커뮤니티
수식 부탁드립니다.
2022-06-11 02:03:51
1165
글번호 159772
첨부 이미지
그림1
77566 추가 문의 드립니다.
1. 사진의 전환비율에의한 분홍점선과 하늘색점선의 중심값을 표시하고 싶어요(노랑색)
2. 현재 수식은 손절을 33pt 고정으로 되어있는데,
사진의 빨강색 네모 구간에서 처럼 33pt보다 분홍색점선이 먼저오면,
이평선 아래라 매수신호가 안 나오지만 손절만 되게 할 수 있나요?
3. 당일손절(60)도 추가해 주세요..
============================================================
Input:전환비율(5);
input : StartTime(090100),EndTime(055500),P(60);
Input :익절(21),손절(33),당일수익(40);
Var : N1(0),dayPl(0),Tcond(false),Xcond(false);
Var : j(0),jj(0),HH(0),LL(0),hiBar(0),loBar(0),최종꼭지점(""),처리구분("");
var : TL1(0),Text1(0),ADXV1(0),tl2(0),tl3(0),tx2(0),tx3(0),t(0),Emav(0);
Array:고[10,4](0),저[10,4](0);
HH = H;
LL = L;
Emav = Ema(L,P);
If Index == 0 Then
{
고[1,1] = HH;
고[1,2] = 0;
고[1,3] = sDate;
고[1,4] = sTime;
저[1,1] = LL;
저[1,2] = 0;
저[1,3] = sDate;
저[1,4] = sTime;
}
If Index > 0 Then
{
hiBar = hiBar + 1;
loBar = loBar + 1;
}
If HH[hiBar] < HH Then hiBar = 0;
If LL[loBar] > LL Then loBar = 0;
Condition1 = 저[1,1] * (1 + (전환비율/100)) < HH and hiBar == 0;
Condition2 = 고[1,1] * (1 - (전환비율/100)) > LL and loBar == 0;
처리구분 = "";
If Condition1 and Condition2 Then // 고점과 저점 조건 동시 만족
{
If 최종꼭지점 == "저점" Then
{
If 저[1,1] > LL Then 처리구분 = "저점처리";
Else 처리구분 = "고점처리";
}
Else If 최종꼭지점 == "고점" Then
{
If 고[1,1] < HH Then 처리구분 = "고점처리";
Else 처리구분 = "저점처리";
}
}
Else If Condition1 Then 처리구분 = "고점처리";
Else If Condition2 Then 처리구분 = "저점처리";
If 처리구분 == "고점처리" Then
{
T = 1;
If 최종꼭지점 == "저점" Then
{
TL_SetEnd(TL2,저[1,3],저[1,4],고[1,1]* (1 - (전환비율/100)) );
Text_SetLocation(TX2,저[1,3],저[1,4],고[1,1]* (1 - (전환비율/100)) );
For j = 10 DownTo 2
{
For jj = 1 To 4
{
고[j,jj] = 고[j-1,jj];
}
}
고[1,1] = HH[hiBar];
고[1,2] = Index - hiBar;
고[1,3] = sDate[hiBar];
고[1,4] = sTime[hiBar];
hiBar = -1;
loBar = -1;
TL1 = TL_New(저[1,3],저[1,4],저[1,1],고[1,3],고[1,4],고[1,1]);
TL_SetSize(TL1,1);
TL_SetColor(TL1,RED);
TL2 = TL_New(고[1,3],고[1,4],고[1,1]*(1-(전환비율/100)) ,NextBarSdate,NextBarStime,고[1,1]*(1-(전환비율/100)) );
TL_SetColor(TL2,Cyan);
TL_SetStyle(TL2,3);
Tx2 = Text_New(NextBarSdate,NextBarStime,고[1,1]*(1-(전환비율/100)),NumToStr(고[1,1]*(1-(전환비율/100)),2));
Text_SetColor(Tx2,Cyan);
}
Else If 고[1,1] < HH[hiBar] Then // 1번 고점보다 높은 고가 출현
{
고[1,1] = HH[hiBar];
고[1,2] = Index - hiBar;
고[1,3] = sDate[hiBar];
고[1,4] = sTime[hiBar];
hiBar = -1;
loBar = -1;
