non operare per le prossime 5 barre

This topic has 6 replies, 4 voices, and was last updated 7 years ago by Mauro T. “Algorithm System”.

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12/03/2016 at 9:43 AM #17747

gianlox

salve, vorrei fare il modo che dopo l’uscita da un trade, al verificarsi di qualsiasi condizione, il sistema non entri long o short per le prossime 5 barre.
ringrazio in anticipo.

Gianluca

gianlox

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12/05/2016 at 4:24 PM #17825

Nicolas

Credo che qualcosa di simile dovrebbe essere ok:

if onmarket[1]=1 and onmarket=0 then 
 start = barindex
endif 

condition = barindex-start>=5

if onmarket[1]=1 and onmarket=0 then

start = barindex

endif

condition = barindex-start>=5

(Non testato, quindi per favore dirci se si sta lavorando bene per voi, grazie).

1 user thanked author for this post.

ALE

Nicolas

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01/12/2017 at 12:41 PM #20836

Mauro T. “Algorithm System”

Buongiorno,
Vorrei inserire ma non riesco in questo sistema trovato nel sito Prorealcode il codice da lei scritto qui sopra per non operare per le prosime 5 Barre.

La ringrazio anticipatamente per la sua cortesia
Mauro
<span class="token keyword">DEFPARAM</span> <span class="token keyword">CumulateOrders</span> <span class="token operator">=</span> FALSE
<span class="token keyword">DEFPARAM</span> <span class="token keyword">FlatBefore</span> <span class="token operator">=</span> <span class="token number">080000</span>
<span class="token keyword">DEFPARAM</span> <span class="token keyword">FlatAfter</span> <span class="token operator">=</span> <span class="token number">212900</span>
<span class="token keyword">if</span> <span class="token punctuation">(</span><span class="token keyword">time</span> <span class="token operator">>=</span><span class="token number">080000</span> <span class="token keyword">and</span> <span class="token keyword">time</span> <span class="token operator"><</span> <span class="token number">110000</span><span class="token punctuation">)</span> <span class="token keyword">or</span> <span class="token punctuation">(</span><span class="token keyword">time</span> <span class="token operator">>=</span> <span class="token number">134500</span> <span class="token keyword">and</span> <span class="token keyword">time</span> <span class="token operator"><</span><span class="token number">181400</span><span class="token punctuation">)</span> <span class="token keyword">then</span>

 indicator1<span class="token punctuation">,</span> ignored <span class="token operator">=</span> <span class="token keyword">CALL</span> <span class="token string">"BLUSTER DAX"</span>
 c1 <span class="token operator">=</span> <span class="token punctuation">(</span>indicator1 <span class="token operator">>=</span> <span class="token number">1</span><span class="token punctuation">)</span>

 <span class="token keyword">IF</span> c1 <span class="token keyword">AND</span> <span class="token keyword">CurrentDayOfWeek</span> <span class="token operator"><</span><span class="token operator">></span> <span class="token number">1</span> <span class="token keyword">THEN</span>
  <span class="token keyword">BUY</span> <span class="token number">1</span> <span class="token keyword">CONTRACT</span> <span class="token keyword">AT</span> <span class="token keyword">MARKET</span>
 <span class="token keyword">ENDIF</span>

 indicator2<span class="token punctuation">,</span> ignored <span class="token operator">=</span> <span class="token keyword">CALL</span> <span class="token string">"BLUSTER DAX"</span>
 c2 <span class="token operator">=</span> <span class="token punctuation">(</span>indicator2 <span class="token operator"><=</span> <span class="token operator">-</span><span class="token number">1</span><span class="token punctuation">)</span>

 <span class="token keyword">IF</span> c2  <span class="token keyword">THEN</span>
  <span class="token keyword">SELL</span>  <span class="token keyword">AT</span> <span class="token keyword">MARKET</span>
 <span class="token keyword">ENDIF</span>

 indicator3<span class="token punctuation">,</span> ignored <span class="token operator">=</span> <span class="token keyword">CALL</span> <span class="token string">"BLUSTER DAX"</span>
 c3 <span class="token operator">=</span> <span class="token punctuation">(</span>indicator3 <span class="token operator"><=</span> <span class="token operator">-</span><span class="token number">1</span><span class="token punctuation">)</span>

 <span class="token keyword">IF</span> c3 <span class="token keyword">AND</span>  <span class="token keyword">CurrentDayOfWeek</span> <span class="token operator"><</span><span class="token operator">></span> <span class="token number">1</span>  <span class="token keyword">THEN</span>
  <span class="token keyword">SELLSHORT</span> <span class="token number">1</span> <span class="token keyword">CONTRACT</span> <span class="token keyword">AT</span> <span class="token keyword">MARKET</span>
 <span class="token keyword">ENDIF</span>

 indicator4<span class="token punctuation">,</span> ignored <span class="token operator">=</span> <span class="token keyword">CALL</span> <span class="token string">"BLUSTER DAX"</span>
 c4 <span class="token operator">=</span> <span class="token punctuation">(</span>indicator4 <span class="token operator">>=</span> <span class="token number">1</span><span class="token punctuation">)</span>

