ancora sui pivot

• 10/15/2017 at 5:58 PM #49434
  Raffaele Grosso

  chiedo di codificare la seguente strategia:

  entrata short 1 contratto solo se il prezzo incrocia a rialzo il pivot R2

  entrata long 1 contratto solo se il prezzo incrocia a ribasso il pivot S2

  profit 10 punti

  stop loss 30 punti

  se il sistema va stop

  entrata short 2 contratti solo se il prezzo incrocia a rialzo il pivot R3

  entrata long 2 contratti solo se il prezzo incrocia a ribasso il pivot S3

  profit 10 punti

  stop loss 30 punti

   

  ringrazio anticipatemente

  

  Raffaele Grosso

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  10/17/2017 at 5:30 AM #49631
  Raffaele Grosso

  ho provato tanto ma non riesco da solo a codificare:

  per prima cosa non riesco a codificare l’entrata solo sul pivot R2 o S2 oppure  R3 o S3

  

  Raffaele Grosso

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  10/17/2017 at 11:12 AM #49667
  Nicolas

  Quanti commerci possibili ogni giorno per questa strategia?

  

  Nicolas

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  10/17/2017 at 11:13 AM #49668
  Raffaele Grosso

  1 commercio short e uno long

  

  Raffaele Grosso

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  10/17/2017 at 1:02 PM #49679
  Raffaele Grosso

  su entrambi i pivot

  

  Raffaele Grosso

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  10/17/2017 at 1:26 PM #49682
  Nicolas

  Penso che questo codice dovrebbe funzionare correttamente per la tua strategia.

  defparam cumulateorders=false //Pivot calculation method dailyPivot = (DHigh(1) + DLow(1) + DClose(1)) / 3 dailyR1 = 2*dailyPivot - DLow(1) dailyS1 = 2*dailyPivot - DHigh(1) dailyR2 = dailyPivot + (DHigh(1) - DLow(1)) dailyS2 = dailyPivot - (DHigh(1) - DLow(1)) dailyR3 = dailyR1 + (DHigh(1) - DLow(1)) dailyS3 = dailyS1 - (DHigh(1) - DLow(1)) if intradaybarindex=0 then traded=0 endif while traded=0 and not onmarket do if close<dailyR2 then sellshort 1 contract at dailyR2 limit endif if close>dailyS2 then buy 1 contract at dailyS2 limit endif wend if traded=0 and onmarket then traded=1 endif while traded=1 and not onmarket do if close<dailyR3 then sellshort 2 contract at dailyR3 limit endif if close>dailyS3 then buy 2 contract at dailyS3 limit endif wend if traded=1 and onmarket then traded=2 endif set target pprofit 10 set stop ploss 30

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  defparam cumulateorders=false   //Pivot calculation method dailyPivot = (DHigh(1) + DLow(1) + DClose(1)) / 3 dailyR1 = 2*dailyPivot - DLow(1) dailyS1 = 2*dailyPivot - DHigh(1) dailyR2 = dailyPivot + (DHigh(1) - DLow(1)) dailyS2 = dailyPivot - (DHigh(1) - DLow(1)) dailyR3 = dailyR1 + (DHigh(1) - DLow(1)) dailyS3 = dailyS1 - (DHigh(1) - DLow(1))   if intradaybarindex=0 then traded=0 endif   while traded=0 and not onmarket do if close<dailyR2 then sellshort 1 contract at dailyR2 limit endif if close>dailyS2 then buy 1 contract at dailyS2 limit endif wend if traded=0 and onmarket then traded=1 endif   while traded=1 and not onmarket do if close<dailyR3 then sellshort 2 contract at dailyR3 limit endif if close>dailyS3 then buy 2 contract at dailyS3 limit endif wend   if traded=1 and onmarket then traded=2 endif   set target pprofit 10 set stop ploss 30

   

  

  Nicolas

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  10/17/2017 at 4:05 PM #49697
  Raffaele Grosso

  grazie Nicolas sei gentilissimo e grande

  

  Raffaele Grosso

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