TL_SetEnd(TL1,고[1,3],고[1,4],고[1,1]);
TL_SetBegin(TL2,고[1,3],고[1,4],고[1,1]* (1-(전환비율/100)) );
Text_SetString(TX2,NumToStr(고[1,1]*(1-(전환비율/100)),2));
}
최종꼭지점 = "고점";
}
If 처리구분 == "저점처리" Then
{
t = -1;
If 최종꼭지점 == "고점" Then
{
TL_SetEnd(TL3,고[1,3],고[1,4],저[1,1]* (1 + (전환비율/100)) );
Text_SetLocation(TX3,고[1,3],고[1,4],저[1,1]* (1 + (전환비율/100)) );
For j = 10 DownTo 2
{
For jj = 1 To 4
{
저[j,jj] = 저[j-1,jj];
}
}
저[1,1] = LL[loBar];
저[1,2] = Index - loBar;
저[1,3] = sDate[loBar];
저[1,4] = sTime[loBar];
hiBar = -1;
loBar = -1;
TL1 = TL_New(고[1,3],고[1,4],고[1,1],저[1,3],저[1,4],저[1,1]);
TL_SetSize(TL1,1);
TL_SetColor(TL1,BLUE);
TL3 = TL_New(저[1,3],저[1,4],저[1,1]* (1 + (전환비율/100)) ,NextBarSdate,NextBarStime,저[1,1]* (1 + (전환비율/100)) );
TL_SetColor(TL3,Magenta);
TL_SetStyle(TL3,3);
TX3 = Text_New(NextBarSdate,NextBarStime,저[1,1]*(1+(전환비율/100)),NumToStr(저[1,1]*(1+(전환비율/100)),2));
Text_SetColor(TX3,Magenta);
}
Else If 저[1,1] > LL[loBar] Then
{
저[1,1] = LL[loBar];
저[1,2] = Index - loBar;
저[1,3] = sDate[loBar];
저[1,4] = sTime[loBar];
hiBar = -1;
loBar = -1;
TL_SetEnd(TL1,저[1,3],저[1,4],저[1,1]);
TL_SetBegin(TL3,저[1,3],저[1,4],저[1,1]* (1 + (전환비율/100)) );
Text_SetString(TX3,NumToStr(저[1,1]*(1+(전환비율/100)),2));
}
최종꼭지점 = "저점";
}
TL_SetEnd(TL2,NextBarSdate,NextBarStime,고[1,1]* (1 - (전환비율/100)) );
Text_SetLocation(TX2,NextBarSdate,NextBarStime,고[1,1]* (1 - (전환비율/100)) );
TL_SetEnd(TL3,NextBarSdate,NextBarStime,저[1,1]* (1 + (전환비율/100)) );
Text_SetLocation(TX3,NextBarSdate,NextBarStime,저[1,1]* (1 + (전환비율/100)) );
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);
}
}
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;
}
if Tcond == true and Xcond == false then
{
if MarketPosition >= 0 and T == 1 and L > 고[1,1]* (1 - (전환비율/100)) and C < Emav Then
Sell("s",AtStop,고[1,1]* (1 - (전환비율/100)));
if MarketPosition <= 0 and T == -1 and H < 저[1,1]* (1 + (전환비율/100)) and C > Emav Then
Buy("b",AtStop,저[1,1]* (1 + (전환비율/100)));
}
if MarketPosition == 1 then
{
ExitLong("dbp",atlimit,EntryPrice+((당일수익-daypl)/CurrentContracts));
}
if MarketPosition == -1 then
{
ExitShort("dsp",atlimit,EntryPrice-((당일수익-daypl)/CurrentContracts));
}
SetStopProfittarget(익절,PointStop);
SetStopLoss(손절,PointStop);
- 1. 20220611_015825.jpg (0.25 MB)
답변 1
예스스탁 예스스탁 답변
2022-06-13 11:29:50
안녕하세요
예스스탁입니다.
