커뮤니티
문의 드립니다
2013-07-15 17:59:07
150
글번호 65353
감사합니다.
답변 1
예스스탁 예스스탁 답변
2013-07-15 17:46:56
안녕하세요
예스스탁입니다.
1.
var : VV(0),va2(0),va3(0);
if MarketPosition == 0 and VV < 0 Then{
sell("s",OnClose,def,abs(vv));
var1 = VV;
}
if MarketPosition == -1 Then{
if VV <= var1-2 and VV < 0 Then{
var1 = VV;
Sell("ss",OnClose,def,abs(vv)-CurrentContracts);
}
if VV >= var1+2 and VV < 0 Then{
var1 = VV;
ExitShort("sx",OnClose,def,"",CurrentContracts-abs(vv),1);
}
if VV >= 0 Then
ExitShort();
}
va2 = date - int(date/100)*100;
va3 = DayOfWeek(date);
#옵션 만기일
if va2 >= 8 and va2 <= 14 and va3 == 4 then
SetStopEndofday(144000);
Else
SetStopEndofday(150000);
2.
var : VV(0),va2(0),va3(0);
if MarketPosition == 0 and VV < 0 Then{
sell("s",OnClose,def,abs(vv));
var1 = VV;
}
if MarketPosition == -1 Then{
if VV <= var1-2 and VV < 0 Then{
var1 = VV;
Sell("ss",OnClose,def,abs(vv)-CurrentContracts);
}
if VV >= var1+2 and VV < 0 Then{
var1 = VV;
ExitShort("sx",OnClose,def,"",CurrentContracts-abs(vv),1);
}
if VV >= 0 Then
ExitShort();
}
if MarketPosition == 0 and VV > 0 Then{
Buy("b",OnClose,def,abs(vv));
var2 = VV;
}
if MarketPosition == 1 Then{
if VV >= var2+2 and VV > 0 Then{
var2 = VV;
Buy("bb",OnClose,def,abs(vv)-CurrentContracts);
}
if VV <= var2-2 and VV < 0 Then{
var2 = VV;
ExitLong("bx",OnClose,def,"",CurrentContracts-abs(vv),1);
}
if VV <= 0 Then
ExitLong();
}
va2 = date - int(date/100)*100;
va3 = DayOfWeek(date);
#옵션 만기일
if va2 >= 8 and va2 <= 14 and va3 == 4 then
SetStopEndofday(144000);
Else
SetStopEndofday(150000);
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> 제목 : 문의 드립니다
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