Zusätzliche Bedingung mit Supertrend Indikator

• 12/13/2020 at 10:24 PM #153609
  Rim

  Hallo,

  ich bräuchte eine zusätzliche Bedingung mit Supertrend Indikator für mein Bestehendes Handelssystem basierend auf CCI Indikaror , welcher nur auf Kaufen eingestellt ist.(kleine Zeiteinheit).

  Gekauft soll nur dann wenn Supertrendlinie grün ist.

  Danke.

  CCI Indikator Handelssystem

  // Festlegen der Code-Parameter DEFPARAM CumulateOrders = False // Kumulieren von Positionen deaktiviert // Das Handelssystem wird um 0:00 Uhr alle pending Orders stornieren und alle Positionen schließen. Es werden vor der "FLATBEFORE"-Zeit keine neuen Orderaufträge zugelassen. DEFPARAM FLATBEFORE = 100000 // Stornieren aller pending Orders und Schließen aller Positionen zur "FLATAFTER"-Zeit DEFPARAM FLATAFTER = 210000 IF breakevenLevel>0 THEN SELL AT breakevenLevel STOP ENDIF IF NOT ONMARKET THEN breakevenLevel=0 ENDIF // Bedingungen zum Einstieg in Long-Positionen indicator1 = CCI[78] c1 = (indicator1 CROSSES UNDER -148) IF c1 THEN BUY 1 CONTRACT AT MARKET ENDIF IF LONGONMARKET AND close-tradeprice(1)>=startBreakeven1*pipsize THEN breakevenLevel = tradeprice(1)+PointsToKeep1*pipsize ENDIF //////////////////////////////////////////// Stops und Targets startBreakeven1 = 1.8 //how much pips/points in gain to activate the breakeven function? PointsToKeep1 = 1.8 //how much pips/points to keep in profit above of below our entry price when the breakeven is activated (beware of spread) IF LONGONMARKET AND close-tradeprice(1)>=startBreakeven2*pipsize THEN breakevenLevel = tradeprice(1)+PointsToKeep2*pipsize ENDIF //////////////////////////////////////////// Stops und Targets startBreakeven2 =5 //how much pips/points in gain to activate the breakeven function? PointsToKeep2 =1//how much pips/points to keep in profit above of below our entry price when the breakeven is activated (beware of spread) IF LONGONMARKET AND close-tradeprice(1)>=startBreakeven3*pipsize THEN breakevenLevel = tradeprice(1)+PointsToKeep3*pipsize ENDIF //////////////////////////////////////////// Stops und Targets startBreakeven3 = 9.0 //how much pips/points in gain to activate the breakeven function? PointsToKeep3 = 5.0 //how much pips/points to keep in profit above of below our entry price when the breakeven is activated (beware of spread) IF LONGONMARKET AND close-tradeprice(1)>=startBreakeven4*pipsize THEN breakevenLevel = tradeprice(1)+PointsToKeep4*pipsize ENDIF //////////////////////////////////////////// Stops und Targets startBreakeven4 = 14 //how much pips/points in gain to activate the breakeven function? PointsToKeep4 = 10 //how much pips/points to keep in profit above of below our entry price when the breakeven is activated (beware of spread) IF LONGONMARKET AND close-tradeprice(1)>=startBreakeven5*pipsize THEN breakevenLevel = tradeprice(1)+PointsToKeep5*pipsize ENDIF //////////////////////////////////////////// Stops und Targets startBreakeven5 = 16 //how much pips/points in gain to activate the breakeven function? PointsToKeep5 = 12 //how much pips/points to keep in profit above of below our entry price when the breakeven is activated (beware of spread) IF LONGONMARKET AND close-tradeprice(1)>=startBreakeven6*pipsize THEN breakevenLevel = tradeprice(1)+PointsToKeep6*pipsize ENDIF //////////////////////////////////////////// Stops und Targets startBreakeven6 = 21 //how much pips/points in gain to activate the breakeven function? PointsToKeep6 = 16 //how much pips/points to keep in profit above of below our entry price when the breakeven is activated (beware of spread) IF LONGONMARKET AND close-tradeprice(1)>=startBreakeven7*pipsize THEN breakevenLevel = tradeprice(1)+PointsToKeep7*pipsize ENDIF //////////////////////////////////////////// Stops und Targets startBreakeven7 = 24 //how much pips/points in gain to activate the breakeven function? PointsToKeep7 = 20 //how much pips/points to keep in profit above of below our entry price when the breakeven is activated (beware of spread) takeprofit = 31 //takeprofit in points stoploss =6 //stoploss in points //reset the breakevenLevel when no trade are on market IF NOT ONMARKET THEN breakevenLevel=0 ENDIF set target pprofit takeprofit set stop ploss stoploss

