Trasformare Strategia in Screener

• 07/16/2018 at 10:36 PM #76097
  Gianluca

  Salve, vorrei utilizzare alcune strategie sui mercati ufficiali, visto che li non è possibile utilizzare il trading automatico vorrei poter convertire una strategia in uno screener (oppure un indicatore), ora nello specifico ci sono alcune strategie che indicano l’eventuale prezzo di entrata, e riporto qui sotto la strategia di breakout esposta da Nicolas e modificata da Ale.
  potreste aiutarmi a convertirla? da li poi penso di riuscire a convertire anche le altre differenti che ho.
  Grazie.

  MAIN CODE : BREAKOUT STRATEGY BY NICOLAS

  // MAIN CODE : BREAKOUT STRATEGY BY NICOLAS, COSMIC1 // INSPIRED BY BRAKOUT DAX 15MIN - COSMIC1 AND PROREALCODE SHARING COMMUNITY //------------------------------------------------------------------------- // IG MARKET GERMANY 30 CASH (EUR 1 MINI) - SPREAD 1 - 15 MIN // WE DO NOT STORE DATA UNTIL THE SYSTEM STARTS. // IF IT IS THE FIRST DAY THAT THE SYSTEM IS LAUNCHED AND IF IT IS AFTERNOON, // IT WILL WAIT UNTIL THE NEXT DAY FOR DEFINING SELL AND BUY ORDERS. //ALL TIMES ARE +0200 UTC/GMT DEFPARAM PRELOADBARS = 0 // POSITION IS CLOSED AT 21H00 PM DEFPARAM FLATAFTER = 210000 // NO NEW POSITION WILL BE INITIATED AFTER THE 16:00PM CANDLESTICK. ANY EXISTING ORDERS CANCELLED AT 17:15PM LIMITHOUR = 181400 // MARKET SCAN BEGIN WITH THE 15 MINUTE CANDLESTICK THAT CLOSED AT 9:15AM STARTHOUR = 091500 IF DAYOFWEEK =1 THEN TRADINGDAY = 0 ELSE TRADINGDAY = 1 ENDIF // VARIABLES THAT WOULD BE ADAPTED TO YOUR PREFERENCES IF TIME = 080000 THEN //POSITIONSIZE = MAX(1,1+ROUND((STRATEGYPROFIT-1000)/1000)) //GAIN RE-INVEST TRADE VOLUME POSITIONSIZE = 1 //CONSTANT TRADE VOLUME OVER THE TIME ENDIF MAXAMPLITUDE = 120 MINAMPLITUDE = 60 ORDERDISTANCE = 7 POURCENTAGEMIN = 20 // VARIABLE INITILIZATION ONCE AT SYSTEM START ONCE STARTTRADINGDAY = -1 // VARIABLES THAT CAN CHANGE IN INTRADAY ARE INITILIAZED // AT FIRST BAR ON EACH NEW DAY IF (TIME <= STARTHOUR AND STARTTRADINGDAY <> 0) OR INTRADAYBARINDEX = 0 THEN BUYTRESHOLD = 0 SELLTRESHOLD = 0 BUYPOSITION = 0 SELLPOSITION = 0 STARTTRADINGDAY = 0 ELSIF TIME >= STARTHOUR AND STARTTRADINGDAY = 0 AND TRADINGDAY = 1 THEN // WE STORE THE FIRST TRADING DAY BAR INDEX DAYSTARTINDEX = INTRADAYBARINDEX STARTTRADINGDAY = 1 ELSIF STARTTRADINGDAY = 1 AND TIME <= LIMITHOUR THEN // FOR EACH TRADING DAY, WE DEFINE EACH 15 MINUTES // THE HIGHER AND LOWER PRICE VALUE OF THE INSTRUMENT SINCE STARTHOUR // UNTIL THE BUY AND SELL TRESHOLDS ARE NOT DEFINED IF BUYTRESHOLD = 0 OR SELLTRESHOLD = 0 THEN HIGHLEVEL = HIGHEST[INTRADAYBARINDEX - DAYSTARTINDEX + 1](HIGH) LOWLEVEL = LOWEST [INTRADAYBARINDEX - DAYSTARTINDEX + 1](LOW) // SPREAD CALCULATION BETWEEN THE HIGHER AND THE // LOWER VALUE OF THE INSTRUMENT SINCE STARTHOUR DAYSPREAD = HIGHLEVEL - LOWLEVEL // MINIMAL SPREAD CALCULATION ALLOWED TO CONSIDER A SIGNIFICANT PRICE BREAKOUT // OF THE HIGHER AND LOWER VALUE MINSPREAD = DAYSPREAD * POURCENTAGEMIN / 100 // BUY AND SELL TRESHOLDS FOR THE ACTUAL IF CONDITIONS ARE MET IF DAYSPREAD <= MAXAMPLITUDE THEN IF SELLTRESHOLD = 0 AND (CLOSE - LOWLEVEL) >= MINSPREAD THEN SELLTRESHOLD = LOWLEVEL + ORDERDISTANCE ENDIF IF BUYTRESHOLD = 0 AND (HIGHLEVEL - CLOSE) >= MINSPREAD THEN BUYTRESHOLD = HIGHLEVEL - ORDERDISTANCE ENDIF ENDIF ENDIF // CREATION OF THE BUY AND SELL ORDERS FOR THE DAY // IF THE CONDITIONS ARE MET IF SELLTRESHOLD > 0 AND BUYTRESHOLD > 0 AND (BUYTRESHOLD - SELLTRESHOLD) >= MINAMPLITUDE THEN IF BUYPOSITION = 0 THEN IF LONGONMARKET THEN BUYPOSITION = 1 ELSE BUY POSITIONSIZE CONTRACT AT BUYTRESHOLD STOP ENDIF ENDIF IF SELLPOSITION = 0 THEN IF SHORTONMARKET THEN SELLPOSITION = 1 ELSE SELLSHORT POSITIONSIZE CONTRACT AT SELLTRESHOLD STOP ENDIF ENDIF ENDIF // CONDITIONS DEFINITIONS TO EXIT MARKET WHEN A BUY OR SELL ORDER IS ALREADY LAUNCHED IF LONGONMARKET AND (TIME> LIMITHOUR) THEN SELL AT SELLTRESHOLD STOP ELSIF SHORTONMARKET AND (TIME > LIMITHOUR) THEN EXITSHORT AT BUYTRESHOLD STOP ENDIF //Regards Ale

