Trading system 1.1 point & figure

• 06/06/2021 at 9:41 AM #171228
  Gael

  Avrei un immenso favore da chiedervi, ovvero di tradurre queste idee in codice. Sto usando molto la piattaforma prorealtime, ma faccio ancora fatica a trascrivere le strategie in codice, spero possiate comprendermi.

  Vi lascio in allegato il pdf con le idee di trading System.

  Grazie in anticipo.

  

  Gael

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  06/06/2021 at 10:09 AM #171239
  robertogozzi

  Piano piano si possono fare, in parte.

  Renko è possibile, ma i mattoncini non sono quelli di ProrealTime, in quanto per le strategie si possono usare solo TF a tempo; qjuindi vanno adattati al tempo e non sono sempre identici, perchè tra una candela e l’altra non ci possono essere gli stessi Pips. Se vuoi avere un’dea di come sono costruiti e di strategie basta che cerchi RENKO sul forum utilizzando l’apposita casella di ricerca che si apre quando passi sopra il tuo avatar sulla barra blù in alto a destra. Inoltre, siccome ogni volta partono da barre iniziali diverse, i risultati dei backtest non sranno mai uguali.

  Point & Figure non credo si possano simulare, non l’ho mai fatto.

  Nei prossimi giorni ti farò sapere.

   

  

  robertogozzi

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  06/07/2021 at 11:29 AM #171329
  robertogozzi

  Quale indicatore di frattali usi?

  

  robertogozzi

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  06/07/2021 at 8:36 PM #171362
  Gael

  innanzitutto grazie per la riposta Roberto, poi scusami per la mia ignoranza ma cosa intendi con “quale indicatore di frattali”?

  

  Gael

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  06/07/2021 at 10:04 PM #171363
  robertogozzi

  Ci sono vari indicatori di frattali. Comunque userò quello che mi sembra migliore.

   

  

  robertogozzi

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  06/08/2021 at 10:34 AM #171382
  robertogozzi

  FRATTALI
  ————

  L’ho provato sul DAX (Daily, 1h, 30min TF’s); per il trailing stop ho usato il codice di Nicolas:

  // Frattali // // https://www.prorealcode.com/topic/trading-system-1-1/ // // basato sull'ndicatore: // // https://www.prorealcode.com/prorealtime-indicators/bill-williams-fractals/) // DEFPARAM CumulateOrders = False // cp = 2 //2 (default) LH = 0 LL = 0 if high[cp] >= highest[2*cp+1](high) then LH = 1 endif if low[cp] <= lowest[2*cp+1](low) then LL= -1 endif // IF LL < 0 AND Not LongOnMarket THEN BUY 1 CONTRACT AT MARKET ELSIF LH > 0 AND Not ShortOnMarket THEN SELLSHORT 1 CONTRACT AT MARKET ENDIF //********************************************************************************* // https://www.prorealcode.com/blog/trading/complete-trailing-stop-code-function/ // (righe 17- 56), with the addition of DISTANCE // //trailing stop function trailingstart = 25 //20 trailing will start @trailinstart points profit trailingstep = 25 //25 trailing step to move the "stoploss" distance = 10 //10 pips distance from caurrent price (if required by the broker) //reset the stoploss value IF NOT ONMARKET THEN newSL=0 ENDIF //manage long positions IF LONGONMARKET THEN //first move (breakeven) IF newSL=0 AND close-tradeprice(1)>=trailingstart*pipsize THEN newSL = tradeprice(1)+trailingstep*pipsize ENDIF //next moves IF newSL>0 AND close-newSL>=trailingstep*pipsize THEN newSL = newSL+trailingstep*pipsize ENDIF ENDIF //manage short positions IF SHORTONMARKET THEN //first move (breakeven) IF newSL=0 AND tradeprice(1)-close>=trailingstart*pipsize THEN newSL = tradeprice(1)-trailingstep*pipsize ENDIF //next moves IF newSL>0 AND newSL-close>=trailingstep*pipsize THEN newSL = newSL-trailingstep*pipsize ENDIF ENDIF //stop order to exit the positions IF newSL>0 THEN IF LongOnMarket THEN IF (close + distance) > newSL THEN SELL AT newSL STOP ELSIF (close - distance) < newSL THEN SELL AT newSL LIMIT ELSE SELL AT Market ENDIF ELSIF ShortOnmarket THEN IF (close + distance) < newSL THEN EXITSHORT AT newSL STOP ELSIF (close - distance) > newSL THEN EXITSHORT AT newSL LIMIT ELSE EXITSHORT AT Market ENDIF ENDIF ENDIF //*********************************************************************************

