안녕하세요 예스스탁입니다. Input : maPeriod(20), ROCPeriod(12), stoPeriod1(5), stoPeriod2(3), sPeriod(12), IPeriod(26),sigPeriod(9); INPUT: AVGLEN(2); var : BinaryWave(0),BWMACD(0),BWMACDsig(0),count(0); VAR: DHIGH(0), BULL(0),DLOW(0), BEAR(0); IF DATE > DATE[1] THEN{ DHIGH = HIGH; DLOW = LOW; } BULL = DHIGH - Ema(C, AVGLEN); BEAR = DLOW - Ema(C, AVGLEN); BinaryWave = BW(maPeriod,ROCPeriod,stoPeriod1,stoPeriod2); BWMACD = ema(BinaryWave,sPeriod)-ema(BinaryWave,IPeriod); BWMACDsig = ema(BWMACD,sigPeriod); if stime == 200000 or (stime > 200000 and stime[1] < 200000) Then count = 0; if MarketPosition != 0 and MarketPosition != MarketPosition[1] Then count = count+1; if (stime >= 200000 or stime < 050000) and bear > bull and bwmacd > bwmacdsig and count < 3 then buy(); if (stime >= 200000 or stime < 050000) and bear < bull and bwmacd < bwmacdsig and count < 3 then sell(); #포지션이 있다면 무조건 05시 00분 종가 청산 if stime == 050000 Then{ ExitLong(); ExitShort(); SetStopEndofday(); } # 매수/매도 보유 포지션에 대한 20틱 손절 SetStopLoss(PriceScale*20,PointStop); 즐거운 하루되세요 > 바람날개 님이 쓴 글입니다. > 제목 : 시스템식 검토 부탁드립니다. > =========================================== - 한국시간 저녁 8시부터 오전 5시 15분 까지 매매 - 매매횟수 3회 제한 - 손절 20틱 - 미국 s&p 500 매매 - 15분봉 매매 ============================================ input : var: ============================================= 매수조건 ======================================== elder ray power(2) binary wave macd(20,12,5,3,12,26,9) ======================================== if stime == 080000 or (stime > 080000 and stime[1] < 080000) Then count = 0; if MarketPosition != 0 and MarketPosition != MarketPosition[1] Then count = count+1; if (stime >= 080000 or stime < 050000) and bear > bull and bw macd > bw macd_sig and count < 3 then buy(); if (stime >= 080000 or stime < 050000) and bear < bull and bw macd < bw macd_sig and count < 3 then sell(); #포지션이 있다면 무조건 05시 00분 종가 청산 if stime == 050000 Then{ ExitLong(); ExitShort(); SetStopEndofday(); } # 매수/매도 보유 포지션에 대한 20틱 손절 SetStopLoss(PriceScale*20,PointStop); =============================================