Ciao a tutti,
scusate se posto questo trading system ma vorrei capire se puo avere senso uno costruito in questa maniera.


Buy:

INPUTS: @price(CLOSE), @BandPeriods(20), @BigDev(1.6), @SmalDev(0.83), @SLperiods(7), @matype(SIMPLE), @tlrstop(50)

SET TRAILING_STOP = @tlrstop
SET TRAILING_PERCENT = 10


SET BigTop = BollingerBandsTop(@price, @BandPeriods, @BigDev, @matype)
SET BigBottom = BollingerBandsBottom(@price, @BandPeriods, @BigDev, @matype)
SET SmallTop = BollingerBandsTop(@price, @BandPeriods, @SmalDev, @matype)
SET SmallBottom = BollingerBandsBottom(@price, @BandPeriods, @SmalDev, @matype)
SET SignalLine = LR(@price, @SLperiods)
CROSSOVER(SignalLine, BigBottom) AND REF(CPKC(close), 1) > REF(CPKC(close), 2) > REF(CPKC(close), 3)
AND Variance(CLOSE,21,SIMPLE)> REF (Variance(CLOSE,21,SIMPLE),10)

Sell:

SET TRAILING_STOP = @tlrstop
SET TRAILING_PERCENT = 10

SET BigTop = BollingerBandsTop(@price, @BandPeriods, @BigDev, @matype)
SET BigBottom = BollingerBandsBottom(@price, @BandPeriods, @BigDev, @matype)
SET SmallTop = BollingerBandsTop(@price, @BandPeriods, @SmalDev, @matype)
SET SmallBottom = BollingerBandsBottom(@price, @BandPeriods, @SmalDev, @matype)
SET SignalLine = LR(@price, @SLperiods)
CROSSOVER(BigTop,SignalLine) AND REF(CPKC(close), 1) < REF(CPKC(close), 2) < REF(CPKC(close), 3)
AND Variance(CLOSE,21,SIMPLE)> REF (Variance(CLOSE,21,SIMPLE),10)

Exitlong:

SET BigTop = BollingerBandsTop(@price, @BandPeriods, @BigDev, @matype)
SET BigBottom = BollingerBandsBottom(@price, @BandPeriods, @BigDev, @matype)
SET SmallTop = BollingerBandsTop(@price, @BandPeriods, @SmalDev, @matype)
SET SmallBottom = BollingerBandsBottom(@price, @BandPeriods, @SmalDev, @matype)
SET SignalLine = LR(@price, @SLperiods)

CROSSOVER(SmallBottom,SignalLine)OR CROSSOVER(SmallTop,SignalLine)OR CROSSOVER(SignalLine,SmallBottom)


Exitshort:

SET BigTop = BollingerBandsTop(@price, @BandPeriods, @BigDev, @matype)
SET BigBottom = BollingerBandsBottom(@price, @BandPeriods, @BigDev, @matype)
SET SmallTop = BollingerBandsTop(@price, @BandPeriods, @SmalDev, @matype)
SET SmallBottom = BollingerBandsBottom(@price, @BandPeriods, @SmalDev, @matype)
SET SignalLine = LR(@price, @SLperiods)

CROSSOVER(SignalLine, SmallBottom)OR CROSSOVER(SignalLine, SmallTop)OR CROSSOVER(SmallBottom,SignalLine)

grazie

Luca