Input:전환비율(5);
input : StartTime(090100),EndTime(055500),P(60);
Input :익절(21),손절(33),당일수익(40),당일손실(60);
Var : N1(0),dayPl(0),Tcond(false),Xcond(false);
Var : j(0),jj(0),HH(0),LL(0),hiBar(0),loBar(0),최종꼭지점(""),처리구분("");
var : TL1(0),Text1(0),ADXV1(0),tl2(0),tl3(0),tx2(0),tx3(0),t(0),Emav(0);
var : TL4(0),TX4(0),TL5(0),TX5(0);
Array:고[10,4](0),저[10,4](0);
HH = H;
LL = L;
Emav = Ema(L,P);
If Index == 0 Then
{
고[1,1] = HH;
고[1,2] = 0;
고[1,3] = sDate;
고[1,4] = sTime;
저[1,1] = LL;
저[1,2] = 0;
저[1,3] = sDate;
저[1,4] = sTime;
}
If Index > 0 Then
{
hiBar = hiBar + 1;
loBar = loBar + 1;
}
If HH[hiBar] < HH Then hiBar = 0;
If LL[loBar] > LL Then loBar = 0;
Condition1 = 저[1,1] * (1 + (전환비율/100)) < HH and hiBar == 0;
Condition2 = 고[1,1] * (1 - (전환비율/100)) > LL and loBar == 0;
처리구분 = "";
If Condition1 and Condition2 Then // 고점과 저점 조건 동시 만족
{
If 최종꼭지점 == "저점" Then
{
If 저[1,1] > LL Then 처리구분 = "저점처리";
Else 처리구분 = "고점처리";
}
Else If 최종꼭지점 == "고점" Then
{
If 고[1,1] < HH Then 처리구분 = "고점처리";
Else 처리구분 = "저점처리";
}
}
Else If Condition1 Then 처리구분 = "고점처리";
Else If Condition2 Then 처리구분 = "저점처리";
If 처리구분 == "고점처리" Then
{
T = 1;
If 최종꼭지점 == "저점" Then
{
TL_SetEnd(TL2,저[1,3],저[1,4],value2);
Text_SetLocation(TX2,저[1,3],저[1,4],Value2 );
TL_SetEnd(TL4,저[1,3],저[1,4],value3);
Text_SetLocation(TX4,저[1,3],저[1,4],Value3 );
For j = 10 DownTo 2
{
For jj = 1 To 4
{
고[j,jj] = 고[j-1,jj];
}
}
고[1,1] = HH[hiBar];
고[1,2] = Index - hiBar;
고[1,3] = sDate[hiBar];
고[1,4] = sTime[hiBar];
hiBar = -1;
loBar = -1;
TL1 = TL_New(저[1,3],저[1,4],저[1,1],고[1,3],고[1,4],고[1,1]);
TL_SetSize(TL1,1);
TL_SetColor(TL1,RED);
value1 = 저[1,1]*(1+(전환비율/100));
value2 = 고[1,1]*(1-(전환비율/100));
value3 = (value1+Value2)/2;
TL2 = TL_New(고[1,3],고[1,4],value2 ,NextBarSdate,NextBarStime,value2);
TL_SetColor(TL2,Cyan);
TL_SetStyle(TL2,3);
Tx2 = Text_New(NextBarSdate,NextBarStime,value2,NumToStr(value2,2));
Text_SetColor(Tx2,Cyan);
TL4 = TL_New(고[1,3],고[1,4],value3 ,NextBarSdate,NextBarStime,value3);
TL_SetColor(TL4,Orange);
TL_SetStyle(TL4,3);
Tx4 = Text_New(NextBarSdate,NextBarStime,value3,NumToStr(value3,2));
Text_SetColor(Tx4,Orange);
}
Else If 고[1,1] < HH[hiBar] Then // 1번 고점보다 높은 고가 출현
{
고[1,1] = HH[hiBar];
고[1,2] = Index - hiBar;
고[1,3] = sDate[hiBar];
고[1,4] = sTime[hiBar];
hiBar = -1;
loBar = -1;
TL_SetEnd(TL1,고[1,3],고[1,4],고[1,1]);
value2 = 고[1,1]*(1-(전환비율/100));
value3 = (value1+Value2)/2;
TL_SetBegin(TL2,고[1,3],고[1,4],value2);
Text_SetString(TX2,NumToStr(value2,2));
TL_SetBegin(TL4,고[1,3],고[1,4],value3);
Text_SetString(TX4,NumToStr(value3,2));
}
최종꼭지점 = "고점";
}
If 처리구분 == "저점처리" Then
{
t = -1;
If 최종꼭지점 == "고점" Then
{
TL_SetEnd(TL3,고[1,3],고[1,4],value5 );
Text_SetLocation(TX3,고[1,3],고[1,4],value5);
TL_SetEnd(TL5,고[1,3],고[1,4],value6 );
Text_SetLocation(TX5,고[1,3],고[1,4],value6);
For j = 10 DownTo 2
{
