안녕하세요 예스스탁입니다. Input : 당일누적수익틱수(200),당일누적손실틱수(200),P(120); input : startdate(20181003),starttime(100000),enddate(20181031),endtime(172000); VARS: Tcond(false),N1(0),dayPl(0),당일누적수익(0),당일누적손실(0),Xcond(false),기준선(0); if (sdate == enddate and sdate != sdate[1] and stime >= endtime) or (sdate == enddate and sdate == sdate[1] and stime >= endtime and stime[1] < endtime) then { Tcond = false; if MarketPosition == 1 Then ExitLong("매수청산"); if MarketPosition == -1 Then ExitShort("매도청산"); } if (sdate >= startdate and sdate != sdate[1] and stime >= starttime) or (sdate >= startdate and sdate == sdate[1] and stime >= starttime and stime[1] < starttime) then { Xcond = false; N1 = NetProfit; Tcond = true; } 당일누적수익 = PriceScale*당일누적수익틱수; 당일누적손실 = PriceScale*당일누적손실틱수; daypl = NetProfit-N1; if TotalTrades > TotalTrades[1] and (daypl >= 당일누적수익 or daypl <= -당일누적손실) then Xcond = true; 기준선 = (highest(H,26)+lowest(L,26))/2; if Tcond == true and Xcond == false then { if crossup(c,기준선) Then buy("매수"); if CrossDown(c,기준선) Then sell("매도"); } if MarketPosition == 1 then { ExitLong("매수수익",atlimit,EntryPrice+((당일누적수익-daypl)/CurrentContracts)); ExitLong("매수손실",AtStop,EntryPrice-((당일누적손실+daypl)/CurrentContracts)); } if MarketPosition == -1 then { ExitShort("매도수익",atlimit,EntryPrice-((당일누적수익-daypl)/CurrentContracts)); ExitShort("매도손실",AtStop,EntryPrice+((당일누적손실+daypl)/CurrentContracts)); } if sdate != sdate[1] Then SetStopEndofday(172000); if bdate != bdate[1] Then SetStopEndofday(0); 즐거운 하루되세요 > 승부사1 님이 쓴 글입니다. > 제목 : 수식 수정 부탁드립니다. > 아래의 수식은 스토캐스틱을 기준으로 설정되어 있는데요. 스토캐스틱 대신에 일목균형표 기준선을 기준값으로 설정하고 싶습니다. 기준선 상향돌파시 매수포지션 기준선 하향이탈시 매도포지션 (스위칭) 부탁드리겠습니다. - 아 래 - Input : 당일누적수익틱수(200),당일누적손실틱수(200),P(120); input : startdate(20181003),starttime(100000),enddate(20181031),endtime(172000); input : sto1(10),sto2(6),sto3(6); VARS: Tcond(false),N1(0),dayPl(0),당일누적수익(0),당일누적손실(0),Xcond(false),stok(0),stod(0); if (sdate == enddate and sdate != sdate[1] and stime >= endtime) or (sdate == enddate and sdate == sdate[1] and stime >= endtime and stime[1] < endtime) then { Tcond = false; if MarketPosition == 1 Then ExitLong("매수청산"); if MarketPosition == -1 Then ExitShort("매도청산"); } if (sdate >= startdate and sdate != sdate[1] and stime >= starttime) or (sdate >= startdate and sdate == sdate[1] and stime >= starttime and stime[1] < starttime) then { Xcond = false; N1 = NetProfit; Tcond = true; } 당일누적수익 = PriceScale*당일누적수익틱수; 당일누적손실 = PriceScale*당일누적손실틱수; daypl = NetProfit-N1; if TotalTrades > TotalTrades[1] and (daypl >= 당일누적수익 or daypl <= -당일누적손실) then Xcond = true; stok = StochasticsK(sto1,sto2); stod = StochasticsD(sto1,sto2,sto3); if Tcond == true and Xcond == false then { if crossup(stok,stod) Then buy("매수"); if CrossDown(stok,stod) Then sell("매도"); } if MarketPosition == 1 then{ ExitLong("매수수익",atlimit,EntryPrice+((당일누적수익-daypl)/CurrentContracts)); ExitLong("매수손실",AtStop,EntryPrice-((당일누적손실+daypl)/CurrentContracts)); } if MarketPosition == -1 then{ ExitShort("매도수익",atlimit,EntryPrice-((당일누적수익-daypl)/CurrentContracts)); ExitShort("매도손실",AtStop,EntryPrice+((당일누적손실+daypl)/CurrentContracts)); } if sdate != sdate[1] Then SetStopEndofday(172000); if bdate != bdate[1] Then SetStopEndofday(0);