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수식부탁드립니다-----------------

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leekss1
2011-03-18 15:05:22
715
글번호 36695
답변완료
Input : Period(3),maP(30),map6(9),N(0.2),Tr1(5),Tr2(3),진입(2000),ADXP(10),Per1(1),X1(10),익절폭(0.0007); 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 < (c*익절폭) 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,c*익절폭) then{ exitlong("익절1"); ExitShort("익절2"); } #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 } 위식을 손실나든 이익나든 하루 한번만 진입하게 해주세요
시스템
답변 2
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예스스탁 예스스탁 답변

2011-03-18 15:11:05

안녕하세요 예스스탁입니다. Input : Period(3),maP(30),map6(9),N(0.2),Tr1(5),Tr2(3),진입(2000),ADXP(10),Per1(1),X1(10),익절폭(0.0007); Var : value(0); var : PLR(0),XCommission(0),XSlippage(0),OpenPL(0),dayPL(0),count(0); count = 0; for var1 = 0 to 10{ if sdate == EntryDate(var1) Then{ count = count+1; } } 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 count < 1 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,c*익절폭) then{ exitlong("익절1"); ExitShort("익절2"); } #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(3),maP(30),map6(9),N(0.2),Tr1(5),Tr2(3),진입(2000),ADXP(10),Per1(1),X1(10),익절폭(0.0007); 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 < (c*익절폭) 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,c*익절폭) then{ exitlong("익절1"); ExitShort("익절2"); } #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 } 위식을 손실나든 이익나든 하루 한번만 진입하게 해주세요
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2012-02-29 00:01:19

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