커뮤니티
수식부탁드립니다-----
2011-08-16 12:28:54
489
글번호 41905
INPUT: 테마기간(0),채널기간(0),수평(0),이익(0),손절(0),전봉차(0),진입가(0),Per1(0.0),X1(30);
VAR : TCHAN(0), BCHAN(0), aa(0), bb(0), highV(0), LowV(0);
TCHAN = HIGHEST(HIGH, 채널기간)[1];
BCHAN = LOWEST(LOW, 채널기간)[1];
var77 = (3 * Ema(c,테마기간)) - (3 * Ema(Ema(c,테마기간),테마기간)) + (Ema(Ema(Ema(c,테마기간),테마기간),테마기간));
Condition1 = highest(h,x1) >= lowest(L,x1)*(1+(Per1/100));
if stime >= 090100 then {
#매수
if MarketPosition == 0 and stime < 150000 and Condition1 then {
if var77 >= var77[1]+전봉차 and CountIF(Tchan==Tchan[1],수평) == 수평 Then
aa = TCHAN + PriceScale*진입가;
buy("매수",atstop, aa);
}
highV = highest(H,BarsSinceEntry);
if MarketPosition == 1 Then {
ExitLong("수익", atlimit, entryPrice+PriceScale*이익);
#exitlong("EL",atstop,highV-ATR(6)*AtrMult);
#exitlong("수추적",atstop,highest(high,BarsSinceEntry(0)+1)-ATR(atrlength)*mult);
exitlong("bxxxxx",atstop,entryPrice-PriceScale*손절);
}
if MarketPosition == 1 or var77 < var77[1] Then
aa = 999999;
#매도
if MarketPosition == 0 and stime < 150000 then {
if var77 <= var77[1]-전봉차 and CountIF(Bchan==Bchan[1],수평) == 수평 Then
bb = BCHAN - PriceScale*진입가;
sell("매도",atstop, bb);
}
LowV = Lowest(L,BarsSinceEntry);
if MarketPosition == -1 Then {
ExitShort("도익", atlimit, entryPrice-PriceScale*이익);
#exitshort("ES",atstop,LowV+ATR(6)*AtrMult);
#exitlong("도추적",atstop,Lowest(low,BarsSinceEntry(0)+1)+ATR(atrlength)*mult);
exitshort("sxxxxx",atstop,entryPrice+PriceScale*손절);
}
if MarketPosition == -1 or var77 > var77[1] Then
bb = 0.000001;
}
//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 price channel 의 top 과 bot의 값이 현재가의 0.5% 미만이거나 top 과 bot의 간격이 5봉이상 같으면 진입금지 해주세요
감사합니다
답변 1
예스스탁 예스스탁 답변
2011-08-16 14:03:59
안녕하세요
예스스탁입니다.
