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글번호 43858, 43859 재질문
2015-09-04 06:39:34
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글번호 90053
글번호 43858, 43859번
답변 감사드립니다.
그런데 보내드린 함수를 분봉으로 적용했을 경우에 신호가 여러번 발생됩니다.
분봉으로 적용했을 경우에 진입신호가 당일 최대 1번씩 나올 수 있도록 수정요청드립니다.
답변 1
예스스탁 예스스탁 답변
2015-09-04 11:39:14
안녕하세요
예스스탁입니다.
올려드린 식은 각 진입신호별 하루에 한번입니다.
당일 한번의 진입만 하게 수정했습니다.
진입 카운트는 봉완성시에 체크합니다.
하나의 봉에서 매수나 매도진입이 동시에 발생하면
체크할수 없으므로 이용에 참고하시기 바랍니다.
1.
var : entry1(0),entry2(0),entry3(0),Entry(0);
var : ho1(0),OL1(0),HL1(0);
var : maho1(0),maOL1(0),maHL1(0);
var : cnt1(0),sumho1(0),sumOL1(0),sumHL1(0);
var : EntryCnt1(0);
var : V1(0),V2(0),V3(0),V4(0),V5(0);
var : V6(0),V7(0),V8(0),V9(0),V10(0);
if bdate != bdate[1] Then{
Entry = 0;
entry1 = 0;
entry2 = 0;
entry3 = 0;
}
if MarketPosition != 0 and MarketPosition != MarketPosition[1] Then
Entry = Entry+1;
if MarketPosition != 0 and MarketPosition != MarketPosition[1] and IsEntryName("s1") == true Then
entry1 = entry1+1;
if MarketPosition != 0 and MarketPosition != MarketPosition[1] and IsEntryName("s2") == true Then
entry2 = entry2+1;
if MarketPosition != 0 and MarketPosition != MarketPosition[1] and IsEntryName("b") == true Then
entry3 = entry3+1;
ho1 = Dayhigh-Dayopen;
OL1 = DayOpen-DayLow;
HL1 = DayHigh-DayLow;
sumho1 = 0;
sumOL1 = 0;
sumHL1 = 0;
for cnt1 = 1 to 10{
sumho1 = sumho1 + (dayhigh(cnt1)-dayopen(cnt1));
sumOL1 = sumOL1 + (DayOpen(cnt1)-DayLow(cnt1));
sumHL1 = sumHL1 + (DayHigh(cnt1)-DayLow(cnt1));
}
maho1 = sumho1/10;
maOL1 = sumOL1/10;
maHL1 = sumHL1/10;
V1 = dayopen(0)+maho1;
V2 = DayOpen(0)-maOL1;
V3 = DayOpen(0)+maHL1;
V4 = DayOpen(0)-maHL1;
V5 = NthMaxList(1,V1,V2,V3,V4);
V6 = NthMaxList(2,V1,V2,V3,V4);
V9 = NthMaxList(3,V1,V2,V3,V4);
V10 = NthMaxList(4,V1,V2,V3,V4);
V7 = (V5+V10)/2;
V8 = (V6+V9)/2;
if MarketPosition == 0 AND Entry == 0 Then{
if V7 > V8 and entry1 == 0 Then
sell("s1",AtStop,V7-0.02);
if V7 < V8 and entry2 == 0 Then
sell("s2",Atlimit,V8-0.02);
}
if MarketPosition == -1 and IsEntryName("s1") == true Then{
ExitShort("sp1",atlimit,V9-0.03);
ExitShort("sl1",AtStop,V6);
}
if MarketPosition == -1 and IsEntryName("s2") == true Then{
ExitShort("sp2",atlimit,V9-0.03);
ExitShort("sl2",AtStop,V6);
}
var : TF(0);
var : Xtime(0), Etime(false),cnt(0),mav1(0),mav2(0);
var : HV(0),LV(0),HV1(0),LV1(0),HV2(0),LV2(0);
Array : HH[50](0),LL[50](0),CC[50](0);
mav1 = ma(c,5);
mav2 = ma(C,20);
TF = TimeToMinutes(stime)%30;
