커뮤니티
문의 드립니다
2025-02-06 08:56:14
307
글번호 187839
1.
해외선물 매매입니다.
전일 하락폭의 50%를 당일 내려갔을때 매수후 +150%에
청산되는 수식어 부탁드립니다.
매매시간은 08시 익일 06시입니다.
2.
아래a,b 별도의 수식어를 하나의 시스템에서 적용하고자 합니다.
a.
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)));
-----------------------------------
b.
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
2025-02-06 11:00:42
안녕하세요
예스스탁입니다.
1
input : StartTime(080000),EndTime(060000);
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 Tcond == true Then
{
if DayLow > DayOpen-(DayHigh(1)-DayLow(1))*0.5 Then
Buy("b",AtStop,DayOpen-(DayHigh(1)-DayLow(1))*0.5);
if MarketPosition == 1 Then
ExitLong("bx",AtLimit,EntryPrice+(DayHigh(1)-DayLow(1))*1.5);
}
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 ("LE", AtStop, Close + (VtyPercent * ATR(ATRperiod)));
If MarketPosition() <> -1 Then
sell ("SE", AtStop, Close - (VtyPercent * ATR(ATRperiod)));
즐거운 하루되세요
> 푸른 님이 쓴 글입니다.
> 제목 : 문의 드립니다
> 1.
해외선물 매매입니다.
전일 하락폭의 50%를 당일 내려갔을때 매수후 +150%에
청산되는 수식어 부탁드립니다.
매매시간은 08시 익일 06시입니다.
2.
아래a,b 별도의 수식어를 하나의 시스템에서 적용하고자 합니다.
a.
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)));
-----------------------------------
b.
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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