From cdb42d947bbece6dcd02011ec21434f5dd9b9e09 Mon Sep 17 00:00:00 2001 From: wesleyzilva Date: Mon, 23 Feb 2026 21:36:50 -0300 Subject: [PATCH 01/28] Add files from C:\Nova pasta --- caracteristicas_WIN_mini_indice.md | 50 ++ caracteristicas_ativos_tecnicos.md | 95 +++ correlacao_ativos.md | 23 + eficiencia_tributaria.md | 101 +++ fev_2minReversaoComVolumeWIN.txt | 220 +++++++ fev_ATRmovimentoDoPrecoComVontade.txt | 52 ++ fev_ContadorCruzamentosMedias.txt | 93 +++ fev_DetectorFasesMercado.txt | 85 +++ fev_DivergenciaIFR.txt | 58 ++ fev_HorarioTurbulencia.txt | 44 ++ fev_MediasSetupDiario.txt | 74 +++ fev_MediasSetupSemana.txt | 78 +++ fev_OBVvolumeVerdadeiro.txt | 53 ++ fev_PainelDecisao.txt | 51 ++ fev_PainelDecisaoAlarme.ntsl.txt | 105 ++++ fev_PriceActionAnaliseCorpo.txt | 48 ++ fev_PriceActionAnaliseSombra.txt | 37 ++ fev_PriceActionCorpoSombraExecucao.txt | 185 ++++++ fev_PriceActionNewton.txt | 265 ++++++++ fev_PriceActionTiposCandlesLeitura.txt | 170 +++++ fev_PriceActionVSA_OBV.txt | 120 ++++ fev_RegraDeDow_Rompimento.txt | 68 ++ fev_TendenciaLongoPrazo.txt | 110 ++++ fev_TendenciaPivoTesteDeOuro.txt | 107 ++++ fev_VSAassinaturaInstitucional.txt | 70 +++ fev_VWAPreferenciaPreco.txt | 36 ++ fev_VWAPsemanalDiario.txt | 41 ++ fev_direcaoDoDia.txt | 102 +++ fev_mediasTrend9_20_50_200.txt | 178 ++++++ fev_panorama920.txt | 107 ++++ fev_panoramaMedias9_20_50_200.txt | 342 ++++++++++ fev_priceActionPrimeiroCandle.txt | 136 ++++ gerenciamento_risco.md | 58 ++ organizacao_B3_Internacional.md | 115 ++++ organizacao_B3_Internacional_horarios.md | 44 ++ tabela_confluencias.md | 74 +++ teoria_ATR.txt | 108 ++++ teoria_IFR.md | 63 ++ teoria_OCO.md | 190 ++++++ teoria_VSA.md | 92 +++ teoria_candlestick.md | 132 ++++ teoria_medias.md | 754 +++++++++++++++++++++++ teoria_panorama_contexto.md | 58 ++ teoria_priceAction_primeirocandle.md | 199 ++++++ teoria_priceaction.md | 222 +++++++ teoria_renko.md | 71 +++ teoria_sentimentosTrade.rb | 65 ++ teoria_tendencia.md | 151 +++++ teoria_tendencia_institucional.md | 58 ++ teoria_tendencia_pivots.md | 81 +++ teoria_volume.md | 172 ++++++ teoria_vwap.md | 93 +++ teoria_wyckoff.md | 94 +++ 53 files changed, 6198 insertions(+) create mode 100644 caracteristicas_WIN_mini_indice.md create mode 100644 caracteristicas_ativos_tecnicos.md create mode 100644 correlacao_ativos.md create mode 100644 eficiencia_tributaria.md create mode 100644 fev_2minReversaoComVolumeWIN.txt create mode 100644 fev_ATRmovimentoDoPrecoComVontade.txt create mode 100644 fev_ContadorCruzamentosMedias.txt create mode 100644 fev_DetectorFasesMercado.txt create mode 100644 fev_DivergenciaIFR.txt create mode 100644 fev_HorarioTurbulencia.txt create mode 100644 fev_MediasSetupDiario.txt create mode 100644 fev_MediasSetupSemana.txt create mode 100644 fev_OBVvolumeVerdadeiro.txt create mode 100644 fev_PainelDecisao.txt create mode 100644 fev_PainelDecisaoAlarme.ntsl.txt create mode 100644 fev_PriceActionAnaliseCorpo.txt create mode 100644 fev_PriceActionAnaliseSombra.txt create mode 100644 fev_PriceActionCorpoSombraExecucao.txt create mode 100644 fev_PriceActionNewton.txt create mode 100644 fev_PriceActionTiposCandlesLeitura.txt create mode 100644 fev_PriceActionVSA_OBV.txt create mode 100644 fev_RegraDeDow_Rompimento.txt create mode 100644 fev_TendenciaLongoPrazo.txt create mode 100644 fev_TendenciaPivoTesteDeOuro.txt create mode 100644 fev_VSAassinaturaInstitucional.txt create mode 100644 fev_VWAPreferenciaPreco.txt create mode 100644 fev_VWAPsemanalDiario.txt create mode 100644 fev_direcaoDoDia.txt create mode 100644 fev_mediasTrend9_20_50_200.txt create mode 100644 fev_panorama920.txt create mode 100644 fev_panoramaMedias9_20_50_200.txt create mode 100644 fev_priceActionPrimeiroCandle.txt create mode 100644 gerenciamento_risco.md create mode 100644 organizacao_B3_Internacional.md create mode 100644 organizacao_B3_Internacional_horarios.md create mode 100644 tabela_confluencias.md create mode 100644 teoria_ATR.txt create mode 100644 teoria_IFR.md create mode 100644 teoria_OCO.md create mode 100644 teoria_VSA.md create mode 100644 teoria_candlestick.md create mode 100644 teoria_medias.md create mode 100644 teoria_panorama_contexto.md create mode 100644 teoria_priceAction_primeirocandle.md create mode 100644 teoria_priceaction.md create mode 100644 teoria_renko.md create mode 100644 teoria_sentimentosTrade.rb create mode 100644 teoria_tendencia.md create mode 100644 teoria_tendencia_institucional.md create mode 100644 teoria_tendencia_pivots.md create mode 100644 teoria_volume.md create mode 100644 teoria_vwap.md create mode 100644 teoria_wyckoff.md diff --git a/caracteristicas_WIN_mini_indice.md b/caracteristicas_WIN_mini_indice.md new file mode 100644 index 0000000..6bdd8d8 --- /dev/null +++ b/caracteristicas_WIN_mini_indice.md @@ -0,0 +1,50 @@ +# WIN Índice: Verdades Operacionais (Alta Aderência) + +## 1) Referências que o WIN mais respeita + +1. **VWAP diária** como eixo institucional intraday. +2. **Máxima e mínima do dia anterior** como zonas objetivas de decisão. +3. **Ajuste e abertura** como níveis de reação e disputa. +4. **Estrutura de preço** (topos/fundos, pivôs, rompimento + reteste). +5. **Região de médias 20/50** como continuidade de tendência. + + +--- + +## 2) Verdades sobre contexto + +- **Sem contexto, sinal perde qualidade.** Candle isolado não é vantagem estatística. +- **Lateralidade destrói setup de tendência.** Em compressão de médias, aumenta falso rompimento. +- **Notícia forte muda regime de risco.** Spread e volatilidade aumentam abruptamente. +- **Liquidez define qualidade técnica.** Horário ruim aumenta ruído e piora execução. + +--- + +## 3) Horários de maior cautela + +- **Abertura/turbulência da manhã:** risco de violino e inversões rápidas. +- **Almoço:** menor liquidez, pior relação risco/retorno. +- **Janelas de indicadores Brasil/EUA:** evitar ficar posicionado na divulgação. + +--- + +## 4) Uso correto da MME9 inicial + +- A **MME9 do início do dia** é referência de contexto de curto prazo. +- Ela **não é alvo obrigatório de preço**. +- Decisão operacional deve priorizar confluência com VWAP, estrutura e direção (20/50). + +--- + +## 5) Regra prática de decisão + +Operar apenas com confluência de: + +1. **Nível** (VWAP/ajuste/máx-mín anterior), +2. **Estrutura** (pivô/rompimento válido), +3. **Direção** (20/50 alinhadas), +4. **Horário limpo** (fora de janela crítica). + +Sem confluência, a melhor decisão é **não operar**. + +Invalidação de segunda falha em 2min. diff --git a/caracteristicas_ativos_tecnicos.md b/caracteristicas_ativos_tecnicos.md new file mode 100644 index 0000000..b40fee2 --- /dev/null +++ b/caracteristicas_ativos_tecnicos.md @@ -0,0 +1,95 @@ +# Ativos com Melhor Resposta à Análise Técnica + +Para que a Análise Técnica (Price Action, Chartismo, Elliott) funcione bem, o ativo precisa de **Liquidez** (para evitar manipulação) e **Volatilidade** (para gerar movimento). + +## 1. Mercado Internacional (Os "Reis" da Técnica) + +Estes são os ativos mais técnicos do mundo. Se você traçar um Fibonacci ou um Suporte neles, o mundo inteiro está vendo a mesma linha. + +| Ativo | Código Futuro | Por que é técnico? | +| :--- | :--- | :--- | +| **S&P 500** | `ES` | **O Padrão Ouro.** É o ativo mais líquido do mundo. Respeita milimetricamente suportes, resistências e médias móveis. Menos "ruído" que o Nasdaq. | +| **Euro vs Dólar** | `6E` (Futuro) / `EURUSD` | O par de moedas mais negociado. Movimentos lentos, cadenciados e extremamente técnicos. Ótimo para iniciantes em mercado global. | +| **Petróleo WTI** | `CL` | Segue tendências longas e duradouras. Quando engata uma direção, dificilmente volta sem um padrão de reversão claro. | +| **Ouro** | `GC` | Respeita muito zonas de oferta e demanda antigas (suportes/resistências de anos atrás). | +| **Bitcoin** | `BTC` | Por ter muita participação de varejo e algoritmos (e nenhum Banco Central controlando), é um dos ativos que mais respeita padrões gráficos puros (Bandeiras, Triângulos). | + +## 2. Mercado Brasileiro (B3) + +No Brasil, a liquidez é concentrada. Fora destes ativos, a análise técnica perde eficiência e o gráfico fica "sujo". + +| Ativo | Código | Características Técnicas | +| :--- | :--- | :--- | +| **Mini Índice** | `WIN` | Respeita bem Price Action intraday (pivôs, pullbacks), mas tem muito "ruído" (violinos) nos 5 minutos. Requer filtros de horário (09:00 - 17:00). | +| **Mini Dólar** | `WDO` | Extremamente técnico, mas muito agressivo. Respeita muito "Pontos de Ajuste", Vwap e máximas/mínimas do dia anterior. | +| **Petrobras** | `PETR4` | A ação mais técnica do Brasil. Alta liquidez permite day trade confiável. Segue muito o petróleo lá fora. | +| **Vale** | `VALE3` | Respeita suportes e resistências, mas costuma abrir com Gaps enormes devido ao minério na China. | +| **Itaú** | `ITUB4` | Movimentos mais "quadrados" e lentos. Bom para Swing Trade, difícil para Day Trade curto. | + +## 3. O que EVITAR (Onde a Análise Técnica falha) + +* **Small Caps sem volume:** Ações que negociam pouco (ex: algumas construtoras menores ou empresas em recuperação judicial). Um único player move o preço, invalidando o gráfico. +* **Horários de baixa liquidez:** Operar o WIN na hora do almoço (12:00 - 13:00) ou depois das 17:30 costuma gerar muitos sinais falsos. +* **Moedas Exóticas:** Pares como USD/TRY (Lira Turca) ou USD/ZAR (Rand) são erráticos e movidos a política, ignorando gráficos. + +### Dica de Ouro +Se você está começando a estudar padrões gráficos clássicos (Oco, Bandeira, Topo Duplo), treine no **S&P 500 (ES)** ou **EUR/USD**. Eles são os "livros didáticos" do mercado. O **WIN** é mais "sujo" e exige mais malícia. + +## 4. Técnicas Operacionais por Ativo (Resumo Prático) + +| Ativo | Técnica que tende a funcionar melhor | O que evitar | +| :--- | :--- | :--- | +| **WINFUT** | **Estrutura de preço** (pivô, rompimento com reteste, pullback em tendência). | Operar rompimento seco sem confirmação de fechamento e sem filtro de horário. | +| **WDOFUT** | **Níveis institucionais** (VWAP, ajuste, máxima/mínima anterior, janelas PTAX). | Operar contra VWAP dominante e ignorar horário de fluxo forte. | +| **WSPFUT/WSFUT** | **Correlação e direção macro** (ES/US500 + abertura americana). | Operar sem checar contexto dos futuros americanos. | +| **BITFUT** | **Momentum/tendência com volume** (continuação após compressão/rompimento). | Forçar operação em lateral curta com volatilidade errática. | +| **PETR4/VALE3/ITUB4** | **Suporte/Resistência + Pullback** em zonas claras, com leitura do contexto setorial. | Ignorar gap de abertura e notícia setorial/global correlata. | + +--- + +## 5. Setups-Chave e Quando Usar + +### 5.1 Rompimento de 2 Falhas (Reversão) +**Ideia:** o preço tenta romper um nível 2 vezes, falha nas duas e depois perde o fundo (ou rompe topo) de defesa. + +**Melhor uso:** +- Em região de resistência/suporte importante. +- Quando aparece exaustão (pavio, perda de força, volume de absorção). + +**Confirmação mínima:** +- Quebra da estrutura de defesa após a segunda falha. +- Fechamento do candle de confirmação fora da micro-estrutura. + +### 5.2 Retração de 50% (Zona de Valor) +**Ideia:** após impulso forte, o preço corrige até metade do movimento para buscar continuidade. + +**Melhor uso:** +- Em tendência já definida (não em lateral). +- Com confluência de média (20/50), VWAP ou suporte/resistência. + +**Confirmação mínima:** +- Candle de reação no 50% (martelo, engolfo, rejeição). +- Entrada na superação/perda do candle gatilho. + +### 5.3 Outros Setups de Alta Probabilidade +- **Rompimento + Reteste:** rompe nível, volta para testar e continua. +- **Pullback na MME 20:** tendência clara com retorno controlado à média. +- **Pivô 1-2-3:** mudança de estrutura com confirmação de continuidade. +- **VWAP Reclaim/Reject:** recuperação ou rejeição da VWAP em contexto direcional. + +--- + +## 6. Características que Você Precisa Observar Antes de Operar + +1. **Regime do mercado:** tendência ou lateralização? +2. **Liquidez do horário:** está em janela boa ou em horário "morto"? +3. **Distância do preço para média/VWAP:** está esticado ou em zona de valor? +4. **Inclinação das médias:** 20 e 50 confirmam direção? +5. **Estrutura válida:** houve rompimento real ou só violino? +6. **Volume:** confirma movimento ou mostra absorção? +7. **Contexto externo:** notícia, abertura EUA, correlação com ativo líder. + +### Regra de decisão rápida +- **Confluência completa:** operar. +- **Confluência parcial:** reduzir mão. +- **Sem confluência:** não operar. \ No newline at end of file diff --git a/correlacao_ativos.md b/correlacao_ativos.md new file mode 100644 index 0000000..285d39e --- /dev/null +++ b/correlacao_ativos.md @@ -0,0 +1,23 @@ +# Tabela de Correlações e Confirmações (Teoria de Dow) + +Esta tabela serve como guia rápido para validar tendências e entradas baseadas no princípio de confirmação entre índices. + +## B3 (Brasil) + +| Ativo Principal | Ativo de Confirmação | Tipo de Correlação | Interpretação para Alta (Compra) | Interpretação para Baixa (Venda) | +| :--- | :--- | :--- | :--- | :--- | +| **WIN (Índice Futuro)** | **DOL/WDO (Dólar Futuro)** | **Inversa** | WIN sobe / WDO cai | WIN cai / WDO sobe | +| **IBOV (Ibovespa)** | **Blue Chips (VALE3, PETR4)** | **Positiva** | IBOV sobe / VALE3 e PETR4 sobem | IBOV cai / VALE3 e PETR4 caem | +| **IBOV / WIN** | **DI (Juros Futuros)** | **Inversa** | Bolsa sobe / Juros (DI) caem | Bolsa cai / Juros (DI) sobem | + +## Internacional (EUA) e Global + +| Ativo Principal | Ativo de Confirmação | Tipo de Correlação | Interpretação para Alta (Compra) | Interpretação para Baixa (Venda) | +| :--- | :--- | :--- | :--- | :--- | +| **ES (S&P 500)** | **NQ (Nasdaq 100)** | **Positiva** | Ambos renovam máximas ou sobem juntos | Ambos renovam mínimas ou caem juntos | +| **ES (S&P 500)** | **RTY (Russell 2000)** | **Positiva** | Small caps acompanham a alta das Large caps | Aversão a risco generalizada (ambos caem) | +| **WIN (Brasil)** | **ES (S&P 500)** | **Positiva** | S&P 500 subindo ajuda a puxar o WIN | S&P 500 caindo pressiona o WIN para baixo | + +## Notas de Uso +1. **Divergências:** Se o Ativo Principal faz um novo topo e o Ativo de Confirmação falha em fazer um novo topo, há uma **Divergência de Baixa** (fraqueza). +2. **Timing:** Utilize essas correlações para filtrar entradas. Evite comprar WIN se o WDO/DOL estiver explodindo para cima ou se o S&P 500 estiver derretendo. \ No newline at end of file diff --git a/eficiencia_tributaria.md b/eficiencia_tributaria.md new file mode 100644 index 0000000..1868299 --- /dev/null +++ b/eficiencia_tributaria.md @@ -0,0 +1,101 @@ +# Planejamento de Rentabilidade e Eficiência Tributária + +## 1. Estrutura de Custos (B3 + Corretora) +Para "pagar a operação", você precisa cobrir os custos antes de pensar no lucro. + +### Custos Diretos (Estimativa) +* **Corretagem (Toro):** Geralmente Zero (com RLP ativo). *Verificar seu plano.* +* **Emolumentos B3 (Taxas de Bolsa):** + * **Mini Índice (WIN):** Aprox. R$ 0,25 por contrato (Compra + Venda). + * **Mini Dólar (WDO):** Aprox. R$ 2,40 por contrato (Compra + Venda). +* **ISS:** Incide sobre a corretagem (se houver). + +### O "Ponto de Empate" (Breakeven) +Quanto você precisa andar para não perder dinheiro? + +* **Mini Índice (WIN):** + * Valor por Tick (5 pts): R$ 1,00. + * Custo: ~R$ 0,25. + * **Conclusão:** 1 Tick (5 pts) já paga os custos e sobra R$ 0,75. +* **Mini Dólar (WDO):** + * Valor por Tick (0,5 pts): R$ 5,00. + * Custo: ~R$ 2,40. + * **Conclusão:** 1 Tick (0,5 pts) paga os custos e sobra R$ 2,60. + +## 2. Tributação no Brasil (Regras Oficiais) +Não há como "fugir" legalmente se você opera na B3 via CPF residente no Brasil. A corretora retém o "Dedo-duro" (IRRF). + +* **Day Trade:** 20% sobre o lucro líquido mensal. + * *Dedo-duro:* 1% retido na fonte. +* **Swing Trade:** 15% sobre o lucro líquido mensal. + * *Isenção:* Apenas para vendas de AÇÕES até R$ 20k/mês. **Não existe isenção para Futuros (Índice/Dólar).** +* **Compensação de Prejuízos:** Prejuízos anteriores podem ser abatidos do lucro atual (dentro da mesma modalidade: DT com DT, ST com ST). + +## 3. Estratégia OCO para Rentabilidade Mínima +Para garantir que a operação valha a pena após taxas e IR (20%), seu Payoff deve ser positivo. + +**Fórmula do Lucro Real:** +`Lucro Líquido = (Ganho Bruto - Custos B3) * 0.80 (IR)` + +**Sugestão de Risco/Retorno (R:R):** +Nunca opere para ganhar menos que o risco, pois os custos comem a margem. +* **Mínimo Aceitável:** 1.5 : 1 (Ganhar 1.5x o Risco). +* **Ideal:** 2 : 1 ou superior. + +**Exemplo Prático (WIN):** +* **Stop Loss:** 100 pontos (R$ 20,00). +* **Alvo Mínimo (1.5x):** 150 pontos (R$ 30,00). +* **Custo:** R$ 0,25. +* **Resultado:** (30 - 20 - 0,25) = R$ 9,75 (se acertar 50% das vezes, a conta fecha). + +## 4. Planejamento Internacional (Offshore e Cripto) +*Atenção: A elisão fiscal (planejamento) é legal; a evasão fiscal (sonegação) é crime.* + +### O Conceito de "Paraíso Fiscal" e Bitcoin +A ideia de usar um cartão pré-pago em Bitcoin emitido no exterior para gastar lucros sem tributação no Brasil envolve riscos legais significativos. +### Níveis de Uso de Paraísos Fiscais + +1. **Residência Fiscal:** Se você mora no Brasil, é tributado sobre sua renda **global**. +2. **Lei das Offshores (Lei 14.754/2023):** Mudou a regra. Agora, rendimentos no exterior (aplicações financeiras e entidades controladas) são tributados em 15% anualmente, independente de repatriação. +3. **Criptoativos:** + * Venda de cripto (mesmo via cartão) é fato gerador de imposto (Ganho de Capital) se houver lucro na variação cambial/valorização. + * Isenção antiga de R$ 35k para cripto no exterior é discutível com a nova lei (muitos juristas entendem que cripto em exchange gringa entra na regra dos 15% sem isenção). +**Nível 1: "Offshore Light" (Pessoa Física em Corretora de Paraíso Fiscal)** +* **Como funciona:** Você abre conta na Tickmill (Seychelles) ou similar com seu CPF. +* **Vantagem:** Acesso a mercados globais, alavancagem alta, sem retenção de imposto na fonte pelo país de origem. +* **Tributação:** Segue a regra geral de 15% sobre o lucro anual (Lei 14.754). +* **Custo:** Zero (apenas taxas de trade). + +### Tickmill e Corretoras de CFD (Regra 2024) +* **Natureza:** Tickmill é uma corretora internacional (CFDs). +* **Imposto:** Segue a Lei 14.754 (Investimentos Financeiros no Exterior). +* **Alíquota:** 15% sobre o lucro anual (incluindo ganho de capital e variação cambial). Não há isenção de pequeno valor. +**Nível 2: "Offshore Pro" (PIC - Private Investment Company)** +* **Como funciona:** Você abre uma empresa (PJ) em um paraíso fiscal (ex: BVI, Cayman) e a empresa abre a conta na corretora. +* **Vantagem:** Diferimento fiscal (em alguns casos específicos de balanço) e sucessão patrimonial (não entra em inventário no Brasil). +* **Custo:** Alto (~US$ 2.000 para abrir + ~US$ 1.500 anuais de manutenção). +* **Indicação:** Apenas para patrimônio acima de US$ 300.000. Abaixo disso, o custo de manutenção come a economia tributária. + +### Alternativa Legal (Eficiência Tributária) +* **Prejuízos:** A melhor forma de pagar menos imposto legalmente é gerir seus prejuízos. Anote cada centavo perdido para abater dos lucros futuros. +* **Custos:** Lance todas as taxas de corretagem e emolumentos como despesa para reduzir a base de cálculo do IR. +### Fluxo Operacional (Looping Cripto) +Muitos traders utilizam criptoativos para movimentar recursos entre o Paraíso Fiscal e o consumo, visando agilidade e privacidade. + +1. **Envio:** BRL (Brasil) -> USDT (Exchange BR) -> Carteira Tickmill (Depósito via Cripto). +2. **Operação:** Lucro em Dólar na Tickmill (Seychelles). +3. **Saque:** Tickmill -> USDT (Wallet Privada/Ledger). +4. **Uso:** USDT -> Cartão de Débito Cripto Internacional (emitido em jurisdição offshore). + * *Nota:* O uso do cartão caracteriza "disponibilidade da renda" e é fato gerador de imposto, mas ocorre fora do sistema bancário tradicional brasileiro (Bacen). + +### Resumo da Estratégia "Offshore" (Cenário Hipotético) +Se o objetivo é operar mercados internacionais (Forex/S&P500 lá fora) e manter em cripto: +1. Abrir conta em corretora internacional que aceite depósito em Cripto. +2. Lucros mantidos em USDT/BTC. +3. Uso de cartões de débito cripto (ex: baseados em paraísos fiscais). + * *Risco:* A Receita Federal cruza dados de intercâmbio de informações financeiras (CRS). Se a exchange reportar, você cai na malha fina. + * *Custo:* Spreads de conversão cripto/fiat nesses cartões costumam ser altos (2% a 5%), o que pode ser mais caro que o imposto legal de 15% sobre ganho de capital (até 5 milhões). + +**Conclusão:** Para operações na B3 (Brasil), não há como usar estrutura offshore para fugir do IR de 20%, pois a fonte (B3) é local. Essa estratégia só se aplica a operações feitas em corretoras do exterior. + +Até que valor posso ganhar sem pagar imposto mensal? \ No newline at end of file diff --git a/fev_2minReversaoComVolumeWIN.txt b/fev_2minReversaoComVolumeWIN.txt new file mode 100644 index 0000000..2e98ae9 --- /dev/null +++ b/fev_2minReversaoComVolumeWIN.txt @@ -0,0 +1,220 @@ +{ + Indicador: fev_2minReversaoComVolumeWIN + Autor: Wesley (Gemini Code Assist) + Descrição: Identifica velas de reversão (Martelo/Estrela) validadas por + Volume acima da média (Lei de Esforço vs Resultado). +} + +input + UsarPresetRegime(true); + RegimePreset(1); // 1=Manhã Forte, 2=Almoço, 3=Pós-14h, 0=Manual + AtivarAnalisePrimeiroCandle(true); + FatorVolume(1.5); // No WIN 2min, 1.5x tende a capturar melhor absorção relevante + PeriodoMedia(20); + MultiplicadorPavio(1.5); // Pavio principal em relação ao corpo + MaxPavioOpostoCorpo(1.2); // Limite do pavio oposto em relação ao corpo + UsarFiltroProximidadeMME20(false); + DistanciaMaxMME20Perc(0.35); // Distância máxima (%) do fechamento para a MME20 + +var + vMediaVol, fMME20, fDistanciaMME20Perc : float; + fFatorVolumeEfetivo, fMultiplicadorPavioEfetivo, fMaxPavioOpostoEfetivo, fDistMaxMME20Efetiva : float; + bVolumeAlto : boolean; + bMartelo, bEstrela, bRejeicaoForteAlta, bRejeicaoForteBaixa : boolean; + bDojiPrimeiro, bAbsorcaoPrimeiro, bIniciativaAltaPrimeiro, bIniciativaBaixaPrimeiro : boolean; + bGapAltaPrimeiro, bGapBaixaPrimeiro, bArmadilhaPrimeiro : boolean; + fMaxAnterior, fMinAnterior : float; + TamCorpo, TamPavioSup, TamPavioInf, Range, fFechamentoPosicao : float; + CorAbsorcaoFundo, CorAbsorcaoTopo, CorNeutra, CorRejeicaoContexto, CorIndefinicao : integer; + bMesmoDia, bProximoMME20, bUsarFiltroProxEfetivo : boolean; + iRegimeEfetivo : integer; + +begin + // --- 1. CONFIGURAÇÃO --- + CorAbsorcaoFundo := RGB(0, 255, 0); // Verde (Sentido de Alta) + CorAbsorcaoTopo := RGB(255, 0, 0); // Vermelho (Sentido de Baixa) + CorNeutra := RGB(105, 105, 105); // Cinza Escuro + CorRejeicaoContexto := RGB(255, 140, 0); // Laranja (Rejeição forte por contexto) + CorIndefinicao := RGB(255, 255, 255); // Branco + + // --- 1.1 PRESET DE REGIME (PARTE PRINCIPAL) --- + iRegimeEfetivo := RegimePreset; + if (iRegimeEfetivo < 0) then + iRegimeEfetivo := 0; + if (iRegimeEfetivo > 3) then + iRegimeEfetivo := 3; + + // Fallback manual + fFatorVolumeEfetivo := FatorVolume; + fMultiplicadorPavioEfetivo := MultiplicadorPavio; + fMaxPavioOpostoEfetivo := MaxPavioOpostoCorpo; + bUsarFiltroProxEfetivo := UsarFiltroProximidadeMME20; + fDistMaxMME20Efetiva := DistanciaMaxMME20Perc; + + if UsarPresetRegime then + begin + // 1 = Manhã forte (09:00-11:00) + if (iRegimeEfetivo = 