Codice pattern candlestick

• 10/10/2016 at 2:50 PM #14584
  Luigi5192

  salve sono nuovo in questo forum, e ho un problema di creazione di una strategia.

  Voglio creare una strategia dove vado a dire che per aprire una posizione long la prima candela deve aprire sotto la banda superiore di bollinger e chiudere sopra, la seconda candela aprire sopra e chiudere sotto, e la terza chiudere sotto il min della prima, viceversa per una posizione short.

  l’entrata viene eseguita a chiusura della 3 candela.

  

  Luigi5192

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  10/10/2016 at 4:20 PM #14591
  robertogozzi

  Penso questo possa andare (dovrai aggiustare SL e TP ed eventuali altre condizioni), se ho ben capito il tuo quesito.

  Quella che tu chiami “terza candela” è la candela corrente, la cui chiusura si indica con CLOSE[0] o semplicemente CLOSE (così come low, high, open). La seconda è la candela [1], la prima è la candela [2].

  DEFPARAM CumulateOrders = False //No more than 1 trade allowed BBavg = 20 //20-period BB BBdev = 2 //2-point deviation BBVal = average[BBavg](close) //BB 20 mean (middle line) BollUp = BBval + (std[BBavg](close) * BBdev) //Bollinger Up value (20, 2) BollDn = BBval - (std[BBavg](close) * BBdev) //Bollinger Down value (20, 2) // Conditions to enter a LONG trade c1 = (open[2] < BollUp) AND (close[2] > BollUp) //First candle opens below and closes above BB up c2 = (open[1] > BollUp) AND (close[1] < BollUp) //Second candle opens above and closes below BB up c3 = (close < low[2]) //Third, or current, candle closes below the minimum // of the first candle IF c1 AND c2 AND c3 THEN BUY 1 CONTRACT AT MARKET ENDIF // Conditions to enter a SHORT trade c4 = (open[2] > BollDn) AND (close[2] < BollDn) //First candle opens above and closes below BB down c5 = (open[1] < BollDn) AND (close[1] > BollDn) //Second candle opens below and closes above BB down c6 = (close > high[2]) //Third, or current, candle closes above the maximum // of the first candle IF c4 AND c5 AND c6 THEN SELLSHORT 1 CONTRACT AT MARKET ENDIF // Stop e target SET TARGET PPROFIT 10 SET STOP PLOSS 10

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  DEFPARAM CumulateOrders = False                   //No more than 1 trade allowed   BBavg = 20                                        //20-period BB BBdev = 2                                         //2-point deviation BBVal = average[BBavg](close)                     //BB 20 mean (middle line) BollUp = BBval + (std[BBavg](close) * BBdev)      //Bollinger Up   value (20, 2) BollDn = BBval - (std[BBavg](close) * BBdev)      //Bollinger Down value (20, 2)   //               Conditions to enter a LONG trade c1 = (open[2] < BollUp) AND (close[2] > BollUp) //First  candle opens below and closes above BB up c2 = (open[1] > BollUp) AND (close[1] < BollUp) //Second candle opens above and closes below BB up c3 = (close < low[2])                           //Third, or current, candle closes below the minimum                                                 //                   of the first candle IF c1 AND c2 AND c3 THEN BUY 1 CONTRACT AT MARKET ENDIF   //               Conditions to enter a SHORT trade c4 = (open[2] > BollDn) AND (close[2] < BollDn) //First  candle opens above and closes below BB down c5 = (open[1] < BollDn) AND (close[1] > BollDn) //Second candle opens below and closes above BB down c6 = (close > high[2])                          //Third, or current, candle closes above the maximum //                                                                   of the first candle IF c4 AND c5 AND c6 THEN SELLSHORT 1 CONTRACT AT MARKET ENDIF   //     Stop e target SET TARGET PPROFIT 10 SET STOP PLOSS 10

  Ho scritto le annotazione in inglese perché sono abutuato a scrivere in inglese ed è facilmente comprensibile anche ad utenti non italiani.
  
  

  Ciao.

  1 user thanked author for this post.

  Nicolas

  

  robertogozzi

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  10/10/2016 at 5:23 PM #14594
  Luigi5192

  ti ringrazio, saluti.

  

  Luigi5192

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