : StartTime(150000),EndTime(055000),xtime(055500);
Input : Period(20);
Input : 당일수익틱수(120);
Var : N1(0),dayPl(0),당일수익(0),Xcond(false);
Var : value(0),Tcond(false);
if sDate != sDate[1] then
SetStopEndofday(xtime);
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;
SetStopEndofday(0);
Xcond = false;
N1 = NetProfit;
}
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;
}
value = VR(Period);
var1 = ma(C,5);
var2 = ma(C,240);
If CrossUP(value, 100) and Xcond == False Then
{
Buy("b");
}
If CrossDown(value, 300) and Xcond == False Then
{
Sell("s");
}
if marketposition == 1 then
{
if isentryname("b") == true and crossdown(var1,var2) then
sell("bs");
if crossdown(var2,var3) Then
Exitlong("sbx",onclose,def,"sb");
ExitLong("dbp",atlimit,EntryPrice+((당일수익-daypl)/CurrentContracts));
if EntryTime >= 233000 or EntryTime < Endtime Then
ExitLong("bpx",AtLimit,EntryPrice+PriceScale*30);
}
if marketposition == -1 then
{
if isentryname("s") == true and crossup(var1,var2) then
buy("sb");
if crossup(var2,var3) Then
ExitShort("bsx",onclose,def,"bs");
ExitShort("dsp",atlimit,EntryPrice-((당일수익-daypl)/CurrentContracts));
if EntryTime >= 233000 or EntryTime < Endtime Then
ExitShort("spx",AtLimit,EntryPrice-PriceScale*30);
}
즐거운 하루되세요
> 푸른 님이 쓴 글입니다.
> 제목 : 수식 작성 부탁드립니다
> input : StartTime(150000),EndTime(055000),xtime(055500);
var : Tcond(false);
if sDate != sDate[1] then
SetStopEndofday(xtime);
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;
SetStopEndofday(0);
}
Input : Period(20);
Var : value(0);
value = VR(Period);
var1 = ma(C,5);
var2 = ma(C,240);
If CrossUP(value, 100) Then
{
Buy("b");
}
If CrossDown(value, 300) Then
{
Sell("s");
}
if marketposition == 1 then
{
if isentryname("b") == true and crossdown(var1,var2) then
sell("bs");
if crossdown(var2,var3) Then
Exitlong("sbx",onclose,def,"sb");
}
if marketposition == -1 then
{
if isentryname("s") == true and crossup(var1,var2) then
buy("sb");
if crossup(var2,var3) Then
ExitShort("bsx",onclose,def,"bs");
}
---------------------------------------------------------
수식어 2개를 추가 하고자 합니다.
1. 당일 목표수익 120틱 매매정지
2. 23시 30분후 매매신호시 수익설정 30틱 자동주문