커뮤니티
수정좀 부탁드립니다
2011-06-03 20:55:09
608
글번호 39425
input : stoploss(0.01), break(0.016),bigprofit(0.036),vv(2.5);
If marketposition==1 then {
If highest(high,barsSinceEntry+1)>Entryprice*(1+break) then {
exitlong("매수브레이크",Atstop,Entryprice+0.2);
exitlong("매수추적2",Atstop,highest(high,barsSinceEntry+1)*(1 - stoploss)) ;
}
If highest(high,barsSinceEntry+1)>Entryprice*(1+bigprofit) then {
exitlong("매수추적",Atstop,highest(high,barsSinceEntry+1)*(1 - stoploss)*0.5);
}
}
If marketposition==-1 then {
If lowest(low,barsSinceEntry+1)<Entryprice*(1-break) then {
exitshort("매도브레이크",Atstop,Entryprice-0.2);
exitshort("매도추적2",Atstop,lowest(low,barsSinceEntry+1)*(1 + stoploss));
}
If lowest(low,barsSinceEntry+1)<Entryprice*(1-bigprofit) then {
exitshort("매도추적3",Atstop,lowest(low,barsSinceEntry+1)*(1 + stoploss)*0.5) ;
}
}
If marketposition ==1 then {
exitlong("매수변동성", Atstop ,close-atr(30)*vv);
}
If marketposition ==-1 then {
exitshort("매도변동성",Atstop,close+atr(30)*vv);
}
SetStopLoss(1.0,PercentStop);
위의식은 선물 청산식 인데요
위의 식을 참조로 풋옵션,콜옵션 매수청산 식으로 손절 식으로 바꾸고 싶습니다
수정좀 부탁드립니다
답변 1
예스스탁 예스스탁 답변
2011-06-07 11:46:03
안녕하세요
예스스탁입니다.
1, 콜
input : stoploss(0.01), break(0.016),bigprofit(0.036),vv(2.5);
var1 = data2(c);
var2 = data2(H);
var3 - data2(L);
If marketposition==1 then {
If highest(var2,barsSinceEntry+1) > var1[BarsSinceEntry]*(1+break) then{
if var3 <= var1[BarsSinceEntry]+0.2 then
exitlong("매수브레이크");
if var3 <= highest(var2,barsSinceEntry+1)*(1-stoploss) then
exitlong("매수추적2");
}
If highest(var2,barsSinceEntry+1) > var1[BarsSinceEntry]*(1+bigprofit) then {
if var3 <= highest(var2,barsSinceEntry+1)*(1 - stoploss)*0.5 then
exitlong("매수추적");
}
}
If marketposition ==1 then {
if var3 <= var1[1]-data2(atr(30)[1])*vv then
exitlong("매수변동성");
}
If marketposition == 1 then {
if var3 <= var1[BarsSinceEntry]*0.99 then
ExitLong("매수손절");
}
2, 풋
input : stoploss(0.01), break(0.016),bigprofit(0.036),vv(2.5);
var1 = data2(c);
var2 = data2(H);
var3 - data2(L);
If marketposition == 1 then {
If lowest(var3,barsSinceEntry+1)<var1[BarsSinceEntry]*(1-break) then {
if var2 >= var1[BarsSinceEntry]-0.2 Then
ExitLong("매도브레이크");
if var2 >= lowest(var3,barsSinceEntry+1)*(1 + stoploss) then
ExitLong("매도추적2");
}
If lowest(var3,barsSinceEntry+1) < var1[BarsSinceEntry]*(1-bigprofit) then{
if var2 >= lowest(var3,barsSinceEntry+1)*(1 + stoploss)*0.5 then
ExitLong("매도추적3");
}
}
If marketposition == 1 then {
if var2 >= var1[1]+data2(atr(30)[1])*vv then
ExitLong("매도변동성");
}
If marketposition == 1 then {
if var2 >= var1[BarsSinceEntry]*1.01 then
ExitLong("매도손절");
}
즐거운 하루되세요
> mkkk 님이 쓴 글입니다.
> 제목 : 수정좀 부탁드립니다
> input : stoploss(0.01), break(0.016),bigprofit(0.036),vv(2.5);
If marketposition==1 then {
If highest(high,barsSinceEntry+1)>Entryprice*(1+break) then {
exitlong("매수브레이크",Atstop,Entryprice+0.2);
exitlong("매수추적2",Atstop,highest(high,barsSinceEntry+1)*(1 - stoploss)) ;
}
If highest(high,barsSinceEntry+1)>Entryprice*(1+bigprofit) then {
exitlong("매수추적",Atstop,highest(high,barsSinceEntry+1)*(1 - stoploss)*0.5);
}
}
If marketposition==-1 then {
If lowest(low,barsSinceEntry+1)<Entryprice*(1-break) then {
exitshort("매도브레이크",Atstop,Entryprice-0.2);
exitshort("매도추적2",Atstop,lowest(low,barsSinceEntry+1)*(1 + stoploss));
}
If lowest(low,barsSinceEntry+1)<Entryprice*(1-bigprofit) then {
exitshort("매도추적3",Atstop,lowest(low,barsSinceEntry+1)*(1 + stoploss)*0.5) ;
}
}
If marketposition ==1 then {
exitlong("매수변동성", Atstop ,close-atr(30)*vv);
}
If marketposition ==-1 then {
exitshort("매도변동성",Atstop,close+atr(30)*vv);
}
SetStopLoss(1.0,PercentStop);
위의식은 선물 청산식 인데요
위의 식을 참조로 풋옵션,콜옵션 매수청산 식으로 손절 식으로 바꾸고 싶습니다
수정좀 부탁드립니다