ProOrder che non danno stessi risultati

• 12/03/2025 at 11:46 AM #254201
  Alessandro Furlani

  Buongiorno, vi sottopongo il rompicapo della settimana.

  Ho 2 ProOrder con codice leggermente differente ma che esegue esattamente le stesse istruzioni con lo stesso setup. In pratica uno è l’evoluzione dell’altro ma con un determinato setup, cioè AutoReverse=0 deve funzionare come il suo predecessore. Invece no i risultati sono completamente diversi come potete vedere nello screesnhot allegato.

  Mi potete spiegare come mai ?

  Grazie

  

  Alessandro Furlani

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  12/03/2025 at 11:53 AM #254205
  GraHal

  Un sistema ha la funzione “Tick by Tick” abilitata e l’altro sistema no?

  Oppure, più probabilmente…

  Un sistema ha un valore per lo Spread impostato nel motore di backtest e l’altro sistema ha un valore pari a 0 per lo Spread?

  

  GraHal

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  12/03/2025 at 12:09 PM #254206
  Alessandro Furlani

  Allora, effettivamente uno aveva le commissioni settate e l’altro no. Ora sono esattamente uguali, e comunque il risultato è diverso.

  

  Alessandro Furlani

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  12/03/2025 at 1:07 PM #254209
  GraHal

  Inserisci entrambe le versioni del codice nel diffchecker al link qui sotto… per essere sicuro al 100% che i due codici siano identici.

  Confronta il testo e trova le differenze online o offline – Diffchecker

  

  GraHal

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  12/03/2025 at 2:29 PM #254214
  Alessandro Furlani

  come ho detto i due codici non sono esattamente identici, ma con l’opzione AutoReverse=0, devono fare esattamente la stessa cosa, cosa che non accade

   

  

  Alessandro Furlani

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  12/03/2025 at 2:46 PM #254215
  GraHal

  Alessandro Furlani wrote:

  devono fare esattamente la stessa cosa, cosa che non accade

  Rendi i 2 codici “esattamente” uguali per ottenere lo stesso risultato.

  Quindi inverti una modifica alla volta su un solo codice finché non vedi una differenza nel risultato… dovresti essere vicino al problema? 

  

  GraHal

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  12/03/2025 at 3:35 PM #254216
  Alessandro Furlani

  Grazie ma fin qui ci arrivavo anch’io, è una normale procedure di bug detecting, chiedevo sul forum perchè, dato che il codice è semplice, se c’è qualche regola che non ho rispettato o qualche comportamento che non conosco del codice, qualcuno più esperto se ne accorge subito.

   

  Saluti

  

  Alessandro Furlani

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  12/03/2025 at 3:54 PM #254218
  GraHal

  Ci sono molti blocchi di codice (ripetuti) che sono diversi tra Code1 e Code2… vedi le evidenziazioni verdi a sinistra dell’allegato.  Lo saprai.

  I “Coding Wizards” potrebbero notare qualcosa se pubblicassi il codice (sono molto impegnati e potrebbero non riuscire a scaricare e aprire i file .itf nell’editor di codice, ecc.).    

  1 user thanked author for this post.

  Iván

  

  GraHal

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  12/03/2025 at 4:02 PM #254220
  Iván

  Fanno esattamente la stessa cosa. Ovviamente… prima bisogna uniformare le variabili…
  Come dice bene @Grahal, è molto meglio copiare e incollare il codice piuttosto che doverlo scaricare.

  

  Iván

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  12/03/2025 at 5:58 PM #254223
  Alessandro Furlani

  cosa intendi scusa, le variabili sono esattamente le stesse. Il codice non può essere esattamente uguale perchè, come dicevo il Maximus3.2AV è una evoluzione e quindi  ha delle funzioni in più.

  Mi chiarisci meglio cosa intendi ?

  Pubblico il codice qui sotto, l’avevo allegato perchè pensavo di fare meglio.

