3 trading system

• 01/11/2021 at 5:39 AM #157256
  Gael

  Salve a tutti, avrei un favore da chiedervi.

  Postreste per favore tradurre queste tre idee di Trading System (Allegato) in codice per favore.

  Sono a disposizione se non si capisce qualcosa dell’idea.

  Vi ringrazio in anticipo.

  Buona giornata

  

  Gael

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  01/11/2021 at 8:07 AM #157261
  robertogozzi

  Cercherò di farteli, magari uno alla volta.

   

  

  robertogozzi

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  01/11/2021 at 11:01 AM #157291
  robertogozzi

  Ecco il primo:

  Trading System 1

  // Trading System 1 // // https://www.prorealcode.com/topic/3-trading-system/ // DEFPARAM CumulateOrders = FALSE // definzizione candele Heikin-Ashi once xOpen = open xClose = (open + close + high + low) / 4 if barindex > 0 then xOpen = (xOpen + xClose[1]) / 2 endif xLow = min(low,min(xClose,xOpen)) xHigh = max(high,max(xClose,xOpen)) Bullish = xClose > xOpen Bearish = xClose < xOpen UpperWick = xHigh - max(xOpen,xClose) LowerWick = min(xOpen,xClose) - xLow // MySAR = SAR[0.02,0.02,0.2] // // Entrata LONG IF Bullish AND (xClose CROSSES OVER MySAR) AND (LowerWick = 0) AND Not OnMarket THEN BUY 1 Contract at Market MyTS = (abs(MySAR - xOpen) / 2) / PipSize ENDIF // Entrata SHORT IF Bearish AND (xClose CROSSES UNDER MySAR) AND (UpperWick = 0) AND Not OnMarket THEN SELLSHORT 1 Contract at Market MyTS = (abs(MySAR - xOpen) / 2) / PipSize ENDIF // // Uscita da LONG IF LongOnMarket AND Bearish THEN SELL at Market ENDIF // Uscita da SHORT IF ShortOnMarket AND Bullish THEN EXITSHORT at Market ENDIF // //********************************************************************************* // https://www.prorealcode.com/blog/trading/complete-trailing-stop-code-function/ // (lines 17- 56) // // Nicolas' trailing stop function trailingstart = MyTS //trailing will start @trailinstart points profit trailingstep = MyTS //trailing step to move the "stoploss" //reset the stoploss value IF NOT ONMARKET THEN newSL=0 ENDIF //manage long positions IF LONGONMARKET THEN //first move (breakeven) IF newSL=0 AND close-tradeprice(1)>=trailingstart*pipsize THEN newSL = tradeprice(1)+trailingstep*pipsize ENDIF //next moves IF newSL>0 AND close-newSL>=trailingstep*pipsize THEN newSL = newSL+trailingstep*pipsize ENDIF ENDIF //manage short positions IF SHORTONMARKET THEN //first move (breakeven) IF newSL=0 AND tradeprice(1)-close>=trailingstart*pipsize THEN newSL = tradeprice(1)-trailingstep*pipsize ENDIF //next moves IF newSL>0 AND newSL-close>=trailingstep*pipsize THEN newSL = newSL-trailingstep*pipsize ENDIF ENDIF //stop order to exit the positions IF newSL>0 THEN SELL AT newSL STOP EXITSHORT AT newSL STOP ENDIF //*********************************************************************************

