커뮤니티
한번더부탁해요
2014-04-08 18:20:12
149
글번호 74255
#이평크로스식
Input : shortPeriod(1), longPeriod(76) ;
Var : value(0);
value = OSCP(shortPeriod, longPeriod);
# 매수/매도청산
If CrossUP(value, 0) Then { Buy(); Exitshort(); }
# 매도/매수청산
If CrossDown(value,0)Then { Sell(); Exitlong(); }
# 추적청산
input : AtrMult(2.1), AtrPeriod(20);
var : AtrVal(0), posHigh(0), posLow(0);
# ATR 추적청산
ATRVal = ATR(AtrPeriod) * AtrMult;
PosHigh = Highest(H,BarssinceEntry+1);
PosLow = Lowest(L,BarsSinceEntry+1);
If MarketPosition == 1 Then
sell("ATR1", AtStop, PosHigh - ATRVal);
If MarketPosition == -1 Then
buy("ATR2", AtStop, PosLow + ATRVal);
#강제청상시간별
if stime >= 090000 and stime < 092800 Then{
SetStopTrailing(0.4,1.0,PointStop,0);
SetStopProfittarget(6.0,PointStop);
SetStopLoss(3,PointStop);
}
if stime >= 090000 and stime < 095600 Then{
SetStopTrailing(0.4,1.0,PointStop,0);
SetStopProfittarget(6.5,PointStop);
SetStopLoss(1.2,PointStop);
}
if stime >= 090000 and stime < 143600 Then{
SetStopTrailing(0.4,1.0,PointStop,0);
SetStopProfittarget(6.5,PointStop);
SetStopLoss(1.0,PointStop);
}
if stime >= 143600 Then{
SetStopTrailing(0.4,1.0,PointStop,0);
SetStopProfittarget(6.0,PointStop);
SetStopLoss(1.0,PointStop);
}
시간별강제청산식을위수식에적용해도 적용이안되네요
확인부탁합니다
답변 1
예스스탁 예스스탁 답변
2014-04-08 18:33:32
안녕하세요
예스스탁입니다.
시간설정이 잘못된 부분이 있었습니다.
수정한 식입니다.
#이평크로스식
Input : shortPeriod(1), longPeriod(76) ;
Var : value(0);
value = OSCP(shortPeriod, longPeriod);
# 매수/매도청산
If CrossUP(value, 0) Then { Buy(); Exitshort(); }
# 매도/매수청산
If CrossDown(value,0)Then { Sell(); Exitlong(); }
# 추적청산
input : AtrMult(2.1), AtrPeriod(20);
var : AtrVal(0), posHigh(0), posLow(0);
# ATR 추적청산
ATRVal = ATR(AtrPeriod) * AtrMult;
PosHigh = Highest(H,BarssinceEntry+1);
PosLow = Lowest(L,BarsSinceEntry+1);
If MarketPosition == 1 Then
sell("ATR1", AtStop, PosHigh - ATRVal);
If MarketPosition == -1 Then
buy("ATR2", AtStop, PosLow + ATRVal);
#강제청상시간별
if stime >= 090000 and stime < 092800 Then{
SetStopTrailing(0.4,1.0,PointStop,0);
SetStopProfittarget(6.0,PointStop);
SetStopLoss(3,PointStop);
}
if stime >= 092800 and stime < 095600 Then{
SetStopTrailing(0.4,1.0,PointStop,0);
SetStopProfittarget(6.5,PointStop);
SetStopLoss(1.2,PointStop);
}
if stime >= 095600 and stime < 143600 Then{
SetStopTrailing(0.4,1.0,PointStop,0);
SetStopProfittarget(6.5,PointStop);
SetStopLoss(1.0,PointStop);
}
if stime >= 143600 Then{
SetStopTrailing(0.4,1.0,PointStop,0);
SetStopProfittarget(6.0,PointStop);
SetStopLoss(1.0,PointStop);
}
즐거운 하루되세요
> 큰바위얼굴 님이 쓴 글입니다.
> 제목 : 한번더부탁해요
> #이평크로스식
Input : shortPeriod(1), longPeriod(76) ;
Var : value(0);
value = OSCP(shortPeriod, longPeriod);
# 매수/매도청산
If CrossUP(value, 0) Then { Buy(); Exitshort(); }
# 매도/매수청산
If CrossDown(value,0)Then { Sell(); Exitlong(); }
# 추적청산
input : AtrMult(2.1), AtrPeriod(20);
var : AtrVal(0), posHigh(0), posLow(0);
# ATR 추적청산
ATRVal = ATR(AtrPeriod) * AtrMult;
PosHigh = Highest(H,BarssinceEntry+1);
PosLow = Lowest(L,BarsSinceEntry+1);
If MarketPosition == 1 Then
sell("ATR1", AtStop, PosHigh - ATRVal);
If MarketPosition == -1 Then
buy("ATR2", AtStop, PosLow + ATRVal);
#강제청상시간별
if stime >= 090000 and stime < 092800 Then{
SetStopTrailing(0.4,1.0,PointStop,0);
SetStopProfittarget(6.0,PointStop);
SetStopLoss(3,PointStop);
}
if stime >= 090000 and stime < 095600 Then{
SetStopTrailing(0.4,1.0,PointStop,0);
SetStopProfittarget(6.5,PointStop);
SetStopLoss(1.2,PointStop);
}
if stime >= 090000 and stime < 143600 Then{
SetStopTrailing(0.4,1.0,PointStop,0);
SetStopProfittarget(6.5,PointStop);
SetStopLoss(1.0,PointStop);
}
if stime >= 143600 Then{
SetStopTrailing(0.4,1.0,PointStop,0);
SetStopProfittarget(6.0,PointStop);
SetStopLoss(1.0,PointStop);
}
시간별강제청산식을위수식에적용해도 적용이안되네요
확인부탁합니다