qualcuno ha un sistema che gira in reale e funziona ?

• 01/02/2017 at 5:52 PM #19639
  maxxb

  dopo vari mesi di prove… su conto demo tutti i sistemi provati danno esito negativo…. anche quelli con i risultati della simulazioni migliori … fanno tutti la stessa fine … ora mi chiedo … ma qualcuno che ha un sistema che gira in reale e che guadagna esiste con questa versione 10.2 ….

  in attesa che esca la nuova versione…

   

  grazie a chi vorrà rispondere …

  saluti

  Max

  

  maxxb

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  01/02/2017 at 7:33 PM #19650
  ALE

  Ciao Max

  Hai provato Il sistema QU dax, QU ftse, Pathfinder V6?

  

  ALE

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  01/02/2017 at 9:22 PM #19657
  maxxb

  ciao Ale,

  no ancora no.. proverò anche questi..

  il qu dax ho visto che ci sono 4 file da scaricare cosa li differenzia uno dall’altro … qu sell, qu buy, qu turbo,univ qu dax.. poi una versiona ottimizzata da miguel .. da quale devo partire …

  grazie

   

  

  maxxb

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  01/03/2017 at 10:30 AM #19674
  ALE

  Ciao

  scarica

  Qu buy / Qu sell/ Qu turbo

  Miguel ha ottimizzato la la versione, su uno storico di 100.000 barre io l’ho costruita su 200.000 barre.

  decidi tu quale usare.

  

  ALE

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  01/03/2017 at 10:33 AM #19675
  ALE

  Scusa dimenticavo anche il 4′ file univ

  la strategia e Qu turbo, gli altri 3 file sono gli indicatori per far funzionare la strategia

  

  ALE

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  01/03/2017 at 2:39 PM #19701
  maxxb

  perfetto grazie … adesso li carico in piattaforma…se ho bisogno ti disturbo …

  la Pathfinder V 6 invece non l’ho trovata…  ho trovato la versione fino V 3  se puoi indicarmi il link.

   

  grazie ancora …

  Max..

  

  maxxb

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  01/03/2017 at 2:58 PM #19704
  maxxb

  opss… ho visto che da oggi c’è la versione 10.3 cambia qualcosa per questi codici oppure si possono caricare e funzionano senza problemi …

  grazie..

  

  maxxb

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  01/03/2017 at 3:48 PM #19714
  ALE

  Ciao

  io ho sempre la 10.2, potresti inviarmi copia del probacktest cosi che guardo?

   

  grazie

  Ale

  

  ALE

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  01/03/2017 at 4:02 PM #19716
  ALE

