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기준선 재설정후 반복매매입니다. 검토부탁드립니다.

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기초부터다시
2010-12-14 11:38:11
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/*기준선설정후 일정범위 상승이면 셀 하락이면 바이 손실이나면 청산가격이 기준선으로 재설정 */ input : root1(262),n1(0.5),n2(0.5),num(1),choice(1),losscut(0.5); Var : entriestoday(0),cnt(0); entriestoday =0; for cnt = 0 to 10{ if sdate == entrydate(cnt) Then entriestoday=entriestoday+1; } If choice == 1 Then var1= root1 ; if marketposition == 0 and choice == 1 and l >var1-n1 and entriestoday < num then buy("b1",atlimit,root1- n1); if marketposition == 0 and choice == 1 and h < var1+n1 and entriestoday < num then sell("s1",atlimit,root1 +n2); if marketposition == 1 and entriestoday < num then exitlong("EL1",atlimit,var1-(currententries*n1)+n1); if marketposition == -1 and entriestoday < num then exitshort("es1",atlimit,var1+(currententries*n2)-n2); if marketposition ==1 or -1 and MaxPositionLoss >= losscut Then exitlong("바이정리1"); ExitShort("셀정리1"); If IsExitName("바이정리1") ==true Then var1= ExitPrice ;
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예스스탁 예스스탁 답변

2010-12-14 12:57:18

안녕하세요 예스스탁입니다. 첫진입후에 다음 진입은 청산가격을 기준으로 발생하게 변경했습니다. input : root1(262),n1(0.5),n2(0.5),num(1),choice(1),losscut(0.5); Var : entriestoday(0),cnt(0); entriestoday = 0; for cnt = 0 to 10{ if sdate == entrydate(cnt) Then entriestoday=entriestoday+1; } If choice == 1 Then var1= root1 ; if entriestoday < 1 Then{ if marketposition == 0 and choice == 1 and l >var1-n1 and entriestoday < num then buy("b1",atlimit,root1- n1); if marketposition == 0 and choice == 1 and h < var1+n1 and entriestoday < num then sell("s1",atlimit,root1 +n2); } if entriestoday >= 1 Then{ if marketposition == 0 and choice == 1 and l >var1-n1 and entriestoday < num then buy("b11",atlimit,ExitPrice(1)-n1); if marketposition == 0 and choice == 1 and h < var1+n1 and entriestoday < num then sell("s11",atlimit,ExitPrice(1)+n2); } if marketposition == 1 and entriestoday < num then exitlong("EL1",atlimit,var1-(currententries*n1)+n1); if marketposition == -1 and entriestoday < num then exitshort("es1",atlimit,var1+(currententries*n2)-n2); if marketposition ==1 or -1 and MaxPositionLoss >= losscut Then{ exitlong("바이정리1"); ExitShort("셀정리1"); } If IsExitName("바이정리1") ==true Then var1= ExitPrice ; 즐거운 하루되세요 > 따불 님이 쓴 글입니다. > 제목 : 기준선 재설정후 반복매매입니다. 검토부탁드립니다. > /*기준선설정후 일정범위 상승이면 셀 하락이면 바이 손실이나면 청산가격이 기준선으로 재설정 */ input : root1(262),n1(0.5),n2(0.5),num(1),choice(1),losscut(0.5); Var : entriestoday(0),cnt(0); entriestoday =0; for cnt = 0 to 10{ if sdate == entrydate(cnt) Then entriestoday=entriestoday+1; } If choice == 1 Then var1= root1 ; if marketposition == 0 and choice == 1 and l >var1-n1 and entriestoday < num then buy("b1",atlimit,root1- n1); if marketposition == 0 and choice == 1 and h < var1+n1 and entriestoday < num then sell("s1",atlimit,root1 +n2); if marketposition == 1 and entriestoday < num then exitlong("EL1",atlimit,var1-(currententries*n1)+n1); if marketposition == -1 and entriestoday < num then exitshort("es1",atlimit,var1+(currententries*n2)-n2); if marketposition ==1 or -1 and MaxPositionLoss >= losscut Then exitlong("바이정리1"); ExitShort("셀정리1"); If IsExitName("바이정리1") ==true Then var1= ExitPrice ;
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회원

2012-02-27 11:45:43

관리자님에 의해 삭제된 답변입니다.