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Prime sistemini IQ ya çevirme

0 beğenilme 0 beğenilmeme
284 kez görüntülendi
Merhaba;

prime da kullandığım sistem IQ için uyarlar mısınız?

Zaman yaması ve izsüren stop olmalı.

 

if(MOV(C,opt1,VAR)>OTT(C,opt1,7),

MOV(C,opt1,VAR)>OTT(C,opt1,opt2)*(1+opt3) AND

STOSK(opt4,opt5,33,VAR)+1000>OTT(STOSK(opt4,opt5,33,VAR)+1000,2,opt6) AND

H>OTT(HHV(H,20/2),2,0.6) AND H>REF(HHV(H,20),-1),

MOV(C,opt1,VAR)>(OTT(C,opt1,opt3)+REF(OTT(C,opt1,opt3)-(OTT(C,opt1,opt2)-OTT(C,opt1,opt3)),-100))/2 AND

MOV(C,opt1,VAR)>OTT(C,opt1,opt2)*(1+opt3) AND

STOSK(opt4,opt5,33,VAR)+1000>OTT(STOSK(opt4,opt5,33,VAR)+1000,2,opt6) AND

H>OTT(HHV(H,20/2),2,0.6) AND H>REF(HHV(H,20),-1)) AND

((HOUR()=09 AND MINUTE()>=36) OR HOUR()>=10) AND ((HOUR()=17 AND MINUTE()<=58) OR HOUR()<=16)

 

 

SAT

 

if(MOV(C,opt1,VAR)>OTT(C,opt1,7),

MOV(C,opt1,VAR)<OTT(C,opt1,opt2)*(1-opt3) AND

STOSK(opt4,opt5,33,VAR)+1000<OTT(STOSK(opt4,opt5,33,VAR)+1000,2,opt6) AND

L<OTT(LLV(L,20/2),2,0.6) AND L<REF(LLV(L,20),-1),

MOV(C,opt1,VAR)<OTT(C,opt1,opt2)*(1-opt3) AND

STOSK(opt4,opt5,33,VAR)+1000<OTT(STOSK(opt4,opt5,33,VAR)+1000,2,opt6) AND

L<OTT(LLV(L,20/2),2,0.6) AND L<REF(LLV(L,20),-1)) AND

((HOUR()=09 AND MINUTE()>=36) OR HOUR()>=10) AND ((HOUR()=17 AND MINUTE()<=58) OR HOUR()<=16)
Algoritmik Trading kategorisinde (53 puan) tarafından | 284 kez görüntülendi

1 cevap

0 beğenilme 0 beğenilmeme

Merhabalar,

Dilerseniz aşağıdaki sistemi inceleyip test edebilirsiniz.

***STRATEJİLERİ TEST/DENEME ORTAMINDA SINAMADAN VE SİZİN İSTEDİĞİNİZ ŞEKİLDE ÇALIŞTIĞINA EMİN OLMADAN GERÇEK ORTAMDA HİÇBİR ZAMAN ÇALIŞTIRMAYINIZ ***

using System;
using System.Collections.Generic;
using System.Linq;
using Matriks;
using Matriks.Data.Symbol;
using Matriks.Engines;
using Matriks.Indicators;
using Matriks.Symbols;
using Matriks.Trader.Core;
using Matriks.Trader.Core.Fields;
using Matriks.Lean.Algotrader.AlgoBase;
using Matriks.Lean.Algotrader.Models;
using Matriks.Lean.Algotrader.Trading;
using Matriks.AI;
using Matriks.AI.AiParameters;
using Matriks.AI.Data;
using Matriks.Trader.Core.TraderModels;

namespace Matriks.Lean.Algotrader
{
	public class Anıl_Ozeksi_Sistem_2_1 : MatriksAlgo
	{
		// Strateji çalıştırılırken kullanacağımız parametreler. Eğer sembolle ilgili bir parametre ise,
		// "SymbolParameter" ile, değilse "Parameter" ile tanımlama yaparız. Parantez içindeki değerler default değerleridir.

