COMPRA STOP EN PIVOTS

• 06/01/2020 at 4:28 PM #134066
  Albert0769

  Buenas tardes:

   

  Gracias a quien me pueda ayudar con la programación de esta estrategia.

  Se trata de activar un orden de compra STOP, 25 puntos por debajo de un nivel Pivot de entrada.

  Yo he programado este código adjunto, pero evidentemente no funciona y no activa la orden de compra STOP cuando el Precio cruza el nivel de activación, en ese nivel 25 puntos por debajo del nivel Pivot de entrada.

   

  Gracias por la ayuda tan buena, que me podáis prestar a este respecto.

  

  Albert0769

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  06/01/2020 at 5:41 PM #134077
  Albert0769

  DEFPARAM PRELOADBARS = 10000 DEFPARAM CUMULATEORDERS = False PIV = 25282.4*PointSize PIV25 = (PIV-25)*PointSize PRECIO = Close INIBAR = 0 IF PRECIO CROSSES OVER PIV25 THEN INIBAR = Barindex INI = 1 ENDIF IF NOT ONMARKET AND INI = 1 AND Barindex - INIBAR >= 0 THEN BUY 1 CONTRACT AT PIV STOP ENDIF startBreakeven = 25 PointsToKeep = 0 IF NOT ONMARKET THEN breakevenLevel = 0 ENDIF IF LONGONMARKET AND Close-TradePrice(1) >= startBreakeven*Pointsize THEN breakevenLevel = Tradeprice(1)+PointsToKeep*Pointsize ENDIF IF breakevenLevel > 0 THEN SELL AT breakevenLevel STOP ENDIF //// Stops y objetivos: SET STOP LOSS 150 SET TARGET pPROFIT 300

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  DEFPARAM PRELOADBARS = 10000 DEFPARAM CUMULATEORDERS = False     PIV = 25282.4*PointSize PIV25 = (PIV-25)*PointSize   PRECIO = Close   INIBAR = 0 IF PRECIO CROSSES OVER PIV25  THEN INIBAR = Barindex INI = 1 ENDIF   IF NOT ONMARKET AND INI = 1 AND Barindex - INIBAR >= 0  THEN BUY 1 CONTRACT AT PIV STOP ENDIF       startBreakeven = 25 PointsToKeep = 0 IF NOT ONMARKET THEN breakevenLevel = 0 ENDIF   IF LONGONMARKET AND Close-TradePrice(1) >= startBreakeven*Pointsize  THEN breakevenLevel = Tradeprice(1)+PointsToKeep*Pointsize ENDIF   IF breakevenLevel > 0  THEN SELL AT breakevenLevel STOP ENDIF     //// Stops y objetivos: SET STOP LOSS 150 SET TARGET pPROFIT 300

   

  

  Albert0769

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  06/01/2020 at 5:55 PM #134082
  Albert0769

  COMPRA PIVOTSS

  DEFPARAM PRELOADBARS = 10000 DEFPARAM CUMULATEORDERS = False PIV = 25282.4 PIV25 = (PIV-25) PRECIO = Close IF PRECIO CROSSES OVER PIV25 THEN BUY 1 CONTRACT AT PIV STOP ENDIF startBreakeven = 25 PointsToKeep = 0 IF NOT ONMARKET THEN breakevenLevel = 0 ENDIF IF LONGONMARKET AND Close-TradePrice(1) >= startBreakeven*Pointsize THEN breakevenLevel = Tradeprice(1)+PointsToKeep*Pointsize ENDIF IF breakevenLevel > 0 THEN SELL AT breakevenLevel STOP ENDIF //// Stops y objetivos: SET STOP LOSS 150 SET TARGET pPROFIT 300

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  DEFPARAM PRELOADBARS = 10000 DEFPARAM CUMULATEORDERS = False     PIV = 25282.4 PIV25 = (PIV-25)   PRECIO = Close     IF PRECIO CROSSES OVER PIV25  THEN BUY 1 CONTRACT AT PIV STOP ENDIF       startBreakeven = 25 PointsToKeep = 0 IF NOT ONMARKET THEN breakevenLevel = 0 ENDIF   IF LONGONMARKET AND Close-TradePrice(1) >= startBreakeven*Pointsize  THEN breakevenLevel = Tradeprice(1)+PointsToKeep*Pointsize ENDIF   IF breakevenLevel > 0  THEN SELL AT breakevenLevel STOP ENDIF     //// Stops y objetivos: SET STOP LOSS 150 SET TARGET pPROFIT 300

