Aggiunta condizione di uscita in un codice

• 09/08/2023 at 9:58 AM #220558
  Ciccarelli Franco

  Potrebbe aver senso mettere una condizione di uscita in questo semplice codice (Allegato)? E se si quale potrebbe essere?

  Grazie

  

  Ciccarelli Franco

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  09/08/2023 at 11:37 AM #220571
  robertogozzi

  Per favore posta sempre anche il codice, a meno che non sia varie centinaia di righe. Grazie 🙂

  Ecco il tuo codice a cui ho aggiunto l’uscita quando avviene l’incrocio contrario tra il volume e la sua media (purché sia in profitto in quel momento):

  DEFPARAM CumulateOrders = FALSE ONCE l = 2 ONCE p = 4 ONCE tra = 25 TradingTime=Time>=090000and Time<=210000 // LONG indicator1 = Volume indicator2 = ExponentialAverage[14](Volume) c1 = (indicator1 >= indicator2) c2 = (indicator1 CROSSES UNDER indicator2) IF ( close > open and close[1] > open[1] ) and c1 and TradingTime and Not LongOnMarket Then BUY 1 CONTRACTS AT MARKET SET STOP LOSS l*AverageTrueRange[10](close) SET TARGET PROFIT p*AverageTrueRange[12](close) ENDIF IF LongOnMarket AND c2 AND PositionPerf > 0 THEN SELL AT MARKET ENDIF //trailing stop trailingstop = tra //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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  DEFPARAM CumulateOrders = FALSE ONCE l   = 2 ONCE p   = 4 ONCE tra = 25 TradingTime=Time>=090000and Time<=210000 // LONG indicator1 = Volume indicator2 = ExponentialAverage[14](Volume) c1 = (indicator1 >= indicator2) c2 = (indicator1 CROSSES UNDER indicator2) IF ( close > open and close[1] > open[1]  ) and c1 and TradingTime  and Not LongOnMarket Then BUY 1 CONTRACTS AT MARKET SET STOP   LOSS   l*AverageTrueRange[10](close) SET TARGET PROFIT p*AverageTrueRange[12](close) ENDIF IF LongOnMarket AND c2 AND PositionPerf > 0 THEN SELL AT MARKET ENDIF //trailing stop trailingstop = tra //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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