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  // Frattali // // https://www.prorealcode.com/topic/trading-system-1-1/ // // basato sull'ndicatore: // //     https://www.prorealcode.com/prorealtime-indicators/bill-williams-fractals/) // DEFPARAM CumulateOrders = False // cp = 2           //2  (default) LH = 0 LL = 0 if high[cp] >= highest[2*cp+1](high) then LH = 1 endif if low[cp] <= lowest[2*cp+1](low)  then LL= -1 endif // IF LL < 0 AND Not LongOnMarket THEN BUY 1 CONTRACT AT MARKET ELSIF LH > 0 AND Not ShortOnMarket THEN SELLSHORT 1 CONTRACT AT MARKET ENDIF //********************************************************************************* // https://www.prorealcode.com/blog/trading/complete-trailing-stop-code-function/ // (righe 17- 56), with the addition of DISTANCE // //trailing stop function trailingstart = 25  //20  trailing will start @trailinstart points profit trailingstep  = 25  //25  trailing step to move the "stoploss" distance      = 10  //10  pips distance from caurrent price (if required by the broker) //reset the stoploss value IF NOT ONMARKET THEN newSL=0 ENDIF //manage long positions IF LONGONMARKET THEN //first move (breakeven) IF newSL=0 AND close-tradeprice(1)>=trailingstart*pipsize THEN newSL = tradeprice(1)+trailingstep*pipsize ENDIF //next moves IF newSL>0 AND close-newSL>=trailingstep*pipsize THEN newSL = newSL+trailingstep*pipsize ENDIF ENDIF //manage short positions IF SHORTONMARKET THEN //first move (breakeven) IF newSL=0 AND tradeprice(1)-close>=trailingstart*pipsize THEN newSL = tradeprice(1)-trailingstep*pipsize ENDIF //next moves IF newSL>0 AND newSL-close>=trailingstep*pipsize THEN newSL = newSL-trailingstep*pipsize ENDIF ENDIF //stop order to exit the positions IF newSL>0 THEN IF LongOnMarket THEN IF (close + distance) > newSL THEN SELL AT newSL STOP ELSIF (close - distance) < newSL THEN SELL AT newSL LIMIT ELSE SELL AT Market ENDIF ELSIF ShortOnmarket THEN IF (close + distance) < newSL THEN EXITSHORT AT newSL STOP ELSIF (close - distance) > newSL THEN EXITSHORT AT newSL LIMIT ELSE EXITSHORT AT Market ENDIF ENDIF ENDIF //*********************************************************************************

   

  

  robertogozzi

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  06/08/2021 at 2:10 PM #171394
  Gael

  Grazie mille Roberto

  

  Gael

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  06/10/2021 at 3:41 PM #171585
  robertogozzi

  RENKO
  ———

  Provato sul DAX, 5 minuti:

   

