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손절,trailing stop 적용

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좌오비우오비
2018-04-04 11:31:52
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아래 수식은 1차 진입과 2차 진입이 가능한 수식이며 buy진입과 sell진입이 구별된 수식입니다. 각각 1차진입 손절,tr stop과 2차진입 손절,tr stop을 구별하는 수식을 원하며 input에 반영해주세요. 1.buy수식 - input: 1차진입 손절(20),tr stop(20) 2차진입 손절(20),tr stop(20) 2.sell수식 - input: 1차진입 손절(20),tr stop(20) 2차진입 손절(20),tr stop(20) ************************************************************* 1. buy수식 input : b1(11),b2(13),진입시간(090000); var : T1(0),entry(0),HH(0),EL(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 <= DayHigh-PriceScale*b1 and C[1] > DayHigh-PriceScale*b1 Then buy("b1"); if TotalTrades > TotalTrades[1] Then HH = H; if H > HH Then HH = H; if MarketPosition == 0 and entry == 1 and stime >= 진입시간 and C <= HH-PriceScale*b2 and C[1] > HH-PriceScale*b2 Then buy("b2"); 2. sell 수식 input : s1(20),s2(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 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");
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예스스탁 예스스탁 답변

2018-04-04 13:29:31

안녕하세요 예스스탁입니다. 1 input : b1(11),b2(13),진입시간(090000); input : 손절1(20),TR1(20); input : 손절2(20),TR2(20); var : T1(0),entry(0),HH(0),EL(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 <= DayHigh-PriceScale*b1 and C[1] > DayHigh-PriceScale*b1 Then buy("b1"); if TotalTrades > TotalTrades[1] Then HH = H; if H > HH Then HH = H; if MarketPosition == 0 and entry == 1 and stime >= 진입시간 and C <= HH-PriceScale*b2 and C[1] > HH-PriceScale*b2 Then buy("b2"); if MarketPosition == 1 then { if IsExitName("b1") == true then { ExitLong("bl1",AtStop,EntryPrice-PriceScale*손절1); ExitLong("btr1",AtStop,highest(h,BarsSinceEntry)-PriceScale*TR1); } if IsExitName("b2") == true then { ExitLong("bl2",AtStop,EntryPrice-PriceScale*손절2); ExitLong("btr2",AtStop,highest(h,BarsSinceEntry)-PriceScale*TR2); } } 2 input : s1(20),s2(20),진입시간(090000); input : 손절1(20),TR1(20); input : 손절2(20),TR2(20); 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 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 then { if IsExitName("s1") == true then { ExitShort("sl1",AtStop,EntryPrice+PriceScale*손절1); ExitShort("str1",AtStop,Lowest(l,BarsSinceEntry)+PriceScale*TR1); } if IsExitName("s2") == true then { ExitShort("sl2",AtStop,EntryPrice+PriceScale*손절2); ExitShort("str2",AtStop,Lowest(l,BarsSinceEntry)+PriceScale*TR2); } } 즐거운 하루되세요 > 좌오비우오비 님이 쓴 글입니다. > 제목 : 손절,trailing stop 적용 > 아래 수식은 1차 진입과 2차 진입이 가능한 수식이며 buy진입과 sell진입이 구별된 수식입니다. 각각 1차진입 손절,tr stop과 2차진입 손절,tr stop을 구별하는 수식을 원하며 input에 반영해주세요. 1.buy수식 - input: 1차진입 손절(20),tr stop(20) 2차진입 손절(20),tr stop(20) 2.sell수식 - input: 1차진입 손절(20),tr stop(20) 2차진입 손절(20),tr stop(20) ************************************************************* 1. buy수식 input : b1(11),b2(13),진입시간(090000); var : T1(0),entry(0),HH(0),EL(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 <= DayHigh-PriceScale*b1 and C[1] > DayHigh-PriceScale*b1 Then buy("b1"); if TotalTrades > TotalTrades[1] Then HH = H; if H > HH Then HH = H; if MarketPosition == 0 and entry == 1 and stime >= 진입시간 and C <= HH-PriceScale*b2 and C[1] > HH-PriceScale*b2 Then buy("b2"); 2. sell 수식 input : s1(20),s2(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 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");