inserimento indicatore in strategia

• 07/31/2018 at 3:39 PM #77201
  traderwin

  Salve, vorrei inserire l’indicatore di Nicolas all’interno della mia strategia, ma senza usare la funzione call e cioè senza richiamarlo.

  Vorrei ad esempio creare una condizione che dice: quando il prezzo è superiore a “questo indicatore”

  Per “questo indicatore” non so pero’ quale stringa prendere di riferimento all’interno del codice.

  Allego L’indicatore di Nicolas

  //PRC_Adaptive-ATR-ADX-Trend-V2 | indicator //29.06.2017 //Nicolas @ www.prorealcode.com //Sharing ProRealTime knowledge //translated from tradingview code // --- settings //atrLen = 21 //m1 = 3.5 //"ATR Multiplier - ADX Rising" //m2 = 1.75 //"ATR Multiplier - ADX Falling" //adxLen = 14 //adxThresh = 30 //"ADX Threshold" //aboveThresh = 1 //true, title = "ADX Above Threshold uses ATR Falling Multiplier Even if Rising?") //useHeiken = 1 //(false, title = "Use Heiken-Ashi Bars (Source will be ohlc4)") // --- end of settings source = MedianPrice // DI-Pos, DI-Neg, ADX hR = high-high[1] lR = -(low-low[1]) if hr>lr then dmPos=max(hr,0) else dmPos=0 endif if lr>hr then dmNeg=max(lr,0) else dmNeg=0 endif sTR = (sTR[1] - sTR[1]) / adxLen + tr sDMPos = (sDMPos[1] - sDMPos[1]) / adxLen + dmPos sDMNeg = (sDMNeg[1] - sDMNeg[1]) / adxLen + dmNeg DIP = sDMPos / sTR * 100 DIN = sDMNeg / sTR * 100 DX = abs(DIP - DIN) / (DIP + DIN) * 100 aadx = average[adxLen](DX) // Heiken-Ashi if barindex<2 then xClose = close xOpen = open else xClose = TotalPrice xOpen = (xOpen[1] + close[1]) / 2 endif xHigh = max(high, max(xOpen, xClose)) xLow = min(low, min(xOpen, xClose)) // Trailing ATR v1 = abs(xHigh - xClose[1]) v2 = abs(xLow - xClose[1]) v3 = xHigh - xLow trueRange = max(v1, max(v2, v3)) if useHeiken then atr = WilderAverage[atrLen](trueRange) else atr = AverageTrueRange[atrLen] endif if aadx>aadx[1] and (adx < adxThresh or not aboveThresh) then m=m1 elsif aadx<aadx[1] or (adx > adxThresh and aboveThresh) then m=m2 else m = m[1] endif if DIP >= DIN then mUp=m else mUp=m2 endif if DIN >= DIP then mDn=m else mDn=m2 endif if useHeiken then src=xClose c=Xclose t=(xHigh+xLow)/2 else src=source c=close t=MedianPrice endif up = t - mUp * atr dn = t + mDn * atr if max(src[1], c[1]) > TUp[1] then TUp = max(up,TUp[1]) else TUp = up endif if min(src[1], c[1]) < TDown[1] then TDown = min(dn, TDown[1]) else TDown = dn endif //trend if min(src,min(c,close))>TDown[1] then trend=1 elsif max(src,max(c,close))<TUp[1] then trend=-1 else trend=trend[1] endif if trend=1 then sstop=TUp r=0 g=255 else sstop=TDown r=255 g=0 endif if trend<>trend[1] then drawtext("•",barindex,sstop,Dialog,Standard,30) coloured(r,g,0) endif return sstop coloured(r,g,0) style(line,2)

