COSTRUZIONE INDICATORE PER ANALISI CICLICA CON VISUAL TRADER

scusa ma io non capisco nulla del linguaggio, cosa devo scrivere.

grazie

Hai dimenticato di copiare la parte superiore del listato......non vedi ?
devi copiare questo ....

var: minmin, maxmax, miomin, miomax, miomin1, miomax1;
VAR:MioRsi1,miavar(0);
var:MIN,MAX,bb,CC,zona1,mioatr1,mioatr2, miorsi2, min1,max1,zona2, mio12;

mioatr1 = RSI(C,3,s);

miorsi1 = MOV(mioatr1,3,s);
 
Io sparo queste:
Codice:
Var: maxmax,minmin,indzona2,indzona1;
Var: miomin,miomax,miomin1,miomax1;

miomin =LLV(L,50);
miomax =HHV(H,50);
miomin1 =LLV(L,20);
miomax1 = HHV(H,20);
maxmax = HHV(H,100);
minmin = LLV(L,100);

indzona1 = createviewport(200,true,true);
indzona2 = createviewport(200,true,true);

plotchart(Miomin,0,blue,solid,1);
plotchart(miomax,0,red,solid,1);
plotchart(Miomin1,0,red,solid,1);
plotchart(miomax1,0,blue,solid,1);
plotchart(Minmin,0,black,solid,1);
plotchart(maxmax,0,black,solid,1);

if positiondir=0 and L[1] = MInmin and minmin = minmin[1] and miomax = miomax1 then  enterlong(nextbar,atopen);endif;
if positiondir=0 and H[1] = Maxmax and maxmax = maxmax[1] and miomin = miomin1 then  entershort(nextbar,atopen);endif;

installtakeprofit(INTICK,15);
installstoploss(INTICK,25);

Qualcuno fà un test a 6 mesi?
 
Ciao Solo,
fatto girare sul fib continuo (frame 5 min) a 6 mesi ma considerando come se fosse un minifib (1 tick= 5 euro), commissioni a 4 e eseguito.
 

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  • REPORT_TS.GIF
    REPORT_TS.GIF
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CIao a tutti!
SOLOSPREAD ho provato su 5 anni con tf 5min, purtroppo non funge bene per ora.
questo è il risultato:
1249396034screenhunter05aug.0416.25.png
1249396043screenhunter07aug.0416.26.png
 
Dovrei testare un TS tarato sullo stoxx fut a 2 minuti su un arco temporale almeno di 1 anno.
Qualcuno mi può aiutare ?
Grazie
 
Buon dì :)
X Gilato, purtroppo non ho quel tipo di storico.... mi dispiace.

X tutti
Ho modificato il listato di CICLONE e SOLO...
i risultati non sono dei migliori :(
Questo è il codice con i risultati (1anno tf5min ):
Codice:
{******************************************************************************
SOLO-CICLO-HELL 2009-08-04 Ver01    HHV e LLV
******************************************************************************}
var: minmin, maxmax, miomin, miomax, miomin1, miomax1;
VAR:MioRsi1,miavar(0);
var:MINa,MAXa,MAXMINM5,TSTMxMn,TSTMnMx,bb,CC,zona1,mioatr1,mioatr2, miorsi2, min1,max1,zona2, mio12;
mioatr1 = RSI(C,6,s);
miorsi1 = MOV(mioatr1,6,s);
MINa = LLV(MOV(mioatr1,6,s),21) < Ref(LLV(MOV(mioatr1,6,s),21),2) AND LLV((miorsi1),21) < 10;
MAXa = HHV(MOV(mioatr1,6,s),21) > Ref(HHV(MOV(mioatr1,6,s),21),2) AND HHV((miorsi1),21) > 90;
if MINa = true then
bb =9;
else
bb =2;
endif;
if MAXa = TRUE then
CC =9;
else
CC =2;
endif;
 
minmin  = LLV (C, 93);
maxmax  = HHV (C, 93);
miomin  = LLV (C, 31);
miomax  = HHV (L, 31);
miomin1 = LLV (C, 19);
miomax1 = HHV (C, 19);
MAXMINM5 =OP(OP(maxmax,minmin,sub),constval(5),divis);
PlotChart(minmin,0,black,solid,3);
PlotChart(maxmax,0,black,solid,3);
PlotChart(miomin1,0,red,solid,1);
PlotChart(miomax1,0,blue,solid,3);
PlotChart(miomin,0,blue,solid,1);
PlotChart(miomax,0,red,solid,3);
TSTMxMn = miomax1 > miomax;
TSTMnMx = miomax1 < miomax;
if TSTMxMn then colorbar (yellow); endif;
if TSTMnMx then colorbar (fuchsia); endif;
if TSTMnMx[1] and TSTMxMn and (maxmax-MAXMINM5*2)<H  then enterlong (nextbar,atopen,0,0,"LG1");endif;
if TSTMxMn and BB>2   then enterlong (nextbar,atopen,0,0,"LG2");endif;
if TSTMxMn[1] and TSTMnMx and (minmin+MAXMINM5*3)>L then entershort(nextbar,atopen,0,0,"SH1");endif;
if TSTMnMx and CC>2 then entershort(nextbar,atopen,0,0,"SH2");endif;
installtakeprofit(INTICK,30);
installstoploss(INTICK,20);
{  PLOT
zona1 = CreateViewport(100,true,true);
Plotchart(bb,zona1,white,solid,1);
Plotchart(cc,zona1,fuchsia,solid,1);
zona2 = CreateViewport(100,true,true);
Plotchart(MAXMINM5,zona2,green,solid,1);
//}
1249470651screenhunter08aug.0513.10.png
1249470658screenhunter09aug.0513.10.png
 
