orari di apertura posizioni errati

• 12/19/2020 at 5:42 PM #154437
  leo di menno

  salve, qualcuno mi saprebbe dire perchè il prorealtime  mi apre le posizionio in orari totalmente differenti da quelli da me indicati? grazie a tutti per il supporto

  il codice è il seguente

  bias

  defparam cumulateorders=false time1=120000 time2=010000 time3=160000 time4=070000 daysForbiddenEntry = OpenDayOfWeek = 6 OR OpenDayOfWeek = 0 OR OpenDayOfWeek = 1 OR OpenDayOfWeek = 2 IF NOT LongOnMarket and time1 AND dayofweek=3 or dayofweek=4 or dayofweek=5 THEN BUY 1 CONTRACT AT MARKET ENDIF IF longonmarket and time2 THEN SELL 1 CONTRACT AT MARKET ENDIF IF not longonmarket and time2 and dayofweek=5 THEN SELL 1 CONTRACT AT MARKEt ENDIF //ribassista if not shortonmarket and dayofweek=1 or dayofweek=5 and time2 then sellshort 1 CONTRACT at market endif if shortonmarket and dayofweek=1 or dayofweek=5 and time1 then exitshort at market endif if not shortonmarket and dayofweek=2 or dayofweek=4 and time4 then sellshort 1 CONTRACT at market endif if shortonmarket and dayofweek=2 or dayofweek=4 and time4 then exitshort at market endif

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  defparam cumulateorders=false time1=120000 time2=010000 time3=160000 time4=070000 daysForbiddenEntry = OpenDayOfWeek = 6 OR OpenDayOfWeek = 0 OR OpenDayOfWeek = 1 OR OpenDayOfWeek = 2 IF NOT LongOnMarket and time1 AND  dayofweek=3 or dayofweek=4 or dayofweek=5 THEN BUY 1 CONTRACT AT MARKET ENDIF IF longonmarket and time2 THEN SELL 1 CONTRACT AT MARKET ENDIF IF not longonmarket and time2 and dayofweek=5 THEN SELL 1 CONTRACT AT MARKEt ENDIF //ribassista if not shortonmarket and  dayofweek=1 or dayofweek=5 and time2 then sellshort 1 CONTRACT at market endif if shortonmarket and dayofweek=1 or dayofweek=5 and time1 then exitshort at market endif if not shortonmarket and dayofweek=2 or dayofweek=4 and time4 then sellshort 1 CONTRACT at market endif if shortonmarket and dayofweek=2 or dayofweek=4 and time4 then exitshort at market endif

   

  

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  12/19/2020 at 5:44 PM #154438
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  la stringa daysforbiddenentry andava inibita, ho sbagliato a copiare, non tenetene conto

  

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  12/19/2020 at 7:08 PM #154450
  robertogozzi

  Perché alle righe 2-5 assegni un valore semplicemente, per cui sono SEMPRE vere.

  Trasformale in:

  time1 = time = 120000 //OpenTime time2 = time = 010000 //OpenTime time3 = time = 160000 //OpenTime time4 = time = 070000 //OpenTime

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  time1 = time = 120000 //OpenTime time2 = time = 010000 //OpenTime time3 = time = 160000 //OpenTime time4 = time = 070000 //OpenTime

   

  

  robertogozzi

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  12/21/2020 at 8:51 PM #154774
  leo di menno

  ciao, intanto grazie per la delucidazione tuttavia nonostante abbia fatto la modifica descritta il prt continua ad aprire e chiudere posizioni quando vuole, allego schermata posizioni chiuse su crude oil ad 1 ora

  

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  12/21/2020 at 8:55 PM #154776
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  il programma utilizzato è il seguente

  bias

  defparam cumulateorders=false time1=time=120000 time2=time=010000 time3=time=160000 time4=time=070000 IF NOT LongOnMarket and time1 AND dayofweek=3 or dayofweek=4 or dayofweek=5 THEN BUY 1 CONTRACT AT MARKET ENDIF IF longonmarket and time2 THEN SELL 1 CONTRACT AT MARKET ENDIF IF not longonmarket and time2 and dayofweek=5 THEN SELL 1 CONTRACT AT MARKEt ENDIF //ribassista if not shortonmarket and dayofweek=1 or dayofweek=5 and time2 then sellshort 1 CONTRACT at market endif if shortonmarket and dayofweek=1 or dayofweek=5 and time1 then exitshort at market endif if not shortonmarket and dayofweek=2 or dayofweek=4 and time4 then sellshort 1 CONTRACT at market endif if shortonmarket and dayofweek=2 or dayofweek=4 and time4 then exitshort at market endif

