안녕하세요 예스스탁입니다. 당일청산지정에 오류가 있어 수정했습니다. input : starttime(080300),Endtime(055700); input : 타주기분(30),P(5),Period(5),period1(10),Period2(20); input : 익절포인트수1(200),익절포인트수2(120),익절포인트수3(60),익절포인트수4(160),손절포인트수1(80),손절포인트수2(60),손절포인트수3(375),당일수익포인트수(950),당일손실포인트수(500); Input : shortPeriod(12), longPeriod(26); Input : af(0.02), maxAF(0.2); INPUT : LENGTH(20); VAR : TCHAN(0), BCHAN(0); Var : value(0),value1(0); Var : N1(0),dayPl(0),당일수익(0),당일손실(0),Xcond(false); var : S1(0),D1(0),TM(0),TF(0),cnt(0),entry(0),bbup(0),bbdn(0),avgv1(0),avgv2(0); var : sum1(0),mav1(0),sum2(0),mav2(0),sum3(0),mav3(0),avgv(0),Tcond(False),t(30),PROc(0); Array : CC[100](0); value = sar(af,maxAF); value1 = MACD(shortPeriod, longPeriod); TCHAN = HIGHEST(HIGH, LENGTH)[1]; BCHAN = LOWEST(LOW, LENGTH)[1]; PROC = PROC(Period1); avgv = ma(c,Period); avgv1 =ma(c,Period1); avgv2 =ma(c,Period2); bbup = BollBandUp(20,2); bbdn = BollBandDown(20,2); 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 Bdate != Bdate[1] Then { IF Endtime <= starttime Then { SetStopEndofday(0); } S1 = TimeToMinutes(stime); D1 = sdate; N1 = NetProfit; entry = 0; } if (sdate != sdate[1] and stime >= StartTime) or (sdate == sdate[1] and stime >= StartTime and stime[1] < StartTime) Then { Condition3 = False; Tcond = true; Xcond = false; } 당일수익 = PriceScale*당일수익포인트수; 당일손실 = PriceScale*당일손실포인트수; daypl = NetProfit-N1; if TotalTrades > TotalTrades[1] then { if daypl >= 당일수익 or daypl <= -당일손실 Then Xcond = true; if (IsExitName("dbp",1) == true or IsExitName("dbl",1) == true or IsExitName("dsp",1) == true or IsExitName("dsl",1) == true) then Xcond = true; } if D1 > 0 then { if (MarketPosition != 0 and MarketPosition != MarketPosition[1]) or (MarketPosition == MarketPosition[1] and TotalTrades > TotalTrades[1]) Then entry = entry+1; if sdate == D1 Then TM = TimeToMinutes(stime)-S1; Else TM = TimeToMinutes(stime)+1440-S1; TF = TM%타주기분; if Bdate != Bdate[1] or (Bdate == Bdate[1] and 타주기분 > 1 and TF < TF[1]) or (Bdate == Bdate[1] and 타주기분 > 1 and TM >= TM[1]+타주기분) or (Bdate == Bdate[1] and 타주기분 == 1 and TM > TM[1]) Then { for cnt = 1 to 99 { CC[cnt] = CC[cnt-1][1]; } } CC[0] = C; if CC[P+2] > 0 then { sum1 = 0; sum2 = 0; sum3 = 0; for cnt = 0 to P-1 { sum1 = sum1 + CC[cnt]; sum2 = sum2 + CC[cnt+1]; sum3 = sum3 + CC[cnt+2]; } mav1 = sum1/P; mav2 = sum2/P; mav3 = sum3/P; } if Xcond == false and Tcond == true then { if MarketPosition >= 0 and mav1<mav2-2 and c>=avgv and !(avgv1[1]<avgv1 and avgv2[1]<avgv2 and avgv[1]<avgv) and !(avgv>avgv1 and avgv1>avgv2)Then { #진입청산식1. #진입청산식2 #진입청산식3 # # #진입청산식6 } } } if MarketPosition == 1 then { ExitLong("dbp",atlimit,EntryPrice+((당일수익-daypl)/CurrentContracts)); ExitLong("dbl",AtStop,EntryPrice-((당일손실+daypl)/CurrentContracts)); } if MarketPosition == -1 then { ExitShort("dsp",atlimit,EntryPrice-((당일수익-daypl)/CurrentContracts)); ExitShort("dsl",AtStop,EntryPrice+((당일손실+daypl)/CurrentContracts)); } if sTime >= 080300 and sTime < 160000 Then { SetStopProfittarget(PriceScale*익절포인트수3,PointStop); SetStopLoss(PriceScale*손절포인트수3,PointStop); } Else if sTime >= 200000 or sTime < 060000 Then { SetStopProfittarget(PriceScale*익절포인트수1,PointStop); SetStopLoss(PriceScale*손절포인트수3,PointStop); } Else { SetStopProfittarget(PriceScale*익절포인트수2,PointStop); SetStopLoss(PriceScale*손절포인트수3,PointStop); } 즐거운 하루되세요 > 동백초보 님이 쓴 글입니다. > 제목 : Re : Re : 수식 재검토 부탁드립니다. > 항상 도와주셔서 감사 드립니다. 