Strategia trovata in PRT

• 04/26/2022 at 2:30 PM #192234
  Ciccarelli Franco

  Ho trovato una strategia in libreria (di seguito riportato) che sembra funzionare, ma vorrei qualche commento. Inoltre esso prevede di decidere il numero max di ordini, ma qualsiasi numero metto il test da sempre da 1 a 5.

  Grazie

  /
  Defparam CUMULATEORDERS = TRUE
  //Defparam NOCASHUPDATE = TRUE
  defparam flatbefore=151000
  defparam flatafter=215000
  //
  //
  //
  Filtro =180
  Sloss = sl // %
  SProfit = tp // %
  X = 0
  Y = 1
  Z = 2
  //
  //
  //==== CONTRATOS A NEGOCIAR =========
  //
  Xhares = 1
  //
  // ====== Numero Maximo de contratos a negociar ============
  //
  Nshares = c
  //

  //
  // ========== CODIGO ===================
  //

  HULL = weightedaverage[filtro](close)

  IF close[x] crosses over highest[h1](high[1]) and hull[y] > hull[z] and COUNTOFLONGSHARES < Nshares THEN
  buy Xhares CONTRACTS AT MARKET
  ENDIF

  IF close[x] crosses over highest[h2](high[1]) and hull[y] > hull[z] and COUNTOFLONGSHARES < Nshares THEN
  buy Xhares CONTRACTS AT MARKET
  ENDIF

  IF close[x] crosses over highest[h3](high[1]) and hull[y] > hull[z] and COUNTOFLONGSHARES < Nshares THEN
  buy Xhares CONTRACTS AT MARKET
  ENDIF

  IF close[x] crosses over highest[h4](high[1]) and hull[y] > hull[z] and COUNTOFLONGSHARES < Nshares THEN
  buy Xhares CONTRACTS AT MARKET
  ENDIF

  IF close[x] crosses over highest[h5](high[1]) and hull[y] > hull[z] and COUNTOFLONGSHARES < Nshares THEN
  buy Xhares CONTRACTS AT MARKET
  ENDIF
  SET STOP %LOSS sloss
  SET TARGET %PROFITsprofit

  

  Ciccarelli Franco

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  04/26/2022 at 3:50 PM #192240
  robertogozzi

  Mancano delle variabili.

  Allega il file ITF.

   

  

  robertogozzi

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  04/26/2022 at 4:01 PM #192241
  Ciccarelli Franco

  Nshares = 5

  h1 h2 ecc. sono 5 , 20, 50, 100, 200

  Grazie

  

  Ciccarelli Franco

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  04/26/2022 at 4:14 PM #192242
  robertogozzi

  Devi solo variare Nshares, così è 5, puoi aumentarlo o diminuirlo come preferisci.

   

   

  

  robertogozzi

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  04/26/2022 at 4:21 PM #192244
  robertogozzi

  In effetti entra spesso più volte all’interno della stessa candela, puoi provare questa versione modificata:

  Defparam CUMULATEORDERS = TRUE //Defparam NOCASHUPDATE = TRUE defparam flatbefore=151000 defparam flatafter=215000 // // // Filtro =180 Sloss = 5 SProfit = 5 X = 0 Y = 1 Z = 2 // // //==== CONTRATOS A NEGOCIAR ========= // Xhares = 1 // // ====== Numero Maximo de contratos a negociar ============ // h1 = 5 h2 = 20 h3 = 50 h4 = 100 h5 = 200 Nshares = 5 // // // ========== CODIGO =================== // HULL = weightedaverage[filtro](close) IF close[x] crosses over highest[h1](high[1]) and hull[y] > hull[z] and abs(CountOfPosition) < Nshares THEN buy Xhares CONTRACTS AT MARKET ELSIF close[x] crosses over highest[h2](high[1]) and hull[y] > hull[z] and abs(CountOfPosition) < Nshares THEN buy Xhares CONTRACTS AT MARKET ELSIF close[x] crosses over highest[h3](high[1]) and hull[y] > hull[z] and abs(CountOfPosition) < Nshares THEN buy Xhares CONTRACTS AT MARKET ELSIF close[x] crosses over highest[h4](high[1]) and hull[y] > hull[z] and abs(CountOfPosition) < Nshares THEN buy Xhares CONTRACTS AT MARKET ELSIF close[x] crosses over highest[h5](high[1]) and hull[y] > hull[z] and abs(CountOfPosition) < Nshares THEN buy Xhares CONTRACTS AT MARKET ENDIF SET STOP %LOSS sloss SET TARGET %PROFITsprofit //graph abs(CountOfPosition)

  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

  Defparam CUMULATEORDERS = TRUE //Defparam NOCASHUPDATE = TRUE defparam flatbefore=151000 defparam flatafter=215000 // // // Filtro =180 Sloss = 5 SProfit = 5 X = 0 Y = 1 Z = 2 // // //==== CONTRATOS A NEGOCIAR ========= // Xhares = 1 // // ====== Numero Maximo de contratos a negociar ============ // h1 = 5 h2 = 20 h3 = 50 h4 = 100 h5 = 200 Nshares = 5 //   // // ========== CODIGO =================== //   HULL = weightedaverage[filtro](close)   IF close[x] crosses over highest[h1](high[1]) and hull[y] > hull[z] and abs(CountOfPosition) < Nshares THEN buy Xhares CONTRACTS AT MARKET ELSIF close[x] crosses over highest[h2](high[1]) and hull[y] > hull[z] and abs(CountOfPosition) < Nshares THEN buy Xhares CONTRACTS AT MARKET ELSIF close[x] crosses over highest[h3](high[1]) and hull[y] > hull[z] and abs(CountOfPosition) < Nshares THEN buy Xhares CONTRACTS AT MARKET ELSIF close[x] crosses over highest[h4](high[1]) and hull[y] > hull[z] and abs(CountOfPosition) < Nshares THEN buy Xhares CONTRACTS AT MARKET ELSIF close[x] crosses over highest[h5](high[1]) and hull[y] > hull[z] and abs(CountOfPosition) < Nshares THEN buy Xhares CONTRACTS AT MARKET ENDIF SET STOP %LOSS sloss SET TARGET %PROFITsprofit //graph abs(CountOfPosition)

  

  robertogozzi

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  04/26/2022 at 5:55 PM #192248
  Ciccarelli Franco

  Grazie, comunque se modifico il 5  e per esempio ci metto 1, va comunque a mercato da 1 a 5.

  

  Ciccarelli Franco

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  04/26/2022 at 6:38 PM #192251
  robertogozzi

  Si, per questo ho fatto la modifica ai blocchi IF…ENDIF delle entrate.

   

  

  robertogozzi

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  05/17/2022 at 8:30 AM #193300
  Ciccarelli Franco

  Dal 26/4  uso questo codice , in demo,  ma non è mai entrato a mercato. Coincidenza ?

  Grazie

  

  Ciccarelli Franco

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  05/22/2022 at 10:57 AM #193645
  robertogozzi

  L’ho appena messo in demo anch’io. Vediamo nei prossimi giorni cosa fa.

   

  

  robertogozzi

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  05/26/2022 at 9:45 AM #193853
  robertogozzi

  Ad oggi state fatte due operazioni (sul DAX a 5 minuti), con varie entrate ciascuno.

  La prima è stata perdente e la seconda vincente.

   

  

  robertogozzi

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