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  // MAIN CODE : BREAKOUT STRATEGY BY NICOLAS, COSMIC1 // INSPIRED BY BRAKOUT DAX 15MIN - COSMIC1 AND PROREALCODE SHARING COMMUNITY //------------------------------------------------------------------------- // IG MARKET GERMANY 30 CASH (EUR 1 MINI) - SPREAD 1 - 15 MIN // WE DO NOT STORE DATA UNTIL THE SYSTEM STARTS. // IF IT IS THE FIRST DAY THAT THE SYSTEM IS LAUNCHED AND IF IT IS AFTERNOON, // IT WILL WAIT UNTIL THE NEXT DAY FOR DEFINING SELL AND BUY ORDERS.   //ALL TIMES ARE +0200 UTC/GMT   DEFPARAM PRELOADBARS = 0   // POSITION IS CLOSED AT 21H00 PM DEFPARAM FLATAFTER = 210000   // NO NEW POSITION WILL BE INITIATED AFTER THE 16:00PM CANDLESTICK. ANY EXISTING ORDERS CANCELLED AT 17:15PM LIMITHOUR = 181400   // MARKET SCAN BEGIN WITH THE 15 MINUTE CANDLESTICK THAT CLOSED AT 9:15AM STARTHOUR = 091500   IF  DAYOFWEEK =1 THEN TRADINGDAY = 0 ELSE TRADINGDAY = 1 ENDIF   // VARIABLES THAT WOULD BE ADAPTED TO YOUR PREFERENCES IF TIME = 080000 THEN //POSITIONSIZE = MAX(1,1+ROUND((STRATEGYPROFIT-1000)/1000)) //GAIN RE-INVEST TRADE VOLUME POSITIONSIZE = 1 //CONSTANT TRADE VOLUME OVER THE TIME ENDIF MAXAMPLITUDE = 120 MINAMPLITUDE = 60 ORDERDISTANCE = 7 POURCENTAGEMIN = 20   // VARIABLE INITILIZATION ONCE AT SYSTEM START ONCE STARTTRADINGDAY = -1   // VARIABLES THAT CAN CHANGE IN INTRADAY ARE INITILIAZED // AT FIRST BAR ON EACH NEW DAY IF (TIME <= STARTHOUR AND STARTTRADINGDAY <> 0) OR INTRADAYBARINDEX = 0 THEN BUYTRESHOLD = 0 SELLTRESHOLD = 0 BUYPOSITION = 0 SELLPOSITION = 0 STARTTRADINGDAY = 0 ELSIF TIME >= STARTHOUR AND STARTTRADINGDAY = 0 AND TRADINGDAY = 1 THEN   // WE STORE THE FIRST TRADING DAY BAR INDEX DAYSTARTINDEX = INTRADAYBARINDEX STARTTRADINGDAY = 1 ELSIF STARTTRADINGDAY = 1 AND TIME <= LIMITHOUR THEN   // FOR EACH TRADING DAY, WE DEFINE EACH 15 MINUTES // THE HIGHER AND LOWER PRICE VALUE OF THE INSTRUMENT SINCE STARTHOUR // UNTIL THE BUY AND SELL TRESHOLDS ARE NOT DEFINED IF BUYTRESHOLD = 0 OR SELLTRESHOLD = 0 THEN HIGHLEVEL = HIGHEST[INTRADAYBARINDEX - DAYSTARTINDEX + 1](HIGH) LOWLEVEL = LOWEST [INTRADAYBARINDEX - DAYSTARTINDEX + 1](LOW)   // SPREAD CALCULATION BETWEEN THE HIGHER AND THE // LOWER VALUE OF THE INSTRUMENT SINCE STARTHOUR DAYSPREAD = HIGHLEVEL - LOWLEVEL   // MINIMAL SPREAD CALCULATION ALLOWED TO CONSIDER A SIGNIFICANT PRICE BREAKOUT // OF THE HIGHER AND LOWER VALUE MINSPREAD = DAYSPREAD * POURCENTAGEMIN / 100   // BUY AND SELL TRESHOLDS FOR THE ACTUAL IF CONDITIONS ARE MET IF DAYSPREAD <= MAXAMPLITUDE THEN IF SELLTRESHOLD = 0 AND (CLOSE - LOWLEVEL) >= MINSPREAD THEN SELLTRESHOLD = LOWLEVEL + ORDERDISTANCE ENDIF IF BUYTRESHOLD = 0 AND (HIGHLEVEL - CLOSE) >= MINSPREAD THEN BUYTRESHOLD = HIGHLEVEL - ORDERDISTANCE ENDIF ENDIF ENDIF   // CREATION OF THE BUY AND SELL ORDERS FOR THE DAY // IF THE CONDITIONS ARE MET IF SELLTRESHOLD > 0 AND BUYTRESHOLD > 0 AND (BUYTRESHOLD - SELLTRESHOLD) >= MINAMPLITUDE THEN IF BUYPOSITION = 0 THEN IF LONGONMARKET THEN BUYPOSITION = 1 ELSE BUY POSITIONSIZE CONTRACT AT BUYTRESHOLD STOP ENDIF ENDIF IF SELLPOSITION = 0 THEN IF SHORTONMARKET THEN SELLPOSITION = 1 ELSE SELLSHORT POSITIONSIZE CONTRACT AT SELLTRESHOLD STOP ENDIF ENDIF ENDIF // CONDITIONS DEFINITIONS TO EXIT MARKET WHEN A BUY OR SELL ORDER IS ALREADY LAUNCHED IF LONGONMARKET AND (TIME> LIMITHOUR) THEN SELL AT SELLTRESHOLD STOP ELSIF SHORTONMARKET AND (TIME > LIMITHOUR) THEN EXITSHORT AT BUYTRESHOLD STOP ENDIF   //Regards Ale

  

  Gianluca

  Participant

  Topics: 64

  Replies: 417

  Been thanked: 55 times
  07/16/2018 at 11:16 PM #76100
  robertogozzi

  Prova questo codice, ho solo tolto i BUY/SELL SELLSHORT/EXITSHORT, sostituendoli con i seguenti valori da restituire:

  • 1 = Buy
  • 2 = Sellshort
  • 5 = Sell
  • 6 = Exitshort

  // MAIN CODE : BREAKOUT STRATEGY BY NICOLAS, COSMIC1 // INSPIRED BY BRAKOUT DAX 15MIN - COSMIC1 AND PROREALCODE SHARING COMMUNITY //------------------------------------------------------------------------- // IG MARKET GERMANY 30 CASH (EUR 1 MINI) - SPREAD 1 - 15 MIN // WE DO NOT STORE DATA UNTIL THE SYSTEM STARTS. // IF IT IS THE FIRST DAY THAT THE SYSTEM IS LAUNCHED AND IF IT IS AFTERNOON, // IT WILL WAIT UNTIL THE NEXT DAY FOR DEFINING SELL AND BUY ORDERS. //ALL TIMES ARE +0200 UTC/GMT //DEFPARAM PRELOADBARS = 0 // POSITION IS CLOSED AT 21H00 PM //DEFPARAM FLATAFTER = 210000 // NO NEW POSITION WILL BE INITIATED AFTER THE 16:00PM CANDLESTICK. ANY EXISTING ORDERS CANCELLED AT 17:15PM LIMITHOUR = 181400 // MARKET SCAN BEGIN WITH THE 15 MINUTE CANDLESTICK THAT CLOSED AT 9:15AM STARTHOUR = 091500 IF DAYOFWEEK =1 THEN TRADINGDAY = 0 ELSE TRADINGDAY = 1 ENDIF // VARIABLES THAT WOULD BE ADAPTED TO YOUR PREFERENCES //IF TIME = 080000 THEN //POSITIONSIZE = MAX(1,1+ROUND((STRATEGYPROFIT-1000)/1000)) //GAIN RE-INVEST TRADE VOLUME //POSITIONSIZE = 1 //CONSTANT TRADE VOLUME OVER THE TIME //ENDIF MAXAMPLITUDE = 120 MINAMPLITUDE = 60 ORDERDISTANCE = 7 POURCENTAGEMIN = 20 // VARIABLE INITILIZATION ONCE AT SYSTEM START ONCE STARTTRADINGDAY = -1 Result = 0 // VARIABLES THAT CAN CHANGE IN INTRADAY ARE INITILIAZED // AT FIRST BAR ON EACH NEW DAY IF (TIME <= STARTHOUR AND STARTTRADINGDAY <> 0) OR INTRADAYBARINDEX = 0 THEN BUYTRESHOLD = 0 SELLTRESHOLD = 0 BUYPOSITION = 0 SELLPOSITION = 0 STARTTRADINGDAY = 0 ELSIF TIME >= STARTHOUR AND STARTTRADINGDAY = 0 AND TRADINGDAY = 1 THEN // WE STORE THE FIRST TRADING DAY BAR INDEX DAYSTARTINDEX = INTRADAYBARINDEX STARTTRADINGDAY = 1 ELSIF STARTTRADINGDAY = 1 AND TIME <= LIMITHOUR THEN // FOR EACH TRADING DAY, WE DEFINE EACH 15 MINUTES // THE HIGHER AND LOWER PRICE VALUE OF THE INSTRUMENT SINCE STARTHOUR // UNTIL THE BUY AND SELL TRESHOLDS ARE NOT DEFINED IF BUYTRESHOLD = 0 OR SELLTRESHOLD = 0 THEN HIGHLEVEL = HIGHEST[INTRADAYBARINDEX - DAYSTARTINDEX + 1](HIGH) LOWLEVEL = LOWEST [INTRADAYBARINDEX - DAYSTARTINDEX + 1](LOW) // SPREAD CALCULATION BETWEEN THE HIGHER AND THE // LOWER VALUE OF THE INSTRUMENT SINCE STARTHOUR DAYSPREAD = HIGHLEVEL - LOWLEVEL // MINIMAL SPREAD CALCULATION ALLOWED TO CONSIDER A SIGNIFICANT PRICE BREAKOUT // OF THE HIGHER AND LOWER VALUE MINSPREAD = DAYSPREAD * POURCENTAGEMIN / 100 // BUY AND SELL TRESHOLDS FOR THE ACTUAL IF CONDITIONS ARE MET IF DAYSPREAD <= MAXAMPLITUDE THEN IF SELLTRESHOLD = 0 AND (CLOSE - LOWLEVEL) >= MINSPREAD THEN SELLTRESHOLD = LOWLEVEL + ORDERDISTANCE ENDIF IF BUYTRESHOLD = 0 AND (HIGHLEVEL - CLOSE) >= MINSPREAD THEN BUYTRESHOLD = HIGHLEVEL - ORDERDISTANCE ENDIF ENDIF ENDIF // CREATION OF THE BUY AND SELL ORDERS FOR THE DAY // IF THE CONDITIONS ARE MET IF SELLTRESHOLD > 0 AND BUYTRESHOLD > 0 AND (BUYTRESHOLD - SELLTRESHOLD) >= MINAMPLITUDE THEN IF BUYPOSITION = 0 THEN IF IamLong THEN BUYPOSITION = 1 ELSE Result = 1 //BUY POSITIONSIZE CONTRACT AT BUYTRESHOLD STOP IamLong = 1 IamShort = 0 ENDIF ENDIF IF SELLPOSITION = 0 THEN IF IamShort THEN SELLPOSITION = 1 ELSE Result = 2 //SELLSHORT POSITIONSIZE CONTRACT AT SELLTRESHOLD STOP IamLong = 0 IamShort = 1 ENDIF ENDIF ENDIF // CONDITIONS DEFINITIONS TO EXIT MARKET WHEN A BUY OR SELL ORDER IS ALREADY LAUNCHED IF IamLong AND (TIME> LIMITHOUR) THEN Result = 5 IamLong = 0 //SELL AT SELLTRESHOLD STOP ELSIF IamShort AND (TIME > LIMITHOUR) THEN Result = 6 IamShort = 0 //EXITSHORT AT BUYTRESHOLD STOP ENDIF ENDIF //Regards Ale SCREENER [Result] (Result as "1256")

