Conversione codice TS multicharts

• 08/23/2020 at 5:58 PM #142368
  enzo_52

  Salve a tutti,

  ho questo codice per multichart che vorrei codificare in PRT, codice su Gold tf 1h, qualcuno potrebbe aiutarmi?

  grazie

  PS.

  gli orari sono quelli di Chicago

  gold tf 1h

  input:valoreSL(1500); vars: LongTrades(0), ShortTrades(0); If date<>date[1] then begin LongTrades=0; ShortTrades=0; end; var : giornoIndecisione (false); giornoIndecisione = absvalue(opend(1)-closed(1)) <= 0.50*(Highd(1)-LowD(1)); // Filtro indecisione giorno precedente If Marketposition = 0 and Time>1000 and Time<2400 and LongTrades=0 and giornoIndecisione and Momentum(close,5)<2*avgtruerange(5) and Highest(High[1],3)<maxlist(HighD(1), HighD(2)) [1] then buy next bar maxlist(HighD(1), HighD(2))stop; If Marketposition = 0 and Time>100 and Time<1000 and ShortTrades=0 and giornoIndecisione and Momentum(close,5)<2*avgtruerange(3) and lowest(Low[1],3)>minlist(LowD(1), LowD(2))[1] then sellshort next bar minlist(LowD(1), LowD(2)) stop; If Marketposition = 1 and Time=200 then sell next bar market; If Marketposition = -1 and Time=1000 then buytocover next bar market; //casual friday If dayofweek(date)=5 and T=1600 then Begin sell next bar market; buytocover next bar market; end; input: percentualeDaily(80), ATRLength(4); If MarketPosition <>0 then begin sell Next Bar at (EntryPrice -(percentualeDaily/100) * AvgTrueRange(ATRLength) of Data2) stop; buytocover Next Bar at (EntryPrice + (percentualeDaily/100) * AvgTrueRange(ATRLength) of Data2) stop; end; if valoreSL <> 0 then setstoploss(valoreSL );

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  input:valoreSL(1500);     vars: LongTrades(0), ShortTrades(0);     If date<>date[1] then begin LongTrades=0; ShortTrades=0; end;     var : giornoIndecisione (false); giornoIndecisione = absvalue(opend(1)-closed(1)) <= 0.50*(Highd(1)-LowD(1)); // Filtro indecisione giorno precedente     If Marketposition = 0 and  Time>1000 and Time<2400 and    LongTrades=0 and    giornoIndecisione  and    Momentum(close,5)<2*avgtruerange(5) and Highest(High[1],3)<maxlist(HighD(1), HighD(2)) [1]    then buy next bar  maxlist(HighD(1), HighD(2))stop; If Marketposition = 0 and Time>100 and Time<1000 and    ShortTrades=0 and    giornoIndecisione  and    Momentum(close,5)<2*avgtruerange(3) and    lowest(Low[1],3)>minlist(LowD(1), LowD(2))[1] then sellshort next bar  minlist(LowD(1), LowD(2))  stop;   If Marketposition = 1 and Time=200 then sell next bar market; If Marketposition = -1 and Time=1000 then buytocover next bar market;       //casual friday If dayofweek(date)=5 and T=1600 then Begin sell next bar market; buytocover next bar market; end;     input: percentualeDaily(80), ATRLength(4); If MarketPosition <>0  then begin    sell  Next Bar  at (EntryPrice -(percentualeDaily/100) * AvgTrueRange(ATRLength) of Data2) stop;    buytocover  Next Bar  at (EntryPrice + (percentualeDaily/100) * AvgTrueRange(ATRLength) of Data2) stop; end;       if valoreSL <> 0 then setstoploss(valoreSL );

   

  

  enzo_52

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  09/02/2020 at 12:17 AM #143160
  DANY

  Ciao,

  eccolo !

  1. Ho assunto che il DATA2 di Multicharts fosse sempre sul GOLD e con Timeframe giornaliero.
  2. Importante sarebbe sapere se Multichart gira su Ora Locale o su “Exchange Time” perchè in tal caso andrebbero riportati gli orari Exchange o meglio convertiti in Local per PRT. Io al momento li ho tenuti invariati.
  3. Andrebbe ottimizzato lo STOP Loss che ho tenuto ad 1/10 del contratto Future GOLD.
  4. Risultato complessivamente non male ma CFD e Future non sono sempre confrontabili. Però è interessante e ci si può lavorare…. Se ne hai altri li traduco senza problemi. Ci metto 10 minuti. Al limite sentiamoci direttamente se preferisci.

