Indicatore da strategia

• 09/28/2018 at 9:15 PM #81577
  Gianluca

  Ciao, ho una strategia che ho provato a trasformare in indicatore prendendo spunto da un precedente mio post, purtroppo con scarsissimo successo. Potreste aiutarmi?

  Lo strumento è il Dax Future 15 minuti, questo è il codice che ho fatto, ma mi da 1 solo risultato che non combacia con quelli della strategia che uso per verificarlo

  DEFPARAM CALCULATEONLASTBARS = 10000 ONCE maxsetup = 0 ONCE minSetup = 0 //PROFITLONG=110 //STOPLONG=85 //PROFITSHORT=40 //STOPSHORT=80 // DOPO 30 PUNTI METTERE LO STOP A PROFIT A 5 PUNTI STARTHOUR = 93000 LIMITHOUR = 100000 Result = 0 if time=91500 then res=high supp=low maxsetup=0 minsetup=0 BUYPOSITION=0 SELLPOSITION=0 endif longok=(close[1]crosses over res) shortok= (close[1] crosses under supp) if TIME > STARTHOUR AND TIME < LIMITHOUR then if longok THEN if buyposition=0 and maxsetup = 0 then if iamlong then buyposition=1 else maxsetup = res result=1 DRAWTEXT("#maxsetup#", barindex, high, Dialog, Bold, 10) COLOURED(0,255,0,255) iamlong=1 iamshort=0 endif ENDIF if shortok then if sellposition=0 and minsetup=0 then if iamshort then sellposition=1 else minsetup = supp result=2 DRAWTEXT("#minsetup#", barindex, low, Dialog, Bold, 10) COLOURED(255,0,0,255) iamlong=0 iamshort=1 ENDIF ENDIF endif endif IF IamLong AND (TIME> LIMITHOUR) THEN Result = 5 IamLong = 0 ELSIF IamShort AND (TIME > LIMITHOUR) THEN Result = 6 IamShort = 0 endif endif IF Result THEN //blocco IF...ENDIF inutile, solo per usare la variabile RESULT ENDIF return

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  DEFPARAM CALCULATEONLASTBARS = 10000   ONCE maxsetup = 0 ONCE minSetup = 0 //PROFITLONG=110 //STOPLONG=85 //PROFITSHORT=40 //STOPSHORT=80 // DOPO 30 PUNTI METTERE LO STOP A PROFIT A 5 PUNTI STARTHOUR = 93000 LIMITHOUR = 100000 Result = 0 if time=91500 then res=high supp=low maxsetup=0 minsetup=0 BUYPOSITION=0 SELLPOSITION=0 endif   longok=(close[1]crosses over res) shortok= (close[1] crosses under supp)   if TIME > STARTHOUR AND TIME < LIMITHOUR then if longok THEN if buyposition=0 and maxsetup = 0 then if iamlong then buyposition=1 else maxsetup = res result=1 DRAWTEXT("#maxsetup#", barindex, high, Dialog, Bold, 10) COLOURED(0,255,0,255) iamlong=1 iamshort=0 endif ENDIF if shortok then if sellposition=0 and minsetup=0 then if iamshort then sellposition=1 else minsetup = supp result=2 DRAWTEXT("#minsetup#", barindex, low, Dialog, Bold, 10) COLOURED(255,0,0,255) iamlong=0 iamshort=1 ENDIF ENDIF endif endif IF IamLong AND (TIME> LIMITHOUR) THEN Result = 5 IamLong = 0 ELSIF IamShort AND (TIME > LIMITHOUR) THEN Result = 6 IamShort = 0 endif endif IF Result THEN    //blocco IF...ENDIF inutile, solo per usare la variabile RESULT ENDIF return

  

  Gianluca

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  09/28/2018 at 9:31 PM #81580
  robertogozzi

  Che cosa deve indicare?

  

  robertogozzi

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  09/29/2018 at 2:14 PM #81601
  Gianluca

  Al verificarsi delle condizioni (LONG OK E SHORT OK) deve dire il prezzo di acquisto o vendita da inserire manualmente.
  ( O SUL GRAFICO, COME UNA LINEA ORIZZONTALE) O IN BASSO COME ISTOGRAMMA)

  

  Gianluca

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  10/01/2018 at 7:05 PM #81690
  Gianluca

  Pensi sia fattibile?

  

  Gianluca

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  10/01/2018 at 11:27 PM #81718
  robertogozzi

  Immagino di si, su quale TF vuoi usarlo, sul 15 minuti o sul 5 minuti?

