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당일청산좀 추가부탁드립니다.

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바나
2019-05-03 08:00:00
193
글번호 128354
답변완료
당일날 분할 매수한 종목들의 평단가가 + 이면 종가 청산하고 - 이면 그대로 유지하고 그 다음날까지 매수 계속 진행 하는 식을 추가하고 싶어요. Input : 투자금액(10000000),Period(20), MultiD(2), N(1),시작일(20190503),시작시간(090000); Input : loss(5); var : e(0),x(0),count(0),Tcond(false),BBup(0),BBdn(0); var : HH(0),Bxcond1(false),Bxcond2(false),Bxcond3(false); var : LL(0),Sxcond1(false),Sxcond2(false),Sxcond3(false); Array : VV[5](0),XX[5](0); BBup = BollBandUp(Period,MultiD); BBdn = BollBandDown(Period,MultiD); vv[0] = floor((투자금액*0.1)/NextBarOpen); vv[1] = floor((투자금액*0.2)/NextBarOpen); vv[2] = floor((투자금액*0.3)/NextBarOpen); vv[3] = floor((투자금액*0.4)/NextBarOpen); if sdate >= 시작일 and stime >= 시작시간 Then Tcond = true; if bdate != bdate[1] Then count = 0; if MarketPosition != 0 and MarketPosition != MarketPosition[1] Then count = count+1; if Tcond == true then { if (TotalTrades == 0 or MarketPosition == 0 and BarsSinceExit(1) > 2) then { if MarketPosition == 0 and count < N and CrossDown(c,bbdn) and C < DayClose(1) Then { buy("b1",atmarket,def,vv[MaxEntries]); } if MarketPosition == 0 and NextBarSdate != sdate and NextBarOpen <= C Then { buy("b11",atmarket,def,vv[MaxEntries]); } } if MarketPosition == 1 Then { if CurrentContracts > CurrentContracts[1] Then { e = e +1; if e == 1 then XX[e] = CurrentContracts; Else XX[e] = CurrentContracts-CurrentContracts[1]; } #두번째 매수 if MarketPosition == 1 and e == 1 and count < N and CrossDown(c,bbdn) and C < DayClose(1) Then { buy("b2",atmarket,def,vv[MaxEntries]); } #세번재매수 if MarketPosition == 1 and e == 2 and count < N and CrossDown(c,bbdn) and C < DayClose(1) Then { buy("b3",atmarket,def,vv[MaxEntries]); } #네번재매수 if MarketPosition == 1 and e == 3 and count < N and CrossDown(c,bbdn) and C < DayClose(1) Then { buy("b4",atmarket,def,vv[MaxEntries]); } HH = highest(H,BarsSinceEntry); if CurrentContracts < CurrentContracts[1] and LatestExitName(0) == "Bx1" Then Bxcond1 = true; if CurrentContracts < CurrentContracts[1] and LatestExitName(0) == "Bx2" Then Bxcond2 = true; if CurrentContracts < CurrentContracts[1] and LatestExitName(0) == "Bx3" Then Bxcond3 = true; if Bxcond1 == false and HH >= EntryPrice*1.02 and HH < EntryPrice*1.05 Then ExitLong("Bx1",AtStop,HH-(HH-EntryPrice)*0.1,"",Floor(MaxContracts*(1/5)),1); if Bxcond2 == false and HH >= EntryPrice*1.06 and HH < EntryPrice*1.10 Then ExitLong("Bx2",AtStop,HH-(HH-EntryPrice)*0.1,"",Floor(MaxContracts*(2/5)),1); if Bxcond3 == false and HH >= EntryPrice*1.12 Then ExitLong("Bx3",AtStop,HH-(HH-EntryPrice)*0.1); }}
시스템
답변 1
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예스스탁 예스스탁 답변

