Secondo Break di una media.

• 10/01/2018 at 11:36 AM #81659
  robertogozzi

  Ho fatto delle prove sommarie e sembra funzionare, provalo anche te:

  defparam cumulateorders = false once signal=0 //once signal2=0 Media = Average[3](close)[3] BarreMedia = 5 BarreCC = 20 ONCE CCIbarindex = 0 MyCCI=cci[136](close) cc=MyCCI crosses over -200 if cc then signal=1 CCIbarindex=BarIndex endif IF signal THEN IF (Barindex - CCIbarindex) > BarreCC THEN signal = 0 ENDIF ENDIF IF MyCCI >= 0 THEN signal = 0 endif if onmarket then signal=0 endif if signal>0 then Rialzo = summation[BarreMedia - 1](close[1] CROSSES OVER Media[1]) Ribasso = summation[BarreMedia - 1](close[1] CROSSES UNDER Media[1]) Rialzo2 = (close crosses over media) Cond = Rialzo AND Ribasso AND Rialzo2 if Cond then SL= (close - lowest[30](low)) / pipsize buy 1 contract at market set stop ploss SL set target pprofit 50 signal=0 endif endif

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  defparam cumulateorders = false once signal=0 //once signal2=0   Media   = Average[3](close)[3] BarreMedia   = 5 BarreCC = 20 ONCE CCIbarindex = 0   MyCCI=cci[136](close) cc=MyCCI crosses over -200 if cc then signal=1 CCIbarindex=BarIndex endif IF signal THEN IF (Barindex - CCIbarindex) > BarreCC THEN signal = 0 ENDIF ENDIF IF MyCCI >= 0 THEN signal = 0 endif if onmarket then signal=0 endif   if signal>0 then Rialzo  = summation[BarreMedia - 1](close[1] CROSSES OVER Media[1]) Ribasso = summation[BarreMedia - 1](close[1] CROSSES UNDER Media[1]) Rialzo2 = (close crosses over media) Cond    = Rialzo AND Ribasso AND Rialzo2 if Cond then SL= (close - lowest[30](low)) / pipsize buy 1 contract at market set stop ploss SL set target pprofit 50 signal=0 endif endif

   

  

  robertogozzi

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  10/01/2018 at 12:00 PM #81661
  Gianluca

  funziona 1! solo per il trade di venerdi alle 14.35 non c’e’ l’entrata che dovrebbe

  

  Gianluca

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  10/01/2018 at 12:16 PM #81662
  robertogozzi

  Secondo me NON doveva fare quell’imgresso perché:

  1. ho evidenziato in arancio l’ultimo cross Rialzista ed il cross del CCI – BENE
  2. ho evidenziato in viola il precedente cross Ribassista                           – BENE
  3. manca il precedente ancora Rialzista                                                       – NO              (perché quello evidenziato in celeste è una candela ribassista, a causa del gap d’apertura, quindi NON è considerato un incrocio al Rialzo)

  

  robertogozzi

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  10/01/2018 at 7:11 PM #81691
  Gianluca

  Allora il concetto della mia esposizione è stato errato, per la prima candela da rilevare non deve per forza essere un cross rialzista, deve chiudere sopra, poi da li ho sempre parlato di cross al ribasso e rialzo perchè penso sia impossibile dire al codice di distinguere le singole candele che chiudono allora i cross si prestavano meglio, quindi basterebbe modificare nel codice la riga 29 con sostituendo “crosses over” con “>” ? che ne pensi?

  

  Gianluca

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  10/01/2018 at 8:14 PM #81694
  Gianluca

  Perfetto funziona perfettamente.

  Per inserire il pattern short che sarebbe esattamente contrario a quello long, CCI incrocia +200 serve un nuovo contatore?

  

  Gianluca

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  10/01/2018 at 11:21 PM #81717
  robertogozzi

  Non ti serve un altro contatore, tanto NON possono esserci due incroci contrari contemporaneamente.

  Dopo la riga 11 dovrai inserirne una per gli SHORT e poi aggiungere le righe per entrare short.

  

  robertogozzi

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  10/02/2018 at 2:54 PM #81766
  Gianluca

  Grazie mille roberto. ho aperto un altro post riguardo ad una differenza inerente ad alcuni orari.

