커뮤니티
문의 드립니다
2025-02-07 04:38:59
390
글번호 187877
input : StartTime(80000),EndTime(60000),Xtime(60000);
var : Tcond(false),entry(0);
if sdate != sDate[1] Then
SetStopEndofday(Xtime);
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;
SetStopEndofday(0);
entry = 0;
}
if (MarketPosition != 0 and MarketPosition != MarketPosition[1]) or
(MarketPosition == MarketPosition[1] and TotalTrades > TotalTrades[1]) Then
entry = entry+1;
Inputs: VtyPercent(0.10),ATRperiod(1);
input : P1(1),P2(3);
var : m1(0),m2(0);
m1 = ma(C,P1);
m2 = ma(C,P2);
If MarketPosition() <> 1 and m1 > m2 Then
Buy ("Vty_LE1", AtStop, Close + (VtyPercent * ATR(ATRperiod)));
If MarketPosition() <> -1 Then
ExitLong ("Vty_SE1)", AtStop, Close - (VtyPercent * ATR(ATRperiod)));
If MarketPosition() <> 1 and m1 > m2 Then
Buy ("Vty_LE2", AtStop, Close + (VtyPercent * ATR(ATRperiod)));
If MarketPosition() <> -1 Then
ExitLong ("Vty_SE2)", AtStop, Close - (VtyPercent * ATR(ATRperiod)));
If MarketPosition() <> 1 and m1 > m2 Then
Buy ("Vty_LE3", AtStop, Close + (VtyPercent * ATR(ATRperiod)));
If MarketPosition() <> -1 Then
ExitLong ("Vty_SE3)", AtStop, Close - (VtyPercent * ATR(ATRperiod)));
If MarketPosition() <> 1 and m1 > m2 Then
Buy ("Vty_LE4", AtStop, Close + (VtyPercent * ATR(ATRperiod)));
If MarketPosition() <> -1 Then
ExitLong ("Vty_SE4)", AtStop, Close - (VtyPercent * ATR(ATRperiod)));
If MarketPosition() <> 1 and m1 > m2 Then
Buy ("Vty_LE5", AtStop, Close + (VtyPercent * ATR(ATRperiod)));
If MarketPosition() <> -1 Then
ExitLong ("Vty_SE5)", AtStop, Close - (VtyPercent * ATR(ATRperiod)));
하나의 캔들에 진입 청산후 또 동일조건이 왔을때 신호 허용이 가능하지요 ?
-----------------------------------------
input : StartTime(192000),EndTime(52000);
input : 익절틱수(0),손절틱수(0);
var : Tcond(False),entry(0);
Variables: Mom(0);
IF Endtime > starttime Then
SetStopEndofday(Endtime);
Else
{
if sDate != sDate[1] Then
SetStopEndofday(Endtime);
}
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 (sdate != sdate[1] and stime >= EndTime) or
(sdate == sdate[1] and stime >= EndTime and stime[1] < EndTime) Then
{
Tcond = False;
}
if Tcond == true Then
{
if L ==lowest(L,2) and highest(H,2) >= lowest(L,2)+PriceScale*1 Then
{
Buy("b",AtStop,(highest(H,2)+lowest(L,2))/2);
}
if MarketPosition == 1 and BarsSinceEntry == 9 Then
ExitShort();
}
if H == highest(H,2) and lowest(L,2) <= highest(H,2)+PriceScale*1 Then
{
Sell("s",AtStop,(lowest(L,2)+highest(H,2))/2);
}
if MarketPosition == -1 and BarsSinceEntry == 9 Then
ExitLong();
수식의 해석을 부탁드립니다.
답변 3
예스스탁 예스스탁 답변
2025-02-07 11:15:01
안녕하세요
예스스탁입니다.
1
하나의 신호함수는 한봉에 1번만 발생합니다.
한봉에 동일조건에서 여러번 발생하기 위해서는 작
성하신 식과 같이 동일 내용으로 여러번 반복해서 작성해 주시면 됩니다.
2
매도진입과 매도청산에 내용이 이상해서 수정했습니다.
2개봉 최고가와 최저가 폭이 1틱 이상이므로
해당 내용은 매수집입과 동일해야 합니다.
