Trading System con Aroon e uscita in Stop Loss / Trailing Stop

[Denis Moretto]

Ecco l\'esempio di un Trading System con Aroon con il relativo Stop Loss e Trailing Stop.
Buy Script:

# Impostazione parametri di Money Management 
SET TRAILING_STOP = @trailStop 
SET TRAILING_PERCENT = @trailPcnt 
SET STOP_LOSS = @loss 
#SET TAKE_PROFIT = @target 
# Calcolo Aroon Up e Down 
SET arup = AroonUp(@periods) 
SET ardown = AroonDown(@periods) 
# Compro quando Up > 80 ed anche Down < 20
(arup > 80) AND (ardown < 20)

Sell Script:

# Calcolo Aroon Up e Down 
SET arup = AroonUp(@periods) 
SET ardown = AroonDown(@periods) 
# Vendo quando Down > 80 ed anche Up < 20
(ardown > 80) AND (arup < 20)