ritracciamento supertrend 2 minuti

• 01/01/2022 at 9:56 AM #184235
  emanuele81

  Buon Anno a tutti, sono a chiedre il vostro aiuto per creare una strategia sul ritracciamento del supertrend, cerco di spiegare cosa ho in mente:

  Dopo lo sfondamento al rialzo del supertrend aspetto il ritracciamento, sotto la chiusura della candela che ha sfondato, come ho una candela long entro a mercato, naturalmente la candela precedente deve essere short, spero di essere stato sufficientemente chiaro, inserisco un file del grafico con un esempio chirificatore.

  Naturalmente il ritracciamento può avvenire in momenti variabili non in modo sequenziale come nell’esempio

  Grazie a tutti e Buon Anno

  

  emanuele81

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  01/01/2022 at 12:16 PM #184240
  robertogozzi

  Prova questo:

  ONCE CrossOver = 0 ONCE Flag = 0 Bullish = close > open Bearish = close < open ST = Supertrend[3,10] IF close CROSSES OVER ST THEN CrossOver = 1 Incrocio = close Flag = 0 ENDIF IF CrossOver THEN IF close > Incrocio THEN CrossOver = 0 Flag = 0 ELSIF close < Incrocio THEN Flag = 1 ENDIF ENDIF IF close CROSSES UNDER ST THEN CrossOver = 0 Flag = 0 ENDIF Cond = Not OnMarket AND CrossOver AND Flag AND Bullish IF Cond THEN BUY 1 Contract AT Market SET STOP pLOSS 500 SET TARGET pPROFIT 1000 ENDIF

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  ONCE CrossOver = 0 ONCE Flag      = 0 Bullish = close > open Bearish = close < open ST = Supertrend[3,10] IF close CROSSES OVER ST THEN    CrossOver = 1    Incrocio  = close    Flag      = 0 ENDIF IF CrossOver THEN    IF close > Incrocio THEN       CrossOver = 0       Flag      = 0    ELSIF close < Incrocio THEN       Flag = 1    ENDIF ENDIF IF close CROSSES UNDER ST THEN    CrossOver = 0    Flag      = 0 ENDIF Cond = Not OnMarket AND CrossOver AND Flag AND Bullish IF Cond THEN    BUY 1 Contract AT Market    SET STOP   pLOSS   500    SET TARGET pPROFIT 1000 ENDIF

  

  robertogozzi

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  01/02/2022 at 8:29 PM #184362
  emanuele81

  Ciao Roberto ho provato ma non entra dove dovrebbe

  

  emanuele81

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  01/03/2022 at 1:01 AM #184374
  robertogozzi

  Indicami una data ed ora e time frame di uno strumento su cui l’hai provato, in modo da controllare.

   

  

  robertogozzi

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  01/03/2022 at 8:32 PM #184453
  emanuele81

  Ora ho controllato meglio sembra funzionare, se volessi fare un ingresso dopo una percentusle di ritracciamento, oppure dopo un numero di candele, come dovrei fare?

  

  emanuele81

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  01/06/2022 at 8:13 AM #184696
  Gaspare

  Ciao Roberto,  Ciao emanuele81

  scusate se mi intrometto, ma volevo chiedere, se possibile,

  di inserire anche il lato short.

  Grazie

   

  

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  01/07/2022 at 11:18 AM #184815
  robertogozzi

  Eccolo:

