Sistema automatico VWAP

• 02/11/2021 at 8:18 AM #161016
  aletrader987

  Buongiorno, vorrei sapere se è possibile creare un sistema che :

  acquista quando: una candela heikin ashi chiude al di fuori della 3 banda inferiore del VWAP e successivamente c’è una candela blu(rialzista ) dentro alla 3a inferiore banda del VWAP

   

   

  Vende: una candela heikin ashi chiude al di fuori della 3 banda superioredel VWAP e successivamente c’è una candela rossa(ribassista) dentro alla 3a banda superiore del VWAP

  Ringrazio anticipatamente a chi vorrà rispondermi.

  Buon lavoro a tutti.

   

  

  aletrader987

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  02/11/2021 at 8:39 AM #161020
  robertogozzi

  Si, cerco di fartelo appena possibile.

   

  

  robertogozzi

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  02/11/2021 at 8:40 AM #161021
  aletrader987

  Grazie mille ,sei gentilissimo.

  

  aletrader987

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  02/12/2021 at 11:31 AM #161169
  robertogozzi

  Quali bande VWAP utilizzi?

   

  

  robertogozzi

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  02/12/2021 at 12:26 PM #161175
  aletrader987

  Eccomi, guarda sulla piattaforma l’unico settaggio è “giornaliero” , spero fosse la risposta che ti aspettavi, comunque per sicurezza ti ho allegato la foto di com’è configurato l’indicatore

  

  aletrader987

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  02/12/2021 at 1:02 PM #161182
  robertogozzi

  E’ quello predefinito, però non si può utilizzare per le strategie, utuilizzerò questo https://www.prorealcode.com/prorealtime-indicators/vwap-intraday/.

   

  

  robertogozzi

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  02/12/2021 at 1:06 PM #161184
  robertogozzi

  Ho spostato la discussione nel supporto ProOrder in quanto riguarda strategie, noin indicatori.

  Qui sotto, evidenziate in giallo, ci sono le regole prioncipali, tra le quali sono indicati i forum di supporto disponibili.

   

  

  robertogozzi

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  02/12/2021 at 5:30 PM #161214
  robertogozzi

  Eccolo:

  ////////////////////////////////////////////////////////////////////////// DEFPARAM CumulateOrders = false //------------------------------------------------------------------------ // Setup delle candele Heikin-Ashi once xOpen = open xClose = (open + close + high + low) / 4 if barindex > 0 then xOpen = (xOpen + xClose[1]) / 2 endif //xLow = min(low,min(xClose,xOpen)) //xHigh = max(high,max(xClose,xOpen)) //xTypic = (xHigh + xLow + xClose) / 3 //xMed = (xHigh + xLow) / 2 //xRange = xHigh - xLow Bullish = xClose > xOpen Bearish = xClose < xOpen //------------------------------------------------------------------------ // VWAP intraday (& bands) // // https://www.prorealcode.com/prorealtime-indicators/vwap-intraday/ //------------------------------------------------------------------------ d = max(1, intradaybarindex) IF Volume > 0 THEN VWAP = SUMMATION[d](volume*typicalprice)/SUMMATION[d](volume) ENDIF if (intradaybarindex=0) then sd = 0 else sd = SUMMATION[d](max(abs(high-vwap),abs(vwap-low)))/d endif SDup1 = vwap+sd SDlw1 = vwap-sd SDup2 = vwap+sd*2 SDlw2 = vwap-sd*2 SDup3 = vwap+sd*3 SDlw3 = vwap-sd*3 //RETURN VWAP as "VWAP",SDup1 as "upper1",SDlw1 as "lower1",SDup2 as "upper2",SDlw2 as "lower2",SDup3 as "upper3",SDlw3 as "lower3" ////////////////////////////////////////////////////////////////////////// L1 = Bearish[1] L2 = xClose[1] < SDlw3 L3 = Bullish L4 = xClose > SDlw3 CL = L1 and L2 and L3 and L4 and Not LongOnMarket // S1 = Bullish[1] S2 = xClose[1] > SDup3 S3 = Bearish S4 = xClose < SDup3 CS = S1 and S2 and S3 and S4 and Not ShortOnMarket // IF CL Then BUY 1 Contract at Market ENDIF // IF CS Then SELLSHORT 1 Contract at Market ENDIF

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  ////////////////////////////////////////////////////////////////////////// DEFPARAM CumulateOrders = false //------------------------------------------------------------------------ //                    Setup delle candele Heikin-Ashi once xOpen = open xClose     = (open + close + high + low) / 4 if barindex > 0 then xOpen   = (xOpen + xClose[1]) / 2 endif //xLow     = min(low,min(xClose,xOpen)) //xHigh    = max(high,max(xClose,xOpen)) //xTypic   = (xHigh + xLow + xClose) / 3 //xMed     = (xHigh + xLow) / 2 //xRange   = xHigh - xLow Bullish    = xClose > xOpen Bearish    = xClose < xOpen //------------------------------------------------------------------------ //                          VWAP intraday (& bands) // // https://www.prorealcode.com/prorealtime-indicators/vwap-intraday/ //------------------------------------------------------------------------ d = max(1, intradaybarindex) IF Volume > 0 THEN    VWAP = SUMMATION[d](volume*typicalprice)/SUMMATION[d](volume) ENDIF if (intradaybarindex=0) then    sd = 0 else    sd = SUMMATION[d](max(abs(high-vwap),abs(vwap-low)))/d endif SDup1 = vwap+sd SDlw1 = vwap-sd SDup2 = vwap+sd*2 SDlw2 = vwap-sd*2 SDup3 = vwap+sd*3 SDlw3 = vwap-sd*3 //RETURN VWAP as "VWAP",SDup1 as "upper1",SDlw1 as "lower1",SDup2 as "upper2",SDlw2 as "lower2",SDup3  as "upper3",SDlw3 as "lower3" ////////////////////////////////////////////////////////////////////////// L1 = Bearish[1] L2 = xClose[1] < SDlw3 L3 = Bullish L4 = xClose    > SDlw3 CL = L1 and L2 and L3 and L4 and Not LongOnMarket // S1 = Bullish[1] S2 = xClose[1] > SDup3 S3 = Bearish S4 = xClose    < SDup3 CS = S1 and S2 and S3 and S4 and Not ShortOnMarket // IF CL Then    BUY 1 Contract at Market ENDIF // IF CS Then    SELLSHORT 1 Contract at Market ENDIF

   

  

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