Trading System Stocastico + Pattern candlestick

• 10/21/2016 at 1:22 PM #15273
  Max

  Qui di seguito una domanda inviata a ProRealTime :

  Per l’acquisto è vendita allo scoperto, si devono avere le condizioni :
  nel sistema sia in acquisto che in vendita, la formazione di questi pattern candelstick violati entro 3 candele successive, in aggiunta un stocastico lento che deve stare in ipervenduto (valore <30) o ipercomprato (valore >70) a seconda delle posizioni, in prossimità di questi pattern candelstick.
  Per la chiusura delle posizioni long o short valgono le stesse condizioni descritte precedentemente, cioè in una posizione long per essere chiusa si deve avere uno dei pattern violato più lo stocastico in ipercomprato viceversa in una posizione short uno dei pattern violato più lo stocastico in ipervenduto.
  Il sistema deve aprire 1 contratto, uno stop loss di valore 60 pips, senza target e trailing stop.

  E un esempio di risposta :

  // Detection bullish engulfing BullishEngulfing= CLOSE[1] < OPEN[1] AND OPEN < CLOSE[1] AND CLOSE > OPEN[1] // Detection bearish engulfing bearishengulfing = CLOSE[1] > OPEN[1] AND OPEN > CLOSE[1] AND CLOSE < OPEN[1] // Detection shooting star ShootingStar = close>open and low=open and (high-close)>=3*(close-open) // Detection du marteau Marteau = close>open and high=close and (open-low)>=3*(close-open) // Détection des haramis haussiers HaramiHausse = close[1]<open[1] AND open>close[1] AND close<open[1] AND open<close // Détection des haramis baissier HaramiBaisse = close[1]>open[1] AND open<close[1] AND close>open[1] AND close<open // Detection dark cloud cover (bearish reversal) darkcloudcover = CLOSE[1] < OPEN[1] AND OPEN < CLOSE[1] AND CLOSE > OPEN[1] // Detection piercing piercing = Average[35](Volume) > 250000 AND CLOSE[1]<OPEN[1] AND OPEN< CLOSE[1] AND CLOSE>(CLOSE[1]+(OPEN[1]-CLOSE[1])/2) AND CLOSE < OPEN[1]AND RSI[9](close)<50 //Morning Star morningstar=(close[2] < open[2] and max(open[1], close[1]) < close[2] and open > max(open[1], close[1]) and close > open ) //Evening Star EveningStar=(close[2] > open[2] and min(open[1], close[1]) > close[2] and open < min(open[1], close[1]) and close < open ) detection= BullishEngulfing or bearishengulfing or ShootingStar or Marteau or HaramiHausse or HaramiBaisse or darkcloudcover or piercing or morningstar or EveningStar stoc=Stochastic[14,3](close) clong=detection and high > highest[2](high[1]) and stoc < 30 if clong then buy 1 share at market endif cshort=detection and low < lowest[2](low[1]) and stoc > 70 if cshort then sellshort 1 share at market endif set stop ploss 60

  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

  // Detection bullish engulfing BullishEngulfing= CLOSE[1] < OPEN[1] AND OPEN < CLOSE[1] AND CLOSE > OPEN[1] // Detection bearish engulfing bearishengulfing = CLOSE[1] > OPEN[1] AND OPEN > CLOSE[1] AND CLOSE < OPEN[1] // Detection shooting star ShootingStar = close>open and low=open and (high-close)>=3*(close-open) // Detection du marteau Marteau = close>open and high=close and (open-low)>=3*(close-open) // Détection des haramis haussiers HaramiHausse = close[1]<open[1] AND open>close[1] AND close<open[1] AND open<close // Détection des haramis baissier HaramiBaisse = close[1]>open[1] AND open<close[1] AND close>open[1] AND close<open // Detection dark cloud cover (bearish reversal) darkcloudcover = CLOSE[1] < OPEN[1] AND OPEN < CLOSE[1] AND CLOSE > OPEN[1] // Detection piercing piercing = Average[35](Volume) > 250000 AND CLOSE[1]<OPEN[1] AND OPEN< CLOSE[1] AND CLOSE>(CLOSE[1]+(OPEN[1]-CLOSE[1])/2) AND CLOSE < OPEN[1]AND RSI[9](close)<50 //Morning Star morningstar=(close[2] < open[2] and max(open[1], close[1]) < close[2] and open > max(open[1], close[1]) and close > open ) //Evening Star EveningStar=(close[2] > open[2] and min(open[1], close[1]) > close[2] and open < min(open[1], close[1]) and close < open )   detection= BullishEngulfing or bearishengulfing or ShootingStar or Marteau or HaramiHausse or HaramiBaisse or darkcloudcover or piercing or morningstar or EveningStar   stoc=Stochastic[14,3](close) clong=detection and high > highest[2](high[1]) and stoc < 30   if clong then buy 1 share at market endif   cshort=detection and low < lowest[2](low[1]) and stoc > 70   if cshort then sellshort 1 share at market endif   set stop ploss 60

   

  

  Max

  Participant

  Topics: 37

  Replies: 5

  Been thanked: 2 times
• Author
  Posts