{"id":759,"date":"2020-06-04T14:04:32","date_gmt":"2020-06-04T05:04:32","guid":{"rendered":"https:\/\/www.starsand.net\/blog\/?p=759"},"modified":"2025-03-21T11:31:59","modified_gmt":"2025-03-21T02:31:59","slug":"strategy","status":"publish","type":"post","link":"https:\/\/www.starsand.net\/blog\/2020\/06\/04\/strategy\/","title":{"rendered":"strategy"},"content":{"rendered":"\n<h3 class=\"wp-block-heading\">strategy.cash<\/h3>\n\n\n\n<p class=\"wp-block-paragraph\">strategy.entry\u307e\u305f\u306fstrategy.order\u30b3\u30de\u30f3\u30c9(\u307e\u305f\u306f\u300cNaN\u300d\u304c\u6307\u5b9a\u3055\u308c\u3066\u3044\u308b\u5834\u5408)\u3067\u58f2\u8cb7\u3059\u308b\u6ce8\u6587\/\u682a\u5f0f\/\u30ed\u30c3\u30c8\/\u30e6\u30cb\u30c3\u30c8\u306e\u6570\u304c\u6307\u5b9a\u3055\u308c\u3066\u3044\u306a\u3044\u5834\u5408\u3001\u30b9\u30c8\u30e9\u30c6\u30b8\u30fc\u306f &#8216;default_qty_value&#8217;\u3067\u6307\u5b9a\u3055\u308c\u305f\u91d1\u984d\u3092\u4f7f\u7528\u3057\u3066\u3001\u73fe\u5728\u306e\u30d0\u30fc\u306e\u7d42\u5024\u3067\u58f2\u8cb7\u3059\u308b\u6570\u91cf\u3092\u8a08\u7b97\u3057\u307e\u3059\u3002<br><br>\u30bf\u30a4\u30d7<br>const string<\/p>\n\n\n\n<h3 class=\"wp-block-heading\">strategy.closedtrades<\/h3>\n\n\n\n<p class=\"wp-block-paragraph\">\u5168\u30c8\u30ec\u30fc\u30c9\u671f\u9593\u3067\u30af\u30ed\u30fc\u30ba\u3055\u308c\u305f\u30c8\u30ec\u30fc\u30c9\u306e\u6570\u3002<br><br>\u30bf\u30a4\u30d7<br>series[integer]<\/p>\n\n\n\n<h3 class=\"wp-block-heading\">strategy.commission.cash_per_contract<\/h3>\n\n\n\n<p class=\"wp-block-paragraph\">\u6ce8\u6587\u306e\u624b\u6570\u6599\u30bf\u30a4\u30d7\u3002<br>\u53d6\u5f15\u6bce\u306e\u53e3\u5ea7\u901a\u8ca8\u91d1\u984d\u3002<br><br>\u30bf\u30a4\u30d7<br>const string<\/p>\n\n\n\n<h3 class=\"wp-block-heading\">strategy.commission.cash_per_order<\/h3>\n\n\n\n<p class=\"wp-block-paragraph\">\u6ce8\u6587\u306e\u624b\u6570\u6599\u30bf\u30a4\u30d7\u3002<br>\u6ce8\u6587\u6bce\u306b\u53e3\u5ea7\u901a\u8ca8\u3067\u8868\u793a\u3055\u308c\u305f\u91d1\u984d\u3002<br><br>\u30bf\u30a4\u30d7<br>const string<\/p>\n\n\n\n<h3 class=\"wp-block-heading\">strategy.commission.percent<\/h3>\n\n\n\n<p class=\"wp-block-paragraph\">\u6ce8\u6587\u306e\u624b\u6570\u6599\u30bf\u30a4\u30d7\u3002\u6ce8\u6587\u306e\u73fe\u91d1\u30dc\u30ea\u30e5\u30fc\u30e0\u306e\u30d1\u30fc\u30bb\u30f3\u30c6\u30fc\u30b8\u3002<br><br>\u30bf\u30a4\u30d7<br>const string<\/p>\n\n\n\n<h3 class=\"wp-block-heading\">strategy.direction.all<\/h3>\n\n\n\n<p class=\"wp-block-paragraph\">\u8cb7\u3044\u3068\u58f2\u308a\u306e\u30dd\u30b8\u30b7\u30e7\u30f3\u306e\u4e21\u8005\u306e\u30b9\u30c8\u30e9\u30c6\u30b8\u30fc\u3092\u8a31\u53ef\u3059\u308b\u3002<br><br>\u30bf\u30a4\u30d7<br>const