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동일방향진입금지 시스템 수정

프로필 이미지
조민철
2015-05-06 22:51:21
157
글번호 85784
답변완료
항상 감사드립니다 아래시스템식은 유로선물의 시카고시간 16:00 ~ 다음날12:00 으로 셋팅되어진 매매식입니다 동일방향 재진입금지를 설정해보니 전일마지막신호가 매수신호이면 당일 첫신호가 매수신호발생하더라 신호가 발생하지 않습니다. 전일마지막신호와 상관없이 당일첫신호가 무조건 발생하도록 수정부탁드립니다.. if (stime >= 160000 or stime < 120000) and (DayPL < 당일손익*PriceScale) Then{ ############################## ##### 1_ Rsi 매매식 ##### ############################## if ((MarketPosition == 0 and MarketPosition(1) != 1) or (MarketPosition == -1)) and #동일방향 재진입금지# var11==1 and var12==1 and var58==1 and c>var48 and c>DayOpen and macdv>0 and c>var65 and var83>dayopen Then buy("B_R70"); if ((MarketPosition == 0 and MarketPosition(1) != -1) or (MarketPosition == 1)) and #동일방향 재진입금지# var11==-1 and var12==-1 and var58==-1 and c<var48 and c<DayOpen and macdv<0 and c<var67 and var83<dayopen Then sell("S_R70"); if ((MarketPosition == 0 and MarketPosition(1) != 1) or (MarketPosition == -1)) and #동일방향 재진입금지# var11==1 and var12==1 and var58==1 and c>var48 and c>DayOpen and macdv>0 and c>var65 and var82>dayopen Then buy("B_R30"); if ((MarketPosition == 0 and MarketPosition(1) != -1) or (MarketPosition == 1)) and #동일방향 재진입금지# var11==-1 and var12==-1 and var58==-1 and c<var48 and c<DayOpen and macdv<0 and c<var67 and var82<dayopen Then sell("S_R30"); ########################################### ##### 2_ 피봇중심선매매 ##### ########################################### if ((MarketPosition == 0 and MarketPosition(1) != 1) or (MarketPosition == -1)) and #동일방향 재진입금지# var11==1 and var12==1 and var58==1 and c>var48 and macdv>macds and c>dayopen and macdv>0 and c>var65 and var83>var23 Then buy("B_R700"); if ((MarketPosition == 0 and MarketPosition(1) != -1) or (MarketPosition == 1)) and #동일방향 재진입금지# var11==-1 and var12==-1 and var58==-1 and c<var48 and macdv<macds and c<dayopen and macdv<0 and c<var67 and c>var65 and var83<var23 Then sell("S_R700"); if ((MarketPosition == 0 and MarketPosition(1) != 1) or (MarketPosition == -1)) and #동일방향 재진입금지# var11==1 and var12==1 and var58==1 and c>var48 and macdv>macds and c>dayopen and macdv>0 and c>var65 and var82>var23 Then buy("B_R300"); if ((MarketPosition == 0 and MarketPosition(1) != -1) or (MarketPosition == 1)) and #동일방향 재진입금지# var11==-1 and var12==-1 and var58==-1 and c<var48 and macdv<macds and c<dayopen and macdv<0 and c<var67 and var82<var23 Then sell("S_R300"); } ############################################### ##### 손절/매일 12:00 강제청산_시카고기준 ##### ############################################### SetStopLoss(PriceScale*40,PointStop); if stime == 120000 or (stime > 120000 and stime[1] < 120000) Then{ exitlong("당일매수청산"); ExitShort("당일매도청산"); }
시스템
답변 1
프로필 이미지

