커뮤니티
함수변환 부탁드립니다.
2018-04-12 14:59:15
124
글번호 118137
안녕하세요.
손실시 당일 매매제한 추가한 수식입니다.
함수변환 부탁드립니다.
감사합니다.
[IOG = true]
Input : Limit_Count(3);
Vars : pTT(0), TT(0);
Vars : TickSize(0), oRange(0), odayopen(0), Predayhigh(0), Predaylow(0), lossCNT(0);
TickSize = OneTick * PriceScale;
odayopen = dayopen(0);
Predayhigh = dayhigh(1);
Predaylow = daylow(1);
oRange = Predayhigh - Predaylow;
If Date[1] <> date Then
Begin
lossCNT = 0;
End;
v99 = NetProfit;
If EntryDate(1) = Date And v99[1] > v99 Then lossCNT = lossCNT + 1;
If lossCNT < 1 And Predayhigh > 0 And (SignalPosition = 0 And EntriesToday(date) < Limit_Count)
Or (SignalPosition <> 0 And EntriesToday(date) < Limit_Count - 1) Then
begin
If C > odayopen + oRange Then Buy("B", atstop, odayopen + oRange);
If C < odayopen - oRange Then Sell("S", atstop, odayopen + oRange );
End;
If date <> date[1] Then
Begin
ExitLong("시가 매수청산");
ExitShort("시가 매도청산");
End;
Input : PT(22); // 익절 20틱
SetStopProfittarget(PT * TickSize);
SetStopLoss(oRange * 1/4);
답변 1
예스스탁 예스스탁 답변
2018-04-12 15:17:00
안녕하세요
예스스탁입니다.
Input : Limit_Count(3);
Vars : pTT(0), TT(0),EntriesToday(0),t1(0),v99(0);
Vars : oRange(0), odayopen(0), Predayhigh(0), Predaylow(0), lossCNT(0);
odayopen = dayopen(0);
Predayhigh = dayhigh(1);
Predaylow = daylow(1);
oRange = Predayhigh - Predaylow;
If Date[1] <> date Then
Begin
lossCNT = 0;
T1 = TotalTrades;
End;
if MarketPosition == 0 Then
EntriesToday = TotalTrades-t1;
Else
EntriesToday = TotalTrades-t1+1;
v99 = NetProfit;
If EntryDate(1) == Date And v99[1] > v99 Then
lossCNT = lossCNT + 1;
If lossCNT < 1 And Predayhigh > 0 And EntriesToday < Limit_Count Then
begin
If C > odayopen + oRange Then
Buy("B", atstop, odayopen + oRange);
If C < odayopen - oRange Then
Sell("S", atstop, odayopen + oRange );
End;
If date <> date[1] Then
Begin
ExitLong("시가 매수청산");
ExitShort("시가 매도청산");
End;
Input : PT(22); // 익절 20틱
SetStopProfittarget(PT * PriceScale,PointStop);
SetStopLoss(oRange * 1/4,PointStop);
즐거운 하루되세요
> 바둑이 님이 쓴 글입니다.
> 제목 : 함수변환 부탁드립니다.
> 안녕하세요.
손실시 당일 매매제한 추가한 수식입니다.
함수변환 부탁드립니다.
감사합니다.
[IOG = true]
Input : Limit_Count(3);
Vars : pTT(0), TT(0);
Vars : TickSize(0), oRange(0), odayopen(0), Predayhigh(0), Predaylow(0), lossCNT(0);
TickSize = OneTick * PriceScale;
odayopen = dayopen(0);
Predayhigh = dayhigh(1);
Predaylow = daylow(1);
oRange = Predayhigh - Predaylow;
If Date[1] <> date Then
Begin
lossCNT = 0;
End;
v99 = NetProfit;
If EntryDate(1) = Date And v99[1] > v99 Then lossCNT = lossCNT + 1;
If lossCNT < 1 And Predayhigh > 0 And (SignalPosition = 0 And EntriesToday(date) < Limit_Count)
Or (SignalPosition <> 0 And EntriesToday(date) < Limit_Count - 1) Then
begin
If C > odayopen + oRange Then Buy("B", atstop, odayopen + oRange);
If C < odayopen - oRange Then Sell("S", atstop, odayopen + oRange );
End;
If date <> date[1] Then
Begin
ExitLong("시가 매수청산");
ExitShort("시가 매도청산");
End;
Input : PT(22); // 익절 20틱
SetStopProfittarget(PT * TickSize);
SetStopLoss(oRange * 1/4);
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