PIN BAR EMA21 EMA200

• 11/26/2021 at 6:22 PM #182351
  sivispacem

  Buonasera a tutti,

  avrei bisogno di un aiuto. Mi piacerebbe realizzare una strategia uno screener di questo tipo :

  Long –> INGRESSO SU HAMMER CHE TOCCA LA MEDIA MOBILE 21. CON EMA21 > EMA200

  Short –> INGRESSO SU SHOOTING STAR CHE TOCCA LA MEDIA MOBILE 21. CON EMA21 < EMA200

  Allego immagini per comprendere meglio le entrate e le uscite.

  Grazie in anticipo.

  Fausto

  

  sivispacem

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  11/27/2021 at 5:11 PM #182420
  robertogozzi

  Eccolo (l’ho provato sul DAX, H1, 200K unità):

  DEFPARAM CumulateOrders = false // body = close-open abody = abs(body) if range > 0 then ratio = abody / range else ratio = 0 endif bodytop = max(open, close) bodybottom = min(open, close) shadowtop = high-bodytop shadowbottom = bodybottom-low longcandle = (ratio > 0.6) // Hammer = (body[1]<0 and longcandle[1] and low<low[1] and shadowbottom>2*abody and shadowtop<0.3*abody) ShootingStar = (body[1]>0 and longcandle[1] and high>high[1] and shadowtop>2*abody and shadowbottom<0.3*abody) // Ema21 = average[21,1](close) Ema200 = average[200,1](close) // // Condizioni LONG CondL1 = Ema21 > Ema200 CondL2 = low <= Ema21 CondL3 = close > Ema21 CondL = CondL1 AND CondL2 AND CondL3 AND Not LongOnMarket AND Hammer // // Condizioni SHORT CondS1 = Ema21 < Ema200 CondS2 = high >= Ema21 CondS3 = close < Ema21 CondS = CondS1 AND CondS2 AND CondS3 AND Not ShortOnMarket AND ShootingStar // IF CondL THEN BUY 1 CONTRACT AT MARKET ELSIF CondS THEN SELLSHORT 1 CONTRACT AT MARKET ENDIF

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  DEFPARAM CumulateOrders = false // body         = close-open abody        = abs(body) if range > 0 then    ratio     = abody / range else    ratio     = 0 endif bodytop      = max(open, close) bodybottom   = min(open, close) shadowtop    = high-bodytop shadowbottom = bodybottom-low longcandle   = (ratio > 0.6) // Hammer       = (body[1]<0 and longcandle[1] and low<low[1]   and shadowbottom>2*abody and shadowtop<0.3*abody) ShootingStar = (body[1]>0 and longcandle[1] and high>high[1] and shadowtop>2*abody    and shadowbottom<0.3*abody) // Ema21        = average[21,1](close) Ema200       = average[200,1](close) // // Condizioni LONG CondL1       = Ema21 > Ema200 CondL2       = low  <= Ema21 CondL3       = close > Ema21 CondL        = CondL1 AND CondL2 AND CondL3 AND Not LongOnMarket  AND Hammer // // Condizioni SHORT CondS1       = Ema21 < Ema200 CondS2       = high  >= Ema21 CondS3       = close < Ema21 CondS        = CondS1 AND CondS2 AND CondS3 AND Not ShortOnMarket AND ShootingStar // IF CondL THEN    BUY 1 CONTRACT AT MARKET ELSIF CondS THEN    SELLSHORT 1 CONTRACT AT MARKET ENDIF

   

   

  

  robertogozzi

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  11/27/2021 at 6:16 PM #182427
  sivispacem

  Ciao, grazie.

  Gentilissimo sempre.

  Purtroppo mi dice che ci sono condizioni “Cumulate”, “Buy”, etc…che valgono solo per la sezione ProBacktest e non per Proscreener.

  Mi puoi aiutare?

  Grazie, ciao

  

  sivispacem

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  11/27/2021 at 7:43 PM #182430
  robertogozzi

  Non avevo fatto caso al fatto che hai pubblicato nel forum ProScreener, ho solo letto la tua richiesta di una strategia e l’ho creata.

  Appena possibile la converto in uno screener.

   

  

  robertogozzi

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  11/28/2021 at 11:47 AM #182434
  robertogozzi

  Eccolo:

  body = close-open abody = abs(body) if range > 0 then ratio = abody / range else ratio = 0 endif bodytop = max(open, close) bodybottom = min(open, close) shadowtop = high-bodytop shadowbottom = bodybottom-low longcandle = (ratio > 0.6) // Hammer = (body[1]<0 and longcandle[1] and low<low[1] and shadowbottom>2*abody and shadowtop<0.3*abody) ShootingStar = (body[1]>0 and longcandle[1] and high>high[1] and shadowtop>2*abody and shadowbottom<0.3*abody) // Ema21 = average[21,1](close) Ema200 = average[200,1](close) // // Condizioni LONG CondL1 = Ema21 > Ema200 CondL2 = low <= Ema21 CondL3 = close > Ema21 CondL = CondL1 AND CondL2 AND CondL3 AND Hammer // // Condizioni SHORT CondS1 = Ema21 < Ema200 CondS2 = high >= Ema21 CondS3 = close < Ema21 CondS = CondS1 AND CondS2 AND CondS3 AND ShootingStar // x = 0 IF CondL THEN x = 1 ELSIF CondS THEN x = 2 ENDIF SCREENER[x](x AS "1=Ham,2=Shoot")

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  body         = close-open abody        = abs(body) if range > 0 then    ratio     = abody / range else    ratio     = 0 endif bodytop      = max(open, close) bodybottom   = min(open, close) shadowtop    = high-bodytop shadowbottom = bodybottom-low longcandle   = (ratio > 0.6) // Hammer       = (body[1]<0 and longcandle[1] and low<low[1]   and shadowbottom>2*abody and shadowtop<0.3*abody) ShootingStar = (body[1]>0 and longcandle[1] and high>high[1] and shadowtop>2*abody    and shadowbottom<0.3*abody) // Ema21        = average[21,1](close) Ema200       = average[200,1](close) // // Condizioni LONG CondL1       = Ema21 > Ema200 CondL2       = low  <= Ema21 CondL3       = close > Ema21 CondL        = CondL1 AND CondL2 AND CondL3 AND Hammer // // Condizioni SHORT CondS1       = Ema21 < Ema200 CondS2       = high  >= Ema21 CondS3       = close < Ema21 CondS        = CondS1 AND CondS2 AND CondS3 AND ShootingStar // x = 0 IF CondL THEN    x = 1 ELSIF CondS THEN    x = 2 ENDIF SCREENER[x](x AS "1=Ham,2=Shoot")

  

  robertogozzi

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  11/28/2021 at 5:29 PM #182440
  sivispacem

  Grazie davvero tanto Roberto.

  Mi ritorna perfettamente il settaggio.

  Grazie davvero.

  A presto, Fausto

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  robertogozzi

  

  sivispacem

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