커뮤니티
청산
2014-07-29 22:25:47
141
글번호 77228
안녕하세요?
현재 사용중인 식인데 청산 시점이 넘었는데 아직 청산이 안되고 있어서 문의 드립니다.
무엇이 문제인지 통 모르겠습니다.
if data1(date != date[1]) Then
daycnt = daycnt+1;
if MarketPosition == -1 and IsEntryName("매도") == True Then{
if CodeCategoryEx == 11 and BasePrice < 50000 Then
xvol = int(int((MaxContracts*1.0)/10)*10);
Else
Xvol = int(MaxContracts*1.0);
if sdate == EntryDate Then
ExitShort("bx1",AtStop,EntryPrice*1.08);
If stime > 145500 and stime < 150400 and var20==10 and C>var4 Then
ExitShort("b1");
if CurrentContracts == MaxContracts and daycnt == daycnt[BarsSinceEntry]+1 Then{
if var4>var5 and C>var4 Then
ExitShort("b2");
if var6>var7 and C>var4 and dis>110 Then
ExitShort("bx2");
}
if CurrentContracts == MaxContracts and daycnt == daycnt[BarsSinceEntry]+2 Then{
if var4>var5 Then
ExitShort("b3");
}
if CurrentContracts == MaxContracts and daycnt == daycnt[BarsSinceEntry]+3 Then{
if var4>var5 and C>var4 Then
ExitShort("b4");
}
if CurrentContracts == MaxContracts and daycnt == daycnt[BarsSinceEntry]+4 Then{
if var4>var5 and C>var4 Then
ExitShort("b5");
}
if CurrentContracts == MaxContracts and daycnt == daycnt[BarsSinceEntry]+5 Then{
if C>var8 Then
ExitShort("b6");
If var4>var5 and var5>var6 and var6>var7 and C>var4 and var17>85 Then
ExitShort("bx6");
If stime > 145500 and stime < 150400 and C>var4 and var4>var7 Then
ExitShort("bxx6");
}
if CurrentContracts == MaxContracts and daycnt == daycnt[BarsSinceEntry]+6 Then{
If DayOpen>=DayClose(1)*1.0 and DayOpen<DayClose(1)*1.2 Then{
If var4>var7 Then
ExitShort("b7");
}
Else If DayOpen<=DayClose(1)*0.0 and DayOpen>DayClose(1)*0.80 Then{
If var4>var5 and C>var6 Then
ExitShort("bx7");
}
Else{
If var17>80 and var21==10 Then
ExitShort("bxx7");
}
}
if CurrentContracts == MaxContracts and daycnt == daycnt[BarsSinceEntry]+7 Then{
If DayOpen>=DayClose(1)*1.0 and DayOpen<DayClose(1)*1.2 Then{
If var4>var7 Then
ExitShort("b8");
}
Else If DayOpen<=DayClose(1)*0.0 and DayOpen>DayClose(1)*0.80 Then{
If var4>var5 and C>var6 Then
ExitShort("bx8");
}
Else{
If var17>80 and var21==10 Then
ExitShort("bxx8");
}
}
if CurrentContracts == MaxContracts and daycnt == daycnt[BarsSinceEntry]+8 Then{
If DayOpen>=DayClose(1)*1.0 and DayOpen<DayClose(1)*1.2 Then{
If DayIndex==0 and var4>var5 and var17>82 Then
ExitShort("b9");
}
Else If DayOpen<=DayClose(1)*0.0 and DayOpen>DayClose(1)*0.80 Then{
If var4>var5 and C>var6 Then
ExitShort("bx9");
}
Else{
If var17>83 and var21==10 Then
ExitShort("bxx9");
}
}
if CurrentContracts == MaxContracts and daycnt == daycnt[BarsSinceEntry]+9 Then{
If DayOpen>=DayClose(1)*1.0 and DayOpen<DayClose(1)*1.2 Then{
