Incrementare posizioni su nuovo segnale

• 04/02/2021 at 12:21 PM #166036
  domenicoprorealcode

  Buon giorno, ho un problema grazie per chi mi vuole aiutare.

  ho settato il sistema che deve aprire posizioni solo di lunedì, fin qui tutto bene,

  vorrei anche che il sistema incrementa la posizione su nuovo segnale al lunedì successivo

  // Definizione dei parametri del codice DEFPARAM CumulateOrders = False // IL SISTEMA SI ATTIVA ALLE 02:00 . NON IMMETTE ORDINI DOPO LE 20:00. cTime = Time >= 020000 And Time < 200000 // 1 SOLA TRADE AL DIORNO Otd = (Barindex - TradeIndex(1) > IntradayBarIndex) // GIORNO TRADABILE: LUNEDI' daysForbiddenEntry = OpenDayOfWeek = 2 OR OpenDayOfWeek = 3 OR OpenDayOfWeek = 4 OR OpenDayOfWeek = 5 OR OpenDayOfWeek = 6 OR OpenDayOfWeek = 0 // CONDIZIONI indicator1 = SuperTrend[3,10] c1 = (close[1] CROSSES OVER indicator1) //COMANDI IF c1 AND not daysForbiddenEntry AND Otd AND cTime AND Not OnMarket THEN BUY 1 CONTRACT AT MARKET ENDIF //************************************************************************ //trailing stop function trailingstart =100//trailing will start @trailinstart points profit trailingstep = 10//trailing step to move the "stoploss" //reset the stoploss value IF NOT ONMARKET THEN newSL=0 ENDIF //manage long positions IF LONGONMARKET THEN //first move (breakeven) IF newSL=0 AND close-tradeprice(1)>=trailingstart*pipsize THEN newSL = tradeprice(1)+trailingstep*pipsize ENDIF //next moves IF newSL>0 AND close-newSL>=trailingstep*pipsize THEN newSL = newSL+trailingstep*pipsize ENDIF ENDIF //stop order to exit the positions IF newSL>0 THEN SELL AT newSL STOP EXITSHORT AT newSL STOP ENDIF //************************************************************************

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  // Definizione dei parametri del codice DEFPARAM CumulateOrders = False // IL SISTEMA SI ATTIVA ALLE 02:00 . NON IMMETTE ORDINI DOPO LE 20:00. cTime = Time >= 020000 And Time < 200000 // 1 SOLA TRADE AL DIORNO Otd = (Barindex - TradeIndex(1) > IntradayBarIndex) // GIORNO TRADABILE: LUNEDI' daysForbiddenEntry = OpenDayOfWeek = 2 OR OpenDayOfWeek = 3 OR OpenDayOfWeek = 4 OR OpenDayOfWeek = 5 OR OpenDayOfWeek = 6 OR OpenDayOfWeek = 0 // CONDIZIONI indicator1 = SuperTrend[3,10] c1 = (close[1] CROSSES OVER indicator1)   //COMANDI IF c1  AND not daysForbiddenEntry AND Otd AND cTime AND Not OnMarket THEN BUY 1 CONTRACT AT MARKET ENDIF   //************************************************************************ //trailing stop function trailingstart =100//trailing will start @trailinstart points profit trailingstep = 10//trailing step to move the "stoploss" //reset the stoploss value IF NOT ONMARKET THEN newSL=0 ENDIF //manage long positions IF LONGONMARKET THEN //first move (breakeven) IF newSL=0 AND close-tradeprice(1)>=trailingstart*pipsize THEN newSL = tradeprice(1)+trailingstep*pipsize ENDIF //next moves IF newSL>0 AND close-newSL>=trailingstep*pipsize THEN newSL = newSL+trailingstep*pipsize ENDIF ENDIF //stop order to exit the positions IF newSL>0 THEN SELL AT newSL STOP EXITSHORT AT newSL STOP ENDIF //************************************************************************

   

   

  

  domenicoprorealcode

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  04/06/2021 at 11:07 AM #166259
  robertogozzi

  Eccolo, ogni lunedì incrementa una posizione (devi dirgli te la condizione per terminare l’increnentoi:

