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함수수정요청(11-1호)_특정시간대 변수 산출
2015-10-28 15:13:47
172
글번호 91834
아래는 최근 10일동안 해외선물의 일중 움직임(시가와 고가, 고가와 저가, 시가와 저가)을 관찰하여 매매의 전략을 세우고자 했었습니다.
그런데 최근 10일동안에 영업일의 하루 종일이 아닌 하루동안의 특정시간대의 움직임을 관찰하여 매매에 활용하고자 합니다.
즉 최근 10일동안 우리시간으로 오후 17시부터 익일 3시까지의 움직임으로 아래와 같은 함수를 짜보고 싶습니다.
수정부탁드립니다.
var : entry1(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
entry1 = 0;
if MarketPosition != 0 and MarketPosition != MarketPosition[1] Then
entry1 = entry1+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 =
V2 =
V3 =
V4 =
V5 =
V6 =
V7 =
V8 =
V9 =
V10 =
if MarketPosition == 0 and entry1 == 0 Then{
if V7 > V8 Then
sell("s1",AtStop,V7-0.02);
if V7 < V8 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 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();
}
답변 1
예스스탁 예스스탁 답변
2015-10-28 17:15:54
안녕하세요
예스스탁입니다.
input : P(10);
var : entry1(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),cnt(0);
var : V1(0),V2(0),V3(0),V4(0),V5(0);
var : V6(0),V7(0),V8(0),V9(0),V10(0);
Array : DH[100](0),DL[100](0),DO[100](0);
if bdate != bdate[1] Then
entry1 = 0;
if MarketPosition != 0 and MarketPosition != MarketPosition[1] Then
entry1 = entry1+1;
if stime == 170000 or (stime > 170000 and stime[1] < 170000) Then{
DO[0] = O;
DH[0] = H;
DL[0] = L;
for cnt = 1 to 99{
DO[cnt] = DO[cnt-1][1];
DH[cnt] = DH[cnt-1][1];
DL[cnt] = DL[cnt-1][1];
}
}
if stime >= 170000 or stime < 030000 Then{
if H > DH[0] Then
DH[0] = H;
if H < DL[0] Then
DL[0] = L;
}
ho1 = DH[0]-DL[0];
OL1 = DO[0]-DL[0];
HL1 = DH[0]-DL[0];
sumho1 = 0;
sumOL1 = 0;
sumHL1 = 0;
if DH[P] > 0 then{
for cnt1 = 1 to P{
sumho1 = sumho1 + (DH[cnt1]-DO[cnt1]);
sumOL1 = sumOL1 + (DO[cnt1]-DL[cnt1]);
sumHL1 = sumHL1 + (DH[cnt1]-DL[cnt1]);
}
maho1 = sumho1/P;
maOL1 = sumOL1/P;
maHL1 = sumHL1/P;
V1 =
V2 =
V3 =
V4 =
V5 =
V6 =
V7 =
V8 =
V9 =
V10 =
if MarketPosition == 0 and entry1 == 0 Then{
if V7 > V8 Then
sell("s1",AtStop,V7-0.02);
if V7 < V8 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 = 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 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();
}
즐거운 하루되세요
> 통큰베팅 님이 쓴 글입니다.
> 제목 : 함수수정요청(11-1호)_특정시간대 변수 산출
> 아래는 최근 10일동안 해외선물의 일중 움직임(시가와 고가, 고가와 저가, 시가와 저가)을 관찰하여 매매의 전략을 세우고자 했었습니다.
그런데 최근 10일동안에 영업일의 하루 종일이 아닌 하루동안의 특정시간대의 움직임을 관찰하여 매매에 활용하고자 합니다.
즉 최근 10일동안 우리시간으로 오후 17시부터 익일 3시까지의 움직임으로 아래와 같은 함수를 짜보고 싶습니다.
수정부탁드립니다.
var : entry1(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
entry1 = 0;
if MarketPosition != 0 and MarketPosition != MarketPosition[1] Then
entry1 = entry1+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 =
V2 =
V3 =
V4 =
V5 =
V6 =
V7 =
V8 =
V9 =
V10 =
if MarketPosition == 0 and entry1 == 0 Then{
if V7 > V8 Then
sell("s1",AtStop,V7-0.02);
if V7 < V8 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 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();
}
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