커뮤니티
부탁드립니다.
2015-01-07 11:43:38
127
글번호 81976
안녕하세요..
현물 틱 매매인데요.
시간 조건을 적용할 수 있나요?
가능하시면 아래식에 추가 부탁드립니다.
-매수 당일, 10:30시 이후 첫봉때, 전일 총 거래량 대비 현재거래량이 60% 초과시 청산
-매수 당일, 14:45시 이후 첫봉에, 조건없이 모두 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
DayHigh < DayClose(1)*1.08 And
dayopen > Pivot*1.01 Then
buy();
if stime >= 093000 and stime < 100000 and
MarketPosition == 0 and
ExitDate(1) != sdate and
CrossDown(c,Pivot+PriceScale*2) and
dayhigh < 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*1.040);
}
SetStopLoss(4.6,PercentStop);
답변 1
예스스탁 예스스탁 답변
2015-01-07 14:31:39
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
DayHigh < DayClose(1)*1.08 And
dayopen > Pivot*1.01 Then
buy();
if stime >= 093000 and stime < 100000 and
MarketPosition == 0 and
ExitDate(1) != sdate and
CrossDown(c,Pivot+PriceScale*2) and
dayhigh < 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*1.040);
if stime == 103000 or (stime > 103000 and stime[1] < 103000) Then{
if DayVolume >= DayVolume(1)*0.60 Then
ExitLong("x1");
}
if stime == 144500 or (stime > 144500 and stime[1] < 144500) Then
ExitLong("xx");
}
SetStopLoss(4.6,PercentStop);
즐거운 하루되세요
> 쌀사비팔 님이 쓴 글입니다.
> 제목 : 부탁드립니다.
> 안녕하세요..
현물 틱 매매인데요.
시간 조건을 적용할 수 있나요?
가능하시면 아래식에 추가 부탁드립니다.
-매수 당일, 10:30시 이후 첫봉때, 전일 총 거래량 대비 현재거래량이 60% 초과시 청산
-매수 당일, 14:45시 이후 첫봉에, 조건없이 모두 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
DayHigh < DayClose(1)*1.08 And
dayopen > Pivot*1.01 Then
buy();
if stime >= 093000 and stime < 100000 and
MarketPosition == 0 and
ExitDate(1) != sdate and
CrossDown(c,Pivot+PriceScale*2) and
dayhigh < 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*1.040);
}
SetStopLoss(4.6,PercentStop);
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