커뮤니티
수식작성
2021-06-21 14:34:04
1693
글번호 150099
첨부 이미지
그림1
input : StartTime(070000),EndTime(055000),Xtime(055500);
var : Tcond(false),entry(0);
var : B1(0),B2(0),BX1(0),BX2(0);
var : S1(0),S2(0),SX1(0),SX2(0);
var : B1entry(0),B2entry(0),S1entry(0),S2entry(0);
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);
B1entry = 0;
B2entry = 0;
S1entry = 0;
S2entry = 0;
}
if (MarketPosition != 0 and MarketPosition != MarketPosition[1]) or
(CurrentContracts > CurrentContracts[1]) Then
{
if LatestEntryName(0) == "B1" Then
b1entry = b1entry+1;
if LatestEntryName(0) == "B2" Then
b2entry = b2entry+1;
if LatestEntryName(0) == "S1" Then
s1entry = s1entry+1;
if LatestEntryName(0) == "S2" Then
s2entry = s2entry+1;
}
B1 = DayLow(1)+(DayHigh(1)-DayLow(1))*-0.118;
B2 = DayLow(1)+(DayHigh(1)-DayLow(1))*-0.380;
BX1 = DayLow(1)+(DayHigh(1)-DayLow(1))*1.000;
BX2 = DayLow(1)+(DayHigh(1)-DayLow(1))*1.382;
S1 = DayHigh(1)+(DayHigh(1)-DayLow(1))*-0.118;
S2 = DayHigh(1)+(DayHigh(1)-DayLow(1))*-0.240;
SX1 = DayLow(1)+(DayHigh(1)-DayLow(1))*-0.850;
SX2 = DayLow(1)+(DayHigh(1)-DayLow(1))*-0.990;
if Tcond == true Then
{
if (MarketPosition == 0 or (MarketPosition == 1 and MaxEntries == 1)) Then
{
if b1entry < 1 and L > B1 Then
Buy("B1",AtLimit,B1);
if b2entry < 1 and L > B2 Then
Buy("B2",AtLimit,B2);
}
if MarketPosition == 1 Then
{
ExitLong("bx1",AtLimit,BX1,"B1");
ExitLong("bx2",AtLimit,BX2,"B2");
}
if (MarketPosition == 0 or (MarketPosition == -1 and MaxEntries == 1)) Then
{
if s1entry < 1 and H < S1 Then
Sell("S1",AtLimit,S1);
if s2entry < 1 and H < S2 Then
Sell("S2",AtLimit,S2);
}
if MarketPosition == -1 Then
{
ExitShort("sx1",AtLimit,SX1,"S1");
ExitShort("sx2",AtLimit,SX2,"S2");
}
}
SetStopProfittarget(PriceScale*150,PointStop);
SetStopLoss(PriceScale*10,PointStop);
------------------------------------------------------
늘 고맙습니다.
그래프에 당일 신호에 s1신호가 2회 뜸니다.
식에서 재진입 안되게 진입1회만 구현하고 싶습니다.
- 1. 셀신.gif (0.03 MB)
답변 1
예스스탁 예스스탁 답변
2021-06-21 12:42:21
안녕하세요
예스스탁입니다.
각 진입별로 1회씩만 진입하게 작성해 드립니다.