  

  Gianluca

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  10/16/2018 at 2:54 PM #82899
  Gianluca

  Buongiorno Roberto, non so se hai provato il sistema ma devo dire che funziona discretamente bene, l’ho backtestato sui futures e lavora bene, pero’ vorrei correggere un errore, se per il pattern long (cci esce da -200) avviene che prima del secondo break della media il cci ritorna sotto 200 vorrei azzerare il conteggio del pattern, non saprei proprio come fare.

  

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  10/16/2018 at 5:03 PM #82911
  robertogozzi

  Hai scritto “il cci ritorna sotto 200“, intendevi scrivere -200 ?

  

  robertogozzi

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  10/18/2018 at 8:58 PM #83144
  Gianluca

  Si scusami, sia sotto in caso di long, sia sopra in caso di short

  

  Gianluca

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  10/20/2018 at 2:38 PM #83228
  robertogozzi

  Prova questa soluzione (fatta sul codice postato, senza gli short, ma puoi adattarlo facilmente):

  defparam cumulateorders = false once signal=0 //once signal2=0 Media = Average[3](close)[3] BarreMedia = 5 BarreCC = 20 ONCE CCIbarindex = 0 MyCCI=cci[136](close) cc=MyCCI crosses over -200 if cc then signal=1 CCIbarindex=BarIndex endif IF signal THEN IF (Barindex - CCIbarindex) > BarreCC THEN signal = 0 ENDIF ENDIF IF MyCCI >= 0 THEN signal = 0 endif if onmarket then signal=0 endif if signal>0 then Rialzo = summation[BarreMedia - 1](close[1] CROSSES OVER Media[1]) Ribasso = summation[BarreMedia - 1](close[1] CROSSES UNDER Media[1]) Rialzo2 = (close crosses over media) Cond = Rialzo AND Ribasso AND Rialzo2 FOR j = 1 TO (BarreMedia - 1) IF NOT Rialzo2[j] THEN IF MyCCI[j] CROSSES UNDER -200 THEN Cond = 0 signal = 0 BREAK ENDIF ELSE BREAK ENDIF NEXT if Cond then SL = (close - lowest[30](low)) / pipsize buy 1 contract at market set stop ploss SL set target pprofit 50 signal=0 endif endif

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  defparam cumulateorders = false once signal=0 //once signal2=0 Media   = Average[3](close)[3] BarreMedia   = 5 BarreCC = 20 ONCE CCIbarindex = 0 MyCCI=cci[136](close) cc=MyCCI crosses over -200 if cc then    signal=1    CCIbarindex=BarIndex endif IF signal THEN    IF (Barindex - CCIbarindex) > BarreCC THEN       signal = 0    ENDIF ENDIF IF MyCCI >= 0 THEN    signal = 0 endif if onmarket then    signal=0 endif if signal>0 then    Rialzo  = summation[BarreMedia - 1](close[1] CROSSES OVER Media[1])    Ribasso = summation[BarreMedia - 1](close[1] CROSSES UNDER Media[1])    Rialzo2 = (close crosses over media)    Cond    = Rialzo AND Ribasso AND Rialzo2    FOR j = 1 TO (BarreMedia - 1)       IF NOT Rialzo2[j] THEN          IF MyCCI[j] CROSSES UNDER -200 THEN             Cond   = 0             signal = 0             BREAK          ENDIF       ELSE          BREAK       ENDIF    NEXT    if Cond then       SL = (close - lowest[30](low)) / pipsize       buy 1 contract at market       set stop ploss SL       set target pprofit 50       signal=0    endif endif

  ho aggiunto le linee da 33 a 43.

   

  

  robertogozzi

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  10/23/2018 at 7:33 PM #83411
  Gianluca

  Purtroppo no, guarda per esempio oggi alle 9.35 c’e’ un entrata che non doveva fare, e manca invece l’entrata che DOVEVA fare alle 11.30 che infatti ho fatto manualmente e ha portato a casa 100 punti.