  // Definizione dei parametri del codice DEFPARAM CumulateOrders = False ONCE Lotti = 0 // IL SISTEMA SI ATTIVA ALLE 02:00 . NON IMMETTE ORDINI DOPO LE 20:00. cTime = Time >= 020000 And Time < 200000 // 1 SOLA TRADE AL DIORNO Otd = (Barindex - TradeIndex(1) > IntradayBarIndex) // GIORNO TRADABILE: LUNEDI' daysForbiddenEntry = OpenDayOfWeek = 2 OR OpenDayOfWeek = 3 OR OpenDayOfWeek = 4 OR OpenDayOfWeek = 5 OR OpenDayOfWeek = 6 OR OpenDayOfWeek = 0 // CONDIZIONI indicator1 = SuperTrend[3,10] c1 = (close[1] CROSSES OVER indicator1) //COMANDI IF c1 AND not daysForbiddenEntry AND Otd AND cTime AND Not OnMarket THEN Lotti = Lotti + 1 BUY Lotti CONTRACT AT MARKET ENDIF //************************************************************************ //trailing stop function trailingstart =100//trailing will start @trailinstart points profit trailingstep = 10//trailing step to move the "stoploss" //reset the stoploss value IF NOT ONMARKET THEN newSL=0 ENDIF //manage long positions IF LONGONMARKET THEN //first move (breakeven) IF newSL=0 AND close-tradeprice(1)>=trailingstart*pipsize THEN newSL = tradeprice(1)+trailingstep*pipsize ENDIF //next moves IF newSL>0 AND close-newSL>=trailingstep*pipsize THEN newSL = newSL+trailingstep*pipsize ENDIF ENDIF //stop order to exit the positions IF newSL>0 THEN SELL AT newSL STOP EXITSHORT AT newSL STOP ENDIF

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  // Definizione dei parametri del codice DEFPARAM CumulateOrders = False ONCE Lotti = 0 // IL SISTEMA SI ATTIVA ALLE 02:00 . NON IMMETTE ORDINI DOPO LE 20:00. cTime = Time >= 020000 And Time < 200000 // 1 SOLA TRADE AL DIORNO Otd = (Barindex - TradeIndex(1) > IntradayBarIndex) // GIORNO TRADABILE: LUNEDI' daysForbiddenEntry = OpenDayOfWeek = 2 OR OpenDayOfWeek = 3 OR OpenDayOfWeek = 4 OR OpenDayOfWeek = 5 OR OpenDayOfWeek = 6 OR OpenDayOfWeek = 0 // CONDIZIONI indicator1 = SuperTrend[3,10] c1 = (close[1] CROSSES OVER indicator1) //COMANDI IF c1  AND not daysForbiddenEntry AND Otd AND cTime AND Not OnMarket THEN Lotti = Lotti + 1 BUY Lotti CONTRACT AT MARKET ENDIF //************************************************************************ //trailing stop function trailingstart =100//trailing will start @trailinstart points profit trailingstep = 10//trailing step to move the "stoploss" //reset the stoploss value IF NOT ONMARKET THEN newSL=0 ENDIF //manage long positions IF LONGONMARKET THEN //first move (breakeven) IF newSL=0 AND close-tradeprice(1)>=trailingstart*pipsize THEN newSL = tradeprice(1)+trailingstep*pipsize ENDIF //next moves IF newSL>0 AND close-newSL>=trailingstep*pipsize THEN newSL = newSL+trailingstep*pipsize ENDIF ENDIF //stop order to exit the positions IF newSL>0 THEN SELL AT newSL STOP EXITSHORT AT newSL STOP ENDIF

   

  

  robertogozzi

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  04/07/2021 at 10:13 AM #166384
  domenicoprorealcode

  Grazie Roberto della disponibilità e  sempre gentilissimo.

  ho provato in tutti i modi ma non riesco a creare la condizione di uscita.

  la condizione per terminare l’incremento deve essere la stessa modalità che si esegue per una condizione, cioè al raggiungimento del trailingstart, trailingstep.

   

  

  domenicoprorealcode

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  04/07/2021 at 10:59 AM #166397
  robertogozzi

  Basta che sostituisci la riga 16 con:

  IF NewSL = 0 THEN Lotti = Lotti + 1 ENDIF

  1 2 3

  IF NewSL = 0 THEN    Lotti = Lotti + 1 ENDIF

  Se vuoi fare ripartire da 1 il numero di lotti quando non sei a mercato, basta che aggiungi, subito dopo (o immediatamente prima) la riga 26:

  Lotti = 0

  1

  Lotti = 0

   

  

  robertogozzi

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  04/15/2021 at 12:04 PM #167158
  domenicoprorealcode

