커뮤니티

78412 수식 수정부탁드립니다

프로필 이미지
공돌이
2022-08-11 08:35:03
1406
글번호 161431
답변완료
안녕하세요. 작성해주신 수식 적용해보았는데 익절은 잘 작동하는거같은데 손절이 이상합니다. 매수진입봉의 종가 밑으로 내려가면 손절이 되더라구요. 수식을 살펴보면 이상이 없어보이는데.. 어디가 잘못된건지 알수가 없어서요.. 확인부탁드려요.. [시스템식] input&#160;:&#160;P1(12),&#160;P2(26),&#160;P3(9); var&#160;:&#160;macdValue(0),&#160;macdSignal(0),&#160;macdLow(0); macdValue&#160;=&#160;macd(P1,P2); macdSignal&#160;=&#160;Ema(macdValue,&#160;P3); if&#160;CrossUp(macdValue,&#160;macdSignal)&#160;Then &#160;&#160;&#160;&#160;&#160;&#160;Buy(); #익절(추적청산) if&#160;C&#160;>&#160;EntryPrice&#160;and&#160;BarsSinceEntry&#160;>&#160;0&#160;Then&#160; &#160;&#160;&#160;&#160;&#160;&#160;ExitLong("EL_target",&#160;AtStop,&#160;highest(H,5)&#160;-&#160;ATR(14)*2); #&#160;손절 if&#160;MarketPosition&#160;<>&#160;1&#160;Then&#160;{ &#160;&#160;&#160;&#160;&#160;&#160;if&#160;CrossDown(macdValue,&#160;macdSignal)&#160;Then &#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;macdLow&#160;=&#160;L; &#160;&#160;&#160;&#160;&#160;&#160;if&#160;macdValue&#160;<&#160;&#160;macdSignal&#160;and&#160;L&#160;<&#160;macdLow&#160;Then &#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;macdLow&#160;=&#160;L; } if&#160;MarketPosition&#160;==&#160;1&#160;Then&#160; &#160;&#160;&#160;&#160;&#160;&#160;ExitLong("EL_stop",&#160;AtStop,&#160;macdLow); >&#160;공돌이&#160;님이&#160;쓴&#160;글입니다. >&#160;제목&#160;:&#160;수식부탁드려요.. >&#160;안녕하세요..&#160;아래&#160;조건에&#160;대한&#160;시스템&#160;수식&#160;부탁드립니다 1.&#160;매수조건:&#160;macd&#160;오실레이터가&#160;음수에서&#160;양수로&#160;전환되면&#160;매수 2.&#160;익절:&#160;현재&#160;수익률이&#160;0보다&#160;크고&#160;and&#160;최근5봉&#160;최고가에서&#160;2×ATR(14봉&#160;평균)을&#160;뺀&#160;값보다&#160;종가가&#160;작아지면&#160;익절 3.&#160;손절:&#160;macd&#160;오실레이터가&#160;양수로&#160;바뀌기&#160;전의&#160;음수인&#160;영역(첨부&#160;사진에서&#160;A영역)에서의&#160;최저값(첨부&#160;사진에서&#160;A영역&#160;최소값은&#160;25500원)보다&#160;종가가&#160;작아지면&#160;손절 [시스템식] input&#160;:&#160;P1(12),&#160;P2(26),&#160;P3(9); var&#160;:&#160;macdValue(0),&#160;macdSignal(0),&#160;macdLow(0); macdValue&#160;=&#160;macd(P1,P2); macdSignal&#160;=&#160;Ema(macdValue,&#160;P3); if&#160;CrossUp(macdValue,&#160;macdSignal)&#160;Then &#160;&#160;&#160;&#160;&#160;&#160;Buy(); #익절(추적청산) if&#160;C&#160;>&#160;EntryPrice&#160;and&#160;BarsSinceEntry&#160;>&#160;0&#160;Then&#160; &#160;&#160;&#160;&#160;&#160;&#160;ExitLong("EL_target",&#160;AtStop,&#160;highest(H,5)&#160;-&#160;ATR(14)*2); #&#160;손절 if&#160;MarketPosition&#160;<>&#160;1&#160;Then&#160;{ &#160;&#160;&#160;&#160;&#160;&#160;if&#160;CrossDown(macdValue,&#160;macdSignal)&#160;Then &#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;macdLow&#160;=&#160;L; &#160;&#160;&#160;&#160;&#160;&#160;if&#160;macdValue&#160;<&#160;&#160;macdSignal&#160;and&#160;L&#160;<&#160;macdLow&#160;Then &#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;macdLow&#160;=&#160;L; } if&#160;MarketPosition&#160;==&#160;1&#160;Then&#160; &#160;&#160;&#160;&#160;&#160;&#160;ExitLong("EL_stop",&#160;AtStop,&#160;macdLow); >&#160;공돌이&#160;님이&#160;쓴&#160;글입니다. >&#160;제목&#160;:&#160;수식부탁드려요.. >&#160;안녕하세요..&#160;아래&#160;조건에&#160;대한&#160;시스템&#160;수식&#160;부탁드립니다 1.&#160;매수조건:&#160;macd&#160;오실레이터가&#160;음수에서&#160;양수로&#160;전환되면&#160;매수 2.&#160;익절:&#160;현재&#160;수익률이&#160;0보다&#160;크고&#160;and&#160;최근5봉&#160;최고가에서&#160;2×ATR(14봉&#160;평균)을&#160;뺀&#160;값보다&#160;종가가&#160;작아지면&#160;익절 3.&#160;손절:&#160;macd&#160;오실레이터가&#160;양수로&#160;바뀌기&#160;전의&#160;음수인&#160;영역(첨부&#160;사진에서&#160;A영역)에서의&#160;최저값(첨부&#160;사진에서&#160;A영역&#160;최소값은&#160;25500원)보다&#160;종가가&#160;작아지면&#160;손절
시스템
답변 1
프로필 이미지