input : StartTime(070000),EndTime(055000),Xtime(055500);
var : Tcond(false),entry(0);
var : B1(0),B2(0),BX1(0),BX2(0);
var : S1(0),S2(0),SX1(0),SX2(0);
var : B1entry(0),B2entry(0),S1entry(0),S2entry(0);
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);
B1entry = 0;
B2entry = 0;
S1entry = 0;
S2entry = 0;
}
if (MarketPosition != 0 and MarketPosition != MarketPosition[1]) or
(CurrentContracts > CurrentContracts[1]) Then
{
if LatestEntryName(0) == "B1" Then
b1entry = b1entry+1;
if LatestEntryName(0) == "B2" Then
b2entry = b2entry+1;
if LatestEntryName(0) == "S1" Then
s1entry = s1entry+1;
if LatestEntryName(0) == "S2" Then
s2entry = s2entry+1;
}
B1 = DayLow(1)+(DayHigh(1)-DayLow(1))*-0.250;
B2 = DayLow(1)+(DayHigh(1)-DayLow(1))*-0.500;
BX1 = DayLow(1)+(DayHigh(1)-DayLow(1))*0.800;
BX2 = DayLow(1)+(DayHigh(1)-DayLow(1))*0.990;
S1 = DayHigh(1)+(DayHigh(1)-DayLow(1))*-0.660;
S2 = DayHigh(1)+(DayHigh(1)-DayLow(1))*-4.382;
SX1 = DayLow(1)+(DayHigh(1)-DayLow(1))*-0.150;
SX2 = DayHigh(1);
if Tcond == true Then
{
if (MarketPosition == 0 or (MarketPosition == 1 and MaxEntries == 1)) Then
{
if b1entry < 1 and L > B1 Then
Buy("B1",AtLimit,B1);
if b2entry < 1 and L > B2 Then
Buy("B2",AtLimit,B2);
}
if MarketPosition == 1 Then
{
ExitLong("bx1",AtLimit,BX1,"B1");
ExitLong("bx2",AtLimit,BX2,"B2");
}
if (MarketPosition == 0 or (MarketPosition == -1 and MaxEntries == 1)) Then
{
if s1entry < 1 and H < S1 Then
Sell("S1",AtLimit,S1);
if s2entry < 1 and H < S2 Then
Sell("S2",AtLimit,S2);
}
if MarketPosition == -1 Then
{
ExitShort("sx1",AtLimit,SX1,"S1");
ExitShort("sx2",AtLimit,SX2,"S2");
}
}
SetStopProfittarget(PriceScale*150,PointStop);
SetStopLoss(PriceScale*20,PointStop);
즐거운 하루되세요
> 푸른 님이 쓴 글입니다.
> 제목 : 수식작성
>
input : StartTime(070000),EndTime(055000),Xtime(055500);
var : Tcond(false),entry(0);
var : B1(0),B2(0),BX1(0),BX2(0);
var : S1(0),S2(0),SX1(0),SX2(0);
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);
entry = 0;
}
if (MarketPosition != 0 and MarketPosition != MarketPosition[1]) or
(MarketPosition == MarketPosition[1] and TotalTrades > TotalTrades[1]) Then
entry = entry+1;
B1 = DayLow(1)+(DayHigh(1)-DayLow(1))*-0.250;
B2 = DayLow(1)+(DayHigh(1)-DayLow(1))*-0.500;
BX1 = DayLow(1)+(DayHigh(1)-DayLow(1))*0.800;
BX2 = DayLow(1)+(DayHigh(1)-DayLow(1))*0.990;
S1 = DayHigh(1)+(DayHigh(1)-DayLow(1))*-0.660;
S2 = DayHigh(1)+(DayHigh(1)-DayLow(1))*-4.382;
SX1 = DayLow(1)+(DayHigh(1)-DayLow(1))*-0.150;
SX2 = DayHigh(1);
if Tcond == true Then
{
if (MarketPosition == 0 or (MarketPosition == 1 and MaxEntries == 1)) Then
{
if entry < 5 and L > B1 Then
Buy("b1",AtLimit,B1);
if entry < 5 and L > B2 Then
Buy("b2",AtLimit,B2);
}
if MarketPosition == 1 Then
{
ExitLong("bx1",AtLimit,BX1,"B1");
ExitLong("bx2",AtLimit,BX2,"B2");
}
if (MarketPosition == 0 or (MarketPosition == -1 and MaxEntries == 1)) Then
{
if entry < 5 and H < S1 Then
Sell("S1",AtLimit,S1);
if entry < 5 and H < S2 Then
Sell("S2",AtLimit,S2);
}
if MarketPosition == -1 Then
{
ExitShort("sx1",AtLimit,SX1,"S1");
ExitShort("sx2",AtLimit,SX2,"S2");
}
}
SetStopProfittarget(PriceScale*150,PointStop);
SetStopLoss(PriceScale*20,PointStop);
------------------------------------------------------
늘 고맙습니다.
그래프에 당일 신호에 s1신호가 2회 뜸니다.
식에서 재진입 안되게 진입1회만 구현하고 싶습니다.