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문의요
2013-06-12 01:55:32
223
글번호 64233
Input : Vol(0);
//ma2
Input : maPeriod2(20);
var : MAv2(0);
MAv2 = ma(C,maPeriod2);
//ma4
Input : ma청산(20);
var : MAv5(0);
MAv5 = ma(C,ma청산);
//RSI
Input : rsiPeriod(4);
var : RSV(0);
RSV = RSI(rsiPeriod);
//MACD
Input : shortPeriod(12), longPeriod(26),단기(1),장기(2);
Var : MACDv(0), MACDsig1(0),macdsig2(0) ;
MACDv = MACD(shortPeriod, longPeriod);
MACDsig1 = ema(MACDv,단기);
MACDsig2 = ema(MACDv,장기);
if stime >= 180000 or stime < 030000 Then{
if V > Vol
&& crossup(c,MAv2)
&& RSV > 60
&& MACDsig1 > MACDsig2
Then
{
Buy("Buy", OnClose, DEF,2);
}
if V > Vol
&& crossdown(C,MAv2)
&& RSV < 40
&& MACDsig1 < MACDsig2
Then
{
sell ("Sell", OnClose, DEF,2);
}
//매수청산
if C < MAv5
Then
ExitLong ("ExitLong");
//매도청산
if C > MAv5
Then
ExitShort ("ExitShort");
}
if MarketPosition == 1 and CurrentContracts == MaxContracts Then
ExitLong("bx",AtStop,EntryPrice-PriceScale*3,"",1,1);
if MarketPosition == -1 and CurrentContracts == MaxContracts Then
ExitShort("sx",AtStop,EntryPrice+PriceScale*3,"",1,1);
2계약 진입후 한계약 +-5틱시 청산인데 청산이 안나오는듯해서요
답변 1
예스스탁 예스스탁 답변
2013-06-12 10:17:03
안녕하세요
예스스탁입니다.
해당 청산식 정상적으로 신호가 발생하고 있습니다.
손절만 설정이 되어 있어 익절도 추가했습니다.
Input : Vol(0);
//ma2
Input : maPeriod2(20);
var : MAv2(0);
MAv2 = ma(C,maPeriod2);
//ma4
Input : ma청산(20);
var : MAv5(0);
MAv5 = ma(C,ma청산);
//RSI
Input : rsiPeriod(4);
var : RSV(0);
RSV = RSI(rsiPeriod);
//MACD
Input : shortPeriod(12), longPeriod(26),단기(1),장기(2);
Var : MACDv(0), MACDsig1(0),macdsig2(0) ;
MACDv = MACD(shortPeriod, longPeriod);
MACDsig1 = ema(MACDv,단기);
MACDsig2 = ema(MACDv,장기);
if stime >= 180000 or stime < 030000 Then{
if V > Vol
&& crossup(c,MAv2)
&& RSV > 60
&& MACDsig1 > MACDsig2
Then
{
Buy("Buy", OnClose, DEF,2);
}
if V > Vol
&& crossdown(C,MAv2)
&& RSV < 40
&& MACDsig1 < MACDsig2
Then
{
sell ("Sell", OnClose, DEF,2);
}
//매수청산
if C < MAv5
Then
ExitLong ("ExitLong");
//매도청산
if C > MAv5
Then
ExitShort ("ExitShort");
}
if MarketPosition == 1 and CurrentContracts == MaxContracts Then{
ExitLong("BL",AtStop,EntryPrice-PriceScale*5,"",1,1);
ExitLong("BP",AtLimit,EntryPrice+PriceScale*5,"",1,1);
}
if MarketPosition == -1 and CurrentContracts == MaxContracts Then{
ExitShort("SL",AtStop,EntryPrice+PriceScale*5,"",1,1);
ExitShort("SP",AtLimit,EntryPrice-PriceScale*5,"",1,1);
}
즐거운 하루되세요
> 나인밸류 님이 쓴 글입니다.
> 제목 : 문의요
> Input : Vol(0);
//ma2
Input : maPeriod2(20);
var : MAv2(0);
MAv2 = ma(C,maPeriod2);
//ma4
Input : ma청산(20);
var : MAv5(0);
MAv5 = ma(C,ma청산);
//RSI
Input : rsiPeriod(4);
var : RSV(0);
RSV = RSI(rsiPeriod);
//MACD
Input : shortPeriod(12), longPeriod(26),단기(1),장기(2);
Var : MACDv(0), MACDsig1(0),macdsig2(0) ;
MACDv = MACD(shortPeriod, longPeriod);
MACDsig1 = ema(MACDv,단기);
MACDsig2 = ema(MACDv,장기);
if stime >= 180000 or stime < 030000 Then{
if V > Vol
&& crossup(c,MAv2)
&& RSV > 60
&& MACDsig1 > MACDsig2
Then
{
Buy("Buy", OnClose, DEF,2);
}
if V > Vol
&& crossdown(C,MAv2)
&& RSV < 40
&& MACDsig1 < MACDsig2
Then
{
sell ("Sell", OnClose, DEF,2);
}
//매수청산
if C < MAv5
Then
ExitLong ("ExitLong");
//매도청산
if C > MAv5
Then
ExitShort ("ExitShort");
}
if MarketPosition == 1 and CurrentContracts == MaxContracts Then
ExitLong("bx",AtStop,EntryPrice-PriceScale*3,"",1,1);
if MarketPosition == -1 and CurrentContracts == MaxContracts Then
ExitShort("sx",AtStop,EntryPrice+PriceScale*3,"",1,1);
2계약 진입후 한계약 +-5틱시 청산인데 청산이 안나오는듯해서요