Ciao, creato un indicatore che riesca ad identificare le formazioni di candle pattern più significative. Ora volevo utilizzare lo stesso criterio per generare una strategia di lavoro ma il programma mi segnala una serie di errori. Dove sbaglio?

Grazie

allego codice e allarme:

// Definizione dei parametri del codice
DEFPARAM CumulateOrders = False // Posizioni cumulate disattivate
// Il sistema cancellerà tutti gli ordini in attesa e chiuderà tutte le posizioni a 0:00. Dopo l'orario "Flat Before" non saranno piazzati nuovi ordini o posizioni.
DEFPARAM FLATBEFORE = 083000
// Cancellare tutti gli ordini in attesa e chiudere tutte le posizioni all'orario "Flat After"
DEFPARAM FLATAFTER = 201500

// Impedisce al sistema di tradare in giorni specifici della settimana
daysForbiddenEntry = OpenDayOfWeek = 6 OR OpenDayOfWeek = 0


atr = averagetruerange[10](close)*0.5



body=close[1]-open[1]

body1=close[2]-open[2]

body2=close[3]-open[3]

body3=close[4]-open[4]

body4=close[5]-open[5]



abody=abs(body)

abody1=abs(body1)

abody2=abs(body2)

abody3=abs(body3)

abody4=abs(body4)



if range>0 then

ratio=abody/range

else

ratio=0

endif



dimension=abody/(averagetruerange[50]*2)

dimension1=abody1/(averagetruerange[50]*2)

dimension2=abody2/(averagetruerange[50]*2)

dimension3=abody3/(averagetruerange[50]*2)

dimension4=abody4/(averagetruerange[50]*2)



