답변완료
수식에 대한 궁금한사항입니다.
아래수식에서 MaxEntries 가 50까지 진입하고 조건이되더라도 진입이 안되는 거자나요?
아래 조건에 다음과 같이 추가 기능을 구현하고 싶은데요..
총 MaxEntries는 50이라고 설정후
MaxEntries 25번까지는 개별 진입건별로 청산률 도달시 개별 청산 SetStopProfittarget(청산률,PercentStop);
MaxEntries 누적으로 1 ~ 26-50회까지는 분할매수된 종목의 총 평균매수값보다 3% 수익시 일괄청산
하는 수식으로 구현할수 있도록 변경 요청드릴께요~~
정리하면
총진입횟수가 25회까지는 청산수식이 개별 수익 청산(청산률 11%)
총진입횟수가 26회가 되어버리면 총 50회까지 청산수식이 청산안된매수값의 평균이 3%일 때 수익 청산
--> 이 수식에 대한 취지는 높은 값에서 매수된 수량을 물타기를 통해 청산하기 위함입니다.
input : n(180),하락퍼센트(0.95);
input : p(20),MFI값(70);
input : 매매수(50),금액1(10),금액2(10),금액3(15),금액4(10),금액5(15),금액6(15),금액7(15),금액8(15);
input : 전일대비하락률(0.85),청산률(11);
var1 = highest(H,n);
var2 = mfi(P);
if stime < 143000 then
{
if MaxEntries < 매매수 and
c < var1*하락퍼센트 and
var2 < MFI값 and
c < o and
c <= c[1]*(100-전일대비하락률)/100 Then
buy("b1",OnClose,def,Floor(금액1*10000/c));
if MaxEntries < 매매수 and
c < var1*(하락퍼센트-0.04) and
var2 < (MFI값-7) and
c < o and
c <= c[1]*(99.4-전일대비하락률)/100 Then
buy("b2",OnClose,def,Floor(금액2*10000/c));
if MaxEntries < 매매수 and
c < var1*(하락퍼센트-0.08) and
var2 < (MFI값-14) and
c < o and
c <= c[1]*(99.2-전일대비하락률)/100 Then
buy("b3",OnClose,def,Floor(금액3*10000/c));
if MaxEntries < 매매수 and
c < var1*(하락퍼센트-0.12) and
var2 < (MFI값-21) and
c < o and
c <= c[1]*(98.8-전일대비하락률)/100 Then
buy("b4",OnClose,def,Floor(금액4*10000/c));
if MaxEntries < 매매수 and
c < var1*(하락퍼센트-0.16) and
var2 < (MFI값-28) and
c < o and
c <= c[1]*(98.4-전일대비하락률)/100 Then
buy("b5",OnClose,def,Floor(금액5*10000/c));
if MaxEntries < 매매수 and
c < var1*(하락퍼센트-0.2) and
var2 < (MFI값-35) and
c < o and
c <= c[1]*(98.0-전일대비하락률)/100 Then
buy("b6",OnClose,def,Floor(금액6*10000/c));
if MaxEntries < 매매수 and
c < var1*(하락퍼센트-0.24) and
var2 < (MFI값-42) and
c < o and
c <= c[1]*(97.6-전일대비하락률)/100 Then
buy("b7",OnClose,def,Floor(금액6*10000/c));
if MaxEntries < 매매수 and
c < var1*(하락퍼센트-0.28) and
var2 < (MFI값-48) and
c < o and
c <= c[1]*(97.2-전일대비하락률)/100 Then
buy("b8",OnClose,def,Floor(금액6*10000/c));
SetStopProfittarget(청산률,PercentStop);
}
Else
SetStopProfittarget(0);
2020-03-25
533
글번호 137211
시스템
답변완료
문의드립니다.
아래식을 예스로 부탁합니다.
signal = input(title="Base for FastMA Periods:", type=integer, defval=3)
long = input(title="Buy to Sell Conv/Div Lookback:", type=integer, defval=27)
vmacd = input(true, title="Buy to Sell Convergence/Div OSC:")
vinv = input(false, title="Buy to Sell Conv/Div as cummulative:")
norm = input(false, title="Normalised (Filtered) Version:")
//vapi = input(false, title="Display Acc/Dist % :")
vol = iff(volume > 0, volume , 1)
TR = atr(1)
// Bull And Bear "Power-Balance" by Vadim Gimelfarb Algorithm's
BP = iff(close<open, iff(close[1]<open, max(high-close[1], close-low),
max(high-open, close-low)),
iff(close>open, iff(close[1]>open, high-low,
max(open-close[1], high-low)),
iff(high-close>close-low, iff(close[1]<open, max(high-close[1],close-low),
high-open),
iff(high-close<close-low, iff(close[1]>open, high-low,
max(open-close[1], high-low)),
iff(close[1]>open, max(high-open, close-low),
iff(close[1]<open, max(open-close[1], high-low),
high-low))))))
SP = iff(close<open, iff(close[1]>open, max(close[1]-open, high-low),
high-low),
iff(close>open, iff(close[1]>open, max(close[1]-low, high-close),
max(open-low, high-close)),
iff(high-close>close-low, iff(close[1]>open, max(close[1]-open, high-low),
high-low),
iff(high-close<close-low, iff(close[1]>open, max(close[1]-low, high-close),
open-low),
iff(close[1]>open, max(close[1]-open, high-low),
iff(close[1]<open, max(open-low, high-close),
high-low))))))
TP = BP+SP
BPV = (BP/TP)*vol
SPV = (SP/TP)*vol
TPV = BPV+SPV
BPVavg = ema(ema(BPV,signal),signal)
SPVavg = ema(ema(SPV,signal),signal)
TPVavg = ema(wma(TPV,signal),signal)
VN = vol/ema(vol,long)
BPN = ((BP/ema(BP,long))*VN)*100
SPN = ((SP/ema(SP,long))*VN)*100
TPN = BPN+SPN
nbf = ema(wma(BPN,signal),signal)
nsf = ema(wma(SPN,signal),signal)
tpf = ema(wma(TPN,signal),signal)
ndif = nbf-nsf
BPc1 = BPV>SPV ? BPV : -abs(BPV)
BPc2 = BPN>SPN ? BPN : -abs(BPN)
SPc1 = SPV>BPV ? SPV : -abs(SPV)
SPc2 = SPN>BPN ? SPN : -abs(SPN)
BPcon = norm ? BPc2 : BPc1
SPcon = norm ? SPc2 : SPc1
BPAcon = norm ? nbf : BPVavg
SPAcon = norm ? nsf : SPVavg
TPAcon = norm ? tpf : TPVavg
vpo1 = vinv ? (( sum(BPVavg,long)-sum(SPVavg,long))/sum(TPVavg,long))*100 : ((BPVavg-SPVavg)/TPVavg)*100
vpo2 = vinv ? (( sum(nbf,long)-sum(nsf,long))/sum(tpf,long))*100 : ((nbf-nsf)/tpf)*100
vph = nz((vpo1 - vpo2),0)
// Plot Indicator
histC = vph > vph[1] ? blue:#BA00AA
Vpo1C = vpo1 > 0 ? green:red
Vpo2C = vpo2 > 0 ? green:red
plot(vmacd ? vpo1:na, color=Vpo1C,title="VPO1", style=line, linewidth=3)
plot(vmacd ? vpo2:na, color=Vpo2C,title="VPO2", style=line, linewidth=1)
plot(vmacd ? vph:na, color=histC, title="VPH", style=columns, linewidth=3, transp=90)
2020-03-25
859
글번호 137207
지표