커뮤니티
문의 드립니다.
2020-03-31 13:02:19
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그림1
안녕하세요
항상 빠른 답변 감사드립니다.
오전에 전화 문의 드렸던
하루에 한번만 시스템 매수식이 작동하는 진입회수에 관한 문의들 드린바
아래와 같이 시스템식에 , 1%로스컷 설정을 적용 하였으나
제대로 적용이 안되어 재차 문의 드립니다.
1분봉상 가비아 1분봉에 적용하여 두번의 매수진입과 손절이 발생하였습니다.
그럼 좋은 하루 되세요
#당일진입횟수 카운트
var : entry(0);
if bdate != bdate[1] Then
entry = 0;
if MarketPosition != 0 and MarketPosition != MarketPosition[1] Then
entry = entry+1;
Input : 투입금액(10000000);
Var : 진입수량(0);
진입수량 = int(투입금액/C);
##################################################################################################
var : bbup1(0),bbup2(0);
var : bbdn1(0),bbdn2(0);
var : mav1(0),mav2(0),mav3(0);
bbup1 = BollBandUp(20,1);
bbdn1 = BollBandDown(20,1);
bbup2 = BollBandUp(20,2);
bbdn2 = BollBandDown(20,2);
mav1 = ma(C,1);
mav2 = ma(C,5);
mav3 = ma(c,240);
##################################################################################################
If CrossUp(C, DayOpen) && CountIF(H < DayOpen,5) > 0 && (C > ma(c,240)*0.95 or C < ma(c,240)*1.05) && (C < DayClose(1)*1.20) &&
MarketPosition == 0 and entry < 1 && mav3[1] <= mav3 && CurrentDate == sDate Then
buy("시초돌파",OnClose,def,진입수량);
##################################################################################################
if mav1 > mav2 and
C >= bbup1 and
bbup2 > c and C > bbdn2 and
countif(crossup(c,bbup2),5) >= 1 && Condition1 == false && (C < DayClose(1)*1.25) &&
MarketPosition == 0 and entry < 1 && CurrentDate == sDate then
buy("눌림",OnClose,def,진입수량);
##################################################################################################
If CurrentContracts == MaxContracts
&& C >= EntryPrice*1.05 // 1%이상
Then
ExitLong("5%일부익절",OnClose,def,"",int(MaxContracts*(40/100)),2);
If CurrentContracts == MaxContracts
&& C >= EntryPrice*1.10 // 1%이상
Then
ExitLong("10%일부익절",OnClose,def,"",int(MaxContracts*(40/100)),2);
If CurrentContracts == MaxContracts
&& C >= EntryPrice*1.15 // 1%이상
Then
ExitLong("15%일부익절",OnClose,def,"",int(MaxContracts*(40/100)),2);
If sTime > 150500 Then ExitLong("장마감",atlimit,def);
##################################################################################################
var : 상한가(0), UpLimit(0);
var : up1(0), up2(0), up3(0), up4(0), up5(0),up6(0),Up7(0);
if date >= 19981207 then {
if date < 20050328 && CodeCategory() == 2 then
UpLimit = (BP[0] * 1.12);
Else if date >= 20050328 and date < 20150615 Then
UpLimit = (BP[0] * 1.15);
Else
UpLimit = (BP[0] * 1.30);
if CodeCategory() == 2 then
{
if date >= 20030721 then
{
up1 = int(UpLimit/100+0.00001)*100;
up2 = int(UpLimit/100+0.00001)*100;
up3 = int(UpLimit/100+0.00001)*100;
up4 = int(UpLimit/50+0.00001)*50;
up5 = int(UpLimit/10+0.00001)*10;
up6 = int(UpLimit/5+0.00001)*5;
up7 = int(UpLimit/1+0.00001)*1;
}
else
{
up1 = int(UpLimit/1000+0.00001)*1000;
up2 = int(UpLimit/500+0.00001)*500;
up3 = int(UpLimit/100+0.00001)*100;
up4 = int(UpLimit/50+0.00001)*50;
up5 = int(UpLimit/10+0.00001)*10;
up6 = int(UpLimit/10+0.00001)*10;
up7 = int(UpLimit/1+0.00001)*1;
}
}
Else
{
up1 = int(UpLimit/1000+0.00001)*1000;
up2 = int(UpLimit/500+0.00001)*500;
up3 = int(UpLimit/100+0.00001)*100;
up4 = int(UpLimit/50+0.00001)*50;
up5 = int(UpLimit/10+0.00001)*10;
up6 = int(UpLimit/5+0.00001)*5;
up7 = int(UpLimit/1+0.00001)*1;
}
if CodeCategory() == 1 || CodeCategory() == 2 then