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  // MAIN CODE : BREAKOUT STRATEGY BY NICOLAS, COSMIC1 // INSPIRED BY BRAKOUT DAX 15MIN - COSMIC1 AND PROREALCODE SHARING COMMUNITY //------------------------------------------------------------------------- // IG MARKET GERMANY 30 CASH (EUR 1 MINI) - SPREAD 1 - 15 MIN // WE DO NOT STORE DATA UNTIL THE SYSTEM STARTS. // IF IT IS THE FIRST DAY THAT THE SYSTEM IS LAUNCHED AND IF IT IS AFTERNOON, // IT WILL WAIT UNTIL THE NEXT DAY FOR DEFINING SELL AND BUY ORDERS. //ALL TIMES ARE +0200 UTC/GMT //DEFPARAM PRELOADBARS = 0 // POSITION IS CLOSED AT 21H00 PM //DEFPARAM FLATAFTER = 210000 // NO NEW POSITION WILL BE INITIATED AFTER THE 16:00PM CANDLESTICK. ANY EXISTING ORDERS CANCELLED AT 17:15PM LIMITHOUR = 181400 // MARKET SCAN BEGIN WITH THE 15 MINUTE CANDLESTICK THAT CLOSED AT 9:15AM STARTHOUR = 091500 IF  DAYOFWEEK =1 THEN TRADINGDAY = 0 ELSE TRADINGDAY = 1 ENDIF // VARIABLES THAT WOULD BE ADAPTED TO YOUR PREFERENCES //IF TIME = 080000 THEN //POSITIONSIZE = MAX(1,1+ROUND((STRATEGYPROFIT-1000)/1000)) //GAIN RE-INVEST TRADE VOLUME //POSITIONSIZE = 1 //CONSTANT TRADE VOLUME OVER THE TIME //ENDIF MAXAMPLITUDE = 120 MINAMPLITUDE = 60 ORDERDISTANCE = 7 POURCENTAGEMIN = 20 // VARIABLE INITILIZATION ONCE AT SYSTEM START ONCE STARTTRADINGDAY = -1 Result = 0 // VARIABLES THAT CAN CHANGE IN INTRADAY ARE INITILIAZED // AT FIRST BAR ON EACH NEW DAY IF (TIME <= STARTHOUR AND STARTTRADINGDAY <> 0) OR INTRADAYBARINDEX = 0 THEN BUYTRESHOLD = 0 SELLTRESHOLD = 0 BUYPOSITION = 0 SELLPOSITION = 0 STARTTRADINGDAY = 0 ELSIF TIME >= STARTHOUR AND STARTTRADINGDAY = 0 AND TRADINGDAY = 1 THEN // WE STORE THE FIRST TRADING DAY BAR INDEX DAYSTARTINDEX = INTRADAYBARINDEX STARTTRADINGDAY = 1 ELSIF STARTTRADINGDAY = 1 AND TIME <= LIMITHOUR THEN // FOR EACH TRADING DAY, WE DEFINE EACH 15 MINUTES // THE HIGHER AND LOWER PRICE VALUE OF THE INSTRUMENT SINCE STARTHOUR // UNTIL THE BUY AND SELL TRESHOLDS ARE NOT DEFINED IF BUYTRESHOLD = 0 OR SELLTRESHOLD = 0 THEN HIGHLEVEL = HIGHEST[INTRADAYBARINDEX - DAYSTARTINDEX + 1](HIGH) LOWLEVEL = LOWEST [INTRADAYBARINDEX - DAYSTARTINDEX + 1](LOW) // SPREAD CALCULATION BETWEEN THE HIGHER AND THE // LOWER VALUE OF THE INSTRUMENT SINCE STARTHOUR DAYSPREAD = HIGHLEVEL - LOWLEVEL // MINIMAL SPREAD CALCULATION ALLOWED TO CONSIDER A SIGNIFICANT PRICE BREAKOUT // OF THE HIGHER AND LOWER VALUE MINSPREAD = DAYSPREAD * POURCENTAGEMIN / 100 // BUY AND SELL TRESHOLDS FOR THE ACTUAL IF CONDITIONS ARE MET IF DAYSPREAD <= MAXAMPLITUDE THEN IF SELLTRESHOLD = 0 AND (CLOSE - LOWLEVEL) >= MINSPREAD THEN SELLTRESHOLD = LOWLEVEL + ORDERDISTANCE ENDIF IF BUYTRESHOLD = 0 AND (HIGHLEVEL - CLOSE) >= MINSPREAD THEN BUYTRESHOLD = HIGHLEVEL - ORDERDISTANCE ENDIF ENDIF ENDIF // CREATION OF THE BUY AND SELL ORDERS FOR THE DAY // IF THE CONDITIONS ARE MET IF SELLTRESHOLD > 0 AND BUYTRESHOLD > 0 AND (BUYTRESHOLD - SELLTRESHOLD) >= MINAMPLITUDE THEN IF BUYPOSITION = 0 THEN IF IamLong THEN BUYPOSITION = 1 ELSE Result = 1 //BUY POSITIONSIZE CONTRACT AT BUYTRESHOLD STOP IamLong = 1 IamShort = 0 ENDIF ENDIF IF SELLPOSITION = 0 THEN IF IamShort THEN SELLPOSITION = 1 ELSE Result = 2 //SELLSHORT POSITIONSIZE CONTRACT AT SELLTRESHOLD STOP IamLong = 0 IamShort = 1 ENDIF ENDIF ENDIF // CONDITIONS DEFINITIONS TO EXIT MARKET WHEN A BUY OR SELL ORDER IS ALREADY LAUNCHED IF IamLong AND (TIME> LIMITHOUR) THEN Result = 5 IamLong = 0 //SELL AT SELLTRESHOLD STOP ELSIF IamShort AND (TIME > LIMITHOUR) THEN Result = 6 IamShort = 0 //EXITSHORT AT BUYTRESHOLD STOP ENDIF ENDIF //Regards Ale   SCREENER [Result] (Result as "1256")

  dovrebbe funzionare, ma ho solo fatto una prova sommaria e mi ha dato pochi risultati su un TF ad 1 ora (su tutti gli strumenti, Forex, Indici, Azioni, Commodities, Cryptovalute).

  

  robertogozzi

  Moderator

  Topics: 69

  Replies: 17188

  Been thanked: 4064 times
  07/17/2018 at 8:01 AM #76106
  Gianluca

  Grazie mille Roberto, ora lo provo, ma la mia domanda è anche un altra, c’e’ modo che mi dia i livelli di prezzo a cui immettere l’ordine?

  

  Gianluca

  Participant

  Topics: 64

  Replies: 417

  Been thanked: 55 times
  07/17/2018 at 8:32 AM #76110
  robertogozzi

  Invece di uno SCREENER devo trasformarlo in indicatore, provo a farlo.

