커뮤니티
문의 드립니다.
2025-06-05 09:52:43
293
글번호 191429
안녕하세요
항상 감사드립니다.
아래의 서식에서 추가 서식 부탁드립니다.
*진입조건추가
1. 이동평균선(20일) 위에서는 매수, 아래에서는 매도 만 진입
2. RSI(9) 50이상일때 매수 진입, 50이하일때 매도 만 진입
3. MACD 라인이 시그널라인 위에 있을때 매수, 아래에 있을때 매도 진입
4. ATR 2 이상일때만 진입
5. 진입후 고점대비 5포인트 이상 하락시 1/2(절반) 익절
1,2,3,4,5번 모두 최적화를 위해 input에 넣어주세요
감사합니다.
# KOSPI 선물 10분봉
input: 당일진입횟수(3);
Input: chkP(3), reChkP(10), stopChk(20);
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);
}
답변 1
예스스탁 예스스탁 답변
2025-06-05 13:28:48
안녕하세요
예스스탁입니다.
# KOSPI 선물 10분봉
input : 당일진입횟수(3);
Input : chkP(3), reChkP(10), stopChk(20);
input : P(20),RSIP(9),Short(12),long(26),sig(9),AtrPeriod(14);
input : 되돌림(5),분할수량(50);
var: HH(0), LL(0), BS(0), SS(0);
var: dayChk(0);
var : TotalCount(0),PreDay(0),DayEntry(0);
var : mav(0),R(0),mc(0),ms(0),A(0);
mav = ma(c,P);
R = RSI(RSIP);
MC = MACD(short,long);
MS = Ema(MC,sig);
A = ATR(AtrPeriod);
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 {
if c > mav and R > 50 and MC > MS and A >= 2 Then
Buy("B1", AtStop, HH);
if c < mav and R < 50 and MC < MS and A >= 2 Then
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
{
if c > mav and R > 50 and MC > MS and A >= 2 Then
Buy("B2", AtStop, HH);
if c < mav and R < 50 and MC < MS and A >= 2 Then
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 CurrentContracts == MaxContracts Then
ExitLong("bx",AtStop,highest(H,BarsSinceEntry)-되돌림,"",Floor(MaxContracts*(분할수량/100)),1);
}
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);
if CurrentContracts == MaxContracts Then
ExitShort("sx",AtStop,lowest(L,BarsSinceEntry)+되돌림,"",Floor(MaxContracts*(분할수량/100)),1);
}
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);
}
즐거운 하루되세요
> 가자아이 님이 쓴 글입니다.
> 제목 : 문의 드립니다.
> 안녕하세요
항상 감사드립니다.
아래의 서식에서 추가 서식 부탁드립니다.
*진입조건추가
1. 이동평균선(20일) 위에서는 매수, 아래에서는 매도 만 진입
2. RSI(9) 50이상일때 매수 진입, 50이하일때 매도 만 진입
3. MACD 라인이 시그널라인 위에 있을때 매수, 아래에 있을때 매도 진입
4. ATR 2 이상일때만 진입
5. 진입후 고점대비 5포인트 이상 하락시 1/2(절반) 익절
1,2,3,4,5번 모두 최적화를 위해 input에 넣어주세요
감사합니다.
# KOSPI 선물 10분봉
input: 당일진입횟수(3);
Input: chkP(3), reChkP(10), stopChk(20);
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);
}
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