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수식 추가 부탁드립니다.

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쌀사비팔
2015-01-04 15:32:04
146
글번호 81836
답변완료
현물 틱 매매입니다. 아래식에 조건을 두가지 추가해 주세요. -당일 시초가가 "피봇기준선 +1% 이하"이면, 매수(진입)금지. -매수(진입) 다음날 14:48시에 청산 ================================================ Var : Pivot(0),R1(0),R2(0),S1(0),S2(0); var : vol1(0),vol2(0),vol3(0); Pivot = (DayHigh(1)+DayLow(1)+DayClose(1))/3; R1 = 2*Pivot-DayLow(1); R2 = Pivot+DayHigh(1)-DayLow(1); S1 = 2*Pivot-DayHigh(1); S2 = Pivot-DayHigh(1)+DayLow(1); if stime >= 090000 and stime < 093000 and MarketPosition == 0 and ExitDate(1) != sdate and CrossDown(c,Pivot+PriceScale*2) and C < DayClose(1)*1.08 Then buy(); if stime >= 093000 and stime < 103000 and MarketPosition == 0 and ExitDate(1) != sdate and CrossDown(c,Pivot+PriceScale*2) and C < DayClose(1)*1.04 Then buy(); if MarketPosition == 1 then{ if CodeCategoryEx == 11 and BasePrice < 50000 Then{ vol1 = int(int(CurrentContracts*0.20)/10)*10; vol2 = int(int(CurrentContracts*0.25)/10)*10; vol3 = int(int(CurrentContracts*0.50)/10)*10; } Else{ vol1 = int(CurrentContracts*0.20); vol2 = int(CurrentContracts*0.25); vol3 = int(CurrentContracts*0.50); } ExitLong("bx1",atlimit,EntryPrice*1.065,"",vol1,1); ExitLong("bx2",atlimit,EntryPrice*1.070,"",vol2,1); ExitLong("bx3",atlimit,EntryPrice*1.075,"",vol3,1); ExitLong("bx4",atlimit,EntryPrice*1.080); if highest(H,BarsSinceEntry) >= EntryPrice*1.050 Then exitlong("bx",AtStop,EntryPrice*1.025); } SetStopLoss(4.6,PercentStop);
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예스스탁 예스스탁 답변

2015-01-05 17:26:52

안녕하세요 예스스탁입니다. Var : Pivot(0),R1(0),R2(0),S1(0),S2(0); var : vol1(0),vol2(0),vol3(0); Pivot = (DayHigh(1)+DayLow(1)+DayClose(1))/3; R1 = 2*Pivot-DayLow(1); R2 = Pivot+DayHigh(1)-DayLow(1); S1 = 2*Pivot-DayHigh(1); S2 = Pivot-DayHigh(1)+DayLow(1); if stime >= 090000 and stime < 093000 and MarketPosition == 0 and ExitDate(1) != sdate and CrossDown(c,Pivot+PriceScale*2) and C < DayClose(1)*1.08 And dayopen > Pivot*1.01 Then buy(); if stime >= 093000 and stime < 103000 and MarketPosition == 0 and ExitDate(1) != sdate and CrossDown(c,Pivot+PriceScale*2) and C < DayClose(1)*1.04 And dayopen > Pivot*1.01 Then buy(); if MarketPosition == 1 then{ if CodeCategoryEx == 11 and BasePrice < 50000 Then{ vol1 = int(int(CurrentContracts*0.20)/10)*10; vol2 = int(int(CurrentContracts*0.25)/10)*10; vol3 = int(int(CurrentContracts*0.50)/10)*10; } Else{ vol1 = int(CurrentContracts*0.20); vol2 = int(CurrentContracts*0.25); vol3 = int(CurrentContracts*0.50); } ExitLong("bx1",atlimit,EntryPrice*1.065,"",vol1,1); ExitLong("bx2",atlimit,EntryPrice*1.070,"",vol2,1); ExitLong("bx3",atlimit,EntryPrice*1.075,"",vol3,1); ExitLong("bx4",atlimit,EntryPrice*1.080); if highest(H,BarsSinceEntry) >= EntryPrice*1.050 Then exitlong("bx",AtStop,EntryPrice*1.025); } SetStopLoss(4.6,PercentStop); if MarketPosition == 1 and sdate > EntryDate and stime == 144800 Then ExitLong(); 즐거운 하루되시고 새해 좋은일만 가득하시기 바랍니다. > 쌀사비팔 님이 쓴 글입니다. > 제목 : 수식 추가 부탁드립니다. > 현물 틱 매매입니다. 아래식에 조건을 두가지 추가해 주세요. -당일 시초가가 "피봇기준선 +1% 이하"이면, 매수(진입)금지. -매수(진입) 다음날 14:48시에 청산 ================================================ Var : Pivot(0),R1(0),R2(0),S1(0),S2(0); var : vol1(0),vol2(0),vol3(0); Pivot = (DayHigh(1)+DayLow(1)+DayClose(1))/3; R1 = 2*Pivot-DayLow(1); R2 = Pivot+DayHigh(1)-DayLow(1); S1 = 2*Pivot-DayHigh(1); S2 = Pivot-DayHigh(1)+DayLow(1); if stime >= 090000 and stime < 093000 and MarketPosition == 0 and ExitDate(1) != sdate and CrossDown(c,Pivot+PriceScale*2) and C < DayClose(1)*1.08 Then buy(); if stime >= 093000 and stime < 103000 and MarketPosition == 0 and ExitDate(1) != sdate and CrossDown(c,Pivot+PriceScale*2) and C < DayClose(1)*1.04 Then buy(); if MarketPosition == 1 then{ if CodeCategoryEx == 11 and BasePrice < 50000 Then{ vol1 = int(int(CurrentContracts*0.20)/10)*10; vol2 = int(int(CurrentContracts*0.25)/10)*10; vol3 = int(int(CurrentContracts*0.50)/10)*10; } Else{ vol1 = int(CurrentContracts*0.20); vol2 = int(CurrentContracts*0.25); vol3 = int(CurrentContracts*0.50); } ExitLong("bx1",atlimit,EntryPrice*1.065,"",vol1,1); ExitLong("bx2",atlimit,EntryPrice*1.070,"",vol2,1); ExitLong("bx3",atlimit,EntryPrice*1.075,"",vol3,1); ExitLong("bx4",atlimit,EntryPrice*1.080); if highest(H,BarsSinceEntry) >= EntryPrice*1.050 Then exitlong("bx",AtStop,EntryPrice*1.025); } SetStopLoss(4.6,PercentStop);