매도청산은 청산함수가 exitlong 으로 되어 있어 exitshort으로 변경했습니다.
input : StartTime(192000),EndTime(52000);
input : 익절틱수(0),손절틱수(0);
var : Tcond(False),entry(0);
Variables: Mom(0);
#당일청산지정
IF Endtime > starttime Then
SetStopEndofday(Endtime);
Else
{
if sDate != sDate[1] Then
SetStopEndofday(Endtime);
}
#StartTime이후 첫봉
if (sdate != sdate[1] and stime >= StartTime) or
(sdate == sdate[1] and stime >= StartTime and stime[1] < StartTime) Then
{
#Tcond는 true
Tcond = true;
IF Endtime <= starttime Then
{
SetStopEndofday(0);
}
}
#EndTimed이후 첫봉
if (sdate != sdate[1] and stime >= EndTime) or
(sdate == sdate[1] and stime >= EndTime and stime[1] < EndTime) Then
{
#Tcond는 False
Tcond = False;
}
#지정한 시간 사이에
if Tcond == true Then
{
#현재봉 저가가 2개봉 최저가이고 2개봉 최저가와 최고가 폭은 1틱 이상이면
if L ==lowest(L,2) and highest(H,2) >= lowest(L,2)+PriceScale*1 Then
{
#다음봉에서 2개봉 최고가와 최저가의 중간값 이상의 시세가 발생하면 매수
Buy("b",AtStop,(highest(H,2)+lowest(L,2))/2);
}
#매수진입후 9번째봉에 청산
if MarketPosition == 1 and BarsSinceEntry == 9 Then
ExitShort();
}
#현재봉 고가가 2개봉 최고가이고 2개봉 최저가와 최고가 폭은 1틱 이상이면
if H == highest(H,2) and highest(H,2) >= lowest(L,2)+PriceScale*1 Then
{
#다음봉에서 2개봉 최고가와 최저가의 중간값 이하의 시세가 발생하면 매도
Sell("s",AtStop,(lowest(L,2)+highest(H,2))/2);
}
#진입 후 9번째 봉에 청산
if MarketPosition == -1 and BarsSinceEntry == 9 Then
ExitShort();
즐거운 하루되세요
> 푸른 님이 쓴 글입니다.
> 제목 : 문의 드립니다
> input : StartTime(80000),EndTime(60000),Xtime(60000);
var : Tcond(false),entry(0);
if sdate != sDate[1] Then
SetStopEndofday(Xtime);
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;
SetStopEndofday(0);
entry = 0;
}
if (MarketPosition != 0 and MarketPosition != MarketPosition[1]) or
(MarketPosition == MarketPosition[1] and TotalTrades > TotalTrades[1]) Then
entry = entry+1;
Inputs: VtyPercent(0.10),ATRperiod(1);
input : P1(1),P2(3);
var : m1(0),m2(0);
m1 = ma(C,P1);
m2 = ma(C,P2);
If MarketPosition() <> 1 and m1 > m2 Then
Buy ("Vty_LE1", AtStop, Close + (VtyPercent * ATR(ATRperiod)));
If MarketPosition() <> -1 Then
ExitLong ("Vty_SE1)", AtStop, Close - (VtyPercent * ATR(ATRperiod)));
If MarketPosition() <> 1 and m1 > m2 Then
Buy ("Vty_LE2", AtStop, Close + (VtyPercent * ATR(ATRperiod)));
If MarketPosition() <> -1 Then
ExitLong ("Vty_SE2)", AtStop, Close - (VtyPercent * ATR(ATRperiod)));
If MarketPosition() <> 1 and m1 > m2 Then
Buy ("Vty_LE3", AtStop, Close + (VtyPercent * ATR(ATRperiod)));
If MarketPosition() <> -1 Then
ExitLong ("Vty_SE3)", AtStop, Close - (VtyPercent * ATR(ATRperiod)));
If MarketPosition() <> 1 and m1 > m2 Then
Buy ("Vty_LE4", AtStop, Close + (VtyPercent * ATR(ATRperiod)));
If MarketPosition() <> -1 Then
ExitLong ("Vty_SE4)", AtStop, Close - (VtyPercent * ATR(ATRperiod)));
If MarketPosition() <> 1 and m1 > m2 Then
Buy ("Vty_LE5", AtStop, Close + (VtyPercent * ATR(ATRperiod)));
If MarketPosition() <> -1 Then
ExitLong ("Vty_SE5)", AtStop, Close - (VtyPercent * ATR(ATRperiod)));
하나의 캔들에 진입 청산후 또 동일조건이 왔을때 신호 허용이 가능하지요 ?
