커뮤니티
문의드립니다
2017-11-23 12:32:32
168
글번호 114421
안녕하세요
아래 수식은 매수 매수청산, 매도 매도청산이 별도로 있습니다
아래 수식을 하나로 통합하여 주세요
항상 감사합니다
--------매수 매수청산
input : b1(9),b2(9),X1(9),X2(9),진입눌림(3),진입돌파(1),청산눌림(3),청산돌파(1),거래횟수(20),시작시간(090000) ;
var : T1(0),entry(0),LL(0),EH(0),E1(0),H1(0),i1(0),S1(0),L1(0),V1(0);
if (sdate != sdate[1] and stime >= 시작시간) or
(sdate == sdate[1] and stime > 시작시간 and stime[1] < 시작시간) Then{
T1 = TotalTrades;
E1 = 0;
LL = L;
}
if stime >= 시작시간 then{
if L < LL Then
LL = L;
if MarketPosition == 0 Then
entry = TotalTrades-T1;
Else
entry = (TotalTrades-T1)+1;
if MarketPosition == 0 and entry == 0 Then{
if E1 == 0 and C >= LL+PriceScale*B1 and C[1] < LL+PriceScale*B1 Then{
E1 = 1;
H1 = H;
i1 = index;
V1 = LL; //시작점 종가
}
if E1 == 1 and index > i1 then{
if H > H1 Then
H1 = H;
#저가가 시작봉종가보다 클때만 눌림체크
if L >= V1 and L <= H1-PriceScale*진입눌림 Then{
E1 = 2;
i1 = index;
S1 = H1;
}
}
//시작점 종가보다 낮은 가격이 발생하면 초기화
if E1 >= 1 and L < V1 Then{
E1 = 0;
LL = L;
}
if E1 == 2 and index > i1 and C >= S1+PriceScale*진입돌파 Then{
buy("b1");
}
}
if TotalTrades > TotalTrades[1] Then{
E1 = 0;
LL = L;
}
if L < LL Then
LL = L;
if MarketPosition == 0 and entry >= 1 and entry < 거래횟수 Then{
if E1 == 0 and C >= LL+PriceScale*B2 and C[1] < LL+PriceScale*B2 Then{
E1 = 1;
H1 = H;
i1 = index;
V1 = LL; //시작점 종가
}
if E1 == 1 and index > i1 then{
if H > H1 Then
H1 = H;
#저가가 시작봉종가보다 클때만 눌림체크
if L >= V1 and L <= H1-PriceScale*진입눌림 Then{
E1 = 2;
i1 = index;
S1 = H1;
}
}
//시작점 종가보다 낮은 가격이 발생하면 초기화
if E1 >= 1 and L < V1 Then{
E1 = 0;
LL = L;
}
if E1 == 2 and index > i1 and C >= S1+PriceScale*진입돌파 Then{
buy("b2");
}
}
if MarketPosition == 1 Then{
if entry >= 1 then{
if CurrentContracts > CurrentContracts[1] Then{
EH = H;
E1 = 0;
}
if H > EH Then{
EH = H;
E1 = 0;
}
if E1 == 0 and C <= EH-PriceScale*X1 Then{
E1 = 1;
L1 = L;
i1 = index;
}
if E1 == 1 and index > i1 Then{
if L < L1 Then
L1 = L;
if H >= L1+PriceScale*청산눌림 Then{
E1 = 2;
I1 = index;
S1 = L1;
}
}
if E1 == 2 and index > i1 and C <= S1-PriceScale*청산돌파 Then{
exitlong("bx1");
E1 = 0;
}
}
}
if MarketPosition == 1 Then{
if entry >= 1 then{
if CurrentContracts > CurrentContracts[1] Then{
EH = H;
E1 = 0;
}
if H > EH Then{
EH = H;
E1 = 0;
}
if E1 == 0 and C <= EH-PriceScale*X2 Then{
E1 = 1;
L1 = L;
i1 = index;
}
if E1 == 1 and index > i1 Then{
if L < L1 Then
L1 = L;
if H >= L1+PriceScale*청산눌림 Then{
E1 = 2;
I1 = index;
S1 = L1;
}
}