 <span class="token keyword">IF</span> c4 <span class="token keyword">THEN</span>
  <span class="token keyword">EXITSHORT</span>  <span class="token keyword">AT</span> <span class="token keyword">MARKET</span>
 <span class="token keyword">ENDIF</span>

 <span class="token comment" spellcheck="true">// TRAILING STOP LOGIK BY KENNETH KVISTAD MODIFIED FOR LONG AND SHORT POSITION</span>
 TGL <span class="token operator">=</span><span class="token number">47</span>
 TGS<span class="token operator">=</span> <span class="token number">41</span>

 <span class="token keyword">if</span> <span class="token keyword">not</span> <span class="token keyword">onmarket</span> <span class="token keyword">then</span>
  MAXPRICE <span class="token operator">=</span> <span class="token number">0</span>
  MINPRICE <span class="token operator">=</span> <span class="token keyword">close</span>
  PREZZOUSCITA <span class="token operator">=</span> <span class="token number">0</span>
 <span class="token keyword">ENDIF</span>

 <span class="token keyword">if</span> <span class="token keyword">longonmarket</span> <span class="token keyword">then</span>
  MAXPRICE <span class="token operator">=</span> <span class="token keyword">MAX</span><span class="token punctuation">(</span>MAXPRICE<span class="token punctuation">,</span><span class="token keyword">close</span><span class="token punctuation">)</span>
   <span class="token keyword">if</span> MAXPRICE<span class="token operator">-</span><span class="token keyword">tradeprice</span><span class="token punctuation">(</span><span class="token number">1</span><span class="token punctuation">)</span><span class="token operator">>=</span>TGL<span class="token operator">*</span><span class="token keyword">pointsize</span> <span class="token keyword">then</span>
    PREZZOUSCITA <span class="token operator">=</span> MAXPRICE<span class="token operator">-</span>TGL<span class="token operator">*</span><span class="token keyword">pointsize</span>
   <span class="token keyword">ENDIF</span>
 <span class="token keyword">ENDIF</span>

 <span class="token keyword">if</span> <span class="token keyword">shortonmarket</span> <span class="token keyword">then</span>
  MINPRICE <span class="token operator">=</span> <span class="token keyword">MIN</span><span class="token punctuation">(</span>MINPRICE<span class="token punctuation">,</span><span class="token keyword">close</span><span class="token punctuation">)</span>
   <span class="token keyword">if</span> <span class="token keyword">tradeprice</span><span class="token punctuation">(</span><span class="token number">1</span><span class="token punctuation">)</span><span class="token operator">-</span>MINPRICE<span class="token operator">>=</span>TGS<span class="token operator">*</span><span class="token keyword">pointsize</span> <span class="token keyword">then</span>
    PREZZOUSCITA <span class="token operator">=</span> MINPRICE<span class="token operator">+</span>TGS<span class="token operator">*</span><span class="token keyword">pointsize</span>
   <span class="token keyword">ENDIF</span>
 <span class="token keyword">ENDIF</span>

 <span class="token keyword">if</span> <span class="token keyword">onmarket</span> <span class="token keyword">and</span> PREZZOUSCITA<span class="token operator">></span><span class="token number">0</span> <span class="token keyword">then</span>
  <span class="token keyword">EXITSHORT</span> <span class="token keyword">AT</span> PREZZOUSCITA <span class="token keyword">STOP</span>
  <span class="token keyword">SELL</span> <span class="token keyword">AT</span> PREZZOUSCITA <span class="token keyword">STOP</span>
 <span class="token keyword">ENDIF</span>

 <span class="token keyword">SET STOP</span> <span class="token keyword">PLOSS</span> <span class="token number">70</span>
 <span class="token keyword">SET TARGET</span> <span class="token keyword">PPROFIT</span> <span class="token number">87</span>
<span class="token keyword">ENDIF</span>

Buongiorno,

Vorrei inserire ma non riesco in questo sistema trovato nel sito Prorealcode il codice da lei scritto qui sopra per non operare per le prosime 5 Barre.

La ringrazio anticipatamente per la sua cortesia

Mauro

DEFPARAM CumulateOrders = FALSE

DEFPARAM FlatBefore = 080000

DEFPARAM FlatAfter = 212900

if (time >=080000 and time < 110000) or (time >= 134500 and time <181400) then

indicator1, ignored = CALL "BLUSTER DAX"

c1 = (indicator1 >= 1)

IF c1 AND CurrentDayOfWeek <> 1 THEN

BUY 1 CONTRACT AT MARKET

ENDIF

indicator2, ignored = CALL "BLUSTER DAX"

c2 = (indicator2 <= -1)

IF c2 THEN

SELL AT MARKET

ENDIF

indicator3, ignored = CALL "BLUSTER DAX"

c3 = (indicator3 <= -1)

IF c3 AND CurrentDayOfWeek <> 1 THEN

SELLSHORT 1 CONTRACT AT MARKET

ENDIF

indicator4, ignored = CALL "BLUSTER DAX"

c4 = (indicator4 >= 1)

