Heikin ashi + trailing stop

• 04/28/2021 at 10:05 PM #168318
  Gael

  Salve,

  avrei un favore da chiedervi, ovvero quello di tradurre questa idea in un codice.

  Il trading system si basa sulle candele heikin ashi e il trailing stop.

  Si compra quando compare una candela heikin ashi senza un ombra inferiore e si inserisce il trailing stop alla base del corpo della candela, e non alla base di un eventuale ombra inferiore. successivamente si sposterà il trailing stop sulla candela successiva (sempre sul corpo inferiore e non sulla ombra inferiore)

  Per quanto riguarda la vendita, il principio rimane lo stesso, quindi si venderà alla comparsa di una candela heikin ashi senza ombra superiore e si posizionerà il trailing stop sul corpo superiore.

  In allegato lascio degli esempi con delle immagini.

  Un ultimo favore sarebbe quello di mettere il codice in .itf

  Rimango a disposizione per eventuali domande.

  Grazie in anticipo

  Gael

   

  

  Gael

  Participant

  Topics: 7

  Replies: 24

  Been thanked: 0 times
  04/28/2021 at 11:03 PM #168321
  robertogozzi

  Eccolo:

  DEFPARAM CumulateOrders = FALSE ONCE xOpen = Open xClose = (open + high + low + close) / 4 IF BarIndex > 0 THEN xOpen = (xOpen[1] + xClose[1]) / 2 ENDIF xHigh = max(high,max(xClose,xOpen)) xLow = min(low, min(xClose,xOpen)) xBody = abs(xOpen - xClose) xUp = xHigh - max(xClose,xOpen) xDN = min(xClose,xOpen) - xLow IF xDN = 0 AND Not OnMarket THEN BUY 1 Contract at Market SL = min(xClose,xOpen) SELL at SL STOP ELSIF xUP = 0 AND Not OnMarket THEN SELLSHORT 1 Contract at Market SL = max(xClose,xOpen) EXITSHORT at SL STOP ENDIF IF LongOnMarket THEN SL = max(SL,min(xClose,xOpen)) SELL at SL STOP ELSIF ShortOnMarket THEN SL = min(SL,max(xClose,xOpen)) EXITSHORT at SL STOP ENDIF //graphonprice SL coloured(0,128,0,200)

  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

  DEFPARAM CumulateOrders = FALSE ONCE xOpen = Open xClose = (open + high + low + close) / 4 IF BarIndex > 0 THEN    xOpen = (xOpen[1] + xClose[1]) / 2 ENDIF xHigh = max(high,max(xClose,xOpen)) xLow  = min(low, min(xClose,xOpen)) xBody = abs(xOpen - xClose) xUp   = xHigh - max(xClose,xOpen) xDN   = min(xClose,xOpen) - xLow IF xDN = 0 AND Not OnMarket THEN    BUY 1 Contract at Market    SL = min(xClose,xOpen)    SELL at SL STOP ELSIF xUP = 0 AND Not OnMarket THEN    SELLSHORT 1 Contract at Market    SL = max(xClose,xOpen)    EXITSHORT at SL STOP ENDIF IF LongOnMarket THEN    SL = max(SL,min(xClose,xOpen))    SELL at SL STOP ELSIF ShortOnMarket THEN    SL = min(SL,max(xClose,xOpen))    EXITSHORT at SL STOP ENDIF //graphonprice SL coloured(0,128,0,200)

   

  

  robertogozzi

  Moderator

  Topics: 69

  Replies: 17143

  Been thanked: 4033 times
  04/29/2021 at 9:05 AM #168341
  Gael

  Grazie mille Roberto, sempre molto disponibile.

  

  Gael

  Participant

  Topics: 7

  Replies: 24

  Been thanked: 0 times
  05/12/2021 at 6:49 PM #169519
  Gael

  Buonasera,

  avrei un altra idea che si base su quella precedente, solo che cambiano alcuni parametri.

  Mi sareste veramente d’aiuto se riusciste a tradurle in un codice.

  lascio il PDF in allegato

  Buona serata a tutti

   

  