  ONCE CrossOver = 0 ONCE CrossUnder = 0 ONCE FlagL = 0 ONCE FlagS = 0 Bullish = close > open Bearish = close < open ST = Supertrend[3,10] IF close CROSSES OVER ST THEN CrossOver = 1 IncrocioL = close FlagL = 0 CrossUnder = 0 IncrocioS = 0 FlagS = 0 ENDIF IF CrossOver THEN IF close > IncrocioL THEN CrossOver = 0 FlagL = 0 ELSIF close < IncrocioL THEN FlagL = 1 ENDIF ENDIF IF close CROSSES UNDER ST THEN CrossUnder = 1 IncrocioS = close FlagS = 0 CrossOver = 0 IncrocioL = 0 FlagL = 0 ENDIF IF CrossUnder THEN IF close < IncrocioS THEN CrossUnder = 0 FlagS = 0 ELSIF close > IncrocioS THEN FlagS = 1 ENDIF ENDIF CondL = Not OnMarket AND CrossOver AND FlagL AND Bullish IF CondL THEN BUY 1 Contract AT Market SET STOP pLOSS 500 SET TARGET pPROFIT 1000 ENDIF CondS = Not OnMarket AND CrossUnder AND FlagS AND Bearish IF CondS THEN SELLSHORT 1 Contract AT Market SET STOP pLOSS 500 SET TARGET pPROFIT 1000 ENDIF

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  ONCE CrossOver  = 0 ONCE CrossUnder = 0 ONCE FlagL      = 0 ONCE FlagS      = 0 Bullish = close > open Bearish = close < open ST = Supertrend[3,10] IF close CROSSES OVER  ST THEN CrossOver  = 1 IncrocioL  = close FlagL      = 0 CrossUnder = 0 IncrocioS  = 0 FlagS      = 0 ENDIF IF CrossOver  THEN IF close > IncrocioL THEN CrossOver  = 0 FlagL      = 0 ELSIF close < IncrocioL THEN FlagL = 1 ENDIF ENDIF IF close CROSSES UNDER ST THEN CrossUnder = 1 IncrocioS  = close FlagS      = 0 CrossOver  = 0 IncrocioL  = 0 FlagL      = 0 ENDIF IF CrossUnder THEN IF close < IncrocioS THEN CrossUnder = 0 FlagS      = 0 ELSIF close > IncrocioS THEN FlagS = 1 ENDIF ENDIF CondL = Not OnMarket AND CrossOver  AND FlagL AND Bullish IF CondL THEN BUY 1 Contract AT Market SET STOP   pLOSS   500 SET TARGET pPROFIT 1000 ENDIF CondS = Not OnMarket AND CrossUnder AND FlagS AND Bearish IF CondS THEN SELLSHORT 1 Contract AT Market SET STOP   pLOSS   500 SET TARGET pPROFIT 1000 ENDIF

   

  

  robertogozzi

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  01/07/2022 at 12:51 PM #184826
  emanuele81

  Grazie mille Roberto

  

  emanuele81

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  01/07/2022 at 1:33 PM #184829
  emanuele81

  Per impostare un ritracciamento in percentuale, per esempio, dallo sfondamento del supertrend prima di entrare aspetta un ritracciamento dello 0,1% come devo modificare il codice?

  Grazie

  

  emanuele81

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  01/07/2022 at 5:05 PM #184845
  robertogozzi

  Prova questo:

  ONCE CrossOver = 0 ONCE CrossUnder = 0 ONCE FlagL = 0 ONCE FlagS = 0 Bullish = close > open Bearish = close < open ST = Supertrend[3,10] IF close CROSSES OVER ST THEN CrossOver = 1 IncrocioL = close FlagL = 0 CrossUnder = 0 IncrocioS = 0 FlagS = 0 RetraceS = 0 ENDIF IF CrossOver THEN IF close > IncrocioL THEN CrossOver = 0 FlagL = 0 ELSIF close < IncrocioL THEN FlagL = 1 RetraceL = abs(IncrocioL - close) <= (IncrocioL * 0.999) ENDIF ENDIF IF close CROSSES UNDER ST THEN CrossUnder = 1 IncrocioS = close FlagS = 0 CrossOver = 0 IncrocioL = 0 FlagL = 0 RetraceL = 0 ENDIF IF CrossUnder THEN IF close < IncrocioS THEN CrossUnder = 0 FlagS = 0 ELSIF close > IncrocioS THEN FlagS = 1 RetraceS = abs(IncrocioS - close) >= (IncrocioS * 1.001) ENDIF ENDIF CondL = Not OnMarket AND CrossOver AND FlagL AND Bullish AND RetraceL IF CondL THEN BUY 1 Contract AT Market SET STOP pLOSS 500 SET TARGET pPROFIT 1000 ENDIF CondS = Not OnMarket AND CrossUnder AND FlagS AND Bearish AND RetraceS IF CondS THEN SELLSHORT 1 Contract AT Market SET STOP pLOSS 500 SET TARGET pPROFIT 1000 ENDIF