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  defparam cumulateorders=false time1=time=120000 time2=time=010000 time3=time=160000 time4=time=070000 IF NOT LongOnMarket and time1 AND  dayofweek=3 or dayofweek=4 or dayofweek=5 THEN BUY 1 CONTRACT AT MARKET ENDIF IF longonmarket and time2 THEN SELL 1 CONTRACT AT MARKET ENDIF IF not longonmarket and time2 and dayofweek=5 THEN SELL 1 CONTRACT AT MARKEt ENDIF //ribassista if not shortonmarket and  dayofweek=1 or dayofweek=5 and time2 then sellshort 1 CONTRACT at market endif if shortonmarket and dayofweek=1 or dayofweek=5 and time1 then exitshort at market endif if not shortonmarket and dayofweek=2 or dayofweek=4 and time4 then sellshort 1 CONTRACT at market endif if shortonmarket and dayofweek=2 or dayofweek=4 and time4 then exitshort at market endif

   

   

  

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  12/22/2020 at 3:29 AM #154812
  robertogozzi

  C’era anche un errore nelle precedenze degli operatori logici; è sempre meglio mettere le parentesi per indicare quale deve essere la precedenza tra gli operatori, specialmente quando ce ne sono vari su una stessa riga:

  defparam cumulateorders=false time1=time=120000 time2=time=010000 time3=time=160000 time4=time=070000 IF (NOT LongOnMarket) and time1 AND (dayofweek=3 or dayofweek=4 or dayofweek=5) THEN BUY 1 CONTRACT AT MARKET ENDIF IF longonmarket and time2 THEN SELL 1 CONTRACT AT MARKET ENDIF IF (not longonmarket) and time2 and dayofweek=5 THEN SELL 1 CONTRACT AT MARKEt ENDIF //ribassista if (not shortonmarket) and (dayofweek=1 or dayofweek=5) and time2 then sellshort 1 CONTRACT at market endif if shortonmarket and (dayofweek=1 or dayofweek=5) and time1 then exitshort at market endif if (not shortonmarket) and (dayofweek=2 or dayofweek=4) and time4 then sellshort 1 CONTRACT at market endif if shortonmarket and (dayofweek=2 or dayofweek=4) and time4 then exitshort at market endif

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  defparam cumulateorders=false time1=time=120000 time2=time=010000 time3=time=160000 time4=time=070000 IF (NOT LongOnMarket) and time1 AND  (dayofweek=3 or dayofweek=4 or dayofweek=5) THEN BUY 1 CONTRACT AT MARKET ENDIF IF longonmarket and time2 THEN SELL 1 CONTRACT AT MARKET ENDIF IF (not longonmarket) and time2 and dayofweek=5 THEN SELL 1 CONTRACT AT MARKEt ENDIF //ribassista if (not shortonmarket) and  (dayofweek=1 or dayofweek=5) and time2 then sellshort 1 CONTRACT at market endif if shortonmarket and (dayofweek=1 or dayofweek=5) and time1 then exitshort at market endif if (not shortonmarket) and (dayofweek=2 or dayofweek=4) and time4 then sellshort 1 CONTRACT at market endif if shortonmarket and (dayofweek=2 or dayofweek=4) and time4 then exitshort at market endif

   

   

  

  robertogozzi

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  12/22/2020 at 8:44 AM #154845
  leo di menno

  ok, quindi la priorità è la seguente operazioni fuori dalla parentesi

  operazioni dentro

  e se volessi aggiungere anche una limitazione dell’operatività legata ai mesi? scrivo dentro la parentesi dei giorni oppure a parte? grazie

  

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  12/22/2020 at 9:30 AM #154850
  robertogozzi

  No, è l’opposto, come in qualunque espressione.

  Le parentesi servono per cambiare l’ordine di precedenza, assegnandogli la priorità.

  In 3 + 1 * 4 la moltiplicazione ha la precedenza, se vuoi darla all’addizione devi metterla tra parentesi (3 + 1) * 4, nel primo caso il risultato è 7, nel secondo è 16.

   

  

  robertogozzi

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  12/22/2020 at 9:33 AM #154853
  robertogozzi

  Per i mesi, se non devi legarli ad altro mettili al di fuori. Meglio se li metti all’interno di proprie parentesi.

