Migliore/Peggiore mese per entrare

• 04/01/2021 at 5:39 PM #165966
  abd78

  defparam cumulateorders=false c=1 // Condizioni per entrare su posizioni long IF dayofweek=g THEN BUY c CONTRACTS AT MARKET ENDIF // Condizioni per uscire da posizioni long If LongOnMarket THEN SELL AT MARKET ENDIF

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  defparam cumulateorders=false c=1   // Condizioni per entrare su posizioni long IF dayofweek=g  THEN BUY c CONTRACTS AT MARKET ENDIF   // Condizioni per uscire da posizioni long If LongOnMarket THEN SELL AT MARKET ENDIF

  Vorrei cambiare la condizione invece che mettere i giorni della settimana (da 1 a 5) farlo mensile.

  Come faccio a farlo con il mensile? quindi (1-12)(gennaio-dicembre)?

  

  abd78

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  04/01/2021 at 6:14 PM #165968
  robertogozzi

  Ecco qui (è una versione aggiornata del codice che puoi trovare qui https://www.prorealcode.com/topic/time-and-day-conditions/), a cui ho aggiunto poche righe per una semplice entrata all’incrocio rialzista del prezzo con una media semplice a 20 periodi:

  DEFPARAM CumulateOrders = FALSE //////////////////////////////////////////////////////////////////////////////////////////////////////////////////////// ONCE startT = 000000 //Starting TIME ONCE endT = 240000 //Ending TIME TimeRef = OpenTime //can be replaced by TIME, if needed DayRef = OpenDayOfWeek //can be replaced by DAYOFWEEK, if needed MonthRef = OpenMonth //can be replaced by MONTH, if needed //---------------------------------------------------------------------------------------------------------------------- td0 = 0 AND DayRef = 0 AND TimeRef >= startT AND TimeRef <= endT //Sunday td1 = 1 AND DayRef = 1 AND TimeRef >= startT AND TimeRef <= endT //Monday td2 = 1 AND DayRef = 2 AND TimeRef >= startT AND TimeRef <= endT //Tuesday td3 = 1 AND DayRef = 3 AND TimeRef >= startT AND TimeRef <= endT //Wednesday td4 = 1 AND DayRef = 4 AND TimeRef >= startT AND TimeRef <= endT //Thursday td5 = 1 AND DayRef = 5 AND TimeRef >= startT AND TimeRef <= endT //Friday td6 = 0 AND DayRef >=6 AND TimeRef >= startT AND TimeRef <= endT //Saturday (or else ?!) tdCond = td0 OR td1 OR td2 OR td3 OR td4 OR td5 OR td6 //Time & Day condition //---------------------------------------------------------------------------------------------------------------------- m1 = 1 AND MonthRef = 1 //January m2 = 1 AND MonthRef = 2 //February m3 = 1 AND MonthRef = 3 //March m4 = 1 AND MonthRef = 4 //April m5 = 1 AND MonthRef = 5 //May m6 = 1 AND MonthRef = 6 //June m7 = 1 AND MonthRef = 7 //July m8 = 1 AND MonthRef = 8 //August m9 = 1 AND MonthRef = 9 //September m10 = 1 AND MonthRef = 10 //October m11 = 1 AND MonthRef = 11 //November m12 = 1 AND MonthRef = 12 //December mCond = m1 OR m2 OR m3 OR m4 OR m5 OR m6 OR m7 OR m8 OR m9 OR m10 OR m11 OR m12 //Month condition //---------------------------------------------------------------------------------------------------------------------- tdmCond = tdCond AND mCond //Time & Day & Month condition //////////////////////////////////////////////////////////////////////////////////////////////////////////////////////// IF close CROSSES OVER Average[20,0](close) AND Not OnMarket AND tdmCond THEN BUY 1 Contract AT Market ENDIF SET TARGET pPROFIT 100 SET STOP pLOSS 100