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  // Trading System 1 // // https://www.prorealcode.com/topic/3-trading-system/ // DEFPARAM CumulateOrders = FALSE // definzizione candele Heikin-Ashi once xOpen = open xClose     = (open + close + high + low) / 4 if barindex > 0 then xOpen   = (xOpen + xClose[1]) / 2 endif xLow       = min(low,min(xClose,xOpen)) xHigh      = max(high,max(xClose,xOpen)) Bullish    = xClose > xOpen Bearish    = xClose < xOpen UpperWick  = xHigh - max(xOpen,xClose) LowerWick  = min(xOpen,xClose) - xLow // MySAR = SAR[0.02,0.02,0.2] // // Entrata LONG IF Bullish AND (xClose CROSSES OVER  MySAR) AND (LowerWick = 0) AND Not OnMarket THEN BUY 1 Contract at Market MyTS = (abs(MySAR - xOpen) / 2) / PipSize ENDIF // Entrata SHORT IF Bearish AND (xClose CROSSES UNDER MySAR) AND (UpperWick = 0) AND Not OnMarket  THEN SELLSHORT 1 Contract at Market MyTS = (abs(MySAR - xOpen) / 2) / PipSize ENDIF // // Uscita da LONG IF LongOnMarket AND Bearish THEN SELL at Market ENDIF // Uscita da SHORT IF ShortOnMarket AND Bullish THEN EXITSHORT at Market ENDIF // //********************************************************************************* // https://www.prorealcode.com/blog/trading/complete-trailing-stop-code-function/ // (lines 17- 56) // // Nicolas' trailing stop function trailingstart = MyTS    //trailing will start @trailinstart points profit trailingstep  = MyTS    //trailing step to move the "stoploss" //reset the stoploss value IF NOT ONMARKET THEN newSL=0 ENDIF //manage long positions IF LONGONMARKET THEN //first move (breakeven) IF newSL=0 AND close-tradeprice(1)>=trailingstart*pipsize THEN newSL = tradeprice(1)+trailingstep*pipsize ENDIF //next moves IF newSL>0 AND close-newSL>=trailingstep*pipsize THEN newSL = newSL+trailingstep*pipsize ENDIF ENDIF //manage short positions IF SHORTONMARKET THEN //first move (breakeven) IF newSL=0 AND tradeprice(1)-close>=trailingstart*pipsize THEN newSL = tradeprice(1)-trailingstep*pipsize ENDIF //next moves IF newSL>0 AND newSL-close>=trailingstep*pipsize THEN newSL = newSL-trailingstep*pipsize ENDIF ENDIF //stop order to exit the positions IF newSL>0 THEN SELL AT newSL STOP EXITSHORT AT newSL STOP ENDIF //*********************************************************************************

   

  

  robertogozzi

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  01/11/2021 at 2:38 PM #157342
  robertogozzi

  Non so se avevi già letto il post sopra (Trading System 1), ma ti avviso che l’ho cambiato leggermente ed ho allegato il file ITF.

   

  

  robertogozzi

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  01/11/2021 at 2:43 PM #157348
  robertogozzi

  Ecco il secondo:

  Trading System 2

  // Trading System 2 // // https://www.prorealcode.com/topic/3-trading-system/ // DEFPARAM CumulateOrders = FALSE ONCE N = 3 //3 numero candele // definzizione candele Heikin-Ashi once xOpen = open xClose = (open + close + high + low) / 4 if barindex > 0 then xOpen = (xOpen + xClose[1]) / 2 endif xLow = min(low,min(xClose,xOpen)) xHigh = max(high,max(xClose,xOpen)) Bullish = xClose > xOpen Bearish = xClose < xOpen UpperWick = xHigh - max(xOpen,xClose) LowerWick = min(xOpen,xClose) - xLow // MySAR = SAR[0.02,0.02,0.2] // // Entrata LONG IF Bullish AND (xClose CROSSES OVER MySAR) AND (LowerWick = 0) AND Not OnMarket THEN BUY 1 Contract at Market MyTS = (abs(MySAR - xOpen) / 2) / PipSize ENDIF // Entrata SHORT IF Bearish AND (xClose CROSSES UNDER MySAR) AND (UpperWick = 0) AND Not OnMarket THEN SELLSHORT 1 Contract at Market MyTS = (abs(MySAR - xOpen) / 2) / PipSize ENDIF // // Uscita da LONG IF LongOnMarket AND (BarIndex - TradeIndex) = (N - 1) THEN SELL at Market ENDIF // Uscita da SHORT IF ShortOnMarket AND (BarIndex - TradeIndex) = (N - 1) THEN EXITSHORT at Market ENDIF // //********************************************************************************* // https://www.prorealcode.com/blog/trading/complete-trailing-stop-code-function/ // (lines 17- 56) // // Nicolas' trailing stop function trailingstart = MyTS //trailing will start @trailinstart points profit trailingstep = MyTS //trailing step to move the "stoploss" //reset the stoploss value IF NOT ONMARKET THEN newSL=0 ENDIF //manage long positions IF LONGONMARKET THEN //first move (breakeven) IF newSL=0 AND close-tradeprice(1)>=trailingstart*pipsize THEN newSL = tradeprice(1)+trailingstep*pipsize ENDIF //next moves IF newSL>0 AND close-newSL>=trailingstep*pipsize THEN newSL = newSL+trailingstep*pipsize ENDIF ENDIF //manage short positions IF SHORTONMARKET THEN //first move (breakeven) IF newSL=0 AND tradeprice(1)-close>=trailingstart*pipsize THEN newSL = tradeprice(1)-trailingstep*pipsize ENDIF //next moves IF newSL>0 AND newSL-close>=trailingstep*pipsize THEN newSL = newSL-trailingstep*pipsize ENDIF ENDIF //stop order to exit the positions IF newSL>0 THEN SELL AT newSL STOP EXITSHORT AT newSL STOP ENDIF //*********************************************************************************

