The system looks for breaking candles to join the trend.
For the calculation of the candles [276] There are 5m candles in a session of 12 candles x 12 hours x 23 hours per day.
To find out if Oil is in a trend, it uses 3 Wilder’s moving average.
The Stop and Target profit are defined by the average range in which the price moves in 6 hours of session.
Finally it takes a small multiplier to reinvest the profits without exposing too much.
Right now I have it working on Oil Crude US E1 contract.
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DEFPARAM CumulateOrders = True //Buscamos velas relevantes // Tamaño de la vela MediaRango = Average[276](Range) VelaSenal1 = MediaRango*3 Ran=0 IF (Range > VelaSenal1) THEN IF close < open THEN Ran = 1 ELSE Ran = 0 ENDIF ENDIF // Volumen Vela MediaVolumen = Average[276](Volume) VelaSenal2 = MediaVolumen*3 Vol=0 IF (Volume > VelaSenal2) THEN IF close < open THEN Vol = 1 ELSE Vol = 0 ENDIF ENDIF Senal=0 IF (Vol=1) THEN IF Ran=1 THEN Senal=1 ENDIF ENDIF //Tamaño de la posicion. La aumentamos si la anterior fue negativa posicion = (300 + STRATEGYPROFIT)/900 //Condiciones de entrada para cortos Apertura1 = Senal >0 Apertura2 = WilderAverage[24](Low) < WilderAverage[96](Low) Apertura3 = WilderAverage[24](Low) < WilderAverage[48](Low) Apertura4 = WilderAverage[48](Low) < WilderAverage[96](Low) IF Apertura1 and Apertura2 and Apertura3 and Apertura4 THEN SELLSHORT posicion SHARES ROUNDEDUP AT MARKET ENDIF //Condiciones de salida para cortos SET STOP pLOSS 60 SET TARGET pPROFIT 30 |
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Hola. ¿Has probado a incorporar compras en el mismo sistema? o ¿sería posible? disculpa mi ignorancia, soy nuevo en esto. Y gracias por compartir este sistema.