답변완료
피보나치 전환 박스
input : 전환포인트(0.7);
Array : HD[10](0),HT[10](0),HV[10](0);
Array : LD[10](0),LT[10](0),LV[10](0);
var : cnt(0),Hprice(0),Lprice(0);
var : UpTrend(false),DownTrend(False),Trend(0),ZigZagTL(0),TX(0);
var : TL1(0),TL2(0),TL3(0),TL4(0),TL5(0);
Plot1 (c);
HPrice = H;
LPrice = L;
if Index == 0 or Bdate != Bdate[1] Then
{
HD[0] = sDate;
HT[0] = sTime;
HV[0] = HPrice;
LD[0] = sDate;
LT[0] = sTime;
LV[0] = LPrice;
trend = 0;
}
Else
{
UpTrend = HPrice >= LV[0]+전환포인트;
DownTrend = LPrice <= HV[0]-전환포인트;
if trend <= 0 and UpTrend == true Then
{
trend = 1;
For cnt = 9 DownTo 1
{
HD[cnt] = HD[cnt-1];
HT[cnt] = HT[cnt-1];
HV[cnt] = HV[cnt-1];
}
HD[0] = sDate;
HT[0] = sTime;
HV[0] = HPrice;
ZigZagTL = TL_New(LD[0],LT[0],LV[0],HD[0],HT[0],HV[0]);
TL_SetColor(ZigZagTL,Red);
TL_SetSize(ZigZagTL,1);
TX = text_new(HD[0],HT[0],HV[0],NumToStr(HV[0]-LV[0],2)+" ");
Text_SetStyle(TX,1,1);
Text_SetColor(TX,Black);
Text_SetSize(tx,25);
Text_SetBold(tx,1);
var2 = 10^(LOG10(HV[0])-(LOG10(HV[0])-LOG10(LV[0]))*(38.2/100));
var3 = 10^(LOG10(HV[0])-(LOG10(HV[0])-LOG10(LV[0]))*(50/100));
var4 = 10^(LOG10(HV[0])-(LOG10(HV[0])-LOG10(LV[0]))*(61.8/100));
TL1 = TL_New(LD[0],LT[0],HV[0],NextBarSdate,NextBarStime,HV[0]);
TL2 = TL_New(LD[0],LT[0],var2,NextBarSdate,NextBarStime,var2);
TL3 = TL_New(LD[0],LT[0],var3,NextBarSdate,NextBarStime,var3);
TL4 = TL_New(LD[0],LT[0],var4,NextBarSdate,NextBarStime,var4);
TL5 = TL_New(LD[0],LT[0],LV[0],NextBarSdate,NextBarStime,LV[0]);
TL_SetColor(TL1,Magenta);
TL_SetColor(TL2,Orange);
TL_SetColor(TL3,Green);
TL_SetColor(TL4,Orange);
TL_SetColor(TL5,Green);
}
Else if trend >= 0 and DownTrend Then//하락추세 전환
{
trend = -1;
For cnt = 9 DownTo 1
{
LD[cnt] = LD[cnt-1];
LT[cnt] = LT[cnt-1];
LV[cnt] = LV[cnt-1];
}
LD[0] = sDate;
LT[0] = sTime;
LV[0] = LPrice;
ZigZagTL = TL_New(HD[0],HT[0],HV[0],LD[0],LT[0],LV[0]);
TL_SetColor(ZigZagTL,Blue);
TL_SetSize(ZigZagTL,1);
TX = text_new(LD[0],LT[0],LV[0],NumToStr(HV[0]-LV[0],2)+" ");
Text_SetStyle(TX,1,0);
Text_SetColor(TX,Black);
Text_SetSize(tx,25);
Text_SetBold(tx,1);
var2 = 10^(LOG10(HV[0])-(LOG10(HV[0])-LOG10(LV[0]))*(38.2/100));
var3 = 10^(LOG10(HV[0])-(LOG10(HV[0])-LOG10(LV[0]))*(50/100));
var4 = 10^(LOG10(HV[0])-(LOG10(HV[0])-LOG10(LV[0]))*(61.8/100));
TL1 = TL_New(HD[0],HT[0],HV[0],NextBarSdate,NextBarStime,HV[0]);
TL2 = TL_New(HD[0],HT[0],var2,NextBarSdate,NextBarStime,var2);
TL3 = TL_New(HD[0],HT[0],var3,NextBarSdate,NextBarStime,var3);
TL4 = TL_New(HD[0],HT[0],var4,NextBarSdate,NextBarStime,var4);
TL5 = TL_New(HD[0],HT[0],LV[0],NextBarSdate,NextBarStime,LV[0]);
TL_SetColor(TL1,Magenta);
TL_SetColor(TL2,Orange);
TL_SetColor(TL3,Green);
TL_SetColor(TL4,Orange);
TL_SetColor(TL5,Green);
}
Else
{
if trend == 1 Then
{
if HPrice > HV[0] Then
{
HD[0] = sDate;
HT[0] = sTime;
HV[0] = HPrice;
TL_SetEnd(ZigZagTL,HD[0],HT[0],HV[0]);
Text_SetLocation(TX,HD[0],HT[0],HV[0]);
Text_SetString(TX,NumToStr(HV[0]-LV[0],2)+" ");
var2 = 10^(LOG10(HV[0])-(LOG10(HV[0])-LOG10(LV[0]))*(38.2/100));
