Hola a todos!
alguien me podria ayudar con la estrategia anexada abajo, estoy tratando de convertirla a un indicador donde se pueda ajustar al horario de verano +- 1H que se producen dos veces cada año.
saludos!
Lili
<span class=”crayon-c”>//PRC_Out of the range TS | strategy</span>
<span class=”crayon-c”>//10.03.2017</span>
<span class=”crayon-c”>//Sharing ProRealTime knowledge</span>
<span class=”crayon-st”>defparam</span> <span class=”crayon-st”>cumulateorders</span> <span class=”crayon-o”>=</span> <span class=”crayon-t”>false</span>
<span class=”crayon-c”>// — parameters</span>
StartHour <span class=”crayon-o”>=</span> <span class=”crayon-cn”>080000</span>
EndHour <span class=”crayon-o”>=</span> <span class=”crayon-cn”>180000</span>
Size <span class=”crayon-o”>=</span> <span class=”crayon-cn”>1</span> <span class=”crayon-c”>//position size</span>
StopLoss <span class=”crayon-o”>=</span> <span class=”crayon-cn”>60</span> <span class=”crayon-c”>//stoploss in points</span>
TakeProfit <span class=”crayon-o”>=</span> <span class=”crayon-cn”>10</span> <span class=”crayon-c”>//takeprofit in points</span>
LookbackPeriod <span class=”crayon-o”>=</span> <span class=”crayon-cn”>10</span> <span class=”crayon-c”>//lookback period to find highest high and lowest low (price range)</span>
PointsDistance <span class=”crayon-o”>=</span> <span class=”crayon-cn”>5</span> <span class=”crayon-c”>//distance in points to add/substract from highest high or lowest low to put the pending stop orders</span>
<span class=”crayon-c”>// ————</span>
tcondition <span class=”crayon-o”>=</span> <span class=”crayon-st”>time</span><span class=”crayon-o”>></span>StartHour <span class=”crayon-st”>and</span> EndHour <span class=”crayon-st”>and</span> <span class=”crayon-st”>intradaybarindex</span><span class=”crayon-o”>>=</span>LookbackPeriod<span class=”crayon-o”>*</span><span class=”crayon-cn”>2</span>
<span class=”crayon-st”>if</span> <span class=”crayon-st”>not</span> <span class=”crayon-st”>onmarket</span> <span class=”crayon-st”>and</span> tcondition <span class=”crayon-st”>and</span> <span class=”crayon-st”>barindex</span><span class=”crayon-o”>-</span><span class=”crayon-st”>tradeindex</span>(<span class=”crayon-cn”>1</span>)<span class=”crayon-o”>>=</span>LookbackPeriod <span class=”crayon-st”>then</span>
<span class=”crayon-st”>BUY</span> Size <span class=”crayon-st”>CONTRACTS</span> <span class=”crayon-st”>AT</span> <span class=”crayon-r”>highest</span><span class=”crayon-o”>[</span>LookbackPeriod<span class=”crayon-o”>]</span>(<span class=”crayon-st”>high</span>)<span class=”crayon-o”>+</span>PointsDistance<span class=”crayon-o”>*</span><span class=”crayon-st”>pointsize</span> <span class=”crayon-st”>STOP</span>
<span class=”crayon-st”>SELLSHORT</span> Size <span class=”crayon-st”>CONTRACTS</span> <span class=”crayon-st”>AT</span> <span class=”crayon-r”>lowest</span><span class=”crayon-o”>[</span>LookbackPeriod<span class=”crayon-o”>]</span>(<span class=”crayon-st”>low</span>)<span class=”crayon-o”>-</span>PointsDistance<span class=”crayon-o”>*</span><span class=”crayon-st”>pointsize</span> <span class=”crayon-st”>STOP</span>
<span class=”crayon-st”>endif</span>
<span class=”crayon-st”>SET STOP</span> <span class=”crayon-st”>PLOSS</span> StopLoss
<span class=”crayon-st”>SET TARGET</span> <span class=”crayon-st”>PPROFIT</span> TakeProfit