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  // Festlegen der Code-Parameter DEFPARAM CumulateOrders = False // Kumulieren von Positionen deaktiviert // Das Handelssystem wird um 0:00 Uhr alle pending Orders stornieren und alle Positionen schließen. Es werden vor der "FLATBEFORE"-Zeit keine neuen Orderaufträge zugelassen. DEFPARAM FLATBEFORE = 100000 // Stornieren aller pending Orders und Schließen aller Positionen zur "FLATAFTER"-Zeit DEFPARAM FLATAFTER = 210000   IF breakevenLevel>0 THEN SELL AT breakevenLevel STOP ENDIF   IF NOT ONMARKET THEN breakevenLevel=0 ENDIF // Bedingungen zum Einstieg in Long-Positionen indicator1 = CCI[78] c1 = (indicator1 CROSSES UNDER -148)   IF c1 THEN BUY 1 CONTRACT AT MARKET ENDIF   IF LONGONMARKET AND close-tradeprice(1)>=startBreakeven1*pipsize THEN breakevenLevel = tradeprice(1)+PointsToKeep1*pipsize ENDIF //////////////////////////////////////////// Stops und Targets   startBreakeven1 = 1.8 //how much pips/points in gain to activate the breakeven function? PointsToKeep1 = 1.8 //how much pips/points to keep in profit above of below our entry price when the breakeven is activated (beware of spread)   IF LONGONMARKET AND close-tradeprice(1)>=startBreakeven2*pipsize THEN breakevenLevel = tradeprice(1)+PointsToKeep2*pipsize ENDIF //////////////////////////////////////////// Stops und Targets   startBreakeven2 =5 //how much pips/points in gain to activate the breakeven function? PointsToKeep2 =1//how much pips/points to keep in profit above of below our entry price when the breakeven is activated (beware of spread)   IF LONGONMARKET AND close-tradeprice(1)>=startBreakeven3*pipsize THEN breakevenLevel = tradeprice(1)+PointsToKeep3*pipsize ENDIF //////////////////////////////////////////// Stops und Targets   startBreakeven3 = 9.0 //how much pips/points in gain to activate the breakeven function? PointsToKeep3 = 5.0 //how much pips/points to keep in profit above of below our entry price when the breakeven is activated (beware of spread)   IF LONGONMARKET AND close-tradeprice(1)>=startBreakeven4*pipsize THEN breakevenLevel = tradeprice(1)+PointsToKeep4*pipsize ENDIF //////////////////////////////////////////// Stops und Targets   startBreakeven4 = 14 //how much pips/points in gain to activate the breakeven function? PointsToKeep4 = 10 //how much pips/points to keep in profit above of below our entry price when the breakeven is activated (beware of spread)   IF LONGONMARKET AND close-tradeprice(1)>=startBreakeven5*pipsize THEN breakevenLevel = tradeprice(1)+PointsToKeep5*pipsize ENDIF //////////////////////////////////////////// Stops und Targets   startBreakeven5 = 16 //how much pips/points in gain to activate the breakeven function? PointsToKeep5 = 12 //how much pips/points to keep in profit above of below our entry price when the breakeven is activated (beware of spread)   IF LONGONMARKET AND close-tradeprice(1)>=startBreakeven6*pipsize THEN breakevenLevel = tradeprice(1)+PointsToKeep6*pipsize ENDIF //////////////////////////////////////////// Stops und Targets   startBreakeven6 = 21 //how much pips/points in gain to activate the breakeven function? PointsToKeep6 = 16 //how much pips/points to keep in profit above of below our entry price when the breakeven is activated (beware of spread)   IF LONGONMARKET AND close-tradeprice(1)>=startBreakeven7*pipsize THEN breakevenLevel = tradeprice(1)+PointsToKeep7*pipsize ENDIF //////////////////////////////////////////// Stops und Targets   startBreakeven7 = 24 //how much pips/points in gain to activate the breakeven function? PointsToKeep7 = 20 //how much pips/points to keep in profit above of below our entry price when the breakeven is activated (beware of spread)   takeprofit = 31 //takeprofit in points stoploss =6 //stoploss in points //reset the breakevenLevel when no trade are on market IF NOT ONMARKET THEN breakevenLevel=0 ENDIF   set target pprofit takeprofit set stop ploss stoploss

