안녕하세요 예스스탁입니다. 1 해당식 적용해 보았지만 최대 20번까지 진입하고 있습니다. 수식에는 수정할 부분이 없습니다. 설정창의 옵션을 확인하시기 바랍니다. 시스템 트레이딩 설정창의 피라미딩탭 하단에 파리미딩시 최대진입수량과 최대진입횟수에 대한 제한 설정이 있습니다. 해당값에서 최대진입횟수가 20회이상으로 지정되어 있으면 됩니다. 수식에서 20회까지만 진입하게 들어가 있으므로 해당값은 크게 지정하셔도 됩니다. 2 해당 부분은 처리해 드리기 어렵습니다. 81088번에 답변내용을 참고하시기 바랍니다. 3 #----------------------------------------- # 변수셋팅 #----------------------------------------- Input : 매수진입폭(20) ; Input : 매도진입폭(20) ; var : 기준가격(0) ; #--------------------------------------------------- # 매수시스템 #-------------------------------------------------- var1 = PriceScale*매수진입폭; #------------- # Long 매수 #------------- if MarketPosition == 0 and L > DayOpen-var1 Then Buy("B1",AtLimit,DayOpen-var1,1); #--------------------- # Long 매수 물타기 #--------------------- if MarketPosition == 1 and MaxEntries == 1 Then Buy("B2",AtLimit,DayOpen-var1*2,1); if MarketPosition == 1 and MaxEntries == 2 Then Buy("B3",AtLimit,DayOpen-var1*3,1); if MarketPosition == 1 and MaxEntries == 3 Then Buy("B4",AtLimit,DayOpen-var1*4,1); if MarketPosition == 1 and MaxEntries == 4 Then Buy("B5",AtLimit,DayOpen-var1*5,1); if MarketPosition == 1 and MaxEntries == 5 Then Buy("B6",AtLimit,DayOpen-var1*6,1); if MarketPosition == 1 and MaxEntries == 6 Then Buy("B7",AtLimit,DayOpen-var1*7,1); if MarketPosition == 1 and MaxEntries == 7 Then Buy("B8",AtLimit,DayOpen-var1*8,1); if MarketPosition == 1 and MaxEntries == 8 Then Buy("B9",AtLimit,DayOpen-var1*9,1); if MarketPosition == 1 and MaxEntries == 9 Then Buy("B10",AtLimit,DayOpen-var1*10,1); if MarketPosition == 1 and MaxEntries == 10 Then Buy("B11",AtLimit,DayOpen-var1*11,1); if MarketPosition == 1 and MaxEntries == 11 Then Buy("B12",AtLimit,DayOpen-var1*12,1); if MarketPosition == 1 and MaxEntries == 12 Then Buy("B13",AtLimit,DayOpen-var1*13,1); if MarketPosition == 1 and MaxEntries == 13 Then Buy("B14",AtLimit,DayOpen-var1*14,1); if MarketPosition == 1 and MaxEntries == 14 Then Buy("B15",AtLimit,DayOpen-var1*15,1); if MarketPosition == 1 and MaxEntries == 15 Then Buy("B16",AtLimit,DayOpen-var1*16,1); if MarketPosition == 1 and MaxEntries == 16 Then Buy("B17",AtLimit,DayOpen-var1*17,1); if MarketPosition == 1 and MaxEntries == 17 Then Buy("B18",AtLimit,DayOpen-var1*18,1); if MarketPosition == 1 and MaxEntries == 18 Then Buy("B19",AtLimit,DayOpen-var1*19,1); if MarketPosition == 1 and MaxEntries == 19 Then Buy("B20",AtLimit,DayOpen-var1*20,1); #--------------------- # Long 매수 청산 #--------------------- if MarketPosition == 1 and MaxEntries == 1 Then ExitLong("BX1",AtLimit,DayOpen+var1*0,"",1,2); if MarketPosition == 1 and MaxEntries == 2 Then ExitLong("BX2",AtLimit,DayOpen+var1*1,"",1,2); if MarketPosition == 1 and MaxEntries == 3 Then ExitLong("BX3",AtLimit,DayOpen+var1*2,"",1,2); if MarketPosition == 1 and MaxEntries == 4 Then ExitLong("BX4",AtLimit,DayOpen+var1*3,"",1,2); if MarketPosition == 1 and MaxEntries == 5 Then ExitLong("BX5",AtLimit,DayOpen+var1*4,"",1,2); if MarketPosition == 1 and MaxEntries == 6 Then ExitLong("BX6",AtLimit,DayOpen+var1*5,"",1,2); if MarketPosition == 1 and MaxEntries == 7 Then ExitLong("BX7",AtLimit,DayOpen+var1*6,"",1,2); if MarketPosition == 1 and MaxEntries == 8 Then ExitLong("BX8",AtLimit,DayOpen+var1*7,"",1,2); if MarketPosition == 1 and MaxEntries == 9 Then ExitLong("BX9",AtLimit,DayOpen+var1*8,"",1,2); if MarketPosition == 1 and MaxEntries == 10 Then ExitLong("BX10",AtLimit,DayOpen+var1*9,"",1,2); if MarketPosition == 1 and MaxEntries == 11 Then ExitLong("BX11",AtLimit,DayOpen+var1*10,"",1,2); if MarketPosition == 1 and MaxEntries == 12 Then ExitLong("BX12",AtLimit,DayOpen+var1*11,"",1,2); if MarketPosition == 1 and MaxEntries == 13 Then ExitLong("BX13",AtLimit,DayOpen+var1*12,"",1,2); if MarketPosition == 1 and MaxEntries == 14 Then ExitLong("BX14",AtLimit,DayOpen+var1*13,"",1,2); if MarketPosition == 1 and MaxEntries == 15 Then ExitLong("BX15",AtLimit,DayOpen+var1*14,"",1,2); if MarketPosition == 1 and MaxEntries == 16 Then ExitLong("BX16",AtLimit,DayOpen+var1*15,"",1,2); if MarketPosition == 1 and MaxEntries == 17 Then ExitLong("BX17",AtLimit,DayOpen+var1*16,"",1,2); if MarketPosition == 1 and MaxEntries == 18 Then ExitLong("BX18",AtLimit,DayOpen+var1*17,"",1,2); if MarketPosition == 1 and MaxEntries == 19 Then ExitLong("BX19",AtLimit,DayOpen+var1*18,"",1,2); if MarketPosition == 1 and MaxEntries == 20 Then ExitLong("BX20",AtLimit,DayOpen+var1*19,"",1,2); if MarketPosition == 1 Then ExitLong("bx",AtLimit,AvgEntryPrice+var1); #--------------------------------------------------- # 매도시스템 #--------------------------------------------------- var3 = PriceScale*매도진입폭; #------------- # short 매도 #------------- if MarketPosition == 0 and H < DayOpen+var3 Then Sell("S1",AtLimit,DayOpen+var3,1); #--------------------- # Short 매도 물타기 #--------------------- if MarketPosition == -1 and MaxEntries == 1 Then Sell("S2",AtLimit,DayOpen+var3*2,1); if MarketPosition == -1 and MaxEntries == 2 Then Sell("S3",AtLimit,DayOpen+var3*3,1); if MarketPosition == -1 and MaxEntries == 3 Then Sell("S4",AtLimit,DayOpen+var3*4,1); if MarketPosition == -1 and MaxEntries == 4 Then Sell("S5",AtLimit,DayOpen+var3*5,1); if MarketPosition == -1 and MaxEntries == 5 Then Sell("S6",AtLimit,DayOpen+var3*6,1); if MarketPosition == -1 and MaxEntries == 6 Then Sell("S7",AtLimit,DayOpen+var3*7,1); if MarketPosition == -1 and MaxEntries == 7 Then Sell("S8",AtLimit,DayOpen+var3*8,1); if MarketPosition == -1 and MaxEntries == 8 Then Sell("S9",AtLimit,DayOpen+var3*9,1); if MarketPosition == -1 and MaxEntries == 9 Then Sell("S10",AtLimit,DayOpen+var3*10,1); if MarketPosition == -1 and MaxEntries == 10 Then Sell("S11",AtLimit,DayOpen+var3*11,1); if MarketPosition == -1 and MaxEntries == 11 Then Sell("S12",AtLimit,DayOpen+var3*12,1); if