Strategia long short con candele

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06/07/2022 at 9:27 AM #194825 quote

Ciccarelli Franco
Participant

Junior

Mi piacerebbe codificare una strategia letta su una rivista di trading e precisamente:

Entrare long dopo una serie di candele discendenti e l’ultima copre interamente la precedente con massimi e minimi e con apertura chiusura, viceversa per vendita allo scoperto. Per le rispettive chiusure non ho idea, cerco un aiuto.

Grazie

06/07/2022 at 10:37 AM #194834 quote
robertogozzi
Moderator

Master
Ecco fatto:
```
N          = 5
Rialzista  = close > open
Ribassista = close < open
L1 = (summation[N](Ribassista) = N)
S1 = (summation[N](Rialzista)  = N)
X1 = high >= high[1]
X2 = low  <= low[1]
X3 = max(open,close) >= max(open[1],close[1])
X4 = min(open,close) <= min(open[1],close[1])
Lcond = L1 AND X1 AND X2 AND X3 AND X4 AND Not OnMarket
Scond = S1 AND X1 AND X2 AND X3 AND X4 AND Not OnMarket
IF Lcond THEN
   BUY 1 CONTRACT AT MARKET
ENDIF
IF Scond THEN
   SELLSHORT 1 CONTRACT AT MARKET
ENDIF
SET TARGET pPROFIT 300
SET STOP   pLOSS   100
```
06/07/2022 at 10:39 AM #194836 quote

robertogozzi
Moderator

Master

Io ho messo uno Stop Loss ed un Take Profit per provarlo, tu potrai cambiare entrambi come preferisci.
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Strategia long short con candele

ProOrder: Trading Automatico & Backtesting

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Ciccarelli Franco @ciccarelli-franco Participant

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This topic contains 2 replies,
has 2 voices, and was last updated by robertogozzi
3 years, 9 months ago.

Topic Details

Forum:	ProOrder: Trading Automatico & Backtesting
Language:	Italian
Started:	06/07/2022
Status:	Active
Attachments:	No files

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