Chiusura parziale posizione

• 07/29/2021 at 10:07 AM #174328
  MauroPro

  Ciao Roberto, vorrei chiudere in due tranches una strategia, la prima parte (50%) al raggiungimenti di un target di gain e la seconda a breakeven (nel caso il prezzo ritracci, altrimenti secondo le condizioni di uscita del Ts, diciamo ora per semplicità un takeprofit: set target %profit 2).

  Ho trovato negli snippet (n.286) questo codice (ma non mi è chiaro come chiudere la seconda parte della posizione a breakeven). Riusciresti ad inserire il codice in una semplice strategia da utilizzare come modello?

  Grazie

  // partial close once partialclose = 0 If partialclose then ONCE PerCent = 0,5 //0.1 = 10% positions to close ONCE PerCentGain = 0,005 //0.005 = 0.5% gain ONCE MinLotSize = 0.5 //IG minimum ExitQuantity = abs(CountOfPosition) * PerCent LeftQty = max(MinLotSize,abs(CountOfPosition) - ExitQuantity) CloseQuantity = abs(CountOfPosition) - LeftQty IF Not OnMarket THEN Flag = 1 ENDIF IF partialclose AND LongOnMarket and close >= (PositionPrice * (1 + PerCentGain)) AND Flag THEN SELL CloseQuantity Contracts AT Market Flag = 0 endif IF partialclose AND ShortOnMarket and close <= (PositionPrice * (1 - PerCentGain)) AND Flag THEN exitshort CloseQuantity Contracts AT Market Flag = 0 endif endif

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  // partial close once partialclose = 0 If partialclose then ONCE PerCent     = 0,5                           //0.1 = 10%  positions to close ONCE PerCentGain = 0,005                  //0.005 = 0.5% gain ONCE MinLotSize  = 0.5                       //IG minimum ExitQuantity     = abs(CountOfPosition) * PerCent LeftQty          = max(MinLotSize,abs(CountOfPosition) - ExitQuantity) CloseQuantity    = abs(CountOfPosition) - LeftQty IF Not OnMarket THEN Flag = 1 ENDIF IF partialclose AND LongOnMarket and close >= (PositionPrice * (1 + PerCentGain))  AND Flag THEN SELL CloseQuantity Contracts AT Market Flag = 0 endif   IF partialclose AND ShortOnMarket and close <= (PositionPrice * (1 - PerCentGain))  AND Flag THEN exitshort CloseQuantity Contracts AT Market Flag = 0 endif endif

   

  

  MauroPro

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  07/29/2021 at 10:27 AM #174332
  robertogozzi

  Le linee 3 e 24 puoi toglierle. La condizione viene già verificata alle linee 15 e 20.

  Basta che aggiungi queste righe alla fine (operano solo DOPO che la prima parte è stata chiusa):

  IF Flag = 0 THEN SELL AT TradePrice STOP EXITSHORT AT TradePrice STOP ENDIF

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  IF Flag = 0 THEN    SELL      AT TradePrice STOP    EXITSHORT AT TradePrice STOP ENDIF

  

  robertogozzi

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  07/29/2021 at 10:48 AM #174334
  MauroPro

  Quindi così:

  // partial close once partialclose = 0 ONCE PerCent = 0.5 //0.1 = 10% positions to close ONCE PerCentGain = 0.005 //0.005 = 0.5% gain ONCE MinLotSize = 0.5 //IG minimum ExitQuantity = abs(CountOfPosition) * PerCent LeftQty = max(MinLotSize,abs(CountOfPosition) - ExitQuantity) CloseQuantity = abs(CountOfPosition) - LeftQty IF Not OnMarket THEN Flag = 1 ENDIF IF partialclose AND LongOnMarket and close >= (PositionPrice * (1 + PerCentGain)) AND Flag THEN SELL CloseQuantity Contracts AT Market Flag = 0 endif IF partialclose AND ShortOnMarket and close <= (PositionPrice * (1 - PerCentGain)) AND Flag THEN exitshort CloseQuantity Contracts AT Market Flag = 0 endif IF Flag = 0 THEN SELL AT TradePrice STOP EXITSHORT AT TradePrice STOP ENDIF

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  // partial close once partialclose = 0 ONCE PerCent     = 0.5                           //0.1 = 10%  positions to close ONCE PerCentGain = 0.005                         //0.005 = 0.5% gain ONCE MinLotSize  = 0.5                           //IG minimum ExitQuantity     = abs(CountOfPosition) * PerCent LeftQty          = max(MinLotSize,abs(CountOfPosition) - ExitQuantity) CloseQuantity    = abs(CountOfPosition) - LeftQty IF Not OnMarket THEN Flag = 1 ENDIF IF partialclose AND LongOnMarket and close >= (PositionPrice * (1 + PerCentGain))  AND Flag THEN SELL CloseQuantity Contracts AT Market Flag = 0 endif   IF partialclose AND ShortOnMarket and close <= (PositionPrice * (1 - PerCentGain))  AND Flag THEN exitshort CloseQuantity Contracts AT Market Flag = 0 endif   IF Flag = 0 THEN SELL AT TradePrice STOP EXITSHORT AT TradePrice STOP ENDIF

  Ho provato con due contratti, ma non mi chiude metà posizione (il n di operazioni è lo stesso del TS base).

