|
PureBytes Links
Trading Reference Links
|
You'll need to give us a clue as to what the error is :-)
--- In amibroker@xxxxxxxxxxxxxxx, "vmarino21" <v.marino1@xxx> wrote:
>
> i have wrote a strategy that work with interactivebrokers
> there are a mistake code but i don't find it's
> can you help to find this error
> many thanks in advance
> _SECTION_BEGIN("mv_gx15.2");
> /* strategia Mv_Gx15.2 -----------------by Vincenzo Marino
> 22 settembre 2008 -----------------------------------
> rel 1.01 da utilizzarsi sul DAX Con frame di 15'
> aggiornare il ticket ogni 3 mesi */
> ibc = GetTradingInterface("IB");
> sz = 1; //numero contratti
> TimeFrameSet(in15Minute);
> Plot(C,"C",colorBlack,64);Title=Name()+" ,";
> //Parametri
> tick = 8;
> tm0 = int(080000); //fascia mattino
> tm1 = int(120100);
> tm2 = int(151400); // fascia pomeriggio
> tm3 = int(235900);
> /*TPL = Take profit Long in valore assoluto da aggiungere al
prezzo
> di buy equivale es 400 =(16/0.5)*12.5
> TPS = Take Profit short
> SLL = Stoo loss lons
> SLS = Stop loss short
> sz = numro Contratti
> tick = minimo spostamento
> tickvalue = valore del tick
> */
> if (Name() == "fdax dec 08-dtb-fut") {sz = 1; tick = 0.50;
tickvalue
> = 12.50; TPL = 32; TPS = 8; SLL = 8; SLS = 48; tn = 8; }
> //indicatori
> Mv_low= L > Ref(L,-1) AND Ref(L,-2) > Ref(L,-1) AND Ref(C,-1)<
> Ref(O,-1) AND C > O;
> Mv_hi = H < Ref(H,-1)AND Ref(H,-2) < Ref(H,-1) AND C < O;
> Up_trend =L > Ref(L,-1) AND H > Ref(H,-1);
> down_trend = L < Ref(L,-1) AND H < Ref(H,-1);
> adesso = int(Now (4));
> Lmprice = 0; STprice = 0;
> pos = ibc.GetPositionSize( Name() );
> _TRACE("Pos :"+pos);
> //L1
> if (pos == 0 )
> {
// inizio ciclo se 0 posizioni
> _TRACE("Passa");
> sz ==1;
> Buy = Mv_low == 1 AND up_trend == 1 AND
> ((C - O)< tick) AND
> (adesso > tm0 AND adesso < tm1) AND
> (adesso >tm2 AND adesso < tm3) AND
> RSIa(C,5) < 60 ;
> _TRACE("L1 "+Buy);
> for( i = 0; i < 1; i++ )
> {
> if( Buy[i] == 1 )
> {
> _TRACE("L1 "+Buy);
> parentID = ibc.PlaceOrder( Name(), "BUY", sz, "stp",
0, H+tick,
> "DAY", True );
> ibc.PlaceOrder(Name(), "SELL", sz, "LMT", LastValue(
C )+TPL, 0,
> "DAY", True, 0, "", parentID );
> ibc.PlaceOrder(Name(), "SELL", sz, "STP", LastValue(
C )-SLL,
> LastValue( C )-SLL, "DAY", True, 0, "", parentID );
> PlotShapes(IIf(Buy,shapeDigit1,shapeNone),colorBlue);
> }
> }
> }
> if (pos < 0 )
//
Short attivo
> {
> sz = pos *-2;
> Buy = Mv_low == 1 AND up_trend == 1 AND
> ((C - O)< tick) AND
> (adesso > tm0 AND adesso < tm1) AND
> (adesso >tm2 AND adesso < tm3) AND
> RSI(C,5) < 60 ;
> for( i = 0; i < 1; i++ )
> {
> if( Buy[i] == 1 )
> {
> _TRACE("L1b "+Buy);
> parentID = ibc.PlaceOrder( Name(), "BUY", sz, "stp",
0, H+tick,
> "DAY", True );
> ibc.PlaceOrder(Name(), "SELL", sz, "LMT", LastValue(
C )+TPL, 0,
> "DAY", True, 0, "", parentID );
> ibc.PlaceOrder(Name(), "SELL", sz, "STP", LastValue(
C )-SLL,
> LastValue( C )-SLL, "DAY", True, 0, "", parentID );
