커뮤니티
수식부탁드립니다--------
2011-03-28 17:10:49
964
글번호 37027
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),손절(0),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 var2 > var2[1] and stime >= 시작시간 and stime < 144500 and var2 >=10 and (dayPL < (c*(익절폭-0.0015)) 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);
if MarketPosition == 1 Then{
if Highest(H,BarsSinceEntry) > EntryPrice+(C*익절폭) Then
exitlong("추적B",AtStop,Highest(h,BarsSinceEntry)-(C-EntryPrice)*0.5);
}
if MarketPosition == -1 Then{
if Lowest(L,BarsSinceEntry) < EntryPrice-(C*익절폭) Then
ExitShort("추적S",AtStop,Lowest(L,BarsSinceEntry)+(EntryPrice-C)*0.5);
}
#당일 손실청산
if CrossDown(daypl,-(dayopen*손절)) then{
exitlong("손절1");
ExitShort("손절2");
}
//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); //만
}
else {
SetStopEndofday(150100); //평
}
위식에 추적청산후 당일누적이익>( c*익절폭)이면 재진입조건일때 재진입
재진입후 청산시 당해 매매이익이 >( c*익절폭)이면 재진입조건일때 또 재진입 할수있게 해주세요
답변 1
예스스탁 예스스탁 답변
2011-03-29 09:32:15
안녕하세요
예스스탁입니다.
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),손절(0),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 var2 > var2[1] and stime >= 시작시간 and stime < 144500 and var2 >=10 and (dayPL < (c*(익절폭-0.0015)) 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();
}
if ExitDate(1) == sdate and dayPL > c*익절폭 then
{
if IsExitName("추적B",1) and 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 IsExitName("추적S",1) and 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);
if MarketPosition == 1 Then{
if Highest(H,BarsSinceEntry) > EntryPrice+(C*익절폭) Then
exitlong("추적B",AtStop,Highest(h,BarsSinceEntry)-(C-EntryPrice)*0.5);
}
if MarketPosition == -1 Then{
if Lowest(L,BarsSinceEntry) < EntryPrice-(C*익절폭) Then
ExitShort("추적S",AtStop,Lowest(L,BarsSinceEntry)+(EntryPrice-C)*0.5);
}
#당일 손실청산
if CrossDown(daypl,-(dayopen*손절)) then{
exitlong("손절1");
ExitShort("손절2");
}
//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); //만
}
else {
SetStopEndofday(150100); //평
}
즐거운 하루되세요
> leekss1 님이 쓴 글입니다.
> 제목 : 수식부탁드립니다--------
> 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),손절(0),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 var2 > var2[1] and stime >= 시작시간 and stime < 144500 and var2 >=10 and (dayPL < (c*(익절폭-0.0015)) 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);
if MarketPosition == 1 Then{
if Highest(H,BarsSinceEntry) > EntryPrice+(C*익절폭) Then
exitlong("추적B",AtStop,Highest(h,BarsSinceEntry)-(C-EntryPrice)*0.5);
}
if MarketPosition == -1 Then{
if Lowest(L,BarsSinceEntry) < EntryPrice-(C*익절폭) Then
ExitShort("추적S",AtStop,Lowest(L,BarsSinceEntry)+(EntryPrice-C)*0.5);
}
#당일 손실청산
if CrossDown(daypl,-(dayopen*손절)) then{
exitlong("손절1");
ExitShort("손절2");
}
//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); //만
}
else {
SetStopEndofday(150100); //평
}
위식에 추적청산후 당일누적이익>( c*익절폭)이면 재진입조건일때 재진입
재진입후 청산시 당해 매매이익이 >( c*익절폭)이면 재진입조건일때 또 재진입 할수있게 해주세요