커뮤니티

부탁합니다

프로필 이미지
남산
2017-06-13 10:56:21
117
글번호 110361
답변완료
input : Period3(3),Period6(6),Period9(5),Period10(10),Period11(20),Period12(40),Period13(80),Period14(120),Period15(160),Period16(300),Period17(600),Period18(10),익절틱수(20),손절틱수(10); Input : Period(12),sigPeriod(9); Input : Period50(50), maPeriod51(51); input : Period33(12),sigPeriod34(9),Period55(50), maPeriod56(51); var : mav3(0),mav6(0),mav9(0),mav10(0),mav11(0),mav12(0),mav13(0),mav14(0),mav15(0),mav16(0),mav17(0),mav18(0),SROC(0),SROCsig(0),SROC2(0),SROCsig2(0),Bxcond(false),Sxcond(false); var : Tcond(false); mav11 = ma(c, Period11); mav17 = ma(c, Period17); mav18 = ma(c, Period18); value1 = TRIX(Period); value2 = ema(value1, sigPeriod); value50 = SONAR(Period50); value51 = ema(value50, maPeriod51); value3 = TRIX(Period33); value4 = ema(value3, sigPeriod34); value52 = SONAR(Period55); value53 = ema(value52, maPeriod56); if Bdate != Bdate[1] then { Tcond = True; BXcond = false; SXcond = false; } if TotalTrades > TotalTrades[1] then{ BXcond = false; SXcond = false; if (IsExitName("bl",1) == true or IsExitName("bp",1) == true or IsExitName("bx",1) == true) Then BXcond = true; if (IsExitName("sl",1) == true or IsExitName("sp",1) == true or IsExitName("sx",1) == true) Then SXcond = true; } if MarketPosition <= 0 and Bxcond == false and Tcond == true and (value50 > value51 and mav17[1] < mav17) Then buy("b",OnClose,def,1); if MarketPosition == 1 Then{ if mav17[1] < mav17 and mav18[1] < mav18 and CurrentContracts < 2 Then buy("bb1",OnClose,def,1); } if MarketPosition == 1 Then{ if mav17[1] < mav17 and mav18[3] >= mav18[2] and mav18[2] <= mav18[1] and mav18[1] < mav18 and CurrentContracts < 3 Then buy("bb2",OnClose,def,1); } if MarketPosition == 1 Then{ if (CrossDown(value1,value2)) or (CrossDown(value50, value51)) or(CrossDown(value3,value4)) or (CrossDown(value52, value53)) Then{ ExitLong("bx"); } ExitLong("bp",atlimit,AvgEntryPrice+PriceScale*익절틱수); ExitLong("bl",AtStop,AvgEntryPrice-PriceScale*손절틱수); } if MarketPosition >= 0 and Sxcond == false and Tcond == true and (value50 < value51 and mav17[1] > mav17) Then sell("s",OnClose,def,1); if MarketPosition == -1 then{ if mav17[1] > mav17 and mav18[1] > mav18 and CurrentContracts < 2 Then sell("ss1",OnClose,def,1); } if MarketPosition == -1 then{ if mav17[1] > mav17 and mav18[3] <= mav18[2] and mav18[2] >= mav18[1] and mav18[1] > mav18 and CurrentContracts < 3 Then sell("ss2",OnClose,def,1); } if MarketPosition == -1 then{ if (crossup(value1,value2)) or (CrossUP(value50, value51)) or (crossup(value3,value4)) or (crossup(value52,value53)) Then{ ExitShort("sx"); } ExitShort("sp",atlimit,AvgEntryPrice-PriceScale*익절틱수); ExitShort("sl",AtStop,AvgEntryPrice+PriceScale*손절틱수); } 위 수식에 한가지 추가하여 넣어 주세요 거래시간을 07:00 ~ 익일 05:40 그리고 익일 05:40에 모든진입 청산 진행 매매중지 시간 05:40 ~06:00 그리고 input :에 넣어 주세요 화살표도 구현할 수 있나요
시스템
답변 1
프로필 이미지