  //------------------------------------------------------------------------- // Codice principale : Maximus3.0 //------------------------------------------------------------------------- // MAXIMUS ====== // Creado Por TradingenelIbex35 para Prorealcode // Version 3.0 Lite // periodo de Prueba NASDAQ Composite index date 010109 hasta hoy // Defparam CUMULATEORDERS = TRUE //Defparam NOCASHUPDATE = TRUE // // // // //Filtro =180 //Sloss = 10 // % //SProfit = 85 // % //ONCE Filtro = 40.0 //ONCE LongTrade = 1.0 //ONCE MaxLot = 5.0 //ONCE MinLot = 1.0 //ONCE SProfit = 10.0 //ONCE ShortTrade = 1.0 //ONCE Sloss = 1.0 //ONCE Switch = 1.0 X = 0 Y = 1 Z = 2 // // //==== CONTRATOS A NEGOCIAR ========= // Xhares = MinLot // // ====== Numero Maximo de contratos a negociar ============ // NLshares = MaxLot NSshares = MaxLot // // // ========== CODIGO =================== // HULL = weightedaverage[filtro](close) //Long trading if LongTrade = 1 then IF BarIndex>LastOrderBar and close[x] crosses over highest[6](high[1]) and hull[y] > hull[z] and COUNTOFLONGSHARES < NLshares THEN buy Xhares CONTRACTS AT MARKET SET STOP %LOSS sloss SET TARGET %PROFIT sprofit LastOrderBar=BarIndex ENDIF IF BarIndex>LastOrderBar and close[x] crosses over highest[20](high[1]) and hull[y] > hull[z] and COUNTOFLONGSHARES < NLshares THEN buy Xhares CONTRACTS AT MARKET SET STOP %LOSS sloss SET TARGET %PROFIT sprofit LastOrderBar=BarIndex ENDIF IF BarIndex>LastOrderBar and close[x] crosses over highest[50](high[1]) and hull[y] > hull[z] and COUNTOFLONGSHARES < NLshares THEN buy Xhares CONTRACTS AT MARKET SET STOP %LOSS sloss SET TARGET %PROFIT sprofit LastOrderBar=BarIndex ENDIF IF BarIndex>LastOrderBar and close[x] crosses over highest[100](high[1]) and hull[y] > hull[z] and COUNTOFLONGSHARES < NLshares THEN buy Xhares CONTRACTS AT MARKET SET STOP %LOSS sloss SET TARGET %PROFIT sprofit LastOrderBar=BarIndex ENDIF IF BarIndex>LastOrderBar and close[x] crosses over highest[200](high[1]) and hull[y] > hull[z] and COUNTOFLONGSHARES < NLshares THEN buy Xhares CONTRACTS AT MARKET SET STOP %LOSS sloss SET TARGET %PROFIT sprofit LastOrderBar=BarIndex ENDIF endif // Short trading if ShortTrade = 1 then IF BarIndex>LastOrderBar and close[x] crosses under highest[6](high[1]) and hull[y] < hull[z] and COUNTOFSHORTSHARES < NSshares THEN SellShort Xhares CONTRACTS AT MARKET SET STOP %LOSS sloss SET TARGET %PROFIT sprofit LastOrderBar=BarIndex ENDIF IF BarIndex>LastOrderBar and close[x] crosses under highest[20](high[1]) and hull[y] < hull[z] and COUNTOFSHORTSHARES < NSshares THEN SellShort Xhares CONTRACTS AT MARKET SET STOP %LOSS sloss SET TARGET %PROFIT sprofit LastOrderBar=BarIndex ENDIF IF BarIndex>LastOrderBar and close[x] crosses under highest[50](high[1]) and hull[y] < hull[z] and COUNTOFSHORTSHARES < NSshares THEN SellShort Xhares CONTRACTS AT MARKET SET STOP %LOSS sloss SET TARGET %PROFIT sprofit LastOrderBar=BarIndex ENDIF IF BarIndex>LastOrderBar and close[x] crosses under highest[100](high[1]) and hull[y] < hull[z] and COUNTOFSHORTSHARES < NSshares THEN SellShort Xhares CONTRACTS AT MARKET SET STOP %LOSS sloss SET TARGET %PROFIT sprofit LastOrderBar=BarIndex ENDIF IF BarIndex>LastOrderBar and close[x] crosses over highest[200](high[1]) and hull[y] < hull[z] and COUNTOFSHORTSHARES < NSshares THEN SellShort Xhares CONTRACTS AT MARKET SET STOP %LOSS sloss SET TARGET %PROFIT sprofit LastOrderBar=BarIndex ENDIF endif

