Chiudere definitivamente una strateggia

Viewing 14 posts - 1 through 14 (of 14 total)

Author

Posts
10/27/2023 at 9:34 AM #222973 quote

Ciccarelli Franco
Participant

Senior

Che istruzioni dovrei usare per chiudere definitivamente una strategia al raggiungimento di un livello di prezzo?

Grazie

10/27/2023 at 9:42 AM #222974 quote

robertogozzi
Moderator

Legend

QUIT, questa è l’istruzione per chiudere una strategia ed interromperne l’autotrading.

Se poi volessi riattivarla basta la la esegui nuovamente in autotrading.

10/27/2023 at 9:44 AM #222975 quote

GraHal
Participant

Master

Esentato

https://www.prorealcode.com/documentation/quit/

robertogozzi thanked this post

10/27/2023 at 10:35 AM #222977 quote

Ciccarelli Franco
Participant

Senior

Grazie per le risposte, mi andrebbe bene l’esempio 1, ma invece dell’ora vorrei mettere il prezzo. Come devo fare?

10/27/2023 at 10:49 AM #222982 quote
robertogozzi
Moderator

Legend
Metti il prezzo che desideri al posto dell’ora:
```
IF ShortOnMarket AND PrezzoUscita = XXXXX THEN
```
10/27/2023 at 2:36 PM #222987 quote

Ciccarelli Franco
Participant

Senior

Vale anche per la versione short del codice?

Grazie

10/27/2023 at 2:55 PM #222988 quote

Ciccarelli Franco
Participant

Senior

Non mi funziona, allego versione long e short, ditemi per cortesia se le istruzioni da me messe sono giuste.

Grazie

DEFPARAM CumulateOrders = FALSE
TradingTime=Time>=080000and Time<=180000

// LONG
indicator1 = Volume
indicator2 = ExponentialAverage[14](Volume)
c1 = (indicator1 >= indicator2)

IF ( close > open and close[1] > open[1] ) and c1 and TradingTime Then
BUY 1 CONTRACTS AT MARKET
endif
PrezzoUscita= 1.3900
IF ShortOnMarket AND PrezzoUscita then
QUIT

SET STOP LOSS l*AverageTrueRange[10](close)
SET TARGET PROFIT p*AverageTrueRange[12](close)
ENDIf

//trailing stop
trailingstop = tra

//resetting variables when no trades are on market
if not onmarket then
MAXPRICE = 0
MINPRICE = close
priceexit = 0
endif

//case SHORT order
if shortonmarket then
MINPRICE = MIN(MINPRICE,close) //saving the MFE of the current trade
if tradeprice(1)-MINPRICE>=trailingstop*pointsize then //if the MFE is higher than the trailingstop then
priceexit = MINPRICE+trailingstop*pointsize //set the exit price at the MFE + trailing stop price level
endif
endif

//case LONG order
if longonmarket then
MAXPRICE = MAX(MAXPRICE,close) //saving the MFE of the current trade
if MAXPRICE-tradeprice(1)>=trailingstop*pointsize then //if the MFE is higher than the trailingstop then
priceexit = MAXPRICE-trailingstop*pointsize //set the exit price at the MFE – trailing stop price level
endif
endif

//exit on trailing stop price levels
if onmarket and priceexit>0 then
EXITSHORT AT priceexit STOP
SELL AT priceexit STOP
endif

DEFPARAM CumulateOrders = False

TradingTime=Time>=090000and Time<=210000

// SHORT
indicator1 = Volume
indicator2 = ExponentialAverage[14](Volume)
c1 = (indicator1 >= indicator2)

IF ( ( close < open and close[1] < open[1] )) and c1 and TradingTime THEN
SELLSHORT 1 CONTRACTS AT MARKET
endif
PrezzoUscita= 1.3500
IF shortOnMarket AND PrezzoUscita then
QUIT

SET STOP LOSS l*AverageTrueRange[10](close)
SET TARGET PROFIT p*AverageTrueRange[12](close)

ENDIF
//trailing stop
trailingstop = tra

//resetting variables when no trades are on market
if not onmarket then
MAXPRICE = 0
MINPRICE = close
priceexit = 0
endif