{
if sdate < 20101004 Then
{
If BP >= 500000 Then
상한가 = up1;
Else If BP >= 100000 Then
상한가 = iff(up2>=500000, up1, up2);
Else If BP >= 50000 Then
상한가 = iff(up3>=100000, up2, up3);
Else If BP >= 10000 Then
상한가 = iff(up4>=50000, up3, up4);
Else If BP >= 5000 Then
상한가 = iff(up5>=10000, up4, up5);
Else If BP >= 1000 Then
상한가 = iff(up5>=5000, up5, up6);
Else
상한가 = iff(up6>=1000, up6, up6);
}
Else
{
If BP >= 500000 Then
상한가 = up1;
Else If BP >= 100000 Then
상한가 = iff(up2>=500000, up1, up2);
Else If BP >= 50000 Then
상한가 = iff(up3>=100000, up2, up3);
Else If BP >= 10000 Then
상한가 = iff(up4>=50000, up3, up4);
Else If BP >= 5000 Then
상한가 = iff(up5>=10000, up4, up5);
Else If BP >= 1000 Then
상한가 = iff(up5>=5000, up5, up6);
Else
상한가 = iff(up6>=1000, up6, up7);
}
}
else if CodeCategory() == 8 || CodeCategory() == 9 then { // ETF
상한가 = up6;
}
}
if MarketPosition == 1 Then
{
ExitLong("상한가",atlimit,상한가);
if CurrentContracts == MaxContracts and C >= EntryPrice*1.03 Then
ExitLong("3%익절",atlimit,def,"",int(MaxContracts*(50/100)),2);
if CurrentContracts < MaxContracts then
{
if highest(c,BarsSinceEntry) >= EntryPrice*1.10 and
highest(c,BarsSinceEntry) < EntryPrice*1.15 and
C < EntryPrice*1.10 Then
ExitLong("10%");
if highest(c,BarsSinceEntry) >= EntryPrice*1.15 and
highest(c,BarsSinceEntry) < EntryPrice*1.20 and
C < EntryPrice*1.15 Then
ExitLong("15%");
if highest(c,BarsSinceEntry) >= EntryPrice*1.20 and
C < EntryPrice*1.20 Then
ExitLong("20%");
}
}
- 1. stoploss.png (0.05 MB)
답변 2
예스스탁 예스스탁 답변
2020-03-31 13:43:50
안녕하세요
예스스탁입니다.
랭귀지에서 포지션은 봉완성이 되어야 판단이 됩니다.
봉완성은 다음봉 시가수신될때입니다.
수식에서 진입이 onclose타입이면
다음봉 시가수신될때 신호가 발생하고 신호는 완성봉의 종가에 표시를 합니다.
다음봉에서 봉 중간에 청산이 되면 전봉과 현재봉의 포지션이 같기에
전봉과 현재봉의 포지션변화로 체크하는 내용만으로는 진입카운트가 되지 않습니다.
var : T1(0),entry(0);
if bdate != bdate[1] Then
T1 = TotalTrades;
if MarketPosition == 0 Then
entry = TotalTrades-T1;
Else
entry = TotalTrades-T1+1;
진입을 카운트 하는 내용을 위와 같이 수정했습니다.
#당일진입횟수 카운트
var : T1(0),entry(0);
if bdate != bdate[1] Then
T1 = TotalTrades;
if MarketPosition == 0 Then
entry = TotalTrades-T1;
Else
entry = TotalTrades-T1+1;
Input : 투입금액(10000000);
Var : 진입수량(0);
진입수량 = int(투입금액/C);
##################################################################################################
var : bbup1(0),bbup2(0);
var : bbdn1(0),bbdn2(0);
var : mav1(0),mav2(0),mav3(0);
bbup1 = BollBandUp(20,1);
bbdn1 = BollBandDown(20,1);
bbup2 = BollBandUp(20,2);
bbdn2 = BollBandDown(20,2);
mav1 = ma(C,1);
mav2 = ma(C,5);
mav3 = ma(c,240);
##################################################################################################
If CrossUp(C, DayOpen) && CountIF(H < DayOpen,5) > 0 && (C > ma(c,240)*0.95 or C < ma(c,240)*1.05) && (C < DayClose(1)*1.20) &&
MarketPosition == 0 and entry < 1 && mav3[1] <= mav3 && CurrentDate == sDate Then
buy("시초돌파",OnClose,def,진입수량);
##################################################################################################
if mav1 > mav2 and
C >= bbup1 and
bbup2 > c and C > bbdn2 and
countif(crossup(c,bbup2),5) >= 1 && Condition1 == false && (C < DayClose(1)*1.25) &&
MarketPosition == 0 and entry < 1 && CurrentDate == sDate then
buy("눌림",OnClose,def,진입수량);
##################################################################################################
If CurrentContracts == MaxContracts
&& C >= EntryPrice*1.05 // 1%이상
Then