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  // Trading System 2 // // https://www.prorealcode.com/topic/3-trading-system/ // DEFPARAM CumulateOrders = FALSE ONCE N = 3                                       //3 numero candele // definzizione candele Heikin-Ashi once xOpen = open xClose     = (open + close + high + low) / 4 if barindex > 0 then xOpen   = (xOpen + xClose[1]) / 2 endif xLow       = min(low,min(xClose,xOpen)) xHigh      = max(high,max(xClose,xOpen)) Bullish    = xClose > xOpen Bearish    = xClose < xOpen UpperWick  = xHigh - max(xOpen,xClose) LowerWick  = min(xOpen,xClose) - xLow // MySAR = SAR[0.02,0.02,0.2] // // Entrata LONG IF Bullish AND (xClose CROSSES OVER  MySAR) AND (LowerWick = 0) AND Not OnMarket THEN BUY 1 Contract at Market MyTS = (abs(MySAR - xOpen) / 2) / PipSize ENDIF // Entrata SHORT IF Bearish AND (xClose CROSSES UNDER MySAR) AND (UpperWick = 0) AND Not OnMarket THEN SELLSHORT 1 Contract at Market MyTS = (abs(MySAR - xOpen) / 2) / PipSize ENDIF // // Uscita da LONG IF LongOnMarket AND (BarIndex - TradeIndex) = (N - 1) THEN SELL at Market ENDIF // Uscita da SHORT IF ShortOnMarket AND (BarIndex - TradeIndex) = (N - 1) THEN EXITSHORT at Market ENDIF // //********************************************************************************* // https://www.prorealcode.com/blog/trading/complete-trailing-stop-code-function/ // (lines 17- 56) // // Nicolas' trailing stop function trailingstart = MyTS    //trailing will start @trailinstart points profit trailingstep  = MyTS    //trailing step to move the "stoploss" //reset the stoploss value IF NOT ONMARKET THEN newSL=0 ENDIF //manage long positions IF LONGONMARKET THEN //first move (breakeven) IF newSL=0 AND close-tradeprice(1)>=trailingstart*pipsize THEN newSL = tradeprice(1)+trailingstep*pipsize ENDIF //next moves IF newSL>0 AND close-newSL>=trailingstep*pipsize THEN newSL = newSL+trailingstep*pipsize ENDIF ENDIF //manage short positions IF SHORTONMARKET THEN //first move (breakeven) IF newSL=0 AND tradeprice(1)-close>=trailingstart*pipsize THEN newSL = tradeprice(1)-trailingstep*pipsize ENDIF //next moves IF newSL>0 AND newSL-close>=trailingstep*pipsize THEN newSL = newSL-trailingstep*pipsize ENDIF ENDIF //stop order to exit the positions IF newSL>0 THEN SELL AT newSL STOP EXITSHORT AT newSL STOP ENDIF //*********************************************************************************

   

  

  robertogozzi

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  01/11/2021 at 4:05 PM #157362
  robertogozzi

  Terzo ed ultimo:

  Trading System 3

  // Trading System 3 // // https://www.prorealcode.com/topic/3-trading-system/ // DEFPARAM CumulateOrders = FALSE // definzizione candele Heikin-Ashi once xOpen = open xClose = (open + close + high + low) / 4 if barindex > 0 then xOpen = (xOpen + xClose[1]) / 2 endif xLow = min(low,min(xClose,xOpen)) xHigh = max(high,max(xClose,xOpen)) Bullish = xClose > xOpen Bearish = xClose < xOpen UpperWick = xHigh - max(xOpen,xClose) LowerWick = min(xOpen,xClose) - xLow // ParabolicSAR MySAR = SAR[0.02,0.02,0.2] // Donchian Channel ONCE p = 40 //periodi per il canale Donchian hh = highest[p](high) ll = lowest[p](low) UPsar = MySAR => hh DNsar = MySAR <= ll // // Entrata LONG IF Bullish AND (xClose CROSSES OVER MySAR) AND (LowerWick = 0) AND DNsar AND Not OnMarket THEN BUY 1 Contract at Market MyTS = (abs(MySAR - xOpen) / 2) / PipSize ENDIF // Entrata SHORT IF Bearish AND (xClose CROSSES UNDER MySAR) AND (UpperWick = 0) AND UPsar AND Not OnMarket THEN SELLSHORT 1 Contract at Market MyTS = (abs(MySAR - xOpen) / 2) / PipSize ENDIF // // Uscita da LONG IF LongOnMarket AND xHigh >= HH THEN SELL at Market ENDIF // Uscita da SHORT IF ShortOnMarket AND xLow <= LL THEN EXITSHORT at Market ENDIF // //********************************************************************************* // https://www.prorealcode.com/blog/trading/complete-trailing-stop-code-function/ // (lines 17- 56) // // Nicolas' trailing stop function trailingstart = MyTS //trailing will start @trailinstart points profit trailingstep = MyTS //trailing step to move the "stoploss" //reset the stoploss value IF NOT ONMARKET THEN newSL=0 ENDIF //manage long positions IF LONGONMARKET THEN //first move (breakeven) IF newSL=0 AND close-tradeprice(1)>=trailingstart*pipsize THEN newSL = tradeprice(1)+trailingstep*pipsize ENDIF //next moves IF newSL>0 AND close-newSL>=trailingstep*pipsize THEN newSL = newSL+trailingstep*pipsize ENDIF ENDIF //manage short positions IF SHORTONMARKET THEN //first move (breakeven) IF newSL=0 AND tradeprice(1)-close>=trailingstart*pipsize THEN newSL = tradeprice(1)-trailingstep*pipsize ENDIF //next moves IF newSL>0 AND newSL-close>=trailingstep*pipsize THEN newSL = newSL-trailingstep*pipsize ENDIF ENDIF //stop order to exit the positions IF newSL>0 THEN SELL AT newSL STOP EXITSHORT AT newSL STOP ENDIF //*********************************************************************************