For jj = 1 To 4
{
저[j,jj] = 저[j-1,jj];
}
}
저[1,1] = LL[loBar];
저[1,2] = Index - loBar;
저[1,3] = sDate[loBar];
저[1,4] = sTime[loBar];
hiBar = -1;
loBar = -1;
TL1 = TL_New(고[1,3],고[1,4],고[1,1],저[1,3],저[1,4],저[1,1]);
TL_SetSize(TL1,1);
TL_SetColor(TL1,BLUE);
value4 = 고[1,1]*(1-(전환비율/100));
value5 = 저[1,1]*(1+(전환비율/100));
value6 = (value4+Value5)/2;
TL3 = TL_New(저[1,3],저[1,4],value5,NextBarSdate,NextBarStime,value5 );
TL_SetColor(TL3,Magenta);
TL_SetStyle(TL3,3);
TX3 = Text_New(NextBarSdate,NextBarStime,value5,NumToStr(value5,2));
Text_SetColor(TX3,Magenta);
TL5 = TL_New(저[1,3],저[1,4],value6,NextBarSdate,NextBarStime,value6 );
TL_SetColor(TL5,Orange);
TL_SetStyle(TL5,3);
TX5 = Text_New(NextBarSdate,NextBarStime,value5,NumToStr(value5,2));
Text_SetColor(TX5,Orange);
}
Else If 저[1,1] > LL[loBar] Then
{
저[1,1] = LL[loBar];
저[1,2] = Index - loBar;
저[1,3] = sDate[loBar];
저[1,4] = sTime[loBar];
hiBar = -1;
loBar = -1;
TL_SetEnd(TL1,저[1,3],저[1,4],저[1,1]);
value5 = 저[1,1]*(1+(전환비율/100));
value6 = (value4+Value5)/2;
TL_SetBegin(TL3,저[1,3],저[1,4],value5 );
Text_SetString(TX3,NumToStr(value5,2));
TL_SetBegin(TL5,저[1,3],저[1,4],value6 );
Text_SetString(TX5,NumToStr(value6,2));
}
최종꼭지점 = "저점";
}
TL_SetEnd(TL2,NextBarSdate,NextBarStime,Value2);
Text_SetLocation(TX2,NextBarSdate,NextBarStime,Value2);
TL_SetEnd(TL3,NextBarSdate,NextBarStime,Value5 );
Text_SetLocation(TX3,NextBarSdate,NextBarStime,Value5 );
TL_SetEnd(TL4,NextBarSdate,NextBarStime,Value3);
Text_SetLocation(TX4,NextBarSdate,NextBarStime,Value3);
TL_SetEnd(TL5,NextBarSdate,NextBarStime,Value6);
Text_SetLocation(TX5,NextBarSdate,NextBarStime,Value6);
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);
}
}
daypl = NetProfit-N1;
if TotalTrades > TotalTrades[1] then
{
if daypl >= 당일수익 or daypl <= -당일손실 Then
Xcond = true;
if (IsExitName("dbp",1) == true or IsExitName("dbl",1) == true or
IsExitName("dsp",1) == true or IsExitName("dsl",1) == true) then
Xcond = true;
}
if Tcond == true and Xcond == false then
{
if MarketPosition >= 0 and T == 1 and L > 고[1,1]* (1 - (전환비율/100)) and C < Emav Then
Sell("s",AtStop,고[1,1]* (1 - (전환비율/100)));
if MarketPosition <= 0 and T == -1 and H < 저[1,1]* (1 + (전환비율/100)) and C > Emav Then
Buy("b",AtStop,저[1,1]* (1 + (전환비율/100)));
}
if MarketPosition == 1 then
{
ExitLong("bl",AtStop, max(EntryPrice-손절,고[1,1]* (1 - (전환비율/100))));
ExitLong("dbp",atlimit,EntryPrice+((당일수익-daypl)/CurrentContracts));
ExitLong("dbl",AtStop,EntryPrice-((당일손실+daypl)/CurrentContracts));
}
if MarketPosition == -1 then
{
ExitShort("sl",AtStop, min(EntryPrice+손절,저[1,1]* (1 + (전환비율/100))));
ExitShort("dsp",atlimit,EntryPrice-((당일수익-daypl)/CurrentContracts));
ExitShort("dsl",AtStop,EntryPrice+((당일손실+daypl)/CurrentContracts));
}
SetStopProfittarget(익절,PointStop);
즐거운 하루되세요
> 제이디1 님이 쓴 글입니다.