if E1 == 2 and index > i1 and C <= S1-PriceScale*청산돌파 Then{
exitlong("bx2");
E1 = 0;
}
}
}
}
------- 매도 매도청산
input : b1(9),b2(9),X1(9),X2(9),진입눌림(3),진입돌파(1),청산눌림(3),청산돌파(1),거래횟수(20),시작시간(090000) ;
var : T1(0),entry(0),HH(0),EL(0),E1(0),H1(0),i1(0),S1(0),L1(0),V1(0);
if (sdate != sdate[1] and stime >= 시작시간) or
(sdate == sdate[1] and stime > 시작시간 and stime[1] < 시작시간) Then{
T1 = TotalTrades;
E1 = 0;
HH = H;
}
if stime >= 시작시간 then{
if H > HH Then
HH = HH;
if MarketPosition == 0 Then
entry = TotalTrades-T1;
Else
entry = (TotalTrades-T1)+1;
if MarketPosition == 0 and entry == 0 Then{
if E1 == 0 and C <= HH-PriceScale*B1 and C[1] > HH-PriceScale*B1 Then{
E1 = 1;
L1 = L;
i1 = index;
V1 = HH;
}
if E1 == 1 and index > i1 then{
if L < L1 Then
L1 = L;
if H <= V1 and H >= H1+PriceScale*진입눌림 Then{
E1 = 2;
i1 = index;
S1 = L1;
}
}
if E1 >= 1 and H > V1 Then{
E1 = 0;
HH = H;
}
if E1 == 2 and index > i1 and C <= S1-PriceScale*진입돌파 Then{
sell("s1");
}
}
if TotalTrades > TotalTrades[1] Then{
E1 = 0;
HH = H;
}
if H > HH Then
HH = H;
if MarketPosition == 0 and entry >= 1 and entry < 거래횟수 Then{
if E1 == 0 and C <= HH-PriceScale*B2 and C[1] > HH-PriceScale*B2 Then{
E1 = 1;
L1 = L;
i1 = index;
V1 = HH; //시작점 종가
}
if E1 == 1 and index > i1 then{
if L < L1 Then
L1 = L;
if H <= V1 and H >= L1+PriceScale*진입눌림 Then{
E1 = 2;
i1 = index;
S1 = L1;
}
}
if E1 >= 1 and H > V1 Then{
E1 = 0;
HH = H;
}
if E1 == 2 and index > i1 and C <= S1-PriceScale*진입돌파 Then{
sell("s2");
}
}
if MarketPosition == -1 Then{
if entry >= 1 then{
if CurrentContracts > CurrentContracts[1] Then{
EL = L;
E1 = 0;
}
if L < EL Then{
EL = L;
E1 = 0;
}
if E1 == 0 and C >= EL+PriceScale*X1 Then{
E1 = 1;
H1 = H;
i1 = index;
}
if E1 == 1 and index > i1 Then{
if H > H1 Then
H1 = H;
if L <= H1-PriceScale*청산눌림 Then{
E1 = 2;
I1 = index;
S1 = H1;
}
}
if E1 == 2 and index > i1 and C >= S1+PriceScale*청산돌파 Then{
ExitShort("sx1");
E1 = 0;
}
}
}
if MarketPosition == -1 Then{
if entry >= 1 then{
if CurrentContracts > CurrentContracts[1] Then{
EL = L;
E1 = 0;
}
if L < EL Then{
EL = L;
E1 = 0;
}
if E1 == 0 and C >= EL+PriceScale*X2 Then{
E1 = 1;
H1 = H;
i1 = index;
}
if E1 == 1 and index > i1 Then{
if H > H1 Then
H1 = H;
if L <= H1-PriceScale*청산눌림 Then{
E1 = 2;
I1 = index;
S1 = H1;
}
}
if E1 == 2 and index > i1 and C >= S1+PriceScale*청산돌파 Then{
ExitShort("sx2");
E1 = 0;
}
}
}
}
답변 1
예스스탁 예스스탁 답변
2017-11-24 10:15:59
안녕하세요
예스스탁입니다.
