커뮤니티
수식부탁드립니다------------
2011-03-20 18:45:23
748
글번호 36714
Period(0),maP(0),map6(0),N(0),Tr1(0),Tr2(0),진입(000),ADXP(0),Per1(0),X1(0);
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*30,PointStop);
#SetStopProfittarget(PriceScale*45,PointStop);
if Condition1 == true Then{
if MarketPosition == 1 Then{
ExitLong("15b절",AtStop,EntryPrice-PriceScale*30);
ExitLong("bx5",AtLimit,EntryPrice+PriceScale*20);
}
if MarketPosition == -1 Then{
ExitShort("15s절",AtStop,EntryPrice+PriceScale*30);
ExitShort("sx5",AtLimit,EntryPrice-PriceScale*20);
}
}
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
}
}
항상감사합니다
당일중 현재가의 0.05%손실나면 당일매매 금지하게해주세요
답변 2
예스스탁 예스스탁 답변
2011-03-21 14:46:19
안녕하세요
예스스탁입니다.
질문의 내용을 명확히 하셔서 올려주시기 바랍니다.
최종 수신받는 데이터가 항상 현재가입니다.
현재가의 0.05%가 어떤 값을 의도하시는지 모르겠습니다.
즐거운 하루되세요
> leekss1 님이 쓴 글입니다.
> 제목 : 수식부탁드립니다------------
> Period(0),maP(0),map6(0),N(0),Tr1(0),Tr2(0),진입(000),ADXP(0),Per1(0),X1(0);
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*30,PointStop);
#SetStopProfittarget(PriceScale*45,PointStop);
if Condition1 == true Then{
if MarketPosition == 1 Then{
ExitLong("15b절",AtStop,EntryPrice-PriceScale*30);
ExitLong("bx5",AtLimit,EntryPrice+PriceScale*20);
}
if MarketPosition == -1 Then{
ExitShort("15s절",AtStop,EntryPrice+PriceScale*30);
ExitShort("sx5",AtLimit,EntryPrice-PriceScale*20);
}
}
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
}
}
항상감사합니다
당일중 현재가의 0.05%손실나면 당일매매 금지하게해주세요
회원
2011-09-29 07:43:40
관리자님에 의해 삭제된 답변입니다.
다음글