		[SymbolParameter("GARAN")]
		public string Symbol;
		[Parameter(SymbolPeriod.Min)]
		public SymbolPeriod SymbolPeriod1;
		[Parameter(1)]
		public decimal OrderQuantity;
		//LONG parametreleri
		[Parameter(20)]
		public int OttPeriod1;
		[Parameter(7)]
		public decimal OttOpt1;
		[Parameter(MovMethod.VAR)]
		public MovMethod OttMovMethod;
		[Parameter(true)]
		public bool OttSupportLine;
		[Parameter(20)]
		public int OttPeriod2;
		[Parameter(0.7)]
		public decimal OttOpt2;
		[Parameter(200)]
		public int StochasticslowPeriodK1;
		[Parameter(400)]
		public int StochasticslowPeriodSlowK1;
		[Parameter(111)]
		public int StochasticslowPeriodD1;
		[Parameter(MovMethod.VAR)]
		public MovMethod StochasticslowMovMethod;
		[Parameter(21)]
		public int HighesthighPeriod;
		[Parameter(2)]
		public int OttPeriod3;
		[Parameter(0.41)]
		public decimal OttOpt3;
		[Parameter(10)]
		public int HighesthighPeriod2;
		[Parameter(20)]
		public int OttPeriod4;
		[Parameter(3.02)]
		public decimal OttOpt4;
		[Parameter(20)]
		public int OttPeriod5;
		[Parameter(1)]
		public decimal OttOpt5;

		[Parameter(500)]
		public int StochasticslowPeriodK2;
		[Parameter(200)]
		public int StochasticslowPeriodSlowK2;
		[Parameter(111)]
		public int StochasticslowPeriodD2;
		[Parameter(21)]
		public int HighesthighPeriod3;
		[Parameter(2)]
		public int OttPeriod6;
		[Parameter(0.41)]
		public decimal OttOpt6;
		[Parameter(20)]
		public int HighesthighPeriod4;
		//LONG kapama Parametreleri
		[Parameter(20)]
		public int OttPeriod7;
		[Parameter(7.525)]
		public decimal OttOpt7;
		[Parameter(40)]
		public int OttPeriod8;
		[Parameter(0.7)]
		public decimal OttOpt8;
		[Parameter(500)]
		public int StochasticslowPeriodK3;
		[Parameter(300)]
		public int StochasticslowPeriodSlowK3;
		[Parameter(111)]
		public int StochasticslowPeriodD3;
		[Parameter(21)]
		public int LowestLowPeriod;
		[Parameter(2)]
		public int OttPeriod9;
		[Parameter(0.41)]
		public decimal OttOpt9;
		[Parameter(20)]
		public int LowestLowPeriod2;
		[Parameter(20)]
		public int OttPeriod10;
		[Parameter(1)]
		public decimal OttOpt10;
		[Parameter(500)]
		public int StochasticslowPeriodK4;
		[Parameter(200)]
		public int StochasticslowPeriodSlowK4;
		[Parameter(111)]
		public int StochasticslowPeriodD4;
		[Parameter(21)]
		public int LowestLowPeriod3;
		[Parameter(2)]
		public int OttPeriod11;
		[Parameter(0.41)]
		public decimal OttOpt11;
		[Parameter(20)]
		public int LowestLowPeriod4;

		[Parameter(20)]
			public int TottPeriod1;

		[Parameter(1)]
			public decimal TottOpt1;

		[Parameter(0.0008)]
			public decimal TottTwinOttCoef1;

		[Parameter(MovMethod.VAR)]
			public MovMethod TottMovMethod1;

		[Parameter(40)]
					public int TottPeriod2;

		[Parameter(0.7)]
					public decimal TottOpt2;

