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시스템수정

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대두
2011-08-07 11:42:31
730
글번호 41698
답변완료
Inputs: StartTme(1200), R66(False), R50(True), R33(True); Variables: NewHigh(0), NewLow(0), NewHighTime(0), NewLowTime(0), Price66(0), Price50(0), Price33(0), NoTradesToday(True), MP(0), LExitPrice(0), SExitPrice(0); {New Session Reset} If Date <> Date[1] Then Begin NewHigh=High; NewLow = Low; NewHighTime = TimeToMinutes(Time); NewLowTime = TimeToMinutes(Time); NoTradesToday = True; End; MP = MarketPosition; Condition1 = TimeToMinutes(Time) > TimeToMinutes(StartTme); If MP = 1 OR MP =-1 Then NoTradesToday = False; If Condition1 = False Then Begin {Highest High time and price} If High > NewHigh Then Begin NewHigh = High; NewHighTime = TimeToMinutes(Time); End; {Lowest Low time and price} If Low < NewLow Then Begin NewLow = Low; NewLowTime = TimeToMinutes(Time); End; {EntryPrice Setup} Price66 = NewLow + (NewHigh - NewLow) * .66; Price50 = (NewLow + NewHigh) / 2; Price33 = NewLow + (NewHigh - NewLow) * .33; End; If Condition1 AND NoTradesToday Then Begin {Long Entry} If NewHighTime > NewLowTime Then Begin If r66 Then Buy ("L66") Next Bar at Price66 Limit; If r50 Then Buy ("L50") Next Bar at Price50 Limit; If r33 Then Buy ("L33") Next Bar at Price33 Limit; End Else Begin {Short Entry} If r66 Then Sell ("S66") Next Bar at Price66 Limit; If r50 Then Sell ("S50") Next Bar at Price50 Limit; If r33 Then Sell ("S33") Next Bar at Price33 Limit; End; End; {Long Exit} If MP = 1 Then Begin If MP[1] <> 1 Then LExitPrice = EntryPrice - Average(Range, 4) * 2 Else LExitPrice = LExitPrice + (Low - LExitPrice) / 2; ExitLong Next Bar at LExitPrice Stop; End; {Short Exit} If MP = -1 Then Begin If MP[1] <> -1 Then SExitPrice = EntryPrice + Average(Range, 4) * 2 Else SExitPrice = SExitPrice - (SExitPrice - High) / 2; ExitShort Next Bar at SExitPrice Stop; End;
시스템
답변 1
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예스스탁 예스스탁 답변

2011-08-08 14:22:05

안녕하세요 예스스탁입니다. Inputs: StartTme(120000), R66(False), R50(True), R33(True); Variables: NewHigh(0), NewLow(0), NewHighTime(0), NewLowTime(0), Price66(0), Price50(0), Price33(0), NoTradesToday(True), MP(0), LExitPrice(0), SExitPrice(0); #{New Session Reset} If Date <> Date[1] Then Begin NewHigh= High; NewLow = Low; NewHighTime = TimeToMinutes(sTime); NewLowTime = TimeToMinutes(sTime); NoTradesToday = True; End; MP = MarketPosition; Condition1 = TimeToMinutes(sTime) > TimeToMinutes(StartTme); If MP == 1 OR MP ==-1 Then NoTradesToday = False; If Condition1 == False Then Begin #{Highest High time and price} If High > NewHigh Then Begin NewHigh = High; NewHighTime = TimeToMinutes(Time); End; #{Lowest Low time and price} If Low < NewLow Then Begin NewLow = Low; NewLowTime = TimeToMinutes(Time); End; #{EntryPrice Setup} Price66 = NewLow + (NewHigh - NewLow) * .66; Price50 = (NewLow + NewHigh) / 2; Price33 = NewLow + (NewHigh - NewLow) * .33; End; If Condition1 AND NoTradesToday Then Begin #{Long Entry} If NewHighTime > NewLowTime Then Begin If r66 Then Buy ("L66", AtLimit, Price66); If r50 Then Buy ("L50", AtLimit, Price50); If r33 Then Buy ("L33", atlimit, Price33); End Else Begin #{Short Entry} If r66 Then Sell ("S66", AtLimit, Price66); If r50 Then Sell ("S50", atlimit, Price50); If r33 Then Sell ("S33", AtLimit, Price33); End; End; #{Long Exit} If MP == 1 Then Begin If MP[1] <> 1 Then LExitPrice = EntryPrice - Average(Range, 4) * 2; Else LExitPrice = LExitPrice + (Low - LExitPrice) / 2; ExitLong("bx",AtStop,LExitPrice); End; #{Short Exit} If MP == -1 Then Begin If MP[1] <> -1 Then SExitPrice = EntryPrice + Average(Range, 4) * 2; Else SExitPrice = SExitPrice - (SExitPrice - High) / 2; ExitShort("sx",AtStop, SExitPrice); End; 즐거운 하루되세요 > 대두 님이 쓴 글입니다. > 제목 : 시스템수정 > Inputs: StartTme(1200), R66(False), R50(True), R33(True); Variables: NewHigh(0), NewLow(0), NewHighTime(0), NewLowTime(0), Price66(0), Price50(0), Price33(0), NoTradesToday(True), MP(0), LExitPrice(0), SExitPrice(0); {New Session Reset} If Date <> Date[1] Then Begin NewHigh=High; NewLow = Low; NewHighTime = TimeToMinutes(Time); NewLowTime = TimeToMinutes(Time); NoTradesToday = True; End; MP = MarketPosition; Condition1 = TimeToMinutes(Time) > TimeToMinutes(StartTme); If MP = 1 OR MP =-1 Then NoTradesToday = False; If Condition1 = False Then Begin {Highest High time and price} If High > NewHigh Then Begin NewHigh = High; NewHighTime = TimeToMinutes(Time); End; {Lowest Low time and price} If Low < NewLow Then Begin NewLow = Low; NewLowTime = TimeToMinutes(Time); End; {EntryPrice Setup} Price66 = NewLow + (NewHigh - NewLow) * .66; Price50 = (NewLow + NewHigh) / 2; Price33 = NewLow + (NewHigh - NewLow) * .33; End; If Condition1 AND NoTradesToday Then Begin {Long Entry} If NewHighTime > NewLowTime Then Begin If r66 Then Buy ("L66") Next Bar at Price66 Limit; If r50 Then Buy ("L50") Next Bar at Price50 Limit; If r33 Then Buy ("L33") Next Bar at Price33 Limit; End Else Begin {Short Entry} If r66 Then Sell ("S66") Next Bar at Price66 Limit; If r50 Then Sell ("S50") Next Bar at Price50 Limit; If r33 Then Sell ("S33") Next Bar at Price33 Limit; End; End; {Long Exit} If MP = 1 Then Begin If MP[1] <> 1 Then LExitPrice = EntryPrice - Average(Range, 4) * 2 Else LExitPrice = LExitPrice + (Low - LExitPrice) / 2; ExitLong Next Bar at LExitPrice Stop; End; {Short Exit} If MP = -1 Then Begin If MP[1] <> -1 Then SExitPrice = EntryPrice + Average(Range, 4) * 2 Else SExitPrice = SExitPrice - (SExitPrice - High) / 2; ExitShort Next Bar at SExitPrice Stop; End;