Trading system SAR 23

• 04/07/2021 at 4:13 PM #166423
  Gael

  Salve,

  volevo chiedervi la realizzazione di queste due idee in trading system:

  1)

  • Buy alla comparsa di un segnale SAR sotto le candele
  • Sell alla comparsa di un segnale SAR sopra le candele
  • Trailling stop sul segnale SAR, e va a spostarsi alla comparsa del nuovo segnale.

  2)

  Il secondo trading system è simile al primo, solo che chiude il sistema al raggiungimento del 12 segnale SAR consecutivo.  Nel caso i segnali SAR dovessero essere inferiori a 12, il sistema chiude al segnale SAR inverso.

  Grazie mille in anticipo

  

  Gael

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  04/08/2021 at 9:07 AM #166469
  Nicolas

  1 / questo sistema è molto semplice da creare con la creazione assistita, hai provato prima? Ad ogni modo, ecco qualcosa con cui puoi giocare:

  defparam cumulateorders=false isar = SAR[0.02,0.02,0.2] if not longonmarket and close crosses over isar then buy at market sell at isar stop endif if not shortonmarket and close crosses under isar then sellshort at market exitshort at isar stop endif if longonmarket then sell at isar stop endif if shortonmarket then exitshort at isar stop endif

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  defparam cumulateorders=false   isar = SAR[0.02,0.02,0.2]   if not longonmarket and close crosses over isar then buy at market sell at isar stop endif   if not shortonmarket and close crosses under isar then sellshort at market exitshort at isar stop endif   if longonmarket then sell at isar stop endif   if shortonmarket then exitshort at isar stop endif

  

  Nicolas

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  04/08/2021 at 9:15 AM #166472
  Nicolas

  2 / quel sistema taglia gli ordini quando ISAR è 12 volte consecutive dello stesso colore:

  defparam cumulateorders=false isar = SAR[0.02,0.02,0.2] if not longonmarket and close crosses over isar then buy at market endif if not shortonmarket and close crosses under isar then sellshort at market endif bcount = summation[12](close>isar)=12 if bcount and longonmarket then sell at market endif scount = summation[12](close<isar)=12 if scount and shortonmarket then exitshort at market endif

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  defparam cumulateorders=false   isar = SAR[0.02,0.02,0.2]   if not longonmarket and close crosses over isar then buy at market endif   if not shortonmarket and close crosses under isar then sellshort at market endif   bcount = summation[12](close>isar)=12 if bcount and longonmarket then sell at market endif   scount = summation[12](close<isar)=12 if scount and shortonmarket then exitshort at market endif

  

  Nicolas

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  04/08/2021 at 9:37 AM #166478
  Gael

  Ho provato prima, ma sono ancora un principiante e volevo avere conferma, comunque grazie mille.

  Buona giornata

  

  Gael

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  04/08/2021 at 9:38 AM #166479
  Gael

  Scusa il disturbo, ma non riesco a metterlo in .itf

  

  Gael

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  04/08/2021 at 10:05 AM #166484
  Nicolas

  Basta creare una nuova strategia e inserire il codice lì, è facile 🙂

  

  Nicolas

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  04/08/2021 at 11:12 AM #166506
  Gael

  Mi da la riga 1,6,7,9 con il punto esclamativo se faccio: indicatori –> nuovo –> incolla

  

  Gael

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  04/08/2021 at 11:19 AM #166508
  MauroPro

  Li devi copiare in una strategia non in un indicatore.

  Eccoli

  

  MauroPro

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  04/08/2021 at 1:14 PM #166525
  Gael

  Grazie mille

  

  Gael

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  04/08/2021 at 2:09 PM #166548
  Mauro T. “Algorithm System”

  Ciao Gael

  Visto che sei alle prime armi per aiutarti ti ho creato delle piccole aggiunte che ti verranno utili con il proseguo della tua esperienza che farai nella programmazione.

  Ti ho aggiunto Target dinamico (con Atr ) e stop loss in percentuale e numero massimo di barre (oltre il sistema esce dalla posizione).

  Il tutto è stato distinto se sono operazioni Long o Short.

  Ciao

  Buona Fortuna

  defparam cumulateorders=false isarlong = SAR[0.04,0.04,0.6] isarShort = SAR[0.07,0.07,0.1] if not longonmarket and close crosses over isarlong then buy at market sell at isarlong stop set target profit 10* averagetruerange[5](close) set Stop %loss 1.8 endif if longonmarket then sell at isarlong stop endif if not shortonmarket and close crosses under isarshort then sellshort at market exitshort at isarshort stop set target profit 8* averagetruerange[12](close) set Stop %loss 1.2 endif if shortonmarket then exitshort at isarshort stop endif // NUMERO BARRE OTTIMALI ONCE maxCandlesLongWithProfit = 17 // profitto long ONCE maxCandlesShortWithProfit = 10 // profitto short ONCE maxCandlesLongWithoutProfit = 12 // Limite long ONCE maxCandlesShortWithoutProfit = 9 // Limite short posProfit = (((close - positionprice) * pointvalue) * countofposition) / pipsize numberCandles = (BarIndex - TradeIndex) m1 = posProfit > 0 AND numberCandles >= maxCandlesLongWithProfit m2 = posProfit > 0 AND numberCandles >= maxCandlesShortWithProfit m3 = posProfit < 0 AND numberCandles >= maxCandlesLongWithoutProfit m4 = posProfit < 0 AND numberCandles >= maxCandlesShortWithoutProfit IF LONGONMARKET AND (m1 OR m3) THEN SELL AT MARKET ENDIF IF SHORTONMARKET AND (m2 OR m4) THEN EXITSHORT AT MARKET ENDIF

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  defparam cumulateorders=false   isarlong  = SAR[0.04,0.04,0.6] isarShort = SAR[0.07,0.07,0.1] if not longonmarket and close crosses over isarlong then buy at market sell at isarlong stop set target profit 10* averagetruerange[5](close) set Stop   %loss  1.8 endif if longonmarket then sell at isarlong stop endif if not shortonmarket and close crosses under isarshort then sellshort at market exitshort at isarshort stop set target profit 8* averagetruerange[12](close) set Stop   %loss  1.2 endif if shortonmarket then exitshort at isarshort stop endif // NUMERO BARRE OTTIMALI ONCE maxCandlesLongWithProfit = 17     // profitto long ONCE maxCandlesShortWithProfit = 10    // profitto short ONCE maxCandlesLongWithoutProfit = 12  // Limite long ONCE maxCandlesShortWithoutProfit = 9 // Limite short posProfit = (((close - positionprice) * pointvalue) * countofposition) / pipsize numberCandles = (BarIndex - TradeIndex) m1 = posProfit > 0 AND numberCandles >= maxCandlesLongWithProfit m2 = posProfit > 0 AND numberCandles >= maxCandlesShortWithProfit m3 = posProfit < 0 AND numberCandles >= maxCandlesLongWithoutProfit m4 = posProfit < 0 AND numberCandles >= maxCandlesShortWithoutProfit IF LONGONMARKET AND (m1 OR m3) THEN SELL AT MARKET ENDIF IF SHORTONMARKET AND (m2 OR m4) THEN EXITSHORT AT MARKET ENDIF

   

   

   

   

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  Boris, robertogozzi

  

  Mauro T. “Algorithm System”

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  04/08/2021 at 2:10 PM #166551
  Mauro T. “Algorithm System”

  Questi sono i risultati con Dax 2 ore

  

  Mauro T. “Algorithm System”

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  04/28/2021 at 9:10 PM #168317
  Gael

  Grazie mille, sembra veramente molto interessante

  

  Gael

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