  

  robertogozzi

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  10/02/2018 at 5:11 PM #81789
  Gianluca

  il segnale proviene dal 15 minuti, poi lo gestisco con il 5, ho fatto questa strategia ORB per il multiframe che ho lanciato sui CFD, ora io vorrei usarla anche sui futures ufficiali, ma li io non esiste il PRO-ORDER, quindi l’unica possibilità per poterla usare è farne un indicatore, siccome deve dirmi anche i prezzi di entrata e di stop l’unica cosa è qualcosa ad histogramma.

  Potete aiutarmi?

  ti incollo la strategia completa:

  Open Range Breakout

  DEFPARAM FLATBEFORE = 080000 DEFPARAM PRELOADBARS = 10000 DEFPARAM FLATAFTER = 210000 DEFPARAM CUMULATEORDERS = FALSE ONCE maxsetup = 0 ONCE minSetup = 0 PROFITLONG=110 STOPLONG=85 PROFITSHORT=40 STOPSHORT=80 //once breakeaven = 0 //startBreakeven = 30 //PointsToKeep = 5 /////////////////////////////// /////////////////// TIMEFRAME (15 MINUTES, UPDATEONCLOSE) ONCE RES = 0 ONCE SUPP = 0 if time=91500 then res=high supp=low graphonprice res graphonprice supp endif ignored, ignored, ignored, ignored, ignored, COMPOM = CALL "Composite momentum"[4, 3, 9] //graph compom avt=AverageTrueRange[14](close) TIMEFRAME (DEFAULT) //avt=AverageTrueRange[14](close) longok=(close[1]crosses over res) and (avt>9.25) and (compom<51) shortok= (close[1] crosses under supp) and (avt>19.5)and (compom<56) if OnMarket THEN MinSetup=0 MaxSetup=0 ENDIF IF NOT ONMARKET THEN maxsetup=0 minsetup=0 ENDIF ///////ORDINI////////////////// //BUY ORDERS if not onmarket and TIME > 93000 AND TIME < 100000 and longok THEN IF maxsetup = 0 THEN maxsetup = res endif BUY 1 CONTRACT AT maxsetup limit endif //SELL ORDERS if not onmarket and TIME > 93000 AND TIME < 100000 and shortok THEN if minsetup = 0 then minsetup = supp endif SELLSHORT 1 CONTRACT AT minsetup limit ENDIF IF LONGONMARKET THEN SET TARGET PPROFIT PROFITLONG SET STOP PLOSS STOPLONG ELSE IF SHORTONMARKET THEN SET TARGET PPROFIT PROFITSHORT SET STOP PLOSS STOPSHORT ENDIF ENDIF if time>212300 then exitshort at market sell at market endif TIMEFRAME (DEFAULT)

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  DEFPARAM FLATBEFORE = 080000 DEFPARAM PRELOADBARS = 10000 DEFPARAM FLATAFTER = 210000 DEFPARAM CUMULATEORDERS = FALSE   ONCE maxsetup = 0 ONCE minSetup = 0 PROFITLONG=110 STOPLONG=85 PROFITSHORT=40 STOPSHORT=80   //once breakeaven = 0 //startBreakeven = 30 //PointsToKeep = 5 /////////////////////////////// /////////////////// TIMEFRAME (15 MINUTES, UPDATEONCLOSE) ONCE RES = 0 ONCE SUPP = 0 if time=91500 then res=high supp=low graphonprice res graphonprice supp endif ignored, ignored, ignored, ignored, ignored, COMPOM = CALL "Composite momentum"[4, 3, 9] //graph compom avt=AverageTrueRange[14](close) TIMEFRAME (DEFAULT) //avt=AverageTrueRange[14](close) longok=(close[1]crosses over res)  and (avt>9.25) and (compom<51) shortok= (close[1] crosses under supp) and (avt>19.5)and (compom<56) if OnMarket THEN MinSetup=0 MaxSetup=0 ENDIF IF NOT ONMARKET THEN maxsetup=0 minsetup=0 ENDIF   ///////ORDINI////////////////// //BUY ORDERS if not onmarket and TIME > 93000 AND TIME < 100000 and longok THEN IF maxsetup = 0 THEN maxsetup = res endif BUY 1 CONTRACT AT maxsetup limit endif //SELL ORDERS if not onmarket and TIME > 93000 AND TIME < 100000 and shortok THEN if minsetup = 0 then minsetup = supp endif SELLSHORT 1 CONTRACT AT minsetup limit ENDIF       IF LONGONMARKET THEN SET TARGET PPROFIT PROFITLONG SET STOP PLOSS STOPLONG ELSE IF SHORTONMARKET THEN SET TARGET PPROFIT PROFITSHORT SET STOP PLOSS STOPSHORT ENDIF ENDIF   if time>212300 then exitshort at market sell at market endif   TIMEFRAME (DEFAULT)

