Boa tarde Izidro…grato pelo retorno.
Então…desse jeito o stop tb fica estatico.
os stops e os alvos estão dentro do buyposition>0 e sellposition>0.
Segue o codigo:
Const
// Configuraçao
RespiroTicks = 0;
HoraEntradaInicio = 0900;
HoraEntradaFim = 1740;
HoraFechamento = 1740; {Horário da Penúltima Barra}
PARAMETRO
nadx(25.0);
escalada(80.0);
Alvofibo(1.27);
var
SinalC, SinalV : Booleano;
R : Real;
EntradaC, StopC, AlvoC : Real;
EntradaV, StopV, AlvoV : Real;
VADX:FLOAT;
mmvol:float;
rally:float;
stopmm9:float;
Inicio
{Cálculos}
R := RespiroTicks * MinPriceIncrement;
VADX:=ADX(9,0);
mmvol:=(media(21,volume));
rally:=escalada*minpriceincrement;
stopmm9:=media(9,close);
{Setup}
SinalC := (media(9,close) > media(21,close))
and (vADX > nADX)
//and (volume > mmVol)
and (close > media(9,close))
//AND (ABS(close[0] - open[2]) < rally)
//and (media(9,close[2]) < media(9,close[1]))
and (media(9,close[1]) < media(9,close))
//and (media(21,close[2]) < media(21,close[1]))
and (media(21,close[1]) < media(21,close))
//AND (NIREV > 1)
//AND (NIREV[2] > NIREV[1])
//AND (NIREV[1] > NIREV[0])
//and (close[2]-open[2]>0)
//and (close[1] - open[1] > 0)
//and (close[0] - open[0] > 0)
//and (low[2] < low[1])
and (low[1] < low);
SinalV := (media(9,close) < media(21,close))
and (vADX > nADX)
//and (volume > mmVol)
and (close < media(9,close))
//AND (ABS(open[2] - close[0]) < rally)
//and (media(9,close[2]) > media(9,close[1]))
and (media(9,close[1]) > media(9,close))
//and (media(21,close[2]) > media(21,close[1]))
and (media(21,close[1]) > media(21,close))
//AND (NIREV < 1)
//and (Nirev[2] < Nirev[1])
//and (Nirev[1] < Nirev[0])
//and (close[2]-open[2]<0)
//and (close[1] - open[1] < 0)
//and (close[0] - open[0] < 0)
//and (low[2] > low[1])
and (low[1] > low);
{Coloraçao}
Se SinalC entao PaintBar(clVerde);
Se SinalV entao PaintBar(clVermelho);
{Busca Entrada}
Se (BuyPosition = 0) e (SellPosition = 0) e
(Time >= HoraEntradaInicio) e (Time < HoraEntradaFim) entao
inicio
{Compra}
Se SinalC entao
inicio
EntradaC := Maxima + R;
StopC := stopmm9;
AlvoC := Maxima + (Range * AlvoFibo);
BuyStop(EntradaC,EntradaC);
fim;
{Venda}
Se SinalV entao
inicio
EntradaV := Minima - R;
StopV := stopmm9;
AlvoV := Minima - (Range * AlvoFibo);
SellShortStop(EntradaV, EntradaV);
fim;
fim;
{Se estiver comprado - buscar saída}
Se (BuyPosition > 0) entao
inicio
SellToCoverLimit(AlvoC);
if (close<stopC) then
begin
SellToCoveratmarket;
end;
fim;
{Se estiver vendido - buscar saída}
Se (SellPosition > 0) entao
inicio
BuyToCoverLimit(AlvoV);
se (close>stopV) then
begin
BuyToCoveratmarket;
end;
fim;
{Fechar Posiçoes no Final do Dia}
Se (Time >= HoraFechamento) entao ClosePosition;
Fim;
