Strategia trailing stop

• 10/10/2018 at 2:39 PM #82462
  peru2404

  Salve a tutti volevo sapere come poter programmare una strategia che venda sotto (e compri sopra) la media a 63 periodi impostando lo stop a 10  e impostando un trailing stop che parta da 30 e si sposti di 10.

  Grazie

  

  peru2404

  Participant

  Topics: 11

  Replies: 37

  Been thanked: 0 times
  10/11/2018 at 5:39 PM #82571
  robertogozzi

  Prova questa (io l’ho testata solo sommariamente):

  Trailing Stop

  DEFPARAM CumulateOrders = FALSE Media = average[63,0](close) Sopra = close > Media Sotto = close < Media IF Sopra AND Not OnMarket THEN BUY 1 CONTRACT AT MARKET ENDIF IF Sotto AND Not OnMarket THEN SELLSHORT 1 CONTRACT AT MARKET ENDIF //************************************************************************ // trailing stop function TrailingStart = 30 * pipsize //20 trailing will start @trailinstart points profit TrailingStep = 10 * pipsize //10 trailing step to move the "stoploss" MainSL = 10 * pipsize //10 initial SL // //reset the stoploss value IF NOT ONMARKET THEN newSL = 0 InitialSL = 0 ENDIF // IF LongOnMarket THEN IF NewSL = 0 THEN MyProfit = close - TradePrice IF MyProfit >= TrailingStart THEN SLunits = max(1,round(((MyProfit - TrailingStart) / TrailingStep) - 0.5) + 1) NewSL = TradePrice + (SLunits * TrailingStep) - MainSL ENDIF ELSE MyProfit = close - NewSL IF MyProfit >= TrailingStart THEN SLunits = round(((MyProfit - TrailingStart) / TrailingStep) - 0.5) NewSL = NewSL + (SLunits * TrailingStep) ENDIF ENDIF ELSIF ShortOnMarket THEN IF NewSL = 0 THEN MyProfit = TradePrice - close IF MyProfit >= TrailingStart THEN SLunits = max(1,round(((MyProfit - TrailingStart) / TrailingStep) - 0.5) + 1) NewSL = (SLunits * TrailingStep) + MainSL - TradePrice ENDIF ELSE MyProfit = NewSL - close IF MyProfit >= TrailingStart THEN SLunits = round(((MyProfit - TrailingStart) / TrailingStep) - 0.5) NewSL = NewSL - (SLunits * TrailingStep) ENDIF ENDIF ENDIF // //stop order to exit the positions IF newSL>0 THEN SELL AT newSL STOP EXITSHORT AT newSL STOP ENDIF

  1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57

  DEFPARAM CumulateOrders = FALSE Media = average[63,0](close) Sopra = close > Media Sotto = close < Media IF Sopra AND Not OnMarket THEN BUY 1 CONTRACT AT MARKET ENDIF IF Sotto AND Not OnMarket THEN SELLSHORT 1 CONTRACT AT MARKET ENDIF //************************************************************************ //     trailing stop function TrailingStart   = 30 * pipsize   //20   trailing will start @trailinstart points profit TrailingStep    = 10 * pipsize   //10   trailing step to move the "stoploss" MainSL          = 10 * pipsize   //10   initial SL // //reset the stoploss value IF NOT ONMARKET THEN newSL        = 0 InitialSL    = 0 ENDIF // IF LongOnMarket THEN IF NewSL = 0 THEN MyProfit = close - TradePrice IF MyProfit >= TrailingStart THEN SLunits = max(1,round(((MyProfit - TrailingStart) / TrailingStep) - 0.5) + 1) NewSL   = TradePrice + (SLunits * TrailingStep) - MainSL ENDIF ELSE MyProfit = close - NewSL IF MyProfit >= TrailingStart THEN SLunits = round(((MyProfit - TrailingStart) / TrailingStep) - 0.5) NewSL   = NewSL + (SLunits * TrailingStep) ENDIF ENDIF ELSIF ShortOnMarket THEN IF NewSL = 0 THEN MyProfit = TradePrice - close IF MyProfit >= TrailingStart THEN SLunits = max(1,round(((MyProfit - TrailingStart) / TrailingStep) - 0.5) + 1) NewSL   = (SLunits * TrailingStep) + MainSL - TradePrice ENDIF ELSE MyProfit = NewSL - close IF MyProfit >= TrailingStart THEN SLunits = round(((MyProfit - TrailingStart) / TrailingStep) - 0.5) NewSL   = NewSL - (SLunits * TrailingStep) ENDIF ENDIF ENDIF // //stop order to exit the positions IF newSL>0 THEN SELL      AT newSL STOP EXITSHORT AT newSL STOP ENDIF

   

  

  robertogozzi

  Moderator

  Topics: 69

  Replies: 17190

  Been thanked: 4073 times
  10/12/2018 at 12:38 PM #82637
  peru2404

  Grazie Roberto quando hai tempo riesci a postarmi anche quell altra di qualche giorno fa? grazie

  

  peru2404

  Participant

  Topics: 11

  Replies: 37

  Been thanked: 0 times
  10/12/2018 at 12:41 PM #82640
  peru2404

  e comunque questa non funziona mi dice che non è stata utilizzata la variabile initalSL

  ed eliminandola non fa comunque quello che chiedevo

  

  peru2404

  Participant

  Topics: 11

  Replies: 37

  Been thanked: 0 times
  10/12/2018 at 5:23 PM #82668
  robertogozzi

  Devi eliminarla, si.

  Su quale strumento, TF e candela l’hai provata e non funziona?

  Se il profitto raggiunge 30+ viene spostato lo stop di 10 pips, quindi la prima volta va in pareggio. Se il profitto raggiunge 40+ (sempre la prima volta), vuoi che lo strop si sposti di soli 10 o di 20 (in modo da tenere sempre una distanza di 30 pips di differenza)?

  Ricordi qual’era? Forse quella di Nicolas https://www.prorealcode.com/blog/trading/complete-trailing-stop-code-function/?

   

  

  robertogozzi

  Moderator

  Topics: 69

  Replies: 17190

  Been thanked: 4073 times
• Author
  Posts