Strategia EUR/USD 1D 2 Mediemobili + 20P/40P -1 Mediamobile 41

Viewing 3 posts - 1 through 3 (of 3 total)
  • Author
    Posts
  • #47443 quote
    Rosario SpinaRosario Spina
    Participant
    Average

    Strategia EUR/USD 1D 2 Mediemobili + 20P/40P -1 Mediamobile 41

    // Definizione dei parametri del codice
    DEFPARAM CumulateOrders = False // Posizioni cumulate disattivate
    
    // Condizioni per entrare su posizioni long
    indicator1 = Average[1](close)[20]
    indicator2 = Average[1](close)[40]
    c1 = (indicator1[1] > indicator2[1])
    indicator3 = Average[1](close)[20]
    c2 = (close[1] CROSSES OVER indicator3[1])
    indicator4 = Average[41](close)
    c3 = (close[1] > indicator4[1])
    
    IF c1 AND c2 AND c3 THEN
    BUY 1 SHARES AT MARKET
    ENDIF
    
    // Condizioni per uscire da posizioni long
    indicator5 = Average[1](close)[40]
    c4 = (close[1] CROSSES UNDER indicator5[1])
    indicator6 = Average[1](close)[20]
    c5 = (close[1] CROSSES UNDER indicator6[1])
    indicator7 = Average[41](close)
    c6 = (close[1] CROSSES UNDER indicator7[1])
    
    IF c4 OR c5 OR c6 THEN
    SELL AT MARKET
    ENDIF
    
    // Condizioni per entrare su posizioni short
    indicator8 = Average[1](close)[20]
    indicator9 = Average[1](close)[40]
    c7 = (indicator8[1] < indicator9[1])
    indicator10 = Average[1](close)[20]
    c8 = (close[1] CROSSES UNDER indicator10[1])
    indicator11 = Average[41](close)
    c9 = (close[1] < indicator11[1])
    
    IF c7 AND c8 AND c9 THEN
    SELLSHORT 1 SHARES AT MARKET
    ENDIF
    
    // Condizioni per uscire da posizioni short
    indicator12 = Average[1](close)[40]
    c10 = (close[1] CROSSES OVER indicator12[1])
    indicator13 = Average[1](close)[20]
    c11 = (close[1] CROSSES OVER indicator13[1])
    indicator14 = Average[41](close)
    c12 = (close[1] CROSSES OVER indicator14[1])
    
    IF c10 OR c11 OR c12 THEN
    EXITSHORT AT MARKET
    ENDIF
    mediemobili-avanzate-mm-normale-15064629598l4cp.png mediemobili-avanzate-mm-normale-15064629598l4cp.png
    #47746 quote
    NicolasNicolas
    Keymaster
    Legend

    Grazie Rosario per aver condiviso la tua strategia, come per l’altra strategia, credo di non includere nei tuoi test la diffusione e che i backtest non sono stati effettuati in modalità tick da tick.

    Rosario Spina thanked this post
    #47776 quote
    Rosario SpinaRosario Spina
    Participant
    Average

    Ciao Nicolas la strategia e testata in tick per tick ( i risultati dello storico sono uguali al probacktest 1979/2017)

    La strategia non ha stoploss/ trailing / stop profit.  Forse per questo! Anche la prima strategia e uguale come impostazioni, ed e utilizzabile solo in (D1)

Viewing 3 posts - 1 through 3 (of 3 total)
  • You must be logged in to reply to this topic.
ProRealAI ProRealAI New

Stuck on this ProBuilder code?

Describe what this topic is trying to build, in plain English, and ProRealAI writes the ProRealTime™ indicator, screener or system for you.

Available in 7 languages
Try ProRealAI

Strategia EUR/USD 1D 2 Mediemobili + 20P/40P -1 Mediamobile 41


ProOrder: Trading Automatico & Backtesting

New Reply
Author
Summary

This topic contains 2 replies,
has 2 voices, and was last updated by Rosario SpinaRosario Spina
9 years ago.

Topic Details
Forum: ProOrder: Trading Automatico & Backtesting
Language: Italian
Started: 09/29/2017
Status: Active
Attachments: 1 files
ProRealCode ProRealCode
Loading...