커뮤니티
한 가지만 추가해 주세요.
2015-01-08 07:47:29
144
글번호 82026
현물 틱 매매입니다. 아래식에 추가해 주세요.
매수(진입) 때, 피봇기준선이 전일종가대비 0%~-2%인 경우, 피봇기준선 +2틱에서 매수하지 않고, 전일 종가대비 -2%로 하락시 매수 입니다.
즉.....
- 피봇 기준선이 전일 종가대비 2%이내일 경우에는, 피봇기준선 +2틱에서 매수하지 않고, 전일 종가대배 -2%이하로 하락시 이후 첫봉에 진입.
(본 시스템식의 최소 진입시점은 전일 종가대비 -2%이하로 하락해야 함)
====================================================
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)*1.09 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)*1.02 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)*0.90 Then
ExitLong("x1");
}
if stime == 144500 or (stime > 144500 and stime[1] < 144500) Then
ExitLong("xx");
}
SetStopLoss(4.6,PercentStop);
답변 1
예스스탁 예스스탁 답변
2015-01-08 16:53:17
안녕하세요
예스스탁입니다.
Var : Pivot(0),R1(0),R2(0),S1(0),S2(0),Price(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);
#피봇기준선이 전일종가대비 0~-2% 사이이면
#전일종가-2%
#아니면
#피봇기준선+2틱
if Pivot <= DayClose(1) and Pivot > DayClose(1)*0.98 Then
Price = DayClose(1)*0.98;
Else
Price = Pivot+PriceScale*2;
if stime >= 090000 and stime < 093000 and
MarketPosition == 0 and
ExitDate(1) != sdate and
CrossDown(c,Price) and
DayHigh < DayClose(1)*1.09 And
dayopen > Pivot*1.01 Then
buy();
if stime >= 093000 and stime < 100000 and
MarketPosition == 0 and
ExitDate(1) != sdate and
CrossDown(c,Price) and
dayhigh < DayClose(1)*1.02 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)*0.90 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 : 한 가지만 추가해 주세요.
> 현물 틱 매매입니다. 아래식에 추가해 주세요.
매수(진입) 때, 피봇기준선이 전일종가대비 0%~-2%인 경우, 피봇기준선 +2틱에서 매수하지 않고, 전일 종가대비 -2%로 하락시 매수 입니다.
즉.....
- 피봇 기준선이 전일 종가대비 2%이내일 경우에는, 피봇기준선 +2틱에서 매수하지 않고, 전일 종가대배 -2%이하로 하락시 이후 첫봉에 진입.
(본 시스템식의 최소 진입시점은 전일 종가대비 -2%이하로 하락해야 함)
====================================================
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)*1.09 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)*1.02 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)*0.90 Then
ExitLong("x1");
}
if stime == 144500 or (stime > 144500 and stime[1] < 144500) Then
ExitLong("xx");
}
SetStopLoss(4.6,PercentStop);
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