  // Definizione dei parametri del codice DEFPARAM CumulateOrders = False ONCE Lotti = 0 // IL SISTEMA SI ATTIVA ALLE 07:00 . NON IMMETTE ORDINI DOPO LE 20:00. cTime = Time >= 070000 And Time < 200000 // 1 SOLA TRADE AL DIORNO Otd = (Barindex - TradeIndex(1) > IntradayBarIndex) // GIORNO TRADABILE: LUNEDI' daysForbiddenEntry = OpenDayOfWeek = 2 OR OpenDayOfWeek = 3 OR OpenDayOfWeek = 4 OR OpenDayOfWeek = 5 OR OpenDayOfWeek = 6 OR OpenDayOfWeek = 0 // CONDIZIONI indicator1 = SuperTrend[2,10] c1 = (close[1] CROSSES OVER indicator1) indicator2 = ExponentialAverage[200](close) c2 = (close[1] > indicator2) c3 = (high[1] > open [30]) //COMANDI IF c1 AND c2 and c3 AND not daysForbiddenEntry AND Otd AND cTime AND Not OnMarket THEN IF NewSL = 0 THEN Lotti = Lotti + 1 ENDIF BUY Lotti CONTRACT AT MARKET ENDIF //STOP LOSS SET STOP PLOSS 280 //************************************************************************ //trailing stop function trailingstart =130//trailing will start @trailinstart points profit trailingstep = 20//trailing step to move the "stoploss" //reset the stoploss value IF NOT ONMARKET THEN Lotti = 0 newSL=0 ENDIF //manage long positions IF LONGONMARKET THEN //first move (breakeven) IF newSL=0 AND close-tradeprice(1)>=trailingstart*pipsize THEN newSL = tradeprice(1)+trailingstep*pipsize ENDIF //next moves IF newSL>0 AND close-newSL>=trailingstep*pipsize THEN newSL = newSL+trailingstep*pipsize ENDIF ENDIF //stop order to exit the positions IF newSL>0 THEN SELL AT newSL STOP EXITSHORT AT newSL STOP ENDIF //************************************************************************

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  // Definizione dei parametri del codice DEFPARAM CumulateOrders = False ONCE Lotti = 0 // IL SISTEMA SI ATTIVA ALLE 07:00 . NON IMMETTE ORDINI DOPO LE 20:00. cTime = Time >= 070000 And Time < 200000 // 1 SOLA TRADE AL DIORNO Otd = (Barindex - TradeIndex(1) > IntradayBarIndex) // GIORNO TRADABILE: LUNEDI' daysForbiddenEntry = OpenDayOfWeek = 2 OR OpenDayOfWeek = 3 OR OpenDayOfWeek = 4 OR OpenDayOfWeek = 5 OR OpenDayOfWeek = 6 OR OpenDayOfWeek = 0 // CONDIZIONI indicator1 = SuperTrend[2,10] c1 = (close[1] CROSSES OVER indicator1) indicator2 = ExponentialAverage[200](close) c2 = (close[1] > indicator2) c3 = (high[1] > open [30]) //COMANDI IF c1 AND c2 and c3 AND not daysForbiddenEntry AND Otd AND cTime AND Not OnMarket THEN IF NewSL = 0 THEN Lotti = Lotti + 1 ENDIF BUY Lotti CONTRACT AT MARKET ENDIF //STOP LOSS SET STOP PLOSS 280   //************************************************************************ //trailing stop function trailingstart =130//trailing will start @trailinstart points profit trailingstep = 20//trailing step to move the "stoploss" //reset the stoploss value IF NOT ONMARKET THEN Lotti = 0 newSL=0 ENDIF //manage long positions IF LONGONMARKET THEN //first move (breakeven) IF newSL=0 AND close-tradeprice(1)>=trailingstart*pipsize THEN newSL = tradeprice(1)+trailingstep*pipsize ENDIF //next moves IF newSL>0 AND close-newSL>=trailingstep*pipsize THEN newSL = newSL+trailingstep*pipsize ENDIF ENDIF //stop order to exit the positions IF newSL>0 THEN SELL AT newSL STOP EXITSHORT AT newSL STOP ENDIF //************************************************************************

  Buon giorno Roberto, ho inserito il codice ma non funziona. Sto sbagliando sicuramente qualcosa. Grazie

  

  domenicoprorealcode

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  04/15/2021 at 12:17 PM #167160
  robertogozzi

  In pratica acquista 1 lotto, appena l’operazione termina riazzera LOTTI, per cui ripartirà sempre da 1 lotto.

  Cosa non funziona esattamente? Cosa vuoi che faccia (che adesso non fa)? oppure cosa sta facendo che, invece, tu non vuoi che faccia?

   

   

   

  

  robertogozzi

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  04/15/2021 at 6:46 PM #167195
  domenicoprorealcode

  io voglio dire al sistema di aprire nuove posizioni ogni volta che si attiva un nuovo segnale.

  faccio un esempio: c’e’ 1 posizione aperta e vorrei che al lunedi’ successivo se si verifica un nuovo segnale di aprire un altra posizione, di chiudere le posizione al raggiungimento del  target o stop loss.

