PROORDER STOP LOSS ATR

• 03/09/2025 at 10:42 AM #244772
  Jankarl

  Hola.

  Tengo un bot que quiero añadir un stop loss referenciado al ATR. El ATR  esta en diario y quiero que recoja el valor minimo de los ultimos 7 dias. El bot tiene otra temporalidad ( 1h).

  DEFPARAM CumulateOrders = False
  //
  myMACD = MACD[12,26,9](close)
  myRSI = RSI[8](close)
  myDIm = DIminus[14](close)
  myDIp = DIplus[14](close)
  myADX = Adx[14]
  c1 = myMACD CROSSES OVER 0
  c2 = myRSI CROSSES OVER 70
  c3 = myDIp < myDIm
  c4 = myDIp CROSSES UNDER myDIm
  c5 = myADX > myADX[1]
  //
  IF c1 AND Not LongOnMarket THEN
  BUY 1 CONTRACT AT MARKET
  ENDIF
  //
  IF c2 AND (c3 OR c4) AND c5 AND LongOnMarket THEN
  SELL AT MARKET
  ENDIF

  

  Jankarl

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  03/09/2025 at 12:41 PM #244775
  JS

  Aquí está el sistema con el “Stop Loss” personalizado…

  Daily ATR Stop

  DefParam CumulateOrders = False // ATR from daily timeframe TimeFrame(Daily, UpdateOnClose) myATR = AverageTrueRange[7](close) minATR = Lowest[7](myATR) // Minimum ATR of the last 7 days TimeFrame(Default) // Return to 1-hour time frame // Indicators myMACD = MACD[12,26,9](close) myRSI = RSI[8](close) myDIm = DIminus[14](close) myDIp = DIplus[14](close) myADX = Adx[14] c1 = myMACD Crosses Over 0 c2 = myRSI Crosses Over 70 c3 = myDIp < myDIm c4 = myDIp Crosses Under myDIm c5 = myADX > myADX[1] // ATR-based stop loss StopLoss = minATR If c1 and NOT LongOnMarket then Buy 1 Contract at Market Set Stop Loss StopLoss EndIf If c2 AND (c3 OR c4) AND c5 AND LongOnMarket Then Sell at Market EndIf Graph StopLoss

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  DefParam CumulateOrders = False   // ATR from daily timeframe TimeFrame(Daily, UpdateOnClose) myATR = AverageTrueRange[7](close) minATR = Lowest[7](myATR)  // Minimum ATR of the last 7 days   TimeFrame(Default)  // Return to 1-hour time frame // Indicators myMACD = MACD[12,26,9](close) myRSI = RSI[8](close) myDIm = DIminus[14](close) myDIp = DIplus[14](close) myADX = Adx[14]   c1 = myMACD Crosses Over 0 c2 = myRSI Crosses Over 70 c3 = myDIp < myDIm c4 = myDIp Crosses Under myDIm c5 = myADX > myADX[1]   // ATR-based stop loss StopLoss = minATR   If c1 and NOT LongOnMarket then Buy 1 Contract at Market Set Stop Loss StopLoss EndIf   If c2 AND (c3 OR c4) AND c5 AND LongOnMarket Then Sell at Market EndIf   Graph StopLoss

   

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  Iván, robertogozzi

  

  JS

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  03/11/2025 at 9:22 AM #244825
  Jankarl

  He creado este otro bot parecido con el ATR de stop loss.

  DEFPARAM CumulateOrders = False // Acumulación de posiciones desactivada

  // Impide al sistema crear nuevas órdenes para entrar al mercado a aumentar el tamaño de la posición antes de una hora precisa
  noEntryBeforeTime = 090000
  timeEnterBefore = time >= noEntryBeforeTime

  // Impide al sistema lanzar nuevas órdenes para entrar al mercado o aumentar el tamaño de la posición después de una hora precisa
  noEntryAfterTime = 183000
  timeEnterAfter = time < noEntryAfterTime
  // ATR from daily timeframe
  TimeFrame(Daily, UpdateOnClose)
  myATR = AverageTrueRange[3](close)
  minATR = Lowest[7](myATR) // Minimum ATR of the last 7 days

  timeframe (15 mn)
  // Condiciones para entrada de posiciones cortas
  A = TIME = 090000
  B = TIME = 183000

  // ATR-based stop loss
  StopLoss = minATR

  If A and NOT LongOnMarket then
  sellshort 1 Contract at Market

  EndIf

  //condiciones de salida
  if B then

  exitshort AT MARKET

  ENDIF

  // Trailing Stop basado en el ATR de los últimos 7 días
  if shortonmarket then
  if close < positionprice- minATR then
  exitshort at market
  endif
  endif

  Ahora quiero que el stop loss sea Trailing Stop. como puedo modificarlo?.

  Muchas gracias

  

  Jankarl

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  Topics: 7

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