커뮤니티
추가 시스템서식 부탁드립니다.
2016-08-23 17:34:16
96
글번호 101288
아래 수식에서 청산방법을 추가로 부탁드립니다.
{추가내용}
지금 현재서식은 매수추세와 매도추세시 매매진입하고 상단, 하단을 돌파하면 무조건
청산되도록 되어있으나 변경하려는 내용은 추세변경없이 청산 구간 돌파시 손실로 있으면
2틱 이익이 되는 시점에 청산되도록 시스템 서식 변경 부탁드립니다.
input:b_time1(000000),e_time1(240000),
stoK_p11(150),stoK_p12(50),stoK_p13(10),
ma_p11(25),ma_p12(5),ma_p13(15),ma_p14(100),
ma_p15(10),ma_p16(20),ma_p17(15),상단(90),하단(10),익절틱수(10);
Var:stoK(0),stoD(0),TRIXv(0),TRIXsig(0),T(0);
If b_time1 <= Time and Time <= e_time1 Then
{
stoK = StochasticsKs(stoK_p11,stoK_p12);
stoD = StochasticsDs(stoK_p11,stoK_p12,stoK_p13);
If countif(ma(C,ma_p11)[1] < ma(C,ma_p11),1) == 1
and (ma(C,ma_p12)[1] <= ma(C,ma_p13)[1] and ma(C,ma_p12) > ma(C,ma_p13))
and countif(ma(C,ma_p14)[1] < ma(C,ma_p14),1) == 1
and countif(ma(C,ma_p15)[1] < ma(C,ma_p15),1) == 1
and countif(ma(C,ma_p16)[1] < ma(C,ma_p16),1) == 1
and countif(ma(C,ma_p17)[1] < ma(C,ma_p17),1) == 1
Then
{
T = 1;
}
If countif(ma(C,ma_p11)[1] > ma(C,ma_p11),1) == 1
and (ma(C,ma_p12)[1] >= ma(C,ma_p13)[1] and ma(C,ma_p12) < ma(C,ma_p13))
and countif(ma(C,ma_p14)[1] > ma(C,ma_p14),1) == 1
and countif(ma(C,ma_p15)[1] > ma(C,ma_p15),1) == 1
and countif(ma(C,ma_p16)[1] > ma(C,ma_p16),1) == 1
and countif(ma(C,ma_p17)[1] > ma(C,ma_p17),1) == 1
Then
{
T = -1;
}
if T == 1 and CrossDown(stok,하단) Then
buy("매수",AtMarket);
if MarketPosition == 1 Then
{
if crossup(stok,상단) Then
exitlong("매수1",AtMarket);
if T == -1 Then
exitlong("추세전환(-)",AtMarket);
}
if T == -1 and Crossup(stok,상단) Then
sell("매도",AtMarket);
if MarketPosition == -1 Then
{
if Crossdown(stok,하단) Then
ExitShort("매도1",AtMarket);
if T == 1 Then
exitShort("추세전환(+)",AtMarket);
}
}
SetStopProfittarget(PriceScale*익절틱수,PointStop);
답변 1
예스스탁 예스스탁 답변
2016-08-24 10:48:40
안녕하세요
예스스탁입니다.
input:b_time1(000000),e_time1(240000),
stoK_p11(150),stoK_p12(50),stoK_p13(10),
ma_p11(25),ma_p12(5),ma_p13(15),ma_p14(100),
ma_p15(10),ma_p16(20),ma_p17(15),상단(90),하단(10),익절틱수(10);
Var:stoK(0),stoD(0),TRIXv(0),TRIXsig(0),T(0);
If b_time1 <= Time and Time <= e_time1 Then
{
stoK = StochasticsKs(stoK_p11,stoK_p12);
stoD = StochasticsDs(stoK_p11,stoK_p12,stoK_p13);
If countif(ma(C,ma_p11)[1] < ma(C,ma_p11),1) == 1
and (ma(C,ma_p12)[1] <= ma(C,ma_p13)[1] and ma(C,ma_p12) > ma(C,ma_p13))
and countif(ma(C,ma_p14)[1] < ma(C,ma_p14),1) == 1
and countif(ma(C,ma_p15)[1] < ma(C,ma_p15),1) == 1
and countif(ma(C,ma_p16)[1] < ma(C,ma_p16),1) == 1
and countif(ma(C,ma_p17)[1] < ma(C,ma_p17),1) == 1
Then
{
T = 1;
}
If countif(ma(C,ma_p11)[1] > ma(C,ma_p11),1) == 1
and (ma(C,ma_p12)[1] >= ma(C,ma_p13)[1] and ma(C,ma_p12) < ma(C,ma_p13))
and countif(ma(C,ma_p14)[1] > ma(C,ma_p14),1) == 1
