ESTRATEGIA DE 3 BARRAS

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  • 03/04/2022 at 7:32 PM #189357 quote
    deletedaccount22102025
    Participant
    New
    //CIRONET TRADING BETA V1 | proorder

DEFPARAM CUMULATEORDERS = FALSE

TIMEFRAME (1 H, DEFAULT)
iMH = AVERAGE[3](HIGH)
iML = AVERAGE[3](LOW)
iC = (((iMH > iMH[1]) AND (iML > iML[1])) AND (CLOSE CROSSES UNDER iML))
iV = (((iMH < iMH[1]) AND (iML < iML[1])) AND (CLOSE CROSSES OVER iMH))
iSC = (CLOSE CROSSES OVER iMH)
iSV = (CLOSE CROSSES UNDER iML)

TIMEFRAME (DEFAULT)
iCC = iC AND NOT (LONGONMARKET OR SHORTONMARKET)
iVV = iV AND NOT (LONGONMARKET OR SHORTONMARKET)
IF iCC THEN
BUY 1 CONTRACT AT MARKET
ELSIF iVV THEN
SELLSHORT 1 CONTRACT AT MARKET
ENDIF
IF iSC THEN
SELL AT MARKET
ELSIF iSV THEN
EXITSHORT AT MARKET
ENDIF
    03/04/2022 at 7:35 PM #189358 quote
    deletedaccount22102025
    Participant
    New

    Lo que pretendo es implementar en un sistema automático la estrategia de Larry Williams.

    03/04/2022 at 7:47 PM #189359 quote
    deletedaccount22102025
    Participant
    New

    Estoy viendo que realiza bien las entradas pero no las salidas.

    03/05/2022 at 11:18 AM #189393 quote
    robertogozzi
    Moderator
    Master

    Para mi son correctos, entra y sale exactamente de acuerdo a las condiciones que escribiste.
    Si me dices el instrumento, la franja horaria, la fecha y hora de una mala operación lo puedo verificar.

    03/05/2022 at 12:37 PM #189401 quote
    deletedaccount22102025
    Participant
    New

    Es que en muchos caso ni las entradas. Lo he probado en NASDAQ en una temporalidad de 1m. Gracias Roberto.

    03/07/2022 at 4:53 PM #189541 quote
    deletedaccount22102025
    Participant
    New

    Hola Roberto, muchas gracias por tu ayuda. Dándole mil vueltas …..ya está solucionado aplicando tu revisión. Un saludo

    robertogozzi thanked this post
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ESTRATEGIA DE 3 BARRAS


ProOrder: Trading Automático y Backtesting

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deletedaccount22102025 @deletedaccount22102025 Participant
Summary

This topic contains 20 replies,
has 2 voices, and was last updated by deletedaccount22102025
4 years ago.

Topic Details
Forum: ProOrder: Trading Automático y Backtesting
Language: Spanish
Started: 02/20/2022
Status: Active
Attachments: 2 files
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