  Ho un dubbio: lo snippet traduce  la percentuale (ONCE PerCent = 0,5 //0.5 = 50% positions to close) in contratti, oppure bisogna scrivere delle righe per la conversione? (in pratica PerCent 0.5 se si utilizzano 2 contratti converte automaticamente la % in 1 contratto?)

  

  MauroPro

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  07/29/2021 at 11:07 AM #174336
  robertogozzi

  Le righe 6-8 fanno questo lavoro:

  • riga 6: calcola la quantità da chiudere (0.5 equivale al 50%)
  • riga 7: calcola quant’è il restante, assicurandosi che non sia inferiore al minimo richiesto
  • riga 8: determina la quantità da chiudere

  con GRAPH e GRAPHONPRICE puoi verificare, oltre ai dati relativi ai lotti, anche se la percentuale di guadagno è stata raggiunta, o meno:

  GRAPHONPRICE (PositionPrice * (1 + PerCentGain)) AS "Profitto" GRAPH CloseQuantity GRAPH LeftQty GRAPH ExitQuantity

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  GRAPHONPRICE (PositionPrice * (1 + PerCentGain)) AS "Profitto" GRAPH CloseQuantity GRAPH LeftQty GRAPH ExitQuantity

   

   

  

  robertogozzi

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  07/29/2021 at 9:11 PM #174357
  MauroPro

  Ho fatto delle prove, ma non riesco. Quando hai tempo prova ad inserire lo snippet sopra riportato in questo TS sul Dax 15 molto semplificato, sicuramente sbaglio qualcosa.

  (per avere più segnali di uscita del primo contratto “Once PerCentGain” può essere anche inferiore a 0.005)

  Grazie

  DEFPARAM CumulateOrders=False DEFPARAM Flatbefore = 010000 DEFPARAM Flatafter = 173000 //----------------------------------------------------------------------------------------------------------------------- myMacd = exponentialAverage[12]-exponentialAverage[32] myMacdSignal = exponentialAverage[52](myMacd) mySuperTrend=superTrend[3,10] //------------------------------------------------------------- c1Buy=high>high[3] or high>high[4] c2Buy=myMacd>myMacdSignal c3Buy=myMacd[5]<myMacdSignal[5] c4Buy=high > mySuperTrend //-------------------------------------------------------------- c1Sell=low<low[3] or low<low[4] c2Sell=myMacd<myMacdSignal c3Sell=myMacd[5]>myMacdSignal[5] c4Sell=low < mySuperTrend // ------------------------------------------------------------ cLong=c1Buy and c2Buy and c3Buy and c4Buy cShort=c1Sell and c2Sell and c3Sell and c4Sell //------------------------------------------------------------------- IF cLong THEN BUY 2 CONTRACTS AT MARKET ENDIF If cShort THEN SELLSHORT 2 CONTRACTS AT MARKET ENDIF //-------------------------------------------------------------- set stop %loss 0.6 set target %profit 1.4

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  DEFPARAM CumulateOrders=False DEFPARAM Flatbefore = 010000 DEFPARAM Flatafter = 173000 //----------------------------------------------------------------------------------------------------------------------- myMacd = exponentialAverage[12]-exponentialAverage[32] myMacdSignal = exponentialAverage[52](myMacd) mySuperTrend=superTrend[3,10] //------------------------------------------------------------- c1Buy=high>high[3] or high>high[4] c2Buy=myMacd>myMacdSignal c3Buy=myMacd[5]<myMacdSignal[5] c4Buy=high > mySuperTrend //-------------------------------------------------------------- c1Sell=low<low[3] or low<low[4] c2Sell=myMacd<myMacdSignal c3Sell=myMacd[5]>myMacdSignal[5] c4Sell=low < mySuperTrend // ------------------------------------------------------------ cLong=c1Buy and c2Buy and c3Buy  and c4Buy cShort=c1Sell and c2Sell and c3Sell  and c4Sell //------------------------------------------------------------------- IF  cLong THEN BUY 2 CONTRACTS AT MARKET ENDIF If cShort THEN SELLSHORT 2 CONTRACTS AT MARKET ENDIF //-------------------------------------------------------------- set stop %loss 0.6 set target %profit 1.4

   

  

  MauroPro

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  07/29/2021 at 10:03 PM #174361
  robertogozzi

  Che risultati ti davsnoi GRAPH?

   

  

  robertogozzi

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  07/29/2021 at 10:14 PM #174362
  MauroPro

  Nessuno, perchè non mi splitta la posizione. ecco perchè vorrei vedere come e dove inserisci lo snippet.

