LONG/SHORT IN BREAK IN

• 09/05/2021 at 10:09 AM #176806
  Hary Trading

  Buongiorno,

  vorrei testare questa strategia su H1

  prendo come riferimento i massimi ed i minimi che il mio asset hanno registrato dalle 00:00 alle 08:00 del mattino ore Italiane, definendo cosi una sorta di box

  se i prezzi effettuano il breakout dei massimi, per poi effettuare il break in degli stessi (può accadere anche durante la giornata, non c’è necessità che questo avvenga subito), si entra short e si hanno 3 target

  target 1 50% dell’ampiezza del box

  target 2 61,8% dell’ampiezza del box

  target 3 100% dell’ampiezza del box

  si entra quindi con 3 contratti che avranno inizialmente lo stop al 150% di ampiezza del box (quindi in questo caso di short scenario, il 50% dell’ampiezza del box proiettato in alto)

  qualora si arrivasse a target 1 lo stop dei due contratti rimanenti deve essere spostato in pari

   

  SCENARIO SPECULARE PER LO SHORT

   

  mi piacerebbe anche mettere un filtro, se possibile:

  il trade dovrebbe partire solo se il break in avviene con i prezzi che rientrano nel box per almeno 3 punti

   

  grazie infinite

   

  

  Hary Trading

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  09/05/2021 at 11:04 AM #176809
  robertogozzi

  Con “SCENARIO SPECULARE PER LO SHORT” intendevi scrivere LONG ?

   

   

  

  robertogozzi

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  09/05/2021 at 11:49 AM #176811
  Hary Trading

  Si Sig.Roberto

  chiedo scusa per l’errore

  

  Hary Trading

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  09/05/2021 at 12:29 PM #176812
  Hary Trading

  La strategia è intraday quindi se le condizioni non vengono soddisfatte, si passa al giorno successivo

  Grazie infinite

  

  Hary Trading

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  09/08/2021 at 12:03 AM #176993
  robertogozzi

  Eccola (provata su DAX, h1):

  IF Time = 000000 THEN Massimo = high Minimo = low ENDIF IF Time > 000000 AND Time <= 080000 THEN Massimo = max(Massimo,high) Minimo = min(Minimo,low) BreakOutL = 0 BreakOutS = 0 RangeBox = Massimo - Minimo TP1 = RangeBox * 0.5 TP2 = RangeBox * 0.618 TP3 = RangeBox SL = RangeBox * 1.5 Offset = 3 * PipSize ENDIF IF Time >= 080000 AND Not OnMarket THEN IF close CROSSES OVER Massimo THEN BreakOutL = 1 BreakOutS = 0 ELSIF close CROSSES UNDER Minimo THEN BreakOutL = 0 BreakOutS = 1 ENDIF IF BreakOutL THEN IF close < (Massimo - Offset) THEN SELLSHORT 3 Contracts AT Market SET STOP LOSS SL SET TARGET PROFIT TP3 Exit1 = close - TP1 Exit2 = close - TP2 Exit3 = close - TP3 BreakEvenS = close ENDIF ENDIF IF BreakOutS THEN IF close > (Minimo + Offset) THEN BUY 3 Contracts AT Market SET STOP LOSS SL SET TARGET PROFIT TP3 Exit1 = close + TP1 Exit2 = close + TP2 Exit3 = close + TP3 BreakEvenL = close ENDIF ENDIF ENDIF IF OnMarket AND Not OnMarket[1] THEN IF LongOnMarket THEN Exit1 = Tradeprice + TP1 Exit2 = Tradeprice + TP2 Exit3 = Tradeprice + TP3 BreakEvenL = Tradeprice ELSIF ShortOnMarket THEN Exit1 = Tradeprice - TP1 Exit2 = Tradeprice - TP2 Exit3 = Tradeprice - TP3 BreakEvenS = Tradeprice ENDIF ENDIF Posizioni = abs(CountOfPosition) IF LongOnMarket THEN IF Posizioni = 3 THEN SELL 1 Contract AT Exit1 LIMIT SELL 1 Contract AT Exit2 LIMIT SELL 1 Contract AT Exit3 LIMIT ELSIF Posizioni = 2 THEN SELL 1 Contract AT Exit2 LIMIT SELL 1 Contract AT Exit3 LIMIT IF close > BreakEvenL THEN SELL AT BreakEvenL STOP ELSE SELL AT BreakEvenL LIMIT ENDIF ELSE SELL 1 Contract AT Exit3 LIMIT IF close > BreakEvenL THEN SELL AT BreakEvenL STOP ELSE SELL AT BreakEvenL LIMIT ENDIF ENDIF ELSIF ShortOnMarket THEN IF Posizioni = 3 THEN EXITSHORT 1 Contract AT Exit1 LIMIT EXITSHORT 1 Contract AT Exit2 LIMIT EXITSHORT 1 Contract AT Exit3 LIMIT ELSIF Posizioni = 2 THEN EXITSHORT 1 Contract AT Exit2 LIMIT EXITSHORT 1 Contract AT Exit3 LIMIT IF close < BreakEvenS THEN EXITSHORT AT BreakEvenS STOP ELSE EXITSHORT AT BreakEvenS LIMIT ENDIF ELSE EXITSHORT 1 Contract AT Exit3 LIMIT IF close < BreakEvenS THEN EXITSHORT AT BreakEvenS STOP ELSE EXITSHORT AT BreakEvenS LIMIT ENDIF ENDIF ENDIF //graph Posizioni //graphonprice Tradeprice //graphonprice Exit1 coloured(255,0,0,255) //graphonprice Exit2 coloured(0,255,0,255) //graphonprice Exit3 coloured(0,0,255,255) //graphonprice Massimo coloured(255,0,255,255) //graphonprice Minimo coloured(255,0,255,255)