  Anche inserendo la tua ultima modifica non cambia il risultato.

  defparam cumulateorders = false //defparam flatbefore = 070000 //defparam flatafter = 210000 once signal=0 //once signal2=0 Media = Average[3](close)[3] BarreMedia = 5 BarreCC = 20 timeon= time> 080000 and time < 205500 mycc=-200 myccS=200 ONCE CCIbarindex = 0 myCCI=cci[136](close) cc=MyCCI crosses over mycc if cc then signal=1 CCIbarindex=BarIndex endif IF signal THEN IF (Barindex - CCIbarindex) > BarreCC THEN signal = 0 ENDIF ENDIF IF MyCCI >= 0 THEN signal = 0 endif if onmarket then signal=0 endif if signal>0 then Rialzo = summation[BarreMedia - 1](close[1] > Media[1]) Ribasso = summation[BarreMedia - 1](close[1] CROSSES UNDER Media[1]) Rialzo2 = (close crosses over media) Cond = Rialzo AND Ribasso AND Rialzo2 if Cond and timeon then SL= (close - lowest[30](low)) / pipsize buy 1 contract at market set stop ploss SL set target pprofit SL signal=0 endif endif //////////SHORT/// once signalSHORT=0 ccS=MyCCI crosses UNDER myccS if ccS then signalSHORT=1 CCIbarindex=BarIndex endif IF signalSHORT THEN IF (Barindex - CCIbarindex) > BarreCC THEN signalSHORT = 0 ENDIF ENDIF IF MyCCI <= 0 THEN signalSHORT = 0 endif if onmarket then signalSHORT=0 endif if signalSHORT>0 then RialzoS = summation[BarreMedia - 1](close < Media) RibassoS = summation[BarreMedia - 1](close[1] CROSSES OVER Media[1]) Rialzo2S = (close crosses UNDER media) CondS = RialzoS AND RibassoS AND Rialzo2S if CondS and timeon then SLS= (HIGHEST[30](high)- close) / pipsize SELLSHORT 1 contract at market set stop ploss SLS set target pprofit SLS signalSHORT=0 endif endif IF ONMARKET AND TIME >=222000 THEN SELL AT MARKET EXITSHORT AT MARKET ENDIF

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  defparam cumulateorders = false //defparam flatbefore = 070000 //defparam flatafter  = 210000 once signal=0 //once signal2=0   Media   = Average[3](close)[3] BarreMedia   = 5 BarreCC = 20 timeon= time> 080000 and time < 205500 mycc=-200 myccS=200   ONCE CCIbarindex = 0     myCCI=cci[136](close) cc=MyCCI crosses over mycc if cc then signal=1 CCIbarindex=BarIndex endif IF signal THEN IF (Barindex - CCIbarindex) > BarreCC THEN signal = 0 ENDIF ENDIF IF MyCCI >= 0 THEN signal = 0 endif if onmarket then signal=0 endif   if signal>0 then Rialzo  = summation[BarreMedia - 1](close[1] > Media[1]) Ribasso = summation[BarreMedia - 1](close[1] CROSSES UNDER Media[1]) Rialzo2 = (close crosses over media) Cond    = Rialzo AND Ribasso AND Rialzo2 if Cond and timeon then SL= (close - lowest[30](low)) / pipsize buy 1 contract at market set stop ploss SL set target pprofit SL signal=0 endif endif     //////////SHORT///   once signalSHORT=0   ccS=MyCCI crosses UNDER myccS if ccS then signalSHORT=1 CCIbarindex=BarIndex endif IF signalSHORT THEN IF (Barindex - CCIbarindex) > BarreCC THEN signalSHORT = 0 ENDIF ENDIF IF MyCCI <= 0 THEN signalSHORT = 0 endif if onmarket then signalSHORT=0 endif   if signalSHORT>0 then RialzoS  = summation[BarreMedia - 1](close < Media) RibassoS = summation[BarreMedia - 1](close[1] CROSSES OVER Media[1]) Rialzo2S = (close crosses UNDER media) CondS    = RialzoS AND RibassoS AND Rialzo2S if CondS and timeon then SLS= (HIGHEST[30](high)- close) / pipsize SELLSHORT 1 contract at market set stop ploss SLS set target pprofit SLS signalSHORT=0 endif endif   IF ONMARKET AND TIME >=222000 THEN SELL AT MARKET EXITSHORT AT MARKET ENDIF