IF c4 THEN

EXITSHORT AT MARKET

ENDIF

// TRAILING STOP LOGIK BY KENNETH KVISTAD MODIFIED FOR LONG AND SHORT POSITION

TGL =47

TGS= 41

if not onmarket then

MAXPRICE = 0

MINPRICE = close

PREZZOUSCITA = 0

ENDIF

if longonmarket then

MAXPRICE = MAX(MAXPRICE,close)

if MAXPRICE-tradeprice(1)>=TGL*pointsize then

PREZZOUSCITA = MAXPRICE-TGL*pointsize

ENDIF

if shortonmarket then

MINPRICE = MIN(MINPRICE,close)

if tradeprice(1)-MINPRICE>=TGS*pointsize then

PREZZOUSCITA = MINPRICE+TGS*pointsize

ENDIF

if onmarket and PREZZOUSCITA>0 then

EXITSHORT AT PREZZOUSCITA STOP

SELL AT PREZZOUSCITA STOP

ENDIF

SET STOP PLOSS 70

SET TARGET PPROFIT 87

ENDIF

Mauro T. “Algorithm System”

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01/12/2017 at 1:23 PM #20850

ALE

HELLO MAURO

PLEASE FIND THE ATTACHED FILE TO TEST YOUR VERSION, WITH NICOL’S PART OF CODE

THANKS

ALE

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01/12/2017 at 2:39 PM #20863

Mauro T. “Algorithm System”

Ciao Ale,

sto verificando il sistema da inserito circa 3 mesi fà ( BLUSTER DAX intraday trading strategy ),

Ma vorrei evitare una volta arrivato a target di rientrare subito nelle barre successive ( poi da verificare il numero di barre successive conle variabili ) semore nella stessa direzione.

Ciao Mauro

P.S. purtroppo non sono riuscito aprire il file .itf

Mauro T. “Algorithm System”

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01/12/2017 at 3:01 PM #20866

ALE

CIAO

IL FILE ITF :

FAI IL DOWLOAD E POI SEGUI LE ISTRUZIONI DEL LINK SOTTOSTANTE:
https://www.prorealcode.com/import-export-prorealtime-code-platform/

ALE

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01/12/2017 at 3:37 PM #20874

Mauro T. “Algorithm System”

Ciao,

Ecco il sistema da qui come ti dicevo prima vorrei evitare una volta arrivato a target di rientrare subito nelle barre successive.

Grazie

Mauro

// THIS SIMPLE STRATEGY CATCH PROFIT BY UNIVERSAL INDICATOR
// IG MARKET GERMANY CASH 1 EUR MINI – SPREAD 1 – 15 M
DEFPARAM CumulateOrders = FALSE
DEFPARAM FlatBefore = 080000
DEFPARAM FlatAfter = 212900
if (time >=080000 and time < 110000) or (time >= 134500 and time <181400) then
if onmarket[1]=1 and onmarket=0 then
start = barindex
endif

condition = barindex-start>=5

indicator1, ignored = CALL “BLUSTER DAX”
c1 = (indicator1 >= 1)

IF c1 AND CurrentDayOfWeek <> 1 AND CONDITION THEN
BUY 1 CONTRACT AT MARKET
ENDIF

indicator2, ignored = CALL “BLUSTER DAX”
c2 = (indicator2 <= -1)

IF c2 THEN
SELL AT MARKET
ENDIF

indicator3, ignored = CALL “BLUSTER DAX”
c3 = (indicator3 <= -1)

IF c3 AND CurrentDayOfWeek <> 1 AND CONDITION THEN
SELLSHORT 1 CONTRACT AT MARKET
ENDIF

indicator4, ignored = CALL “BLUSTER DAX”
c4 = (indicator4 >= 1)

IF c4 THEN
EXITSHORT AT MARKET
ENDIF

// TRAILING STOP LOGIK BY KENNETH KVISTAD MODIFIED FOR LONG AND SHORT POSITION
TGL =47
TGS= 41

if not onmarket then
MAXPRICE = 0
MINPRICE = close
PREZZOUSCITA = 0
ENDIF

if longonmarket then
MAXPRICE = MAX(MAXPRICE,close)
if MAXPRICE-tradeprice(1)>=TGL*pointsize then
PREZZOUSCITA = MAXPRICE-TGL*pointsize
ENDIF
ENDIF

if shortonmarket then
MINPRICE = MIN(MINPRICE,close)
if tradeprice(1)-MINPRICE>=TGS*pointsize then
PREZZOUSCITA = MINPRICE+TGS*pointsize
ENDIF
ENDIF

if onmarket and PREZZOUSCITA>0 then
EXITSHORT AT PREZZOUSCITA STOP
SELL AT PREZZOUSCITA STOP
ENDIF

SET STOP PLOSS 70
SET TARGET PPROFIT 87
ENDIF
// REGARDS ALE

Mauro T. “Algorithm System”

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Been thanked: 76 times

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