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data2. 와. data3.

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2013-05-21 10:22:46
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안녕하세요 질문. 1 아래. 식을. 변경하려구합니다 방법은. data2. 와. data3. 을. 넣어서 만들어주십시요. 감사^^ #####. 보기 안녕하세요. 한수식에&#160;다중&#160;최대수익대비하락을&#160;표현하려합니다. 최대수익대비하락에&#160;대해서&#160;수식작성예제의&#160;강제청산항목을&#160;살펴보았습니다. 10%벌고&#160;5%하락,&#160;즉,&#160;10%&#160;번수익이&#160;반토막&#160;날때청산하는&#160;경우를&#160;예시되어있더군요. 아래에&#160;옮겨놨습니다.&#160;&#160;&#160;그런데&#160;&#160;최대수익대비하락&#160;상황이&#160;한가지일경우인&#160;것으로 보입니다.) 여기에&#160;추가하여,&#160;아래에&#160;있는&#160;10%벌고&#160;5%손실이&#160;날때&#160;청산하는&#160;아래의&#160;강제청산식에&#160;최대수익대비하락경우&#160;한가지를&#160;더&#160;첨가하고&#160;싶습니다.&#160;즉,&#160;20%벌고&#160;10%손실(반토막)이&#160;날때도&#160;강제청산으로&#160;추가하고&#160;싶습니다.&#160; 즉,&#160;식은&#160;하나지만&#160;다른&#160;수익레벨에서의&#160;강제청산&#160;2가지를&#160;원합니다. 참고로,&#160;SetstopTrailing으로&#160;표현하면&#160;예를들어.. if&#160;c&#160;>&#160;entryprice()*1.08&#160;then&#160;setstoptrailing(50,20,Percent,0); if&#160;c&#160;<&#160;entryprice()*1.08&#160;then&#160;setstoptrailing(50,10,Percent,0); 이런식으로&#160;된다할&#160;때&#160;원래&#160;특별한&#160;조건없으면&#160;앞식은&#160;무효가&#160;되지만 조건을&#160;달아서&#160;&#160;윗식은&#160;둘다&#160;유효로&#160;나오게됩니다.&#160;&#160;기존에&#160;잘&#160;써오던&#160;것을 수식으로&#160;표현하려는&#160;것이지요. 즉,&#160;(많은&#160;수익후의&#160;최대수익대비하락)과&#160;(적은&#160;수익후의&#160;최대수익대비하락)을 동시에&#160;구현하려합니다. 윗식은&#160;참고용이고,&#160;&#160;아래&#160;원문에&#160;20%수익후&#160;10%손실일때&#160;최대수익대비하락을 &#160;추가하여&#160;살짝&#160;고쳐서&#160;알려주시면&#160;감사하겠습니다. 홈페이지에&#160;있는&#160;최대수익대비하락&#160;&#160;[시스템식]예문 ########################################################## input&#160;:&#160;shortP(5),&#160;longP(20),&#160;수익1(10),&#160;손실1(5); var&#160;&#160;&#160;:&#160;단기이평(0),&#160;장기이평(0),&#160;buyVal(0),&#160;sellVal(0); 단기이평&#160;=&#160;ma(C,&#160;shortP);&#160; 장기이평&#160;=&#160;ma(C,&#160;longP); ###&#160;매수식 if&#160;crossup(단기이평,&#160;장기이평)&#160;and&#160;marketposition()&#160;!=&#160;1&#160;then&#160;{ &#160;&#160;&#160;&#160;&#160;&#160;buy(); &#160;&#160;&#160;&#160;&#160;&#160;var1&#160;=&#160;0; } &#160;&#160;&#160;&#160;&#160;&#160; ###&#160;최대수익&#160;대비&#160;하락&#160;(10%&#160;수익후&#160;5%&#160;손실시) if&#160;marketposition()&#160;==&#160;1&#160;and&#160;C&#160;>&#160;entryprice(0)&#160;*&#160;(1&#160;+&#160;수익1/100)&#160;&#160;then&#160;{&#160;&#160; &#160;&#160;&#160;&#160;&#160;&#160;var1&#160;=&#160;1; &#160;&#160;&#160;&#160;buyVal&#160;=&#160;C;&#160; } if&#160;var1&#160;==&#160;1&#160;then&#160;{ &#160;&#160;&#160;&#160;if&#160;C&#160;<&#160;buyVal&#160;*&#160;(1&#160;-&#160;손실1/100)&#160;then&#160;&#160; &#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;exitlong("TrailingStop(매수)"); } ###&#160;매도식&#160;&#160;&#160; if&#160;crossdown(단기이평,&#160;장기이평)&#160;and&#160;marketposition()&#160;!=&#160;-1&#160;then&#160;{ &#160;&#160;&#160;&#160;&#160;&#160;sell(); &#160;&#160;&#160;&#160;&#160;&#160;var2&#160;=&#160;0; } &#160;&#160;&#160;&#160;&#160;&#160; ###&#160;최대수익&#160;대비&#160;하락&#160;(10%&#160;수익후&#160;5%&#160;손실시) if&#160;marketposition()&#160;==&#160;-1&#160;and&#160;C&#160;<&#160;entryprice(0)&#160;*&#160;(1&#160;-&#160;수익1/100)&#160;&#160;then&#160;{&#160;//문장4&#160; &#160;&#160;&#160;&#160;&#160;&#160;var2&#160;=&#160;-1; &#160;&#160;&#160;&#160;&#160;&#160;sellVal&#160;=&#160;C;&#160;//문장5&#160; } if&#160;var2&#160;==&#160;-1&#160;then&#160;{ &#160;&#160;&#160;&#160;if&#160;C&#160;>&#160;sellVal&#160;*&#160;(1&#160;+&#160;손실1/100)&#160;then&#160;//문장6&#160; &#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;exitshort("TrailingStop(매도)"); } [문장설명] 문장1:&#160;진입가격대비&#160;10%&#160;수익 문장2:&#160;진입가격대비&#160;10%&#160;수익날&#160;때의&#160;종가를&#160;저장 문장3:&#160;진입후&#160;10%&#160;수익난&#160;이후&#160;5%&#160;하락하면&#160;청산 문장4:&#160;진입가격대비&#160;10%&#160;수익 문장5:&#160;진입가격대비&#160;10%&#160;수익날&#160;때의&#160;종가를&#160;저장 문장6:&#160;진입후&#160;10%&#160;수익난&#160;이후&#160;5%&#160;하락하면&#160;청산&#160; 수고하세요.
시스템
답변 1
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예스스탁 예스스탁 답변

2013-05-21 14:30:50

안녕하세요 예스스탁입니다. 1. input : shortP(5), longP(20), 수익1(10), 손실1(5); var : 단기이평(0,data2), 장기이평(0,data2); var : buyVal(0,data1), sellVal(0,data1),PP(0,data1),d2c(0,data1); 단기이평 = data2(ma(C, shortP)); 장기이평 = data2(ma(C, longP)); d2c = data2(c); ### 매수식 if crossup(단기이평, 장기이평) and marketposition() != 1 then { buy(); pp = 0; } ### 최대수익 대비 하락 (10% 수익후 5% 손실시) if marketposition() == 1 and d2c > d2c[BarsSinceEntry] * (1 + 수익1/100) then { pp = 1; buyVal = d2c; } if pp == 1 then { if d2c < buyVal * (1 - 손실1/100) then exitlong("TrailingStop(매수)"); } ### 매도식 if crossdown(단기이평, 장기이평) and marketposition() != -1 then { sell(); pp = 0; } ### 최대수익 대비 하락 (10% 수익후 5% 손실시) if marketposition() == -1 and d2c < d2c[BarsSinceEntry] * (1 - 수익1/100) then { pp = -1; sellVal = d2c; } if pp == -1 then { if d2c > sellVal * (1 + 손실1/100) then //문장6 exitshort("TrailingStop(매도)"); } 2. input : shortP(5), longP(20), 수익1(10), 손실1(5); var : 단기이평(0,data3), 장기이평(0,data3); var : buyVal(0,data1), sellVal(0,data1),PP(0,data1),d3c(0,data1); 단기이평 = data3(ma(C, shortP)); 장기이평 = data3(ma(C, longP)); d3c = data3(c); ### 매수식 if crossup(단기이평, 장기이평) and marketposition() != 1 then { buy(); pp = 0; } ### 최대수익 대비 하락 (10% 수익후 5% 손실시) if marketposition() == 1 and d3c > d3c[BarsSinceEntry] * (1 + 수익1/100) then { pp = 1; buyVal = d3c; } if pp == 1 then { if d3c < buyVal * (1 - 손실1/100) then exitlong("TrailingStop(매수)"); } ### 매도식 if crossdown(단기이평, 장기이평) and marketposition() != -1 then { sell(); pp = 0; } ### 최대수익 대비 하락 (10% 수익후 5% 손실시) if marketposition() == -1 and d3c < d3c[BarsSinceEntry] * (1 - 수익1/100) then { pp = -1; sellVal = d3c; } if pp == -1 then { if d3c > sellVal * (1 + 손실1/100) then //문장6 exitshort("TrailingStop(매도)"); } 즐거운 하루되세요 > yang오뚜기 님이 쓴 글입니다. > 제목 : data2. 와. data3. > 안녕하세요 질문. 1 아래. 식을. 변경하려구합니다 방법은. data2. 와. data3. 을. 넣어서 만들어주십시요. 감사^^ #####. 보기 안녕하세요. 한수식에&nbsp;다중&nbsp;최대수익대비하락을&nbsp;표현하려합니다. 최대수익대비하락에&nbsp;대해서&nbsp;수식작성예제의&nbsp;강제청산항목을&nbsp;살펴보았습니다. 10%벌고&nbsp;5%하락,&nbsp;즉,&nbsp;10%&nbsp;번수익이&nbsp;반토막&nbsp;날때청산하는&nbsp;경우를&nbsp;예시되어있더군요. 아래에&nbsp;옮겨놨습니다.&nbsp;&nbsp;&nbsp;그런데&nbsp;&nbsp;최대수익대비하락&nbsp;상황이&nbsp;한가지일경우인&nbsp;것으로 보입니다.) 여기에&nbsp;추가하여,&nbsp;아래에&nbsp;있는&nbsp;10%벌고&nbsp;5%손실이&nbsp;날때&nbsp;청산하는&nbsp;아래의&nbsp;강제청산식에&nbsp;최대수익대비하락경우&nbsp;한가지를&nbsp;더&nbsp;첨가하고&nbsp;싶습니다.&nbsp;즉,&nbsp;20%벌고&nbsp;10%손실(반토막)이&nbsp;날때도&nbsp;강제청산으로&nbsp;추가하고&nbsp;싶습니다.&nbsp; 즉,&nbsp;식은&nbsp;하나지만&nbsp;다른&nbsp;수익레벨에서의&nbsp;강제청산&nbsp;2가지를&nbsp;원합니다. 참고로,&nbsp;SetstopTrailing으로&nbsp;표현하면&nbsp;예를들어.. if&nbsp;c&nbsp;>&nbsp;entryprice()*1.08&nbsp;then&nbsp;setstoptrailing(50,20,Percent,0); if&nbsp;c&nbsp;<&nbsp;entryprice()*1.08&nbsp;then&nbsp;setstoptrailing(50,10,Percent,0); 이런식으로&nbsp;된다할&nbsp;때&nbsp;원래&nbsp;특별한&nbsp;조건없으면&nbsp;앞식은&nbsp;무효가&nbsp;되지만 조건을&nbsp;달아서&nbsp;&nbsp;윗식은&nbsp;둘다&nbsp;유효로&nbsp;나오게됩니다.&nbsp;&nbsp;기존에&nbsp;잘&nbsp;써오던&nbsp;것을 수식으로&nbsp;표현하려는&nbsp;것이지요. 즉,&nbsp;(많은&nbsp;수익후의&nbsp;최대수익대비하락)과&nbsp;(적은&nbsp;수익후의&nbsp;최대수익대비하락)을 동시에&nbsp;구현하려합니다. 윗식은&nbsp;참고용이고,&nbsp;&nbsp;아래&nbsp;원문에&nbsp;20%수익후&nbsp;10%손실일때&nbsp;최대수익대비하락을 &nbsp;추가하여&nbsp;살짝&nbsp;고쳐서&nbsp;알려주시면&nbsp;감사하겠습니다. 