  Grazie

  

  domenicoprorealcode

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  04/15/2021 at 10:58 PM #167214
  robertogozzi

  Capito. In tal caso va abilitato con TRUE l’accumulo di posizioni. LOTTI è sempre 1, sono le posizioni che incrementano, non il loro taglio.

  Ho aggiunto anche un target, visto che ne hai parlato:

  // Definizione dei parametri del codice DEFPARAM CumulateOrders = true ONCE Lotti = 1 // IL SISTEMA SI ATTIVA ALLE 07:00 . NON IMMETTE ORDINI DOPO LE 20:00. cTime = Time >= 070000 And Time < 200000 // 1 SOLA TRADE AL DIORNO Otd = (Barindex - TradeIndex(1) > IntradayBarIndex) // GIORNO TRADABILE: LUNEDI' daysForbiddenEntry = OpenDayOfWeek = 2 OR OpenDayOfWeek = 3 OR OpenDayOfWeek = 4 OR OpenDayOfWeek = 5 OR OpenDayOfWeek = 6 OR OpenDayOfWeek = 0 // CONDIZIONI indicator1 = SuperTrend[2,10] c1 = (close[1] CROSSES OVER indicator1) indicator2 = ExponentialAverage[200](close) c2 = (close[1] > indicator2) c3 = (high[1] > open [30]) //COMANDI IF c1 AND c2 and c3 AND not daysForbiddenEntry AND Otd AND cTime THEN BUY Lotti CONTRACT AT MARKET ENDIF //STOP LOSS SET STOP PLOSS 280 SET TARGET PPROFIT 840 //************************************************************************ //trailing stop function trailingstart = 130//trailing will start @trailinstart points profit trailingstep = 20//trailing step to move the "stoploss" //reset the stoploss value IF NOT ONMARKET THEN newSL=0 ENDIF //manage long positions IF LONGONMARKET THEN //first move (breakeven) IF newSL=0 AND close-tradeprice(1)>=trailingstart*pipsize THEN newSL = tradeprice(1)+trailingstep*pipsize ENDIF //next moves IF newSL>0 AND close-newSL>=trailingstep*pipsize THEN newSL = newSL+trailingstep*pipsize ENDIF ENDIF //stop order to exit the positions IF newSL>0 THEN SELL AT newSL STOP EXITSHORT AT newSL STOP ENDIF //************************************************************************

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  // Definizione dei parametri del codice DEFPARAM CumulateOrders = true ONCE Lotti = 1 // IL SISTEMA SI ATTIVA ALLE 07:00 . NON IMMETTE ORDINI DOPO LE 20:00. cTime = Time >= 070000 And Time < 200000 // 1 SOLA TRADE AL DIORNO Otd = (Barindex - TradeIndex(1) > IntradayBarIndex) // GIORNO TRADABILE: LUNEDI' daysForbiddenEntry = OpenDayOfWeek = 2 OR OpenDayOfWeek = 3 OR OpenDayOfWeek = 4 OR OpenDayOfWeek = 5 OR OpenDayOfWeek = 6 OR OpenDayOfWeek = 0 // CONDIZIONI indicator1 = SuperTrend[2,10] c1 = (close[1] CROSSES OVER indicator1) indicator2 = ExponentialAverage[200](close) c2 = (close[1] > indicator2) c3 = (high[1] > open [30]) //COMANDI IF c1 AND c2 and c3 AND not daysForbiddenEntry AND Otd AND cTime THEN BUY Lotti CONTRACT AT MARKET ENDIF //STOP LOSS SET STOP   PLOSS   280 SET TARGET PPROFIT 840 //************************************************************************ //trailing stop function trailingstart = 130//trailing will start @trailinstart points profit trailingstep  =  20//trailing step to move the "stoploss" //reset the stoploss value IF NOT ONMARKET THEN newSL=0 ENDIF //manage long positions IF LONGONMARKET THEN //first move (breakeven) IF newSL=0 AND close-tradeprice(1)>=trailingstart*pipsize THEN newSL = tradeprice(1)+trailingstep*pipsize ENDIF //next moves IF newSL>0 AND close-newSL>=trailingstep*pipsize THEN newSL = newSL+trailingstep*pipsize ENDIF ENDIF //stop order to exit the positions IF newSL>0 THEN SELL AT newSL STOP EXITSHORT AT newSL STOP ENDIF //************************************************************************

   

  

  robertogozzi

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  04/16/2021 at 9:46 AM #167247
  domenicoprorealcode

  Roberto grazie e gentilissimo come sempre preciso per le risposte,

  scusami come target intendevo al raggiungimento del trailingstart, trailingstep.

  

  domenicoprorealcode

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