커뮤니티
수식부탁드립니다------------
2012-02-23 17:49:21
392
글번호 48134
input:봉수(5),시간(500),스토상(85),스토하(20);
var:Ep(0),T1(0),T2(0),T3(0),TEMA82(0),장기봉기간(1),LENGTH1(20) ;
var : PLR(0),XCommission(0),XSlippage(0),OpenPL(0),dayPL(0),count(0),당일손절(300000);
//스토------------------------------------
var : Period(100), Period1(50);
Var : stok(0);
//스토------------------------------------
stok = StochasticsK(Period,Period1);
#당일누적손익계산 시작
XCommission = ((C*ExitCommission)/100)*CurrentContracts; #%설정
XSlippage = (ExitSlippage)*CurrentContracts; #Pt설정
PLR = 0;
count = 0;
for var16 = 1 to 20{
if sdate == EntryDate(var16) Then{
count = count+1;
PLR = PLR+PositionProfit(var16);
}
}
if MarketPosition() == 0 Then{
OpenPL = 0;
dayPL = PLR;
}
Else{
OpenPL = (PositionProfit-(XCommission+XSlippage));
dayPL = PLR+OpenPL;
}
//당일누적손익계산 끝
if stime >= 90500 and dayPL > -(PriceScale*당일손절) then{
위에식을 옵션 에 적용하여 당일손절금액(300000) 을 정하고싶으데요 수식부탁드립니다
답변 1
예스스탁 예스스탁 답변
2012-02-23 18:02:05
안녕하세요
예스스탁입니다.
input:봉수(5),시간(500),스토상(85),스토하(20);
var:Ep(0),T1(0),T2(0),T3(0),TEMA82(0),장기봉기간(1),LENGTH1(20) ;
var : PLR(0),XCommission(0),XSlippage(0),OpenPL(0),dayPL(0),count(0),당일손절(300000);
//스토------------------------------------
var : Period(100), Period1(50);
Var : stok(0);
//스토------------------------------------
stok = StochasticsK(Period,Period1);
#당일누적손익계산 시작
XCommission = ((C*ExitCommission)/100)*CurrentContracts; #%설정
XSlippage = (ExitSlippage)*CurrentContracts; #Pt설정
PLR = 0;
count = 0;
for var16 = 1 to 20{
if sdate == EntryDate(var16) Then{
count = count+1;
PLR = PLR+PositionProfit(var16);
}
}
if MarketPosition() == 0 Then{
OpenPL = 0;
dayPL = PLR;
}
Else{
OpenPL = (PositionProfit-(XCommission+XSlippage));
dayPL = PLR+OpenPL;
}
//당일누적손익계산 끝
if stime >= 90500 and dayPL > -(당일손절/BigPointValue) then
옵션은 1포인트가 10만원이므로
당일손절값을 bigpointvalue로 나누어서 포인트 값으로 환산하시면 됩니다.
즐거운 하루되세요
> leekss1 님이 쓴 글입니다.
> 제목 : 수식부탁드립니다------------
>
input:봉수(5),시간(500),스토상(85),스토하(20);
var:Ep(0),T1(0),T2(0),T3(0),TEMA82(0),장기봉기간(1),LENGTH1(20) ;
var : PLR(0),XCommission(0),XSlippage(0),OpenPL(0),dayPL(0),count(0),당일손절(300000);
//스토------------------------------------
var : Period(100), Period1(50);
Var : stok(0);
//스토------------------------------------
stok = StochasticsK(Period,Period1);
#당일누적손익계산 시작
XCommission = ((C*ExitCommission)/100)*CurrentContracts; #%설정
XSlippage = (ExitSlippage)*CurrentContracts; #Pt설정
PLR = 0;
count = 0;
for var16 = 1 to 20{
if sdate == EntryDate(var16) Then{
count = count+1;
PLR = PLR+PositionProfit(var16);
}
}
if MarketPosition() == 0 Then{
OpenPL = 0;
dayPL = PLR;
}
Else{
OpenPL = (PositionProfit-(XCommission+XSlippage));
dayPL = PLR+OpenPL;
}
//당일누적손익계산 끝
if stime >= 90500 and dayPL > -(PriceScale*당일손절) then{
위에식을 옵션 에 적용하여 당일손절금액(300000) 을 정하고싶으데요 수식부탁드립니다
다음글