> 제목 : 수식 부탁드립니다.
> 77566 추가 문의 드립니다.
1. 사진의 전환비율에의한 분홍점선과 하늘색점선의 중심값을 표시하고 싶어요(노랑색)
2. 현재 수식은 손절을 33pt 고정으로 되어있는데,
사진의 빨강색 네모 구간에서 처럼 33pt보다 분홍색점선이 먼저오면,
이평선 아래라 매수신호가 안 나오지만 손절만 되게 할 수 있나요?
3. 당일손절(60)도 추가해 주세요..
============================================================
Input:전환비율(5);
input : StartTime(090100),EndTime(055500),P(60);
Input :익절(21),손절(33),당일수익(40);
Var : N1(0),dayPl(0),Tcond(false),Xcond(false);
Var : j(0),jj(0),HH(0),LL(0),hiBar(0),loBar(0),최종꼭지점(""),처리구분("");
var : TL1(0),Text1(0),ADXV1(0),tl2(0),tl3(0),tx2(0),tx3(0),t(0),Emav(0);
Array:고[10,4](0),저[10,4](0);
HH = H;
LL = L;
Emav = Ema(L,P);
If Index == 0 Then
{
고[1,1] = HH;
고[1,2] = 0;
고[1,3] = sDate;
고[1,4] = sTime;
저[1,1] = LL;
저[1,2] = 0;
저[1,3] = sDate;
저[1,4] = sTime;
}
If Index > 0 Then
{
hiBar = hiBar + 1;
loBar = loBar + 1;
}
If HH[hiBar] < HH Then hiBar = 0;
If LL[loBar] > LL Then loBar = 0;
Condition1 = 저[1,1] * (1 + (전환비율/100)) < HH and hiBar == 0;
Condition2 = 고[1,1] * (1 - (전환비율/100)) > LL and loBar == 0;
처리구분 = "";
If Condition1 and Condition2 Then // 고점과 저점 조건 동시 만족
{
If 최종꼭지점 == "저점" Then
{
If 저[1,1] > LL Then 처리구분 = "저점처리";
Else 처리구분 = "고점처리";
}
Else If 최종꼭지점 == "고점" Then
{
If 고[1,1] < HH Then 처리구분 = "고점처리";
Else 처리구분 = "저점처리";
}
}
Else If Condition1 Then 처리구분 = "고점처리";
Else If Condition2 Then 처리구분 = "저점처리";
If 처리구분 == "고점처리" Then
{
T = 1;
If 최종꼭지점 == "저점" Then
{
TL_SetEnd(TL2,저[1,3],저[1,4],고[1,1]* (1 - (전환비율/100)) );
Text_SetLocation(TX2,저[1,3],저[1,4],고[1,1]* (1 - (전환비율/100)) );
For j = 10 DownTo 2
{
For jj = 1 To 4
{
고[j,jj] = 고[j-1,jj];
}
}
고[1,1] = HH[hiBar];
고[1,2] = Index - hiBar;
고[1,3] = sDate[hiBar];
고[1,4] = sTime[hiBar];
hiBar = -1;
loBar = -1;
TL1 = TL_New(저[1,3],저[1,4],저[1,1],고[1,3],고[1,4],고[1,1]);
TL_SetSize(TL1,1);
TL_SetColor(TL1,RED);
TL2 = TL_New(고[1,3],고[1,4],고[1,1]*(1-(전환비율/100)) ,NextBarSdate,NextBarStime,고[1,1]*(1-(전환비율/100)) );
TL_SetColor(TL2,Cyan);
TL_SetStyle(TL2,3);
Tx2 = Text_New(NextBarSdate,NextBarStime,고[1,1]*(1-(전환비율/100)),NumToStr(고[1,1]*(1-(전환비율/100)),2));
Text_SetColor(Tx2,Cyan);
}
Else If 고[1,1] < HH[hiBar] Then // 1번 고점보다 높은 고가 출현
{
고[1,1] = HH[hiBar];
고[1,2] = Index - hiBar;
고[1,3] = sDate[hiBar];
고[1,4] = sTime[hiBar];
hiBar = -1;
loBar = -1;