   

  

  Albert0769

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  06/02/2020 at 12:10 PM #134192
  Nicolas

  El pedido de DETENER solo dura 1 barra, por lo que debe configurarlo en cada lectura de código y eso no es lo que está haciendo, solo lo coloca una vez cuando se produce el cruce. Pruebe con este código modificado:

  DEFPARAM PRELOADBARS = 10000 DEFPARAM CUMULATEORDERS = False PIV = 25282.4 PIV25 = (PIV-25) PRECIO = Close IF PRECIO CROSSES OVER PIV25 THEN valid = 1 ENDIF if onmarket then valid = 0 endif if not onmarket and valid = 1 then BUY 1 CONTRACT AT PIV STOP endif startBreakeven = 25 PointsToKeep = 0 IF NOT ONMARKET THEN breakevenLevel = 0 ENDIF IF LONGONMARKET AND Close-TradePrice(1) >= startBreakeven*Pointsize THEN breakevenLevel = Tradeprice(1)+PointsToKeep*Pointsize ENDIF IF breakevenLevel > 0 THEN SELL AT breakevenLevel STOP ENDIF //// Stops y objetivos: SET STOP LOSS 150 SET TARGET pPROFIT 300

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  DEFPARAM PRELOADBARS = 10000 DEFPARAM CUMULATEORDERS = False   PIV = 25282.4 PIV25 = (PIV-25)   PRECIO = Close   IF PRECIO CROSSES OVER PIV25  THEN valid = 1 ENDIF   if onmarket then valid = 0 endif   if not onmarket and valid = 1 then BUY 1 CONTRACT AT PIV STOP endif   startBreakeven = 25 PointsToKeep = 0 IF NOT ONMARKET THEN breakevenLevel = 0 ENDIF   IF LONGONMARKET AND Close-TradePrice(1) >= startBreakeven*Pointsize  THEN breakevenLevel = Tradeprice(1)+PointsToKeep*Pointsize ENDIF   IF breakevenLevel > 0  THEN SELL AT breakevenLevel STOP ENDIF   //// Stops y objetivos: SET STOP LOSS 150 SET TARGET pPROFIT 300

  

  Nicolas

  Keymaster

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  06/07/2020 at 11:34 PM #135094
  Albert0769

  Buenos días Nicolas:

   

  Primero de todo darte las gracias como siempre en tus respuestas tan buenas y tan rápidas.

  Siguiendo con el código que me has pasado, he diseñado estas dos nuevas estrategias, pero no sé por qué no funcionan bien.

  Por favor Nicolás puedes revisar estos dos nuevos códigos y decirme donde está el error.

   

  Como siempre muchas gracias por tu ayuda nuevamente.