ExitLong("5%일부익절",OnClose,def,"",int(MaxContracts*(40/100)),2);
If CurrentContracts == MaxContracts
&& C >= EntryPrice*1.10 // 1%이상
Then
ExitLong("10%일부익절",OnClose,def,"",int(MaxContracts*(40/100)),2);
If CurrentContracts == MaxContracts
&& C >= EntryPrice*1.15 // 1%이상
Then
ExitLong("15%일부익절",OnClose,def,"",int(MaxContracts*(40/100)),2);
If sTime > 150500 Then ExitLong("장마감",atlimit,def);
##################################################################################################
var : 상한가(0), UpLimit(0);
var : up1(0), up2(0), up3(0), up4(0), up5(0),up6(0),Up7(0);
if date >= 19981207 then {
if date < 20050328 && CodeCategory() == 2 then
UpLimit = (BP[0] * 1.12);
Else if date >= 20050328 and date < 20150615 Then
UpLimit = (BP[0] * 1.15);
Else
UpLimit = (BP[0] * 1.30);
if CodeCategory() == 2 then
{
if date >= 20030721 then
{
up1 = int(UpLimit/100+0.00001)*100;
up2 = int(UpLimit/100+0.00001)*100;
up3 = int(UpLimit/100+0.00001)*100;
up4 = int(UpLimit/50+0.00001)*50;
up5 = int(UpLimit/10+0.00001)*10;
up6 = int(UpLimit/5+0.00001)*5;
up7 = int(UpLimit/1+0.00001)*1;
}
else
{
up1 = int(UpLimit/1000+0.00001)*1000;
up2 = int(UpLimit/500+0.00001)*500;
up3 = int(UpLimit/100+0.00001)*100;
up4 = int(UpLimit/50+0.00001)*50;
up5 = int(UpLimit/10+0.00001)*10;
up6 = int(UpLimit/10+0.00001)*10;
up7 = int(UpLimit/1+0.00001)*1;
}
}
Else
{
up1 = int(UpLimit/1000+0.00001)*1000;
up2 = int(UpLimit/500+0.00001)*500;
up3 = int(UpLimit/100+0.00001)*100;
up4 = int(UpLimit/50+0.00001)*50;
up5 = int(UpLimit/10+0.00001)*10;
up6 = int(UpLimit/5+0.00001)*5;
up7 = int(UpLimit/1+0.00001)*1;
}
if CodeCategory() == 1 || CodeCategory() == 2 then
{
if sdate < 20101004 Then
{
If BP >= 500000 Then
상한가 = up1;
Else If BP >= 100000 Then
상한가 = iff(up2>=500000, up1, up2);
Else If BP >= 50000 Then
상한가 = iff(up3>=100000, up2, up3);
Else If BP >= 10000 Then
상한가 = iff(up4>=50000, up3, up4);
Else If BP >= 5000 Then
상한가 = iff(up5>=10000, up4, up5);
Else If BP >= 1000 Then
상한가 = iff(up5>=5000, up5, up6);
Else
상한가 = iff(up6>=1000, up6, up6);
}
Else
{
If BP >= 500000 Then
상한가 = up1;
Else If BP >= 100000 Then
상한가 = iff(up2>=500000, up1, up2);
Else If BP >= 50000 Then
상한가 = iff(up3>=100000, up2, up3);
Else If BP >= 10000 Then
상한가 = iff(up4>=50000, up3, up4);
Else If BP >= 5000 Then
상한가 = iff(up5>=10000, up4, up5);
Else If BP >= 1000 Then
상한가 = iff(up5>=5000, up5, up6);
Else
상한가 = iff(up6>=1000, up6, up7);
}
}
else if CodeCategory() == 8 || CodeCategory() == 9 then { // ETF
상한가 = up6;
}
}
if MarketPosition == 1 Then
{
ExitLong("상한가",atlimit,상한가);
if CurrentContracts == MaxContracts and C >= EntryPrice*1.03 Then
ExitLong("3%익절",atlimit,def,"",int(MaxContracts*(50/100)),2);
if CurrentContracts < MaxContracts then
{
if highest(c,BarsSinceEntry) >= EntryPrice*1.10 and
highest(c,BarsSinceEntry) < EntryPrice*1.15 and
C < EntryPrice*1.10 Then
ExitLong("10%");
if highest(c,BarsSinceEntry) >= EntryPrice*1.15 and
highest(c,BarsSinceEntry) < EntryPrice*1.20 and
C < EntryPrice*1.15 Then
ExitLong("15%");
if highest(c,BarsSinceEntry) >= EntryPrice*1.20 and
C < EntryPrice*1.20 Then
ExitLong("20%");
}
}
즐거운 하루되세요
> 느와르 님이 쓴 글입니다.
> 제목 : 문의 드립니다.
> 안녕하세요
항상 빠른 답변 감사드립니다.
오전에 전화 문의 드렸던
하루에 한번만 시스템 매수식이 작동하는 진입회수에 관한 문의들 드린바
아래와 같이 시스템식에 , 1%로스컷 설정을 적용 하였으나
제대로 적용이 안되어 재차 문의 드립니다.
1분봉상 가비아 1분봉에 적용하여 두번의 매수진입과 손절이 발생하였습니다.
