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청산

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회원
2014-07-29 22:25:47
141
글번호 77228
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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"); } }
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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"); } }