커뮤니티
ETF 거래시스템(필명:님의침묵)
2009-12-28 22:43:34
705
글번호 27030
물타기수식인데 현물종목에서는 작동을 하는데,
ETF 에서는 거래가 없이 작동을 안하네요.
왜 그러죠?
if CodeCategory == 1 Then{
var1 = int(int(1000000/C)/10)*10;
var2 = int(int(2000000/C)/10)*10;
var3 = int(int(4000000/C)/10)*10;
}
if CodeCategory == 2 Then{
var1 = int(1000000/C);
var2 = int(2000000/C);
var3 = int(4000000/C);
}
if CodeCategory == 6 Then{
var1 = int(1000000/(C*100000));
var2 = int(2000000/(C*100000));
var3 = int(4000000/(C*100000));
}
if stime >= 090000 and stime <= 130000 and
MarketPosition == 0 and CurrentEntries == 0 Then
buy("b1",AtLimit,DayClose(1)*(1-0.5/100),var1);
if stime >= 090000 and stime <= 130000 and
MarketPosition == 1 and CurrentEntries == 1 Then
buy("b2",AtLimit,DayClose(1)*0.98,var2);
if stime >= 090000 and stime <= 130000 and
MarketPosition == 1 and CurrentEntries == 2 Then
buy("b3",AtLimit,DayClose(1)*0.97,var3);
if MarketPosition == 1 Then
exitlong("bx",atlimit,AvgEntryPrice*1.01);
답변 1
예스스탁 예스스탁 답변
2009-12-29 09:00:48
안녕하세요
예스스탁입니다.
수량계산식이 거래소 코스닥 옵션만을 염두에 두고 작성해서
etf가 설정되지 않았습니다.
if CodeCategory == 1 Then{
var1 = int(int(1000000/C)/10)*10;
var2 = int(int(2000000/C)/10)*10;
var3 = int(int(4000000/C)/10)*10;
}
if CodeCategory == 2 or CodeCategory == 8 Then{
var1 = int(1000000/C);
var2 = int(2000000/C);
var3 = int(4000000/C);
}
if CodeCategory == 6 Then{
var1 = int(1000000/(C*100000));
var2 = int(2000000/(C*100000));
var3 = int(4000000/(C*100000));
}
if stime >= 090000 and stime <= 130000 and
MarketPosition == 0 and CurrentEntries == 0 Then
buy("b1",AtLimit,DayClose(1)*(1-0.5/100),var1);
if stime >= 090000 and stime <= 130000 and
MarketPosition == 1 and CurrentEntries == 1 Then
buy("b2",AtLimit,DayClose(1)*0.98,var2);
if stime >= 090000 and stime <= 130000 and
MarketPosition == 1 and CurrentEntries == 2 Then
buy("b3",AtLimit,DayClose(1)*0.97,var3);
if MarketPosition == 1 Then
exitlong("bx",atlimit,AvgEntryPrice*1.01);
즐거운 하루되세요
> HI_coco 님이 쓴 글입니다.
> 제목 : ETF 거래시스템(필명:님의침묵)
> 물타기수식인데 현물종목에서는 작동을 하는데,
ETF 에서는 거래가 없이 작동을 안하네요.
왜 그러죠?
if CodeCategory == 1 Then{
var1 = int(int(1000000/C)/10)*10;
var2 = int(int(2000000/C)/10)*10;
var3 = int(int(4000000/C)/10)*10;
}
if CodeCategory == 2 Then{
var1 = int(1000000/C);
var2 = int(2000000/C);
var3 = int(4000000/C);
}
if CodeCategory == 6 Then{
var1 = int(1000000/(C*100000));
var2 = int(2000000/(C*100000));
var3 = int(4000000/(C*100000));
}
if stime >= 090000 and stime <= 130000 and
MarketPosition == 0 and CurrentEntries == 0 Then
buy("b1",AtLimit,DayClose(1)*(1-0.5/100),var1);
if stime >= 090000 and stime <= 130000 and
MarketPosition == 1 and CurrentEntries == 1 Then
buy("b2",AtLimit,DayClose(1)*0.98,var2);
if stime >= 090000 and stime <= 130000 and
MarketPosition == 1 and CurrentEntries == 2 Then
buy("b3",AtLimit,DayClose(1)*0.97,var3);
if MarketPosition == 1 Then
exitlong("bx",atlimit,AvgEntryPrice*1.01);
다음글
이전글