그럼 좋은 하루 되세요
#당일진입횟수 카운트
var : entry(0);
if bdate != bdate[1] Then
entry = 0;
if MarketPosition != 0 and MarketPosition != MarketPosition[1] Then
entry = entry+1;
Input : 투입금액(10000000);
Var : 진입수량(0);
진입수량 = int(투입금액/C);
##################################################################################################
var : bbup1(0),bbup2(0);
var : bbdn1(0),bbdn2(0);
var : mav1(0),mav2(0),mav3(0);
bbup1 = BollBandUp(20,1);
bbdn1 = BollBandDown(20,1);
bbup2 = BollBandUp(20,2);
bbdn2 = BollBandDown(20,2);
mav1 = ma(C,1);
mav2 = ma(C,5);
mav3 = ma(c,240);
##################################################################################################
If CrossUp(C, DayOpen) && CountIF(H < DayOpen,5) > 0 && (C > ma(c,240)*0.95 or C < ma(c,240)*1.05) && (C < DayClose(1)*1.20) &&
MarketPosition == 0 and entry < 1 && mav3[1] <= mav3 && CurrentDate == sDate Then
buy("시초돌파",OnClose,def,진입수량);
##################################################################################################
if mav1 > mav2 and
C >= bbup1 and
bbup2 > c and C > bbdn2 and
countif(crossup(c,bbup2),5) >= 1 && Condition1 == false && (C < DayClose(1)*1.25) &&
MarketPosition == 0 and entry < 1 && CurrentDate == sDate then
buy("눌림",OnClose,def,진입수량);
##################################################################################################
If CurrentContracts == MaxContracts
&& C >= EntryPrice*1.05 // 1%이상
Then
ExitLong("5%일부익절",OnClose,def,"",int(MaxContracts*(40/100)),2);
If CurrentContracts == MaxContracts
&& C >= EntryPrice*1.10 // 1%이상
Then
ExitLong("10%일부익절",OnClose,def,"",int(MaxContracts*(40/100)),2);
If CurrentContracts == MaxContracts
&& C >= EntryPrice*1.15 // 1%이상
Then
ExitLong("15%일부익절",OnClose,def,"",int(MaxContracts*(40/100)),2);
If sTime > 150500 Then ExitLong("장마감",atlimit,def);
##################################################################################################
var : 상한가(0), UpLimit(0);
var : up1(0), up2(0), up3(0), up4(0), up5(0),up6(0),Up7(0);
if date >= 19981207 then {
if date < 20050328 && CodeCategory() == 2 then
UpLimit = (BP[0] * 1.12);
Else if date >= 20050328 and date < 20150615 Then
UpLimit = (BP[0] * 1.15);
Else
UpLimit = (BP[0] * 1.30);
if CodeCategory() == 2 then
{
if date >= 20030721 then
{
up1 = int(UpLimit/100+0.00001)*100;
up2 = int(UpLimit/100+0.00001)*100;
up3 = int(UpLimit/100+0.00001)*100;
up4 = int(UpLimit/50+0.00001)*50;
up5 = int(UpLimit/10+0.00001)*10;
up6 = int(UpLimit/5+0.00001)*5;
up7 = int(UpLimit/1+0.00001)*1;
}
else
{
up1 = int(UpLimit/1000+0.00001)*1000;
up2 = int(UpLimit/500+0.00001)*500;
up3 = int(UpLimit/100+0.00001)*100;
up4 = int(UpLimit/50+0.00001)*50;
up5 = int(UpLimit/10+0.00001)*10;
up6 = int(UpLimit/10+0.00001)*10;
up7 = int(UpLimit/1+0.00001)*1;
}
}
Else
{
up1 = int(UpLimit/1000+0.00001)*1000;
up2 = int(UpLimit/500+0.00001)*500;
up3 = int(UpLimit/100+0.00001)*100;
up4 = int(UpLimit/50+0.00001)*50;
up5 = int(UpLimit/10+0.00001)*10;
up6 = int(UpLimit/5+0.00001)*5;
up7 = int(UpLimit/1+0.00001)*1;
}
if CodeCategory() == 1 || CodeCategory() == 2 then
{
if sdate < 20101004 Then
{
If BP >= 500000 Then
상한가 = up1;
Else If BP >= 100000 Then
상한가 = iff(up2>=500000, up1, up2);
Else If BP >= 50000 Then
상한가 = iff(up3>=100000, up2, up3);
Else If BP >= 10000 Then
상한가 = iff(up4>=50000, up3, up4);
Else If BP >= 5000 Then
상한가 = iff(up5>=10000, up4, up5);
Else If BP >= 1000 Then
상한가 = iff(up5>=5000, up5, up6);
Else
상한가 = iff(up6>=1000, up6, up6);
}
Else
{
If BP >= 500000 Then
상한가 = up1;
Else If BP >= 100000 Then
상한가 = iff(up2>=500000, up1, up2);
Else If BP >= 50000 Then
상한가 = iff(up3>=100000, up2, up3);
Else If BP >= 10000 Then
상한가 = iff(up4>=50000, up3, up4);
Else If BP >= 5000 Then
상한가 = iff(up5>=10000, up4, up5);
Else If BP >= 1000 Then
상한가 = iff(up5>=5000, up5, up6);
Else
상한가 = iff(up6>=1000, up6, up7);
}
}
else if CodeCategory() == 8 || CodeCategory() == 9 then { // ETF
상한가 = up6;
}
}
if MarketPosition == 1 Then
{
ExitLong("상한가",atlimit,상한가);
if CurrentContracts == MaxContracts and C >= EntryPrice*1.03 Then
ExitLong("3%익절",atlimit,def,"",int(MaxContracts*(50/100)),2);
if CurrentContracts < MaxContracts then
{
if highest(c,BarsSinceEntry) >= EntryPrice*1.10 and
highest(c,BarsSinceEntry) < EntryPrice*1.15 and
C < EntryPrice*1.10 Then
ExitLong("10%");
if highest(c,BarsSinceEntry) >= EntryPrice*1.15 and
highest(c,BarsSinceEntry) < EntryPrice*1.20 and
C < EntryPrice*1.15 Then
ExitLong("15%");
if highest(c,BarsSinceEntry) >= EntryPrice*1.20 and
C < EntryPrice*1.20 Then
ExitLong("20%");
}
}
예스스탁 예스스탁 답변
2020-03-31 14:48:23
안녕하세요
예스스탁입니다.
