Trading System Stocastico + Pattern candlestick

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    Qui di seguito una domanda inviata a ProRealTime :

    Per l’acquisto è vendita allo scoperto, si devono avere le condizioni :
    nel sistema sia in acquisto che in vendita, la formazione di questi pattern candelstick violati entro 3 candele successive, in aggiunta un stocastico lento che deve stare in ipervenduto (valore <30) o ipercomprato (valore >70) a seconda delle posizioni, in prossimità di questi pattern candelstick.
    Per la chiusura delle posizioni long o short valgono le stesse condizioni descritte precedentemente, cioè in una posizione long per essere chiusa si deve avere uno dei pattern violato più lo stocastico in ipercomprato viceversa in una posizione short uno dei pattern violato più lo stocastico in ipervenduto.
    Il sistema deve aprire 1 contratto, uno stop loss di valore 60 pips, senza target e trailing stop.

    E un esempio di risposta :

    // Detection bullish engulfing
    BullishEngulfing= CLOSE[1] < OPEN[1] AND OPEN < CLOSE[1] AND CLOSE > OPEN[1]
    // Detection bearish engulfing
    bearishengulfing = CLOSE[1] > OPEN[1] AND OPEN > CLOSE[1] AND CLOSE < OPEN[1]
    // Detection shooting star
    ShootingStar = close>open and low=open and (high-close)>=3*(close-open)
    // Detection du marteau
    Marteau = close>open and high=close and (open-low)>=3*(close-open)
    // Détection des haramis haussiers
    HaramiHausse = close[1]<open[1] AND open>close[1] AND close<open[1] AND open<close
    // Détection des haramis baissier
    HaramiBaisse = close[1]>open[1] AND open<close[1] AND close>open[1] AND close<open
    // Detection dark cloud cover (bearish reversal)
    darkcloudcover = CLOSE[1] < OPEN[1] AND OPEN < CLOSE[1] AND CLOSE > OPEN[1]
    // Detection piercing
    piercing = Average[35](Volume) > 250000 AND CLOSE[1]<OPEN[1] AND OPEN< CLOSE[1] AND CLOSE>(CLOSE[1]+(OPEN[1]-CLOSE[1])/2) AND CLOSE < OPEN[1]AND RSI[9](close)<50
    //Morning Star
    morningstar=(close[2] < open[2] and max(open[1], close[1]) < close[2] and open > max(open[1], close[1]) and close > open )
    //Evening Star
    EveningStar=(close[2] > open[2] and min(open[1], close[1]) > close[2] and open < min(open[1], close[1]) and close < open )
    
    detection= BullishEngulfing or bearishengulfing or ShootingStar or Marteau or HaramiHausse or HaramiBaisse or darkcloudcover or piercing or morningstar or EveningStar
    
    stoc=Stochastic[14,3](close)
    clong=detection and high > highest[2](high[1]) and stoc < 30
    
    if clong then
    buy 1 share at market
    endif
    
    cshort=detection and low < lowest[2](low[1]) and stoc > 70
    
    if cshort then
    sellshort 1 share at market
    endif
    
    set stop ploss 60
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Trading System Stocastico + Pattern candlestick


ProOrder: Trading Automatico & Backtesting

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Forum: ProOrder: Trading Automatico & Backtesting
Language: Italian
Started: 10/21/2016
Status: Active
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