  Compare una cosa così:

  

  MauroPro

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  07/30/2021 at 9:38 AM #174372
  MauroPro

  Ciao Roberto, ho riprovato ma quel codice non MI funziona.

  In compenso ho trovato un altro codice simile (presente la sola parte long) che invece funziona (è riportato sotto A).

  Ti vorrei chiedere: mi potresti correggere la parte short che per come ho provato a scriverla non mi funziona (mi splitta più volte la chiusura). La riporto in fondo (B).

  Grazie

  A

  DEFPARAM CumulateOrders=False DEFPARAM Flatbefore = 010000 DEFPARAM Flatafter = 173000 //----------------------------------------------------------------------------------------------------------------------- myMacd = exponentialAverage[12]-exponentialAverage[32] myMacdSignal = exponentialAverage[52](myMacd) mySuperTrend=superTrend[3,10] //------------------------------------------------------------- c1Buy=high>high[3] or high>high[4] c2Buy=myMacd>myMacdSignal c3Buy=myMacd[5]<myMacdSignal[5] c4Buy=high > mySuperTrend //-------------------------------------------------------------- c1Sell=low<low[3] or low<low[4] c2Sell=myMacd<myMacdSignal c3Sell=myMacd[5]>myMacdSignal[5] c4Sell=low < mySuperTrend // ------------------------------------------------------------ cLong=c1Buy and c2Buy and c3Buy and c4Buy cShort=c1Sell and c2Sell and c3Sell and c4Sell //------------------------------------------------------------------- ONCE partialclose = 1 ONCE PerCent = 0.5 //50% = positions to close ONCE PerCentGain = 0.005 //0.5% increase ONCE MinLotSize = 0.5 //0.5 lots minimum ONCE Increments = 1 // if partialclose and OnMarket then ExitQuantity = max(ExitQuantity[1],abs(CountOfPosition) * PerCent) LeftQty = max(MinLotSize,abs(CountOfPosition) - ExitQuantity) CloseQuantity = abs(CountOfPosition) - LeftQty else CloseQuantity = 0 Increments = 1 endif //----------------------------------------------------------------------- IF cLong and not onMarket THEN BUY 2 CONTRACTS AT MARKET ENDIF IF close >= (PositionPrice * (1 + (PerCentGain * Increments))) AND LongOnMarket AND CloseQuantity > 0 THEN SELL CloseQuantity Contracts AT Market Increments = Increments + 1 ENDIF //If cShort THEN //SELLSHORT 2 CONTRACTS AT MARKET //ENDIF //-------------------------------------------------------------- set stop %loss 0.6 set target %profit 1.4 graph abs(countofposition) graph PerCentGain * Increments graph ExitQuantity

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  DEFPARAM CumulateOrders=False DEFPARAM Flatbefore = 010000 DEFPARAM Flatafter = 173000 //----------------------------------------------------------------------------------------------------------------------- myMacd = exponentialAverage[12]-exponentialAverage[32] myMacdSignal = exponentialAverage[52](myMacd) mySuperTrend=superTrend[3,10] //------------------------------------------------------------- c1Buy=high>high[3] or high>high[4] c2Buy=myMacd>myMacdSignal c3Buy=myMacd[5]<myMacdSignal[5] c4Buy=high > mySuperTrend //-------------------------------------------------------------- c1Sell=low<low[3] or low<low[4] c2Sell=myMacd<myMacdSignal c3Sell=myMacd[5]>myMacdSignal[5] c4Sell=low < mySuperTrend // ------------------------------------------------------------ cLong=c1Buy and c2Buy and c3Buy  and c4Buy cShort=c1Sell and c2Sell and c3Sell  and c4Sell //------------------------------------------------------------------- ONCE partialclose = 1 ONCE PerCent      = 0.5             //50%  = positions to close ONCE PerCentGain  = 0.005            //0.5% increase ONCE MinLotSize   = 0.5              //0.5  lots minimum ONCE Increments   = 1 // if partialclose and OnMarket then ExitQuantity   = max(ExitQuantity[1],abs(CountOfPosition) * PerCent) LeftQty        = max(MinLotSize,abs(CountOfPosition) - ExitQuantity) CloseQuantity  = abs(CountOfPosition) - LeftQty else CloseQuantity  = 0 Increments     = 1 endif //----------------------------------------------------------------------- IF  cLong and not onMarket THEN BUY 2 CONTRACTS AT MARKET ENDIF   IF close >= (PositionPrice * (1 + (PerCentGain * Increments))) AND LongOnMarket AND CloseQuantity > 0 THEN SELL CloseQuantity Contracts AT Market Increments = Increments + 1 ENDIF   //If cShort THEN //SELLSHORT 2 CONTRACTS AT MARKET //ENDIF //-------------------------------------------------------------- set stop %loss 0.6 set target %profit 1.4   graph abs(countofposition) graph PerCentGain * Increments graph ExitQuantity

  B  ( parte short )

