안녕하세요 예스스탁입니다. input : Exit_PT(500),Exit_LPT(250),BuyProfit(250),SellProfit(250),StopTick(250); input : TradingStartTime1(105000),TradingEndTime1(033500); var : Today_P( 0 ), Pre_NetProfit( 0 ), ProfitPoint( 0 ),LossPoint(0), myOpenProfit(0); input : FastPeriod(55), SlowPeriod(150), SignalPeriod(80); var : v0(0),v1(0),cond44(False); v0 = MACD(FastPeriod, SlowPeriod); v1 = Ema(v0, SignalPeriod); if Bdate != Bdate[1] Then { ProfitPoint = 0; Today_P = 0; Pre_NetProfit = NetProfit; condition99 = false; condition88 = false; } Today_P = NetProfit - Pre_NetProfit; myOpenProfit = OpenPositionProfit; If (Today_P + myOpenProfit) >= (Exit_PT * PriceScale ) Then condition99 = true; If (Today_P + myOpenProfit) <= (-Exit_LPT * PriceScale) Then condition88 = true; if (sdate != sdate[1] and stime >= TradingEndTime1) or (sdate == sdate[1] and stime >= TradingEndTime1 and stime[1] < TradingEndTime1) Then { COND44 = False; if MarketPosition <> 0 Then { ExitLong("마감 매수 청산"); ExitShort("마감 매도 청산"); } } if (sdate != sdate[1] and stime >= TradingStartTime1) or (sdate == sdate[1] and stime >= TradingStartTime1 and stime[1] < TradingStartTime1) Then COND44 = true; ProfitPoint = Exit_PT * PriceScale - Today_P - myOpenProfit; LossPoint = Exit_LPT * PriceScale + Today_P + myOpenProfit; if 1 == MarketPosition then { ExitLong("매수 익절마감", Atlimit, close + ProfitPoint); ExitLong("매수 손절마감", AtStop, close - LossPoint); ExitLong("매수 청산", Atlimit, EntryPrice + BuyProfit * PriceScale ); } if -1 == MarketPosition then { ExitShort("매도 익절마감", Atlimit, close - ProfitPoint); ExitShort("매도 손절마감", AtStop, close + LossPoint); ExitShort("매도 청산", Atlimit, EntryPrice - SellProfit * PriceScale ); } if Cond44 And false == condition99 And false == condition88 Then { if CrossUp(v0,v1) Then Buy("매수"); if CrossDown(v0,v1) Then Sell("매도"); } SetStopLoss(StopTick * PriceScale,pointstop); 즐거운 하루되세요 > jyck 님이 쓴 글입니다. > 제목 : 시그널메이커를 변환하고 싶습니다. > 안녕하세요? 아래 시스템트레이딩 수식은 시그널메이커에서 사용하는 수식입니다. 예스트레이더를 사용하려니 변환이 필요합니다. 도와주세요~~~ input : Exit_PT(500),Exit_LPT(250),BuyProfit(250),SellProfit(250),StopTick(250); var :SP(0); Params : TradingStartTime1(105000),TradingEndTime1(033500); var : Today_P( 0 ), Pre_NetProfit( 0 ), ProfitPoint( 0 ),LossPoint(0), myOpenProfit(0),TickPoint(0); Params : FastPeriod(55), SlowPeriod(150), SignalPeriod(80); SP = SignalPosition; TickPoint = OneTick * PriceScale; V0 = MACD(C, FastPeriod, SlowPeriod); V1 = XAverage(V0, SignalPeriod); if Time = 090000 Or (Time >= 090000 And (Time[1] < 090000 Or Date<>date[1])) Then Begin ProfitPoint = 0; // Today_P = 0; // Pre_NetProfit = NetProfit[1]; // condition99 = false; // condition88 = false; // End; Today_P = NetProfit - Pre_NetProfit; // 하루 누적 수익 myOpenProfit = OpenPositionProfit; If (Today_P + myOpenProfit) >= (Exit_PT * TickPoint ) Then condition99 = true; // If (Today_P + myOpenProfit) <= (-Exit_LPT * TickPoint) Then condition88 = true; // if TradingStartTime1 < TradingEndTime1 Then Begin If TradingStartTIME1 <= TIME And TIME <= TradingEndTIME1 Then COND44 = True Else COND44 = False; End Else Begin If TradingStartTIME1 <= TIME Or TIME <= TradingEndTIME1 Then COND44 = True Else COND44 = False; End; If Cond44 = False Then Begin if SP <> 0 Then Begin ExitLong("마감 매수 청산",OnClose,def,def,CurrentContracts); ExitShort("마감 매도 청산",OnClose,def,def,CurrentContracts); End; Cond44 = False; End; ProfitPoint = Exit_PT * TickPoint - Today_P - myOpenProfit; LossPoint = Exit_LPT * TickPoint + Today_P + myOpenProfit; if 1 = Sp then Begin ExitLong("매수 익절마감", Atlimit, close + ProfitPoint); ExitLong("매수 손절마감", AtStop, close - LossPoint); ExitLong("매수 청산", Atlimit, EntryPrice + BuyProfit * TickPoint ); End Else if -1 = Sp then Begin ExitShort("매도 익절마감", Atlimit, close - ProfitPoint); ExitShort("매도 손절마감", AtStop, close + LossPoint); ExitShort("매도 청산", Atlimit, EntryPrice - SellProfit * TickPoint ); End; //지정한 시간대에만 거래 if Cond44 And false = condition99 And false = condition88 Then Begin if CrossUp(V0,V1) Then Buy("매수") Else if CrossDown(V0,V1) Then Sell("매도"); End; SetStopLoss(StopTick * TickPoint * currentcontracts ,pointstop);