안녕하세요 예스스탁입니다. input : tenkan_len(9),tenkan_mult(2),kijun_len(26),kijun_mult(4),spanB_len(52),spanB_mult(6),offset(26); Input : 수량1(1),수량2(2),당일수익틱수1(100),당일손실틱수1(200); Input : 당일수익틱수2(200),당일손실틱수2(300); Var : N1(0),dayPl(0),당일수익1(0),당일손실1(0),당일수익2(0),당일손실2(0),vol(0); var : Xcond(false); var : ATR1(0),up1(0),dn1(0),upper1(0),lower1(0),os1(0),spt1(0),max1(0),min1(0),tenkan(0); var : ATR2(0),up2(0),dn2(0),upper2(0),lower2(0),os2(0),spt2(0),max2(0),min2(0),kijun(0); var : senkouA(0); var : ATR3(0),up3(0),dn3(0),upper3(0),lower3(0),os3(0),spt3(0),max3(0),min3(0),senkouB(0); var : tenkan_css(0),kijun_css(0),cloud_a(0),cloud_b(0),chikou_css(0),tx(0); ATR1 = ATR(tenkan_len)*tenkan_mult; up1 = (h+L)/2 + ATR1; dn1 = (h+L)/2 - ATR1; upper1 = iff(C[1] < upper1[1],min(up1,upper1[1]),up1); lower1 = iff(C[1] > lower1[1],max(dn1,lower1[1]),dn1); os1 = iff(c > upper1 , 1 ,IFf(c < lower1, 0 , os1[1])); spt1 = iff(os1 == 1 , lower1 , upper1); max1 = iff(CrossUp(c,spt1) or CrossDown(c,spt1) , max(c,max1[1]) , IFf(os1 == 1 , max(c,max1[1]) , spt1)); min1 = iff(CrossUp(c,spt1) or CrossDown(c,spt1) , min(c,min1[1]) , iff(os1 == 0 , min(c,min1[1]) , spt1)); tenkan = avg(max1,min1); ATR2 = ATR(kijun_len)*kijun_mult; up2 = (h+L)/2 + ATR2; dn2 = (h+L)/2 - ATR2; upper2 = iff(C[1] < upper2[1],min(up2,upper2[1]),up2); lower2 = iff(C[1] > lower2[1],max(dn2,lower2[1]),dn2); os2 = iff(c > upper2 , 1 ,IFf(c < lower2, 0 , os2[1])); spt2 = iff(os2 == 1 , lower2 , upper2); max2 = iff(CrossUp(c,spt2) or CrossDown(c,spt2) , max(c,max2[1]) , IFf(os2 == 1 , max(c,max2[1]) , spt2)); min2 = iff(CrossUp(c,spt2) or CrossDown(c,spt2) , min(c,min2[1]) , iff(os2 == 0 , min(c,min2[1]) , spt2)); kijun = avg(max2,min2); senkouA = avg(kijun,tenkan); ATR3 = ATR(spanB_len)*spanB_mult; up3 = (h+L)/2 + ATR3; dn3 = (h+L)/2 - ATR3; upper3 = iff(C[1] < upper3[1],min(up3,upper3[1]),up3); lower3 = iff(C[1] > lower3[1],max(dn3,lower3[1]),dn3); os3 = iff(c > upper3 , 1 ,IFf(c < lower3, 0 , os3[1])); spt3 = iff(os3 == 1 , lower3 , upper3); max3 = iff(CrossUp(c,spt3) or CrossDown(c,spt3) , max(c,max3[1]) , IFf(os3 == 1 , max(c,max3[1]) , spt3)); min3 = iff(CrossUp(c,spt3) or CrossDown(c,spt3) , min(c,min3[1]) , iff(os3 == 0 , min(c,min3[1]) , spt3)); senkouB = avg(max3,min3); tenkan_css = Red; kijun_css = Blue; cloud_a = teal; cloud_b = red; chikou_css = Green; 당일수익1 = PriceScale*당일수익틱수1; 당일손실1 = PriceScale*당일손실틱수1; 당일수익2 = PriceScale*당일수익틱수2; 당일손실2 = PriceScale*당일손실틱수2; if Bdate != Bdate[1] Then { Xcond = false; N1 = NetProfit; vol = 수량1; } daypl = NetProfit-N1; if TotalTrades > TotalTrades[1] then { if daypl >= 당일수익1 or daypl >= 당일수익2 Then Xcond = true; if IsExitName("dbp1",1) == true or IsExitName("dsp1",1) == true or IsExitName("dbp2",1) == true or IsExitName("dsp2",1) == true Then Xcond = true; if vol == 수량1 and daypl <= -당일손실1 Then { vol = 수량2; } if vol == 수량2 and daypl <= -당일손실2 Then { Xcond = true; } if vol == 수량1 and (IsExitName("dbl1",1) == true or IsExitName("dsl1",1) == true) then { vol = 수량2; } if vol == 수량2 and (IsExitName("dbl2",1) == true or IsExitName("dsl2",1) == true) then { Xcond = true; } } if Xcond == false Then { if CrossUp(tenkan,kijun) Then { Buy("b",OnClose,Def,vol); } if CrossDown(tenkan,kijun) Then { sell("s",OnClose,Def,vol); } } if MarketPosition == 1 then { if vol == 수량1 Then { ExitLong("dbp1",atlimit,EntryPrice+((당일수익1-daypl)/CurrentContracts)); ExitLong("dbl1",AtStop,EntryPrice-((당일손실1+daypl)/CurrentContracts)); } if