//case SHORT order
if shortonmarket then
MINPRICE = MIN(MINPRICE,close) //saving the MFE of the current trade
if tradeprice(1)-MINPRICE>=trailingstop*pointsize then //if the MFE is higher than the trailingstop then
priceexit = MINPRICE+trailingstop*pointsize //set the exit price at the MFE + trailing stop price level
endif
endif

//case LONG order
if longonmarket then
MAXPRICE = MAX(MAXPRICE,close) //saving the MFE of the current trade
if MAXPRICE-tradeprice(1)>=trailingstop*pointsize then //if the MFE is higher than the trailingstop then
priceexit = MAXPRICE-trailingstop*pointsize //set the exit price at the MFE – trailing stop price level
endif
endif

//exit on trailing stop price levels
if onmarket and priceexit>0 then
EXITSHORT AT priceexit STOP
SELL AT priceexit STOP
endif

10/27/2023 at 3:46 PM #222992 quote
robertogozzi
Moderator

Legend
Manca il confronto, con cosa vuoi confrontare il prezzo di uscita? Immagino con CLOSE:
```
IF shortOnMarket AND close = PrezzoUscita then
   QUIT
ENDIF
```
vale anche per le operazioni LONG.
10/28/2023 at 9:55 AM #222996 quote

Ciccarelli Franco
Participant

Senior

Grazie sempre gentile.

10/28/2023 at 5:49 PM #223016 quote

Ciccarelli Franco
Participant

Senior

Scusami Roberto, contrariamente a quando credevo non funziona , praticamente nei backtest che eseguo, ultimamente sull’argento TF 1 ora , le entrate e le uscite sono determinate dalle date ma non dal valore che inserisco.

Ti allego i due codici che uso per vedere dove sbaglio.

Versione long

DEFPARAM CumulateOrders = FALSE
TradingTime=Time>=080000and Time<=180000

// LONG
indicator1 = Volume
indicator2 = ExponentialAverage[14](Volume)
c1 = (indicator1 >= indicator2)

IF ( close > open and close[1] > open[1] ) and c1 and TradingTime Then
BUY 1 CONTRACTS AT MARKET
endif
PrezzoUscita =2400
IF shortOnMarket AND close = PrezzoUscita then
QUIT
endif

SET STOP LOSS l*AverageTrueRange[10](close)
SET TARGET PROFIT p*AverageTrueRange[12](close)

//trailing stop
trailingstop = tra

//resetting variables when no trades are on market
if not onmarket then
MAXPRICE = 0
MINPRICE = close
priceexit = 0
endif

//case SHORT order
if shortonmarket then
MINPRICE = MIN(MINPRICE,close) //saving the MFE of the current trade
if tradeprice(1)-MINPRICE>=trailingstop*pointsize then //if the MFE is higher than the trailingstop then
priceexit = MINPRICE+trailingstop*pointsize //set the exit price at the MFE + trailing stop price level
endif
endif

//case LONG order
if longonmarket then
MAXPRICE = MAX(MAXPRICE,close) //saving the MFE of the current trade
if MAXPRICE-tradeprice(1)>=trailingstop*pointsize then //if the MFE is higher than the trailingstop then
priceexit = MAXPRICE-trailingstop*pointsize //set the exit price at the MFE – trailing stop price level
endif
endif

//exit on trailing stop price levels
if onmarket and priceexit>0 then
EXITSHORT AT priceexit STOP
SELL AT priceexit STOP
endif

Versione short

DEFPARAM CumulateOrders = False

TradingTime=Time>=090000and Time<=210000

// SHORT
indicator1 = Volume
indicator2 = ExponentialAverage[14](Volume)
c1 = (indicator1 >= indicator2)

IF ( ( close < open and close[1] < open[1] )) and c1 and TradingTime THEN
SELLSHORT 1 CONTRACTS AT MARKET
endif
PrezzoUscita= 2150
IF shortOnMarket AND close = PrezzoUscita then
QUIT

SET STOP LOSS l*AverageTrueRange[10](close)
SET TARGET PROFIT p*AverageTrueRange[12](close)

