IDNR4 + HULL

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  • 10/19/2023 at 5:18 PM #222656 quote
    Gaspare
    Participant
    Veteran
    DEFPARAM CumulateOrders = false
Defparam Flatbefore=080000
Defparam Flatafter=220000
ONCE M = 115.0
ONCE A = 31.0
MyAdx = Adx [ 14 ] >= A
HullMA  = average[ M ,7](close)
Bullish = HullMA > HullMA[1] and HULLMA[1]  < HULLMA[2]
Bearish = HullMA < HullMA[1] and HULLMA[1]  > HULLMA[2]
ID   = high<high[1] and low>low[1]
NR4  = range<range[1] and range<range[2] and range<range[3]
if ID and NR4 then
count = 0
hh    = highest[4](high)
ll    = lowest[4](low)
endif
If StrategyProfit <> StrategyProfit[1] then
count = count + 1
endif
if count < 3 then
If   not LongOnMarket And Bullish And MyAdx THEN
BUY      1 SHARE AT hh STOP
Elsif   not ShortOnMarket And Bearish  And MyAdx THEN
SELLSHORT 1 SHARE AT ll STOP
Endif
SET TARGET PROFIT hh - ll
set stop ploss      550
endif

    Salve,  ciao Roberto

    puoi verificare la validita’ e la logica del TS

    su WALL STREET 200k a 2 minuti?

    Grazie

    10/23/2023 at 3:26 PM #222841 quote
    robertogozzi
    Moderator
    Master

    Mi sembra sovraottimizzato. Sul 2 minuti pè oerfetto, ma già passando al 15 minuti la performance cala drasticamente (anche se leggermento positivo). Sul grafico ad 1 ora è perdente.

    Seppure ogni timeframe ha necessità di opportune ottimizzazioni, non dovrebbero esservi differenze così grandi.

    Inoltre ha uno stop loss molto alto.

    Gaspare thanked this post
    10/25/2023 at 11:03 AM #222882 quote
    Gaspare
    Participant
    Veteran

    Ciao Roberto

    vorrei una HULLMA con uno spostamento di 2 periodi,

    come sarebbe modificato il codice relativo

    HullMA  = average[ M ,7](close)
    Bullish = HullMA > HullMA[1] and HULLMA[1]  < HULLMA[2]
    Bearish = HullMA < HullMA[1] and HULLMA[1]  > HULLMA[2]
    grazie
    10/25/2023 at 4:25 PM #222913 quote
    robertogozzi
    Moderator
    Master

    Dove c’è HullMA metti HullMA[2] r dove c’è HullMA[2] metti HullMA[3]. Ovviamente non sulla prima riga.

    Gaspare thanked this post
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IDNR4 + HULL


ProOrder: Trading Automatico & Backtesting

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Gaspare @gaspare Participant
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This topic contains 3 replies,
has 2 voices, and was last updated by robertogozzi
2 years, 3 months ago.

Topic Details
Forum: ProOrder: Trading Automatico & Backtesting
Language: Italian
Started: 10/19/2023
Status: Active
Attachments: No files
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