안녕하세요 예스스탁입니다. input: 매수금액1(8000000),매수금액2(12000000),지정일(20160613); var : Ev(0),Xv(0),Xcond(false),Nday(0),OpenPrice(0); if bdate != bdate[1] Then{ Nday = Nday+1; Xcond = false; } if TotalTrades > TotalTrades[1] and (LatestExitName(1) == "BL1" or LatestExitName(1) == "BL2") Then Xcond = true; if MarketPosition == 0 and NextBarSdate == 지정일 and Xcond == false and NextBarOpen < C*1.05 and dayindex == 0 Then { buy("b",OnClose,def,Floor(매수금액1/C)); Openprice = CloseD(1); } 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 highest(H,BarsSinceEntry) < EntryPrice*1.05 and stime < 110000 and MaxContracts == CurrentContracts Then buy("bb",Atlimit,EntryPrice*0.97,Floor(매수금액2/C)); if CurrentContracts > CurrentContracts[1] Then{ Ev = AvgEntryPrice; Xv = Floor(MaxContracts*(1/100)); } if MaxEntries ==1 Then{ if Condition11 == false Then exitlong("BL1",AtStop,AvgEntryPrice*0.95,""); // if Condition12 == false Then // exitlong("BL3",AtStop,AvgEntryPrice*0.955); if Condition21 == false Then exitlong("BP1",AtLimit,AvgEntryPrice*1.05,"",xv*40,1); if Condition22 == false Then exitlong("BP2",AtLimit,AvgEntryPrice*1.10,"",xv*30,1); if Condition23 == false Then exitlong("BP3",AtLimit,OpenPrice*1.29); if MaxEntries == 1 and highest(H,BarsSinceEntry) >= EntryPrice*1.05 Then ExitLong("btr",AtStop,highest(H,BarsSinceEntry)*0.90); } if MaxEntries ==2 Then{ if Condition11 == false Then exitlong("BL11",AtStop,AvgEntryPrice*0.967,""); // if Condition12 == false Then // exitlong("BL33",AtStop,AvgEntryPrice*0.95); if Condition21 == false Then exitlong("BP11",AtLimit,AvgEntryPrice*1.05,"",xv*60,1); if Condition22 == false Then exitlong("BP22",AtLimit,AvgEntryPrice*1.10,"",xv*30,1); if Condition23 == false Then exitlong("BP33",AtLimit,OpenPrice*1.28); if MaxEntries == 1 and highest(H,BarsSinceEntry) >= EntryPrice*1.05 Then ExitLong("btr2",AtStop,highest(H,BarsSinceEntry)*0.90); } #당일 청산이 1회이상 발생했으면 14시30분에 청산 if countif(CurrentContracts < CurrentContracts[1],dayindex+1) >= 1 and stime >= 143000 Then exitlong(); // if sdate > Nday[BarsSinceEntry]+1 and stime == 144500 Then If DayOfWeek(지정일) == 1 Then { if (DayOfWeek(sdate)==3 or DayOfWeek(sdate)==4 or DayOfWeek(sdate)==5) and stime>=143000 Then exitlong("bx월-수"); } If DayOfWeek(지정일) == 2 Then { if (DayOfWeek(sdate)==4 or DayOfWeek(sdate)==5 or DayOfWeek(sdate)==1) and stime>=143000 Then exitlong("bx화-목"); } If DayOfWeek(지정일) == 3 Then { if (DayOfWeek(sdate)==5 or DayOfWeek(sdate)==1 or DayOfWeek(sdate)==2) and stime>=143000 Then exitlong("수-금"); } If DayOfWeek(지정일) == 4 Then { if (DayOfWeek(sdate)==1 or DayOfWeek(sdate)==2 or DayOfWeek(sdate)==3) and stime>=143000 Then exitlong("bx목-월"); } If DayOfWeek(지정일) == 5 Then { if (DayOfWeek(sdate)==2 or DayOfWeek(sdate)==3 or DayOfWeek(sdate)==4) and stime>=143000 Then exitlong("bx금-화"); } } else{ Condition11 = false; Condition12 = false; Condition21 = false; Condition22 = false; Condition23 = false; } 즐거운 하루되세요 > 깜피 님이 쓴 글입니다. > 제목 : 시스템식 질문입니다. > 제가 여러가지 형태로 생각해보고 있습니다. 