  Ciao.

  Eccolo. Ciao.

  valoreSL=150 //x CFD 10 oz, un decimo del Gold standard If date<>date[1] then LongTrades=0 ShortTrades=0 endif giornoIndecisione=0 giornoIndecisione = abs(dopen(1)-dclose(1)) <= 0.50*(dHigh(1)-dLow(1)) // Filtro indecisione giorno precedente CondL1=Momentum[5](close)<2*averagetruerange[5](close) CondL2=Highest[3](High[1])<max(dHigh(1), dHigh(2))[1] //?? If not OnMarket and Time>100000 and Time<240000 and LongTrades=0 and giornoIndecisione and CondL1 and CondL2 then buy 1 contract at max(dHigh(1), dHigh(2)) stop endif CondS1=Momentum[5](close)<2*averagetruerange[3](close) CondS2=Lowest[3](Low[1])>min(dLow(1), dLow(2))[1] //?? If not OnMarket and Time>010000 and Time<100000 and ShortTrades=0 and giornoIndecisione and CondS1 and CondS2 then sellshort 1 contract at min(dLow(1), dLow(2)) stop endif If LongOnMarket = 1 and Time=020000 then sell at market endif If ShortOnMarket and Time=100000 then exitshort at market endif //casual friday If dayofweek=5 and Time=160000 then sell at market exitshort at market endif percentualeDaily=80 ATRLength=4 timeframe(daily) VarATR=AverageTrueRange[ATRLength](close) timeframe(default) If OnMarket then sell at (PositionPrice - (percentualeDaily/100) * VarATR) stop exitshort at (PositionPrice + (percentualeDaily/100) * VarATR) stop endif if valoreSL <> 0 then set stop ploss valoreSL endif

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  valoreSL=150 //x CFD 10 oz, un decimo del Gold standard   If date<>date[1] then LongTrades=0 ShortTrades=0 endif   giornoIndecisione=0 giornoIndecisione = abs(dopen(1)-dclose(1)) <= 0.50*(dHigh(1)-dLow(1)) // Filtro indecisione giorno precedente   CondL1=Momentum[5](close)<2*averagetruerange[5](close) CondL2=Highest[3](High[1])<max(dHigh(1), dHigh(2))[1] //??   If not OnMarket and Time>100000 and Time<240000 and LongTrades=0 and giornoIndecisione and CondL1 and CondL2 then buy 1 contract at max(dHigh(1), dHigh(2)) stop endif   CondS1=Momentum[5](close)<2*averagetruerange[3](close) CondS2=Lowest[3](Low[1])>min(dLow(1), dLow(2))[1] //??   If not OnMarket and Time>010000 and Time<100000 and ShortTrades=0 and giornoIndecisione and CondS1 and CondS2 then sellshort 1 contract at min(dLow(1), dLow(2)) stop endif   If LongOnMarket = 1 and Time=020000 then sell at market endif   If ShortOnMarket and Time=100000 then exitshort at market endif   //casual friday If dayofweek=5 and Time=160000 then sell at market exitshort at market endif   percentualeDaily=80 ATRLength=4   timeframe(daily) VarATR=AverageTrueRange[ATRLength](close) timeframe(default)   If OnMarket then sell at (PositionPrice - (percentualeDaily/100) * VarATR) stop exitshort at (PositionPrice + (percentualeDaily/100) * VarATR) stop endif   if valoreSL <> 0 then set stop ploss valoreSL endif

   

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  Nicolas

  

  DANY

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  09/02/2020 at 12:34 AM #143161
  DANY

   

  Scusa, vedo solo ora che avevi specificato l’exchange time di Chicago…. Ho convertito gli orari.  Molto meglio sino al 2017 (vedi immagine allegata) ma poi non guadagna più anche se non perde. Bisogna lavorarci un po’ per vedere se il sistema magari è un po’ vecchio e ha smesso di funzionare oppure se ci sono solo da ottimizzare un po’ le variabili.

