Aggiungere un ordine STOP ad una strategia

• 10/26/2016 at 4:32 PM #15575
  RafaelN

  Qui di seguito una domanda inviata a ProRealTime :

  Vorrei aggiungere un trailing stop a questa strategia?
  Cordialmente,

  REM// Parametri indicatori x=ExponentialAverage[13](close) y=ExponentialAverage[17](close) w=WeightedAverage[48](close) z=SmoothedStochastic[17,8](close) // Condizioni per entrare su posizioni long indicator1 = x indicator2 = y c1 = (indicator1 CROSSES OVER indicator2[1]) indicator3 = z c2 = (indicator3 <= 51) indicator4 = Adx[11] c3 = (indicator4 >= 26) indicator17 = close indicator9 = w c4 = (indicator17 > indicator9[1]) indicator20 = z indicator15 = WeightedAverage[20](z) c11 = (indicator20 > indicator15[1]) IF time >090000 and time <200000 and c1 AND c2 AND c3 AND c4 and c11 THEN BUY 1 CONTRACT AT MARKET SET STOP PLOSS 56 ENDIF // Condizioni per uscire da posizioni long indicator11 = x indicator12 = y c5 = (indicator11 CROSSES UNDER indicator12) IF c5 THEN SELL AT MARKET ELSE SET TARGET PPROFIT 118 ENDIF // Condizioni per entrare su posizioni short indicator5 = x indicator6 = y c6 = (indicator5 CROSSES UNDER indicator6[1]) indicator7 = z c7 = (indicator7 >= 51) indicator8 = Adx[11] c8 = (indicator8 >= 26) indicator18 = close indicator10 = w c9 = (indicator18 < indicator10[1]) indicator19 = z indicator16 = WeightedAverage[20](z) c12 = (indicator19 < indicator16[1]) IF time >090000 and time <200000 and c6 AND c7 AND c8 AND c9 and c12 THEN SELLSHORT 1 CONTRACT AT MARKET SET STOP PLOSS 56 ENDIF // Condizioni per uscire da posizioni short indicator13 = x indicator14 = y c10 = (indicator13 CROSSES OVER indicator14) IF c10 THEN EXITSHORT AT MARKET ELSE SET TARGET PPROFIT 132 ENDIF

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  REM// Parametri indicatori x=ExponentialAverage[13](close) y=ExponentialAverage[17](close) w=WeightedAverage[48](close) z=SmoothedStochastic[17,8](close) // Condizioni per entrare su posizioni long indicator1 = x indicator2 = y c1 = (indicator1 CROSSES OVER indicator2[1]) indicator3 = z c2 = (indicator3 <= 51) indicator4 = Adx[11] c3 = (indicator4 >= 26) indicator17 = close indicator9 = w c4 = (indicator17 > indicator9[1]) indicator20 = z indicator15 = WeightedAverage[20](z) c11 = (indicator20 > indicator15[1]) IF time >090000 and time <200000 and c1 AND c2 AND c3 AND c4 and c11 THEN BUY 1 CONTRACT AT MARKET SET STOP PLOSS 56 ENDIF // Condizioni per uscire da posizioni long indicator11 = x indicator12 = y c5 = (indicator11 CROSSES UNDER indicator12) IF c5 THEN SELL  AT MARKET ELSE SET TARGET PPROFIT 118 ENDIF // Condizioni per entrare su posizioni short indicator5 = x indicator6 = y c6 = (indicator5 CROSSES UNDER indicator6[1]) indicator7 = z c7 = (indicator7 >= 51) indicator8 = Adx[11] c8 = (indicator8 >= 26) indicator18 = close indicator10 = w c9 = (indicator18 < indicator10[1]) indicator19 = z indicator16 = WeightedAverage[20](z) c12 = (indicator19 < indicator16[1]) IF time >090000 and time <200000 and c6 AND c7 AND c8 AND c9 and c12 THEN SELLSHORT 1 CONTRACT AT MARKET SET STOP PLOSS 56 ENDIF // Condizioni per uscire da posizioni short indicator13 = x indicator14 = y c10 = (indicator13 CROSSES OVER indicator14) IF c10 THEN EXITSHORT  AT MARKET ELSE SET TARGET PPROFIT 132 ENDIF

   

  E un esempio di risposta :

  Alla strategia è stato aggiunto un working order che segue le funzioni:

  sell at price stop
  exitshort at price stop.