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  // Trading System 3 // // https://www.prorealcode.com/topic/3-trading-system/ // DEFPARAM CumulateOrders = FALSE // definzizione candele Heikin-Ashi once xOpen = open xClose     = (open + close + high + low) / 4 if barindex > 0 then xOpen   = (xOpen + xClose[1]) / 2 endif xLow       = min(low,min(xClose,xOpen)) xHigh      = max(high,max(xClose,xOpen)) Bullish    = xClose > xOpen Bearish    = xClose < xOpen UpperWick  = xHigh - max(xOpen,xClose) LowerWick  = min(xOpen,xClose) - xLow // ParabolicSAR MySAR   = SAR[0.02,0.02,0.2] // Donchian Channel ONCE p = 40          //periodi per il canale Donchian hh     = highest[p](high) ll     = lowest[p](low) UPsar  = MySAR => hh DNsar  = MySAR <= ll // // Entrata LONG IF Bullish AND (xClose CROSSES OVER  MySAR) AND (LowerWick = 0) AND DNsar AND Not OnMarket THEN BUY 1 Contract at Market MyTS = (abs(MySAR - xOpen) / 2) / PipSize ENDIF // Entrata SHORT IF Bearish AND (xClose CROSSES UNDER MySAR) AND (UpperWick = 0) AND UPsar AND Not OnMarket THEN SELLSHORT 1 Contract at Market MyTS = (abs(MySAR - xOpen) / 2) / PipSize ENDIF // // Uscita da LONG IF LongOnMarket  AND xHigh >= HH THEN SELL at Market ENDIF // Uscita da SHORT IF ShortOnMarket AND xLow  <= LL THEN EXITSHORT at Market ENDIF // //********************************************************************************* // https://www.prorealcode.com/blog/trading/complete-trailing-stop-code-function/ // (lines 17- 56) // // Nicolas' trailing stop function trailingstart = MyTS    //trailing will start @trailinstart points profit trailingstep  = MyTS    //trailing step to move the "stoploss" //reset the stoploss value IF NOT ONMARKET THEN newSL=0 ENDIF //manage long positions IF LONGONMARKET THEN //first move (breakeven) IF newSL=0 AND close-tradeprice(1)>=trailingstart*pipsize THEN newSL = tradeprice(1)+trailingstep*pipsize ENDIF //next moves IF newSL>0 AND close-newSL>=trailingstep*pipsize THEN newSL = newSL+trailingstep*pipsize ENDIF ENDIF //manage short positions IF SHORTONMARKET THEN //first move (breakeven) IF newSL=0 AND tradeprice(1)-close>=trailingstart*pipsize THEN newSL = tradeprice(1)-trailingstep*pipsize ENDIF //next moves IF newSL>0 AND newSL-close>=trailingstep*pipsize THEN newSL = newSL-trailingstep*pipsize ENDIF ENDIF //stop order to exit the positions IF newSL>0 THEN SELL AT newSL STOP EXITSHORT AT newSL STOP ENDIF //*********************************************************************************

   

  

  robertogozzi

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  01/11/2021 at 6:00 PM #157380
  Gael

  Grazie mille Roberto, davvero troppo gentile.

  Scusa ancora i disturbo, ma ho solo un problema ad aprire i file (.itf), comunque grazie ancora.

  Buona serata

  

  Gael

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