Bot 22 57 PortTS_Rotazioni_Criteri_Selezione _PT_III

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);