  Gael

  Participant

  Topics: 7

  Replies: 24

  Been thanked: 0 times
  05/13/2021 at 9:33 AM #169563
  robertogozzi

  There you go:

  n. 1

  DEFPARAM CumulateOrders = FALSE ONCE xOpen = Open xClose = (open + high + low + close) / 4 IF BarIndex > 0 THEN xOpen = (xOpen[1] + xClose[1]) / 2 ENDIF xHigh = max(high,max(xClose,xOpen)) xLow = min(low, min(xClose,xOpen)) xBody = abs(xOpen - xClose) xUp = xHigh - max(xClose,xOpen) xDN = min(xClose,xOpen) - xLow Half = (xClose + xOpen) / 2 IF xDN = 0 AND Not OnMarket THEN BUY 1 Contract at Market SL = min(xClose,xOpen) SELL at SL STOP ELSIF xUP = 0 AND Not OnMarket THEN SELLSHORT 1 Contract at Market SL = max(xClose,xOpen) EXITSHORT at SL STOP ENDIF IF LongOnMarket THEN SL = max(SL,Half) SELL at SL STOP ELSIF ShortOnMarket THEN SL = min(SL,Half) EXITSHORT at SL STOP ENDIF //graphonprice SL

  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

  DEFPARAM CumulateOrders = FALSE ONCE xOpen = Open xClose = (open + high + low + close) / 4 IF BarIndex > 0 THEN xOpen = (xOpen[1] + xClose[1]) / 2 ENDIF xHigh = max(high,max(xClose,xOpen)) xLow  = min(low, min(xClose,xOpen)) xBody = abs(xOpen - xClose) xUp   = xHigh - max(xClose,xOpen) xDN   = min(xClose,xOpen) - xLow Half  = (xClose + xOpen) / 2 IF xDN = 0 AND Not OnMarket THEN BUY 1 Contract at Market SL = min(xClose,xOpen) SELL at SL STOP ELSIF xUP = 0 AND Not OnMarket THEN SELLSHORT 1 Contract at Market SL = max(xClose,xOpen) EXITSHORT at SL STOP ENDIF IF LongOnMarket THEN SL = max(SL,Half) SELL at SL STOP ELSIF ShortOnMarket THEN SL = min(SL,Half) EXITSHORT at SL STOP ENDIF //graphonprice SL

  n. 2

  DEFPARAM CumulateOrders = FALSE ONCE xOpen = Open xClose = (open + high + low + close) / 4 IF BarIndex > 0 THEN xOpen = (xOpen[1] + xClose[1]) / 2 ENDIF xHigh = max(high,max(xClose,xOpen)) xLow = min(low, min(xClose,xOpen)) xBody = abs(xOpen - xClose) Bulls = xClose > xOpen Bears = xClose < xOpen IF Bulls AND Not OnMarket THEN BUY 1 Contract at Market SL = min(xClose,xOpen) SELL at SL STOP ELSIF Bears AND Not OnMarket THEN SELLSHORT 1 Contract at Market SL = max(xClose,xOpen) EXITSHORT at SL STOP ENDIF IF LongOnMarket THEN SL = max(SL,xLow) SELL at SL STOP ELSIF ShortOnMarket THEN SL = min(SL,xHigh) EXITSHORT at SL STOP ENDIF //graphonprice SL

  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

  DEFPARAM CumulateOrders = FALSE ONCE xOpen = Open xClose = (open + high + low + close) / 4 IF BarIndex > 0 THEN xOpen = (xOpen[1] + xClose[1]) / 2 ENDIF xHigh = max(high,max(xClose,xOpen)) xLow  = min(low, min(xClose,xOpen)) xBody = abs(xOpen - xClose) Bulls = xClose > xOpen Bears = xClose < xOpen IF Bulls AND Not OnMarket THEN BUY 1 Contract at Market SL = min(xClose,xOpen) SELL at SL STOP ELSIF Bears AND Not OnMarket THEN SELLSHORT 1 Contract at Market SL = max(xClose,xOpen) EXITSHORT at SL STOP ENDIF IF LongOnMarket THEN SL = max(SL,xLow) SELL at SL STOP ELSIF ShortOnMarket THEN SL = min(SL,xHigh) EXITSHORT at SL STOP ENDIF //graphonprice SL

   

   

  

  robertogozzi

  Moderator

  Topics: 69

  Replies: 17143

  Been thanked: 4033 times
  05/13/2021 at 10:06 AM #169564
  Gael

  Grazie mille Roberto.

  Ho sempre lo stesso problema dei file in .itf, che non riesco a trasportarli sulla piattaforma, potresti inviarmeli per favore

  Scusami per il disturbo

  

  Gael

  Participant

  Topics: 7

  Replies: 24

  Been thanked: 0 times
  05/13/2021 at 10:18 AM #169565
  robertogozzi

  Eccoli allegati.

   

  

  robertogozzi

  Moderator

  Topics: 69

  Replies: 17143

  Been thanked: 4033 times
  05/13/2021 at 2:20 PM #169580
  Gael

  Grazie mille Roberto, buona giornata

  

  Gael

  Participant

  Topics: 7

  Replies: 24

  Been thanked: 0 times
• Author
  Posts