  

  Gianluca

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  10/02/2018 at 6:06 PM #81801
  robertogozzi

  Provalo, io non l’ho testato perché non ho quell’indicatore

  DEFPARAM CALCULATEONLASTBARS = 500 //PROFITLONG = 110 STOPLONG = 85 //PROFITSHORT = 40 STOPSHORT = 80 ONCE RES = 0 ONCE SUPP = 0 if time = 091500 then res = high supp = low endif ignored, ignored, ignored, ignored, ignored, COMPOM = CALL "Composite momentum"[4, 3, 9] avt = AverageTrueRange[14](close) longok = (close[1] crosses over res) and (avt > 9.25) and (compom < 51) shortok = (close[1] crosses under supp) and (avt > 19.5) and (compom < 56) IF longok THEN Prezzo = res Sl = res - (STOPLONG * pipsize) ELSIF shortok THEN Prezzo = supp Sl = supp + (STOPSHORT * pipsize) ENDIF IF longok OR shortok THEN DRAWTEXT("#Prezzo#", barindex, Prezzo, Dialog, Bold, 10) COLOURED(0,255,0,255) DRAWTEXT("#Sl#" , barindex, Sl, Dialog, Bold, 10) COLOURED(0,255,0,255) ENDIF RETURN

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  DEFPARAM CALCULATEONLASTBARS = 500 //PROFITLONG  = 110 STOPLONG      = 85 //PROFITSHORT = 40 STOPSHORT     = 80 ONCE RES      = 0 ONCE SUPP     = 0 if time = 091500 then res  = high supp = low endif ignored, ignored, ignored, ignored, ignored, COMPOM = CALL "Composite momentum"[4, 3, 9] avt           = AverageTrueRange[14](close) longok        = (close[1] crosses over res)   and (avt > 9.25) and (compom < 51) shortok       = (close[1] crosses under supp) and (avt > 19.5) and (compom < 56) IF longok THEN Prezzo = res Sl     = res  - (STOPLONG * pipsize) ELSIF shortok THEN Prezzo = supp Sl     = supp + (STOPSHORT * pipsize) ENDIF IF longok OR shortok THEN DRAWTEXT("#Prezzo#", barindex, Prezzo, Dialog, Bold, 10) COLOURED(0,255,0,255) DRAWTEXT("#Sl#"    , barindex, Sl,     Dialog, Bold, 10) COLOURED(0,255,0,255) ENDIF RETURN

   

  

  robertogozzi

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  10/02/2018 at 6:44 PM #81803
  Gianluca

  robertogozzi wrote:

  Provalo, io non l’ho testato perché non ho quell’indicatore

  DEFPARAM CALCULATEONLASTBARS = 500<br /> //PROFITLONG = 110<br /> STOPLONG = 85<br /> //PROFITSHORT = 40<br /> STOPSHORT = 80<br /> ONCE RES = 0<br /> ONCE SUPP = 0<br /> if time = 091500 then<br /> res = high<br /> supp = low<br /> endif<br /> ignored, ignored, ignored, ignored, ignored, COMPOM = CALL “Composite momentum”[4, 3, 9]<br /> avt = AverageTrueRange[14](close)<br /> longok = (close[1] crosses over res) and (avt > 9.25) and (compom < 51)<br /> shortok = (close[1] crosses under supp) and (avt > 19.5) and (compom < 56)<br /> IF longok THEN<br /> Prezzo = res<br /> Sl = res – (STOPLONG * pipsize)<br /> ELSIF shortok THEN<br /> Prezzo = supp<br /> Sl = supp + (STOPSHORT * pipsize)<br /> ENDIF<br /> IF longok OR shortok THEN<br /> DRAWTEXT(“#Prezzo#”, barindex, Prezzo, Dialog, Bold, 10) COLOURED(0,255,0,255)<br /> DRAWTEXT(“#Sl#” , barindex, Sl, Dialog, Bold, 10) COLOURED(0,255,0,255)<br /> ENDIF<br /> RETURN

