TS BREAK PRIMA ORA

• 12/27/2017 at 5:01 PM #56662
  traderwin

  Salve, ho questo indicatore che calcola il range della prima ora di contrattazione (dalle ore 08:00 alle ore 09:00)  sull’indice dax e io lo uso su time frame a 5 minuti.

  Vorrei creare un Ts su time frame 5 minuti mi entri in posizione long se dopo le ore 9 e cioe’ dopo che si e’ formato il range della prima ora, la candela mi chiude sopra il max del range creato dall’indicatore, e mi entri short se le candela mi chiude sotto il range.

  Le posizioni verranno gestite con trailing stop.

  Un grazie a chi mi puo’ aiutare.

  Allego indicatore

  defparam drawonlastbaronly = false once upper=0 once lower=0 starttime = 080000 endtime = 090000 If Time = endtime then upper=highest[12](high) lower=lowest[12](low) dif=round(abs((lower-upper)*pipsize*pointvalue)) //bars=barindex DRAWTEXT("#dif# pips", barindex-6, upper+10,SansSerif,bold, 16) DRAWARROWDOWN (barindex-6,upper+5) DRAWARROWup (barindex-6,upper+15) DRAWTEXT("#upper#", barindex-6, upper,SansSerif,bold, 16) DRAWTEXT("#lower#", barindex-6, lower,SansSerif,bold, 16) endif //if time >=080500 and Time <=090000 then ////backgroundcolor(0,255,255) //DRAWRECTANGLE(barindex-6,upper,barindex-6,lower) COLOURED(0,255,0) //endif if time >=090500 and Time <=220000 then count=count+1 DRAWsegment(barindex-count,upper,barindex,upper)coloured(0,0,0) DRAWsegment(barindex-count,lower,barindex,lower)coloured(0,0,0) else count=0 endif if intradaybarindex=0 then hh = 0 ll = 0 alreadydrawn = 0 endif if time=starttime then startbar=barindex endif if time=endtime then endbar=barindex endif if time>=starttime and time<=endtime then if high>hh then hh = high endif if low<ll or ll=0 then ll = low endif endif if time>endtime and alreadydrawn=0 then drawrectangle(startbar,hh,endbar,ll) coloured(0,255,255) alreadydrawn=1 endif RETURN

  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 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59

  defparam drawonlastbaronly = false once upper=0 once lower=0   starttime = 080000 endtime = 090000   If Time = endtime then upper=highest[12](high) lower=lowest[12](low) dif=round(abs((lower-upper)*pipsize*pointvalue)) //bars=barindex DRAWTEXT("#dif# pips", barindex-6, upper+10,SansSerif,bold, 16) DRAWARROWDOWN (barindex-6,upper+5) DRAWARROWup (barindex-6,upper+15) DRAWTEXT("#upper#", barindex-6, upper,SansSerif,bold, 16) DRAWTEXT("#lower#", barindex-6, lower,SansSerif,bold, 16) endif //if time >=080500 and Time <=090000 then ////backgroundcolor(0,255,255) //DRAWRECTANGLE(barindex-6,upper,barindex-6,lower) COLOURED(0,255,0) //endif if time >=090500 and Time <=220000 then count=count+1 DRAWsegment(barindex-count,upper,barindex,upper)coloured(0,0,0) DRAWsegment(barindex-count,lower,barindex,lower)coloured(0,0,0) else count=0 endif   if intradaybarindex=0 then hh = 0 ll = 0 alreadydrawn = 0 endif   if time=starttime then startbar=barindex endif   if time=endtime then endbar=barindex endif   if time>=starttime and time<=endtime then if high>hh then hh = high endif if low<ll or ll=0 then ll = low endif endif   if time>endtime and alreadydrawn=0 then drawrectangle(startbar,hh,endbar,ll) coloured(0,255,255) alreadydrawn=1 endif   RETURN

   

  

  traderwin

  Participant

  Topics: 21

  Replies: 54

  Been thanked: 0 times
  12/27/2017 at 5:03 PM #56663
  traderwin

  dimenticavo. Il ts verra’ settato su time frame 5 minuti

  

  traderwin

  Participant

  Topics: 21

  Replies: 54

  Been thanked: 0 times
  12/27/2017 at 5:28 PM #56666
  robertogozzi

  Eccolo, per il trailing stop (qui settato a 5 pips di partenza e 5 pips di incremento successivo) ho usato il codice di Nicolas (https://www.prorealcode.com/blog/trading/complete-trailing-stop-code-function/):