1) then + begin + fFatorVolumeEfetivo := 1.7; + fMultiplicadorPavioEfetivo := 1.6; + fMaxPavioOpostoEfetivo := 1.0; + bUsarFiltroProxEfetivo := True; + fDistMaxMME20Efetiva := 0.30; + end + // 2 = Almoço (12:00-13:00) + else if (iRegimeEfetivo = 2) then + begin + fFatorVolumeEfetivo := 1.9; + fMultiplicadorPavioEfetivo := 1.8; + fMaxPavioOpostoEfetivo := 0.9; + bUsarFiltroProxEfetivo := True; + fDistMaxMME20Efetiva := 0.25; + end + // 3 = Pós-14h (14:00-17:00) + else if (iRegimeEfetivo = 3) then + begin + fFatorVolumeEfetivo := 1.5; + fMultiplicadorPavioEfetivo := 1.5; + fMaxPavioOpostoEfetivo := 1.2; + bUsarFiltroProxEfetivo := True; + fDistMaxMME20Efetiva := 0.35; + end; + end; + + // --- PINTURA PADRÃO --- + PaintBar(CorNeutra); // Pinta tudo de cinza antes de verificar os sinais + + // --- 2. ANÁLISE DE VOLUME (O ESFORÇO) --- + vMediaVol := Media(PeriodoMedia, Volume); + fMME20 := MediaExp(20, Close); + // Verifica se o volume atual é relevante (ex: > 1.5x a média) + bVolumeAlto := Volume >= (vMediaVol * fFatorVolumeEfetivo); + + // --- 2.1 FILTRO OPCIONAL: PROXIMIDADE DA MME20 --- + if (fMME20 > 0) then + fDistanciaMME20Perc := (Abs(Close - fMME20) / fMME20) * 100 + else + fDistanciaMME20Perc := 999; + + bProximoMME20 := (fDistanciaMME20Perc <= fDistMaxMME20Efetiva); + + // --- 3. ANATOMIA DO CANDLE (O RESULTADO) --- + Range := High - Low; + TamCorpo := Abs(Open - Close); + TamPavioSup := High - Max(Open, Close); + TamPavioInf := Min(Open, Close) - Low; + if (Range > 0) then + fFechamentoPosicao := (Close - Low) / Range + else + fFechamentoPosicao := 0.5; + fMaxAnterior := High[1]; + fMinAnterior := Low[1]; + bMesmoDia := (Date = Date[1]); + + // Análise dedicada do primeiro candle do dia + if (Range > 0) and (not bMesmoDia) and AtivarAnalisePrimeiroCandle then + begin + bDojiPrimeiro := (TamCorpo <= (Range * 0.10)); + bAbsorcaoPrimeiro := bVolumeAlto and (TamCorpo <= (Range * 0.35)); + + bIniciativaAltaPrimeiro := (Close > Open) + and bVolumeAlto + and (TamCorpo >= (Range * 0.60)) + and (fFechamentoPosicao >= 0.75); + + bIniciativaBaixaPrimeiro := (Close < Open) + and bVolumeAlto + and (TamCorpo >= (Range * 0.60)) + and (fFechamentoPosicao <= 0.25); + + bGapAltaPrimeiro := (Open > Close[1]); + bGapBaixaPrimeiro := (Open < Close[1]); + + bArmadilhaPrimeiro := (bGapAltaPrimeiro and (Close < Open) and (TamPavioSup >= (TamCorpo * (fMultiplicadorPavioEfetivo + 0.2)))) + or (bGapBaixaPrimeiro and (Close > Open) and (TamPavioInf >= (TamCorpo * (fMultiplicadorPavioEfetivo + 0.2)))); + + if bArmadilhaPrimeiro then + begin + PaintBar(CorRejeicaoContexto); + PlotText("1C_TRAP", CorRejeicaoContexto, 8, 0, Close); + end + else if bIniciativaAltaPrimeiro then + begin + PaintBar(CorAbsorcaoFundo); + PlotText("1C_UP", CorAbsorcaoFundo, 8, 0, Low * 0.999); + end + else if bIniciativaBaixaPrimeiro then + begin + PaintBar(CorAbsorcaoTopo); + PlotText("1C_DN", CorAbsorcaoTopo, 8, 0, High * 1.001); + end + else if bAbsorcaoPrimeiro or bDojiPrimeiro then + PaintBar(CorIndefinicao) + else if (Close > Open) then + PaintBar(CorAbsorcaoFundo) + else if (Close < Open) then + PaintBar(CorAbsorcaoTopo) + else + PaintBar(CorIndefinicao); + end; + + // Proteção contra divisão por zero + // Ignora o primeiro candle do dia para evitar sinal falso na abertura + if (Range > 0) and bMesmoDia then + begin + // Definição de Martelo (Força Compradora) + // Pavio inferior dominante e pavio superior controlado + bMartelo := (TamPavioInf >= (TamCorpo * fMultiplicadorPavioEfetivo)) and (TamPavioSup <= (TamCorpo * fMaxPavioOpostoEfetivo)); + + // Definição de Estrela (Força Vendedora) + // Pavio superior dominante e pavio inferior controlado + bEstrela := (TamPavioSup >= (TamCorpo * fMultiplicadorPavioEfetivo)) and (TamPavioInf <= (TamCorpo * fMaxPavioOpostoEfetivo)); + + // Rejeição forte por contexto (pinta laranja mesmo sem volume) + // Alta: varre mínima anterior e fecha recuperando com pavio inferior dominante + bRejeicaoForteAlta := (Low < fMinAnterior) + and (Close > Open) + and (Close >= (Low + (Range * 0.55))) + and (TamPavioInf >= (TamCorpo * (fMultiplicadorPavioEfetivo + 0.3))); + + // Baixa: varre máxima anterior e fecha rejeitando com pavio superior dominante + bRejeicaoForteBaixa := (High > fMaxAnterior) + and (Close < Open) + and (Close <= (High - (Range * 0.55))) + and (TamPavioSup >= (TamCorpo * (fMultiplicadorPavioEfetivo + 0.3))); + + // --- 4. SINALIZAÇÃO --- + + // 4.1 Contexto de rejeição forte (prioridade, independente de volume) + if (bRejeicaoForteAlta or bRejeicaoForteBaixa) then + begin + PaintBar(CorRejeicaoContexto); + PlotText("RJ", CorRejeicaoContexto, 8, 0, Close); + end + else + begin + + // Só sinaliza se tiver Volume Alto + Padrão de Reversão + // e, opcionalmente, preço perto da MME20 para reduzir ruído de lateral + if bVolumeAlto and ((not bUsarFiltroProxEfetivo) or bProximoMME20) then + begin + if bMartelo then + begin + PaintBar(CorAbsorcaoFundo); // Pinta o candle atual + PaintBar(CorAbsorcaoFundo); // Reforça coloração no candle de sinal + PlotText("ABS", CorAbsorcaoFundo, 8, 0, Low * 0.999); + Alert(CorAbsorcaoFundo); + end; + + if bEstrela then + begin + PaintBar(CorAbsorcaoTopo); // Pinta o candle atual + PaintBar(CorAbsorcaoTopo); // Reforça coloração no candle de sinal + PlotText("ABS", CorAbsorcaoTopo, 8, 0, High * 1.001); + Alert(CorAbsorcaoTopo); + end; + end; + end; + end; +end; \ No newline at end of file diff --git a/fev_ATRmovimentoDoPrecoComVontade.txt b/fev_ATRmovimentoDoPrecoComVontade.txt new file mode 100644 index 0000000..e32fee2 --- /dev/null +++ b/fev_ATRmovimentoDoPrecoComVontade.txt @@ -0,0 +1,52 @@ +{ + Estratégia: Keltner ATR Breakout + Descrição: Colore candles que fecham fora do Canal de Keltner (Média +/- ATR). + Plataforma: ProfitChart (NTSL) +} + +Input + PeriodoMedia(20); // Média de tendência + PeriodoATR(14); // Período clássico do ATR + FatorVolatilidade(1.3); // Recalibrado para 1.3 para capturar movimentos mais curtos + +Var + vMedia : Real; + vATR : Real; + BandaSup : Real; + BandaInf : Real; + CorAlta : Integer; + CorBaixa : Integer; + CorNeutra : Integer; + +Begin + // Definição de Cores RGB Vivas + CorAlta := RGB(0, 255, 0); + CorBaixa := RGB(255, 0, 0); + CorNeutra := RGB(128, 128, 128); + + // Cálculo da Média Central (Exponencial) + // Usando sintaxe em Ingles para compatibilidade (XAverage = Media Exponencial) + vMedia := XAverage(Close, PeriodoMedia); + + // Cálculo da Volatilidade (Usando Summation/Soma para contornar erro de nome da funcao Average) + vATR := Summation(High - Low, PeriodoATR) / PeriodoATR; + + // Definição das Bandas do Canal + BandaSup := vMedia + (vATR * FatorVolatilidade); + BandaInf := vMedia - (vATR * FatorVolatilidade); + + // 1. Pinta tudo de cinza (Neutro/Dentro do Canal - AGUARDAR) + PaintBar(CorNeutra); + + // 2. Verifica Rompimento de Alta (COMPRA - Força) + If (Close > BandaSup) and (Close > Open) then + PaintBar(CorAlta); + + // 3. Verifica Rompimento de Baixa (VENDA - Força) + If (Close < BandaInf) and (Close < Open) then + PaintBar(CorBaixa); + + // Plotagem das linhas para conferência visual + Plot(BandaSup); + Plot2(BandaInf); +End; \ No newline at end of file diff --git a/fev_ContadorCruzamentosMedias.txt b/fev_ContadorCruzamentosMedias.txt new file mode 100644 index 0000000..40723e3 --- /dev/null +++ b/fev_ContadorCruzamentosMedias.txt @@ -0,0 +1,93 @@ +{ + Indicador: fev_ContadorCruzamentosMedias + Objetivo: Contar no intraday quantos cruzamentos ocorrem por dia entre: + 1) MME20 x MMA50 + 2) MMA50 x MMA200 + Observação: Não depende de exportação de dados. +} + +input + PeriodoMME20(20); + PeriodoMMA50(50); + PeriodoMMA200(200); + ContarApenasHorarioRegular(true); + HoraInicio(900); + HoraFim(1755); + MarcarCruzamentosNoPreco(true); + +var + fMME20, fMMA50, fMMA200 : float; + iHoraAtual, iHoraHHMM : integer; + iCruz2050Dia, iCruz50200Dia : integer; + bNovoDia, bMesmoDia, bDentroHorario : boolean; + bCruz2050Alta, bCruz2050Baixa : boolean; + bCruz50200Alta, bCruz50200Baixa : boolean; + c2050, c50200, cMarca2050, cMarca50200 : integer; + +begin + // Cores + c2050 := RGB(255, 0, 255); // Fúcsia (contador 20x50) + c50200 := RGB(0, 255, 255); // Ciano (contador 50x200) + cMarca2050 := RGB(255, 215, 0); // Dourado (marca cruzamento 20x50 no preço) + cMarca50200 := RGB(255, 255, 255); // Branco (marca cruzamento 50x200 no preço) + + // Horário em HHMM + iHoraAtual := Time; + if (iHoraAtual > 2359) then + iHoraHHMM := iHoraAtual / 100 + else + iHoraHHMM := iHoraAtual; + + bNovoDia := (Date <> Date[1]); + bMesmoDia := (Date = Date[1]); + + // Reset diário + if bNovoDia then + begin + iCruz2050Dia := 0; + iCruz50200Dia := 0; + end; + + // Faixa horária de contagem + if ContarApenasHorarioRegular then + bDentroHorario := (iHoraHHMM >= HoraInicio) and (iHoraHHMM <= HoraFim) + else + bDentroHorario := True; + + // Médias + fMME20 := MediaExp(PeriodoMME20, Close); + fMMA50 := Media(PeriodoMMA50, Close); + fMMA200 := Media(PeriodoMMA200, Close); + + // Cruzamentos apenas dentro do mesmo dia (evita contar transição de pregão) + bCruz2050Alta := bMesmoDia and bDentroHorario and (fMME20 > fMMA50) and (fMME20[1] <= fMMA50[1]); + bCruz2050Baixa := bMesmoDia and bDentroHorario and (fMME20 < fMMA50) and (fMME20[1] >= fMMA50[1]); + + bCruz50200Alta := bMesmoDia and bDentroHorario and (fMMA50 > fMMA200) and (fMMA50[1] <= fMMA200[1]); + bCruz50200Baixa := bMesmoDia and bDentroHorario and (fMMA50 < fMMA200) and (fMMA50[1] >= fMMA200[1]); + + if (bCruz2050Alta or bCruz2050Baixa) then + iCruz2050Dia := iCruz2050Dia + 1; + + if (bCruz50200Alta or bCruz50200Baixa) then + iCruz50200Dia := iCruz50200Dia + 1; + + // Exibe os contadores em painel de indicador + Plot(iCruz2050Dia); + SetPlotColor(1, c2050); + SetPlotWidth(1, 2); + + Plot2(iCruz50200Dia); + SetPlotColor(2, c50200); + SetPlotWidth(2, 2); + + // Marca no preço cada evento de cruzamento + if MarcarCruzamentosNoPreco then + begin + if (bCruz2050Alta or bCruz2050Baixa) then + PlotText("X2050", cMarca2050, 8, 0, Close); + + if (bCruz50200Alta or bCruz50200Baixa) then + PlotText("X50200", cMarca50200, 8, 0, Close); + end; +end; \ No newline at end of file diff --git a/fev_DetectorFasesMercado.txt b/fev_DetectorFasesMercado.txt new file mode 100644 index 0000000..95e658d --- /dev/null +++ b/fev_DetectorFasesMercado.txt @@ -0,0 +1,85 @@ +{ + Indicador: fev_DetectorFasesMercado + Autor: Wesley (Gemini Code Assist) + Descrição: Identifica as 4 Fases do Mercado (Wyckoff/Dow) baseando-se na + inclinação da Média de 20 e posição relativa à Média de 200. +} + +var + mme20, mma200 : float; + inclinacao20 : float; + faseMercado : string; + corFundo : integer; + limiarFlat : float; + +begin + // --- 1. CÁLCULOS --- + mme20 := MediaExp(20, Close); + mma200 := Media(200, Close); + + // Calcula a inclinação da média (Diferença entre a média atual e a anterior) + inclinacao20 := mme20 - mme20[1]; + + // Define o que é "Flat" (Lateral). Ajuste conforme o ativo. + // Para Índice (WIN), 5 a 10 pontos. Para Dólar (WDO), 0.5 a 1 ponto. + // Aqui usamos um valor genérico proporcional ao preço para funcionar em BITFUT/WSPFUT + limiarFlat := Close * 0.0002; // 0.02% do preço + + // --- 2. LÓGICA DE DECISÃO --- + + // Cenário A: Tendência Definida (Alta ou Baixa) + if (Abs(inclinacao20) > limiarFlat) then + begin + if (inclinacao20 > 0) and (Close > mme20) then + begin + faseMercado := "FASE 2: TENDÊNCIA DE ALTA (Markup)"; + corFundo := RGB(230, 255, 230); // Fundo Verde Claro + end + else if (inclinacao20 < 0) and (Close < mme20) then + begin + faseMercado := "FASE 4: TENDÊNCIA DE BAIXA (Markdown)"; + corFundo := RGB(255, 230, 230); // Fundo Vermelho Claro + end + else + begin + // Preço cruzando a média inclinada (Correção complexa) + faseMercado := "CORREÇÃO / INDEFINIDO"; + corFundo := RGB(240, 240, 240); // Cinza Claro + end; + end + // Cenário B: Lateralidade (Acumulação ou Distribuição) + else + begin + // Se está lateral ACIMA da 200 -> Provável Distribuição ou Reacumulação + if (Close > mma200) then + begin + faseMercado := "FASE 3: DISTRIBUIÇÃO (Lateral de Topo)"; + corFundo := RGB(255, 250, 205); // Amarelo Claro + end + // Se está lateral ABAIXO da 200 -> Provável Acumulação + else + begin + faseMercado := "FASE 1: ACUMULAÇÃO (Lateral de Fundo)"; + corFundo := RGB(230, 240, 255); // Azul Claro + end; + end; + + // --- 3. VISUALIZAÇÃO --- + + // Pinta o candle (SetChartColor não foi reconhecido neste contexto) + PaintBar(corFundo); + + // Escreve a fase no topo do candle + PlotText(faseMercado, RGB(255, 255, 255), 8, 0, High * 1.002); + + // Plota as médias para referência visual + Plot(mme20); + Plot2(mma200); + + // Configura as cores das linhas (Usando RGB para evitar erros de constante) + SetPlotColor(1, RGB(255, 0, 255)); // Fuchsia + SetPlotWidth(1, 2); + SetPlotColor(2, RGB(255, 255, 255)); // White + SetPlotWidth(2, 2); + +end; \ No newline at end of file diff --git a/fev_DivergenciaIFR.txt b/fev_DivergenciaIFR.txt new file mode 100644 index 0000000..eefc0d9 --- /dev/null +++ b/fev_DivergenciaIFR.txt @@ -0,0 +1,58 @@ +// { +// Indicador: fev_DivergenciaIFR +// Descrição: Identifica divergências clássicas entre Preço e IFR (RSI). +// Sinaliza exaustão de movimento antes da reversão. +// Autor: Wesley +// } + +var + fIFR : float; + iPeriodo : Integer; + fTopoPreco, fFundoPreco : float; + fTopoIFR, fFundoIFR : float; + cCorDivergenciaBaixa, cCorDivergenciaAlta : Integer; + +begin + iPeriodo := 14; // Período padrão do IFR + fIFR := IFR(iPeriodo); + + // Cores de Alerta + cCorDivergenciaBaixa := RGB(255, 140, 0); // Laranja (Cuidado na Compra) + cCorDivergenciaAlta := RGB(0, 255, 255); // Ciano (Cuidado na Venda) + + // --- Lógica de Divergência de Baixa (Topo) --- + // Preço faz Topo Mais Alto, mas IFR faz Topo Mais Baixo + if (High > High[1]) and (High > High[2]) then // Topo no Preço + begin + // Verifica se o IFR não acompanhou a força + if (fIFR < fIFR[1]) or (fIFR < fIFR[2]) then + begin + // Filtro: IFR deve estar em zona de sobrecompra (> 60) para ser relevante + if (fIFR > 60) then + begin + PlotText("DIV BAIXA", cCorDivergenciaBaixa, 0, High + (Range * 0.5)); + // Opcional: Pintar barra de alerta + // PaintBar(cCorDivergenciaBaixa); + end; + end; + end; + + // --- Lógica de Divergência de Alta (Fundo) --- + // Preço faz Fundo Mais Baixo, mas IFR faz Fundo Mais Alto + if (Low < Low[1]) and (Low < Low[2]) then // Fundo no Preço + begin + // Verifica se o IFR não acompanhou a fraqueza + if (fIFR > fIFR[1]) or (fIFR > fIFR[2]) then + begin + // Filtro: IFR deve estar em zona de sobrevenda (< 40) + if (fIFR < 40) then + begin + PlotText("DIV ALTA", cCorDivergenciaAlta, 0, Low - (Range * 0.5)); + // Opcional: Pintar barra de alerta + // PaintBar(cCorDivergenciaAlta); + end; + end; + end; + + // Plot(fIFR); // Descomente se quiser ver a linha do IFR +end; \ No newline at end of file diff --git a/fev_HorarioTurbulencia.txt b/fev_HorarioTurbulencia.txt new file mode 100644 index 0000000..8d20ebf --- /dev/null +++ b/fev_HorarioTurbulencia.txt @@ -0,0 +1,44 @@ +// { +// Indicador: fev_HorarioTurbulencia +// Descrição: Pinta o fundo do gráfico em horários de alta volatilidade/risco. +// Baseado nas regras do OperacionalSetupTrader.md +// Autor: Wesley +// } + +var + iHora, iMinuto : Integer; + cCorPerigo, cCorAlerta : Integer; + +begin + iHora := Time / 100; + iMinuto := Time mod 100; + + cCorPerigo := RGB(255, 230, 230); // Vermelho Claro (Zona Proibida) + cCorAlerta := RGB(255, 255, 224); // Amarelo Claro (Atenção) + + // --- ZONA 1: Abertura das Ações BR + Ptax (10:00 - 10:15) --- + // O "Samba do Crioulo Doido" + if (iHora = 10) and (iMinuto >= 00) and (iMinuto <= 15) then + begin + SetChartColor(cCorPerigo); + end + + // --- ZONA 2: Abertura NYSE (10:30 - 10:45 ou 11:30 dependendo do horário verão) --- + // Ajuste conforme horário de verão. Aqui configurado para 10:30 padrão. + else if (iHora = 10) and (iMinuto >= 30) and (iMinuto <= 45) then + begin + SetChartColor(cCorAlerta); + end + + // --- ZONA 3: Fechamento / Leilão (17:50+) --- + else if (iHora >= 17) and (iMinuto >= 50) then + begin + SetChartColor(cCorPerigo); + end + + // --- Horário Normal --- + else + begin + // Mantém a cor padrão do fundo (não faz nada) + end; +end; \ No newline at end of file diff --git a/fev_MediasSetupDiario.txt b/fev_MediasSetupDiario.txt new file mode 100644 index 0000000..be7ee72 --- /dev/null +++ b/fev_MediasSetupDiario.txt @@ -0,0 +1,74 @@ +// { +// Indicador: fev_MediasSetupDiario +// Descrição: Plota médias e colore candles baseado na confluência (Leque/Tendência). +// Autor: Wesley +// } + +var + // Médias + mme9, mme14, mme20, mma50, mma200 : float; + + // Cores + cAmarela, cLaranja, cFucsia, cCiano, cBranca : integer; // Cores das Linhas + cCandleCiano, cCandleFuchsia, cCandleVerde, cCandleVermelho, cCandleCinza : integer; // Cores dos Candles + +begin + // --- Inicialização das Cores das Linhas --- + cAmarela := RGB(255, 255, 0); // 9 MME + cLaranja := RGB(255, 165, 0); // 14 MME + cFucsia := RGB(255, 0, 255); // 20 MME + cCiano := RGB(0, 255, 255); // 50 MMA + cBranca := RGB(255, 255, 255);// 200 MMA + + // --- Inicialização das Cores dos Candles --- + cCandleCiano := RGB(0, 255, 255); // Compra Forte (Leque Aberto) + cCandleFuchsia := RGB(255, 0, 255); // Venda Forte (Leque Aberto) + cCandleVerde := RGB(0, 255, 0); // Compra (Tendência) + cCandleVermelho := RGB(255, 0, 0); // Venda (Tendência) + cCandleCinza := RGB(105, 105, 105); // Neutro (Embolado) + + // --- Cálculo das Médias Móveis --- + mme9 := MediaExp(9, Close); + mme14 := MediaExp(14, Close); + mme20 := MediaExp(20, Close); + mma50 := Media(50, Close); + mma200 := Media(200, Close); + + // --- Lógica de Coloração (Confluência) --- + PaintBar(cCandleCinza); // Default: Sem confluência / Embolado + + // 1. Confluência Forte (Leque Aberto Perfeito) + // Ordem: Preço > 9 > 20 > 50 > 200 + if (Close > mme9) and (mme9 > mme20) and (mme20 > mma50) and (mma50 > mma200) then + PaintBar(cCandleCiano) + // Ordem: Preço < 9 < 20 < 50 < 200 + else if (Close < mme9) and (mme9 < mme20) and (mme20 < mma50) and (mma50 < mma200) then + PaintBar(cCandleFuchsia) + + // 2. Confluência Normal (Tendência Definida pela 20 e 50) + else if (Close > mme20) and (mme20 > mma50) then + PaintBar(cCandleVerde) + else if (Close < mme20) and (mme20 < mma50) then + PaintBar(cCandleVermelho); + + // --- Plotagem das Médias no Gráfico --- + Plot(mme9); + SetPlotColor(1, cAmarela); + SetPlotWidth(1, 2); + + Plot2(mme14); + SetPlotColor(2, cLaranja); + SetPlotWidth(2, 2); + + Plot3(mme20); + SetPlotColor(3, cFucsia); + SetPlotWidth(3, 2); + + Plot4(mma50); + SetPlotColor(4, cCiano); + SetPlotWidth(4, 3); + + Plot5(mma200); + SetPlotColor(5, cBranca); + SetPlotWidth(5, 3); +end; \ No newline at end of file diff --git a/fev_MediasSetupSemana.txt b/fev_MediasSetupSemana.txt new file mode 100644 index 0000000..079662e --- /dev/null +++ b/fev_MediasSetupSemana.txt @@ -0,0 +1,78 @@ +// { +// Indicador: fev_MediasSetupSemana +// Descrição: Plota médias e colore candles baseado na confluência (Leque/Tendência). +// Autor: Wesley +// } + +var + // Médias + mme9, mme14, mme20, mma50, mma200 : float; + + // Cores + cAmarela, cLaranja, cFucsia, cCiano, cBranca : integer; // Cores das Linhas + cCandleCiano, cCandleFuchsia, cCandleVerde, cCandleVermelho, cCandleCinza : integer; // Cores dos Candles + +begin + // --- Inicialização das Cores das Linhas --- + cAmarela := RGB(255, 255, 0); // 9 MME + cLaranja := RGB(255, 165, 0); // 14 MME + cFucsia := RGB(255, 0, 255); // 20 MME + cCiano := RGB(0, 255, 255); // 50 MMA + cBranca := RGB(255, 255, 255);// 200 MMA + + // --- Inicialização das Cores dos Candles --- + cCandleCiano := RGB(0, 255, 255); // Compra Forte (Leque Aberto) + cCandleFuchsia := RGB(255, 0, 255); // Venda Forte (Leque Aberto) + cCandleVerde := RGB(0, 255, 0); // Compra (Tendência) + cCandleVermelho := RGB(255, 0, 0); // Venda (Tendência) + cCandleCinza := RGB(105, 105, 105); // Neutro (Embolado) + + // --- Cálculo das Médias Móveis --- + mme9 := MediaExp(9, Close); + mme14 := MediaExp(14, Close); + mme20 := MediaExp(20, Close); + mma50 := Media(50, Close); + mma200 := Media(200, Close); + + // --- Lógica de Coloração (Confluência) --- + PaintBar(cCandleCinza); // Default: Sem confluência / Embolado + + // 1. Confluência Forte (Leque Aberto Perfeito) + // Ordem: Preço > 9 > 20 > 50 > 200 + if (Close > mme9) and (mme9 > mme20) and (mme20 > mma50) and (mma50 > mma200) then + PaintBar(cCandleCiano) + // Ordem: Preço < 9 < 20 < 50 < 200 + else if (Close < mme9) and (mme9 < mme20) and (mme20 < mma50) and (mma50 < mma200) then + PaintBar(cCandleFuchsia) + + // 2. Confluência Normal (Tendência Definida pela 20 e 50) + else if (Close > mme20) and (mme20 > mma50) then + PaintBar(cCandleVerde) + else if (Close < mme20) and (mme20 < mma50) then + PaintBar(cCandleVermelho); + + // --- Plotagem das Médias no Gráfico --- + Plot(mme9); + SetPlotColor(1, cAmarela); + SetPlotWidth(1, 2); + + Plot2(mme14); + SetPlotColor(2, cLaranja); + SetPlotWidth(2, 2); + + Plot3(mme20); + SetPlotColor(3, cFucsia); + SetPlotWidth(3, 2); + + Plot4(mma50); + SetPlotColor(4, cCiano); + SetPlotWidth(4, 3); + + Plot5(mma200); + SetPlotColor(5, cBranca); + SetPlotWidth(5, 3); + + // Garante que o primeiro candle seja visualmente Cinza (Neutro) + if (Date <> Date[1]) then + PaintBar(cCandleCinza); +end; \ No newline at end of file diff --git a/fev_OBVvolumeVerdadeiro.txt b/fev_OBVvolumeVerdadeiro.txt new file mode 100644 index 0000000..1bafeb7 --- /dev/null +++ b/fev_OBVvolumeVerdadeiro.txt @@ -0,0 +1,53 @@ +{ + Estratégia: fev_OBVvolumeVerdadeiro + Autor: Wesley + Descrição: Indicador de Saldo de Volume (OBV) Puro. + Utilizado para identificar fluxo imediato (Acumulação vs Distribuição). + + Lógica: + - Linha Colorida: O próprio OBV. + + Interpretação: + - OBV Subindo (Verde): Pressão de Compra. + - OBV Caindo (Vermelho): Pressão de Venda. +} + +Var + vOBV : Real; + corAlta : Integer; + corBaixa : Integer; + corNeutra : Integer; + +Begin + // --- DEFINIÇÃO DE CORES --- + corAlta := RGB(0, 255, 0); // Verde (Compradores no controle) + corBaixa := RGB(255, 0, 0); // Vermelho (Vendedores no controle) + corNeutra := RGB(105, 105, 105); // Cinza (Neutro) + + // --- CÁLCULOS --- + vOBV := OBV; + + // --- PLOTAGEM --- + Plot(vOBV); + + // --- ESTILIZAÇÃO --- + SetPlotWidth(1, 2); // OBV mais grosso + + // --- REGRA DE COLORAÇÃO --- + PaintBar(corNeutra); // Pinta tudo de cinza por padrão + + // Só aplica coloração se NÃO for o primeiro candle do dia + if (Date = Date[1]) then + begin + if (vOBV > vOBV[1]) then + begin + SetPlotColor(1, corAlta); // Pinta a linha do indicador + PaintBar(corAlta); // Pinta o candle no gráfico de preço + end + else if (vOBV < vOBV[1]) then + begin + SetPlotColor(1, corBaixa); // Pinta a linha do indicador + PaintBar(corBaixa); // Pinta o candle no gráfico de preço + end; + end; +End; \ No newline at end of file diff --git a/fev_PainelDecisao.txt b/fev_PainelDecisao.txt new file mode 100644 index 0000000..244e0df --- /dev/null +++ b/fev_PainelDecisao.txt @@ -0,0 +1,51 @@ +{ + Indicador: fev_PainelDecisao + Autor: Wesley (Gemini Code Assist) + Descrição: Consolida o checklist de 3 etapas (VWAP, Estrutura, OBV) + do Setup Operacional em um painel visual e sonoro. +} + +input + PeriodoEstrutura(5); + PeriodoOBV(20); + +var + // --- Variáveis de Validação --- + bCompraAutorizada, bVendaAutorizada : boolean; + + // --- Variáveis de Cálculo --- + vVwapDiaria, vVwapSemanal : float; + maxN, minN : float; + obv, mediaObv : float; + +begin + // --- 1. PASSO 1: VALIDAÇÃO INSTITUCIONAL (VWAP) --- + vVwapDiaria := VWAP(1); + vVwapSemanal := VWAP(2); + + // --- 2. PASSO 2: VALIDAÇÃO DE ESTRUTURA (PIVÔ) --- + maxN := Highest(High, PeriodoEstrutura); + minN := Lowest(Low, PeriodoEstrutura); + + // --- 3. PASSO 3: VALIDAÇÃO DE FLUXO (OBV) --- + obv := OnBalanceVolume; + mediaObv := Media(PeriodoOBV, obv); + + // --- 4. DECISÃO FINAL (CONFLUÊNCIA) --- + bCompraAutorizada := (Close > vVwapDiaria) and (Close > vVwapSemanal) and (Close > maxN[1]) and (obv > mediaObv); + bVendaAutorizada := (Close < vVwapDiaria) and (Close < vVwapSemanal) and (Close < minN[1]) and (obv < mediaObv); + + // --- 5. VISUALIZAÇÃO E ALARME --- + if bCompraAutorizada then + begin + PlotText('COMPRA AUTORIZADA', RGB(0, 255, 0), 12, 0, High * 1.01); + if not bCompraAutorizada[1] then PlaySound('Ring.wav'); + end + else if bVendaAutorizada then + begin + PlotText('VENDA AUTORIZADA', RGB(255, 0, 0), 12, 0, High * 1.01); + if not bVendaAutorizada[1] then PlaySound('Ring.wav'); + end + else + PlotText('AGUARDANDO CONFLUÊNCIA...', RGB(255, 255, 0), 10, 0, High * 1.01); +end; \ No newline at end of file diff --git a/fev_PainelDecisaoAlarme.ntsl.txt b/fev_PainelDecisaoAlarme.ntsl.txt new file mode 100644 index 0000000..f9e7294 --- /dev/null +++ b/fev_PainelDecisaoAlarme.ntsl.txt @@ -0,0 +1,105 @@ +var + // Variáveis Institucionais (VWAP) + vVwapD, vVwapS : float; + bVwapC, bVwapV : boolean; + + // Variáveis de Estrutura (Pivô) + fMaxEst, fMinEst : float; + bEstC, bEstV : boolean; + + // Variáveis de Gatilho (Price Action) + fCorpo, fPavioSup, fPavioInf, fRange : float; + bAlta, bBaixa : boolean; + fMedia20 : float; + bTendenciaAlta, bTendenciaBaixa, bAnteriorDeAlta, bAnteriorDeBaixa : boolean; + bTrigC, bTrigV : boolean; + +begin + // --- PASSO 1: VALIDAÇÃO INSTITUCIONAL (VWAP) --- + // Baseado em fev_VWAPsemanalDiario + vVwapD := VWAP(1); + vVwapS := VWAP(2); + + // Compra: Acima das duas VWAPs e candle positivo + bVwapC := (Close > vVwapD) and (Close > vVwapS) and (Close > Open); + // Venda: Abaixo das duas VWAPs e candle negativo + bVwapV := (Close < vVwapD) and (Close < vVwapS) and (Close < Open); + + + // --- PASSO 2: VALIDAÇÃO DE ESTRUTURA (PIVÔ) --- + // Baseado em fevTendenciaPivoTeste + // Verifica rompimento dos últimos 5 candles + fMaxEst := Highest(High[1], 5); + fMinEst := Lowest(Low[1], 5); + + bEstC := Close > fMaxEst; + bEstV := Close < fMinEst; + + + // --- PASSO 3: GATILHO (PRICE ACTION) --- + // Baseado em fev_PriceAction + fRange := Range; + fCorpo := Abs(Close - Open); + bAlta := Close >= Open; + bBaixa := Close < Open; + + if bAlta then + begin + fPavioSup := High - Close; + fPavioInf := Open - Low; + end else begin + fPavioSup := High - Open; + fPavioInf := Close - Low; + end; + + // Contexto para Gold Signal + fMedia20 := MediaExp(20, Close); + bTendenciaAlta := (Close > fMedia20) and (fMedia20 > fMedia20[1]); + bTendenciaBaixa := (Close < fMedia20) and (fMedia20 < fMedia20[1]); + bAnteriorDeAlta := Close[1] > Open[1]; + bAnteriorDeBaixa := Close[1] < Open[1]; + + // Reset dos gatilhos + bTrigC := False; + bTrigV := False; + + // Identifica Gatilhos de Compra (Gold, Ciano, Verde) + // Gold Signal Compra + if (fCorpo >= (fRange * 0.70)) and bAlta and bTendenciaAlta and (Close > High[1]) and bAnteriorDeAlta and (fPavioSup <= (fRange * 0.20)) then bTrigC := True; + // Ciano (Força) + if (fCorpo >= (fRange * 0.70)) and bAlta and (fPavioSup <= (fRange * 0.20)) then bTrigC := True; + // Verde (Engolfo) + if (Close > Open) and (Close > High[1]) and (Open < Low[1]) then bTrigC := True; + + // Identifica Gatilhos de Venda (Gold, Fuchsia, Vermelho) + // Gold Signal Venda + if (fCorpo >= (fRange * 0.70)) and bBaixa and bTendenciaBaixa and (Close < Low[1]) and bAnteriorDeBaixa and (fPavioInf <= (fRange * 0.20)) then bTrigV := True; + // Fuchsia (Força) + if (fCorpo >= (fRange * 0.70)) and bBaixa and (fPavioInf <= (fRange * 0.20)) then bTrigV := True; + // Vermelho (Engolfo) + if (Close < Open) and (Close < Low[1]) and (Open > High[1]) then bTrigV := True; + + + // --- DECISÃO FINAL E PLOTAGEM --- + + // Cenário de COMPRA (Institucional OK + Estrutura OK) + if bVwapC and bEstC then + begin + PlotText("COMPRA AUTORIZADA", RGB(0, 255, 0), 0, Low - (Range*0.5)); + // Se tiver Gatilho junto, é Confluência Total -> ALARME + if bTrigC then + begin + Alert(RGB(0, 255, 0)); // Toca som e pisca verde + end; + end + // Cenário de VENDA (Institucional OK + Estrutura OK) + else if bVwapV and bEstV then + begin + PlotText("VENDA AUTORIZADA", RGB(255, 0, 0), 0, High + (Range*0.5)); + // Se tiver Gatilho junto, é Confluência Total -> ALARME + if bTrigV then + begin + Alert(RGB(255, 0, 0)); // Toca som e pisca vermelho + end; + end; +end; \ No newline at end of file diff --git a/fev_PriceActionAnaliseCorpo.txt b/fev_PriceActionAnaliseCorpo.txt new file mode 100644 index 0000000..5447591 --- /dev/null +++ b/fev_PriceActionAnaliseCorpo.txt @@ -0,0 +1,48 @@ +var + cCiano, cFuchsia, cVerde, cVermelho, cCinza : Integer; + fCorpo, fPavioSup, fPavioInf, fRange : float; + bAlta, bBaixa : boolean; + +begin + // Inicialização das Cores + cCiano := RGB(0, 255, 255); // Compra Forte + cFuchsia := RGB(255, 0, 255); // Venda Forte + cVerde := RGB(0, 255, 0); // Engolfo Alta + cVermelho := RGB(255, 0, 0); // Engolfo Baixa + cCinza := RGB(105, 105, 105); + + // Cálculos + fRange := Range; + fCorpo := Abs(Close - Open); + + if (Close >= Open) then + begin + fPavioSup := High - Close; + fPavioInf := Open - Low; + bAlta := True; + bBaixa := False; + end + else + begin + fPavioSup := High - Open; + fPavioInf := Close - Low; + bAlta := False; + bBaixa := True; + end; + + // Default + PaintBar(cCinza); + + // 1. Padrões Técnicos (Engolfo) + if (Close > Open) and (Close > High[1]) and (Open < Low[1]) then + PaintBar(cVerde); + if (Close < Open) and (Close < Low[1]) and (Open > High[1]) then + PaintBar(cVermelho); + + // 2. Força / Momentum (Ciano/Fuchsia) + if (fCorpo >= (fRange * 0.70)) then + begin + if bAlta and (fPavioSup <= (fRange * 0.20)) then PaintBar(cCiano); + if bBaixa and (fPavioInf <= (fRange * 0.20)) then PaintBar(cFuchsia); + end; +end; \ No newline at end of file diff --git a/fev_PriceActionAnaliseSombra.txt b/fev_PriceActionAnaliseSombra.txt new file mode 100644 index 0000000..4811061 --- /dev/null +++ b/fev_PriceActionAnaliseSombra.txt @@ -0,0 +1,37 @@ +var + cAzulRoyal, cMarrom, cCinza : Integer; + fCorpo, fPavioSup, fPavioInf, fRange : float; + +begin + // Inicialização das Cores + cAzulRoyal := RGB(65, 105, 225); // Rejeição de Topo + cMarrom := RGB(165, 42, 42); // Rejeição de Fundo + cCinza := RGB(105, 105, 105); // Neutro + + // Cálculos + fRange := Range; + fCorpo := Abs(Close - Open); + + if (Close >= Open) then + begin + fPavioSup := High - Close; + fPavioInf := Open - Low; + end + else + begin + fPavioSup := High - Open; + fPavioInf := Close - Low; + end; + + // Default + PaintBar(cCinza); + + // Lógica de Sombra (Prioridade Única) + // Pavio superior grande (Rejeição de Topo / Shooting Star) + if (fPavioSup > (fCorpo * 2)) and (fPavioSup > fPavioInf) then + PaintBar(cAzulRoyal); + + // Pavio inferior grande (Rejeição de Fundo / Hammer) + if (fPavioInf > (fCorpo * 2)) and (fPavioInf > fPavioSup) then + PaintBar(cMarrom); +end; \ No newline at end of file diff --git a/fev_PriceActionCorpoSombraExecucao.txt b/fev_PriceActionCorpoSombraExecucao.txt new file mode 100644 index 0000000..b56ac4c --- /dev/null +++ b/fev_PriceActionCorpoSombraExecucao.txt @@ -0,0 +1,185 @@ +var + // Definição de Cores Personalizadas + cCinza, cVerde, cVermelho, cAmarelo, cFuchsia, cCiano, cAzulRoyal, cMarrom : Integer; + + fCorpo, fPavioSup, fPavioInf, fRange : float; + fCorpoAnt, fPavioSupAnt, fPavioInfAnt, fRangeAnt : float; + fOpen1, fClose1, fHigh1, fLow1, fOpen2, fClose2, fHigh2, fLow2 : float; + fCorpo1, fRange1, fPavioSup1, fPavioInf1 : float; + fMedia20_1, fMedia20_2 : float; + vOBV1, vOBV2 : float; + bAlta, bBaixa : boolean; + fMedia20 : float; + vOBV : float; + bFluxoComprador, bFluxoVendedor : boolean; + bTendenciaAlta, bTendenciaBaixa, bAnteriorDeAlta, bAnteriorDeBaixa : boolean; + bDoisAtrasAlta, bDoisAtrasBaixa : boolean; + bAntMartelo, bAntEstrela, bReversaoCompraConfirmada, bReversaoVendaConfirmada : boolean; + bGoldSignalCompra, bGoldSignalVenda : boolean; + bGoldContinuacaoCompra, bGoldContinuacaoVenda : boolean; + +begin + // Inicialização das Cores + cCinza := RGB(105, 105, 105); + cVerde := RGB(0, 255, 0); + cVermelho := RGB(255, 0, 0); + cAmarelo := RGB(255, 255, 0); + cFuchsia := RGB(255, 0, 255); + cCiano := RGB(0, 255, 255); + cAzulRoyal := RGB(65, 105, 225); + cMarrom := RGB(165, 42, 42); + + // 1. Cálculos Básicos do Candle + fRange := Range; + fCorpo := Abs(Close - Open); + + if (Close >= Open) then + begin + fPavioSup := High - Close; + fPavioInf := Open - Low; + bAlta := True; + bBaixa := False; + end + else + begin + fPavioSup := High - Open; + fPavioInf := Close - Low; + bAlta := False; + bBaixa := True; + end; + + // 1.1 Filtro de Fluxo (OBV Puro) + vOBV := OBV; + bFluxoComprador := (vOBV > vOBV[1]); + bFluxoVendedor := (vOBV < vOBV[1]); + + // Contexto de Tendência (para o Gold Signal) + fMedia20 := MediaExp(20, Close); + bTendenciaAlta := (Close > fMedia20) and (fMedia20 > fMedia20[1]); + bTendenciaBaixa := (Close < fMedia20) and (fMedia20 < fMedia20[1]); + + // Contexto do candle anterior para o Gold Signal (Sua nova condição) + bAnteriorDeAlta := Close[1] > Open[1]; // Candle anterior foi de compra + bAnteriorDeBaixa := Close[1] < Open[1]; // Candle anterior foi de venda + bDoisAtrasAlta := Close[2] > Open[2]; + bDoisAtrasBaixa := Close[2] < Open[2]; + + // Pré-cálculos de séries para evitar acessos posicionais dentro de condicionais + fOpen1 := Open[1]; + fClose1 := Close[1]; + fHigh1 := High[1]; + fLow1 := Low[1]; + fOpen2 := Open[2]; + fClose2 := Close[2]; + fHigh2 := High[2]; + fLow2 := Low[2]; + + fRange1 := Range[1]; + fCorpo1 := Abs(fClose1 - fOpen1); + + if (fClose1 >= fOpen1) then + begin + fPavioSup1 := fHigh1 - fClose1; + fPavioInf1 := fOpen1 - fLow1; + end + else + begin + fPavioSup1 := fHigh1 - fOpen1; + fPavioInf1 := fClose1 - fLow1; + end; + + fMedia20_1 := MediaExp(20, Close[1]); + fMedia20_2 := MediaExp(20, Close[2]); + vOBV1 := OBV[1]; + vOBV2 := OBV[2]; + + bGoldContinuacaoCompra := (fClose1 >= fOpen1) and (fClose1 > fMedia20_1) and (fMedia20_1 > fMedia20_2) and (fCorpo1 >= (fRange1 * 0.70)) and (fClose1 > fHigh2) and (fClose2 > fOpen2) and (fPavioSup1 <= (fRange1 * 0.20)) and (vOBV1 > vOBV2); + bGoldContinuacaoVenda := (fClose1 < fOpen1) and (fClose1 < fMedia20_1) and (fMedia20_1 < fMedia20_2) and (fCorpo1 >= (fRange1 * 0.70)) and (fClose1 < fLow2) and (fClose2 < fOpen2) and (fPavioInf1 <= (fRange1 * 0.20)) and (vOBV1 < vOBV2); + + // Reversão confirmada: contexto anterior [2] + candle de reversão [1] + confirmação no candle atual + fRangeAnt := fHigh1 - fLow1; + fCorpoAnt := Abs(fClose1 - fOpen1); + + if (fClose1 >= fOpen1) then + begin + fPavioSupAnt := fHigh1 - fClose1; + fPavioInfAnt := fOpen1 - fLow1; + end + else + begin + fPavioSupAnt := fHigh1 - fOpen1; + fPavioInfAnt := fClose1 - fLow1; + end; + + bAntMartelo := (fRangeAnt > 0) and (fPavioInfAnt > (fCorpoAnt * 2)) and (fPavioSupAnt < fCorpoAnt); + bAntEstrela := (fRangeAnt > 0) and (fPavioSupAnt > (fCorpoAnt * 2)) and (fPavioInfAnt < fCorpoAnt); + + bReversaoCompraConfirmada := bAntMartelo and bDoisAtrasBaixa and (fLow1 <= fLow2) and bFluxoComprador and (Close > fHigh1); + bReversaoVendaConfirmada := bAntEstrela and bDoisAtrasAlta and (fHigh1 >= fHigh2) and bFluxoVendedor and (Close < fLow1); + + // 2. Lógica de Coloração (Hierarquia de Prioridade) + + // Default: Cinza (Mercado sem tendência / Ruído) + PaintBar(cCinza); + + // Cálculo dos Sinais Gold (Atual) + bGoldSignalCompra := bAlta and bTendenciaAlta and (fCorpo >= (fRange * 0.70)) and (Close > High[1]) and bAnteriorDeAlta and (fPavioSup <= (fRange * 0.20)) and bFluxoComprador; + bGoldSignalVenda := bBaixa and bTendenciaBaixa and (fCorpo >= (fRange * 0.70)) and (Close < Low[1]) and bAnteriorDeBaixa and (fPavioInf <= (fRange * 0.20)) and bFluxoVendedor; + + // Prioridade 1: Gold Signal (Amarelo) - Mais de 4 confluências + if bGoldSignalCompra then + begin + PaintBar(cAmarelo); // Gold Signal Compra + Alert(cAmarelo); + end + else if bGoldSignalVenda then + begin + PaintBar(cAmarelo); // Gold Signal Venda + Alert(cAmarelo); + end + + // Prioridade 1.1: Continuidade do Gold Signal (Candle Seguinte) + // Se o candle anterior foi Gold, o atual pinta de Verde/Vermelho para confirmar direção + else if bGoldContinuacaoCompra then + PaintBar(cVerde) + else if bGoldContinuacaoVenda then + PaintBar(cVermelho) + + // Prioridade 3: Reversão confirmada (anterior + posterior) + else if bReversaoVendaConfirmada then + PaintBar(cAzulRoyal) // Estrela Cadente confirmada + else if bReversaoCompraConfirmada then + PaintBar(cMarrom) // Martelo confirmado + + // Prioridade 4: Padrões Técnicos (Verde/Vermelho) + else if (Close > Open) and (Close > High[1]) and (Open < Low[1]) and bFluxoComprador then + PaintBar(cVerde) // Engolfo de Alta + else if (Close < Open) and (Close < Low[1]) and (Open > High[1]) and bFluxoVendedor then + PaintBar(cVermelho) // Engolfo de Baixa + + // Prioridade 2: Força / Momentum (Ciano / Fuchsia) + else if (fCorpo >= (fRange * 0.70)) and bAlta and (fPavioSup <= (fRange * 0.20)) and bFluxoComprador then + PaintBar(cCiano) // Barra de Força Compra + else if (fCorpo >= (fRange * 0.70)) and bBaixa and (fPavioInf <= (fRange * 0.20)) and bFluxoVendedor then + PaintBar(cFuchsia); // Barra de Força Venda + + // Classificação do primeiro candle do dia por Price Action + tipo de candle + // Regra: rejeição forte prevalece sobre a cor do corpo. + if (Date <> Date[1]) then + begin + // Rejeição vendedora forte (pavio superior dominante): sinal de venda + if (fPavioSup >= (fCorpo * 1.5)) and (fPavioSup > fPavioInf) then + PaintBar(cVermelho) + + // Rejeição compradora forte (pavio inferior dominante): sinal de compra + else if (fPavioInf >= (fCorpo * 1.5)) and (fPavioInf > fPavioSup) then + PaintBar(cVerde) + + // Sem rejeição clara: segue direção do fechamento + else if (Close >= Open) then + PaintBar(cVerde) + else + PaintBar(cVermelho); + end; + +end; \ No newline at end of file diff --git a/fev_PriceActionNewton.txt b/fev_PriceActionNewton.txt new file mode 100644 index 0000000..f553459 --- /dev/null +++ b/fev_PriceActionNewton.txt @@ -0,0 +1,265 @@ +{ + Indicador: fev_PriceActionNewton + Autor: Wesley (Gemini Code Assist) + Descrição: Implementa a Teoria Price Action Newton com cálculos de Velocidade, Aceleração, Massa e Força. + Identifica padrões de alta força, alta velocidade e consolidação, com coloração dinâmica no gráfico. +} + +input + // Configuração de Visualização + iModoVisualizacao(0); // 0: Força, 1: Massa, 2: Aceleração + bVisualizarAltaIntensidade(true); // true: Alta Volatilidade/Força, false: Baixa (Consolidação) + iPeriodoSuavizacao(3); // 1 = Sem suavização (Cru). 3 a 5 = Ideal para WINFUT (Filtra ruído) + UsarModuloATR(true); + NormalizarForcaPorATR(true); + PeriodoATR(14); + PeriodoMediaATR(50); + FatorMinATR(0.90); + FatorMaxATR(2.50); + AtivarAnalisePrimeiroCandle(true); + pFatorVolumePrimeiroCandle(1.5); + pCorpoMinPrimeiroCandle(0.60); + + // Parâmetros configuráveis na tela + pFatorVelocidadeAltaManha(2.5); // WINFUT: Manhã é mais volátil, exige fator maior + pFatorVelocidadeBaixaManha(0.4); + pFatorForcaAltaManha(2.5); // WINFUT: Fator maior para filtrar ruído da manhã + pFatorForcaBaixaManha(0.4); + pFatorMassaAltaManha(2.0); // WINFUT: Volume precisa ser significativamente maior + pFatorMassaBaixaManha(0.7); + pFatorConsolidacaoManha(0.4); + + pFatorVelocidadeAltaTarde(1.8); // WINFUT: Tarde tem volatilidade menor que a manhã, mas ainda relevante + pFatorVelocidadeBaixaTarde(0.6); + pFatorForcaAltaTarde(1.8); + pFatorForcaBaixaTarde(0.6); + pFatorMassaAltaTarde(1.5); + pFatorMassaBaixaTarde(0.8); + pFatorConsolidacaoTarde(0.6); + +var + // Cores + cVerde, cVermelho, cCiano, cFucsia, cMarrom, cCinza, cBranco : Integer; + nR, nG, nB, j : Integer; + + // Variáveis de Price Action Newton + fVelocidade, fAceleracao, fMassa, fForca, fMaxForca, fIntensidade : float; + fForcaBase, fATRAtual, fATRMedio : float; + fVelocidadeAnt, fAceleracaoAnt, fMassaAnt, fForcaAnt : float; + fPrecoBase, fPrecoBaseAnt, fPrecoBaseAnt2, fPrecoBaseAnt3 : float; + fRangePrimeiro, fCorpoPrimeiro, fPavioSupPrimeiro, fPavioInfPrimeiro, fMediaVolumePrimeiro : float; + bAltaVelocidade, bBaixaVelocidade, bConsolidacao, bAltaForca : boolean; + bPrimeiroCandleDia, bPrimeiroAlta, bPrimeiroBaixa, bDojiPrimeiro, bAbsorcaoPrimeiro : boolean; + bRejeicaoTopoPrimeiro, bRejeicaoFundoPrimeiro, bIniciativaAltaPrimeiro, bIniciativaBaixaPrimeiro : boolean; + bGapAltaPrimeiro, bGapBaixaPrimeiro, bArmadilhaPrimeiro : boolean; + bATRRegimeOK : boolean; + + bPeriodoManha : boolean; + +begin + // 1. Definição de Cores + cVerde := RGB(0, 255, 0); // Alta Força de Alta + cVermelho := RGB(255, 0, 0); // Alta Força de Baixa + cCiano := RGB(0, 255, 255); // Velocidade Alta + cFucsia := RGB(255, 0, 255); // Velocidade Baixa + cMarrom := RGB(139, 69, 19); // Consolidação + cCinza := RGB(169, 169, 169); // Neutro + cBranco := RGB(255, 255, 255); // Reversão/Neutro + + // 2. Identificação do Período (Manhã ou Tarde) + bPeriodoManha := (Time < 120000); // Antes de 12:00 é manhã + + // 3. Cálculos Físicos (Newton) + + // Define a base de cálculo (Preço Puro ou Suavizado) + // Usar MediaExp(3) aumenta drasticamente a assertividade no WINFUT + if iPeriodoSuavizacao > 1 then + fPrecoBase := MediaExp(iPeriodoSuavizacao, Close) + else + fPrecoBase := Close; + + fPrecoBaseAnt := fPrecoBase[1]; + fPrecoBaseAnt2 := fPrecoBase[2]; + fPrecoBaseAnt3 := fPrecoBase[3]; + + // Velocidade (v) = Variação do Preço Base + fVelocidade := fPrecoBase - fPrecoBaseAnt; + fVelocidadeAnt := fPrecoBaseAnt - fPrecoBaseAnt2; + + // Aceleração (a) = Variação da Velocidade + fAceleracao := fVelocidade - fVelocidadeAnt; + fAceleracaoAnt := fVelocidadeAnt - (fPrecoBaseAnt2 - fPrecoBaseAnt3); + + // Massa (m) = Volume + fMassa := Volume; + fMassaAnt := Volume[1]; + + // Força (F) = Massa * Aceleração (2ª Lei de Newton) + fForca := fMassa * fAceleracao; + fForcaAnt := fMassaAnt * fAceleracaoAnt; + + // Módulo ATR: regime de volatilidade + normalização opcional + fATRAtual := Media(PeriodoATR, Range); + fATRMedio := Media(PeriodoMediaATR, fATRAtual); + if fATRMedio <= 0 then + fATRMedio := 0.01; + + bATRRegimeOK := (not UsarModuloATR) + or ((fATRAtual >= (fATRMedio * FatorMinATR)) and (fATRAtual <= (fATRMedio * FatorMaxATR))); + + fForcaBase := fForca; + if NormalizarForcaPorATR then + begin + if fATRAtual > 0 then + fForcaBase := fForca / fATRAtual + else + fForcaBase := fForca; + end; + + // 4. Lógica de Coloração Dinâmica + + // Default + PaintBar(cCinza); + + // Modo 0: FORÇA (F = M * A) + if iModoVisualizacao = 0 then + begin + if not bATRRegimeOK then + begin + PaintBar(cCinza); + end + else + begin + // Cálculo da Força Máxima recente para normalização (Escala de Cor) + fMaxForca := 0.0001; + for j := 0 to 20 do + begin + if Abs(fForcaBase[j]) > fMaxForca then fMaxForca := Abs(fForcaBase[j]); + end; + + fIntensidade := Abs(fForcaBase) / fMaxForca; + if fIntensidade > 1.0 then fIntensidade := 1.0; + + if fForcaBase > 0 then + begin + // Escala de Verde (Branco -> Verde) + nR := 255 - Round(255 * fIntensidade); + nG := 255; + nB := 255 - Round(255 * fIntensidade); + PaintBar(RGB(nR, nG, nB)); + end + else if fForcaBase < 0 then + begin + // Escala de Vermelho (Branco -> Vermelho) + nR := 255; + nG := 255 - Round(255 * fIntensidade); + nB := 255 - Round(255 * fIntensidade); + PaintBar(RGB(nR, nG, nB)); + end; + if fForcaBase = 0 then PaintBar(cBranco); + end; + end + // Modo 1: MASSA (Volume) + else if iModoVisualizacao = 1 then + begin + if not bATRRegimeOK then + begin + PaintBar(cCinza); + end + else if bVisualizarAltaIntensidade then + begin + if ((bPeriodoManha) and (fMassa > fMassaAnt * pFatorMassaAltaManha)) or + ((not bPeriodoManha) and (fMassa > fMassaAnt * pFatorMassaAltaTarde)) then + PaintBar(cCiano); // Massa Alta + end + else + begin + if ((bPeriodoManha) and (fMassa < fMassaAnt * pFatorMassaBaixaManha)) or + ((not bPeriodoManha) and (fMassa < fMassaAnt * pFatorMassaBaixaTarde)) then + PaintBar(cFucsia); // Massa Baixa + end; + end + // Modo 2: ACELERAÇÃO (Mudança de Velocidade) + else if iModoVisualizacao = 2 then + begin + if not bATRRegimeOK then + begin + PaintBar(cCinza); + end + else if bVisualizarAltaIntensidade then + begin + if ((bPeriodoManha) and (Abs(fAceleracao) > Abs(fAceleracaoAnt) * pFatorVelocidadeAltaManha)) or + ((not bPeriodoManha) and (Abs(fAceleracao) > Abs(fAceleracaoAnt) * pFatorVelocidadeAltaTarde)) then + begin + // Aceleração > 0 (Compra) -> Ciano; Aceleração < 0 (Venda) -> Fucsia + if fAceleracao > 0 then PaintBar(cCiano) else if fAceleracao < 0 then PaintBar(cFucsia); + end; + end + else + begin + if ((bPeriodoManha) and (Abs(fAceleracao) < Abs(fAceleracaoAnt) * pFatorVelocidadeBaixaManha)) or + ((not bPeriodoManha) and (Abs(fAceleracao) < Abs(fAceleracaoAnt) * pFatorVelocidadeBaixaTarde)) then + PaintBar(cCinza); // Baixa aceleração/Consolidação + end; + end; + + // 5. Override opcional: análise específica do primeiro candle + bPrimeiroCandleDia := (Date <> Date[1]); + if bPrimeiroCandleDia and AtivarAnalisePrimeiroCandle then + begin + fRangePrimeiro := High - Low; + if fRangePrimeiro <= 0 then + fRangePrimeiro := 0.01; + + fCorpoPrimeiro := Abs(Close - Open); + fMediaVolumePrimeiro := Media(20, Volume); + if fMediaVolumePrimeiro <= 0 then + fMediaVolumePrimeiro := 1; + + bPrimeiroAlta := (Close > Open); + bPrimeiroBaixa := (Close < Open); + bDojiPrimeiro := (fCorpoPrimeiro <= (fRangePrimeiro * 0.10)); + + if (Close >= Open) then + begin + fPavioSupPrimeiro := High - Close; + fPavioInfPrimeiro := Open - Low; + end + else + begin + fPavioSupPrimeiro := High - Open; + fPavioInfPrimeiro := Close - Low; + end; + + bRejeicaoTopoPrimeiro := (fPavioSupPrimeiro > (fCorpoPrimeiro * 1.8)) and (fPavioSupPrimeiro > fPavioInfPrimeiro); + bRejeicaoFundoPrimeiro := (fPavioInfPrimeiro > (fCorpoPrimeiro * 1.8)) and (fPavioInfPrimeiro > fPavioSupPrimeiro); + bAbsorcaoPrimeiro := (Volume >= (fMediaVolumePrimeiro * pFatorVolumePrimeiroCandle)) and (fCorpoPrimeiro <= (fRangePrimeiro * 0.35)); + bIniciativaAltaPrimeiro := bPrimeiroAlta and (fCorpoPrimeiro >= (fRangePrimeiro * pCorpoMinPrimeiroCandle)) and (Volume >= (fMediaVolumePrimeiro * pFatorVolumePrimeiroCandle)); + bIniciativaBaixaPrimeiro := bPrimeiroBaixa and (fCorpoPrimeiro >= (fRangePrimeiro * pCorpoMinPrimeiroCandle)) and (Volume >= (fMediaVolumePrimeiro * pFatorVolumePrimeiroCandle)); + + bGapAltaPrimeiro := (Open > Close[1]); + bGapBaixaPrimeiro := (Open < Close[1]); + bArmadilhaPrimeiro := (bGapAltaPrimeiro and bPrimeiroBaixa and bRejeicaoTopoPrimeiro) + or (bGapBaixaPrimeiro and bPrimeiroAlta and bRejeicaoFundoPrimeiro); + + if bArmadilhaPrimeiro then + PaintBar(cMarrom) + else if bRejeicaoTopoPrimeiro then + PaintBar(cVermelho) + else if bRejeicaoFundoPrimeiro then + PaintBar(cVerde) + else if bIniciativaAltaPrimeiro then + PaintBar(cCiano) + else if bIniciativaBaixaPrimeiro then + PaintBar(cFucsia) + else if bAbsorcaoPrimeiro or bDojiPrimeiro then + PaintBar(cBranco) + else if bPrimeiroAlta then + PaintBar(cVerde) + else if bPrimeiroBaixa then + PaintBar(cVermelho) + else + PaintBar(cBranco); + end; + +end; \ No