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  DEFPARAM CumulateOrders = FALSE //////////////////////////////////////////////////////////////////////////////////////////////////////////////////////// ONCE startT = 000000                                                          //Starting TIME ONCE endT   = 240000                                                          //Ending TIME TimeRef     = OpenTime                                                        //can be replaced by TIME, if needed DayRef      = OpenDayOfWeek                                                   //can be replaced by DAYOFWEEK, if needed MonthRef    = OpenMonth                                                       //can be replaced by MONTH, if needed //---------------------------------------------------------------------------------------------------------------------- td0         = 0 AND DayRef = 0 AND TimeRef >= startT AND TimeRef <= endT      //Sunday td1         = 1 AND DayRef = 1 AND TimeRef >= startT AND TimeRef <= endT      //Monday td2         = 1 AND DayRef = 2 AND TimeRef >= startT AND TimeRef <= endT      //Tuesday td3         = 1 AND DayRef = 3 AND TimeRef >= startT AND TimeRef <= endT      //Wednesday td4         = 1 AND DayRef = 4 AND TimeRef >= startT AND TimeRef <= endT      //Thursday td5         = 1 AND DayRef = 5 AND TimeRef >= startT AND TimeRef <= endT      //Friday td6         = 0 AND DayRef >=6 AND TimeRef >= startT AND TimeRef <= endT      //Saturday (or else ?!) tdCond      = td0 OR td1 OR td2 OR td3 OR td4 OR td5 OR td6                               //Time & Day condition //---------------------------------------------------------------------------------------------------------------------- m1          = 1 AND MonthRef = 1                                              //January m2          = 1 AND MonthRef = 2                                              //February m3          = 1 AND MonthRef = 3                                              //March m4          = 1 AND MonthRef = 4                                              //April m5          = 1 AND MonthRef = 5                                              //May m6          = 1 AND MonthRef = 6                                              //June m7          = 1 AND MonthRef = 7                                              //July m8          = 1 AND MonthRef = 8                                              //August m9          = 1 AND MonthRef = 9                                              //September m10         = 1 AND MonthRef = 10                                             //October m11         = 1 AND MonthRef = 11                                             //November m12         = 1 AND MonthRef = 12                                             //December mCond       = m1 OR m2 OR m3 OR m4 OR m5 OR m6 OR m7 OR m8 OR m9 OR m10 OR m11 OR m12     //Month condition //---------------------------------------------------------------------------------------------------------------------- tdmCond     = tdCond AND mCond                                                            //Time & Day & Month condition //////////////////////////////////////////////////////////////////////////////////////////////////////////////////////// IF close CROSSES OVER Average[20,0](close) AND Not OnMarket AND tdmCond THEN    BUY 1 Contract AT Market ENDIF SET TARGET pPROFIT 100 SET STOP   pLOSS   100

  Ovviamente potrai cambiare gli orari di trading (adesso è tutto il giorno, dalle 0 alle 24, da indicare sempre con 6 cifre).

  Per DEselezionare i giorni della settimana ed i mesi basta che dove c’è “= 1” (nella prima parte dove viene assegnato il valore alla variabile) ci metti “= 0“, o viceversa per selezionarli.

   

   

  

  robertogozzi

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  04/01/2021 at 6:23 PM #165970
  abd78

  td7 e td8 come le imposto?

  Comunque volevo semplicemente visualizzare una lista dei mesi migliori e peggiori.

  (esempio con l’oro miglior giorno settimana per andare long è il venerdì)

  

  abd78

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  04/01/2021 at 6:35 PM #165978
  robertogozzi

  td7 e td8 li ho cancellati poco dopo. Non servono.

  Allora basta che all tua riga 5 scrivi Month al posto di DayOfWeek e G dovrà contenere il mese scelto di volta in volta.

   

   

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  abd78

  

  robertogozzi

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  04/01/2021 at 6:49 PM #165980
  abd78

  Come?

  

  abd78

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  04/01/2021 at 6:55 PM #165984
  robertogozzi

  Così va bene, ti aprirà posizioni solo per il mese di Gennaio.

  Poi lo cambi in 2 per Febbraio e così via.

   

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  abd78

  

  robertogozzi

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  04/03/2021 at 3:52 PM #166106
  MauroPro

  Ciao Roberto, sai quale può essere il motivo per cui inserendo il tuo codice nel mio TS, salta completamente un operazione: giovedi 1 aprile aperta alle 001500 e chiusa alle 022400?

  

  MauroPro

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  04/03/2021 at 7:09 PM #166118
  robertogozzi

  Posta il tuo codice,

   

  

  robertogozzi

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  04/03/2021 at 7:18 PM #166121
  MauroPro

  Come devo impostare il tuo codice per ottenerne uno equivalente a questo?

  DEFPARAM Flatbefore = 000000 DEFPARAM Flatafter = 215700 limitHour = time<213000

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  DEFPARAM Flatbefore = 000000 DEFPARAM Flatafter = 215700 limitHour = time<213000

