solo direzione long

• 10/25/2024 at 5:48 PM #239480
  Antonio Garbinesi

  come posso fare a far lavorare questo sistema solo long ? se commento l entrata short automaticamente non entra neanche piu long non capisco perche

  Defparam cumulateorders = False possize = 1 StochUpperLimit = 90 StochLowerLimit = 20 StochConsolidationPeriod = 2 StochPeriods = 18 StochK = 2 StochD = 6 StochSignal = Stochastic[StochPeriods,StochK](close) StochMain = average[StochD](StochSignal) RSI2 = RSI[2](close) RSIUpperLimit = 95 RSILowerLimit = 5 RSILimit = 4 once Stoch = 0 once StochCounter = 0 once RSICounter = 0 once RSICounterAdj = 0 once LastRSI = 50 If Stoch = 0 and lowest[StochConsolidationPeriod](StochSignal) < StochLowerLimit and StochSignal[1] <= StochMain[1] and StochSignal > StochMain Then Stoch = -1 StochCounter = 0 ElsIf Stoch = 0 and highest[StochConsolidationPeriod](StochSignal) > StochUpperLimit and StochSignal[1] >= StochMain[1] and StochSignal < StochMain Then Stoch = 1 StochCounter = 0 EndIf StochCounter = StochCounter + 1//questo si aggiorna sempre essendo fuori da qualsisasi if lui si aggiorna sempre If onmarket = 0 and Stoch= -1 and StochCounter > 1 and StochSignal[1] <= StochMain[1] and StochSignal > StochMain Then Buy possize contract at market StochCounter = 0 RSICounter = 0 RSICounterAdj = 0 LastRSI = 50 ElsIf onmarket = 0 and Stoch = 1 and StochCounter > 1 and StochSignal[1] >= StochMain[1] and StochSignal < StochMain Then Sellshort possize contract at market StochCounter = 0 RSICounter = 0 RSICounterAdj = 0 LastRSI = 50 EndIf If longonmarket and RSI2[1] >= RSIUpperLimit and RSI2 < RSIUpperLimit Then RSICounter = RSICounter + 1 If highest[8](RSI2) < LastRSI Then RSICounterAdj = RSICounterAdj + 1 EndIf LastRSI = highest[8](RSI2) ElsIf shortonmarket and RSI2[1] <= RSILowerLimit and RSI2 > RSILowerLimit Then RSICounter = RSICounter + 1 If lowest[8](RSI2) > LastRSI Then RSICounterAdj = RSICounterAdj + 1 EndIf LastRSI = lowest[8](RSI2) EndIf If longonmarket and RSI2[1] < RSIUpperLimit and RSI2 >= RSIUpperLimit and RSICounter >= RSILimit-RSICounterAdj Then sell at market Stoch = 0 ElsIf shortonmarket and RSI2[1] > RSILowerLimit and RSI2 <= RSILowerLimit and RSICounter >= RSILimit-RSICounterAdj Then exitshort at market Stoch = 0 EndIf