var : 상한가(0), UpLimit(0);
var : up1(0), up2(0), up3(0), up4(0), up5(0),up6(0),Up7(0);
if date >= 19981207 then {
if date < 20050328 && CodeCategory() == 2 then
UpLimit = (BP[0] * 1.12);
Else if date >= 20050328 and date < 20150615 Then
UpLimit = (BP[0] * 1.15);
Else
UpLimit = (BP[0] * 1.30);
if CodeCategory() == 2 then
{
if date >= 20030721 then
{
up1 = int(UpLimit/100+0.00001)*100;
up2 = int(UpLimit/100+0.00001)*100;
up3 = int(UpLimit/100+0.00001)*100;
up4 = int(UpLimit/50+0.00001)*50;
up5 = int(UpLimit/10+0.00001)*10;
up6 = int(UpLimit/5+0.00001)*5;
up7 = int(UpLimit/1+0.00001)*1;
}
else
{
up1 = int(UpLimit/1000+0.00001)*1000;
up2 = int(UpLimit/500+0.00001)*500;
up3 = int(UpLimit/100+0.00001)*100;
up4 = int(UpLimit/50+0.00001)*50;
up5 = int(UpLimit/10+0.00001)*10;
up6 = int(UpLimit/10+0.00001)*10;
up7 = int(UpLimit/1+0.00001)*1;
}
}
Else
{
up1 = int(UpLimit/1000+0.00001)*1000;
up2 = int(UpLimit/500+0.00001)*500;
up3 = int(UpLimit/100+0.00001)*100;
up4 = int(UpLimit/50+0.00001)*50;
up5 = int(UpLimit/10+0.00001)*10;
up6 = int(UpLimit/5+0.00001)*5;
up7 = int(UpLimit/1+0.00001)*1;
}
if CodeCategory() == 1 || CodeCategory() == 2 then
{
if sdate < 20101004 Then
{
If BP >= 500000 Then
상한가 = up1;
Else If BP >= 100000 Then
상한가 = iff(up2>=500000, up1, up2);
Else If BP >= 50000 Then
상한가 = iff(up3>=100000, up2, up3);
Else If BP >= 10000 Then
상한가 = iff(up4>=50000, up3, up4);
Else If BP >= 5000 Then
상한가 = iff(up5>=10000, up4, up5);
Else If BP >= 1000 Then
상한가 = iff(up5>=5000, up5, up6);
Else
상한가 = iff(up6>=1000, up6, up6);
}
Else
{
If BP >= 500000 Then
상한가 = up1;
Else If BP >= 100000 Then
상한가 = iff(up2>=500000, up1, up2);
Else If BP >= 50000 Then
상한가 = iff(up3>=100000, up2, up3);
Else If BP >= 10000 Then
상한가 = iff(up4>=50000, up3, up4);
Else If BP >= 5000 Then
상한가 = iff(up5>=10000, up4, up5);
Else If BP >= 1000 Then
상한가 = iff(up5>=5000, up5, up6);
Else
상한가 = iff(up6>=1000, up6, up7);
}
}
else if CodeCategory() == 8 || CodeCategory() == 9 then { // ETF
상한가 = up6;
}
}
var : HC(0);
if MarketPosition == 1 Then
{
ExitLong("상한가",atlimit,상한가);
HC = highest(c,BarsSinceEntry);
if C >= EntryPrice*1.10 and
(BarsSinceEntry == 1 or (BarsSinceEntry > 1 and HC[1] < EntryPrice*1.10)) Then
ExitLong("10%익절",OnClose,def,"",int(MaxContracts*(1/3)),1);
if C >= EntryPrice*1.20 and
(BarsSinceEntry == 1 or (BarsSinceEntry > 1 and HC[1] < EntryPrice*1.20)) Then
ExitLong("20%익절",OnClose,def,"",int(MaxContracts*(1/3)),1);
if C >= EntryPrice*1.30 and
(BarsSinceEntry == 1 or (BarsSinceEntry > 1 and HC[1] < EntryPrice*1.30)) Then
ExitLong("30%익절");
}
즐거운 하루되세요
> 예스스탁 님이 쓴 글입니다.
