안녕하세요 예스스탁입니다. 1. input : 최고점(20000),최저점(10000),시작날짜(20111216); var : 중간값(0),매수1차(0),매수2차(0),매수3차(0),청산1차(0),청산2차(0),count(0),cnt(0); 중간값 = (최고점+최저점)/2; 매수1차 = (최고점+중간값)/2; 매수2차 = 중간값; 매수3차 = (중간값+최저점)/2; 청산1차 = (매수1차+중간값)/2; 청산2차 = (중간값+매수3차)/2; Condition1 = IsExitName("bx8",1) or IsExitName("bx9",1); count == 0; for cnt = 0 to 10{ if sdate == EntryDate(cnt) Then count = count+1; } Condition2 = count == 0 or (count >= 1 and IsExitName("bx1",1) == false and IsExitName("bx2",1) == false and IsExitName("bx3",1) == false); if sdate >= 시작날짜 Then{ if (MarketPosition == 0 and (Condition2 == true) or (MarketPosition == 1 and C < EntryPrice)) Then{ if L > 매수1차 and Condition1 == False Then buy("b1",AtStop,매수1차); if L > 매수2차 and Condition1 == False Then buy("b2",AtStop,매수2차); if L > 매수3차 and Condition1 == False then buy("b3",AtStop,매수3차); } if MarketPosition == 1 Then{ if CurrentEntries == MaxEntries and MaxEntries == 2 Then exitlong("bx1",atlimit,청산1차,"B1"); if CurrentEntries == MaxEntries and MaxEntries == 3 Then exitlong("bx2",atlimit,청산2차,"B1"); if CurrentEntries == MaxEntries and MaxEntries == 3 Then exitlong("bx3",atlimit,청산2차,"B2"); } ////////////////////// 수정 /////////////////////////////// if MarketPosition == 1 Then{ if countif(highest(h,BarsSinceEntry) < AvgEntryPrice*1.03,CurrentEntries) < 1 Then ExitLong("xx1",atlimit,AvgEntryPrice*1.03); if countif(highest(h,BarsSinceEntry) < AvgEntryPrice*1.05,CurrentEntries) < 1 Then ExitLong("xx2",atlimit,AvgEntryPrice*1.05); if countif(highest(h,BarsSinceEntry) < AvgEntryPrice*1.08,CurrentEntries) < 1 Then ExitLong("xx3",atlimit,AvgEntryPrice*1.08); if countif(highest(h,BarsSinceEntry) >= AvgEntryPrice*1.03,CurrentEntries) >= 1 Then ExitLong("xx11",AtStop,AvgEntryPrice*1.03); if countif(highest(h,BarsSinceEntry) >= AvgEntryPrice*1.05,CurrentEntries) >= 1 Then ExitLong("xx21",AtStop,AvgEntryPrice*1.05); /////////////////////////////////////////////////////// if crossup(C, AvgEntryPrice) Then{ Condition1 = true; var1 = index; } if Condition1 == true Then{ exitlong("bx6",AtStop,highest(H,index-var1+1)*0.99,"",int(CurrentContracts*0.5),1); exitlong("bx7",AtStop,highest(H,index-var1+1)*0.97); } exitlong("bx8",AtStop,최저점); exitlong("bx9",AtStop,AvgEntryPrice*0.95); } } 2. input : 최고점(20000),최저점(10000),시작날짜(20111216); var : 중간값(0),매수1차(0),매수2차(0),매수3차(0),청산1차(0),청산2차(0),count(0),cnt(0); 중간값 = (최고점+최저점)/2; 매수1차 = (최고점+중간값)/2; 매수2차 = 중간값; 매수3차 = (중간값+최저점)/2; 청산1차 = (매수1차+중간값)/2; 청산2차 = (중간값+매수3차)/2; Condition1 = IsExitName("bx8",1) or IsExitName("bx9",1); count == 0; for cnt = 0 to 10{ if sdate == EntryDate(cnt) Then count = count+1; } Condition2 = count == 0 or (count >= 1 and ExitDate(1) == sdate and (IsExitName("xx1",1) == true or IsExitName("xx2",1) == true or IsExitName("xx3",1) == true or IsExitName("xx11",1) == true or IsExitName("xx21",1) == true)); if sdate >= 시작날짜 Then{ if (MarketPosition == 0 and (Condition2 == false) or (MarketPosition == 1 and C < EntryPrice)) Then{ if L > 매수1차 and Condition1 == False Then buy("b1",AtStop,매수1차); if L > 매수2차 and Condition1 == False Then buy("b2",AtStop,매수2차); if L > 매수3차 and Condition1 == False then buy("b3",AtStop,매수3차); } if MarketPosition == 1 Then{ if CurrentEntries == MaxEntries and MaxEntries == 2 Then exitlong("bx1",atlimit,청산1차,"B1"); if CurrentEntries == MaxEntries and MaxEntries == 3 Then exitlong("bx2",atlimit,청산2차,"B1"); if CurrentEntries == MaxEntries and MaxEntries == 3 Then exitlong("bx3",atlimit,청산2차,"B2"); } ////////////////////// 수정 /////////////////////////////// if MarketPosition == 1 Then{ if countif(highest(h,BarsSinceEntry) < AvgEntryPrice*1.03,CurrentEntries) < 1 Then ExitLong("xx1",atlimit,AvgEntryPrice*1.03); if countif(highest(h,BarsSinceEntry) < AvgEntryPrice*1.05,CurrentEntries) < 1 Then ExitLong("xx2",atlimit,AvgEntryPrice*1.05); if countif(highest(h,BarsSinceEntry) < AvgEntryPrice*1.08,CurrentEntries) < 1 Then ExitLong("xx3",atlimit,AvgEntryPrice*1.08); if countif(highest(h,BarsSinceEntry) >= AvgEntryPrice*1.03,CurrentEntries) >= 1 Then ExitLong("xx11",AtStop,AvgEntryPrice*1.03); if countif(highest(h,BarsSinceEntry) >= AvgEntryPrice*1.05,CurrentEntries) >= 1 Then ExitLong("xx21",AtStop,AvgEntryPrice*1.05); /////////////////////////////////////////////////////// if crossup(C, AvgEntryPrice) Then{ Condition1 = true; var1 = index; } if Condition1 == true Then{ exitlong("bx6",AtStop,highest(H,index-var1+1)*0.99,"",int(CurrentContracts*0.5),1); exitlong("bx7",AtStop,highest(H,index-var1+1)*0.97); } exitlong("bx8",AtStop,최저점); exitlong("bx9",AtStop,AvgEntryPrice*0.95); } } 즐거운 하루되세요 > 쭈니오빠 님이 쓴 글입니다. > 제목 : 수정 and 추가바랍니다 > 아래 수식에서 수정할부분을 아래와 같이 수정바라며 평균매수가대비 수익률이 3%, 5% ,8% 지점에서 3분할매도하는수식에서 평균매수가대비 3%지점을 돌파후 다시 그지점을 이탈 즉시 전량매도 평균매수가대비 5%지점을 돌파후 다시 그지점을 이탈 즉시 전량매도 수정된 전체 수식에 #1과 #2를 각각 따로 적용바랍니다. #1 현재 매수조건에서 지정가격에서 1번 매수되면 다시 그 매수조건이 와도 재매수되지 않도록 해주세요 청산1.2차를 통하여 매도를 하는경우에도 지정가격에서 재매수를 금지 바랍니다 청산 1.2차매도가 아닌 수익실현을통한 매도인경우에만 다시 해당조건에 매수가 가능해야함. #2 청산 1.2차 매도가 아닌 수익 실현 매도를 하는 당일에는 매수금지하는 수식 input : 최고점(20000),최저점(10000),시작날짜(20111216); var : 중간값(0),매수1차(0),매수2차(0),매수3차(0),청산1차(0),청산2차(0); 중간값 = (최고점+최저점)/2; 매수1차 = (최고점+중간값)/2; 매수2차 = 중간값; 매수3차 = (중간값+최저점)/2; 청산1차 = (매수1차+중간값)/2; 청산2차 = (중간값+매수3차)/2; Condition1 = IsExitName("bx8",1) or IsExitName("bx9",1); if sdate >= 시작날짜 Then{ if MarketPosition == 0 or (MarketPosition == 1 and C < EntryPrice) Then{ if L > 매수1차 and Condition1 == False Then buy("b1",AtStop,매수1차); if L > 매수2차 and Condition1 == False Then buy("b2",AtStop,매수2차); if L > 매수3차 and Condition1 == False then buy("b3",AtStop,매수3차); } if MarketPosition == 1 Then{ if CurrentEntries == MaxEntries and MaxEntries == 2 Then exitlong("bx1",atlimit,청산1차,"B1"); if CurrentEntries == MaxEntries and MaxEntries == 3 Then exitlong("bx2",atlimit,청산2차,"B1"); if CurrentEntries == MaxEntries and MaxEntries == 3 Then exitlong("bx3",atlimit,청산2차,"B2"); } ////////////////////// 수정 /////////////////////////////// if MarketPosition == 1 Then{ exitlong("bx4",atlimit,AvgEntryPrice*1.03,"",int(CurrentContracts*0.5),1); exitlong("bx5",atlimit,AvgEntryPrice*1.05); /////////////////////////////////////////////////////// if crossup(C, AvgEntryPrice) Then{ Condition1 = true; var1 = index; } if Condition1 == true Then{ exitlong("bx6",AtStop,highest(H,index-var1+1)*0.99,"",int(CurrentContracts*0.5),1); exitlong("bx7",AtStop,highest(H,index-var1+1)*0.97); } exitlong("bx8",AtStop,최저점); exitlong("bx9",AtStop,AvgEntryPrice*0.95); } }