  ONCE partialclose = 1 ONCE PerCent = 0.5 //25% = positions to close ONCE PerCentGain = 0.005 //0.5% increase ONCE MinLotSize = 0.5 //0.5 lots minimum ONCE Increments = 1 // if partialclose and OnMarket then ExitQuantity = max(ExitQuantity[1],abs(CountOfPosition) * PerCent) LeftQty = max(MinLotSize,abs(CountOfPosition) - ExitQuantity) CloseQuantity = abs(CountOfPosition) - LeftQty else CloseQuantity = 0 Increments = 1 endif //--------------------------------------------------------------------------- If cShort THEN SELLSHORT 2 CONTRACTS AT MARKET ENDIF IF close <= (PositionPrice * (1 - (PerCentGain * Increments))) AND shortOnMarket AND CloseQuantity > 0 THEN exitShort CloseQuantity Contracts AT Market Increments = Increments + 1 ENDIF

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  ONCE partialclose = 1 ONCE PerCent      = 0.5             //25%  = positions to close ONCE PerCentGain  = 0.005            //0.5% increase ONCE MinLotSize   = 0.5              //0.5  lots minimum ONCE Increments   = 1 // if partialclose and OnMarket then ExitQuantity   = max(ExitQuantity[1],abs(CountOfPosition) * PerCent) LeftQty        = max(MinLotSize,abs(CountOfPosition) - ExitQuantity) CloseQuantity  = abs(CountOfPosition) - LeftQty else CloseQuantity  = 0 Increments     = 1 endif //--------------------------------------------------------------------------- If cShort THEN SELLSHORT 2 CONTRACTS AT MARKET ENDIF   IF close <= (PositionPrice * (1 - (PerCentGain * Increments))) AND shortOnMarket AND CloseQuantity > 0 THEN exitShort CloseQuantity Contracts AT Market Increments = Increments + 1 ENDIF

   

  

  MauroPro

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  07/30/2021 at 9:58 AM #174375
  MauroPro

  A volte mi splitta più di due volte la chiusura di una posizione short, non sempre.

  

  MauroPro

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  07/30/2021 at 6:59 PM #174405
  robertogozzi

  Ho potuto verificare che non cghiudeva metà posizione perché prima di arrivare al limite entrava in Stop & Reverse (con GRAPHONPRICE si vede bene che il prezzo non arriva a quel limite). E faceva lo Stop & Reverse perché non avevi usato AND Not OnMarket nelle entrate. Se questo era voluto, allora andava bene come faceva prima.

  L’altro codice ti funziona perché Long e Short sono in due sistemi separati.

  Questo è il tuo primo codice funzionante. Ho fatto delle banali modifiche al codice delle chiusure parziali, ma solo per migliorare la visualizzazione con GRAPH, il funzionamento è lo stesso di prima:

  DEFPARAM CumulateOrders=False DEFPARAM Flatbefore = 010000 DEFPARAM Flatafter = 173000 //----------------------------------------------------------------------------------------------------------------------- myMacd = exponentialAverage[12]-exponentialAverage[32] myMacdSignal = exponentialAverage[52](myMacd) mySuperTrend=superTrend[3,10] //------------------------------------------------------------- c1Buy=high>high[3] or high>high[4] c2Buy=myMacd>myMacdSignal c3Buy=myMacd[5]<myMacdSignal[5] c4Buy=high > mySuperTrend //-------------------------------------------------------------- c1Sell=low<low[3] or low<low[4] c2Sell=myMacd<myMacdSignal c3Sell=myMacd[5]>myMacdSignal[5] c4Sell=low < mySuperTrend // ------------------------------------------------------------ cLong=c1Buy and c2Buy and c3Buy and c4Buy cShort=c1Sell and c2Sell and c3Sell and c4Sell //------------------------------------------------------------------- IF cLong AND Not OnMarket THEN BUY 2 CONTRACTS AT MARKET ENDIF If cShort AND Not OnMarket THEN SELLSHORT 2 CONTRACTS AT MARKET ENDIF //-------------------------------------------------------------- set stop %loss 0.6 set target %profit 1.4 // // partial close IF Not OnMarket THEN Flag = 1 ENDIF once partialclose = 1 ONCE PerCent = 0.5 //0.1 = 10% positions to close ONCE PerCentGain = 0.005 //0.005 = 0.5% gain ONCE MinLotSize = 0.5 //IG minimum IF Flag = 1 THEN ExitQuantity = abs(CountOfPosition) * PerCent LeftQty = max(MinLotSize,abs(CountOfPosition) - ExitQuantity) CloseQuantity = abs(CountOfPosition) - LeftQty ENDIF IF partialclose AND LongOnMarket and close >= (PositionPrice * (1 + PerCentGain)) AND Flag THEN SELL CloseQuantity Contracts AT Market Flag = 0 endif IF partialclose AND ShortOnMarket and close <= (PositionPrice * (1 - PerCentGain)) AND Flag THEN exitshort CloseQuantity Contracts AT Market Flag = 0 endif IF Flag = 0 THEN SELL AT TradePrice STOP EXITSHORT AT TradePrice STOP ENDIF // GRAPHONPRICE (PositionPrice * (1 + PerCentGain)) coloured(0,255,0,255) AS "ProfittoL" GRAPHONPRICE (PositionPrice * (1 - PerCentGain)) coloured(255,0,0,255) AS "ProfittoS" GRAPH CloseQuantity GRAPH LeftQty GRAPH ExitQuantity coloured(0,0,255,255) graph Flag coloured(255,0,0,255) graph abs(CountOfPosition) coloured(0,128,0,150)

