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추가1계약씩 더하기
2016-02-02 20:13:40
92
글번호 95109
> Input : shortPeriod(5), longPeriod(20) ;
Var : value(0);
value = OSCP(shortPeriod, longPeriod);
If CrossUP(value, 0) Then
Buy();
If CrossDown(value,0) Then
Sell();
# 추적청산
input : AtrMult(6), AtrPeriod(6);
var : AtrVal(0), posHigh(0), posLow(0);
# ATR 추적청산
ATRVal = ATR(AtrPeriod) * AtrMult;
PosHigh = Highest(H,BarssinceEntry+2);
PosLow = Lowest(L,BarsSinceEntry+2);
If MarketPosition == 1 and C < ma(c,20) Then
sell("ATR1", AtStop, PosHigh - ATRVal);
If MarketPosition == -1 and C > ma(c,20) Then
buy("ATR2", AtStop, PosLow + ATRVal);
If MarketPosition == 0 and C > ma(C,20) Then
sell("ATR3", AtStop, Highest(H,BarsSinceExit(1)+1) - ATRVal);
If MarketPosition == 0 and C < ma(C,20) Then
buy("ATR4", AtStop, Lowest(L,BarsSinceExit(1)+1) + ATRVal);
위수식에서
손실이발생할때마다 한계약씩늘려가는법부탁합니다 즉단리로늘려감니다.
목표가로 이익발생시 원계약수로복귀됨니다
복리가아님
즉복리로할시 문제가되네요
감사합니다
답변 1
예스스탁 예스스탁 답변
2016-02-03 09:17:00
안녕하세요
예스스탁입니다.
Input : shortPeriod(5), longPeriod(20) ;
Var : value(0),vol(0);
if MarketPosition != 0 Then{
if PositionProfit < 0 Then
Vol = MaxContracts+1;
Else
vol = 1;
}
if MarketPosition == 0 Then{
if PositionProfit(1) < 0 Then
Vol = MaxContracts(1)+1;
Else
vol = 1;
}
value = OSCP(shortPeriod, longPeriod);
If CrossUP(value, 0) Then
Buy("b",OnClose,def,vol);
If CrossDown(value,-0) Then
Sell("s",OnClose,def,vol);
# 추적청산
input : AtrMult(6), AtrPeriod(6);
var : AtrVal(0), posHigh(0), posLow(0);
# ATR 추적청산
ATRVal = ATR(AtrPeriod) * AtrMult;
PosHigh = Highest(H,BarssinceEntry+2);
PosLow = Lowest(L,BarsSinceEntry+2);
If MarketPosition == 1 and C < ma(c,20) Then
sell("ATR1", AtStop, PosHigh - ATRVal,Vol);
If MarketPosition == -1 and C > ma(c,20) Then
buy("ATR2", AtStop, PosLow + ATRVal,Vol);
If MarketPosition == 0 and C > ma(C,20) Then
sell("ATR3", AtStop, Highest(H,BarsSinceExit(1)+1) - ATRVal,Vol);
If MarketPosition == 0 and C < ma(C,20) Then
buy("ATR4", AtStop, Lowest(L,BarsSinceExit(1)+1) + ATRVal,Vol);
즐거운 하루되세요
> 큰바위얼굴 님이 쓴 글입니다.
> 제목 : 추가1계약씩 더하기
> > Input : shortPeriod(5), longPeriod(20) ;
Var : value(0);
value = OSCP(shortPeriod, longPeriod);
If CrossUP(value, 0) Then
Buy();
If CrossDown(value,0) Then
Sell();
# 추적청산
input : AtrMult(6), AtrPeriod(6);
var : AtrVal(0), posHigh(0), posLow(0);
# ATR 추적청산
ATRVal = ATR(AtrPeriod) * AtrMult;
PosHigh = Highest(H,BarssinceEntry+2);
PosLow = Lowest(L,BarsSinceEntry+2);
If MarketPosition == 1 and C < ma(c,20) Then
sell("ATR1", AtStop, PosHigh - ATRVal);
If MarketPosition == -1 and C > ma(c,20) Then
buy("ATR2", AtStop, PosLow + ATRVal);
If MarketPosition == 0 and C > ma(C,20) Then
sell("ATR3", AtStop, Highest(H,BarsSinceExit(1)+1) - ATRVal);
If MarketPosition == 0 and C < ma(C,20) Then
buy("ATR4", AtStop, Lowest(L,BarsSinceExit(1)+1) + ATRVal);
위수식에서
손실이발생할때마다 한계약씩늘려가는법부탁합니다 즉단리로늘려감니다.
목표가로 이익발생시 원계약수로복귀됨니다
복리가아님
즉복리로할시 문제가되네요
감사합니다
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