> 제목 : Re : 문의 드립니다.
>
안녕하세요
예스스탁입니다.
랭귀지에서 포지션은 봉완성이 되어야 판단이 됩니다.
봉완성은 다음봉 시가수신될때입니다.
수식에서 진입이 onclose타입이면
다음봉 시가수신될때 신호가 발생하고 신호는 완성봉의 종가에 표시를 합니다.
다음봉에서 봉 중간에 청산이 되면 전봉과 현재봉의 포지션이 같기에
전봉과 현재봉의 포지션변화로 체크하는 내용만으로는 진입카운트가 되지 않습니다.
var : T1(0),entry(0);
if bdate != bdate[1] Then
T1 = TotalTrades;
if MarketPosition == 0 Then
entry = TotalTrades-T1;
Else
entry = TotalTrades-T1+1;
진입을 카운트 하는 내용을 위와 같이 수정했습니다.
#당일진입횟수 카운트
var : T1(0),entry(0);
if bdate != bdate[1] Then
T1 = TotalTrades;
if MarketPosition == 0 Then
entry = TotalTrades-T1;
Else
entry = TotalTrades-T1+1;
Input : 투입금액(10000000);
Var : 진입수량(0);
진입수량 = int(투입금액/C);
##################################################################################################
var : bbup1(0),bbup2(0);
var : bbdn1(0),bbdn2(0);
var : mav1(0),mav2(0),mav3(0);
bbup1 = BollBandUp(20,1);
bbdn1 = BollBandDown(20,1);
bbup2 = BollBandUp(20,2);
bbdn2 = BollBandDown(20,2);
mav1 = ma(C,1);
mav2 = ma(C,5);
mav3 = ma(c,240);
##################################################################################################
If CrossUp(C, DayOpen) && CountIF(H < DayOpen,5) > 0 && (C > ma(c,240)*0.95 or C < ma(c,240)*1.05) && (C < DayClose(1)*1.20) &&
MarketPosition == 0 and entry < 1 && mav3[1] <= mav3 && CurrentDate == sDate Then
buy("시초돌파",OnClose,def,진입수량);
##################################################################################################
if mav1 > mav2 and
C >= bbup1 and
bbup2 > c and C > bbdn2 and
countif(crossup(c,bbup2),5) >= 1 && Condition1 == false && (C < DayClose(1)*1.25) &&
MarketPosition == 0 and entry < 1 && CurrentDate == sDate then
buy("눌림",OnClose,def,진입수량);
##################################################################################################
If CurrentContracts == MaxContracts
&& C >= EntryPrice*1.05 // 1%이상
Then
ExitLong("5%일부익절",OnClose,def,"",int(MaxContracts*(40/100)),2);
If CurrentContracts == MaxContracts
&& C >= EntryPrice*1.10 // 1%이상
Then
ExitLong("10%일부익절",OnClose,def,"",int(MaxContracts*(40/100)),2);
If CurrentContracts == MaxContracts
&& C >= EntryPrice*1.15 // 1%이상
Then
ExitLong("15%일부익절",OnClose,def,"",int(MaxContracts*(40/100)),2);
If sTime > 150500 Then ExitLong("장마감",atlimit,def);
##################################################################################################
var : 상한가(0), UpLimit(0);
var : up1(0), up2(0), up3(0), up4(0), up5(0),up6(0),Up7(0);
if date >= 19981207 then {
if date < 20050328 && CodeCategory() == 2 then
UpLimit = (BP[0] * 1.12);
Else if date >= 20050328 and date < 20150615 Then
UpLimit = (BP[0] * 1.15);