  

  robertogozzi

  Moderator

  Topics: 69

  Replies: 17188

  Been thanked: 4064 times
  07/17/2018 at 10:01 AM #76117
  robertogozzi

  Provalo

  Indicatore

  // MAIN CODE : BREAKOUT STRATEGY BY NICOLAS, COSMIC1 // INSPIRED BY BRAKOUT DAX 15MIN - COSMIC1 AND PROREALCODE SHARING COMMUNITY //------------------------------------------------------------------------- // IG MARKET GERMANY 30 CASH (EUR 1 MINI) - SPREAD 1 - 15 MIN // WE DO NOT STORE DATA UNTIL THE SYSTEM STARTS. // IF IT IS THE FIRST DAY THAT THE SYSTEM IS LAUNCHED AND IF IT IS AFTERNOON, // IT WILL WAIT UNTIL THE NEXT DAY FOR DEFINING SELL AND BUY ORDERS. //ALL TIMES ARE +0200 UTC/GMT //DEFPARAM PRELOADBARS = 0 // POSITION IS CLOSED AT 21H00 PM //DEFPARAM FLATAFTER = 210000 // NO NEW POSITION WILL BE INITIATED AFTER THE 16:00PM CANDLESTICK. ANY EXISTING ORDERS CANCELLED AT 17:15PM LIMITHOUR = 181400 // MARKET SCAN BEGIN WITH THE 15 MINUTE CANDLESTICK THAT CLOSED AT 9:15AM STARTHOUR = 091500 IF DAYOFWEEK =1 THEN TRADINGDAY = 0 ELSE TRADINGDAY = 1 ENDIF // VARIABLES THAT WOULD BE ADAPTED TO YOUR PREFERENCES //IF TIME = 080000 THEN //POSITIONSIZE = MAX(1,1+ROUND((STRATEGYPROFIT-1000)/1000)) //GAIN RE-INVEST TRADE VOLUME //POSITIONSIZE = 1 //CONSTANT TRADE VOLUME OVER THE TIME //ENDIF MAXAMPLITUDE = 120 MINAMPLITUDE = 60 ORDERDISTANCE = 7 POURCENTAGEMIN = 20 // VARIABLE INITILIZATION ONCE AT SYSTEM START ONCE STARTTRADINGDAY = -1 Result = 0 // VARIABLES THAT CAN CHANGE IN INTRADAY ARE INITILIAZED // AT FIRST BAR ON EACH NEW DAY IF (TIME <= STARTHOUR AND STARTTRADINGDAY <> 0) OR INTRADAYBARINDEX = 0 THEN BUYTRESHOLD = 0 SELLTRESHOLD = 0 BUYPOSITION = 0 SELLPOSITION = 0 STARTTRADINGDAY = 0 ELSIF TIME >= STARTHOUR AND STARTTRADINGDAY = 0 AND TRADINGDAY = 1 THEN // WE STORE THE FIRST TRADING DAY BAR INDEX DAYSTARTINDEX = INTRADAYBARINDEX STARTTRADINGDAY = 1 ELSIF STARTTRADINGDAY = 1 AND TIME <= LIMITHOUR THEN // FOR EACH TRADING DAY, WE DEFINE EACH 15 MINUTES // THE HIGHER AND LOWER PRICE VALUE OF THE INSTRUMENT SINCE STARTHOUR // UNTIL THE BUY AND SELL TRESHOLDS ARE NOT DEFINED IF BUYTRESHOLD = 0 OR SELLTRESHOLD = 0 THEN HIGHLEVEL = HIGHEST[INTRADAYBARINDEX - DAYSTARTINDEX + 1](HIGH) LOWLEVEL = LOWEST [INTRADAYBARINDEX - DAYSTARTINDEX + 1](LOW) // SPREAD CALCULATION BETWEEN THE HIGHER AND THE // LOWER VALUE OF THE INSTRUMENT SINCE STARTHOUR DAYSPREAD = HIGHLEVEL - LOWLEVEL // MINIMAL SPREAD CALCULATION ALLOWED TO CONSIDER A SIGNIFICANT PRICE BREAKOUT // OF THE HIGHER AND LOWER VALUE MINSPREAD = DAYSPREAD * POURCENTAGEMIN / 100 // BUY AND SELL TRESHOLDS FOR THE ACTUAL IF CONDITIONS ARE MET IF DAYSPREAD <= MAXAMPLITUDE THEN IF SELLTRESHOLD = 0 AND (CLOSE - LOWLEVEL) >= MINSPREAD THEN SELLTRESHOLD = LOWLEVEL + ORDERDISTANCE ENDIF IF BUYTRESHOLD = 0 AND (HIGHLEVEL - CLOSE) >= MINSPREAD THEN BUYTRESHOLD = HIGHLEVEL - ORDERDISTANCE ENDIF ENDIF ENDIF // CREATION OF THE BUY AND SELL ORDERS FOR THE DAY // IF THE CONDITIONS ARE MET IF SELLTRESHOLD > 0 AND BUYTRESHOLD > 0 AND (BUYTRESHOLD - SELLTRESHOLD) >= MINAMPLITUDE THEN IF BUYPOSITION = 0 THEN IF IamLong THEN BUYPOSITION = 1 ELSE Result = 1 //BUY POSITIONSIZE CONTRACT AT BUYTRESHOLD STOP DRAWTEXT("#BUYTRESHOLD#", barindex, high, Dialog, Bold, 10) COLOURED(0,255,0,255) IamLong = 1 IamShort = 0 ENDIF ENDIF IF SELLPOSITION = 0 THEN IF IamShort THEN SELLPOSITION = 1 ELSE Result = 2 DRAWTEXT("#SELLTRESHOLD#", barindex, low, Dialog, Bold, 10) COLOURED(255,0,0,255) //SELLSHORT POSITIONSIZE CONTRACT AT SELLTRESHOLD STOP IamLong = 0 IamShort = 1 ENDIF ENDIF ENDIF // CONDITIONS DEFINITIONS TO EXIT MARKET WHEN A BUY OR SELL ORDER IS ALREADY LAUNCHED IF IamLong AND (TIME> LIMITHOUR) THEN Result = 5 IamLong = 0 //SELL AT SELLTRESHOLD STOP ELSIF IamShort AND (TIME > LIMITHOUR) THEN Result = 6 IamShort = 0 //EXITSHORT AT BUYTRESHOLD STOP ENDIF ENDIF //Regards Ale IF Result THEN //blocco IF...ENDIF inutile, solo per usare la variabile RESULT ENDIF RETURN