  Pathfinder v6 4h

  //Trading System based on ProRealTime 10.2 // Breakout system triggered by previous daily, weekly and monthly high/low crossings with smart position management // Version 6 // Instrument: DAX mini 4H, 9-21 CET, 2 points spread, account size 10.000 Euro, from August 2010 // ProOrder code parameter DEFPARAM CUMULATEORDERS = true // cumulate orders if not turned off DEFPARAM PRELOADBARS = 10000 // define intraday trading window ONCE startTime = 90000 ONCE endTime = 210000 // define instrument signalline with help of multiple smoothed averages ONCE periodFirstMA = 5 ONCE periodSecondMA = 10 ONCE periodThirdMA = 3 // define filter parameter ONCE periodLongMA = 300 ONCE periodShortMA = 50 // define position and money management parameter ONCE positionSize = 1 Capital = 10000 Risk = 5 // in % equity = Capital + StrategyProfit maxRisk = round(equity * Risk / 100) ONCE stopLossLong = 5.5 // in % ONCE stopLossShort = 3.25 // in % ONCE takeProfitLong = 3.25 // in % ONCE takeProfitShort = 3.25 // in % maxPositionSizeLong = MAX(45, abs(round(maxRisk / (close * stopLossLong / 100) / PointValue) * pipsize)) maxPositionSizeShort = MAX(45, abs(round(maxRisk / (close * stopLossShort / 100) / PointValue) * pipsize)) ONCE trailingStartLong = 2 // in % ONCE trailingStartShort = 0.75 // in % ONCE trailingStepLong = 0.2 // in % ONCE trailingStepShort = 0.4 // in % ONCE maxCandlesLongWithProfit = 16 // take long profit latest after 16 candles ONCE maxCandlesShortWithProfit = 15 // take short profit latest after 15 candles ONCE maxCandlesLongWithoutProfit = 30 // limit long loss latest after 30 candles ONCE maxCandlesShortWithoutProfit = 12 // limit short loss latest after 12 candles // define saisonal position multiplier for each month 1-15 / 16-31 (>0 - long / <0 - short / 0 no trade) ONCE January1 = 3 ONCE January2 = 0 ONCE February1 = 3 ONCE February2 = 3 ONCE March1 = 3 ONCE March2 = 2 ONCE April1 = 3 ONCE April2 = 3 ONCE May1 = 1 ONCE May2 = 1 ONCE June1 = 2 ONCE June2 = 2 ONCE July1 = 3 ONCE July2 = 1 ONCE August1 = 1 ONCE August2 = 1 ONCE September1 = 3 ONCE September2 = 0 ONCE October1 = 3 ONCE October2 = 2 ONCE November1 = 2 ONCE November2 = 3 ONCE December1 = 3 ONCE December2 = 2 // calculate daily high/low (include sunday values if available) dailyHigh = DHigh(1) dailyLow = DLow(1) // calculate weekly high/low If DayOfWeek < DayOfWeek[1] then weeklyHigh = Highest[BarIndex - lastWeekBarIndex](dailyHigh) lastWeekBarIndex = BarIndex ENDIF // calculate monthly high/low If Month[1] <> Month[2] then //If Month <> Month[1] then monthlyHigh = Highest[BarIndex - lastMonthBarIndex](dailyHigh) monthlyLow = Lowest[BarIndex - lastMonthBarIndex](dailyLow) lastMonthBarIndex = BarIndex ENDIF // calculate instrument signalline with multiple smoothed averages firstMA = WilderAverage[periodFirstMA](close) secondMA = TimeSeriesAverage[periodSecondMA](firstMA) signalline = TimeSeriesAverage[periodThirdMA](secondMA) // save position before trading window is open If Time < startTime then startPositionLong = COUNTOFLONGSHARES startPositionShort = COUNTOFSHORTSHARES EndIF // trade only in defined trading window IF Time >= startTime AND Time <= endTime THEN // set saisonal multiplier currentDayOfTheMonth = Date - ((CurrentYear * 10000) + CurrentMonth * 100) midOfMonth = 15 IF CurrentMonth = 1 THEN IF currentDayOfTheMonth <= midOfMonth THEN saisonalPatternMultiplier = January1 ELSE saisonalPatternMultiplier = January2 ENDIF ELSIF CurrentMonth = 2 THEN IF currentDayOfTheMonth <= midOfMonth THEN saisonalPatternMultiplier = February1 ELSE saisonalPatternMultiplier = February2 ENDIF ELSIF CurrentMonth = 3 THEN IF currentDayOfTheMonth <= midOfMonth THEN saisonalPatternMultiplier = March1 ELSE saisonalPatternMultiplier = March2 ENDIF ELSIF CurrentMonth = 4 THEN IF currentDayOfTheMonth <= midOfMonth THEN saisonalPatternMultiplier = April1 ELSE saisonalPatternMultiplier = April2 ENDIF ELSIF CurrentMonth = 5 THEN IF currentDayOfTheMonth <= midOfMonth THEN saisonalPatternMultiplier = May1 ELSE saisonalPatternMultiplier = May2 ENDIF ELSIF CurrentMonth = 6 THEN IF currentDayOfTheMonth <= midOfMonth THEN saisonalPatternMultiplier = June1 ELSE saisonalPatternMultiplier = June2 ENDIF ELSIF CurrentMonth = 7 THEN IF currentDayOfTheMonth <= midOfMonth THEN saisonalPatternMultiplier = July1 ELSE saisonalPatternMultiplier = July2 ENDIF ELSIF CurrentMonth = 8 THEN IF currentDayOfTheMonth <= midOfMonth THEN saisonalPatternMultiplier = August1 ELSE saisonalPatternMultiplier = August2 ENDIF ELSIF CurrentMonth = 9 THEN IF currentDayOfTheMonth <= midOfMonth THEN saisonalPatternMultiplier = September1 ELSE saisonalPatternMultiplier = September2 ENDIF ELSIF CurrentMonth = 10 THEN IF currentDayOfTheMonth <= midOfMonth THEN saisonalPatternMultiplier = October1 ELSE saisonalPatternMultiplier = October2 ENDIF ELSIF CurrentMonth = 11 THEN IF currentDayOfTheMonth <= midOfMonth THEN saisonalPatternMultiplier = November1 ELSE saisonalPatternMultiplier = November2 ENDIF ELSIF CurrentMonth = 12 THEN IF currentDayOfTheMonth <= midOfMonth THEN saisonalPatternMultiplier = December1 ELSE saisonalPatternMultiplier = December2 ENDIF ENDIF // define trading filters // 1. use fast and slow averages as filter because not every breakout is profitable f1 = close > Average[periodLongMA](close) f2 = close < Average[periodLongMA](close) f3 = close > Average[periodShortMA](close) // 2. check if position already reduced in trading window as additonal filter criteria alreadyReducedLongPosition = COUNTOFLONGSHARES < startPositionLong alreadyReducedShortPosition = COUNTOFSHORTSHARES < startPositionShort // long position conditions l1 = signalline CROSSES OVER monthlyHigh l2 = signalline CROSSES OVER weeklyHigh l3 = signalline CROSSES OVER dailyHigh l4 = signalline CROSSES OVER monthlyLow // short position conditions s1 = signalline CROSSES UNDER monthlyHigh s2 = signalline CROSSES UNDER dailyLow // long entry with order cumulation IF ( (l1 OR l4 OR l2 OR (l3 AND f2)) AND NOT alreadyReducedLongPosition) THEN // check saisonal booster setup and max position size IF saisonalPatternMultiplier > 0 THEN IF (COUNTOFPOSITION + (positionSize * saisonalPatternMultiplier)) <= maxPositionSizeLong THEN BUY positionSize * saisonalPatternMultiplier CONTRACT AT MARKET ENDIF ELSIF saisonalPatternMultiplier <> 0 THEN IF (COUNTOFPOSITION + positionSize) <= maxPositionSizeLong THEN BUY positionSize CONTRACT AT MARKET ENDIF ENDIF stopLoss = stopLossLong takeProfit = takeProfitLong ENDIF // short entry without order cumulation IF NOT SHORTONMARKET AND ( (s1 AND f3) OR (s2 AND f1) ) AND NOT alreadyReducedShortPosition THEN // check saisonal booster setup and max position size IF saisonalPatternMultiplier < 0 THEN IF (COUNTOFPOSITION + (positionSize * ABS(saisonalPatternMultiplier))) <= maxPositionSizeShort THEN SELLSHORT positionSize * ABS(saisonalPatternMultiplier) CONTRACT AT MARKET ENDIF ELSIF saisonalPatternMultiplier <> 0 THEN IF (COUNTOFPOSITION + positionSize) <= maxPositionSizeLong THEN SELLSHORT positionSize CONTRACT AT MARKET ENDIF ENDIF stopLoss = stopLossShort takeProfit = takeProfitShort ENDIF // stop and profit management posProfit = (((close - positionprice) * pointvalue) * countofposition) / pipsize numberCandles = (BarIndex - TradeIndex) m1 = posProfit > 0 AND numberCandles >= maxCandlesLongWithProfit m2 = posProfit > 0 AND numberCandles >= maxCandlesShortWithProfit m3 = posProfit < 0 AND numberCandles >= maxCandlesLongWithoutProfit m4 = posProfit < 0 AND numberCandles >= maxCandlesShortWithoutProfit // take profit after max candles IF LONGONMARKET AND (m1 OR m3) THEN SELL AT MARKET ENDIF IF SHORTONMARKET AND (m2 OR m4) THEN EXITSHORT AT MARKET ENDIF // trailing stop function (convert % to pips) trailingStartLongInPoints = tradeprice(1) * trailingStartLong / 100 trailingStartShortInPoints = tradeprice(1) * trailingStartShort / 100 trailingStepLongInPoints = tradeprice(1) * trailingStepLong / 100 trailingStepShortInPoints = tradeprice(1) * trailingStepShort / 100 // reset the stoploss value IF NOT ONMARKET THEN newSL = 0 ENDIF // manage long positions IF LONGONMARKET THEN // first move (breakeven) IF newSL = 0 AND close - tradeprice(1) >= trailingStartLongInPoints * pipsize THEN newSL = tradeprice(1) + trailingStepLongInPoints * pipsize stopLoss = stopLossLong * 0.1 takeProfit = takeProfitLong * 2 ENDIF // next moves IF newSL > 0 AND close - newSL >= trailingStepLongInPoints * pipsize THEN newSL = newSL + trailingStepLongInPoints * pipsize ENDIF ENDIF // manage short positions IF SHORTONMARKET THEN // first move (breakeven) IF newSL = 0 AND tradeprice(1) - close >= trailingStartShortInPoints * pipsize THEN newSL = tradeprice(1) - trailingStepShortInPoints * pipsize ENDIF // next moves IF newSL > 0 AND newSL - close >= trailingStepShortInPoints * pipsize THEN newSL = newSL - trailingStepShortInPoints * pipsize ENDIF ENDIF // stop order to exit the positions IF newSL > 0 THEN IF LONGONMARKET THEN SELL AT newSL STOP ENDIF IF SHORTONMARKET THEN EXITSHORT AT newSL STOP ENDIF ENDIF // superordinate stop and take profit SET STOP %LOSS stopLoss SET TARGET %PROFIT takeProfit ENDIF

