Programmierung Handelssystem Grid

• 04/22/2020 at 7:51 PM #127521
  phoentzs

  Hallo,

  kann mir bitte jemand ein System schreiben das folgendes beinhaltet:

  Handelszeit 0700 – 1900 Uhr

  Flatafter 2200 Uhr

  kummuliert=true

  Zu meinen Eingangsbedingungen sollen innerhalb der Handelszeit mehrere Stop-Orders in einem gewissen Punktabstand überhalb und mehrere Limit-Orders unterhalb des Close der Eingangsbedingungen gelegt werden(zum Beispiel 30 Punkte Abstand).

  Es soll möglich sein, wenn sich die Bedingungen ändern, von long auf short (über einen MACD zum Beispiel) das alle Orders, auch offene (Exit all) gelöscht/geschlossen werden, und eines neues Grid in der anderen Richtung aufgebaut wird. Stoploss soll fest für alle Orders sein(dhigh(1)dlow(1) zum Besispiel). Takeprofit muss ich probieren. Am Abend wird alles geschlossen.

  Es soll also, wenn meine Handelsbedingungen eintreten, ein Grid von Orders über das Chart gelegt werden.

  Kann mir das bitte jemand schreiben?

   

  

  phoentzs

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  09/24/2020 at 11:43 PM #145288
  robertogozzi

  Versuche dies:

  DEFPARAM CumulateOrders = true DEFPARAM FlatAfter = 220000 // ONCE startT = 070000 //Starting TIME ONCE endT = 190000 //Ending TIME TimeRef = OpenTime //can be replaced by TIME, if needed DayRef = OpenDayOfWeek //can be replaced by DAYOFWEEK, if needed td0 = 0 AND DayRef = 0 AND TimeRef >= startT AND TimeRef <= endT //Sunday td1 = 1 AND DayRef = 1 AND TimeRef >= startT AND TimeRef <= endT //Monday td2 = 1 AND DayRef = 2 AND TimeRef >= startT AND TimeRef <= endT //Tuesday td3 = 1 AND DayRef = 3 AND TimeRef >= startT AND TimeRef <= endT //Wednesday td4 = 1 AND DayRef = 4 AND TimeRef >= startT AND TimeRef <= endT //Thursday td5 = 1 AND DayRef = 5 AND TimeRef >= startT AND TimeRef <= endT //Friday td6 = 0 AND DayRef = 6 AND TimeRef >= startT AND TimeRef <= endT //Saturday tdCond = td0 OR td1 OR td2 OR td3 OR td4 OR td5 OR td6 // ONCE nLots = 1 //1 lot to be traded by default ONCE Offset = 30 * pipsize //30 pips above/below entry point ONCE TP = 300 //300 pips Target Profit ONCE SL = 50 //50 pips Stop Loss // ONCE LongMACD = 0 ONCE ShortMACD = 0 // // MACD 12,26,9 (formula) // MyMACD = ExponentialAverage[12](close) - ExponentialAverage[26](close) //MySignalLine = ExponentialAverage[9](MyMACD) //MyHisto = MyMACD - MySignalLine // IF LongMACD = 0 THEN LongMACD = MyMACD CROSSES OVER 0 IF LongMACD THEN Entry = close + Offset ShortMACD = 0 ENDIF ENDIF IF ShortMACD = 0 THEN ShortMACD = MyMACD CROSSES UNDER 0 IF ShortMACD THEN Entry = close - Offset LongMACD = 0 ENDIF ENDIF // --- LONG IF Not LongOnMarket AND tdCond AND LongMACD THEN BUY nLots CONTRACTS AT Entry STOP SET TARGET pPROFIT TP SET STOP pLOSS SL ENDIF // --- SHORT IF Not ShortOnMarket AND tdCond AND ShortMACD THEN SELLSHORT nLots CONTRACTS AT Entry STOP SET TARGET pPROFIT TP SET STOP pLOSS 100 ENDIF

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  DEFPARAM CumulateOrders = true DEFPARAM FlatAfter      = 220000 // ONCE startT    = 070000                         //Starting TIME ONCE endT      = 190000                         //Ending TIME TimeRef        = OpenTime                       //can be replaced by TIME, if needed DayRef         = OpenDayOfWeek                  //can be replaced by DAYOFWEEK, if needed td0            = 0 AND DayRef = 0 AND TimeRef >= startT AND TimeRef <= endT  //Sunday td1            = 1 AND DayRef = 1 AND TimeRef >= startT AND TimeRef <= endT  //Monday td2            = 1 AND DayRef = 2 AND TimeRef >= startT AND TimeRef <= endT  //Tuesday td3            = 1 AND DayRef = 3 AND TimeRef >= startT AND TimeRef <= endT  //Wednesday td4            = 1 AND DayRef = 4 AND TimeRef >= startT AND TimeRef <= endT  //Thursday td5            = 1 AND DayRef = 5 AND TimeRef >= startT AND TimeRef <= endT  //Friday td6            = 0 AND DayRef = 6 AND TimeRef >= startT AND TimeRef <= endT  //Saturday tdCond         = td0 OR td1 OR td2 OR td3 OR td4 OR td5 OR td6 // ONCE nLots     = 1                   //1   lot to be traded by default ONCE Offset    = 30 * pipsize        //30  pips above/below entry point ONCE TP        = 300                 //300 pips Target Profit ONCE SL        = 50                  //50  pips Stop Loss // ONCE LongMACD  = 0 ONCE ShortMACD = 0 // // MACD 12,26,9  (formula) // MyMACD         = ExponentialAverage[12](close) - ExponentialAverage[26](close) //MySignalLine = ExponentialAverage[9](MyMACD) //MyHisto      = MyMACD - MySignalLine // IF LongMACD = 0 THEN    LongMACD     = MyMACD CROSSES OVER  0    IF LongMACD THEN       Entry     = close + Offset       ShortMACD = 0    ENDIF ENDIF IF ShortMACD = 0 THEN    ShortMACD    = MyMACD CROSSES UNDER 0    IF ShortMACD THEN       Entry     = close - Offset       LongMACD  = 0    ENDIF ENDIF // --- LONG IF Not LongOnMarket  AND tdCond AND LongMACD  THEN    BUY nLots CONTRACTS AT Entry STOP    SET TARGET pPROFIT TP    SET STOP   pLOSS   SL ENDIF // --- SHORT IF Not ShortOnMarket AND tdCond AND ShortMACD THEN    SELLSHORT nLots CONTRACTS AT Entry STOP    SET TARGET pPROFIT TP    SET STOP   pLOSS   100 ENDIF

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  phoentzs

  

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