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진입시간 제한

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좌오비우오비
2018-03-08 10:30:52
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글번호 117219
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input조절에 일정시간 이후 진입을 제한하는 수식을 추가바랍니다. 고맙습니다. **************** input : s1(20),s2(20),X1(20),X2(20),진입시간(090000); var : T1(0),entry(0),LL(0),EH(0); if Bdate != Bdate[1] Then T1 = TotalTrades; if MarketPosition == 0 Then entry = TotalTrades-T1; Else entry = (TotalTrades-T1)+1; if MarketPosition == 0 and entry == 0 and stime >= 진입시간 and C >= daylow+PriceScale*s1 and C[1] < daylow+PriceScale*s1 Then sell("s1"); if MarketPosition == 1 Then{ if CurrentContracts > CurrentContracts[1] Then EH = H; if H > EH Then EH = H; if entry == 1 and C <= EH-PriceScale*X1 Then ExitShort("sx1"); } if TotalTrades > TotalTrades[1] Then LL = L; if L < LL Then LL = L; if MarketPosition == 0 and entry == 1 and stime >= 진입시간 and C >= LL+PriceScale*s2 and C[1] < LL+PriceScale*s2 Then sell("s2"); if MarketPosition== 1 and entry == 2 Then exitlong("sx2",AtStop,EntryPrice-PriceScale*X2);
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예스스탁 예스스탁 답변

2018-03-09 09:58:48

안녕하세요 예스스탁입니다. input : s1(20),s2(20),X1(20),X2(20),진입시간(090000),종료시간(130000); var : T1(0),entry(0),LL(0),EH(0),Tcond(false); if (sdate != sdate[1] and stime >= 진입시간) or (sdate == sdate[1] and stime >= 진입시간 and stime[1] < 진입시간) Then { Tcond = true; T1 = TotalTrades; } if (sdate != sdate[1] and stime >= 종료시간) or (sdate == sdate[1] and stime >= 종료시간 and stime[1] < 종료시간) Then Tcond = false; if MarketPosition == 0 Then entry = TotalTrades-T1; Else entry = (TotalTrades-T1)+1; if MarketPosition == 0 and entry == 0 and Tcond == true and C >= daylow+PriceScale*s1 and C[1] < daylow+PriceScale*s1 Then sell("s1"); if MarketPosition == 1 Then{ if CurrentContracts > CurrentContracts[1] Then EH = H; if H > EH Then EH = H; if entry == 1 and C <= EH-PriceScale*X1 Then ExitShort("sx1"); } if TotalTrades > TotalTrades[1] Then LL = L; if L < LL Then LL = L; if MarketPosition == 0 and entry == 1 and Tcond == true and C >= LL+PriceScale*s2 and C[1] < LL+PriceScale*s2 Then sell("s2"); if MarketPosition== 1 and entry == 2 Then exitlong("sx2",AtStop,EntryPrice-PriceScale*X2); 즐거운 하루되세요 > 좌오비우오비 님이 쓴 글입니다. > 제목 : 진입시간 제한 > input조절에 일정시간 이후 진입을 제한하는 수식을 추가바랍니다. 고맙습니다. **************** input : s1(20),s2(20),X1(20),X2(20),진입시간(090000); var : T1(0),entry(0),LL(0),EH(0); if Bdate != Bdate[1] Then T1 = TotalTrades; if MarketPosition == 0 Then entry = TotalTrades-T1; Else entry = (TotalTrades-T1)+1; if MarketPosition == 0 and entry == 0 and stime >= 진입시간 and C >= daylow+PriceScale*s1 and C[1] < daylow+PriceScale*s1 Then sell("s1"); if MarketPosition == 1 Then{ if CurrentContracts > CurrentContracts[1] Then EH = H; if H > EH Then EH = H; if entry == 1 and C <= EH-PriceScale*X1 Then ExitShort("sx1"); } if TotalTrades > TotalTrades[1] Then LL = L; if L < LL Then LL = L; if MarketPosition == 0 and entry == 1 and stime >= 진입시간 and C >= LL+PriceScale*s2 and C[1] < LL+PriceScale*s2 Then sell("s2"); if MarketPosition== 1 and entry == 2 Then exitlong("sx2",AtStop,EntryPrice-PriceScale*X2);