entrata sul minimo/massimo del range

• 05/27/2024 at 3:22 PM #233103
  lorenzo33

  1

  Sto cercando di settare il codice per fare in modo che

  il DAX
  dopo l’apertura delle ore 9.00 ed entro le 9.30
  una volta che il range (differenza minimo massimo in corso) sia di 24 punti
  entri
  in acquisto sul minimo del range
  oppure
  in vendita sul massimo del range

  e che poi non inserisca altri ordini

  il problema è che invece nel backtest
  l’entrata risulta sempre sul minimo o massimo della candela
  e non del range che considero, qualsiasi timeframe

  posto il codice che ho scritto
  come faccio a correggerlo ? finora non mi sono stati di aiuto i post che mi sembravano trattare la stessa impostazione

  grazie

  defparam cumulateorders=false IF time >= 090000 AND time =< 093000 and HIGH - LOW = 24 * pipsize AND close = low THEN BUY 1 CONTRACT LIMIT ELSIF time >= 090000 AND time =< 093000 AND HIGH - LOW = 24 * pipsize AND close = high THEN SELLSHORT 1 CONTRACT LIMIT ENDIF

  1 2 3 4 5 6 7 8 9 10

  defparam cumulateorders=false   IF time >= 090000 AND time =< 093000 and HIGH - LOW = 24 * pipsize AND close = low THEN BUY 1 CONTRACT LIMIT     ELSIF time >= 090000 AND time =< 093000 AND HIGH - LOW = 24 * pipsize AND close = high THEN SELLSHORT 1 CONTRACT LIMIT   ENDIF

   

   

  

  lorenzo33

  Participant

  Topics: 1

  Replies: 1

  Been thanked: 0 times
  05/28/2024 at 9:17 AM #233127
  robertogozzi

  Eccolo:

  defparam cumulateorders=false IF IntraDayBarIndex = 0 THEN HH = 0 LL = 0 ENDIF OTD = Barindex - TradeIndex(1) > IntradayBarIndex //Una sola operazione al giorno (One Trade per Day) IF time >= 090000 AND time =< 093000 and OTD THEN IF LL = 0 THEN LL = low ENDIF HH = max(HH,high) LL = min(LL,low) myRange = HH - LL IF close > LL and myRange >= 24 THEN BUY 1 CONTRACT AT LL LIMIT ELSIF close < HH and myRange >= 24 THEN SELLSHORT 1 CONTRACT at HH LIMIT ENDIF SET TARGET PROFIT myRange * 2 SET STOP LOSS myRange ENDIF //graphonprice HH coloured("Blue") //graphonprice LL coloured("Red") //graph OTD

  1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24

  defparam cumulateorders=false IF IntraDayBarIndex = 0 THEN    HH = 0    LL = 0 ENDIF OTD = Barindex - TradeIndex(1) > IntradayBarIndex  //Una sola operazione al giorno (One Trade per Day) IF time >= 090000 AND time =< 093000 and OTD THEN    IF LL = 0 THEN       LL = low    ENDIF    HH = max(HH,high)    LL = min(LL,low)    myRange = HH - LL    IF close > LL and myRange >= 24 THEN       BUY 1 CONTRACT AT LL LIMIT    ELSIF close < HH and myRange >= 24 THEN       SELLSHORT 1 CONTRACT at HH LIMIT    ENDIF    SET TARGET PROFIT myRange * 2    SET STOP   LOSS   myRange ENDIF //graphonprice HH coloured("Blue") //graphonprice LL coloured("Red") //graph OTD

   

  1 user thanked author for this post.

  Iván

  

  robertogozzi

  Moderator

  Topics: 69

  Replies: 17188

  Been thanked: 4064 times
  05/28/2024 at 9:39 AM #233129
  robertogozzi

  Questo è più corretto nel piazzare gli ordini:

  defparam cumulateorders=false IF IntraDayBarIndex = 0 THEN HH = 0 LL = 0 ENDIF OTD = Barindex - TradeIndex(1) > IntradayBarIndex //Una sola operazione al giorno (One Trade per Day) IF time >= 090000 AND time =< 093000 AND OTD THEN IF LL = 0 THEN LL = low ENDIF HH = max(HH,high) LL = min(LL,low) myRange = HH - LL IF close > LL AND myRange >= 24 THEN BUY 1 CONTRACT AT LL LIMIT ENDIF IF close < HH AND myRange >= 24 THEN SELLSHORT 1 CONTRACT at HH LIMIT ENDIF SET TARGET PROFIT myRange * 2 SET STOP LOSS myRange ENDIF //graphonprice HH coloured("Blue") //graphonprice LL coloured("Red") //graph OTD

  1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25

  defparam cumulateorders=false IF IntraDayBarIndex = 0 THEN    HH = 0    LL = 0 ENDIF OTD = Barindex - TradeIndex(1) > IntradayBarIndex  //Una sola operazione al giorno (One Trade per Day) IF time >= 090000 AND time =< 093000 AND OTD THEN    IF LL = 0 THEN       LL = low    ENDIF    HH = max(HH,high)    LL = min(LL,low)    myRange = HH - LL    IF close > LL AND myRange >= 24 THEN       BUY 1 CONTRACT AT LL LIMIT    ENDIF    IF close < HH AND myRange >= 24 THEN       SELLSHORT 1 CONTRACT at HH LIMIT    ENDIF    SET TARGET PROFIT myRange * 2    SET STOP   LOSS   myRange ENDIF //graphonprice HH coloured("Blue") //graphonprice LL coloured("Red") //graph OTD

   

  

  robertogozzi

  Moderator

  Topics: 69

  Replies: 17188

  Been thanked: 4064 times
  05/29/2024 at 5:05 PM #233253
  lorenzo33

  Grazie mille

  

  lorenzo33

  Participant

  Topics: 1

  Replies: 1

  Been thanked: 0 times
• Author
  Posts