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복리투자와한도정하기
2016-02-04 10:50:38
88
글번호 95167
Input : shortPeriod(5), longPeriod(20) ;
Var : value(0),vol(0);
if MarketPosition != 0 Then{
if PositionProfit < 0 Then
Vol = MaxContracts*2;
Else
vol = 1;
}
if MarketPosition == 0 Then{
if PositionProfit(1) < 0 Then
Vol = MaxContracts(1)*2;
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);
위수식에서
복리투자시한도를최대 80개로 해주세요
그후목표가후 원위치는 위와같습니다.
감사합니다.
답변 1
예스스탁 예스스탁 답변
2016-02-04 14:20:18
안녕하세요
예스스탁입니다.
Input : shortPeriod(5), longPeriod(20) ;
Var : value(0),vol(0);
if MarketPosition != 0 Then{
if PositionProfit < 0 Then
Vol = min(80,MaxContracts*2);
Else
vol = 1;
}
if MarketPosition == 0 Then{
if PositionProfit(1) < 0 Then
Vol = min(80,MaxContracts(1)*2);
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 : 복리투자와한도정하기
> Input : shortPeriod(5), longPeriod(20) ;
Var : value(0),vol(0);
if MarketPosition != 0 Then{
if PositionProfit < 0 Then
Vol = MaxContracts*2;
Else
vol = 1;
}
if MarketPosition == 0 Then{
if PositionProfit(1) < 0 Then
Vol = MaxContracts(1)*2;
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);
위수식에서
복리투자시한도를최대 80개로 해주세요
그후목표가후 원위치는 위와같습니다.
감사합니다.