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추적 두번
2015-09-10 08:31:29
104
글번호 90216
첫번째추적
#추적청산수식
input : RangeMult(2.5), AtrMult(2.1), AtrPeriod(20);
var : PreRange(0), ChUp(0), ChDn(0), AtrVal(0), posHigh(0), posLow(0);
# 진입
PreRange = (dayHigh(1)-dayLow(1))*RangeMult;
ChUp = dayOpen + PreRange;
ChDn = dayOpen - PreRange;
If CrossUp(C, ChUp) Then
buy();
If CrossDown(C, ChDn) Then
sell();
# ATR 추적청산
ATRVal = ATR(AtrPeriod) * AtrMult;
PosHigh = Highest(H,BarssinceEntry+1);
PosLow = Lowest(L,BarsSinceEntry+1);
If MarketPosition == 1 Then
ExitLong("ATR1", AtStop, PosHigh - ATRVal);
If MarketPosition == -1 Then
ExitShort("ATR2", AtStop, PosLow + ATRVal);
두변째추적
#추적청산수식
input : RangeMult(2.5), AtrMult(2.1), AtrPeriod(20);
var : PreRange(0), ChUp(0), ChDn(0), AtrVal(0), posHigh(0), posLow(0);
# 진입
PreRange = (dayHigh(1)-dayLow(1))*RangeMult;
ChUp = dayOpen + PreRange;
ChDn = dayOpen - PreRange;
If CrossUp(C, ChUp) Then
buy();
If CrossDown(C, ChDn) Then
sell();
# ATR 추적청산
ATRVal = ATR(AtrPeriod) * AtrMult;
PosHigh = Highest(H,BarssinceEntry+1);
PosLow = Lowest(L,BarsSinceEntry+1);
If MarketPosition == 1 Then
ExitLong("ATR1", AtStop, PosHigh - ATRVal);
If MarketPosition == -1 Then
ExitShort("ATR2", AtStop, PosLow + ATRVal);
위추적청산수식을 두번동시에 매매할수있는식으로부탁합니다
답변 1
예스스탁 예스스탁 답변
2015-09-10 11:30:55
안녕하세요
예스스탁입니다.
문의하신 내용 정확히 이해하지 못했습니다.
두번동시에 매매하신 다는 내용이 어떤 의미이신지 모르겠습니다.
좀더 자세한 설명 올려주시기 바랍니다.
즐거운 하루되세요
> 큰바위얼굴 님이 쓴 글입니다.
> 제목 : 추적 두번
>
첫번째추적
#추적청산수식
input : RangeMult(2.5), AtrMult(2.1), AtrPeriod(20);
var : PreRange(0), ChUp(0), ChDn(0), AtrVal(0), posHigh(0), posLow(0);
# 진입
PreRange = (dayHigh(1)-dayLow(1))*RangeMult;
ChUp = dayOpen + PreRange;
ChDn = dayOpen - PreRange;
If CrossUp(C, ChUp) Then
buy();
If CrossDown(C, ChDn) Then
sell();
# ATR 추적청산
ATRVal = ATR(AtrPeriod) * AtrMult;
PosHigh = Highest(H,BarssinceEntry+1);
PosLow = Lowest(L,BarsSinceEntry+1);
If MarketPosition == 1 Then
ExitLong("ATR1", AtStop, PosHigh - ATRVal);
If MarketPosition == -1 Then
ExitShort("ATR2", AtStop, PosLow + ATRVal);
두변째추적
#추적청산수식
input : RangeMult(2.5), AtrMult(2.1), AtrPeriod(20);
var : PreRange(0), ChUp(0), ChDn(0), AtrVal(0), posHigh(0), posLow(0);
# 진입
PreRange = (dayHigh(1)-dayLow(1))*RangeMult;
ChUp = dayOpen + PreRange;
ChDn = dayOpen - PreRange;
If CrossUp(C, ChUp) Then
buy();
If CrossDown(C, ChDn) Then
sell();
# ATR 추적청산
ATRVal = ATR(AtrPeriod) * AtrMult;
PosHigh = Highest(H,BarssinceEntry+1);
PosLow = Lowest(L,BarsSinceEntry+1);
If MarketPosition == 1 Then
ExitLong("ATR1", AtStop, PosHigh - ATRVal);
If MarketPosition == -1 Then
ExitShort("ATR2", AtStop, PosLow + ATRVal);
위추적청산수식을 두번동시에 매매할수있는식으로부탁합니다
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