커뮤니티

수식추가해주세요===========

프로필 이미지
leekss1
2011-03-13 10:20:19
649
글번호 36503
답변완료
Input : Period(1),maP(30),N(0.05),Tr1(1.7),Tr2(0.5),진입(1000),ADXP(20),Per1(0.5),X1(10); Var : value(0); var2 = adx(adxP); value = ma(bids,period)-ma(asks,period); #최근 X봉 동안 최고값이 최저값대비 per%이상 큼 Condition1 = highest(h,x1) >= lowest(L,x1)*(1+(Per1/100)); if stime >= 093000 and stime < 144500 and var2 >=10 then { if value > value[1]+진입 and ma(C,map) >= ma(C,map)[1]+N and Condition1 Then buy(); if value < value[1]-진입 and ma(C,map) <= ma(C,map)[1]-N and Condition1 Then Sell(); SetStopLoss(PriceScale*15,PointStop); #SetStopProfittarget(PriceScale*30,PointStop); if MarketPosition == 1 Then{ if Highest(H,BarsSinceEntry) < EntryPrice+2 Then ExitLong("bx1",AtStop,Highest(H,BarsSinceEntry)-tr1); Else ExitLong("bx2",AtStop,Highest(H,BarsSinceEntry)-tr2); } if MarketPosition == -1 Then{ if Lowest(L,BarsSinceEntry) > EntryPrice-2 Then ExitShort("sx1",AtStop,Lowest(L,BarsSinceEntry)+tr1); Else ExitShort("sx2",AtStop,Lowest(L,BarsSinceEntry)+tr2); } } //시간청산 var11 = int(date/100)-int(date/10000)*100; //월 var22 = date - int(date/100)*100; //일 var33 = DayOfWeek(date); //요일 if var11%3 == 0 and var22 >= 8 and var22 <= 14 and var33 == 4 then { SetStopEndofday(144800); //만기날 } else { SetStopEndofday(150100); //평일 } 위식에서 당일수익이 2포인트이상이면 청산및 진입금지 해주세요
시스템
답변 1
프로필 이미지

예스스탁 예스스탁 답변

2011-03-14 11:41:39

안녕하세요 예스스탁입니다. Input : Period(1),maP(30),N(0.05),Tr1(1.7),Tr2(0.5),진입(1000),ADXP(20),Per1(0.5),X1(10),당일손익(2); Var : value(0); var : PLR(0),XCommission(0),XSlippage(0),OpenPL(0),dayPL(0),count(0); #당일누적손익계산 시작 XCommission = ((C*ExitCommission)/100)*CurrentContracts; #%설정 XSlippage = (ExitSlippage)*CurrentContracts; #Pt설정 PLR = 0; count = 0; for var1 = 1 to 10{ if sdate == EntryDate(var1) Then{ count = count+1; PLR = PLR+PositionProfit(var1); } } if MarketPosition() == 0 Then{ OpenPL = 0; dayPL = PLR; } Else{ OpenPL = (PositionProfit-(XCommission+XSlippage)); dayPL = PLR+OpenPL; } #당일누적손익계산 끝 var2 = adx(adxP); value = ma(bids,period)-ma(asks,period); #최근 X봉 동안 최고값이 최저값대비 per%이상 큼 Condition1 = highest(h,x1) >= lowest(L,x1)*(1+(Per1/100)); if stime >= 093000 and stime < 144500 and var2 >=10 and dayPL < 2 then { if value > value[1]+진입 and ma(C,map) >= ma(C,map)[1]+N and Condition1 Then buy(); if value < value[1]-진입 and ma(C,map) <= ma(C,map)[1]-N and Condition1 Then Sell(); SetStopLoss(PriceScale*15,PointStop); #SetStopProfittarget(PriceScale*30,PointStop); if MarketPosition == 1 Then{ if Highest(H,BarsSinceEntry) < EntryPrice+2 Then ExitLong("bx1",AtStop,Highest(H,BarsSinceEntry)-tr1); Else ExitLong("bx2",AtStop,Highest(H,BarsSinceEntry)-tr2); } if MarketPosition == -1 Then{ if Lowest(L,BarsSinceEntry) > EntryPrice-2 Then ExitShort("sx1",AtStop,Lowest(L,BarsSinceEntry)+tr1); Else ExitShort("sx2",AtStop,Lowest(L,BarsSinceEntry)+tr2); } } //시간청산 var11 = int(date/100)-int(date/10000)*100; //월 var22 = date - int(date/100)*100; //일 var33 = DayOfWeek(date); //요일 if var11%3 == 0 and var22 >= 8 and var22 <= 14 and var33 == 4 then { SetStopEndofday(144800); //만기날 } else { SetStopEndofday(150100); //평일 } if MarketPosition != 0 and crossup(dayPL,2) Then{ exitlong(); ExitShort(); } 즐거운 하루되세요 > leekss1 님이 쓴 글입니다. > 제목 : 수식추가해주세요=========== > Input : Period(1),maP(30),N(0.05),Tr1(1.7),Tr2(0.5),진입(1000),ADXP(20),Per1(0.5),X1(10); Var : value(0); var2 = adx(adxP); value = ma(bids,period)-ma(asks,period); #최근 X봉 동안 최고값이 최저값대비 per%이상 큼 Condition1 = highest(h,x1) >= lowest(L,x1)*(1+(Per1/100)); if stime >= 093000 and stime < 144500 and var2 >=10 then { if value > value[1]+진입 and ma(C,map) >= ma(C,map)[1]+N and Condition1 Then buy(); if value < value[1]-진입 and ma(C,map) <= ma(C,map)[1]-N and Condition1 Then Sell(); SetStopLoss(PriceScale*15,PointStop); #SetStopProfittarget(PriceScale*30,PointStop); if MarketPosition == 1 Then{ if Highest(H,BarsSinceEntry) < EntryPrice+2 Then ExitLong("bx1",AtStop,Highest(H,BarsSinceEntry)-tr1); Else ExitLong("bx2",AtStop,Highest(H,BarsSinceEntry)-tr2); } if MarketPosition == -1 Then{ if Lowest(L,BarsSinceEntry) > EntryPrice-2 Then ExitShort("sx1",AtStop,Lowest(L,BarsSinceEntry)+tr1); Else ExitShort("sx2",AtStop,Lowest(L,BarsSinceEntry)+tr2); } } //시간청산 var11 = int(date/100)-int(date/10000)*100; //월 var22 = date - int(date/100)*100; //일 var33 = DayOfWeek(date); //요일 if var11%3 == 0 and var22 >= 8 and var22 <= 14 and var33 == 4 then { SetStopEndofday(144800); //만기날 } else { SetStopEndofday(150100); //평일 } 위식에서 당일수익이 2포인트이상이면 청산및 진입금지 해주세요