newline at end of file diff --git a/fev_PriceActionTiposCandlesLeitura.txt b/fev_PriceActionTiposCandlesLeitura.txt new file mode 100644 index 0000000..5449399 --- /dev/null +++ b/fev_PriceActionTiposCandlesLeitura.txt @@ -0,0 +1,170 @@ +input + AtivarAnalisePrimeiroCandle(true); + FatorVolumePrimeiroCandle(1.5); + CorpoMinPrimeiroCandle(0.60); + +var + // Cores + cVerde, cVermelho, cLaranja, cBranco, cCinza : Integer; + + // Variáveis de Anatomia + fCorpo, fPavioSup, fPavioInf, fRange : float; + fCorpoAnt, fPavioSupAnt, fPavioInfAnt, fRangeAnt : float; + bAlta, bBaixa : boolean; + + // Variáveis de Contexto (Candle Anterior) + bAntAlta, bAntBaixa, bAnt2Alta, bAnt2Baixa : boolean; + bMarteloAnterior, bEstrelaAnterior, bMarteloConfirmado, bEstrelaConfirmada : boolean; + fAntMax, fAntMin, fAnt2Max, fAnt2Min : float; + + // Padrões válidos (contexto + anatomia) + bEngolfoAltaValido, bEngolfoBaixaValido : boolean; + bInsideBarValido, bDojiRealValido : boolean; + bContextoAlta, bContextoBaixa : boolean; + bSinalCompraContextual, bSinalVendaContextual : boolean; + bPrimeiroCandle, bAbsorcaoPrimeiro : boolean; + bIniciativaAltaPrimeiro, bIniciativaBaixaPrimeiro : boolean; + bRejeicaoTopoPrimeiro, bRejeicaoFundoPrimeiro : boolean; + bGapAltaPrimeiro, bGapBaixaPrimeiro, bArmadilhaPrimeiro : boolean; + fMediaVolumePrimeiro : float; + +begin + // 1. Definição de Cores + cVerde := RGB(0, 255, 0); // Compra contextualizada + cVermelho := RGB(255, 0, 0); // Venda contextualizada + cLaranja := RGB(255, 140, 0); // Inside Bar + cBranco := RGB(255, 255, 255); // Doji + cCinza := RGB(105, 105, 105); // Neutro + + // 2. Cálculos do Contexto (Candle Anterior) + bAntAlta := Close[1] > Open[1]; + bAntBaixa := Close[1] < Open[1]; + bAnt2Alta := Close[2] > Open[2]; + bAnt2Baixa := Close[2] < Open[2]; + fAntMax := High[1]; + fAntMin := Low[1]; + fAnt2Max := High[2]; + fAnt2Min := Low[2]; + bPrimeiroCandle := (Date <> Date[1]); + + // 3. Cálculos do Candle Atual + fRange := Range; + fCorpo := Abs(Close - Open); + + if (Close >= Open) then + begin + fPavioSup := High - Close; + fPavioInf := Open - Low; + bAlta := True; + bBaixa := False; + end + else + begin + fPavioSup := High - Open; + fPavioInf := Close - Low; + bAlta := False; + bBaixa := True; + end; + + // 3.1 Cálculos do candle anterior (para confirmação de reversão) + fRangeAnt := fAntMax - fAntMin; + fCorpoAnt := Abs(Close[1] - Open[1]); + + if (Close[1] >= Open[1]) then + begin + fPavioSupAnt := fAntMax - Close[1]; + fPavioInfAnt := Open[1] - fAntMin; + end + else + begin + fPavioSupAnt := fAntMax - Open[1]; + fPavioInfAnt := Close[1] - fAntMin; + end; + + // Reversão confirmada: candle de reversão [1] + confirmação no candle atual + bMarteloAnterior := (fRangeAnt > 0) and (fPavioInfAnt > (fCorpoAnt * 2)) and (fPavioSupAnt < fCorpoAnt); + bEstrelaAnterior := (fRangeAnt > 0) and (fPavioSupAnt > (fCorpoAnt * 2)) and (fPavioInfAnt < fCorpoAnt); + + bMarteloConfirmado := bMarteloAnterior and bAnt2Baixa and (fAntMin <= fAnt2Min) and (Close > fAntMax); + bEstrelaConfirmada := bEstrelaAnterior and bAnt2Alta and (fAntMax >= fAnt2Max) and (Close < fAntMin); + + // 3.2 Validação de contexto antes da cor + bContextoAlta := bAntBaixa or bAnt2Baixa; + bContextoBaixa := bAntAlta or bAnt2Alta; + + // Engolfo real = anatomia + contexto + bEngolfoAltaValido := bAlta and bContextoAlta and bAntBaixa and (Close > fAntMax) and (Open <= Close[1]); + bEngolfoBaixaValido := bBaixa and bContextoBaixa and bAntAlta and (Close < fAntMin) and (Open >= Close[1]); + + // Inside bar real = candle dentro do anterior + contração de range + bInsideBarValido := (High < fAntMax) and (Low > fAntMin) and (fRangeAnt > 0) and (fRange < (fRangeAnt * 0.85)); + + // Doji real = corpo muito pequeno + sombras relevantes + bDojiRealValido := (fRange > 0) and (fCorpo <= (fRange * 0.10)) and (fPavioSup >= (fRange * 0.25)) and (fPavioInf >= (fRange * 0.25)); + + // Sinal final contextualizado: contexto primeiro, padrão depois + bSinalCompraContextual := bEngolfoAltaValido or bMarteloConfirmado; + bSinalVendaContextual := bEngolfoBaixaValido or bEstrelaConfirmada; + + // 4. Lógica de Coloração (Hierarquia de Prioridade) + + // Default + PaintBar(cCinza); + + // --- NÍVEL 3: SINAL CONTEXTUALIZADO (PRIORIDADE MÁXIMA) --- + // Sequência: contexto validado -> padrão validado -> cor + if bSinalCompraContextual then + PaintBar(cVerde) + else if bSinalVendaContextual then + PaintBar(cVermelho) + + // --- NÍVEL 2: INDECISÃO --- + else if bInsideBarValido then + PaintBar(cLaranja) // Inside Bar + else if bDojiRealValido then + PaintBar(cBranco); // Doji + + // Análise dedicada do primeiro candle + if bPrimeiroCandle then + begin + if AtivarAnalisePrimeiroCandle then + begin + fMediaVolumePrimeiro := Media(20, Volume); + if fMediaVolumePrimeiro <= 0 then + fMediaVolumePrimeiro := 1; + + bRejeicaoTopoPrimeiro := (fPavioSup > (fCorpo * 1.8)) and (fPavioSup > fPavioInf); + bRejeicaoFundoPrimeiro := (fPavioInf > (fCorpo * 1.8)) and (fPavioInf > fPavioSup); + bAbsorcaoPrimeiro := (Volume >= (fMediaVolumePrimeiro * FatorVolumePrimeiroCandle)) and (fCorpo <= (fRange * 0.35)); + bIniciativaAltaPrimeiro := bAlta and (fCorpo >= (fRange * CorpoMinPrimeiroCandle)) and (Volume >= (fMediaVolumePrimeiro * FatorVolumePrimeiroCandle)); + bIniciativaBaixaPrimeiro := bBaixa and (fCorpo >= (fRange * CorpoMinPrimeiroCandle)) and (Volume >= (fMediaVolumePrimeiro * FatorVolumePrimeiroCandle)); + + bGapAltaPrimeiro := (Open > Close[1]); + bGapBaixaPrimeiro := (Open < Close[1]); + bArmadilhaPrimeiro := (bGapAltaPrimeiro and bBaixa and bRejeicaoTopoPrimeiro) + or (bGapBaixaPrimeiro and bAlta and bRejeicaoFundoPrimeiro); + + if bArmadilhaPrimeiro then + PaintBar(cLaranja) + else if bRejeicaoTopoPrimeiro then + PaintBar(cVermelho) + else if bRejeicaoFundoPrimeiro then + PaintBar(cVerde) + else if bIniciativaAltaPrimeiro then + PaintBar(cVerde) + else if bIniciativaBaixaPrimeiro then + PaintBar(cVermelho) + else if bAbsorcaoPrimeiro or bDojiRealValido then + PaintBar(cBranco) + else if bAlta then + PaintBar(cVerde) + else if bBaixa then + PaintBar(cVermelho) + else + PaintBar(cBranco); + end + else + PaintBar(cCinza); + end; + +end; \ No newline at end of file diff --git a/fev_PriceActionVSA_OBV.txt b/fev_PriceActionVSA_OBV.txt new file mode 100644 index 0000000..5285c2d --- /dev/null +++ b/fev_PriceActionVSA_OBV.txt @@ -0,0 +1,120 @@ + { + Estratégia: fev_PriceActionVSA_OBV + Tipo: Execução (Coloração + Trading) + Autor: Wesley + Descrição: Regra de Coloração de Alta Seletividade (Gold Signal). + Combina Price Action (Força), VSA (Volume) e OBV (Fluxo). + + Lógica Visual: + - Candle Neutro: Cinza (Padrão). + - Sinal de Ouro: Amarelo (Entrada). + - Candle Seguinte: Verde (se Compra) ou Vermelho (se Venda), indicando a direção. + } + + Input + PeriodoMedia(20); + FatorVolume(1.0); // Volume deve ser maior que a média (1.0x) + + Var + // Cores + cAmarelo, cVerde, cVermelho, cCinza : Integer; + + // Variáveis de Cálculo + fMedia20 : Float; + fMediaVol : Float; + fCorpo, fRange, fPavioSup, fPavioInf : Float; + vOBV : Float; + + // Booleanos de Condição + bTendenciaAlta, bTendenciaBaixa : Boolean; + bFluxoComprador, bFluxoVendedor : Boolean; + bVolumeOK : Boolean; + bBarraForcaCompra, bBarraForcaVenda : Boolean; + bAnteriorDeAlta, bAnteriorDeBaixa : Boolean; + + // Sinais + bGoldSignalCompra : Boolean; + bGoldSignalVenda : Boolean; + + Begin + // --- DEFINIÇÃO DE CORES --- + cAmarelo := RGB(255, 255, 0); + cVerde := RGB(0, 255, 0); + cVermelho := RGB(255, 0, 0); + cCinza := RGB(105, 105, 105); + + // --- CÁLCULOS TÉCNICOS --- + + // 1. Médias e Volume (VSA) + fMedia20 := MediaExp(PeriodoMedia, Close); + fMediaVol := Media(Quantity, PeriodoMedia); + bVolumeOK := (Quantity > fMediaVol * FatorVolume); + + // 2. Fluxo (OBV) + vOBV := OBV; + bFluxoComprador := (vOBV > vOBV[1]); + bFluxoVendedor := (vOBV < vOBV[1]); + + // 3. Price Action (Anatomia do Candle) + fRange := Range; + fCorpo := Abs(Close - Open); + fPavioSup := High - Max(Close, Open); + fPavioInf := Min(Close, Open) - Low; + + // 4. Contexto de Tendência + bTendenciaAlta := (Close > fMedia20) and (fMedia20 > fMedia20[1]); + bTendenciaBaixa := (Close < fMedia20) and (fMedia20 < fMedia20[1]); + + bAnteriorDeAlta := (Close[1] > Open[1]); + bAnteriorDeBaixa := (Close[1] < Open[1]); + + // 5. Definição de Barra de Força (Corpo > 60% e Pavio a favor pequeno) + // Relaxei levemente para 60% para capturar mais sinais válidos com volume + bBarraForcaCompra := (Close > Open) and (fCorpo >= fRange * 0.60) and (fPavioSup <= fRange * 0.25); + bBarraForcaVenda := (Close < Open) and (fCorpo >= fRange * 0.60) and (fPavioInf <= fRange * 0.25); + + // --- LÓGICA DO GOLD SIGNAL (CONFLUÊNCIA TOTAL) --- + + // Compra: Força + Tendência + Continuidade + Rompimento + Volume + OBV + bGoldSignalCompra := bBarraForcaCompra and bTendenciaAlta and bAnteriorDeAlta and (Close > High[1]) and bVolumeOK and bFluxoComprador; + + // Venda: Força + Tendência + Continuidade + Rompimento + Volume + OBV + bGoldSignalVenda := bBarraForcaVenda and bTendenciaBaixa and bAnteriorDeBaixa and (Close < Low[1]) and bVolumeOK and bFluxoVendedor; + + // --- PINTURA (REGRA DE ESTADO) --- + + // 1. Padrão: Cinza + PaintBar(cCinza); + + // 2. Sinal de Ouro (Prioridade Máxima) + if bGoldSignalCompra or bGoldSignalVenda then + PaintBar(cAmarelo) + + // 3. Candle Seguinte ao Sinal (Direção do Movimento) + // Verifica se o candle ANTERIOR foi Gold Signal + else if (bGoldSignalCompra[1]) then + PaintBar(cVerde) // Marca a direção da compra + else if (bGoldSignalVenda[1]) then + PaintBar(cVermelho) // Marca a direção da venda + ; + + // 4. Regra do Primeiro Candle (Ignorar Abertura) + if (Date <> Date[1]) then + PaintBar(cCinza); + + // --- EXECUÇÃO (ROBÔ) --- + // Compra + if (bGoldSignalCompra) then + begin + if (IsSold) then ClosePosition; + if (Not IsBought) then BuyAtMarket; + end; + + // Venda + if (bGoldSignalVenda) then + begin + if (IsBought) then ClosePosition; + if (Not IsSold) then SellShortAtMarket; + end; + + End; \ No newline at end of file diff --git a/fev_RegraDeDow_Rompimento.txt b/fev_RegraDeDow_Rompimento.txt new file mode 100644 index 0000000..46b7fd4 --- /dev/null +++ b/fev_RegraDeDow_Rompimento.txt @@ -0,0 +1,68 @@ +{ + Indicador: fev_RegraDeDow_Rompimento + Autor: Wesley (Gemini Code Assist) + Descrição: Valida rompimentos baseando-se na Teoria de Dow adaptada para Intraday. + Regra 1: Preço rompe 0.3% além do nível. + Regra 2: Preço fecha 2 candles consecutivos além do nível (Tempo). +} + +input + PeriodoEstrutura(5); + FiltroPercentual(0.3); // 0.3% para Day Trade (Equivalente aos 3% do Diário) + UsarRegraTempo(true); // Se true, aceita rompimento se fechar 2x fora + +var + fTeto, fPiso : float; + bRompimentoAlta, bRompimentoBaixa : boolean; + bRegraPrecoAlta, bRegraPrecoBaixa : boolean; + bRegraTempoAlta, bRegraTempoBaixa : boolean; + cRompimentoAlta, cRompimentoBaixa, cNeutro : integer; + +begin + // --- 1. CONFIGURAÇÃO --- + cRompimentoAlta := RGB(0, 191, 255); // Deep Sky Blue + cRompimentoBaixa := RGB(255, 140, 0); // Dark Orange + cNeutro := RGB(105, 105, 105); + + // --- 2. DEFINIÇÃO DOS NÍVEIS (ESTRUTURA) --- + // O nível a ser rompido é a máxima/mínima dos últimos N candles (excluindo o atual) + fTeto := Highest(High, PeriodoEstrutura)[1]; + fPiso := Lowest(Low, PeriodoEstrutura)[1]; + + // --- 3. REGRA DE PREÇO (0.3%) --- + // O fechamento deve ser X% maior que o teto ou menor que o piso + bRegraPrecoAlta := (Close >= fTeto * (1 + FiltroPercentual/100)); + bRegraPrecoBaixa := (Close <= fPiso * (1 - FiltroPercentual/100)); + + // --- 4. REGRA DE TEMPO (2 CANDLES) --- + // O candle atual E o anterior devem ter fechado fora da estrutura + // Nota: Usamos a estrutura calculada no momento de cada candle + if UsarRegraTempo then + begin + bRegraTempoAlta := (Close > fTeto) and (Close[1] > Highest(High, PeriodoEstrutura)[2]); + bRegraTempoBaixa := (Close < fPiso) and (Close[1] < Lowest(Low, PeriodoEstrutura)[2]); + end + else + begin + bRegraTempoAlta := False; + bRegraTempoBaixa := False; + end; + + // --- 5. CONSOLIDAÇÃO --- + // O rompimento é válido se satisfizer Preço OU Tempo + bRompimentoAlta := bRegraPrecoAlta or bRegraTempoAlta; + bRompimentoBaixa := bRegraPrecoBaixa or bRegraTempoBaixa; + + // --- 6. VISUALIZAÇÃO --- + PaintBar(cNeutro); + + if bRompimentoAlta then + begin + PaintBar(cRompimentoAlta); + end + else if bRompimentoBaixa then + begin + PaintBar(cRompimentoBaixa); + end; + +end; \ No newline at end of file diff --git a/fev_TendenciaLongoPrazo.txt b/fev_TendenciaLongoPrazo.txt new file mode 100644 index 0000000..c0647e9 --- /dev/null +++ b/fev_TendenciaLongoPrazo.txt @@ -0,0 +1,110 @@ +{ + Indicador: fev_TendenciaLongoPrazo + Autor: Wesley (Gemini Code Assist) + Descrição: Identifica as tendências Primária, Secundária e Terciária + baseado no alinhamento de médias (Teoria de Dow/Médias). + Primária = 200 MMA | Secundária = 50 MMA | Terciária = 20 MME +} + +input + P_Primaria(200); + P_Secundaria(50); + P_Terciaria(20); + +var + mPrimaria, mSecundaria, mTerciaria : float; + sPrimaria, sSecundaria, sTerciaria : string; + cPrimaria, cSecundaria, cTerciaria : integer; + +begin + // --- 1. CÁLCULOS --- + // Primária: Longo Prazo (Aritmética - O Rei) + mPrimaria := Media(P_Primaria, Close); + + // Secundária: Médio Prazo (Aritmética - Institucional) + mSecundaria := Media(P_Secundaria, Close); + + // Terciária: Curto Prazo (Exponencial - Fluxo/Mestra) + mTerciaria := MediaExp(P_Terciaria, Close); + + // --- 2. DEFINIÇÃO DE ESTADO (Preço vs Média) --- + + // Primária + if Close > mPrimaria then + begin + sPrimaria := "PRIMÁRIA (Longo): ALTA"; + cPrimaria := RGB(0, 255, 0); // Verde + end + else + begin + sPrimaria := "PRIMÁRIA (Longo): BAIXA"; + cPrimaria := RGB(255, 0, 0); // Vermelho + end; + + // Secundária + if Close > mSecundaria then + begin + sSecundaria := "SECUNDÁRIA (Médio): ALTA"; + cSecundaria := RGB(0, 255, 0); + end + else + begin + sSecundaria := "SECUNDÁRIA (Médio): BAIXA"; + cSecundaria := RGB(255, 0, 0); + end; + + // Terciária + if Close > mTerciaria then + begin + sTerciaria := "TERCIÁRIA (Curto): ALTA"; + cTerciaria := RGB(0, 255, 0); + end + else + begin + sTerciaria := "TERCIÁRIA (Curto): BAIXA"; + cTerciaria := RGB(255, 0, 0); + end; + + // --- 3. PLOTAGEM DAS LINHAS --- + Plot(mTerciaria); + SetPlotColor(1, RGB(255, 0, 255)); // Fuchsia (20) + SetPlotWidth(1, 2); + + Plot2(mSecundaria); + SetPlotColor(2, RGB(0, 255, 255)); // Ciano (50) + SetPlotWidth(2, 2); + + Plot3(mPrimaria); + SetPlotColor(3, RGB(255, 255, 255)); // Branco (200) + SetPlotWidth(3, 3); + + // --- 4. TEXTO INFORMATIVO (Apenas no candle atual) --- + // Plota o texto empilhado acima do preço para leitura rápida + PlotText(sPrimaria, cPrimaria, 8, 0, High * 1.006); + PlotText(sSecundaria, cSecundaria, 8, 0, High * 1.004); + PlotText(sTerciaria, cTerciaria, 8, 0, High * 1.002); + + // --- 5. COLORAÇÃO DOS CANDLES --- + // Hierarquia de Cores: Terciária > Secundária > Primária + + // 1. TENDÊNCIA TERCIÁRIA (MME 20) - O Momento + // Se estiver acima da 20, é Verde (Compra/Tendência Forte) + if (Close > mTerciaria) then + PaintBar(RGB(0, 255, 0)) + + // 2. TENDÊNCIA SECUNDÁRIA (MMA 50) - O Suporte Institucional + // Se perdeu a 20, mas segura na 50, é Ciano (Pullback) + else if (Close > mSecundaria) then + PaintBar(RGB(0, 255, 255)) + + // 3. TENDÊNCIA PRIMÁRIA (MMA 200) - O Clima + // Se perdeu a 50, mas segura na 200, é Branco (Suporte Longo) + else if (Close > mPrimaria) then + PaintBar(RGB(255, 255, 255)) + + // 4. TENDÊNCIA DE BAIXA (Abaixo de Tudo) + // Se perdeu a 200, é Vermelho (Venda/Bear Market) + else + PaintBar(RGB(255, 0, 0)); + +end; \ No newline at end of file diff --git a/fev_TendenciaPivoTesteDeOuro.txt b/fev_TendenciaPivoTesteDeOuro.txt new file mode 100644 index 0000000..15751ac --- /dev/null +++ b/fev_TendenciaPivoTesteDeOuro.txt @@ -0,0 +1,107 @@ +{ + Indicador: fev_TendenciaPivoTesteDeOuro + Autor: Wesley (Gemini Code Assist) + Descrição: Tendência por rompimento de estrutura com filtro MME 9/20. + Sinal dourado após confirmação sequencial do pivô. +} + +input + PeriodoEstrutura(5); + CandlesConfirmacaoDourado(1); + +var + cCinza, cVerde, cVermelho, cDourado : Integer; + fMaxEstrutura, fMinEstrutura : float; + fMME9, fMME20 : float; + iPeriodoTeste, iCandlesConfirmacao : Integer; + bEstruturaAlta, bEstruturaBaixa : Boolean; + bFiltroMediaAlta, bFiltroMediaBaixa : Boolean; + bPivotAltaConfirmado, bPivotBaixaConfirmado : Boolean; + bDouradoCompra, bDouradoVenda : Boolean; + +begin + // Inicialização das Cores + cCinza := RGB(105, 105, 105); // Correção / Estrutura + cVerde := RGB(0, 255, 0); // Rompimento de Alta + cVermelho := RGB(255, 0, 0); // Rompimento de Baixa + cDourado := RGB(255, 215, 0); // Confirmação de pivô + candle a favor + + iPeriodoTeste := PeriodoEstrutura; + iCandlesConfirmacao := CandlesConfirmacaoDourado; + + if (iPeriodoTeste < 3) then + iPeriodoTeste := 3; + + if (iCandlesConfirmacao < 1) then + iCandlesConfirmacao := 1; + if (iCandlesConfirmacao > 3) then + iCandlesConfirmacao := 3; + + // Identifica a Máxima e Mínima da Estrutura anterior (excluindo o candle atual) + fMaxEstrutura := Highest(High[1], iPeriodoTeste); + fMinEstrutura := Lowest(Low[1], iPeriodoTeste); + + // Médias para filtro intraday de tendência + fMME9 := MediaExp(9, Close); + fMME20 := MediaExp(20, Close); + // Habilitação obrigatória para operar pivô: alinhamento MME 9 e 20 + bFiltroMediaAlta := (Close > fMME9) and (fMME9 > fMME20); + bFiltroMediaBaixa := (Close < fMME9) and (fMME9 < fMME20); + + // Estrutura válida (Regra de Ouro): + // Alta -> fechamento acima da máxima dos últimos N candles + // Baixa -> fechamento abaixo da mínima dos últimos N candles + bEstruturaAlta := (Close > fMaxEstrutura); + bEstruturaBaixa := (Close < fMinEstrutura); + + // Coloração Padrão: Cinza (Estamos dentro da estrutura ou correção) + PaintBar(cCinza); + // Modo mais simples: + // Pivot de alta = estrutura de alta + médias 9/20 alinhadas para alta + // Pivot de baixa = estrutura de baixa + médias 9/20 alinhadas para baixa + bPivotAltaConfirmado := bEstruturaAlta and bFiltroMediaAlta; + bPivotBaixaConfirmado := bEstruturaBaixa and bFiltroMediaBaixa; + + // Candle de confirmação do pivô no candle atual + if bPivotAltaConfirmado then + begin + PaintBar(cVerde); + end; + + if bPivotBaixaConfirmado then + begin + PaintBar(cVermelho); + end; + + // Confirmação final do pivô por sequência pós-confirmação: + // Se CandlesConfirmacaoDourado = 1, exige 1 candle após o pivô fechando a favor. + // Se CandlesConfirmacaoDourado >= 2, exige 2 candles após o pivô fechando a favor. + if (iCandlesConfirmacao = 1) then + begin + bDouradoCompra := bPivotAltaConfirmado[1] and (Close > Open) and (Close > Close[1]); + bDouradoVenda := bPivotBaixaConfirmado[1] and (Close < Open) and (Close < Close[1]); + end + else if (iCandlesConfirmacao = 2) then + begin + bDouradoCompra := bPivotAltaConfirmado[2] and (Close[1] > Open[1]) and (Close[1] > Close[2]) and (Close > Open) and (Close > Close[1]); + bDouradoVenda := bPivotBaixaConfirmado[2] and (Close[1] < Open[1]) and (Close[1] < Close[2]) and (Close < Open) and (Close < Close[1]); + end + else + begin + bDouradoCompra := bPivotAltaConfirmado[3] and (Close[2] > Open[2]) and (Close[2] > Close[3]) and (Close[1] > Open[1]) and (Close[1] > Close[2]) and (Close > Open) and (Close > Close[1]); + bDouradoVenda := bPivotBaixaConfirmado[3] and (Close[2] < Open[2]) and (Close[2] < Close[3]) and (Close[1] < Open[1]) and (Close[1] < Close[2]) and (Close < Open) and (Close < Close[1]); + end; + + if (bDouradoCompra or bDouradoVenda) then + begin + PaintBar(cDourado); + end; + + // Nota: O "Sinal mais forte" é o rompimento. + // Enquanto não rompe (Close dentro do range fMinEstrutura e fMaxEstrutura), + // o candle permanece Cinza, indicando acumulação. + + // Garante que o primeiro candle seja visualmente Cinza (Neutro) + if (Date <> Date[1]) then + PaintBar(cCinza); +end; diff --git a/fev_VSAassinaturaInstitucional.txt b/fev_VSAassinaturaInstitucional.txt new file mode 100644 index 0000000..665221b --- /dev/null +++ b/fev_VSAassinaturaInstitucional.txt @@ -0,0 +1,70 @@ +{ + Estratégia: fev_VSAassinaturaInstitucional + Autor: Wesley + Descrição: Regra de Coloração que identifica sinais de VSA (Volume Spread Analysis). + Pinta Shakeouts (sinal de força) e Upthrusts (sinal de fraqueza). +} + +Input + volMultiplier(1.5); // Volume Alto (Sinal Padrão). Padrão: 1.5x a média + volGold(2.0); // Volume Ultra Alto (Sinal Ouro). Padrão: 2.0x a média + volPeriod(20); // Período da média para o volume. Padrão: 20 + +Var + avgVolume : Real; + spread : Real; + closePosition : Real; + corShakeout : Integer; + corUpthrust : Integer; + corCyan : Integer; + corFuchsia : Integer; + corNeutra : Integer; + +begin + // --- DEFINIÇÃO DE CORES --- + corShakeout := RGB(0, 255, 0); // Verde (Sinal de Compra VSA) + corUpthrust := RGB(255, 0, 0); // Vermelho (Sinal de Venda VSA) + corCyan := RGB(0, 255, 0); // Verde (Compra Extrema/Clímax) + corFuchsia := RGB(255, 0, 0); // Vermelho (Venda Extrema/Clímax) + corNeutra := RGB(105, 105, 105); // Cinza (mercado sem sinal) + + // --- CÁLCULOS --- + // 1. Média Móvel Simples do Volume (Quantity é o volume no NTSL) + avgVolume := Media(Quantity, volPeriod); + + // 2. Spread (Range) do Candle + spread := High - Low; + + // 3. Posição do Fechamento (0 = na mínima, 1 = na máxima) + // Proteção contra divisão por zero em candles sem range (dojis) + if spread > 0 then + closePosition := (Close - Low) / spread + else + closePosition := 0.5; // Em um doji, o fechamento está no meio + + // --- PINTURA --- + PaintBar(corNeutra); // Pinta tudo de cinza por padrão + + // Só aplica coloração VSA se NÃO for o primeiro candle do dia + if (Date = Date[1]) then + begin + // 1. Verifica Upthrust (Venda) + if (closePosition < 0.33) then + begin + if (Quantity > avgVolume * volGold) then + PaintBar(corFuchsia) // Prioridade 1: Volume Extremo (> 2.0x) = Fúcsia (Venda) + else if (Quantity > avgVolume * volMultiplier) then + PaintBar(corUpthrust); // Prioridade 2: Volume Alto (> 1.5x) = Vermelho + end; + + // 2. Verifica Shakeout/Rejeição (Compra) + if (closePosition > 0.66) then + begin + if (Quantity > avgVolume * volGold) then + PaintBar(corCyan) // Prioridade 1: Volume Extremo (> 2.0x) = Ciano (Compra) + else if (Quantity > avgVolume * volMultiplier) then + PaintBar(corShakeout); // Prioridade 2: Volume Alto (> 1.5x) = Verde + end; + end; + +end; diff --git a/fev_VWAPreferenciaPreco.txt b/fev_VWAPreferenciaPreco.txt new file mode 100644 index 0000000..c2e55ca --- /dev/null +++ b/fev_VWAPreferenciaPreco.txt @@ -0,0 +1,36 @@ +{ + Estratégia: fev_VWAPreferenciaPreco + Autor: Wesley + Descrição: Regra de Coloração que funciona como um filtro institucional. + Pinta os candles com base na sua posição em relação à VWAP diária. +} + +Var + vVwap : Real; + corCompra : Integer; + corVenda : Integer; + corNeutra : Integer; + +begin + // --- DEFINIÇÃO DE CORES --- + // Cores baseadas no seu arquivo CoresPadroesCandles.txt + corCompra := RGB(0, 255, 0); // Verde: Território de Compra com candle de força + corVenda := RGB(255, 0, 0); // Vermelho: Território de Venda com candle de força + corNeutra := RGB(105, 105, 105); // Cinza: Mercado em pullback ou sem direção clara + + // --- CÁLCULO DO INDICADOR --- + // A função VWAP já é nativa do ProfitChart + vVwap := VWAP(0); + + // --- LÓGICA DE PINTURA --- + // 1. Pinta tudo de cinza por padrão (condição