커뮤니티
수식요청드립니다.
2016-04-26 13:15:41
113
글번호 97457
안녕하세요.
아래 당일청산 피라미딩 시스템 매수(매도) 진입후 피라미딩 진입을 포함하여
5개(외부변수)이상 진입 이후부터, 수익 발생 후 하락할 경우 현재의 지수가 직전진입
포함하여 3번째전 진입가까지 하락할경우 즉시조건만족 청산수식으로 변경요청드립니다.
감사합니다.
------------------------------------------------------------------------------
input : N(1),PN(2),당일손실(1.0),i증감(0.3),진입수량(1),누적진입횟수(7);
var : cnt(0),BCount(0),SCount(0);
var : NP(0),PreNP(0),DayPL(0),loss(0),v1(0);
var : mav1(0),mav2(0),mav3(0),mav4(0),mav5(0),mav6(0);
var : Bxcond(false),SxCond(false);
var : TT(0),KK(0),DD(0);
NP = NetProfit;
if date != date[1] Then{
preNP = NP[1];
Condition1 = false;
v1 = 0;
}
dayPL = NP-PreNP;
BCount = 0 ;
SCount = 0 ;
for cnt = 0 to 10 {
if EntryDate(cnt) == sdate and MarketPosition(cnt) == 1 then
BCount = BCount + 1;
if EntryDate(cnt) == sdate and MarketPosition(cnt) == -1 then
SCount = SCount + 1;
}
if Condition1 == false and TotalTrades > TotalTrades[1] Then{
Condition1 = true;
if PositionProfit(1) > 0 Then
v1 = PositionProfit(1);
}
//------------------------------------------------------------------------------------------------
#당일손실제한
if MarketPosition == 1 Then{
ExitLong("당일손실제한bx3",AtStop,avgEntryPrice-(당일손실+(dayPL-v1))/CurrentContracts);
}
if MarketPosition == -1 Then{
ExitShort("당일손실제한sx3",AtStop,avgEntryPrice+(당일손실+(dayPL-v1))/CurrentContracts);
}
//-------------------------------------------------------------------------------------------------
#피라미딩진입
if MarketPosition == 1 and Bxcond == false and MaxEntries < 누적진입횟수 Then
Buy("PBB",atlimit,LatestEntryPrice(0)+i증감,진입수량);
if MarketPosition == -1 and SxCond == false and MaxEntries < 누적진입횟수 Then
sell("PSS",atlimit,LatestEntryPrice(0)-i증감,진입수량);
//-----------------------------------------------------------------------------------------------------
답변 1
예스스탁 예스스탁 답변
2016-04-26 14:11:10
안녕하세요
예스스탁입니다.
input : N(1),PN(2),당일손실(1.0),i증감(0.3),진입수량(1),누적진입횟수(7),진입횟수(5);
var : cnt(0),BCount(0),SCount(0);
var : NP(0),PreNP(0),DayPL(0),loss(0),v1(0);
var : mav1(0),mav2(0),mav3(0),mav4(0),mav5(0),mav6(0);
var : Bxcond(false),SxCond(false);
var : TT(0),KK(0),DD(0);
NP = NetProfit;
if date != date[1] Then{
preNP = NP[1];
Condition1 = false;
v1 = 0;
}
dayPL = NP-PreNP;
BCount = 0 ;
SCount = 0 ;
for cnt = 0 to 10 {
if EntryDate(cnt) == sdate and MarketPosition(cnt) == 1 then
BCount = BCount + 1;
if EntryDate(cnt) == sdate and MarketPosition(cnt) == -1 then
SCount = SCount + 1;
}
if Condition1 == false and TotalTrades > TotalTrades[1] Then{
Condition1 = true;
if PositionProfit(1) > 0 Then
v1 = PositionProfit(1);
}
//------------------------------------------------------------------------------------------------
#당일손실제한
if MarketPosition == 1 Then{
ExitLong("당일손실제한bx3",AtStop,avgEntryPrice-(당일손실+(dayPL-v1))/CurrentContracts);
}
if MarketPosition == -1 Then{
ExitShort("당일손실제한sx3",AtStop,avgEntryPrice+(당일손실+(dayPL-v1))/CurrentContracts);
}
//-------------------------------------------------------------------------------------------------
#피라미딩진입
if MarketPosition == 1 and Bxcond == false and MaxEntries < 누적진입횟수 Then
Buy("PBB",atlimit,LatestEntryPrice(0)+i증감,진입수량);
if MarketPosition == -1 and SxCond == false and MaxEntries < 누적진입횟수 Then
sell("PSS",atlimit,LatestEntryPrice(0)-i증감,진입수량);
//-----------------------------------------------------------------------------------------------------
if MarketPosition == 1 Then{
if CurrentContracts > CurrentContracts[1] Then{
var1 = LatestEntryPrice(0);
var2 = var1[1];
var3 = var2[1];
}
if MaxEntries >= 진입횟수 then
ExitLong("bx",AtStop,var3);
}
즐거운 하루되세요
> dandy 님이 쓴 글입니다.
> 제목 : 수식요청드립니다.
> 안녕하세요.
아래 당일청산 피라미딩 시스템 매수(매도) 진입후 피라미딩 진입을 포함하여
5개(외부변수)이상 진입 이후부터, 수익 발생 후 하락할 경우 현재의 지수가 직전진입
포함하여 3번째전 진입가까지 하락할경우 즉시조건만족 청산수식으로 변경요청드립니다.
감사합니다.
------------------------------------------------------------------------------
input : N(1),PN(2),당일손실(1.0),i증감(0.3),진입수량(1),누적진입횟수(7);
var : cnt(0),BCount(0),SCount(0);
var : NP(0),PreNP(0),DayPL(0),loss(0),v1(0);
var : mav1(0),mav2(0),mav3(0),mav4(0),mav5(0),mav6(0);
var : Bxcond(false),SxCond(false);
var : TT(0),KK(0),DD(0);
NP = NetProfit;
if date != date[1] Then{
preNP = NP[1];
Condition1 = false;
v1 = 0;
}
dayPL = NP-PreNP;
BCount = 0 ;
SCount = 0 ;
for cnt = 0 to 10 {
if EntryDate(cnt) == sdate and MarketPosition(cnt) == 1 then
BCount = BCount + 1;
if EntryDate(cnt) == sdate and MarketPosition(cnt) == -1 then
SCount = SCount + 1;
}
if Condition1 == false and TotalTrades > TotalTrades[1] Then{
Condition1 = true;
if PositionProfit(1) > 0 Then
v1 = PositionProfit(1);
}
//------------------------------------------------------------------------------------------------
#당일손실제한
if MarketPosition == 1 Then{
ExitLong("당일손실제한bx3",AtStop,avgEntryPrice-(당일손실+(dayPL-v1))/CurrentContracts);
}
if MarketPosition == -1 Then{
ExitShort("당일손실제한sx3",AtStop,avgEntryPrice+(당일손실+(dayPL-v1))/CurrentContracts);
}
//-------------------------------------------------------------------------------------------------
#피라미딩진입
if MarketPosition == 1 and Bxcond == false and MaxEntries < 누적진입횟수 Then
Buy("PBB",atlimit,LatestEntryPrice(0)+i증감,진입수량);
if MarketPosition == -1 and SxCond == false and MaxEntries < 누적진입횟수 Then
sell("PSS",atlimit,LatestEntryPrice(0)-i증감,진입수량);
//-----------------------------------------------------------------------------------------------------
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