커뮤니티
시스템식 부탁드립니다.
2023-02-07 12:21:58.0
1340
글번호 225770
항상 도움 주셔서 감사합니다.
아래 시스템식에서 하루 손실제한을 100 POINT로 제한하는 시스템식 부탁드립다.
#===============================================
Inputs : SL(51);
Inputs : TS(10),TP(50);
Inputs : T1(100),T2(15);
Inputs : shortPeriod(5), longPeriod(20), SPeriod(9);
Var : MACDV(0), MACDsig(0) ;
### 해외선물 새벽시간 당일청산 ###
if sDate != sDate[1] Then
SetStopEndofday(060000);
if Bdate != Bdate[1] Then
SetStopEndofday(0);
### 일매매손익에 따른 손절 ###
##### 변수셋팅 #####
MACDV = MACD(shortPeriod, longPeriod);
MACDsig = ema(MACDV,SPeriod);
#--------------------------------------------------------------------------------------
##### 매매로직 #####
#--------------------------------------------------------------------------------------
if sTime >= 140000 and sTime <=2400000 or stime >= 000000 and sTime <= 070000 Then {
#--------------------------------------------------------------------------------------
#----------------------
# Long Entry 매수
#----------------------
If marketposition <= 0 and macdv > macdsig and macdv > 0 Then Begin
Buy("B1",OnClose,DEf,amt);
End;
# Long Exit 익절 및 본청
if MarketPosition == 1 Then
{
if MaxEntries == 1 and C > dayopen() Then
{
ExitLong("BP1",AtLimit,AvgEntryPrice+T1);
}
if MaxEntries == 2 and C > dayopen() Then
ExitLong("BP2",AtLimit,AvgEntryPrice+T2);
if MaxEntries == 3 and C > dayopen() Then
ExitLong("BP3",AtLimit,AvgEntryPrice+T2);
if MaxEntries == 3 and C > dayopen() Then
ExitLong("BL",AtStop,AvgEntryPrice-T2*6);
if MaxEntries == 1 and C > dayopen() Then
Buy("B2",AtLimit,LatestEntryPrice(0)-T2,1);
if MaxEntries == 2 and C > dayopen() Then
Buy("B3",AtLimit,LatestEntryPrice(0)-T2,1);
}
#----------------------
# Short Entry 매도
#----------------------
If marketposition >= 0 and macdv < macdsig and macdv < 0 Then Begin
Sell("S1",OnClose,DEf,amt);
End;
# Short Exit 익절 및 본청
if MarketPosition == -1 Then
{
if MaxEntries == 1 and C < dayopen() Then
{
ExitShort("SP1",AtLimit,AvgEntryPrice-T1);
}
if MaxEntries == 2 and C < dayopen() Then
ExitShort("SP2",AtLimit,AvgEntryPrice-T2);
if MaxEntries == 3 and C < dayopen() Then
ExitShort("SP3",AtLimit,AvgEntryPrice-T2);
if MaxEntries == 3 and C < dayopen() Then
ExitShort("SL",AtStop,AvgEntryPrice+T2*6);
if MaxEntries == 1 and C < dayopen() Then
Sell("S2",AtLimit,LatestEntryPrice(0)+T2,1);
if MaxEntries == 2 and C < dayopen() Then
Sell("S3",AtLimit,LatestEntryPrice(0)+T2,1);
}
#--------------------------------------------------------------------------------------
} //매매시간 종료
#--------------------------------------------------------------------------------------
##### 포지션 익절, 손절 #####
#--------------------------------------------------------------------------------------
##### 스탑로스 #####
SetStopLoss(SL,PointStop);
SetStopTrailing(TS,TP,PointStop);
감사합니다.
답변 1
예스스탁 예스스탁 답변
2023-03-16 17:23:55.0
안녕하세요
예스스탁입니다.
