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YKL DayTrade

EA YKL DayTrade

Esse EA faz operações de compra de ações da bolsa Brasileira B3 de acordo com uma das 3 estratégias pré-definidas e realiza a venda das mesmas no final do dia (operação DAYTRADE). Cada estratégia tem um algoritmo de cálculo do valor de entrada (compra), do stop loss e possíveis filtros.

Estratégias:

JoeBiden:

  • entrada com 1.5% de desconto em relação às duas mínimas anteriores
  • saída no final do dia
  • stop loss de 4% em relação a entrada
  • timeframe diário
  • sem filtros

Chicotada:

  • entrada com 2.5% de desconto em relação ao fechamento anterior
  • saída no final do dia
  • stop loss de 4% em relação a entrada
  • timeframe diário
  • sem filtros

Gasparini:

  • entrada com 0.5% de desconto em relação às três mínimas anteriores
  • saída no final do dia
  • stop loss de 4% em relação a entrada
  • timeframe diário
  • filtro de média móvel aritmética de 20 períodos ascendente

Filtros Adicionais:

  • Preço mínimo da ação
  • Valor de negociação financeiro mínimo para a ação
  • Filtro de setor
  • Filtro de média móvel aritmética de 20 períodos ascendente
  • Filtro de ativos distintos entre estratégias

O EA está otimizado para as ações do índice IBRA ou IBOV da bolsa brasileira B3 e pode ser utilizado em qualquer corretora desde que a conta seja do tipo Hedge. As operações são todas DAY TRADE e, portanto, encerradas de acordo com o horário estipulado pelo usuário.

O perfil do robô é moderado uma vez que é possível alavancar pouco capital inicial com day trade em ações (40X, 50X) e com risco controlado (baixo drawdown do capital e fator de lucro relevante).

Recomendações Gerais:

O valor de saldo mínimo na corretora para utilizar esse robô depende muito de quantas estratégias estarão sendo utilizadas e o número de posições (caixas) em cada estratégia. Recomendamos que seja utilizado um capital de R$ 10000,00 por estratégia considerando um total de 4 caixas e alavancando em 4X esse capital. Recomendado usar uma VPS dedicada com ping baixo para a corretora (recomendado ping menor que 5 ms para melhores resultados).

Parametrização:

 


