커뮤니티
수식문의드립니다
2022-09-06 02:31:50
1290
글번호 162013
안녕하세요~
시스템을 작성하였는데
피라미딩을 할 때 진입 이후 2번째 봉에서 신호 발생시 피라미딩 진입이 이뤄지지 않고
세번째 봉부터는 정상적으로 진입되는데 원인을 못찾겠어 문의드립니다
감사합니다
----------------------------------------------------------
input : TT1(81000), TD1(20220905), TT2(92500), TD2(20220905), MDD(100000);
var : BS1(False), SS1(False), BS2(False), SS2(False), unitP(0);
var : HB(0), LB(0), rHB(0), rLB(0), exitC(0), N(0), e60(0);
N = ATr(14);
unitP = floor(MDD/(2*N*BigPointValue*1400));
exitC = (2-(MaxEntries-1)/2)*N;
e60 = Ema(C,40);
if sDate >= TD1 && sTime > TT1 Then condition11 = true;
if sDate >= TD2 && sTime > TT2 Then condition11 = False;
//if condition11 == true Then
if (macd(5,20) > 0 && macd(5,40) > 0 && macd(20,40) > 0) && (CrossUp(macd(5,20),0) or CrossUp(macd(5,40),0) or CrossUp(macd(20,40),0)) Then BS1 = true;
Else BS1 = False;
if (macd(5,20) < 0 && macd(5,40) < 0 && macd(20,40) < 0) && (CrossDown(macd(5,20),0) or CrossDown(macd(5,40),0) or CrossDown(macd(20,40),0)) Then SS1 = true;
else SS1 = False;
if (BS1 == True or BS2 == TRUE) && marketposition == 0 Then Buy("b1", OnClose, Def, unitP);
if MarketPosition[1] == 0 && MarketPosition == -1 Then HB = EntryPrice;
if (SS1 == True or SS2 == TRUE) && marketposition == 0 Then Sell("s1", OnClose, Def, unitP);
if MarketPosition[1] == 0 && MarketPosition == -1 Then LB = EntryPrice;
if marketposition ==1 Then
{
rHB = Highest(H, BarsSinceEntry+1) ;
if rHB < HB+0.5*N Then
Buy("b2.",AtStop,HB+0.5*N,unitP);
if rHB < HB+N Then
Buy("b3.",AtStop,HB+N,unitP);
if rHB < HB+1.5*N Then
Buy("b4.",AtStop,HB+1.5*N,unitP);
if e60 < HB+2*N Then
Exitlong("exitB1", atstop, HB-exitC);
if e60 >= HB+2*N and CrossDown(close, e60) Then
{
ExitLong("exitB2") ;
}
}
if marketposition == -1 Then
{
rLB = Lowest(L, BarsSinceEntry+1);
if rLB > LB-0.5*N Then
Sell("s2.",AtStop,LB-0.5*N,unitP);
if rLB > LB-N Then
Sell("s3.",AtStop,LB-N,unitP);
if rLB > LB-1.5*N Then
Sell("s4.",AtStop,LB-1.5*N,unitP);
if e60 > LB-2*N Then
ExitShort("exitS1", atstop, LB+exitC);
if e60 <= LB-2*N and CrossUp(close, e60) Then
{
ExitShort("exitS2");
}
}
if (macd(5,20) > 0 && macd(5,40) > 0 && macd(20,40) > 0) && PositionProfit[1] < 0 Then BS2 = true;
Else BS2 = False;
if (macd(5,20) < 0 && macd(5,40) < 0 && macd(20,40) < 0) && PositionProfit[1] < 0 Then SS2 = true;
Else SS2 = False;
MessageLog("Mp %.4f, HB %.4f, ep %.4f", MarketPosition, HB, EntryPrice);
답변 1
예스스탁 예스스탁 답변
2022-09-06 11:21:46
안녕하세요
예스스탁입니다.
if문은 봉완성시(다음봉시가수신) 기준입니다.
atstop은 봉완성시 값을 셋팅하고 다음봉의 현재가와 비교해서 신호가 발생합니다.