-----------------------------------------
input : StartTime(192000),EndTime(52000);
input : 익절틱수(0),손절틱수(0);
var : Tcond(False),entry(0);
Variables: Mom(0);
IF Endtime > starttime Then
SetStopEndofday(Endtime);
Else
{
if sDate != sDate[1] Then
SetStopEndofday(Endtime);
}
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 (sdate != sdate[1] and stime >= EndTime) or
(sdate == sdate[1] and stime >= EndTime and stime[1] < EndTime) Then
{
Tcond = False;
}
if Tcond == true Then
{
if L ==lowest(L,2) and highest(H,2) >= lowest(L,2)+PriceScale*1 Then
{
Buy("b",AtStop,(highest(H,2)+lowest(L,2))/2);
}
if MarketPosition == 1 and BarsSinceEntry == 9 Then
ExitShort();
}
if H == highest(H,2) and lowest(L,2) <= highest(H,2)+PriceScale*1 Then
{
Sell("s",AtStop,(lowest(L,2)+highest(H,2))/2);
}
if MarketPosition == -1 and BarsSinceEntry == 9 Then
ExitLong();
수식의 해석을 부탁드립니다.
푸른
2025-02-13 05:00:01
Inputs: VtyPercent(0.10),ATRperiod(10);
input : StartTime(210000),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 ("LE1", AtStop, Close + (VtyPercent * ATR(ATRperiod)));
If MarketPosition() <> 1 Then
ExitLong ("SE1", AtStop, Close - (VtyPercent * ATR(ATRperiod)));
If MarketPosition() <> 1 Then
ExitShort ("LE2", AtStop, Close + (VtyPercent * ATR(ATRperiod)));
If MarketPosition() <> 1 Then
sell ("SE2", AtStop, Close - (VtyPercent * ATR(ATRperiod)));
If MarketPosition() <> 1 Then
Buy ("LE3", AtStop, Close + (VtyPercent * ATR(ATRperiod)));
If MarketPosition() <> 1 Then
ExitLong ("SE3", AtStop, Close - (VtyPercent * ATR(ATRperiod)));
If MarketPosition() <> 1 Then
ExitShort ("L4E", AtStop, Close + (VtyPercent * ATR(ATRperiod)));
If MarketPosition() <> 1 Then
sell ("SE4", AtStop, Close - (VtyPercent * ATR(ATRperiod)));
If MarketPosition() <> 1 Then
Buy ("LE5", AtStop, Close + (VtyPercent * ATR(ATRperiod)));
If MarketPosition() <> 1 Then
ExitLong ("SE5", AtStop, Close - (VtyPercent * ATR(ATRperiod)));
If MarketPosition() <> 1 Then
ExitShort ("LE6", AtStop, Close + (VtyPercent * ATR(ATRperiod)));
If MarketPosition() <> 1 Then
sell ("SE6", AtStop, Close - (VtyPercent * ATR(ATRperiod)));
If MarketPosition() <> 1 Then
Buy ("LE7", AtStop, Close + (VtyPercent * ATR(ATRperiod)));
If MarketPosition() <> 1 Then
ExitLong ("SE7", AtStop, Close - (VtyPercent * ATR(ATRperiod)));
If MarketPosition() <> 1 Then
ExitShort ("LE8", AtStop, Close + (VtyPercent * ATR(ATRperiod)));
