커뮤니티
수식 수정 부탁드립니다.
2016-04-28 09:11:51
145
글번호 97538
안녕하세요.
손절이 나온 경우 당일에 진입을 금지할 수 있도록 수식 수정 부탁드리겠습니다.
감사합니다.
--------------------------------------------------------------------------------
input: 매수금액1(10000000),매수금액2(10000000),지정일(20160426);
var : Ev(0),Xv(0);
if MarketPosition == 0 and NextBarSdate > sdate and NextBarSdate == 지정일 Then
buy("b",AtMarket,def,Floor(매수금액1/C));
if MarketPosition == 1 Then{
if CurrentContracts < CurrentContracts[1] and LatestExitName(0) == "BL1" Then
Condition11 = true;
if CurrentContracts < CurrentContracts[1] and LatestExitName(0) == "BL2" Then
Condition12 = true;
if CurrentContracts < CurrentContracts[1] and LatestExitName(0) == "BP1" Then
Condition21 = true;
if CurrentContracts < CurrentContracts[1] and LatestExitName(0) == "BP2" Then
Condition22 = true;
if CurrentContracts < CurrentContracts[1] and LatestExitName(0) == "BP3" Then
Condition23 = true;
if MaxEntries == 1 and CurrentContracts >= CurrentContracts[1] and Condition12 == false Then
buy("bb",Atlimit,EntryPrice*0.97,Floor(매수금액2/C));
if CurrentContracts > CurrentContracts[1] Then{
Ev = AvgEntryPrice;
Xv = Floor(MaxContracts*(1/3));
}
if MaxEntries == 2 Then{
if Condition11 == false Then
exitlong("BL1",AtStop,AvgEntryPrice*0.97,"",xv,1);
if Condition12 == false Then
exitlong("BL3",AtStop,AvgEntryPrice*0.94);
if Condition21 == false Then
exitlong("BP1",AtLimit,AvgEntryPrice*1.05,"",xv,1);
if Condition22 == false Then
exitlong("BP2",AtLimit,AvgEntryPrice*1.10,"",xv,1);
if Condition23 == false Then
exitlong("BP3",AtLimit,AvgEntryPrice*1.15);
}
if sdate > EntryDate and stime == 143000 Then
exitlong();
}
else{
Condition11 = false;
Condition12 = false;
Condition21 = false;
Condition22 = false;
Condition23 = false;
}
답변 1
예스스탁 예스스탁 답변
2016-05-02 12:44:36
안녕하세요
예스스탁입니다.
input: 매수금액1(10000000),매수금액2(10000000),지정일(20160426);
var : Ev(0),Xv(0),Xcond(false);
if bdate != bdate[1] Then
Xcond = false;
if TotalTrades > TotalTrades[1] and (LatestExitName(1) == "BL1" or LatestExitName(1) == "BL2") Then
Xcond = true;
if MarketPosition == 0 and NextBarSdate > sdate and NextBarSdate == 지정일 and Xcond == false Then
buy("b",AtMarket,def,Floor(매수금액1/C));
if MarketPosition == 1 Then{
if CurrentContracts < CurrentContracts[1] and LatestExitName(0) == "BL1" Then{
Condition11 = true;
Xcond = true;
}
if CurrentContracts < CurrentContracts[1] and LatestExitName(0) == "BL2" Then{
Condition12 = true;
Xcond = true;
}
if CurrentContracts < CurrentContracts[1] and LatestExitName(0) == "BP1" Then
Condition21 = true;
if CurrentContracts < CurrentContracts[1] and LatestExitName(0) == "BP2" Then
Condition22 = true;
if CurrentContracts < CurrentContracts[1] and LatestExitName(0) == "BP3" Then
Condition23 = true;
if MaxEntries == 1 and CurrentContracts >= CurrentContracts[1] and Condition12 == false Then
buy("bb",Atlimit,EntryPrice*0.97,Floor(매수금액2/C));
if CurrentContracts > CurrentContracts[1] Then{
Ev = AvgEntryPrice;
Xv = Floor(MaxContracts*(1/3));
}
if MaxEntries == 2 Then{
if Condition11 == false Then
exitlong("BL1",AtStop,AvgEntryPrice*0.97,"",xv,1);
if Condition12 == false Then
exitlong("BL3",AtStop,AvgEntryPrice*0.94);
if Condition21 == false Then
exitlong("BP1",AtLimit,AvgEntryPrice*1.05,"",xv,1);
if Condition22 == false Then
exitlong("BP2",AtLimit,AvgEntryPrice*1.10,"",xv,1);
if Condition23 == false Then
exitlong("BP3",AtLimit,AvgEntryPrice*1.15);
}
if sdate > EntryDate and stime == 143000 Then
exitlong();
}
else{
Condition11 = false;
Condition12 = false;
Condition21 = false;
Condition22 = false;
Condition23 = false;
}
즐거운 하루되세요
> 깜피 님이 쓴 글입니다.
> 제목 : 수식 수정 부탁드립니다.
>
안녕하세요.
손절이 나온 경우 당일에 진입을 금지할 수 있도록 수식 수정 부탁드리겠습니다.
감사합니다.
--------------------------------------------------------------------------------
input: 매수금액1(10000000),매수금액2(10000000),지정일(20160426);
var : Ev(0),Xv(0);
if MarketPosition == 0 and NextBarSdate > sdate and NextBarSdate == 지정일 Then
buy("b",AtMarket,def,Floor(매수금액1/C));
if MarketPosition == 1 Then{
if CurrentContracts < CurrentContracts[1] and LatestExitName(0) == "BL1" Then
Condition11 = true;
if CurrentContracts < CurrentContracts[1] and LatestExitName(0) == "BL2" Then
Condition12 = true;
if CurrentContracts < CurrentContracts[1] and LatestExitName(0) == "BP1" Then
Condition21 = true;
if CurrentContracts < CurrentContracts[1] and LatestExitName(0) == "BP2" Then
Condition22 = true;
if CurrentContracts < CurrentContracts[1] and LatestExitName(0) == "BP3" Then
Condition23 = true;
if MaxEntries == 1 and CurrentContracts >= CurrentContracts[1] and Condition12 == false Then
buy("bb",Atlimit,EntryPrice*0.97,Floor(매수금액2/C));
if CurrentContracts > CurrentContracts[1] Then{
Ev = AvgEntryPrice;
Xv = Floor(MaxContracts*(1/3));
}
if MaxEntries == 2 Then{
if Condition11 == false Then
exitlong("BL1",AtStop,AvgEntryPrice*0.97,"",xv,1);
if Condition12 == false Then
exitlong("BL3",AtStop,AvgEntryPrice*0.94);
if Condition21 == false Then
exitlong("BP1",AtLimit,AvgEntryPrice*1.05,"",xv,1);
if Condition22 == false Then
exitlong("BP2",AtLimit,AvgEntryPrice*1.10,"",xv,1);
if Condition23 == false Then
exitlong("BP3",AtLimit,AvgEntryPrice*1.15);
}
if sdate > EntryDate and stime == 143000 Then
exitlong();
}
else{
Condition11 = false;
Condition12 = false;
Condition21 = false;
Condition22 = false;
Condition23 = false;
}