Ciao a tutti.
x Hell75
Pubblico un TS di solospread su TF a 5 min. di qualche tempo fa' che ho notato tra ieri e oggi aver fatto una bella performance, avresti voglia di fargi un test a 1 o 2 anni ed eventualmente vedere se è migliorabile visto che sul laterale patisce un po'.
Grazie e complimenti per i tuoi interventi.
:up:

var:VolSpikel,Volspike2l,VolSpikes ,SPIKE_LOW, VolSpike2s,SPIKE_HIGHT,zona1,mioatr1,mioatr2;
var:MIN,MAX,bb,CC,zona1;
var:val1,val2,r(0),RR,RR1,RR2,RR3,RR4,RR6,RR5,RR7,mioatr3;
Var:Vol1,mioval, WW,mioatr1,mioatr2;
Var:MioPatt0,MioPatt1;
VAR:miavar(0),MioRsi,MIN1,MAX1;
var:bb,CC,mioatr1,mioatr2;
var:VolP1,VolP2,VolP3 ,SPIKE_LOW,VolP4,SPIKE_HIGHT,mioatr1,mioatr2,miacondizione1,Miacondizione2;
var: L_signal,S_signal,VAL1,VAL2,indzona1,indzona2,miomax,miomin,mioR,RR1,RR2,LLL1,SSS1;
var: solo,spread,LONC,CORT;
VAR: miavar(0),MioRsi,MIN1,MAX1;
var: bb,CC,zona1,mioatr1,mioatr2;
var: VolP1,VolP2,VolP3 ,SPIKE_LOW, VolP4,SPIKE_HIGHT,mioatr1,mioatr2,miacondizione1,Miacondizione2;
var: L_signal,S_signal,VAL1,VAL2,indzona1,indzona2,miomax,miomin,mioR,RR1,RR2,LLL1,SSS1;
var: solo,spread;
Miomax = HHV(H,20);
Miomin = LLV(L,20);
VAL1 = Miomax-C;
VAL2 = C-Miomin;
mioatr1 = rsi(C,14,s);
mioatr2 = rsi(C,21,s);
miacondizione1 = (C-O)<(H-L);
miacondizione2 = (C-O)>(H-L);

