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- Vedi Video Lezione Quant: 57 PortTS_Rotazioni_Criteri_Selezione _PT_III
- La strategia usa data 1 e data 2 di: SP500 60 Min Data1 E 1440 Data 2 Min
- inputs: stoopL(1200)
- If close of data2 < low[1] of data2 and close of data1 < BollingerBand(close, 20, -2) then buy 2 shares next bar at market;
- if close >= Average(close, 20) and marketposition > 0 then sell 1 shares next bar at market;
- of close >= BollingerBand(close, 20, 2) and marketposition > 0 then sell 1 shares next bar at market;
- if dayofweek(date) = 5 and marketposition > 0 then setexitonclose;
- setstoploss(stopL);
- QTA_exportDataStrategy("MR", 1);
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