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  //PRC_Adaptive-ATR-ADX-Trend-V2 | indicator //29.06.2017 //Nicolas @ www.prorealcode.com //Sharing ProRealTime knowledge //translated from tradingview code   // --- settings //atrLen = 21 //m1 = 3.5 //"ATR Multiplier - ADX Rising" //m2 = 1.75 //"ATR Multiplier - ADX Falling" //adxLen = 14 //adxThresh = 30 //"ADX Threshold" //aboveThresh = 1 //true, title = "ADX Above Threshold uses ATR Falling Multiplier Even if Rising?") //useHeiken = 1 //(false, title = "Use Heiken-Ashi Bars (Source will be ohlc4)") // --- end of settings   source = MedianPrice      // DI-Pos, DI-Neg, ADX   hR = high-high[1] lR = -(low-low[1])   if hr>lr then dmPos=max(hr,0) else dmPos=0 endif if lr>hr then dmNeg=max(lr,0) else dmNeg=0 endif   sTR = (sTR[1] - sTR[1]) / adxLen + tr   sDMPos = (sDMPos[1] - sDMPos[1]) / adxLen + dmPos sDMNeg = (sDMNeg[1] - sDMNeg[1]) / adxLen + dmNeg   DIP = sDMPos / sTR * 100 DIN = sDMNeg / sTR * 100 DX = abs(DIP - DIN) / (DIP + DIN) * 100 aadx = average[adxLen](DX)   // Heiken-Ashi   if barindex<2 then xClose = close xOpen = open else xClose = TotalPrice xOpen = (xOpen[1] + close[1]) / 2 endif xHigh = max(high, max(xOpen, xClose)) xLow = min(low, min(xOpen, xClose))   // Trailing ATR   v1 = abs(xHigh - xClose[1]) v2 = abs(xLow - xClose[1]) v3 = xHigh - xLow   trueRange = max(v1, max(v2, v3)) if useHeiken then atr = WilderAverage[atrLen](trueRange) else atr = AverageTrueRange[atrLen] endif   if aadx>aadx[1] and (adx < adxThresh or not aboveThresh) then m=m1 elsif aadx<aadx[1] or (adx > adxThresh and aboveThresh) then m=m2 else m = m[1] endif   if DIP >= DIN then mUp=m else mUp=m2 endif if DIN >= DIP then mDn=m else mDn=m2 endif   if useHeiken then src=xClose c=Xclose t=(xHigh+xLow)/2 else src=source c=close t=MedianPrice endif   up = t - mUp * atr dn = t + mDn * atr   if max(src[1], c[1]) > TUp[1] then TUp = max(up,TUp[1]) else TUp = up endif   if min(src[1], c[1]) < TDown[1] then TDown = min(dn, TDown[1]) else TDown = dn endif   //trend if min(src,min(c,close))>TDown[1] then trend=1 elsif max(src,max(c,close))<TUp[1] then trend=-1 else trend=trend[1] endif   if trend=1 then sstop=TUp r=0 g=255 else sstop=TDown r=255 g=0 endif   if trend<>trend[1] then drawtext("•",barindex,sstop,Dialog,Standard,30) coloured(r,g,0) endif   return sstop coloured(r,g,0) style(line,2)

   

  

  traderwin

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  07/31/2018 at 4:45 PM #77203
  robertogozzi

  Togli le righe da 133 fino in fondo e poi togli le variabili che ti verranno segnalate come INUTILUZZATE, dovrebbero essere R, G e forse TREND, salvo sviste.

  A questo punto puoi scrivere:

  IF close > sstop then....

  1	IF close > sstop then....

  ---

  sstop è il dato restituito dall’indicatore, quindi devi fare riferimento solo ad esso.

  Ovviamente fai attenzione a non usare per le tue variabili uno stesso nome già utilizzato dall’indicatore, quali TN, C oppure T, ecc…

   

  

  robertogozzi

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  08/01/2018 at 9:15 AM #77246
  traderwin

  Provato e tutto ok.