lunga=dimension > 0.3 and dimension <1

extralunga=dimension > 1

piccola=dimension<0.3

extrapiccola=dimension > 0 and dimension <0.1





lunga1=dimension1 > 0.3 and dimension1 <1

extralunga1=dimension1 > 1

piccola1=dimension1<0.3

extrapiccola1=dimension1 > 0 and dimension1 <0.1



lunga2=dimension2 > 0.3 and dimension2 <1

extralunga2=dimension2 > 1

piccola2=dimension2<0.3

extrapiccola2=dimension2 > 0 and dimension2 <0.1





lunga3=dimension3 > 0.3 and dimension3 <1

extralunga3=dimension3 > 1

piccola3=dimension3<0.3

extrapiccola3=dimension2 > 0 and dimension2 <0.1





lunga4=dimension4 > 0.3 and dimension4 <1

extralunga4=dimension4 > 1

piccola4=dimension4<0.3

extrapiccola4=dimension4 > 0 and dimension4 <0.1







mid=(open[1]+close[1])/2

mid1=(open[2]+close[2])/2

mid2=(open[3]+close[3])/2

mid3=(open[4]+close[4])/2

mid4=(open[5]+close[5])/2



Sbratio=0

Sbratio1=0

Sbratio2=0

Sbratio3=0

Sbratio4=0



if (shadowbottom / abody)<0.15 then

Sbratio=1

else

if (shadowbottom / abody) > 0.15 and (shadowbottom / abody) < 1 then

Sbratio=2

if (shadowbottom / abody) > 1 and (shadowbottom / abody) < 2 then

Sbratio=3

if (shadowbottom / abody) > 2 then

Sbratio=4

endif

endif

endif

endif



if (shadowbottom1 / abody1)<0.15 then

Sbratio1=1

else

if (shadowbottom1 / abody1) > 0.15 and (shadowbottom1 / abody1)< 1 then

Sbratio1=2

if (shadowbottom1 / abody1) > 1 and (shadowbottom1 / abody1) < 2 then

Sbratio1=3

if (shadowbottom1 / abody1) > 2 then

Sbratio1=4

endif

endif

endif

endif



if (shadowbottom2 / abody2)<0.15 then

Sbratio2=1

else

if (shadowbottom2 / abody2) > 0.15 and (shadowbottom2 / abody2) < 1 then

Sbratio2=2

if (shadowbottom2 / abody2) > 1 and  (shadowbottom2 / abody2) < 2 then

Sbratio2=3

if (shadowbottom2 / abody2) > 2 then

Sbratio2=4

endif

endif

endif

endif



if (shadowbottom3 / abody3)<0.15 then

Sbratio3=1

else

if (shadowbottom3 / abody3) > 0.15 and (shadowbottom3 / abody3) < 1 then

Sbratio3=2

if (shadowbottom3 / abody3) > 1 and (shadowbottom3 / abody3) < 2 then

Sbratio3=3

if (shadowbottom3 / abody3) > 2 then

Sbratio3=4

endif

endif

endif

endif





if (shadowbottom4 / abody4)<0.15 then

Sbratio4=1

else

if (shadowbottom4 / abody4) > 0.15 and (shadowbottom4 / abody4) < 1 then

Sbratio4=2

if (shadowbottom4 / abody4) > 1 and (shadowbottom4 / abody4) < 2 then

Sbratio4=3

if (shadowbottom4 / abody4) > 2 then

Sbratio4=4

endif

endif

endif

endif



Stratio=0

Stratio1=0

Stratio2=0

Stratio3=0

Stratio4=0



if (shadowtop / abody)<0.15 then

Stratio=1

else

if (shadowtop / abody) > 0.15 and (shadowtop / abody) < 1 then

Stratio=2

if (shadowtop / abody) > 1 and (shadowtop / abody) < 2 then

Stratio=3

if (shadowtop / abody) > 2 then

Stratio=4

endif

endif

endif

endif



if (shadowtop1 / abody1)<0.15 then

Stratio1=1

else

if (shadowtop1 / abody1) > 0.15 and (shadowtop1 / abody1) < 1 then

Stratio1=2

if (shadowtop1 / abody1) > 1 and (shadowtop1 / abody1) < 2 then

Stratio1=3

if (shadowtop1 / abody1) > 2 then

Stratio1=4

endif

endif

endif

endif



if (shadowtop2 / abody2)<0.15 then

Stratio2=1

else

if (shadowtop2 / abody2) > 0.15 and (shadowtop2 / abody2) < 1 then

Stratio2=2

if (shadowtop2 / abody2) > 1 and (shadowtop2 / abody2) < 2 then

Stratio2=3

if (shadowtop2 / abody2) > 2 then

Stratio2=4

endif

endif

endif

endif



if (shadowtop3 / abody3)<0.15 then

Stratio3=1

else

if (shadowtop3 / abody3) > 0.15 and (shadowtop3 / abody3) < 1 then

Stratio3=2

if (shadowtop3 / abody3) > 1 and (shadowtop3 / abody3) < 2 then

Stratio3=3

if (shadowtop3 / abody3) > 2 then

Stratio3=4

endif

endif

endif

endif





if (shadowtop4 / abody4)<0.15 then

Stratio4=1

else

if (shadowtop4 / abody4) > 0.15 and (shadowtop4 / abody4) < 1 then

Stratio4=2

if (shadowtop4 / abody4) > 1 and (shadowtop4 / abody4) < 2 then

Stratio4=3

if (shadowtop4 / abody4) > 2 then

Stratio4=4

endif

endif

endif

endif



bodytop=max(open[1], close[1])

bodytop1=max(open[2], close[2])

bodytop2=max(open[3], close[3])

bodytop3=max(open[4], close[4])

bodytop4=max(open[5], close[5])



bodybottom=min(open[1], close[1])

bodybottom1=min(open[2], close[2])

bodybottom2=min(open[3], close[3])

bodybottom3=min(open[4], close[4])

bodybottom4=min(open[5], close[5])



shadowtop=high[1]-bodytop

shadowtop1=high[2]-bodytop1

shadowtop2=high[3]-bodytop2

shadowtop3=high[4]-bodytop3

shadowtop4=high[5]-bodytop4



shadowbottom=bodybottom-low[1]

shadowbottom1=bodybottom1-low[2]

shadowbottom2=bodybottom2-low[3]

shadowbottom3=bodybottom3-low[4]

shadowbottom4=bodybottom4-low[5]



longcandle= (ratio>0.6)