에제 수정해주신 수식을 적용하니 새벽 6시에 거래가 종료되고 나서 거래 시작 시간인 오전 8시3분부터 밤 12시까지는 일절 진입이 안되고 있습니다. 검토 부탁 드립니다. > 예스스탁 님이 쓴 글입니다. > 제목 : Re : 수식 검토 부탁합니다. > 안녕하세요 예스스탁입니다. input : starttime(080300),Endtime(055700); input : 타주기분(30),P(5),Period(5),period1(10),Period2(20); input : 익절포인트수1(200),익절포인트수2(120),익절포인트수3(60),익절포인트수4(160),손절포인트수1(80),손절포인트수2(60),손절포인트수3(375),당일수익포인트수(950),당일손실포인트수(500); Input : shortPeriod(12), longPeriod(26); Input : af(0.02), maxAF(0.2); INPUT : LENGTH(20); VAR : TCHAN(0), BCHAN(0); Var : value(0),value1(0); Var : N1(0),dayPl(0),당일수익(0),당일손실(0),Xcond(false); var : S1(0),D1(0),TM(0),TF(0),cnt(0),entry(0),bbup(0),bbdn(0),avgv1(0),avgv2(0); var : sum1(0),mav1(0),sum2(0),mav2(0),sum3(0),mav3(0),avgv(0),Tcond(False),t(30),PROc(0); Array : CC[100](0); value = sar(af,maxAF); value1 = MACD(shortPeriod, longPeriod); TCHAN = HIGHEST(HIGH, LENGTH)[1]; BCHAN = LOWEST(LOW, LENGTH)[1]; PROC = PROC(Period1); avgv = ma(c,Period); avgv1 =ma(c,Period1); avgv2 =ma(c,Period2); bbup = BollBandUp(20,2); bbdn = BollBandDown(20,2); if sdate != sDate[1] Then { if StartTime < EndTime 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 StartTime < EndTime Then SetStopEndofday(0); Else SetStopEndofday(EndTime); S1 = TimeToMinutes(stime); D1 = sdate; entry = 0; Condition3 = False; Tcond = true; Xcond = false; N1 = NetProfit; } 당일수익 = PriceScale*당일수익포인트수; 당일손실 = PriceScale*당일손실포인트수; daypl = NetProfit-N1; if TotalTrades > TotalTrades[1] then { if daypl >= 당일수익 or daypl <= -당일손실 Then Xcond = true; if (IsExitName("dbp",1) == true or IsExitName("dbl",1) == true or IsExitName("dsp",1) == true or IsExitName("dsl",1) == true) then Xcond = true; } if D1 > 0 then { if (MarketPosition != 0 and MarketPosition != MarketPosition[1]) or (MarketPosition == MarketPosition[1] and TotalTrades > TotalTrades[1]) Then entry = entry+1; if sdate == D1 Then TM = TimeToMinutes(stime)-S1; Else TM = TimeToMinutes(stime)+1440-S1; TF = TM%타주기분; if Bdate != Bdate[1] or (Bdate == Bdate[1] and 타주기분 > 1 and TF < TF[1]) or (Bdate == Bdate[1] and 타주기분 > 1 and TM >= TM[1]+타주기분) or (Bdate == Bdate[1] and 타주기분 == 1 and TM > TM[1]) Then { for cnt = 1 to 99 { CC[cnt] = CC[cnt-1][1]; } } CC[0] = C; if CC[P+2] > 0 then { sum1 = 0; sum2 = 0; sum3 = 0; for cnt = 0 to P-1 { sum1 = sum1 + CC[cnt]; sum2 = sum2 + CC[cnt+1]; sum3 = sum3 + CC[cnt+2]; } mav1 = sum1/P; mav2 = sum2/P; mav3 = sum3/P; } if Xcond == false and Tcond == true then { if MarketPosition >= 0 and mav1<mav2-2 and c>=avgv and !(avgv1[1]<avgv1 and avgv2[1]<avgv2 and avgv[1]<avgv) and !(avgv>avgv1 and avgv1>avgv2)Then { #진입청산식1. #진입청산식2 #진입청산식3 # # #진입청산식6 } } } if MarketPosition == 1 then { ExitLong("dbp",atlimit,EntryPrice+((당일수익-daypl)/CurrentContracts)); ExitLong("dbl",AtStop,EntryPrice-((당일손실+daypl)/CurrentContracts)); } if MarketPosition == -1 then { ExitShort("dsp",atlimit,EntryPrice-((당일수익-daypl)/CurrentContracts)); ExitShort("dsl",AtStop,EntryPrice+((당일손실+daypl)/CurrentContracts)); } if sTime >= 080300 and sTime < 160000 Then { SetStopProfittarget(PriceScale*익절포인트수3,PointStop); SetStopLoss(PriceScale*손절포인트수3,PointStop); } Else if sTime >= 200000 or sTime < 060000 Then { SetStopProfittarget(PriceScale*익절포인트수1,PointStop); SetStopLoss(PriceScale*손절포인트수3,PointStop); } Else { SetStopProfittarget(PriceScale*익절포인트수2,PointStop); SetStopLoss(PriceScale*손절포인트수3,PointStop); } 즐거운 하루되세요