PARABOLIC SAR STOP

• 02/25/2017 at 1:18 PM #26338
  David Somogyi

  Buenas tardes,

  Tengo 2 dudas con mi programación:

  Cual sería la forma de codificar que mi salida del sistema a través de un SAR Parabólico?

  Es correcto la colocación de mi función valor absoluto?

   

  Es decir:

  // Definición de los parámetros del código DEFPARAM CumulateOrders = False // Acumulación de posiciones desactivada // Condiciones para entrada de posiciones largas indicator1 = ABS(Average[9](Momentum[21](close)) indicator2 = ABS(Average[9](Momentum[21](close)) c1 = (indicator1 > indicator2[1]) IF c1 and FDI<1.5 THEN BUY 1 CONTRACT AT MARKET ENDIF // Condiciones de salida de posiciones largas indicator3 = SAR[0.03,0.02,0.2] indicator4 = SAR[0.03,0.02,0.2] c2 = (indicator3 >= indicator4) //Salida en el primer SAR parabólico opuesto a la tendencia. Calculado en el cierre de la vela IF c2 THEN SELL AT PSAR STOP ENDIF

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  // Definición de los parámetros del código DEFPARAM CumulateOrders = False // Acumulación de posiciones desactivada   // Condiciones para entrada de posiciones largas indicator1 = ABS(Average[9](Momentum[21](close)) indicator2 = ABS(Average[9](Momentum[21](close)) c1 = (indicator1 > indicator2[1])   IF c1 and FDI<1.5 THEN BUY 1 CONTRACT AT MARKET ENDIF   // Condiciones de salida de posiciones largas indicator3 = SAR[0.03,0.02,0.2] indicator4 = SAR[0.03,0.02,0.2] c2 = (indicator3 >= indicator4)   //Salida en el primer SAR parabólico opuesto a la tendencia. Calculado en el cierre de la vela IF c2 THEN SELL AT PSAR STOP ENDIF

   

  Gracias por adelantado,

   

  

  David Somogyi

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  02/27/2017 at 4:09 PM #26561
  David Somogyi

  Es decir,

  Salida en la apertura de la vela donde el primer SAR de la tendencia cambia.

  

  David Somogyi

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  02/27/2017 at 6:59 PM #26583
  GraHal

  Hi David
  No es Indicador 3 y 4 el mismo ??

  <span class="token comment" spellcheck="true">// Condiciones de salida de posiciones largas</span> indicator3 <span class="token operator">=</span> <span class="token indicators">SAR</span><span class="token punctuation">[</span><span class="token number">0.03</span><span class="token punctuation">,</span><span class="token number">0.02</span><span class="token punctuation">,</span><span class="token number">0.2</span><span class="token punctuation">]</span> indicator4 <span class="token operator">=</span> <span class="token indicators">SAR</span><span class="token punctuation">[</span><span class="token number">0.03</span><span class="token punctuation">,</span><span class="token number">0.02</span><span class="token punctuation">,</span><span class="token number">0.2</span><span class="token punctuation">]</span> c2 <span class="token operator">=</span> <span class="token punctuation">(</span>indicator3 <span class="token operator">>=</span> indicator4<span class="token punctuation">)</span>

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  <span class="token comment" spellcheck="true">// Condiciones de salida de posiciones largas</span> indicator3 <span class="token operator">=</span> <span class="token indicators">SAR</span><span class="token punctuation">[</span><span class="token number">0.03</span><span class="token punctuation">,</span><span class="token number">0.02</span><span class="token punctuation">,</span><span class="token number">0.2</span><span class="token punctuation">]</span> indicator4 <span class="token operator">=</span> <span class="token indicators">SAR</span><span class="token punctuation">[</span><span class="token number">0.03</span><span class="token punctuation">,</span><span class="token number">0.02</span><span class="token punctuation">,</span><span class="token number">0.2</span><span class="token punctuation">]</span> c2 <span class="token operator">=</span> <span class="token punctuation">(</span>indicator3 <span class="token operator">>=</span> indicator4<span class="token punctuation">)</span>

  

  GraHal

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  02/28/2017 at 10:04 AM #26650
  David Somogyi

  Hola Grahal,

  Si correcto, estaba pensando que puede ser algo así:

  //SALIDA CON BENEFICIOS PSAR mySAR = SAR[0.03,0.02,0.2] IF LongOnMarket THEN mySTOP = mySAR IF Open <= TradePrice(1) THEN SELLSHORT AT mySTOP STOP ENDIF

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  //SALIDA CON BENEFICIOS PSAR mySAR = SAR[0.03,0.02,0.2]   IF LongOnMarket THEN mySTOP = mySAR IF Open <= TradePrice(1) THEN SELLSHORT AT mySTOP STOP ENDIF

   

  Opiniones?. Gracias

  

  David Somogyi

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  02/28/2017 at 10:45 AM #26658
  Nicolas

  Debe usar SELL y no SELLSHORT para cerrar una orden de “BUY” en la línea 7

  

  Nicolas

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  02/28/2017 at 11:04 AM #26660
  David Somogyi

  Claro ! correcto.

  Gracias Nicolas.

  

  David Somogyi

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