커뮤니티
수식작성
2021-05-06 07:05:09
1084
글번호 148688
첨부 이미지
그림1
input : StartTime(223000),EndTime(0350000);
input : 익절틱수(70),손절틱수(20);
Input : 당일수익틱수(120);
Var : N1(0),dayPl(0),당일수익(0),Xcond(false);
var : T(0),Tcond(false);
IF Endtime > starttime Then
SetStopEndofday(Endtime);
Else
{
if sDate != sDate[1] Then
SetStopEndofday(Endtime);
}
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;
Xcond = false;
N1 = NetProfit;
IF Endtime <= starttime Then
{
SetStopEndofday(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;
}
var1 = ma(C,5);
if C > O or (C == O and C >= C[1]) Then
T = 1;
Else
T = -1;
if Tcond == true Then
{
if MarketPosition <= 0 and C > O and CountIf(T == 1,9) >= 5 and C > var1 Then
Buy("b");
if MarketPosition >= 0 and C < O and CountIf(T == -1,9) >= 5 and C < var1 Then
Sell("s");
if MarketPosition == 1 then
{
ExitLong("dbp",atlimit,EntryPrice+((당일수익-daypl)/CurrentContracts));
}
if MarketPosition == -1 then
{
ExitShort("dsp",atlimit,EntryPrice-((당일수익-daypl)/CurrentContracts));
}
}
SetStopProfittarget(PriceScale*익절틱수,PointStop);
SetStopLoss(PriceScale*손절틱수,PointStop);
-------------------
매매시간 이외에 진입신호가 있습니다.
수정 부탁드려요~
- 1. 149405_1.gif (0.08 MB)
답변 1
예스스탁 예스스탁 답변
2021-05-06 10:50:19
안녕하세요
예스스탁입니다.
endtime이 잘못지정되어 있었습니다.
시간은 6자리인데 0350000로 되어 있어 35시00분00초로 되어 있어
제어가 되지 않았습니다. 03시50분00초로 변경했습니다. 035000
input : StartTime(223000),EndTime(035000);
input : 익절틱수(70),손절틱수(20);
Input : 당일수익틱수(120);
Var : N1(0),dayPl(0),당일수익(0),Xcond(false);
var : T(0),Tcond(false);
IF Endtime > starttime Then
SetStopEndofday(Endtime);
Else
{
if sDate != sDate[1] Then
SetStopEndofday(Endtime);
}
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;
Xcond = false;
N1 = NetProfit;
IF Endtime <= starttime Then
{
SetStopEndofday(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;
}
var1 = ma(C,5);
if C > O or (C == O and C >= C[1]) Then
T = 1;
Else
T = -1;
if Tcond == true Then
{
if MarketPosition <= 0 and C > O and CountIf(T == 1,9) >= 5 and C > var1 Then
Buy("b");
if MarketPosition >= 0 and C < O and CountIf(T == -1,9) >= 5 and C < var1 Then
Sell("s");
if MarketPosition == 1 then
{
ExitLong("dbp",atlimit,EntryPrice+((당일수익-daypl)/CurrentContracts));
}
if MarketPosition == -1 then
{
ExitShort("dsp",atlimit,EntryPrice-((당일수익-daypl)/CurrentContracts));
}
}
SetStopProfittarget(PriceScale*익절틱수,PointStop);
SetStopLoss(PriceScale*손절틱수,PointStop);
즐거운 하루되세요
> 푸른 님이 쓴 글입니다.
> 제목 : 수식작성
> input : StartTime(223000),EndTime(0350000);
input : 익절틱수(70),손절틱수(20);
Input : 당일수익틱수(120);
Var : N1(0),dayPl(0),당일수익(0),Xcond(false);
var : T(0),Tcond(false);
IF Endtime > starttime Then
SetStopEndofday(Endtime);
Else
{
if sDate != sDate[1] Then
SetStopEndofday(Endtime);
}
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;
Xcond = false;
N1 = NetProfit;
IF Endtime <= starttime Then
{
SetStopEndofday(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;
}
var1 = ma(C,5);
if C > O or (C == O and C >= C[1]) Then
T = 1;
Else
T = -1;
if Tcond == true Then
{
if MarketPosition <= 0 and C > O and CountIf(T == 1,9) >= 5 and C > var1 Then
Buy("b");
if MarketPosition >= 0 and C < O and CountIf(T == -1,9) >= 5 and C < var1 Then
Sell("s");
if MarketPosition == 1 then
{
ExitLong("dbp",atlimit,EntryPrice+((당일수익-daypl)/CurrentContracts));
}
if MarketPosition == -1 then
{
ExitShort("dsp",atlimit,EntryPrice-((당일수익-daypl)/CurrentContracts));
}
}
SetStopProfittarget(PriceScale*익절틱수,PointStop);
SetStopLoss(PriceScale*손절틱수,PointStop);
-------------------
매매시간 이외에 진입신호가 있습니다.
수정 부탁드려요~