input : b1(9),b2(9),X1(9),X2(9),진입눌림(3),진입돌파(1),청산눌림(3),청산돌파(1),거래횟수(20),시작시간(090000) ;
var : T1(0),entry(0),LL(0),EH(0),E1(0),H1(0),i1(0),S1(0),L1(0),V1(0);
var : sHH(0),sEL(0),sE1(0),sH1(0),si1(0),sS1(0),sL1(0),sV1(0);
if (sdate != sdate[1] and stime >= 시작시간) or
(sdate == sdate[1] and stime > 시작시간 and stime[1] < 시작시간) Then{
T1 = TotalTrades;
E1 = 0;
LL = L;
}
if stime >= 시작시간 then{
if L < LL Then
LL = L;
if MarketPosition == 0 Then
entry = TotalTrades-T1;
Else
entry = (TotalTrades-T1)+1;
if MarketPosition == 0 and entry == 0 Then{
if E1 == 0 and C >= LL+PriceScale*B1 and C[1] < LL+PriceScale*B1 Then{
E1 = 1;
H1 = H;
i1 = index;
V1 = LL; //시작점 종가
}
if E1 == 1 and index > i1 then{
if H > H1 Then
H1 = H;
#저가가 시작봉종가보다 클때만 눌림체크
if L >= V1 and L <= H1-PriceScale*진입눌림 Then{
E1 = 2;
i1 = index;
S1 = H1;
}
}
//시작점 종가보다 낮은 가격이 발생하면 초기화
if E1 >= 1 and L < V1 Then{
E1 = 0;
LL = L;
}
if E1 == 2 and index > i1 and C >= S1+PriceScale*진입돌파 Then{
buy("b1");
}
}
if TotalTrades > TotalTrades[1] Then{
E1 = 0;
LL = L;
}
if L < LL Then
LL = L;
if MarketPosition == 0 and entry >= 1 and entry < 거래횟수 Then{
if E1 == 0 and C >= LL+PriceScale*B2 and C[1] < LL+PriceScale*B2 Then{
E1 = 1;
H1 = H;
i1 = index;
V1 = LL; //시작점 종가
}
if E1 == 1 and index > i1 then{
if H > H1 Then
H1 = H;
#저가가 시작봉종가보다 클때만 눌림체크
if L >= V1 and L <= H1-PriceScale*진입눌림 Then{
E1 = 2;
i1 = index;
S1 = H1;
}
}
//시작점 종가보다 낮은 가격이 발생하면 초기화
if E1 >= 1 and L < V1 Then{
E1 = 0;
LL = L;
}
if E1 == 2 and index > i1 and C >= S1+PriceScale*진입돌파 Then{
buy("b2");
}
}
if MarketPosition == 1 Then{
if entry >= 1 then{
if CurrentContracts > CurrentContracts[1] Then{
EH = H;
E1 = 0;
}
if H > EH Then{
EH = H;
E1 = 0;
}
if E1 == 0 and C <= EH-PriceScale*X1 Then{
E1 = 1;
L1 = L;
i1 = index;
}
if E1 == 1 and index > i1 Then{
if L < L1 Then
L1 = L;
if H >= L1+PriceScale*청산눌림 Then{
E1 = 2;
I1 = index;
S1 = L1;
}
}
if E1 == 2 and index > i1 and C <= S1-PriceScale*청산돌파 Then{
exitlong("bx1");
E1 = 0;
}
}
}
if MarketPosition == 1 Then{
if entry >= 1 then{
if CurrentContracts > CurrentContracts[1] Then{
EH = H;
E1 = 0;
}
if H > EH Then{
EH = H;
E1 = 0;
}
if E1 == 0 and C <= EH-PriceScale*X2 Then{
E1 = 1;
L1 = L;
i1 = index;
}
if E1 == 1 and index > i1 Then{
if L < L1 Then
L1 = L;
if H >= L1+PriceScale*청산눌림 Then{
E1 = 2;
I1 = index;
S1 = L1;
