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수식부탁드립니다-----------------------

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leekss1
2011-03-14 17:57:59
687
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Input : Period(20),maP(30),map6(15),N(0.1),Tr1(0.5),Tr2(0.5),진입(2000),ADXP(30),Per1(1),X1(40); 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 ma(C,9) >= ma(C,9)[1] and Condition1 Then buy(); if value < value[1]-진입 and ma(C,map) <= ma(C,map)[1]-N and ma(C,9) <= ma(C,9)[1] and Condition1 Then Sell(); SetStopLoss(PriceScale*15,PointStop); #SetStopProfittarget(PriceScale*45,PointStop); if Condition1 == true Then{ if MarketPosition == 1 Then{ ExitLong("15b절",AtStop,EntryPrice-PriceScale*15); ExitLong("bx5",AtLimit,EntryPrice+PriceScale*19); } if MarketPosition == -1 Then{ ExitShort("15s절",AtStop,EntryPrice+PriceScale*15); ExitShort("sx5",AtLimit,EntryPrice-PriceScale*19); } } if Condition1 == false Then{ if MarketPosition == 1 Then{ if Highest(H,BarsSinceEntry) < EntryPrice+1 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-1 Then ExitShort("sx1",AtStop,Lowest(L,BarsSinceEntry)+tr1); Else ExitShort("sx2",AtStop,Lowest(L,BarsSinceEntry)+tr2); } } #단기이평청산---------------------- #if MarketPosition == 1 and ma(C,5) < ma(C,5)[1]-0.25 Then # ExitLong(); #if MarketPosition == -1 and ma(C,5) > ma(C,5)[1]+0.25 Then # ExitShort(); //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 } } 위식에 당일 2.0포인트 이익나면 청산하고 진입안하게 해주세요 한번해주셨는데 여기에 적용할 하니 이상한신호가나와서 다시 부탁드립니다 항상고맙슴니다
시스템
답변 1
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예스스탁 예스스탁 답변

2011-03-14 18:14:02

안녕하세요 예스스탁입니다. Input : Period(20),maP(30),map6(15),N(0.1),Tr1(0.5),Tr2(0.5),진입(2000),ADXP(30),Per1(1),X1(40),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 < 당일손익 then { if value > value[1]+진입 and ma(C,map) >= ma(C,map)[1]+N and ma(C,9) >= ma(C,9)[1] and Condition1 Then buy(); if value < value[1]-진입 and ma(C,map) <= ma(C,map)[1]-N and ma(C,9) <= ma(C,9)[1] and Condition1 Then Sell(); } SetStopLoss(PriceScale*15,PointStop); #SetStopProfittarget(PriceScale*45,PointStop); if crossup(daypl,2) then{ exitlong(); ExitShort(); } if Condition1 == true Then{ if MarketPosition == 1 Then{ ExitLong("15b절",AtStop,EntryPrice-PriceScale*15); ExitLong("bx5",AtLimit,EntryPrice+PriceScale*19); } if MarketPosition == -1 Then{ ExitShort("15s절",AtStop,EntryPrice+PriceScale*15); ExitShort("sx5",AtLimit,EntryPrice-PriceScale*19); } } if Condition1 == false Then{ if MarketPosition == 1 Then{ if Highest(H,BarsSinceEntry) < EntryPrice+1 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-1 Then ExitShort("sx1",AtStop,Lowest(L,BarsSinceEntry)+tr1); Else ExitShort("sx2",AtStop,Lowest(L,BarsSinceEntry)+tr2); } } #단기이평청산---------------------- #if MarketPosition == 1 and ma(C,5) < ma(C,5)[1]-0.25 Then # ExitLong(); #if MarketPosition == -1 and ma(C,5) > ma(C,5)[1]+0.25 Then # ExitShort(); //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 } 즐거운 하루되세요 > leekss1 님이 쓴 글입니다. > 제목 : 수식부탁드립니다----------------------- > Input : Period(20),maP(30),map6(15),N(0.1),Tr1(0.5),Tr2(0.5),진입(2000),ADXP(30),Per1(1),X1(40); 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 ma(C,9) >= ma(C,9)[1] and Condition1 Then buy(); if value < value[1]-진입 and ma(C,map) <= ma(C,map)[1]-N and ma(C,9) <= ma(C,9)[1] and Condition1 Then Sell(); SetStopLoss(PriceScale*15,PointStop); #SetStopProfittarget(PriceScale*45,PointStop); if Condition1 == true Then{ if MarketPosition == 1 Then{ ExitLong("15b절",AtStop,EntryPrice-PriceScale*15); ExitLong("bx5",AtLimit,EntryPrice+PriceScale*19); } if MarketPosition == -1 Then{ ExitShort("15s절",AtStop,EntryPrice+PriceScale*15); ExitShort("sx5",AtLimit,EntryPrice-PriceScale*19); } } if Condition1 == false Then{ if MarketPosition == 1 Then{ if Highest(H,BarsSinceEntry) < EntryPrice+1 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-1 Then ExitShort("sx1",AtStop,Lowest(L,BarsSinceEntry)+tr1); Else ExitShort("sx2",AtStop,Lowest(L,BarsSinceEntry)+tr2); } } #단기이평청산---------------------- #if MarketPosition == 1 and ma(C,5) < ma(C,5)[1]-0.25 Then # ExitLong(); #if MarketPosition == -1 and ma(C,5) > ma(C,5)[1]+0.25 Then # ExitShort(); //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 } } 위식에 당일 2.0포인트 이익나면 청산하고 진입안하게 해주세요 한번해주셨는데 여기에 적용할 하니 이상한신호가나와서 다시 부탁드립니다 항상고맙슴니다