If DayIndex==0 and C>O Then
ExitShort("b10");
}
Else If DayOpen<=DayClose(1)*0.0 and DayOpen>DayClose(1)*0.80 Then{
If var4>var5 and C>var6 Then
ExitShort("bx10");
}
Else{
If var17>85 and var21==10 Then
ExitShort("bxx10");
}
}
if CurrentContracts == MaxContracts and daycnt == daycnt[BarsSinceEntry]+10 Then{
If DayOpen>=DayClose(1)*1.0 and DayOpen<DayClose(1)*1.2 Then{
If var4>var7 Then
ExitShort("b11");
}
Else If DayOpen<=DayClose(1)*0.0 and DayOpen>DayClose(1)*0.80 Then{
If var4>var5 and C>var6 Then
ExitShort("bx11");
}
Else{
If var17>85 and var21==10 Then
ExitShort("bxx11");
}
}
if CurrentContracts == MaxContracts and daycnt == daycnt[BarsSinceEntry]+11 Then{
if stime == 150200 Then
ExitShort("end매도");
}
if MarketPosition == 1 and IsEntryName("매수") == True Then{
if CodeCategoryEx == 11 and BasePrice < 50000 Then
xvol = int(int((MaxContracts*1.0)/10)*10);
Else
Xvol = int(MaxContracts*1.0);
if sdate == EntryDate Then
ExitLong("bx12",AtStop,EntryPrice*0.92);
if CurrentContracts == MaxContracts and daycnt == daycnt[BarsSinceEntry]+1 Then{
if var4<var5 and C<var4 Then
ExitLong("bx13");
if var6>var7 and C>var4 and dis>100 Then
ExitLong("bx14");
if stime == 150200 Then
ExitLong("end매수5");
}
}
답변 1
예스스탁 예스스탁 답변
2014-07-30 09:48:15
안녕하세요
예스스탁입니다.
올려주신 식만으로는 신호발생여부를 체크해볼수가 없습니다.
청산식에 사용된 변수들이 어떤 값들인지 알수가 없어 조건체크가 가능하지 않습니다.
즐거운 하루되세요
> HI_yu**** 님이 쓴 글입니다.
> 제목 : 청산
> 안녕하세요?
현재 사용중인 식인데 청산 시점이 넘었는데 아직 청산이 안되고 있어서 문의 드립니다.
무엇이 문제인지 통 모르겠습니다.
if data1(date != date[1]) Then
daycnt = daycnt+1;
if MarketPosition == -1 and IsEntryName("매도") == True Then{
if CodeCategoryEx == 11 and BasePrice < 50000 Then
xvol = int(int((MaxContracts*1.0)/10)*10);
Else
Xvol = int(MaxContracts*1.0);
if sdate == EntryDate Then
ExitShort("bx1",AtStop,EntryPrice*1.08);
If stime > 145500 and stime < 150400 and var20==10 and C>var4 Then
ExitShort("b1");
if CurrentContracts == MaxContracts and daycnt == daycnt[BarsSinceEntry]+1 Then{
if var4>var5 and C>var4 Then
ExitShort("b2");
if var6>var7 and C>var4 and dis>110 Then
ExitShort("bx2");
}
if CurrentContracts == MaxContracts and daycnt == daycnt[BarsSinceEntry]+2 Then{
if var4>var5 Then
ExitShort("b3");
}
if CurrentContracts == MaxContracts and daycnt == daycnt[BarsSinceEntry]+3 Then{
if var4>var5 and C>var4 Then
ExitShort("b4");
}
if CurrentContracts == MaxContracts and daycnt == daycnt[BarsSinceEntry]+4 Then{
if var4>var5 and C>var4 Then
ExitShort("b5");
}
if CurrentContracts == MaxContracts and daycnt == daycnt[BarsSinceEntry]+5 Then{
if C>var8 Then
ExitShort("b6");
If var4>var5 and var5>var6 and var6>var7 and C>var4 and var17>85 Then