포지션 첫 진입이 봉완성시에 발생하는 onclose이므로
다음봉 완성부터 marketposition이 1이나 -1로 if조건이 체크되므로
진입신호봉 기준 다음다음봉부터 진입신호가 발생하게 됩니다.
해당 부분은 해결하려면 첫진입조건이 만족해서 첫진입발생시
동시에 다음봉을 감시하는 내용을 넣으셔야 합니다.
input : TT1(81000), TD1(20220905), TT2(92500), TD2(20220905), MDD(100000);
var : BS1(False), SS1(False), BS2(False), SS2(False), unitP(0);
var : HB(0), LB(0), rHB(0), rLB(0), exitC(0), N(0), e60(0);
N = ATr(14);
unitP = floor(MDD/(2*N*BigPointValue*1400));
exitC = (2-(MaxEntries-1)/2)*N;
e60 = Ema(C,40);
if sDate >= TD1 && sTime > TT1 Then condition11 = true;
if sDate >= TD2 && sTime > TT2 Then condition11 = False;
//if condition11 == true Then
if (macd(5,20) > 0 && macd(5,40) > 0 && macd(20,40) > 0) && (CrossUp(macd(5,20),0) or CrossUp(macd(5,40),0) or CrossUp(macd(20,40),0)) Then BS1 = true;
Else BS1 = False;
if (macd(5,20) < 0 && macd(5,40) < 0 && macd(20,40) < 0) && (CrossDown(macd(5,20),0) or CrossDown(macd(5,40),0) or CrossDown(macd(20,40),0)) Then SS1 = true;
else SS1 = False;
if (BS1 == True or BS2 == TRUE) && marketposition == 0 Then
{
Buy("b1", OnClose, Def, unitP);
HB = EntryPrice;
Buy("b2.",AtStop,HB+0.5*N,unitP);
Buy("b3.",AtStop,HB+N,unitP);
Buy("b4.",AtStop,HB+1.5*N,unitP);
}
if (SS1 == True or SS2 == TRUE) && marketposition == 0 Then
{
Sell("s1", OnClose, Def, unitP);
LB = EntryPrice;
Sell("s2.",AtStop,LB-0.5*N,unitP);
Sell("s3.",AtStop,LB-N,unitP);
Sell("s4.",AtStop,LB-1.5*N,unitP);
}
if marketposition ==1 Then
{
rHB = Highest(H, BarsSinceEntry+1) ;
if rHB < HB+0.5*N Then
Buy("b2",AtStop,HB+0.5*N,unitP);
if rHB < HB+N Then
Buy("b3",AtStop,HB+N,unitP);
if rHB < HB+1.5*N Then
Buy("b4",AtStop,HB+1.5*N,unitP);
if e60 < HB+2*N Then
Exitlong("exitB1", atstop, HB-exitC);
if e60 >= HB+2*N and CrossDown(close, e60) Then
{
ExitLong("exitB2") ;
}
}
if marketposition == -1 Then
{
rLB = Lowest(L, BarsSinceEntry+1);
if rLB > LB-0.5*N Then
Sell("s2",AtStop,LB-0.5*N,unitP);
if rLB > LB-N Then
Sell("s3",AtStop,LB-N,unitP);
if rLB > LB-1.5*N Then
Sell("s4",AtStop,LB-1.5*N,unitP);
if e60 > LB-2*N Then
ExitShort("exitS1", atstop, LB+exitC);
if e60 <= LB-2*N and CrossUp(close, e60) Then
{
ExitShort("exitS2");
}
}
if (macd(5,20) > 0 && macd(5,40) > 0 && macd(20,40) > 0) && PositionProfit[1] < 0 Then BS2 = true;
Else BS2 = False;
if (macd(5,20) < 0 && macd(5,40) < 0 && macd(20,40) < 0) && PositionProfit[1] < 0 Then SS2 = true;
Else SS2 = False;
MessageLog("Mp %.4f, HB %.4f, ep %.4f", MarketPosition, HB, EntryPrice);
즐거운 하루되세요
> jshwang2 님이 쓴 글입니다.
