“RSI normalizado” System about RSI indicator, based on SPY.

• 05/22/2019 at 9:43 AM #99087
  Milochenta

  

  Milochenta

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  05/22/2019 at 10:52 AM #99143
  robertogozzi

  What is this topic all about?

  What’s your question?

   

  

  robertogozzi

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  05/22/2019 at 11:00 AM #99147
  Nicolas

  @milochenta

  Thanks for that nice picture, but could you please tell us more about your system please? 🙂

  

  Nicolas

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  05/22/2019 at 9:16 PM #99212
  Milochenta

  Sorry but I have edited the post badly. Now you can see it well in another new post

  this is the code…

  var….R=14, p=20, a= 0.9, b= -0.9, and c[5,10][1] this is optimizable

  miRSI = RSI[r](close) bolDn = BollingerDown[p](miRSI) bolUp = BollingerUp[p](miRSI) // lineaUp = a // lineaDown = bRSIn = (((miRSI - bolDn) / (bolUp - bolDn))*2)-1 filtro1 = average [30]>average[250] // Condiciones para entrada de posiciones largas IF NOT LongOnMarket AND RSIn crosses over b and filtro1 THEN BUY 10000 cash AT MARKET ENDIF // Condiciones de salida de posiciones largas If LongOnMarket AND RSIn crosses under a THEN SELL AT MARKET ENDIF SET STOP %LOSS c

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  miRSI = RSI[r](close) bolDn = BollingerDown[p](miRSI) bolUp = BollingerUp[p](miRSI) // lineaUp = a // lineaDown = bRSIn = (((miRSI - bolDn) / (bolUp - bolDn))*2)-1   filtro1 = average [30]>average[250]   // Condiciones para entrada de posiciones largas IF NOT LongOnMarket AND RSIn crosses over b and filtro1 THEN BUY 10000 cash AT MARKET ENDIF   // Condiciones de salida de posiciones largas If LongOnMarket AND RSIn crosses under a THEN SELL AT MARKET ENDIF   SET STOP %LOSS c

   

  

  Milochenta

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  05/22/2019 at 10:20 PM #99217
  Vonasi

  Milochenta– Welcome to the forums. There are few basic rules that you need to follow when posting in the forums. One of these is that you are should use the ‘Insert PRT Code’ button when putting code in your post as this makes it far easier for others to read and understand. I have tidied up your last post for you but please use the ‘Insert PRT Code’ button in your future posts. 🙂

  

  Vonasi

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  05/22/2019 at 11:01 PM #99218
  robertogozzi

  Sorry, but I still cannot read any question, isn’t there one?

  

  robertogozzi

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  05/23/2019 at 8:57 PM #99276
  Milochenta

  I’m sorry, but I had made a mistake and I could not find the right way to send the code. I promise to learn for the next time. Thanks for your consideration.
  regards

  

  Milochenta

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  05/23/2019 at 9:02 PM #99279
  Milochenta

  I send you the code directly because I didn’t know how I had to envy….

  r=14, p=20, a=0.9, b=-0.9, c=[5,10][1] miRSI = RSI[r](close) bolDn = BollingerDown[p](miRSI) bolUp = BollingerUp[p](miRSI) // lineaUp = a // lineaDown = bRSIn = (((miRSI - bolDn) / (bolUp - bolDn))*2)-1 filtro1 = average [30]>average[250] // Condiciones para entrada de posiciones largas IF NOT LongOnMarket AND RSIn crosses over b and filtro1 THEN BUY 10000 cash AT MARKET ENDIF // Condiciones de salida de posiciones largas If LongOnMarket AND RSIn crosses under a THEN SELL AT MARKET ENDIF SET STOP %LOSS c

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  r=14, p=20, a=0.9, b=-0.9, c=[5,10][1]     miRSI = RSI[r](close) bolDn = BollingerDown[p](miRSI) bolUp = BollingerUp[p](miRSI) // lineaUp = a // lineaDown = bRSIn = (((miRSI - bolDn) / (bolUp - bolDn))*2)-1     filtro1 = average [30]>average[250]     // Condiciones para entrada de posiciones largas IF NOT LongOnMarket AND RSIn crosses over b and filtro1 THEN BUY 10000 cash AT MARKET ENDIF     // Condiciones de salida de posiciones largas If LongOnMarket AND RSIn crosses under a THEN SELL AT MARKET ENDIF     SET STOP %LOSS c

   

  

  Milochenta

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  05/23/2019 at 9:08 PM #99280
  Milochenta

  What do you think about the strategy?

  

  Milochenta

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  05/23/2019 at 10:02 PM #99285
  GraHal

  Please post the itf file with the variable values set up in the optimiser and I’ll give it a whirl?

  I’m not an expert coder and below is confusing me??

  lineaDown = -0.9RSIn = (((miRSI - bolDn) / (bolUp - bolDn))*2)-1

  1	lineaDown = -0.9RSIn = (((miRSI - bolDn) / (bolUp - bolDn))*2)-1

   

  

  GraHal

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  05/23/2019 at 10:14 PM #99286
  Vonasi

  The ‘Insert PRT button’ can be easily found – just look at the attached image!

  

  Vonasi

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  05/25/2019 at 10:46 AM #99411
  Milochenta

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  r=14, p=20, a=0.9, b=–0.9, c=[5,10][1] miRSI = RSI[r](close) bolDn = BollingerDown[p](miRSI) bolUp = BollingerUp[p](miRSI) // lineaUp = a // lineaDown = bRSIn = (((miRSI – bolDn) / (bolUp – bolDn))*2)-1 filtro1 = average [30]>average[250] // Condiciones para entrada de posiciones largas IF NOT LongOnMarket AND RSIn crosses over b and filtro1 THEN BUY 10000 cash AT MARKET ENDIF // Condiciones de salida de posiciones largas If LongOnMarket AND RSIn crosses under a THEN SELL AT MARKET ENDIF SET STOP %LOSS c

  At the first line you can see the variables, a and b are 0.9 and -0.9, and you can change this with 0.1, between 1 and 0.5, and -1 and -0.5… the best result is 0.9

  

  Milochenta

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  05/25/2019 at 11:29 AM #99412
  GraHal

  Using your value for c=[5,10][1] then your last line of code will never work

  SET STOP %LOSS [5,10][1]

  1	SET STOP %LOSS [5,10][1]

  Also I get attached error message.

  There is so much wrong I don’t know where to start.

  I suggest you sort above and the screen message attached and repost if you need to?

  

  GraHal

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  05/25/2019 at 11:45 AM #99415
  robertogozzi

  @Milochenta

  I know you’re a newbie with PRT and may have a hard life trying to learn, but you should master copying & pasting, since you must have used it sometimes, no matter what platform or operating system!

  After 13 posts we still can’t see your correct code!

  Please Milochenta, enter ProOrder and make sure you are having a perfectly running strategy, do Copy & Paste from there, then post it again using the “insert PRT code” button.

  You’ll spare us plenty of time to help you, if needed!

   

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  GraHal

  

  robertogozzi

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