커뮤니티

수식문의

프로필 이미지
무명
2011-12-15 01:21:39
325
글번호 45788
답변완료
아래 수식은 역마틴방식의 계약수 변경인데요... 1주씩 계약수 변경하는게 아니고 1000주단위로 변경되게 수식 변환 부탁드립니다. input: P1(5), P2(20),maxcont(10); vars: mafast(0), maslow(0), ncontr(0),XCommission(0),XSlippage(0); mafast = average(close, P1); maslow = average(close, P2); XCommission = c*(ExitCommission/100); #%설정 XSlippage = ExitSlippage; #Pt설정 if crossup(mafast,maslow) then { if MarketPosition == -1 then { exitshort(); if (PositionProfit-(XCommission+XSlippage)*CurrentContracts) > 0 then ncontr = ncontr+1; else ncontr = 1; } if MarketPosition != 1 then { Buy("B", onclose,def,iff(max(1,ncontr)<10,max(1,ncontr),10)); } } if CrossDown(mafast,maslow) then { if MarketPosition == 1 then { exitlong(); if (PositionProfit-(XCommission+XSlippage)*CurrentContracts) > 0 then ncontr = ncontr+1; else ncontr = 1; } if MarketPosition != -1 then { Sell("S", onclose,def,iff(max(1,ncontr)<10,max(1,ncontr),10)); } }
시스템
답변 1
프로필 이미지

예스스탁 예스스탁 답변

2011-12-15 11:46:37

안녕하세요 예스스탁입니다. input: P1(5), P2(20),최대누적수량(100000); vars: mafast(0), maslow(0), ncontr(0),XCommission(0),XSlippage(0); mafast = average(close, P1); maslow = average(close, P2); XCommission = c*(ExitCommission/100); #%설정 XSlippage = ExitSlippage; #Pt설정 if crossup(mafast,maslow) then { if MarketPosition == -1 then { exitshort(); if (PositionProfit-(XCommission+XSlippage)*CurrentContracts) > 0 then ncontr = ncontr+1000; else ncontr = 1000; } if MarketPosition != 1 then { Buy("B", onclose,def,iff(max(1000,ncontr)<최대누적수량,max(1000,ncontr),최대누적수량)); } } if CrossDown(mafast,maslow) then { if MarketPosition == 1 then { exitlong(); if (PositionProfit-(XCommission+XSlippage)*CurrentContracts) > 0 then ncontr = ncontr+1000; else ncontr = 1000; } if MarketPosition != -1 then { Sell("S", onclose,def,iff(max(1000,ncontr)<최대누적수량,max(1000,ncontr),최대누적수량)); } } 즐거운 하루되세요 > 무명 님이 쓴 글입니다. > 제목 : 수식문의 > 아래 수식은 역마틴방식의 계약수 변경인데요... 1주씩 계약수 변경하는게 아니고 1000주단위로 변경되게 수식 변환 부탁드립니다. input: P1(5), P2(20),maxcont(10); vars: mafast(0), maslow(0), ncontr(0),XCommission(0),XSlippage(0); mafast = average(close, P1); maslow = average(close, P2); XCommission = c*(ExitCommission/100); #%설정 XSlippage = ExitSlippage; #Pt설정 if crossup(mafast,maslow) then { if MarketPosition == -1 then { exitshort(); if (PositionProfit-(XCommission+XSlippage)*CurrentContracts) > 0 then ncontr = ncontr+1; else ncontr = 1; } if MarketPosition != 1 then { Buy("B", onclose,def,iff(max(1,ncontr)<10,max(1,ncontr),10)); } } if CrossDown(mafast,maslow) then { if MarketPosition == 1 then { exitlong(); if (PositionProfit-(XCommission+XSlippage)*CurrentContracts) > 0 then ncontr = ncontr+1; else ncontr = 1; } if MarketPosition != -1 then { Sell("S", onclose,def,iff(max(1,ncontr)<10,max(1,ncontr),10)); } }