MarketPosition == -1 and MaxEntries == 12 Then Sell("S13",AtLimit,DayOpen+var3*13,1); if MarketPosition == -1 and MaxEntries == 13 Then Sell("S14",AtLimit,DayOpen+var3*14,1); if MarketPosition == -1 and MaxEntries == 14 Then Sell("S15",AtLimit,DayOpen+var3*15,1); if MarketPosition == -1 and MaxEntries == 15 Then Sell("S16",AtLimit,DayOpen+var3*16,1); if MarketPosition == -1 and MaxEntries == 16 Then Sell("S17",AtLimit,DayOpen+var3*17,1); if MarketPosition == -1 and MaxEntries == 17 Then Sell("S18",AtLimit,DayOpen+var3*18,1); if MarketPosition == -1 and MaxEntries == 18 Then Sell("S19",AtLimit,DayOpen+var3*19,1); if MarketPosition == -1 and MaxEntries == 19 Then Sell("S20",AtLimit,DayOpen+var3*20,1); #--------------------- # Short 매도 청산 #--------------------- if MarketPosition == -1 and MaxEntries == 1 Then ExitShort("SX1",AtLimit,DayOpen-var3*0,"",1,2); if MarketPosition == -1 and MaxEntries == 2 Then ExitShort("SX2",AtLimit,DayOpen-var3*1,"",1,2); if MarketPosition == -1 and MaxEntries == 3 Then ExitShort("SX3",AtLimit,DayOpen-var3*2,"",1,2); if MarketPosition == -1 and MaxEntries == 4 Then ExitShort("SX4",AtLimit,DayOpen-var3*3,"",1,2); if MarketPosition == -1 and MaxEntries == 5 Then ExitShort("SX5",AtLimit,DayOpen-var3*4,"",1,2); if MarketPosition == -1 and MaxEntries == 6 Then ExitShort("SX6",AtLimit,DayOpen-var3*5,"",1,2); if MarketPosition == -1 and MaxEntries == 7 Then ExitShort("SX7",AtLimit,DayOpen-var3*6,"",1,2); if MarketPosition == -1 and MaxEntries == 8 Then ExitShort("SX8",AtLimit,DayOpen-var3*7,"",1,2); if MarketPosition == -1 and MaxEntries == 9 Then ExitShort("SX9",AtLimit,DayOpen-var3*8,"",1,2); if MarketPosition == -1 and MaxEntries == 10 Then ExitShort("SX10",AtLimit,DayOpen-var3*9,"",1,2); if MarketPosition == -1 and MaxEntries == 11 Then ExitShort("SX11",AtLimit,DayOpen-var3*10,"",1,2); if MarketPosition == -1 and MaxEntries == 12 Then ExitShort("SX12",AtLimit,DayOpen-var3*11,"",1,2); if MarketPosition == -1 and MaxEntries == 13 Then ExitShort("SX13",AtLimit,DayOpen-var3*12,"",1,2); if MarketPosition == -1 and MaxEntries == 14 Then ExitShort("SX14",AtLimit,DayOpen-var3*13,"",1,2); if MarketPosition == -1 and MaxEntries == 15 Then ExitShort("SX15",AtLimit,DayOpen-var3*14,"",1,2); if MarketPosition == -1 and MaxEntries == 16 Then ExitShort("SX16",AtLimit,DayOpen-var3*15,"",1,2); if MarketPosition == -1 and MaxEntries == 17 Then ExitShort("SX17",AtLimit,DayOpen-var3*16,"",1,2); if MarketPosition == -1 and MaxEntries == 18 Then ExitShort("SX18",AtLimit,DayOpen-var3*17,"",1,2); if MarketPosition == -1 and MaxEntries == 19 Then ExitShort("SX19",AtLimit,DayOpen-var3*18,"",1,2); if MarketPosition == -1 and MaxEntries == 20 Then ExitShort("SX20",AtLimit,DayOpen-var3*19,"",1,2); if MarketPosition == 1 Then ExitShort("sx",AtLimit,AvgEntryPrice-var3); 즐거운 하루되세요 > 양치기 님이 쓴 글입니다. > 제목 : 시스템식 부탁드립니다. > 안녕하세요. 