  // Renko // // https://www.prorealcode.com/topic/initialising-renko-charts/#post-131050 // once boxsize = 50 * pointsize //50 once renkoMax = ROUND(close / boxSize) * boxSize once renkoMin = renkoMax - boxSize IF close crosses over renkoMax + boxSize THEN WHILE close > renkoMax + boxSize renkoMax = renkoMax + boxSize renkoMin = renkoMin + boxSize Bullish = 1 Bearish = 0 WEND ELSIF close crosses under renkoMin - boxSize THEN WHILE close < renkoMin - boxSize renkoMax = renkoMax - boxSize renkoMin = renkoMin - boxSize Bullish = 0 Bearish = 1 WEND ENDIF IF Bullish AND Not LongOnMarket THEN BUY 1 CONTRACT AT MARKET ENDIF IF Bearish AND Not ShortOnMarket THEN SELLSHORT 1 CONTRACT AT MARKET ENDIF //********************************************************************************* // Nicolas'code (with the addition of DISTANCE) // // https://www.prorealcode.com/blog/trading/complete-trailing-stop-code-function/ // (righe 17- 56) // //trailing stop function IF (BarIndex - TradeIndex) >= 0 THEN //0 trailingstart = 25 //25 trailing will start @trailinstart points profit trailingstep = 25 //10 trailing step to move the "stoploss" distance = 10 //10 pips distance from caurrent price (if required by the broker) //reset the stoploss value IF NOT ONMARKET THEN newSL=0 ENDIF //manage long positions IF LONGONMARKET THEN //first move (breakeven) IF newSL=0 AND close-tradeprice(1)>=trailingstart*pipsize THEN newSL = tradeprice(1)+trailingstep*pipsize ENDIF //next moves IF newSL>0 AND close-newSL>=trailingstep*pipsize THEN newSL = newSL+trailingstep*pipsize ENDIF ENDIF //manage short positions IF SHORTONMARKET THEN //first move (breakeven) IF newSL=0 AND tradeprice(1)-close>=trailingstart*pipsize THEN newSL = tradeprice(1)-trailingstep*pipsize ENDIF //next moves IF newSL>0 AND newSL-close>=trailingstep*pipsize THEN newSL = newSL-trailingstep*pipsize ENDIF ENDIF //stop order to exit the positions IF newSL>0 THEN IF LongOnMarket THEN IF (close + distance) > newSL THEN SELL AT newSL STOP ELSIF (close - distance) < newSL THEN SELL AT newSL LIMIT ELSE SELL AT Market ENDIF ELSIF ShortOnmarket THEN IF (close + distance) < newSL THEN EXITSHORT AT newSL STOP ELSIF (close - distance) > newSL THEN EXITSHORT AT newSL LIMIT ELSE EXITSHORT AT Market ENDIF ENDIF ENDIF ENDIF //*********************************************************************************

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  // Renko // // https://www.prorealcode.com/topic/initialising-renko-charts/#post-131050 //   once boxsize  = 50 * pointsize                      //50 once renkoMax = ROUND(close / boxSize) * boxSize once renkoMin = renkoMax - boxSize IF close crosses over renkoMax + boxSize THEN WHILE close > renkoMax + boxSize renkoMax = renkoMax + boxSize renkoMin = renkoMin + boxSize Bullish = 1 Bearish = 0 WEND ELSIF close crosses under renkoMin - boxSize THEN WHILE close < renkoMin - boxSize renkoMax = renkoMax - boxSize renkoMin = renkoMin - boxSize Bullish = 0 Bearish = 1 WEND ENDIF IF Bullish AND Not LongOnMarket THEN BUY 1 CONTRACT AT MARKET ENDIF IF Bearish AND Not ShortOnMarket THEN SELLSHORT 1 CONTRACT AT MARKET ENDIF //********************************************************************************* // Nicolas'code  (with the addition of DISTANCE) // // https://www.prorealcode.com/blog/trading/complete-trailing-stop-code-function/ // (righe 17- 56) // //trailing stop function IF (BarIndex - TradeIndex) >= 0 THEN                                 //0 trailingstart = 25  //25  trailing will start @trailinstart points profit trailingstep  = 25  //10  trailing step to move the "stoploss" distance      = 10  //10  pips distance from caurrent price (if required by the broker) //reset the stoploss value IF NOT ONMARKET THEN newSL=0 ENDIF   //manage long positions IF LONGONMARKET THEN //first move (breakeven) IF newSL=0 AND close-tradeprice(1)>=trailingstart*pipsize THEN newSL = tradeprice(1)+trailingstep*pipsize ENDIF //next moves IF newSL>0 AND close-newSL>=trailingstep*pipsize THEN newSL = newSL+trailingstep*pipsize ENDIF ENDIF   //manage short positions IF SHORTONMARKET THEN //first move (breakeven) IF newSL=0 AND tradeprice(1)-close>=trailingstart*pipsize THEN newSL = tradeprice(1)-trailingstep*pipsize ENDIF //next moves IF newSL>0 AND newSL-close>=trailingstep*pipsize THEN newSL = newSL-trailingstep*pipsize ENDIF ENDIF   //stop order to exit the positions IF newSL>0 THEN IF LongOnMarket THEN IF (close + distance) > newSL THEN SELL AT newSL STOP ELSIF (close - distance) < newSL THEN SELL AT newSL LIMIT ELSE SELL AT Market ENDIF ELSIF ShortOnmarket THEN IF (close + distance) < newSL THEN EXITSHORT AT newSL STOP ELSIF (close - distance) > newSL THEN EXITSHORT AT newSL LIMIT ELSE EXITSHORT AT Market ENDIF ENDIF ENDIF ENDIF //*********************************************************************************