if Bdate != Bdate[1] Then{
Etime = true;
if stime >= 090000 Then
Xtime = 050000;
Else
Xtime = 060000;
}
if Bdate != Bdate[1] or (TF < TF[1] and stime > stime[1]) or date != date[1] Then{
HH[0] = H;
LL[0] = L;
for cnt = 1 to 49{
HH[cnt] = HH[cnt-1][1];
LL[cnt] = LL[cnt-1][1];
CC[cnt] = CC[cnt-1][1];
}
}
if H > HH[0] Then
HH[0] = H;
if L < LL[0] Then
LL[0] = L;
CC[0] = C;
if HH[25+2] > 0 Then{
HV = HH[0];
LV = LL[0];
HV1 = HH[1];
LV1 = LL[1];
HV2 = HH[2];
LV2 = LL[2];
for cnt = 0 to 25{
if HH[cnt] > HV Then
HV = HH[cnt];
if LL[cnt] < LV Then
LV = LL[cnt];
if HH[cnt+1] > HV Then
HV = HH[cnt+1];
if LL[cnt+1] < LV Then
LV = LL[cnt+1];
if HH[cnt+2] > HV Then
HV = HH[cnt+2];
if LL[cnt+2] < LV Then
LV = LL[cnt+2];
}
var1 = (HV+LV)/2;
var2 = (HV1+LV1)/2;
var3 = (HV2+LV2)/2;
if Etime == true then{
if MarketPosition == 0 and CC[0] > var1 and CC[1] < var2 and CC[2] < var3 and C >= daylow+0.5 and entry3 == 0 AND Entry == 0 Then
buy("b",AtMarket);
if MarketPosition == 1 and c <= highest(H,BarsSinceEntry)-0.5 and CrossDown(mav1,mav2) Then
ExitLong("bx",AtMarket);
}
}
if stime == Xtime or (stime > Xtime and stime[1] < Xtime) Then{
Etime = false;
ExitLong();
}
SetStopLoss(0.8,PercentStop);
SetStopProfittarget(3,PercentStop);
SetStopInactivity(3,23,PercentStop);
2.
var : entry1(0),entry2(0),entry3(0),entry(0);
var : NP(0),NP1(0),NP2(0);
var : ho(0),OL(0),HL(0);
var : maho(0),maOL(0),maHL(0);
var : cnt(0),sumho(0),sumOL(0),sumHL(0);
var : EntryCnt(0),cond1(false);
var : V1(0),V2(0),V3(0),V4(0),V5(0),V6(0),V7(0),V8(0),V9(0),V10(0);
NP = NetProfit;
if bdate != bdate[1] Then{
entry = 0;
entry1 = 0;
entry2 = 0;
entry3 = 0;
NP1 = NP[1];
NP2 = NP1[1];
Cond1 = true;
if NP1 > NP2 Then
cond1 = false;
}
if MarketPosition != 0 and MarketPosition != MarketPosition[1] Then
entry = entry+1;
if MarketPosition != 0 and MarketPosition != MarketPosition[1] and IsEntryName("s1") == true Then
entry1 = entry1+1;
if MarketPosition != 0 and MarketPosition != MarketPosition[1] and IsEntryName("s2") == true Then
entry2 = entry2+1;
if MarketPosition != 0 and MarketPosition != MarketPosition[1] and IsEntryName("b") == true Then
entry3 = entry3+1;
ho = Dayhigh-Dayopen;
OL = DayOpen-DayLow;
HL = DayHigh-DayLow;
sumho = 0;
sumOL = 0;
sumHL = 0;
for cnt = 1 to 10{
sumho = sumho + (dayhigh(cnt)-dayopen(cnt));
sumOL = sumOL + (DayOpen(cnt)-DayLow(cnt));
sumHL = sumHL + (DayHigh(cnt)-DayLow(cnt));
}
maho = sumho/10;