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  Defparam cumulateorders = False   possize = 1   StochUpperLimit = 90 StochLowerLimit = 20 StochConsolidationPeriod = 2   StochPeriods = 18 StochK = 2 StochD = 6   StochSignal = Stochastic[StochPeriods,StochK](close) StochMain = average[StochD](StochSignal)   RSI2 = RSI[2](close)   RSIUpperLimit = 95 RSILowerLimit = 5   RSILimit = 4   once Stoch = 0 once StochCounter = 0 once RSICounter = 0 once RSICounterAdj = 0 once LastRSI = 50   If Stoch = 0 and lowest[StochConsolidationPeriod](StochSignal) < StochLowerLimit and StochSignal[1] <= StochMain[1] and StochSignal > StochMain Then Stoch = -1 StochCounter = 0 ElsIf Stoch = 0 and highest[StochConsolidationPeriod](StochSignal) > StochUpperLimit and StochSignal[1] >= StochMain[1] and StochSignal < StochMain Then Stoch = 1 StochCounter = 0 EndIf   StochCounter = StochCounter + 1//questo si aggiorna sempre essendo fuori da qualsisasi if lui si aggiorna sempre   If onmarket = 0 and Stoch= -1 and StochCounter > 1 and StochSignal[1] <= StochMain[1] and StochSignal > StochMain Then Buy possize contract at market StochCounter = 0 RSICounter = 0 RSICounterAdj = 0 LastRSI = 50 ElsIf onmarket = 0 and Stoch = 1 and StochCounter > 1 and StochSignal[1] >= StochMain[1] and StochSignal < StochMain Then Sellshort possize contract at market StochCounter = 0 RSICounter = 0 RSICounterAdj = 0 LastRSI = 50 EndIf   If longonmarket and RSI2[1] >= RSIUpperLimit and RSI2 < RSIUpperLimit Then RSICounter = RSICounter + 1 If highest[8](RSI2) < LastRSI Then RSICounterAdj = RSICounterAdj + 1 EndIf LastRSI = highest[8](RSI2) ElsIf shortonmarket and RSI2[1] <= RSILowerLimit and RSI2 > RSILowerLimit Then RSICounter = RSICounter + 1 If lowest[8](RSI2) > LastRSI Then RSICounterAdj = RSICounterAdj + 1 EndIf LastRSI = lowest[8](RSI2) EndIf   If longonmarket and RSI2[1] < RSIUpperLimit and RSI2 >= RSIUpperLimit and RSICounter >= RSILimit-RSICounterAdj Then sell at market Stoch = 0 ElsIf shortonmarket and RSI2[1] > RSILowerLimit and RSI2 <= RSILowerLimit and RSICounter >= RSILimit-RSICounterAdj Then exitshort at market Stoch = 0 EndIf

  

  Antonio Garbinesi

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  10/25/2024 at 6:44 PM #239481
  robertogozzi

  Questo va solo Long (ho dovuto fare un bel pò di prove per capire cosa togliere e modificare), verifica che siano operazioni aperte correttamente rispetto al codice che hai postato:

  Defparam cumulateorders = False possize = 1 StochUpperLimit = 90 StochLowerLimit = 20 StochConsolidationPeriod = 2 StochPeriods = 18 StochK = 2 StochD = 6 StochSignal = Stochastic[StochPeriods,StochK](close) StochMain = average[StochD](StochSignal) RSI2 = RSI[2](close) RSIUpperLimit = 95 RSILowerLimit = 5 RSILimit = 4 once Stoch = 0 once StochCounter = 0 once RSICounter = 0 once RSICounterAdj = 0 once LastRSI = 50 If Stoch = 0 and lowest[StochConsolidationPeriod](StochSignal) < StochLowerLimit and StochSignal[1] <= StochMain[1] and StochSignal > StochMain Then Stoch = -1 StochCounter = 0 ElsIf Stoch = 0 and highest[StochConsolidationPeriod](StochSignal) > StochUpperLimit and StochSignal[1] >= StochMain[1] and StochSignal < StochMain Then Stoch = 1 StochCounter = 0 EndIf StochCounter = StochCounter + 1//questo si aggiorna sempre essendo fuori da qualsisasi if lui si aggiorna sempre If onmarket = 0 and Stoch= -1 and StochCounter > 1 and StochSignal[1] <= StochMain[1] and StochSignal > StochMain Then Buy possize contract at market StochCounter = 0 RSICounter = 0 RSICounterAdj = 0 LastRSI = 50 ElsIf onmarket = 0 and Stoch = 1 and StochCounter > 1 and StochSignal[1] >= StochMain[1] and StochSignal < StochMain Then //Sellshort possize contract at market //StochCounter = 0 //RSICounter = 0 //RSICounterAdj = 0 //LastRSI = 50 EndIf If longonmarket and RSI2[1] >= RSIUpperLimit and RSI2 < RSIUpperLimit Then RSICounter = RSICounter + 1 If highest[8](RSI2) < LastRSI Then RSICounterAdj = RSICounterAdj + 1 EndIf LastRSI = highest[8](RSI2) ElsIf not onmarket and RSI2[1] <= RSILowerLimit and RSI2 > RSILowerLimit Then RSICounter = RSICounter + 1 If lowest[8](RSI2) > LastRSI Then RSICounterAdj = RSICounterAdj + 1 EndIf LastRSI = lowest[8](RSI2) EndIf If longonmarket and RSI2[1] < RSIUpperLimit and RSI2 >= RSIUpperLimit and RSICounter >= RSILimit-RSICounterAdj Then sell at market Stoch = 0 ElsIf not onmarket and RSI2[1] > RSILowerLimit and RSI2 <= RSILowerLimit and RSICounter >= RSILimit-RSICounterAdj Then //exitshort at market Stoch = 0 EndIf