string<\/p>\n\n\n\n<h3 class=\"wp-block-heading\">strategy.direction.long<\/h3>\n\n\n\n<p class=\"wp-block-paragraph\">\u8cb7\u3044\u306e\u307f\u306e\u30dd\u30b8\u30b7\u30e7\u30f3\u3092\u6301\u3064\u30b9\u30c8\u30e9\u30c6\u30b8\u30fc\u3092\u8a31\u53ef\u3059\u308b\u3002<br><br>\u30bf\u30a4\u30d7<br>const string<\/p>\n\n\n\n<h3 class=\"wp-block-heading\">strategy.direction.short<\/h3>\n\n\n\n<p class=\"wp-block-paragraph\">\u58f2\u308a\u306e\u307f\u306e\u30dd\u30b8\u30b7\u30e7\u30f3\u3092\u6301\u3064\u30b9\u30c8\u30e9\u30c6\u30b8\u30fc\u3092\u8a31\u53ef\u3059\u308b\u3002<br><br>\u30bf\u30a4\u30d7<br>const string<\/p>\n\n\n\n<h3 class=\"wp-block-heading\">strategy.equity<\/h3>\n\n\n\n<p class=\"wp-block-paragraph\">\u73fe\u5728\u306e\u682a\u5f0f (\u00a0strategy.initial_capital + strategy.netprofit + strategy.openprofit\u00a0)\u3002<br><br>\u30bf\u30a4\u30d7<br>series[float]<\/p>\n\n\n\n<h3 class=\"wp-block-heading\">strategy.eventrades<\/h3>\n\n\n\n<p class=\"wp-block-paragraph\">\u53d6\u5f15\u671f\u9593\u5168\u4f53\u306b\u5bfe\u3059\u308b\u640d\u76ca\u5206\u5c90\u70b9\u53d6\u5f15\u306e\u6570<br><br>\u30bf\u30a4\u30d7<br>series[integer]<\/p>\n\n\n\n<h3 class=\"wp-block-heading\">strategy.fixed<\/h3>\n\n\n\n<p class=\"wp-block-paragraph\">strategy.entry\u307e\u305f\u306fstrategy.order\u30b3\u30de\u30f3\u30c9(\u307e\u305f\u306f\u300cNaN\u300d\u304c\u6307\u5b9a\u3055\u308c\u3066\u3044\u308b\u5834\u5408)\u3067\u58f2\u8cb7\u3059\u308b\u6ce8\u6587\/\u682a\u5f0f\/\u30ed\u30c3\u30c8\/\u30e6\u30cb\u30c3\u30c8\u306e\u6570\u304c\u6307\u5b9a\u3055\u308c\u3066\u3044\u306a\u3044\u5834\u5408\u3001\u91cf\u3092\u5b9a\u7fa9\u3059\u308b\u305f\u3081\u306b&#8217;default_qty_value&#8217;\u304c\u4f7f\u7528\u3055\u308c\u307e\u3059\u3002<br><br>\u30bf\u30a4\u30d7<br>const string<\/p>\n\n\n\n<h3 class=\"wp-block-heading\">strategy.grossloss<\/h3>\n\n\n\n<p class=\"wp-block-paragraph\">\u5b8c\u4e86\u3057\u305f\u5168\u3066\u306e\u8ca0\u3051\u30c8\u30ec\u30fc\u30c9\u306e\u5408\u8a08\u901a\u8ca8\u6570\u5024\u3002<br><br>\u30bf\u30a4\u30d7<br>series[float]<\/p>\n\n\n\n<h3 class=\"wp-block-heading\">strategy.grossprofit<\/h3>\n\n\n\n<p class=\"wp-block-paragraph\">\u5b8c\u4e86\u3057\u305f\u5168\u3066\u306e\u52dd\u3061\u30c8\u30ec\u30fc\u30c9\u306e\u5408\u8a08\u901a\u8ca8\u6570\u5024\u3002<br><br>\u30bf\u30a4\u30d7<br>series[float]<\/p>\n\n\n\n<h3 class=\"wp-block-heading\">strategy.initial_capital<\/h3>\n\n\n\n<p class=\"wp-block-paragraph\">\u30b9\u30c8\u30e9\u30c6\u30b8\u30fc\u30d7\u30ed\u30d1\u30c6\u30a3\u306b\u8a2d\u5b9a\u3055\u308c\u305f\u521d\u671f\u8cc7\u672c\u306e\u5408\u8a08\u91d1\u984d\u3002<br><br>\u30bf\u30a4\u30d7<br>series[float]<\/p>\n\n\n\n<h3 