안녕하세요 예스스탁입니다. 최근 N개의 거래동안의 값을 리턴합니다. input : N(100); var : cnt(0),cnt_03(0),cnt_09(0),cnt_20(0); var : Bcond1(false),Bcond2(false),Bcond3(false),BEntryVol(0); var : Scond1(false),Scond2(false),Scond3(false),SEntryVol(0); var : DOpen(0); cnt_03 = 0; cnt_09 = 0; cnt_20 = 0; for cnt = 1 to N{ if MaxPositionProfit(cnt) >= 0.3 Then cnt_03 = cnt_03+1; if MaxPositionProfit(cnt) >= 0.9 Then cnt_09 = cnt_09+1; if MaxPositionProfit(cnt) >= 2.0 Then cnt_20 = cnt_20+1; } if stime == 161500 or (stime > 161500 and stime[1] < 161500) Then{ DOpen = O; Bcond1 = false; Bcond2 = false; Bcond3 = false; Scond1 = false; Scond2 = false; Scond3 = false; } if MarketPosition == 1 Then{ if highest(H,BarsSinceEntry) >= EntryPrice+0.3 Then Bcond1 = true; if highest(H,BarsSinceEntry) >= EntryPrice+0.9 Then Bcond2 = true; if highest(H,BarsSinceEntry) >= EntryPrice+2.0 Then Bcond3 = true; } if MarketPosition == -1 Then{ if Lowest(L,BarsSinceEntry) <= EntryPrice-0.3 Then Scond1 = true; if Lowest(L,BarsSinceEntry) <= EntryPrice-0.9 Then Scond2 = true; if Lowest(L,BarsSinceEntry) <= EntryPrice-2.0 Then Scond3 = true; } if Bcond1 == false and Bcond2 == false and Bcond3 == false Then BEntryVol = 10; if Bcond1 == true and Bcond2 == false and Bcond3 == false Then BEntryVol = 8; if Bcond1 == true and Bcond2 == true and Bcond3 == false Then BEntryVol = 3; if Bcond1 == true and Bcond2 == true and Bcond3 == true Then BEntryVol = 0; if Scond1 == false and Scond2 == false and Scond3 == false Then SEntryVol = 10; if Scond1 == true and Scond2 == false and Scond3 == false Then SEntryVol = 8; if Scond1 == true and Scond2 == true and Scond3 == false Then SEntryVol = 3; if Scond1 == true and Scond2 == true and Scond3 == true Then SEntryVol = 0; if MarketPosition <= 0 and crossup(c,DOpen) Then buy("b",OnClose,def,BEntryVol); if MarketPosition == 1 Then{ if Bcond1 == false Then ExitLong("bx1",atlimit,EntryPrice+0.3,"",2,1); if Bcond2 == false Then ExitLong("bx2",atlimit,EntryPrice+0.9,"",5,1); if Bcond3 == false Then ExitLong("bx3",atlimit,EntryPrice+2.0,"",3,1); } if MarketPosition != 1 Then{ if Bcond1 == false Then ExitLong("bx11",atlimit,C+0.3,"",2,1); if Bcond2 == false Then ExitLong("bx12",atlimit,C+0.9,"",5,1); if Bcond3 == false Then ExitLong("bx13",atlimit,C+2.0,"",3,1); } if MarketPosition >= 0 and CrossDown(C,DOpen) Then sell("s",OnClose,def,SentryVol); if MarketPosition == -1 Then{ if Scond1 == false Then ExitShort("sx1",atlimit,EntryPrice-0.3,"",2,1); if Scond2 == false Then ExitShort("sx2",atlimit,EntryPrice-0.9,"",5,1); if Scond3 == false Then ExitShort("sx3",atlimit,EntryPrice-2.0,"",3,1); } if MarketPosition != -1 Then{ if Scond1 == false Then ExitShort("sx11",atlimit,c-0.3,"",2,1); if Scond2 == false Then ExitShort("sx12",atlimit,c-0.9,"",5,1); if Scond3 == false Then ExitShort("sx13",atlimit,c-2.0,"",3,1); } #당일청산 if stime == 160000 or (stime > 160000 and stime[1] < 160000) Then{ ExitLong(); ExitShort(); } MessageLog("0.3 %.f 0.9 %.f 2.0 %.f",cnt_03,cnt_09,cnt_20); 즐거운 하루되세요 > 데몬 님이 쓴 글입니다. > 제목 : 지표 문의 > 안녕하세요, 아래 전략을 지표로 만들고 싶습니다. 매수든 매도든 한번 진입했다가 청산되는것을 '1거래'라고 하겟습니다. 제가 만들고 싶은 지표는 그래프로 나타나는 것은 아니고 단순히 Count 결과를 messageLog 등을 통해 추출하고 싶은 것입니다. 