  DEFPARAM CumulateOrders = false DEFPARAM FLATBefore = 090000 //09:00 DEFPARAM FLATAfter = 210000 //21:00 DEFPARAM PreLoadBars = 2000 ONCE nLots = 1 ONCE MaxPrice = 999999 ONCE MinPrice = 0 ONCE FirstHour = 090000 IF time = FirstHour THEN MaxPrice = highest[12](high) //Il massimo/minimo delle ultime 12 barre MinPrice = lowest[12](low) // (ogni ora = 12 barre da 5 minuti) ENDIF //************************************************************************ // trailing stop function trailingstart = 5 //5 trailing will start @trailinstart points profit trailingstep = 5 //5 trailing step to move the "stoploss" // //reset the stoploss value IF NOT ONMARKET THEN newSL=0 ENDIF //manage long positions IF LONGONMARKET THEN //first move (breakeven) IF newSL=0 AND close-tradeprice(1)>=trailingstart*pipsize THEN newSL = tradeprice(1)+trailingstep*pipsize ENDIF //next moves IF newSL>0 AND close-newSL>=trailingstep*pipsize THEN newSL = newSL+trailingstep*pipsize ENDIF ENDIF //manage short positions IF SHORTONMARKET THEN //first move (breakeven) IF newSL=0 AND tradeprice(1)-close>=trailingstart*pipsize THEN newSL = tradeprice(1)-trailingstep*pipsize ENDIF //next moves IF newSL>0 AND newSL-close>=trailingstep*pipsize THEN newSL = newSL-trailingstep*pipsize ENDIF ENDIF //stop order to exit the positions IF newSL>0 THEN SELL AT newSL STOP EXITSHORT AT newSL STOP ENDIF //************************************************************************ // LONG a1 = close > MaxPrice IF a1 THEN Buy nLots CONTRACT AT MARKET MaxPrice = 999999 MinPrice = 0 ENDIF // SHORT b1 = close < MinPrice IF b1 THEN Sellshort nLots CONTRACT AT MARKET MaxPrice = 999999 MinPrice = 0 ENDIF

  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 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66

  DEFPARAM CumulateOrders = false DEFPARAM FLATBefore     = 090000                         //09:00 DEFPARAM FLATAfter      = 210000                         //21:00 DEFPARAM PreLoadBars    = 2000   ONCE nLots              = 1 ONCE MaxPrice           = 999999 ONCE MinPrice           = 0 ONCE FirstHour          = 090000   IF time = FirstHour THEN MaxPrice = highest[12](high)                          //Il massimo/minimo delle ultime 12 barre MinPrice = lowest[12](low)                            //   (ogni ora = 12 barre da 5 minuti) ENDIF //************************************************************************ //     trailing stop function trailingstart = 5    //5    trailing will start @trailinstart points profit trailingstep  = 5    //5    trailing step to move the "stoploss" // //reset the stoploss value IF NOT ONMARKET THEN newSL=0 ENDIF //manage long positions IF LONGONMARKET THEN //first move (breakeven) IF newSL=0 AND close-tradeprice(1)>=trailingstart*pipsize THEN newSL = tradeprice(1)+trailingstep*pipsize ENDIF //next moves IF newSL>0 AND close-newSL>=trailingstep*pipsize THEN newSL = newSL+trailingstep*pipsize ENDIF ENDIF //manage short positions IF SHORTONMARKET THEN //first move (breakeven) IF newSL=0 AND tradeprice(1)-close>=trailingstart*pipsize THEN newSL = tradeprice(1)-trailingstep*pipsize ENDIF //next moves IF newSL>0 AND newSL-close>=trailingstep*pipsize THEN newSL = newSL-trailingstep*pipsize ENDIF ENDIF //stop order to exit the positions IF newSL>0 THEN SELL AT newSL STOP EXITSHORT AT newSL STOP ENDIF //************************************************************************ //                           LONG a1 = close > MaxPrice IF a1 THEN Buy nLots CONTRACT AT MARKET MaxPrice = 999999 MinPrice = 0 ENDIF   //                           SHORT b1 = close < MinPrice IF b1 THEN Sellshort nLots CONTRACT AT MARKET MaxPrice = 999999 MinPrice = 0 ENDIF

  Ho aggiunto delle righe per fare in modo che entri solo una volta al giorno. Basta che tu commenti (mettendo le due barre oblique all’inizio della riga) le righe 56-57 e 64-65 e il TS potrà entrare anche più volte.

  Roberto

  

  robertogozzi

  Moderator

  Topics: 69

  Replies: 17148

  Been thanked: 4037 times
  12/27/2017 at 5:31 PM #56667
  robertogozzi

  Ovviamente tu lo modificherai come preferisci, puoi togliere/modificare i limiti (DEFPARAM) in apertura e chiusura, il numero di barre tra le parentesi di highest e lowest se vuoi usarlo su un grafico a 10 o 15 minuti, ecc….

  1 user thanked author for this post.

  Eric

  

  robertogozzi

  Moderator

  Topics: 69

  Replies: 17148

  Been thanked: 4037 times
  12/28/2017 at 7:17 PM #56757
  traderwin

  Ciao Roberto provato ora e va benissimo 🙂

  Grazie tante 🙂

   

  

  traderwin

  Participant

  Topics: 21

  Replies: 54

  Been thanked: 0 times
  12/28/2017 at 7:18 PM #56758
  traderwin

  Se puoi, potresti darmi un aiutino sul forum indicatori?

  Ho inserito un post proprio oggi

  

  traderwin

  Participant

  Topics: 21

  Replies: 54

  Been thanked: 0 times
• Author
  Posts