Else
UpLimit = (BP[0] * 1.30);
if CodeCategory() == 2 then
{
if date >= 20030721 then
{
up1 = int(UpLimit/100+0.00001)*100;
up2 = int(UpLimit/100+0.00001)*100;
up3 = int(UpLimit/100+0.00001)*100;
up4 = int(UpLimit/50+0.00001)*50;
up5 = int(UpLimit/10+0.00001)*10;
up6 = int(UpLimit/5+0.00001)*5;
up7 = int(UpLimit/1+0.00001)*1;
}
else
{
up1 = int(UpLimit/1000+0.00001)*1000;
up2 = int(UpLimit/500+0.00001)*500;
up3 = int(UpLimit/100+0.00001)*100;
up4 = int(UpLimit/50+0.00001)*50;
up5 = int(UpLimit/10+0.00001)*10;
up6 = int(UpLimit/10+0.00001)*10;
up7 = int(UpLimit/1+0.00001)*1;
}
}
Else
{
up1 = int(UpLimit/1000+0.00001)*1000;
up2 = int(UpLimit/500+0.00001)*500;
up3 = int(UpLimit/100+0.00001)*100;
up4 = int(UpLimit/50+0.00001)*50;
up5 = int(UpLimit/10+0.00001)*10;
up6 = int(UpLimit/5+0.00001)*5;
up7 = int(UpLimit/1+0.00001)*1;
}
if CodeCategory() == 1 || CodeCategory() == 2 then
{
if sdate < 20101004 Then
{
If BP >= 500000 Then
상한가 = up1;
Else If BP >= 100000 Then
상한가 = iff(up2>=500000, up1, up2);
Else If BP >= 50000 Then
상한가 = iff(up3>=100000, up2, up3);
Else If BP >= 10000 Then
상한가 = iff(up4>=50000, up3, up4);
Else If BP >= 5000 Then
상한가 = iff(up5>=10000, up4, up5);
Else If BP >= 1000 Then
상한가 = iff(up5>=5000, up5, up6);
Else
상한가 = iff(up6>=1000, up6, up6);
}
Else
{
If BP >= 500000 Then
상한가 = up1;
Else If BP >= 100000 Then
상한가 = iff(up2>=500000, up1, up2);
Else If BP >= 50000 Then
상한가 = iff(up3>=100000, up2, up3);
Else If BP >= 10000 Then
상한가 = iff(up4>=50000, up3, up4);
Else If BP >= 5000 Then
상한가 = iff(up5>=10000, up4, up5);
Else If BP >= 1000 Then
상한가 = iff(up5>=5000, up5, up6);
Else
상한가 = iff(up6>=1000, up6, up7);
}
}
else if CodeCategory() == 8 || CodeCategory() == 9 then { // ETF
상한가 = up6;
}
}
if MarketPosition == 1 Then
{
ExitLong("상한가",atlimit,상한가);
if CurrentContracts == MaxContracts and C >= EntryPrice*1.03 Then
ExitLong("3%익절",atlimit,def,"",int(MaxContracts*(50/100)),2);
if CurrentContracts < MaxContracts then
{
if highest(c,BarsSinceEntry) >= EntryPrice*1.10 and
highest(c,BarsSinceEntry) < EntryPrice*1.15 and
C < EntryPrice*1.10 Then
ExitLong("10%");
if highest(c,BarsSinceEntry) >= EntryPrice*1.15 and
highest(c,BarsSinceEntry) < EntryPrice*1.20 and
C < EntryPrice*1.15 Then
ExitLong("15%");
if highest(c,BarsSinceEntry) >= EntryPrice*1.20 and
C < EntryPrice*1.20 Then
ExitLong("20%");
}
}
즐거운 하루되세요
> 느와르 님이 쓴 글입니다.
> 제목 : 문의 드립니다.
> 안녕하세요
항상 빠른 답변 감사드립니다.
오전에 전화 문의 드렸던
하루에 한번만 시스템 매수식이 작동하는 진입회수에 관한 문의들 드린바
아래와 같이 시스템식에 , 1%로스컷 설정을 적용 하였으나
제대로 적용이 안되어 재차 문의 드립니다.
1분봉상 가비아 1분봉에 적용하여 두번의 매수진입과 손절이 발생하였습니다.