홈페이지에&nbsp;있는&nbsp;최대수익대비하락&nbsp;&nbsp;[시스템식]예문 ########################################################## input&nbsp;:&nbsp;shortP(5),&nbsp;longP(20),&nbsp;수익1(10),&nbsp;손실1(5); var&nbsp;&nbsp;&nbsp;:&nbsp;단기이평(0),&nbsp;장기이평(0),&nbsp;buyVal(0),&nbsp;sellVal(0); 단기이평&nbsp;=&nbsp;ma(C,&nbsp;shortP);&nbsp; 장기이평&nbsp;=&nbsp;ma(C,&nbsp;longP); ###&nbsp;매수식 if&nbsp;crossup(단기이평,&nbsp;장기이평)&nbsp;and&nbsp;marketposition()&nbsp;!=&nbsp;1&nbsp;then&nbsp;{ &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;buy(); &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;var1&nbsp;=&nbsp;0; } &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ###&nbsp;최대수익&nbsp;대비&nbsp;하락&nbsp;(10%&nbsp;수익후&nbsp;5%&nbsp;손실시) if&nbsp;marketposition()&nbsp;==&nbsp;1&nbsp;and&nbsp;C&nbsp;>&nbsp;entryprice(0)&nbsp;*&nbsp;(1&nbsp;+&nbsp;수익1/100)&nbsp;&nbsp;then&nbsp;{&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;var1&nbsp;=&nbsp;1; &nbsp;&nbsp;&nbsp;&nbsp;buyVal&nbsp;=&nbsp;C;&nbsp; } if&nbsp;var1&nbsp;==&nbsp;1&nbsp;then&nbsp;{ &nbsp;&nbsp;&nbsp;&nbsp;if&nbsp;C&nbsp;<&nbsp;buyVal&nbsp;*&nbsp;(1&nbsp;-&nbsp;손실1/100)&nbsp;then&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;exitlong("TrailingStop(매수)"); } ###&nbsp;매도식&nbsp;&nbsp;&nbsp; if&nbsp;crossdown(단기이평,&nbsp;장기이평)&nbsp;and&nbsp;marketposition()&nbsp;!=&nbsp;-1&nbsp;then&nbsp;{ &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;sell(); &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;var2&nbsp;=&nbsp;0; } &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ###&nbsp;최대수익&nbsp;대비&nbsp;하락&nbsp;(10%&nbsp;수익후&nbsp;5%&nbsp;손실시) if&nbsp;marketposition()&nbsp;==&nbsp;-1&nbsp;and&nbsp;C&nbsp;<&nbsp;entryprice(0)&nbsp;*&nbsp;(1&nbsp;-&nbsp;수익1/100)&nbsp;&nbsp;then&nbsp;{&nbsp;//문장4&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;var2&nbsp;=&nbsp;-1; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;sellVal&nbsp;=&nbsp;C;&nbsp;//문장5&nbsp; } if&nbsp;var2&nbsp;==&nbsp;-1&nbsp;then&nbsp;{ &nbsp;&nbsp;&nbsp;&nbsp;if&nbsp;C&nbsp;>&nbsp;sellVal&nbsp;*&nbsp;(1&nbsp;+&nbsp;손실1/100)&nbsp;then&nbsp;//문장6&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;exitshort("TrailingStop(매도)"); } [문장설명] 문장1:&nbsp;진입가격대비&nbsp;10%&nbsp;수익 문장2:&nbsp;진입가격대비&nbsp;10%&nbsp;수익날&nbsp;때의&nbsp;종가를&nbsp;저장 문장3:&nbsp;진입후&nbsp;10%&nbsp;수익난&nbsp;이후&nbsp;5%&nbsp;하락하면&nbsp;청산 문장4:&nbsp;진입가격대비&nbsp;10%&nbsp;수익 문장5:&nbsp;진입가격대비&nbsp;10%&nbsp;수익날&nbsp;때의&nbsp;종가를&nbsp;저장 문장6:&nbsp;진입후&nbsp;10%&nbsp;수익난&nbsp;이후&nbsp;5%&nbsp;하락하면&nbsp;청산&nbsp; 수고하세요.