  Saludos,

  ALBERT

  COMPRA PIVOTS DIARIO

  DEFPARAM PRELOADBARS = 10000 DEFPARAM CUMULATEORDERS = False INTRABAR = Intradaybarindex PRECIO = Close IF INTRABAR = 59 THEN MAXD = Highest[1440](High) MIND = Lowest[1440](Low) ENDIF IF INTRABAR = 59 THEN PIV = (MAXD+MIND+PRECIO)/3 RD1 = (2*PIV)-MIND SD1 = (2*PIV)-MAXD RD2 = PIV+MAXD-MIND SD2 = PIV-MAXD+MIND RD3 = MAXD+(2*(PIV-MIND)) SD3 = MIND-(2*(MAXD-PIV)) ENDIF V = 50 //////////////////// RD3 //////////////////// RD325 = (RD3-V) IF PRECIO CROSSES OVER RD325 THEN valid13 = 1 ENDIF if longonmarket then valid13 = 0 endif if not longonmarket and valid13 = 1 then BUY 1 CONTRACT AT RD3 STOP endif //////////////////// RD2 ////////////////////// RD225 = (RD2-V) IF PRECIO CROSSES OVER RD225 THEN valid12 = 1 ENDIF if onmarket then valid12 = 0 endif if not onmarket and valid12 = 1 then BUY 1 CONTRACT AT RD2 STOP endif /////////////////// RD1 /////////////////////// RD125 = (RD1-V) IF PRECIO CROSSES OVER RD125 THEN valid11 = 1 ENDIF if onmarket then valid11 = 0 endif if not onmarket and valid11 = 1 then BUY 1 CONTRACT AT RD1 STOP endif ///////////////////// PIV //////////////////// PIV25 = (PIV-V) IF PRECIO CROSSES OVER PIV25 THEN valid0 = 1 ENDIF if onmarket then valid0 = 0 endif if not onmarket and valid0 = 1 then BUY 1 CONTRACT AT PIV STOP endif /////////////////////// SD1 //////////////////// SD125 = (SD1-V) IF PRECIO CROSSES OVER SD125 THEN valid111 = 1 ENDIF if onmarket then valid111 = 0 endif if not onmarket and valid111 = 1 then BUY 1 CONTRACT AT SD1 STOP endif /////////////////////// SD2 /////////////////// SD225 = (SD2-V) IF PRECIO CROSSES OVER SD225 THEN valid112 = 1 ENDIF if onmarket then valid112 = 0 endif if not onmarket and valid112 = 1 then BUY 1 CONTRACT AT SD2 STOP endif ///////////////////////// SD3 /////////////////// SD325 = (SD3-V) IF PRECIO CROSSES OVER SD325 THEN valid113 = 1 ENDIF if onmarket then valid113 = 0 endif if not onmarket and valid113 = 1 then BUY 1 CONTRACT AT SD3 STOP endif startBreakeven = 25 PointsToKeep = 0 IF NOT ONMARKET THEN breakevenLevel = 0 ENDIF IF LONGONMARKET AND Close-TradePrice(1) >= startBreakeven*Pointsize THEN breakevenLevel = Tradeprice(1)+PointsToKeep*Pointsize ENDIF IF breakevenLevel > 0 THEN SELL AT breakevenLevel STOP ENDIF //// Stops y objetivos: SET STOP LOSS 50 SET TARGET pPROFIT 50

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  DEFPARAM PRELOADBARS = 10000 DEFPARAM CUMULATEORDERS = False     INTRABAR = Intradaybarindex   PRECIO = Close     IF INTRABAR = 59  THEN MAXD = Highest[1440](High) MIND = Lowest[1440](Low) ENDIF   IF INTRABAR = 59  THEN PIV = (MAXD+MIND+PRECIO)/3 RD1 = (2*PIV)-MIND SD1 = (2*PIV)-MAXD RD2 = PIV+MAXD-MIND SD2 = PIV-MAXD+MIND RD3 = MAXD+(2*(PIV-MIND)) SD3 = MIND-(2*(MAXD-PIV)) ENDIF   V = 50 //////////////////// RD3 ////////////////////   RD325 = (RD3-V)   IF PRECIO CROSSES OVER RD325  THEN valid13 = 1 ENDIF   if longonmarket then valid13 = 0 endif   if not longonmarket and valid13 = 1 then BUY 1 CONTRACT AT RD3 STOP endif   //////////////////// RD2 //////////////////////   RD225 = (RD2-V)   IF PRECIO CROSSES OVER RD225  THEN valid12 = 1 ENDIF   if onmarket then valid12 = 0 endif   if not onmarket and valid12 = 1 then BUY 1 CONTRACT AT RD2 STOP endif   /////////////////// RD1 ///////////////////////   RD125 = (RD1-V)   IF PRECIO CROSSES OVER RD125  THEN valid11 = 1 ENDIF   if onmarket then valid11 = 0 endif   if not onmarket and valid11 = 1 then BUY 1 CONTRACT AT RD1 STOP endif   ///////////////////// PIV ////////////////////   PIV25 = (PIV-V)   IF PRECIO CROSSES OVER PIV25  THEN valid0 = 1 ENDIF   if onmarket then valid0 = 0 endif   if not onmarket and valid0 = 1 then BUY 1 CONTRACT AT PIV STOP endif   /////////////////////// SD1 ////////////////////   SD125 = (SD1-V)   IF PRECIO CROSSES OVER SD125  THEN valid111 = 1 ENDIF   if onmarket then valid111 = 0 endif   if not onmarket and valid111 = 1 then BUY 1 CONTRACT AT SD1 STOP endif   /////////////////////// SD2 ///////////////////   SD225 = (SD2-V)   IF PRECIO CROSSES OVER SD225  THEN valid112 = 1 ENDIF   if onmarket then valid112 = 0 endif   if not onmarket and valid112 = 1 then BUY 1 CONTRACT AT SD2 STOP endif   ///////////////////////// SD3 ///////////////////   SD325 = (SD3-V)   IF PRECIO CROSSES OVER SD325  THEN valid113 = 1 ENDIF   if onmarket then valid113 = 0 endif   if not onmarket and valid113 = 1 then BUY 1 CONTRACT AT SD3 STOP endif       startBreakeven = 25 PointsToKeep = 0 IF NOT ONMARKET THEN breakevenLevel = 0 ENDIF   IF LONGONMARKET AND Close-TradePrice(1) >= startBreakeven*Pointsize  THEN breakevenLevel = Tradeprice(1)+PointsToKeep*Pointsize ENDIF   IF breakevenLevel > 0  THEN SELL AT breakevenLevel STOP ENDIF     //// Stops y objetivos: SET STOP LOSS 50 SET TARGET pPROFIT 50