> PlotShapes(IIf(Buy,shapeDigit1,shapeNone),colorBlue);
> }
> }
> }
> // Lx1
> if (pos >0 )
// Inizio
Ciclo
> {
> sz = pos ;
> Sell = mv_hi ==1 AND down_trend ==1 AND
> ((C - O)< tick) AND
> RSI(C,5) < 10 ;
> for( i = 0; i < 1; i++ )
> {
> if( Sell[i] ==1 )
> {
> _TRACE("Lx1 "+Sell);
> ibc.PlaceOrder( Name(), "SELL", sz, "MKTCLS", 0,
0, "DAY", True );
> PlotShapes(IIf
(Sell,shapeDownArrow,shapeNone),colorBlue);
> }
> }
> }
> //S1
> if (pos == 0 )
> {
> sz ==1;
> Short = mv_hi ==1 AND down_trend ==1 AND
> ((C - O)< tick) AND
> (adesso > tm0 AND adesso < tm1) AND
> (adesso >tm2 AND adesso < tm3) AND
> RSIa(C,5) < 10 ;
>
> _TRACE("S1 "+Short);
> for( i = 0; i < 1; i++ )
> {
> if( Short[i] ==1 )
>
> {
> _TRACE("S1 "+Short);
> parentID = ibc.PlaceOrder( Name(), "SELL", sz, "stp",
0, L-tick,
> "DAY", True );
> ibc.PlaceOrder(Name(), "BUY", sz, "LMT", LastValue(
C )-TPS, 0,
> "DAY", True, 0, "", parentID );
> ibc.PlaceOrder(Name(), "BUY", sz, "STP", LastValue(
C )+SLS,
> LastValue( C )+SLS, "DAY", True, 0, "", parentID );
> PlotShapes(IIf(Short,shapeDigit1,shapeNone),colorRed);
> }
> }
> }
> if (pos > 0 )
> {
> sz = pos *2;
> Short = mv_hi ==1 AND down_trend ==1 AND
> ((C - O)< tick) AND
> (adesso > tm0 AND adesso < tm1) AND
> (adesso >tm2 AND adesso < tm3) AND
> RSIa(C,5) < 10 ;
> for( i = 0; i < 1; i++ )
> {
> if( Short[i] ==1 )
> {
> _TRACE("S1b "+Short);
> parentID = ibc.PlaceOrder( Name(), "SELL", sz, "stp",
0, L-tick,
> "DAY", True );
> ibc.PlaceOrder(Name(), "BUY", sz, "LMT", LastValue(
C )-TPS, 0,
> "DAY", True, 0, "", parentID );
> ibc.PlaceOrder(Name(), "BUY", sz, "STP", LastValue(
C )+SLS,
> LastValue( C )+SLS, "DAY", True, 0, "", parentID );
> PlotShapes(IIf(Short,shapeDigit1,shapeNone),colorRed);
> }
> }
> }
> // Sx1
> if (pos <0 )
> {
> sz = pos ;
> Cover = Mv_low == 1 AND up_trend == 1 AND
> ((C - O)< tick) AND
> RSIa(C,5) > 60 ;
> for( i = 0; i < 1; i++ )
> {
> if( Cover[i] ==1 )
> {
> _TRACE("Sx1 "+Cover);
> ibc.PlaceOrder( Name(), "buy", sz, "MKTCLS", 0,
0, "DAY", True );
> PlotShapes(IIf
(Cover,shapeUpArrow,shapeNone),colorRed);
> }
> }
> }
>
------------------------------------
Please note that this group is for discussion between users only.
To get support from AmiBroker please send an e-mail directly to
SUPPORT {at} amibroker.com
For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/
For other support material please check also:
http://www.amibroker.com/support.html
Yahoo! Groups Links
<*> To visit your group on the web, go to:
http://groups.yahoo.com/group/amibroker/
<*> Your email settings:
Individual Email | Traditional
<*> To change settings online go to:
http://groups.yahoo.com/group/amibroker/join
(Yahoo! ID required)
<*> To change settings via email:
mailto:amibroker-digest@xxxxxxxxxxxxxxx
mailto:amibroker-fullfeatured@xxxxxxxxxxxxxxx
<*> To unsubscribe from this group, send an email to:
amibroker-unsubscribe@xxxxxxxxxxxxxxx
<*> Your use of Yahoo! Groups is subject to:
http://docs.yahoo.com/info/terms/
|