커뮤니티
문의 드립니다
2025-02-04 12:03:41
474
글번호 187727
1. 아래 수식의 해석을 부탁드립니다.
Inputs: VtyPercent(0.75),ATRperiod(5);
If MarketPosition() <> 1 Then
Buy ("Vty_LE", AtStop, Close + (VtyPercent * ATR(ATRperiod)));
If MarketPosition() <> -1 Then
Sell ("Vty_SE)", AtStop, Close - (VtyPercent * ATR(ATRperiod)));
2. 신호체결후 이전 캔들 전체폭의 40%에 손절을 추가하고자 합니다.
Inputs: VtyPercent(0.10),ATRperiod(5);
input : StartTime(80000),EndTime(60000);
var : Tcond(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
{
Tcond = true;
IF Endtime <= starttime Then
{
SetStopEndofday(0);
}
}
If MarketPosition() <> 1 Then
Buy ("Vty_LE", AtStop, Close + (VtyPercent * ATR(ATRperiod)));
If MarketPosition() <> -1 Then
ExitLong ("Vty_SE)", AtStop, Close - (VtyPercent * ATR(ATRperiod)));
3. 신호체결후 이전 캔들 전체폭의 40%에 손절을 추가하고자 합니다.
Inputs: VtyPercent(0.10),ATRperiod(5);
input : StartTime(80000),EndTime(60000);
var : Tcond(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
{
Tcond = true;
IF Endtime <= starttime Then
{
SetStopEndofday(0);
}
}
If MarketPosition() <> 1 Then
ExitShort("Vty_LE", AtStop, Close + (VtyPercent * ATR(ATRperiod)));
If MarketPosition() <> -1 Then
sell ("Vty_SE)", AtStop, Close - (VtyPercent * ATR(ATRperiod)));
답변 1
예스스탁 예스스탁 답변
2025-02-04 15:19:23
안녕하세요
예스스탁입니다.
1
Inputs: VtyPercent(0.75),ATRperiod(5);
#봉완성시 무포지션이나 매도포지션이면
#완성봉의 종가+ATR의 5배값을 세팅하고 다음봉에서 해당값 이상의 시세가 발생하면 즉시 매수
If MarketPosition() <> 1 Then
Buy ("Vty_LE", AtStop, Close + (VtyPercent * ATR(ATRperiod)));
#봉완성시 무포지션이나 매수포지션이면
#완성봉의 종가-ATR의 5배값을 세팅하고 다음봉에서 해당값 이하의 시세가 발생하면 즉시 매도
If MarketPosition() <> -1 Then
Sell ("Vty_SE)", AtStop, Close - (VtyPercent * ATR(ATRperiod)));
2
Inputs: VtyPercent(0.10),ATRperiod(5);
input : StartTime(80000),EndTime(60000);
var : Tcond(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
{
Tcond = true;
IF Endtime <= starttime Then
{
SetStopEndofday(0);
}
}
If MarketPosition() <> 1 Then
Buy ("Vty_LE", AtStop, Close + (VtyPercent * ATR(ATRperiod)));
If MarketPosition() <> -1 Then
{
ExitLong ("Vty_SE)", AtStop, Close - (VtyPercent * ATR(ATRperiod)));
ExitLong ("bx", AtStop, Close - (H-L)*0.4);
}
3
Inputs: VtyPercent(0.10),ATRperiod(5);
input : StartTime(80000),EndTime(60000);
var : Tcond(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
{
Tcond = true;
IF Endtime <= starttime Then
{
SetStopEndofday(0);
}
}
If MarketPosition() <> 1 Then
{
ExitShort("Vty_LE", AtStop, Close + (VtyPercent * ATR(ATRperiod)));
ExitShort("sx", AtStop, Close + (H-L)*0.4);
}
If MarketPosition() <> -1 Then
sell ("Vty_SE)", AtStop, Close - (VtyPercent * ATR(ATRperiod)));
즐거운 하루되세요
> 푸른 님이 쓴 글입니다.
> 제목 : 문의 드립니다
> 1. 아래 수식의 해석을 부탁드립니다.
Inputs: VtyPercent(0.75),ATRperiod(5);
If MarketPosition() <> 1 Then
Buy ("Vty_LE", AtStop, Close + (VtyPercent * ATR(ATRperiod)));
If MarketPosition() <> -1 Then
Sell ("Vty_SE)", AtStop, Close - (VtyPercent * ATR(ATRperiod)));
2. 신호체결후 이전 캔들 전체폭의 40%에 손절을 추가하고자 합니다.
Inputs: VtyPercent(0.10),ATRperiod(5);
input : StartTime(80000),EndTime(60000);
var : Tcond(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
{
Tcond = true;
IF Endtime <= starttime Then
{
SetStopEndofday(0);
}
}
If MarketPosition() <> 1 Then
Buy ("Vty_LE", AtStop, Close + (VtyPercent * ATR(ATRperiod)));
If MarketPosition() <> -1 Then
ExitLong ("Vty_SE)", AtStop, Close - (VtyPercent * ATR(ATRperiod)));
3. 신호체결후 이전 캔들 전체폭의 40%에 손절을 추가하고자 합니다.
Inputs: VtyPercent(0.10),ATRperiod(5);
input : StartTime(80000),EndTime(60000);
var : Tcond(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
{
Tcond = true;
IF Endtime <= starttime Then
{
SetStopEndofday(0);
}
}
If MarketPosition() <> 1 Then
ExitShort("Vty_LE", AtStop, Close + (VtyPercent * ATR(ATRperiod)));
If MarketPosition() <> -1 Then
sell ("Vty_SE)", AtStop, Close - (VtyPercent * ATR(ATRperiod)));
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