neutra) + PaintBar(corNeutra); + + // 2. CONDIÇÃO DE COMPRA: Preço acima da VWAP e candle positivo (força compradora) + if (Close > vVwap) and (Close > Open) then + PaintBar(corCompra); + + // 3. CONDIÇÃO DE VENDA: Preço abaixo da VWAP e candle negativo (força vendedora) + if (Close < vVwap) and (Close < Open) then + PaintBar(corVenda); +end; \ No newline at end of file diff --git a/fev_VWAPsemanalDiario.txt b/fev_VWAPsemanalDiario.txt new file mode 100644 index 0000000..6fcb471 --- /dev/null +++ b/fev_VWAPsemanalDiario.txt @@ -0,0 +1,41 @@ + { + Estratégia: fev_VWAPsemanalDiario + Autor: Wesley + Descrição: Regra de Coloração focada na confluência da VWAP Diária com a Semanal. + Identifica quando o curto prazo (Diário) está alinhado com o médio prazo (Semanal). + } + + Var + vVwapDiaria : Real; + vVwapSemanal : Real; + corCompra : Integer; + corVenda : Integer; + corNeutra : Integer; + + begin + // --- DEFINIÇÃO DE CORES --- + corCompra := RGB(0, 255, 0); // Verde + corVenda := RGB(255, 0, 0); // Vermelho + corNeutra := RGB(105, 105, 105); // Cinza + + // --- CÁLCULO DAS VWAPS --- + // 1 = Diária, 2 = Semanal, 3 = Mensal + vVwapDiaria := VWAP(1); + vVwapSemanal := VWAP(2); + + // --- PINTURA --- + PaintBar(corNeutra); // Padrão: Zona de Conflito (Preço entre as VWAPs) + + // COMPRA: Preço acima da VWAP Diária E Semanal + Candle Positivo + if (Close > vVwapDiaria) and (Close > vVwapSemanal) and (Close > Open) then + PaintBar(corCompra); + + // VENDA: Preço abaixo da VWAP Diária E Semanal + Candle Negativo + if (Close < vVwapDiaria) and (Close < vVwapSemanal) and (Close < Open) then + PaintBar(corVenda); + + // Garante que o primeiro candle seja visualmente Cinza (Neutro) + if (Date <> Date[1]) then + PaintBar(corNeutra); + + end; diff --git a/fev_direcaoDoDia.txt b/fev_direcaoDoDia.txt new file mode 100644 index 0000000..69f0313 --- /dev/null +++ b/fev_direcaoDoDia.txt @@ -0,0 +1,102 @@ +{ + Indicador: fev_direcaoDoDia + Autor: Wesley (Gemini Code Assist) + Descrição: Unificação do "Porteiro" (VWAP) com a "Tendência" (Médias). + Rank 1 (Institucional) + Rank 3 (Contexto). + Só pinta se houver confluência total. +} + +var + // Variáveis VWAP (Institucional) + vVwapDiaria, vVwapSemanal : float; + bCompraVWAP, bVendaVWAP : boolean; + + // Variáveis Médias (Tendência) + mme9, mme20, mma200 : float; + bCompraMedias, bVendaMedias : boolean; + + // Variáveis Price Action (Primeiro candle) + fCorpoAbertura, fPavioSupAbertura, fPavioInfAbertura : float; + + // Cores + cCompraForte, cVendaForte, cNeutro : integer; + +begin + // --- 1. CONFIGURAÇÃO DE CORES --- + cCompraForte := RGB(0, 255, 0); // Verde Limão + cVendaForte := RGB(255, 0, 0); // Vermelho Vivo + cNeutro := RGB(105, 105, 105); // Cinza (Zona de Risco/Indecisão) + + // --- 2. CÁLCULO INSTITUCIONAL (VWAP) --- + // O "Porteiro" - Rank 1 + vVwapDiaria := VWAP(1); + vVwapSemanal := VWAP(2); + + // Regra: Preço deve estar acima/abaixo de AMBAS as VWAPs + bCompraVWAP := (Close > vVwapDiaria) and (Close > vVwapSemanal); + bVendaVWAP := (Close < vVwapDiaria) and (Close < vVwapSemanal); + + // --- 3. CÁLCULO DE TENDÊNCIA (MÉDIAS) --- + // O "Contexto" - Rank 3 (Simplificado para Direção) + mme9 := MediaExp(9, Close); + mme20 := MediaExp(20, Close); + mma200 := Media(200, Close); + + // Regra: Alinhamento básico de curto prazo a favor do longo + // Compra: Preço > 9 > 20. (A 200 serve como filtro de "Caixote" opcional, aqui usada para validar tendência macro) + bCompraMedias := (Close > mme9) and (mme9 > mme20); + + // Venda: Preço < 9 < 20. + bVendaMedias := (Close < mme9) and (mme9 < mme20); + + // --- 4. LÓGICA DE DECISÃO (CONFLUÊNCIA) --- + + // Default: Neutro + PaintBar(cNeutro); + + // CENÁRIO COMPRADOR + // Institucional autoriza E Tendência confirma + if (bCompraVWAP) and (bCompraMedias) then + begin + PaintBar(cCompraForte); + end; + + // CENÁRIO VENDEDOR + // Institucional autoriza E Tendência confirma + if (bVendaVWAP) and (bVendaMedias) then + begin + PaintBar(cVendaForte); + end; + + // --- 5. PRIMEIRO CANDLE (PRICE ACTION) --- + // Apenas no primeiro candle do dia: rejeição forte prevalece sobre a cor do corpo. + if (Date <> Date[1]) then + begin + fCorpoAbertura := Abs(Close - Open); + + if (Close >= Open) then + begin + fPavioSupAbertura := High - Close; + fPavioInfAbertura := Open - Low; + end + else + begin + fPavioSupAbertura := High - Open; + fPavioInfAbertura := Close - Low; + end; + + // Rejeição vendedora (pavio superior dominante) + if (fPavioSupAbertura >= (fCorpoAbertura * 1.5)) and (fPavioSupAbertura > fPavioInfAbertura) then + PaintBar(cVendaForte) + + // Rejeição compradora (pavio inferior dominante) + else if (fPavioInfAbertura >= (fCorpoAbertura * 1.5)) and (fPavioInfAbertura > fPavioSupAbertura) then + PaintBar(cCompraForte) + + // Sem rejeição clara: segue direção do corpo + else if (Close >= Open) then + PaintBar(cCompraForte) + else + PaintBar(cVendaForte); + end; +end; \ No newline at end of file diff --git a/fev_mediasTrend9_20_50_200.txt b/fev_mediasTrend9_20_50_200.txt new file mode 100644 index 0000000..627cd10 --- /dev/null +++ b/fev_mediasTrend9_20_50_200.txt @@ -0,0 +1,178 @@ +{ + Indicador: fev_mediasTrend9_20_50_200 + Autor: Wesley (Gemini Code Assist) + Descrição: Cria uma "Trend Cloud" (Nuvem de Tendência) para gráfico de linha, baseada no alinhamento das médias 9, 20, 50 e 200. +} + +input + // Períodos das Médias + PeriodoMME9(9); + PeriodoMME20(20); + PeriodoMMA50(50); + PeriodoMMA200(200); + + // Distâncias mínimas em PONTOS para ativar a zona neutra (preto) + DistMinCruzamento9_20(50.0); // Distância para o par 9/20 + DistMinCruzamento20_50(50.0); // Distância para o par 20/50 + DistMinCruzamento50_200(100.0); // Distância para o par 50/200 + + // Chaves para Ligar/Desligar as Regras de Coloração + bUsarZonaNeutra(true); // Liga/Desliga a cor Preta (médias próximas) + bUsarSuperTendencia(true); // Liga/Desliga as cores Ciano/Fucsia (todas alinhadas) + bUsarTendenciaNormal(true); // Liga/Desliga as cores Verde/Vermelho (cruzamento 9/20) + + // Filtro de volatilidade por ATR + bUsarFiltroATR(true); + PeriodoATR(14); + PeriodoMediaATR(50); + FatorMinATR(0.90); + FatorMaxATR(2.50); + + // Configurações para Backtest + bAtivarBacktest(true); // Liga/Desliga o modo de backtest + fCapitalInicial(10000.0); // Capital inicial para o backtest + +var + // Cores + cCompra, cCompraForte, cVenda, cVendaForte, cNeutro, cLateral, cCorAtual, cFundo : Integer; + + // Médias + fMME9, fMME20, fMMA50, fMMA200 : Float; + + // Distâncias + fDist9_20, fDist20_50, fDist50_200 : Float; + fATRAtual, fATRMedio : Float; + bATRRegimeOK : Boolean; + + // Variáveis para Backtest + fCapitalAtual, fPrecoEntrada : Float; + bPosicaoAberta : Boolean; + iDirecao : Integer; // 1 para compra, -1 para venda + +begin + // 1. Inicialização para Backtest + if bAtivarBacktest then + begin + fCapitalAtual := fCapitalInicial; + bPosicaoAberta := false; + fPrecoEntrada := 0.0; + iDirecao := 0; + end; + + // 2. Definição de Cores + cCompra := RGB(0, 255, 0); // Verde + cCompraForte := RGB(0, 255, 255); // Ciano + cVenda := RGB(255, 0, 0); // Vermelho + cVendaForte := RGB(255, 0, 255); // Fucsia + cNeutro := RGB(0, 0, 0); // Preto + cLateral := RGB(128, 128, 128); // Cinza; + + // 3. Cálculo das Médias + fMME9 := MediaExp(PeriodoMME9, Close); + fMME20 := MediaExp(PeriodoMME20, Close); + fMMA50 := Media(PeriodoMMA50, Close); + fMMA200 := Media(PeriodoMMA200, Close); + + // 4. Cálculo das Distâncias em Pontos + fDist9_20 := Abs(fMME9 - fMME20); + fDist20_50 := Abs(fMME20 - fMMA50); + fDist50_200 := Abs(fMMA50 - fMMA200); + + // 4.1 Regime de Volatilidade (ATR) + fATRAtual := Media(PeriodoATR, Range); + fATRMedio := Media(PeriodoMediaATR, fATRAtual); + if fATRMedio <= 0 then + fATRMedio := 0.01; + + bATRRegimeOK := (not bUsarFiltroATR) + or ((fATRAtual >= (fATRMedio * FatorMinATR)) and (fATRAtual <= (fATRMedio * FatorMaxATR))); + + // 5. Lógica de Coloração (do mais restrito para o mais geral) + + // Prioridade 0: Fora de regime ATR => neutro + if (not bATRRegimeOK) then + begin + cCorAtual := cNeutro; + end; + // Prioridade 1: Zona Neutra (médias muito próximas) + if bATRRegimeOK and bUsarZonaNeutra and ((fDist9_20 < DistMinCruzamento9_20) or + (fDist20_50 < DistMinCruzamento20_50) or + (fDist50_200 < DistMinCruzamento50_200)) then + begin + cCorAtual := cNeutro; + end; + // Prioridade 2: Super Tendência (todas as médias alinhadas) + if bATRRegimeOK and bUsarSuperTendencia and (fMME9 > fMME20) and (fMME20 > fMMA50) and (fMMA50 > fMMA200) then + begin + cCorAtual := cCompraForte; // Compra Forte (Ciano) + end; + if bATRRegimeOK and bUsarSuperTendencia and (fMME9 < fMME20) and (fMME20 < fMMA50) and (fMMA50 < fMMA200) then + begin + cCorAtual := cVendaForte; // Venda Forte (Fucsia) + end; + // Prioridade 3: Tendência Normal (baseada no cruzamento 9/20) + if bATRRegimeOK and bUsarTendenciaNormal and (fMME9 > fMME20) then + begin + cCorAtual := cCompra; // Compra (Verde) + end; + if bATRRegimeOK and bUsarTendenciaNormal and (fMME9 < fMME20) then + begin + cCorAtual := cVenda; // Venda (Vermelho) + end; + // Caso Padrão: Se não houver tendência clara + if not (bUsarZonaNeutra or bUsarSuperTendencia) then + begin + cCorAtual := cLateral; + end; + + // 6. Definição da Cor de Fundo com Base na Tendência Atual + if cCorAtual = cCompra then + cFundo := RGB(200, 255, 200); // Fundo Verde Claro + else if cCorAtual = cCompraForte then + cFundo := RGB(200, 255, 255); // Fundo Ciano Claro + else if cCorAtual = cVenda then + cFundo := RGB(255, 200, 200); // Fundo Vermelho Claro + else if cCorAtual = cVendaForte then + cFundo := RGB(255, 200, 255); // Fundo Fucsia Claro + else if cCorAtual = cNeutro then + cFundo := RGB(200, 200, 200); // Fundo Cinza Claro + else + cFundo := RGB(240, 240, 240); // Fundo Padrão; + + // 7. Lógica de Backtest + if bAtivarBacktest then + begin + if not bPosicaoAberta and ((cCorAtual = cCompra) or (cCorAtual = cCompraForte)) then + begin + // Abrir posição de compra + bPosicaoAberta := true; + fPrecoEntrada := Close; + iDirecao := 1; + end; + if not bPosicaoAberta and ((cCorAtual = cVenda) or (cCorAtual = cVendaForte)) then + begin + // Abrir posição de venda + bPosicaoAberta := true; + fPrecoEntrada := Close; + iDirecao := -1; + end; + if bPosicaoAberta and ((iDirecao = 1 and ((cCorAtual = cVenda) or (cCorAtual = cVendaForte))) or + (iDirecao = -1 and ((cCorAtual = cCompra) or (cCorAtual = cCompraForte)))) then + begin + // Fechar posição + if iDirecao = 1 then + fCapitalAtual := fCapitalAtual + (Close - fPrecoEntrada); + else + fCapitalAtual := fCapitalAtual + (fPrecoEntrada - Close); + + bPosicaoAberta := false; + fPrecoEntrada := 0.0; + iDirecao := 0; + end; + end; + + // 8. Plotagem do Gráfico de Linha com a Cor Definida + Plot(Close); + SetPlotColor(1, cCorAtual); + SetPlotBackgroundColor(cFundo); +end; diff --git a/fev_panorama920.txt b/fev_panorama920.txt new file mode 100644 index 0000000..65ed9fe --- /dev/null +++ b/fev_panorama920.txt @@ -0,0 +1,107 @@ +{ + Indicador: fev_panorama920 + Autor: Wesley (Gemini Code Assist) + Descrição: Panorama operacional com MME 9 e MME 20 para day trade. + Habilita compra, venda ou lateralização com filtros de validação. +} + +input + PeriodoMME9(9); + PeriodoMME20(20); + PeriodoEstrutura(5); + MinInclinacao20Perc(0.02); + MinSeparacaoMMEPerc(0.02); + MaxDistanciaPreco20Perc(1.20); + IgnorarPrimeirosCandles(3); + UsarFiltroEstrutura(false); + UsarFiltroDistancia(false); + UsarFiltroAbertura(true); + +var + cCompra, cVenda, cLateral : Integer; + fMME9, fMME20, fMME20_1 : Float; + fDistanciaPreco20Perc, fInclinacao20Perc, fSeparacaoMMEPerc : Float; + fMaxEstrutura, fMinEstrutura : Float; + iCandlesDia, iPeriodoEstrutura : Integer; + bEstruturaAlta, bEstruturaBaixa : Boolean; + bInclinacaoAltaOK, bInclinacaoBaixaOK : Boolean; + bSeparacaoOK, bDistanciaOK, bAberturaOK : Boolean; + bCompraBase, bVendaBase : Boolean; + bCompraHabilitada, bVendaHabilitada : Boolean; + +begin + // Cores do panorama 9/20 + cCompra := RGB(0, 255, 0); // Verde: compra habilitada + cVenda := RGB(255, 0, 0); // Vermelho: venda habilitada + cLateral := RGB(105, 105, 105); // Cinza: lateralização / indefinição + + // Médias + fMME9 := MediaExp(PeriodoMME9, Close); + fMME20 := MediaExp(PeriodoMME20, Close); + fMME20_1 := fMME20[1]; + + iPeriodoEstrutura := PeriodoEstrutura; + if (iPeriodoEstrutura < 3) then + iPeriodoEstrutura := 3; + + // Contador de candles do dia (filtro de abertura) + if (Date <> Date[1]) then + iCandlesDia := 1 + else + iCandlesDia := iCandlesDia + 1; + + // Métricas de qualidade dos sinais + fDistanciaPreco20Perc := (Abs(Close - fMME20) / fMME20) * 100; + fInclinacao20Perc := (Abs(fMME20 - fMME20_1) / fMME20) * 100; + fSeparacaoMMEPerc := (Abs(fMME9 - fMME20) / fMME20) * 100; + + // Estrutura (rompimento/pivô simplificado) + fMaxEstrutura := Highest(High[1], iPeriodoEstrutura); + fMinEstrutura := Lowest(Low[1], iPeriodoEstrutura); + bEstruturaAlta := (Close > fMaxEstrutura); + bEstruturaBaixa := (Close < fMinEstrutura); + + // Filtros para evitar sinais ruins + bInclinacaoAltaOK := (fMME20 > fMME20_1) and (fInclinacao20Perc >= MinInclinacao20Perc); + bInclinacaoBaixaOK := (fMME20 < fMME20_1) and (fInclinacao20Perc >= MinInclinacao20Perc); + bSeparacaoOK := (fSeparacaoMMEPerc >= MinSeparacaoMMEPerc); + bDistanciaOK := (fDistanciaPreco20Perc <= MaxDistanciaPreco20Perc); + bAberturaOK := (iCandlesDia > IgnorarPrimeirosCandles); + + // Regra base de compra (confluência 9/20) + // 1) 9 acima da 20 + // 2) 20 inclinada para cima com força mínima + // 3) preço acima das duas + bCompraBase := (fMME9 > fMME20) and bInclinacaoAltaOK and (Close > fMME9) and (Close > fMME20); + + // Regra base de venda (confluência 9/20) + // 1) 9 abaixo da 20 + // 2) 20 inclinada para baixo com força mínima + // 3) preço abaixo das duas + bVendaBase := (fMME9 < fMME20) and bInclinacaoBaixaOK and (Close < fMME9) and (Close < fMME20); + + // Habilitação final com filtros opcionais para não "matar" os sinais + bCompraHabilitada := bCompraBase and bSeparacaoOK + and ((not UsarFiltroEstrutura) or bEstruturaAlta) + and ((not UsarFiltroDistancia) or bDistanciaOK) + and ((not UsarFiltroAbertura) or bAberturaOK); + + bVendaHabilitada := bVendaBase and bSeparacaoOK + and ((not UsarFiltroEstrutura) or bEstruturaBaixa) + and ((not UsarFiltroDistancia) or bDistanciaOK) + and ((not UsarFiltroAbertura) or bAberturaOK); + + // Padrão: lateral + PaintBar(cLateral); + + // Habilitação de compra/venda + if bCompraHabilitada then + PaintBar(cCompra); + + if bVendaHabilitada then + PaintBar(cVenda); + + // Primeiro candle do dia fica neutro + if (Date <> Date[1]) then + PaintBar(cLateral); +end; \ No newline at end of file diff --git a/fev_panoramaMedias9_20_50_200.txt b/fev_panoramaMedias9_20_50_200.txt new file mode 100644 index 0000000..fd19ef3 --- /dev/null +++ b/fev_panoramaMedias9_20_50_200.txt @@ -0,0 +1,342 @@ +{ + Indicador: fev_panoramaMedias9_20_50_200 + Autor: Wesley (Gemini Code Assist) + Descrição: Panorama com médias 9/20/50/200 e decisão por peso. + Permite ligar/desligar cada média; sem médias ativas fica neutro (cinza). +} + +input + AtivarPanorama(true); + AtivarAnalisePrimeiroCandle(true); + FatorVolumePrimeiroCandle(1.5); + CorpoMinPrimeiroCandle(0.60); + PeriodoMME9(9); + PeriodoMME20(20); + PeriodoMMA50(50); + PeriodoMMA200(200); + UsarMME9(true); + UsarMME20(true); + UsarMMA50(true); + UsarMMA200(false); + AtivarFaixaSeguranca(true); + HoraInicioFaixa1(855); + HoraFimFaixa1(915); + HoraInicioFaixa2(920); + HoraFimFaixa2(950); + PesoMME9(1.5); + PesoMME20(3.5); + PesoMMA50(4.0); + PesoMMA200(1.0); + PercentualMinConfluencia(72.0); + UsarProtecaoErros(true); + MinInclinacaoMME20Perc(0.03); + MinInclinacaoMMA50Perc(0.015); + MinInclinacaoMMA200Perc(0.005); + MinSeparacao9_20Perc(0.03); + MinSeparacao50_200Perc(0.02); + MinDist20_50Perc(0.08); + DistMinCruzamento9_20(25.0); // Distância mínima em pontos entre MME9 e MME20 para habilitar sinal + MaxDist20_50Perc(0.45); + MaxDistanciaMME20Perc(0.55); + UsarFiltroATR(true); + PeriodoATR(14); + PeriodoMediaATR(50); + FatorMinATR(0.90); + FatorMaxATR(2.50); + ExigirAlinhamentoMMA200(false); + +var + cCompra, cVenda, cLateral, cSeguranca, cBranco : Integer; + fMME9, fMME20, fMMA50, fMMA200 : Float; + fMME20_1, fMMA50_1, fMMA200_1 : Float; + fInclinacaoMME20Perc, fInclinacaoMMA50Perc, fInclinacaoMMA200Perc : Float; + fSeparacao9_20Perc, fSeparacao50_200Perc, fDistanciaMME20Perc, fDist20_50Perc : Float; + fDistancia9_20Pontos : Float; + fATRAtual, fATRMedio : Float; + fRangePrimeiro, fCorpoPrimeiro, fPavioSupPrimeiro, fPavioInfPrimeiro, fMediaVolumePrimeiro : Float; + fPesoAlta, fPesoBaixa, fPesoTotal, fPesoMinimo : Float; + iDataAnterior, iHoraAtual, iHoraHHMM : Integer; + bAlta9, bBaixa9 : Boolean; + bAlta20, bBaixa20 : Boolean; + bAlta50, bBaixa50 : Boolean; + bAlta200, bBaixa200 : Boolean; + bInclinacaoAltaOK, bInclinacaoBaixaOK : Boolean; + bSeparacaoOK, bDistanciaOK : Boolean; + bDist20_50OK : Boolean; + bATRRegimeOK : Boolean; + bRegime200AltaOK, bRegime200BaixaOK : Boolean; + bMedias9_20ProximasCruzar : Boolean; + bFaixa1Ativa, bFaixa2Ativa : Boolean; + bDentroFaixa1, bDentroFaixa2 : Boolean; + bFaixaSeguranca : Boolean; + bPrimeiroCandleDia : Boolean; + bPrimeiroAlta, bPrimeiroBaixa, bDojiPrimeiro, bAbsorcaoPrimeiro : Boolean; + bRejeicaoTopoPrimeiro, bRejeicaoFundoPrimeiro, bIniciativaAltaPrimeiro, bIniciativaBaixaPrimeiro : Boolean; + bGapAltaPrimeiro, bGapBaixaPrimeiro, bArmadilhaPrimeiro : Boolean; + bCompraHabilitada, bVendaHabilitada : Boolean; + +begin + // Cores + cCompra := RGB(0, 255, 0); // Verde + cVenda := RGB(255, 0, 0); // Vermelho + cLateral := RGB(105, 105, 105); // Cinza + cSeguranca := RGB(0, 0, 0); // Preto + cBranco := RGB(255, 255, 255); // Branco + + // Estado padrão + PaintBar(cLateral); + + // Pré-cálculo seguro para evitar acesso posicional dentro de if + iDataAnterior := Date[1]; + bPrimeiroCandleDia := (Date <> iDataAnterior); + iHoraAtual := Time; + if (iHoraAtual > 2359) then + iHoraHHMM := iHoraAtual / 100 + else + iHoraHHMM := iHoraAtual; + + // Faixas de segurança parametrizáveis (se início/fim = 0, a faixa é ignorada) + bFaixa1Ativa := (HoraInicioFaixa1 > 0) and (HoraFimFaixa1 > 0); + bFaixa2Ativa := (HoraInicioFaixa2 > 0) and (HoraFimFaixa2 > 0); + + bDentroFaixa1 := bFaixa1Ativa and (iHoraHHMM >= HoraInicioFaixa1) and (iHoraHHMM <= HoraFimFaixa1); + bDentroFaixa2 := bFaixa2Ativa and (iHoraHHMM >= HoraInicioFaixa2) and (iHoraHHMM <= HoraFimFaixa2); + + bFaixaSeguranca := AtivarFaixaSeguranca and (bDentroFaixa1 or bDentroFaixa2); + + // Chave global desligada: tudo cinza + if (not AtivarPanorama) then + begin + if bPrimeiroCandleDia then + PaintBar(cLateral); + end + else + begin + // Cálculo das médias + fMME9 := MediaExp(PeriodoMME9, Close); + fMME20 := MediaExp(PeriodoMME20, Close); + fMMA50 := Media(PeriodoMMA50, Close); + fMMA200 := Media(PeriodoMMA200, Close); + fMME20_1 := fMME20[1]; + fMMA50_1 := fMMA50[1]; + fMMA200_1 := fMMA200[1]; + + // Métricas para travas anti-erro + if (fMME20 > 0) then + fInclinacaoMME20Perc := (Abs(fMME20 - fMME20_1) / fMME20) * 100 + else + fInclinacaoMME20Perc := 0; + + if (fMMA50 > 0) then + fInclinacaoMMA50Perc := (Abs(fMMA50 - fMMA50_1) / fMMA50) * 100 + else + fInclinacaoMMA50Perc := 0; + + if (fMMA200 > 0) then + fInclinacaoMMA200Perc := (Abs(fMMA200 - fMMA200_1) / fMMA200) * 100 + else + fInclinacaoMMA200Perc := 0; + + if (fMME20 > 0) then + fSeparacao9_20Perc := (Abs(fMME9 - fMME20) / fMME20) * 100 + else + fSeparacao9_20Perc := 0; + + if (fMMA200 > 0) then + fSeparacao50_200Perc := (Abs(fMMA50 - fMMA200) / fMMA200) * 100 + else + fSeparacao50_200Perc := 0; + + if (fMME20 > 0) then + fDistanciaMME20Perc := (Abs(Close - fMME20) / fMME20) * 100 + else + fDistanciaMME20Perc := 999; + + if (fMME20 > 0) then + fDist20_50Perc := (Abs(fMME20 - fMMA50) / fMME20) * 100 + else + fDist20_50Perc := 0; + + // Regime de volatilidade (ATR) + fATRAtual := Media(PeriodoATR, Range); + fATRMedio := Media(PeriodoMediaATR, fATRAtual); + if (fATRMedio <= 0) then + fATRMedio := 0.01; + + bATRRegimeOK := (not UsarFiltroATR) + or ((fATRAtual >= (fATRMedio * FatorMinATR)) and (fATRAtual <= (fATRMedio * FatorMaxATR))); + + // Distância em pontos entre MME9 e MME20 (para detectar proximidade de cruzamento) + fDistancia9_20Pontos := Abs(fMME9 - fMME20); + bMedias9_20ProximasCruzar := (fDistancia9_20Pontos < DistMinCruzamento9_20); + + // Sinais individuais por média + bAlta9 := (Close > fMME9); + bBaixa9 := (Close < fMME9); + + bAlta20 := (Close > fMME20) and (fMME20 > fMME20_1); + bBaixa20 := (Close < fMME20) and (fMME20 < fMME20_1); + + bAlta50 := (Close > fMMA50) and (fMMA50 > fMMA50_1); + bBaixa50 := (Close < fMMA50) and (fMMA50 < fMMA50_1); + + bAlta200 := (Close > fMMA200) and (fMMA200 > fMMA200_1); + bBaixa200 := (Close < fMMA200) and (fMMA200 < fMMA200_1); + + // Travas para evitar erros comuns de operação + bInclinacaoAltaOK := ((not UsarMME20) or ((fMME20 > fMME20_1) and (fInclinacaoMME20Perc >= MinInclinacaoMME20Perc))) + and ((not UsarMMA50) or ((fMMA50 > fMMA50_1) and (fInclinacaoMMA50Perc >= MinInclinacaoMMA50Perc))) + and ((not UsarMMA200) or ((fMMA200 > fMMA200_1) and (fInclinacaoMMA200Perc >= MinInclinacaoMMA200Perc))); + + bInclinacaoBaixaOK := ((not UsarMME20) or ((fMME20 < fMME20_1) and (fInclinacaoMME20Perc >= MinInclinacaoMME20Perc))) + and ((not UsarMMA50) or ((fMMA50 < fMMA50_1) and (fInclinacaoMMA50Perc >= MinInclinacaoMMA50Perc))) + and ((not UsarMMA200) or ((fMMA200 < fMMA200_1) and (fInclinacaoMMA200Perc >= MinInclinacaoMMA200Perc))); + + bSeparacaoOK := ((not (UsarMME9 and UsarMME20)) or (fSeparacao9_20Perc >= MinSeparacao9_20Perc)) + and ((not (UsarMMA50 and UsarMMA200)) or (fSeparacao50_200Perc >= MinSeparacao50_200Perc)); + + bDistanciaOK := (not UsarMME20) or (fDistanciaMME20Perc <= MaxDistanciaMME20Perc); + + bDist20_50OK := (not (UsarMME20 and UsarMMA50)) + or ((fDist20_50Perc >= MinDist20_50Perc) and (fDist20_50Perc <= MaxDist20_50Perc)); + + bRegime200AltaOK := (not ExigirAlinhamentoMMA200) or (not UsarMMA200) or ((Close > fMMA200) and (fMMA200 > fMMA200_1)); + bRegime200BaixaOK := (not ExigirAlinhamentoMMA200) or (not UsarMMA200) or ((Close < fMMA200) and (fMMA200 < fMMA200_1)); + + // Acumuladores de peso + fPesoAlta := 0; + fPesoBaixa := 0; + fPesoTotal := 0; + + if UsarMME9 then + begin + fPesoTotal := fPesoTotal + PesoMME9; + if bAlta9 then + fPesoAlta := fPesoAlta + PesoMME9; + if bBaixa9 then + fPesoBaixa := fPesoBaixa + PesoMME9; + end; + + if UsarMME20 then + begin + fPesoTotal := fPesoTotal + PesoMME20; + if bAlta20 then + fPesoAlta := fPesoAlta + PesoMME20; + if bBaixa20 then + fPesoBaixa := fPesoBaixa + PesoMME20; + end; + + if UsarMMA50 then + begin + fPesoTotal := fPesoTotal + PesoMMA50; + if bAlta50 then + fPesoAlta := fPesoAlta + PesoMMA50; + if bBaixa50 then + fPesoBaixa := fPesoBaixa + PesoMMA50; + end; + + if UsarMMA200 then + begin + fPesoTotal := fPesoTotal + PesoMMA200; + if bAlta200 then + fPesoAlta := fPesoAlta + PesoMMA200; + if bBaixa200 then + fPesoBaixa := fPesoBaixa + PesoMMA200; + end; + + // Sem médias ativas => cinza + if (fPesoTotal <= 0) then + begin + PaintBar(cLateral); + end + else + begin + fPesoMinimo := fPesoTotal * (PercentualMinConfluencia / 100); + + bCompraHabilitada := (fPesoAlta >= fPesoMinimo) and (fPesoAlta > fPesoBaixa); + bVendaHabilitada := (fPesoBaixa >= fPesoMinimo) and (fPesoBaixa > fPesoAlta); + + if UsarProtecaoErros then + begin + bCompraHabilitada := bCompraHabilitada