errore sistema di trading

• 03/12/2022 at 11:35 AM #189863
  KAMJKAZE

  buon giorno,
  ieri ho provato a far girare questo nuovo sistema che sfrutta l’indicatore perfect trend v2 di nicolas, tuttavia una volta montato rigettava gli ordini dicendo che era impostato un numero massimo delle posizioni =0 e quindi stoppava il sistema.
  allego il sistema se qualcuno riuscisse a capire l’errore ne sarei grato.
  stefano

  dax 5 minuti

  //dax 5 minuti DEFPARAM CUMULATEORDERS =FALSE DEFPARAM FLATBEFORE=060000 DEFPARAM FLATAFTER=220000 once contratto=1 ONCE signal=0 ONCE START=0 //indicatori e variabili //perfect trend v2 by @nicolas myfastline, myslowline, mytrend = CALL "PRC_PerfectTrendLine 2"[7, 3] //indicatori ema200=ExponentialAverage[200](close) iadx=ADX[20] myadx=ADXR[20] adxtrend= iadx>iadx[1] and myadx>myadx[1] adxnontrend= iadx<iadx[1]and myadx<myadx[1] STOK= Stochastic[20,3](close) STOKLONG=STOK<75 STOKSHORT=STOK>15 MYSTOK= Average[10](STOK) MYSTOKLONG= MYSTOK<60 MYSTOKSHORT=MYSTOK>30 MYSTOKKELONG= STOK>MYSTOK MYSTOKKESHORT=STOK<MYSTOK //condizioni dell'indicatore perfect trend ingresso if close>myslowline and close> myfastline then START=1 elsif close<myfastline and close <myslowline then START=2 ENDIF // 4 condizioni di entry if close> ema200 and START=1 THEN IF close >DonchianChannelUp[10]and adxtrend AND MYSTOKLONG AND STOKLONG AND MYSTOKKELONG then signal=1 ELSe SIGNAL=0 endif ENDIF if close< ema200 and START =2 THEN IF close<DonchianChannelDown[10] and adxtrend AND MYSTOKSHORT AND STOKSHORT AND MYSTOKKESHORT then signal=-1 ELSE SIGNAL=0 endif ENDIF if close> ema200 and start=2 then IF close<DonchianChannelDown[10] and adxnontrend AND MYSTOKSHORT AND STOKSHORT AND MYSTOKKESHORT then signal=-2 ELSE SIGNAL=0 endif ENDIF if close< ema200 and start=1 then IF close >DonchianChannelUp[10]and adxnontrend AND MYSTOKLONG AND STOKLONG AND MYSTOKKELONG then signal=2 ELSe SIGNAL=0 endif ENDIF //apertura delle posizioni IF NOT ONMARKET AND SIGNAL=1 THEN TRADE=1 ENTRY=CLOSE MINIMO= (DonchianChannelDown[10]) STOPPE= ABS(ENTRY-MINIMO)*pipsize TARGETTE= STOPPE BUY contratto CONTRACT AT MARKET ENDIF IF NOT ONMARKET AND SIGNAL=2 THEN TRADE=2 ENTRY=CLOSE MINIMO= ROUND (DonchianChannelDown[10]) STOPPE= ABS(ENTRY-MINIMO)*pipsize TARGETTE= STOPPE BUY contratto CONTRACT AT MARKET ENDIF IF NOT ONMARKET AND SIGNAL=-1 THEN TRADE=-1 ENTRY=CLOSE MASSIMO= ROUND (DonchianChannelUP[10]) STOPPE= ABS(ENTRY- MASSIMO)*pipsize TARGETTE= STOPPE SELLSHORT contratto CONTRACT AT MARKET ENDIF IF NOT ONMARKET AND SIGNAL=-2 THEN TRADE=-2 ENTRYS=CLOSE MASSIMO= ROUND (DonchianChannelUP[10]) STOPPE= ABS(entrys-massimo)*pipsize TARGETTE= STOPPE SELLSHORT contratto CONTRACT AT MARKET ENDIF SET STOP LOSS STOPPE SET TARGET PROFIT TARGETTE // nicolas MFE trailing stop trailingstop = 20 //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