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  //------------------------------------------------------------------------- // Codice principale : Maximus3.0 //------------------------------------------------------------------------- // MAXIMUS ====== // Creado Por TradingenelIbex35 para Prorealcode // Version 3.0 Lite // periodo de Prueba NASDAQ Composite index date 010109 hasta hoy // Defparam CUMULATEORDERS = TRUE //Defparam NOCASHUPDATE = TRUE // // // // //Filtro  =180 //Sloss = 10  // % //SProfit = 85 // % //ONCE Filtro = 40.0 //ONCE LongTrade = 1.0 //ONCE MaxLot = 5.0 //ONCE MinLot = 1.0 //ONCE SProfit = 10.0 //ONCE ShortTrade = 1.0 //ONCE Sloss = 1.0 //ONCE Switch = 1.0 X = 0 Y = 1 Z = 2 // // //==== CONTRATOS A NEGOCIAR ========= // Xhares = MinLot // // ======  Numero Maximo de contratos a negociar   ============ // NLshares = MaxLot NSshares = MaxLot //   // // ==========  CODIGO  =================== //   HULL = weightedaverage[filtro](close)   //Long trading if LongTrade = 1 then IF BarIndex>LastOrderBar and close[x] crosses over highest[6](high[1]) and hull[y] > hull[z] and COUNTOFLONGSHARES < NLshares THEN buy Xhares CONTRACTS AT MARKET SET STOP %LOSS sloss SET TARGET %PROFIT sprofit LastOrderBar=BarIndex ENDIF   IF BarIndex>LastOrderBar and close[x] crosses over highest[20](high[1]) and hull[y] > hull[z] and COUNTOFLONGSHARES < NLshares THEN buy Xhares CONTRACTS AT MARKET SET STOP %LOSS sloss SET TARGET %PROFIT sprofit LastOrderBar=BarIndex ENDIF   IF BarIndex>LastOrderBar and close[x] crosses over highest[50](high[1]) and hull[y] > hull[z] and COUNTOFLONGSHARES < NLshares THEN buy Xhares CONTRACTS AT MARKET SET STOP %LOSS sloss SET TARGET %PROFIT sprofit LastOrderBar=BarIndex ENDIF   IF BarIndex>LastOrderBar and close[x] crosses over highest[100](high[1]) and hull[y] > hull[z] and COUNTOFLONGSHARES < NLshares THEN buy Xhares CONTRACTS AT MARKET SET STOP %LOSS sloss SET TARGET %PROFIT sprofit LastOrderBar=BarIndex ENDIF   IF BarIndex>LastOrderBar and close[x] crosses over highest[200](high[1]) and hull[y] > hull[z] and COUNTOFLONGSHARES < NLshares THEN buy Xhares CONTRACTS AT MARKET SET STOP %LOSS sloss SET TARGET %PROFIT sprofit LastOrderBar=BarIndex ENDIF endif // Short trading if ShortTrade = 1 then IF BarIndex>LastOrderBar and close[x] crosses under highest[6](high[1]) and hull[y] < hull[z] and COUNTOFSHORTSHARES < NSshares THEN SellShort Xhares CONTRACTS AT MARKET SET STOP %LOSS sloss SET TARGET %PROFIT sprofit LastOrderBar=BarIndex ENDIF   IF BarIndex>LastOrderBar and close[x] crosses under highest[20](high[1]) and hull[y] < hull[z] and COUNTOFSHORTSHARES < NSshares THEN SellShort Xhares CONTRACTS AT MARKET SET STOP %LOSS sloss SET TARGET %PROFIT sprofit LastOrderBar=BarIndex ENDIF   IF BarIndex>LastOrderBar and close[x] crosses under highest[50](high[1]) and hull[y] < hull[z] and COUNTOFSHORTSHARES < NSshares THEN SellShort Xhares CONTRACTS AT MARKET SET STOP %LOSS sloss SET TARGET %PROFIT sprofit LastOrderBar=BarIndex ENDIF   IF BarIndex>LastOrderBar and close[x] crosses under highest[100](high[1]) and hull[y] < hull[z] and COUNTOFSHORTSHARES < NSshares THEN SellShort Xhares CONTRACTS AT MARKET SET STOP %LOSS sloss SET TARGET %PROFIT sprofit LastOrderBar=BarIndex ENDIF   IF BarIndex>LastOrderBar and close[x] crosses over highest[200](high[1]) and hull[y] < hull[z] and COUNTOFSHORTSHARES < NSshares THEN SellShort Xhares CONTRACTS AT MARKET SET STOP %LOSS sloss SET TARGET %PROFIT sprofit LastOrderBar=BarIndex ENDIF endif

