대신증권 시스템트레이딩 예제(방향성 전환매매)




Var1 = 500000/close

Cond1 = 0 < (mov(close,ma3,s)-mov(close,ma3,s,1))
Cond2 = 0 < (mov(close,ma4,s)-mov(close,ma4,s,1))
Cond3 = 0 < (mov(close,ma5,s)-mov(close,ma5,s,1))
Cond4 = close*0.1 > close-mov(close,ma3,s) And 0 < close-mov(close,ma3,s)
Cond5 = 0 < close-open

Cond11 = 0 > (mov(close,ma3,s)-mov(close,ma3,s,1))
Cond12 = close < (EntryPrice-EntryPrice*0.05)
Cond13 = close < mov(close,ma3,s)

If Cond1 And Cond2 And Cond3 And Cond4 And Cond5 Then
Call buy("Buy",Atmarket,Var1) ',hhv(1,high,5)
End If


If Cond12 Or Cond13 Then
Call ExitLong("ExitLong",Atmarket,Var1) ',llv(1,low,5)
End If