예스스탁 예스스탁 답변

2015-05-07 14:39:52

안녕하세요 예스스탁입니다. var : entrycnt(0); var : 당일손익(0),daypl(0),macdv(0),macds(0); if stime == 160000 or (stime > 160000 and stime[1] < 160000) Then Entrycnt = 0; if MarketPosition != 0 and MarketPosition != MarketPosition[1] Then Entrycnt = Entrycnt+1; if (stime >= 160000 or stime < 120000) and (DayPL < 당일손익*PriceScale) Then{ ############################## ##### 1_ Rsi 매매식 ##### ############################## if ((entrycnt == 0) or (entrycnt >= 1 and MarketPosition == 0 and MarketPosition(1) != 1) or (MarketPosition == -1)) and #동일방향 재진입금지# var11==1 and var12==1 and var58==1 and c>var48 and c>DayOpen and macdv>0 and c>var65 and var83>dayopen Then buy("B_R70"); if ((entrycnt == 0) or (entrycnt >= 1 and MarketPosition == 0 and MarketPosition(1) != -1) or (MarketPosition == 1)) and #동일방향 재진입금지# var11==-1 and var12==-1 and var58==-1 and c<var48 and c<DayOpen and macdv<0 and c<var67 and var83<dayopen Then sell("S_R70"); if ((entrycnt == 0) or (entrycnt >= 1 and MarketPosition == 0 and MarketPosition(1) != 1) or (MarketPosition == -1)) and #동일방향 재진입금지# var11==1 and var12==1 and var58==1 and c>var48 and c>DayOpen and macdv>0 and c>var65 and var82>dayopen Then buy("B_R30"); if ((entrycnt == 0) or (entrycnt >= 1 and MarketPosition == 0 and MarketPosition(1) != -1) or (MarketPosition == 1)) and #동일방향 재진입금지# var11==-1 and var12==-1 and var58==-1 and c<var48 and c<DayOpen and macdv<0 and c<var67 and var82<dayopen Then sell("S_R30"); ########################################### ##### 2_ 피봇중심선매매 ##### ########################################### if ((entrycnt == 0) or (entrycnt >= 1 and MarketPosition == 0 and MarketPosition(1) != 1) or (MarketPosition == -1)) and #동일방향 재진입금지# var11==1 and var12==1 and var58==1 and c>var48 and macdv>macds and c>dayopen and macdv>0 and c>var65 and var83>var23 Then buy("B_R700"); if ((entrycnt == 0) or (entrycnt >= 1 and MarketPosition == 0 and MarketPosition(1) != -1) or (MarketPosition == 1)) and #동일방향 재진입금지# var11==-1 and var12==-1 and var58==-1 and c<var48 and macdv<macds and c<dayopen and macdv<0 and c<var67 and c>var65 and var83<var23 Then sell("S_R700"); if ((entrycnt == 0) or (entrycnt >= 1 and MarketPosition == 0 and MarketPosition(1) != 1) or (MarketPosition == -1)) and #동일방향 재진입금지# var11==1 and var12==1 and var58==1 and c>var48 and macdv>macds and c>dayopen and macdv>0 and c>var65 and var82>var23 Then buy("B_R300"); if ((entrycnt == 0) or (entrycnt >= 1 and MarketPosition == 0 and MarketPosition(1) != -1) or (MarketPosition == 1)) and #동일방향 재진입금지# var11==-1 and var12==-1 and var58==-1 and c<var48 and macdv<macds and c<dayopen and macdv<0 and c<var67 and var82<var23 Then sell("S_R300"); } ############################################### ##### 손절/매일 12:00 강제청산_시카고기준 ##### ############################################### SetStopLoss(PriceScale*40,PointStop); if stime == 120000 or (stime > 120000 and stime[1] < 120000) Then{ exitlong("당일매수청산"); ExitShort("당일매도청산"); } 즐거운 하루되세요 > 조민철 님이 쓴 글입니다. > 제목 : 동일방향진입금지 시스템 수정 > 항상 감사드립니다 아래시스템식은 유로선물의 시카고시간 16:00 ~ 다음날12:00 으로 셋팅되어진 매매식입니다 동일방향 재진입금지를 설정해보니 전일마지막신호가 매수신호이면 당일 첫신호가 매수신호발생하더라 신호가 발생하지 않습니다. 전일마지막신호와 상관없이 당일첫신호가 무조건 발생하도록 수정부탁드립니다.. if (stime >= 160000 or stime < 120000) and (DayPL < 당일손익*PriceScale) Then{ ############################## ##### 1_ Rsi 매매식 ##### ############################## if ((MarketPosition == 0 and MarketPosition(1) != 1) or (MarketPosition == -1)) and #동일방향 재진입금지# var11==1 and var12==1 and var58==1 and c>var48 and c>DayOpen and macdv>0 and c>var65 and var83>dayopen Then buy("B_R70"); if ((MarketPosition == 0 and MarketPosition(1) != -1) or (MarketPosition == 1)) and #동일방향 재진입금지# var11==-1 and var12==-1 and var58==-1 and c<var48 and c<DayOpen and macdv<0 and c<var67 and var83<dayopen Then sell("S_R70"); if ((MarketPosition == 0 and MarketPosition(1) != 1) or (MarketPosition == -1)) and #동일방향 재진입금지# var11==1 and var12==1 and var58==1 and c>var48 and c>DayOpen and macdv>0 and c>var65 and var82>dayopen Then buy("B_R30"); if ((MarketPosition == 0 and MarketPosition(1) != -1) or (MarketPosition == 1)) and #동일방향 재진입금지# var11==-1 and var12==-1 and var58==-1 and c<var48 and c<DayOpen and macdv<0 and c<var67 and var82<dayopen Then sell("S_R30"); ########################################### ##### 2_ 피봇중심선매매 ##### ########################################### if ((MarketPosition == 0 and MarketPosition(1) != 1) or (MarketPosition == -1)) and #동일방향 재진입금지# var11==1 and var12==1 and var58==1 and c>var48 and macdv>macds and c>dayopen and macdv>0 and c>var65 and var83>var23 Then buy("B_R700"); if ((MarketPosition == 0 and MarketPosition(1) != -1) or (MarketPosition == 1)) and #동일방향 재진입금지# var11==-1 and var12==-1 and var58==-1 and c<var48 and macdv<macds and c<dayopen and macdv<0 and c<var67 and c>var65 and var83<var23 Then sell("S_R700"); if ((MarketPosition == 0 and MarketPosition(1) != 1) or (MarketPosition == -1)) and #동일방향 재진입금지# var11==1 and var12==1 and var58==1 and c>var48 and macdv>macds and c>dayopen and macdv>0 and c>var65 and var82>var23 Then buy("B_R300"); if ((MarketPosition == 0 and MarketPosition(1) != -1) or (MarketPosition == 1)) and #동일방향 재진입금지# var11==-1 and var12==-1 and var58==-1 and c<var48 and macdv<macds and c<dayopen and macdv<0 and c<var67 and var82<var23 Then sell("S_R300"); } ############################################### ##### 손절/매일 12:00 강제청산_시카고기준 ##### ############################################### SetStopLoss(PriceScale*40,PointStop); if stime == 120000 or (stime > 120000 and stime[1] < 120000) Then{ exitlong("당일매수청산"); ExitShort("당일매도청산"); }