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쌀사비팔
2015-02-05 19:47:08
104
글번호 83014
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아래식에 진입조건을 하나 추가해 주세요.(현물 틱 매매) -매수 당일 거래량은, 전일거래량 대비 30%이하이여야 하고. ========================================= var : cnt(0),count(0); Var : Pivot(0),R1(0),R2(0),S1(0),S2(0); var : xVol1(0),xvol2(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); count = 0; for cnt = 0 to 20{ if EntryDate(cnt) == sdate Then count = count+1; } if stime >= 090000 and stime < 093000 and count < 1 and dayhigh < dayopen*1.04 Then{ if dayopen >= DayClose(1)*0.99 and dayopen < DayClose(1)*1.06 Then buy("b1",AtLimit,Pivot+PriceScale*3); if dayopen >= DayClose(1)*1.06 Then buy("b2",atlimit,DayClose(1)); } if MarketPosition == 1 Then{ if CodeCategoryEx == 11 and BasePrice < 50000 Then{ xvol1 = int(int(CurrentContracts*(1/3))/10)*10; xvol2 = int(int(CurrentContracts*(1/2))/10)*10; } Else{ xvol1 = int(CurrentContracts*(1/3)); xvol2 = int(CurrentContracts*(1/2)); } exitlong("bp1",atlimit,EntryPrice*1.05,"",Xvol1,1); exitlong("bp2",atlimit,EntryPrice*1.065,"",Xvol2,1); exitlong("bp3",atlimit,EntryPrice*1.08); if Highest(H,BarsSinceEntry) >= EntryPrice*1.05 Then exitlong("btr",AtStop,highest(H,BarsSinceEntry)-(highest(H,BarsSinceEntry)-EntryPrice)*0.5); exitlong("bl",AtStop,EntryPrice*0.955); if stime == 100000 and DayVolume >= DayVolume(1)*0.8 Then ExitLong("bx"); if sdate == EntryDate and stime >= 103000 Then ExitLong("bx1",AtLimit,EntryPrice*1.015); } SetStopEndofday(140000);
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2015-02-05 20:10:45

var : cnt(0),count(0); Var : Pivot(0),R1(0),R2(0),S1(0),S2(0); var : xVol1(0),xvol2(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); count = 0; for cnt = 0 to 20{ if EntryDate(cnt) == sdate Then count = count+1; } if stime >= 090000 and stime < 093000 and count < 1 and dayhigh < dayopen*1.04 and DayVolume <= DayVolume(1)*0.30 Then{ if dayopen >= DayClose(1)*0.99 and dayopen < DayClose(1)*1.06 Then buy("b1",AtLimit,Pivot+PriceScale*3); if dayopen >= DayClose(1)*1.06 Then buy("b2",atlimit,DayClose(1)); } if MarketPosition == 1 Then{ if CodeCategoryEx == 11 and BasePrice < 50000 Then{ xvol1 = int(int(CurrentContracts*(1/3))/10)*10; xvol2 = int(int(CurrentContracts*(1/2))/10)*10; } Else{ xvol1 = int(CurrentContracts*(1/3)); xvol2 = int(CurrentContracts*(1/2)); } exitlong("bp1",atlimit,EntryPrice*1.05,"",Xvol1,1); exitlong("bp2",atlimit,EntryPrice*1.065,"",Xvol2,1); exitlong("bp3",atlimit,EntryPrice*1.08); if Highest(H,BarsSinceEntry) >= EntryPrice*1.05 Then exitlong("btr",AtStop,highest(H,BarsSinceEntry)-(highest(H,BarsSinceEntry)-EntryPrice)*0.5); exitlong("bl",AtStop,EntryPrice*0.955); if stime == 100000 and DayVolume >= DayVolume(1)*0.8 Then ExitLong("bx"); if sdate == EntryDate and stime >= 103000 Then ExitLong("bx1",AtLimit,EntryPrice*1.015); } SetStopEndofday(140000); > 쌀사비팔 님이 쓴 글입니다. > 제목 : 부탁드립니다. > 아래식에 진입조건을 하나 추가해 주세요.(현물 틱 매매) -매수 당일 거래량은, 전일거래량 대비 30%이하이여야 하고. ========================================= var : cnt(0),count(0); Var : Pivot(0),R1(0),R2(0),S1(0),S2(0); var : xVol1(0),xvol2(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); count = 0; for cnt = 0 to 20{ if EntryDate(cnt) == sdate Then count = count+1; } if stime >= 090000 and stime < 093000 and count < 1 and dayhigh < dayopen*1.04 Then{ if dayopen >= DayClose(1)*0.99 and dayopen < DayClose(1)*1.06 Then buy("b1",AtLimit,Pivot+PriceScale*3); if dayopen >= DayClose(1)*1.06 Then buy("b2",atlimit,DayClose(1)); } if MarketPosition == 1 Then{ if CodeCategoryEx == 11 and BasePrice < 50000 Then{ xvol1 = int(int(CurrentContracts*(1/3))/10)*10; xvol2 = int(int(CurrentContracts*(1/2))/10)*10; } Else{ xvol1 = int(CurrentContracts*(1/3)); xvol2 = int(CurrentContracts*(1/2)); } exitlong("bp1",atlimit,EntryPrice*1.05,"",Xvol1,1); exitlong("bp2",atlimit,EntryPrice*1.065,"",Xvol2,1); exitlong("bp3",atlimit,EntryPrice*1.08); if Highest(H,BarsSinceEntry) >= EntryPrice*1.05 Then exitlong("btr",AtStop,highest(H,BarsSinceEntry)-(highest(H,BarsSinceEntry)-EntryPrice)*0.5); exitlong("bl",AtStop,EntryPrice*0.955); if stime == 100000 and DayVolume >= DayVolume(1)*0.8 Then ExitLong("bx"); if sdate == EntryDate and stime >= 103000 Then ExitLong("bx1",AtLimit,EntryPrice*1.015); } SetStopEndofday(140000);