커뮤니티
수식확인부탁드립니다.
2014-02-19 13:58:14
143
글번호 72719
시스템 출력이 되지 않는데, 이상있는지 확인 부탁드립니다.
var : T1(0),T2(0),T3(0),T4(0),T5(0),T6(0);
var : X(0),W(0),cnt(0),count(0),NP(0),PreNP(0),dayPL(0);
input : dayentry(4),당일손실(-1.4),loss(100),Profit(100);
count = 0;
for cnt = 0 to 20{
if sdate == EntryDate(cnt) Then
count = count+1;
}
NP = NetProfit;
if date != date[1] Then{
Condition1 = False;
PreNP = NP[1];
}
dayPL = (NP-PreNP)+PositionProfit;
input : N(0);
X = min(T1,T2,T3,T4);
W = iff(T5[1]<T5,X,T5);
if count < dayentry and Condition1 == true and dayPL > 당일손실 Then{
if T1 > W and count < N Then{
if count == 0 or (count >= 1 and MarketPosition == -1) Or
(Count >= 1 and MarketPosition == 0 and MarketPosition(1) != 1) Then{
buy();
}
}
if T1 <= W and count < N then {
if count == 0 or (count >= 1 and MarketPosition == 1) Or
(Count >= 1 and MarketPosition == 0 and MarketPosition(1) != -1) Then{
sell();
}
}
}
SetStopProfittarget(Profit,PointStop);
SetStopLoss(loss,PointStop);
SetStopEndofday(150000);
if MarketPosition == 1 and T1 <= W Then
ExitLong("daybx2",Atstop,EntryPrice+(당일손실-DayPL));
if MarketPosition == -1 and T1 > W Then
ExitShort("daysx2",Atstop,EntryPrice-(당일손실-DayPL));
if MarketPosition == 1 and T1 <= W Then
ExitLong();
if MarketPosition == -1 and T1 > W Then
ExitShort();
항상 수고하십니다. 감사합니다.
답변 1
예스스탁 예스스탁 답변
2014-02-19 15:11:53
안녕하세요
예스스탁입니다.
수식에서 count는 당일진입횟수가 계산되어 저장되는 변수입니다.
진입수식에 count < dayentry도 있고 count < N도 있어 중복처리가 되어 있고
N이 0으로 되어 있어 신호가 발생되지 않았습니다.
count < N은 삭제하시면 됩니다.
var : T1(0),T2(0),T3(0),T4(0),T5(0),T6(0);
var : X(0),W(0),cnt(0),count(0),NP(0),PreNP(0),dayPL(0);
input : dayentry(4),당일손실(-1.4),loss(100),Profit(100);
count = 0;
for cnt = 0 to 20{
if sdate == EntryDate(cnt) Then
count = count+1;
}
NP = NetProfit;
if date != date[1] Then{
Condition1 = False;
PreNP = NP[1];
}
dayPL = (NP-PreNP)+PositionProfit;
X = min(T1,T2,T3,T4);
W = iff(T5[1]<T5,X,T5);
if count < dayentry and dayPL > 당일손실 Then{
if T1 > W Then{
if count == 0 or
(count >= 1 and MarketPosition == -1) Or
(Count >= 1 and MarketPosition == 0 and MarketPosition(1) != 1) Then{
buy();
}
}
if T1 <= W then {
if count == 0 or
(count >= 1 and MarketPosition == 1) Or
(Count >= 1 and MarketPosition == 0 and MarketPosition(1) != -1) Then{
sell();
}
}
}
SetStopProfittarget(Profit,PointStop);
SetStopLoss(loss,PointStop);
SetStopEndofday(150000);
if MarketPosition == 1 and T1 <= W Then
ExitLong("daybx2",Atstop,EntryPrice+(당일손실-DayPL));
if MarketPosition == -1 and T1 > W Then
ExitShort("daysx2",Atstop,EntryPrice-(당일손실-DayPL));
if MarketPosition == 1 and T1 <= W Then
ExitLong();
if MarketPosition == -1 and T1 > W Then
ExitShort();
즐거운 하루되세요
> 마코 님이 쓴 글입니다.
> 제목 : 수식확인부탁드립니다.
> 시스템 출력이 되지 않는데, 이상있는지 확인 부탁드립니다.
var : T1(0),T2(0),T3(0),T4(0),T5(0),T6(0);
var : X(0),W(0),cnt(0),count(0),NP(0),PreNP(0),dayPL(0);
input : dayentry(4),당일손실(-1.4),loss(100),Profit(100);
count = 0;
for cnt = 0 to 20{
if sdate == EntryDate(cnt) Then
count = count+1;
}
NP = NetProfit;
if date != date[1] Then{
Condition1 = False;
PreNP = NP[1];
}
dayPL = (NP-PreNP)+PositionProfit;
input : N(0);
X = min(T1,T2,T3,T4);
W = iff(T5[1]<T5,X,T5);
if count < dayentry and Condition1 == true and dayPL > 당일손실 Then{
if T1 > W and count < N Then{
if count == 0 or (count >= 1 and MarketPosition == -1) Or
(Count >= 1 and MarketPosition == 0 and MarketPosition(1) != 1) Then{
buy();
}
}
if T1 <= W and count < N then {
if count == 0 or (count >= 1 and MarketPosition == 1) Or
(Count >= 1 and MarketPosition == 0 and MarketPosition(1) != -1) Then{
sell();
}
}
}
SetStopProfittarget(Profit,PointStop);
SetStopLoss(loss,PointStop);
SetStopEndofday(150000);
if MarketPosition == 1 and T1 <= W Then
ExitLong("daybx2",Atstop,EntryPrice+(당일손실-DayPL));
if MarketPosition == -1 and T1 > W Then
ExitShort("daysx2",Atstop,EntryPrice-(당일손실-DayPL));
if MarketPosition == 1 and T1 <= W Then
ExitLong();
if MarketPosition == -1 and T1 > W Then
ExitShort();
항상 수고하십니다. 감사합니다.
다음글
이전글