class=\"wp-block-heading\">strategy.long<\/h3>\n\n\n\n<p class=\"wp-block-paragraph\">\u8cb7\u3044\u6ce8\u6587\u3067\u30a8\u30f3\u30c8\u30ea\u30fc<br><br>\u30bf\u30a4\u30d7<br>const bool<\/p>\n\n\n\n<h3 class=\"wp-block-heading\">strategy.losstrades<\/h3>\n\n\n\n<p class=\"wp-block-paragraph\">\u53d6\u5f15\u671f\u9593\u5168\u4f53\u306b\u304a\u3051\u308b\u4e0d\u63a1\u7b97\u53d6\u5f15\u306e\u6570\u3002<br><br>\u30bf\u30a4\u30d7<br>series[integer]<\/p>\n\n\n\n<h3 class=\"wp-block-heading\">strategy.max_contracts_held_all<\/h3>\n\n\n\n<p class=\"wp-block-paragraph\">\u53d6\u5f15\u671f\u9593\u5168\u4f53\u306b\u6e21\u308b\u6ce8\u6587\/\u682a\u5f0f\/\u30ed\u30c3\u30c8\/\u30e6\u30cb\u30c3\u30c8\u306e\u30c8\u30ec\u30fc\u30c9\u306b\u304a\u3051\u308b\u6700\u5927\u5024\u3002<br><br>\u30bf\u30a4\u30d7<br>series[float]<\/p>\n\n\n\n<h3 class=\"wp-block-heading\">strategy.max_contracts_held_long<\/h3>\n\n\n\n<p class=\"wp-block-paragraph\">\u53d6\u5f15\u671f\u9593\u5168\u4f53\u306b\u6e21\u308b\u6ce8\u6587\/\u682a\u5f0f\/\u30ed\u30c3\u30c8\/\u30e6\u30cb\u30c3\u30c8\u306e\u8cb7\u3044\u30c8\u30ec\u30fc\u30c9\u306b\u304a\u3051\u308b\u6700\u5927\u5024\u3002<br><br>\u30bf\u30a4\u30d7<br>series[float]<\/p>\n\n\n\n<h3 class=\"wp-block-heading\">strategy.max_contracts_held_short<\/h3>\n\n\n\n<p class=\"wp-block-paragraph\">\u53d6\u5f15\u671f\u9593\u5168\u4f53\u306b\u6e21\u308b\u6ce8\u6587\/\u682a\u5f0f\/\u30ed\u30c3\u30c8\/\u30e6\u30cb\u30c3\u30c8\u306e\u58f2\u308a\u30c8\u30ec\u30fc\u30c9\u306b\u304a\u3051\u308b\u6700\u5927\u5024\u3002<br><br>\u30bf\u30a4\u30d7<br>series[float]<\/p>\n\n\n\n<h3 class=\"wp-block-heading\">strategy.max_drawdown<\/h3>\n\n\n\n<p class=\"wp-block-paragraph\">\u53d6\u5f15\u5168\u4f53\u306e\u4e2d\u306b\u304a\u3051\u308b\u6700\u5927\u306e\u682a\u5f0f\u4e0b\u843d\u984d\u3002<br><br>\u30bf\u30a4\u30d7<br>series[float]<\/p>\n\n\n\n<h3 class=\"wp-block-heading\">strategy.netprofit<\/h3>\n\n\n\n<p class=\"wp-block-paragraph\">\u5b8c\u4e86\u3057\u305f\u5168\u3066\u306e\u30c8\u30ec\u30fc\u30c9\u306e\u5408\u8a08\u901a\u8ca8\u6570\u5024\u3002<br><br>\u30bf\u30a4\u30d7<br>series[float]<\/p>\n\n\n\n<h3 class=\"wp-block-heading\">strategy.oca.cancel<\/h3>\n\n\n\n<p class=\"wp-block-paragraph\">\u30b9\u30c8\u30e9\u30c6\u30b8\u30fc\u6a5f\u80fd\u306eOCA\u30bf\u30a4\u30d7\u5024\u3002<br>\u3053\u306e\u30d1\u30e9\u30e1\u30fc\u30bf\u306f\u3001\u6ce8\u6587\u304cOCO\u30b0\u30eb\u30fc\u30d7\u306b\u5c5e\u3059\u308b\u3079\u304d\u3067\u3042\u308b\u3068\u5224\u65ad\u3057\u307e\u3059\u3002<br>\u6ce8\u6587\u3055\u308c\u308b\u3068\u540c\u3058\u30b0\u30eb\u30fc\u30d7\u306e\u4ed6\u306e\u6ce8\u6587\u306f\u3059\u3079\u3066\u30ad\u30e3\u30f3\u30bb\u30eb\u3055\u308c\u307e\u3059\u3002 <br><br>\u6ce8\uff1a\u540c\u3058OCA\u30b0\u30eb\u30fc\u30d7\u306e\u8907\u6570\u306e\u6ce8\u6587\u304c\u4e00\u5ea6\u306b\u914d\u7f6e\u3055\u308c\u305f\u5834\u5408\u3001\u305d\u308c\u3089\u306e\u6ce8\u6587\u306f\u3059\u3079\u3066\u5145\u5f53\u3055\u308c\u307e\u3059\u3002<br><br>\u30bf\u30a4\u30d7<br>const string<\/p>\n\n\n\n<h3 class=\"wp-block-heading\">strategy.oca.none<\/h3>\n\n\n\n<p class=\"wp-block-paragraph\">\u30b9\u30c8\u30e9\u30c6\u30b8\u30fc\u6a5f\u80fd\u306eOCA\u30bf\u30a4\u30d7\u5024\u3002<br>\u3053\u306e\u30d1\u30e9\u30e1\u30fc\u30bf\u306f\u3001\u6ce8\u6587\u304c\u7279\u5b9a\u306eOCO\u30b0\u30eb\u30fc\u30d7\u306b\u5c5e\u3057\u3066\u306f\u306a\u3089\u306a\u3044\u3053\u3068\u3092\u6c7a\u5b9a\u3057\u307e\u3059\u3002<br><br>\u30bf\u30a4\u30d7<br>const string<\/p>\n\n\n\n<h3 class=\"wp-block-heading\">strategy.oca.reduce<\/h3>\n\n\n\n<p class=\"wp-block-paragraph\">\u30b9\u30c8\u30e9\u30c6\u30b8\u30fc\u6a5f\u80fd\u306eOCA\u30bf\u30a4\u30d7\u5024\u3002<br>\u3053\u306e\u30d1\u30e9\u30e1\u30fc\u30bf\u306f\u3001\u6ce8\u6587\u304cOCO\u30b0\u30eb\u30fc\u30d7\u306b\u5c5e\u3059\u308b\u3079\u304d\u3067\u3042\u308b\u3068\u5224\u65ad\u3057\u307e\u3059\u3002<br>\u6ce8\u6587\u306eX\u500b\u306e\u767a\u6ce8\u304c\u5145\u5f53\u3055\u308c\u305f\u5834\u5408\u3001\u540c\u3058OCO\u30b0\u30eb\u30fc\u30d7\u306e\u4ed6\u306e\u6ce8\u6587\u306e\u767a\u6ce8\u6570\u306fX\u3060\u3051\u6e1b\u5c11\u3057\u307e\u3059\u3002<br><br>\u6ce8\uff1a \u540c\u3058OCA\u30b0\u30eb\u30fc\u30d7\u306e\u8907\u6570\u306e\u6ce8\u6587\u304c\u4e00\u5ea6\u306b\u914d\u7f6e\u3055\u308c\u305f\u5834\u5408\u3001\u305d\u308c\u3089\u306e\u6ce8\u6587\u306f\u3059\u3079\u3066\u5145\u5f53\u3055\u308c\u307e\u3059\u3002<br><br>\u30bf\u30a4\u30d7<br>const string<\/p>\n\n\n\n<h3 class=\"wp-block-heading\">strategy.openprofit<\/h3>\n\n\n\n<p class=\"wp-block-paragraph\">\u30aa\u30fc\u30d7\u30f3\u30dd\u30b8\u30b7\u30e7\u30f3\u306e\u73fe\u5728\u306e\u672a\u5b9f\u73fe\u640d\u76ca\u3002<br><br>\u30bf\u30a4\u30d7<br>series[float]<\/p>\n\n\n\n<h3 class=\"wp-block-heading\">strategy.opentrades<\/h3>\n\n\n\n<p class=\"wp-block-paragraph\">\u30af\u30ed\u30fc\u30ba\u3055\u308c\u305a\u306b\u30aa\u30fc\u30d7\u30f3\u4e2d\u306e\u307e\u307e\u306e\u5e02\u5834\u30dd\u30b8\u30b7\u30e7\u30f3\u306e\u30a8\u30f3\u30c8\u30ea\u30fc\u6570\u3002<br>\u30aa\u30fc\u30d7\u30f3\u4e2d\u306e\u5e02\u5834\u30dd\u30b8\u30b7\u30e7\u30f3\u304c\u306a\u3044\u5834\u5408\u306b\u306f 0 \u304c\u8fd4\u3055\u308c\u307e\u3059\u3002<br><br>\u30bf\u30a4\u30d7<br>series[integer]<\/p>\n\n\n\n<h3 class=\"wp-block-heading\">strategy.percent_of_equity<\/h3>\n\n\n\n<p