Input : 당일손실(100);
Inputs : PT(50),SL(51);
Inputs : TS(10),TP(50);
Inputs : shortPeriod(5), longPeriod(20), SPeriod(9);
Inputs : T1(100),T2(15);
Var : MACDV(0), MACDsig(0) ;
Var : N1(0),dayPl(0),Xcond(false);
if Bdate != Bdate[1] Then
{
Xcond = false;
N1 = NetProfit;
}
daypl = NetProfit-N1;
if TotalTrades > TotalTrades[1] then
{
if daypl <= 당일손실 Then
Xcond = true;
if IsExitName("dbl",1) == true or
IsExitName("dsl",1) == true then
Xcond = true;
}
### 해외선물 새벽시간 당일청산 ###
if sDate != sDate[1] Then
SetStopEndofday(060000);
if Bdate != Bdate[1] Then
SetStopEndofday(0);
### 일매매손익에 따른 손절 ###
##### 변수셋팅 #####
MACDV = MACD(shortPeriod, longPeriod);
MACDsig = ema(MACDV,SPeriod);
#--------------------------------------------------------------------------------------
##### 매매로직 #####
#--------------------------------------------------------------------------------------
if sTime >= 140000 and sTime <=2400000 or stime >= 000000 and sTime <= 070000 and Xcond == False Then {
#--------------------------------------------------------------------------------------
#----------------------
# Long Entry 매수
#----------------------
If marketposition <= 0 and macdv > macdsig and macdv2 > 0 Then Begin
Buy("B1",OnClose,DEf,amt);
End;
# Long Exit 익절 및 본청
if MarketPosition == 1 Then
{
if MaxEntries == 1 and C > dayopen() Then
{
ExitLong("BP1",AtLimit,AvgEntryPrice+T1);
}
if MaxEntries == 2 and C > dayopen() Then
ExitLong("BP2",AtLimit,AvgEntryPrice+T2);
if MaxEntries == 3 and C > dayopen() Then
ExitLong("BP3",AtLimit,AvgEntryPrice+T2);
if MaxEntries == 3 and C > dayopen() Then
ExitLong("BL",AtStop,AvgEntryPrice-T2*6);
if MaxEntries == 1 and C > dayopen() Then
Buy("B2",AtLimit,LatestEntryPrice(0)-T2,1);
if MaxEntries == 2 and C > dayopen() Then
Buy("B3",AtLimit,LatestEntryPrice(0)-T2,1);
}
#----------------------
# Short Entry 매도
#----------------------
# Short Entry MACD
If marketposition >= 0 and macdv < macdsig and macdv2 < 0 Then Begin
Sell("S1",OnClose,DEf,amt);
End;
# Short Exit 익절 및 본청
if MarketPosition == -1 Then
{
if MaxEntries == 1 and C < dayopen() Then
{
ExitShort("SP1",AtLimit,AvgEntryPrice-T1);
}
if MaxEntries == 2 and C < dayopen() Then
ExitShort("SP2",AtLimit,AvgEntryPrice-T2);
if MaxEntries == 3 and C < dayopen() Then
ExitShort("SP3",AtLimit,AvgEntryPrice-T2);
if MaxEntries == 3 and C < dayopen() Then
ExitShort("SL",AtStop,AvgEntryPrice+T2*6);
if MaxEntries == 1 and C < dayopen() Then
Sell("S2",AtLimit,LatestEntryPrice(0)+T2,1);
if MaxEntries == 2 and C < dayopen() Then
Sell("S3",AtLimit,LatestEntryPrice(0)+T2,1);
}
if MarketPosition == 1 then
{
ExitLong("dbl",AtStop,EntryPrice-((당일손실+daypl)/CurrentContracts));
}
if MarketPosition == -1 then
{
ExitShort("dsl",AtStop,EntryPrice+((당일손실+daypl)/CurrentContracts));
}
#--------------------------------------------------------------------------------------
} //매매시간 종료
#--------------------------------------------------------------------------------------
##### 포지션 익절, 손절 #####
#--------------------------------------------------------------------------------------
##### 스탑로스 #####
SetStopLoss(SL,PointStop);
SetStopTrailing(TS,TP,PointStop);
즐거운 하루되세요
> 양치기 님이 쓴 글입니다.