If MarketPosition() <> 1 Then
sell ("SE8", AtStop, Close - (VtyPercent * ATR(ATRperiod)));
If MarketPosition() <> 1 Then
Buy ("LE9", AtStop, Close + (VtyPercent * ATR(ATRperiod)));
If MarketPosition() <> 1 Then
ExitLong ("SE9", AtStop, Close - (VtyPercent * ATR(ATRperiod)));
If MarketPosition() <> 1 Then
ExitShort ("LE10", AtStop, Close + (VtyPercent * ATR(ATRperiod)));
If MarketPosition() <> 1 Then
sell ("SE10", AtStop, Close - (VtyPercent * ATR(ATRperiod)));
If MarketPosition() <> 1 Then
Buy ("LE11", AtStop, Close + (VtyPercent * ATR(ATRperiod)));
If MarketPosition() <> 1 Then
ExitLong ("SE11", AtStop, Close - (VtyPercent * ATR(ATRperiod)));
If MarketPosition() <> 1 Then
ExitShort ("LE12", AtStop, Close + (VtyPercent * ATR(ATRperiod)));
If MarketPosition() <> 1 Then
sell ("SE12", AtStop, Close - (VtyPercent * ATR(ATRperiod)));
If MarketPosition() <> 1 Then
Buy ("LE13", AtStop, Close + (VtyPercent * ATR(ATRperiod)));
If MarketPosition() <> 1 Then
ExitLong ("SE13", AtStop, Close - (VtyPercent * ATR(ATRperiod)));
If MarketPosition() <> 1 Then
ExitShort ("LE14", AtStop, Close + (VtyPercent * ATR(ATRperiod)));
If MarketPosition() <> 1 Then
sell ("SE14", AtStop, Close - (VtyPercent * ATR(ATRperiod)));
If MarketPosition() <> 1 Then
Buy ("LE15", AtStop, Close + (VtyPercent * ATR(ATRperiod)));
If MarketPosition() <> 1 Then
ExitLong ("SE15", AtStop, Close - (VtyPercent * ATR(ATRperiod)));
If MarketPosition() <> 1 Then
ExitShort ("LE16", AtStop, Close + (VtyPercent * ATR(ATRperiod)));
If MarketPosition() <> 1 Then
sell ("SE16", AtStop, Close - (VtyPercent * ATR(ATRperiod)));
If MarketPosition() <> 1 Then
Buy ("LE17", AtStop, Close + (VtyPercent * ATR(ATRperiod)));
If MarketPosition() <> 1 Then
ExitLong ("SE17", AtStop, Close - (VtyPercent * ATR(ATRperiod)));
If MarketPosition() <> 1 Then
ExitShort ("LE18", AtStop, Close + (VtyPercent * ATR(ATRperiod)));
If MarketPosition() <> 1 Then
sell ("SE18", AtStop, Close - (VtyPercent * ATR(ATRperiod)));
If MarketPosition() <> 1 Then
Buy ("LE19", AtStop, Close + (VtyPercent * ATR(ATRperiod)));
If MarketPosition() <> 1 Then
ExitLong ("SE19", AtStop, Close - (VtyPercent * ATR(ATRperiod)));
If MarketPosition() <> 1 Then
ExitShort ("LE20", AtStop, Close + (VtyPercent * ATR(ATRperiod)));
If MarketPosition() <> 1 Then
sell ("SE20", AtStop, Close - (VtyPercent * ATR(ATRperiod)));
------------------------------
> 푸른 님이 쓴 글입니다.