  VENTA PIVOTS DIARIO

  DEFPARAM PRELOADBARS = 10000 DEFPARAM CUMULATEORDERS = False INTRABAR = Intradaybarindex PRECIO = Close IF INTRABAR = 59 THEN MAXD = Highest[1440](High) MIND = Lowest[1440](Low) ENDIF IF INTRABAR = 59 THEN PIV = (MAXD+MIND+PRECIO)/3 RD1 = (2*PIV)-MIND SD1 = (2*PIV)-MAXD RD2 = PIV+MAXD-MIND SD2 = PIV-MAXD+MIND RD3 = MAXD+(2*(PIV-MIND)) SD3 = MIND-(2*(MAXD-PIV)) ENDIF V = 50 //////////////////// RD3 //////////////////// RD325 = (RD3+V) IF PRECIO CROSSES UNDER RD325 THEN valid13 = 1 ENDIF if onmarket then valid13 = 0 endif if not onmarket and valid13 = 1 then SELLSHORT 1 CONTRACT AT RD3 STOP endif ////////////////////// RD2 ///////////////// RD225 = (RD2+V) IF PRECIO CROSSES UNDER RD225 THEN valid12 = 1 ENDIF if onmarket then valid12 = 0 endif if not onmarket and valid12 = 1 then SELLSHORT 1 CONTRACT AT RD2 STOP endif //////////////////// RD1 /////////////////// RD125 = (RD1+V) IF PRECIO CROSSES UNDER RD125 THEN valid11 = 1 ENDIF if onmarket then valid11 = 0 endif if not onmarket and valid11 = 1 then SELLSHORT 1 CONTRACT AT RD1 STOP endif //////////////////// PIV ////////////////// PIV25 = (PIV+V) IF PRECIO CROSSES UNDER PIV25 THEN valid0 = 1 ENDIF if onmarket then valid0 = 0 endif if not onmarket and valid0 = 1 then SELLSHORT 1 CONTRACT AT PIV STOP endif /////////////////////// SD1 ////////////////// SD125 = (SD1+V) IF PRECIO CROSSES UNDER SD125 THEN valid111 = 1 ENDIF if onmarket then valid111 = 0 endif if not onmarket and valid111 = 1 then SELLSHORT 1 CONTRACT AT SD1 STOP endif ////////////////////// SD2 //////////////////// SD225 = (SD2+V) IF PRECIO CROSSES UNDER SD225 THEN valid112 = 1 ENDIF if onmarket then valid112 = 0 endif if not onmarket and valid112 = 1 then SELLSHORT 1 CONTRACT AT SD2 STOP endif ///////////////////// SD3 /////////////////////// SD325 = (SD3+V) IF PRECIO CROSSES UNDER SD325 THEN valid113 = 1 ENDIF if onmarket then valid113 = 0 endif if not onmarket and valid113 = 1 then SELLSHORT 1 CONTRACT AT SD3 STOP endif startBreakeven = 25 PointsToKeep = 0 IF NOT ONMARKET THEN breakevenLevel = 0 ENDIF IF SHORTONMARKET AND TradePrice(1)-Close >= startBreakeven*Pointsize THEN breakevenLevel = TradePrice(1)-PointsToKeep*Pointsize ENDIF IF breakevenLevel > 0 THEN EXITSHORT AT breakevenlevel STOP ENDIF //// Stops y objetivos: SET STOP pLOSS 50 SET TARGET pPROFIT 50