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  // MAIN CODE : BREAKOUT STRATEGY BY NICOLAS, COSMIC1 // INSPIRED BY BRAKOUT DAX 15MIN - COSMIC1 AND PROREALCODE SHARING COMMUNITY //------------------------------------------------------------------------- // IG MARKET GERMANY 30 CASH (EUR 1 MINI) - SPREAD 1 - 15 MIN // WE DO NOT STORE DATA UNTIL THE SYSTEM STARTS. // IF IT IS THE FIRST DAY THAT THE SYSTEM IS LAUNCHED AND IF IT IS AFTERNOON, // IT WILL WAIT UNTIL THE NEXT DAY FOR DEFINING SELL AND BUY ORDERS. //ALL TIMES ARE +0200 UTC/GMT //DEFPARAM PRELOADBARS = 0 // POSITION IS CLOSED AT 21H00 PM //DEFPARAM FLATAFTER = 210000 // NO NEW POSITION WILL BE INITIATED AFTER THE 16:00PM CANDLESTICK. ANY EXISTING ORDERS CANCELLED AT 17:15PM LIMITHOUR = 181400 // MARKET SCAN BEGIN WITH THE 15 MINUTE CANDLESTICK THAT CLOSED AT 9:15AM STARTHOUR = 091500 IF  DAYOFWEEK =1 THEN TRADINGDAY = 0 ELSE TRADINGDAY = 1 ENDIF // VARIABLES THAT WOULD BE ADAPTED TO YOUR PREFERENCES //IF TIME = 080000 THEN //POSITIONSIZE = MAX(1,1+ROUND((STRATEGYPROFIT-1000)/1000)) //GAIN RE-INVEST TRADE VOLUME //POSITIONSIZE = 1 //CONSTANT TRADE VOLUME OVER THE TIME //ENDIF MAXAMPLITUDE = 120 MINAMPLITUDE = 60 ORDERDISTANCE = 7 POURCENTAGEMIN = 20 // VARIABLE INITILIZATION ONCE AT SYSTEM START ONCE STARTTRADINGDAY = -1 Result = 0 // VARIABLES THAT CAN CHANGE IN INTRADAY ARE INITILIAZED // AT FIRST BAR ON EACH NEW DAY IF (TIME <= STARTHOUR AND STARTTRADINGDAY <> 0) OR INTRADAYBARINDEX = 0 THEN BUYTRESHOLD = 0 SELLTRESHOLD = 0 BUYPOSITION = 0 SELLPOSITION = 0 STARTTRADINGDAY = 0 ELSIF TIME >= STARTHOUR AND STARTTRADINGDAY = 0 AND TRADINGDAY = 1 THEN // WE STORE THE FIRST TRADING DAY BAR INDEX DAYSTARTINDEX = INTRADAYBARINDEX STARTTRADINGDAY = 1 ELSIF STARTTRADINGDAY = 1 AND TIME <= LIMITHOUR THEN // FOR EACH TRADING DAY, WE DEFINE EACH 15 MINUTES // THE HIGHER AND LOWER PRICE VALUE OF THE INSTRUMENT SINCE STARTHOUR // UNTIL THE BUY AND SELL TRESHOLDS ARE NOT DEFINED IF BUYTRESHOLD = 0 OR SELLTRESHOLD = 0 THEN HIGHLEVEL = HIGHEST[INTRADAYBARINDEX - DAYSTARTINDEX + 1](HIGH) LOWLEVEL = LOWEST [INTRADAYBARINDEX - DAYSTARTINDEX + 1](LOW) // SPREAD CALCULATION BETWEEN THE HIGHER AND THE // LOWER VALUE OF THE INSTRUMENT SINCE STARTHOUR DAYSPREAD = HIGHLEVEL - LOWLEVEL // MINIMAL SPREAD CALCULATION ALLOWED TO CONSIDER A SIGNIFICANT PRICE BREAKOUT // OF THE HIGHER AND LOWER VALUE MINSPREAD = DAYSPREAD * POURCENTAGEMIN / 100 // BUY AND SELL TRESHOLDS FOR THE ACTUAL IF CONDITIONS ARE MET IF DAYSPREAD <= MAXAMPLITUDE THEN IF SELLTRESHOLD = 0 AND (CLOSE - LOWLEVEL) >= MINSPREAD THEN SELLTRESHOLD = LOWLEVEL + ORDERDISTANCE ENDIF IF BUYTRESHOLD = 0 AND (HIGHLEVEL - CLOSE) >= MINSPREAD THEN BUYTRESHOLD = HIGHLEVEL - ORDERDISTANCE ENDIF ENDIF ENDIF // CREATION OF THE BUY AND SELL ORDERS FOR THE DAY // IF THE CONDITIONS ARE MET IF SELLTRESHOLD > 0 AND BUYTRESHOLD > 0 AND (BUYTRESHOLD - SELLTRESHOLD) >= MINAMPLITUDE THEN IF BUYPOSITION = 0 THEN IF IamLong THEN BUYPOSITION = 1 ELSE Result = 1 //BUY POSITIONSIZE CONTRACT AT BUYTRESHOLD STOP DRAWTEXT("#BUYTRESHOLD#", barindex, high, Dialog, Bold, 10) COLOURED(0,255,0,255) IamLong = 1 IamShort = 0 ENDIF ENDIF IF SELLPOSITION = 0 THEN IF IamShort THEN SELLPOSITION = 1 ELSE Result = 2 DRAWTEXT("#SELLTRESHOLD#", barindex, low, Dialog, Bold, 10) COLOURED(255,0,0,255) //SELLSHORT POSITIONSIZE CONTRACT AT SELLTRESHOLD STOP IamLong = 0 IamShort = 1 ENDIF ENDIF ENDIF // CONDITIONS DEFINITIONS TO EXIT MARKET WHEN A BUY OR SELL ORDER IS ALREADY LAUNCHED IF IamLong AND (TIME> LIMITHOUR) THEN Result = 5 IamLong = 0 //SELL AT SELLTRESHOLD STOP ELSIF IamShort AND (TIME > LIMITHOUR) THEN Result = 6 IamShort = 0 //EXITSHORT AT BUYTRESHOLD STOP ENDIF ENDIF //Regards Ale IF Result THEN    //blocco IF...ENDIF inutile, solo per usare la variabile RESULT ENDIF RETURN

   

  

  robertogozzi

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  07/17/2018 at 11:21 AM #76123
  Gianluca

  
  EH più o meno

  

  Gianluca

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  07/17/2018 at 11:30 AM #76127
  Gianluca

  anziche’ il drawtext che poi viene disegnato su tutte le barre successive e non solo sulla prima dove si verifica l’evento, non è possibile farlo uscire stile istogramma sotto i grafici?