GapBottom=(bodybottom - bodytop1) / averagetruerange[7]

GapBottom1=(bodybottom1 - bodytop2) / averagetruerange[7]

GapBottom2=(bodybottom2 - bodytop3) / averagetruerange[7]

GapBottom3=(bodybottom3 - bodytop4) / averagetruerange[7]

Gaptop=(bodybottom1 - bodytop)/ averagetruerange[7]

Gaptop1=(bodybottom2 - bodytop1)/ averagetruerange[7]

Gaptop2=(bodybottom3 - bodytop2)/ averagetruerange[7]

Gaptop3=(bodybottom4 - bodytop3)/ averagetruerange[7]




TrendUp=(ADX[14]>23 AND DI[14](close)>0)

TrendDown=(ADX[14]>23 AND DI[14](close)<0)





MorningStar=lunga and piccola1 and lunga2 and body>0 and body2<0 and open[1]>Bodybottom1 and open[1]<open[3] and Bodybottom1<open[3] and close[1]>bodytop1 and bodytop1<close[3] and Bodybottom1<close[3] and close[1]>Bodybottom1 and bodytop1<open[3] and mid[2]<close[1] AND min(open,close) > bodybottom // and (close-open)>0


ThreeStarsInTheSouth=body2<0 and Sbratio2=2 and lunga2 and stratio2/abody2<0.1 and body1<0 and range[3]>range[2] and low[2]>low[3] and abody<abody1 and body<0 and close[1]>low[2] and close[1]<high[2] and sbratio/abody<0.1 and stratio/abody<0.1 AND min(open,close) > bodybottom // and (close-open)>0




ThreeLineStrike=body1<0 and body2<0 and body3<0 and close[4]>close[3] and close[3]>close[2] and body>0 and open[1]<close[2] and close[1]>open[4]AND min(open,close) > bodybottom // and (close-open)>0



MatHold=body4>0 and Gapbottom3>0.4 and lunga4 and body3<0 and body2<0 and abody4>abody3 and abody2<abody4 and abody1<abody4 and close[4]>bodybottom2 and bodybottom2>bodybottom1 and close[2]>low[5] and body>0 and lunga and close[1]>high[4]AND min(open,close)> bodybottom


ThreeOutsideUp=body2<0 and lunga1 and body1>0 and body>0 and open[2]<low[3] and close[2]>high[3] and open[1]>close[2]AND min(open,close)> bodybottom


RisingThreeMethods=body>0 and body4>0 and lunga4 and lunga and abody4>abody3 and abody4>abody2 and abody4>abody2 and abody>abody3 and abody>abody2 and abody>abody1 and bodybottom3>bodybottom2 and bodybottom2>bodybottom1 and bodytop3>bodytop2 and bodytop2>bodytop1 and low[2]>low[5] and low[3]>low[5] and low[4]>low[5] and high[4]<high[5] and high[3]<high[5] and high[2]<high[5] and close[1]>close[5]AND min(open,close)> bodybottom


BullishSeparatingLines=body1<0 and lunga1 and body>0 and ((max(bodytop1,bodybottom)-min(bodytop1,bodybottom))/abody)<0.2AND min(open,close)> bodybottom


BeltHoldLine=lunga and body>0 and Stratio=1 and low[1]=open[1]AND min(open,close)> bodybottom


AbandonedBaby=body2<0 and body>0 and lunga2 and lunga and extrapiccola1 and open[1]>high[2] and close[3]>high[2] and gaptop1 AND min(open,close)> bodybottom


ThreeStarsInTheNorth=body2>0 and stratio2=2 and lunga2 and sbratio2/abody2<0.1 and body1>0 and body>0 and range[3]>range[2] and high[3]>high[2] and abody<abody1 and close[1]>low[2] and close[1]<high[2] and stratio/abody<0.1 and sbratio/abody<0.1 AND max(open,close)< bodybottom


BearishEngulfing=body1>0 and body<0 and open[1]>close[2] and close[1]<open[2] and abody1/abody<0.6AND max(open,close)< bodybottom