ExitShort("bx6");
If stime > 145500 and stime < 150400 and C>var4 and var4>var7 Then
ExitShort("bxx6");
}
if CurrentContracts == MaxContracts and daycnt == daycnt[BarsSinceEntry]+6 Then{
If DayOpen>=DayClose(1)*1.0 and DayOpen<DayClose(1)*1.2 Then{
If var4>var7 Then
ExitShort("b7");
}
Else If DayOpen<=DayClose(1)*0.0 and DayOpen>DayClose(1)*0.80 Then{
If var4>var5 and C>var6 Then
ExitShort("bx7");
}
Else{
If var17>80 and var21==10 Then
ExitShort("bxx7");
}
}
if CurrentContracts == MaxContracts and daycnt == daycnt[BarsSinceEntry]+7 Then{
If DayOpen>=DayClose(1)*1.0 and DayOpen<DayClose(1)*1.2 Then{
If var4>var7 Then
ExitShort("b8");
}
Else If DayOpen<=DayClose(1)*0.0 and DayOpen>DayClose(1)*0.80 Then{
If var4>var5 and C>var6 Then
ExitShort("bx8");
}
Else{
If var17>80 and var21==10 Then
ExitShort("bxx8");
}
}
if CurrentContracts == MaxContracts and daycnt == daycnt[BarsSinceEntry]+8 Then{
If DayOpen>=DayClose(1)*1.0 and DayOpen<DayClose(1)*1.2 Then{
If DayIndex==0 and var4>var5 and var17>82 Then
ExitShort("b9");
}
Else If DayOpen<=DayClose(1)*0.0 and DayOpen>DayClose(1)*0.80 Then{
If var4>var5 and C>var6 Then
ExitShort("bx9");
}
Else{
If var17>83 and var21==10 Then
ExitShort("bxx9");
}
}
if CurrentContracts == MaxContracts and daycnt == daycnt[BarsSinceEntry]+9 Then{
If DayOpen>=DayClose(1)*1.0 and DayOpen<DayClose(1)*1.2 Then{
If DayIndex==0 and C>O Then
ExitShort("b10");
}
Else If DayOpen<=DayClose(1)*0.0 and DayOpen>DayClose(1)*0.80 Then{
If var4>var5 and C>var6 Then
ExitShort("bx10");
}
Else{
If var17>85 and var21==10 Then
ExitShort("bxx10");
}
}
if CurrentContracts == MaxContracts and daycnt == daycnt[BarsSinceEntry]+10 Then{
If DayOpen>=DayClose(1)*1.0 and DayOpen<DayClose(1)*1.2 Then{
If var4>var7 Then
ExitShort("b11");
}
Else If DayOpen<=DayClose(1)*0.0 and DayOpen>DayClose(1)*0.80 Then{
If var4>var5 and C>var6 Then
ExitShort("bx11");
}
Else{
If var17>85 and var21==10 Then
ExitShort("bxx11");
}
}
if CurrentContracts == MaxContracts and daycnt == daycnt[BarsSinceEntry]+11 Then{
if stime == 150200 Then
ExitShort("end매도");
}
if MarketPosition == 1 and IsEntryName("매수") == True Then{
if CodeCategoryEx == 11 and BasePrice < 50000 Then
xvol = int(int((MaxContracts*1.0)/10)*10);
Else
Xvol = int(MaxContracts*1.0);
if sdate == EntryDate Then
ExitLong("bx12",AtStop,EntryPrice*0.92);
if CurrentContracts == MaxContracts and daycnt == daycnt[BarsSinceEntry]+1 Then{
if var4<var5 and C<var4 Then
ExitLong("bx13");
if var6>var7 and C>var4 and dis>100 Then
ExitLong("bx14");
if stime == 150200 Then
ExitLong("end매수5");
}
}