TS STRATEGIA DI HULL

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  • 03/01/2023 at 10:50 AM #210702 quote
    Gaspare
    Participant
    Veteran

    Ciao Roberto e buongiorno a tutti

    DEFPARAM CumulateOrders = false
Defparam Flatbefore= 080000
Defparam Flatafter = 220000

MHull  = average[ A ,7](close)
Bullish = MHull > MHull[1] and MHULL[1]  < MHULL[2]
Bearish = MHull < MHull[1] and MHULL[1]  > MHULL[2]

IF Bullish  AND Not LongOnMarket THEN
BUY 1 CONTRACT AT CLOSE - B *pipsize limit//  B = 35% del range candela precedente

ELSIF Bearish  AND Not ShortOnMarket THEN
SELLSHORT 1 CONTRACT AT CLOSE + C *pipsize limit//  C = 35% del range candela precedente
ENDIF

SET STOP pLOSS          S + 5  // massimo relativo precedente + 5 pip
SET TARGET pPROFIT      P     // 2 volte lo stop

    in riferimento a questa strategia

    puoi inserire il codice delle variabili    B  C   S   P

    Grazie

    03/01/2023 at 10:55 AM #210703 quote
    Gaspare
    Participant
    Veteran

    in caso di LONG lo stop :   5 pip meno del minimo relativo precedente massimo

    in caso di SHORT lo stop 5 pip piu’ del massimo relativo precedente

    03/03/2023 at 9:21 AM #210825 quote
    robertogozzi
    Moderator
    Master

    Ecco fatto:

    DEFPARAM CumulateOrders = false
Defparam Flatbefore= 080000
Defparam Flatafter = 220000
A       = 36
MHull   = average[A ,7](close)
Bullish = MHull > MHull[1] and MHULL[1]  < MHULL[2]
Bearish = MHull < MHull[1] and MHULL[1]  > MHULL[2]
 
IF Bullish  AND Not LongOnMarket THEN
   B = range[1] * 0.35
   BUY 1 CONTRACT AT CLOSE - B *pipsize limit//  B = 35% del range candela precedente
   S = (abs(close - low[1]) / PipSize) + 5
ELSIF Bearish  AND Not ShortOnMarket THEN
   C = range[1] * 0.35
   SELLSHORT 1 CONTRACT AT CLOSE + C *pipsize limit//  C = 35% del range candela precedente
   S = (abs(close - high[1]) / PipSize) + 5
ENDIF
P = S * 2
SET STOP pLOSS     S     // massimo relativo precedente + 5 pip
SET TARGET pPROFIT P     // 2 volte lo stop
    Gaspare thanked this post
    03/04/2023 at 1:12 AM #210862 quote
    Gaspare
    Participant
    Veteran

    alla riga 12 non dovrebbe essere -5?

    03/04/2023 at 10:44 AM #210869 quote
    robertogozzi
    Moderator
    Master

    No, calcola lo stop loss in punti e ce ne aggiunge 5.

    Come dici tu andrebbe bene se usassi direttamente il prezzo di uscita, allora usciresti al livello calcolato – 5 punti (o + 5 punti per lo Short).

    Gaspare thanked this post
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TS STRATEGIA DI HULL


ProOrder: Trading Automatico & Backtesting

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Gaspare @gaspare Participant
Summary

This topic contains 4 replies,
has 2 voices, and was last updated by robertogozzi
2 years, 11 months ago.

Topic Details
Forum: ProOrder: Trading Automatico & Backtesting
Language: Italian
Started: 03/01/2023
Status: Active
Attachments: No files
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