ibelieve schrieb:
ibelieve schrieb:
dann würde ich gerne im Code noch ein Glattstellen nach X Tagen einfügen.
habe ich über
gelöst
Quellcode
- Cond3 = C*V ;// money flow >= $50,000,000 for stocks//Long
- Volumen = MA(Cond3,10) >= 500000 ;
- ATRWert = 10;
- ATR_ = ATR(ATRwert);
- //such Bedingungen
- groesse = H - L < ATR_ * 0.8 ;
- richtunglong = O < C ;
- richtungshort = O > C ;
- longtiefervortag = H < Ref(H,-1) ;
- shorthoehervortag = L > Ref(L, -1) ;
- //heute oder gestern muss ein neues hoch/tief gegen trend-richtung sein
- neuestief = L < Ref(L,-1) OR Ref(L,-1) < Ref(L,-2); //für Long
- neueshoch = H > Ref(H,-1) OR Ref(H,-1) > Ref(H,-2); //für short
- //close in dem drittel von handelsrichtung, geändert in obere hälfte
- handellong = C > H - ((H-L)/2);
- handelshort = C < L + ((H-L)/2);
- //kein neues hoch-tief
- tieflong = LLV(L,2) > LLV(L,15);
- hochshort = HHV(H,2) < HHV(H,15);
- bedingungenlong = groesse AND richtunglong AND longtiefervortag AND Volumen AND neuestief AND handellong AND tieflong;
- bedingungenshort = groesse AND richtungshort AND shorthoehervortag AND Volumen AND neueshoch AND handelshort AND hochshort;
- Buy = H > Ref(H, -1) + 0.05 AND Ref(bedingungenlong,-1);
- Buystop = Ref (H, -1) + 0.05;
- BuyPrice = Max (Buystop,Open); // kaufpreis
- Short = L < Ref(L, -1) - 0.05 AND Ref(bedingungenshort,-1);
- Shortstop = Ref (L, -1) - 0.05;
- ShortPrice = Min (Shortstop, Open);
- StopLevel = Param("N-bars", 5, 1, 100, 1 );
- Sell = Cover = 0;
- ApplyStop( stopTypeNBar, stopModeBars, StopLevel );
- //Plot
- Plot( Close, "Price", colorBlack, GetPriceStyle());
- PlotShapes(IIf(Buy, shapeSmallUpTriangle, shapeNone), colorGreen, 0, Low, -15);
- PlotShapes(IIf(Short, shapeSmallDownTriangle, shapeNone), colorRed, 0, High, -15);
- /*
- 1 - regular exit
- 2 - max. loss
- 3 - profit target
- 4 - trailing
- 5 - n-bar stop
- 6 - ruin stop
- */
- Equity( 1 );
- appstopS = Sell == 5;
- appstopC = Cover == 5;
- PlotShapes(IIf(appstopS, shapeSmallDownTriangle, shapeNone), colorRed, 0, H, -15);
- PlotShapes(IIf(appstopC, shapeSmallUpTriangle, shapeNone), colorGreen, 0, L, -15);
- dist = 1.5 * ATR_;
- dist2 = 1.5 * ATR_;
- for ( i = 0; i < BarCount; i++ )
- {
- if ( Buy[i] )
- PlotText( "Buy\n@" + BuyPrice[ i ], i, L[ i ] - dist[i], colorGreen, colorYellow );
- if ( appstopS[i] )
- PlotText( "Sell\n@" + SellPrice[ i ], i, H[ i ] + dist[i], colorRed, colorYellow );
- if ( appstopC[i] )
- PlotText( "cover\n@" + CoverPrice[ i ], i, L[ i ] - dist[i], colorGreen, colorLightGrey );
- if ( Short[i] )
- PlotText( "Short\n@" + ShortPrice[ i ], i, H[ i ] + dist[i], colorRed, colorLightGrey );
- }