  Mille grazie  Roberto 🙂

  

  traderwin

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  08/06/2018 at 7:34 AM #77605
  luxrun

  Gentile Roberto, ho provato anche io a utilizzare l’indicatore Adaptive-ATR-ADX-Trend-V2 per realizzare un trading system seguendo le istruzioni da te suggerite a traderwin. Sotto inserisco il codice; io vorrei come risultato un ts che mi faccia stare long quando i prezzi sono sopra lo sstop e short viceversa. Invece il ts fa continui acquisti e vendite e non segue la linea dello sstop. Non riesco a capire se ho sbagliato io la codifica di entrata/uscita o è il ts che lavora in questa modalità per via della sua costruzione intrinseca, con atr, doppio moltiplicatore, heiken ashi etc. etc.. Se  mi puoi aiutare immagino che possa aiutare anche altri! Grazie Luciano

  Adaptive-ATR-ADX-Trend-V2 Trading system

  // --- settings fissi //atrLen = 21 //m1 = 3.5 //"ATR Multiplier - ADX Rising" //m2 = 1.75 //"ATR Multiplier - ADX Falling" //adxLen = 14 //adxThresh = 30 //"ADX Threshold" //aboveThresh = 1 //true, title = "ADX Above Threshold uses ATR Falling Multiplier Even if Rising?") //useHeiken = 1 //(false, title = "Use Heiken-Ashi Bars (Source will be ohlc4)") // --- end of settings DEFPARAM CUMULATEORDERS = false source = MedianPrice // DI-Pos, DI-Neg, ADX hR = high-high[1] lR = -(low-low[1]) if hr>lr then dmPos=max(hr,0) else dmPos=0 endif if lr>hr then dmNeg=max(lr,0) else dmNeg=0 endif sTR = (sTR[1] - sTR[1]) / adxLen + tr sDMPos = (sDMPos[1] - sDMPos[1]) / adxLen + dmPos sDMNeg = (sDMNeg[1] - sDMNeg[1]) / adxLen + dmNeg DIP = sDMPos / sTR * 100 DIN = sDMNeg / sTR * 100 DX = abs(DIP - DIN) / (DIP + DIN) * 100 aadx = average[adxLen](DX) // Heiken-Ashi if barindex<2 then xClose = close xOpen = open else xClose = TotalPrice xOpen = (xOpen[1] + close[1]) / 2 endif xHigh = max(high, max(xOpen, xClose)) xLow = min(low, min(xOpen, xClose)) // Trailing ATR v1 = abs(xHigh - xClose[1]) v2 = abs(xLow - xClose[1]) v3 = xHigh - xLow trueRange = max(v1, max(v2, v3)) if useHeiken then atr = WilderAverage[atrLen](trueRange) else atr = AverageTrueRange[atrLen] endif if aadx>aadx[1] and (adx < adxThresh or not aboveThresh) then m=m1 elsif aadx<aadx[1] or (adx > adxThresh and aboveThresh) then m=m2 else m = m[1] endif if DIP >= DIN then mUp=m else mUp=m2 endif if DIN >= DIP then mDn=m else mDn=m2 endif if useHeiken then src=xClose c=Xclose t=(xHigh+xLow)/2 else src=source c=close t=MedianPrice endif up = t - mUp * atr dn = t + mDn * atr if max(src[1], c[1]) > TUp[1] then TUp = max(up,TUp[1]) else TUp = up endif if min(src[1], c[1]) < TDown[1] then TDown = min(dn, TDown[1]) else TDown = dn endif //trend if min(src,min(c,close))>TDown[1] then trend=1 elsif max(src,max(c,close))<TUp[1] then trend=-1 else trend=trend[1] endif if trend=1 then sstop=TUp //r=0 //g=255 //else sstop=TDown //r=255 //g=0 endif c1 = (close crosses over sstop and close > sstop) c2 = (close crosses under sstop and close < sstop) IF NOT LONGONMARKET AND c1 THEN BUY 50 shares AT MARKET Endif IF NOT SHORTONMARKET AND c2 THEN SELLSHORT 50 shares AT MARKET endif