TL_SetEnd(TL1,고[1,3],고[1,4],고[1,1]);
TL_SetBegin(TL2,고[1,3],고[1,4],고[1,1]* (1-(전환비율/100)) );
Text_SetString(TX2,NumToStr(고[1,1]*(1-(전환비율/100)),2));
}
최종꼭지점 = "고점";
}
If 처리구분 == "저점처리" Then
{
t = -1;
If 최종꼭지점 == "고점" Then
{
TL_SetEnd(TL3,고[1,3],고[1,4],저[1,1]* (1 + (전환비율/100)) );
Text_SetLocation(TX3,고[1,3],고[1,4],저[1,1]* (1 + (전환비율/100)) );
For j = 10 DownTo 2
{
For jj = 1 To 4
{
저[j,jj] = 저[j-1,jj];
}
}
저[1,1] = LL[loBar];
저[1,2] = Index - loBar;
저[1,3] = sDate[loBar];
저[1,4] = sTime[loBar];
hiBar = -1;
loBar = -1;
TL1 = TL_New(고[1,3],고[1,4],고[1,1],저[1,3],저[1,4],저[1,1]);
TL_SetSize(TL1,1);
TL_SetColor(TL1,BLUE);
TL3 = TL_New(저[1,3],저[1,4],저[1,1]* (1 + (전환비율/100)) ,NextBarSdate,NextBarStime,저[1,1]* (1 + (전환비율/100)) );
TL_SetColor(TL3,Magenta);
TL_SetStyle(TL3,3);
TX3 = Text_New(NextBarSdate,NextBarStime,저[1,1]*(1+(전환비율/100)),NumToStr(저[1,1]*(1+(전환비율/100)),2));
Text_SetColor(TX3,Magenta);
}
Else If 저[1,1] > LL[loBar] Then
{
저[1,1] = LL[loBar];
저[1,2] = Index - loBar;
저[1,3] = sDate[loBar];
저[1,4] = sTime[loBar];
hiBar = -1;
loBar = -1;
TL_SetEnd(TL1,저[1,3],저[1,4],저[1,1]);
TL_SetBegin(TL3,저[1,3],저[1,4],저[1,1]* (1 + (전환비율/100)) );
Text_SetString(TX3,NumToStr(저[1,1]*(1+(전환비율/100)),2));
}
최종꼭지점 = "저점";
}
TL_SetEnd(TL2,NextBarSdate,NextBarStime,고[1,1]* (1 - (전환비율/100)) );
Text_SetLocation(TX2,NextBarSdate,NextBarStime,고[1,1]* (1 - (전환비율/100)) );
TL_SetEnd(TL3,NextBarSdate,NextBarStime,저[1,1]* (1 + (전환비율/100)) );
Text_SetLocation(TX3,NextBarSdate,NextBarStime,저[1,1]* (1 + (전환비율/100)) );
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);
}
}
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;
}
if Tcond == true and Xcond == false then
{
if MarketPosition >= 0 and T == 1 and L > 고[1,1]* (1 - (전환비율/100)) and C < Emav Then
Sell("s",AtStop,고[1,1]* (1 - (전환비율/100)));
if MarketPosition <= 0 and T == -1 and H < 저[1,1]* (1 + (전환비율/100)) and C > Emav Then
Buy("b",AtStop,저[1,1]* (1 + (전환비율/100)));
}
if MarketPosition == 1 then
{
ExitLong("dbp",atlimit,EntryPrice+((당일수익-daypl)/CurrentContracts));
}
if MarketPosition == -1 then
{
ExitShort("dsp",atlimit,EntryPrice-((당일수익-daypl)/CurrentContracts));
}
SetStopProfittarget(익절,PointStop);
SetStopLoss(손절,PointStop);
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