ancora sui pivot

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  • 10/15/2017 at 5:58 PM #49434 quote
    Raffaele Grosso
    Participant
    Junior

    chiedo di codificare la seguente strategia:

    entrata short 1 contratto solo se il prezzo incrocia a rialzo il pivot R2

    entrata long 1 contratto solo se il prezzo incrocia a ribasso il pivot S2

    profit 10 punti

    stop loss 30 punti

    se il sistema va stop

    entrata short 2 contratti solo se il prezzo incrocia a rialzo il pivot R3

    entrata long 2 contratti solo se il prezzo incrocia a ribasso il pivot S3

    profit 10 punti

    stop loss 30 punti

     

    ringrazio anticipatemente

    10/17/2017 at 5:30 AM #49631 quote
    Raffaele Grosso
    Participant
    Junior

    ho provato tanto ma non riesco da solo a codificare:

    per prima cosa non riesco a codificare l’entrata solo sul pivot R2 o S2 oppure  R3 o S3

    10/17/2017 at 11:12 AM #49667 quote
    Nicolas
    Keymaster
    Master

    Quanti commerci possibili ogni giorno per questa strategia?

    10/17/2017 at 11:13 AM #49668 quote
    Raffaele Grosso
    Participant
    Junior

    1 commercio short e uno long

    10/17/2017 at 1:02 PM #49679 quote
    Raffaele Grosso
    Participant
    Junior

    su entrambi i pivot

    10/17/2017 at 1:26 PM #49682 quote
    Nicolas
    Keymaster
    Master

    Penso che questo codice dovrebbe funzionare correttamente per la tua strategia.

    defparam cumulateorders=false

//Pivot calculation method
dailyPivot = (DHigh(1) + DLow(1) + DClose(1)) / 3
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))

if intradaybarindex=0 then 
traded=0
endif

while traded=0 and not onmarket do
if close<dailyR2 then
sellshort 1 contract at dailyR2 limit
endif
if close>dailyS2 then 
buy 1 contract at dailyS2 limit 
endif
wend 
 
if traded=0 and onmarket then 
traded=1
endif

while traded=1 and not onmarket do 
if close<dailyR3 then 
sellshort 2 contract at dailyR3 limit 
endif
if close>dailyS3 then 
buy 2 contract at dailyS3 limit
endif
wend

if traded=1 and onmarket then
traded=2
endif

set target pprofit 10
set stop ploss 30
    10/17/2017 at 4:05 PM #49697 quote
    Raffaele Grosso
    Participant
    Junior

    grazie Nicolas sei gentilissimo e grande

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ancora sui pivot


ProOrder: Trading Automatico & Backtesting

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Raffaele Grosso @raffaele-grosso Participant
Summary

This topic contains 6 replies,
has 2 voices, and was last updated by Raffaele Grosso
8 years, 3 months ago.

Topic Details
Forum: ProOrder: Trading Automatico & Backtesting
Language: Italian
Started: 10/15/2017
Status: Active
Attachments: No files
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