		[Parameter(0.001)]
					public decimal TottTwinOttCoef2;

		[Parameter(MovMethod.VAR)]
					public MovMethod TottMovMethod2;

		[Parameter(40)]
					public int TottPeriod3;

		[Parameter(0.6)]
					public decimal TottOpt3;

		[Parameter(0.0008)]
					public decimal TottTwinOttCoef3;

		[Parameter(40)]
					public int TottPeriod4;

		[Parameter(0.6)]
					public decimal TottOpt4;

		[Parameter(0.0008)]
					public decimal TottTwinOttCoef4;
		
				[Parameter(8)]
					public decimal izsuren;

		// Gerekli zaman aralığı
		[Parameter("09:36:00")]
		public string Baslangic;
		[Parameter("17:58:00")]
		public string Bitis;

		public bool FX_ZamanindaMI(DateTime zaman)
		{
			var bas = TimeSpan.Parse(Baslangic);
			var bit = TimeSpan.Parse(Bitis);
			return (zaman.TimeOfDay >= bas && zaman.TimeOfDay <= bit);
		}

		// # Gerekli zaman aralığı
		OTT ott;
		OTT ott2;
		OTT ott3;
		OTT ott4;
		OTT ott5;
		OTT ott6;
		OTT ott7;
		OTT ott9;
		OTT ott11;
		HighestHigh highestHigh;
		HighestHigh highestHigh2;
		HighestHigh highestHigh3;
		HighestHigh highestHigh4;
		LowestLow lowestLow;
		LowestLow lowestLow2;
		LowestLow lowestLow3;
		LowestLow lowestLow4;
		StochasticSlow stochasticSlow;
		StochasticSlow stochasticSlow2;
		StochasticSlow stochasticSlow3;
		StochasticSlow stochasticSlow4;
		TOTT tott;
		TOTT tott2;
		TOTT tott3;
		TOTT tott4;

		public override void OnDataUpdate(BarDataEventArgs barData)
		{
			var zamanKontrolu = FX_ZamanindaMI(barData.BarData.Dtime);
			var barData1 = GetBarData(Symbol, SymbolPeriod1);
			var H = GetSelectedValueFromBarData(barData1, OHLCType.High);
			var L = GetSelectedValueFromBarData(barData1, OHLCType.Low);

			// LONG
			if (ott.Value[1][ott.CurrentIndex] > ott.Value[0][ott.CurrentIndex] && zamanKontrolu)
			{
				if (tott.Value[0][tott.CurrentIndex] > tott.Value[1][tott.CurrentIndex]
				&& stochasticSlow.Value[0][stochasticSlow.CurrentIndex] > stochasticSlow.Value[1][stochasticSlow.CurrentIndex]
				&& H > ott3.Value[0][ott3.CurrentIndex]
				&& H > highestHigh2.Value[0][highestHigh2.CurrentIndex - 1]
					&& zamanKontrolu)
				{
					SendMarketOrder(Symbol, OrderQuantity, OrderSide.Buy);
					TrailingStopLoss(Symbol, SyntheticOrderPriceType.Percent,izsuren);
					Debug("Alış Emri Gönderildi.");
				}
			}
			else
			{

				if (ott4.Value[1][ott4.CurrentIndex] > ott4.Value[0][ott4.CurrentIndex] && tott2.Value[0][tott2.CurrentIndex] > tott2.Value[1][tott2.CurrentIndex]
				&& stochasticSlow2.Value[0][stochasticSlow2.CurrentIndex] > stochasticSlow2.Value[1][stochasticSlow2.CurrentIndex]
				&& H > ott6.Value[0][ott6.CurrentIndex]
				&& H > highestHigh4.Value[0][highestHigh4.CurrentIndex - 1]
				&& zamanKontrolu)
				{
					SendMarketOrder(Symbol, OrderQuantity, OrderSide.Buy);
					TrailingStopLoss(Symbol, SyntheticOrderPriceType.Percent,izsuren);
					Debug("Alış Emri Gönderildi.");
				}

