커뮤니티
문의드립니다.
2011-06-24 14:37:55
601
글번호 40129
안녕하세요.
일괄진입에 따른 분할청산 하고자 문의드립니다.
1)진입수량 = 15 계약(일괄진입)
2)매수청산1 = ATR(N)*LEN 여기서 ATR 배수값(LEN)을 3 부터 10 까지 0.5 씩
증가시켜 1계약씩 15번에 걸처 분할청산 하고자 합니다.
3)매수청산16 = 15계약 일괄청산.
감사합니다.
###########################################################################
//진입
If data2(stime<150000) and data2(dayindex) > 0 then {
If condition1[1]==False And currententrynum-var50< 1 and marketposition <>1 And
Data2(H) >= data2(openD(0)[1]+va1[1]*Len1) Then
buy("매수");
}
HH = data2(H);
//청산
if MarketPosition == 1 Then{
if data2(L) <= highest(HH,BarsSinceEntry+1)[1]-data2(ATR(n)[1])*len Then
exitlong("매수청산1");
if Cond11[BarsSinceEntry] == false And
data2(L) <= data2(openD(0)[1])-va1*len1 Then
exitlong("매수청산16");
}
끝.
답변 1
예스스탁 예스스탁 답변
2011-06-24 15:21:38
안녕하세요
예스스탁입니다.
If data2(stime<150000) and data2(dayindex) > 0 then {
If condition1[1]==False And currententrynum-var50< 1 and marketposition <>1 And
Data2(H) >= data2(openD(0)[1]+va1[1]*Len1) Then
buy("매수");
}
HH = data2(H);
//청산
if MarketPosition == 1 Then{
if data2(L) <= highest(HH,BarsSinceEntry+1)[1]-data2(ATR(n)[1])*(Len+0.5*1) Then
exitlong("매수청산1",OnClose,def,"",1,1);
if data2(L) <= highest(HH,BarsSinceEntry+1)[1]-data2(ATR(n)[1])*(Len+0.5*2) Then
exitlong("매수청산2",OnClose,def,"",1,1);
if data2(L) <= highest(HH,BarsSinceEntry+1)[1]-data2(ATR(n)[1])*(Len+0.5*3) Then
exitlong("매수청산3",OnClose,def,"",1,1);
if data2(L) <= highest(HH,BarsSinceEntry+1)[1]-data2(ATR(n)[1])*(Len+0.5*4) Then
exitlong("매수청산4",OnClose,def,"",1,1);
if data2(L) <= highest(HH,BarsSinceEntry+1)[1]-data2(ATR(n)[1])*(Len+0.5*5) Then
exitlong("매수청산5",OnClose,def,"",1,1);
if data2(L) <= highest(HH,BarsSinceEntry+1)[1]-data2(ATR(n)[1])*(Len+0.5*6) Then
exitlong("매수청산6",OnClose,def,"",1,1);
if data2(L) <= highest(HH,BarsSinceEntry+1)[1]-data2(ATR(n)[1])*(Len+0.5*7) Then
exitlong("매수청산7",OnClose,def,"",1,1);
if data2(L) <= highest(HH,BarsSinceEntry+1)[1]-data2(ATR(n)[1])*(Len+0.5*8) Then
exitlong("매수청산8",OnClose,def,"",1,1);
if data2(L) <= highest(HH,BarsSinceEntry+1)[1]-data2(ATR(n)[1])*(Len+0.5*9) Then
exitlong("매수청산9",OnClose,def,"",1,1);
if data2(L) <= highest(HH,BarsSinceEntry+1)[1]-data2(ATR(n)[1])*(Len+0.5*10) Then
exitlong("매수청산10",OnClose,def,"",1,1);
if data2(L) <= highest(HH,BarsSinceEntry+1)[1]-data2(ATR(n)[1])*(Len+0.5*11) Then
exitlong("매수청산11",OnClose,def,"",1,1);
if data2(L) <= highest(HH,BarsSinceEntry+1)[1]-data2(ATR(n)[1])*(Len+0.5*12) Then
exitlong("매수청산12",OnClose,def,"",1,1);
if data2(L) <= highest(HH,BarsSinceEntry+1)[1]-data2(ATR(n)[1])*(Len+0.5*13) Then
exitlong("매수청산13",OnClose,def,"",1,1);
if data2(L) <= highest(HH,BarsSinceEntry+1)[1]-data2(ATR(n)[1])*(Len+0.5*14) Then
exitlong("매수청산14",OnClose,def,"",1,1);
if data2(L) <= highest(HH,BarsSinceEntry+1)[1]-data2(ATR(n)[1])*(Len+0.5*15) Then
exitlong("매수청산15",OnClose,def,"",1,1);
if Cond11[BarsSinceEntry] == false And data2(L) <= data2(openD(0)[1])-va1*len1 Then
exitlong("매수청산16");
}
즐거운 하루되세요
> 베드로 님이 쓴 글입니다.
> 제목 : 문의드립니다.
> 안녕하세요.
일괄진입에 따른 분할청산 하고자 문의드립니다.
1)진입수량 = 15 계약(일괄진입)
2)매수청산1 = ATR(N)*LEN 여기서 ATR 배수값(LEN)을 3 부터 10 까지 0.5 씩
증가시켜 1계약씩 15번에 걸처 분할청산 하고자 합니다.
3)매수청산16 = 15계약 일괄청산.
감사합니다.
###########################################################################
//진입
If data2(stime<150000) and data2(dayindex) > 0 then {
If condition1[1]==False And currententrynum-var50< 1 and marketposition <>1 And
Data2(H) >= data2(openD(0)[1]+va1[1]*Len1) Then
buy("매수");
}
HH = data2(H);
//청산
if MarketPosition == 1 Then{
if data2(L) <= highest(HH,BarsSinceEntry+1)[1]-data2(ATR(n)[1])*len Then
exitlong("매수청산1");
if Cond11[BarsSinceEntry] == false And
data2(L) <= data2(openD(0)[1])-va1*len1 Then
exitlong("매수청산16");
}
끝.
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