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  //Trading System based on ProRealTime 10.2 // Breakout system triggered by previous daily, weekly and monthly high/low crossings with smart position management // Version 6 // Instrument: DAX mini 4H, 9-21 CET, 2 points spread, account size 10.000 Euro, from August 2010   // ProOrder code parameter DEFPARAM CUMULATEORDERS = true  // cumulate orders if not turned off DEFPARAM PRELOADBARS = 10000   // define intraday trading window ONCE startTime = 90000 ONCE endTime = 210000   // define instrument signalline with help of multiple smoothed averages ONCE periodFirstMA = 5 ONCE periodSecondMA = 10 ONCE periodThirdMA = 3   // define filter parameter ONCE periodLongMA = 300 ONCE periodShortMA = 50   // define position and money management parameter ONCE positionSize = 1   Capital = 10000 Risk = 5 // in % equity = Capital + StrategyProfit maxRisk = round(equity * Risk / 100)   ONCE stopLossLong = 5.5 // in % ONCE stopLossShort = 3.25 // in % ONCE takeProfitLong = 3.25 // in % ONCE takeProfitShort = 3.25 // in %   maxPositionSizeLong = MAX(45, abs(round(maxRisk / (close * stopLossLong / 100) / PointValue) * pipsize)) maxPositionSizeShort = MAX(45, abs(round(maxRisk / (close * stopLossShort / 100) / PointValue) * pipsize))   ONCE trailingStartLong = 2 // in % ONCE trailingStartShort = 0.75 // in % ONCE trailingStepLong = 0.2 // in % ONCE trailingStepShort = 0.4 // in %   ONCE maxCandlesLongWithProfit = 16  // take long profit latest after 16 candles ONCE maxCandlesShortWithProfit = 15  // take short profit latest after 15 candles ONCE maxCandlesLongWithoutProfit = 30  // limit long loss latest after 30 candles ONCE maxCandlesShortWithoutProfit = 12  // limit short loss latest after 12 candles   // define saisonal position multiplier for each month 1-15 / 16-31 (>0 - long / <0 - short / 0 no trade) ONCE January1 = 3 ONCE January2 = 0 ONCE February1 = 3 ONCE February2 = 3 ONCE March1 = 3 ONCE March2 = 2 ONCE April1 = 3 ONCE April2 = 3 ONCE May1 = 1 ONCE May2 = 1 ONCE June1 = 2 ONCE June2 = 2 ONCE July1 = 3 ONCE July2 = 1 ONCE August1 = 1 ONCE August2 = 1 ONCE September1 = 3 ONCE September2 = 0 ONCE October1 = 3 ONCE October2 = 2 ONCE November1 = 2 ONCE November2 = 3 ONCE December1 = 3 ONCE December2 = 2   // calculate daily high/low (include sunday values if available) dailyHigh = DHigh(1) dailyLow = DLow(1)   // calculate weekly high/low If DayOfWeek < DayOfWeek[1] then weeklyHigh = Highest[BarIndex - lastWeekBarIndex](dailyHigh) lastWeekBarIndex = BarIndex ENDIF   // calculate monthly high/low If Month[1] <> Month[2] then //If Month <> Month[1] then monthlyHigh = Highest[BarIndex - lastMonthBarIndex](dailyHigh) monthlyLow = Lowest[BarIndex - lastMonthBarIndex](dailyLow) lastMonthBarIndex = BarIndex ENDIF   // calculate instrument signalline with multiple smoothed averages firstMA = WilderAverage[periodFirstMA](close) secondMA = TimeSeriesAverage[periodSecondMA](firstMA) signalline = TimeSeriesAverage[periodThirdMA](secondMA)   // save position before trading window is open If Time < startTime then