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  // --- settings fissi //atrLen = 21 //m1 = 3.5 //"ATR Multiplier - ADX Rising" //m2 = 1.75 //"ATR Multiplier - ADX Falling" //adxLen = 14 //adxThresh = 30 //"ADX Threshold" //aboveThresh = 1 //true, title = "ADX Above Threshold uses ATR Falling Multiplier Even if Rising?") //useHeiken = 1 //(false, title = "Use Heiken-Ashi Bars (Source will be ohlc4)") // --- end of settings   DEFPARAM CUMULATEORDERS = false   source = MedianPrice      // DI-Pos, DI-Neg, ADX   hR = high-high[1] lR = -(low-low[1])   if hr>lr then dmPos=max(hr,0) else dmPos=0 endif   if lr>hr then dmNeg=max(lr,0) else dmNeg=0 endif   sTR = (sTR[1] - sTR[1]) / adxLen + tr   sDMPos = (sDMPos[1] - sDMPos[1]) / adxLen + dmPos sDMNeg = (sDMNeg[1] - sDMNeg[1]) / adxLen + dmNeg   DIP = sDMPos / sTR * 100 DIN = sDMNeg / sTR * 100 DX = abs(DIP - DIN) / (DIP + DIN) * 100 aadx = average[adxLen](DX)   // Heiken-Ashi   if barindex<2 then xClose = close xOpen = open else xClose = TotalPrice xOpen = (xOpen[1] + close[1]) / 2 endif xHigh = max(high, max(xOpen, xClose)) xLow = min(low, min(xOpen, xClose))   // Trailing ATR   v1 = abs(xHigh - xClose[1]) v2 = abs(xLow - xClose[1]) v3 = xHigh - xLow   trueRange = max(v1, max(v2, v3)) if useHeiken then atr = WilderAverage[atrLen](trueRange) else atr = AverageTrueRange[atrLen] endif   if aadx>aadx[1] and (adx < adxThresh or not aboveThresh) then m=m1 elsif aadx<aadx[1] or (adx > adxThresh and aboveThresh) then m=m2 else m = m[1] endif   if DIP >= DIN then mUp=m else mUp=m2 endif if DIN >= DIP then mDn=m else mDn=m2 endif   if useHeiken then src=xClose c=Xclose t=(xHigh+xLow)/2 else src=source c=close t=MedianPrice endif   up = t - mUp * atr dn = t + mDn * atr   if max(src[1], c[1]) > TUp[1] then TUp = max(up,TUp[1]) else TUp = up endif   if min(src[1], c[1]) < TDown[1] then TDown = min(dn, TDown[1]) else TDown = dn endif   //trend if min(src,min(c,close))>TDown[1] then trend=1 elsif max(src,max(c,close))<TUp[1] then trend=-1 else trend=trend[1] endif   if trend=1 then sstop=TUp //r=0 //g=255 //else sstop=TDown //r=255 //g=0 endif   c1 = (close crosses over sstop and close > sstop) c2 = (close crosses under sstop and close < sstop)   IF NOT LONGONMARKET AND c1 THEN   BUY 50 shares AT MARKET Endif   IF  NOT SHORTONMARKET AND c2 THEN SELLSHORT 50 shares AT MARKET endif

   

  

  luxrun

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  08/06/2018 at 9:08 AM #77609
  robertogozzi

  Perché alla riga 124 hai messo il commento ad ELSE, prova a toglierlo.

  

  robertogozzi

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  08/06/2018 at 9:46 AM #77616
  luxrun

  Ecco l’errore dov’era, grazie Roberto! Adesso dovrò lavorare con stop loss e trailing stop per il management del trade in quanto le equity line sono molto instabili e non significative su molte azioni. Inoltre va provato anche sui diversi time frame. Grazie

  

  luxrun

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