2019-05-03 09:20:52

안녕하세요 예스스탁입니다. 종가수신되면 이미 장이 종료된 시점이므로 청산시간을 지정하셔야 합니다. 또한 시스템은 정규장안에 신호와 주문이 집행되어야 합니다. 봉완성이 다음봉시가가 수신될때이므로 plot1(stime); 위지표로 봉의 시각확인하시고 사용하는 차트주기에서 정규장의 마지막봉의 전봉의 시간을 지정해 주셔야 합니다. Input : 투자금액(10000000),Period(20), MultiD(2), N(1),시작일(20190503),시작시간(090000),청산시간(151500); Input : loss(5); var : e(0),x(0),count(0),Tcond(false),BBup(0),BBdn(0); var : HH(0),Bxcond1(false),Bxcond2(false),Bxcond3(false); var : LL(0),Sxcond1(false),Sxcond2(false),Sxcond3(false); Array : VV[5](0),XX[5](0); BBup = BollBandUp(Period,MultiD); BBdn = BollBandDown(Period,MultiD); vv[0] = floor((투자금액*0.1)/NextBarOpen); vv[1] = floor((투자금액*0.2)/NextBarOpen); vv[2] = floor((투자금액*0.3)/NextBarOpen); vv[3] = floor((투자금액*0.4)/NextBarOpen); if sdate >= 시작일 and stime >= 시작시간 Then Tcond = true; if bdate != bdate[1] Then count = 0; if MarketPosition != 0 and MarketPosition != MarketPosition[1] Then count = count+1; if Tcond == true then { if (TotalTrades == 0 or MarketPosition == 0 and BarsSinceExit(1) > 2) then { if MarketPosition == 0 and count < N and CrossDown(c,bbdn) and C < DayClose(1) Then { buy("b1",atmarket,def,vv[MaxEntries]); } if MarketPosition == 0 and NextBarSdate != sdate and NextBarOpen <= C Then { buy("b11",atmarket,def,vv[MaxEntries]); } } if MarketPosition == 1 Then { if CurrentContracts > CurrentContracts[1] Then { e = e +1; if e == 1 then XX[e] = CurrentContracts; Else XX[e] = CurrentContracts-CurrentContracts[1]; } #두번째 매수 if MarketPosition == 1 and e == 1 and count < N and CrossDown(c,bbdn) and C < DayClose(1) Then { buy("b2",atmarket,def,vv[MaxEntries]); } #세번재매수 if MarketPosition == 1 and e == 2 and count < N and CrossDown(c,bbdn) and C < DayClose(1) Then { buy("b3",atmarket,def,vv[MaxEntries]); } #네번재매수 if MarketPosition == 1 and e == 3 and count < N and CrossDown(c,bbdn) and C < DayClose(1) Then { buy("b4",atmarket,def,vv[MaxEntries]); } HH = highest(H,BarsSinceEntry); if CurrentContracts < CurrentContracts[1] and LatestExitName(0) == "Bx1" Then Bxcond1 = true; if CurrentContracts < CurrentContracts[1] and LatestExitName(0) == "Bx2" Then Bxcond2 = true; if CurrentContracts < CurrentContracts[1] and LatestExitName(0) == "Bx3" Then Bxcond3 = true; if Bxcond1 == false and HH >= EntryPrice*1.02 and HH < EntryPrice*1.05 Then ExitLong("Bx1",AtStop,HH-(HH-EntryPrice)*0.1,"",Floor(MaxContracts*(1/5)),1); if Bxcond2 == false and HH >= EntryPrice*1.06 and HH < EntryPrice*1.10 Then ExitLong("Bx2",AtStop,HH-(HH-EntryPrice)*0.1,"",Floor(MaxContracts*(2/5)),1); if Bxcond3 == false and HH >= EntryPrice*1.12 Then ExitLong("Bx3",AtStop,HH-(HH-EntryPrice)*0.1); if (stime >= 청산시간 and stime[1] < 청산시간) and C > AvgEntryPrice then { ExitLong("bx"); } }} 즐거운 하루되세요 > 바나 님이 쓴 글입니다. > 제목 : 당일청산좀 추가부탁드립니다. > 당일날 분할 매수한 종목들의 평단가가 + 이면 종가 청산하고 - 이면 그대로 유지하고 그 다음날까지 매수 계속 진행 하는 식을 추가하고 싶어요. Input : 투자금액(10000000),Period(20), MultiD(2), N(1),시작일(20190503),시작시간(090000); Input : loss(5); var : e(0),x(0),count(0),Tcond(false),BBup(0),BBdn(0); var : HH(0),Bxcond1(false),Bxcond2(false),Bxcond3(false); var : LL(0),Sxcond1(false),Sxcond2(false),Sxcond3(false); Array : VV[5](0),XX[5](0); BBup = BollBandUp(Period,MultiD); BBdn = BollBandDown(Period,MultiD); vv[0] = floor((투자금액*0.1)/NextBarOpen); vv[1] = floor((투자금액*0.2)/NextBarOpen); vv[2] = floor((투자금액*0.3)/NextBarOpen); vv[3] = floor((투자금액*0.4)/NextBarOpen); if sdate >= 시작일 and stime >= 시작시간 Then Tcond = true; if bdate != bdate[1] Then count = 0; if MarketPosition != 0 and MarketPosition != MarketPosition[1] Then count = count+1; if Tcond == true then { if (TotalTrades == 0 or MarketPosition == 0 and BarsSinceExit(1) > 2) then { if MarketPosition == 0 and count < N and CrossDown(c,bbdn) and C < DayClose(1) Then { buy("b1",atmarket,def,vv[MaxEntries]); } if MarketPosition == 0 and NextBarSdate != sdate and NextBarOpen <= C Then { buy("b11",atmarket,def,vv[MaxEntries]); } } if MarketPosition == 1 Then { if CurrentContracts > CurrentContracts[1] Then { e = e +1; if e == 1 then XX[e] = CurrentContracts; Else XX[e] = CurrentContracts-CurrentContracts[1]; } #두번째 매수 if MarketPosition == 1 and e == 1 and count < N and CrossDown(c,bbdn) and C < DayClose(1) Then { buy("b2",atmarket,def,vv[MaxEntries]); } #세번재매수 if MarketPosition == 1 and e == 2 and count < N and CrossDown(c,bbdn) and C < DayClose(1) Then { buy("b3",atmarket,def,vv[MaxEntries]); } #네번재매수 if MarketPosition == 1 and e == 3 and count < N and CrossDown(c,bbdn) and C < DayClose(1) Then { buy("b4",atmarket,def,vv[MaxEntries]); } HH = highest(H,BarsSinceEntry); if CurrentContracts < CurrentContracts[1] and LatestExitName(0) == "Bx1" Then Bxcond1 = true; if CurrentContracts < CurrentContracts[1] and LatestExitName(0) == "Bx2" Then Bxcond2 = true; if CurrentContracts < CurrentContracts[1] and LatestExitName(0) == "Bx3" Then Bxcond3 = true; if Bxcond1 == false and HH >= EntryPrice*1.02 and HH < EntryPrice*1.05 Then ExitLong("Bx1",AtStop,HH-(HH-EntryPrice)*0.1,"",Floor(MaxContracts*(1/5)),1); if Bxcond2 == false and HH >= EntryPrice*1.06 and HH < EntryPrice*1.10 Then ExitLong("Bx2",AtStop,HH-(HH-EntryPrice)*0.1,"",Floor(MaxContracts*(2/5)),1); if Bxcond3 == false and HH >= EntryPrice*1.12 Then ExitLong("Bx3",AtStop,HH-(HH-EntryPrice)*0.1); }}