커뮤니티

부탁드립니다---

프로필 이미지
leekss1
2011-03-22 16:34:59
784
글번호 36796
답변완료
Input : Period(0),maP(0),map6(0),N(0),Tr1(0),Tr2(0),진입(0),ADXP(0); Input :Per1(0),X1(0),익절폭(0),절(0),손절0),시작시간(0); 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 >= 시작시간 and stime < 144500 and var2 >=10 and (dayPL < (c*익절폭) and dayPL > -(DayOpen*손절)) 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*절,PointStop); #SetStopProfittarget(PriceScale*45,PointStop); #당일 이익청산 if crossup(daypl,c*익절폭) then{ exitlong("익절1"); ExitShort("익절2"); } #당일 손실청산 if CrossDown(daypl,-(dayopen*손절)) then{ exitlong("손절1"); ExitShort("손절2"); } #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 } 첨부에두가지부탁드립니다
시스템
답변 1
프로필 이미지

예스스탁 예스스탁 답변

2011-03-23 10:25:30

안녕하세요 예스스탁입니다. 1. 관련 내용은 저희쪽에서 답변드릴 내용이 없습니다. 익절 발생시점에서 앞으로 추가로 이익이 발생할지를 판단해야 하므로 해당 조건식에 대해 고려해 보셔야 합니다. 추적스탑등도 하나의 대안이 될 수 있습니다. 2. Input : Period(0),maP(0),map6(0),N(0),Tr1(0),Tr2(0),진입(0),ADXP(0); Input :Per1(0),X1(0),절(0),손절(0),시작시간(0); Var : 익절폭(0),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 익절폭 = (DayHigh-daylow)/dayopen; 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 >= 시작시간 and stime < 144500 and var2 >=10 and (dayPL < (c*익절폭) and dayPL > -(DayOpen*손절)) 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*절,PointStop); #SetStopProfittarget(PriceScale*45,PointStop); #당일 이익청산 if crossup(daypl,c*익절폭[BarsSinceEntry]) then{ exitlong("익절1"); ExitShort("익절2"); } #당일 손실청산 if CrossDown(daypl,-(dayopen*손절)) then{ exitlong("손절1"); ExitShort("손절2"); } #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 : 부탁드립니다--- > Input : Period(0),maP(0),map6(0),N(0),Tr1(0),Tr2(0),진입(0),ADXP(0); Input :Per1(0),X1(0),익절폭(0),절(0),손절0),시작시간(0); 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 >= 시작시간 and stime < 144500 and var2 >=10 and (dayPL < (c*익절폭) and dayPL > -(DayOpen*손절)) 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*절,PointStop); #SetStopProfittarget(PriceScale*45,PointStop); #당일 이익청산 if crossup(daypl,c*익절폭) then{ exitlong("익절1"); ExitShort("익절2"); } #당일 손실청산 if CrossDown(daypl,-(dayopen*손절)) then{ exitlong("손절1"); ExitShort("손절2"); } #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 } 첨부에두가지부탁드립니다