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  DEFPARAM PRELOADBARS = 10000 DEFPARAM CUMULATEORDERS = False     INTRABAR = Intradaybarindex   PRECIO = Close     IF INTRABAR = 59  THEN MAXD = Highest[1440](High) MIND = Lowest[1440](Low) ENDIF   IF INTRABAR = 59  THEN PIV = (MAXD+MIND+PRECIO)/3 RD1 = (2*PIV)-MIND SD1 = (2*PIV)-MAXD RD2 = PIV+MAXD-MIND SD2 = PIV-MAXD+MIND RD3 = MAXD+(2*(PIV-MIND)) SD3 = MIND-(2*(MAXD-PIV)) ENDIF   V = 50 //////////////////// RD3 ////////////////////   RD325 = (RD3+V)   IF PRECIO CROSSES UNDER RD325 THEN valid13 = 1 ENDIF   if onmarket then valid13 = 0 endif   if not onmarket and valid13 = 1 then SELLSHORT 1 CONTRACT AT RD3 STOP endif   ////////////////////// RD2 /////////////////   RD225 = (RD2+V)   IF PRECIO CROSSES UNDER RD225 THEN valid12 = 1 ENDIF   if onmarket then valid12 = 0 endif   if not onmarket and valid12 = 1 then SELLSHORT 1 CONTRACT AT RD2 STOP endif   //////////////////// RD1 ///////////////////   RD125 = (RD1+V)   IF PRECIO CROSSES UNDER RD125 THEN valid11 = 1 ENDIF   if onmarket then valid11 = 0 endif   if not onmarket and valid11 = 1 then SELLSHORT 1 CONTRACT AT RD1 STOP endif   //////////////////// PIV //////////////////   PIV25 = (PIV+V)   IF PRECIO CROSSES UNDER PIV25 THEN valid0 = 1 ENDIF   if onmarket then valid0 = 0 endif   if not onmarket and valid0 = 1 then SELLSHORT 1 CONTRACT AT PIV STOP endif   /////////////////////// SD1 //////////////////   SD125 = (SD1+V)   IF PRECIO CROSSES UNDER SD125 THEN valid111 = 1 ENDIF   if onmarket then valid111 = 0 endif   if not onmarket and valid111 = 1 then SELLSHORT 1 CONTRACT AT SD1 STOP endif   ////////////////////// SD2 ////////////////////   SD225 = (SD2+V)   IF PRECIO CROSSES UNDER SD225 THEN valid112 = 1 ENDIF   if onmarket then valid112 = 0 endif   if not onmarket and valid112 = 1 then SELLSHORT 1 CONTRACT AT SD2 STOP endif   ///////////////////// SD3 ///////////////////////   SD325 = (SD3+V)   IF PRECIO CROSSES UNDER SD325 THEN valid113 = 1 ENDIF   if onmarket then valid113 = 0 endif   if not onmarket and valid113 = 1 then SELLSHORT 1 CONTRACT AT SD3 STOP endif       startBreakeven = 25 PointsToKeep = 0 IF NOT ONMARKET THEN breakevenLevel = 0 ENDIF   IF SHORTONMARKET AND TradePrice(1)-Close >= startBreakeven*Pointsize  THEN breakevenLevel = TradePrice(1)-PointsToKeep*Pointsize ENDIF   IF breakevenLevel > 0  THEN EXITSHORT AT breakevenlevel STOP ENDIF     //// Stops y objetivos: SET STOP pLOSS 50 SET TARGET pPROFIT 50

   

  

  Albert0769

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