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  robertogozzi

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  06/11/2021 at 10:07 PM #171634
  Gael

  Grazie mille Roberto, sempre disponibile. Buona serata

  

  Gael

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  06/16/2021 at 10:59 AM #171837
  robertogozzi

  Ecco il terzo (l’ho provato sul DAX, Giornaliero):

  Heikin-Ashi + Awesome Oscillator

  // HA & AO // // https://www.prorealcode.com/topic/initialising-renko-charts/#post-131050 // // definizione Heikin-Ashi ONCE xOpen = open xClose = (Open + High + Low + Close) / 4 IF BarIndex > 0 THEN xOpen = (xOpen[1] + xClose[1]) / 2 ENDIF Bullish = xClose > xOpen //HA rialzista Bearish = xClose < xOpen //HA ribassista // definizione dell'Awesome Oscillator ONCE FastMM = 5 //5 Fast Average ONCE SlowMM = 34 //34 Slow Average //AO = Average[FastMM,0](xClose) - Average[SlowMM,0](xClose) //AO con Heikin-Ashi AO = Average[FastMM,0](close) - Average[SlowMM,0](close) //AO normale BullAO = AO > AO[1] //AO rialzista BearAO = AO < AO[1] //AO ribassista // entrtata LONG IF Bullish AND BullAO AND Not LongOnMarket THEN BUY 1 CONTRACT AT MARKET ENDIF // entrata SHORT IF Bearish AND BearAO AND Not ShortOnMarket THEN SELLSHORT 1 CONTRACT AT MARKET ENDIF //********************************************************************************* // Nicolas'code (with the addition of DISTANCE) // // https://www.prorealcode.com/blog/trading/complete-trailing-stop-code-function/ // (righe 17- 56) // //trailing stop function IF (BarIndex - TradeIndex) >= 0 THEN //0 trailingstart = 25 //25 trailing will start @trailinstart points profit trailingstep = 25 //10 trailing step to move the "stoploss" distance = 10 //10 pips distance from caurrent price (if required by the broker) //reset the stoploss value IF NOT ONMARKET THEN newSL=0 ENDIF //manage long positions IF LONGONMARKET THEN //first move (breakeven) IF newSL=0 AND close-tradeprice(1)>=trailingstart*pipsize THEN newSL = tradeprice(1)+trailingstep*pipsize ENDIF //next moves IF newSL>0 AND close-newSL>=trailingstep*pipsize THEN newSL = newSL+trailingstep*pipsize ENDIF ENDIF //manage short positions IF SHORTONMARKET THEN //first move (breakeven) IF newSL=0 AND tradeprice(1)-close>=trailingstart*pipsize THEN newSL = tradeprice(1)-trailingstep*pipsize ENDIF //next moves IF newSL>0 AND newSL-close>=trailingstep*pipsize THEN newSL = newSL-trailingstep*pipsize ENDIF ENDIF //stop order to exit the positions IF newSL>0 THEN IF LongOnMarket THEN IF (close + distance) > newSL THEN SELL AT newSL STOP ELSIF (close - distance) < newSL THEN SELL AT newSL LIMIT ELSE SELL AT Market ENDIF ELSIF ShortOnmarket THEN IF (close + distance) < newSL THEN EXITSHORT AT newSL STOP ELSIF (close - distance) > newSL THEN EXITSHORT AT newSL LIMIT ELSE EXITSHORT AT Market ENDIF ENDIF ENDIF ENDIF //*********************************************************************************

