커뮤니티
문의드립니다.
2016-04-06 13:26:53
115
글번호 96894
수고 많으십니다.
아래시스템식을 매매횟수를 하루 4번만 하도록 부탁드립니다.
변수로 해주시면 감사하겠습니다.
#########################
Input : r(100), s(200), SMTHLEN(50),하루손실틱수(70);
VAR : TSIv(0),TSIS(0),T(0);
var : NP(0),PreNP(0),DayPL(0),dayloss(0),Xcond(false);
NP = NetProfit;
if stime ==153000 or (stime > 153000 and stime[1] < 153000) Then{
preNP = NP[1];
Xcond = false;
}
dayPL = NP-PreNP;
dayloss = PriceScale*하루손실틱수;
if TotalTrades > TotalTrades[1] and (IsExitName("bl",1) or IsExitName("sl",1)) Then
Xcond = true;
Value1 = 100 * Ema(Ema(c-c[1], r), s) ;
Value2 = Ema(Ema(abs(c-c[1]), r), s) ;
TSIv = Value1 / Value2;
TSIS = Ema(TSIv, SMTHLEN);
if TSIS > TSIS[1] Then
T = 1;
if TSIS < TSIS[1] Then
T = -1;
if (stime >= 153000 or stime < 023000) and Xcond == false then{
if T == 1 and T[1] != 1 Then
buy();
if T == -1 and T[1] != -1 Then
sell();
}
SetStopLoss(PriceScale*30,PointStop);
SetStopProfittarget(PriceScale*15,PointStop);
if MarketPosition == 1 Then{
ExitLong("bl",AtStop,EntryPrice-(dayloss+dayPL));
}
if MarketPosition == -1 Then{
ExitShort("sl",AtStop,EntryPrice+(dayloss+daypl) );
}
if stime == 023000 or (stime > 023000 and stime[1] < 023000) Then{
exitlong("bx");
ExitShort("sx");
}
######################################
답변 1
예스스탁 예스스탁 답변
2016-04-06 18:19:27
안녕하세요
예스스탁입니다.
#########################
Input : r(100), s(200), SMTHLEN(50),하루손실틱수(70),당일진입횟수(4);
VAR : TSIv(0),TSIS(0),T(0);
var : NP(0),PreNP(0),DayPL(0),dayloss(0),Xcond(false),TT(0),T1(0),entry(0);
NP = NetProfit;
TT = TotalTrades;
if stime ==153000 or (stime > 153000 and stime[1] < 153000) Then{
preNP = NP[1];
Xcond = false;
T1 = TT[1];
}
dayPL = NP-PreNP;
dayloss = PriceScale*하루손실틱수;
if MarketPosition == 0 Then
entry = TT-T1;
Else
entry = TT-T1+1;
if TotalTrades > TotalTrades[1] and (IsExitName("bl",1) or IsExitName("sl",1)) Then
Xcond = true;
Value1 = 100 * Ema(Ema(c-c[1], r), s) ;
Value2 = Ema(Ema(abs(c-c[1]), r), s) ;
TSIv = Value1 / Value2;
TSIS = Ema(TSIv, SMTHLEN);
if TSIS > TSIS[1] Then
T = 1;
if TSIS < TSIS[1] Then
T = -1;
if (stime >= 153000 or stime < 023000) and Xcond == false and entry < 당일진입횟수 then{
if T == 1 and T[1] != 1 Then
buy();
if T == -1 and T[1] != -1 Then
sell();
}
SetStopLoss(PriceScale*30,PointStop);
SetStopProfittarget(PriceScale*15,PointStop);
if MarketPosition == 1 Then{
ExitLong("bl",AtStop,EntryPrice-(dayloss+dayPL));
}
if MarketPosition == -1 Then{
ExitShort("sl",AtStop,EntryPrice+(dayloss+daypl) );
}
if stime == 023000 or (stime > 023000 and stime[1] < 023000) Then{
exitlong("bx");
ExitShort("sx");
}
즐거운 하루되세요
> 비류천 님이 쓴 글입니다.
> 제목 : 문의드립니다.
> 수고 많으십니다.
아래시스템식을 매매횟수를 하루 4번만 하도록 부탁드립니다.
변수로 해주시면 감사하겠습니다.
#########################
Input : r(100), s(200), SMTHLEN(50),하루손실틱수(70);
VAR : TSIv(0),TSIS(0),T(0);
var : NP(0),PreNP(0),DayPL(0),dayloss(0),Xcond(false);
NP = NetProfit;
if stime ==153000 or (stime > 153000 and stime[1] < 153000) Then{
preNP = NP[1];
Xcond = false;
}
dayPL = NP-PreNP;
dayloss = PriceScale*하루손실틱수;
if TotalTrades > TotalTrades[1] and (IsExitName("bl",1) or IsExitName("sl",1)) Then
Xcond = true;
Value1 = 100 * Ema(Ema(c-c[1], r), s) ;
Value2 = Ema(Ema(abs(c-c[1]), r), s) ;
TSIv = Value1 / Value2;
TSIS = Ema(TSIv, SMTHLEN);
if TSIS > TSIS[1] Then
T = 1;
if TSIS < TSIS[1] Then
T = -1;
if (stime >= 153000 or stime < 023000) and Xcond == false then{
if T == 1 and T[1] != 1 Then
buy();
if T == -1 and T[1] != -1 Then
sell();
}
SetStopLoss(PriceScale*30,PointStop);
SetStopProfittarget(PriceScale*15,PointStop);
if MarketPosition == 1 Then{
ExitLong("bl",AtStop,EntryPrice-(dayloss+dayPL));
}
if MarketPosition == -1 Then{
ExitShort("sl",AtStop,EntryPrice+(dayloss+daypl) );
}
if stime == 023000 or (stime > 023000 and stime[1] < 023000) Then{
exitlong("bx");
ExitShort("sx");
}
######################################