안녕하세요 예스스탁입니다. 적용하실때 시스템 트레이딩 설정창의 비용/수량탭에서 수수료와 슬리피지는 모두 0으로 하고 보셔야 합니다. 그래야 리포트가 반대로 나옵니다. 첨부된 그림 확인하시기 바랍니다. 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 = 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 entry1 == 0 Then{ if V7 > V8 Then buy("s1",AtLimit,v7); if V7 < V8 Then buy("s2",AtStop,v8); } if MarketPosition == 1 and IsEntryName("s1") == true Then{ ExitLong("sp1",AtStop,V9); ExitLong("sl1",AtLimit,V6); } if MarketPosition == 1 and IsEntryName("s2") == true Then{ ExitLong("sp2",AtStop,V9); ExitLong("sl2",AtLimit,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 Sell("b",AtMarket); if MarketPosition == -1 and c <= highest(H,BarsSinceEntry)-0.5 and CrossDown(mav1,mav2) Then ExitShort("sx",AtMarket); } } if stime == Xtime or (stime > Xtime and stime[1] < Xtime) Then{ Etime = false; ExitShort(); } SetStopLoss(3,PercentStop); SetStopProfittarget(1.5,PercentStop); SetStopInactivity(3,10,PercentStop); 즐거운 하루되세요 > 통큰베팅 님이 쓴 글입니다. > 제목 : 함수수정요청(N11-1) > 안녕하세요? 아래의 식에서 매수, 매도 식을 변경하고 싶습니다. 단순하게 매수를 매도, 매도를 매수로, 매수 청산을 매도 청산으로, 매수 청산을 매도 청산으로 변경만 하는 것이 아닌, 원함수를 돌렸을 경우 진입신호와 청산신호의 시간도 동일하게 가지고 가고 싶습니다. 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 = 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 entry1 == 0 Then{ if V7 > V8 Then sell("s1",AtStop,v7); if V7 < V8 Then sell("s2",Atlimit,v8); } if MarketPosition == -1 and IsEntryName("s1") == true Then{ ExitShort("sp1",atlimit,V9); ExitShort("sl1",AtStop,V6); } if MarketPosition == -1 and IsEntryName("s2") == true Then{ ExitShort("sp2",atlimit,V9); 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(); } SetStopLoss(1.5,PercentStop); SetStopProfittarget(3,PercentStop); SetStopInactivity(3,10,PercentStop);