예스스탁 예스스탁 답변

2022-08-11 14:35:16

안녕하세요? 예스스탁입니다. 시스템식 적용하여 확인해 보았는데, 청산은 진입 전 가장 낮게 형성된 오실레이터 시점의 저가를 하향이탈 할 때 청산하는 것으로 실행되고 있는 것으로 보이며, 별다른 이상은 없는것 같습니다. 다시 신호 확인해 보시기 바랍니다. 감사합니다. > 공돌이 님이 쓴 글입니다. > 제목 : 78412 수식 수정부탁드립니다 > 안녕하세요. 작성해주신 수식 적용해보았는데 익절은 잘 작동하는거같은데 손절이 이상합니다. 매수진입봉의 종가 밑으로 내려가면 손절이 되더라구요. 수식을 살펴보면 이상이 없어보이는데.. 어디가 잘못된건지 알수가 없어서요.. 확인부탁드려요.. [시스템식] input&nbsp;:&nbsp;P1(12),&nbsp;P2(26),&nbsp;P3(9); var&nbsp;:&nbsp;macdValue(0),&nbsp;macdSignal(0),&nbsp;macdLow(0); macdValue&nbsp;=&nbsp;macd(P1,P2); macdSignal&nbsp;=&nbsp;Ema(macdValue,&nbsp;P3); if&nbsp;CrossUp(macdValue,&nbsp;macdSignal)&nbsp;Then &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Buy(); #익절(추적청산) if&nbsp;C&nbsp;>&nbsp;EntryPrice&nbsp;and&nbsp;BarsSinceEntry&nbsp;>&nbsp;0&nbsp;Then&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;ExitLong("EL_target",&nbsp;AtStop,&nbsp;highest(H,5)&nbsp;-&nbsp;ATR(14)*2); #&nbsp;손절 if&nbsp;MarketPosition&nbsp;<>&nbsp;1&nbsp;Then&nbsp;{ &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;if&nbsp;CrossDown(macdValue,&nbsp;macdSignal)&nbsp;Then &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;macdLow&nbsp;=&nbsp;L; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;if&nbsp;macdValue&nbsp;<&nbsp;&nbsp;macdSignal&nbsp;and&nbsp;L&nbsp;<&nbsp;macdLow&nbsp;Then &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;macdLow&nbsp;=&nbsp;L; } if&nbsp;MarketPosition&nbsp;==&nbsp;1&nbsp;Then&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;ExitLong("EL_stop",&nbsp;AtStop,&nbsp;macdLow); >&nbsp;공돌이&nbsp;님이&nbsp;쓴&nbsp;글입니다. >&nbsp;제목&nbsp;:&nbsp;수식부탁드려요.. >&nbsp;안녕하세요..&nbsp;아래&nbsp;조건에&nbsp;대한&nbsp;시스템&nbsp;수식&nbsp;부탁드립니다 1.&nbsp;매수조건:&nbsp;macd&nbsp;오실레이터가&nbsp;음수에서&nbsp;양수로&nbsp;전환되면&nbsp;매수 2.&nbsp;익절:&nbsp;현재&nbsp;수익률이&nbsp;0보다&nbsp;크고&nbsp;and&nbsp;최근5봉&nbsp;최고가에서&nbsp;2×ATR(14봉&nbsp;평균)을&nbsp;뺀&nbsp;값보다&nbsp;종가가&nbsp;작아지면&nbsp;익절 3.