지표 내용 : 지난 100거래 혹은 1000거래 동안 1거래의 max값의 count 변수정의 : cnt_0.3 / cnt_0.9 / cnt_2.0 예를 들어 1번째 거래가 매수로 들어가서 0.5 까지 올라갔다면 cnt_0.3 = cnt_0.3 + 1 ; 입니다 2번째 거래가 매수로 들어가서 1.2 까지 올라갔다면 cnt_0.3 = cnt_0.3 + 1; cnt_0.9 = cnt_0.9 + 1; 입니다. 즉, 1거래동안 최대값에 이르는동안 0.3 / 0.9 / 2.0 등 구간을 거치는 것은 모두 1씩 카운트 하는 것입니다.. 마지막 예) 오늘 시가 50에서 시작하여 50 -> 50.5 -> 50 -> 50.4 -> 50 -> 51 -> 53 -> 50 -> 51(장종료) 으로 변동했다면 거래는 총 4회가 이루어졌고 cnt_0.3 = 4 cnt_0.9 = 2 cnt_2.0 = 1 전략과 마찬가지로 새로운 날이 열리면 기준시가는 변경됩니다. 이런 결과가 MessageLog 를 통해 도출되면 좋겠습니다 정말 감사합니다... (_ _);; ================== var : Bcond1(false),Bcond2(false),Bcond3(false),BEntryVol(0); var : Scond1(false),Scond2(false),Scond3(false),SEntryVol(0); var : DOpen(0); if stime == 161500 or (stime > 161500 and stime[1] < 161500) Then{ DOpen = O; Bcond1 = false; Bcond2 = false; Bcond3 = false; Scond1 = false; Scond2 = false; Scond3 = false; } if MarketPosition == 1 Then{ if highest(H,BarsSinceEntry) >= EntryPrice+0.3 Then Bcond1 = true; if highest(H,BarsSinceEntry) >= EntryPrice+0.9 Then Bcond2 = true; if highest(H,BarsSinceEntry) >= EntryPrice+2.0 Then Bcond3 = true; } if MarketPosition == -1 Then{ if Lowest(L,BarsSinceEntry) <= EntryPrice-0.3 Then Scond1 = true; if Lowest(L,BarsSinceEntry) <= EntryPrice-0.9 Then Scond2 = true; if Lowest(L,BarsSinceEntry) <= EntryPrice-2.0 Then Scond3 = true; } if Bcond1 == false and Bcond2 == false and Bcond3 == false Then BEntryVol = 10; if Bcond1 == true and Bcond2 == false and Bcond3 == false Then BEntryVol = 8; if Bcond1 == true and Bcond2 == true and Bcond3 == false Then BEntryVol = 3; if Bcond1 == true and Bcond2 == true and Bcond3 == true Then BEntryVol = 0; if Scond1 == false and Scond2 == false and Scond3 == false Then SEntryVol = 10; if Scond1 == true and Scond2 == false and Scond3 == false Then SEntryVol = 8; if Scond1 == true and Scond2 == true and Scond3 == false Then SEntryVol = 3; if Scond1 == true and Scond2 == true and Scond3 == true Then SEntryVol = 0; if MarketPosition <= 0 and crossup(c,DOpen) Then buy("b",OnClose,def,BEntryVol); if MarketPosition == 1 Then{ if Bcond1 == false Then ExitLong("bx1",atlimit,EntryPrice+0.3,"",2,1); if Bcond2 == false Then ExitLong("bx2",atlimit,EntryPrice+0.9,"",5,1); if Bcond3 == false Then ExitLong("bx3",atlimit,EntryPrice+2.0,"",3,1); } if MarketPosition != 1 Then{ if Bcond1 == false Then ExitLong("bx11",atlimit,C+0.3,"",2,1); if Bcond2 == false Then ExitLong("bx12",atlimit,C+0.9,"",5,1); if Bcond3 == false Then ExitLong("bx13",atlimit,C+2.0,"",3,1); } if MarketPosition >= 0 and CrossDown(C,DOpen) Then sell("s",OnClose,def,SentryVol); if MarketPosition == -1 Then{ if Scond1 == false Then ExitShort("sx1",atlimit,EntryPrice-0.3,"",2,1); if Scond2 == false Then ExitShort("sx2",atlimit,EntryPrice-0.9,"",5,1); if Scond3 == false Then ExitShort("sx3",atlimit,EntryPrice-2.0,"",3,1); } if MarketPosition != -1 Then{ if Scond1 == false Then ExitShort("sx11",atlimit,c-0.3,"",2,1); if Scond2 == false Then ExitShort("sx12",atlimit,c-0.9,"",5,1); if Scond3 == false Then ExitShort("sx13",atlimit,c-2.0,"",3,1); } #당일청산 if stime == 160000 or (stime > 160000 and stime[1] < 160000) Then{ ExitLong(); ExitShort(); }