   

  

  Rim

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  12/13/2020 at 11:50 PM #153612
  robertogozzi

  Schreiben Sie dies in Zeile 18:

  st = close > Supertrend[3,10]

  1	st = close > Supertrend[3,10]

  Ändern Sie dann Zeile 19 wie folgt:

  IF c1 AND St THEN

  1	IF c1 AND St THEN

   

  

  robertogozzi

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  12/14/2020 at 9:37 PM #153763
  Rim

  Es funktioniert, vielen dank!

  Können Sie bitte mit Parabolic SAR Indikator auch das gleiche machen.

  Gekauft soll nur dann wenn Parabolic SAR Punkte grün sind.

  Danke im Voraus.

  

  Rim

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  12/15/2020 at 12:49 AM #153779
  robertogozzi

  Fügen Sie diese neue Zeile nach 18 ein:

  MySAR = close > SAR[0.02,0.02,0.2]

  1	MySAR = close > SAR[0.02,0.02,0.2]

  Ändern Sie dann Zeile 19 erneut wie folgt:

  IF c1 AND St AND MySAR THEN

  1	IF c1 AND St AND MySAR THEN

  

  robertogozzi

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  12/15/2020 at 10:16 PM #153884
  Rim

  Klasse, hat auch funktioniert.

  Welche Bedingung bei Supertrend soll stehen wenn verkauft wird, rote Linie ?

  Danke.

  Bei Parabolic SAR komme ich selber darauf 🙂

  

  Rim

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  12/15/2020 at 11:20 PM #153889
  robertogozzi

  Das Gegenteil von oben:

  close < Supertrend[3,10]

  1	close < Supertrend[3,10]

  

  robertogozzi

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  12/21/2020 at 1:11 AM #154676
  Rim

  Hallo,

  welche zusätzliche Bedingung soll stehen bei Linear Regression Indikator, gekauft soll nur dann wenn Linear Regressionlinie grün ist.

  Danke.

  

  Rim

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  12/21/2020 at 1:28 AM #154680
  robertogozzi

  Sie müssen die Bedingung hinzufügen, dass die Regressionslinie> die des vorherigen Balkens ist:

  LR = LinearRegression[10](close) > LinearRegression[10](close)[1]

  1	LR = LinearRegression[10](close) > LinearRegression[10](close)[1]

  

  robertogozzi

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  12/31/2020 at 1:19 PM #155776
  Rim

  Läuft alles ganz gut.

  Es fehlt noch eine Kleinigkeit. Ich habe dein Programm”Need a trailing stop loss that moves more dynamic” in das Handelssystem eingefügt.

  Was aber nicht geht ist “trailingstep“. Egal welche Zahl, keine änderung. Kannst du bitte überprüfen

  Vielleicht habe ich Fehler gemacht

  

  Rim

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  12/31/2020 at 1:29 PM #155778
  robertogozzi

  Was ist mein Trailing Stop? Vielleicht ist es besser, wenn Sie den vollständigen Code veröffentlichen.

  

  robertogozzi

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  12/31/2020 at 2:19 PM #155784
  Rim