ENDIF
//trailing stop
trailingstop = tra

//resetting variables when no trades are on market
if not onmarket then
MAXPRICE = 0
MINPRICE = close
priceexit = 0
endif

//case SHORT order
if shortonmarket then
MINPRICE = MIN(MINPRICE,close) //saving the MFE of the current trade
if tradeprice(1)-MINPRICE>=trailingstop*pointsize then //if the MFE is higher than the trailingstop then
priceexit = MINPRICE+trailingstop*pointsize //set the exit price at the MFE + trailing stop price level
endif
endif

//case LONG order
if longonmarket then
MAXPRICE = MAX(MAXPRICE,close) //saving the MFE of the current trade
if MAXPRICE-tradeprice(1)>=trailingstop*pointsize then //if the MFE is higher than the trailingstop then
priceexit = MAXPRICE-trailingstop*pointsize //set the exit price at the MFE – trailing stop price level
endif
endif

//exit on trailing stop price levels
if onmarket and priceexit>0 then
EXITSHORT AT priceexit STOP
SELL AT priceexit STOP
endif

11/02/2023 at 9:06 AM #223138 quote

Ciccarelli Franco
Participant

Senior

Roberto, forse non lo ritieni interessante?

11/03/2023 at 4:51 PM #223180 quote
robertogozzi
Moderator

Legend
Nella versione LONG devi usare LongOnMarket.

Questa LONG sul DAX funziona, con il livello che ho indicato:
```
//Versione long
DEFPARAM CumulateOrders = FALSE
TradingTime=Time>=080000 and Time<=180000
// LONG
indicator1 = Volume
indicator2 = ExponentialAverage[14](Volume)
c1 = (indicator1 >= indicator2)
IF ( close > open and close[1] > open[1] ) and c1 and TradingTime Then
BUY 1 CONTRACTS AT MARKET
endif
PrezzoUscita = 15400
IF LongOnMarket AND close = PrezzoUscita then
QUIT
endif
SET STOP LOSS 10*AverageTrueRange[10](close)
SET TARGET PROFIT 10*AverageTrueRange[12](close)
```
anche questa versione SHORT funziona:
```
//Versione short
DEFPARAM CumulateOrders = False
TradingTime=Time>=090000and Time<=210000
// SHORT
indicator1 = Volume
indicator2 = ExponentialAverage[14](Volume)
c1 = (indicator1 >= indicator2)
IF ( ( close < open and close[1] < open[1] )) and c1 and TradingTime THEN
SELLSHORT 1 CONTRACTS AT MARKET
endif
PrezzoUscita = 15400
IF shortOnMarket AND close = PrezzoUscita then
QUIT
ENDIF
 SET STOP LOSS 10*AverageTrueRange[10](close)
SET TARGET PROFIT 10*AverageTrueRange[12](close)
```
Se vuoi puoi aggiungere il trailing stop, ma con un valore alto, altrimenti entra in funzione quello e difficilmente esce con QUIT. Io ho provato con TRA=100.
11/04/2023 at 11:24 AM #223197 quote

Ciccarelli Franco
Participant

Senior

Si funziona , ma esce esattamente a quel prezzo, io invece vorrei che uscisse da quel prezzo in su o in giù per la variante short.

Grazie

11/04/2023 at 12:09 PM #223198 quote

Ciccarelli Franco
Participant

Senior

Risolto grazie.
Author

Posts

Viewing 14 posts - 1 through 14 (of 14 total)

You must be logged in to reply to this topic.

New

Stuck on this ProBuilder code?

Describe what this topic is trying to build, in plain English, and ProRealAI writes the ProRealTime™ indicator, screener or system for you.

Available in 7 languages

Try ProRealAI

Chiudere definitivamente una strateggia

ProOrder: Trading Automatico & Backtesting

New Reply

Author

Ciccarelli Franco @ciccarelli-franco Participant

Summary

This topic contains 13 replies,
has 3 voices, and was last updated by Ciccarelli Franco
2 years, 10 months ago.

Topic Details

Forum:	ProOrder: Trading Automatico & Backtesting
Language:	Italian
Started:	10/27/2023
Status:	Active
Attachments:	No files