  

  

  Gianluca

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  10/24/2018 at 10:31 AM #83431
  robertogozzi

  Ne ho cambiato un bel pò, provalo, ho fatto una prova sommaria non significativa:

  defparam cumulateorders = false //defparam flatbefore = 070000 //defparam flatafter = 210000 once signal=0 //once signal2=0 Media = Average[3](close)[3] //BarreMedia = 5 BarreCC = 20 timeon= time> 080000 and time < 205500 mycc=-200 myccS=200 ONCE CCIbarindex = 0 ONCE CCICrossOver = 0 ONCE CCICrossUnder = 0 ONCE MediaCrossOver = 0 ONCE MediaCrossUnder = 0 myCCI=cci[136](close) cc=MyCCI crosses over mycc if cc then CCICrossOver = 1 CCICrossUnder = 0 MediaCrossOver = 0 MediaCrossUnder = 0 signal=1 CCIbarindex=BarIndex endif IF CCICrossOver THEN IF MediaCrossOver = 0 THEN MediaCrossOver = close CROSSES OVER Media ELSIF MediaCrossUnder = 0 THEN MediaCrossUnder = close CROSSES UNDER Media ENDIF ENDIF IF signal THEN IF MyCCI crosses under mycc THEN signal = 0 CCICrossOver = 0 CCICrossUnder = 0 MediaCrossOver = 0 MediaCrossUnder = 0 ELSIF (Barindex - CCIbarindex) > BarreCC THEN signal = 0 CCICrossOver = 0 CCICrossUnder = 0 MediaCrossOver = 0 MediaCrossUnder = 0 ENDIF ENDIF IF MyCCI >= 0 THEN signal = 0 endif if onmarket then signal=0 endif if signal>0 then Cond = (close crosses over media) AND MediaCrossOver AND MediaCrossUnder if Cond and timeon and Not OnMarket then SL= (close - lowest[30](low)) / pipsize buy 1 contract at market set stop ploss SL set target pprofit SL signal=0 endif endif //////////SHORT/// once signalSHORT=0 ccS=MyCCI crosses UNDER myccS if ccS then CCICrossOver = 0 CCICrossUnder = 1 MediaCrossOver = 0 MediaCrossUnder = 0 signalSHORT=1 CCIbarindex=BarIndex endif IF CCICrossUnder THEN IF MediaCrossUnder = 0 THEN MediaCrossUnder = close CROSSES UNDER Media ELSIF MediaCrossOver = 0 THEN MediaCrossOver = close CROSSES OVER Media ENDIF ENDIF IF signalSHORT THEN IF MyCCI crosses over myccS THEN signalSHORT = 0 CCICrossOver = 0 CCICrossUnder = 0 MediaCrossOver = 0 MediaCrossUnder = 0 ELSIF (Barindex - CCIbarindex) > BarreCC THEN signalSHORT = 0 CCICrossOver = 1 CCICrossUnder = 0 MediaCrossOver = 0 MediaCrossUnder = 0 ENDIF ENDIF IF MyCCI <= 0 THEN signalSHORT = 0 endif if onmarket then signalSHORT=0 endif if signalSHORT>0 then CondS = (close crosses under media) AND MediaCrossOver AND MediaCrossUnder if CondS and timeon and Not OnMarket then SLS= (HIGHEST[30](high)- close) / pipsize SELLSHORT 1 contract at market set stop ploss SLS set target pprofit SLS signalSHORT=0 endif endif IF ONMARKET AND TIME >=222000 THEN SELL AT MARKET EXITSHORT AT MARKET ENDIF //graph signal //graph signalSHORT //graph CCICrossOver //graph CCICrossUnder //graph MediaCrossOver //graph MediaCrossUnder //graph CCIBarindex //graph barindex - CCIbarindex

