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수식작성

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푸른
2021-08-22 20:08:18
863
글번호 151682
답변완료
input : P1(5),P2(20),p3(3),P4(120),P5(120); input : sto1(12),sto2(26),sto3(5); Input : trixp(12), sigPeriod(9); INPUTS: LENGTH(5); input : short(12),long(26),sig(9); input : StartTime(223000),EndTime(025000); Input : 당일수익틱수(100); var : Tcond(false),mav3(0),mav4(0),dis(0); 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); mav3 = ma(c,p3); mav4 = ma(c,p4); dis = Disparity(p5); 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 { if C < mav4 and dis < 100 Then Sell("s2"); Else buy("b1"); } if CrossDown(mav1,mav2) and var2 >= 3 Then { if C > mav4 and dis > 100 Then Buy("b2"); Else sell("s1"); } if MarketPosition == 1 then { ExitLong("dbp",atlimit,EntryPrice+((당일수익-daypl)/CurrentContracts)); if CrossDown(mav3,mav4) Then ExitLong("bx1"); if IsEntryName("b3") == true and CrossDown(mav1,mav2) Then ExitLong("bx2"); } if MarketPosition == -1 then { ExitShort("dsp",atlimit,EntryPrice-((당일수익-daypl)/CurrentContracts)); if CrossUp(mav3,mav4) Then ExitShort("sx1"); if IsEntryName("s3") == true and CrossUp(mav1,mav2) Then ExitShort("sx2"); } if MarketPosition == 0 and IsExitName("bx1",1) == true and dis <= 100 and dis >= 99.80 Then Sell("s3"); if MarketPosition == 0 and IsExitName("sx1",1) == true and dis >= 100 and dis <= 100.20 Then Buy("b3"); } ------------------- 상기수식어에 아래 내용을 추가를 하고자 합니다. 전일종가보다 당일시가가 높은경우 시가 buy 진입 전일종가보다 당일시가가 낮은경우 시가 sell 진입 익절 70틱 손절 10틱
시스템
답변 1
프로필 이미지

예스스탁 예스스탁 답변

2021-08-23 11:48:47

안녕하세요 예스스탁입니다. input : P1(5),P2(20),p3(3),P4(120),P5(120); input : sto1(12),sto2(26),sto3(5); Input : trixp(12), sigPeriod(9); INPUTS: LENGTH(5); input : short(12),long(26),sig(9); input : StartTime(223000),EndTime(025000); Input : 당일수익틱수(100); var : Tcond(false),mav3(0),mav4(0),dis(0); 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),CC(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); 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); mav3 = ma(c,p3); mav4 = ma(c,p4); dis = Disparity(p5); 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 { if C < mav4 and dis < 100 Then Sell("s2"); Else buy("b1"); } if CrossDown(mav1,mav2) and var2 >= 3 Then { if C > mav4 and dis > 100 Then Buy("b2"); Else sell("s1"); } if MarketPosition == 1 then { ExitLong("dbp",atlimit,EntryPrice+((당일수익-daypl)/CurrentContracts)); if CrossDown(mav3,mav4) Then ExitLong("bx1"); if IsEntryName("b3") == true and CrossDown(mav1,mav2) Then ExitLong("bx2"); } if MarketPosition == -1 then { ExitShort("dsp",atlimit,EntryPrice-((당일수익-daypl)/CurrentContracts)); if CrossUp(mav3,mav4) Then ExitShort("sx1"); if IsEntryName("s3") == true and CrossUp(mav1,mav2) Then ExitShort("sx2"); } if MarketPosition == 0 and IsExitName("bx1",1) == true and dis <= 100 and dis >= 99.80 Then Sell("s3"); if MarketPosition == 0 and IsExitName("sx1",1) == true and dis >= 100 and dis <= 100.20 Then Buy("b3"); } if Tcond == true Then { CC = C; } if (NextBarSdate != sdate[1] and NextBarStime >= StartTime) or (NextBarSdate == sdate[1] and NextBarStime >= StartTime and stime < StartTime) Then { if NextBarOpen > CC Then Buy("b4",AtMarket); if NextBarOpen < CC Then Sell("s4",AtMarket); } 즐거운 하루되세요 > 푸른 님이 쓴 글입니다. > 제목 : 수식작성 > input : P1(5),P2(20),p3(3),P4(120),P5(120); input : sto1(12),sto2(26),sto3(5); Input : trixp(12), sigPeriod(9); INPUTS: LENGTH(5); input : short(12),long(26),sig(9); input : StartTime(223000),EndTime(025000); Input : 당일수익틱수(100); var : Tcond(false),mav3(0),mav4(0),dis(0); 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); mav3 = ma(c,p3); mav4 = ma(c,p4); dis = Disparity(p5); 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 { if C < mav4 and dis < 100 Then Sell("s2"); Else buy("b1"); } if CrossDown(mav1,mav2) and var2 >= 3 Then { if C > mav4 and dis > 100 Then Buy("b2"); Else sell("s1"); } if MarketPosition == 1 then { ExitLong("dbp",atlimit,EntryPrice+((당일수익-daypl)/CurrentContracts)); if CrossDown(mav3,mav4) Then ExitLong("bx1"); if IsEntryName("b3") == true and CrossDown(mav1,mav2) Then ExitLong("bx2"); } if MarketPosition == -1 then { ExitShort("dsp",atlimit,EntryPrice-((당일수익-daypl)/CurrentContracts)); if CrossUp(mav3,mav4) Then ExitShort("sx1"); if IsEntryName("s3") == true and CrossUp(mav1,mav2) Then ExitShort("sx2"); } if MarketPosition == 0 and IsExitName("bx1",1) == true and dis <= 100 and dis >= 99.80 Then Sell("s3"); if MarketPosition == 0 and IsExitName("sx1",1) == true and dis >= 100 and dis <= 100.20 Then Buy("b3"); } ------------------- 상기수식어에 아래 내용을 추가를 하고자 합니다. 전일종가보다 당일시가가 높은경우 시가 buy 진입 전일종가보다 당일시가가 낮은경우 시가 sell 진입 익절 70틱 손절 10틱