> 제목 : 문의 드립니다
> input : StartTime(80000),EndTime(60000),Xtime(60000);
var : Tcond(false),entry(0);
if sdate != sDate[1] Then
SetStopEndofday(Xtime);
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;
SetStopEndofday(0);
entry = 0;
}
if (MarketPosition != 0 and MarketPosition != MarketPosition[1]) or
(MarketPosition == MarketPosition[1] and TotalTrades > TotalTrades[1]) Then
entry = entry+1;
Inputs: VtyPercent(0.10),ATRperiod(1);
input : P1(1),P2(3);
var : m1(0),m2(0);
m1 = ma(C,P1);
m2 = ma(C,P2);
If MarketPosition() <> 1 and m1 > m2 Then
Buy ("Vty_LE1", AtStop, Close + (VtyPercent * ATR(ATRperiod)));
If MarketPosition() <> -1 Then
ExitLong ("Vty_SE1)", AtStop, Close - (VtyPercent * ATR(ATRperiod)));
If MarketPosition() <> 1 and m1 > m2 Then
Buy ("Vty_LE2", AtStop, Close + (VtyPercent * ATR(ATRperiod)));
If MarketPosition() <> -1 Then
ExitLong ("Vty_SE2)", AtStop, Close - (VtyPercent * ATR(ATRperiod)));
If MarketPosition() <> 1 and m1 > m2 Then
Buy ("Vty_LE3", AtStop, Close + (VtyPercent * ATR(ATRperiod)));
If MarketPosition() <> -1 Then
ExitLong ("Vty_SE3)", AtStop, Close - (VtyPercent * ATR(ATRperiod)));
If MarketPosition() <> 1 and m1 > m2 Then
Buy ("Vty_LE4", AtStop, Close + (VtyPercent * ATR(ATRperiod)));
If MarketPosition() <> -1 Then
ExitLong ("Vty_SE4)", AtStop, Close - (VtyPercent * ATR(ATRperiod)));
If MarketPosition() <> 1 and m1 > m2 Then
Buy ("Vty_LE5", AtStop, Close + (VtyPercent * ATR(ATRperiod)));
If MarketPosition() <> -1 Then
ExitLong ("Vty_SE5)", AtStop, Close - (VtyPercent * ATR(ATRperiod)));
하나의 캔들에 진입 청산후 또 동일조건이 왔을때 신호 허용이 가능하지요 ?
-----------------------------------------
input : StartTime(192000),EndTime(52000);
input : 익절틱수(0),손절틱수(0);
var : Tcond(False),entry(0);
Variables: Mom(0);
IF Endtime > starttime Then
SetStopEndofday(Endtime);
Else
{
if sDate != sDate[1] Then
SetStopEndofday(Endtime);
}
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 (sdate != sdate[1] and stime >= EndTime) or
(sdate == sdate[1] and stime >= EndTime and stime[1] < EndTime) Then
{
Tcond = False;
}
if Tcond == true Then
{
if L ==lowest(L,2) and highest(H,2) >= lowest(L,2)+PriceScale*1 Then
{
Buy("b",AtStop,(highest(H,2)+lowest(L,2))/2);
}
if MarketPosition == 1 and BarsSinceEntry == 9 Then
ExitShort();
}
if H == highest(H,2) and lowest(L,2) <= highest(H,2)+PriceScale*1 Then
{
Sell("s",AtStop,(lowest(L,2)+highest(H,2))/2);
}
if MarketPosition == -1 and BarsSinceEntry == 9 Then
ExitLong();
수식의 해석을 부탁드립니다.
푸른
2025-02-13 04:59:43
Inputs: VtyPercent(0.10),ATRperiod(10);
input : StartTime(210000),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 ("LE1", AtStop, Close + (VtyPercent * ATR(ATRperiod)));
If MarketPosition() <> -1 Then
ExitLong ("SE1", AtStop, Close - (VtyPercent * ATR(ATRperiod)));
If MarketPosition() <> -1 Then
ExitShort ("LE2", AtStop, Close + (VtyPercent * ATR(ATRperiod)));
If MarketPosition() <> -1 Then
sell ("SE2", AtStop, Close - (VtyPercent * ATR(ATRperiod)));
> 푸른 님이 쓴 글입니다.