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  defparam cumulateorders = false //defparam flatbefore = 070000 //defparam flatafter  = 210000 once signal=0 //once signal2=0 Media   = Average[3](close)[3] //BarreMedia   = 5 BarreCC = 20 timeon= time> 080000 and time < 205500 mycc=-200 myccS=200 ONCE CCIbarindex     = 0 ONCE CCICrossOver    = 0 ONCE CCICrossUnder   = 0 ONCE MediaCrossOver  = 0 ONCE MediaCrossUnder = 0   myCCI=cci[136](close) cc=MyCCI crosses over mycc if cc then CCICrossOver    = 1 CCICrossUnder   = 0 MediaCrossOver  = 0 MediaCrossUnder = 0 signal=1 CCIbarindex=BarIndex endif IF CCICrossOver THEN IF MediaCrossOver = 0 THEN MediaCrossOver = close CROSSES OVER Media ELSIF MediaCrossUnder = 0 THEN MediaCrossUnder = close CROSSES UNDER Media ENDIF ENDIF IF signal THEN IF MyCCI crosses under mycc THEN signal = 0 CCICrossOver    = 0 CCICrossUnder   = 0 MediaCrossOver  = 0 MediaCrossUnder = 0 ELSIF (Barindex - CCIbarindex) > BarreCC THEN signal = 0 CCICrossOver    = 0 CCICrossUnder   = 0 MediaCrossOver  = 0 MediaCrossUnder = 0 ENDIF ENDIF IF MyCCI >= 0 THEN signal = 0 endif if onmarket then signal=0 endif if signal>0 then Cond = (close crosses over media) AND MediaCrossOver AND MediaCrossUnder if Cond and timeon and Not OnMarket then SL= (close - lowest[30](low)) / pipsize buy 1 contract at market set stop ploss SL set target pprofit SL signal=0 endif endif //////////SHORT/// once signalSHORT=0 ccS=MyCCI crosses UNDER myccS if ccS then CCICrossOver    = 0 CCICrossUnder   = 1 MediaCrossOver  = 0 MediaCrossUnder = 0 signalSHORT=1 CCIbarindex=BarIndex endif IF CCICrossUnder THEN IF MediaCrossUnder = 0 THEN MediaCrossUnder = close CROSSES UNDER Media ELSIF MediaCrossOver = 0 THEN MediaCrossOver = close CROSSES OVER Media ENDIF ENDIF IF signalSHORT THEN IF MyCCI crosses over myccS THEN signalSHORT = 0 CCICrossOver    = 0 CCICrossUnder   = 0 MediaCrossOver  = 0 MediaCrossUnder = 0 ELSIF (Barindex - CCIbarindex) > BarreCC THEN signalSHORT = 0 CCICrossOver    = 1 CCICrossUnder   = 0 MediaCrossOver  = 0 MediaCrossUnder = 0 ENDIF ENDIF IF MyCCI <= 0 THEN signalSHORT = 0 endif if onmarket then signalSHORT=0 endif if signalSHORT>0 then CondS = (close crosses under media) AND MediaCrossOver AND MediaCrossUnder if CondS and timeon and Not OnMarket then SLS= (HIGHEST[30](high)- close) / pipsize SELLSHORT 1 contract at market set stop ploss SLS set target pprofit SLS signalSHORT=0 endif endif IF ONMARKET AND TIME >=222000 THEN SELL AT MARKET EXITSHORT AT MARKET ENDIF //graph signal //graph signalSHORT //graph CCICrossOver //graph CCICrossUnder //graph MediaCrossOver //graph MediaCrossUnder //graph CCIBarindex //graph barindex - CCIbarindex

   

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  Gianluca

  

  robertogozzi

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  10/24/2018 at 3:28 PM #83445
  Gianluca

  Sei un grande! Ti ringrazio infinitamente!
  sembra funzionare, o almeno gli ultimi 5 trade controllati sono perfetti.

  

  Gianluca

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  02/05/2019 at 6:25 PM #90540
  Gianluca

  Ciao Roberto… scusami tanto se ti disturbo nuovamente… vorrei chiederti una info, vorrei implementare il sistema con una nuova variabile che non so se sia fattibile sto provando con scarsi risultati.
  Una volta ottenuti i doppi rientri vorrei che partisse l’ordine solo dopo che la barra successiva rompe il massimo della precedente che ha rispettato tutte le condizioni, come si puo’ fare?

  

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