}
}
if E1 == 2 and index > i1 and C <= S1-PriceScale*청산돌파 Then{
exitlong("bx2");
E1 = 0;
}
}
}
}
if (sdate != sdate[1] and stime >= 시작시간) or
(sdate == sdate[1] and stime > 시작시간 and stime[1] < 시작시간) Then{
T1 = TotalTrades;
sHH = H;
sE1 = 0;
}
if stime >= 시작시간 then{
if H > sHH Then
sHH = H;
if MarketPosition == 0 Then
entry = TotalTrades-T1;
Else
entry = (TotalTrades-T1)+1;
if MarketPosition == 0 and entry == 0 Then{
if sE1 == 0 and C <= sHH-PriceScale*B1 and C[1] > sHH-PriceScale*B1 Then{
sE1 = 1;
sL1 = L;
si1 = index;
sV1 = sHH;
}
if sE1 == 1 and index > si1 then{
if L < sL1 Then
sL1 = L;
if H <= sV1 and H >= sH1+PriceScale*진입눌림 Then{
sE1 = 2;
si1 = index;
sS1 = sL1;
}
}
if sE1 >= 1 and H > sV1 Then{
sE1 = 0;
sHH = H;
}
if sE1 == 2 and index > si1 and C <= sS1-PriceScale*진입돌파 Then{
sell("s1");
}
}
if TotalTrades > TotalTrades[1] Then{
sE1 = 0;
sHH = H;
}
if H > sHH Then
sHH = H;
if MarketPosition == 0 and entry >= 1 and entry < 거래횟수 Then{
if sE1 == 0 and C <= sHH-PriceScale*B2 and C[1] > sHH-PriceScale*B2 Then{
sE1 = 1;
sL1 = L;
si1 = index;
sV1 = sHH; //시작점 종가
}
if sE1 == 1 and index > si1 then{
if L < sL1 Then
sL1 = L;
if H <= sV1 and H >= sL1+PriceScale*진입눌림 Then{
sE1 = 2;
si1 = index;
sS1 = sL1;
}
}
if sE1 >= 1 and H > sV1 Then{
sE1 = 0;
sHH = H;
}
if sE1 == 2 and index > si1 and C <= sS1-PriceScale*진입돌파 Then{
sell("s2");
}
}
if MarketPosition == -1 Then{
if entry >= 1 then{
if CurrentContracts > CurrentContracts[1] Then{
sEL = L;
sE1 = 0;
}
if L < sEL Then{
sEL = L;
sE1 = 0;
}
if sE1 == 0 and C >= sEL+PriceScale*X1 Then{
sE1 = 1;
sH1 = H;
si1 = index;
}
if sE1 == 1 and index > si1 Then{
if H > sH1 Then
sH1 = H;
if L <= sH1-PriceScale*청산눌림 Then{
sE1 = 2;
sI1 = index;
sS1 = sH1;
}
}
if sE1 == 2 and index > si1 and C >= sS1+PriceScale*청산돌파 Then{
ExitShort("sx1");
sE1 = 0;
}
}
}
if MarketPosition == -1 Then{
if entry >= 1 then{
if CurrentContracts > CurrentContracts[1] Then{
sEL = L;
sE1 = 0;
}
if L < sEL Then{
sEL = L;
sE1 = 0;
}
if sE1 == 0 and C >= sEL+PriceScale*X2 Then{
sE1 = 1;
sH1 = H;
si1 = index;
}
if sE1 == 1 and index > si1 Then{
if H > sH1 Then
sH1 = H;
if L <= sH1-PriceScale*청산눌림 Then{
sE1 = 2;
sI1 = index;
sS1 = sH1;
}
}
if sE1 == 2 and index > si1 and C >= sS1+PriceScale*청산돌파 Then{
ExitShort("sx2");
sE1 = 0;
}
}
}
}
즐거운 하루되세요
> 남산 님이 쓴 글입니다.
