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타주기참조.1

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2013-02-12 02:27:43
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수고하십니다. 첫번째&#160;연결선물지수5분봉에서&#160;타종목참조에&#160;data2와&#160;data3을&#160;열었고 &#160;1.(&#160;전일&#160;종가시점에서&#160;data2>data3&#160;)&#160;and&#160;(당일&#160;첫5분봉의&#160;data2이&#160;양봉&#160;)&#160; &#160;&#160;&#160;&#160;and&#160;&#160;(당일&#160;연결선물지수&#160;시가&#160;<&#160;3시봉종가&#160;)&#160; &#160;&#160;&#160;위&#160;3가지가&#160;만족하면&#160;3시봉종가이후(3시5분봉시가)&#160;매수 &#160; &#160;2.(전일&#160;종가시점에서&#160;data2<data3&#160;)&#160;and&#160;&#160;(당일&#160;첫&#160;5분봉의&#160;data3가&#160;양봉) &#160;&#160;&#160;&#160;and&#160;&#160;(당일&#160;연결선물지수&#160;시가&#160;>&#160;3시봉종가&#160;) &#160;&#160;&#160;위&#160;3가지가&#160;만족하면&#160;3시봉&#160;종가이후(3시5분봉시가)&#160;매도 청산은&#160;1.다음날&#160;시가에&#160;청산. &#160;&#160;&#160;&#160;&#160;&#160;&#160;2.다음날&#160;(전일의&#160;1시부터&#160;종가까지의&#160;최고점과&#160;최저점의&#160;크기&#160;=&#160;"a"&#160;) &#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;매수면&#160;청산당일의&#160;시가이후&#160;최저점대비&#160;"a"만큼&#160;상승한&#160;시점에서&#160;청산하고 &#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;매도면&#160;청산당일의&#160;시가이후&#160;최고점대비&#160;'a"만큼&#160;하락한&#160;시점에서&#160;청산합니다. &#160;&#160;&#160;&#160;&#160;&#160;&#160;#청산식이&#160;두개인것은&#160;각각&#160;시뮬레이션&#160;해보려&#160;합니다. 손절은&#160;매수일때는&#160;청산당일의&#160;시가에서&#160;"a의&#160;1/2"만큼&#160;하락시점 &#160;&#160;&#160;&#160;&#160;&#160;&#160;매도일때는&#160;청산당일의&#160;시가에서&#160;"a의&#160;1/2"만큼&#160;상승시점 두번째&#160;연결선물지수5분봉과&#160;타종목참조&#160;data2과&#160;data3열었고 &#160;&#160;-전일종가시점에서&#160;data2&#160;>&#160;data3&#160;&#160;and&#160;&#160;당일시가이후&#160;첫5분봉의&#160;data2이&#160;양봉이면 &#160;&#160;&#160;다음봉에서&#160;매수진입 &#160;&#160;-전일종가시점에서&#160;data2&#160;<&#160;data3&#160;&#160;and&#160;&#160;당일시가이후&#160;첫5분봉의&#160;data3가&#160;양봉이면 &#160;&#160;&#160;다음봉에서&#160;매도진입 청산은&#160;연결선물지수의&#160;전일&#160;1시부터&#160;2시까지의&#160;최고점&#160;-&#160;최저점&#160;=&#160;"a"라&#160;하고 &#160;&#160;&#160;&#160;매수일때&#160;진입이후&#160;최저점&#160;+&#160;"a"&#160;되는&#160;곳에서&#160;청산 &#160;&#160;&#160;&#160;매도일때&#160;진입이후&#160;최고점&#160;-&#160;"a"&#160;되는&#160;곳에서&#160;청산 손절은&#160;선물지수의&#160;전일시가부터&#160;11시까지의&#160;최저점과&#160;최고점의&#160;1/2&#160;지점&#160;=&#160;"b"라&#160;하고 &#160;&#160;&#160;&#160;매수일때&#160;"b"하향돌파(5분봉종가가)하면&#160;손절 &#160;&#160;&#160;&#160;매도일때&#160;"b"상향돌파(5분봉종가가)하면&#160;손절 부ㅑ탁드립니다..감사합니다. &#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160; &#160;&#160;&#160;&#160; &#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160; &#160;&#160;&#160;&#160; &#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160; &#160;&#160;&#160;&#160;