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  DEFPARAM CALCULATEONLASTBARS = 500 //PROFITLONG = 110 STOPLONG = 85 //PROFITSHORT = 40 STOPSHORT = 80 ONCE RES = 0 ONCE SUPP = 0 if time = 091500 then res = high supp = low endif ignored, ignored, ignored, ignored, ignored, COMPOM = CALL “Composite momentum”[4, 3, 9] avt = AverageTrueRange[14](close) longok = (close[1] crosses over res) and (avt > 9.25) and (compom < 51) shortok = (close[1] crosses under supp) and (avt > 19.5) and (compom < 56) IF longok THEN Prezzo = res Sl = res – (STOPLONG * pipsize) ELSIF shortok THEN Prezzo = supp Sl = supp + (STOPSHORT * pipsize) ENDIF IF longok OR shortok THEN DRAWTEXT(“#Prezzo#”, barindex, Prezzo, Dialog, Bold, 10) COLOURED(0,255,0,255) DRAWTEXT(“#Sl#” , barindex, Sl, Dialog, Bold, 10) COLOURED(0,255,0,255) ENDIF RETURN

  ma è nel Database del sito PRC!

  

  Gianluca

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  10/02/2018 at 6:54 PM #81804
  robertogozzi

  Non usare spesso il QUOTE, altrimenti i post si allungano smisuratamente, tanto si sa di cosa si parla.

  Usalo solo quando davvero vuoi evidenziare qualcosa di specifico, magari togliendo dalla citazione le righe superflue. Grazie.

  

  robertogozzi

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  10/02/2018 at 9:02 PM #81807
  Gianluca

  Scusami hai ragione.

  Non funziona :8

  

  

  Gianluca

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  10/03/2018 at 7:24 PM #81866
  Gianluca

  Buonasera, a cosa puo’ esser dovuto il non funzionamento dell’indicatore?

  

  Gianluca

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  10/03/2018 at 7:41 PM #81868
  Gianluca

  O meglio, funziona se messo sul grafico, ma servirebbe come Histogramma sotto. e che uscisse solo la barra che deve fare il trade non una linea continua.

  

  Gianluca

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  10/03/2018 at 8:58 PM #81870
  Gianluca

  Ho aggiustato l’indicatore con le frecce visto che non sono capace a fare quello ad istogramma, mi da pero’ un errore, non mi disegna bene i segmenti per gli stop, infatti ho inserito che mi segnali un segmento all’altezza dei take profit per i long e viene regolarmente disegnato, ma non segnala il segmento per lo stop (devo aver sbagliato qualcosa) nè mi disegna il segmento per le operazioni short

  Altro quesito, mi disegna troppe frecce (MOTIVO per cui volevo optare per far uscire un histogramma con i valori) dovrebbe disegnarmela solo una volta e non sempre, questo avviene perchè me le segnala finchè non vengono meno le condizioni ? (come altre variabili atr etc?)

  DEFPARAM CALCULATEONLASTBARS = 500 PROFITLONG = 110 STOPLONG = 85 PROFITSHORT = 40 STOPSHORT = 80 ONCE RES = 0 ONCE SUPP = 0 if time = 091500 then res = high supp = low endif ignored, ignored, ignored, ignored, ignored, COMPOM = CALL "Composite momentum"[4, 3, 9] avt = AverageTrueRange[14](close) longok = (close[1] crosses over res) and (avt > 9.25) and (compom < 51) shortok = (close[1] crosses under supp) and (avt > 19.5) and (compom < 56) IF longok THEN Prezzo = res Sl = res - (STOPLONG * pipsize) GAIN=PREZZO+PROFITLONG ELSIF shortok THEN Prezzo = supp Sl = supp + (STOPSHORT * pipsize) GAIN=PREZZO+PROFITSHORT ENDIF IF longok THEN DRAWARROWUP(barindex,LOW-15)coloured(127,255,212) DRAWTEXT("#PREZZO#", barindex, HIGH+10, Dialog, Bold,10) COLOURED(127,255,212)//PREZZO DI ENTRATA /////////////////////////////////////////////////////// ///PREZZO E GRAFICA STOP LOSS DRAWTEXT("#Sl#" , barindex, LOW-10*PIPSIZE, Dialog, Bold, 10) COLOURED(255,191,0) DRAWSEGMENT(barindex,LOW-SL,barindex-SL, HIGH+SL)coloured(255,191,0) ///////////////////////////////////////////// ///PREZZO E GRAFICA TAKE PROFIT////////////// DRAWSEGMENT(barindex,HIGH+PROFITLONG,barindex+20, HIGH+PROFITLONG)coloured(127,255,212) DRAWTEXT("#GAIN#" , barindex-2, HIGH+PROFITLONG, Dialog, Bold, 10) COLOURED(127,255,212) // LIVELLO DI PROFIT ELSE IF SHORTOK THEN DRAWARROWDOWN(barindex,HIGH+15)coloured(255,0,0) DRAWTEXT("#Prezzo#", barindex, LOW-10, Dialog, Bold, 10) COLOURED(255,0,0) /////////////////////////////////////////////////////// ///PREZZO E GRAFICA STOP LOSS DRAWTEXT("#Sl#" , barindex, HIGH+10,Dialog, Bold, 10) COLOURED(255,191,0) DRAWSEGMENT(barindex,HIGH+SL,barindex+SL, HIGH+SL)coloured(255,191,0) //PREZZO E GRAFICA TAKE PROFIT DRAWSEGMENT(barindex,LOW-SL,barindex-SL, LOW-SL)coloured(255,0,0) DRAWTEXT("#GAIN#" , barindex-2, LOW-PROFITSHORT,Dialog, Bold, 10) COLOURED(255,0,0) ENDIF ENDIF RETURN