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  DEFPARAM CumulateOrders=False DEFPARAM Flatbefore = 010000 DEFPARAM Flatafter = 173000 //----------------------------------------------------------------------------------------------------------------------- myMacd = exponentialAverage[12]-exponentialAverage[32] myMacdSignal = exponentialAverage[52](myMacd) mySuperTrend=superTrend[3,10] //------------------------------------------------------------- c1Buy=high>high[3] or high>high[4] c2Buy=myMacd>myMacdSignal c3Buy=myMacd[5]<myMacdSignal[5] c4Buy=high > mySuperTrend //-------------------------------------------------------------- c1Sell=low<low[3] or low<low[4] c2Sell=myMacd<myMacdSignal c3Sell=myMacd[5]>myMacdSignal[5] c4Sell=low < mySuperTrend // ------------------------------------------------------------ cLong=c1Buy and c2Buy and c3Buy  and c4Buy cShort=c1Sell and c2Sell and c3Sell  and c4Sell //------------------------------------------------------------------- IF  cLong AND Not OnMarket THEN    BUY 2 CONTRACTS AT MARKET ENDIF If cShort AND Not OnMarket THEN    SELLSHORT 2 CONTRACTS AT MARKET ENDIF //-------------------------------------------------------------- set stop   %loss   0.6 set target %profit 1.4 // // partial close IF Not OnMarket THEN    Flag = 1 ENDIF once partialclose = 1 ONCE PerCent     = 0.5                           //0.1 = 10%  positions to close ONCE PerCentGain = 0.005                         //0.005 = 0.5% gain ONCE MinLotSize  = 0.5                           //IG minimum IF Flag = 1 THEN    ExitQuantity     = abs(CountOfPosition) * PerCent    LeftQty          = max(MinLotSize,abs(CountOfPosition) - ExitQuantity)    CloseQuantity    = abs(CountOfPosition) - LeftQty ENDIF   IF partialclose AND LongOnMarket and close >= (PositionPrice * (1 + PerCentGain))  AND Flag THEN    SELL CloseQuantity Contracts AT Market    Flag = 0 endif IF partialclose AND ShortOnMarket and close <= (PositionPrice * (1 - PerCentGain))  AND Flag THEN    exitshort CloseQuantity Contracts AT Market    Flag = 0 endif IF Flag = 0  THEN    SELL      AT TradePrice STOP    EXITSHORT AT TradePrice STOP ENDIF // GRAPHONPRICE (PositionPrice * (1 + PerCentGain)) coloured(0,255,0,255) AS "ProfittoL" GRAPHONPRICE (PositionPrice * (1 - PerCentGain)) coloured(255,0,0,255) AS "ProfittoS" GRAPH CloseQuantity GRAPH LeftQty GRAPH ExitQuantity         coloured(0,0,255,255) graph Flag                 coloured(255,0,0,255) graph abs(CountOfPosition) coloured(0,128,0,150)

  

  robertogozzi

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  07/30/2021 at 9:46 PM #174410
  MauroPro

  Controllo meglio domani, ma nel PRIMO CODICE che hai scritto sopra la chiusura del secondo contratto è diversa dal quella del secondo codice che invece coincide con il sistema di base (quello senza splitPosition).

  VD immagine allegata: (il alto, in marrone, c’è solo la parte long del primo codice, sotto la parte long del secondo codice ed infine la parte long del Ts senza splitPosition). – Mantengo ancora separate le parti per evitare in fase di studio problemi di  stop&reverse.

  Nel SECONDO CODICE sarebbe da controllare la parte short [vd sotto] (ossia se l’ho scritta correttamente) e poi capere perchè  a volte splitta in 3 l’uscita (a volte, ma raramente lo fa anche la parte long). Allego il TS solo short del secondo codice.

