안녕하세요 예스스탁입니다. 진입계약수로 판단해야 하는데 진입신호수로 판단하게 작성이 되어 있었습니다. 수정한 식입니다. var : vol(0),cross(0); input : 진입시작(90000),진입종료(040000),강제청산시간(050000); var : Tcond(false); if (sdate != sdate[1] and stime >= 진입시작) or (sdate == sdate[1] and stime >= 진입시작 and stime[1] < 진입시작) then { Tcond = true; vol = 1; cross = 0; } if (sdate != sdate[1] and stime >= 진입종료) or (sdate == sdate[1] and stime >= 진입종료 and stime[1] < 진입종료) then { Tcond = false; } if (sdate != sdate[1] and stime >= 강제청산시간) or (sdate == sdate[1] and stime >= 강제청산시간 and stime[1] < 강제청산시간) then { if MarketPosition == 1 Then ExitLong("bx"); if MarketPosition == -1 Then ExitShort("sx"); } if Tcond == true then { if MarketPosition <= 0 and tcond == true and crossup(C,dayopen) Then { if MarketPosition == -1 Then { cross = cross+1; if cross == 2 Then { cross = 0; vol = vol+1; } } Else { cross = 0; vol = 1; } buy("b",OnClose,def,min(4,vol)); } if MarketPosition >= 0 and tcond == true and CrossDown(c,dayopen) Then { if MarketPosition == 1 Then { cross = cross+1; if cross == 2 Then { cross = 0; vol = vol+1; } } Else { cross = 0; vol = 1; } sell("s",OnClose,def,min(4,vol)); } if MarketPosition == 1 then { if MaxContracts == 1 Then ExitLong("bx1",atlimit,EntryPrice+PriceScale*20); if MaxContracts == 2 Then { ExitLong("bx21",atlimit,EntryPrice+PriceScale*10,"",1,1); ExitLong("bx22",atlimit,EntryPrice+PriceScale*30,"",1,1); } if MaxContracts == 3 Then { ExitLong("bx31",atlimit,EntryPrice+PriceScale*10,"",1,1); ExitLong("bx32",atlimit,EntryPrice+PriceScale*20,"",1,1); ExitLong("bx33",atlimit,EntryPrice+PriceScale*30,"",1,1); } if MaxContracts == 4 Then { ExitLong("bx41",atlimit,EntryPrice+PriceScale*10,"",1,1); ExitLong("bx42",atlimit,EntryPrice+PriceScale*20,"",1,1); ExitLong("bx43",atlimit,EntryPrice+PriceScale*30,"",1,1); ExitLong("bx44",atlimit,EntryPrice+PriceScale*40,"",1,1); } } if MarketPosition == -1 then { if MaxContracts == 1 Then ExitShort("sx1",atlimit,EntryPrice-PriceScale*20); if MaxContracts == 2 Then { ExitShort("sx21",atlimit,EntryPrice-PriceScale*10,"",1,1); ExitShort("sx22",atlimit,EntryPrice-PriceScale*30,"",1,1); } if MaxContracts == 3 Then { ExitShort("sx31",atlimit,EntryPrice-PriceScale*10,"",1,1); ExitShort("sx32",atlimit,EntryPrice-PriceScale*20,"",1,1); ExitShort("sx33",atlimit,EntryPrice-PriceScale*30,"",1,1); } if MaxContracts == 4 Then { ExitShort("sx41",atlimit,EntryPrice-PriceScale*10,"",1,1); ExitShort("sx42",atlimit,EntryPrice-PriceScale*20,"",1,1); ExitShort("sx43",atlimit,EntryPrice-PriceScale*30,"",1,1); ExitShort("sx44",atlimit,EntryPrice-PriceScale*40,"",1,1); } } } 즐거운 하루되세요 > 레드골드 님이 쓴 글입니다. > 제목 : 62458 수식 중 오류가 있는듯 합니다.. > 분활 청산 되어야 하는데 "bx1"와 "sx1"만 청산됩니다.. 2, 3, 4 계약일때 "bx1"와 "sx1"만 청산됩니다..분활청산이 안됩니다. 수식은 아래와 같습니다.. var : vol(0),cross(0); input : 진입시작(90000),진입종료(040000),강제청산시간(050000); var : Tcond(false); if (sdate != sdate[1] and stime >= 진입시작) or (sdate == sdate[1] and stime >= 진입시작 and stime[1] < 진입시작) then { Tcond = true; vol = 1; cross = 0; } if (sdate != sdate[1] and stime >= 진입종료) or (sdate == sdate[1] and stime >= 진입종료 and stime[1] < 진입종료) then { Tcond = false; } if (sdate != sdate[1] and stime >= 강제청산시간) or (sdate == sdate[1] and stime >= 강제청산시간 and stime[1] < 강제청산시간) then { if MarketPosition == 1 Then ExitLong("bx"); if MarketPosition == -1 Then ExitShort("sx"); } if Tcond == true then { if MarketPosition <= 0 and tcond == true and crossup(C,dayopen) Then { if MarketPosition == -1 Then { cross = cross+1; if cross == 2 Then { cross = 0; vol = vol+1; } } Else { cross = 0; vol = 1; } buy("b",OnClose,def,min(4,vol)); } if MarketPosition >= 0 and tcond == true and CrossDown(c,dayopen) Then { if MarketPosition == 1 Then { cross = cross+1; if cross == 2 Then { cross = 0; vol = vol+1; } } Else { cross = 0; vol = 1; } sell("s",OnClose,def,min(4,vol)); } if MarketPosition == 1 then { if MaxEntries == 1 Then ExitLong("bx1",atlimit,EntryPrice+PriceScale*20); if MaxEntries == 2 Then { ExitLong("bx21",atlimit,EntryPrice+PriceScale*10,"",1,1); ExitLong("bx22",atlimit,EntryPrice+PriceScale*30,"",1,1); } if MaxEntries == 3 Then { ExitLong("bx31",atlimit,EntryPrice+PriceScale*10,"",1,1); ExitLong("bx32",atlimit,EntryPrice+PriceScale*20,"",1,1); ExitLong("bx33",atlimit,EntryPrice+PriceScale*30,"",1,1); } if MaxEntries == 4 Then { ExitLong("bx41",atlimit,EntryPrice+PriceScale*10,"",1,1); ExitLong("bx42",atlimit,EntryPrice+PriceScale*20,"",1,1); ExitLong("bx43",atlimit,EntryPrice+PriceScale*30,"",1,1); ExitLong("bx44",atlimit,EntryPrice+PriceScale*40,"",1,1); } } if MarketPosition == -1 then { if MaxEntries == 1 Then ExitShort("sx1",atlimit,EntryPrice-PriceScale*20); if MaxEntries == 2 Then { ExitShort("sx21",atlimit,EntryPrice-PriceScale*10,"",1,1); ExitShort("sx22",atlimit,EntryPrice-PriceScale*30,"",1,1); } if MaxEntries == 3 Then { ExitShort("sx31",atlimit,EntryPrice-PriceScale*10,"",1,1); ExitShort("sx32",atlimit,EntryPrice-PriceScale*20,"",1,1); ExitShort("sx33",atlimit,EntryPrice-PriceScale*30,"",1,1); } if MaxEntries == 4 Then { ExitShort("sx41",atlimit,EntryPrice-PriceScale*10,"",1,1); ExitShort("sx42",atlimit,EntryPrice-PriceScale*20,"",1,1); ExitShort("sx43",atlimit,EntryPrice-PriceScale*30,"",1,1); ExitShort("sx44",atlimit,EntryPrice-PriceScale*40,"",1,1); } } }