  Ho provato questo ma su 120 k ci sono 10 operazioni in meno

  DEFPARAM Flatafter = 215700 limitHour = time<213000 //------------------------------------------------------------------------------------- //////////////////////////////////////////////////////////////////////////////////////////////////////////////////////// ONCE startT = 0000000 //Starting TIME ONCE endT = 2157000 //Ending TIME TimeRef = OpenTime //can be replaced by TIME, if needed DayRef = OpenDayOfWeek //can be replaced by DAYOFWEEK, if needed MonthRef = OpenMonth //can be replaced by MONTH, if needed //---------------------------------------------------------------------------------------------------------------------- td0 = 0 AND DayRef = 0 AND TimeRef >= startT AND TimeRef <= endT //Sunday td1 = 1 AND DayRef = 1 AND TimeRef >= startT AND TimeRef <= endT //Monday td2 = 1 AND DayRef = 2 AND TimeRef >= startT AND TimeRef <= endT //Tuesday td3 = 1 AND DayRef = 3 AND TimeRef >= startT AND TimeRef <= endT //Wednesday td4 = 1 AND DayRef = 4 AND TimeRef >= startT AND TimeRef <= endT //Thursday td5 = 1 AND DayRef = 5 AND TimeRef >= startT AND TimeRef <= endT //Friday td6 = 0 AND DayRef >=6 AND TimeRef >= startT AND TimeRef <= endT //Saturday (or else ?!) tdCond = td0 OR td1 OR td2 OR td3 OR td4 OR td5 OR td6 //Time & Day condition //---------------------------------------------------------------------------------------------------------------------- m1 = 1 AND MonthRef = 1 //January m2 = 1 AND MonthRef = 2 //February m3 = 1 AND MonthRef = 3 //March m4 = 1 AND MonthRef = 4 //April m5 = 1 AND MonthRef = 5 //May m6 = 1 AND MonthRef = 6 //June m7 = 1 AND MonthRef = 7 //July m8 = 1 AND MonthRef = 8 //August m9 = 1 AND MonthRef = 9 //September m10 = 1 AND MonthRef = 10 //October m11 = 1 AND MonthRef = 11 //November m12 = 1 AND MonthRef = 12 //December mCond = m1 OR m2 OR m3 OR m4 OR m5 OR m6 OR m7 OR m8 OR m9 OR m10 OR m11 OR m12 //Month condition //---------------------------------------------------------------------------------------------------------------------- tdmCond = tdCond AND mCond //Time & Day & Month condition ////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////

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  DEFPARAM Flatafter = 215700 limitHour = time<213000   //------------------------------------------------------------------------------------- //////////////////////////////////////////////////////////////////////////////////////////////////////////////////////// ONCE startT = 0000000                                                         //Starting TIME ONCE endT   = 2157000                                                         //Ending TIME TimeRef     = OpenTime                                                        //can be replaced by TIME, if needed DayRef      = OpenDayOfWeek                                                   //can be replaced by DAYOFWEEK, if needed MonthRef    = OpenMonth                                                       //can be replaced by MONTH, if needed //---------------------------------------------------------------------------------------------------------------------- td0         = 0 AND DayRef = 0 AND TimeRef >= startT AND TimeRef <= endT      //Sunday td1         = 1 AND DayRef = 1 AND TimeRef >= startT AND TimeRef <= endT      //Monday td2         = 1 AND DayRef = 2 AND TimeRef >= startT AND TimeRef <= endT      //Tuesday td3         = 1 AND DayRef = 3 AND TimeRef >= startT AND TimeRef <= endT      //Wednesday td4         = 1 AND DayRef = 4 AND TimeRef >= startT AND TimeRef <= endT      //Thursday td5         = 1 AND DayRef = 5 AND TimeRef >= startT AND TimeRef <= endT      //Friday td6         = 0 AND DayRef >=6 AND TimeRef >= startT AND TimeRef <= endT      //Saturday (or else ?!) tdCond      = td0 OR td1 OR td2 OR td3 OR td4 OR td5 OR td6                               //Time & Day condition //---------------------------------------------------------------------------------------------------------------------- m1          = 1 AND MonthRef = 1                                              //January m2          = 1 AND MonthRef = 2                                              //February m3          = 1 AND MonthRef = 3                                              //March m4          = 1 AND MonthRef = 4                                              //April m5          = 1 AND MonthRef = 5                                              //May m6          = 1 AND MonthRef = 6                                              //June m7          = 1 AND MonthRef = 7                                              //July m8          = 1 AND MonthRef = 8                                              //August m9          = 1 AND MonthRef = 9                                              //September m10         = 1 AND MonthRef = 10                                             //October m11         = 1 AND MonthRef = 11                                             //November m12         = 1 AND MonthRef = 12                                             //December mCond       = m1 OR m2 OR m3 OR m4 OR m5 OR m6 OR m7 OR m8 OR m9 OR m10 OR m11 OR m12     //Month condition //---------------------------------------------------------------------------------------------------------------------- tdmCond     = tdCond AND mCond                                                            //Time & Day & Month condition ////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////

   

  

  MauroPro

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  04/03/2021 at 9:09 PM #166130
  robertogozzi

  Non ho capito la relazione tra i mesi migliori/peggiori e limithour.

  

  robertogozzi

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  04/03/2021 at 9:19 PM #166132
  MauroPro

  limitHour si può togliere, ma i codici restano differenti

  

  MauroPro

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  04/03/2021 at 10:32 PM #166137
  robertogozzi

  Alle righe 6 e 7 c’è uno zero di troppo.

  Con DEFPARAM il mio codice non c’entra niente.

  Ho postato quel codice perché volevi selezionare i mesi.

  Non capisco cosa ha a che fare tutto quello che hai scritto dopo con il tuo primo post.

   

  

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