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  DEFPARAM CALCULATEONLASTBARS = 500 PROFITLONG  = 110 STOPLONG      = 85 PROFITSHORT = 40 STOPSHORT     = 80     ONCE RES      = 0 ONCE SUPP     = 0 if time = 091500 then res  = high supp = low endif ignored, ignored, ignored, ignored, ignored, COMPOM = CALL "Composite momentum"[4, 3, 9] avt           = AverageTrueRange[14](close) longok        = (close[1] crosses over res)   and (avt > 9.25) and (compom < 51) shortok       = (close[1] crosses under supp) and (avt > 19.5) and (compom < 56) IF longok THEN Prezzo = res Sl     = res  - (STOPLONG * pipsize) GAIN=PREZZO+PROFITLONG ELSIF shortok THEN Prezzo = supp Sl     = supp + (STOPSHORT * pipsize) GAIN=PREZZO+PROFITSHORT ENDIF IF longok  THEN DRAWARROWUP(barindex,LOW-15)coloured(127,255,212) DRAWTEXT("#PREZZO#", barindex, HIGH+10, Dialog, Bold,10) COLOURED(127,255,212)//PREZZO DI ENTRATA /////////////////////////////////////////////////////// ///PREZZO E GRAFICA STOP LOSS DRAWTEXT("#Sl#"    , barindex, LOW-10*PIPSIZE, Dialog, Bold, 10) COLOURED(255,191,0) DRAWSEGMENT(barindex,LOW-SL,barindex-SL, HIGH+SL)coloured(255,191,0) ///////////////////////////////////////////// ///PREZZO E GRAFICA TAKE PROFIT////////////// DRAWSEGMENT(barindex,HIGH+PROFITLONG,barindex+20, HIGH+PROFITLONG)coloured(127,255,212) DRAWTEXT("#GAIN#"    , barindex-2, HIGH+PROFITLONG, Dialog, Bold, 10)  COLOURED(127,255,212) // LIVELLO DI PROFIT ELSE IF SHORTOK THEN DRAWARROWDOWN(barindex,HIGH+15)coloured(255,0,0) DRAWTEXT("#Prezzo#", barindex, LOW-10, Dialog, Bold, 10) COLOURED(255,0,0) /////////////////////////////////////////////////////// ///PREZZO E GRAFICA STOP LOSS DRAWTEXT("#Sl#"    , barindex, HIGH+10,Dialog, Bold, 10) COLOURED(255,191,0) DRAWSEGMENT(barindex,HIGH+SL,barindex+SL, HIGH+SL)coloured(255,191,0) //PREZZO E GRAFICA TAKE PROFIT DRAWSEGMENT(barindex,LOW-SL,barindex-SL, LOW-SL)coloured(255,0,0) DRAWTEXT("#GAIN#"    , barindex-2, LOW-PROFITSHORT,Dialog, Bold, 10) COLOURED(255,0,0) ENDIF ENDIF   RETURN

  

  

  Gianluca

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  10/04/2018 at 10:37 AM #81891
  robertogozzi

  Ho provato a scaricare un Composite Momentum dalla libreria, ma è leggermente diverso, restituisce 6 parametri, ma non ne richiede nessuno tra parentesi quando lo chiami, hai aggiunto te quei 3 parametri [4,3,9], cosa sono?

  CALL "Composite momentum"[4, 3, 9]

  1	CALL "Composite momentum"[4, 3, 9]

   

  

  robertogozzi

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  10/04/2018 at 10:51 AM #81893
  Gianluca

  Io dal forum l’ho preso.

  

  Composite-momentum

  

  Gianluca

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