Frattali di Williams

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    robertogozzi
    Moderator
    Master

    Per favore NON inserire nessun tipo di file o immagine all’interno del post, in quanto rallentano il caricamento delle pagine. Allegali usando solo il pulante select file. Grazie 🙂

    Prova questa versione che ho quasi completamente ricodificato:

    //-------------------------------------------------------------------------
    // Codice principale : frattali Williams
    //-------------------------------------------------------------------------
    DEFPARAM CumulateOrders = true
    once cp      = 2
    // trend di "fondo"
    TIMEFRAME (4 hour, updateonclose)
    st=Supertrend[3,10]
    em=ExponentialAverage[21](close)
    if close > st and close > em then
    longok  = 1
    shortok = 0
    endif
    if close < st and close < em then
    shortok = 1
    longok  = 0
    endif
     
    TIMEFRAME (default)
    //
    ONCE HIL1 = 0
    ONCE HIL2 = 0
    ONCE LOL1 = 0
    ONCE LOL2 = 0
    if high[cp] >= highest[2*cp+1](high) then
    //uscita da LONG
    IF LongOnMarket THEN
    IF high[cp] < HIL2 THEN
    SELL AT Market
    cumul = 0
    ENDIF
    ENDIF
    //
    HIL2 = HIL1
    HIL1 = high[cp]
    endif
    if low[cp] <= lowest[2*cp+1](low)  then
    //uscita da SHORT
    IF ShortOnMarket THEN
    IF low[cp] > LOL2 THEN
    EXITSHORT AT Market
    cumul = 0
    ENDIF
    ENDIF
    //
    LOL2 = LOL1
    LOL1 = low[cp]
    endif
    //
    IF Not OnMarket THEN
    cumul = 0
    ENDIF
    // condizioni entrata long
    if longok AND (not onmarket or cumul) AND (HIL1 > HIL2) AND (LOL1 > LOL2) then
    buy at market
    set stop price LOL1 - 15*pointsize
    endif
    // condizioni entrata short
    if shortok AND (not onmarket or cumul) AND (HIL1 < HIL2) AND (LOL1 < LOL2) then
    sellshort at market
    set stop price HIL1 - 15*pointsize
    endif
    
    // posizione a breakeven dopo zz di guadagno; se a breakeven consentire apertura altre posizioni (cumul=1)
    if longonmarket then
    if close - TRADEPRICE >= 40 then
    set stop BreakEven
    cumul = 1
    endif
    endif
    if shortonmarket then
    if TRADEPRICE - close>= 40 then
    set stop BreakEven
    cumul = 1
    endif
    endif
    albespo thanked this post
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Frattali di Williams


ProOrder: Trading Automatico & Backtesting

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albespo @albespo Participant
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This topic contains 15 replies,
has 3 voices, and was last updated by robertogozzi
3 years ago.

Topic Details
Forum: ProOrder: Trading Automatico & Backtesting
Language: Italian
Started: 11/28/2022
Status: Active
Attachments: 2 files
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