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ETF 거래시스템(필명:님의침묵)

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회원
2009-12-28 22:43:34
705
글번호 27030
답변완료
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);
시스템
답변 1
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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);