Trading system con Harsi

• 10/17/2024 at 7:59 PM #239166
  Peppe71

  Ciao. Vorrei provare un trading system basato sull’indicatore Harsi, che è già stato codificato (lo riporto sotto) e come indicatore funziona. Tuttavia se lo infilo in un trading system automatico non parte neppure il backtest, segnalando che la funzione da  5 valori invece che  6 . (boh ….) Magari qualche anima pia (Roberto Gozzi) che mi aiuta …

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  // HARSI  by JS le 02.10.2023 modifié  02.10.2023 defparam calculateonlastbars = 150 //variables: rsip=7 smoothing=1 halength=14 rsihelp= RSI[rsip]((high+close+low+open)/4)//-50 rsihelp2= RSI[halength]((high+close+low+open)/4)//-50 closersi2= rsi[halength](close)//-50 if barindex>0 then openrsi2=rsi[halength](close[1])//-50 else openrsi2=rsi[halength](close)//-50 endif rsihighraw2= rsi[halength](high)//-50 rslowraw2= rsi[halength](low)//-50 rsihigh2= max(rsihighraw2,rslowraw2) rsilow2=min(rsihighraw2,rslowraw2) haclose= (closersi2+openrsi2+rsihigh2+rsilow2)/4 if barindex > halength+2 then haopen = ((haopen[1]*smoothing) +haclose[1])/(smoothing+1) else haopen = (closersi2 +openrsi2)/2 endif hahigh= max(rsihigh2, max(haopen,haclose)) halow = min(rsilow2 , min( haopen, haclose)) if haclose > haopen then r=0 g=153 b=153 else r=238 g=73 b=73 endif DRAWCANDLE(haopen, hahigh, halow, haclose) COLOURED(r,g,b) BORDERCOLOR(R,G,B) if barindex > rsip then rsismoothed = (rsismoothed[1]+ rsihelp)/2 else rsismoothed = rsihelp endif return rsismoothed as “RSI-Smoothed”, 20 as “20”, 30 as “30”, 70 as “70”, 80 as “80”

  

  Peppe71

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  10/18/2024 at 11:54 AM #239191
  Iván

  Ciao. Lascia che ti faccia un esempio. Ora devi solo modificare le condizioni di input e output per quelle che desideri.

  // HARSI by JS le 02.10.2023 modifié 02.10.2023 //variabili: rsip = 7 smoothing = 1 halength = 14 rsihelp = RSI[rsip]((high+close+low+open)/4) closersi2 = rsi[halength](close) if barindex > 0 then openrsi2 = rsi[halength](close[1]) else openrsi2 = rsi[halength](close) endif rsihighraw2 = rsi[halength](high) rslowraw2 = rsi[halength](low) rsihigh2 = max(rsihighraw2, rslowraw2) rsilow2 = min(rsihighraw2, rslowraw2) haclose = (closersi2 + openrsi2 + rsihigh2 + rsilow2) / 4 if barindex > halength + 2 then haopen = ((haopen[1] * smoothing) + haclose[1]) / (smoothing + 1) else haopen = (closersi2 + openrsi2) / 2 endif hahigh = max(rsihigh2, max(haopen, haclose)) halow = min(rsilow2, min(haopen, haclose)) if barindex > rsip then rsismoothed = (rsismoothed[1] + rsihelp) / 2 else rsismoothed = rsihelp endif //----- Strategia di trading -----// // Condizioni di entrata/uscita lunghe yourConditionsOpenLong=rsismoothed crosses over 30 yourConditionsCloseLong=rsismoothed crosses over 70 if not longonmarket and yourConditionsOpenLong then BUY 1 CONTRACT AT MARKET endif if longonmarket and yourConditionsCloseLong then SELL AT MARKET endif // Condizioni di entrata/uscita corte yourConditionsOpenShort=rsismoothed crosses under 70 yourConditionsCloseShort=rsismoothed crosses under 30 if not shortonmarket and yourConditionsOpenShort then SELLSHORT 1 CONTRACT AT MARKET endif if shortonmarket and yourConditionsCloseShort then EXITSHORT AT MARKET endif

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  // HARSI  by JS le 02.10.2023 modifié  02.10.2023 //variabili: rsip = 7 smoothing = 1 halength = 14   rsihelp = RSI[rsip]((high+close+low+open)/4) closersi2 = rsi[halength](close)   if barindex > 0 then openrsi2 = rsi[halength](close[1]) else openrsi2 = rsi[halength](close) endif   rsihighraw2 = rsi[halength](high) rslowraw2 = rsi[halength](low) rsihigh2 = max(rsihighraw2, rslowraw2) rsilow2 = min(rsihighraw2, rslowraw2)   haclose = (closersi2 + openrsi2 + rsihigh2 + rsilow2) / 4   if barindex > halength + 2 then haopen = ((haopen[1] * smoothing) + haclose[1]) / (smoothing + 1) else haopen = (closersi2 + openrsi2) / 2 endif   hahigh = max(rsihigh2, max(haopen, haclose)) halow = min(rsilow2, min(haopen, haclose))   if barindex > rsip then rsismoothed = (rsismoothed[1] + rsihelp) / 2 else rsismoothed = rsihelp endif   //----- Strategia di trading -----//   // Condizioni di entrata/uscita lunghe yourConditionsOpenLong=rsismoothed crosses over 30 yourConditionsCloseLong=rsismoothed crosses over 70   if not longonmarket and yourConditionsOpenLong then BUY 1 CONTRACT AT MARKET endif   if longonmarket and yourConditionsCloseLong then SELL AT MARKET endif   // Condizioni di entrata/uscita corte yourConditionsOpenShort=rsismoothed crosses under 70 yourConditionsCloseShort=rsismoothed crosses under 30 if not shortonmarket and yourConditionsOpenShort then SELLSHORT 1 CONTRACT AT MARKET endif   if shortonmarket and yourConditionsCloseShort then EXITSHORT AT MARKET endif

  

  Iván

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  10/18/2024 at 4:10 PM #239214
  Peppe71

  Innanzitutto grazie per l’aiuto. Gentilissimo. Nel tuo codice hai tenuto   rsi e hai eliminato la parte sulle candele. che è quella per me più importante. Puoi fare qualcosa ? Ancora grazie

  Sotto ho messo un esempio

  

  

  Peppe71

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  10/18/2024 at 4:17 PM #239215
  Peppe71

  Non riesco a far visualizzare l’immagine , ma penso che hai capito cosa intendo

  

  Peppe71

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  10/22/2024 at 11:30 AM #239322
  Iván

  Ciao. Questo codice deve essere eseguito nel modulo di backtesting. Le candele non possono essere rappresentate in questo modulo.

  

  Iván

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