Trading system Punti Pivot

• 06/29/2016 at 5:26 PM #9994
  Max

  Qui di seguito una domanda inviata a ProRealTime :

  INGRESSO LONG:
  se la chiusura > apertura e
  minimo dell’ultima barra > minimo precedente e
  massimo dell’ultima barra > massimo precedente e
  chiusura > chiusura precedente e
  chiusura > media mobile semplice a 20 periodi
  chiusura ultima barra > pivot point + atr(5)
  fine condizione long

  INGRESSO SHORT:
  se la chiusura < apertura e
  minimo < minimo precedente e
  massimo < massimo precedente e
  chiusura < media mobile a 20 periodi e
  chiusura dell’ultima barra < pivot point – atr(5) periodi
  fine condizione short

  Uscita da posizione long: vendiamo in trailing stop sul massimo più alto delle ultime 2 candele,
  Uscita da posizione short: compriamo in trailing stop sul minimo più basso delle ultime 2 candele,

  E un esempio di risposta :

  DEFPARAM CumulateOrders = False MM20 = Average[20](close) ATR5 = AverageTrueRange[5](close) P = (DHIGH(1) + DLOW(1) + DCLOSE(1)) / 3 c1 = close > open c2 = low > low[1] c3 = high > high[1] c4 = close > close[1] c5 = close > MM20 c6 = close > P + ATR5 cLong=c1 AND c2 AND c3 AND c4 AND c5 AND c6 IF cLong THEN BUY 1 CONTRACT AT MARKET ENDIF c7 = close < open c8 = low < low[1] c9 = high < high[1] c10 = close < close[1] c11 = close < MM20 c12 = close < P - ATR5 cShort=c7 AND c8 AND c9 AND c10 AND c11 AND c12 IF cShort THEN SELLSHORT 1 CONTRACT AT MARKET ENDIF IF LongOnMarket THEN SELL AT highest[2](high) LIMIT ENDIF IF ShortOnMarket THEN EXITSHORT AT lowest[2](low) LIMIT ENDIF

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  DEFPARAM CumulateOrders = False   MM20 = Average[20](close) ATR5 = AverageTrueRange[5](close) P = (DHIGH(1) + DLOW(1) + DCLOSE(1)) / 3   c1 = close > open c2 = low > low[1] c3 = high > high[1] c4 = close > close[1] c5 = close > MM20 c6 = close > P + ATR5   cLong=c1 AND c2 AND c3 AND c4 AND c5 AND c6   IF cLong THEN BUY 1 CONTRACT AT MARKET ENDIF   c7 = close < open c8 = low < low[1] c9 = high < high[1] c10 = close < close[1] c11 = close < MM20 c12 = close < P - ATR5   cShort=c7 AND c8 AND c9 AND c10 AND c11 AND c12   IF cShort THEN SELLSHORT 1 CONTRACT AT MARKET ENDIF   IF LongOnMarket THEN SELL AT highest[2](high) LIMIT ENDIF   IF ShortOnMarket THEN EXITSHORT AT lowest[2](low) LIMIT ENDIF

   

  

  Max

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