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수식요청
2023-10-17 14:28:06
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글번호 173144
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매수식
date1 2분봉 매매
date2 30분봉 참조
Sw2선 아래로 하락후 양선돌파시
macd오실 양봉+30분봉 양봉일때(데이터2)
청산 볼밴상단 돌파후 상단안으로 하락시
30틱 익절
매도
매수의반대
일일100틱수익 매매정지
첨부sw2 78362
답변 1
예스스탁 예스스탁 답변
2023-10-17 16:49:50
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예스스탁입니다.
Inputs : Period(20), Sence(1.5), CC_DN(Yellow);
Vars:
VLineUp(0,Data1),
VLineDn(0,Data1),
HHighest(0,Data1),
LLowest(0,Data1),
JustChanged(FALSE,Data1),
VLine(0,Data1), DBN(0,Data1);
Array:
Highs[35](0,Data1),
Lows[35](0,Data1),
RRange[35](0,Data1),
UpWave[1](FALSE,Data1),
DnWave[1](FALSE,Data1);
var :v1(0,Data1),v2(0,Data1),v3(0,Data1),v5(0,Data1),v6(0,Data1);
If data1(STime == 180000) Then
DBN = 0;
DBN = DBN + 1;
V1 = Period;
V2 = V1 - 1;
V3 = V1 - 2;
V5 = Sence;
V6 = data1(H-L);
JustChanged = FALSE;
if data1(CurrentBar) <= V2 then begin
Highs[data1(CurrentBar)] = data1(Close);
Lows[data1(CurrentBar)] = data1(Close);
RRange[data1(CurrentBar)] = Data1((H-L) /2);
end;
if CurrentBar == 1 then begin
if Highs[2] >= Highs[3] then begin
UpWave[1] = TRUE;
HHighest = Highs[2];
VLineUp = HHighest - (5 * MA(6,2));
end;
if Highs[2] < Highs[3] then begin
DnWave[1] = TRUE;
LLowest = Lows[2];
VLineDn = LLowest + (5 * MA(6,2));
end;
end;
if CurrentBar > v1 then begin
if DnWave[1] and Close > VLineDn then begin
DnWave[1] = FALSE;
UpWave[1] = TRUE;
JustChanged = TRUE;
HHighest = Close;
LLowest = 0;
end;
if UpWave[1] and Close < VLineUp and JustChanged == FALSE then begin
UpWave[1] = FALSE;
DnWave[1] = TRUE;
JustChanged = TRUE;
LLowest = Close;
HHighest = 0;
end;
if JustChanged == FALSE then begin
if Close > HHighest then
HHighest = Close;
else if Close < LLowest then
LLowest = Close;
end;
VLineUp = HHighest - (v5 * MA(v6,v2));
VLineDn = LLowest + (v5 * MA(v6,v2));
var : T(0,Data1),S(0,Data1);
if UpWave[1] then
{
T = 1;
S = VLineUp;
}
else if DnWave[1] then
{
T = -1;
S = VLineDn;
}
end;
Input : 당일수익틱수(100);
input : StartTime(070000),EndTime(060000);
Var : N1(0),dayPl(0),당일수익(0);
var : Tcond(false),Xcond(false);
IF Endtime > starttime Then
SetStopEndofday(Endtime);
Else
{
if sDate != sDate[1] Then
SetStopEndofday(Endtime);
}
if (sdate != sdate[1] and stime >= EndTime) or
(sdate == sdate[1] and stime >= EndTime and stime[1] < EndTime) Then
Tcond = False;
if (sdate != sdate[1] and stime >= StartTime) or
(sdate == sdate[1] and stime >= StartTime and stime[1] < StartTime) Then
{
IF Endtime <= starttime Then
{
SetStopEndofday(0);
}
Tcond = true;
Xcond = False;
}
당일수익 = PriceScale*당일수익틱수;
if Bdate != Bdate[1] Then
{
Xcond = false;
N1 = NetProfit;
}
daypl = NetProfit-N1;
if TotalTrades > TotalTrades[1] then
{
if daypl >= 당일수익 Then
Xcond = true;
if (IsExitName("dbp",1) == true or
IsExitName("dsp",1) == true) then
Xcond = true;
}
input : short(12),long(26),sig(9),BBP(20),dv(2);
input : 익절틱수(30),누적수익틱수(100);
var :va1(0,Data2),va2(0,Data1),va3(0,Data2);
va1 = data2(MACD_OSC (short,long,sig));
va2 = data1(BollBandUp(BBP,dv));
va3 = data1(BollBandDown(BBP,dv));
if Xcond == false and Tcond == true then
{
if MarketPosition <= 0 and CrossUp(C,S)and t == 1 and Data2(C>O) and va1 > 0 Then
Buy();
if MarketPosition == 1 and CrossDown(c,va2) Then
ExitLong();
if MarketPosition >= 0 and CrossDown(C,S) and T == -1 and Data2(C<O) and Va1 < 0 Then
Sell();
if MarketPosition == 1 and CrossUp(c,va3) Then
ExitShort();
if MarketPosition == 1 then
{
ExitLong("dbp",atlimit,EntryPrice+((당일수익-daypl)/CurrentContracts));
}
if MarketPosition == -1 then
{
ExitShort("dsp",atlimit,EntryPrice-((당일수익-daypl)/CurrentContracts));
}
}
SetStopProfittarget(PriceScale*익절틱수,PointStop);
즐거운 하루되세요
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> 제목 : 수식요청
> 안녕하세요
수식부탁드림니다
매수식
date1 2분봉 매매
date2 30분봉 참조
Sw2선 아래로 하락후 양선돌파시
macd오실 양봉+30분봉 양봉일때(데이터2)
청산 볼밴상단 돌파후 상단안으로 하락시
30틱 익절
매도
매수의반대
일일100틱수익 매매정지
첨부sw2 78362
다음글
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