  ////////////////////////////////////////////////////////////////////////////////////////////////////// // // MAXIMUS 3.2 AV Author: Alessandro Furlani // File: Maximus3.2AV email: alex.furlani@gmail.com // // Note: Maximus 3.2 AV is inspirated by the draft free code of Maximus 3.0 lite, published on // ProRealCode web site so, first thanks to the author who was able to inspire me. // This improved version, was completed with the short section not present on the original code // and tuned for a more efficient behaviour. // This version is extremely effective on H1 timeframe but wioth an high drawdown so, to adjust // the robot to different needs, i have made some changes to adapt the robot to more fast // timeframe. // At the moment the robot is giving us good results on M5 timeframe with acceptable drawdown // but timeframe of 10m or 15m should be considered to tune. // ////////////////////////////////////////////////////////////////////////////////////////////////////// Defparam CUMULATEORDERS = TRUE //Defparam NOCASHUPDATE = TRUE X = 0 Y = 1 Z = 2 Xhares = MinLot // Setup Indicators HULL = weightedaverage[Filtro](close) if AutoReverse = 1 then ARHULL = weightedaverage[ARFiltro](close) if ARHULL[y]>ARHULL[z] then Trend=1 else Trend=0 endif endif //Long trading if LongTrade = 1 then IF BarIndex>LastOrderBar and close[x] crosses over highest[6](high[1]) and hull[y] > hull[z] then if AutoReverse=0 and COUNTOFLONGSHARES < MaxLot then buy Xhares CONTRACTS AT MARKET elsif AutoReverse=1 and Trend=0 and CountofShortShares < MaxLot then sellshort Xhares CONTRACTS AT MARKET elsif AutoReverse=1 and Trend=1 and CountofLongShares < MaxLot then buy Xhares CONTRACTS AT MARKET elsif AutoReverse=2 and CountofShortShares < MaxLot then sellshort Xhares CONTRACTS AT MARKET endif SET STOP %LOSS sloss SET TARGET %PROFIT sprofit LastOrderBar=BarIndex ENDIF IF BarIndex>LastOrderBar and close[x] crosses over highest[20](high[1]) and hull[y] > hull[z] then if AutoReverse=0 and COUNTOFLONGSHARES < MaxLot then buy Xhares CONTRACTS AT MARKET elsif AutoReverse=1 and Trend=0 and CountofShortShares < MaxLot then sellshort Xhares CONTRACTS AT MARKET elsif AutoReverse=1 and Trend=1 and CountofLongShares < MaxLot then buy Xhares CONTRACTS AT MARKET elsif AutoReverse=2 and CountofShortShares < MaxLot then sellshort Xhares CONTRACTS AT MARKET endif SET STOP %LOSS sloss SET TARGET %PROFIT sprofit LastOrderBar=BarIndex ENDIF IF BarIndex>LastOrderBar and close[x] crosses over highest[50](high[1]) and hull[y] > hull[z] then if AutoReverse=0 and COUNTOFLONGSHARES < MaxLot then buy Xhares CONTRACTS AT MARKET elsif AutoReverse=1 and Trend=0 and CountofShortShares < MaxLot then sellshort Xhares CONTRACTS AT MARKET elsif AutoReverse=1 and Trend=1 and CountofLongShares < MaxLot then buy Xhares CONTRACTS AT MARKET elsif AutoReverse=2 and CountofShortShares < MaxLot then sellshort Xhares CONTRACTS AT MARKET endif SET STOP %LOSS sloss SET TARGET %PROFIT sprofit LastOrderBar=BarIndex ENDIF IF BarIndex>LastOrderBar and close[x] crosses over highest[100](high[1]) and hull[y] > hull[z] then if AutoReverse=0 and COUNTOFLONGSHARES < MaxLot then buy Xhares CONTRACTS AT MARKET elsif AutoReverse=1 and Trend=0 and CountofShortShares < MaxLot then sellshort Xhares CONTRACTS AT MARKET elsif AutoReverse=1 and Trend=1 and CountofLongShares < MaxLot then buy Xhares CONTRACTS AT MARKET elsif AutoReverse=2 and CountofShortShares < MaxLot then sellshort Xhares CONTRACTS AT MARKET endif SET STOP %LOSS