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  Defparam cumulateorders = False   possize = 1   StochUpperLimit = 90 StochLowerLimit = 20 StochConsolidationPeriod = 2   StochPeriods = 18 StochK = 2 StochD = 6   StochSignal = Stochastic[StochPeriods,StochK](close) StochMain = average[StochD](StochSignal)   RSI2 = RSI[2](close)   RSIUpperLimit = 95 RSILowerLimit = 5   RSILimit = 4   once Stoch = 0 once StochCounter = 0 once RSICounter = 0 once RSICounterAdj = 0 once LastRSI = 50   If Stoch = 0 and lowest[StochConsolidationPeriod](StochSignal) < StochLowerLimit and StochSignal[1] <= StochMain[1] and StochSignal > StochMain Then Stoch = -1 StochCounter = 0 ElsIf Stoch = 0 and highest[StochConsolidationPeriod](StochSignal) > StochUpperLimit and StochSignal[1] >= StochMain[1] and StochSignal < StochMain Then Stoch = 1 StochCounter = 0 EndIf   StochCounter = StochCounter + 1//questo si aggiorna sempre essendo fuori da qualsisasi if lui si aggiorna sempre   If onmarket = 0 and Stoch= -1 and StochCounter > 1 and StochSignal[1] <= StochMain[1] and StochSignal > StochMain Then Buy possize contract at market StochCounter = 0 RSICounter = 0 RSICounterAdj = 0 LastRSI = 50 ElsIf onmarket = 0 and Stoch = 1 and StochCounter > 1 and StochSignal[1] >= StochMain[1] and StochSignal < StochMain Then //Sellshort possize contract at market //StochCounter = 0 //RSICounter = 0 //RSICounterAdj = 0 //LastRSI = 50 EndIf   If longonmarket and RSI2[1] >= RSIUpperLimit and RSI2 < RSIUpperLimit Then RSICounter = RSICounter + 1 If highest[8](RSI2) < LastRSI Then RSICounterAdj = RSICounterAdj + 1 EndIf LastRSI = highest[8](RSI2) ElsIf not onmarket and RSI2[1] <= RSILowerLimit and RSI2 > RSILowerLimit Then RSICounter = RSICounter + 1 If lowest[8](RSI2) > LastRSI Then RSICounterAdj = RSICounterAdj + 1 EndIf LastRSI = lowest[8](RSI2) EndIf   If longonmarket and RSI2[1] < RSIUpperLimit and RSI2 >= RSIUpperLimit and RSICounter >= RSILimit-RSICounterAdj Then sell at market Stoch = 0 ElsIf not onmarket and RSI2[1] > RSILowerLimit and RSI2 <= RSILowerLimit and RSICounter >= RSILimit-RSICounterAdj Then //exitshort at market Stoch = 0 EndIf

   

  

  robertogozzi

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  10/26/2024 at 5:04 PM #239524
  Antonio Garbinesi

  come posso resettare stoch

  //Defparam cumulateorders = False possize = 1 StochUpperLimit = 90 StochLowerLimit = 20 StochConsolidationPeriod = 2 StochPeriods = 18 StochK = 2 StochD = 6 StochSignal = Stochastic[StochPeriods,StochK](close) StochMain = average[StochD](StochSignal) if not LONGONMARKET THEN Stoch =0 endif If Stoch = 0 and lowest[StochConsolidationPeriod](StochSignal) < StochLowerLimit and StochSignal[1] <= StochMain[1] and StochSignal > StochMain Then Stoch = -1 EndIf a=0 // Solo condizione per acquisto If Stoch= -1 and StochSignal[1] <= StochMain[1] and StochSignal > StochMain and lowest[StochConsolidationPeriod](StochSignal) < StochLowerLimit Then a=1 Buy possize contract at market EndIf SET TARGET %PROFIT 10 SET STOP %LOSS 5 come posso resettare stoch a 0 ? ho provato come da codice a inserire la condizione "if not longonmarket " ma il sistema entra ed esce subito

