Heikin ashi

• 03/31/2020 at 8:43 PM #124166
  P@oLo

  Tralasciando il target e trailing stop che possiamo aggiungere in seguito, non entra ed esce correttamente….non capisco.

  Time H1

  EUR/USD

  

  P@oLo

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  03/31/2020 at 10:28 PM #124179
  robertogozzi

  Dimmi:

  1. hai usato la riga 23 o la 24 ?
  2. i valori delle variabili sono esattamente gli stessi che ho postato sopra (anche se ne hai cambiato solo uno falserebbe i miei risultati e perderei solo tempo) ?
  3. data ed ora della candela dove ha fatto un entrata errata.

   

   

   

  

  robertogozzi

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  04/01/2020 at 5:13 PM #124259
  P@oLo

  Ciao Roberto,

  ho usato la riga 24.

  Tolto tutta la parte sotto del target e trailing.

  Test sul giorno 30/03/2020 (dalle ore 06:00 alle ore 22:00)  , EUR/USD, H1 , Spread 1

  Dovrebbe entrare alla fine candela delle ore 12 che termina alle 13 e chiudere alla fine della candela ore 16:00

  NON ENTRA

   

   

  

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  04/01/2020 at 6:06 PM #124271
  robertogozzi

  Avevo fatto un paio d’errori nella definizione della candela Piatta (senza un’ombra), poi io avevo messo zero come shift, non so se te avevi messo 3 oppure no.

  Adesso va, anche se ho provato ed entra alle 13, ed esce alle 17. Ovviamente se provi solo quel giorno, provando con uno storico di 100K a quell’ora è già a mercato Short e quindi non entra.

  Fammi sapere, questo è il codice aggiornato:

  Defparam CumulateOrders = false // HA - definizione Heikin-Ashi // once xOpen = open xClose = (open+close+high+low)/4 if barindex > 0 then xOpen = (xOpen+xClose[1])/2 endif xLow = min(low,min(xClose,xOpen)) xHigh = max(high,max(xClose,xOpen)) xRange = xHigh - xLow // Rialzo = xClose > xopen Ribasso = xClose < xOpen Piatta = (Rialzo AND xLow = xOpen) OR (Ribasso AND xHigh = xOpen) Corpo = abs(xOpen - xClose) OmbraSU = xHigh - max(xOpen,xClose) OmbraGIU = min(xOpen,Xclose) - xLow Doji = Corpo <= xRange * 0.10 //Doji = corpo <= 10% del range // Shift = 3 //da 0 a N (non negativo) //Sma3 = Average[3,0](xClose[Shift]) //calcolo sulle candele HA Sma3 = Average[3,0](close[Shift]) //calcolo sulla normali candele giapponesi // entrata LONG LongCond = Rialzo AND Piatta AND xOpen > Sma3 If LongCond and not OnMarket then Buy 1 contract at Market Endif // uscita LONG L1 = Rialzo AND OmbraGIU > Corpo L2 = xHigh < xHigh[1] L3 = Doji L4 = xClose < Sma3 L5 = Ribasso AND Rialzo[1] ExitL = L1 or L2 or L3 or L4 or L5 IF ExitL AND LongOnMarket THEN SELL AT MARKET ENDIF //entrata SHORT ShortCond = Ribasso AND Piatta AND xOpen < Sma3 If ShortCond and not OnMarket then Sellshort 1 contract at Market Endif // uscita SHORT S1 = Ribasso AND OmbraSU > Corpo S2 = xLow > xLow[1] S3 = Doji S4 = xClose > Sma3 S5 = Rialzo AND Ribasso[1] ExitS = S1 or S2 or S3 or S4 or S5 IF ExitS AND ShortOnMarket THEN EXITSHORT AT MARKET ENDIF // //Set Target pProfit 100 //Set Stop pLoss 50 ////************************************************************************ ////trailing stop function //trailingstart = 10 //trailing will start @trailinstart points profit //trailingstep = 5 //trailing step to move the "stoploss" // ////reset the stoploss value //IF NOT ONMARKET THEN //newSL=0 //ENDIF // ////manage long positions //IF LONGONMARKET THEN ////first move (breakeven) //IF newSL=0 AND close-tradeprice(1)>=trailingstart*pipsize THEN //newSL = tradeprice(1)+trailingstep*pipsize //ENDIF ////next moves //IF newSL>0 AND close-newSL>=trailingstep*pipsize THEN //newSL = newSL+trailingstep*pipsize //ENDIF //ENDIF // ////manage short positions //IF SHORTONMARKET THEN ////first move (breakeven) //IF newSL=0 AND tradeprice(1)-close>=trailingstart*pipsize THEN //newSL = tradeprice(1)-trailingstep*pipsize //ENDIF ////next moves //IF newSL>0 AND newSL-close>=trailingstep*pipsize THEN //newSL = newSL-trailingstep*pipsize //ENDIF //ENDIF // ////stop order to exit the positions //IF newSL>0 THEN //SELL AT newSL STOP //EXITSHORT AT newSL STOP //ENDIF ////************************************************************************