아래 시스템식 수정 부탁드립니다. 종목 : 해외선물 요청사항 1 가격이 계속 하락시 20개까지 추가 매수하도록 되어 있지만 최대 6개밖에 매수가 되지 않습니다. 왜 더 추가로 매수가 되지 않는지 모르겠습니다. 시스템식 수정 부탁드립니다. 요청사항 2 가격이 계속 하락하여 만약 5계약이 매수된 경우 첫번째 청산은 마지막 5번째 들어간 매수부터 청산하되 5번째 매수한 가격에서 20틱 상승시 청산 그 다음 4번째 들어간 매수를 청산하되 4번째 매수도 매수가격보다 20틱 상승시 청산 그 다음 3번째 들어간 매수를 청산하되 3번째 매수도 매수가격보다 20틱 상승시 청산 마지막으로 1번째로 매수한 것을 마지막으로 청산하고 싶습니다. 시스템식 수정 부탁드립니다. 요청사항 3 가령 매수를 5계약을 들어간 경우 청산은 5계약의 평균 진입가격에서 20틱 상승한 경우 한번에 청산하는 시스템식으로 수정 부탁드립니다. 감사합니다. #----------------------------------------- # 변수셋팅 #----------------------------------------- Input : 매수진입폭(20) ; Input : 매도진입폭(20) ; var : 기준가격(0) ; #--------------------------------------------------- # 매수시스템 #-------------------------------------------------- var1 = PriceScale*매수진입폭; #------------- # Long 매수 #------------- if MarketPosition == 0 and L > DayOpen-var1 Then Buy("B1",AtLimit,DayOpen-var1,1); #--------------------- # Long 매수 물타기 #--------------------- if MarketPosition == 1 and MaxEntries == 1 Then Buy("B2",AtLimit,DayOpen-var1*2,1); if MarketPosition == 1 and MaxEntries == 2 Then Buy("B3",AtLimit,DayOpen-var1*3,1); if MarketPosition == 1 and MaxEntries == 3 Then Buy("B4",AtLimit,DayOpen-var1*4,1); if MarketPosition == 1 and MaxEntries == 4 Then Buy("B5",AtLimit,DayOpen-var1*5,1); if MarketPosition == 1 and MaxEntries == 5 Then Buy("B6",AtLimit,DayOpen-var1*6,1); if MarketPosition == 1 and MaxEntries == 6 Then Buy("B7",AtLimit,DayOpen-var1*7,1); if MarketPosition == 1 and MaxEntries == 7 Then Buy("B8",AtLimit,DayOpen-var1*8,1); if MarketPosition == 1 and MaxEntries == 8 Then Buy("B9",AtLimit,DayOpen-var1*9,1); if MarketPosition == 1 and MaxEntries == 9 Then Buy("B10",AtLimit,DayOpen-var1*10,1); if MarketPosition == 1 and MaxEntries == 10 Then Buy("B11",AtLimit,DayOpen-var1*11,1); if MarketPosition == 1 and MaxEntries == 11 Then Buy("B12",AtLimit,DayOpen-var1*12,1); if MarketPosition == 1 and MaxEntries == 12 Then Buy("B13",AtLimit,DayOpen-var1*13,1); if MarketPosition == 1 and MaxEntries == 13 Then Buy("B14",AtLimit,DayOpen-var1*14,1); if MarketPosition == 1 and MaxEntries == 14 Then Buy("B15",AtLimit,DayOpen-var1*15,1); if MarketPosition == 1 and MaxEntries == 15 Then Buy("B16",AtLimit,DayOpen-var1*16,1); if MarketPosition == 1 and MaxEntries == 16 Then Buy("B17",AtLimit,DayOpen-var1*17,1); if MarketPosition == 1 and MaxEntries == 17 Then Buy("B18",AtLimit,DayOpen-var1*18,1); if MarketPosition == 1 and MaxEntries == 18 Then Buy("B19",AtLimit,DayOpen-var1*19,1); if MarketPosition == 1 and MaxEntries == 19 Then Buy("B20",AtLimit,DayOpen-var1*20,1); #--------------------- # Long 매수 청산 #--------------------- if MarketPosition == 1 and MaxEntries == 1 Then ExitLong("BX1",AtLimit,DayOpen+var1*0,"",1,2); if MarketPosition == 1 and MaxEntries == 2 Then ExitLong("BX2",AtLimit,DayOpen+var1*1,"",1,2); if MarketPosition == 1 and MaxEntries == 3 