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  //Defparam cumulateorders = False   possize = 1   StochUpperLimit = 90 StochLowerLimit = 20 StochConsolidationPeriod = 2   StochPeriods = 18 StochK = 2 StochD = 6   StochSignal = Stochastic[StochPeriods,StochK](close) StochMain = average[StochD](StochSignal)     if not LONGONMARKET THEN Stoch =0 endif   If Stoch = 0 and lowest[StochConsolidationPeriod](StochSignal) < StochLowerLimit and StochSignal[1] <= StochMain[1] and StochSignal > StochMain Then Stoch = -1   EndIf   a=0 // Solo condizione per acquisto If Stoch= -1  and StochSignal[1] <= StochMain[1] and StochSignal > StochMain and lowest[StochConsolidationPeriod](StochSignal) < StochLowerLimit Then a=1 Buy possize contract at market   EndIf   SET TARGET %PROFIT 10 SET STOP %LOSS 5       come posso resettare stoch a 0 ? ho provato come da codice a inserire la condizione "if not longonmarket " ma il sistema entra ed esce subito

  

  Antonio Garbinesi

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  10/26/2024 at 5:45 PM #239529
  robertogozzi

  Metti queste 3 righe così:

  //if not LONGONMARKET THEN Stoch =0 //endif

  1 2 3

  //if not LONGONMARKET THEN Stoch =0 //endif

  ovviamente le due righe commentate le puoi togliere, se preferisci.

   

   

  

  robertogozzi

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  10/27/2024 at 8:28 AM #239555
  Antonio Garbinesi

  grazie Roberto ma non risolve perche mi rimette su ogni barra stoch=0 e quindi non cambia niente , stoch dovrebbe restare impostato a -1 fin quando resto a mercato e poi tornare a 0 per poter di nuovo il set up di riga 21

  

  Antonio Garbinesi

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  10/27/2024 at 9:33 AM #239556
  Antonio Garbinesi

  c e anche un altra cosa che non capisco ,perche mi entra a quel livello li evidenziato mentre l entrata dovrebbe essere a mercato quindi all apertura della barra successiva

  

  Antonio Garbinesi

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  10/27/2024 at 5:59 PM #239574
  robertogozzi

  Nel tuo codice https://www.prorealcode.com/topic/solo-direzione-long/#post-239524 STOCH resta a -1 quando è a mercato e va a 0 quando non è a mercato.

  Io ho solo cambiato queste due righe:

  SET TARGET %PROFIT 1 SET STOP %LOSS 0.5

  1 2	SET TARGET %PROFIT 1 SET STOP   %LOSS   0.5

  perché altrimenti faceva operazioni molto lunghe e restava SEMPRE a mercato.

  

  robertogozzi

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  10/27/2024 at 6:00 PM #239575
  robertogozzi

  Aggiungi questa riga per vedere il prezzo:

  graphonprice PositionPrice

  1	graphonprice PositionPrice

   

  

  robertogozzi

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  10/28/2024 at 7:11 AM #239588
  Antonio Garbinesi

  Ho notato che questo, come altri sistemi che dovrebbero entrare “a mercato” in realtà entrano ad un livello superiore della apertura della barra, cosa che pero succede solo con azioni mentre con indici usando lo stesso sistema non avviene, il dubbio è che prorealtime abbia inserito i livelli di bid e ask ed usa quelli come entrata a mercato e non più l apertura della barra e quindi dove lo spread tra bid e ask è più marcato (appunto i titoli azionari rispetto ad esempio agli indici) l entrata a mercato avvenga ad un livello diverso dalla apertura della  barra.

  

  Antonio Garbinesi

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