Ho corretto il codice con i consigli di Roberto e provato un ottimizzazione dei parametri.
//DAX 15m [spread = 1]
defParam cumulateOrders = false
defParam preloadBars = 10000
defParam flatAfter = 220000
cTime = time >= 080000 and time <= 170000
positionSize = 1
//————————————————————
deltaLong = 70*pointSize // 100
SLlong = 150*pointSize //150
TPlong = 300*pointSize // 300
deltaShort = 100*pointSize //100
SLshort = 100*pointSize // 150
TPshort = 250*pointSize // 300
//———————————————
previousDayLow = dLow(1)
entryLong = previousDayLow + deltaLong
previousDayHigh = dHigh(1)
entryShort = previousDayHigh – deltaShort
//————————————————————–
once previousDayLowReached = 0
once previousDayHighReached = 0
if intraDayBarIndex = 0 then
previousDayLowReached = 0
previousDayHighReached = 0
endif
if close < previousDayLow then
previousDayLowReached = 1
endif
if close > previousDayHigh then
previousDayHighReached = 1
endif
//————————————————————————-
maxDistance = 2*pointSize // DAX spread: 080000 – 090000 = 2 // 090000 – 173000 = 1.2
if not onMarket and cTime and previousDayLowReached then
if close > (entryLong + maxDistance) then
buy positionSize contracts at entryLong LIMIT
elsif close < (entryLong – maxDistance) then
buy positionSize contracts at entryLong STOP
else
// puoi lasciare vuoto ed entrerà, se ci sono le condizioni, alla candela successive, oppure
// metti un’entrata LONG a MERCATO, per mancanza della distanza
endif
set stop pLoss SLlong
set target pProfit TPlong
endif
//——————————————————————–
if not onMarket and cTime and previousDayHighReached and dayOfWeek <> 1 then // LUNEDI ESCLUSO PER LO SHORT
if close < (entryShort – maxDistance) then
sellShort positionSize contracts at entryShort LIMIT
elsif close > (entryShort + maxDistance) then
sellShort positionSize contracts at entryShort STOP
else
// puoi lasciare vuoto ed entrerà, se ci sono le condizioni, alla candela successive, oppure
// metti un’entrata SHORT a MERCATO, per mancanza della distanza
endif
set stop pLoss SLshort
set target pProfit TPshort
endif
//———————————————————
graphOnPrice previousDayLow coloured (255,0,0)
graphOnPrice entryLong coloured (240,128,128)
graphOnPrice previousDayHigh coloured(0,201,87)
graphOnPrice entryShort coloured (192,255,62)
.