IdenticalThreeCrows=body<0 and body1<0 and body2<0 and ((max(bodybottom2,bodytop1)-min(bodybottom2,bodytop1))/abody1)<0.1 and ((max(bodybottom1,bodytop)-min(bodybottom1,bodytop))/abody)<0.1 and lunga and lunga1 and lunga2 AND max(open,close)< bodybottom


BearishMatHold=body4<0 and body3>0 and body<0 and body1>0 and abody3<abody4 and close[5]>close[4] and bodybottom3<bodybottom2 and bodybottom2<bodybottom1 and Bodytop3<Bodytop2 and close[1]<low[4]AND min(open,close) > bodybottom


EveningStar=lunga and piccola1 and lunga2 and body<0 and body1>0 and body2>0 and open[1]<open[2] and open[1]>open[3] and open[2]>open[3] and close[1]<close[2] and close[1]<close[3] and close[2]>close[3] and mid<close[2] and mid<close[3] and mid1>close[3] and open[1]<close[2] and open[1]<close[3] and open[2]>close[3] and close[1]<open[2] and close[1]<open[3] and close[2]>open[3]AND max(open,close)< bodybottom


FallingThreeMethods=body<0 and body4<0 and lunga and lunga4 and abody>abody1 and abody>abody2 and abody>abody3 and abody4>abody1 and abody4>abody2 and abody4>abody3 and bodybottom3<bodybottom2 and bodybottom2<bodybottom1 and bodytop3<bodytop2 and bodytop2<bodytop1 and high[5]>bodytop1 and low[5]<bodybottom1 and close[1]<close[5]AND max(open,close)< bodybottom


BearishAbandonedBaby=body2>0 and body<0 and lunga2 and ((bodytop1-bodybottom1)/abody)<0.05 and lunga and open[1]<low[2] and gaptop AND max(open,close)< bodybottom


ThreeWhiteSoldiers=body2>0 and body1>0 and body>0 and abody1=>abody2 and abody=>abody1 and open[1]>open[2] and open[2]>open[3] and open[1]<close[2] and open[2]<close[3]AND min(open,close) > bodybottom

BullishHarami=body1<0 and body>0 and bodybottom>bodybottom1 and bodytop<bodytop1 and high[1]=<high[2] and low[1]=>low[2]AND min(open,close) > bodybottom


BearishHarami=body1>0 and body<0 and bodybottom>bodybottom1 and bodytop<bodytop1 and high[1]=<high[2] and low[1]=>low[2]AND max(open,close)< bodybottom



BullishHaramiInverted=body2<0 and body1>0 and body>0 and bodybottom1>bodybottom2 and bodytop1<bodytop2 and high[2]=<high[3] and low[2]=>low[3] and abody>abody1 and open[1]>open[2]AND min(open,close) > bodybottom




BearishHaramiInverted=body2>0 and body1<0 and body<0 and bodybottom1>bodybottom2 and bodytop1<bodytop2 and high[2]=<high[3] and low[2]=>low[3] and abody>abody1 and open[1]<open[2]AND min(open,close) > bodybottom




BullishEngulfing=body1<0 and body>0 and bodybottom<bodybottom1 and bodytop>bodytop1 and (abody1/abody)<0.6 AND min(open,close) > bodybottom




DarkCloudCover=body1>0 and body<0 and bodybottom<mid1 and bodybottom>open[2] and open[1]=>high[2]AND max(open,close)< bodybottom



PiercingLine=body1<0 and body>0 and bodytop>mid1 and bodytop<open[2] and open[1]=<low[2]AND min(open,close) > bodybottom



Hammer=piccola and shadowbottom/abody>2 and shadowtop/abody<0.1 AND min(open,close) > bodybottom


ShootingStar=piccola and shadowbottom/abody<0.1 and shadowtop/abody>2AND max(open,close)< bodybottom



DojiStar=open[1]=close[1] and (min(shadowtop,shadowbottom)/max(shadowtop,shadowbottom))<0.85 and (min(shadowtop,shadowbottom)/max(shadowtop,shadowbottom))>0.5 and shadowtop<(dimension*2)


