aiuto su codici pivot

• 09/22/2017 at 11:03 AM #46911
  Raffaele Grosso

  vorrei creare un codice che

  entra short quando il prezzo incrocia a rialzo pivot resistenza 1 e lo stesso resistenza 2 e 3

  entra long quando il prezzo incrocia a ribasso supporto 1 2 e 3

  stop loss 10 punti (da ottimizzare)

  profit dopo 5 punti

  grazie

  

  Raffaele Grosso

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  09/22/2017 at 12:30 PM #46921
  Nicolas

  Ho codificato la strategia per te, ti preghiamo di trovarla qui sotto:

  defparam cumulateorders=false //Pivot calculation method Once mode = 1 Once dailyPivot = undefined Once dailyR1 = undefined Once dailyS1 = undefined Once dailyR2 = undefined Once dailyS2 = undefined Once dailyR3 = undefined Once dailyS3 = undefined If Day>Day[1] then If mode = 0 then dailyPivot = (DHigh(1) + DLow(1) + Close[1]) / 3 Elsif mode = 1 then dailyPivot = (Open + DHigh(1) + DLow(1) + Close[1]) / 4 Elsif mode = 2 then dailyPivot = (DHigh(1) + DLow(1) + Close[1]*2) / 4 Else dailyPivot = (Open*2 + DHigh(1) + DLow(1)) / 4 Endif dailyR1 = 2*dailyPivot - DLow(1) dailyS1 = 2*dailyPivot - DHigh(1) dailyR2 = dailyPivot + (DHigh(1) - DLow(1)) dailyS2 = dailyPivot - (DHigh(1) - DLow(1)) dailyR3 = dailyR1 + (DHigh(1) - DLow(1)) dailyS3 = dailyS1 - (DHigh(1) - DLow(1)) Endif if close crosses over dailyr1 or close crosses over dailyr2 or close crosses over dailyr3 then buy 1 contract at market endif if close crosses under dailys1 or close crosses under dailys2 or close crosses under dailys3 then sellshort 1 contract at market endif set target pprofit 5 set stop ploss 10

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  defparam cumulateorders=false   //Pivot calculation method Once mode = 1   Once dailyPivot = undefined Once dailyR1 = undefined Once dailyS1 = undefined Once dailyR2 = undefined Once dailyS2 = undefined Once dailyR3 = undefined Once dailyS3 = undefined   If Day>Day[1] then If mode = 0 then dailyPivot = (DHigh(1) + DLow(1) + Close[1]) / 3 Elsif mode = 1 then dailyPivot = (Open + DHigh(1) + DLow(1) + Close[1]) / 4 Elsif mode = 2 then dailyPivot = (DHigh(1) + DLow(1) + Close[1]*2) / 4 Else dailyPivot = (Open*2 + DHigh(1) + DLow(1)) / 4 Endif dailyR1 = 2*dailyPivot - DLow(1) dailyS1 = 2*dailyPivot - DHigh(1) dailyR2 = dailyPivot + (DHigh(1) - DLow(1)) dailyS2 = dailyPivot - (DHigh(1) - DLow(1)) dailyR3 = dailyR1 + (DHigh(1) - DLow(1)) dailyS3 = dailyS1 - (DHigh(1) - DLow(1)) Endif   if close crosses over dailyr1 or close crosses over dailyr2 or close crosses over dailyr3 then buy 1 contract at market endif   if close crosses under dailys1 or close crosses under dailys2 or close crosses under dailys3 then sellshort 1 contract at market endif     set target pprofit 5 set stop ploss 10

   

  

  Nicolas

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  09/22/2017 at 1:05 PM #46926
  Raffaele Grosso

  grazie mille

   

  

  Raffaele Grosso

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  09/22/2017 at 1:36 PM #46935
  Raffaele Grosso

  ciao Nicolas

  ma dal backtest vedo che il codice non entra quando il prezzo incrocia a rialzo o a ribasso il pivot o non sempre

  

  Raffaele Grosso

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  09/22/2017 at 1:38 PM #46944
  Nicolas