> 제목 : 바이셀90분 -20 0.10 10 ++
>
Inputs: VtyPercent(0.10),ATRperiod(10);
input : StartTime(210000),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 ("LE1", AtStop, Close + (VtyPercent * ATR(ATRperiod)));
If MarketPosition() <> 1 Then
ExitLong ("SE1", AtStop, Close - (VtyPercent * ATR(ATRperiod)));
If MarketPosition() <> 1 Then
ExitShort ("LE2", AtStop, Close + (VtyPercent * ATR(ATRperiod)));
If MarketPosition() <> 1 Then
sell ("SE2", AtStop, Close - (VtyPercent * ATR(ATRperiod)));
If MarketPosition() <> 1 Then
Buy ("LE3", AtStop, Close + (VtyPercent * ATR(ATRperiod)));
If MarketPosition() <> 1 Then
ExitLong ("SE3", AtStop, Close - (VtyPercent * ATR(ATRperiod)));
If MarketPosition() <> 1 Then
ExitShort ("L4E", AtStop, Close + (VtyPercent * ATR(ATRperiod)));
If MarketPosition() <> 1 Then
sell ("SE4", AtStop, Close - (VtyPercent * ATR(ATRperiod)));
If MarketPosition() <> 1 Then
Buy ("LE5", AtStop, Close + (VtyPercent * ATR(ATRperiod)));
If MarketPosition() <> 1 Then
ExitLong ("SE5", AtStop, Close - (VtyPercent * ATR(ATRperiod)));
If MarketPosition() <> 1 Then
ExitShort ("LE6", AtStop, Close + (VtyPercent * ATR(ATRperiod)));
If MarketPosition() <> 1 Then
sell ("SE6", AtStop, Close - (VtyPercent * ATR(ATRperiod)));
If MarketPosition() <> 1 Then
Buy ("LE7", AtStop, Close + (VtyPercent * ATR(ATRperiod)));
If MarketPosition() <> 1 Then
ExitLong ("SE7", AtStop, Close - (VtyPercent * ATR(ATRperiod)));
If MarketPosition() <> 1 Then
ExitShort ("LE8", AtStop, Close + (VtyPercent * ATR(ATRperiod)));
If MarketPosition() <> 1 Then
sell ("SE8", AtStop, Close - (VtyPercent * ATR(ATRperiod)));
If MarketPosition() <> 1 Then
Buy ("LE9", AtStop, Close + (VtyPercent * ATR(ATRperiod)));
If MarketPosition() <> 1 Then
ExitLong ("SE9", AtStop, Close - (VtyPercent * ATR(ATRperiod)));
If MarketPosition() <> 1 Then
ExitShort ("LE10", AtStop, Close + (VtyPercent * ATR(ATRperiod)));
If MarketPosition() <> 1 Then
sell ("SE10", AtStop, Close - (VtyPercent * ATR(ATRperiod)));
If MarketPosition() <> 1 Then
Buy ("LE11", AtStop, Close + (VtyPercent * ATR(ATRperiod)));
If MarketPosition() <> 1 Then
ExitLong ("SE11", AtStop, Close - (VtyPercent * ATR(ATRperiod)));
If MarketPosition() <> 1 Then
ExitShort ("LE12", AtStop, Close + (VtyPercent * ATR(ATRperiod)));
If MarketPosition() <> 1 Then
sell ("SE12", AtStop, Close - (VtyPercent * ATR(ATRperiod)));
If MarketPosition() <> 1 Then
Buy ("LE13", AtStop, Close + (VtyPercent * ATR(ATRperiod)));
If MarketPosition() <> 1 Then
ExitLong ("SE13", AtStop, Close - (VtyPercent * ATR(ATRperiod)));
If MarketPosition() <> 1 Then
ExitShort ("LE14", AtStop, Close + (VtyPercent * ATR(ATRperiod)));
If MarketPosition() <> 1 Then
sell ("SE14", AtStop, Close - (VtyPercent * ATR(ATRperiod)));
If MarketPosition() <> 1 Then
Buy ("LE15", AtStop, Close + (VtyPercent * ATR(ATRperiod)));
If MarketPosition() <> 1 Then
ExitLong ("SE15", AtStop, Close - (VtyPercent * ATR(ATRperiod)));
If MarketPosition() <> 1 Then
ExitShort ("LE16", AtStop, Close + (VtyPercent * ATR(ATRperiod)));
If MarketPosition() <> 1 Then
sell ("SE16", AtStop, Close - (VtyPercent * ATR(ATRperiod)));
If MarketPosition() <> 1 Then
Buy ("LE17", AtStop, Close + (VtyPercent * ATR(ATRperiod)));
If MarketPosition() <> 1 Then
ExitLong ("SE17", AtStop, Close - (VtyPercent * ATR(ATRperiod)));
If MarketPosition() <> 1 Then
ExitShort ("LE18", AtStop, Close + (VtyPercent * ATR(ATRperiod)));
If MarketPosition() <> 1 Then
sell ("SE18", AtStop, Close - (VtyPercent * ATR(ATRperiod)));
If MarketPosition() <> 1 Then
Buy ("LE19", AtStop, Close + (VtyPercent * ATR(ATRperiod)));
If MarketPosition() <> 1 Then
ExitLong ("SE19", AtStop, Close - (VtyPercent * ATR(ATRperiod)));
If MarketPosition() <> 1 Then
ExitShort ("LE20", AtStop, Close + (VtyPercent * ATR(ATRperiod)));
If MarketPosition() <> 1 Then
sell ("SE20", AtStop, Close - (VtyPercent * ATR(ATRperiod)));
------------------------------
> 푸른 님이 쓴 글입니다.
