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Percentuale di ritracciamento da open.

Mauro M · 2024-11-12T07:34:49+00:00

Non riesco a codificare questa idea. Vorrei entrare short con queste condizioni. 1 che ieri la candela deve essere positiva 2 che la candela di ieri chiuda dal suo massimo meno open ad una percentuale <= del 60%. Quindi il range non deve essere massimo meno minimo ma quello indicato( massimo – open). 3 entrata ad open di oggi Chiaramente viceversa per operazioni long. Grazie

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Percentuale di ritracciamento da open.

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11/12/2024 at 8:34 AM #240263 quote

Mauro M
Participant

New

Non riesco a codificare questa idea. Vorrei entrare short con queste condizioni.

1 che ieri la candela deve essere positiva

2 che la candela di ieri chiuda dal suo massimo meno open ad una percentuale <= del 60%. Quindi il range non deve essere massimo meno minimo ma quello indicato( massimo – open).

3 entrata ad open di oggi

Chiaramente viceversa per operazioni long.

Grazie

11/12/2024 at 1:45 PM #240288 quote
Iván González
Moderator

Legend
Ciao. Ecco qua (è necessario aggiungere come uscire)
```
c1=close>open
distmax=high-open
distclose=close-open
c2=distclose<0.6*distmax

if not onmarket and c1 and c2 then
sellshort 1 contract at market
endif
```
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Percentuale di ritracciamento da open.

ProOrder: Trading Automatico & Backtesting

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Mauro M @mauro-m Participant

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This topic contains 1 reply,
has 2 voices, and was last updated by Iván González
1 year, 10 months ago.

Topic Details

Forum:	ProOrder: Trading Automatico & Backtesting
Language:	Italian
Started:	11/12/2024
Status:	Active
Attachments:	No files

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Percentuale di ritracciamento da open.

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Percentuale di ritracciamento da open. ProOrder: Trading Automatico & Backtesting

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Percentuale di ritracciamento da open.

ProOrder: Trading Automatico & Backtesting