커뮤니티
수식 부탁드립니다.
2022-08-19 02:04:41
1242
글번호 161598
##1. 전환비율에의한 분홍점선과 하늘색점선의 중심값을 삭제하고 싶어요(주황색선)
주황색선 수식은 가능하면 삭제하지 말고 녹색으로 표시해서 비활성화 해 주세요
##2. 현재 수식에서 손절 나올 경우에는,
이평선과 상관없이 바로 스위칭되게 수정했으면 좋겠습니다.
만약에, 매수진입상태에서 (매도)손절이 나와서 바로 스위칭하게 되면,
이후 정상 매도진입신호가 추가되면 1계약 매매기 때문에 추가 매도진입은
안 되게 해 주세요
Input:전환비율(5);
input : StartTime(070300),EndTime(055500),P(60);
Input :익절(65),손절(50),당일수익(150),당일손실(100);
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);
답변 1
예스스탁 예스스탁 답변
2022-08-19 11:37:19
안녕하세요
예스스탁입니다.
Input:전환비율(5);
input : StartTime(070300),EndTime(055500),P(60);
Input :익절(65),손절(50),당일수익(150),당일손실(100);
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
{
Sell("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
{
Buy("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.
> ##1. 전환비율에의한 분홍점선과 하늘색점선의 중심값을 삭제하고 싶어요(주황색선)
주황색선 수식은 가능하면 삭제하지 말고 녹색으로 표시해서 비활성화 해 주세요
##2. 현재 수식에서 손절 나올 경우에는,
이평선과 상관없이 바로 스위칭되게 수정했으면 좋겠습니다.
만약에, 매수진입상태에서 (매도)손절이 나와서 바로 스위칭하게 되면,
이후 정상 매도진입신호가 추가되면 1계약 매매기 때문에 추가 매도진입은
안 되게 해 주세요
Input:전환비율(5);
input : StartTime(070300),EndTime(055500),P(60);
Input :익절(65),손절(50),당일수익(150),당일손실(100);
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);