and bInclinacaoAltaOK and bSeparacaoOK and bDistanciaOK and bDist20_50OK and bRegime200AltaOK and bATRRegimeOK; + bVendaHabilitada := bVendaHabilitada and bInclinacaoBaixaOK and bSeparacaoOK and bDistanciaOK and bDist20_50OK and bRegime200BaixaOK and bATRRegimeOK; + end; + + // Se médias 9/20 estiverem próximas de cruzar (< 50 pts), pinta preto + if bMedias9_20ProximasCruzar then + PaintBar(cSeguranca) + else if bCompraHabilitada then + PaintBar(cCompra) + else if bVendaHabilitada then + PaintBar(cVenda) + else + PaintBar(cLateral); + end; + + // Primeiro candle do dia neutro (apenas se análise específica estiver desligada) + if bPrimeiroCandleDia and (not AtivarAnalisePrimeiroCandle) then + PaintBar(cLateral); + end; + + // Análise dedicada do primeiro candle (prioridade sobre o panorama) + if bPrimeiroCandleDia and AtivarAnalisePrimeiroCandle then + begin + fRangePrimeiro := High - Low; + if fRangePrimeiro <= 0 then + fRangePrimeiro := 0.01; + + fCorpoPrimeiro := Abs(Close - Open); + fMediaVolumePrimeiro := Media(20, Volume); + if fMediaVolumePrimeiro <= 0 then + fMediaVolumePrimeiro := 1; + + bPrimeiroAlta := (Close > Open); + bPrimeiroBaixa := (Close < Open); + bDojiPrimeiro := (fCorpoPrimeiro <= (fRangePrimeiro * 0.10)); + + if (Close >= Open) then + begin + fPavioSupPrimeiro := High - Close; + fPavioInfPrimeiro := Open - Low; + end + else + begin + fPavioSupPrimeiro := High - Open; + fPavioInfPrimeiro := Close - Low; + end; + + bRejeicaoTopoPrimeiro := (fPavioSupPrimeiro > (fCorpoPrimeiro * 1.8)) and (fPavioSupPrimeiro > fPavioInfPrimeiro); + bRejeicaoFundoPrimeiro := (fPavioInfPrimeiro > (fCorpoPrimeiro * 1.8)) and (fPavioInfPrimeiro > fPavioSupPrimeiro); + bAbsorcaoPrimeiro := (Volume >= (fMediaVolumePrimeiro * FatorVolumePrimeiroCandle)) and (fCorpoPrimeiro <= (fRangePrimeiro * 0.35)); + bIniciativaAltaPrimeiro := bPrimeiroAlta and (fCorpoPrimeiro >= (fRangePrimeiro * CorpoMinPrimeiroCandle)) and (Volume >= (fMediaVolumePrimeiro * FatorVolumePrimeiroCandle)); + bIniciativaBaixaPrimeiro := bPrimeiroBaixa and (fCorpoPrimeiro >= (fRangePrimeiro * CorpoMinPrimeiroCandle)) and (Volume >= (fMediaVolumePrimeiro * FatorVolumePrimeiroCandle)); + + bGapAltaPrimeiro := (Open > Close[1]); + bGapBaixaPrimeiro := (Open < Close[1]); + bArmadilhaPrimeiro := (bGapAltaPrimeiro and bPrimeiroBaixa and bRejeicaoTopoPrimeiro) + or (bGapBaixaPrimeiro and bPrimeiroAlta and bRejeicaoFundoPrimeiro); + + if bArmadilhaPrimeiro then + PaintBar(cSeguranca) + else if bRejeicaoTopoPrimeiro then + PaintBar(cVenda) + else if bRejeicaoFundoPrimeiro then + PaintBar(cCompra) + else if bIniciativaAltaPrimeiro then + PaintBar(cCompra) + else if bIniciativaBaixaPrimeiro then + PaintBar(cVenda) + else if bAbsorcaoPrimeiro or bDojiPrimeiro then + PaintBar(cBranco) + else if bPrimeiroAlta then + PaintBar(cCompra) + else if bPrimeiroBaixa then + PaintBar(cVenda) + else + PaintBar(cBranco); + end; + + // Faixa de segurança tem prioridade máxima (sobrescreve qualquer sinal) + if bFaixaSeguranca then + PaintBar(cSeguranca); +end; \ No newline at end of file diff --git a/fev_priceActionPrimeiroCandle.txt b/fev_priceActionPrimeiroCandle.txt new file mode 100644 index 0000000..d5f710b --- /dev/null +++ b/fev_priceActionPrimeiroCandle.txt @@ -0,0 +1,136 @@ +{ + Indicador: fev_priceActionPrimeiroCandle + Objetivo: Analisar exclusivamente o primeiro candle do dia. + Regra visual: Apenas o primeiro candle recebe classificação; todo o restante fica cinza. +} + +input + pCorpoForca(0.70); // Corpo mínimo (em % do range) para considerar barra de força + pFatorVolumeClimatico(2.0); // Multiplicador de volume vs candle anterior + pFatorRejeicao(1.8); // Relação pavio/corpo para detectar rejeição + pPeriodoReferencia(20); // Janela para médias de volume e range + pFatorVolumeRelativo(1.5); // Volume atual vs média de volume + pFatorGapGrande(0.8); // Gap grande em múltiplos do range médio + pFatorExpansaoRange(1.3); // Expansão de range vs média + pFechamentoExtremo(0.75); // Fechamento na extremidade do candle + +var + // Cores + cCinza, cVerde, cVermelho, cCiano, cFucsia, cAzulRoyal, cMarrom, cBranco, cLaranja : Integer; + + // Estado + bPrimeiroCandle, bAlta, bBaixa : boolean; + bForca, bVolumeClimatico, bRejeicaoTopo, bRejeicaoFundo : boolean; + bGapAlta, bGapBaixa, bGapGrande : boolean; + bFechouNaMax, bFechouNaMin, bExpansaoRange, bAbsorcao : boolean; + bArmadilhaAlta, bArmadilhaBaixa : boolean; + + // Métricas do candle + fRange, fCorpo, fPavioSup, fPavioInf, fRazaoCorpo : float; + fGap, fVolMedio, fRangeMedio, fVolumeRelativo : float; + fClosePosicao : float; + i : Integer; + +begin + // 1) Paleta + cCinza := RGB(105, 105, 105); // Todo o resto do dia + cVerde := RGB(0, 255, 0); // Primeiro candle de alta (normal) + cVermelho := RGB(255, 0, 0); // Primeiro candle de baixa (normal) + cCiano := RGB(0, 255, 255); // Iniciativa compradora (força + volume) + cFucsia := RGB(255, 0, 255); // Iniciativa vendedora (força + volume) + cAzulRoyal := RGB(65, 105, 225); // Rejeição de topo + cMarrom := RGB(165, 42, 42); // Rejeição de fundo + cBranco := RGB(255, 255, 255); // Absorção/indefinição/doji + cLaranja := RGB(255, 140, 0); // Armadilha de abertura + + // 2) Default: tudo cinza + PaintBar(cCinza); + + // 3) Detecta o primeiro candle do dia + bPrimeiroCandle := (Date <> Date[1]); + + // 4) Só analisa o primeiro candle + if bPrimeiroCandle then + begin + // 4.1) Referências de contexto + fVolMedio := 0; + fRangeMedio := 0; + for i := 1 to pPeriodoReferencia do + begin + fVolMedio := fVolMedio + Volume[i]; + fRangeMedio := fRangeMedio + (High[i] - Low[i]); + end; + + if pPeriodoReferencia > 0 then + begin + fVolMedio := fVolMedio / pPeriodoReferencia; + fRangeMedio := fRangeMedio / pPeriodoReferencia; + end; + + if fVolMedio <= 0 then fVolMedio := 1; + if fRangeMedio <= 0 then fRangeMedio := 0.01; + + fGap := Open - Close[1]; + + fRange := High - Low; + if fRange <= 0 then fRange := 0.01; + + fCorpo := Abs(Close - Open); + fRazaoCorpo := fCorpo / fRange; + fClosePosicao := (Close - Low) / fRange; + fVolumeRelativo := Volume / fVolMedio; + + bAlta := (Close > Open); + bBaixa := (Close < Open); + bGapAlta := (Open > Close[1]); + bGapBaixa := (Open < Close[1]); + bGapGrande := (Abs(fGap) >= (fRangeMedio * pFatorGapGrande)); + + bFechouNaMax := (fClosePosicao >= pFechamentoExtremo); + bFechouNaMin := (fClosePosicao <= (1 - pFechamentoExtremo)); + bExpansaoRange := (fRange >= (fRangeMedio * pFatorExpansaoRange)); + + if (Close >= Open) then + begin + fPavioSup := High - Close; + fPavioInf := Open - Low; + end + else + begin + fPavioSup := High - Open; + fPavioInf := Close - Low; + end; + + bForca := (fRazaoCorpo >= pCorpoForca) and ((bAlta and bFechouNaMax) or (bBaixa and bFechouNaMin)); + bVolumeClimatico := (Volume > (Volume[1] * pFatorVolumeClimatico)) or (fVolumeRelativo >= pFatorVolumeRelativo); + bRejeicaoTopo := (fPavioSup > (fCorpo * pFatorRejeicao)) and (fPavioSup > fPavioInf); + bRejeicaoFundo := (fPavioInf > (fCorpo * pFatorRejeicao)) and (fPavioInf > fPavioSup); + + // Armadilha: gap forte + fechamento contra + rejeição + bArmadilhaAlta := bGapAlta and bGapGrande and bBaixa and bRejeicaoTopo; + bArmadilhaBaixa := bGapBaixa and bGapGrande and bAlta and bRejeicaoFundo; + + // Absorção: muito volume e pouco resultado direcional + bAbsorcao := (fVolumeRelativo >= pFatorVolumeRelativo) and (fRazaoCorpo <= 0.35); + + // 5) Prioridade de classificação + if bArmadilhaAlta or bArmadilhaBaixa then + PaintBar(cLaranja) + else if bRejeicaoTopo then + PaintBar(cAzulRoyal) + else if bRejeicaoFundo then + PaintBar(cMarrom) + else if bForca and bVolumeClimatico and bExpansaoRange and bAlta then + PaintBar(cCiano) + else if bForca and bVolumeClimatico and bExpansaoRange and bBaixa then + PaintBar(cFucsia) + else if bAbsorcao then + PaintBar(cBranco) + else if bAlta then + PaintBar(cVerde) + else if bBaixa then + PaintBar(cVermelho) + else + PaintBar(cBranco); + end; +end; \ No newline at end of file diff --git a/gerenciamento_risco.md b/gerenciamento_risco.md new file mode 100644 index 0000000..508c26a --- /dev/null +++ b/gerenciamento_risco.md @@ -0,0 +1,58 @@ +# Gerenciamento de Risco para Day Trade + +Com um capital de R$10.000, é essencial adotar um gerenciamento de risco eficiente para proteger o patrimônio e maximizar as oportunidades no mercado. Abaixo está um plano detalhado: + +## Regras de Gerenciamento de Risco + +1. **Risco por Operação:** + - Recomenda-se arriscar no máximo **1% a 2%** do capital total por operação. + - Com R$10.000, o risco por operação deve ser de **R$100 a R$200**. + +2. **Stop Loss:** + - Defina um stop loss claro para cada operação, baseado em análise técnica (suportes, resistências, volatilidade). + - Exemplo: Se o stop loss for de 200 pontos no mini índice, o valor financeiro será de R$40 por contrato (considerando R$0,20 por ponto). + +3. **Alavancagem e Contratos:** + - O mini índice (WIN) exige uma margem de garantia por contrato, que varia entre **R$25 e R$100** dependendo da corretora. + - Com R$10.000, é possível operar até **100 contratos** considerando a margem mínima, mas isso é extremamente arriscado. + - Para um gerenciamento de risco eficiente, limite-se a operar **2 a 5 contratos**, dependendo do stop loss e do risco por operação. + +4. **Relação Risco/Retorno:** + - Busque operações com uma relação risco/retorno de pelo menos **1:2** (exemplo: arriscar R$100 para ganhar R$200). + +## Exemplo de Cálculo de Contratos + +- **Capital Total:** R$10.000 +- **Risco por Operação:** R$100 (1% do capital) +- **Stop Loss:** 200 pontos (R$40 por contrato) +- **Quantidade de Contratos:** + - R$100 ÷ R$40 = **2 contratos** + +Com esse cálculo, é possível operar **2 contratos** no mini índice, mantendo o risco dentro do limite estabelecido. + +## Exemplos de Gerenciamento de Risco para Diferentes Capitais + +### Capital: R$20.000 +- **Risco por Operação:** R$200 a R$400 (1% a 2% do capital) +- **Stop Loss:** 200 pontos (R$40 por contrato) +- **Quantidade de Contratos:** + - R$200 ÷ R$40 = **5 contratos** + - R$400 ÷ R$40 = **10 contratos** + +### Capital: R$50.000 +- **Risco por Operação:** R$500 a R$1.000 (1% a 2% do capital) +- **Stop Loss:** 200 pontos (R$40 por contrato) +- **Quantidade de Contratos:** + - R$500 ÷ R$40 = **12 contratos** + - R$1.000 ÷ R$40 = **25 contratos** + +### Capital: R$100.000 +- **Risco por Operação:** R$1.000 a R$2.000 (1% a 2% do capital) +- **Stop Loss:** 200 pontos (R$40 por contrato) +- **Quantidade de Contratos:** + - R$1.000 ÷ R$40 = **25 contratos** + - R$2.000 ÷ R$40 = **50 contratos** + +## Conclusão + +Gerenciar o risco é fundamental para a consistência no day trade. Sempre ajuste o número de contratos e o stop loss de acordo com o capital disponível e o perfil de risco. Evite alavancagem excessiva e mantenha a disciplina nas operações. \ No newline at end of file diff --git a/organizacao_B3_Internacional.md b/organizacao_B3_Internacional.md new file mode 100644 index 0000000..72ded39 --- /dev/null +++ b/organizacao_B3_Internacional.md @@ -0,0 +1,115 @@ +# Organização Operacional: B3 (Toro) & Internacional (Tickmill) + +Este documento estrutura a rotina para operar simultaneamente no Brasil e no Exterior, aproveitando as correlações e diversificando risco. + +## 1. Estrutura de Plataformas e Contas + +### 🇧🇷 B3 (Brasil) - Toro Investimentos +* **Foco:** Day Trade em Índice/Dólar e Swing Trade em Ações. +* **Plataforma:** ProfitChart (Toro Trader). +* **Vantagem:** Corretagem Zero (com RLP) e plataforma robusta para fluxo (Tape Reading) e técnica. +* **Moeda Base:** BRL (Real). + +### 🌎 Internacional - Tickmill (Corretora CFD) +* **Foco:** Forex, Ouro (XAUUSD) e Índices Americanos (US500/S&P, USTEC/Nasdaq). +* **Plataforma:** MetaTrader 4 (MT4) ou MetaTrader 5 (MT5). + * *Dica:* Use o **TradingView** para análise gráfica (dados da OANDA ou FXCM são próximos) e o MT4/MT5 apenas para executar a ordem (boleta). +* **Conta Recomendada:** "Pro Account" (Spreads baixos + Comissão fixa). Melhor para estratégias técnicas. +* **Moeda Base:** USD (Dólar). + +## 2. Seleção de Ativos e Correlações + +Não opere tudo ao mesmo tempo. Use a correlação a seu favor. + +| Mercado | Ativo Principal | Ativo Correlato (Monitorar) | Horário Nobre | +| :--- | :--- | :--- | :--- | +| **B3** | **WIN (Mini Índice)** | S&P 500 (Tickmill: US500) | 09:00 - 11:00 | +| **B3** | **WDO (Mini Dólar)** | DXY e EURUSD (Tickmill) | 09:00 - 11:00 | +| **Intl** | **EURUSD** | DXY (Índice Dólar) | 09:00 - 12:00 | +| **Intl** | **XAUUSD (Ouro)** | Juros US (US10Y) / Dólar | 10:30 - 12:00 | + +### Regra de Ouro da Correlação +* Se **S&P 500 (US500)** está caindo forte na Tickmill -> **Venda WIN** na Toro. +* Se **Dólar Global (DXY)** está subindo -> **Venda EURUSD** na Tickmill e **Compre WDO** na Toro. + +### Meus Ativos na B3 (Carteira de Trabalho) +* **Futuros (Day Trade/Hedge):** + * `WINFUT` (Mini Índice) + * `WDOFUT` (Mini Dólar) + * `WSPFUT` (Micro S&P 500 - Correlação direta com US500) + * `BITFUT` (Futuro de Bitcoin - Correlação com Crypto Global) +* **Ações (Blue Chips):** + * `VALE3` (Vale - Correlação com Minério/China) + * `PETR4` (Petrobras - Correlação com Petróleo WTI/Brent) + * `ITUB4` (Itaú - Setor Financeiro) +* **BDRs (Tech/Growth):** + * `ROXO34` (Nubank) + * `AMAZO34` (Amazon) + +## 3. Rotina Operacional (O "Turno de Trabalho") + +* **08:30 - 09:00 (Pré-Market):** + * Abra o TradingView/MT4. + * Verifique como fechou a Ásia e como está a Europa. + * **Calendário Econômico:** Liste os horários de notícias de 3 estrelas/touros (Investing/ForexFactory). Defina alarmes. + * Marque suportes e resistências no **US500** e **XAUUSD**. +* **09:00 - 10:00 (Abertura B3):** + * Foco total na **Toro (Profit)**. + * O mercado internacional serve apenas como "bússola" (direção). +* **10:00 - 10:15 (Abertura Ações BR - O "Samba do Crioulo Doido"):** + * **Alerta Vermelho:** Abertura do mercado à vista (Ibovespa). + * **WIN:** Alta volatilidade devido à arbitragem com as ações. Muitas violinadas. + * **WDO:** Primeira janela de Ptax (briga de taxas). + * **Ação:** Evite abrir novas posições exatamente às 10:00. Espere a poeira baixar (10:15). +* **10:30 - 12:00 (Abertura NYSE + Prime Time):** + * Abertura de NY (considerando horário de verão). Se for inverno lá, é 11:30. + * Melhor horário para operar **Tickmill** (Forex/Ouro) e **B3** simultaneamente. Volume máximo. +* **12:00 - 13:00 (Almoço):** + * Reduza a mão ou encerre o dia. Liquidez cai drasticamente. + +## 4. Gestão de Risco Unificada + +* **Capital B3 (Toro):** Risco em Reais (R$). Meta de pagar contas do mês. +* **Capital Intl (Tickmill):** Risco em Dólar (USD). Meta de crescimento patrimonial (Juros Compostos). +* **Stop Loss Diário:** Defina um limite global. + * *Exemplo:* Se perder $50 na Tickmill, reduza o risco na B3 para não ter um "dia de fúria" duplo. + +## 5. Aspectos Tributários (Resumo Prático) + +* **Toro (Brasil):** + * Apuração Mensal. + * DARF: 20% sobre lucro Day Trade. + * Compensação de prejuízos permitida. +* **Tickmill (Exterior):** + * Apuração Anual (Lei 14.754 - Novas regras 2024). + * Alíquota única de **15%** sobre o lucro (ganho de capital + variação cambial). + * Não precisa pagar DARF mensalmente (apenas na declaração anual de ajuste), mas recomenda-se reservar o valor. + * *Atenção:* Diferente da B3, prejuízos lá fora não compensam lucros no Brasil (são caixas separadas). + +## 6. Checklist de Instalação + +1. [ ] Instalar **ProfitChart** (Toro). +2. [ ] Instalar **MetaTrader 5** (Tickmill) ou conectar conta no TradingView (se disponível). +3. [ ] Configurar tela com gráficos lado a lado (B3 na esquerda, Intl na direita). +4. [ ] Criar planilha de controle separada (uma aba BRL, uma aba USD). + +## 7. Estratégia de Paraíso Fiscal (Offshore Prática) + +Para maximizar a eficiência no internacional, a escolha da "filial" da corretora é crucial. + +* **Escolha da Jurisdição (Entidade):** Ao abrir conta na Tickmill, escolha a entidade regulada em **Seychelles (FSA)**. + * **O que é:** Seychelles é um paraíso fiscal clássico. + * **Vantagem:** **Imposto Zero na Fonte.** A corretora não retém nada sobre seus lucros. Todo o resultado líquido fica na sua conta para reinvestimento (Juros Compostos). + * **Diferença:** Se abrir na Tickmill UK (Reino Unido), você estaria sujeito a regulações europeias (ESMA) que limitam a alavancagem (máx 1:30) e podem ter regras tributárias locais mais rígidas. +* **Alavancagem:** Em paraísos fiscais, a alavancagem permitida é maior (1:500), o que exige gestão de risco profissional, mas permite operar com menos capital travado em margem. + +Na B3 opero: +ROXO34 +AMAZO34 +VALE3 +PETR4 +ITUB4 +BITFUTV +WDOFUTV +WSPFUT +WINFUT \ No newline at end of file diff --git a/organizacao_B3_Internacional_horarios.md b/organizacao_B3_Internacional_horarios.md new file mode 100644 index 0000000..c57d5cc --- /dev/null +++ b/organizacao_B3_Internacional_horarios.md @@ -0,0 +1,44 @@ +# Fusos Horários e Top Ativos Globais + +## 1. Sessões de Negociação (Horário de Brasília - GMT-3) + +**Diferença Chave:** Enquanto o Brasil opera ~9h por dia, o mercado global é "Electronic" (Globex) e opera ~23h por dia. +O mercado global opera 24h (nos futuros), mas a liquidez se concentra nestas janelas: + +| Sessão | Principais Centros | Horário Aprox. (BRT) | Característica | +| :--- | :--- | :--- | :--- | +| **Asiática** | Tóquio, Sydney, Hong Kong | 20:00 - 05:00 | Menor volatilidade (exceto no Yen e AUD). Bom para scalps técnicos e range trading. | +| **Europeia** | Londres (LSE), Frankfurt | 04:00 - 13:30 | Alta volatilidade na abertura (04:00-06:00). Define o tom do dia antes dos EUA abrirem. | +| **Americana** | Nova York (NYSE/Nasdaq) | 11:30 - 18:00 | **Máxima Liquidez**. Onde ocorrem os grandes movimentos, reversões e "agulhadas". | + +*Nota: Os horários de abertura dos EUA (Cash Market) variam entre 10:30 e 11:30 dependendo do horário de verão.* + +## 2. Top 10 Ativos e Índices para Operar + +Lista baseada em liquidez (facilidade de entrar/sair) e volatilidade (oportunidade de lucro). + +### Índices Futuros (Equity Futures) +1. **E-mini S&P 500 (ES):** O "Rei" do mercado. Respeita muito Price Action. **(Pregão: 23h/dia - Pausa 18:00-19:00 BRT)** +2. **Nasdaq 100 (NQ):** Setor de Tecnologia. Mais volátil e agressivo. **(Pregão: 23h/dia)** +3. **DAX 40 (FDAX):** Índice Alemão. Principal da Europa. **(Pregão: ~14h com alta liquidez, mas futuro roda estendido)** +4. **Nikkei 225 (NK):** Índice Japonês. Principal da Ásia. **(Pregão: Aberto durante nossa madrugada)** + +### Commodities +5. **Crude Oil WTI (CL):** Petróleo. Tendências longas. **(Pregão: 23h/dia)** +6. **Gold (GC / XAUUSD):** Ouro. Ativo de proteção. **(Pregão: 23h/dia)** + +### Moedas (Forex Futures ou Spot) +7. **EUR/USD (6E):** O par mais negociado. **(Pregão: 24h - Abre Dom 18:00, Fecha Sex 18:00)** +8. **USD/JPY (6J):** Dólar vs Yen. Volátil na Ásia. **(Pregão: 24h)** +9. **GBP/USD (6B):** Libra. Movimentos explosivos. **(Pregão: 24h)** + +### Cripto (24/7) +10. **Bitcoin (BTC):** O único mercado que nunca fecha. **(Pregão: 24 horas / 7 dias por semana)** + +## 3. Dicas para quem opera B3 (WIN/WDO) + +* **Duração B3:** O pregão de futuros (WIN/WDO) dura cerca de **9 horas** (09:00 às 18:00). É um tiro curto comparado ao resto do mundo. +* **Abertura de Londres (04:00 - 05:00):** Se o mercado europeu estiver muito negativo, o WIN já tende a abrir com Gap de Baixa. +* **Pré-Market EUA (09:00):** Observe o **ES (S&P Futuro)**. Ele dita a direção da abertura do WIN às 09:00. +* **Abertura NYSE (11:30):** É o momento de maior volume no WIN. Cuidado com a "briga" nos primeiros 15 minutos. +* **Petax (10:00 - 13:00):** Janelas onde o Banco Central mede o câmbio. Gera volatilidade artificial no **WDO**. \ No newline at end of file diff --git a/tabela_confluencias.md b/tabela_confluencias.md new file mode 100644 index 0000000..92481b9 --- /dev/null +++ b/tabela_confluencias.md @@ -0,0 +1,74 @@ +# Tabela Mestra de Confluências e Prioridades + +Este documento centraliza a hierarquia de decisão do Trade System. Ele deve ser atualizado sempre que uma nova teoria for estudada. + +**Regra Fundamental:** Sinais de hierarquia superior (Peso 5) **anulam** ou **validam** sinais de hierarquia inferior. Nunca opere contra um Peso 5. + +## Ranking de Importância (Atualizado: Fev/2026) + +| Rank | Peso | Categoria | Script / Arquivo | O que observar? (O Sinal) | Ação Prática | +| :--- | :--- | :--- | :--- | :--- | :--- | +| **1** | 🟥 **5** | **Institucional** | `fev_VWAPsemanalDiario.ntfl` | O candle está Verde (Compra) ou Vermelho (Venda)? | **Filtro de Permissão.** Se estiver Cinza ou contra a cor, NÃO FAÇA NADA. | +| **2** | 🟧 **4** | **Estrutura** | `fevTendenciaPivoTeste.ntsl` | O preço rompeu a estrutura de 5-12 candles (Verde/Vermelho)? | **Confirmação de Fluxo.** Garante que não é um falso rompimento. | +| **3** | 🟨 **3** | **Gatilho** | `fev_PriceAction.ntsl` | Apareceu o **Gold Signal (Amarelo)** ou Barra de Força (Ciano/Fuchsia)? | **Sinal de Entrada.** É o momento do clique. | +| **4** | 🟦 **2** | **Refino** | `fev_PriceActionAnaliseSombra.ntsl` | Existe pavio contra a operação (Azul/Marrom)? | **Veto.** Se tiver muita sombra contra, aborte ou reduza a mão. | +| **5** | 🟪 **2** | **Fluxo (OBV)**| `fev_OBVvolumeVerdadeiro.ntsl` | O OBV está a favor do movimento (Verde/Vermelho)? | **Veto de Fluxo.** Se o OBV divergir, o movimento é falso. | +| **6** | ⬜ **1** | **Leitura** | `fev_PriceAction_Tipos.ntsl` | Qual o nome do padrão? (Engolfo, Martelo, Inside Bar) | **Contexto.** Ajuda a entender a psicologia. | + +--- + +## O Algoritmo de Execução (Ordem Exata) + +Siga esta sequência lógica de arquivos para cada operação. Se falhar em um passo, não avance para o próximo. + +### PASSO 0: Calendário Econômico (Segurança) +* **Verificação:** Há notícia de alto impacto (3 estrelas) nos próximos 10 minutos? + * *Sim:* **PARE.** Zere posições e aguarde. + * *Não:* Prossiga. + +### PASSO 1: O Porteiro (Institucional) +* **Arquivo:** `fev_VWAPsemanalDiario.ntfl` +* **Contexto:** `fev_MediasSetupSemana.ntsl` (no Diário). +* **Validação:** O preço está alinhado com a VWAP Diária e Semanal? + * *Sim (Verde/Vermelho):* Vá para o Passo 2. + * *Não (Cinza):* **PARE.** O mercado está indeciso. + +### PASSO 2: O Mapa (Estrutura) +* **Arquivo:** `fevTendenciaPivoTeste.ntsl` +* **Validação:** O preço rompeu uma estrutura de acumulação recente (> 5 candles)? + * *Sim (Mudou de Cinza para Cor):* O caminho está livre. Vá para o Passo 3. + * *Não (Ainda Cinza):* Você está dentro de uma lateralidade. Cuidado. + +### PASSO 3: O Gatilho (Execução) +* **Arquivo:** `fev_PriceActionCorpoSombraExecucao.ntsl` (Principal) +* **Validação:** Tenho um sinal claro? + * **🟡 Gold Signal (Amarelo):** Entrada de Alta Convicção (Mão Cheia). + * **🔵 Ciano / 🟣 Fuchsia:** Entrada de Momentum (Mão Normal). + * **🟢 Verde / 🔴 Vermelho:** Entrada Técnica (Mão Leve). + +### PASSO 4: O Detector de Mentiras (VSA + OBV) +* **VSA (Intensidade):** O volume do candle é maior que a média? (Evita rompimento sem força). +* **OBV (Direção):** O OBV está apontando para a mesma direção do trade? + * *Sim:* **CLIQUE.** + * *Não:* **ABORTAR.** Divergência de fluxo. + +--- + +## Matriz de Decisão (Exemplos Práticos) + +### Cenário A: O "Falso" Gold Signal +- **Passo 1 (VWAP):** Gráfico está Cinza (Preço entre VWAP Diária e Semanal). +- **Passo 3 (Gatilho):** Aparece um candle Amarelo (Gold Signal). +- **Decisão:** **NÃO OPERAR.