  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 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111

  IF Time = 000000 THEN Massimo   = high Minimo    = low ENDIF IF Time > 000000 AND Time <= 080000 THEN Massimo   = max(Massimo,high) Minimo    = min(Minimo,low) BreakOutL = 0 BreakOutS = 0 RangeBox  = Massimo - Minimo TP1       = RangeBox * 0.5 TP2       = RangeBox * 0.618 TP3       = RangeBox SL        = RangeBox * 1.5 Offset    = 3 * PipSize ENDIF IF Time >= 080000 AND Not OnMarket THEN IF close CROSSES OVER Massimo THEN BreakOutL = 1 BreakOutS = 0 ELSIF close CROSSES UNDER Minimo THEN BreakOutL = 0 BreakOutS = 1 ENDIF IF BreakOutL THEN IF close < (Massimo - Offset) THEN SELLSHORT 3 Contracts AT Market SET STOP   LOSS   SL SET TARGET PROFIT TP3 Exit1 = close - TP1 Exit2 = close - TP2 Exit3 = close - TP3 BreakEvenS = close ENDIF ENDIF IF BreakOutS THEN IF close > (Minimo + Offset) THEN BUY 3 Contracts AT Market SET STOP   LOSS   SL SET TARGET PROFIT TP3 Exit1 = close + TP1 Exit2 = close + TP2 Exit3 = close + TP3 BreakEvenL = close ENDIF ENDIF ENDIF IF OnMarket AND Not OnMarket[1] THEN IF LongOnMarket THEN Exit1 = Tradeprice + TP1 Exit2 = Tradeprice + TP2 Exit3 = Tradeprice + TP3 BreakEvenL = Tradeprice ELSIF ShortOnMarket THEN Exit1 = Tradeprice - TP1 Exit2 = Tradeprice - TP2 Exit3 = Tradeprice - TP3 BreakEvenS = Tradeprice ENDIF ENDIF Posizioni = abs(CountOfPosition) IF LongOnMarket THEN IF Posizioni = 3 THEN SELL 1 Contract AT Exit1 LIMIT SELL 1 Contract AT Exit2 LIMIT SELL 1 Contract AT Exit3 LIMIT ELSIF Posizioni = 2 THEN SELL 1 Contract AT Exit2 LIMIT SELL 1 Contract AT Exit3 LIMIT IF close > BreakEvenL THEN SELL AT BreakEvenL STOP ELSE SELL AT BreakEvenL LIMIT ENDIF ELSE SELL 1 Contract AT Exit3 LIMIT IF close > BreakEvenL THEN SELL AT BreakEvenL STOP ELSE SELL AT BreakEvenL LIMIT ENDIF ENDIF ELSIF ShortOnMarket THEN IF Posizioni = 3 THEN EXITSHORT 1 Contract AT Exit1 LIMIT EXITSHORT 1 Contract AT Exit2 LIMIT EXITSHORT 1 Contract AT Exit3 LIMIT ELSIF Posizioni = 2 THEN EXITSHORT 1 Contract AT Exit2 LIMIT EXITSHORT 1 Contract AT Exit3 LIMIT IF close < BreakEvenS THEN EXITSHORT AT BreakEvenS STOP ELSE EXITSHORT AT BreakEvenS LIMIT ENDIF ELSE EXITSHORT 1 Contract AT Exit3 LIMIT IF close < BreakEvenS THEN EXITSHORT AT BreakEvenS STOP ELSE EXITSHORT AT BreakEvenS LIMIT ENDIF ENDIF ENDIF //graph Posizioni //graphonprice Tradeprice //graphonprice Exit1      coloured(255,0,0,255) //graphonprice Exit2      coloured(0,255,0,255) //graphonprice Exit3      coloured(0,0,255,255) //graphonprice Massimo    coloured(255,0,255,255) //graphonprice Minimo     coloured(255,0,255,255)

  

  robertogozzi

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  09/08/2021 at 6:37 PM #177038
  Hary Trading

  Grazie Sig. Roberto,

   

  è stato davvero molto gentile

   

  

  Hary Trading

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