예스스탁
예스스탁 답변
2025-05-29 13:16:02
안녕하세요
예스스탁입니다.
# KOSPI 선물 5분봉
input: 당일진입횟수(3),손절(10);
Input: chkP(5), reChkP(10), stopChk(25);
var: HH(0), LL(0), BS(0), SS(0);
var: dayChk(0);
var : TotalCount(0),PreDay(0),DayEntry(0),Trade(False);
TotalCount = TotalTrades;
if Bdate != Bdate[1] Then
{
PreDay = TotalCount[1];
Trade = true;
}
if TotalTrades > TotalTrades[1] and IsExitName("StopLoss",1) == true Then
trade = False;
DayEntry = (TotalCount-PreDay)+IFF(MarketPosition != 0,1,0);
if BarIndex == 0 then ClearDebug();
if dayindex == chkP then
{
HH = Highest(Max(C,O), chkP+1);
LL = Lowest(Min(C,O), chkP+1);
#if date == 20240612 then messageLog("--HH %.2f, LL: %.2f", HH, LL);
}
#if High >= HH and MarketPosition == 0 and ExitDate(1) < Date and time > 93000 then messageLog("HH %.2f, High: %.2f", HH, High);
if DayIndex >= chkP
# and Time < 95000
and sDate == NextBarSdate
and EntryDate(0) < Date
and EntryDate(1) < Date
and DayEntry < 당일진입횟수
and Trade == true
Then {
Buy("B1", AtStop, HH);
Sell("S1", AtStop, LL);
}
//if dayChk == 0 and High >= HH and MarketPosition == 0 and ExitDate(1) < Date and time > 93000 then {
// messageLog("HH %.2f, High: %.2f", HH, High);
// dayChk = 1;
//}
if ExitDate(1) == Date
and Time < 150000
// and LatestEntryName(1) != "B2"
// and LatestEntryName(1) != "S2"
// and LatestEntryName(0) != "B2"
// and LatestEntryName(0) != "S2"
Then
{
if DayIndex < reChkP Then
{
HH = Highest(Max(C,O), DayIndex+1);
LL = Lowest(Min(C,O), DayIndex+1);
}
Else
{
HH = Highest(Max(C,O), reChkP);
LL = Lowest(Min(C,O), reChkP);
}
if DayEntry < 당일진입횟수 and Trade == true Then
{
Buy("B2", AtStop, HH);
Sell("S2", AtStop, LL);
}
}
if (MarketPosition == 1) Then {
if DayIndex < stopChk Then {
BS = Lowest(Min(C,O), DayIndex+1);
}
Else {
BS = Lowest(Min(C,O), stopChk);
}
ExitLong("EL", AtStop, BS);
}
if (MarketPosition == -1) Then {
if DayIndex < stopChk Then {
SS = Highest(Max(C,O), DayIndex+1);
}
Else {
SS = Highest(Max(C,O), stopChk);
}
#messageLog(" SS %.2f", SS);
ExitShort("ES", AtStop, SS);
}
var : month(0),nday(0),week(0),X(False);
month = int(date/100)-int(date/10000)*100;
nday = date - int(date/100)*100;
Week = DayOfWeek(date);
#만기일
if (month%3 == 0 and nday >= 8 and nday <= 14 and week == 4) then
{
X = true;
SetStopEndofday(151500);
}
Else#만기일아닐때
{
X = False;
SetStopEndofday(152000);
}
SetStopLoss(손절,PointStop);
즐거운 하루되세요
> 가자아이 님이 쓴 글입니다.
> 제목 : 문의 드립니다.
> 안녕하세요
항상 감사드립니다.
아래의 서식에서 추가 사항 부탁드립니다.
*손절 조건 추가
1. 손절: 10pt 하락시 손절
2. 당일 손절 발생시 더 이상의 진입 금지
**조건 추가사항은 최적화를 할 수 있도록 input에 넣어주시기 바랍니다.
# KOSPI 선물 5분봉
input: 당일진입횟수(3);
Input: chkP(5), reChkP(10), stopChk(25);
var: HH(0), LL(0), BS(0), SS(0);
var: dayChk(0);
var : TotalCount(0),PreDay(0),DayEntry(0);
TotalCount = TotalTrades;
if Bdate != Bdate[1] Then
PreDay = TotalCount[1];
DayEntry = (TotalCount-PreDay)+IFF(MarketPosition != 0,1,0);
if BarIndex == 0 then ClearDebug();
if dayindex == chkP then
{
HH = Highest(Max(C,O), chkP+1);
LL = Lowest(Min(C,O), chkP+1);
#if date == 20240612 then messageLog("--HH %.2f, LL: %.2f", HH, LL);
}
#if High >= HH and MarketPosition == 0 and ExitDate(1) < Date and time > 93000 then messageLog("HH %.2f, High: %.2f", HH, High);
if DayIndex >= chkP
# and Time < 95000
and sDate == NextBarSdate
and EntryDate(0) < Date
and EntryDate(1) < Date
and DayEntry < 당일진입횟수
Then {
Buy("B1", AtStop, HH);
Sell("S1", AtStop, LL);
}
//if dayChk == 0 and High >= HH and MarketPosition == 0 and ExitDate(1) < Date and time > 93000 then {
// messageLog("HH %.2f, High: %.2f", HH, High);
// dayChk = 1;
//}
if ExitDate(1) == Date
and Time < 150000
// and LatestEntryName(1) != "B2"
// and LatestEntryName(1) != "S2"
// and LatestEntryName(0) != "B2"
// and LatestEntryName(0) != "S2"
Then
{
if DayIndex < reChkP Then
{
HH = Highest(Max(C,O), DayIndex+1);
LL = Lowest(Min(C,O), DayIndex+1);
}
Else
{
HH = Highest(Max(C,O), reChkP);
LL = Lowest(Min(C,O), reChkP);
}
if DayEntry < 당일진입횟수 Then
{
Buy("B2", AtStop, HH);
Sell("S2", AtStop, LL);
}
}
if (MarketPosition == 1) Then {
if DayIndex < stopChk Then {
BS = Lowest(Min(C,O), DayIndex+1);
}
Else {
BS = Lowest(Min(C,O), stopChk);
}
ExitLong("EL", AtStop, BS);
}
if (MarketPosition == -1) Then {
if DayIndex < stopChk Then {
SS = Highest(Max(C,O), DayIndex+1);
}
Else {
SS = Highest(Max(C,O), stopChk);
}
#messageLog(" SS %.2f", SS);
ExitShort("ES", AtStop, SS);
}
var : month(0),nday(0),week(0),X(False);
month = int(date/100)-int(date/10000)*100;
nday = date - int(date/100)*100;
Week = DayOfWeek(date);
#만기일
if (month%3 == 0 and nday >= 8 and nday <= 14 and week == 4) then
{
X = true;
SetStopEndofday(151500);
}
Else#만기일아닐때
{
X = False;
SetStopEndofday(152000);
}