시스템
답변 1
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예스스탁 예스스탁 답변

2013-02-12 13:25:55

안녕하세요 예스스탁입니다, 1. var : cond1(false,data2),cond2(false,data2),cond3(false,data2),cond4(false,data2); var : HH(0,data1),LL(0,data1),AA(0,data1),AA1(0,data1); if data2(date!=date[1]) Then{ cond1 = data2(c[1]) > data3(c[1]); cond2 = data2(C>O); cond3 = data2(c[1]) < data3(c[1]); cond4 = data2(C>O); } if data1(stime == 150000) and data1(C > DayOpen) and cond1 == true and cond2 == true Then buy("b"); if data1(stime == 150000) and data1(C < DayOpen) and cond3 == true and cond4 == true Then sell("s"); if data1(stime == 151500) Then{ ExitLong("bx1",AtMarket); ExitShort("sx1",AtMarket); } if data1(date!=date[1]) Then AA1 = AA; if data1(stime == 130000) Then{ HH = data1(H); LL = data1(L); AA = (HH-LL); } if data1(Stime >= 130000) Then{ if data1(H) > HH Then HH = data1(H); if data1(L) < LL Then LL = data1(L); AA = (HH-LL); } if data1(sdate > EntryDate) Then{ if MarketPosition == 1 Then{ ExitLong("bx2",AtLimit,dayopen+AA1); ExitLong("bx3",AtStop,dayopen-(AA1/2)); } if MarketPosition == -1 Then{ ExitShort("sx2",AtLimit,dayopen-AA1); ExitShort("sx3",AtStop,dayopen+(AA1/2)); } } 2. var : cond1(false,data2),cond2(false,data2),cond3(false,data2),cond4(false,data2); var : HH(0,data1),LL(0,data1),AA(0,data1),AA1(0,data1),HHH(0,data1),LLL(0,data1),BB(0,data1),BB1(0,data1); if data2(date!=date[1]) Then{ cond1 = data2(c[1]) > data3(c[1]); cond2 = data2(C>O); cond3 = data2(c[1]) < data3(c[1]); cond4 = data2(C>O); } if data1(stime == 90000) and data1(C > O) and cond1 == true and cond2 == true Then buy("b",AtMarket); if data1(stime == 90000) and data1(C < O) and cond3 == true and cond4 == true Then sell("s",AtMarket); if data1(date!=date[1]) Then{ AA1 = AA; BB1 = BB; } if data1(stime == 130000) Then{ HH = data1(H); LL = data1(L); AA = (HH-LL); } if data1(Stime >= 130000 and stime < 140000) Then{ if data1(H) > HH Then HH = data1(H); if data1(L) < LL Then LL = data1(L); AA = (HH-LL); } if data1(stime < 110000) Then{ HHH = dayhigh; LLL = daylow; BB = (HHH+LLL)/2; } if data1(sdate > EntryDate) Then{ if MarketPosition == 1 Then{ ExitLong("bx2",AtLimit,lowest(L,BarsSinceEntry)+AA1); if CrossDown(c,BB1) Then ExitLong("bx3"); } if MarketPosition == -1 Then{ ExitShort("sx2",AtLimit,highest(H,BarsSinceEntry)-AA1); if crossup(c,BB1) Then ExitShort("sx3"); } } 즐거운 하루되세요 > yang오뚜기 님이 쓴 글입니다. > 제목 : 타주기참조.1 > 수고하십니다. 