커뮤니티
수식요청드립니다.
2016-12-28 14:06:22
93
글번호 105368
안녕하세요.
연결선물 당일청산 아래수식의 점검과 매도수식 추가 부탁 드립니다.
감사합니다.
var1 = ma(c,30);
var2 = -0;
var3 = C-var2;
input : atr추적(5.0), atr손절(2.0);
var : poshigh(0), poslow(0);
Input : shortPeriod(5), longPeriod(20);
value1 = ma(C, shortPeriod);
value2 = ma(C, longPeriod);
if var3 > var3[1] and var3 > 0 and var3[1] > 0 Then
value1 = var3[1];
if MarketPosition <= 0 and ((C > var1 and C > C[1]) or (var3 > 0 and var3 < value1)) Then{
if TotalTrades == 0 or (TotalTrades > 0 and BarsSinceExit(1) != 0) Then
buy("매수");
}
# 매도수식 추가요청
poshigh = highest(h, BarsSinceEntry+1);
poslow = Lowest(l, BarsSinceEntry+1);
if MarketPosition == 1 then{
ExitLong("EL_추적art", AtStop, poshigh-atr(20)*atr추적);
ExitLong("EL_손절art", AtStop, EntryPrice-atr(20)*atr손절);
ExitLong("상수익", AtLimit, int(bp*1.1/0.05+0.00001)*0.1);
ExitLong("하손절", Atstop, bp-int(bp*0.1/0.05)*0.05+0.5);
}
if MarketPosition == -1 Then{
Exitshort("ES_추적art", AtStop, poslow+atr(20)*atr추적);
Exitshort("ES_손절art", AtStop, EntryPrice+atr(20)*atr손절);
ExitShort("하수익", AtLimit, bp-int(bp*0.1/0.05)*0.05);
ExitShort("상손절", Atstop, int(bp*1.1/0.05+0.00001)*0.05-0.5);
}
답변 1
예스스탁 예스스탁 답변
2016-12-29 09:30:20
안녕하세요
예스스탁입니다.
input : atr추적(5.0), atr손절(2.0);
var : poshigh(0), poslow(0);
Input : shortPeriod(5), longPeriod(20);
var1 = ma(c,30);
var2 = -0;
var3 = C-var2;
value1 = ma(C, shortPeriod);
value2 = ma(C, longPeriod);
if var3 > var3[1] and var3 > 0 and var3[1] > 0 Then
value1 = var3[1];
if MarketPosition <= 0 and ((C > var1 and C > C[1]) or (var3 > 0 and var3 < value1)) Then{
if TotalTrades == 0 or (TotalTrades > 0 and BarsSinceExit(1) != 0) Then
buy("매수");
}
if var3 < var3[1] and var3 < 0 and var3[1] < 0 Then
value2 = var3[1];
if MarketPosition >= 0 and ((C < var1 and C < C[1]) or (var3 < 0 and var3 > value2)) Then{
if TotalTrades == 0 or (TotalTrades > 0 and BarsSinceExit(1) != 0) Then
sell("매도");
}
poshigh = highest(h, BarsSinceEntry+1);
poslow = Lowest(l, BarsSinceEntry+1);
if MarketPosition == 1 then{
ExitLong("EL_추적art", AtStop, poshigh-atr(20)*atr추적);
ExitLong("EL_손절art", AtStop, EntryPrice-atr(20)*atr손절);
ExitLong("상수익", AtLimit, int(bp*1.1/0.05+0.00001)*0.1);
ExitLong("하손절", Atstop, bp-int(bp*0.1/0.05)*0.05+0.5);
}
if MarketPosition == -1 Then{
Exitshort("ES_추적art", AtStop, poslow+atr(20)*atr추적);
Exitshort("ES_손절art", AtStop, EntryPrice+atr(20)*atr손절);
ExitShort("하수익", AtLimit, bp-int(bp*0.1/0.05)*0.05);
ExitShort("상손절", Atstop, int(bp*1.1/0.05+0.00001)*0.05-0.5);
}
즐거운 하루되세요
> dandy 님이 쓴 글입니다.
> 제목 : 수식요청드립니다.
> 안녕하세요.
연결선물 당일청산 아래수식의 점검과 매도수식 추가 부탁 드립니다.
감사합니다.
var1 = ma(c,30);
var2 = -0;
var3 = C-var2;
input : atr추적(5.0), atr손절(2.0);
var : poshigh(0), poslow(0);
Input : shortPeriod(5), longPeriod(20);
value1 = ma(C, shortPeriod);
value2 = ma(C, longPeriod);
if var3 > var3[1] and var3 > 0 and var3[1] > 0 Then
value1 = var3[1];
if MarketPosition <= 0 and ((C > var1 and C > C[1]) or (var3 > 0 and var3 < value1)) Then{
if TotalTrades == 0 or (TotalTrades > 0 and BarsSinceExit(1) != 0) Then
buy("매수");
}
# 매도수식 추가요청
poshigh = highest(h, BarsSinceEntry+1);
poslow = Lowest(l, BarsSinceEntry+1);
if MarketPosition == 1 then{
ExitLong("EL_추적art", AtStop, poshigh-atr(20)*atr추적);
ExitLong("EL_손절art", AtStop, EntryPrice-atr(20)*atr손절);
ExitLong("상수익", AtLimit, int(bp*1.1/0.05+0.00001)*0.1);
ExitLong("하손절", Atstop, bp-int(bp*0.1/0.05)*0.05+0.5);
}
if MarketPosition == -1 Then{
Exitshort("ES_추적art", AtStop, poslow+atr(20)*atr추적);
Exitshort("ES_손절art", AtStop, EntryPrice+atr(20)*atr손절);
ExitShort("하수익", AtLimit, bp-int(bp*0.1/0.05)*0.05);
ExitShort("상손절", Atstop, int(bp*1.1/0.05+0.00001)*0.05-0.5);
}