  Eccolo

  valoreSL=150 //x CFD 10 oz, un decimo del Gold standard If date<>date[1] then LongTrades=0 ShortTrades=0 endif giornoIndecisione=0 giornoIndecisione = abs(dopen(1)-dclose(1)) <= 0.50*(dHigh(1)-dLow(1)) // Filtro indecisione giorno precedente CondL1=Momentum[5](close)<2*averagetruerange[5](close) CondL2=Highest[3](High[1])<max(dHigh(1), dHigh(2))[1] //?? //100000-> 170000 //240000-> 070000 If not OnMarket and ((Time>170000 and Time<230000) OR (Time>010000 AND time<070000)) and LongTrades=0 and giornoIndecisione and CondL1 and CondL2 then buy 1 contract at max(dHigh(1), dHigh(2)) stop endif CondS1=Momentum[5](close)<2*averagetruerange[3](close) CondS2=Lowest[3](Low[1])>min(dLow(1), dLow(2))[1] //?? //010000 -> 080000 If not OnMarket and (Time>080000 and Time<170000) and ShortTrades=0 and giornoIndecisione and CondS1 and CondS2 then sellshort 1 contract at min(dLow(1), dLow(2)) stop endif //020000 -> 090000 If LongOnMarket = 1 and Time=090000 then sell at market endif If ShortOnMarket and Time=170000 then exitshort at market endif //casual friday If dayofweek=5 and Time=230000 then sell at market exitshort at market endif percentualeDaily=80 ATRLength=4 timeframe(daily) VarATR=AverageTrueRange[ATRLength](close) timeframe(default) If OnMarket then sell at (PositionPrice - (percentualeDaily/100) * VarATR) stop exitshort at (PositionPrice + (percentualeDaily/100) * VarATR) stop endif if valoreSL <> 0 then set stop ploss valoreSL endif

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  valoreSL=150 //x CFD 10 oz, un decimo del Gold standard   If date<>date[1] then LongTrades=0 ShortTrades=0 endif   giornoIndecisione=0 giornoIndecisione = abs(dopen(1)-dclose(1)) <= 0.50*(dHigh(1)-dLow(1)) // Filtro indecisione giorno precedente CondL1=Momentum[5](close)<2*averagetruerange[5](close) CondL2=Highest[3](High[1])<max(dHigh(1), dHigh(2))[1] //??   //100000-> 170000 //240000-> 070000 If not OnMarket and ((Time>170000 and Time<230000) OR (Time>010000 AND time<070000)) and LongTrades=0 and giornoIndecisione and CondL1 and CondL2 then buy 1 contract at max(dHigh(1), dHigh(2)) stop endif CondS1=Momentum[5](close)<2*averagetruerange[3](close) CondS2=Lowest[3](Low[1])>min(dLow(1), dLow(2))[1] //??   //010000 -> 080000 If not OnMarket and (Time>080000 and Time<170000) and ShortTrades=0 and giornoIndecisione and CondS1 and CondS2 then sellshort 1 contract at min(dLow(1), dLow(2)) stop endif //020000 -> 090000 If LongOnMarket = 1 and Time=090000 then sell at market endif   If ShortOnMarket and Time=170000 then exitshort at market endif   //casual friday If dayofweek=5 and Time=230000 then sell at market exitshort at market endif percentualeDaily=80 ATRLength=4   timeframe(daily) VarATR=AverageTrueRange[ATRLength](close) timeframe(default)   If OnMarket  then sell at (PositionPrice - (percentualeDaily/100) * VarATR) stop exitshort at (PositionPrice + (percentualeDaily/100) * VarATR) stop endif   if valoreSL <> 0 then set stop ploss valoreSL endif

   

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  robertogozzi

  

  DANY

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  09/02/2020 at 9:51 AM #143187
  Nicolas

  Grazie mille DANY per aver dedicato del tempo ad aiutare gli altri membri con le loro richieste. Apprezzo molto! 😉

  

  Nicolas

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  09/02/2020 at 3:12 PM #143217
  enzo_52

  GRAZIE 1000 Dany,

  quale è la tua mail? ti contatto

  grazie

   

  

  enzo_52

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  09/02/2020 at 4:41 PM #143220
  robertogozzi

  Per favore non includere informazioni personali come indirizzi e-mail o numeri di telefono nei tuoi post.

  Grazie 🙂

   

  

  robertogozzi

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  09/02/2020 at 7:20 PM #143237
  DANY

  Giustamente come dice Roberto non è permesso mettere i propri dati in chiaro. Se per te non ci sono problemi posso continuare a darti assistenza sul forum,  altrimenti segui pure le indicazioni di Roberto. Ciao.

  

  DANY

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  09/03/2020 at 2:56 PM #143302
  enzo_52

  comprendo,

  sorry

  

  enzo_52

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