  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 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96

  Defparam CumulateOrders = false // HA - definizione Heikin-Ashi // once xOpen = open xClose     = (open+close+high+low)/4 if barindex > 0 then xOpen   = (xOpen+xClose[1])/2 endif xLow       = min(low,min(xClose,xOpen)) xHigh      = max(high,max(xClose,xOpen)) xRange     = xHigh - xLow // Rialzo     = xClose > xopen Ribasso    = xClose < xOpen Piatta     = (Rialzo  AND xLow  = xOpen) OR (Ribasso AND xHigh = xOpen) Corpo      = abs(xOpen - xClose) OmbraSU    = xHigh - max(xOpen,xClose) OmbraGIU   = min(xOpen,Xclose) - xLow Doji       = Corpo <= xRange * 0.10         //Doji = corpo <= 10% del range // Shift      = 3                              //da 0 a N  (non negativo) //Sma3       = Average[3,0](xClose[Shift])    //calcolo sulle candele HA Sma3     = Average[3,0](close[Shift])     //calcolo sulla normali candele giapponesi // entrata LONG LongCond   = Rialzo  AND Piatta AND xOpen > Sma3 If LongCond  and not OnMarket then Buy 1 contract at Market Endif // uscita  LONG L1         = Rialzo  AND OmbraGIU > Corpo L2         = xHigh < xHigh[1] L3         = Doji L4         = xClose < Sma3 L5         = Ribasso AND Rialzo[1] ExitL      = L1 or L2 or L3 or L4 or L5 IF ExitL AND LongOnMarket  THEN SELL AT MARKET ENDIF //entrata SHORT ShortCond  = Ribasso  AND Piatta AND xOpen < Sma3 If ShortCond and not OnMarket then Sellshort 1 contract at Market Endif // uscita  SHORT S1         = Ribasso AND OmbraSU  > Corpo S2         = xLow  > xLow[1] S3         = Doji S4         = xClose > Sma3 S5         = Rialzo AND Ribasso[1] ExitS      = S1 or S2 or S3 or S4 or S5 IF ExitS AND ShortOnMarket  THEN EXITSHORT AT MARKET ENDIF // //Set Target pProfit 100 //Set Stop   pLoss   50 ////************************************************************************ ////trailing stop function //trailingstart = 10   //trailing will start @trailinstart points profit //trailingstep  = 5    //trailing step to move the "stoploss" // ////reset the stoploss value //IF NOT ONMARKET THEN //newSL=0 //ENDIF // ////manage long positions //IF LONGONMARKET THEN ////first move (breakeven) //IF newSL=0 AND close-tradeprice(1)>=trailingstart*pipsize THEN //newSL = tradeprice(1)+trailingstep*pipsize //ENDIF ////next moves //IF newSL>0 AND close-newSL>=trailingstep*pipsize THEN //newSL = newSL+trailingstep*pipsize //ENDIF //ENDIF // ////manage short positions //IF SHORTONMARKET THEN ////first move (breakeven) //IF newSL=0 AND tradeprice(1)-close>=trailingstart*pipsize THEN //newSL = tradeprice(1)-trailingstep*pipsize //ENDIF ////next moves //IF newSL>0 AND newSL-close>=trailingstep*pipsize THEN //newSL = newSL-trailingstep*pipsize //ENDIF //ENDIF // ////stop order to exit the positions //IF newSL>0 THEN //SELL AT newSL STOP //EXITSHORT AT newSL STOP //ENDIF ////************************************************************************

   

   

  

  robertogozzi

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  04/01/2020 at 8:47 PM #124285
  P@oLo

  Entra solo Long!

  

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  04/01/2020 at 10:55 PM #124292
  robertogozzi

  Avrai sbagliato a fare il copia e incolla, a me funziona sia Long che Short, su Dax, Eur/Usd,SP, Ftse MIN, ecc.. con TF 1 ora.

  

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