그럼 좋은 하루 되세요
#당일진입횟수 카운트
var : entry(0);
if bdate != bdate[1] Then
entry = 0;
if MarketPosition != 0 and MarketPosition != MarketPosition[1] Then
entry = entry+1;
Input : 투입금액(10000000);
Var : 진입수량(0);
진입수량 = int(투입금액/C);
##################################################################################################
var : bbup1(0),bbup2(0);
var : bbdn1(0),bbdn2(0);
var : mav1(0),mav2(0),mav3(0);
bbup1 = BollBandUp(20,1);
bbdn1 = BollBandDown(20,1);
bbup2 = BollBandUp(20,2);
bbdn2 = BollBandDown(20,2);
mav1 = ma(C,1);
mav2 = ma(C,5);
mav3 = ma(c,240);
##################################################################################################
If CrossUp(C, DayOpen) && CountIF(H < DayOpen,5) > 0 && (C > ma(c,240)*0.95 or C < ma(c,240)*1.05) && (C < DayClose(1)*1.20) &&
MarketPosition == 0 and entry < 1 && mav3[1] <= mav3 && CurrentDate == sDate Then
buy("시초돌파",OnClose,def,진입수량);
##################################################################################################
if mav1 > mav2 and
C >= bbup1 and
bbup2 > c and C > bbdn2 and
countif(crossup(c,bbup2),5) >= 1 && Condition1 == false && (C < DayClose(1)*1.25) &&
MarketPosition == 0 and entry < 1 && CurrentDate == sDate then
buy("눌림",OnClose,def,진입수량);
##################################################################################################
If CurrentContracts == MaxContracts
&& C >= EntryPrice*1.05 // 1%이상
Then
ExitLong("5%일부익절",OnClose,def,"",int(MaxContracts*(40/100)),2);
If CurrentContracts == MaxContracts
&& C >= EntryPrice*1.10 // 1%이상
Then
ExitLong("10%일부익절",OnClose,def,"",int(MaxContracts*(40/100)),2);
If CurrentContracts == MaxContracts
&& C >= EntryPrice*1.15 // 1%이상
Then
ExitLong("15%일부익절",OnClose,def,"",int(MaxContracts*(40/100)),2);
If sTime > 150500 Then ExitLong("장마감",atlimit,def);
##################################################################################################
var : 상한가(0), UpLimit(0);
var : up1(0), up2(0), up3(0), up4(0), up5(0),up6(0),Up7(0);
if date >= 19981207 then {
if date < 20050328 && CodeCategory() == 2 then
UpLimit = (BP[0] * 1.12);
Else if date >= 20050328 and date < 20150615 Then
UpLimit = (BP[0] * 1.15);
Else
UpLimit = (BP[0] * 1.30);
if CodeCategory() == 2 then
{
if date >= 20030721 then
{
up1 = int(UpLimit/100+0.00001)*100;
up2 = int(UpLimit/100+0.00001)*100;
up3 = int(UpLimit/100+0.00001)*100;
up4 = int(UpLimit/50+0.00001)*50;
up5 = int(UpLimit/10+0.00001)*10;
up6 = int(UpLimit/5+0.00001)*5;
up7 = int(UpLimit/1+0.00001)*1;
}
else
{
up1 = int(UpLimit/1000+0.00001)*1000;
up2 = int(UpLimit/500+0.00001)*500;
up3 = int(UpLimit/100+0.00001)*100;
up4 = int(UpLimit/50+0.00001)*50;
up5 = int(UpLimit/10+0.00001)*10;
up6 = int(UpLimit/10+0.00001)*10;
up7 = int(UpLimit/1+0.00001)*1;
}
}
Else
{
up1 = int(UpLimit/1000+0.00001)*1000;
up2 = int(UpLimit/500+0.00001)*500;
up3 = int(UpLimit/100+0.00001)*100;
up4 = int(UpLimit/50+0.00001)*50;
up5 = int(UpLimit/10+0.00001)*10;
up6 = int(UpLimit/5+0.00001)*5;
up7 = int(UpLimit/1+0.00001)*1;
}
if CodeCategory() == 1 || CodeCategory() == 2 then
{
if sdate < 20101004 Then
{
If BP >= 500000 Then
상한가 = up1;
Else If BP >= 100000 Then
상한가 = iff(up2>=500000, up1, up2);
Else If BP >= 50000 Then
상한가 = iff(up3>=100000, up2, up3);
Else If BP >= 10000 Then
상한가 = iff(up4>=50000, up3, up4);
Else If BP >= 5000 Then
상한가 = iff(up5>=10000, up4, up5);
Else If BP >= 1000 Then
상한가 = iff(up5>=5000, up5, up6);
Else
상한가 = iff(up6>=1000, up6, up6);
}
Else
{
If BP >= 500000 Then
상한가 = up1;
Else If BP >= 100000 Then
상한가 = iff(up2>=500000, up1, up2);
Else If BP >= 50000 Then
상한가 = iff(up3>=100000, up2, up3);
Else If BP >= 10000 Then
상한가 = iff(up4>=50000, up3, up4);
Else If BP >= 5000 Then
상한가 = iff(up5>=10000, up4, up5);
Else If BP >= 1000 Then
상한가 = iff(up5>=5000, up5, up6);
Else
상한가 = iff(up6>=1000, up6, up7);
}
}
else if CodeCategory() == 8 || CodeCategory() == 9 then { // ETF
상한가 = up6;
}
}
if MarketPosition == 1 Then
{
ExitLong("상한가",atlimit,상한가);
if CurrentContracts == MaxContracts and C >= EntryPrice*1.03 Then
ExitLong("3%익절",atlimit,def,"",int(MaxContracts*(50/100)),2);
if CurrentContracts < MaxContracts then
{
if highest(c,BarsSinceEntry) >= EntryPrice*1.10 and
highest(c,BarsSinceEntry) < EntryPrice*1.15 and
C < EntryPrice*1.10 Then
ExitLong("10%");
if highest(c,BarsSinceEntry) >= EntryPrice*1.15 and
highest(c,BarsSinceEntry) < EntryPrice*1.20 and
C < EntryPrice*1.15 Then
ExitLong("15%");
if highest(c,BarsSinceEntry) >= EntryPrice*1.20 and
C < EntryPrice*1.20 Then
ExitLong("20%");
}
}