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  //dax 5 minuti   DEFPARAM CUMULATEORDERS =FALSE DEFPARAM FLATBEFORE=060000 DEFPARAM FLATAFTER=220000   once contratto=1 ONCE signal=0 ONCE START=0   //indicatori e variabili   //perfect trend v2 by @nicolas myfastline, myslowline, mytrend = CALL "PRC_PerfectTrendLine 2"[7, 3]   //indicatori ema200=ExponentialAverage[200](close) iadx=ADX[20] myadx=ADXR[20] adxtrend= iadx>iadx[1] and myadx>myadx[1] adxnontrend= iadx<iadx[1]and myadx<myadx[1] STOK= Stochastic[20,3](close) STOKLONG=STOK<75 STOKSHORT=STOK>15 MYSTOK= Average[10](STOK) MYSTOKLONG= MYSTOK<60 MYSTOKSHORT=MYSTOK>30 MYSTOKKELONG= STOK>MYSTOK MYSTOKKESHORT=STOK<MYSTOK   //condizioni dell'indicatore perfect trend ingresso if close>myslowline and close> myfastline then START=1 elsif close<myfastline and close <myslowline then START=2 ENDIF   // 4 condizioni di entry if close> ema200  and START=1 THEN IF close >DonchianChannelUp[10]and adxtrend  AND MYSTOKLONG AND STOKLONG AND MYSTOKKELONG then signal=1 ELSe SIGNAL=0 endif ENDIF   if close< ema200  and START =2 THEN IF close<DonchianChannelDown[10] and adxtrend  AND MYSTOKSHORT AND STOKSHORT AND MYSTOKKESHORT then signal=-1 ELSE SIGNAL=0 endif ENDIF   if close> ema200 and start=2 then IF close<DonchianChannelDown[10] and adxnontrend  AND MYSTOKSHORT AND STOKSHORT AND MYSTOKKESHORT then signal=-2 ELSE SIGNAL=0 endif ENDIF   if close< ema200 and start=1 then IF close >DonchianChannelUp[10]and adxnontrend  AND MYSTOKLONG AND STOKLONG AND MYSTOKKELONG then signal=2 ELSe SIGNAL=0 endif ENDIF     //apertura delle posizioni IF NOT ONMARKET AND SIGNAL=1 THEN TRADE=1 ENTRY=CLOSE MINIMO= (DonchianChannelDown[10]) STOPPE= ABS(ENTRY-MINIMO)*pipsize TARGETTE= STOPPE BUY contratto CONTRACT AT MARKET ENDIF   IF NOT ONMARKET AND SIGNAL=2 THEN TRADE=2 ENTRY=CLOSE MINIMO= ROUND (DonchianChannelDown[10]) STOPPE= ABS(ENTRY-MINIMO)*pipsize TARGETTE= STOPPE BUY contratto CONTRACT AT MARKET ENDIF   IF NOT ONMARKET AND SIGNAL=-1 THEN TRADE=-1 ENTRY=CLOSE MASSIMO= ROUND (DonchianChannelUP[10]) STOPPE= ABS(ENTRY- MASSIMO)*pipsize TARGETTE= STOPPE SELLSHORT contratto CONTRACT AT MARKET ENDIF   IF NOT ONMARKET AND SIGNAL=-2 THEN TRADE=-2 ENTRYS=CLOSE MASSIMO= ROUND (DonchianChannelUP[10]) STOPPE= ABS(entrys-massimo)*pipsize TARGETTE= STOPPE SELLSHORT contratto CONTRACT AT MARKET ENDIF     SET STOP LOSS STOPPE SET TARGET PROFIT TARGETTE     // nicolas MFE trailing stop trailingstop = 20   //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

  

  KAMJKAZE

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  03/12/2022 at 12:08 PM #189872
  robertogozzi

  Il backtest funziona; l’ho messo in demo, ma ormai occorre attendere la riapertura dei mercati per vedere cosa succede quando entrerà in esecuzione.

  Appena saprò qualcosa ti avviserò.

   

  2 users thanked author for this post.

  criscolci, KAMJKAZE

  

  robertogozzi

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  03/12/2022 at 12:16 PM #189873
  KAMJKAZE

  grazie mille come al solito roberto 😀

  

  KAMJKAZE

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  03/15/2022 at 11:02 AM #190008
  robertogozzi

  L’ho meso in demo, sia come l’hai scritto tu, sia senza CALL (integrando l’indicatore nella strategia stessa). Mi ha aperto varie posizioni, nei due giorni in demo, senza nessun errore.

  Non saprei darti una spiegazione.

  Succede anche a me, tutti i giorni, da circa 6-8 mesi. Non sono riuscito a capire perché.

   

  

  robertogozzi

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