   

   

  

  robertogozzi

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  12/22/2020 at 11:15 AM #154877
  leo di menno

  devo comunque aggiungerli anche ai giorni della settimana, quindi suppongo che if (not longonmarket) and time1 and (dayofweek=3 or dayofweek=5) and (months=1 or months=6) then………… ho scritto months ma in realtà non so il comando giusto, ho cercato in giro ma trovo sempre riferimento ai giorni

  

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  12/22/2020 at 2:05 PM #154892
  robertogozzi

  Qui puoi trovare tutte le istruzioni e costanti https://www.prorealcode.com/prorealtime-documentation/

   

  

  robertogozzi

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  12/23/2020 at 10:13 PM #155051
  leo di menno

  salve, dopo aver modificato (spero correttamente il programma) funziona ma comunque con qualche errore

  mi spiego meglio

  il giorno 04/10/2016 entra short ed esce il giorno 5/10/2016 alle 16, questo orario è usato solo per le operazioni long e comunque solo per il venerdi…dayofweek=5, come mai questo errore? secondo me ce ne sono anche altri , cosa è scritto male? posto sia il codice che la lista di posizioni. grazie

  defparam cumulateorders=false time1=time=120000 time2=time=010000 time3=time=160000 time4=time=070000 //daysForbiddenEntry = OpenDayOfWeek = 6 OR OpenDayOfWeek = 0 OR OpenDayOfWeek = 1 OR OpenDayOfWeek = 2 IF (NOT LongOnMarket) and (month>=1 and month<=4) and time1 AND (dayofweek=3 or dayofweek=4 or dayofweek=5) THEN BUY 1 CONTRACT AT MARKET ENDIF IF longonmarket and time2 THEN SELL 1 CONTRACT AT MARKET ENDIF IF longonmarket and time3 and dayofweek=5 THEN SELL 1 CONTRACT AT MARKEt ENDIF //ribassista if (not shortonmarket) and (month>=7 and month<=12) and (dayofweek=1 or dayofweek=5) and time2 then sellshort 1 CONTRACT at market endif if shortonmarket and (dayofweek=1 or dayofweek=5) and time1 then exitshort at market endif if (not shortonmarket) and (month>=10 and month<=11) and (dayofweek=2 or dayofweek=4) and time4 then sellshort 1 CONTRACT at market endif if shortonmarket and (dayofweek=2 or dayofweek=4) and time4 then exitshort at market endif set stop loss 127

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  defparam cumulateorders=false time1=time=120000 time2=time=010000 time3=time=160000 time4=time=070000 //daysForbiddenEntry = OpenDayOfWeek = 6 OR OpenDayOfWeek = 0 OR OpenDayOfWeek = 1 OR OpenDayOfWeek = 2 IF (NOT LongOnMarket) and (month>=1 and month<=4) and time1 AND  (dayofweek=3 or dayofweek=4 or dayofweek=5) THEN BUY 1 CONTRACT AT MARKET ENDIF IF longonmarket and time2 THEN SELL 1 CONTRACT AT MARKET ENDIF IF longonmarket and time3 and dayofweek=5 THEN SELL 1 CONTRACT AT MARKEt ENDIF //ribassista if (not shortonmarket) and (month>=7 and month<=12) and  (dayofweek=1 or dayofweek=5) and time2 then sellshort 1 CONTRACT at market endif if shortonmarket and (dayofweek=1 or dayofweek=5) and time1 then exitshort at market endif if (not shortonmarket) and (month>=10 and month<=11) and (dayofweek=2 or dayofweek=4) and time4 then sellshort 1 CONTRACT at market endif if shortonmarket and (dayofweek=2 or dayofweek=4) and time4 then exitshort at market endif set stop loss 127

   

  

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  12/23/2020 at 10:18 PM #155052
  leo di menno

  ecco uno degli errori(presunti)

  

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  12/24/2020 at 1:39 AM #155071
  robertogozzi

  Per fare una prova occorre sapere su quale strumento e TF l’hai usato.

  Ad ogni modo aggiungi queste righe alla fine del codice e guarda nella finestra delle variabili, alla fine del backtest, quali valori hanno candela per candela che ti risulti errata:

  graph time1 graph time2 graph time3 graph time4 graph dayofweek graph month

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  graph time1 graph time2 graph time3 graph time4 graph dayofweek graph month

   

   

  

  robertogozzi

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  12/28/2020 at 10:03 PM #155492
  leo di menno

  grazie per le info, una delucidazione: come si traduce questa stringa(tradestation) per calcolare lo stop loss con il prorealtime? grazie

  if mp=0  then value1=c*bigpointvalue*0.03;

  setstoploss(value1);

  

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