> 제목 : 수식문의드립니다
> 안녕하세요~
시스템을 작성하였는데
피라미딩을 할 때 진입 이후 2번째 봉에서 신호 발생시 피라미딩 진입이 이뤄지지 않고
세번째 봉부터는 정상적으로 진입되는데 원인을 못찾겠어 문의드립니다
감사합니다
----------------------------------------------------------
input : TT1(81000), TD1(20220905), TT2(92500), TD2(20220905), MDD(100000);
var : BS1(False), SS1(False), BS2(False), SS2(False), unitP(0);
var : HB(0), LB(0), rHB(0), rLB(0), exitC(0), N(0), e60(0);
N = ATr(14);
unitP = floor(MDD/(2*N*BigPointValue*1400));
exitC = (2-(MaxEntries-1)/2)*N;
e60 = Ema(C,40);
if sDate >= TD1 && sTime > TT1 Then condition11 = true;
if sDate >= TD2 && sTime > TT2 Then condition11 = False;
//if condition11 == true Then
if (macd(5,20) > 0 && macd(5,40) > 0 && macd(20,40) > 0) && (CrossUp(macd(5,20),0) or CrossUp(macd(5,40),0) or CrossUp(macd(20,40),0)) Then BS1 = true;
Else BS1 = False;
if (macd(5,20) < 0 && macd(5,40) < 0 && macd(20,40) < 0) && (CrossDown(macd(5,20),0) or CrossDown(macd(5,40),0) or CrossDown(macd(20,40),0)) Then SS1 = true;
else SS1 = False;
if (BS1 == True or BS2 == TRUE) && marketposition == 0 Then Buy("b1", OnClose, Def, unitP);
if MarketPosition[1] == 0 && MarketPosition == -1 Then HB = EntryPrice;
if (SS1 == True or SS2 == TRUE) && marketposition == 0 Then Sell("s1", OnClose, Def, unitP);
if MarketPosition[1] == 0 && MarketPosition == -1 Then LB = EntryPrice;
if marketposition ==1 Then
{
rHB = Highest(H, BarsSinceEntry+1) ;
if rHB < HB+0.5*N Then
Buy("b2.",AtStop,HB+0.5*N,unitP);
if rHB < HB+N Then
Buy("b3.",AtStop,HB+N,unitP);
if rHB < HB+1.5*N Then
Buy("b4.",AtStop,HB+1.5*N,unitP);
if e60 < HB+2*N Then
Exitlong("exitB1", atstop, HB-exitC);
if e60 >= HB+2*N and CrossDown(close, e60) Then
{
ExitLong("exitB2") ;
}
}
if marketposition == -1 Then
{
rLB = Lowest(L, BarsSinceEntry+1);
if rLB > LB-0.5*N Then
Sell("s2.",AtStop,LB-0.5*N,unitP);
if rLB > LB-N Then
Sell("s3.",AtStop,LB-N,unitP);
if rLB > LB-1.5*N Then
Sell("s4.",AtStop,LB-1.5*N,unitP);
if e60 > LB-2*N Then
ExitShort("exitS1", atstop, LB+exitC);
if e60 <= LB-2*N and CrossUp(close, e60) Then
{
ExitShort("exitS2");
}
}
if (macd(5,20) > 0 && macd(5,40) > 0 && macd(20,40) > 0) && PositionProfit[1] < 0 Then BS2 = true;
Else BS2 = False;
if (macd(5,20) < 0 && macd(5,40) < 0 && macd(20,40) < 0) && PositionProfit[1] < 0 Then SS2 = true;
Else SS2 = False;
MessageLog("Mp %.4f, HB %.4f, ep %.4f", MarketPosition, HB, EntryPrice);
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