gestire una CALL in TIMEFRAME

• 04/01/2022 at 11:56 AM #190955
  pammachio

  ciao è il mio primo topic quindi spero di non essere troppo sciocco o invadente

  Sto provando a gestire una strategia su più TIMEFRAME e per carcare di capire come si comporta ho visualizzato in grafico i dati ottenuti ma non capisco perchè i risultati di una CALL in certi momenti siano come bloccati e fissi mentre in altri sono corretti. Ho allegato il programma (DAX_TFmulti) che sto testando e il programma dell’indicatore chiamato (HalfTrend) nonchè due screenshot dove si vede chiaramente che in quello chiamato “DAX_TFmulti ok” i dati calcolati nei vari timeframe coincidono mentre nell’altro screenshot sono completamente diversi e rimangono diversi per periodi di tempo diversi a volte anche per ore ??

  Se potete aiutarmi vi sarei veramente grato xchè io non ci arrivo

  Grazie 1000 comunque

  

  pammachio

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  04/01/2022 at 5:41 PM #191000
  robertogozzi

  A meno che non sia un file lunghissimo (centinaia di linee), è sempre meglio, oltre ad allegare il file ITF, anche postare il testo del codice:

  defparam preloadbars=200 DEFPARAM CumulateOrders = False DEFPARAM FLATbefore = 073000 DEFPARAM FLATafter = 183000 startrade=090000 stoptrade=173000 once numcontr=0.5 timeframe(15 minutes) HT15 = CALL "PRC_HalfTrend"[2] timeframe(5 minutes,updateonclose) HT05x = CALL "PRC_HalfTrend"[2] LSMA05=EndPointAverage[7](close) EMA05=ExponentialAverage[4](close) CCI05=CCI[14](typicalPrice) timeframe(5 minutes) HT05 = CALL "PRC_HalfTrend"[2] timeframe(default,updateonclose) // 1 min xbuy=0 xsell=0 exitlg=0 exitsh=0 HT = CALL "PRC_HalfTrend"[2] LSMA=EndPointAverage[7](close) if LSMA>HT and LSMA>HT05 and LSMA>HT15 then xbuy=1 elsif LSMA<HT and LSMA<HT05 and LSMA<HT15 then xsell=1 endif if ShortOnMarket then //if ..... then //exitsh=1 elsif LongOnMarket then //if ..... then //exitlg=1 endif stopd=50 if not onmarket and time >= startrade and time <= stoptrade then IF xbuy then BUY numcontr CONTRACTS AT MARKET SET STOP PTRAILING stopd elsIF xsell then sellSHORT numcontr contrACTS AT MARKET SET STOP PTRAILING stopd endif endif IF LongOnMarket then if xsell and time >= startrade and time <= stoptrade then sell at market sellSHORT numcontr contrACTS AT MARKET SET STOP PTRAILING stopd elsIF exitlg then sell at market endif ENDIF IF ShortOnMarket then IF xbuy and time >= startrade and time <= stoptrade then exitshort at market BUY numcontr CONTRACTS AT MARKET SET STOP PTRAILING stopd elsIF exitsh then exitshort at market ENDIF ENDIF GRAPH 0 COLOURED (0,250,0) as "0" GRAPH CCI05 COLOURED (0,0,255) as "CCI05" GRAPHonPRICE HT05 COLOURED (250,0,0) as "HT05" GRAPHonPRICE HT05x COLOURED (0,0,250) as "HT05x" GRAPHonPRICE HT15 COLOURED (250,50,250) as "HT15" GRAPHonPRICE HT COLOURED (0,50,0) as "HT" GRAPHonPRICE LSMA05 COLOURED (0,0,0) as "LSMA05"

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  defparam preloadbars=200 DEFPARAM CumulateOrders = False DEFPARAM FLATbefore = 073000 DEFPARAM FLATafter = 183000 startrade=090000 stoptrade=173000 once numcontr=0.5   timeframe(15 minutes) HT15 = CALL "PRC_HalfTrend"[2]   timeframe(5 minutes,updateonclose) HT05x = CALL "PRC_HalfTrend"[2] LSMA05=EndPointAverage[7](close) EMA05=ExponentialAverage[4](close) CCI05=CCI[14](typicalPrice)   timeframe(5 minutes) HT05 = CALL "PRC_HalfTrend"[2]   timeframe(default,updateonclose)  // 1 min xbuy=0 xsell=0 exitlg=0 exitsh=0 HT = CALL "PRC_HalfTrend"[2] LSMA=EndPointAverage[7](close)   if LSMA>HT and LSMA>HT05 and LSMA>HT15 then xbuy=1 elsif LSMA<HT and LSMA<HT05 and LSMA<HT15 then xsell=1 endif   if ShortOnMarket then //if ..... then //exitsh=1 elsif LongOnMarket then //if ..... then //exitlg=1 endif     stopd=50   if not onmarket and time >= startrade and time <= stoptrade then IF xbuy then BUY numcontr CONTRACTS AT MARKET SET STOP PTRAILING stopd elsIF xsell  then sellSHORT numcontr contrACTS AT MARKET SET STOP PTRAILING stopd endif endif     IF LongOnMarket then if xsell and time >= startrade and time <= stoptrade then sell at market sellSHORT numcontr contrACTS AT MARKET SET STOP PTRAILING stopd elsIF exitlg then sell at market endif ENDIF   IF ShortOnMarket then IF xbuy and time >= startrade and time <= stoptrade then exitshort at market BUY numcontr CONTRACTS AT MARKET SET STOP PTRAILING stopd elsIF exitsh then exitshort at market ENDIF ENDIF     GRAPH 0 COLOURED (0,250,0) as "0" GRAPH CCI05 COLOURED (0,0,255) as "CCI05"   GRAPHonPRICE HT05 COLOURED (250,0,0) as "HT05" GRAPHonPRICE HT05x COLOURED (0,0,250) as "HT05x" GRAPHonPRICE HT15 COLOURED (250,50,250) as "HT15" GRAPHonPRICE HT COLOURED (0,50,0) as "HT" GRAPHonPRICE LSMA05 COLOURED (0,0,0) as "LSMA05"

  Prova a commentare la riga 1 (le barre precaricate), o addirittura lasciarla ma scriverci 10000 (è il massimo).

  

  robertogozzi

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  04/01/2022 at 9:25 PM #191008
  pammachio

  intanto grazie Roberto anche x la velocità della risposta !

  purtroppo sia commentando che portando a 10000 le barre precaricate non cambia di una virgola…

  

  pammachio

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  04/02/2022 at 11:04 AM #191034
  robertogozzi

  Anch’io ho notato delle differenze, ma non riesco a identificarne il motivo.

  Prova a chiedere direttamente a PRT, premendo Ctrl+M dalla piattaforma, oppure telefonandogli.

   

  

  robertogozzi

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