INDICATORE VOLATILITY STOP

• 07/19/2016 at 7:47 PM #10637
  maximus78

  Buongiorno,

  potete aiutarmi con i codici dell’indicatore Volatility Stop?

  E’ il classico stop loss che diventa trailing profit utilizzando l’indicatore ATR (tipo Supertrend per interderci) ed è uin indicatore trend following  stop e reverse.

  Si imposta il periodo dell’ATR ed il moltiplicatore che costruisce la linea di stop loss.

  Per esempio, in fase di uptrend, ATR x 3 setta uno stop loss sotto il close corrente pari a 3 volte il valore dell’ATR (close-ATRx3) e

  quando il prezzo sale  il volatility stop cresce, mentre se il prezzo ritraccia l’indicatore rimane fermo fino a quando il prezzo incrocia e chiude a ribasso dell’indicatore.

  A questo punto il volatility stop si posiziona al di sopra del prezzo (close + ATRx3) poichè l’indicatore segnala ora un downtrend.

  Ho trovato un esempio in questo sito ma non riesco ad applicarlo a probuilder:

  https://www.linnsoft.com/techind/volatility-stop-vstop

  Grazie mille e spero che qualcuno possa aiutarmi!

  Massimo

   

   

   

  

  maximus78

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  07/20/2016 at 3:07 PM #10730
  Nicolas

  Buongiorno!
  Questo indicatore sembra abbastanza simile a Supertrend nelle TIC propri calcoli. Credo che sia la même. Non credi?

  

  Nicolas

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  07/20/2016 at 8:33 PM #10738
  maximus78

  Hello Nicolas! thanks for your fast reply!!

  Yes i saw they are similar but i have compared the two in metatrader and they give slightly different results so i was wondering why and i thought there were some different calculations.

  I think they differ because the supertrend is calculated with the average  of high and low while the classic volatility stop use the close price.

  Do you have the codes of the supertrend?

   

  I have one more question, it is possibile to set the command to buy in breakout in the moment the price break a donchian line or it is just possible to command to buy on the open of the next candle?

  I have been able to write it with 1 donchian channel and 2 donchian channel but then in the real market doesn’t work!

  here i copy the codes if you want to test them:

  the values are random and must be optimized.

  1 donchian channel breakout

  rem long DEFPARAM CUMULATEORDERS=false C1= Highest[20](High)[1] C2=Lowest[20](Low)[1] If c1 then BUY 1 SHARES AT C1 STOP ENDIF REM CHIUSURA POSIZIONE LONG (RIVENDITA) If c2 AND LONGONMARKET THEN SELL AT C2 STOP ENDIF rem short If C2 THEN SELLSHORT 1 SHARES AT C2 STOP ENDIF REM CHIUSURA POSIZIONE SHORT (RIACQUISTO) If c1 and SHORTONMARKET THEN EXITSHORT AT C1 STOP ENDIF 2 donchian channel breakout rem long DEFPARAM CUMULATEORDERS=false C1= Highest[40](High) C2=Lowest[40](Low) C3= Highest[10](High) C4=Lowest[10](Low) If c1[1] then BUY 1 SHARES shares AT C1[1] STOP ENDIF REM CHIUSURA POSIZIONE LONG (RIVENDITA) If c4 AND LONGONMARKET THEN SELL AT C4 STOP ENDIF rem short If C2[1] THEN SELLSHORT 1 SHARES AT C2[1] STOP ENDIF REM CHIUSURA POSIZIONE SHORT (RIACQUISTO) If c3 and SHORTONMARKET THEN EXITSHORT AT C3 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

  rem long DEFPARAM CUMULATEORDERS=false C1= Highest[20](High)[1] C2=Lowest[20](Low)[1] If c1 then BUY 1 SHARES AT C1 STOP ENDIF REM CHIUSURA POSIZIONE LONG (RIVENDITA) If c2 AND LONGONMARKET THEN SELL AT C2 STOP ENDIF rem short If C2 THEN SELLSHORT 1 SHARES AT C2 STOP ENDIF REM CHIUSURA POSIZIONE SHORT (RIACQUISTO) If c1 and SHORTONMARKET THEN EXITSHORT AT C1 STOP ENDIF   2 donchian channel breakout   rem long DEFPARAM CUMULATEORDERS=false C1= Highest[40](High) C2=Lowest[40](Low) C3= Highest[10](High) C4=Lowest[10](Low) If c1[1] then BUY 1 SHARES shares AT C1[1] STOP ENDIF REM CHIUSURA POSIZIONE LONG (RIVENDITA) If c4 AND LONGONMARKET THEN SELL AT C4 STOP ENDIF rem short If C2[1] THEN SELLSHORT 1 SHARES AT C2[1] STOP ENDIF REM CHIUSURA POSIZIONE SHORT (RIACQUISTO) If c3 and SHORTONMARKET THEN EXITSHORT AT C3 STOP ENDIF

  Thanks you so much, you do a great job!

  Massimo

   

  

  maximus78

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