ESTRATEGIA DE 3 BARRAS

NEOMKEY · Sun, 20 Feb 2022 17:14:27 +0000

Hola a todos, llevo tiempo usando esta estrategia de forma manual y es muy rentable. Me gustaría trasladar esta estrategia a un sistema Proorder pero no logro hacerlo. Les adjunto un indicador que uso para esta estrategia de forma manual, aunque le falta otra opción para cerrar la operación (ya que tampoco sabía como hacerlo) y es que si la operación no cierra en la misma barra, que cierre en la próxima que cumpla las condiciones de cierre. //CIRONET TRADING 3B | indicator ////////////////////////////////////////////////////////////////////////////////// INDICATORS iMH = AVERAGE[3](HIGH) iML = AVERAGE[3](LOW) ////////////////////////////////////////////////////////////////////////////////// CONDITIONS C1 = ((iMH > iMH[1]) AND (iML > iML[1])) C2 = (LOW <= iML) C3 = (CLOSE > OPEN) V1 = ((iMH < iMH[1]) AND (iML < iML[1])) V2 = (HIGH >= iMH) V3 = (CLOSE < OPEN) ////////////////////////////////////////////////////////////////////////////////// LONG SIGNAL IF (C1 AND C2 AND C3) THEN DRAWARROWUP(BARINDEX,LOW-4) COLOURED(38,198,218) ENDIF ////////////////////////////////////////////////////////////// CLOSE LONG SIGNAL SC = (HIGH >= iMH) IF (C1 AND C2 AND C3) AND SC THEN DRAWTEXT("CLOSE",BARINDEX,HIGH+4) COLOURED(38,198,218) ENDIF ////////////////////////////////////////////////////////////////////////////////// SHORT SIGNAL IF (V1 AND V2 AND V3) THEN DRAWARROWDOWN(BARINDEX,HIGH+4) COLOURED(233,30,99) ENDIF ////////////////////////////////////////////////////////////// CLOSE LONG SIGNAL SV = (LOW <= iML) IF (V1 AND V2 AND V3) AND SV THEN DRAWTEXT("CLOSE",BARINDEX,LOW-4) COLOURED(233,30,99) ENDIF RETURN

This topic has 20 replies, 2 voices, and was last updated 2 years ago by NEOMKEY.

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03/04/2022 at 7:32 PM #189357

NEOMKEY

//CIRONET TRADING BETA V1 | proorder

DEFPARAM CUMULATEORDERS = FALSE

TIMEFRAME (1 H, DEFAULT)
iMH = AVERAGE[3](HIGH)
iML = AVERAGE[3](LOW)
iC = (((iMH > iMH[1]) AND (iML > iML[1])) AND (CLOSE CROSSES UNDER iML))
iV = (((iMH < iMH[1]) AND (iML < iML[1])) AND (CLOSE CROSSES OVER iMH))
iSC = (CLOSE CROSSES OVER iMH)
iSV = (CLOSE CROSSES UNDER iML)

TIMEFRAME (DEFAULT)
iCC = iC AND NOT (LONGONMARKET OR SHORTONMARKET)
iVV = iV AND NOT (LONGONMARKET OR SHORTONMARKET)
IF iCC THEN
BUY 1 CONTRACT AT MARKET
ELSIF iVV THEN
SELLSHORT 1 CONTRACT AT MARKET
ENDIF
IF iSC THEN
SELL AT MARKET
ELSIF iSV THEN
EXITSHORT AT MARKET
ENDIF

//CIRONET TRADING BETA V1 | proorder

DEFPARAM CUMULATEORDERS = FALSE

TIMEFRAME (1 H, DEFAULT)

iMH = AVERAGE[3](HIGH)

iML = AVERAGE[3](LOW)

iC = (((iMH > iMH[1]) AND (iML > iML[1])) AND (CLOSE CROSSES UNDER iML))

iV = (((iMH < iMH[1]) AND (iML < iML[1])) AND (CLOSE CROSSES OVER iMH))

iSC = (CLOSE CROSSES OVER iMH)

iSV = (CLOSE CROSSES UNDER iML)

TIMEFRAME (DEFAULT)

iCC = iC AND NOT (LONGONMARKET OR SHORTONMARKET)

iVV = iV AND NOT (LONGONMARKET OR SHORTONMARKET)

IF iCC THEN

BUY 1 CONTRACT AT MARKET

ELSIF iVV THEN

SELLSHORT 1 CONTRACT AT MARKET

ENDIF

IF iSC THEN

SELL AT MARKET

ELSIF iSV THEN

EXITSHORT AT MARKET

ENDIF

NEOMKEY

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03/04/2022 at 7:35 PM #189358

NEOMKEY

Lo que pretendo es implementar en un sistema automático la estrategia de Larry Williams.

NEOMKEY

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03/04/2022 at 7:47 PM #189359

NEOMKEY

Estoy viendo que realiza bien las entradas pero no las salidas.

NEOMKEY

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03/05/2022 at 11:18 AM #189393

robertogozzi

Para mi son correctos, entra y sale exactamente de acuerdo a las condiciones que escribiste.
Si me dices el instrumento, la franja horaria, la fecha y hora de una mala operación lo puedo verificar.

robertogozzi

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03/05/2022 at 12:37 PM #189401

NEOMKEY

Es que en muchos caso ni las entradas. Lo he probado en NASDAQ en una temporalidad de 1m. Gracias Roberto.

NEOMKEY

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03/07/2022 at 4:53 PM #189541

NEOMKEY

Hola Roberto, muchas gracias por tu ayuda. Dándole mil vueltas …..ya está solucionado aplicando tu revisión. Un saludo

1 user thanked author for this post.

robertogozzi

NEOMKEY

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