예스스탁
예스스탁 답변
2020-04-06 14:12:54
안녕하세요
예스스탁입니다.
input : 금액(10000000);
var : vol(0);
var : 상한가(0), UpLimit(0),entry(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 sdate != sdate[1] then
{
entry = 0;
Condition1 = false;
if DayHigh(1) >= 상한가[1] Then
Condition1 = true;
}
if MarketPosition != 0 and MarketPosition != MarketPosition[1] Then
entry = entry+1;
if MarketPosition == 0 and L > DayHigh*0.82 and Condition1 == true and entry < 1 Then
{
vol = Floor((금액*0.3)/min(NextBarOpen,DayHigh*0.82));
buy("b1",atlimit,DayHigh*0.82,vol);
}
if MarketPosition == 1 then
{
if MaxEntries == 1 and L > DayHigh*0.78 Then
{
vol = Floor((금액*0.3)/min(NextBarOpen,DayHigh*0.78));
buy("b2",atlimit,DayHigh*0.78,vol);
}
if MaxEntries == 2 and L > DayHigh*0.75 Then
{
vol = Floor((금액*0.3)/min(NextBarOpen,DayHigh*0.75));
buy("b3",atlimit,DayHigh*0.75,vol);
}
if CurrentContracts < CurrentContracts[1] and LatestExitName(0) == "bp1" Then
Condition1 = true;
if CurrentContracts < CurrentContracts[1] and LatestExitName(0) == "bp2" Then
Condition2= true;
if Condition1 == false Then
ExitLong("bp1",atlimit,AvgEntryPrice*1.025,"",floor(MaxContracts*0.8),1);
if Condition2 == false Then
ExitLong("bp2",atlimit,AvgEntryPrice*1.035);
if MaxEntries == 3 then
ExitLong("bl",AtStop,AvgEntryPrice*0.92);
}
SetStopEndofday(151000);
즐거운 하루되세요
> chun0711 님이 쓴 글입니다.
> 제목 : 문의드립니다
> 안녕하세요
아래 수식에서 상한가 다음날에만 매수진입
1차 or 2차 or 3차까지 매수가 되어서 청산이 되면 더이상 진입되지않게 수식 변경 부탁드립니다
예를들면 상한가 다음날에 1차 매수후 청산이 되면 더이상 진입금지
input : 금액(10000000);
var : vol(0);
if MarketPosition == 0 and L > DayHigh*0.82 Then
{
vol = Floor((금액*0.3)/min(NextBarOpen,DayHigh*0.82));
buy("b1",atlimit,DayHigh*0.82,vol);
}
if MarketPosition == 1 then
{
if MaxEntries == 1 and L > DayHigh*0.78 Then
{
vol = Floor((금액*0.3)/min(NextBarOpen,DayHigh*0.78));
buy("b2",atlimit,DayHigh*0.78,vol);
}
if MaxEntries == 2 and L > DayHigh*0.75 Then
{
vol = Floor((금액*0.3)/min(NextBarOpen,DayHigh*0.75));
buy("b3",atlimit,DayHigh*0.75,vol);
}
if CurrentContracts < CurrentContracts[1] and LatestExitName(0) == "bp1" Then
Condition1 = true;
if CurrentContracts < CurrentContracts[1] and LatestExitName(0) == "bp2" Then
Condition2= true;
if Condition1 == false Then
ExitLong("bp1",atlimit,AvgEntryPrice*1.025,"",floor(MaxContracts*0.8),1);
if Condition2 == false Then
ExitLong("bp2",atlimit,AvgEntryPrice*1.035);
if MaxEntries == 3 then
ExitLong("bl",AtStop,AvgEntryPrice*0.92);
}
SetStopEndofday(151000);