안녕하세요 예스스탁입니다. 1.% Input : af(0.01), maxAF(0.1),af1(0.02), maxAF1(0.2); Var : value(0),value1(0); input : 수익률1(20),감소1(10),수익률2(30),감소2(20),N2(5); var : HH(0),LL(0),entry(0),Start(false); value = sar(af,maxAF); value1 = sar(af1,maxAF1); if Bdate != Bdate[1] Then{ Start = true; Condition1 = false; Condition2 = false; entry = 0; } if MarketPosition != 0 and MarketPosition != MarketPosition[1] Then entry = entry+1; if crossup(value,value1) Then Condition1 = true; if CrossDown(value,value1) Then Condition2 = true; if Start == true then{ if entry == 0 and MarketPosition == 0 and Condition1 == true and C > value and C > value1 Then buy("매수1"); if entry == 0 and MarketPosition == 0 and Condition2 == true and C > value and C > value1 Then sell("매도1"); if entry == 1 and PositionProfit(1) < 0 and MarketPosition == 0 and Condition1 == true and C > value and C > value1 Then buy("매수2"); if entry == 1 and PositionProfit(1) < 0 and MarketPosition == 0 and Condition2 == true and C > value and C > value1 Then sell("매도2"); } if MarketPosition == 1 and IsEntryName("매수1") == true Then{ HH = highest(H,BarsSinceEntry); if HH >= EntryPrice*(1+수익률1/100) and HH < EntryPrice*(1+수익률2/100) Then ExitLong("bx11",AtStop,HH*(1-감소1/100)); if HH >= EntryPrice*(1+수익률2/100) Then ExitLong("bx12",AtStop,HH*(1-감소2/100)); if C < value and C < value1 Then exitlong("bx13"); } if MarketPosition == -1 and IsEntryName("매도1") == true Then{ LL = Lowest(L,BarsSinceEntry); if LL <= EntryPrice*(1-수익률1/100) and LL > EntryPrice*(1-수익률2/100) Then ExitShort("sx11",AtStop,LL*(1+감소1/100)); if LL <= EntryPrice*(1-수익률2/100) Then ExitShort("sx12",AtStop,LL*(1+감소2/100)); if C > value and C > value1 Then ExitShort("sx13"); } if MarketPosition == 1 and IsEntryName("매수2") == true Then{ HH = highest(H,BarsSinceEntry); if HH >= EntryPrice+abs(PositionProfit(1)) Then ExitLong("bx21",AtStop,HH-PriceScale*N2); if C < value and C < value1 Then exitlong("bx22"); } if MarketPosition == -1 and IsEntryName("매도2") == true Then{ LL = Lowest(L,BarsSinceEntry); if LL <= EntryPrice-abs(PositionProfit(1)) Then ExitShort("sx21",AtStop,LL+PriceScale*N2); if C > value and C > value1 Then ExitShort("sx22"); } if stime == 060000 or (stime > 060000 and stime[1] < 060000) Then{ Start = false; exitlong(); ExitShort(); } 2.틱 Input : af(0.01), maxAF(0.1),af1(0.02), maxAF1(0.2); Var : value(0),value1(0); input : 수익률틱1(20),감소틱1(10),수익률틱2(30),감소틱2(20),N2(5); var : HH(0),LL(0),entry(0),Start(false); value = sar(af,maxAF); value1 = sar(af1,maxAF1); if Bdate != Bdate[1] Then{ Start = true; Condition1 = false; Condition2 = false; entry = 0; } if MarketPosition != 0 and MarketPosition != MarketPosition[1] Then entry = entry+1; if crossup(value,value1) Then Condition1 = true; if CrossDown(value,value1) Then Condition2 = true; if Start == true then{ if entry == 0 and MarketPosition == 0 and Condition1 == true and C > value and C > value1 Then buy("매수1"); if entry == 0 and MarketPosition == 0 and Condition2 == true and C > value and C > value1 Then sell("매도1"); if entry == 1 and PositionProfit(1) < 0 and MarketPosition == 0 and Condition1 == true and C > value and C > value1 Then buy("매수2"); if entry == 1 and PositionProfit(1) < 0 and MarketPosition == 0 and Condition2 == true and C > value and C > value1 Then sell("매도2"); } if MarketPosition == 1 and IsEntryName("매수1") == true Then{ HH = highest(H,BarsSinceEntry); if HH >= EntryPrice+PriceScale*수익률틱1 and HH < EntryPrice+PriceScale*수익률틱2 Then ExitLong("bx11",AtStop,HH-PriceScale*감소틱1); if HH >= EntryPrice+PriceScale*수익률틱2 Then ExitLong("bx12",AtStop,HH-PriceScale*감소틱2); if C < value and C < value1 Then exitlong("bx13"); } if MarketPosition == -1 and IsEntryName("매도1") == true Then{ LL = Lowest(L,BarsSinceEntry); if LL <= EntryPrice-PriceScale*수익률틱1 and LL > EntryPrice-PriceScale*수익률틱2 Then ExitShort("sx11",AtStop,LL+PriceScale*감소틱1); if LL <= EntryPrice-PriceScale*수익률틱2 Then ExitShort("sx12",AtStop,LL+PriceScale*감소틱2); if C > value and C > value1 Then ExitShort("sx13"); } if MarketPosition == 1 and IsEntryName("매수2") == true Then{ HH = highest(H,BarsSinceEntry); if HH >= EntryPrice+abs(PositionProfit(1)) Then ExitLong("bx21",AtStop,HH-PriceScale*N2); if C < value and C < value1 Then exitlong("bx22"); } if MarketPosition == -1 and IsEntryName("매도2") == true Then{ LL = Lowest(L,BarsSinceEntry); if LL <= EntryPrice-abs(PositionProfit(1)) Then ExitShort("sx21",AtStop,LL+PriceScale*N2); if C > value and C > value1 Then ExitShort("sx22"); } if stime == 060000 or (stime > 060000 and stime[1] < 060000) Then{ Start = false; exitlong(); ExitShort(); } 즐거운 하루되세요 > 베드로 님이 쓴 글입니다. > 제목 : 문의드립니다 > 안녕하세요 해외선물(Crude oil 종목 적용) 파라볼릭지표와 누적손익을 이용한 시스템식 부탁드립니다. 매매횟수 = 1차 진입 1회, 2차 진입 1회 진입조건= 당일 파라볼릭(0.1)이 Cross UP or Cross Down 한적이 있다. ------------------------------------------ Input : af(0.01), maxAF(0.1),af1(0.02), maxAF1(0.2); Var : value(0),value1(0); value = sar(af,maxAF); value1 = sar(af1,maxAF1); 1차 진입조건=진입조건을 만족하고 C > value and C > value1 일때는 buy("매수1")로진입, C < value and C < value1 일때는 sell("매도1")로진입 1차 청산조건 = a) 매수1청산은 C < value and C < value1 or 진입후 수익률에 따라 Trailing stop 적용 (아래수식적용) b) 매도1청산은 매수청산의 반대 c) 매수1또는 매도1 청산후 수익이 +로 발생되면 당일 장종료 input : 수익률1(20),감소1(10),수익률2(30),감소2(20); var : HH(0),LL(0); if MarketPosition == 1 Then{ HH = highest(H,BarsSinceEntry); if HH >= EntryPrice*(1+수익률1/100) and HH < EntryPrice*(1+수익률2/100) Then ExitLong("bx1",AtStop,HH*(1-감소1/100)); if HH >= EntryPrice*(1+수익률2/100) Then ExitLong("bx2",AtStop,HH*(1-감소2/100)); } if MarketPosition == -1 Then{ LL = Lowest(L,BarsSinceEntry); if LL <= EntryPrice*(1-수익률1/100) and LL > EntryPrice*(1-수익률2/100) Then ExitShort("sx1",AtStop,LL*(1+감소1/100)); if LL <= EntryPrice*(1+수익률2/100) Then ExitShort("sx2",AtStop,LL*(1+감소2/100)); } ## 상기식에서 사용된 수익률및 감소를 N틱 이상이면 N1틱 감소로 변경하여 별도로 추가작성하여 주세요. % 와 틱 비교하여 사용하고자합니다. =================================================================================== 2차 진입조건 = a)1차 진입조건과 동일(매수2 or 매도2) b) 1차 청산에서 손실이 발생된 경우만 진입. 2차 청산조건 = a)1차 청산에서 발생된 손실만큼 수익이발생되면 Trailing stop적용 (최고가,저가 대비 N 틱 청산) b) 매수2청산은 C < value and C < value1 매도2청산은 C > value and C > value1 a or b 일때 청산 ==> 포지션 보유시 당일 장종료(16시)에 일괄청산. 감사합니다.