  

  Gianluca

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  07/17/2018 at 3:38 PM #76141
  robertogozzi

  Si, eccolo:

  // MAIN CODE : BREAKOUT STRATEGY BY NICOLAS, COSMIC1 // INSPIRED BY BRAKOUT DAX 15MIN - COSMIC1 AND PROREALCODE SHARING COMMUNITY //------------------------------------------------------------------------- // IG MARKET GERMANY 30 CASH (EUR 1 MINI) - SPREAD 1 - 15 MIN // WE DO NOT STORE DATA UNTIL THE SYSTEM STARTS. // IF IT IS THE FIRST DAY THAT THE SYSTEM IS LAUNCHED AND IF IT IS AFTERNOON, // IT WILL WAIT UNTIL THE NEXT DAY FOR DEFINING SELL AND BUY ORDERS. //ALL TIMES ARE +0200 UTC/GMT //DEFPARAM PRELOADBARS = 0 // POSITION IS CLOSED AT 21H00 PM //DEFPARAM FLATAFTER = 210000 MyBUYTRESHOLD=0 MySELLTRESHOLD=0 // NO NEW POSITION WILL BE INITIATED AFTER THE 16:00PM CANDLESTICK. ANY EXISTING ORDERS CANCELLED AT 17:15PM LIMITHOUR = 181400 // MARKET SCAN BEGIN WITH THE 15 MINUTE CANDLESTICK THAT CLOSED AT 9:15AM STARTHOUR = 091500 IF DAYOFWEEK =1 THEN TRADINGDAY = 0 ELSE TRADINGDAY = 1 ENDIF // VARIABLES THAT WOULD BE ADAPTED TO YOUR PREFERENCES //IF TIME = 080000 THEN //POSITIONSIZE = MAX(1,1+ROUND((STRATEGYPROFIT-1000)/1000)) //GAIN RE-INVEST TRADE VOLUME //POSITIONSIZE = 1 //CONSTANT TRADE VOLUME OVER THE TIME //ENDIF MAXAMPLITUDE = 120 MINAMPLITUDE = 60 ORDERDISTANCE = 7 POURCENTAGEMIN = 20 // VARIABLE INITILIZATION ONCE AT SYSTEM START ONCE STARTTRADINGDAY = -1 Result = 0 // VARIABLES THAT CAN CHANGE IN INTRADAY ARE INITILIAZED // AT FIRST BAR ON EACH NEW DAY IF (TIME <= STARTHOUR AND STARTTRADINGDAY <> 0) OR INTRADAYBARINDEX = 0 THEN BUYTRESHOLD = 0 SELLTRESHOLD = 0 BUYPOSITION = 0 SELLPOSITION = 0 STARTTRADINGDAY = 0 ELSIF TIME >= STARTHOUR AND STARTTRADINGDAY = 0 AND TRADINGDAY = 1 THEN // WE STORE THE FIRST TRADING DAY BAR INDEX DAYSTARTINDEX = INTRADAYBARINDEX STARTTRADINGDAY = 1 ELSIF STARTTRADINGDAY = 1 AND TIME <= LIMITHOUR THEN // FOR EACH TRADING DAY, WE DEFINE EACH 15 MINUTES // THE HIGHER AND LOWER PRICE VALUE OF THE INSTRUMENT SINCE STARTHOUR // UNTIL THE BUY AND SELL TRESHOLDS ARE NOT DEFINED IF BUYTRESHOLD = 0 OR SELLTRESHOLD = 0 THEN HIGHLEVEL = HIGHEST[INTRADAYBARINDEX - DAYSTARTINDEX + 1](HIGH) LOWLEVEL = LOWEST [INTRADAYBARINDEX - DAYSTARTINDEX + 1](LOW) // SPREAD CALCULATION BETWEEN THE HIGHER AND THE // LOWER VALUE OF THE INSTRUMENT SINCE STARTHOUR DAYSPREAD = HIGHLEVEL - LOWLEVEL // MINIMAL SPREAD CALCULATION ALLOWED TO CONSIDER A SIGNIFICANT PRICE BREAKOUT // OF THE HIGHER AND LOWER VALUE MINSPREAD = DAYSPREAD * POURCENTAGEMIN / 100 // BUY AND SELL TRESHOLDS FOR THE ACTUAL IF CONDITIONS ARE MET IF DAYSPREAD <= MAXAMPLITUDE THEN IF SELLTRESHOLD = 0 AND (CLOSE - LOWLEVEL) >= MINSPREAD THEN SELLTRESHOLD = LOWLEVEL + ORDERDISTANCE ENDIF IF BUYTRESHOLD = 0 AND (HIGHLEVEL - CLOSE) >= MINSPREAD THEN BUYTRESHOLD = HIGHLEVEL - ORDERDISTANCE ENDIF ENDIF ENDIF // CREATION OF THE BUY AND SELL ORDERS FOR THE DAY // IF THE CONDITIONS ARE MET IF SELLTRESHOLD > 0 AND BUYTRESHOLD > 0 AND (BUYTRESHOLD - SELLTRESHOLD) >= MINAMPLITUDE THEN IF BUYPOSITION = 0 THEN IF IamLong THEN BUYPOSITION = 1 ELSE Result = 1 //BUY POSITIONSIZE CONTRACT AT BUYTRESHOLD STOP //DRAWTEXT("#BUYTRESHOLD#", barindex, high, Dialog, Bold, 10) COLOURED(0,255,0,255) MyBUYTRESHOLD=BUYTRESHOLD IamLong = 1 IamShort = 0 ENDIF ENDIF IF SELLPOSITION = 0 THEN IF IamShort THEN SELLPOSITION = 1 ELSE Result = 2 //DRAWTEXT("#SELLTRESHOLD#", barindex, low, Dialog, Bold, 10) COLOURED(255,0,0,255) //SELLSHORT POSITIONSIZE CONTRACT AT SELLTRESHOLD STOP MySELLTRESHOLD=SELLTRESHOLD IamLong = 0 IamShort = 1 ENDIF ENDIF ENDIF // CONDITIONS DEFINITIONS TO EXIT MARKET WHEN A BUY OR SELL ORDER IS ALREADY LAUNCHED IF IamLong AND (TIME> LIMITHOUR) THEN Result = 5 IamLong = 0 //SELL AT SELLTRESHOLD STOP ELSIF IamShort AND (TIME > LIMITHOUR) THEN Result = 6 IamShort = 0 //EXITSHORT AT BUYTRESHOLD STOP ENDIF ENDIF //Regards Ale IF Result THEN //blocco IF...ENDIF inutile, solo per usare la variabile RESULT ENDIF RETURN MyBUYTRESHOLD,MySELLTRESHOLD