class=\"wp-block-paragraph\">\u3082\u3057\u00a0strategy.entry\u307e\u305f\u306fstrategy.order\u30b3\u30de\u30f3\u30c9 (\u3082\u3057\u304f\u306f &#8216;NaN&#8217; \u304c\u6307\u5b9a\u3055\u308c\u3066\u3044\u308b\u5834\u5408)\u306b\u3088\u308a\u58f2\u8cb7\u3059\u308b\u6ce8\u6587\/\u682a\u5f0f\/\u30ed\u30c3\u30c8\/\u30e6\u30cb\u30c3\u30c8\u306e\u6570\u304c\u6307\u5b9a\u3055\u308c\u3066\u3044\u306a\u3044\u5834\u5408\u3001\u30b9\u30c8\u30e9\u30c6\u30b8\u30fc\u306f\u73fe\u5728\u306e\u30d0\u30fc\u306e\u7d42\u5024\u306b\u57fa\u3065\u3044\u3066strategy.equity(0\u301c100\u306e\u7bc4\u56f2)\u304b\u3089 &#8216;default_qty_value&#8217;\u3067\u6307\u5b9a\u3055\u308c\u305f\u91d1\u984d\u3092\u4f7f\u7528\u3057\u3066\u58f2\u8cb7\u3059\u308b\u6570\u91cf\u3092\u8a08\u7b97\u3057\u307e\u3059\u3002<br><br>\u30bf\u30a4\u30d7<br>const string<\/p>\n\n\n\n<h3 class=\"wp-block-heading\">strategy.position_avg_price<\/h3>\n\n\n\n<p class=\"wp-block-paragraph\">\u73fe\u5728\u306e\u5e02\u5834\u30dd\u30b8\u30b7\u30e7\u30f3\u306e\u5e73\u5747\u30a8\u30f3\u30c8\u30ea\u30fc\u4fa1\u683c\u3002\u3082\u3057\u5e02\u5834\u30dd\u30b8\u30b7\u30e7\u30f3\u304c\u30d5\u30e9\u30c3\u30c8\u3067\u3042\u308c\u3070\u3001&#8217;NaN&#8217;\u304c\u8fd4\u3055\u308c\u307e\u3059\u3002<br><br>\u30bf\u30a4\u30d7<br>series[float]<\/p>\n\n\n\n<h3 class=\"wp-block-heading\">strategy.position_entry_name<\/h3>\n\n\n\n<p class=\"wp-block-paragraph\">\u73fe\u5728\u306e\u5e02\u5834\u30dd\u30b8\u30b7\u30e7\u30f3\u3092\u6700\u521d\u306b\u53d6\u3063\u305f\u6ce8\u6587\u306e\u540d\u524d\u3002<br><br>\u30bf\u30a4\u30d7<br>string<\/p>\n\n\n\n<h3 class=\"wp-block-heading\">strategy.position_size<\/h3>\n\n\n\n<p 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&#8230;<\/p>\n","protected":false},"author":1,"featured_media":0,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"_jetpack_newsletter_access":"","_jetpack_dont_email_post_to_subs":false,"_jetpack_newsletter_tier_id":0,"_jetpack_memberships_contains_paywalled_content":false,"_jetpack_memberships_contains_paid_content":false,"vkexunit_cta_each_option":"","footnotes":""},"categories":[5,4,14,6],"tags":[10,11,9,12],"class_list":["post-759","post","type-post","status-publish","format-standard","hentry","category-pine","category-tradingview","category-14","category-6","tag-pine","tag-tradingview","tag-9","tag-12"],"aioseo_notices":[],"aioseo_head":"\n\t\t<!-- All in One SEO 5.0.1.1 - aioseo.com -->\n\t<meta name=\"robots\" content=\"max-snippet:-1, max-image-preview:large, max-video-preview:-1\" \/>\n\t<meta name=\"author\" content=\"myama\"\/>\n\t<link rel=\"canonical\" href=\"https:\/\/www.starsand.net\/blog\/2020\/06\/04\/strategy\/\" 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