  DEFPARAM CumulateOrders=False DEFPARAM Flatbefore = 010000 DEFPARAM Flatafter = 173000 //----------------------------------------------------------------------------------------------------------------------- myMacd = exponentialAverage[12]-exponentialAverage[32] myMacdSignal = exponentialAverage[52](myMacd) mySuperTrend=superTrend[3,10] //------------------------------------------------------------- c1Buy=high>high[3] or high>high[4] c2Buy=myMacd>myMacdSignal c3Buy=myMacd[5]<myMacdSignal[5] c4Buy=high > mySuperTrend //-------------------------------------------------------------- c1Sell=low<low[3] or low<low[4] c2Sell=myMacd<myMacdSignal c3Sell=myMacd[5]>myMacdSignal[5] c4Sell=low < mySuperTrend // ------------------------------------------------------------ cLong=c1Buy and c2Buy and c3Buy and c4Buy cShort=c1Sell and c2Sell and c3Sell and c4Sell //------------------------------------------------------------------- ONCE partialclose = 1 ONCE PerCent = 0.5 //50% = positions to close ONCE PerCentGain = 0.005 //0.5% increase ONCE MinLotSize = 0.5 //0.5 lots minimum ONCE Increments = 1 // if partialclose and OnMarket then ExitQuantity = max(ExitQuantity[1],abs(CountOfPosition) * PerCent) LeftQty = max(MinLotSize,abs(CountOfPosition) - ExitQuantity) CloseQuantity = abs(CountOfPosition) - LeftQty else CloseQuantity = 0 Increments = 1 endif //--------------------------------------------------------------------------- If cShort THEN SELLSHORT 2 CONTRACTS AT MARKET ENDIF IF close <= (PositionPrice * (1 - (PerCentGain * Increments))) AND shortOnMarket AND CloseQuantity > 0 THEN exitShort CloseQuantity Contracts AT Market Increments = Increments + 1 ENDIF //-------------------------------------------------------------- set stop %loss 0.6 set target %profit 1.4 graph abs(countofposition) graph PerCentGain * Increments graph ExitQuantity

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  DEFPARAM CumulateOrders=False DEFPARAM Flatbefore = 010000 DEFPARAM Flatafter = 173000 //----------------------------------------------------------------------------------------------------------------------- myMacd = exponentialAverage[12]-exponentialAverage[32] myMacdSignal = exponentialAverage[52](myMacd) mySuperTrend=superTrend[3,10] //------------------------------------------------------------- c1Buy=high>high[3] or high>high[4] c2Buy=myMacd>myMacdSignal c3Buy=myMacd[5]<myMacdSignal[5] c4Buy=high > mySuperTrend //-------------------------------------------------------------- c1Sell=low<low[3] or low<low[4] c2Sell=myMacd<myMacdSignal c3Sell=myMacd[5]>myMacdSignal[5] c4Sell=low < mySuperTrend // ------------------------------------------------------------ cLong=c1Buy and c2Buy and c3Buy  and c4Buy cShort=c1Sell and c2Sell and c3Sell  and c4Sell //------------------------------------------------------------------- ONCE partialclose = 1 ONCE PerCent      = 0.5              //50%  = positions to close ONCE PerCentGain  = 0.005            //0.5% increase ONCE MinLotSize   = 0.5              //0.5  lots minimum ONCE Increments   = 1 // if partialclose and OnMarket then ExitQuantity   = max(ExitQuantity[1],abs(CountOfPosition) * PerCent) LeftQty        = max(MinLotSize,abs(CountOfPosition) - ExitQuantity) CloseQuantity  = abs(CountOfPosition) - LeftQty else CloseQuantity  = 0 Increments     = 1 endif //--------------------------------------------------------------------------- If cShort THEN SELLSHORT 2 CONTRACTS AT MARKET ENDIF   IF close <= (PositionPrice * (1 - (PerCentGain * Increments))) AND shortOnMarket AND CloseQuantity > 0 THEN exitShort CloseQuantity Contracts AT Market Increments = Increments + 1 ENDIF //-------------------------------------------------------------- set stop %loss 0.6 set target %profit 1.4   graph abs(countofposition) graph PerCentGain * Increments graph ExitQuantity

   

  

  MauroPro

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  07/31/2021 at 9:10 AM #174420
  MauroPro

  Ciao Roberto, confermo che nel PRIMO CODICE la chiusura del secondo contratto avviene molto prima della chiusura del secondo contratto del TS senza split  (è quindi sbagliata).

  Confermo anche che nel SECONDO CODICE la chiusura del secondo contratto è temporalmente uguale a quella del TS senza split, MA a volte avviene (inspiegabilmente) in 3 parti e non in 2 come dovrebbe (c’è quindi anche qui qualche errore).

  

  MauroPro

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  07/31/2021 at 9:14 AM #174423
  MauroPro

  Ho testato solo la parte LONG – cancellando completamente la parte del codice short dei tre sistemi – per evitare ogni tipo di stop&reverse.

