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추가1계약씩 더하기

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큰바위얼굴
2016-02-02 20:13:40
92
글번호 95109
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> 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
시스템
답변 1
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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