&nbsp;손절:&nbsp;macd&nbsp;오실레이터가&nbsp;양수로&nbsp;바뀌기&nbsp;전의&nbsp;음수인&nbsp;영역(첨부&nbsp;사진에서&nbsp;A영역)에서의&nbsp;최저값(첨부&nbsp;사진에서&nbsp;A영역&nbsp;최소값은&nbsp;25500원)보다&nbsp;종가가&nbsp;작아지면&nbsp;손절 [시스템식] input&nbsp;:&nbsp;P1(12),&nbsp;P2(26),&nbsp;P3(9); var&nbsp;:&nbsp;macdValue(0),&nbsp;macdSignal(0),&nbsp;macdLow(0); macdValue&nbsp;=&nbsp;macd(P1,P2); macdSignal&nbsp;=&nbsp;Ema(macdValue,&nbsp;P3); if&nbsp;CrossUp(macdValue,&nbsp;macdSignal)&nbsp;Then &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Buy(); #익절(추적청산) if&nbsp;C&nbsp;>&nbsp;EntryPrice&nbsp;and&nbsp;BarsSinceEntry&nbsp;>&nbsp;0&nbsp;Then&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;ExitLong("EL_target",&nbsp;AtStop,&nbsp;highest(H,5)&nbsp;-&nbsp;ATR(14)*2); #&nbsp;손절 if&nbsp;MarketPosition&nbsp;<>&nbsp;1&nbsp;Then&nbsp;{ &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;if&nbsp;CrossDown(macdValue,&nbsp;macdSignal)&nbsp;Then &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;macdLow&nbsp;=&nbsp;L; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;if&nbsp;macdValue&nbsp;<&nbsp;&nbsp;macdSignal&nbsp;and&nbsp;L&nbsp;<&nbsp;macdLow&nbsp;Then &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;macdLow&nbsp;=&nbsp;L; } if&nbsp;MarketPosition&nbsp;==&nbsp;1&nbsp;Then&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;ExitLong("EL_stop",&nbsp;AtStop,&nbsp;macdLow); >&nbsp;공돌이&nbsp;님이&nbsp;쓴&nbsp;글입니다. >&nbsp;제목&nbsp;:&nbsp;수식부탁드려요.. >&nbsp;안녕하세요..&nbsp;아래&nbsp;조건에&nbsp;대한&nbsp;시스템&nbsp;수식&nbsp;부탁드립니다 1.&nbsp;매수조건:&nbsp;macd&nbsp;오실레이터가&nbsp;음수에서&nbsp;양수로&nbsp;전환되면&nbsp;매수 2.&nbsp;익절:&nbsp;현재&nbsp;수익률이&nbsp;0보다&nbsp;크고&nbsp;and&nbsp;최근5봉&nbsp;최고가에서&nbsp;2×ATR(14봉&nbsp;평균)을&nbsp;뺀&nbsp;값보다&nbsp;종가가&nbsp;작아지면&nbsp;익절 3.&nbsp;손절:&nbsp;macd&nbsp;오실레이터가&nbsp;양수로&nbsp;바뀌기&nbsp;전의&nbsp;음수인&nbsp;영역(첨부&nbsp;사진에서&nbsp;A영역)에서의&nbsp;최저값(첨부&nbsp;사진에서&nbsp;A영역&nbsp;최소값은&nbsp;25500원)보다&nbsp;종가가&nbsp;작아지면&nbsp;손절