Trading system "Universal"

• 05/13/2016 at 9:55 AM #6967
  Max

  Qui di seguito una domanda inviata a ProRealTime :

  buongiorno
  avrei bisogno di scrivere un trading sistem che operasse sulla base di questo indicatore UNIVERSAL.
  vorrei che se il valore di questo indicatore e maggiore di 0, il sistema compri una posizione e se invece l’indicatore e minore di 0 venda 1 posizione, stop e target l’inserisco successivamente con stop loss e take profit

  // Funzione : UNIVERSAL //------------------------------------------------------------------------- bandedge= 20 whitenoise= (Close - Close[2])/2 if barindex>bandedge then // super smoother filter a1= Exp(-1.414 * 3.14159 / bandedge) b1= 2*a1 * Cos(1.414*180 /bandedge) c2= b1 c3= -a1 * a1 c1= 1 - c2 - c3 filt= c1 * (whitenoise + whitenoise[1])/2 + c2*filt[1] + c3*filt[1] filt1 = filt if ABS(filt1)>pk[1] then pk = ABS(filt1) else pk = 0.991 * pk[1] endif if pk=0 then denom = -1 else denom = pk endif if denom = -1 then result = result[1] else result = filt1/pk endif endif RETURN result COLOURED(66,66,255) as "Universal Oscillator", 0 as "0"

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  // Funzione : UNIVERSAL //------------------------------------------------------------------------- bandedge= 20 whitenoise= (Close - Close[2])/2   if barindex>bandedge then // super smoother filter a1= Exp(-1.414 * 3.14159 / bandedge) b1= 2*a1 * Cos(1.414*180 /bandedge) c2= b1 c3= -a1 * a1 c1= 1 - c2 - c3 filt= c1 * (whitenoise + whitenoise[1])/2 + c2*filt[1] + c3*filt[1]   filt1 = filt   if ABS(filt1)>pk[1] then pk = ABS(filt1) else pk = 0.991 * pk[1] endif   if pk=0 then denom = -1 else denom = pk endif   if denom = -1 then result = result[1] else result = filt1/pk endif endif   RETURN result COLOURED(66,66,255) as "Universal Oscillator", 0 as "0"

   

  E un esempio di risposta :

  // Funzione : UNIVERSAL //------------------------------------------------------------------------- bandedge= 20 whitenoise= (Close - Close[2])/2 if barindex>bandedge then // super smoother filter a1= Exp(-1.414 * 3.14159 / bandedge) b1= 2*a1 * Cos(1.414*180 /bandedge) c2= b1 c3= -a1 * a1 c1= 1 - c2 - c3 filt= c1 * (whitenoise + whitenoise[1])/2 + c2*filt[1] + c3*filt[1] filt1 = filt if ABS(filt1)>pk[1] then pk = ABS(filt1) else pk = 0.991 * pk[1] endif if pk=0 then denom = -1 else denom = pk endif if denom = -1 then result = result[1] else result = filt1/pk endif endif c1= not longonmarket and result > 0 if c1 then buy 1 share at market endif c2=not shortonmarket and result < 0 if c2 then sellshort 1 share at market endif

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  // Funzione : UNIVERSAL //------------------------------------------------------------------------- bandedge= 20 whitenoise= (Close - Close[2])/2   if barindex>bandedge then // super smoother filter a1= Exp(-1.414 * 3.14159 / bandedge) b1= 2*a1 * Cos(1.414*180 /bandedge) c2= b1 c3= -a1 * a1 c1= 1 - c2 - c3 filt= c1 * (whitenoise + whitenoise[1])/2 + c2*filt[1] + c3*filt[1]   filt1 = filt   if ABS(filt1)>pk[1] then pk = ABS(filt1) else pk = 0.991 * pk[1] endif   if pk=0 then denom = -1 else denom = pk endif   if denom = -1 then result = result[1] else result = filt1/pk endif endif   c1= not longonmarket and result > 0 if c1 then buy 1 share at market endif   c2=not shortonmarket and result < 0 if c2 then sellshort 1 share at market endif

   

  

  Max

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