2 SupeTrend + Media Mobile DAX 5 minuti

• 04/11/2019 at 3:59 PM #96124
  robertogozzi

  Ho trovato in giro questa strategia e la posto per chi volesse usarla, modificarla, magari migliorarla se possibile:

  2 SuperTrend + Media Mobile DAX 5 minuti

  //------------------------------------------------------------------------- // Definizione dei parametri del codice DEFPARAM CumulateOrders = False // Posizioni cumulate disattivate // Condizioni per entrare su posizioni long indicator1 = SuperTrend[2.7,27] indicator2 = SuperTrend[1.5,10] c1 = (indicator1 CROSSES OVER indicator2) indicator3 = Average[100](close) c2 = (indicator3 CROSSES OVER close) IF c1 AND c2 THEN BUY 1 CONTRACT AT MARKET ENDIF // Condizioni per entrare su posizioni short indicator4 = SuperTrend[2.7,27] indicator5 = SuperTrend[1.5,10] c3 = (indicator4 CROSSES UNDER indicator5) indicator6 = Average[100](close) c4 = (indicator6 CROSSES UNDER close) IF c3 AND c4 THEN SELLSHORT 1 CONTRACT AT MARKET ENDIF // Stop e target SET STOP %LOSS 1 //1 SET TARGET %PROFIT 3.5 //3.5 ///////////////////////////////////////////////////////// //trailing stop trailingstop = 40 //40 //resetting variables when no trades are on market if not onmarket then MAXPRICE = 0 MINPRICE = close priceexit = 0 endif //case SHORT order if shortonmarket then MINPRICE = MIN(MINPRICE,close) //saving the MFE of the current trade if tradeprice(1)-MINPRICE>=trailingstop*pointsize then //if the MFE is higher than the trailingstop then priceexit = MINPRICE+trailingstop*pointsize //set the exit price at the MFE + trailing stop price level endif endif //case LONG order if longonmarket then MAXPRICE = MAX(MAXPRICE,close) //saving the MFE of the current trade if MAXPRICE-tradeprice(1)>=trailingstop*pointsize then //if the MFE is higher than the trailingstop then priceexit = MAXPRICE-trailingstop*pointsize //set the exit price at the MFE - trailing stop price level endif endif //exit on trailing stop price levels if onmarket and priceexit>0 then EXITSHORT AT priceexit STOP SELL AT priceexit STOP endif

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  //------------------------------------------------------------------------- // Definizione dei parametri del codice DEFPARAM CumulateOrders = False // Posizioni cumulate disattivate   // Condizioni per entrare su posizioni long indicator1 = SuperTrend[2.7,27] indicator2 = SuperTrend[1.5,10] c1 = (indicator1 CROSSES OVER indicator2) indicator3 = Average[100](close) c2 = (indicator3 CROSSES OVER close)   IF c1 AND c2 THEN BUY 1 CONTRACT AT MARKET ENDIF   // Condizioni per entrare su posizioni short indicator4 = SuperTrend[2.7,27] indicator5 = SuperTrend[1.5,10] c3 = (indicator4 CROSSES UNDER indicator5) indicator6 = Average[100](close) c4 = (indicator6 CROSSES UNDER close)   IF c3 AND c4 THEN SELLSHORT 1 CONTRACT AT MARKET ENDIF   // Stop e target SET STOP   %LOSS   1       //1 SET TARGET %PROFIT 3.5     //3.5 ///////////////////////////////////////////////////////// //trailing stop trailingstop = 40          //40 //resetting variables when no trades are on market if not onmarket then MAXPRICE = 0 MINPRICE = close priceexit = 0 endif //case SHORT order if shortonmarket then MINPRICE = MIN(MINPRICE,close) //saving the MFE of the current trade if tradeprice(1)-MINPRICE>=trailingstop*pointsize then //if the MFE is higher than the trailingstop then priceexit = MINPRICE+trailingstop*pointsize //set the exit price at the MFE + trailing stop price level endif endif //case LONG order if longonmarket then MAXPRICE = MAX(MAXPRICE,close) //saving the MFE of the current trade if MAXPRICE-tradeprice(1)>=trailingstop*pointsize then //if the MFE is higher than the trailingstop then priceexit = MAXPRICE-trailingstop*pointsize //set the exit price at the MFE - trailing stop price level endif endif //exit on trailing stop price levels if onmarket and priceexit>0 then EXITSHORT AT priceexit STOP SELL AT priceexit STOP endif

   

  

  robertogozzi

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