첫번째&nbsp;연결선물지수5분봉에서&nbsp;타종목참조에&nbsp;data2와&nbsp;data3을&nbsp;열었고 &nbsp;1.(&nbsp;전일&nbsp;종가시점에서&nbsp;data2>data3&nbsp;)&nbsp;and&nbsp;(당일&nbsp;첫5분봉의&nbsp;data2이&nbsp;양봉&nbsp;)&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;and&nbsp;&nbsp;(당일&nbsp;연결선물지수&nbsp;시가&nbsp;<&nbsp;3시봉종가&nbsp;)&nbsp; &nbsp;&nbsp;&nbsp;위&nbsp;3가지가&nbsp;만족하면&nbsp;3시봉종가이후(3시5분봉시가)&nbsp;매수 &nbsp; &nbsp;2.(전일&nbsp;종가시점에서&nbsp;data2<data3&nbsp;)&nbsp;and&nbsp;&nbsp;(당일&nbsp;첫&nbsp;5분봉의&nbsp;data3가&nbsp;양봉) &nbsp;&nbsp;&nbsp;&nbsp;and&nbsp;&nbsp;(당일&nbsp;연결선물지수&nbsp;시가&nbsp;>&nbsp;3시봉종가&nbsp;) &nbsp;&nbsp;&nbsp;위&nbsp;3가지가&nbsp;만족하면&nbsp;3시봉&nbsp;종가이후(3시5분봉시가)&nbsp;매도 청산은&nbsp;1.다음날&nbsp;시가에&nbsp;청산. &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.다음날&nbsp;(전일의&nbsp;1시부터&nbsp;종가까지의&nbsp;최고점과&nbsp;최저점의&nbsp;크기&nbsp;=&nbsp;"a"&nbsp;) &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;매수면&nbsp;청산당일의&nbsp;시가이후&nbsp;최저점대비&nbsp;"a"만큼&nbsp;상승한&nbsp;시점에서&nbsp;청산하고 &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;매도면&nbsp;청산당일의&nbsp;시가이후&nbsp;최고점대비&nbsp;'a"만큼&nbsp;하락한&nbsp;시점에서&nbsp;청산합니다. &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;#청산식이&nbsp;두개인것은&nbsp;각각&nbsp;시뮬레이션&nbsp;해보려&nbsp;합니다. 손절은&nbsp;매수일때는&nbsp;청산당일의&nbsp;시가에서&nbsp;"a의&nbsp;1/2"만큼&nbsp;하락시점 &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;매도일때는&nbsp;청산당일의&nbsp;시가에서&nbsp;"a의&nbsp;1/2"만큼&nbsp;상승시점 두번째&nbsp;연결선물지수5분봉과&nbsp;타종목참조&nbsp;data2과&nbsp;data3열었고 &nbsp;&nbsp;-전일종가시점에서&nbsp;data2&nbsp;>&nbsp;data3&nbsp;&nbsp;and&nbsp;&nbsp;당일시가이후&nbsp;첫5분봉의&nbsp;data2이&nbsp;양봉이면 &nbsp;&nbsp;&nbsp;다음봉에서&nbsp;매수진입 &nbsp;&nbsp;-전일종가시점에서&nbsp;data2&nbsp;<&nbsp;data3&nbsp;&nbsp;and&nbsp;&nbsp;당일시가이후&nbsp;첫5분봉의&nbsp;data3가&nbsp;양봉이면 &nbsp;&nbsp;&nbsp;다음봉에서&nbsp;매도진입 청산은&nbsp;연결선물지수의&nbsp;전일&nbsp;1시부터&nbsp;2시까지의&nbsp;최고점&nbsp;-&nbsp;최저점&nbsp;=&nbsp;"a"라&nbsp;하고 &nbsp;&nbsp;&nbsp;&nbsp;매수일때&nbsp;진입이후&nbsp;최저점&nbsp;+&nbsp;"a"&nbsp;되는&nbsp;곳에서&nbsp;청산 &nbsp;&nbsp;&nbsp;&nbsp;매도일때&nbsp;진입이후&nbsp;최고점&nbsp;-&nbsp;"a"&nbsp;되는&nbsp;곳에서&nbsp;청산 손절은&nbsp;선물지수의&nbsp;전일시가부터&nbsp;11시까지의&nbsp;최저점과&nbsp;최고점의&nbsp;1/2&nbsp;지점&nbsp;=&nbsp;"b"라&nbsp;하고 &nbsp;&nbsp;&nbsp;&nbsp;매수일때&nbsp;"b"하향돌파(5분봉종가가)하면&nbsp;손절 &nbsp;&nbsp;&nbsp;&nbsp;매도일때&nbsp;"b"상향돌파(5분봉종가가)하면&nbsp;손절 부ㅑ탁드립니다..감사합니다. &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;