var3 = 10^(LOG10(HV[0])-(LOG10(HV[0])-LOG10(LV[0]))*(50/100));
var4 = 10^(LOG10(HV[0])-(LOG10(HV[0])-LOG10(LV[0]))*(61.8/100));
TL_SetBegin(TL1,LD[0],LT[0],HV[0]);
TL_SetBegin(TL2,LD[0],LT[0],Var2);
TL_SetBegin(TL3,LD[0],LT[0],Var3);
TL_SetBegin(TL4,LD[0],LT[0],Var4);
TL_SetBegin(TL5,LD[0],LT[0],LV[0]);
TL_SetEnd(TL1,Sdate,Stime,HV[0]);
TL_SetEnd(TL2,Sdate,Stime,Var2);
TL_SetEnd(TL3,Sdate,Stime,Var3);
TL_SetEnd(TL4,Sdate,Stime,Var4);
TL_SetEnd(TL5,Sdate,Stime,LV[0]);
}
}
if trend == -1 Then
{
if LPrice < LV[0] Then
{
LD[0] = sDate;
LT[0] = sTime;
LV[0] = LPrice;
TL_SetEnd(ZigZagTL,LD[0],LT[0],LV[0]);
Text_SetLocation(TX,LD[0],LT[0],LV[0]);
Text_SetString(TX,NumToStr(HV[0]-LV[0],2)+" ");
var2 = 10^(LOG10(HV[0])-(LOG10(HV[0])-LOG10(LV[0]))*(38.2/100));
var3 = 10^(LOG10(HV[0])-(LOG10(HV[0])-LOG10(LV[0]))*(50/100));
var4 = 10^(LOG10(HV[0])-(LOG10(HV[0])-LOG10(LV[0]))*(61.8/100));
TL_SetBegin(TL1,HD[0],HT[0],HV[0]);
TL_SetBegin(TL2,HD[0],HT[0],Var2);
TL_SetBegin(TL3,HD[0],HT[0],Var3);
TL_SetBegin(TL4,HD[0],HT[0],Var4);
TL_SetBegin(TL5,HD[0],HT[0],LV[0]);
TL_SetEnd(TL1,Sdate,Stime,HV[0]);
TL_SetEnd(TL2,Sdate,Stime,Var2);
TL_SetEnd(TL3,Sdate,Stime,Var3);
TL_SetEnd(TL4,Sdate,Stime,Var4);
TL_SetEnd(TL5,Sdate,Stime,LV[0]);
}
}
}
}
피보나치 38.2부터 50까지 박스. 50부터 61.8까지 박스. 감사합니다.
2024-03-06
522
글번호 177202
지표
답변완료
시스템식 요청드립니다.
위의 그림을 확인해보시면,
아래의 수식에 의해서 타점 1이 매수되어야 하는데, 매수가 안되었습니다.
If c >= HH*1.005 AND LatestEntryName(0) == "타점" AND LatestExitName(1) == "5%익절" AND LatestExitName(0) == "P5청산" TheN
Buy("타점1",AtLimit,타점,Floor((베팅금)/타점)*0.6);
혹시 왜 매수가 안되었는지 알수가 있을까요???
예상하기로는 돌파매수타점인데, 고점이 갱신되면서 매수가 안된건가 싶기도 하고, 그렇게 되면 HH(1)을 적용 해야 하나 싶기도 하고
확인이 어려워 요청드립니다.
---------------------------------------------------------------------------------------------
input : 베팅금(1000000);
input : 시작날짜 (20240113),Xtime(110000) ;
input : 타점(5000),손절(1000);
var : P618(0),P5(0),P382(0),HH(0),LL(0);
Var : day(0),EntryDay(0),entry(False),dd(0),ED(0);
if sDate >= 시작날짜 Then
{
if Bdate != Bdate[1] Then
{
entry = true;
day = day+1;
dd = dd+1;
}
if HH == 0 or (HH > 0 and H > HH) Then
HH = H;
if LL == 0 or (LL > 0 and L < LL) Then
LL = L;
}
P618 = LL+(HH-LL)*0.618;
P5 = LL+(HH-LL)*0.5;
P382 = LL+(HH-LL)*0.382;
if TotalTrades > TotalTrades[1] Then
entry = False;
if MarketPosition == 0 and entry == true and c > 타점 Then
Buy("타점",AtLimit,타점,Floor((베팅금)/타점));
If c >= HH*1.005 AND LatestEntryName(0) == "타점" AND LatestExitName(1) == "5%익절" AND LatestExitName(0) == "P5청산" TheN
Buy("타점1",AtLimit,타점,Floor((베팅금)/타점)*0.6);
if ((LatestEntryName(0) == "타점") )Then
ExitLong("5%익절",AtLimit,AvgEntryPrice*1.05,"",Floor((베팅금)/타점)*0.3);
if((LatestEntryName(0) == "타점") ) Then
ExitLong("20%익절",AtLimit,AvgEntryPrice*1.2,"",Floor((베팅금)/타점)*0.3);
if (LatestExitName(0) == "5%익절") and c <= P5 Then
ExitLong("P5청산",AtLimit,P5,"",Floor((베팅금)/타점)*0.3);
if (LatestExitName(0) == "5%익절") and c <= P382 Then
ExitLong("P382청산",AtLimit,P382,"",Floor((베팅금)/타점)*0.4);
if MarketPosition == 1 and sTime > xtime and 손절 >= c Then
ExitLong("손절");
2024-03-06
811
글번호 177193
시스템