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두번매매수정
2017-06-01 13:51:19
103
글번호 110043
input : HP(5),LP(5),최대수량(100);
Var : Pivot(0),R1(0),R2(0),S1(0),S2(0), Value(0),vol(0);
var : HH(0),LL(0);
HH = max(dayhigh(1),dayhigh(2));
LL = min(daylow(1),daylow(2));
Pivot = (HH+LL+DayClose(1))/3;
R1 = 2*Pivot-LL;
R2 = Pivot+HH-LL;
S1 = 2*Pivot-HH;
S2 = Pivot-HH+LL;
if MarketPosition != 0 Then{
if PositionProfit < 0 Then
Vol = MaxContracts+20;
Else
vol = 50;
}
if MarketPosition == 0 Then{
if PositionProfit(1) < 0 Then
Vol = MaxContracts(1)+20;
Else
vol = 50;
}
if crossup(c,R1) then
buy("b1",OnClose,def,Floor(최대수량*0.5));
if crossup(c,R1-0.05) then
buy("b2",OnClose,def,Floor(최대수량*0.5));
if CrossDown(c,S1) Then
sell("s1",OnClose,def,Floor(최대수량*0.5));
if CrossDown(c,S1-0.05) Then
sell("s2",OnClose,def,Floor(최대수량*0.5));
위수식에서두번매매가연계가잘안되네요
수정부탁합니다
감사합니다
답변 1
예스스탁 예스스탁 답변
2017-06-02 09:45:04
안녕하세요
예스스탁입니다.
두번매매가 안된다고 하시는 부분이
어떤 의미인지 모르겠습니다.
최대수량 대신 수식에서 계산한 vol을 사용한다는 의미로 알고 수정해 드립니다
input : HP(5),LP(5);
Var : Pivot(0),R1(0),R2(0),S1(0),S2(0), Value(0),vol(0);
var : HH(0),LL(0);
HH = max(dayhigh(1),dayhigh(2));
LL = min(daylow(1),daylow(2));
Pivot = (HH+LL+DayClose(1))/3;
R1 = 2*Pivot-LL;
R2 = Pivot+HH-LL;
S1 = 2*Pivot-HH;
S2 = Pivot-HH+LL;
if MarketPosition != 0 Then{
if PositionProfit < 0 Then
Vol = MaxContracts+20;
Else
vol = 50;
}
if MarketPosition == 0 Then{
if PositionProfit(1) < 0 Then
Vol = MaxContracts(1)+20;
Else
vol = 50;
}
if crossup(c,R1) then
buy("b1",OnClose,def,Floor(Vol*0.5));
if crossup(c,R1-0.05) then
buy("b2",OnClose,def,Floor(Vol*0.5));
if CrossDown(c,S1) Then
sell("s1",OnClose,def,Floor(Vol*0.5));
if CrossDown(c,S1-0.05) Then
sell("s2",OnClose,def,Floor(Vol*0.5));
즐거운 하루되세요
> 큰바위얼굴 님이 쓴 글입니다.
> 제목 : 두번매매수정
> input : HP(5),LP(5),최대수량(100);
Var : Pivot(0),R1(0),R2(0),S1(0),S2(0), Value(0),vol(0);
var : HH(0),LL(0);
HH = max(dayhigh(1),dayhigh(2));
LL = min(daylow(1),daylow(2));
Pivot = (HH+LL+DayClose(1))/3;
R1 = 2*Pivot-LL;
R2 = Pivot+HH-LL;
S1 = 2*Pivot-HH;
S2 = Pivot-HH+LL;
if MarketPosition != 0 Then{
if PositionProfit < 0 Then
Vol = MaxContracts+20;
Else
vol = 50;
}
if MarketPosition == 0 Then{
if PositionProfit(1) < 0 Then
Vol = MaxContracts(1)+20;
Else
vol = 50;
}
if crossup(c,R1) then
buy("b1",OnClose,def,Floor(최대수량*0.5));
if crossup(c,R1-0.05) then
buy("b2",OnClose,def,Floor(최대수량*0.5));
if CrossDown(c,S1) Then
sell("s1",OnClose,def,Floor(최대수량*0.5));
if CrossDown(c,S1-0.05) Then
sell("s2",OnClose,def,Floor(최대수량*0.5));
위수식에서두번매매가연계가잘안되네요
수정부탁합니다
감사합니다
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