예스스탁 예스스탁 답변

2017-06-13 14:30:39

input : 시작시간(070000),종료시간(054000); input : Period3(3),Period6(6),Period9(5),Period10(10),Period11(20),Period12(40),Period13(80),Period14(120),Period15(160),Period16(300),Period17(600),Period18(10),익절틱수(20),손절틱수(10); Input : Period(12),sigPeriod(9); Input : Period50(50), maPeriod51(51); input : Period33(12),sigPeriod34(9),Period55(50), maPeriod56(51); var : mav3(0),mav6(0),mav9(0),mav10(0),mav11(0),mav12(0),mav13(0),mav14(0),mav15(0),mav16(0),mav17(0),mav18(0),SROC(0),SROCsig(0),SROC2(0),SROCsig2(0),Bxcond(false),Sxcond(false); var : Tcond(false); mav11 = ma(c, Period11); mav17 = ma(c, Period17); mav18 = ma(c, Period18); value1 = TRIX(Period); value2 = ema(value1, sigPeriod); value50 = SONAR(Period50); value51 = ema(value50, maPeriod51); value3 = TRIX(Period33); value4 = ema(value3, sigPeriod34); value52 = SONAR(Period55); value53 = ema(value52, maPeriod56); if Bdate != Bdate[1] then { Tcond = True; BXcond = false; SXcond = false; } if stime == 종료시간 or (stime > 종료시간 and stime[1] < 종료시간) Then{ Tcond = false; if MarketPosition == 1 Then ExitLong(); if MarketPosition == -1 Then ExitShort(); } if TotalTrades > TotalTrades[1] then{ BXcond = false; SXcond = false; if (IsExitName("bl",1) == true or IsExitName("bp",1) == true or IsExitName("bx",1) == true) Then BXcond = true; if (IsExitName("sl",1) == true or IsExitName("sp",1) == true or IsExitName("sx",1) == true) Then SXcond = true; } if Tcond == true then{ if MarketPosition <= 0 and Bxcond == false and (value50 > value51 and mav17[1] < mav17) Then buy("b",OnClose,def,1); if MarketPosition == 1 Then{ if mav17[1] < mav17 and mav18[1] < mav18 and CurrentContracts < 2 Then buy("bb1",OnClose,def,1); if mav17[1] < mav17 and mav18[3] >= mav18[2] and mav18[2] <= mav18[1] and mav18[1] < mav18 and CurrentContracts < 3 Then buy("bb2",OnClose,def,1); if (CrossDown(value1,value2)) or (CrossDown(value50, value51)) or(CrossDown(value3,value4)) or (CrossDown(value52, value53)) Then ExitLong("bx"); ExitLong("bp",atlimit,AvgEntryPrice+PriceScale*익절틱수); ExitLong("bl",AtStop,AvgEntryPrice-PriceScale*손절틱수); } if MarketPosition >= 0 and Sxcond == false and (value50 < value51 and mav17[1] > mav17) Then sell("s",OnClose,def,1); if MarketPosition == -1 then{ if mav17[1] > mav17 and mav18[1] > mav18 and CurrentContracts < 2 Then sell("ss1",OnClose,def,1); if mav17[1] > mav17 and mav18[3] <= mav18[2] and mav18[2] >= mav18[1] and mav18[1] > mav18 and CurrentContracts < 3 Then sell("ss2",OnClose,def,1); if (crossup(value1,value2)) or (CrossUP(value50, value51)) or (crossup(value3,value4)) or (crossup(value52,value53)) Then ExitShort("sx"); ExitShort("sp",atlimit,AvgEntryPrice-PriceScale*익절틱수); ExitShort("sl",AtStop,AvgEntryPrice+PriceScale*손절틱수); } } > 남산 님이 쓴 글입니다. > 제목 : 부탁합니다 > input : Period3(3),Period6(6),Period9(5),Period10(10),Period11(20),Period12(40),Period13(80),Period14(120),Period15(160),Period16(300),Period17(600),Period18(10),익절틱수(20),손절틱수(10); Input : Period(12),sigPeriod(9); Input : Period50(50), maPeriod51(51); input : Period33(12),sigPeriod34(9),Period55(50), maPeriod56(51); var : mav3(0),mav6(0),mav9(0),mav10(0),mav11(0),mav12(0),mav13(0),mav14(0),mav15(0),mav16(0),mav17(0),mav18(0),SROC(0),SROCsig(0),SROC2(0),SROCsig2(0),Bxcond(false),Sxcond(false); var : Tcond(false); mav11 = ma(c, Period11); mav17 = ma(c, Period17); mav18 = ma(c, Period18); value1 = TRIX(Period); value2 = ema(value1, sigPeriod); value50 = SONAR(Period50); value51 = ema(value50, maPeriod51); value3 = TRIX(Period33); value4 = ema(value3, sigPeriod34); value52 = SONAR(Period55); value53 = ema(value52, maPeriod56); if Bdate != Bdate[1] then { Tcond = True; BXcond = false; SXcond = false; } if TotalTrades > TotalTrades[1] then{ BXcond = false; SXcond = false; if (IsExitName("bl",1) == true or IsExitName("bp",1) == true or IsExitName("bx",1) == true) Then BXcond = true; if (IsExitName("sl",1) == true or IsExitName("sp",1) == true or IsExitName("sx",1) == true) Then SXcond = true; } if MarketPosition <= 0 and Bxcond == false and Tcond == true and (value50 > value51 and mav17[1] < mav17) Then buy("b",OnClose,def,1); if MarketPosition == 1 Then{ if mav17[1] < mav17 and mav18[1] < mav18 and CurrentContracts < 2 Then buy("bb1",OnClose,def,1); } if MarketPosition == 1 Then{ if mav17[1] < mav17 and mav18[3] >= mav18[2] and mav18[2] <= mav18[1] and mav18[1] < mav18 and CurrentContracts < 3 Then buy("bb2",OnClose,def,1); } if MarketPosition == 1 Then{ if (CrossDown(value1,value2)) or (CrossDown(value50, value51)) or(CrossDown(value3,value4)) or (CrossDown(value52, value53)) Then{ ExitLong("bx"); } ExitLong("bp",atlimit,AvgEntryPrice+PriceScale*익절틱수); ExitLong("bl",AtStop,AvgEntryPrice-PriceScale*손절틱수); } if MarketPosition >= 0 and Sxcond == false and Tcond == true and (value50 < value51 and mav17[1] > mav17) Then sell("s",OnClose,def,1); if MarketPosition == -1 then{ if mav17[1] > mav17 and mav18[1] > mav18 and CurrentContracts < 2 Then sell("ss1",OnClose,def,1); } if MarketPosition == -1 then{ if mav17[1] > mav17 and mav18[3] <= mav18[2] and mav18[2] >= mav18[1] and mav18[1] > mav18 and CurrentContracts < 3 Then sell("ss2",OnClose,def,1); } if MarketPosition == -1 then{ if (crossup(value1,value2)) or (CrossUP(value50, value51)) or (crossup(value3,value4)) or (crossup(value52,value53)) Then{ ExitShort("sx"); } ExitShort("sp",atlimit,AvgEntryPrice-PriceScale*익절틱수); ExitShort("sl",AtStop,AvgEntryPrice+PriceScale*손절틱수); } 위 수식에 한가지 추가하여 넣어 주세요 거래시간을 07:00 ~ 익일 05:40 그리고 익일 05:40에 모든진입 청산 진행 매매중지 시간 05:40 ~06:00 그리고 input :에 넣어 주세요 화살표도 구현할 수 있나요