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스크립트 변환 요청_추세추종형
2015-09-07 10:24:23
150
글번호 90115
아래 함수는 SK증권에서 사용했던 함수입니다.
예스랭귀지로 변환 요청드립니다.
감사합니다.
Input : Period( 5 );
Vars : MP( 0 ), Buycount( 0 ), Sellcount( 0 ), totalprofit( 0 );
MP = Marketposition;
V0 = DayofMonth( date );
V1 = dayofweek( date );
If Mod( Month(date), 3) = 0 and V0 >= 8 and V0 <= 14 and V1 = THURSDAY
Then
Begin
If time = 144000 Then v50 = NetProfit;
totalprofit = NetProfit - v50 + PositionProfit;
SetStopEndofday(143000);
End
Else
Begin
If time = 151500 Then v50 = NetProfit;
totalprofit = NetProfit - v50 + PositionProfit;
SetStopEndofday(150000);
End;
If date <> date[1] Then
Begin
Sellcount = 0;
Buycount = 0;
End;
Condition1 = time > 090000 And time < 150000;
condition2 = CrossUp(Close, Average(Close, period));
If Sellcount = 0
Then
Begin
If MP = 0 And condition1 and condition2 And Buycount < 2
Then
Begin
Buy("B1");
Buycount = Buycount + 1 ;
End;
Input : B1(0.7), B2(-1.6);
If Condition1 Then
Begin
If PositionProfit < B2 Then ExitLong("매수 손절");
If PositionProfit > B1 Then Sell("역추세");
End;
Input : X1(2.3), X2(-0.9);
If MP = -1 Then
Begin
If PositionProfit > X1 Then ExitShort("역추세 익절");
If PositionProfit < X2 Then ExitShort("역추세 손절");
End;
Input : bse(50);
If MP = 1 And BarsSinceEntry = bse then
Begin
Sell("S1");
End;
End;
Input : totalv(-2.1), bse2(20), ppf(-0.6);
If mp = 0 And totalprofit < totalv And Buycount >= 2 And Sellcount = 0
Then
Begin
Sell("S2");
Sellcount = 1;
End;
If IsEntryName("역추세") = true and barssinceentry < bse2 And PositionProfit < ppf then Buy("B2");
답변 1
예스스탁 예스스탁 답변
2015-09-07 15:55:52
안녕하세요
예스스탁입니다.
Input : Period( 5 );
Input : B1(0.7), B2(-1.6);
Input : X1(2.3), X2(-0.9);
Input : totalv(-2.1), bse2(20), ppf(-0.6);
Vars : MP( 0 ), Buycount( 0 ), Sellcount( 0 ), totalprofit( 0 );
var : V0(0),V1(0),Month(0),v50(0);
MP = Marketposition;
V0 = DayofMonth( date );
V1 = dayofweek( date );
Month = Floor(FracPortion(sdate/10000)*100);
If Mod(Month,3) == 0 and V0 >= 8 and V0 <= 14 and V1 == 4
Then
Begin
If stime == 144000 Then v50 = NetProfit;
totalprofit = NetProfit - v50 + PositionProfit;
SetStopEndofday(143000);
End
Else
Begin
If stime == 151500 Then v50 = NetProfit;
totalprofit = NetProfit - v50 + PositionProfit;
SetStopEndofday(150000);
End;
If date <> date[1] Then
Begin
Sellcount = 0;
Buycount = 0;
End;
Condition1 = stime > 090000 And stime < 150000;
condition2 = CrossUp(Close, ma(Close, period));
If Sellcount == 0
Then
Begin
If MP == 0 And condition1 and condition2 And Buycount < 2
Then
Begin
Buy("B1");
Buycount = Buycount + 1 ;
End;
If Condition1 Then
Begin
If PositionProfit < B2 Then ExitLong("매수 손절");
If PositionProfit > B1 Then Sell("역추세");
End;
If MP == -1 Then
Begin
If PositionProfit > X1 Then ExitShort("역추세 익절");
If PositionProfit < X2 Then ExitShort("역추세 손절");
End;
Input : bse(50);
If MP == 1 And BarsSinceEntry == bse then
Begin
Sell("S1");
End;
End;
If mp == 0 And totalprofit < totalv And Buycount >= 2 And Sellcount == 0
Then
Begin
Sell("S2");
Sellcount = 1;
End;
If IsEntryName("역추세") == true and barssinceentry < bse2 And PositionProfit < ppf then Buy("B2");
즐거운 하루되세요
> 통큰베팅 님이 쓴 글입니다.
> 제목 : 스크립트 변환 요청_추세추종형
> 아래 함수는 SK증권에서 사용했던 함수입니다.
예스랭귀지로 변환 요청드립니다.
감사합니다.
Input : Period( 5 );
Vars : MP( 0 ), Buycount( 0 ), Sellcount( 0 ), totalprofit( 0 );
MP = Marketposition;
V0 = DayofMonth( date );
V1 = dayofweek( date );
If Mod( Month(date), 3) = 0 and V0 >= 8 and V0 <= 14 and V1 = THURSDAY
Then
Begin
If time = 144000 Then v50 = NetProfit;
totalprofit = NetProfit - v50 + PositionProfit;
SetStopEndofday(143000);
End
Else
Begin
If time = 151500 Then v50 = NetProfit;
totalprofit = NetProfit - v50 + PositionProfit;
SetStopEndofday(150000);
End;
If date <> date[1] Then
Begin
Sellcount = 0;
Buycount = 0;
End;
Condition1 = time > 090000 And time < 150000;
condition2 = CrossUp(Close, Average(Close, period));
If Sellcount = 0
Then
Begin
If MP = 0 And condition1 and condition2 And Buycount < 2
Then
Begin
Buy("B1");
Buycount = Buycount + 1 ;
End;
Input : B1(0.7), B2(-1.6);
If Condition1 Then
Begin
If PositionProfit < B2 Then ExitLong("매수 손절");
If PositionProfit > B1 Then Sell("역추세");
End;
Input : X1(2.3), X2(-0.9);
If MP = -1 Then
Begin
If PositionProfit > X1 Then ExitShort("역추세 익절");
If PositionProfit < X2 Then ExitShort("역추세 손절");
End;
Input : bse(50);
If MP = 1 And BarsSinceEntry = bse then
Begin
Sell("S1");
End;
End;
Input : totalv(-2.1), bse2(20), ppf(-0.6);
If mp = 0 And totalprofit < totalv And Buycount >= 2 And Sellcount = 0
Then
Begin
Sell("S2");
Sellcount = 1;
End;
If IsEntryName("역추세") = true and barssinceentry < bse2 And PositionProfit < ppf then Buy("B2");
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