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  // HA & AO // // https://www.prorealcode.com/topic/initialising-renko-charts/#post-131050 // // definizione Heikin-Ashi ONCE xOpen  = open xClose      = (Open + High + Low + Close) / 4 IF BarIndex > 0 THEN xOpen    = (xOpen[1] + xClose[1]) / 2 ENDIF Bullish     = xClose > xOpen //HA rialzista Bearish     = xClose < xOpen //HA ribassista // definizione dell'Awesome Oscillator ONCE FastMM = 5              //5   Fast Average ONCE SlowMM = 34             //34  Slow Average //AO        = Average[FastMM,0](xClose) - Average[SlowMM,0](xClose) //AO con Heikin-Ashi AO          = Average[FastMM,0](close) - Average[SlowMM,0](close)   //AO normale BullAO      = AO > AO[1]     //AO rialzista BearAO      = AO < AO[1]     //AO ribassista // entrtata LONG IF Bullish AND BullAO AND Not LongOnMarket THEN BUY 1 CONTRACT AT MARKET ENDIF // entrata SHORT IF Bearish AND BearAO AND Not ShortOnMarket THEN SELLSHORT 1 CONTRACT AT MARKET ENDIF //********************************************************************************* // Nicolas'code  (with the addition of DISTANCE) // // https://www.prorealcode.com/blog/trading/complete-trailing-stop-code-function/ // (righe 17- 56) // //trailing stop function IF (BarIndex - TradeIndex) >= 0 THEN                                 //0 trailingstart = 25  //25  trailing will start @trailinstart points profit trailingstep  = 25  //10  trailing step to move the "stoploss" distance      = 10  //10  pips distance from caurrent price (if required by the broker) //reset the stoploss value IF NOT ONMARKET THEN newSL=0 ENDIF //manage long positions IF LONGONMARKET THEN //first move (breakeven) IF newSL=0 AND close-tradeprice(1)>=trailingstart*pipsize THEN newSL = tradeprice(1)+trailingstep*pipsize ENDIF //next moves IF newSL>0 AND close-newSL>=trailingstep*pipsize THEN newSL = newSL+trailingstep*pipsize ENDIF ENDIF //manage short positions IF SHORTONMARKET THEN //first move (breakeven) IF newSL=0 AND tradeprice(1)-close>=trailingstart*pipsize THEN newSL = tradeprice(1)-trailingstep*pipsize ENDIF //next moves IF newSL>0 AND newSL-close>=trailingstep*pipsize THEN newSL = newSL-trailingstep*pipsize ENDIF ENDIF //stop order to exit the positions IF newSL>0 THEN IF LongOnMarket THEN IF (close + distance) > newSL THEN SELL AT newSL STOP ELSIF (close - distance) < newSL THEN SELL AT newSL LIMIT ELSE SELL AT Market ENDIF ELSIF ShortOnmarket THEN IF (close + distance) < newSL THEN EXITSHORT AT newSL STOP ELSIF (close - distance) > newSL THEN EXITSHORT AT newSL LIMIT ELSE EXITSHORT AT Market ENDIF ENDIF ENDIF ENDIF //*********************************************************************************

   

  

  robertogozzi

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  06/16/2021 at 2:44 PM #171873
  robertogozzi

  Ecco il quarto (provato sul DAX, h1):

