안녕하세요 예스스탁입니다. input : P1(0.1),P2(0.8),P3(14),P4(-0.4),P5(0.5),p6(1000),starttime(223000),endtime(150000),P7(1.9),P8(0.5); input : 손절틱수(20),익절틱수(20); var : cnt(0),sum(0),sum1(0),mav(0),mav1(0),T(0),mav2(0),mav3(0); var : sum3(0),Tcond(false); Condition1 = MarketPosition == 0 and ExitDate(1) == sdate and (IsExitName("StopLoss",1) or IsExitName("StopProfitTarget",1)) and TimeToMinutes(stime) <= TimeToMinutes(ExitTime(1))+p6; #설정 if sdate != sdate[1] then SetStopEndofday(endtime); if (sdate != sdate[1] and stime >= starttime) or (sdate == sdate[1] and stime >= starttime and stime[1] < starttime) then { Tcond = true; SetStopEndofday(0);#해제 } if (sdate != sdate[1] and stime >= endtime) or (sdate == sdate[1] and stime >= endtime and stime[1] < endtime) then { Tcond = false; } if DayClose(P3) > 0 Then { sum = 0; sum1 = 0; for cnt = 0 to P3-1 { sum = sum + DayClose(cnt); sum1 = sum1 + DayClose(cnt+1); } mav = sum/P3; mav1 = sum1/P3; T = 0; if mav > mav1 Then T = 1; if mav < mav1 Then T = -1; if T == 1 Then mav2=p2 ; if T == -1 Then mav2=p5; if T == 1 Then mav3=p1 ; if T == -1 Then mav3=p4 ; sum3 = 0; for cnt = 1 to 20 { sum3 = sum3 + (DayHigh(cnt)-DayLow(cnt)); } value1 = sum3/20 ; If MarketPosition == 0 and C >= (dayopen+value1*mav3) and C<C[1] and Condition1 == false Then { Buy("매수"); } if MaxEntries == 1 and MarketPosition == 1 Then { buy("추가매수",atlimit,EntryPrice-P7); } If MarketPosition == 0 and C <= (dayopen-value1*mav2) and C>C[1] and Condition1 == false Then { sell("매도"); } if MaxEntries == 1 and MarketPosition == -1 Then { Sell("추가매도",atlimit,EntryPrice+P8); } } SetStopLoss(PriceScale*손절틱수,PointStop); SetStopProfittarget(PriceScale*익절틱수,PointStop); 즐거운 하루되세요 > 이형지 님이 쓴 글입니다. > 제목 : 제가 활용하고 있는 수식에 손절매와 목표수익을 수식에 변수로 입력하게 해주세요~~ > 설정창에 손절매와 목표수익을 기입해서 운영했는데 생각보다 결과가 않좋게 나와 최적화를 할려고 합니다. 그래서 손절매와 목표수익을 변수 수식에 반영 부탁드림니다. 최적화 돌려서 검증해보려고 합니다. 아래 수식에 반영 부탁드리겠습니다. ======================================================================================== input : P1(0.1),P2(0.8),P3(14),P4(-0.4),P5(0.5),p6(1000),starttime(223000),endtime(150000),P7(1.9),P8(0.5); var : cnt(0),sum(0),sum1(0),mav(0),mav1(0),T(0),mav2(0),mav3(0); var : sum3(0),Tcond(false); Condition1 = MarketPosition == 0 and ExitDate(1) == sdate and (IsExitName("StopLoss",1) or IsExitName("StopProfitTarget",1)) and TimeToMinutes(stime) <= TimeToMinutes(ExitTime(1))+p6; #설정 if sdate != sdate[1] then SetStopEndofday(endtime); if (sdate != sdate[1] and stime >= starttime) or (sdate == sdate[1] and stime >= starttime and stime[1] < starttime) then { Tcond = true; SetStopEndofday(0);#해제 } if (sdate != sdate[1] and stime >= endtime) or (sdate == sdate[1] and stime >= endtime and stime[1] < endtime) then { Tcond = false; } if DayClose(P3) > 0 Then { sum = 0; sum1 = 0; for cnt = 0 to P3-1 { sum = sum + DayClose(cnt); sum1 = sum1 + DayClose(cnt+1); } mav = sum/P3; mav1 = sum1/P3; T = 0; if mav > mav1 Then T = 1; if mav < mav1 Then T = -1; if T == 1 Then mav2=p2 ; if T == -1 Then mav2=p5; if T == 1 Then mav3=p1 ; if T == -1 Then mav3=p4 ; sum3 = 0; for cnt = 1 to 20 { sum3 = sum3 + (DayHigh(cnt)-DayLow(cnt)); } value1 = sum3/20 ; If MarketPosition == 0 and C >= (dayopen+value1*mav3) and C<C[1] and Condition1 == false Then { Buy("매수"); } if MaxEntries == 1 and MarketPosition == 1 Then { buy("추가매수",atlimit,EntryPrice-P7); } If MarketPosition == 0 and C <= (dayopen-value1*mav2) and C>C[1] and Condition1 == false Then { sell("매도"); } if MaxEntries == 1 and MarketPosition == -1 Then { Sell("추가매도",atlimit,EntryPrice+P8); } }