vol == 수량2 Then { ExitLong("dbp2",atlimit,EntryPrice+((당일수익2-daypl)/CurrentContracts)); ExitLong("dbl2",AtStop,EntryPrice-((당일손실2+daypl)/CurrentContracts)); } } if MarketPosition == -1 then { if vol == 수량1 Then { ExitShort("dsp1",atlimit,EntryPrice-((당일수익1-daypl)/CurrentContracts)); ExitShort("dsl1",AtStop,EntryPrice+((당일손실1+daypl)/CurrentContracts)); } if vol == 수량2 Then { ExitShort("dsp2",atlimit,EntryPrice-((당일수익2-daypl)/CurrentContracts)); ExitShort("dsl2",AtStop,EntryPrice+((당일손실2+daypl)/CurrentContracts)); } } 즐거운 하루되세요 > cjfdk 님이 쓴 글입니다. > 제목 : 문의드립니다 > input : tenkan_len(9),tenkan_mult(2),kijun_len(26),kijun_mult(4),spanB_len(52),spanB_mult(6),offset(26); Input : 당일수익틱수(100),당일손실틱수(200); Var : N1(0),dayPl(0),당일수익(0),당일손실(0); var : Xcond(false); var : ATR1(0),up1(0),dn1(0),upper1(0),lower1(0),os1(0),spt1(0),max1(0),min1(0),tenkan(0); var : ATR2(0),up2(0),dn2(0),upper2(0),lower2(0),os2(0),spt2(0),max2(0),min2(0),kijun(0); var : senkouA(0); var : ATR3(0),up3(0),dn3(0),upper3(0),lower3(0),os3(0),spt3(0),max3(0),min3(0),senkouB(0); var : tenkan_css(0),kijun_css(0),cloud_a(0),cloud_b(0),chikou_css(0),tx(0); ATR1 = ATR(tenkan_len)*tenkan_mult; up1 = (h+L)/2 + ATR1; dn1 = (h+L)/2 - ATR1; upper1 = iff(C[1] < upper1[1],min(up1,upper1[1]),up1); lower1 = iff(C[1] > lower1[1],max(dn1,lower1[1]),dn1); os1 = iff(c > upper1 , 1 ,IFf(c < lower1, 0 , os1[1])); spt1 = iff(os1 == 1 , lower1 , upper1); max1 = iff(CrossUp(c,spt1) or CrossDown(c,spt1) , max(c,max1[1]) , IFf(os1 == 1 , max(c,max1[1]) , spt1)); min1 = iff(CrossUp(c,spt1) or CrossDown(c,spt1) , min(c,min1[1]) , iff(os1 == 0 , min(c,min1[1]) , spt1)); tenkan = avg(max1,min1); ATR2 = ATR(kijun_len)*kijun_mult; up2 = (h+L)/2 + ATR2; dn2 = (h+L)/2 - ATR2; upper2 = iff(C[1] < upper2[1],min(up2,upper2[1]),up2); lower2 = iff(C[1] > lower2[1],max(dn2,lower2[1]),dn2); os2 = iff(c > upper2 , 1 ,IFf(c < lower2, 0 , os2[1])); spt2 = iff(os2 == 1 , lower2 , upper2); max2 = iff(CrossUp(c,spt2) or CrossDown(c,spt2) , max(c,max2[1]) , IFf(os2 == 1 , max(c,max2[1]) , spt2)); min2 = iff(CrossUp(c,spt2) or CrossDown(c,spt2) , min(c,min2[1]) , iff(os2 == 0 , min(c,min2[1]) , spt2)); kijun = avg(max2,min2); senkouA = avg(kijun,tenkan); ATR3 = ATR(spanB_len)*spanB_mult; up3 = (h+L)/2 + ATR3; dn3 = (h+L)/2 - ATR3; upper3 = iff(C[1] < upper3[1],min(up3,upper3[1]),up3); lower3 = iff(C[1] > lower3[1],max(dn3,lower3[1]),dn3); os3 = iff(c > upper3 , 1 ,IFf(c < lower3, 0 , os3[1])); spt3 = iff(os3 == 1 , lower3 , upper3); max3 = iff(CrossUp(c,spt3) or CrossDown(c,spt3) , max(c,max3[1]) , IFf(os3 == 1 , max(c,max3[1]) , spt3)); min3 = iff(CrossUp(c,spt3) or CrossDown(c,spt3) , min(c,min3[1]) , iff(os3 == 0 , min(c,min3[1]) , spt3)); senkouB = avg(max3,min3); tenkan_css = Red; kijun_css = Blue; cloud_a = teal; cloud_b = red; chikou_css = Green; 당일수익 = PriceScale*당일수익틱수; 당일손실 = PriceScale*당일손실틱수; if Bdate != Bdate[1] Then { Xcond = false; N1 = NetProfit; } 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 Xcond == false Then { if CrossUp(tenkan,kijun) Then { Buy(); } if CrossDown(tenkan,kijun) Then { sell(); } } 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)); } 수고 많으십니다 전에 만들어 주신 수식인데 하루 100틱 수익이나 손실이면 매매 종료하는 수식입니다 문의드릴 내용은 여기에 한 가지 더 추가 부탁드립니다 1계약으로 100틱 수익이 먼저 나다면 매매 종료하고 만약 손실이 먼저 난다면 매매 종료하지 않고 2계약으로 다음 신호부터 진입하여 200틱 손실이나 300틱 익절하면 매매종료 이런 수식을 부탁드립니다 계약수와 손익절 틱수는 최적화 가능하게 변수로 빼주십시요 감사합니다