  cci+supertrend

  // Festlegen der Code-Parameter DEFPARAM CumulateOrders = False // Kumulieren von Positionen deaktiviert // Das Handelssystem wird um 0:00 Uhr alle pending Orders stornieren und alle Positionen schließen. Es werden vor der "FLATBEFORE"-Zeit keine neuen Orderaufträge zugelassen. DEFPARAM FLATBEFORE = 120000 // Stornieren aller pending Orders und Schließen aller Positionen zur "FLATAFTER"-Zeit DEFPARAM FLATAFTER = 210000 IF breakevenLevel>0 THEN SELL AT breakevenLevel STOP ENDIF IF NOT ONMARKET THEN breakevenLevel=0 ENDIF // Bedingungen zum Einstieg in Long-Positionen indicator1 = CCI[58] c1 = (indicator1 CROSSES UNDER -149.0) st = close > Supertrend[11,9] st2 = close > Supertrend[11,9] IF c1 AND St AND St2 THEN BUY 1 CONTRACT AT MARKET ENDIF // trailing stop function trailingstep = 3 //5 trailing step to move the "stoploss" after BreakEven startBreakeven = 3 //5 pips in gain to activate the breakeven function PointsToKeep = 2 //3 pips to keep in profit above/below entry price when the breakeven is activated IF newSL > 0 THEN SELL AT newSL STOP ENDIF IF NOT ONMARKET THEN newSL = 0 breakevenLevel = 0 ENDIF IF LONGONMARKET AND (close - tradeprice(1)) >= (startBreakeven * pipsize) AND breakevenlevel = 0 THEN breakevenLevel = tradeprice(1) + (PointsToKeep * pipsize) //calculate the breakevenLevel ENDIF IF LONGONMARKET AND BreakEvenLevel THEN //next moves after BreakEven IF newSL > 0 AND ((close - newSL) >= (trailingstep * pipsize)) THEN newSL = newSL + (trailingstep * pipsize) ENDIF ENDIF IF breakevenLevel > 0 THEN newSL = BreakEvenLevel ENDIF set target pprofit takeprofit set stop ploss stoploss takeprofit = 31 //takeprofit in points stoploss =6.2 //stoploss in points

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  // Festlegen der Code-Parameter DEFPARAM CumulateOrders = False // Kumulieren von Positionen deaktiviert // Das Handelssystem wird um 0:00 Uhr alle pending Orders stornieren und alle Positionen schließen. Es werden vor der "FLATBEFORE"-Zeit keine neuen Orderaufträge zugelassen. DEFPARAM FLATBEFORE = 120000 // Stornieren aller pending Orders und Schließen aller Positionen zur "FLATAFTER"-Zeit DEFPARAM FLATAFTER = 210000   IF breakevenLevel>0 THEN SELL AT breakevenLevel STOP ENDIF   IF NOT ONMARKET THEN breakevenLevel=0 ENDIF // Bedingungen zum Einstieg in Long-Positionen indicator1 = CCI[58] c1 = (indicator1 CROSSES UNDER -149.0) st = close > Supertrend[11,9] st2 = close > Supertrend[11,9] IF c1 AND St AND St2 THEN BUY 1 CONTRACT AT MARKET ENDIF   //     trailing stop function trailingstep      = 3   //5    trailing step to move the "stoploss" after BreakEven startBreakeven    = 3     //5    pips in gain to activate the breakeven function PointsToKeep      = 2     //3    pips to keep in profit above/below entry price when the breakeven is activated     IF newSL > 0 THEN SELL      AT newSL STOP   ENDIF IF NOT ONMARKET THEN newSL          = 0 breakevenLevel = 0 ENDIF   IF LONGONMARKET AND (close - tradeprice(1)) >= (startBreakeven * pipsize) AND breakevenlevel = 0 THEN breakevenLevel = tradeprice(1) + (PointsToKeep * pipsize)                         //calculate the breakevenLevel ENDIF     IF LONGONMARKET AND BreakEvenLevel THEN //next moves after BreakEven IF newSL > 0 AND ((close - newSL) >= (trailingstep * pipsize)) THEN newSL = newSL + (trailingstep * pipsize) ENDIF ENDIF   IF breakevenLevel > 0 THEN newSL = BreakEvenLevel ENDIF   set target pprofit takeprofit set stop ploss stoploss takeprofit = 31 //takeprofit in points stoploss =6.2 //stoploss in points

   

  

  Rim

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  12/31/2020 at 2:31 PM #155791
  robertogozzi

  Ich sehe keine Fehler im Code, aber ich sehe extrem kleine Werte in Trailingstart, Trailingstep und StopLoss. Erkundigen Sie sich bei IG nach den Mindeststopppunkten. 3, 3 und 6.2 scheinen mir sehr niedrig.

  

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  12/31/2020 at 2:36 PM #155795
  Rim

  Für US500 sollte gehen, hoffe ich.

  

  Rim

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