			}

			//LONG KAPAMA 
			if (ott7.Value[1][ott7.CurrentIndex] > ott7.Value[0][ott7.CurrentIndex] && zamanKontrolu)
			{
				if (tott3.Value[0][tott3.CurrentIndex] < tott3.Value[2][tott3.CurrentIndex]
				&& stochasticSlow3.Value[0][stochasticSlow3.CurrentIndex] < stochasticSlow3.Value[1][stochasticSlow3.CurrentIndex]
				&& L < ott9.Value[0][ott9.CurrentIndex]
				&& L < lowestLow2.Value[0][lowestLow2.CurrentIndex - 1]
					&& zamanKontrolu)
				{
					SendMarketOrder(Symbol, OrderQuantity, OrderSide.Sell);
					TrailingStopLoss(Symbol, SyntheticOrderPriceType.Percent,izsuren);
					Debug("Satış Emri Gönderildi.");
				}
			}
			else
			{
				if (tott4.Value[0][tott4.CurrentIndex] < tott4.Value[2][tott4.CurrentIndex]
				&& stochasticSlow4.Value[0][stochasticSlow4.CurrentIndex] < stochasticSlow4.Value[1][stochasticSlow4.CurrentIndex]
				&& L < ott11.Value[0][ott11.CurrentIndex]
				&& L < lowestLow4.Value[0][lowestLow4.CurrentIndex - 1]
				&& zamanKontrolu)
				{
					SendMarketOrder(Symbol, OrderQuantity, OrderSide.Sell);
					TrailingStopLoss(Symbol, SyntheticOrderPriceType.Percent,izsuren);
					Debug("Satış Emri Gönderildi.");
				}
			}
		}
		public override void OnInit()
		{
			lowestLow = LowestLowIndicator(Symbol, SymbolPeriod1, LowestLowPeriod);
			lowestLow2 = LowestLowIndicator(Symbol, SymbolPeriod1, LowestLowPeriod2);
			lowestLow3 = LowestLowIndicator(Symbol, SymbolPeriod1, LowestLowPeriod3);
			lowestLow4 = LowestLowIndicator(Symbol, SymbolPeriod1, LowestLowPeriod4);
			highestHigh = HighestHighIndicator(Symbol, SymbolPeriod1, HighesthighPeriod);
			highestHigh2 = HighestHighIndicator(Symbol, SymbolPeriod1, HighesthighPeriod2);
			highestHigh3 = HighestHighIndicator(Symbol, SymbolPeriod1, HighesthighPeriod3);
			highestHigh4 = HighestHighIndicator(Symbol, SymbolPeriod1, HighesthighPeriod4);
			ott = OTTIndicator(Symbol, SymbolPeriod1, OHLCType.Close, OttPeriod1, OttOpt1, OttMovMethod, OttSupportLine);
			ott2 = OTTIndicator(Symbol, SymbolPeriod1, OHLCType.Close, OttPeriod2, OttOpt2, OttMovMethod, OttSupportLine);
			ott3 = OTTIndicator(highestHigh, OttPeriod3, OttOpt3, OttMovMethod, OttSupportLine);
			ott4 = OTTIndicator(Symbol, SymbolPeriod1, OHLCType.Close, OttPeriod4, OttOpt4, OttMovMethod, OttSupportLine);
			ott5 = OTTIndicator(Symbol, SymbolPeriod1, OHLCType.Close, OttPeriod5, OttOpt5, OttMovMethod, OttSupportLine);
			ott6 = OTTIndicator(highestHigh3, OttPeriod6, OttOpt6, OttMovMethod, OttSupportLine);
			ott7 = OTTIndicator(Symbol, SymbolPeriod1, OHLCType.Close, OttPeriod7, OttOpt7, OttMovMethod, OttSupportLine);
			ott9 = OTTIndicator(lowestLow, OttPeriod9, OttOpt9, OttMovMethod, OttSupportLine);
			ott11 = OTTIndicator(lowestLow3, OttPeriod11, OttOpt11, OttMovMethod, OttSupportLine);
			stochasticSlow = StochasticSlowIndicator(Symbol, SymbolPeriod1, OHLCType.Close, StochasticslowPeriodK1, StochasticslowPeriodD1, StochasticslowPeriodSlowK1, StochasticslowMovMethod);
			stochasticSlow2 = StochasticSlowIndicator(Symbol, SymbolPeriod1, OHLCType.Close, StochasticslowPeriodK2, StochasticslowPeriodD2, StochasticslowPeriodSlowK2, StochasticslowMovMethod);
			stochasticSlow3 = StochasticSlowIndicator(Symbol, SymbolPeriod1, OHLCType.Close, StochasticslowPeriodK3, StochasticslowPeriodD3, StochasticslowPeriodSlowK3, StochasticslowMovMethod);
			stochasticSlow4 = StochasticSlowIndicator(Symbol, SymbolPeriod1, OHLCType.Close, StochasticslowPeriodK4, StochasticslowPeriodD4, StochasticslowPeriodSlowK4, StochasticslowMovMethod);
			tott = TOTTIndicator(Symbol, SymbolPeriod1, OHLCType.Close, TottPeriod1, TottOpt1, TottTwinOttCoef1, TottMovMethod1);
			tott2 = TOTTIndicator(Symbol, SymbolPeriod1, OHLCType.Close, TottPeriod2, TottOpt2, TottTwinOttCoef2, TottMovMethod2);
			tott3 = TOTTIndicator(Symbol, SymbolPeriod1, OHLCType.Close, TottPeriod3, TottOpt3, TottTwinOttCoef3, TottMovMethod2);
			tott4 = TOTTIndicator(Symbol, SymbolPeriod1, OHLCType.Close, TottPeriod4, TottOpt4, TottTwinOttCoef4, TottMovMethod2);