  Renko & Frattali

  // Renko & Frattali // // https://www.prorealcode.com/topic/trading-system-1-1/ // DEFPARAM CumulateOrders = False //------------------------------------------------------------------------------------ // frattali cp = 2 //2 (default) BullFractal = 0 BearFractal = 0 if high[cp] >= highest[2*cp+1](high) then BullFractal = 1 endif if low[cp] <= lowest[2*cp+1](low) then BearFractal = 1 endif //------------------------------------------------------------------------------------ // Renko boxes once boxsize = 50 * pointsize //50 once renkoMax = ROUND(close / boxSize) * boxSize once renkoMin = renkoMax - boxSize Bullish = 0 Bearish = 0 IF close crosses over renkoMax + boxSize THEN WHILE close > renkoMax + boxSize renkoMax = renkoMax + boxSize renkoMin = renkoMin + boxSize Bullish = 1 WEND ELSIF close crosses under renkoMin - boxSize THEN WHILE close < renkoMin - boxSize renkoMax = renkoMax - boxSize renkoMin = renkoMin - boxSize Bearish = 1 WEND ENDIF //------------------------------------------------------------------------------------ // IF BullFractal AND Bullish AND Not LongOnMarket THEN BUY 1 CONTRACT AT MARKET ELSIF BearFractal AND Bearish AND Not ShortOnMarket THEN SELLSHORT 1 CONTRACT AT MARKET ENDIF // uscita Long IF Bullish AND LongOnMarket THEN //uscire al primo mattoncino inverso dopo l'entrata SELL AT Market ENDIF // uscitaShort IF Bearish AND ShortOnMarket THEN //uscire al primo mattoncino inverso dopo l'entrata SELL AT Market ENDIF //********************************************************************************* // https://www.prorealcode.com/blog/trading/complete-trailing-stop-code-function/ // (righe 17- 56), with the addition of DISTANCE // //trailing stop function trailingstart = 25 //20 trailing will start @trailinstart points profit trailingstep = 25 //25 trailing step to move the "stoploss" distance = 10 //10 pips distance from caurrent price (if required by the broker) //reset the stoploss value IF NOT ONMARKET THEN newSL=0 ENDIF //manage long positions IF LONGONMARKET THEN //first move (breakeven) IF newSL=0 AND close-tradeprice(1)>=trailingstart*pipsize THEN newSL = tradeprice(1)+trailingstep*pipsize ENDIF //next moves IF newSL>0 AND close-newSL>=trailingstep*pipsize THEN newSL = newSL+trailingstep*pipsize ENDIF ENDIF //manage short positions IF SHORTONMARKET THEN //first move (breakeven) IF newSL=0 AND tradeprice(1)-close>=trailingstart*pipsize THEN newSL = tradeprice(1)-trailingstep*pipsize ENDIF //next moves IF newSL>0 AND newSL-close>=trailingstep*pipsize THEN newSL = newSL-trailingstep*pipsize ENDIF ENDIF //stop order to exit the positions IF newSL>0 THEN IF LongOnMarket THEN IF (close + distance) > newSL THEN SELL AT newSL STOP ELSIF (close - distance) < newSL THEN SELL AT newSL LIMIT ELSE SELL AT Market ENDIF ELSIF ShortOnmarket THEN IF (close + distance) < newSL THEN EXITSHORT AT newSL STOP ELSIF (close - distance) > newSL THEN EXITSHORT AT newSL LIMIT ELSE EXITSHORT AT Market ENDIF ENDIF ENDIF //*********************************************************************************

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  // Renko & Frattali // // https://www.prorealcode.com/topic/trading-system-1-1/ // DEFPARAM CumulateOrders = False //------------------------------------------------------------------------------------ // frattali cp = 2           //2  (default) BullFractal = 0 BearFractal = 0 if high[cp] >= highest[2*cp+1](high) then BullFractal = 1 endif if low[cp] <= lowest[2*cp+1](low)  then BearFractal = 1 endif //------------------------------------------------------------------------------------ // Renko boxes once boxsize  = 50 * pointsize                      //50 once renkoMax = ROUND(close / boxSize) * boxSize once renkoMin = renkoMax - boxSize Bullish = 0 Bearish = 0 IF close crosses over renkoMax + boxSize THEN WHILE close > renkoMax + boxSize renkoMax = renkoMax + boxSize renkoMin = renkoMin + boxSize Bullish = 1 WEND ELSIF close crosses under renkoMin - boxSize THEN WHILE close < renkoMin - boxSize renkoMax = renkoMax - boxSize renkoMin = renkoMin - boxSize Bearish = 1 WEND ENDIF //------------------------------------------------------------------------------------ // IF BullFractal AND Bullish AND Not LongOnMarket THEN BUY 1 CONTRACT AT MARKET ELSIF BearFractal AND Bearish AND Not ShortOnMarket THEN SELLSHORT 1 CONTRACT AT MARKET ENDIF // uscita Long IF Bullish AND LongOnMarket  THEN    //uscire al primo mattoncino inverso dopo l'entrata SELL AT Market ENDIF // uscitaShort IF Bearish AND ShortOnMarket THEN    //uscire al primo mattoncino inverso dopo l'entrata SELL AT Market ENDIF //********************************************************************************* // https://www.prorealcode.com/blog/trading/complete-trailing-stop-code-function/ // (righe 17- 56), with the addition of DISTANCE // //trailing stop function trailingstart = 25  //20  trailing will start @trailinstart points profit trailingstep  = 25  //25  trailing step to move the "stoploss" distance      = 10  //10  pips distance from caurrent price (if required by the broker) //reset the stoploss value IF NOT ONMARKET THEN newSL=0 ENDIF //manage long positions IF LONGONMARKET THEN //first move (breakeven) IF newSL=0 AND close-tradeprice(1)>=trailingstart*pipsize THEN newSL = tradeprice(1)+trailingstep*pipsize ENDIF //next moves IF newSL>0 AND close-newSL>=trailingstep*pipsize THEN newSL = newSL+trailingstep*pipsize ENDIF ENDIF //manage short positions IF SHORTONMARKET THEN //first move (breakeven) IF newSL=0 AND tradeprice(1)-close>=trailingstart*pipsize THEN newSL = tradeprice(1)-trailingstep*pipsize ENDIF //next moves IF newSL>0 AND newSL-close>=trailingstep*pipsize THEN newSL = newSL-trailingstep*pipsize ENDIF ENDIF //stop order to exit the positions IF newSL>0 THEN IF LongOnMarket THEN IF (close + distance) > newSL THEN SELL AT newSL STOP ELSIF (close - distance) < newSL THEN SELL AT newSL LIMIT ELSE SELL AT Market ENDIF ELSIF ShortOnmarket THEN IF (close + distance) < newSL THEN EXITSHORT AT newSL STOP ELSIF (close - distance) > newSL THEN EXITSHORT AT newSL LIMIT ELSE EXITSHORT AT Market ENDIF ENDIF ENDIF //*********************************************************************************