현재는 당일에 3회에 걸친 익절이나 손절이 아니면 익일이나 익익일까지 끌고 가는데, 혹시 당일에 1회라도 익절이나 손절이 나오는 경우에는 당일 2:30에 매도하는 형태로 수정해보고 싶습니다. 감사합니다. input: 매수금액1(8000000),매수금액2(12000000),지정일(20160613); var : Ev(0),Xv(0),Xcond(false),Nday(0),OpenPrice(0); if bdate != bdate[1] Then{ Nday = Nday+1; Xcond = false; } if TotalTrades > TotalTrades[1] and (LatestExitName(1) == "BL1" or LatestExitName(1) == "BL2") Then Xcond = true; if MarketPosition == 0 and NextBarSdate == 지정일 and Xcond == false and NextBarOpen < C*1.05 and dayindex == 0 Then { buy("b",OnClose,def,Floor(매수금액1/C)); Openprice = CloseD(1); } 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 highest(H,BarsSinceEntry) < EntryPrice*1.05 and stime < 110000 and MaxContracts == CurrentContracts Then buy("bb",Atlimit,EntryPrice*0.97,Floor(매수금액2/C)); if CurrentContracts > CurrentContracts[1] Then{ Ev = AvgEntryPrice; Xv = Floor(MaxContracts*(1/100)); } if MaxEntries ==1 Then{ if Condition11 == false Then exitlong("BL1",AtStop,AvgEntryPrice*0.95,""); // if Condition12 == false Then // exitlong("BL3",AtStop,AvgEntryPrice*0.955); if Condition21 == false Then exitlong("BP1",AtLimit,AvgEntryPrice*1.05,"",xv*40,1); if Condition22 == false Then exitlong("BP2",AtLimit,AvgEntryPrice*1.10,"",xv*30,1); if Condition23 == false Then exitlong("BP3",AtLimit,OpenPrice*1.29); if MaxEntries == 1 and highest(H,BarsSinceEntry) >= EntryPrice*1.05 Then ExitLong("btr",AtStop,highest(H,BarsSinceEntry)*0.90); } if MaxEntries ==2 Then{ if Condition11 == false Then exitlong("BL11",AtStop,AvgEntryPrice*0.967,""); // if Condition12 == false Then // exitlong("BL33",AtStop,AvgEntryPrice*0.95); if Condition21 == false Then exitlong("BP11",AtLimit,AvgEntryPrice*1.05,"",xv*60,1); if Condition22 == false Then exitlong("BP22",AtLimit,AvgEntryPrice*1.10,"",xv*30,1); if Condition23 == false Then exitlong("BP33",AtLimit,OpenPrice*1.28); if MaxEntries == 1 and highest(H,BarsSinceEntry) >= EntryPrice*1.05 Then ExitLong("btr2",AtStop,highest(H,BarsSinceEntry)*0.90); } // if sdate > Nday[BarsSinceEntry]+1 and stime == 144500 Then If DayOfWeek(지정일) == 1 Then { if (DayOfWeek(sdate)==3 or DayOfWeek(sdate)==4 or DayOfWeek(sdate)==5) and stime>=143000 Then exitlong("bx월-수"); } If DayOfWeek(지정일) == 2 Then { if (DayOfWeek(sdate)==4 or DayOfWeek(sdate)==5 or DayOfWeek(sdate)==1) and stime>=143000 Then exitlong("bx화-목"); } If DayOfWeek(지정일) == 3 Then { if (DayOfWeek(sdate)==5 or DayOfWeek(sdate)==1 or DayOfWeek(sdate)==2) and stime>=143000 Then exitlong("수-금"); } If DayOfWeek(지정일) == 4 Then { if (DayOfWeek(sdate)==1 or DayOfWeek(sdate)==2 or DayOfWeek(sdate)==3) and stime>=143000 Then exitlong("bx목-월"); } If DayOfWeek(지정일) == 5 Then { if (DayOfWeek(sdate)==2 or DayOfWeek(sdate)==3 or DayOfWeek(sdate)==4) and stime>=143000 Then exitlong("bx금-화"); } } else{ Condition11 = false; Condition12 = false; Condition21 = false; Condition22 = false; Condition23 = false; }