** O sinal é bonito, mas o contexto institucional (Rank 1) não autorizou. Risco de violino. + +### Cenário B: A Entrada de Livro +- **Passo 1 (VWAP):** Gráfico Verde (Acima das duas VWAPs). +- **Passo 2 (Estrutura):** `fevTendenciaPivoTeste` ficou Verde (Rompeu máxima de 5 candles). +- **Passo 3 (Gatilho):** Candle Ciano (Barra de Força). +- **Decisão:** **COMPRA.** Alinhamento total de fluxo e momentum. + +### Cenário C: A Rejeição (Salvo pelo Gongo) +- **Passo 1 e 2:** Ok (Favoráveis). +- **Passo 3:** Candle Verde (Engolfo de Alta). +- **Passo 4 (Sombra):** O `AnaliseSombra` mostra uma cor Azul Royal (Pavio superior longo). +- **Decisão:** **CANCELAR.** O mercado tentou subir e foi rejeitado no mesmo candle. \ No newline at end of file diff --git a/teoria_ATR.txt b/teoria_ATR.txt new file mode 100644 index 0000000..26cb985 --- /dev/null +++ b/teoria_ATR.txt @@ -0,0 +1,108 @@ +# Teoria Operacional: Rompimento de Canais de Keltner (ATR) + +## 1. O Conceito +Em vez de olhar para um único candle isolado, esta abordagem utiliza o **ATR** para construir um canal de volatilidade em torno de uma Média Móvel. + +- **Linha Central:** Média Móvel Exponencial (Define a tendência média). +- **Banda Superior:** Média + (Volatilidade * Fator). +- **Banda Inferior:** Média - (Volatilidade * Fator). + +O espaço dentro do canal é considerado "ruído" ou "zona de equilíbrio". + +## 2. Lógica Operacional (Gatilhos) +O objetivo é identificar quando o preço tem força suficiente para escapar da "gravidade" da média e romper a barreira da volatilidade (ATR). + +### Parâmetros Sugeridos +- **Média:** 20 períodos (Exponencial). +- **ATR:** 14 períodos. +- **Fator (Desvio):** 1.3 (Ajustado para maior sensibilidade). + +## 3. Regra de Coloração (O Semáforo) + +### 🟢 VERDE = COMPRA (Força) +- **Cor:** Verde Vivo. +- **Condição:** Fechamento > Banda Superior **E** Candle Positivo (Verde). +- **Significado:** O preço rompeu o teto da volatilidade. Compradores no controle. + +### 🔴 VERMELHO = VENDA (Pânico) +- **Cor:** Vermelho Vivo. +- **Condição:** Fechamento < Banda Inferior **E** Candle Negativo (Vermelho). +- **Significado:** O preço perdeu o piso da volatilidade. Vendedores no controle. + +### ⚪ CINZA = NEUTRO (Aguardar) +- **Cor:** Cinza. +- **Condição:** O preço fecha DENTRO do canal. +- **Ação:** O mercado está de lado ou descansando. **Não operar.** + +## 4. Gerenciamento + +- **Entrada:** No fechamento do primeiro candle que pintar de Verde/Vermelho. +- **Stop Loss:** + - Conservador: Na média móvel central. + - Agressivo: Na mínima do candle de rompimento. +- **Saída:** Quando o candle voltar a fechar cinza (retornou para dentro do canal). + +--- +*Estratégia baseada em Keltner Channels* + +## 5. Expansão de Conhecimento: O Ecossistema ATR + +O ATR não serve apenas para canais. Ele é a base matemática para ferramentas de tendência e risco essenciais para sistemas quantitativos. + +### A. SuperTrend (O Rastreador de Tendência) +Enquanto o Keltner é um canal, o **SuperTrend** é uma linha única que funciona como um **Stop Móvel (Trailing Stop)**. +- **Cálculo:** `Preço Médio +/- (ATR * Multiplicador)`. +- **Uso:** Se o preço fecha acima, a linha fica verde (suporte). Se fecha abaixo, fica vermelha (resistência). +- **Diferença para Keltner:** O SuperTrend não "envelopa" o preço, ele persegue o preço. É excelente para carregar operações longas (Trend Following) sem ser violinado pelo ruído comum. + +### B. Position Sizing (Cálculo de Lote Profissional) +Grandes players e robôs não operam com "lote fixo" (ex: sempre 5 contratos). Eles operam com **Risco de Volatilidade Constante**. +- **Fórmula:** `Tamanho do Lote = (Capital em Risco $) / (ATR * Valor do Ponto)` +- **Lógica:** + - **Dia Volátil (ATR Alto):** O sistema reduz a mão (Lote Menor) para manter o mesmo risco financeiro, pois o Stop será mais longo. + - **Dia Calmo (ATR Baixo):** O sistema aumenta a mão (Lote Maior), pois o Stop é curto e técnico. +*Isso equaliza a curva de capital, evitando que um dia de "violinos" destrua os lucros de dias calmos.* + +### C. Ciclos de Volatilidade (O Pulso do Mercado) +O ATR é cíclico e previsível em seu comportamento de onda. +1. **Contração (Squeeze):** ATR caindo e em níveis baixos. O mercado está acumulando energia. As Bandas de Keltner se estreitam. **Melhor momento para preparar entradas.** +2. **Expansão (Breakout):** ATR subindo explosivamente. O movimento direcional acontece aqui. +3. **Exaustão:** Quando o ATR atinge picos históricos (muito acima da média), a probabilidade de reversão ou lateralização é altíssima. + +**Regra de Ouro:** +- ATR Baixo = Potencial de Lucro Alto (Início de movimento). +- ATR Muito Alto = Risco Alto (Fim de festa). + +### D. ATR vs. Desvio Padrão (A Diferença para Bollinger Bands) + +Muitos confundem Keltner Channels (baseados em ATR) com Bollinger Bands (baseadas em Desvio Padrão). A diferença é crucial. + +| Característica | **ATR (Keltner Channels)** | **Desvio Padrão (Bollinger Bands)** | +| :--- | :--- | :--- | +| **Cálculo** | Baseado no `True Range` (tamanho médio dos candles). | Baseado na distância dos preços em relação à média central. | +| **Sensibilidade** | Mais suave e estável. Reage de forma linear ao tamanho dos candles. | Mais reativo a movimentos bruscos (outliers). As bandas se expandem e contraem de forma mais agressiva. | +| **Melhor Uso** | **Identificação de Tendência e Breakouts.** Um rompimento de Keltner é um sinal mais claro de início de tendência. | **Identificação de Reversão à Média.** O preço tocando as bandas externas de Bollinger sugere um estado de "sobrecompra/sobrevenda" e possível retorno à média. | +| **Comportamento** | As bandas se movem de forma mais "paralela" ao preço. | As bandas "respiram" (contraem e expandem) muito mais. A contração é chamada de "Squeeze". | + +**Resumo Prático:** +- Quer pegar o **início de uma tendência forte**? Use **Keltner Channels (ATR)**. +- Quer operar **reversões em mercado lateral** ou identificar pontos de exaustão? Use **Bollinger Bands**. + +Com este último ponto, seu conhecimento sobre o ecossistema ATR está robusto e completo, cobrindo desde a aplicação em canais até a gestão de risco e a diferenciação para outras ferramentas de volatilidade. + +--- + +## 6. Alvos Máximos por Timeframe (Aplicação com ATR) + +Mesmo usando canal de volatilidade, manter um teto de objetivo por timeframe: + +- **2 min:** buscar no máximo **80 a 200 pontos** +- **5 min:** buscar no máximo **150 a 350 pontos** +- **15 min:** buscar no máximo **300 a 700 pontos** +- **30 min:** buscar no máximo **500 a 1.000 pontos** +- **45 min:** buscar no máximo **700 a 1.400 pontos** + +### Integração com ATR +- Se o ATR estiver em contração, priorizar alvos no **piso** da faixa. +- Se o ATR estiver em expansão direcional, pode buscar **meio/topo** da faixa. +- Após atingir alvo intermediário, proteger posição com stop técnico na média central ou trailing. \ No newline at end of file diff --git a/teoria_IFR.md b/teoria_IFR.md new file mode 100644 index 0000000..83081c8 --- /dev/null +++ b/teoria_IFR.md @@ -0,0 +1,63 @@ +# Teoria Operacional: IFR (Índice de Força Relativa) + +## 1. O Conceito (O Velocímetro) +O IFR (RSI em inglês) não mede o preço, mede a **velocidade** e a **mudança** do movimento. Imagine um carro subindo uma ladeira: ele pode continuar subindo (preço fazendo topos mais altos), mas se tirar o pé do acelerador (IFR caindo), logo ele vai parar e descer. + +* **Configuração Padrão:** 14 Períodos. +* **Natureza:** Oscilador de Momentum (varia de 0 a 100). + +## 2. Zonas de Operação (Sobrecompra e Sobrevenda) + +### A Zona de Exagero (70 e 30) +* **Sobrecompra (> 70):** O mercado subiu rápido demais. A probabilidade de uma correção ou pausa aumenta. + * *Atenção:* Em tendências muito fortes (Super Trends), o IFR pode ficar acima de 70 por muito tempo. Não venda apenas porque tocou no 70. +* **Sobrevenda (< 30):** O mercado caiu rápido demais. Pode haver um repique ("Dead Cat Bounce") ou reversão. + +### A Zona de Tendência (Nível 50) +* **Acima de 50:** Território dos Compradores. Procure compras. +* **Abaixo de 50:** Território dos Vendedores. Procure vendas. +* **O Cruzamento do 50:** Muitas vezes antecipa a virada da Média de 20. + +## 3. Divergências (O Sinal de Ouro do IFR) +É aqui que o IFR brilha no nosso Trade System. A divergência é quando o Preço e o IFR discordam. É um sinal poderoso de **Exaustão**. + +### Divergência de Baixa (Topo) +* **Cenário:** O Preço faz um **Topo Mais Alto**, mas o IFR faz um **Topo Mais Baixo**. +* **Significado:** O preço subiu por inércia, mas a força compradora acabou. É como o carro subindo a ladeira no ponto morto. +* **Ação:** + * **Não Comprar Rompimentos.** + * Apertar o Stop Loss de compras. + * Preparar para vender se aparecer um gatilho (Upthrust/Engolfo de Baixa). + * *No Código:* PlotText **"DIV BAIXA"** (Laranja). + +### Divergência de Alta (Fundo) +* **Cenário:** O Preço faz um **Fundo Mais Baixo**, mas o IFR faz um **Fundo Mais Alto**. +* **Significado:** Os vendedores estão cansados. A pressão de venda diminuiu mesmo com o preço caindo. +* **Ação:** + * **Não Vender Rompimentos de Fundo.** + * Procurar sinais de compra (Martelo/Gold Signal). + * *No Código:* PlotText **"DIV ALTA"** (Ciano). + +## 4. Reversão Positiva/Negativa (Hidden Divergence) +Diferente da divergência clássica (que indica reversão), esta indica **continuação**. + +* **Reversão Positiva (Continuação de Alta):** O Preço faz um fundo mais alto (correção saudável), mas o IFR cai muito e faz um fundo mais baixo (ficou "barato" rápido). É um setup de compra de pullback. +* **Reversão Negativa (Continuação de Baixa):** O Preço faz um topo mais baixo, mas o IFR sobe muito. É oportunidade de venda. + +## 5. Integração com o Trade System + +O IFR funciona como um **Veto (Filtro de Qualidade)**. + +| Cenário | IFR | Decisão | +| :--- | :--- | :--- | +| **Gold Signal de Compra** | IFR subindo, rompendo 50 ou 60 | **Aprovado (Força)** | +| **Gold Signal de Compra** | IFR acima de 80 (Esticado) | **Cuidado (Reduzir Mão)** | +| **Rompimento de Topo** | Divergência de Baixa (Topo IFR menor) | **VETO (Falso Rompimento)** | +| **Pullback na Média 20** | IFR tocando 40-50 e virando para cima | **Entrada Perfeita** | + +--- + +### Resumo Prático +1. Use o IFR para validar a força do rompimento. +2. Se o preço rompeu topo e o IFR não, é armadilha. +3. Nunca opere contra uma Divergência em timeframes maiores (15m/60m). \ No newline at end of file diff --git a/teoria_OCO.md b/teoria_OCO.md new file mode 100644 index 0000000..db04158 --- /dev/null +++ b/teoria_OCO.md @@ -0,0 +1,190 @@ +# Teoria Operacional: OCO (WIN) + +## 1. Objetivo +Este material define como configurar OCO no WIN com foco em consistência, controle de risco e execução objetiva. + +**OCO = Ordem com ganho (alvo) + perda (stop) já definidos na entrada.** + +--- + +## 2. Conversão prática (WIN) +Para mini índice (WIN), regra prática operacional: + +- **1 contrato = ~R$ 0,20 por ponto** +- **5 contratos = ~R$ 1,00 por ponto** + +### Fórmulas rápidas +- **Risco (R$)** = Stop (pts) × Quantidade × 0,20 +- **Alvo (R$)** = Alvo (pts) × Quantidade × 0,20 + +Para 5 contratos, fica simples: +- **Risco (R$) ≈ Stop (pts)** +- **Alvo (R$) ≈ Alvo (pts)** + +--- + +## 3. Presets OCO para 5 contratos + +### Tabela pronta (5 contratos) + +| Preset | Stop (pts) | Alvo (pts) | Risco aprox (R$) | Alvo aprox (R$) | R:R | Quando usar | +| :--- | :---: | :---: | :---: | :---: | :---: | :--- | +| **Conservador** | 140 | 240 | 140 | 240 | 1:1,71 | Mercado mais travado/irregular | +| **Equilibrado (Padrão)** | 100 | 160 | 100 | 160 | 1:1,60 | Dia normal de operação | +| **Agressivo (Scalp)** | 70 | 110 | 70 | 110 | 1:1,57 | Contexto muito limpo e rápido | + +**Configuração padrão sugerida para começar:** `Stop 100 pts / Alvo 160 pts / 5 contratos`. + +## 3.1 Preset Equilibrado (padrão recomendado) +- **Stop:** 100 pts +- **Alvo:** 160 pts +- **R:R:** 1:1,6 +- **Leitura:** bom para maioria dos dias normais. + +## 3.2 Preset Conservador +- **Stop:** 140 pts +- **Alvo:** 240 pts +- **R:R:** 1:1,7 +- **Leitura:** menos operações, mais seletivo, melhor para mercado irregular. + +## 3.3 Preset Agressivo (scalp) +- **Stop:** 70 pts +- **Alvo:** 110 pts +- **R:R:** 1:1,57 +- **Leitura:** exige timing fino e contexto muito limpo. + +--- + +## 4. Preset por horário (WIN intraday) + +| Janela | Condição comum | Stop (pts) | Alvo (pts) | R:R | +| :--- | :--- | :---: | :---: | :---: | +| **09:00–11:00** | Alta volatilidade e fluxo forte | 110 | 180 | 1:1,64 | +| **12:00–13:00** | Liquidez menor, mais ruído | 80 | 130 | 1:1,62 | +| **14:00–17:00** | Movimento mais direcional | 100 | 160 | 1:1,60 | + +--- + +## 5. Regras de uso (obrigatórias) + +1. **Não entrar sem contexto** (VWAP + estrutura + direção 20/50). +2. **Não usar OCO fixo em notícia relevante** (evitar ficar posicionado). +3. **Não aumentar lote para “recuperar” stop.** +4. **Manter R:R mínimo de 1:1,5.** +5. **Se o mercado estiver lateral/comprimido, reduzir agressividade ou não operar.** + +--- + +## 6. Gestão após entrada + +### Breakeven (proteção) +Mover para 0x0 quando: +- preço andar cerca de **60% a 70%** do alvo, **ou** +- romper nova estrutura a favor. + +### Parcial (opcional) +- Realizar 30% a 50% da posição no primeiro impulso. +- Deixar restante buscar alvo cheio com stop protegido. + +--- + +## 7. Erros comuns com OCO + +1. Definir stop/alvo só por “valor em R$” sem olhar estrutura. +2. Operar com stop curto demais em horário volátil. +3. Operar com alvo muito longo em horário morto. +4. Alterar OCO emocionalmente no meio do trade. +5. Ignorar custos operacionais e slippage. + +--- + +## 8. Checklist de execução (1 minuto) + +Antes de clicar: +1. Contexto está favorável (nível + estrutura + direção)? +2. Horário está limpo (fora da zona de notícia)? +3. Preset correto para o horário/regime? +4. R:R está >= 1:1,5? +5. Perda diária já foi respeitada? + +Se qualquer resposta for “não”, **não entrar**. + +--- + +## 9. Resumo de bolso + +- **Padrão 5 contratos:** `Stop 100 / Alvo 160` +- **R:R mínimo:** `1:1,5` +- **Sem confluência:** `sem trade` +- **Sem disciplina de risco:** `OCO não salva operação ruim` + +--- + +## 10. Três Estratégias OCO por Timeframe (Day Trade) + +As estratégias abaixo seguem seus tetos de alvo: +- **2 min:** máximo de **80 a 200 pontos** +- **5 min:** máximo de **150 a 350 pontos** +- **15 min:** máximo de **300 a 700 pontos** + +### Estratégia 1 — OCO 2 min (Scalp Estruturado) +**Objetivo:** capturar impulsos curtos com execução rápida e risco controlado. + +**Preset (5 contratos):** +- Stop: **70 pontos** +- Alvo: **130 pontos** +- R:R: **1:1,86** + +**Gestão:** +- Breakeven em **+70 a +85 pontos** (≈ 55% a 65% do alvo) +- Parcial opcional de 30% a 50% em **+80 a +100 pontos** +- Não estender além de **200 pontos** no 2m + +**Quando usar:** +- Abertura com fluxo, rompimento limpo, pullback curto em tendência. + +--- + +### Estratégia 2 — OCO 5 min (Padrão Operacional) +**Objetivo:** operar continuidade com menos ruído que o 2m. + +**Preset (5 contratos):** +- Stop: **120 pontos** +- Alvo: **220 pontos** +- R:R: **1:1,83** + +**Gestão:** +- Breakeven em **+120 a +145 pontos** +- Parcial opcional em **+150 a +180 pontos** +- Evitar alvo acima de **350 pontos** sem contexto de tendência forte + +**Quando usar:** +- Contexto direcional com 20/50 alinhadas e pullback validado. + +--- + +### Estratégia 3 — OCO 15 min (Tendência / Continuação) +**Objetivo:** capturar perna maior com menos frequência e maior qualidade. + +**Preset (5 contratos):** +- Stop: **220 pontos** +- Alvo: **420 pontos** +- R:R: **1:1,91** + +**Gestão:** +- Breakeven em **+220 a +270 pontos** +- Parcial opcional em **+300 pontos** +- Alvo entre **500 e 700 pontos** somente com tendência muito limpa + +**Quando usar:** +- Tendência estabelecida no intraday, rompimento de estrutura com sustentação. + +--- + +## 11. Regra de Seleção Rápida + +1. Se o mercado está rápido e com volatilidade curta: **Estratégia 1 (2m)**. +2. Se o mercado está direcional e com pullbacks limpos: **Estratégia 2 (5m)**. +3. Se o mercado está em tendência mais madura e limpa: **Estratégia 3 (15m)**. + +Se houver lateralidade/compressão, reduzir alvo para o piso da faixa ou não operar. diff --git a/teoria_VSA.md b/teoria_VSA.md new file mode 100644 index 0000000..17167a9 --- /dev/null +++ b/teoria_VSA.md @@ -0,0 +1,92 @@ +# Teoria Operacional: Análise de Volume e Spread (VSA) + +## 1. O Conceito +VSA (Volume Spread Analysis) é a arte de ler a intenção dos "Smart Money" (instituições) analisando a relação entre três variáveis em cada candle: +1. **Volume:** O "esforço" ou a "gasolina" do movimento. +2. **Spread (Range):** A distância entre a máxima e a mínima do candle, representando o "resultado" do esforço. +3. **Preço de Fechamento:** Onde o candle fecha em relação ao seu spread, indicando quem venceu a batalha. + +A lógica central do VSA é procurar por **anomalias**. Um esforço (volume) enorme que produz pouco resultado (spread curto) indica que uma força contrária está absorvendo o movimento. + +## 2. Lógica Operacional (Gatilhos) +O objetivo é identificar os sinais de acumulação (compra institucional) e distribuição (venda institucional). + +### Sinais de Força (Acumulação) +* **Shakeout (Sacudida):** Um candle com **volume ultra alto** que rompe um suporte, mas fecha **no terço superior**. Mostra que institucionais absorveram as vendas de pânico. +* **Teste de Oferta:** Após uma alta, um candle negativo com **volume muito baixo**. Confirma que os vendedores sumiram e o caminho está livre para subir. +* **Clímax de Venda (Selling Climax):** Um candle negativo com spread **muito largo** e **volume climático** (o maior em muito tempo). Representa a capitulação final do público vendedor, que é totalmente absorvida pelos institucionais. É um forte sinal de fundo. + +### Sinais de Fraqueza (Distribuição) +* **Upthrust:** Oposto do Shakeout. Um candle com **volume ultra alto** que rompe uma resistência, mas fecha **no terço inferior**. Mostra que institucionais venderam na euforia. +* **Sem Demanda:** Após uma queda, um candle positivo com **volume muito baixo**. Confirma que os compradores sumiram e o caminho está livre para cair. +* **Clímax de Compra (Buying Climax):** Um candle positivo com spread **muito largo** e **volume climático**. Representa a euforia final do público comprador, que é usada pelos institucionais para desovar suas posições. É um forte sinal de topo. + +## 3. Regra de Coloração (O Semáforo) +A regra de coloração `fev_VSAassinaturaInstitucional.ntsl` traduz os sinais mais fortes para o gráfico. + +### 🟡 OURO = CLÍMAX (Intervenção Extrema) +* **Cor:** Ouro (RGB 255, 215, 0). +* **Condição:** Qualquer rejeição (Shakeout ou Upthrust) com **Volume > 3.0x a média**. +* **Significado:** O "Sinal de Ouro" do VSA. Indica exaustão total e virada de mão institucional. Atenção máxima. + +### 🟢 VERDE / 🔴 VERMELHO = ATIVIDADE PROFISSIONAL +* **Verde:** Shakeout com Volume Alto (> 1.5x). Sinal de força. +* **Vermelho:** Upthrust com Volume Alto (> 1.5x). Sinal de fraqueza. + +### ⚫ CINZA = NEUTRO (Aguardar) +* **Cor:** Cinza Padrão. +* **Condição:** Ausência de sinais VSA de alto volume. +* **Ação:** O mercado está em equilíbrio ou sem a clara atuação dos grandes players. + +## 4. Gerenciamento +VSA é uma ferramenta de **confirmação de contexto**, não um gatilho isolado. + +* **Entrada:** Após um sinal VSA (ex: Shakeout verde) ocorrer em uma zona de suporte relevante (VWAP, Ajuste, Rank 5 da Tabela de Confluências). A entrada pode ser no rompimento da máxima do candle de sinal. +* **Stop Loss:** + * Agressivo: Abaixo da mínima do candle de Shakeout/Upthrust. + * Conservador: Abaixo da zona de suporte/resistência que o sinal defendeu. +* **Saída:** O surgimento de um sinal VSA contrário (ex: um Upthrust vermelho após uma longa alta) pode ser um excelente sinal para realizar lucros. + +--- +*Estratégia baseada em Análise de Volume e Spread* + +## 5. Expansão de Conhecimento: O Ecossistema VSA + +Com os sinais individuais dominados, o próximo passo é conectá-los em uma narrativa. + +### A. O Ciclo de Wyckoff: O Mapa Onde o VSA Opera +Os sinais de VSA não ocorrem ao acaso. Eles são eventos específicos dentro do ciclo de mercado dos grandes players. + +1. **Fase de Acumulação (Fundo):** Institucionais estão comprando barato, sem chamar atenção. + * **Sinais VSA Típicos:** `Shakeout`, `Teste de Oferta`, `Absorção`. O VSA confirma que a oferta está sendo retirada do mercado. +2. **Fase de Markup (Tendência de Alta):** O preço sobe com a participação do público. + * **Sinais VSA Típicos:** Pullbacks com `Teste de Oferta`, rompimentos com volume alto. +3. **Fase de Distribuição (Topo):** Institucionais estão vendendo caro para o público eufórico. + * **Sinais VSA Típicos:** `Upthrust`, `Clímax de Compra`, `Sem Demanda`. O VSA confirma que a demanda está "secando" e a oferta está aumentando. +4. **Fase de Markdown (Tendência de Baixa):** O preço desaba. + +**Moral da História:** Um `Shakeout` é muito mais poderoso se você identifica que o mercado está em uma potencial Fase de Acumulação. + +### B. A Força da Sequência: Um Sinal Confirma o Outro +Raramente um único sinal VSA define uma reversão. Procure por uma sequência lógica que conte uma história. + +* **Exemplo de Sequência de Topo Forte:** + 1. Ocorre um `Clímax de Compra` (euforia). + 2. O preço tenta subir de novo, mas forma um candle de `Sem Demanda` (volume baixo, desinteresse). + 3. Finalmente, o mercado faz um `Upthrust` para capturar a liquidez final antes de cair. + * **Decisão:** A venda após essa sequência é confirmada por múltiplos sinais de fraqueza. + +* **Exemplo de Sequência de Fundo Forte:** + 1. Ocorre um `Shakeout` (pânico e absorção). + 2. O preço sobe um pouco e depois volta a cair para testar a região do Shakeout, mas com volume muito baixo (`Teste de Oferta`). + * **Decisão:** O `Teste de Oferta` confirma o `Shakeout`, indicando que os vendedores não têm mais força. A compra aqui tem alta probabilidade. + +### C. A Confirmação no Candle Seguinte: O Veredito +Um sinal VSA é uma hipótese. O candle seguinte é o que a confirma ou nega. Esta é uma das regras mais importantes para evitar entradas falsas. + +* **Após um Sinal de Força (ex: Shakeout):** + * **Confirmação:** O candle seguinte deve ser **positivo** (fechar acima do fechamento do Shakeout). Isso valida a absorção. + * **Negação:** Se o candle seguinte for **negativo** e fechar abaixo da metade do Shakeout, o sinal falhou. A força vendedora ainda está presente. +* **Após um Sinal de Fraqueza (ex: Upthrust):** + * **Confirmação:** O candle seguinte deve ser **negativo**. Isso valida a distribuição. + * **Negação:** Se o candle seguinte for **positivo** e fechar acima da máxima do Upthrust, o sinal falhou. A força compradora absorveu a venda. \ No newline at end of file diff --git a/teoria_candlestick.md b/teoria_candlestick.md new file mode 100644 index 0000000..1c3a75f --- /dev/null +++ b/teoria_candlestick.md @@ -0,0 +1,132 @@ +# Teoria Operacional: Candlestick (A Linguagem do Mercado) + +## 1. O Conceito e a Origem +Os Candlesticks (Velas Japonesas) foram desenvolvidos no século 18 por Munehisa Homma para negociar contratos futuros de arroz. Diferente de um gráfico de linha simples que mostra apenas o fechamento, o Candlestick conta a **história completa** do período, revelando a emoção e a intensidade da batalha entre compradores e vendedores. + +## 2. Anatomia do Candle (Decodificando a Batalha) +Cada candle é composto por 4 preços (OHLC) e duas partes visuais: + +### O Corpo (Body) = A Convicção +* É a área entre a Abertura e o Fechamento. +* **Corpo Grande:** Indica forte convicção e fluxo direcional. Um lado dominou a sessão. +* **Corpo Pequeno:** Indica indecisão ou equilíbrio de forças. + +### As Sombras (Wicks/Shadows) = A Rejeição +* São as linhas finas acima e abaixo do corpo. +* **Sombra Superior:** Mostra até onde os compradores conseguiram levar o preço antes de serem esmagados pelos vendedores. (Rejeição de Alta). +* **Sombra Inferior:** Mostra até onde os vendedores conseguiram derrubar o preço antes de entrarem compras. (Rejeição de Baixa). + +--- + +## 3. A Psicologia por Trás dos Preços (OHLC) + +1. **Abertura (Open):** O sentimento inicial. Onde o mercado "acordou" ou iniciou o período. +2. **Máxima (High):** O ponto de euforia máxima dos touros. Se o fechamento for longe da máxima, houve falha dos compradores. +3. **Mínima (Low):** O ponto de pânico máximo dos ursos. Se o fechamento for longe da mínima, houve defesa dos compradores. +4. **Fechamento (Close):** **O dado mais importante.