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  // MAIN CODE : BREAKOUT STRATEGY BY NICOLAS, COSMIC1 // INSPIRED BY BRAKOUT DAX 15MIN - COSMIC1 AND PROREALCODE SHARING COMMUNITY //------------------------------------------------------------------------- // IG MARKET GERMANY 30 CASH (EUR 1 MINI) - SPREAD 1 - 15 MIN // WE DO NOT STORE DATA UNTIL THE SYSTEM STARTS. // IF IT IS THE FIRST DAY THAT THE SYSTEM IS LAUNCHED AND IF IT IS AFTERNOON, // IT WILL WAIT UNTIL THE NEXT DAY FOR DEFINING SELL AND BUY ORDERS. //ALL TIMES ARE +0200 UTC/GMT //DEFPARAM PRELOADBARS = 0 // POSITION IS CLOSED AT 21H00 PM //DEFPARAM FLATAFTER = 210000 MyBUYTRESHOLD=0 MySELLTRESHOLD=0 // NO NEW POSITION WILL BE INITIATED AFTER THE 16:00PM CANDLESTICK. ANY EXISTING ORDERS CANCELLED AT 17:15PM LIMITHOUR = 181400 // MARKET SCAN BEGIN WITH THE 15 MINUTE CANDLESTICK THAT CLOSED AT 9:15AM STARTHOUR = 091500 IF  DAYOFWEEK =1 THEN TRADINGDAY = 0 ELSE TRADINGDAY = 1 ENDIF // VARIABLES THAT WOULD BE ADAPTED TO YOUR PREFERENCES //IF TIME = 080000 THEN //POSITIONSIZE = MAX(1,1+ROUND((STRATEGYPROFIT-1000)/1000)) //GAIN RE-INVEST TRADE VOLUME //POSITIONSIZE = 1 //CONSTANT TRADE VOLUME OVER THE TIME //ENDIF MAXAMPLITUDE = 120 MINAMPLITUDE = 60 ORDERDISTANCE = 7 POURCENTAGEMIN = 20 // VARIABLE INITILIZATION ONCE AT SYSTEM START ONCE STARTTRADINGDAY = -1 Result = 0 // VARIABLES THAT CAN CHANGE IN INTRADAY ARE INITILIAZED // AT FIRST BAR ON EACH NEW DAY IF (TIME <= STARTHOUR AND STARTTRADINGDAY <> 0) OR INTRADAYBARINDEX = 0 THEN BUYTRESHOLD = 0 SELLTRESHOLD = 0 BUYPOSITION = 0 SELLPOSITION = 0 STARTTRADINGDAY = 0 ELSIF TIME >= STARTHOUR AND STARTTRADINGDAY = 0 AND TRADINGDAY = 1 THEN // WE STORE THE FIRST TRADING DAY BAR INDEX DAYSTARTINDEX = INTRADAYBARINDEX STARTTRADINGDAY = 1 ELSIF STARTTRADINGDAY = 1 AND TIME <= LIMITHOUR THEN // FOR EACH TRADING DAY, WE DEFINE EACH 15 MINUTES // THE HIGHER AND LOWER PRICE VALUE OF THE INSTRUMENT SINCE STARTHOUR // UNTIL THE BUY AND SELL TRESHOLDS ARE NOT DEFINED IF BUYTRESHOLD = 0 OR SELLTRESHOLD = 0 THEN HIGHLEVEL = HIGHEST[INTRADAYBARINDEX - DAYSTARTINDEX + 1](HIGH) LOWLEVEL = LOWEST [INTRADAYBARINDEX - DAYSTARTINDEX + 1](LOW) // SPREAD CALCULATION BETWEEN THE HIGHER AND THE // LOWER VALUE OF THE INSTRUMENT SINCE STARTHOUR DAYSPREAD = HIGHLEVEL - LOWLEVEL // MINIMAL SPREAD CALCULATION ALLOWED TO CONSIDER A SIGNIFICANT PRICE BREAKOUT // OF THE HIGHER AND LOWER VALUE MINSPREAD = DAYSPREAD * POURCENTAGEMIN / 100 // BUY AND SELL TRESHOLDS FOR THE ACTUAL IF CONDITIONS ARE MET IF DAYSPREAD <= MAXAMPLITUDE THEN IF SELLTRESHOLD = 0 AND (CLOSE - LOWLEVEL) >= MINSPREAD THEN SELLTRESHOLD = LOWLEVEL + ORDERDISTANCE ENDIF IF BUYTRESHOLD = 0 AND (HIGHLEVEL - CLOSE) >= MINSPREAD THEN BUYTRESHOLD = HIGHLEVEL - ORDERDISTANCE ENDIF ENDIF ENDIF // CREATION OF THE BUY AND SELL ORDERS FOR THE DAY // IF THE CONDITIONS ARE MET IF SELLTRESHOLD > 0 AND BUYTRESHOLD > 0 AND (BUYTRESHOLD - SELLTRESHOLD) >= MINAMPLITUDE THEN IF BUYPOSITION = 0 THEN IF IamLong THEN BUYPOSITION = 1 ELSE Result = 1 //BUY POSITIONSIZE CONTRACT AT BUYTRESHOLD STOP //DRAWTEXT("#BUYTRESHOLD#", barindex, high, Dialog, Bold, 10) COLOURED(0,255,0,255) MyBUYTRESHOLD=BUYTRESHOLD IamLong = 1 IamShort = 0 ENDIF ENDIF IF SELLPOSITION = 0 THEN IF IamShort THEN SELLPOSITION = 1 ELSE Result = 2 //DRAWTEXT("#SELLTRESHOLD#", barindex, low, Dialog, Bold, 10) COLOURED(255,0,0,255) //SELLSHORT POSITIONSIZE CONTRACT AT SELLTRESHOLD STOP MySELLTRESHOLD=SELLTRESHOLD IamLong = 0 IamShort = 1 ENDIF ENDIF ENDIF // CONDITIONS DEFINITIONS TO EXIT MARKET WHEN A BUY OR SELL ORDER IS ALREADY LAUNCHED IF IamLong AND (TIME> LIMITHOUR) THEN Result = 5 IamLong = 0 //SELL AT SELLTRESHOLD STOP ELSIF IamShort AND (TIME > LIMITHOUR) THEN Result = 6 IamShort = 0 //EXITSHORT AT BUYTRESHOLD STOP ENDIF ENDIF //Regards Ale IF Result THEN    //blocco IF...ENDIF inutile, solo per usare la variabile RESULT ENDIF RETURN MyBUYTRESHOLD,MySELLTRESHOLD

   

  

  robertogozzi

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