startPositionLong = COUNTOFLONGSHARES startPositionShort = COUNTOFSHORTSHARES EndIF   // trade only in defined trading window IF Time >= startTime AND Time <= endTime THEN   // set saisonal multiplier currentDayOfTheMonth = Date - ((CurrentYear * 10000) + CurrentMonth * 100) midOfMonth = 15 IF CurrentMonth = 1 THEN IF currentDayOfTheMonth <= midOfMonth THEN saisonalPatternMultiplier = January1 ELSE saisonalPatternMultiplier = January2 ENDIF ELSIF CurrentMonth = 2 THEN IF currentDayOfTheMonth <= midOfMonth THEN saisonalPatternMultiplier = February1 ELSE saisonalPatternMultiplier = February2 ENDIF ELSIF CurrentMonth = 3 THEN IF currentDayOfTheMonth <= midOfMonth THEN saisonalPatternMultiplier = March1 ELSE saisonalPatternMultiplier = March2 ENDIF ELSIF CurrentMonth = 4 THEN IF currentDayOfTheMonth <= midOfMonth THEN saisonalPatternMultiplier = April1 ELSE saisonalPatternMultiplier = April2 ENDIF ELSIF CurrentMonth = 5 THEN IF currentDayOfTheMonth <= midOfMonth THEN saisonalPatternMultiplier = May1 ELSE saisonalPatternMultiplier = May2 ENDIF ELSIF CurrentMonth = 6 THEN IF currentDayOfTheMonth <= midOfMonth THEN saisonalPatternMultiplier = June1 ELSE saisonalPatternMultiplier = June2 ENDIF ELSIF CurrentMonth = 7 THEN IF currentDayOfTheMonth <= midOfMonth THEN saisonalPatternMultiplier = July1 ELSE saisonalPatternMultiplier = July2 ENDIF ELSIF CurrentMonth = 8 THEN IF currentDayOfTheMonth <= midOfMonth THEN saisonalPatternMultiplier = August1 ELSE saisonalPatternMultiplier = August2 ENDIF ELSIF CurrentMonth = 9 THEN IF currentDayOfTheMonth <= midOfMonth THEN saisonalPatternMultiplier = September1 ELSE saisonalPatternMultiplier = September2 ENDIF ELSIF CurrentMonth = 10 THEN IF currentDayOfTheMonth <= midOfMonth THEN saisonalPatternMultiplier = October1 ELSE saisonalPatternMultiplier = October2 ENDIF ELSIF CurrentMonth = 11 THEN IF currentDayOfTheMonth <= midOfMonth THEN saisonalPatternMultiplier = November1 ELSE saisonalPatternMultiplier = November2 ENDIF ELSIF CurrentMonth = 12 THEN IF currentDayOfTheMonth <= midOfMonth THEN saisonalPatternMultiplier = December1 ELSE saisonalPatternMultiplier = December2 ENDIF ENDIF   // define trading filters // 1. use fast and slow averages as filter because not every breakout is profitable f1 = close > Average[periodLongMA](close) f2 = close < Average[periodLongMA](close) f3 = close > Average[periodShortMA](close)   // 2. check if position already reduced in trading window as additonal filter criteria alreadyReducedLongPosition = COUNTOFLONGSHARES  < startPositionLong alreadyReducedShortPosition = COUNTOFSHORTSHARES < startPositionShort   // long position conditions l1 = signalline CROSSES OVER monthlyHigh l2 = signalline CROSSES OVER weeklyHigh l3 = signalline CROSSES OVER dailyHigh l4 = signalline CROSSES OVER monthlyLow   // short position conditions s1 = signalline CROSSES UNDER monthlyHigh s2 = signalline CROSSES UNDER dailyLow   // long entry with order cumulation IF ( (l1 OR l4 OR l2 OR (l3 AND f2)) AND NOT alreadyReducedLongPosition) THEN   // check saisonal booster setup and max position size IF