  Non ero ancora sicuro del livello del perno, ecco il codice modificato di conseguenza:

  defparam cumulateorders=false //Pivot calculation method Once mode = 1 Once dailyPivot = undefined Once dailyR1 = undefined Once dailyS1 = undefined Once dailyR2 = undefined Once dailyS2 = undefined Once dailyR3 = undefined Once dailyS3 = undefined If Day>Day[1] then If mode = 0 then dailyPivot = (DHigh(1) + DLow(1) + Close[1]) / 3 Elsif mode = 1 then dailyPivot = (Open + DHigh(1) + DLow(1) + Close[1]) / 4 Elsif mode = 2 then dailyPivot = (DHigh(1) + DLow(1) + Close[1]*2) / 4 Else dailyPivot = (Open*2 + DHigh(1) + DLow(1)) / 4 Endif dailyR1 = 2*dailyPivot - DLow(1) dailyS1 = 2*dailyPivot - DHigh(1) dailyR2 = dailyPivot + (DHigh(1) - DLow(1)) dailyS2 = dailyPivot - (DHigh(1) - DLow(1)) dailyR3 = dailyR1 + (DHigh(1) - DLow(1)) dailyS3 = dailyS1 - (DHigh(1) - DLow(1)) Endif if close crosses over dailyr1 or close crosses over dailyr2 or close crosses over dailyr3 or close crosses over dailypivot then buy 1 contract at market endif if close crosses under dailys1 or close crosses under dailys2 or close crosses under dailys3 or close crosses under dailypivot then sellshort 1 contract at market endif set target pprofit 5 set stop ploss 10

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  defparam cumulateorders=false   //Pivot calculation method Once mode = 1   Once dailyPivot = undefined Once dailyR1 = undefined Once dailyS1 = undefined Once dailyR2 = undefined Once dailyS2 = undefined Once dailyR3 = undefined Once dailyS3 = undefined   If Day>Day[1] then If mode = 0 then dailyPivot = (DHigh(1) + DLow(1) + Close[1]) / 3 Elsif mode = 1 then dailyPivot = (Open + DHigh(1) + DLow(1) + Close[1]) / 4 Elsif mode = 2 then dailyPivot = (DHigh(1) + DLow(1) + Close[1]*2) / 4 Else dailyPivot = (Open*2 + DHigh(1) + DLow(1)) / 4 Endif dailyR1 = 2*dailyPivot - DLow(1) dailyS1 = 2*dailyPivot - DHigh(1) dailyR2 = dailyPivot + (DHigh(1) - DLow(1)) dailyS2 = dailyPivot - (DHigh(1) - DLow(1)) dailyR3 = dailyR1 + (DHigh(1) - DLow(1)) dailyS3 = dailyS1 - (DHigh(1) - DLow(1)) Endif   if close crosses over dailyr1 or close crosses over dailyr2 or close crosses over dailyr3 or close crosses over dailypivot then buy 1 contract at market endif   if close crosses under dailys1 or close crosses under dailys2 or close crosses under dailys3 or close crosses under dailypivot then sellshort 1 contract at market endif     set target pprofit 5 set stop ploss 10

   

  

  Nicolas

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  09/22/2017 at 3:25 PM #46970
  Raffaele Grosso

  ciao Nicolas 

  scusami ma io sono alle prime armi

  non esitite un comando che fa entrate appena il prezzo tocca il pivot e non alla chiusura della barra?

  

  Raffaele Grosso

  Participant

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  09/25/2017 at 11:53 AM #47239
  Nicolas

  Dovrebbe essere possibile con questo codice:

  defparam cumulateorders=false //Pivot calculation method Once mode = 1 Once dailyPivot = undefined Once dailyR1 = undefined Once dailyS1 = undefined Once dailyR2 = undefined Once dailyS2 = undefined Once dailyR3 = undefined Once dailyS3 = undefined If Day>Day[1] then If mode = 0 then dailyPivot = (DHigh(1) + DLow(1) + Close[1]) / 3 Elsif mode = 1 then dailyPivot = (Open + DHigh(1) + DLow(1) + Close[1]) / 4 Elsif mode = 2 then dailyPivot = (DHigh(1) + DLow(1) + Close[1]*2) / 4 Else dailyPivot = (Open*2 + DHigh(1) + DLow(1)) / 4 Endif dailyR1 = 2*dailyPivot - DLow(1) dailyS1 = 2*dailyPivot - DHigh(1) dailyR2 = dailyPivot + (DHigh(1) - DLow(1)) dailyS2 = dailyPivot - (DHigh(1) - DLow(1)) dailyR3 = dailyR1 + (DHigh(1) - DLow(1)) dailyS3 = dailyS1 - (DHigh(1) - DLow(1)) Endif if close>dailyr3 then sellshort 1 contract at dailyr3 stop elsif close<dailyr3 and close>dailyr2 then sellshort 1 contract at dailyr2 stop buy 1 contract at dailyr3 stop elsif close<dailyr2 and close>dailyr1 then sellshort 1 contract at dailyr1 stop buy 1 contract at dailyr2 stop elsif close<dailyr1 and close>dailypivot then sellshort 1 contract at dailypivot stop buy 1 contract at dailyr1 stop elsif close<dailypivot and close>dailys1 then sellshort 1 contract at dailys1 stop buy 1 contract at dailypivot stop elsif close<dailys1 and close>dailys2 then sellshort 1 contract at dailys2 stop buy 1 contract at dailys1 stop elsif close<dailys2 and close>dailys3 then sellshort 1 contract at dailys3 stop buy 1 contract at dailys2 stop elsif close<dailys3 then buy 1 contract at dailys3 stop endif set target pprofit 5 set stop ploss 10

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  defparam cumulateorders=false   //Pivot calculation method Once mode = 1   Once dailyPivot = undefined Once dailyR1 = undefined Once dailyS1 = undefined Once dailyR2 = undefined Once dailyS2 = undefined Once dailyR3 = undefined Once dailyS3 = undefined   If Day>Day[1] then If mode = 0 then dailyPivot = (DHigh(1) + DLow(1) + Close[1]) / 3 Elsif mode = 1 then dailyPivot = (Open + DHigh(1) + DLow(1) + Close[1]) / 4 Elsif mode = 2 then dailyPivot = (DHigh(1) + DLow(1) + Close[1]*2) / 4 Else dailyPivot = (Open*2 + DHigh(1) + DLow(1)) / 4 Endif dailyR1 = 2*dailyPivot - DLow(1) dailyS1 = 2*dailyPivot - DHigh(1) dailyR2 = dailyPivot + (DHigh(1) - DLow(1)) dailyS2 = dailyPivot - (DHigh(1) - DLow(1)) dailyR3 = dailyR1 + (DHigh(1) - DLow(1)) dailyS3 = dailyS1 - (DHigh(1) - DLow(1)) Endif   if close>dailyr3 then sellshort 1 contract at dailyr3 stop elsif close<dailyr3 and close>dailyr2 then sellshort 1 contract at dailyr2 stop buy 1 contract at dailyr3 stop elsif close<dailyr2 and close>dailyr1 then sellshort 1 contract at dailyr1 stop buy 1 contract at dailyr2 stop elsif close<dailyr1 and close>dailypivot then sellshort 1 contract at dailypivot stop buy 1 contract at dailyr1 stop elsif close<dailypivot and close>dailys1 then sellshort 1 contract at dailys1 stop buy 1 contract at dailypivot stop elsif close<dailys1 and close>dailys2 then sellshort 1 contract at dailys2 stop buy 1 contract at dailys1 stop elsif close<dailys2 and close>dailys3 then sellshort 1 contract at dailys3 stop buy 1 contract at dailys2 stop elsif close<dailys3 then buy 1 contract at dailys3 stop endif   set target pprofit 5 set stop ploss 10

  Questo codice utilizza ordini in sospeso, è consapevole che per utilizzare questo tipo di ordini, il prezzo effettivo deve essere conforme alle limitazioni del broker per metterle sul mercato (almeno X pips dal prezzo)
  Non l’ho provata, per favore le tue simulazioni e le tue prove e per ricevere feedback….

  

  Nicolas

  Keymaster

  Topics: 81

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