sloss SET TARGET %PROFIT sprofit LastOrderBar=BarIndex ENDIF IF BarIndex>LastOrderBar and close[x] crosses over highest[200](high[1]) and hull[y] > hull[z] then if AutoReverse=0 and COUNTOFLONGSHARES < MaxLot then buy Xhares CONTRACTS AT MARKET elsif AutoReverse=1 and Trend=0 and CountofShortShares < MaxLot then sellshort Xhares CONTRACTS AT MARKET elsif AutoReverse=1 and Trend=1 and CountofLongShares < MaxLot then buy Xhares CONTRACTS AT MARKET elsif AutoReverse=2 and CountofShortShares < MaxLot then sellshort Xhares CONTRACTS AT MARKET endif SET STOP %LOSS sloss SET TARGET %PROFIT sprofit LastOrderBar=BarIndex ENDIF endif // Short trading if ShortTrade = 1 then IF BarIndex>LastOrderBar and close[x] crosses under highest[6](high[1]) and hull[y] < hull[z] then if AutoReverse=0 and COUNTOFSHORTSHARES < MaxLot then SellShort Xhares CONTRACTS AT MARKET elsif AutoReverse=1 and Trend=1 and CountofLONGShares < MaxLot then buy Xhares CONTRACTS AT MARKET elsif AutoReverse=1 and Trend=0 and CountofShortShares < MaxLot then SellShort Xhares CONTRACTS AT MARKET elsif AutoReverse=2 and CountofLONGShares < MaxLot then buy Xhares CONTRACTS AT MARKET endif SET STOP %LOSS sloss SET TARGET %PROFIT sprofit LastOrderBar=BarIndex ENDIF IF BarIndex>LastOrderBar and close[x] crosses under highest[20](high[1]) and hull[y] < hull[z] then if AutoReverse=0 and COUNTOFSHORTSHARES < MaxLot then SellShort Xhares CONTRACTS AT MARKET elsif AutoReverse=1 and Trend=1 and CountofLONGShares < MaxLot then buy Xhares CONTRACTS AT MARKET elsif AutoReverse=1 and Trend=0 and CountofShortShares < MaxLot then SellShort Xhares CONTRACTS AT MARKET elsif AutoReverse=2 and CountofLONGShares < MaxLot then buy Xhares CONTRACTS AT MARKET endif SET STOP %LOSS sloss SET TARGET %PROFIT sprofit LastOrderBar=BarIndex ENDIF IF BarIndex>LastOrderBar and close[x] crosses under highest[50](high[1]) and hull[y] < hull[z] then if AutoReverse=0 and COUNTOFSHORTSHARES < MaxLot then SellShort Xhares CONTRACTS AT MARKET elsif AutoReverse=1 and Trend=1 and CountofLONGShares < MaxLot then buy Xhares CONTRACTS AT MARKET elsif AutoReverse=1 and Trend=0 and CountofShortShares < MaxLot then SellShort Xhares CONTRACTS AT MARKET elsif AutoReverse=2 and CountofLONGShares < MaxLot then buy Xhares CONTRACTS AT MARKET endif SET STOP %LOSS sloss SET TARGET %PROFIT sprofit LastOrderBar=BarIndex ENDIF IF BarIndex>LastOrderBar and close[x] crosses under highest[100](high[1]) and hull[y] < hull[z] then if AutoReverse=0 and COUNTOFSHORTSHARES < MaxLot then SellShort Xhares CONTRACTS AT MARKET elsif AutoReverse=1 and Trend=1 and CountofLONGShares < MaxLot then buy Xhares CONTRACTS AT MARKET elsif AutoReverse=1 and Trend=0 and CountofShortShares < MaxLot then SellShort Xhares CONTRACTS AT MARKET elsif AutoReverse=2 and CountofLONGShares < MaxLot then buy Xhares CONTRACTS AT MARKET endif SET STOP %LOSS sloss SET TARGET %PROFIT sprofit LastOrderBar=BarIndex ENDIF IF BarIndex>LastOrderBar and close[x] crosses under highest[200](high[1]) and hull[y] < hull[z] then if AutoReverse=0 and COUNTOFSHORTSHARES < MaxLot then SellShort Xhares CONTRACTS AT MARKET elsif AutoReverse=1 and Trend=1 and CountofLONGShares < MaxLot then buy Xhares CONTRACTS AT MARKET elsif AutoReverse=1 and Trend=0 and CountofShortShares < MaxLot then SellShort Xhares CONTRACTS AT MARKET elsif AutoReverse=2 and CountofLONGShares < MaxLot then buy Xhares CONTRACTS AT MARKET endif SET STOP %LOSS sloss SET TARGET %PROFIT sprofit LastOrderBar=BarIndex ENDIF endif

