안녕하세요 예스스탁입니다. 올려주신 내용만으로는 저희가 어느부분을 수정해 드려야 할지 알수 없습니다. 좀더 자세한 내용을 올려주시거나 02-3453-1060 전화주시기 바랍니다. 즐거운 하루되세요 > 제이디1 님이 쓴 글입니다. > 제목 : 시스템 로직 수정부탁드립니다. > 아무것도 안 건드리고 수식 잘 쓰고 있었는데, 갑자기 제대로 안 나오네요? 수정한 부분 표시 좀 해주세요.. Input:전환비율(0.5); input : StartTime(070000),EndTime(055500); Input :익절(15),손절(18),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),Bcond(False),Scond(False); 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; } Bcond = MarketPosition == 0 and MarketPosition(1) == 1 and MarketPosition(2) == 1; Scond = MarketPosition == 0 and MarketPosition(1) == -1 and MarketPosition(2) == -1; 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] and Scond == False 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] and Bcond == False 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);