   

  

  robertogozzi

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  06/16/2021 at 4:05 PM #171884
  robertogozzi

  Ecco il quinto ed ultimo codice (è la strategia scritta da verdi55 https://www.prorealcode.com/prorealtime-trading-strategies/point-figure-charts-automated-trading-system/, con qualche piccola modifica e l’aggiunta del trailing stop di Ncolas):

  Point & Figure

  //https://www.prorealcode.com/prorealtime-trading-strategies/point-figure-charts-automated-trading-system/ // defparam cumulateorders = false // ONCE n = 1 //Number of lots ONCE uptrend = 1 ONCE downtrend = 1 ONCE Boxsize = 20 //Box size // turnafternn = 4 LowerBorderBox = round((close / Boxsize) - 0.5) * Boxsize ONCE DowntrendLow = LowerBorderBox ONCE UptrendHigh = LowerBorderBox If LowerBorderBox > LowerBorderBox[1] then If uptrend = 1 then downtrend = 0 ONCE DowntrendLow = LowerBorderBox If LowerBorderBox > UptrendHigh then UptrendHigh = LowerBorderBox endif endif If downtrend = 1 and LowerBorderBox >= DowntrendLow + (turnafternn * Boxsize) then UptrendHigh = LowerBorderBox uptrend = 1 downtrend = 0 endif elsif LowerBorderBox < LowerBorderBox[1] then If downtrend = 1 then uptrend = 0 ONCE UptrendHigh = LowerBorderBox If LowerBorderBox < DowntrendLow then DowntrendLow = LowerBorderBox endif endif If uptrend = 1 and LowerBorderBox <= UptrendHigh - (turnafternn * Boxsize) then DowntrendLow = LowerBorderBox uptrend = 0 downtrend = 1 endif endif If uptrend = 1 and uptrend[1] = 0 AND Not LongOnMarket then buy n contracts at market endif If downtrend = 1 and downtrend[1] = 0 AND Not ShortOnMarket then sellshort n contracts at market endif set stop ploss 50 //********************************************************************************* // https://www.prorealcode.com/blog/trading/complete-trailing-stop-code-function/ // (righe 17- 56), with the addition of DISTANCE // //trailing stop function trailingstart = 25 //20 trailing will start @trailinstart points profit trailingstep = 25 //25 trailing step to move the "stoploss" distance = 10 //10 pips distance from caurrent price (if required by the broker) //reset the stoploss value IF NOT ONMARKET THEN newSL=0 ENDIF //manage long positions IF LONGONMARKET THEN //first move (breakeven) IF newSL=0 AND close-tradeprice(1)>=trailingstart*pipsize THEN newSL = tradeprice(1)+trailingstep*pipsize ENDIF //next moves IF newSL>0 AND close-newSL>=trailingstep*pipsize THEN newSL = newSL+trailingstep*pipsize ENDIF ENDIF //manage short positions IF SHORTONMARKET THEN //first move (breakeven) IF newSL=0 AND tradeprice(1)-close>=trailingstart*pipsize THEN newSL = tradeprice(1)-trailingstep*pipsize ENDIF //next moves IF newSL>0 AND newSL-close>=trailingstep*pipsize THEN newSL = newSL-trailingstep*pipsize ENDIF ENDIF //stop order to exit the positions IF newSL>0 THEN IF LongOnMarket THEN IF (close + distance) > newSL THEN SELL AT newSL STOP ELSIF (close - distance) < newSL THEN SELL AT newSL LIMIT ELSE SELL AT Market ENDIF ELSIF ShortOnmarket THEN IF (close + distance) < newSL THEN EXITSHORT AT newSL STOP ELSIF (close - distance) > newSL THEN EXITSHORT AT newSL LIMIT ELSE EXITSHORT AT Market ENDIF ENDIF ENDIF //*********************************************************************************