saisonalPatternMultiplier > 0 THEN IF (COUNTOFPOSITION + (positionSize * saisonalPatternMultiplier)) <= maxPositionSizeLong THEN BUY positionSize * saisonalPatternMultiplier CONTRACT AT MARKET ENDIF ELSIF saisonalPatternMultiplier <> 0 THEN IF (COUNTOFPOSITION + positionSize) <= maxPositionSizeLong THEN BUY positionSize CONTRACT AT MARKET ENDIF ENDIF   stopLoss = stopLossLong takeProfit = takeProfitLong   ENDIF   // short entry without order cumulation IF NOT SHORTONMARKET AND ( (s1 AND f3) OR  (s2 AND f1) ) AND NOT alreadyReducedShortPosition THEN   // check saisonal booster setup and max position size IF saisonalPatternMultiplier < 0 THEN IF (COUNTOFPOSITION + (positionSize * ABS(saisonalPatternMultiplier))) <= maxPositionSizeShort THEN SELLSHORT positionSize * ABS(saisonalPatternMultiplier) CONTRACT AT MARKET ENDIF ELSIF saisonalPatternMultiplier <> 0 THEN IF (COUNTOFPOSITION + positionSize) <= maxPositionSizeLong THEN SELLSHORT positionSize CONTRACT AT MARKET ENDIF ENDIF   stopLoss = stopLossShort takeProfit = takeProfitShort   ENDIF   // stop and profit management posProfit = (((close - positionprice) * pointvalue) * countofposition) / pipsize   numberCandles = (BarIndex - TradeIndex)   m1 = posProfit > 0 AND numberCandles >= maxCandlesLongWithProfit m2 = posProfit > 0 AND numberCandles >= maxCandlesShortWithProfit m3 = posProfit < 0 AND numberCandles >= maxCandlesLongWithoutProfit m4 = posProfit < 0 AND numberCandles >= maxCandlesShortWithoutProfit   // take profit after max candles IF LONGONMARKET AND (m1 OR m3) THEN SELL AT MARKET ENDIF IF SHORTONMARKET AND (m2 OR m4) THEN EXITSHORT AT MARKET ENDIF   // trailing stop function (convert % to pips) trailingStartLongInPoints = tradeprice(1) * trailingStartLong / 100 trailingStartShortInPoints = tradeprice(1) * trailingStartShort / 100 trailingStepLongInPoints = tradeprice(1) * trailingStepLong / 100 trailingStepShortInPoints = tradeprice(1) * trailingStepShort / 100   // reset the stoploss value IF NOT ONMARKET THEN newSL = 0 ENDIF   // manage long positions IF LONGONMARKET THEN // first move (breakeven) IF newSL = 0 AND close - tradeprice(1) >= trailingStartLongInPoints * pipsize THEN newSL = tradeprice(1) + trailingStepLongInPoints * pipsize stopLoss = stopLossLong * 0.1 takeProfit = takeProfitLong * 2 ENDIF // next moves IF newSL > 0 AND close - newSL >= trailingStepLongInPoints * pipsize THEN newSL = newSL + trailingStepLongInPoints * pipsize ENDIF ENDIF   // manage short positions IF SHORTONMARKET THEN // first move (breakeven) IF newSL = 0 AND tradeprice(1) - close >= trailingStartShortInPoints * pipsize THEN newSL = tradeprice(1) - trailingStepShortInPoints * pipsize ENDIF // next moves IF newSL > 0 AND newSL - close >= trailingStepShortInPoints * pipsize THEN newSL = newSL - trailingStepShortInPoints * pipsize ENDIF ENDIF   // stop order to exit the positions IF newSL > 0 THEN IF LONGONMARKET THEN SELL AT newSL STOP ENDIF IF SHORTONMARKET THEN EXITSHORT AT newSL STOP ENDIF ENDIF   // superordinate stop and take profit SET STOP %LOSS stopLoss SET TARGET %PROFIT takeProfit   ENDIF