maOL = sumOL/10;
maHL = sumHL/10;
V1 = dayopen(0)+maho;
V2 = DayOpen(0)-maOL;
V3 = DayOpen(0)+maHL;
V4 = DayOpen(0)-maHL;
V5 = NthMaxList(1,V1,V2,V3,V4);
V6 = NthMaxList(2,V1,V2,V3,V4);
V9 = NthMaxList(3,V1,V2,V3,V4);
V10 = NthMaxList(4,V1,V2,V3,V4);
V7 = (V5+V10)/2;
V8 = (V6+V9)/2;
if MarketPosition == 0 and cond1 == true and entry == 0 Then{
if V7 > V8 and entry1 == 0 Then
sell("s1",AtStop,V7-0.02);
if V7 < V8 and entry2 == 0 Then
sell("s2",Atlimit,V8-0.02);
}
if MarketPosition == -1 and IsEntryName("s1") == true Then{
ExitShort("sp1",atlimit,V9-0.03);
ExitShort("sl1",AtStop,V6);
}
if MarketPosition == -1 and IsEntryName("s2") == true Then{
ExitShort("sp2",atlimit,V9-0.03);
ExitShort("sl2",AtStop,V6);
}
var : TF(0);
var : Xtime(0), Etime(false),mav1(0),mav2(0);
var : HV(0),LV(0),HV1(0),LV1(0),HV2(0),LV2(0);
Array : HH[50](0),LL[50](0),CC[50](0);
mav1 = ma(c,5);
mav2 = ma(C,20);
TF = TimeToMinutes(stime)%30;
if Bdate != Bdate[1] Then{
Etime = true;
if stime >= 090000 Then
Xtime = 060000;
Else
Xtime = 060000;
}
if Bdate != Bdate[1] or (TF < TF[1] and stime > stime[1]) or date != date[1] Then{
HH[0] = H;
LL[0] = L;
for cnt = 1 to 49{
HH[cnt] = HH[cnt-1][1];
LL[cnt] = LL[cnt-1][1];
CC[cnt] = CC[cnt-1][1];
}
}
if H > HH[0] Then
HH[0] = H;
if L < LL[0] Then
LL[0] = L;
CC[0] = C;
if HH[25+2] > 0 Then{
HV = HH[0];
LV = LL[0];
HV1 = HH[1];
LV1 = LL[1];
HV2 = HH[2];
LV2 = LL[2];
for cnt = 0 to 25{
if HH[cnt] > HV Then
HV = HH[cnt];
if LL[cnt] < LV Then
LV = LL[cnt];
if HH[cnt+1] > HV Then
HV = HH[cnt+1];
if LL[cnt+1] < LV Then
LV = LL[cnt+1];
if HH[cnt+2] > HV Then
HV = HH[cnt+2];
if LL[cnt+2] < LV Then
LV = LL[cnt+2];
}
var1 = (HV+LV)/2;
var2 = (HV1+LV1)/2;
var3 = (HV2+LV2)/2;
if Etime == true then{
if MarketPosition == 0 and CC[0] > var1 and CC[1] < var2 and CC[2] < var3 and C >= daylow+0.5 and entry3 == 0 and entry == 0 Then
buy("b",AtMarket);
if MarketPosition == 1 and c <= highest(H,BarsSinceEntry)-0.5 and CrossDown(mav1,mav2) Then
ExitLong("bx",AtMarket);
}
}
if stime == Xtime or (stime > Xtime and stime[1] < Xtime) Then{
Etime = false;
ExitLong();
}
SetStopLoss(0.8,PercentStop);
SetStopProfittarget(3,PercentStop);
SetStopInactivity(3,23,PercentStop);
즐거운 하루되세요
> 통큰베팅 님이 쓴 글입니다.
> 제목 : 글번호 43858, 43859 재질문
> 글번호 43858, 43859번
답변 감사드립니다.
그런데 보내드린 함수를 분봉으로 적용했을 경우에 신호가 여러번 발생됩니다.
분봉으로 적용했을 경우에 진입신호가 당일 최대 1번씩 나올 수 있도록 수정요청드립니다.
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