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  ONCE CrossOver  = 0 ONCE CrossUnder = 0 ONCE FlagL      = 0 ONCE FlagS      = 0 Bullish = close > open Bearish = close < open ST = Supertrend[3,10] IF close CROSSES OVER  ST THEN CrossOver  = 1 IncrocioL  = close FlagL      = 0 CrossUnder = 0 IncrocioS  = 0 FlagS      = 0 RetraceS   = 0 ENDIF IF CrossOver  THEN IF close > IncrocioL THEN CrossOver  = 0 FlagL      = 0 ELSIF close < IncrocioL THEN FlagL    = 1 RetraceL = abs(IncrocioL - close) <= (IncrocioL * 0.999) ENDIF ENDIF IF close CROSSES UNDER ST THEN CrossUnder = 1 IncrocioS  = close FlagS      = 0 CrossOver  = 0 IncrocioL  = 0 FlagL      = 0 RetraceL   = 0 ENDIF IF CrossUnder THEN IF close < IncrocioS THEN CrossUnder = 0 FlagS      = 0 ELSIF close > IncrocioS THEN FlagS = 1 RetraceS = abs(IncrocioS - close) >= (IncrocioS * 1.001) ENDIF ENDIF CondL = Not OnMarket AND CrossOver  AND FlagL AND Bullish AND RetraceL IF CondL THEN BUY 1 Contract AT Market SET STOP   pLOSS   500 SET TARGET pPROFIT 1000 ENDIF CondS = Not OnMarket AND CrossUnder AND FlagS AND Bearish AND RetraceS IF CondS THEN SELLSHORT 1 Contract AT Market SET STOP   pLOSS   500 SET TARGET pPROFIT 1000 ENDIF

  

  robertogozzi

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  01/10/2022 at 1:47 PM #185018
  GraHal

  La riga 41 dovrebbe essere…

  RetraceS = abs(IncrocioS + close) >= (IncrocioS * 1.001) //+ close

  1	RetraceS = abs(IncrocioS + close) >= (IncrocioS * 1.001) //+ close

   

   

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  robertogozzi

  

  GraHal

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  01/10/2022 at 5:11 PM #185034
  robertogozzi

  Osservazione precisa GraHal!

  Grazie 🙂

   

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  GraHal

  

  robertogozzi

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  01/17/2022 at 9:00 AM #185645
  Gaspare

  DEFPARAM CumulateOrders = false Defparam Flatbefore=010000 Defparam Flatafter=220000 ONCE CrossOver = 0 ONCE CrossUnder = 0 ONCE FlagL = 0 ONCE FlagS = 0 Bullish = close > open Bearish = close < open ST = Supertrend[ X , Y ] MyAdx=adx[5]>= A IF close CROSSES OVER ST THEN CrossOver = 1 IncrocioL = close FlagL = 0 CrossUnder = 0 IncrocioS = 0 FlagS = 0 ENDIF IF CrossOver THEN IF close > IncrocioL THEN CrossOver = 0 FlagL = 0 ELSIF close < IncrocioL THEN FlagL = 1 ENDIF ENDIF IF close CROSSES UNDER ST THEN CrossUnder = 1 IncrocioS = close FlagS = 0 CrossOver = 0 IncrocioL = 0 FlagL = 0 ENDIF IF CrossUnder THEN IF close < IncrocioS THEN CrossUnder = 0 FlagS = 0 ELSIF close > IncrocioS THEN FlagS = 1 ENDIF ENDIF CondL = Not OnMarket AND CrossOver AND FlagL AND Bullish AND MyAdx IF CondL THEN BUY 1 Contract AT Market ENDIF CondS = Not OnMarket AND CrossUnder AND FlagS AND Bearish AND MyAdx IF CondS THEN SELLSHORT 1 Contract AT Market ENDIF IF LongOnMarket AND CROSSUNDER THEN SELL AT MARKET ENDIF IF ShortOnMarket AND CROSSOVER THEN EXITSHORT AT MARKET ENDIF //SET STOP pLOSS 50

