Box time e target

• 04/10/2024 at 10:51 AM #231341
  Edisone

  Salve chiedo aiuto per completare il codice.

  TF basso es. 3 minuti, future es. NQ

  Considero il massimo e il minimo di un box che va dalle 14.30 alle 15.30 (es. max=2000, min=1000).

  1 condizione:  il prezzo dopo le 15.30 deve andare oltre il massimo del box (> 2000)

  2 condizione: il prezzo successivamente (ma entro le 1600) devi scendere (< 2000)

  L’ingresso short (con 2 contratti) è all’incrocio del massimo del box cioè al tocco del valore 2000 quando lo ritesterà.

  1 exit: 1 contratto alla remunerazione del rischio

  2 exit: ultimo contratto al tocco del minimo del box (1000)

  Allego immagine.

  Grazie mille.

   

   

  BOX TARGET

  //TF 3 minuti - Future es. NQ DEFPARAM CumulateOrders = False Time1 = 143001 // BOX open time Time2 = 153000 // BOX close time // Disegna Box TIMEFRAME(default) IF (Time = Time1) OR ((Time > Time1) AND (Time[1] < Time1)) THEN Bar1 = barindex hh = high ll = low ENDIF hh = max(hh,high) ll = min(ll,low) IF (Time = Time2) OR ((Time > Time2) AND (Time[1] < Time2)) THEN Bar2 = BarIndex ENDIF IF Bar2 > Bar1 THEN upper= hh lower =ll Bar2 = 0 ENDIF // SHORT //Entrata IF (time >= time2 and time <= 160000) AND (Not LongOnMarket) AND (close[1] > upper) AND (close CROSSES UNDER upper) THEN SELLSHORT AT MARKET ENDIF IF (low crosses under lower) AND LongOnMarket THEN BUY AT MARKET ENDIF

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  //TF 3 minuti  - Future es. NQ   DEFPARAM CumulateOrders = False   Time1 = 143001 // BOX open time Time2 = 153000 // BOX close time   // Disegna Box TIMEFRAME(default) IF (Time = Time1) OR ((Time > Time1) AND (Time[1] < Time1)) THEN Bar1 = barindex hh   = high ll   = low ENDIF hh = max(hh,high) ll = min(ll,low) IF (Time = Time2) OR ((Time > Time2) AND (Time[1] < Time2)) THEN Bar2 = BarIndex ENDIF IF Bar2 > Bar1 THEN upper= hh lower =ll Bar2 = 0 ENDIF   // SHORT //Entrata IF (time >= time2 and time <= 160000) AND (Not LongOnMarket) AND (close[1] > upper) AND (close  CROSSES UNDER upper)  THEN SELLSHORT AT MARKET ENDIF   IF (low crosses under lower) AND LongOnMarket THEN BUY  AT MARKET ENDIF

  

  Edisone

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  04/12/2024 at 2:28 PM #231454
  Iván

  Salve Ecco una prima approssimazione. Non c’è limite al numero di volte in cui si entra ogni giorno, né al numero di barre del mercato. Il resto lo lascio a voi 🙂

  defparam cumulateorders=false //TF 3 minuti - Future es. NQ Time1 = 143001 // BOX open time Time2 = 153000 // BOX close time // Disegna Box once bar1=0 once bar2=0 IF (Time = Time1) OR ((Time > Time1) AND (Time[1] < Time1)) THEN Bar1 = barindex hh = high ll = low ENDIF hh = max(hh,high) ll = min(ll,low) IF (Time = Time2) OR ((Time > Time2) AND (Time[1] < Time2)) THEN Bar2 = BarIndex ENDIF IF Bar2 > Bar1 THEN upper= hh lower =ll Bar2 = 0 ENDIF if (time >= time2 and time <= 160000) then n=n+1 else n=0 endif IF (time >= time2 and time <= 160000) AND not onmarket AND (close > upper) THEN stoplevel=highest[n](high) sellshort 2 contract at upper stop set stop price stoplevel set target price lower endif if shortonmarket and COUNTOFPOSITION=-2 then x=stoplevel-tradeprice firstexit = tradeprice-x exitshort 1 contract at firstexit limit set target price lower endif graphonprice upper as "Upper Level" graphonprice lower as "Lower Level"coloured("Green") graphonprice firstexit as "FirstExit"coloured("blue") graphonprice stoplevel as "StopLoss" coloured ("red")

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  defparam cumulateorders=false //TF 3 minuti  - Future es. NQ Time1 = 143001 // BOX open time Time2 = 153000 // BOX close time // Disegna Box once bar1=0 once bar2=0 IF (Time = Time1) OR ((Time > Time1) AND (Time[1] < Time1)) THEN Bar1 = barindex hh   = high ll   = low ENDIF hh = max(hh,high) ll = min(ll,low) IF (Time = Time2) OR ((Time > Time2) AND (Time[1] < Time2)) THEN Bar2 = BarIndex ENDIF IF Bar2 > Bar1 THEN upper= hh lower =ll Bar2 = 0 ENDIF   if (time >= time2 and time <= 160000) then n=n+1 else n=0 endif   IF (time >= time2 and time <= 160000) AND not onmarket AND (close > upper)   THEN stoplevel=highest[n](high) sellshort 2 contract at upper stop set stop price stoplevel set target price lower endif   if shortonmarket and COUNTOFPOSITION=-2 then x=stoplevel-tradeprice firstexit = tradeprice-x exitshort 1 contract at firstexit limit set target price lower endif   graphonprice upper as "Upper Level" graphonprice lower as "Lower Level"coloured("Green") graphonprice firstexit as "FirstExit"coloured("blue") graphonprice stoplevel as "StopLoss" coloured ("red")

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  Iván

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