안녕하세요 예스스탁입니다. 1. input : N(5),m1(1),m2(1),K(1); var1 = (dayindex+1)%N; if date != date[1] Then Condition1 = False; if MarketPosition != 0 Then Condition1 = True; if dayindex >= 0 and var1 == 0 Then{ if (MarketPosition == 0 and C >= dayopen+m1 and Condition1 == false and stime < 143000) or (MarketPosition == 1 and C >= value1+m1 and Condition1 == true and stime < 145000) Or (MarketPosition == 0 and C >= ExitPrice(1)+m1 and Condition1 == true and stime < 143000) then{ buy("b",OnClose,def,K); value1 = C; } if (MarketPosition == 0 and C <= dayopen-m2 and Condition1 == false and stime < 143000) or (MarketPosition == -1 and C <= value1-m2 and Condition1 == true and stime < 145000) Or (MarketPosition == 0 and C <= ExitPrice(1)-m2 and Condition1 == true and stime < 143000) then{ sell("s",OnClose,def,K); value1 = C; } } if (MarketPosition == 1 and C <= value1-m1) Then{ ExitLong(); } if (MarketPosition == -1 and C >= value1+m2) Then ExitShort(); SetStopEndofday(150000); 2. input : m1(0.5),m2(0.5),K(1); if date != date[1] Then Condition1 = False; if MarketPosition != 0 Then{ Condition1 = True; } if CurrentContracts != CurrentContracts[1] Then{ value3 = C; value4 = index; } if stime == 151500 Then{ buy("b",AtStop,NextBarOpen+m1,k); sell("s",AtStop,NextBarOpen-m2,k); } if dayindex >= 0 Then{ if (MarketPosition == 0 and Condition1 == false and stime < 143000) Then buy("b1",AtStop,dayopen+m1,k); if (MarketPosition == 1 and Condition1 == true and stime < 145000) Then buy("bb",AtStop,value3+m1,k); if (MarketPosition == 0 and Condition1 == true and stime < 143000) then buy("b2",AtStop,value3+m1,K); if (MarketPosition == 0 and Condition1 == false and stime < 143000) Then sell("s1",AtStop,dayopen-m2,k); if (MarketPosition == -1 and Condition1 == true and stime < 145000) Then Sell("ss",AtStop,value3-m2,k); if (MarketPosition == 0 and Condition1 == true and stime < 143000) then sell("s2",AtStop,value3-m2,K); } if MarketPosition == 1 Then{ if CurrentContracts < CurrentContracts[1] Then value1 = value1+1; if CurrentContracts > CurrentContracts[1] Then{ value1 = 0; value11 = index; } ExitLong("bx",AtStop,highest(h,(index-value11)+1)-(m2*(1+value1)),"",k,1); } Else value1 = 0; if MarketPosition == -1 Then{ if CurrentContracts < CurrentContracts[1] Then value2 = value2+1; if CurrentContracts > CurrentContracts[1] Then{ value2 = 0; value22 = index; } ExitShort("sx",AtStop,Lowest(L,(index-value22)+1)+(m2*(1+value2)),"",k,1); } Else value2 = 0; SetStopEndofday(150000); 3. input : m1(0.5),m2(0.5),K(1); if date != date[1] Then Condition1 = False; if MarketPosition != 0 Then{ Condition1 = True; } if CurrentContracts != CurrentContracts[1] Then{ value3 = C; value4 = index; } if stime == 151500 Then{ buy("b",AtStop,NextBarOpen+m1,k); sell("s",AtStop,NextBarOpen-m2,k); } if dayindex >= 0 Then{ if (MarketPosition == 0 and Condition1 == false and stime < 143000) Then buy("b1",AtStop,dayopen+m1,k); if (MarketPosition == 1 and Condition1 == true and stime < 145000) Then buy("bb",AtStop,value3+m1,k); if (MarketPosition == 0 and Condition1 == true and stime < 143000) then buy("b2",AtStop,value3+m1,K); if (MarketPosition == 0 and Condition1 == false and stime < 143000) Then sell("s1",AtStop,dayopen-m2,k); if (MarketPosition == -1 and Condition1 == true and stime < 145000) Then Sell("ss",AtStop,value3-m2,k); if (MarketPosition == 0 and Condition1 == true and stime < 143000) then sell("s2",AtStop,value3-m2,K); } if MarketPosition == 1 Then{ if MaxEntries <= 2 Then{ if CurrentContracts < CurrentContracts[1] Then value1 = value1+1; if CurrentContracts > CurrentContracts[1] Then{ value1 = 0; value11 = index; } ExitLong("bx",AtStop,highest(h,(index-value11)+1)-(m2*(1+value1)),"",k,1); } } Else value1 = 0; if MarketPosition == -1 then{ if maxEntries <= 2 Then{ if CurrentContracts < CurrentContracts[1] Then value2 = value2+1; if CurrentContracts > CurrentContracts[1] Then{ value2 = 0; value22 = index; } ExitShort("sx",AtStop,Lowest(L,(index-value22)+1)+(m2*(1+value2)),"",k,1); } } Else value2 = 0; if MarketPosition == 1 Then{ if MaxEntries >= 3 Then{ if CurrentContracts < CurrentContracts[1] Then{ value1 = value1+1; Condition11 = true; } if CurrentContracts > CurrentContracts[1] Then{ value1 = 0; value11 = index; Condition11 = false; } if Condition11 == False Then ExitLong("bx1",AtStop,highest(h,(index-value11)+1)-(m2*(1+value1)),"",int(CurrentContracts*0.5),1); if Condition11 == true Then ExitLong("bx2",AtStop,highest(h,(index-value11)+1)-(m2*(1+value1))); } } Else{ value1 = 0; Condition11 = false; } if MarketPosition == -1 Then{ if MaxEntries >= 3 Then{ if CurrentContracts < CurrentContracts[1] Then{ value2 = value2+1; Condition22 = true; } if CurrentContracts > CurrentContracts[1] Then{ value2 = 0; value22 = index; Condition22 = false; } if Condition22 == false then ExitShort("sx1",AtStop,Lowest(L,(index-value22)+1)+(m2*(1+value2)),"",int(CurrentContracts*0.5),1); if Condition22 == true Then ExitShort("sx2",AtStop,Lowest(L,(index-value22)+1)+(m2*(1+value2))); } } Else{ value2 = 0; Condition22 = false; } SetStopEndofday(150000); 즐거운 하루되세요 > 에구머니 님이 쓴 글입니다. > 제목 : 시스템식 문의 > 늘 고마운 마음입니다.