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  DEFPARAM CumulateOrders = false Defparam Flatbefore=010000 Defparam Flatafter=220000 ONCE CrossOver  = 0 ONCE CrossUnder = 0 ONCE FlagL      = 0 ONCE FlagS      = 0 Bullish = close > open Bearish = close < open ST = Supertrend[ X , Y ] MyAdx=adx[5]>= A IF close CROSSES OVER  ST THEN CrossOver  = 1 IncrocioL  = close FlagL      = 0 CrossUnder = 0 IncrocioS  = 0 FlagS      = 0 ENDIF IF CrossOver  THEN IF close > IncrocioL THEN CrossOver  = 0 FlagL      = 0 ELSIF close < IncrocioL THEN FlagL = 1 ENDIF ENDIF IF close CROSSES UNDER ST THEN CrossUnder = 1 IncrocioS  = close FlagS      = 0 CrossOver  = 0 IncrocioL  = 0 FlagL      = 0 ENDIF IF CrossUnder THEN IF close < IncrocioS THEN CrossUnder = 0 FlagS      = 0 ELSIF close > IncrocioS THEN FlagS = 1 ENDIF ENDIF CondL = Not OnMarket AND CrossOver  AND FlagL AND Bullish AND MyAdx IF CondL THEN BUY 1 Contract AT Market ENDIF CondS = Not OnMarket AND CrossUnder AND FlagS AND Bearish AND MyAdx IF CondS THEN SELLSHORT 1 Contract AT Market ENDIF IF LongOnMarket AND CROSSUNDER THEN SELL AT MARKET ENDIF IF ShortOnMarket AND CROSSOVER THEN EXITSHORT AT MARKET ENDIF //SET STOP   pLOSS   50

  Buongiorno, ciao Roberto

  per favore puoi dare un’occhiata al TS che ho modificato?

  Grazie

  

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  01/17/2022 at 3:50 PM #185734
  robertogozzi

  Si, funziona, vedo che fa entrate ed uscite corrette.

   

   

  

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  01/17/2022 at 4:54 PM #185741
  Gaspare

  Grazie Roberto

  potresti sostituire il supertrend con la media di HULL?

  inserendo questa istruzione che ho trovato sul sito e mantenere la stessa logica di trading?

  cioe’ apre la posizione quando la media di Hull cambia colore, long verde dopo ritracciamento

  e idem short rossa dopo ritracciamento.

  Si chiude la posizione in stop and reverse.

  Grazie

  Period= U x= 2*weightedaverage[ round( Period/2 ) ](close)-weightedaverage[Period](close) MHULL=weightedaverage[ round( sqrt(Period) ) ](x) If MHULL > MHULL[1] and MHULL[1] < MHULL[2] and not LongOnMarket then Buy 1 contract at Market Elsif MHULL < MHULL[1] and MHULL[1] > MHULL[2] and not ShortOnMarket then Sellshort 1 contract at Market Endif

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  Period= U x= 2*weightedaverage[ round( Period/2 ) ](close)-weightedaverage[Period](close) MHULL=weightedaverage[ round( sqrt(Period) ) ](x) If MHULL > MHULL[1]  and MHULL[1]  < MHULL[2]  and not LongOnMarket then Buy 1 contract at Market Elsif  MHULL < MHULL[1] and MHULL[1]  > MHULL[2]   and not ShortOnMarket then Sellshort 1 contract at Market Endif

   

   

  

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