DojiLongLeggend=open[1]=close[1] and (min(shadowtop,shadowbottom)/max(shadowtop,shadowbottom))<0.85 and (min(shadowtop,shadowbottom)/max(shadowtop,shadowbottom))>0.5 and shadowtop>(dimension*2)


DojiGravestone=open[1]=close[1] and low[1]=bodybottom and shadowtop>(dimension*2)AND max(open,close)< bodybottom


DojiDragonfly=open[1]=close[1] and high[1]=bodytop and shadowbottom>(dimension*2)AND max(open,close)< bodybottom


DojiFourPriced=open[1]=close[1] and high[1]=bodytop and low[1]=Bodybottom


LongWhite= body>0 and extralunga AND min(open,close) > bodybottom



LongBlack=body<0 and extralunga AND max(open,close)< bodybottom



WhiteMarabozu=body>0 and low[1]=bodybottom and high[1]=bodytop and lunga AND min(open,close) > bodybottom




BlackMarabozu=body<0 and low[1]=bodybottom and high[1]=bodytop and lunga AND max(open,close)< bodybottom



BlackOpeningMarabozu=body<0 and low[1]<bodybottom and high[1]=bodytop and lunga AND max(open,close)< bodybottom



WhiteOpeningMarabozu=body>0 and low[1]=bodybottom and high[1]>bodytop and lunga AND min(open,close) > bodybottom



WhiteClosingMarabozu=body>0 and low[1]<bodybottom and high[1]=bodytop and lunga AND min(open,close) > bodybottom



BlackClosingMarabozu=body<0 and low[1]=bodybottom and high[1]>bodytop and lunga AND max(open,close)< bodybottom




CanUpUp5=MatHold or RisingThreeMethods or BearishMatHold
CanUpUp3=ThreeWhiteSoldiers
CanUpUp2=BearishHaramiInverted or BullishSeparatingLines
CanDownUp5=BearishMatHold
CanDownup4=MatHold
CanDownUp3=ThreeOutsideUp or ThreeStarsInTheSouth or MorningStar or AbandonedBaby
CanDownUp2=PiercingLine or BullishHaramiInverted or BullishHarami or BullishEngulfing
CanDownUp1=Hammer or BeltHoldLine
CanUp1=DojiDragonfly or WhiteOpeningMarabozu or WhiteClosingMarabozu or WhiteMarabozu or LongWhite

CanUpDown3=EveningStar or IdenticalThreeCrows or ThreeStarsInTheNorth or BearishAbandonedBaby
CanUpDown2=BearishEngulfing or DarkCloudCover or BearishHarami
CanDownDown5=FallingThreeMethods
CanUpDown1=ShootingStar
CanDown1=DojiGravestone or BlackOpeningMarabozu or BlackClosingMarabozu or BlackMarabozu or LongBlack



IF (trandup and (CanUpUp5 or Canupup2 or Canupup3 or canup1))  AND not daysForbiddenEntry THEN
BUY 1 CONTRACT AT MARKET
else
if (tranddown and (Candownup5 or Candownup3 or Candownup2 or candownup1)) AND not daysForbiddenEntry THEN
BUY 1 CONTRACT AT MARKET
ENDIF
endif

IF (trandup and (CanUpdown3 or Canupdown2 or Canupdown1 or Candown1)) then
SELL AT MARKET
else
if (tranddown and Candowndown5 )  THEN
SELL AT MARKET
endif

ENDIF


IF (trandup and (CanUpdown3 or Canupdown2 or Canupdown1 or Candown1)) and not daysForbiddenEntry then
SELLSHORT 1 CONTRACT AT MARKET
else
if (tranddown and Candowndown5 )  and not daysForbiddenEntry THEN
SELLSHORT 1 CONTRACT AT MARKET
endif
ENDIF

IF (trandup and (CanUpUp5 or Canupup2 or Canupup3 or canup1))  THEN
EXITSHORT AT MARKET
else
if (tranddown and (Candownup5 or Candownup3 or Candownup2 or candownup1)) THEN
EXITSHORT AT MARKET
ENDIF
endif

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