			SendOrderSequential(true, Side.Buy);
			WorkWithPermanentSignal(true);
		}
	}
	//	///AL
	//if(MOV(C,20,VAR)>OTT(C,20,7.525),
	//MOV(C,20,VAR)>OTT(C,20,0.7) AND 
	//STOSK(200,400,111,VAR)>STOSD(200,400,111,VAR) AND 
	//H>OTT (HHV(H,21),2,0.41) AND 
	//H>REF(HHV(H,10),-1),
	//MOV(C,20,VAR)>OTT(C,20,3.02) AND 
	//MOV(C,20,VAR)>OTT(C,20,1) AND 
	//STOSK(500,200,111,VAR)>STOSD(500,200,111,VAR) AND 
	//H>OTT (HHV(H,21),2,0.41) AND 
	//H>REF(HHV(H,20),-1)) AND 
	//((HOUR()=10 AND MINUTE()>=05) OR HOUR()>=11) AND ((HOUR()=17 AND MINUTE()<=55) OR HOUR()<=16)


	//	   //SAT
	//if(MOV(C,20,VAR)>OTT(C,20,7.525),
	//MOV(C,40,VAR)<OTT(C,40,0.7) AND 
	//STOSK(500,300,111,VAR)<STOSD(500,300,111,VAR) AND 
	//L<OTT(LLV(L,21),2,0.41) AND 
	//L<REF(LLV(L,20),-1),
	//MOV(C,20,VAR)<OTT(C,20,1) AND 
	//STOSK(500,200,111,VAR)<STOSD(500,200,111,VAR) AND 
	//L<OTT(LLV(L,21),2,0.41) AND 
	//L<REF(LLV(L,20),-1)) AND 
	//((HOUR()=10 AND MINUTE()>=05) OR HOUR()>=11) AND ((HOUR()=17 AND MINUT
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