커뮤니티
수식 추가 부탁드립니다.
2015-01-04 15:32:04
146
글번호 81836
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);
답변 1
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);
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