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  ////////////////////////////////////////////////////////////////////////////////////////////////////// // // MAXIMUS 3.2 AV                                                    Author: Alessandro Furlani // File: Maximus3.2AV                                                email: alex.furlani@gmail.com // // Note: Maximus 3.2 AV is inspirated by the draft free code of Maximus 3.0 lite, published on //       ProRealCode web site so, first thanks to the author who was able to inspire me. //       This improved version, was completed with the short section not present on the original code //       and tuned for a more efficient behaviour. //       This version is extremely effective on H1 timeframe but wioth an high drawdown so, to adjust //       the robot to different needs, i have made some changes to adapt the robot to more fast //       timeframe. //       At the moment the robot is giving us good results on M5 timeframe with acceptable drawdown //       but timeframe of 10m or 15m should be considered to tune. // ////////////////////////////////////////////////////////////////////////////////////////////////////// Defparam CUMULATEORDERS = TRUE //Defparam NOCASHUPDATE = TRUE   X = 0 Y = 1 Z = 2 Xhares = MinLot   // Setup Indicators HULL = weightedaverage[Filtro](close) if AutoReverse = 1 then ARHULL = weightedaverage[ARFiltro](close) if ARHULL[y]>ARHULL[z] then Trend=1 else Trend=0 endif endif   //Long trading if LongTrade = 1 then IF BarIndex>LastOrderBar and close[x] crosses over highest[6](high[1]) and hull[y] > hull[z] then if AutoReverse=0 and COUNTOFLONGSHARES < MaxLot then buy Xhares CONTRACTS AT MARKET elsif AutoReverse=1 and Trend=0 and CountofShortShares < MaxLot then sellshort Xhares CONTRACTS AT MARKET elsif AutoReverse=1 and Trend=1 and CountofLongShares < MaxLot then buy Xhares CONTRACTS AT MARKET elsif AutoReverse=2 and CountofShortShares < MaxLot then sellshort Xhares CONTRACTS AT MARKET endif SET STOP %LOSS sloss SET TARGET %PROFIT sprofit LastOrderBar=BarIndex ENDIF   IF BarIndex>LastOrderBar and close[x] crosses over highest[20](high[1]) and hull[y] > hull[z] then if AutoReverse=0 and COUNTOFLONGSHARES < MaxLot then buy Xhares CONTRACTS AT MARKET elsif AutoReverse=1 and Trend=0 and CountofShortShares < MaxLot then sellshort Xhares CONTRACTS AT MARKET elsif AutoReverse=1 and Trend=1 and CountofLongShares < MaxLot then buy Xhares CONTRACTS AT MARKET elsif AutoReverse=2 and CountofShortShares < MaxLot then sellshort Xhares CONTRACTS AT MARKET endif SET STOP %LOSS sloss SET TARGET %PROFIT sprofit LastOrderBar=BarIndex ENDIF   IF BarIndex>LastOrderBar and close[x] crosses over highest[50](high[1]) and hull[y] > hull[z] then if AutoReverse=0 and COUNTOFLONGSHARES < MaxLot then buy Xhares CONTRACTS AT MARKET elsif AutoReverse=1 and Trend=0 and CountofShortShares < MaxLot then sellshort Xhares CONTRACTS AT MARKET elsif AutoReverse=1 and Trend=1 and CountofLongShares < MaxLot then buy Xhares CONTRACTS AT MARKET elsif AutoReverse=2 and CountofShortShares < MaxLot then sellshort Xhares CONTRACTS AT MARKET endif SET STOP %LOSS sloss SET TARGET %PROFIT sprofit LastOrderBar=BarIndex ENDIF   IF BarIndex>LastOrderBar and close[x] crosses over highest[100](high[1]) and hull[y] > hull[z] then if AutoReverse=0 and COUNTOFLONGSHARES < MaxLot then buy Xhares CONTRACTS AT MARKET elsif AutoReverse=1 and Trend=0 and CountofShortShares < MaxLot then sellshort Xhares CONTRACTS AT MARKET elsif AutoReverse=1 and Trend=1 and CountofLongShares < MaxLot then buy Xhares CONTRACTS AT MARKET elsif AutoReverse=2 and CountofShortShares < MaxLot then sellshort Xhares CONTRACTS AT MARKET endif SET STOP %LOSS sloss SET TARGET %PROFIT sprofit LastOrderBar=BarIndex ENDIF   IF BarIndex>LastOrderBar and close[x] crosses over highest[200](high[1]) and hull[y] > hull[z] then if AutoReverse=0 and COUNTOFLONGSHARES < MaxLot then buy Xhares CONTRACTS AT MARKET elsif AutoReverse=1 and Trend=0 and CountofShortShares < MaxLot then sellshort Xhares CONTRACTS AT MARKET elsif AutoReverse=1 and Trend=1 and CountofLongShares < MaxLot then buy Xhares CONTRACTS AT MARKET elsif AutoReverse=2 and CountofShortShares < MaxLot then sellshort Xhares CONTRACTS AT MARKET endif SET STOP %LOSS sloss SET TARGET %PROFIT sprofit LastOrderBar=BarIndex ENDIF endif // Short trading if ShortTrade = 1 then IF BarIndex>LastOrderBar and close[x] crosses under highest[6](high[1]) and hull[y] < hull[z] then if AutoReverse=0 and COUNTOFSHORTSHARES < MaxLot then SellShort Xhares CONTRACTS AT MARKET elsif AutoReverse=1 and Trend=1 and CountofLONGShares < MaxLot then buy Xhares CONTRACTS AT MARKET elsif AutoReverse=1 and Trend=0 and CountofShortShares < MaxLot then SellShort Xhares CONTRACTS AT MARKET elsif AutoReverse=2 and CountofLONGShares < MaxLot then buy Xhares CONTRACTS AT MARKET endif SET STOP %LOSS sloss SET TARGET %PROFIT sprofit LastOrderBar=BarIndex ENDIF   IF BarIndex>LastOrderBar and close[x] crosses under highest[20](high[1]) and hull[y] < hull[z] then if AutoReverse=0 and COUNTOFSHORTSHARES < MaxLot then SellShort Xhares CONTRACTS AT MARKET elsif AutoReverse=1 and Trend=1 and CountofLONGShares < MaxLot then buy Xhares CONTRACTS AT MARKET elsif AutoReverse=1 and Trend=0 and CountofShortShares < MaxLot then SellShort Xhares CONTRACTS AT MARKET elsif AutoReverse=2 and CountofLONGShares < MaxLot then buy Xhares CONTRACTS AT MARKET endif SET STOP %LOSS sloss SET TARGET %PROFIT sprofit LastOrderBar=BarIndex ENDIF   IF BarIndex>LastOrderBar and close[x] crosses