> 제목 : 문의드립니다
> 안녕하세요
아래 수식은 매수 매수청산, 매도 매도청산이 별도로 있습니다
아래 수식을 하나로 통합하여 주세요
항상 감사합니다
--------매수 매수청산
input : b1(9),b2(9),X1(9),X2(9),진입눌림(3),진입돌파(1),청산눌림(3),청산돌파(1),거래횟수(20),시작시간(090000) ;
var : T1(0),entry(0),LL(0),EH(0),E1(0),H1(0),i1(0),S1(0),L1(0),V1(0);
if (sdate != sdate[1] and stime >= 시작시간) or
(sdate == sdate[1] and stime > 시작시간 and stime[1] < 시작시간) Then{
T1 = TotalTrades;
E1 = 0;
LL = L;
}
if stime >= 시작시간 then{
if L < LL Then
LL = L;
if MarketPosition == 0 Then
entry = TotalTrades-T1;
Else
entry = (TotalTrades-T1)+1;
if MarketPosition == 0 and entry == 0 Then{
if E1 == 0 and C >= LL+PriceScale*B1 and C[1] < LL+PriceScale*B1 Then{
E1 = 1;
H1 = H;
i1 = index;
V1 = LL; //시작점 종가
}
if E1 == 1 and index > i1 then{
if H > H1 Then
H1 = H;
#저가가 시작봉종가보다 클때만 눌림체크
if L >= V1 and L <= H1-PriceScale*진입눌림 Then{
E1 = 2;
i1 = index;
S1 = H1;
}
}
//시작점 종가보다 낮은 가격이 발생하면 초기화
if E1 >= 1 and L < V1 Then{
E1 = 0;
LL = L;
}
if E1 == 2 and index > i1 and C >= S1+PriceScale*진입돌파 Then{
buy("b1");
}
}
if TotalTrades > TotalTrades[1] Then{
E1 = 0;
LL = L;
}
if L < LL Then
LL = L;
if MarketPosition == 0 and entry >= 1 and entry < 거래횟수 Then{
if E1 == 0 and C >= LL+PriceScale*B2 and C[1] < LL+PriceScale*B2 Then{
E1 = 1;
H1 = H;
i1 = index;
V1 = LL; //시작점 종가
}
if E1 == 1 and index > i1 then{
if H > H1 Then
H1 = H;
#저가가 시작봉종가보다 클때만 눌림체크
if L >= V1 and L <= H1-PriceScale*진입눌림 Then{
E1 = 2;
i1 = index;
S1 = H1;
}
}
//시작점 종가보다 낮은 가격이 발생하면 초기화
if E1 >= 1 and L < V1 Then{
E1 = 0;
LL = L;
}
if E1 == 2 and index > i1 and C >= S1+PriceScale*진입돌파 Then{
buy("b2");
}
}
if MarketPosition == 1 Then{
if entry >= 1 then{
if CurrentContracts > CurrentContracts[1] Then{
EH = H;
E1 = 0;
}
if H > EH Then{
EH = H;
E1 = 0;
}
if E1 == 0 and C <= EH-PriceScale*X1 Then{
E1 = 1;
L1 = L;
i1 = index;
}
if E1 == 1 and index > i1 Then{
if L < L1 Then
L1 = L;
if H >= L1+PriceScale*청산눌림 Then{
E1 = 2;
I1 = index;
S1 = L1;
}
}
if E1 == 2 and index > i1 and C <= S1-PriceScale*청산돌파 Then{
exitlong("bx1");
E1 = 0;
}
}
}
if MarketPosition == 1 Then{
if entry >= 1 then{
if CurrentContracts > CurrentContracts[1] Then{
EH = H;
E1 = 0;
}
if H > EH Then{
EH = H;
E1 = 0;
}
if E1 == 0 and C <= EH-PriceScale*X2 Then{
E1 = 1;
L1 = L;
i1 = index;
}
if E1 == 1 and index > i1 Then{
if L < L1 Then
L1 = L;
if H >= L1+PriceScale*청산눌림 Then{
E1 = 2;
I1 = index;
S1 = L1;
}
}
