TS STRATEGIA DI HULL

• 03/01/2023 at 10:50 AM #210702
  Gaspare

  Ciao Roberto e buongiorno a tutti

  DEFPARAM CumulateOrders = false Defparam Flatbefore= 080000 Defparam Flatafter = 220000 MHull = average[ A ,7](close) Bullish = MHull > MHull[1] and MHULL[1] < MHULL[2] Bearish = MHull < MHull[1] and MHULL[1] > MHULL[2] IF Bullish AND Not LongOnMarket THEN BUY 1 CONTRACT AT CLOSE - B *pipsize limit// B = 35% del range candela precedente ELSIF Bearish AND Not ShortOnMarket THEN SELLSHORT 1 CONTRACT AT CLOSE + C *pipsize limit// C = 35% del range candela precedente ENDIF SET STOP pLOSS S + 5 // massimo relativo precedente + 5 pip SET TARGET pPROFIT P // 2 volte lo stop

  1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17

  DEFPARAM CumulateOrders = false Defparam Flatbefore= 080000 Defparam Flatafter = 220000   MHull  = average[ A ,7](close) Bullish = MHull > MHull[1] and MHULL[1]  < MHULL[2] Bearish = MHull < MHull[1] and MHULL[1]  > MHULL[2]   IF Bullish  AND Not LongOnMarket THEN BUY 1 CONTRACT AT CLOSE - B *pipsize limit//  B = 35% del range candela precedente   ELSIF Bearish  AND Not ShortOnMarket THEN SELLSHORT 1 CONTRACT AT CLOSE + C *pipsize limit//  C = 35% del range candela precedente ENDIF   SET STOP pLOSS          S + 5  // massimo relativo precedente + 5 pip SET TARGET pPROFIT      P     // 2 volte lo stop

  in riferimento a questa strategia

  puoi inserire il codice delle variabili    B  C   S   P

  Grazie

  

  Gaspare

  Participant

  Topics: 29

  Replies: 106

  Been thanked: 2 times
  03/01/2023 at 10:55 AM #210703
  Gaspare

  in caso di LONG lo stop :   5 pip meno del minimo relativo precedente massimo

  in caso di SHORT lo stop 5 pip piu’ del massimo relativo precedente

   

  

  Gaspare

  Participant

  Topics: 29

  Replies: 106

  Been thanked: 2 times
  03/03/2023 at 9:21 AM #210825
  robertogozzi

  Ecco fatto:

  DEFPARAM CumulateOrders = false Defparam Flatbefore= 080000 Defparam Flatafter = 220000 A = 36 MHull = average[A ,7](close) Bullish = MHull > MHull[1] and MHULL[1] < MHULL[2] Bearish = MHull < MHull[1] and MHULL[1] > MHULL[2] IF Bullish AND Not LongOnMarket THEN B = range[1] * 0.35 BUY 1 CONTRACT AT CLOSE - B *pipsize limit// B = 35% del range candela precedente S = (abs(close - low[1]) / PipSize) + 5 ELSIF Bearish AND Not ShortOnMarket THEN C = range[1] * 0.35 SELLSHORT 1 CONTRACT AT CLOSE + C *pipsize limit// C = 35% del range candela precedente S = (abs(close - high[1]) / PipSize) + 5 ENDIF P = S * 2 SET STOP pLOSS S // massimo relativo precedente + 5 pip SET TARGET pPROFIT P // 2 volte lo stop

  1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20

  DEFPARAM CumulateOrders = false Defparam Flatbefore= 080000 Defparam Flatafter = 220000 A       = 36 MHull   = average[A ,7](close) Bullish = MHull > MHull[1] and MHULL[1]  < MHULL[2] Bearish = MHull < MHull[1] and MHULL[1]  > MHULL[2] IF Bullish  AND Not LongOnMarket THEN    B = range[1] * 0.35    BUY 1 CONTRACT AT CLOSE - B *pipsize limit//  B = 35% del range candela precedente    S = (abs(close - low[1]) / PipSize) + 5 ELSIF Bearish  AND Not ShortOnMarket THEN    C = range[1] * 0.35    SELLSHORT 1 CONTRACT AT CLOSE + C *pipsize limit//  C = 35% del range candela precedente    S = (abs(close - high[1]) / PipSize) + 5 ENDIF P = S * 2 SET STOP pLOSS     S     // massimo relativo precedente + 5 pip SET TARGET pPROFIT P     // 2 volte lo stop

   

  1 user thanked author for this post.

  Gaspare

  

  robertogozzi

  Moderator

  Topics: 69

  Replies: 17139

  Been thanked: 4032 times
  03/04/2023 at 1:12 AM #210862
  Gaspare

  alla riga 12 non dovrebbe essere -5?

  

  Gaspare

  Participant

  Topics: 29

  Replies: 106

  Been thanked: 2 times
  03/04/2023 at 10:44 AM #210869
  robertogozzi

  No, calcola lo stop loss in punti e ce ne aggiunge 5.

  Come dici tu andrebbe bene se usassi direttamente il prezzo di uscita, allora usciresti al livello calcolato – 5 punti (o + 5 punti per lo Short).

   

   

  1 user thanked author for this post.

  Gaspare

  

  robertogozzi

  Moderator

  Topics: 69

  Replies: 17139

  Been thanked: 4032 times
• Author
  Posts