안녕하세요 예스스탁입니다. 1. input : P(5); var : cnt(0),sum(0),sum1(0),mav(0),mav1(0),dis(0),dis1(0),daycnt(0),PredayVol(0); Var : Pivot(0),R1(0),R2(0),S1(0),S2(0); Pivot = (DayHigh(1)+DayLow(1)+DayClose(1))/3; if date != date[1] Then Daycnt = daycnt+1; sum = 0; sum1 = 0; for cnt = 0 to P-1{ sum = sum+DayClose(cnt); sum1 = sum1+DayClose(cnt+1); } mav = sum/P; mav1 = sum1/P; dis = c/mav*100; dis1 = DayClose(1)/mav1*100; for cnt = 1 to 1000 { if stime == stime[cnt] and sdate != sdate[cnt] then{ PredayVol = DayVolume[cnt]; cnt = 1001; } } if dayopen <= DayClose(1)*1.05 and dayhigh <= dayopen*1.05 and dis1 >= 103 and ExitDate(1) != sdate and DayVolume < PredayVol*1 Then{ if stime >= 90000 and stime < 100000 and dis >= 100.5 and dis < 101.5 Then buy("b1",AtMarket); if stime >= 100000 and stime < 110000 and dis >= 100.5 and dis < 102.0 Then buy("b2",AtMarket); if stime >= 110000 and stime < 120000 and dis >= 100.5 and dis < 102.5 Then buy("b3",AtMarket); if stime >= 120000 and stime < 130000 and dis >= 100.5 and dis < 103.0 Then buy("b4",AtMarket); if stime >= 130000 and stime < 140000 and dis >= 100.5 and dis < 103.5 Then buy("b5",AtMarket); if stime >= 140000 and stime < 144800 and dis >= 100.5 and dis < 104.0 Then buy("b6",AtMarket); if stime >= 143000 and stime < 144800 and c < Pivot and dis >= 100.5 and dis < 105.0 Then buy("b7",AtMarket); } if MarketPosition == 1 Then{ if C >= EntryPrice*1.06 Then exitlong("bx1",AtMarket); if C <= EntryPrice*0.945 Then exitlong("bx2",AtMarket); if sdate == EntryDate and C >= EntryPrice*1.045 then exitlong("bx3",AtMarket); if sdate > EntryDate and daycnt == daycnt[BarsSinceEntry]+2 and stime >= 94000 Then exitlong("bx4",AtMarket); if sdate > EntryDate and dis >= 100 and dis[dayindex] >= 98 and dis[dayindex] < 100 Then exitlong("bx51",AtMarket); if sdate > EntryDate and dis >= 99.5 and dis[dayindex] >= 97 and dis[dayindex] < 98 Then exitlong("bx52",AtMarket); if sdate > EntryDate and dis >= 99 and dis[dayindex] < 97 Then exitlong("bx53",AtMarket); } 2. 각 수식은 독립적입니다. 차트의 적용되어 있는 지표와 시스템은 서로 관계가 없습니다. 시스템 안에서 V와 같은 데이터예약어로 거래량을 수신받아 전략이 구현되므로 차트에 적용되어 있는 거래량은 삭제하셔도 됩니다. 즐거운 하루되세요 > 쌀사비팔 님이 쓴 글입니다. > 제목 : 한가지 추가 부탁드립니다. > 아래 식에 청산을 추가해 주세요. 감사합니다. -매수 후 다음날 부터, 시초가가 5일(일봉)이동평균선 이격도 98이상 100 미만이면, 100 이상이 될때, 다음 첫봉에 청산. -매수 후 다음날 부터, 시초가가 5일(일봉)이동평균선 이격도 97이상 98 미만이면, 99.5 이상이 될때, 다음 첫봉에 청산. -매수 후 다음날 부터, 시초가가 5일(일봉)이동평균선 이격도 97 미만이면, 99 이상이 될때, 다음 첫봉에 청산. <한가지 여쭤볼께 있는데요, 시스템식에 거래량의 조건이 들어 있을때, 전략실행시 차트에 거래량 봉을 삭제해도 상관이 없나요?> ====================================== input : P(5); var : cnt(0),sum(0),sum1(0),mav(0),mav1(0),dis(0),dis1(0),daycnt(0),PredayVol(0); Var : Pivot(0),R1(0),R2(0),S1(0),S2(0); Pivot = (DayHigh(1)+DayLow(1)+DayClose(1))/3; if date != date[1] Then Daycnt = daycnt+1; sum = 0; sum1 = 0; for cnt = 0 to P-1{ sum = sum+DayClose(cnt); sum1 = sum1+DayClose(cnt+1); } mav = sum/P; mav1 = sum1/P; dis = c/mav*100; dis1 = DayClose(1)/mav1*100; for cnt = 1 to 1000 { if stime == stime[cnt] and sdate != sdate[cnt] then{ PredayVol = DayVolume[cnt]; cnt = 1001; } } if dayopen <= DayClose(1)*1.05 and dayhigh <= dayopen*1.05 and dis1 >= 103 and ExitDate(1) != sdate and DayVolume < PredayVol*1 Then{ if stime >= 90000 and stime < 100000 and dis >= 100.5 and dis < 101.5 Then buy("b1",AtMarket); if stime >= 100000 and stime < 110000 and dis >= 100.5 and dis < 102.0 Then buy("b2",AtMarket); if stime >= 110000 and stime < 120000 and dis >= 100.5 and dis < 102.5 Then buy("b3",AtMarket); if stime >= 120000 and stime < 130000 and dis >= 100.5 and dis < 103.0 Then buy("b4",AtMarket); if stime >= 130000 and stime < 140000 and dis >= 100.5 and dis < 103.5 Then buy("b5",AtMarket); if stime >= 140000 and stime < 144800 and dis >= 100.5 and dis < 104.0 Then buy("b6",AtMarket); if stime >= 143000 and stime < 144800 and c < Pivot and dis >= 100.5 and dis < 105.0 Then buy("b7",AtMarket); } if MarketPosition == 1 Then{ if C >= EntryPrice*1.06 Then exitlong("bx1",AtMarket); if C <= EntryPrice*0.945 Then exitlong("bx2",AtMarket); if sdate == EntryDate and C >= EntryPrice*1.045 then exitlong("bx3",AtMarket); if sdate > EntryDate and daycnt == daycnt[BarsSinceEntry]+2 and stime >= 94000 Then exitlong("bx4",AtMarket); }