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시스템식 수정
2017-10-31 21:25:01
190
글번호 113761
시스템식 수정을 부탁드립니다.
감사합니다.
답변 2
예스스탁 예스스탁 답변
2017-10-31 13:57:02
안녕하세요
예스스탁입니다.
input: Mode_1_3(3),howmany(5), n1(1), n2(1), n3(2),n4(3),n5(4),k최초(2), k일반(3), k익절(4) ;
var : upp(false), dnn(false), T(0), k손절(10), Left(3), right(3);
var : ATRV(0),HH(0),LL(0),SHV(0),SHI(0),SLV(0),SLi(0);
var1 = 어쩌구;
var2 = 저쩌구;
if Mode_1_3 == 1 then {upp = (var1 > 0.5); dnn = (var1 < -0.5);}
if Mode_1_3 == 2 then {upp = (var2 > 0.5); dnn = (var2 < -0.5);}
if Mode_1_3 == 3 then {upp = (var1 > 0.5 && var2 > 0.5); dnn = (var1 < -0.5 && var2 < -0.5);}
///////////////////////////////////////////////////////////////////////////////////////////////////////////
ATRV = ATR(96);
if upp Then{
T = 1;
if MarketPosition == -1 Then
ExitShort();
}
if dnn Then{
T = -1;
if MarketPosition == 1 Then
exitlong();
}
if SwingHigh(1,h,Left,right,Left+right+1) != -1 Then{
SHV = H[3];
SHI = 0;
}
if SwingLow(1,l,Left,right,Left+right+1) != -1 Then{
SLV = L[3];
SLI = 0;
}
SHI = SHI+1;
SLI = SLI+1;
if T == 1 and T != T[1] Then
HH = H;
if T == -1 and T != T[1] Then
LL = L;
if T == 1 Then{
if H > HH Then
HH = H;
if MarketPosition == 0 and
((C < HH-ATRv*k최초) or
(countif(T != T[1],BarsSinceExit(1)) < 1 and BarsSinceExit(1) > SHI and C < SHV-ATRv*k최초)) Then
buy("b1",OnClose,def,n1);
if MarketPosition == 1 Then{
exitlong("bp",AtLimit,AvgEntryPrice+atrv*k익절);
if MaxEntries == 1 and MaxEntries < howmany and C <= LatestEntryPrice(0)-atrv*k일반 Then
buy("b2",OnClose,def,n2);
if MaxEntries == 2 and MaxEntries < howmany and C <= LatestEntryPrice(0)-atrv*k일반 Then
buy("b3",OnClose,def,n3);
if MaxEntries == 3 and MaxEntries < howmany and C <= LatestEntryPrice(0)-atrv*k일반 Then
buy("b4",OnClose,def,n4);
if MaxEntries == 4 and MaxEntries < howmany and C <= LatestEntryPrice(0)-atrv*k일반 Then
buy("b5",OnClose,def,n5);
if MaxEntries == howmany Then
ExitLong("bl",AtStop,LatestEntryPrice(0)-atrv*k손절);
}
}
if T == -1 Then{
if L < LL Then
LL = L;
if MarketPosition == 0 and
((C > LL+ATRv*k최초) or
(countif(T != T[1],BarsSinceExit(1)) < 1 and BarsSinceExit(1) > SLI and C > SLV+ATRv*k최초)) Then
sell("s1",OnClose,def,n1);
if MarketPosition == -1 Then{
ExitShort("sp",AtLimit,AvgEntryPrice-atrv*k익절);
if MaxEntries == 1 and MaxEntries < howmany and C >= LatestEntryPrice(0)+atrv*k일반 Then
sell("s2",OnClose,def,n2);
if MaxEntries == 2 and MaxEntries < howmany and C >= LatestEntryPrice(0)+atrv*k일반 Then
sell("s3",OnClose,def,n3);
if MaxEntries == 3 and MaxEntries < howmany and C >= LatestEntryPrice(0)+atrv*k일반 Then
sell("s4",OnClose,def,n4);
if MaxEntries == 4 and MaxEntries < howmany and C >= LatestEntryPrice(0)+atrv*k일반 Then
sell("s5",OnClose,def,n5);
if MaxEntries == howmany Then
ExitShort("sl",AtStop,LatestEntryPrice(0)+atrv*k손절);
}
}
즐거운 하루되세요
> 에구머니 님이 쓴 글입니다.
> 제목 : 시스템식 수정
> 시스템식 수정을 부탁드립니다.
감사합니다.
에구머니
2017-10-31 15:46:11
에구머니 님에 의해 삭제된 답변입니다.
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