and countif(ma(C,ma_p15)[1] > ma(C,ma_p15),1) == 1
and countif(ma(C,ma_p16)[1] > ma(C,ma_p16),1) == 1
and countif(ma(C,ma_p17)[1] > ma(C,ma_p17),1) == 1
Then
{
T = -1;
}
if T == 1 and CrossDown(stok,하단) Then
buy("매수",AtMarket);
if MarketPosition == 1 Then
{
if crossup(stok,상단) and c >= EntryPrice Then
exitlong("매수청산1",AtMarket);
if crossup(stok,상단) and c <= EntryPrice Then
exitlong("매수청산2",atlimit,EntryPrice+PriceScale*2);
if T == -1 Then
exitlong("추세전환(-)",AtMarket);
}
if T == -1 and Crossup(stok,상단) Then
sell("매도",AtMarket);
if MarketPosition == -1 Then
{
if Crossdown(stok,하단) and C <= EntryPrice Then
ExitShort("매도청산1",AtMarket);
if Crossdown(stok,하단) and C > EntryPrice Then
ExitShort("매도청산2",Atlimit,EntryPrice-PriceScale*2);
if T == 1 Then
exitShort("추세전환(+)",AtMarket);
}
}
SetStopProfittarget(PriceScale*익절틱수,PointStop);
즐거운 하루되세요
> 미완 님이 쓴 글입니다.
> 제목 : 추가 시스템서식 부탁드립니다.
> 아래 수식에서 청산방법을 추가로 부탁드립니다.
{추가내용}
지금 현재서식은 매수추세와 매도추세시 매매진입하고 상단, 하단을 돌파하면 무조건
청산되도록 되어있으나 변경하려는 내용은 추세변경없이 청산 구간 돌파시 손실로 있으면
2틱 이익이 되는 시점에 청산되도록 시스템 서식 변경 부탁드립니다.
input:b_time1(000000),e_time1(240000),
stoK_p11(150),stoK_p12(50),stoK_p13(10),
ma_p11(25),ma_p12(5),ma_p13(15),ma_p14(100),
ma_p15(10),ma_p16(20),ma_p17(15),상단(90),하단(10),익절틱수(10);
Var:stoK(0),stoD(0),TRIXv(0),TRIXsig(0),T(0);
If b_time1 <= Time and Time <= e_time1 Then
{
stoK = StochasticsKs(stoK_p11,stoK_p12);
stoD = StochasticsDs(stoK_p11,stoK_p12,stoK_p13);
If countif(ma(C,ma_p11)[1] < ma(C,ma_p11),1) == 1
and (ma(C,ma_p12)[1] <= ma(C,ma_p13)[1] and ma(C,ma_p12) > ma(C,ma_p13))
and countif(ma(C,ma_p14)[1] < ma(C,ma_p14),1) == 1
and countif(ma(C,ma_p15)[1] < ma(C,ma_p15),1) == 1
and countif(ma(C,ma_p16)[1] < ma(C,ma_p16),1) == 1
and countif(ma(C,ma_p17)[1] < ma(C,ma_p17),1) == 1
Then
{
T = 1;
}
If countif(ma(C,ma_p11)[1] > ma(C,ma_p11),1) == 1
and (ma(C,ma_p12)[1] >= ma(C,ma_p13)[1] and ma(C,ma_p12) < ma(C,ma_p13))
and countif(ma(C,ma_p14)[1] > ma(C,ma_p14),1) == 1
and countif(ma(C,ma_p15)[1] > ma(C,ma_p15),1) == 1
and countif(ma(C,ma_p16)[1] > ma(C,ma_p16),1) == 1
and countif(ma(C,ma_p17)[1] > ma(C,ma_p17),1) == 1
Then
{
T = -1;
}
if T == 1 and CrossDown(stok,하단) Then
buy("매수",AtMarket);
if MarketPosition == 1 Then
{
if crossup(stok,상단) Then
exitlong("매수1",AtMarket);
if T == -1 Then
exitlong("추세전환(-)",AtMarket);
}
if T == -1 and Crossup(stok,상단) Then
sell("매도",AtMarket);
if MarketPosition == -1 Then
{
if Crossdown(stok,하단) Then
ExitShort("매도1",AtMarket);
if T == 1 Then
exitShort("추세전환(+)",AtMarket);
}
}
SetStopProfittarget(PriceScale*익절틱수,PointStop);
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