under highest[50](high[1]) and hull[y] < hull[z] then if AutoReverse=0 and COUNTOFSHORTSHARES < MaxLot then SellShort Xhares CONTRACTS AT MARKET elsif AutoReverse=1 and Trend=1 and CountofLONGShares < MaxLot then buy Xhares CONTRACTS AT MARKET elsif AutoReverse=1 and Trend=0 and CountofShortShares < MaxLot then SellShort Xhares CONTRACTS AT MARKET elsif AutoReverse=2 and CountofLONGShares < MaxLot then buy Xhares CONTRACTS AT MARKET endif SET STOP %LOSS sloss SET TARGET %PROFIT sprofit LastOrderBar=BarIndex ENDIF   IF BarIndex>LastOrderBar and close[x] crosses under highest[100](high[1]) and hull[y] < hull[z] then if AutoReverse=0 and COUNTOFSHORTSHARES < MaxLot then SellShort Xhares CONTRACTS AT MARKET elsif AutoReverse=1 and Trend=1 and CountofLONGShares < MaxLot then buy Xhares CONTRACTS AT MARKET elsif AutoReverse=1 and Trend=0 and CountofShortShares < MaxLot then SellShort Xhares CONTRACTS AT MARKET elsif AutoReverse=2 and CountofLONGShares < MaxLot then buy Xhares CONTRACTS AT MARKET endif SET STOP %LOSS sloss SET TARGET %PROFIT sprofit LastOrderBar=BarIndex ENDIF   IF BarIndex>LastOrderBar and close[x] crosses under highest[200](high[1]) and hull[y] < hull[z] then if AutoReverse=0 and COUNTOFSHORTSHARES < MaxLot then SellShort Xhares CONTRACTS AT MARKET elsif AutoReverse=1 and Trend=1 and CountofLONGShares < MaxLot then buy Xhares CONTRACTS AT MARKET elsif AutoReverse=1 and Trend=0 and CountofShortShares < MaxLot then SellShort Xhares CONTRACTS AT MARKET elsif AutoReverse=2 and CountofLONGShares < MaxLot then buy Xhares CONTRACTS AT MARKET endif SET STOP %LOSS sloss SET TARGET %PROFIT sprofit LastOrderBar=BarIndex ENDIF endif

  

  Alessandro Furlani

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  12/03/2025 at 8:05 PM #254228
  GraHal

  Dai file .itf che hai pubblicato nel tuo post originale/primo…

  Maximus 3.0 mostra 8 variabili nell’Optimiser.

  Maximus 3.2 ne mostra 10.

  Il codice pubblicato sopra è lo stesso… v3 – 8 variabili e v3.2 – 10 variabili?

  

  GraHal

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  12/03/2025 at 9:27 PM #254230
  JS

  In Maximus 3.0 alla riga 114 è indicato “Crosses Over”, mentre dovrebbe essere “Crosses Under”…

  In Maximus 3.2 AV invece è già presente “Crosses Under”…

  Una volta corretto questo en, utilizzando gli stessi parametri, i due codici producono esattamente lo stesso risultato…

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  GraHal

  

  JS

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  12/03/2025 at 11:14 PM #254233
  Alessandro Furlani

  Ti ringrazio questa è la risposta giusta, non sò come ma mi è sfuggito

  1 user thanked author for this post.

  JS

  

  Alessandro Furlani

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