Nocheinmal die Stochastik

• 05/21/2023 at 10:54 AM #214974
  f1_maik

  Hallo Ihr Lieben.

  Ich möchte eine 3-Indatoren-Strategie erstellen.

  Die Indikatoren sind Stoch, RSI, MACD

   

  Betrachen wir zunächst nur die Longseite

  Ein Kaufsignal tritt auf wenn:

  Stoch: In den letzten n-Perioden soll die K-Line die D-Line im Oversoldbereich von unten nach oben überquert hat. Im Moment des Kaufens soll die K- und die D-Linie nicht im Overbougtbereich sein.

  RSI: In den letzten n1-Perionden soll der RSI die 50-Linie von unten nach oben überquert haben und im Moment des Kaufens über der 50-Linie stehen und seit der letzten Überquerung nicht unter die 50-Linie gefallen sein.

  MACD: In den letzten n-Perioden soll die MACD-Linie die Signallinie unterhalb der Null-Linie von unten nach oben überquert haben und im Moment des Kaufens seit der letzten Überquerung unterhalb der Null-Linie stehen.

  Wir kaufen wenn die Bedingungen für alle 3 Indikatoren erfüllt sind.

   

  Für Verkaufen

  Ist alles vice versa.

   

  Bitte seht anbei das Bild.

  Kann jemand für mich den Code für die Longseite erstellen?

  

  f1_maik

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  05/23/2023 at 12:50 AM #215040
  robertogozzi

  Los geht’s:

  DEFPARAM CumulateOrders = False // Nperiods1 = 10 //lookback periods for RSI Nperiods2 = 10 //lookback periods for STOCHASTIC Nperiods3 = 10 //lookback periods for MACD // // 14-period RSI RsiOB = 70 //OverBought RsiOS = 100 - RsiOB //OverSold MidLine = 50 myRSI = rsi[14](close) L1 = summation[Nperiods1](myRSI CROSSES OVER MidLine) //Crossover in the last Nperiods1 bars L2 = myRSI > MidLine //RSI must currently be > 50 L3 = 1 FOR i = 1 TO Nperiods1 IF myRSI[i] CROSSES OVER MidLine THEN break ENDIF IF myRSI[i] < MidLine THEN //RSI souldn't have returned below 50 since L3 = 0 // the crossover break ENDIF NEXT // // Stochastic(10,3,6) StOB = 80 //OverBought StOS = 100 - StOB //OverSold Kline = Stochastic[10,3](close) Dline = Average[6,0](Kline) L4 = summation[Nperiods2]((Kline CROSSES OVER Dline) AND (Kline < StOS)) //Crossover of lines K and D // in the last Nperiods2 bars, // provided it occurred when // both lines were still in the // OverSold area L5 = (Kline < StOB) AND (Dline < StOB) //currently both lines are // below the OverBought area // // MACD 12,26,9 myMACD = ExponentialAverage[12](close) - ExponentialAverage[26](close) mySignalLine = ExponentialAverage[9](myMACD) myHisto = myMACD - mySignalLine L6 = summation[Nperiods3]((myMACD CROSSES OVER mySignalLine) AND (myMACD < 0)) //Crossover in the last // Nperiods3 bars, provided // it's below the ZERO line L7 = 1 FOR i = 1 TO Nperiods3 IF myMACD[i] CROSSES OVER mySignalLine[i] THEN break ENDIF IF myMACD[i] > 0 THEN //MACD souldn't have returned below 0 since the crossover L7 = 0 break ENDIF NEXT L8 = myMACD < 0 //MACD is currently below 0 // LongCond = L1 AND L2 AND L3 AND L4 AND L5 AND L6 AND L7 AND L8 AND Not OnMarket // IF LongCond THEN BUY 1 Contract at Market ENDIF SET STOP plOSS 300 SET TARGET pPROFIT 600

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  DEFPARAM CumulateOrders = False // Nperiods1    = 10                     //lookback periods for RSI Nperiods2    = 10                     //lookback periods for STOCHASTIC Nperiods3    = 10                     //lookback periods for MACD // // 14-period RSI RsiOB        = 70                     //OverBought RsiOS        = 100 - RsiOB            //OverSold MidLine      = 50 myRSI        = rsi[14](close) L1           = summation[Nperiods1](myRSI CROSSES OVER MidLine) //Crossover in the last Nperiods1 bars L2           = myRSI > MidLine                                  //RSI must currently be > 50 L3           = 1 FOR i = 1 TO Nperiods1    IF myRSI[i] CROSSES OVER MidLine THEN       break    ENDIF    IF myRSI[i] < MidLine THEN                                   //RSI souldn't have returned below 50 since       L3     = 0                                                //  the crossover       break    ENDIF NEXT // // Stochastic(10,3,6) StOB         = 80                     //OverBought StOS         = 100 - StOB             //OverSold Kline        = Stochastic[10,3](close) Dline        = Average[6,0](Kline) L4           = summation[Nperiods2]((Kline CROSSES OVER Dline) AND (Kline < StOS)) //Crossover of lines K and D //                                                                                   in the last Nperiods2 bars, //                                                                                   provided it occurred when //                                                                                   both lines were still in the //                                                                                   OverSold area L5           = (Kline < StOB) AND (Dline < StOB)                                   //currently both lines are //                                                                                   below the OverBought area // // MACD 12,26,9 myMACD       = ExponentialAverage[12](close) - ExponentialAverage[26](close) mySignalLine = ExponentialAverage[9](myMACD) myHisto      = myMACD - mySignalLine L6           = summation[Nperiods3]((myMACD CROSSES OVER mySignalLine) AND (myMACD < 0)) //Crossover in the last //                                                                                         Nperiods3 bars, provided //                                                                                         it's below the ZERO line L7           = 1 FOR i = 1 TO Nperiods3    IF myMACD[i] CROSSES OVER mySignalLine[i] THEN       break    ENDIF    IF myMACD[i] > 0 THEN                               //MACD souldn't have returned below 0 since the crossover       L7     = 0       break    ENDIF NEXT L8           = myMACD < 0                              //MACD is currently below 0 // LongCond     = L1 AND L2 AND L3 AND L4 AND L5 AND L6 AND L7 AND L8 AND Not OnMarket // IF LongCond THEN    BUY 1 Contract at Market ENDIF SET STOP   plOSS   300 SET TARGET pPROFIT 600

   

  

  robertogozzi

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