IDNR4 + HULL

• 10/19/2023 at 5:18 PM #222656
  Gaspare

  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

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  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

  

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

  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.

   

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  robertogozzi

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  10/25/2023 at 11:03 AM #222882
  Gaspare

  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

  

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  10/25/2023 at 4:25 PM #222913
  robertogozzi

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

   

   

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