Then ExitLong("BX3",AtLimit,DayOpen+var1*2,"",1,2); if MarketPosition == 1 and MaxEntries == 4 Then ExitLong("BX4",AtLimit,DayOpen+var1*3,"",1,2); if MarketPosition == 1 and MaxEntries == 5 Then ExitLong("BX5",AtLimit,DayOpen+var1*4,"",1,2); if MarketPosition == 1 and MaxEntries == 6 Then ExitLong("BX6",AtLimit,DayOpen+var1*5,"",1,2); if MarketPosition == 1 and MaxEntries == 7 Then ExitLong("BX7",AtLimit,DayOpen+var1*6,"",1,2); if MarketPosition == 1 and MaxEntries == 8 Then ExitLong("BX8",AtLimit,DayOpen+var1*7,"",1,2); if MarketPosition == 1 and MaxEntries == 9 Then ExitLong("BX9",AtLimit,DayOpen+var1*8,"",1,2); if MarketPosition == 1 and MaxEntries == 10 Then ExitLong("BX10",AtLimit,DayOpen+var1*9,"",1,2); if MarketPosition == 1 and MaxEntries == 11 Then ExitLong("BX11",AtLimit,DayOpen+var1*10,"",1,2); if MarketPosition == 1 and MaxEntries == 12 Then ExitLong("BX12",AtLimit,DayOpen+var1*11,"",1,2); if MarketPosition == 1 and MaxEntries == 13 Then ExitLong("BX13",AtLimit,DayOpen+var1*12,"",1,2); if MarketPosition == 1 and MaxEntries == 14 Then ExitLong("BX14",AtLimit,DayOpen+var1*13,"",1,2); if MarketPosition == 1 and MaxEntries == 15 Then ExitLong("BX15",AtLimit,DayOpen+var1*14,"",1,2); if MarketPosition == 1 and MaxEntries == 16 Then ExitLong("BX16",AtLimit,DayOpen+var1*15,"",1,2); if MarketPosition == 1 and MaxEntries == 17 Then ExitLong("BX17",AtLimit,DayOpen+var1*16,"",1,2); if MarketPosition == 1 and MaxEntries == 18 Then ExitLong("BX18",AtLimit,DayOpen+var1*17,"",1,2); if MarketPosition == 1 and MaxEntries == 19 Then ExitLong("BX19",AtLimit,DayOpen+var1*18,"",1,2); if MarketPosition == 1 and MaxEntries == 20 Then ExitLong("BX20",AtLimit,DayOpen+var1*19,"",1,2); #--------------------------------------------------- # 매도시스템 #--------------------------------------------------- var3 = PriceScale*매도진입폭; #------------- # short 매도 #------------- if MarketPosition == 0 and H < DayOpen+var3 Then Sell("S1",AtLimit,DayOpen+var3,1); #--------------------- # Short 매도 물타기 #--------------------- if MarketPosition == -1 and MaxEntries == 1 Then Sell("S2",AtLimit,DayOpen+var3*2,1); if MarketPosition == -1 and MaxEntries == 2 Then Sell("S3",AtLimit,DayOpen+var3*3,1); if MarketPosition == -1 and MaxEntries == 3 Then Sell("S4",AtLimit,DayOpen+var3*4,1); if MarketPosition == -1 and MaxEntries == 4 Then Sell("S5",AtLimit,DayOpen+var3*5,1); if MarketPosition == -1 and MaxEntries == 5 Then Sell("S6",AtLimit,DayOpen+var3*6,1); if MarketPosition == -1 and MaxEntries == 6 Then Sell("S7",AtLimit,DayOpen+var3*7,1); if MarketPosition == -1 and MaxEntries == 7 Then Sell("S8",AtLimit,DayOpen+var3*8,1); if MarketPosition == -1 and MaxEntries == 8 Then Sell("S9",AtLimit,DayOpen+var3*9,1); if MarketPosition == -1 and MaxEntries == 9 Then Sell("S10",AtLimit,DayOpen+var3*10,1); if MarketPosition == -1 and MaxEntries == 10 Then