예스스탁
예스스탁 답변
2021-05-06 12:34:17
안녕하세요
예스스탁입니다.
1
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 and Xcond == 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);
2
input : P1(5),P2(20);
input : sto1(12),sto2(26),sto3(5);
Input : trixp(12), sigPeriod(9);
INPUTS: LENGTH(5);
input : short(12),long(26),sig(9);
input : StartTime(220000),EndTime(035000);
Input : 당일수익틱수(120);
var : Tcond(false);
var : mav1(0),mav2(0),stok(0),stod(0);
var : trixv(0),trixs(0),TEMA(0),macdo(0);
Var : N1(0),dayPl(0),당일수익(0),Xcond(false);
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;
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;
}
mav1 = ma(C,P1);
mav2 = ma(C,P2);
stok = StochasticsK(sto1,sto2);
stod = StochasticsD(sto1,sto2,sto3);
trixv = trix(trixp);
trixs = ema(trixv,sigPeriod);
TEMA = (3 * Ema(c,LENGTH)) - (3 * Ema(Ema(c,LENGTH),LENGTH)) +
(Ema(Ema(Ema(c,LENGTH),LENGTH),LENGTH));
macdo = macd_osc(short,long,sig);
var1 = 0;
var2 = 0;
if stok > stod Then
var1 = var1+1;
if trixv > trixs Then
var1 = var1+1;
if c > tema Then
var1 = var1+1;
if macdo > 0 Then
var1 = var1+1;
if stok < stod Then
var2 = var2+1;
if trixv < trixs Then
var2 = var2+1;
if c < tema Then
var2 = var2+1;
if macdo < 0 Then
var2 = var2+1;
if Tcond == true and Xcond == False Then
{
if crossup(mav1,mav2) and var1 >= 3 Then
buy();
if CrossDown(mav1,mav2) and var2 >= 3 Then
sell();
}
if MarketPosition == 1 then{
ExitLong("dbp",atlimit,EntryPrice+((당일수익-daypl)/CurrentContracts));
}
if MarketPosition == -1 then{
ExitShort("dsp",atlimit,EntryPrice-((당일수익-daypl)/CurrentContracts));
}
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);
--------------------------------
input : P1(5),P2(20);
input : sto1(12),sto2(26),sto3(5);
Input : trixp(12), sigPeriod(9);
INPUTS: LENGTH(5);
input : short(12),long(26),sig(9);
input : StartTime(220000),EndTime(035000);
var : Tcond(false);
var : mav1(0),mav2(0),stok(0),stod(0);
var : trixv(0),trixs(0),TEMA(0),macdo(0);
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;
SetStopEndofday(0);
}
mav1 = ma(C,P1);
mav2 = ma(C,P2);
stok = StochasticsK(sto1,sto2);
stod = StochasticsD(sto1,sto2,sto3);
trixv = trix(trixp);
trixs = ema(trixv,sigPeriod);
TEMA = (3 * Ema(c,LENGTH)) - (3 * Ema(Ema(c,LENGTH),LENGTH)) +
(Ema(Ema(Ema(c,LENGTH),LENGTH),LENGTH));
macdo = macd_osc(short,long,sig);
var1 = 0;
var2 = 0;
if stok > stod Then
var1 = var1+1;
if trixv > trixs Then
var1 = var1+1;
if c > tema Then
var1 = var1+1;
if macdo > 0 Then
var1 = var1+1;
if stok < stod Then
var2 = var2+1;
if trixv < trixs Then
var2 = var2+1;
if c < tema Then
var2 = var2+1;
if macdo < 0 Then
var2 = var2+1;
if Tcond == true Then
{
if crossup(mav1,mav2) and var1 >= 3 Then
buy();
if CrossDown(mav1,mav2) and var2 >= 3 Then
sell();
}
---------------------------------------------------------
위 2가지 수식어의 당일 수익틱수(120틱)후 매매정지를 수식어에 포함하고자 합니다