  

  MauroPro

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  07/31/2021 at 9:28 AM #174425
  MauroPro

  TS BASE LONG DEFPARAM CumulateOrders=False DEFPARAM Flatbefore = 010000 DEFPARAM Flatafter = 173000 //---------------------------------------------------------------------------------------------------------------------- myMacd = exponentialAverage[12]-exponentialAverage[32] myMacdSignal = exponentialAverage[52](myMacd) mySuperTrend=superTrend[3,10] //------------------------------------------------------------- c1Buy=high>high[3] or high>high[4] c2Buy=myMacd>myMacdSignal c3Buy=myMacd[5]<myMacdSignal[5] c4Buy=high > mySuperTrend // ------------------------------------------------------------ cLong=c1Buy and c2Buy and c3Buy and c4Buy //------------------------------------------------------------------- IF cLong THEN BUY 2 CONTRACTS AT MARKET ENDIF //-------------------------------------------------------------- set stop %loss 0.6 set target %profit 1.4 TS PRIMO CODICE SPLIT-POSITION LONG DEFPARAM CumulateOrders=False DEFPARAM Flatbefore = 010000 DEFPARAM Flatafter = 173000 //---------------------------------------------------------------------------------------------------------------------- myMacd = exponentialAverage[12]-exponentialAverage[32] myMacdSignal = exponentialAverage[52](myMacd) mySuperTrend=superTrend[3,10] //------------------------------------------------------------- c1Buy=high>high[3] or high>high[4] c2Buy=myMacd>myMacdSignal c3Buy=myMacd[5]<myMacdSignal[5] c4Buy=high > mySuperTrend // ------------------------------------------------------------ cLong=c1Buy and c2Buy and c3Buy and c4Buy //------------------------------------------------------------------- IF cLong AND Not OnMarket THEN BUY 2 CONTRACTS AT MARKET ENDIF //-------------------------------------------------------------- set stop %loss 0.6 set target %profit 1.4 //------------------------------------------------------------------------------------------------------- // partial close IF Not OnMarket THEN Flag = 1 ENDIF //----------------------------------- once partialclose = 1 ONCE PerCent = 0.5 //0.1 = 10% positions to close ONCE PerCentGain = 0.005 //0.005 = 0.5% gain ONCE MinLotSize = 0.5 //IG minimum IF Flag = 1 THEN ExitQuantity = abs(CountOfPosition) * PerCent LeftQty = max(MinLotSize,abs(CountOfPosition) - ExitQuantity) CloseQuantity = abs(CountOfPosition) - LeftQty ENDIF //------------------------------------------------ IF partialclose AND LongOnMarket and close >= (PositionPrice * (1 + PerCentGain)) AND Flag THEN SELL CloseQuantity Contracts AT Market Flag = 0 endif //---------------------------------------------- IF Flag = 0 THEN SELL AT TradePrice STOP ENDIF //--------------------------------------------------- GRAPHONPRICE (PositionPrice * (1 + PerCentGain)) coloured(0,255,0,255) AS "ProfittoL" GRAPHONPRICE (PositionPrice * (1 - PerCentGain)) coloured(255,0,0,255) AS "ProfittoS" GRAPH CloseQuantity GRAPH LeftQty GRAPH ExitQuantity coloured(0,0,255,255) graph Flag coloured(255,0,0,255) graph abs(CountOfPosition) coloured(0,128,0,150) TS SECONDO CODICE SPLIT-POSITION LONG DEFPARAM CumulateOrders=False DEFPARAM Flatbefore = 010000 DEFPARAM Flatafter = 173000 //---------------------------------------------------------------------------------------------------------------------- myMacd = exponentialAverage[12]-exponentialAverage[32] myMacdSignal = exponentialAverage[52](myMacd) mySuperTrend=superTrend[3,10] //------------------------------------------------------------- c1Buy=high>high[3] or high>high[4] c2Buy=myMacd>myMacdSignal c3Buy=myMacd[5]<myMacdSignal[5] c4Buy=high > mySuperTrend // ------------------------------------------------------------ cLong=c1Buy and c2Buy and c3Buy and c4Buy //------------------------------------------------------------------- ONCE partialclose = 1 ONCE PerCent = 0.5 //50% = positions to close ONCE PerCentGain = 0.005 //0.5% increase ONCE MinLotSize = 0.5 //0.5 lots minimum ONCE Increments = 1 if partialclose and OnMarket then ExitQuantity = max(ExitQuantity[1],abs(CountOfPosition) * PerCent) LeftQty = max(MinLotSize,abs(CountOfPosition) - ExitQuantity) CloseQuantity = abs(CountOfPosition) - LeftQty else CloseQuantity = 0 Increments = 1 endif //----------------------------------------------------------------------- IF cLong and not onMarket THEN BUY 2 CONTRACTS AT MARKET ENDIF IF close >= (PositionPrice * (1 + (PerCentGain * Increments))) AND LongOnMarket AND CloseQuantity > 0 THEN SELL CloseQuantity Contracts AT Market Increments = Increments + 1 ENDIF //-------------------------------------------------------------- set stop %loss 0.6 set target %profit 1.4 graph abs(countofposition) graph PerCentGain * Increments graph ExitQuantity