INPUT: 테마기간(0),채널기간(0),수평(0),이익(0),손절(0),전봉차(0),진입가(0),Per1(0.0),X1(30);
VAR : TCHAN(0), BCHAN(0), aa(0), bb(0), highV(0), LowV(0);
TCHAN = HIGHEST(HIGH, 채널기간)[1];
BCHAN = LOWEST(LOW, 채널기간)[1];
var77 = (3 * Ema(c,테마기간)) - (3 * Ema(Ema(c,테마기간),테마기간)) + (Ema(Ema(Ema(c,테마기간),테마기간),테마기간));
value99 = TCHAN-BCHAN;
Condition1 = highest(h,x1) >= lowest(L,x1)*(1+(Per1/100));
Condition2 = TCHAN >= C*1.005 and BCHAN <= C*0.995 and countif(value99 != value99[1],5) >= 1;
if stime >= 090100 then {
#매수
if MarketPosition == 0 and stime < 150000 and Condition1 and Condition2 then {
if var77 >= var77[1]+전봉차 and CountIF(Tchan==Tchan[1],수평) == 수평 Then
aa = TCHAN + PriceScale*진입가;
buy("매수",atstop, aa);
}
highV = highest(H,BarsSinceEntry);
if MarketPosition == 1 Then {
ExitLong("수익", atlimit, entryPrice+PriceScale*이익);
#exitlong("EL",atstop,highV-ATR(6)*AtrMult);
#exitlong("수추적",atstop,highest(high,BarsSinceEntry(0)+1)-ATR(atrlength)*mult);
exitlong("bxxxxx",atstop,entryPrice-PriceScale*손절);
}
if MarketPosition == 1 or var77 < var77[1] Then
aa = 999999;
#매도
if MarketPosition == 0 and stime < 150000 and Condition2 then {
if var77 <= var77[1]-전봉차 and CountIF(Bchan==Bchan[1],수평) == 수평 Then
bb = BCHAN - PriceScale*진입가;
sell("매도",atstop, bb);
}
LowV = Lowest(L,BarsSinceEntry);
if MarketPosition == -1 Then {
ExitShort("도익", atlimit, entryPrice-PriceScale*이익);
#exitshort("ES",atstop,LowV+ATR(6)*AtrMult);
#exitlong("도추적",atstop,Lowest(low,BarsSinceEntry(0)+1)+ATR(atrlength)*mult);
exitshort("sxxxxx",atstop,entryPrice+PriceScale*손절);
}
if MarketPosition == -1 or var77 > var77[1] Then
bb = 0.000001;
}
//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: 테마기간(0),채널기간(0),수평(0),이익(0),손절(0),전봉차(0),진입가(0),Per1(0.0),X1(30);
VAR : TCHAN(0), BCHAN(0), aa(0), bb(0), highV(0), LowV(0);
TCHAN = HIGHEST(HIGH, 채널기간)[1];
BCHAN = LOWEST(LOW, 채널기간)[1];
var77 = (3 * Ema(c,테마기간)) - (3 * Ema(Ema(c,테마기간),테마기간)) + (Ema(Ema(Ema(c,테마기간),테마기간),테마기간));
Condition1 = highest(h,x1) >= lowest(L,x1)*(1+(Per1/100));
if stime >= 090100 then {
#매수
if MarketPosition == 0 and stime < 150000 and Condition1 then {
if var77 >= var77[1]+전봉차 and CountIF(Tchan==Tchan[1],수평) == 수평 Then
aa = TCHAN + PriceScale*진입가;
buy("매수",atstop, aa);
}
highV = highest(H,BarsSinceEntry);
if MarketPosition == 1 Then {
ExitLong("수익", atlimit, entryPrice+PriceScale*이익);
#exitlong("EL",atstop,highV-ATR(6)*AtrMult);
#exitlong("수추적",atstop,highest(high,BarsSinceEntry(0)+1)-ATR(atrlength)*mult);
exitlong("bxxxxx",atstop,entryPrice-PriceScale*손절);
}
if MarketPosition == 1 or var77 < var77[1] Then
aa = 999999;
#매도
if MarketPosition == 0 and stime < 150000 then {
if var77 <= var77[1]-전봉차 and CountIF(Bchan==Bchan[1],수평) == 수평 Then
bb = BCHAN - PriceScale*진입가;
sell("매도",atstop, bb);
}
LowV = Lowest(L,BarsSinceEntry);
if MarketPosition == -1 Then {
ExitShort("도익", atlimit, entryPrice-PriceScale*이익);
#exitshort("ES",atstop,LowV+ATR(6)*AtrMult);
#exitlong("도추적",atstop,Lowest(low,BarsSinceEntry(0)+1)+ATR(atrlength)*mult);
exitshort("sxxxxx",atstop,entryPrice+PriceScale*손절);
}
if MarketPosition == -1 or var77 > var77[1] Then
bb = 0.000001;
}
//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 price channel 의 top 과 bot의 값이 현재가의 0.5% 미만이거나 top 과 bot의 간격이 5봉이상 같으면 진입금지 해주세요
감사합니다
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