   

  

  ALE

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  01/03/2017 at 6:15 PM #19726
  maxxb

  ciao, ho caricato i 3 file descritti quando metto il 4 mi dice gia esistente … inoltre li mette tra gli indicatori e non tra i sistemi ..

  cosa posso fare..

  grazie ..

   

  

  maxxb

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  01/03/2017 at 6:31 PM #19730
  maxxb

  questo è il report del pathfinder 6v   ho usato dax mini 1 euro

  se ti serve altro dimmi pure ..

   

  

  maxxb

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  01/03/2017 at 6:49 PM #19736
  ALE

  Ciao

  OK gli indicatori sono presenti, ora dovresti trovare la strategia nel menu, ed avviarla. QU_DAX_TURBO, time frame 1h, DAX 1€ CFD INDICE

  

  ALE

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  01/03/2017 at 7:07 PM #19737
  maxxb

  ok fatto .. ho provato a caricarlo sopra … quando mi chiede se voglio sostituire ho detto si .. ed ha funzionato è stato istallato …

  controlla se ho fatto bene … questi sono i report

  spread  2

  invio anche una copia delle ultime operazioni ..

   

   

  

  maxxb

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  01/03/2017 at 7:09 PM #19743
  maxxb

  ultime operazioni

  

  maxxb

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  01/03/2017 at 7:24 PM #19747
  ALE

  Ciao

  si è corretto, la strategia è molto semplice, ti è chiaro il funzionamento? osservando la posizione degli indicatori saprai quando il sistema entrerà a mercato all’apertura della candela successiva, ovviamente lavora su periodi piuttosto lunghi, per cui è overnight.

  

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