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  TS BASE LONG   DEFPARAM CumulateOrders=False DEFPARAM Flatbefore = 010000 DEFPARAM Flatafter = 173000 //---------------------------------------------------------------------------------------------------------------------- myMacd = exponentialAverage[12]-exponentialAverage[32] myMacdSignal = exponentialAverage[52](myMacd) mySuperTrend=superTrend[3,10] //------------------------------------------------------------- c1Buy=high>high[3] or high>high[4] c2Buy=myMacd>myMacdSignal c3Buy=myMacd[5]<myMacdSignal[5] c4Buy=high > mySuperTrend // ------------------------------------------------------------ cLong=c1Buy and c2Buy and c3Buy  and c4Buy //------------------------------------------------------------------- IF  cLong THEN BUY 2 CONTRACTS AT MARKET ENDIF //-------------------------------------------------------------- set stop %loss 0.6 set target %profit 1.4   TS PRIMO CODICE SPLIT-POSITION LONG     DEFPARAM CumulateOrders=False DEFPARAM Flatbefore = 010000 DEFPARAM Flatafter = 173000 //---------------------------------------------------------------------------------------------------------------------- myMacd = exponentialAverage[12]-exponentialAverage[32] myMacdSignal = exponentialAverage[52](myMacd) mySuperTrend=superTrend[3,10] //------------------------------------------------------------- c1Buy=high>high[3] or high>high[4] c2Buy=myMacd>myMacdSignal c3Buy=myMacd[5]<myMacdSignal[5] c4Buy=high > mySuperTrend // ------------------------------------------------------------ cLong=c1Buy and c2Buy and c3Buy  and c4Buy //------------------------------------------------------------------- IF  cLong AND Not OnMarket THEN BUY 2 CONTRACTS AT MARKET ENDIF //-------------------------------------------------------------- set stop   %loss   0.6 set target %profit 1.4 //------------------------------------------------------------------------------------------------------- // partial close IF Not OnMarket THEN Flag = 1 ENDIF //----------------------------------- once partialclose = 1 ONCE PerCent     = 0.5                           //0.1 = 10%  positions to close ONCE PerCentGain = 0.005                         //0.005 = 0.5% gain ONCE MinLotSize  = 0.5                           //IG minimum IF Flag = 1 THEN ExitQuantity     = abs(CountOfPosition) * PerCent LeftQty          = max(MinLotSize,abs(CountOfPosition) - ExitQuantity) CloseQuantity    = abs(CountOfPosition) - LeftQty ENDIF //------------------------------------------------ IF partialclose AND LongOnMarket and close >= (PositionPrice * (1 + PerCentGain))  AND Flag THEN SELL CloseQuantity Contracts AT Market Flag = 0 endif //---------------------------------------------- IF Flag = 0  THEN SELL      AT TradePrice STOP ENDIF //--------------------------------------------------- GRAPHONPRICE (PositionPrice * (1 + PerCentGain)) coloured(0,255,0,255) AS "ProfittoL" GRAPHONPRICE (PositionPrice * (1 - PerCentGain)) coloured(255,0,0,255) AS "ProfittoS" GRAPH CloseQuantity GRAPH LeftQty GRAPH ExitQuantity         coloured(0,0,255,255) graph Flag                 coloured(255,0,0,255) graph abs(CountOfPosition) coloured(0,128,0,150)     TS SECONDO CODICE SPLIT-POSITION LONG     DEFPARAM CumulateOrders=False DEFPARAM Flatbefore = 010000 DEFPARAM Flatafter = 173000 //---------------------------------------------------------------------------------------------------------------------- myMacd = exponentialAverage[12]-exponentialAverage[32] myMacdSignal = exponentialAverage[52](myMacd) mySuperTrend=superTrend[3,10] //------------------------------------------------------------- c1Buy=high>high[3] or high>high[4] c2Buy=myMacd>myMacdSignal c3Buy=myMacd[5]<myMacdSignal[5] c4Buy=high > mySuperTrend // ------------------------------------------------------------ cLong=c1Buy and c2Buy and c3Buy  and c4Buy //------------------------------------------------------------------- ONCE partialclose = 1 ONCE PerCent      = 0.5             //50%  = positions to close ONCE PerCentGain  = 0.005            //0.5% increase ONCE MinLotSize   = 0.5              //0.5  lots minimum ONCE Increments   = 1   if partialclose and OnMarket then ExitQuantity   = max(ExitQuantity[1],abs(CountOfPosition) * PerCent) LeftQty        = max(MinLotSize,abs(CountOfPosition) - ExitQuantity) CloseQuantity  = abs(CountOfPosition) - LeftQty else CloseQuantity  = 0 Increments     = 1 endif //----------------------------------------------------------------------- IF  cLong and not onMarket THEN BUY 2 CONTRACTS AT MARKET ENDIF   IF close >= (PositionPrice * (1 + (PerCentGain * Increments))) AND LongOnMarket AND CloseQuantity > 0 THEN SELL CloseQuantity Contracts AT Market Increments = Increments + 1 ENDIF   //-------------------------------------------------------------- set stop %loss 0.6 set target %profit 1.4   graph abs(countofposition) graph PerCentGain * Increments graph ExitQuantity

   

  

  MauroPro

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  07/31/2021 at 9:36 AM #174428
  robertogozzi

  Funzionano così?

   

  

  robertogozzi

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