Sell("S11",AtLimit,DayOpen+var3*11,1); if MarketPosition == -1 and MaxEntries == 11 Then Sell("S12",AtLimit,DayOpen+var3*12,1); if MarketPosition == -1 and MaxEntries == 12 Then Sell("S13",AtLimit,DayOpen+var3*13,1); if MarketPosition == -1 and MaxEntries == 13 Then Sell("S14",AtLimit,DayOpen+var3*14,1); if MarketPosition == -1 and MaxEntries == 14 Then Sell("S15",AtLimit,DayOpen+var3*15,1); if MarketPosition == -1 and MaxEntries == 15 Then Sell("S16",AtLimit,DayOpen+var3*16,1); if MarketPosition == -1 and MaxEntries == 16 Then Sell("S17",AtLimit,DayOpen+var3*17,1); if MarketPosition == -1 and MaxEntries == 17 Then Sell("S18",AtLimit,DayOpen+var3*18,1); if MarketPosition == -1 and MaxEntries == 18 Then Sell("S19",AtLimit,DayOpen+var3*19,1); if MarketPosition == -1 and MaxEntries == 19 Then Sell("S20",AtLimit,DayOpen+var3*20,1); #--------------------- # Short 매도 청산 #--------------------- if MarketPosition == -1 and MaxEntries == 1 Then ExitShort("SX1",AtLimit,DayOpen-var3*0,"",1,2); if MarketPosition == -1 and MaxEntries == 2 Then ExitShort("SX2",AtLimit,DayOpen-var3*1,"",1,2); if MarketPosition == -1 and MaxEntries == 3 Then ExitShort("SX3",AtLimit,DayOpen-var3*2,"",1,2); if MarketPosition == -1 and MaxEntries == 4 Then ExitShort("SX4",AtLimit,DayOpen-var3*3,"",1,2); if MarketPosition == -1 and MaxEntries == 5 Then ExitShort("SX5",AtLimit,DayOpen-var3*4,"",1,2); if MarketPosition == -1 and MaxEntries == 6 Then ExitShort("SX6",AtLimit,DayOpen-var3*5,"",1,2); if MarketPosition == -1 and MaxEntries == 7 Then ExitShort("SX7",AtLimit,DayOpen-var3*6,"",1,2); if MarketPosition == -1 and MaxEntries == 8 Then ExitShort("SX8",AtLimit,DayOpen-var3*7,"",1,2); if MarketPosition == -1 and MaxEntries == 9 Then ExitShort("SX9",AtLimit,DayOpen-var3*8,"",1,2); if MarketPosition == -1 and MaxEntries == 10 Then ExitShort("SX10",AtLimit,DayOpen-var3*9,"",1,2); if MarketPosition == -1 and MaxEntries == 11 Then ExitShort("SX11",AtLimit,DayOpen-var3*10,"",1,2); if MarketPosition == -1 and MaxEntries == 12 Then ExitShort("SX12",AtLimit,DayOpen-var3*11,"",1,2); if MarketPosition == -1 and MaxEntries == 13 Then ExitShort("SX13",AtLimit,DayOpen-var3*12,"",1,2); if MarketPosition == -1 and MaxEntries == 14 Then ExitShort("SX14",AtLimit,DayOpen-var3*13,"",1,2); if MarketPosition == -1 and MaxEntries == 15 Then ExitShort("SX15",AtLimit,DayOpen-var3*14,"",1,2); if MarketPosition == -1 and MaxEntries == 16 Then ExitShort("SX16",AtLimit,DayOpen-var3*15,"",1,2); if MarketPosition == -1 and MaxEntries == 17 Then ExitShort("SX17",AtLimit,DayOpen-var3*16,"",1,2); if MarketPosition == -1 and MaxEntries == 18 Then ExitShort("SX18",AtLimit,DayOpen-var3*17,"",1,2); if MarketPosition == -1 and MaxEntries == 19 Then ExitShort("SX19",AtLimit,DayOpen-var3*18,"",1,2); if MarketPosition == -1 and MaxEntries == 20 Then ExitShort("SX20",AtLimit,DayOpen-var3*19,"",1,2);