커뮤니티
수식 부탁드립니다.
2022-09-23 15:23:12
1113
글번호 162469
**지그재그 신호에 즉시 전부 매수매도하는 시스템입니다.
1. bl은 손절시 나오는 건가요?
2. 직전 분홍선보다 높은 분홍선값일때만 매수진입
직전 파란선보다 낮은 파란선값일때만 매도진입
하는 시스템을 만들고 싶어요
금요일이라 너무 늦은거 같은데, 오늘 될까요?
====================================================
Input:전환비율(2);
input : StartTime(070000),EndTime(055500);
Input :익절(30),손절(26),당일수익(100),당일손실(80);
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);
var : TL4(0),TX4(0),TL5(0),TX5(0);
Array:고[10,4](0),저[10,4](0);
HH = H;
LL = L;
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)) Then
Sell("s",AtStop,고[1,1]* (1 - (전환비율/100)));
if MarketPosition <= 0 and T == -1 and H < 저[1,1]* (1 + (전환비율/100)) 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
2022-09-23 16:03:47
안녕하세요
예스스탁입니다.
1
ExitLong("bl",AtStop, max(EntryPrice-손절,고[1,1]* (1 - (전환비율/100))));
해당 청산은 반드시 손절은 아닙니다.
매수진입후 진입가-26포인트 혹은 최근고점-청산비율% 중 먼저 만나는 값으로 청산이 발생하므로
진입후 최근고점-청산비율%에 청산되면 이익으로 청산될 수 있습니다.
2
Input:전환비율(2);
input : StartTime(070000),EndTime(055500);
Input :익절(30),손절(26),당일수익(100),당일손실(80);
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);
var : TL4(0),TX4(0),TL5(0),TX5(0);
Array:고[10,4](0),저[10,4](0);
HH = H;
LL = L;
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 고[1,1] < 고[2,1] 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 저[1,1] > 저[2,1] 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.
> **지그재그 신호에 즉시 전부 매수매도하는 시스템입니다.
1. bl은 손절시 나오는 건가요?
2. 직전 분홍선보다 높은 분홍선값일때만 매수진입
직전 파란선보다 낮은 파란선값일때만 매도진입
하는 시스템을 만들고 싶어요
금요일이라 너무 늦은거 같은데, 오늘 될까요?
====================================================
Input:전환비율(2);
input : StartTime(070000),EndTime(055500);
Input :익절(30),손절(26),당일수익(100),당일손실(80);
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);
var : TL4(0),TX4(0),TL5(0),TX5(0);
Array:고[10,4](0),저[10,4](0);
HH = H;
LL = L;
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)) Then
Sell("s",AtStop,고[1,1]* (1 - (전환비율/100)));
if MarketPosition <= 0 and T == -1 and H < 저[1,1]* (1 + (전환비율/100)) 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);
이전글