> 제목 : 시스템식 부탁드립니다.
> 항상 도움 주셔서 감사합니다.
아래 시스템식에서 하루 손실제한을 100 POINT로 제한하는 시스템식 부탁드립다.
#===============================================
Inputs : SL(51);
Inputs : TS(10),TP(50);
Inputs : T1(100),T2(15);
Inputs : shortPeriod(5), longPeriod(20), SPeriod(9);
Var : MACDV(0), MACDsig(0) ;
### 해외선물 새벽시간 당일청산 ###
if sDate != sDate[1] Then
SetStopEndofday(060000);
if Bdate != Bdate[1] Then
SetStopEndofday(0);
### 일매매손익에 따른 손절 ###
##### 변수셋팅 #####
MACDV = MACD(shortPeriod, longPeriod);
MACDsig = ema(MACDV,SPeriod);
#--------------------------------------------------------------------------------------
##### 매매로직 #####
#--------------------------------------------------------------------------------------
if sTime >= 140000 and sTime <=2400000 or stime >= 000000 and sTime <= 070000 Then {
#--------------------------------------------------------------------------------------
#----------------------
# Long Entry 매수
#----------------------
If marketposition <= 0 and macdv > macdsig and macdv > 0 Then Begin
Buy("B1",OnClose,DEf,amt);
End;
# Long Exit 익절 및 본청
if MarketPosition == 1 Then
{
if MaxEntries == 1 and C > dayopen() Then
{
ExitLong("BP1",AtLimit,AvgEntryPrice+T1);
}
if MaxEntries == 2 and C > dayopen() Then
ExitLong("BP2",AtLimit,AvgEntryPrice+T2);
if MaxEntries == 3 and C > dayopen() Then
ExitLong("BP3",AtLimit,AvgEntryPrice+T2);
if MaxEntries == 3 and C > dayopen() Then
ExitLong("BL",AtStop,AvgEntryPrice-T2*6);
if MaxEntries == 1 and C > dayopen() Then
Buy("B2",AtLimit,LatestEntryPrice(0)-T2,1);
if MaxEntries == 2 and C > dayopen() Then
Buy("B3",AtLimit,LatestEntryPrice(0)-T2,1);
}
#----------------------
# Short Entry 매도
#----------------------
If marketposition >= 0 and macdv < macdsig and macdv < 0 Then Begin
Sell("S1",OnClose,DEf,amt);
End;
# Short Exit 익절 및 본청
if MarketPosition == -1 Then
{
if MaxEntries == 1 and C < dayopen() Then
{
ExitShort("SP1",AtLimit,AvgEntryPrice-T1);
}
if MaxEntries == 2 and C < dayopen() Then
ExitShort("SP2",AtLimit,AvgEntryPrice-T2);
if MaxEntries == 3 and C < dayopen() Then
ExitShort("SP3",AtLimit,AvgEntryPrice-T2);
if MaxEntries == 3 and C < dayopen() Then
ExitShort("SL",AtStop,AvgEntryPrice+T2*6);
if MaxEntries == 1 and C < dayopen() Then
Sell("S2",AtLimit,LatestEntryPrice(0)+T2,1);
if MaxEntries == 2 and C < dayopen() Then
Sell("S3",AtLimit,LatestEntryPrice(0)+T2,1);
}
#--------------------------------------------------------------------------------------
} //매매시간 종료
#--------------------------------------------------------------------------------------
##### 포지션 익절, 손절 #####
#--------------------------------------------------------------------------------------
##### 스탑로스 #####
SetStopLoss(SL,PointStop);
SetStopTrailing(TS,TP,PointStop);
감사합니다.
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