entry dopo X candele dalla prima condizione

• 10/15/2019 at 9:38 PM #110276
  agamennone m

  ciao,vorrei un aiuto per la programmazione

  che funzione uso per attendere una seconda condizione dopo X candele dalla prima condizione?

  ad esempio un ts che effettua l’entry se lo stocastico inverte entro 3 candele dopo aver toccato una banda di Bollinger…

  spero di essermi spiegato.

  grazie

  

  agamennone m

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  10/15/2019 at 10:39 PM #110279
  robertogozzi

  Eccolo, provalo e fammi sapere (l’ho provato solo per la correttezza sintattica):

  ONCE BBtouchL = 0 ONCE BBtouchS = 0 ONCE Count = 0 ONCE MaxBars = 3 // // setup Bollinger Bands BBVal = 20 //20 periods BB BBdev = 2.0 //2.0 deviation BB BBavg = average[BBval,0](close) //BB mean (middle line) BollUP = BBavg + ((std[BBval](close)) * BBdev) //BB Upper Band BollDN = BBavg - ((std[BBval](close)) * BBdev) //BB Lower Band // IF count = MaxBars THEN BBtouchL = 0 BBtouchS = 0 Count = 0 ENDIF // // setup Stocastico StocK = Stochastic[10,3](close) //Linea K StocD = Average[3,0](StocK) //Linea D // // setup consizione LONG // BBtouchL = (low <= BollDN) IF BBtouchL THEN BBtouchS = 0 IF BBtouchL[1] = 0 THEN Count = 0 ENDIF ENDIF IF BBtouchL THEN Count = Count + 1 InversioneLONG = StocK > StocD AND StocK > 20 ENDIF // // setup condizione SHORT // BBtouchS = (high >= BollUP) IF BBtouchS THEN BBtouchL = 0 IF BBtouchS[1] = 0 THEN Count = 0 ENDIF ENDIF IF BBtouchS THEN Count = Count + 1 InversioneSHORT = StocK < StocD AND StocK < 80 ENDIF // IF OnMarket THEN BBtouchL = 0 BBtouchS = 0 Count = 0 ENDIF // // Apertura posizione LONG IF BBtouchL AND InversioneLONG AND Not OnMarket THEN BUY 1 CONTRACT AT MARKET ENDIF // // Apertura posizione SHORT IF BBtouchS AND InversioneSHORT AND Not OnMarket THEN SELLSHORT 1 CONTRACT AT MARKET ENDIF SET TARGET pPROFIT 100 SET STOP pLOSS 50

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  ONCE BBtouchL = 0 ONCE BBtouchS = 0 ONCE Count    = 0 ONCE MaxBars  = 3 // // setup Bollinger Bands BBVal   = 20                                    //20   periods BB BBdev   = 2.0                                   //2.0  deviation BB BBavg   = average[BBval,0](close)               //BB mean (middle line) BollUP  = BBavg + ((std[BBval](close)) * BBdev) //BB Upper Band BollDN  = BBavg - ((std[BBval](close)) * BBdev) //BB Lower Band // IF count = MaxBars THEN    BBtouchL = 0    BBtouchS = 0    Count    = 0 ENDIF // // setup Stocastico StocK   = Stochastic[10,3](close)               //Linea K StocD   = Average[3,0](StocK)                   //Linea D // // setup consizione LONG // BBtouchL = (low <= BollDN) IF BBtouchL THEN    BBtouchS = 0    IF BBtouchL[1] = 0 THEN       Count = 0    ENDIF ENDIF IF BBtouchL THEN    Count           = Count + 1    InversioneLONG  = StocK > StocD AND StocK > 20 ENDIF // // setup condizione SHORT // BBtouchS = (high >= BollUP) IF BBtouchS THEN    BBtouchL = 0    IF BBtouchS[1] = 0 THEN       Count = 0    ENDIF ENDIF IF BBtouchS THEN    Count           = Count + 1    InversioneSHORT = StocK < StocD AND StocK < 80 ENDIF // IF OnMarket THEN    BBtouchL = 0    BBtouchS = 0    Count    = 0 ENDIF // // Apertura posizione LONG IF BBtouchL AND InversioneLONG  AND Not OnMarket THEN    BUY 1 CONTRACT AT MARKET ENDIF // // Apertura posizione SHORT IF BBtouchS AND InversioneSHORT AND Not OnMarket THEN    SELLSHORT 1 CONTRACT AT MARKET ENDIF SET TARGET pPROFIT 100 SET STOP   pLOSS   50

   

  

  robertogozzi

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