//***********************************************************************************************************
if C >= O and (C-O)<(R) then
LLL1 = 1;
else
LLL1 = 0;
endif;
if C <= O and (O-C)<(R) then
SSS1 = 1;
else
SSS1 = 0;
endif;
if LLL1 > SSS1 then
solo = solo+1;
spread = 0;
endif;
if SSS1 > LLL1 then
spread = spread+1;
solo = 0;
endif;
if VAL1 < VAL2 then
L_signal = L_signal+1;
S_signal = 0;
else
S_signal = S_signal+1;
L_signal = 0;
endif;
//***********************************************************************************************************************************
// SEZIONE CONTROLLO SPIKE VOLUMI
VolP1=L<L[1] and L<L[2] AND C>C[1] AND C>O AND miacondizione1 = true AND V[1]>V[2] AND V[1]>V[3] AND V[1]>V[4] AND V[1]>V[5] AND V[1]>V[6] and V[1]>V[7];
VolP2=L>L[1] AND L<L[2] AND C>C[1] AND C>O AND miacondizione2 = true AND V[1]>V[2] AND V[1]>V[3] AND V[1]>V[4] AND V[1]>V[5] AND V[1]>V[6] and V[1]>V[7];
//************************************************************************************************************************************
if VolP1 or VolP2 then
SPIKE_LOW = 1;
colorbar(fuchsia);
else
SPIKE_LOW = 0;
endif;
//************************************************************************************************************************************
VolP3=H>H[1] AND miacondizione1 = true and H>H[2] and C<C[1] AND C<O AND V[1]>V[2] and V[1]>V[3] and V[1]>V[4] and V[1]>V[5] and V[1]>V[6] and V[1]>V[7];
VolP4=H<H[1] AND miacondizione2 = true and H>H[2] and C<C[1] AND C<O AND V[1]>V[2] AND V[1]>V[3] AND V[1]>V[4] AND V[1]>V[5] AND V[1]>V[6]and V[1]>V[7];
//************************************************************************************************************************************
if VolP3 or VolP4 then
SPIKE_HIGHT = -1 ;
colorbar(Yellow);
else
SPIKE_HIGHT = 0;
endif;
//***********************************************************************************************************************************
//********************************************************************************************************************************************
VolSpikel=Low<=Low[1] AND Low<Low[2] AND Close>Close[1] AND Close>=Open AND (Close-Open)<(High-Low) AND Volume[1]>Volume[2] AND Volume[1]>Volume[3] AND Volume[1]>Volume[4] AND Volume[1]>Volume[5] AND Volume[1]>Volume[6] and V[1]>V[7];
VolSpike2l=Low>=Low[1] AND Low<Low[2] AND Close>Close[1] AND Close>=Open AND (Close-Open)<(High-Low) AND Volume[1]>Volume[2] AND Volume[1]>Volume[3] AND Volume[1]>Volume[4] AND Volume[1]>Volume[5] AND Volume[1]>Volume[6] and V[1]>V[7];
IF VolSpikel OR VolSpike2l THEN
SPIKE_LOW=1;
ELSE
SPIKE_LOW=0;
ENDIF;
VolSpikes=High>High[1] AND High>High[2] AND Close<=Close[1] AND Close<=Open AND (Open-Close)<(High-Low) AND Volume[1]>Volume[2] AND Volume[1]>Volume[3] AND Volume[1]>Volume[4] AND Volume[1]>Volume[5] AND Volume[1]>Volume[6] and V[1]>V[7];
VolSpike2s=High<High[1] AND High>High[2] AND Close<=Close[1] AND Close<=Open AND (Open-Close)<(High-Low) AND Volume[1]>Volume[2] AND Volume[1]>Volume[3] AND Volume[1]>Volume[4] AND Volume[1]>Volume[5] AND Volume[1]>Volume[6] and V[1]>V[7];

IF VolSpikes OR VolSpike2s THEN
SPIKE_HIGHT=-1 ;
ELSE
SPIKE_HIGHT=0;
ENDIF;
if C >= O and (C-O)<(R) then
LLL1 = 1;
else
LLL1 = 0;
endif;
if C <= O and (O-C)<(R) then
SSS1 = 1;
else
SSS1 = 0;
endif;
if LLL1 > SSS1 then
solo = solo+1;
spread = 0;
endif;
if SSS1 > LLL1 then
spread = spread+1;
solo = 0;
endif;
if VAL1 < VAL2 then
L_signal = L_signal+1;
S_signal = 0;
else
S_signal = S_signal+1;
L_signal = 0;
endif;
if L_Signal > S_Signal and Solo > Spread then
LONC = LONC+1;
CORT = 0;
else
CORT = CORT+1;
LONC = 0;
endif;

mioatr1 = rsi(C,14,s);
mioatr2 = rsi(C,50,s);
mioatr3 = atr(C,21);
RR = (r[1]+r[2]);
RR1 =(H-l)*V[1]/V*r;
RR3 = LLV(L,10);
RR4 = HHV(H,10);
RR5 =HHV(C,10);
RR7 =LLV(O,10);
//*****************************************************************************
if RR1[1] > 10 and C > C[1] and C[1]< C[2] then
RR2 = rr1+50;
else
RR2 = 0;
endif;
if RR1[1] > 10 and C < C[1] and C[1] > C[2] then
RR2 = RR1-50;
else
RR2 = 0;
endif;
if (H-C) > (C-L)and B = true and R > mioatr3*2 then
RR6 = 100;
else
RR6 = 0;
endif;
if (H-C) <(C-L)and W = TRUE and B[1] = true and R > mioatr3*2 then
RR7 = 100;
else
RR7 = 0;
endif;
// SEZIONI ENTRATE
if SPIKE_LOW = 1 and L_Signal > S_Signal[2] then // ENTRA SE SI VERIFICA LA CONDIZIONE DI PICCO DEI VOLUMI POSITIVA
enterlong(nextbar,atopen);
S_Signal = 0;
endif;
if SPIKE_HIGHT = - 1 and S_Signal > L_Signal[2] then // ENTRA SE SI VERIFICA LA CONDIZIONE DI VOLUMI NEGATIVA
entershort(nextbar,atopen);
L_Signal = 0;
endif;
if L_signal > S_signal[2] and L_Signal > 5 and LLL1 = 1 then
enterlong(nextbar,atopen);
S_signal = 0; // contatore short azzerato
endif;

if S_signal > L_signal[2] and S_Signal > 5 and SSS1 = 1 then
entershort (nextbar,atopen);
L_signal = 0; // contatore long azzerato
endif;
 
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