커뮤니티
함수요청
2018-08-29 16:58:22
183
글번호 121719
안녕하세요?
아래는 하나금융투자에서 사용했던 전략입니다.
한국투자증권에서 사용할 수 있도록 함수변환요청드립니다.
Var : ii( 0 ), st( 0 ), et( 0),Summercond(False),CMEStartTime(0) ;
Var : Sp(0),TickValue(0);
Sp = SignalPosition;
TickValue = OneTick * PriceScale;
Value1 = (10000 * Year(D)) + (100 * 3) + 1;
Value2 = 15 - dayofweek(value1);
value3 = (10000 * Year(D)) + (100 * 11) + 1;
value4 = 8 - dayofweek(value3);
Summercond = date > (10000 * Year(D)) + (100 * 3) + value2
And date < (10000 * Year(D)) + (100 * 11) + value4;
If Summercond = true
Then
Begin
CMEStartTime = 070000;
et = 060000;
End
Else
Begin
CMEStartTime = 080000;
et = 070000;
End;
if time >= CMEStartTime And time[1] < CMEStartTime Then
value14 = Data2(O);
value11 = Data2(C);
value12 = Data2(O);
value13 = value11 - value14;
if time >= 103000 And time[1] < 103000 Then
Begin
if value13 > 0 Then
Buy("Buy",Atmarket)
Else if value13 < 0 Then
Sell("Sell",Atmarket);
End;
if SignalPosition = 1 And value11 < value14 Then
ExitLong("EL",Atmarket)
Else if SignalPosition = -1 And value11 > value14 Then
ExitShort("ES",Atmarket);
Params : EXTtime(060000);
SetStopEndofday(et);
//SetStopEndofday(EXTtime);
답변 1
예스스탁 예스스탁 답변
2018-08-30 11:15:40
안녕하세요
예스스탁입니다.
Var : ii( 0 ), st( 0 ), et( 0),Summercond(False),CMEStartTime(0) ;
Var : Sp(0),TickValue(0),Year(0);
Sp = Marketposition;
TickValue = PriceScale;
Year = Floor(sDate / 10000);
Value1 = (10000 * Year) + (100 * 3) + 1;
Value2 = 15 - dayofweek(value1);
value3 = (10000 * Year) + (100 * 11) + 1;
value4 = 8 - dayofweek(value3);
Summercond = date > (10000 * Year) + (100 * 3) + value2
And date < (10000 * Year) + (100 * 11) + value4;
If Summercond = true
Then
Begin
CMEStartTime = 070000;
et = 060000;
End
Else
Begin
CMEStartTime = 080000;
et = 070000;
End;
if stime >= CMEStartTime And stime[1] < CMEStartTime Then
value14 = Data2(O);
value11 = Data2(C);
value12 = Data2(O);
value13 = value11 - value14;
if stime >= 103000 And stime[1] < 103000 Then
Begin
if value13 > 0 Then
Buy("Buy",Atmarket);
Else if value13 < 0 Then
Sell("Sell",Atmarket);
End;
if Marketposition == 1 And value11 < value14 Then
ExitLong("EL",Atmarket);
Else if Marketposition == -1 And value11 > value14 Then
ExitShort("ES",Atmarket);
input : EXTtime(060000);
if sdate != sdate[1] Then
SetStopEndofday(0);
if bdate != bdate[1] Then
SetStopEndofday(EXTtime);
즐거운 하루되세요
> 흰둥이아빠 님이 쓴 글입니다.
> 제목 : 함수요청
> 안녕하세요?
아래는 하나금융투자에서 사용했던 전략입니다.
한국투자증권에서 사용할 수 있도록 함수변환요청드립니다.
Var : ii( 0 ), st( 0 ), et( 0),Summercond(False),CMEStartTime(0) ;
Var : Sp(0),TickValue(0);
Sp = SignalPosition;
TickValue = OneTick * PriceScale;
Value1 = (10000 * Year(D)) + (100 * 3) + 1;
Value2 = 15 - dayofweek(value1);
value3 = (10000 * Year(D)) + (100 * 11) + 1;
value4 = 8 - dayofweek(value3);
Summercond = date > (10000 * Year(D)) + (100 * 3) + value2
And date < (10000 * Year(D)) + (100 * 11) + value4;
If Summercond = true
Then
Begin
CMEStartTime = 070000;
et = 060000;
End
Else
Begin
CMEStartTime = 080000;
et = 070000;
End;
if time >= CMEStartTime And time[1] < CMEStartTime Then
value14 = Data2(O);
value11 = Data2(C);
value12 = Data2(O);
value13 = value11 - value14;
if time >= 103000 And time[1] < 103000 Then
Begin
if value13 > 0 Then
Buy("Buy",Atmarket)
Else if value13 < 0 Then
Sell("Sell",Atmarket);
End;
if SignalPosition = 1 And value11 < value14 Then
ExitLong("EL",Atmarket)
Else if SignalPosition = -1 And value11 > value14 Then
ExitShort("ES",Atmarket);
Params : EXTtime(060000);
SetStopEndofday(et);
//SetStopEndofday(EXTtime);