  1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103

  //https://www.prorealcode.com/prorealtime-trading-strategies/point-figure-charts-automated-trading-system/ // defparam cumulateorders = false // ONCE n         = 1                 //Number of lots ONCE uptrend   = 1 ONCE downtrend = 1 ONCE Boxsize   = 20                //Box size // turnafternn = 4 LowerBorderBox = round((close / Boxsize) - 0.5) * Boxsize ONCE DowntrendLow = LowerBorderBox ONCE UptrendHigh = LowerBorderBox   If LowerBorderBox > LowerBorderBox[1] then If uptrend = 1 then downtrend = 0 ONCE DowntrendLow = LowerBorderBox If LowerBorderBox > UptrendHigh then UptrendHigh = LowerBorderBox endif endif If downtrend = 1 and LowerBorderBox >= DowntrendLow + (turnafternn * Boxsize) then UptrendHigh = LowerBorderBox uptrend = 1 downtrend = 0 endif elsif LowerBorderBox < LowerBorderBox[1] then If downtrend = 1 then uptrend = 0 ONCE UptrendHigh = LowerBorderBox If LowerBorderBox < DowntrendLow then DowntrendLow = LowerBorderBox endif endif If uptrend = 1 and LowerBorderBox <= UptrendHigh - (turnafternn * Boxsize) then DowntrendLow = LowerBorderBox uptrend = 0 downtrend = 1 endif endif If uptrend = 1 and uptrend[1] = 0 AND Not LongOnMarket then buy n contracts at market endif If downtrend = 1 and downtrend[1] = 0 AND Not ShortOnMarket then sellshort n contracts at market endif set stop ploss 50 //********************************************************************************* // https://www.prorealcode.com/blog/trading/complete-trailing-stop-code-function/ // (righe 17- 56), with the addition of DISTANCE // //trailing stop function trailingstart = 25  //20  trailing will start @trailinstart points profit trailingstep  = 25  //25  trailing step to move the "stoploss" distance      = 10  //10  pips distance from caurrent price (if required by the broker) //reset the stoploss value IF NOT ONMARKET THEN newSL=0 ENDIF //manage long positions IF LONGONMARKET THEN //first move (breakeven) IF newSL=0 AND close-tradeprice(1)>=trailingstart*pipsize THEN newSL = tradeprice(1)+trailingstep*pipsize ENDIF //next moves IF newSL>0 AND close-newSL>=trailingstep*pipsize THEN newSL = newSL+trailingstep*pipsize ENDIF ENDIF //manage short positions IF SHORTONMARKET THEN //first move (breakeven) IF newSL=0 AND tradeprice(1)-close>=trailingstart*pipsize THEN newSL = tradeprice(1)-trailingstep*pipsize ENDIF //next moves IF newSL>0 AND newSL-close>=trailingstep*pipsize THEN newSL = newSL-trailingstep*pipsize ENDIF ENDIF //stop order to exit the positions IF newSL>0 THEN IF LongOnMarket THEN IF (close + distance) > newSL THEN SELL AT newSL STOP ELSIF (close - distance) < newSL THEN SELL AT newSL LIMIT ELSE SELL AT Market ENDIF ELSIF ShortOnmarket THEN IF (close + distance) < newSL THEN EXITSHORT AT newSL STOP ELSIF (close - distance) > newSL THEN EXITSHORT AT newSL LIMIT ELSE EXITSHORT AT Market ENDIF ENDIF ENDIF //*********************************************************************************

  

  robertogozzi

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  06/18/2021 at 11:03 AM #171974
  Gael

  Grazie mille Roberto, gentilissimo

  

  Gael

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