if E1 == 2 and index > i1 and C <= S1-PriceScale*청산돌파 Then{
exitlong("bx2");
E1 = 0;
}
}
}
}
------- 매도 매도청산
input : b1(9),b2(9),X1(9),X2(9),진입눌림(3),진입돌파(1),청산눌림(3),청산돌파(1),거래횟수(20),시작시간(090000) ;
var : T1(0),entry(0),HH(0),EL(0),E1(0),H1(0),i1(0),S1(0),L1(0),V1(0);
if (sdate != sdate[1] and stime >= 시작시간) or
(sdate == sdate[1] and stime > 시작시간 and stime[1] < 시작시간) Then{
T1 = TotalTrades;
E1 = 0;
HH = H;
}
if stime >= 시작시간 then{
if H > HH Then
HH = HH;
if MarketPosition == 0 Then
entry = TotalTrades-T1;
Else
entry = (TotalTrades-T1)+1;
if MarketPosition == 0 and entry == 0 Then{
if E1 == 0 and C <= HH-PriceScale*B1 and C[1] > HH-PriceScale*B1 Then{
E1 = 1;
L1 = L;
i1 = index;
V1 = HH;
}
if E1 == 1 and index > i1 then{
if L < L1 Then
L1 = L;
if H <= V1 and H >= H1+PriceScale*진입눌림 Then{
E1 = 2;
i1 = index;
S1 = L1;
}
}
if E1 >= 1 and H > V1 Then{
E1 = 0;
HH = H;
}
if E1 == 2 and index > i1 and C <= S1-PriceScale*진입돌파 Then{
sell("s1");
}
}
if TotalTrades > TotalTrades[1] Then{
E1 = 0;
HH = H;
}
if H > HH Then
HH = H;
if MarketPosition == 0 and entry >= 1 and entry < 거래횟수 Then{
if E1 == 0 and C <= HH-PriceScale*B2 and C[1] > HH-PriceScale*B2 Then{
E1 = 1;
L1 = L;
i1 = index;
V1 = HH; //시작점 종가
}
if E1 == 1 and index > i1 then{
if L < L1 Then
L1 = L;
if H <= V1 and H >= L1+PriceScale*진입눌림 Then{
E1 = 2;
i1 = index;
S1 = L1;
}
}
if E1 >= 1 and H > V1 Then{
E1 = 0;
HH = H;
}
if E1 == 2 and index > i1 and C <= S1-PriceScale*진입돌파 Then{
sell("s2");
}
}
if MarketPosition == -1 Then{
if entry >= 1 then{
if CurrentContracts > CurrentContracts[1] Then{
EL = L;
E1 = 0;
}
if L < EL Then{
EL = L;
E1 = 0;
}
if E1 == 0 and C >= EL+PriceScale*X1 Then{
E1 = 1;
H1 = H;
i1 = index;
}
if E1 == 1 and index > i1 Then{
if H > H1 Then
H1 = H;
if L <= H1-PriceScale*청산눌림 Then{
E1 = 2;
I1 = index;
S1 = H1;
}
}
if E1 == 2 and index > i1 and C >= S1+PriceScale*청산돌파 Then{
ExitShort("sx1");
E1 = 0;
}
}
}
if MarketPosition == -1 Then{
if entry >= 1 then{
if CurrentContracts > CurrentContracts[1] Then{
EL = L;
E1 = 0;
}
if L < EL Then{
EL = L;
E1 = 0;
}
if E1 == 0 and C >= EL+PriceScale*X2 Then{
E1 = 1;
H1 = H;
i1 = index;
}
if E1 == 1 and index > i1 Then{
if H > H1 Then
H1 = H;
if L <= H1-PriceScale*청산눌림 Then{
E1 = 2;
I1 = index;
S1 = H1;
}
}
if E1 == 2 and index > i1 and C >= S1+PriceScale*청산돌파 Then{
ExitShort("sx2");
E1 = 0;
}
}
}
}
다음글
이전글