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Profalgo Limited
4.81 (31)
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Yu Mei Cheng
4.82 (51)
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Stanislav Tomilov
4.97 (32)
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Babak Alamdar
4.75 (16)
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Babak Alamdar
5 (3)
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Eduard Nagayev
3.79 (29)
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Chen Jia Qi
5 (6)
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Tajammul Hussain
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Shintaseftiana
4.29 (14)
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Ho Tuan Thang
4.9 (51)
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Stanislav Tomilov
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Mansour Babasafary
4.47 (38)
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Marzena Maria Szmit
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Chen Jia Qi
4.64 (86)
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Lo Thi Mai Loan
5 (4)
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Bogdan Ion Puscasu
4.94 (16)
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Lo Thi Mai Loan
5 (2)
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Stanislav Tomilov
5 (9)
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Bogdan Ion Puscasu
4.9 (71)
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Anton Kondratev
5 (2)
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YKL Multiple Regression
Ygor Keller Luccas
5 (1)
Indicador Multiple Regression Indicador faz o plot da  Curva de Retorno  e dos canais superior e inferior de uma  regressão para os preços de fechamento do ativo do gráfico. A  Curva de Retorno  é a linha central do indicador e representa a região de equilíbrio do preço entre vendedores e compradores. Nesse indicador o usuário escolhe o tipo da regressão podendo ser de 3 tipos: primeiro grau, segundo grau ou terceiro grau. Os plots do indicador são: Linha central – cor padrão preta; Linha superi
FREE
YKL DinDX
Ygor Keller Luccas
5 (2)
Dynamic Indicator --> YKL_DinDX Dynamic Indicator that creates a Band based on the distance from moving average specified by the user. The indicator considers the period entered by the user in order to calculate the average distance from moving average, creating an upper band and a lower band. This indicator is utilized by EA YKL_Scalper, version 2.0 or superior.
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YKL Maps
Ygor Keller Luccas
5 (1)
Indicador MAPS Indicador é um oscilador que faz o plot da Curva de Retorno de uma regressão de segundo grau para os preços de fechamento do ativo do gráfico. A Curva de Retorno é a linha central do indicador MAPS e representa a região de equilíbrio do preço entre vendedores e compradores. Os plots do indicador são: Linha central - C0 - cor da mesma varia de acordo com a tendência do mercado, sendo verde para tendência de alta e vermelho para baixa; Linhas superiores: S1, S2, S3 e S4, sendo que a
FREE
YKL Regressao Linear
Ygor Keller Luccas
Indicador Regressão Linear – Par de Ativos Indicador é um oscilador que faz o plot do Resíduo resultado da regressão linear entre os dois ativos inseridos como input do indicador, representado pela fórmula: Y = aX + b + R Onde Y é o valor do ativo dependente, X é o valor do ativo independente, a é a inclinação da reta entre os dois ativos, b é a intersecção da reta e R é o resíduo. O resíduo representa a quantidade da variabilidade que Y que o modelo ajustado não consegue explicar. E os resíduos
FREE
YKL Regressao Intraday
Ygor Keller Luccas
Indicador Regressão Linear – Par de Ativos - INTRADAY Indicador é um oscilador que faz o plot do Resíduo resultado da regressão linear entre os dois ativos inseridos como input do indicador, representado pela fórmula: Y = aX + b + R Onde Y é o valor do ativo dependente, X é o valor do ativo independente, a é a inclinação da reta entre os dois ativos, b é a intersecção da reta e R é o resíduo. O resíduo representa a quantidade da variabilidade que Y que o modelo ajustado não consegue explicar. E
FREE
Indicador Monte Carlo Simulation Indicador faz uma regressão linear nos preços de fechamento do ativo escolhido e gera uma simulação de Monte Carlo de N preços aleatórios para definir 3 níveis de sobrecompra e 3 níveis de sobrevenda. O primeiro processo é a Regressão Linear dos preços de fechamento do ativo, no qual é regido pela equação: Y = aX + b + R Onde   Y   é o valor do ativo escolhido,  X   é o tempo,   a   é a inclinação da reta,   b   é a intersecção da reta e   R   é o resíduo. O resí
FREE
Indicador Volatilidade Histórica Indicador é um oscilador que faz o plot da volatilidade histórica de um ativo, representado pelas fórmulas: Volatilidade Histórica = Raiz quadrada da média das diferenças ao quadrado * Fator de anualização. Média das diferenças ao quadrado = soma de todas as diferenças de retorno diário / número total das diferenças. Retorno diário = (preço atual - preço anterior) / preço anterior. Nesse indicador estamos utilizando os preços de fechamento de cada barra e fazemos
FREE
Estratégia Bandas de Bollinger (“Estratégia da Paula”) Estratégia A estratégia desse robô é baseada no retorno as médias, operando o indicador Bandas de Bollinger. Essa estratégia é popularmente conhecida como “Estratégia da Paula”. Basicamente o robô fica monitorando barras que rompam a Banda de Bollinger (tanto a superior quanto a inferior) para depois voltar para dentro da Banda na próxima barra. Se a condição acima for satisfeita, considerando também os demais parâmetros do robô, o mesmo
YKL Scalper 8
Ygor Keller Luccas
YKL Scalper   Estrategia YKL Scalper - NOVA VERSÃO 8.0   Estratégia Afastamento da Média Móvel Estratégia A estratégia desse robô é baseada no afastamento do preço em relação as médias móveis, operando o indicador Média Móvel, standard do MT5. Basicamente o robô fica monitorando o afastamento da média móvel, conforme distância DX inserida pelo usuário. Quando o afastamento atinge a distância DX, o robô inicia uma operação de compra ou venda, no sentido de voltar ao encontro da média móvel.
YKL Quant
Ygor Keller Luccas
EA YKL Quant Esse EA faz operações de compra e venda de dois pares de ativos com base no Resíduo  resultado da regressão linear entre esses dois ativos, representado pela fórmula: Y = aX + b + R Onde  Y  é o valor do ativo dependente,  X  é o valor do ativo independente,  a  é a inclinação da reta (Beta) entre os dois ativos,  b  é a intersecção da reta e  R  é o resíduo. O resíduo representa a quantidade da variabilidade que Y que o modelo ajustado não consegue explicar. E os resíduos podem ser
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版本 1.84 2023.08.06
Correção para módulo de contadores (caixas) para evitar problemas quando a corretora divide 1 ordem em várias transações (deals).
版本 1.83 2023.07.10
- Possibilidade de input com os nomes dos arquivos de BlackList e Setores
版本 1.82 2023.06.27
- Aprimoramento das funções internas para melhorar o gerenciamento dos contadores de caixas e número de ordens limit
- Aprimoramento das funções internas que atuam no encerramento das posições diárias após a hora de fechamento
版本 1.81 2023.06.11
Versão 1.81:
- Alteração da lógica para leitura dos arquivos de BlackList e Setores devido a atualização da função nativa StringSplit