  REM// Parametri indicatori x=ExponentialAverage[13](close) y=ExponentialAverage[17](close) w=WeightedAverage[48](close) z=SmoothedStochastic[17,8](close) // Condizioni per entrare su posizioni long c1 = (x CROSSES OVER y[1]) c2 = (z <= 51) indicator1 = Adx[11] c3 = (indicator1 >= 26) c4 = (close > w[1]) indicator2 = WeightedAverage[20](z) c11 = (z > indicator2[1]) IF time >090000 and time <200000 and c1 AND c2 AND c3 AND c4 and c11 THEN BUY 1 CONTRACT AT MARKET SET STOP PLOSS 56 long=0 ENDIF if longonmarket then if long=0 and close > close[1] then long=1 mylongstop=low-2*pointsize endif if long=1 then if close > close[1] then mylongstop=low-2*pointsize endif sell at mylongstop stop endif endif // Condizioni per uscire da posizioni long c5 = (x CROSSES UNDER y) IF c5 THEN SELL AT MARKET ELSE SET TARGET PPROFIT 118 ENDIF // Condizioni per entrare su posizioni short c6 = (x CROSSES UNDER y[1]) c7 = (z >= 51) c8 = (indicator1 >= 26) c9 = (close < w[1]) c12 = (z < indicator2[1]) IF time >090000 and time <200000 and c6 AND c7 AND c8 AND c9 and c12 THEN SELLSHORT 1 CONTRACT AT MARKET SET STOP PLOSS 56 short=0 ENDIF if shortonmarket then if short=0 and close < close[1] then short=1 myshortstop=high+2*pointsize endif if short=1 then if close < close[1] then myshortstop=high+2*pointsize endif exitshort at myshortstop stop endif endif // Condizioni per uscire da posizioni short c10 = (x CROSSES OVER y) IF c10 THEN EXITSHORT AT MARKET ELSE SET TARGET PPROFIT 132 ENDIF

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  REM// Parametri indicatori x=ExponentialAverage[13](close) y=ExponentialAverage[17](close) w=WeightedAverage[48](close) z=SmoothedStochastic[17,8](close)   // Condizioni per entrare su posizioni long c1 = (x CROSSES OVER y[1]) c2 = (z <= 51)   indicator1 = Adx[11]   c3 = (indicator1 >= 26) c4 = (close > w[1])   indicator2 = WeightedAverage[20](z)   c11 = (z > indicator2[1])   IF time >090000 and time <200000 and c1 AND c2 AND c3 AND c4 and c11 THEN BUY 1 CONTRACT AT MARKET SET STOP PLOSS 56 long=0 ENDIF if longonmarket then if long=0 and close > close[1] then long=1 mylongstop=low-2*pointsize endif if long=1 then if close > close[1] then mylongstop=low-2*pointsize endif sell at mylongstop stop endif endif   // Condizioni per uscire da posizioni long c5 = (x CROSSES UNDER y)   IF c5 THEN SELL  AT MARKET ELSE SET TARGET PPROFIT 118 ENDIF   // Condizioni per entrare su posizioni short c6 = (x CROSSES UNDER y[1]) c7 = (z >= 51)   c8 = (indicator1 >= 26) c9 = (close < w[1])   c12 = (z < indicator2[1])   IF time >090000 and time <200000 and c6 AND c7 AND c8 AND c9 and c12 THEN SELLSHORT 1 CONTRACT AT MARKET SET STOP PLOSS 56 short=0 ENDIF if shortonmarket then if short=0 and close < close[1] then short=1 myshortstop=high+2*pointsize endif if short=1 then if close < close[1] then myshortstop=high+2*pointsize endif exitshort at myshortstop stop endif endif   // Condizioni per uscire da posizioni short c10 = (x CROSSES OVER y)   IF c10 THEN EXITSHORT  AT MARKET ELSE SET TARGET PPROFIT 132 ENDIF

   

  

  RafaelN

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