> 제목 : 문의 드립니다
> input : StartTime(80000),EndTime(60000),Xtime(60000);
var : Tcond(false),entry(0);
if sdate != sDate[1] Then
SetStopEndofday(Xtime);
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;
SetStopEndofday(0);
entry = 0;
}
if (MarketPosition != 0 and MarketPosition != MarketPosition[1]) or
(MarketPosition == MarketPosition[1] and TotalTrades > TotalTrades[1]) Then
entry = entry+1;
Inputs: VtyPercent(0.10),ATRperiod(1);
input : P1(1),P2(3);
var : m1(0),m2(0);
m1 = ma(C,P1);
m2 = ma(C,P2);
If MarketPosition() <> 1 and m1 > m2 Then
Buy ("Vty_LE1", AtStop, Close + (VtyPercent * ATR(ATRperiod)));
If MarketPosition() <> -1 Then
ExitLong ("Vty_SE1)", AtStop, Close - (VtyPercent * ATR(ATRperiod)));
If MarketPosition() <> 1 and m1 > m2 Then
Buy ("Vty_LE2", AtStop, Close + (VtyPercent * ATR(ATRperiod)));
If MarketPosition() <> -1 Then
ExitLong ("Vty_SE2)", AtStop, Close - (VtyPercent * ATR(ATRperiod)));
If MarketPosition() <> 1 and m1 > m2 Then
Buy ("Vty_LE3", AtStop, Close + (VtyPercent * ATR(ATRperiod)));
If MarketPosition() <> -1 Then
ExitLong ("Vty_SE3)", AtStop, Close - (VtyPercent * ATR(ATRperiod)));
If MarketPosition() <> 1 and m1 > m2 Then
Buy ("Vty_LE4", AtStop, Close + (VtyPercent * ATR(ATRperiod)));
If MarketPosition() <> -1 Then
ExitLong ("Vty_SE4)", AtStop, Close - (VtyPercent * ATR(ATRperiod)));
If MarketPosition() <> 1 and m1 > m2 Then
Buy ("Vty_LE5", AtStop, Close + (VtyPercent * ATR(ATRperiod)));
If MarketPosition() <> -1 Then
ExitLong ("Vty_SE5)", AtStop, Close - (VtyPercent * ATR(ATRperiod)));
하나의 캔들에 진입 청산후 또 동일조건이 왔을때 신호 허용이 가능하지요 ?
-----------------------------------------
input : StartTime(192000),EndTime(52000);
input : 익절틱수(0),손절틱수(0);
var : Tcond(False),entry(0);
Variables: Mom(0);
IF Endtime > starttime Then
SetStopEndofday(Endtime);
Else
{
if sDate != sDate[1] Then
SetStopEndofday(Endtime);
}
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 (sdate != sdate[1] and stime >= EndTime) or
(sdate == sdate[1] and stime >= EndTime and stime[1] < EndTime) Then
{
Tcond = False;
}
if Tcond == true Then
{
if L ==lowest(L,2) and highest(H,2) >= lowest(L,2)+PriceScale*1 Then
{
Buy("b",AtStop,(highest(H,2)+lowest(L,2))/2);
}
if MarketPosition == 1 and BarsSinceEntry == 9 Then
ExitShort();
}
if H == highest(H,2) and lowest(L,2) <= highest(H,2)+PriceScale*1 Then
{
Sell("s",AtStop,(lowest(L,2)+highest(H,2))/2);
}
if MarketPosition == -1 and BarsSinceEntry == 9 Then
ExitLong();
수식의 해석을 부탁드립니다.