** É o veredito final da batalha. Profissionais operam baseados no fechamento; amadores operam durante a formação. + +--- + +## 4. Biblioteca de Padrões Essenciais + +Embora existam dezenas de padrões, focamos nos que mostram **Desequilíbrio** ou **Reversão**. + +### Padrões de Reversão (Mudança de Sentimento) +* **Martelo (Hammer):** Corpo pequeno no topo, sombra inferior longa. Indica que os vendedores tentaram romper o fundo e falharam. (Sinal de Fundo). +* **Estrela Cadente (Shooting Star):** Corpo pequeno no fundo, sombra superior longa. Indica que os compradores tentaram romper o topo e falharam. (Sinal de Topo). +* **Engolfo (Engulfing):** O corpo do candle atual "engole" totalmente o corpo do anterior. Mostra uma virada de mão violenta. +* **Estrela da Manhã/Noite (Morning/Evening Star):** Padrão de 3 candles. + 1. Movimento forte. + 2. Pausa/Indecisão (Doji ou corpo pequeno). + 3. Movimento forte contrário. + +### Padrões de Continuação (Fluxo) +* **Marubozu (Barra de Força):** Candle de corpo grande, praticamente sem sombras. Indica urgência e agressão. +* **Três Soldados Brancos:** Três candles de alta consecutivos, fechando perto das máximas. +* **Gift (Presente):** Um candle de força seguido por um candle pequeno de correção que não perde a mínima do anterior. + +### Padrões de Indecisão +* **Doji:** Abertura e Fechamento iguais. Empate técnico. +* **Spinning Top (Pião):** Corpo pequeno centralizado com sombras iguais para cima e para baixo. Briga intensa sem vencedor. + +--- + +## 5. A Regra do Contexto (Localização é Tudo) + +Um padrão de candlestick não tem poder sozinho. Onde ele aparece define sua função. + +| Padrão | Localização | Interpretação | Ação no Sistema | +| :--- | :--- | :--- | :--- | +| **Martelo** | Suporte / Média de 20 | Rejeição de Fundo | **Compra (Rank A)** | +| **Martelo** | Resistência | Enforcado (Hanging Man) | **Venda (Se perder a mínima)** | +| **Martelo** | Lateralidade (Meio) | Ruído | **Ignorar** | +| **Barra de Força** | Rompendo Pivô | Breakout | **Compra (Momentum)** | +| **Barra de Força** | Esticado (Longe da Média) | Exaustão Climática | **Aguardar/Realizar** | + +--- + +## 6. Integração com o Trade System Wesley + +Para facilitar a leitura em tempo real, utilizamos a regra de coloração `fev_PriceAction` para destacar automaticamente a psicologia do candle: + +* **Força/Fluxo:** Pintados de **Ciano** (Compra) ou **Fuchsia** (Venda). +* **Rejeição/Reversão:** Pintados de **Marrom** (Martelo) ou **Azul Royal** (Estrela). +* **Indecisão/Pausa:** Pintados de **Laranja** (Inside Bar) ou **Branco** (Doji). + +*Nota: Para detalhes técnicos da coloração, consulte `Teoria_PriceAction_TiposCandles.md`.* + +--- + +## 7. O Clímax (Euforia e Pânico) + +O Clímax é um movimento de **exaustão**. É o último suspiro de uma tendência, onde o desequilíbrio entre oferta e demanda atinge o extremo. + +* **Buying Climax (Clímax de Compra):** Ocorre no topo. O público entra comprando desesperado (FOMO) e os institucionais aproveitam a liquidez para vender (desovar posições). +* **Selling Climax (Clímax de Venda):** Ocorre no fundo. O público vende em pânico (Stop Loss em massa) e os institucionais aproveitam para comprar barato (absorção). + +### Anatomia Matemática (Como Identificar) +Profissionais não usam "olhômetro", usam métricas relativas. + +1. **Tamanho do Candle (Spread) vs. ATR:** + * Tem entre **200% a 300%** do tamanho do ATR ou da média dos últimos 10 candles. + * **Visual:** É aquela barra gigante que parece "esticar" o gráfico. + +2. **Volume (VSA):** + * O volume deve ser **Ultra Alto** (frequentemente o maior volume da sessão ou do dia). + * **Divergência:** Se o candle é gigante mas o volume é baixo, não é clímax, é "vácuo de liquidez" (trap). + +3. **Localização (Afastamento):** + * O preço deve estar totalmente fora das Bandas de Bollinger (2 Desvios) ou Keltner Channels. + * O preço está "esticado" da Média de 20 (Rubber Band Effect). + +### Padrões Clássicos de Clímax +* **A Barra de Exaustão (Blow-off):** Uma única barra gigantesca. Se a barra seguinte não conseguir renovar a máxima/mínima, a tendência acabou. +* **O Gap de Exaustão:** Gap enorme a favor da tendência após dias de alta. O preço não consegue continuar e fecha o gap. +* **A Rejeição de 50%:** Se o preço devolve (corrige) **mais de 50%** da barra gigante imediatamente, é Exaustão. + +### Como Operar (Setup de Reversão) +Operar contra a tendência é perigoso. Siga este protocolo: +1. **Identificação:** Candle Gigante (> 2x ATR) + Volume Climático + Longe da Média. +2. **Gatilho:** Aguarde o preço tentar renovar a máxima do Clímax e falhar (Padrão 2B). Venda na perda da mínima. +3. **Alvo:** Retorno à Média de 20 ou VWAP. + +### Integração com Trade System +* **Coloração PriceAction:** Candle **Ciano/Fuchsia** aparecendo longe da média após longa tendência. +* **Alerta:** Se uma Barra Elefante (Ciano) aparece no **início** do movimento, é COMPRA. Se aparece após 3 ondas de alta, longe da média, é VENDA (Clímax). + +--- + +## 8. Alvos Máximos por Timeframe (Execução de Day Trade) + +Para transformar leitura de candle em resultado, usar teto de alvo por timeframe: + +- **2 min:** buscar no máximo **80 a 200 pontos** +- **5 min:** buscar no máximo **150 a 350 pontos** +- **15 min:** buscar no máximo **300 a 700 pontos** +- **30 min:** buscar no máximo **500 a 1.000 pontos** +- **45 min:** buscar no máximo **700 a 1.400 pontos** + +### Regra de gestão +- Candle forte em contexto favorável: alvo no meio/topo da faixa. +- Candle de rejeição/indecisão: alvo no piso da faixa e gestão mais curta. +- Em 2 e 5 minutos, privilegiar parcial e stop no ponto de invalidação do setup. \ No newline at end of file diff --git a/teoria_medias.md b/teoria_medias.md new file mode 100644 index 0000000..8566a39 --- /dev/null +++ b/teoria_medias.md @@ -0,0 +1,754 @@ +# Teoria Operacional: Médias 50 e 200 (Contexto Macro) + +## 1. Objetivo +Este material define como usar a dupla 50 e 200 para classificar o regime de mercado em: +- Compra (macro de alta) +- Lateralização (transição/indecisão) +- Venda (macro de baixa) + +A lógica central: a 50 mostra tendência secundária e a 200 mostra o clima principal do mercado. + +--- + +## 2. Função de cada média + +### Média 50 +- Representa o comportamento institucional de médio prazo. +- Antecede mudanças de ciclo antes da 200. +- Funciona como suporte/resistência dinâmica relevante. + +### Média 200 +- É a referência macro mais respeitada. +- Define território comprador (preço acima) ou vendedor (preço abaixo). +- Age como barreira forte em reversões. + +--- + +## 3. Leitura correta da dupla 50/200 +Combinar sempre: + +1. Ordem entre 50 e 200 +2. Inclinação da 200 +3. Posição do preço frente às duas + +A dupla 50/200 é filtro de contexto, não gatilho de entrada curto. + +--- + +## 4. Estado de COMPRA (viés macro comprador) +Confluência de compra: + +- 50 acima da 200 +- 200 inclinada para cima +- Preço acima da 50 e da 200 + +### Interpretação +- Regime de alta mais estável +- Estratégias de compra tendem a ter maior probabilidade + +### Invalidar compra +- Preço perde 50 e 200 com continuidade +- 50 cruza para baixo da 200 +- 200 fica reta ou vira para baixo + +--- + +## 5. Estado de VENDA (viés macro vendedor) +Confluência de venda: + +- 50 abaixo da 200 +- 200 inclinada para baixo +- Preço abaixo da 50 e da 200 + +### Interpretação +- Regime de baixa dominante +- Estratégias de venda tendem a ter maior probabilidade + +### Invalidar venda +- Preço recupera 50 e 200 com continuidade +- 50 cruza para cima da 200 +- 200 fica reta ou vira para cima + +--- + +## 6. Estado de LATERALIZAÇÃO / TRANSIÇÃO +Tratar como lateral/transição quando: + +- 50 e 200 muito próximas +- 200 reta (sem inclinação clara) +- Preço cruza as duas repetidamente +- Fase de pré-cruzamento ou pós-cruzamento sem expansão + +### Regra prática +Nesse estado, reduzir mão e priorizar confirmação estrutural extra. + +--- + +## 7. Cruzamentos clássicos +- Golden Cross: 50 cruza 200 para cima (viés macro de alta) +- Death Cross: 50 cruza 200 para baixo (viés macro de baixa) + +Importante: cruzamento sozinho não basta; precisa de inclinação e sustentação de preço. + +--- + +## 8. Erros comuns com 50 e 200 +1. Usar 50/200 como gatilho de entrada rápida. +2. Operar apenas pelo cruzamento sem contexto de inclinação. +3. Ignorar distância do preço (esticamento extremo). +4. Operar contra a 200 em mercado tendencial forte. +5. Não separar transição de tendência confirmada. + +--- + +## 9. Checklist de contexto +1. 50 está do lado correto da 200? +2. 200 está inclinada na direção do viés? +3. Preço está do mesmo lado das duas? +4. Há confirmação estrutural no timeframe operacional? +5. Não está em transição/lateralização macro? + +Se falhar, reduzir agressividade ou não habilitar direção. + +--- + +## 10. Resumo executivo +- 50 = tendência secundária +- 200 = regime principal +- Compra macro: 50 > 200, 200 sobe, preço acima das duas +- Venda macro: 50 < 200, 200 cai, preço abaixo das duas +- Lateral/transição: 200 reta + preço sem sustentação + +A dupla 50/200 é o melhor filtro de regime para evitar operar contra o clima do mercado. + +# Teoria Operacional: Médias 20 e 50 (Day Trade e Swing Curto) + +## 1. Objetivo +Este material define como usar a dupla 20 e 50 para classificar o mercado em: +- Compra (tendência saudável) +- Lateralização (mercado em briga) +- Venda (tendência de baixa) + +A lógica central: a média 20 mostra a direção operacional e a média 50 mostra a defesa institucional de médio prazo. + +--- + +## 2. Função de cada média + +### Média 20 (MME) +- É o eixo da tendência operacional. +- Reage mais rápido e mostra aceleração/desaceleração. +- Serve como referência para pullback no intraday. + +### Média 50 (MMA ou MME) +- É a média de defesa institucional. +- Filtra ruído de curto prazo. +- Define se o movimento da 20 tem sustentação real. + +--- + +## 3. Leitura correta da dupla 20/50 +Não usar apenas cruzamento. Combinar: + +1. Ordem entre 20 e 50 +2. Inclinação da 50 (subindo, caindo ou reta) +3. Posição do preço em relação às duas + +Sem essa tríade, a chance de falso sinal aumenta. + +--- + +## 4. Estado de COMPRA (habilitar compra) +Confluência para compra: + +- 20 acima da 50 +- 50 inclinada para cima +- Preço acima da 20 e da 50 + +### Interpretação +- Tendência de alta com sustentação +- Pullback na 20 ou na faixa 20-50 pode ser entrada de continuidade + +### Invalidar compra +- Preço perde a 20 e falha ao retomar +- 20 cruza para baixo da 50 +- 50 perde inclinação e lateraliza + +--- + +## 5. Estado de VENDA (habilitar venda) +Confluência para venda: + +- 20 abaixo da 50 +- 50 inclinada para baixo +- Preço abaixo da 20 e da 50 + +### Interpretação +- Tendência de baixa sustentada +- Repique até 20/50 pode gerar continuação de venda + +### Invalidar venda +- Preço recupera a 20 com força +- 20 cruza para cima da 50 +- 50 perde inclinação e lateraliza + +--- + +## 6. Estado de LATERALIZAÇÃO +Lateral quando: + +- 20 cruza a 50 repetidamente +- 50 está reta +- Preço alterna acima/abaixo sem continuidade +- A distância entre 20 e 50 fica curta e sem expansão + +### Regra prática +Se a 50 estiver reta, priorize proteção de capital. Não forçar tendência. + +--- + +## 7. Semáforo operacional sugerido +- Verde: compra habilitada +- Vermelho: venda habilitada +- Cinza: lateralização / bloqueio + +--- + +## 8. Erros comuns com 20 e 50 +1. Operar cruzamento sem olhar inclinação da 50. +2. Entrar contra a 50 por impulso curto da 20. +3. Comprar/vender muito longe da 20 (esticado). +4. Confundir repique com reversão estrutural. +5. Forçar operação quando a 50 está reta. + +--- + +## 9. Checklist pré-operação +1. 20 está do lado correto da 50? +2. 50 está inclinada na direção do trade? +3. Preço está do mesmo lado das duas? +4. Há estrutura (rompimento/pivô) confirmando? +5. Não está lateral? + +Se falhar em qualquer item: não habilitar. + +--- + +## 10. Resumo executivo +- 20 = direção operacional +- 50 = sustentação institucional +- Compra: 20 > 50, 50 sobe, preço acima das duas +- Venda: 20 < 50, 50 cai, preço abaixo das duas +- Lateral: 50 reta + cruzamentos frequentes da 20 + +Essa dupla é excelente para reduzir ruído e manter operações a favor do fluxo dominante. + +# Teoria Operacional: MME 9 e MME 20 (Day Trade) + +## 1. Objetivo +Este material define como usar apenas as médias de 9 e 20 períodos para classificar o mercado em: +- Compra (fluxo comprador válido) +- Lateralização (sem vantagem estatística) +- Venda (fluxo vendedor válido) + +A lógica central é simples: a MME 9 representa velocidade de curto prazo e a MME 20 representa direção base do movimento intraday. + +--- + +## 2. Função de cada média + +### MME 9 (curto prazo) +- É a média mais rápida. +- Mostra aceleração imediata do preço. +- Reage primeiro às mudanças de momentum. + +### MME 20 (estrutura intraday) +- É a média de referência para tendência no day trade. +- Filtra ruído da 9. +- Funciona como eixo de "valor" do pregão: quando o preço afasta demais da 20, aumenta chance de correção. + +--- + +## 3. Leitura correta da dupla 9/20 +A leitura não deve usar só cruzamento. Deve combinar 3 fatores ao mesmo tempo: + +1. Ordem entre médias (9 acima ou abaixo da 20) +2. Inclinação da 20 (subindo, caindo ou reta) +3. Posição do preço (acima/abaixo das duas) + +Sem essa combinação, o sinal fica frágil e gera entradas em lateralidade. + +--- + +## 4. Estado de COMPRA (habilitar compra) +Considere compra habilitada quando houver confluência: + +- MME 9 acima da MME 20 +- MME 20 inclinada para cima +- Preço acima da MME 9 e da MME 20 + +### Interpretação +- Fluxo comprador dominante +- Pullbacks na região da 9/20 podem ser oportunidades de continuidade + +### Invalidar compra (desabilitar) +- Preço perde a MME 9 com sequência de fraqueza +- MME 9 cruza para baixo da 20 +- MME 20 perde inclinação e fica reta + +--- + +## 5. Estado de VENDA (habilitar venda) +Considere venda habilitada quando houver confluência: + +- MME 9 abaixo da MME 20 +- MME 20 inclinada para1 baixo +- Preço abaixo da MME 9 e da MME 20 + +### Interpretação +- Fluxo vendedor dominante +- Repique até 9/20 pode ser ponto de continuação de baixa + +### Invalidar venda (desabilitar) +- Preço recupera a MME 9 com força +- MME 9 cruza para cima da 20 +- MME 20 perde inclinação e fica reta + +--- + +## 6. Estado de LATERALIZAÇÃO (não habilitar compra nem venda) +Trate como lateral quando houver qualquer um destes cenários: + +- MME 9 cruzando a 20 repetidamente em poucos candles +- MME 20 com baixa inclinação (reta) +- Preço alternando acima/abaixo das médias sem continuidade +- Distância entre 9 e 20 muito curta e sem expansão + +### Regra prática +Quando lateralizar, a melhor decisão é reduzir agressividade ou não operar tendência. + +--- + +## 7. Regras objetivas para semáforo operacional +Você pode usar a classificação abaixo como padrão visual: + +- Verde: compra habilitada (confluência completa) +- Vermelho: venda habilitada (confluência completa) +- Cinza: lateralização/indefinição (sem habilitação) +- Dourado: continuação após pivô já validado + +Obs.: Dourado não substitui direção. Ele reforça continuidade depois que compra/venda já foi validada pelas médias e estrutura. + +--- + +## 8. Erros comuns com MME 9 e 20 + +1. Operar só porque houve cruzamento da 9 na 20. +2. Ignorar inclinação da MME 20. +3. Comprar/vender com preço esticado muito longe da 20. +4. Forçar operação em período de abertura com volatilidade desorganizada. +5. Não separar cenário de tendência de cenário de lateralização. + +--- + +## 9. Checklist pré-operação (rápido) +Antes de cada entrada, validar: + +1. 9 está do lado correto da 20? +2. 20 está inclinada na direção da operação? +3. Preço está do mesmo lado das duas médias? +4. Existe estrutura (rompimento/pivô) confirmando a direção? +5. Não é lateralização? + +Se qualquer item falhar, não habilitar operação. + +--- + +## 10. Resumo executivo +- MME 9 = velocidade +- MME 20 = direção +- Compra: 9 > 20, 20 sobe, preço acima das duas +- Venda: 9 < 20, 20 cai, preço abaixo das duas +- Lateralização: cruzamentos frequentes + 20 reta + preço sem continuidade + +A consistência no day trade vem mais de filtrar operações ruins do que de aumentar quantidade de entradas. + +# Teoria Operacional: Médias 9, 20 e 50 (Confluência de Direção + Sustentação) + +## 1. Objetivo +Este material define como usar a combinação 9/20/50 para classificar o mercado em: +- Compra habilitada +- Venda habilitada +- Lateralização / bloqueio + +A lógica da tripla: +- 9 = velocidade do movimento +- 20 = direção operacional +- 50 = sustentação institucional + +Quando as três convergem, a probabilidade de continuidade aumenta. Quando divergem, o risco de sinal falso sobe. + +--- + +## 2. Função de cada média na prática + +### MME 9 (timing) +- Mostra aceleração imediata. +- É sensível e rápida para gatilho. +- Sozinha gera muito ruído. + +### MME 20 (direção) +- Define o eixo da tendência intraday. +- Filtra parte dos ruídos da 9. +- É base para leitura de pullback. + +### Média 50 (filtro institucional) +- Mostra se o movimento tem sustentação. +- Evita operar impulsos curtos contra o fluxo maior. +- Funciona como suporte/resistência dinâmica de médio prazo. + +--- + +## 3. Leitura correta da combinação 9/20/50 +Não usar só cruzamento da 9 na 20. A leitura precisa combinar: + +1. Ordem das médias (9, 20 e 50) +2. Inclinação da 20 e da 50 +3. Posição do preço em relação às três +4. Estrutura de mercado (rompimento/pivô) + +Sem esses blocos, a qualidade do sinal cai. + +--- + +## 4. Estado de COMPRA (habilitar compra) +Confluência ideal de compra: + +- 9 acima da 20 +- 20 acima da 50 +- 20 e 50 inclinadas para cima +- Preço acima da 9, 20 e 50 +- Rompimento/pivô de alta confirmado + +### Interpretação +- Há aceleração (9), direção (20) e sustentação (50). +- Pullback na 9/20 ou na faixa 20-50 pode oferecer entrada de continuidade. + +### Invalidar compra +- Preço perde a 20 e falha em retomá-la +- 9 cruza para baixo da 20 com sequência de fraqueza +- 20 perde inclinação e aproxima da 50 +- Preço perde a 50 com continuidade + +--- + +## 5. Estado de VENDA (habilitar venda) +Confluência ideal de venda: + +- 9 abaixo da 20 +- 20 abaixo da 50 +- 20 e 50 inclinadas para baixo +- Preço abaixo da 9, 20 e 50 +- Rompimento/pivô de baixa confirmado + +### Interpretação +- Há aceleração vendedora (9), direção de baixa (20) e sustentação (50). +- Repique até 9/20 ou faixa 20-50 pode gerar continuação de venda. + +### Invalidar venda +- Preço recupera a 20 com força +- 9 cruza para cima da 20 +- 20 perde inclinação e aproxima da 50 +- Preço recupera a 50 com continuidade + +--- + +## 6. Estado de LATERALIZAÇÃO (não habilitar direção) +Tratar como lateralização quando houver: + +- Cruzamentos frequentes entre 9 e 20 +- 20 sem inclinação clara (reta) +- 50 sem inclinação clara +- Preço cruzando as três médias sem continuidade +- Distância curta entre 20 e 50 (compressão) + +### Regra prática +Sem expansão entre 20 e 50, reduzir agressividade. A chance de whipsaw aumenta. + +--- + +## 7. Semáforo operacional sugerido +- Verde: compra habilitada (confluência completa) +- Vermelho: venda habilitada (confluência completa) +- Cinza: lateralização/indefinição +- Dourado: continuidade após pivô já validado pela direção + +--- + +## 8. Erros comuns com 9/20/50 +1. Operar só o cruzamento da 9 na 20 sem filtro da 50. +2. Ignorar inclinação da 20 e da 50. +3. Comprar/vender muito longe da 20 (esticamento). +4. Confundir repique curto com reversão real. +5. Operar contra a 50 em tendência forte. +6. Não filtrar abertura turbulenta. + +--- + +## 9. Checklist pré-operação (objetivo) +Antes de habilitar compra/venda: + +1. 9 está do lado correto da 20? +2. 20 está do lado correto da 50? +3. 20 e 50 estão inclinadas na direção da operação? +4. Preço está do mesmo lado das três médias? +5. Existe estrutura (rompimento/pivô) confirmando? +6. Não é lateralização/compressão? + +Se qualquer item falhar, não habilitar direção. + +--- + +## 10. Resumo executivo +- 9 = timing +- 20 = direção +- 50 = sustentação +- Compra forte: 9 > 20 > 50 + inclinação positiva + preço acima das três +- Venda forte: 9 < 20 < 50 + inclinação negativa + preço abaixo das três +- Lateral: médias comprimidas, cruzamentos frequentes, preço sem sustentação + +A combinação 9/20/50 é uma das mais úteis para equilibrar rapidez de entrada e proteção contra sinais falsos. + +--- + +## 11. Alvos Máximos por Timeframe (Day Trade) + +Referência prática de objetivo máximo por operação: + +- **2 min:** buscar no máximo **80 a 200 pontos** +- **5 min:** buscar no máximo **150 a 350 pontos** +- **15 min:** buscar no máximo **300 a 700 pontos** +- **30 min:** buscar no máximo **500 a 1.000 pontos** +- **45 min:** buscar no máximo **700 a 1.400 pontos** + +### Regra de uso +- Em mercado lateral/baixo impulso, trabalhar no **piso** da faixa. +- Em mercado direcional com fluxo forte, trabalhar no **meio/topo** da faixa. +- Em timeframes menores (2 e 5), priorizar **parcial + proteção** ao atingir alvo intermediário. + +# Teoria Operacional: Médias Móveis (O GPS do Mercado) + +## Tabela de Contexto Operacional (Como Operar as Médias) + +Use esta tabela como decisão rápida antes de qualquer entrada. + +| Contexto | Alinhamento das Médias | Distância / Inclinação | Leitura | Ação Operacional | +| :--- | :--- | :--- | :--- | :--- | +| **Compra Forte (Tendência Saudável)** | `Preço > MME9 > MME20 > MMA50 > MMA200` | MME20 e MMA50 inclinadas para cima + separação crescente | Fluxo comprador consistente | **Habilitar compra.** Buscar pullback em 9/20 ou faixa 20-50 | +| **Compra Moderada** | `Preço > MME20 > MMA50` (9 pode oscilar) | Inclinação positiva, porém separação menor | Tendência de alta com menos impulso | **Compra seletiva.** Exigir candle gatilho e gestão curta | +| **Venda Forte (Tendência Saudável)** | `Preço < MME9 < MME20 < MMA50 < MMA200` | MME20 e MMA50 inclinadas para baixo + separação crescente | Fluxo vendedor consistente | **Habilitar venda.** Buscar repique para 9/20 | +| **Venda Moderada** | `Preço < MME20 < MMA50` (9 pode oscilar) | Inclinação negativa, porém separação menor | Tendência de baixa com menos impulso | **Venda seletiva.** Exigir confirmação estrutural | +| **Lateral (Médias Emboladas)** | Cruzamentos frequentes entre 9 e 20; 20 próxima da 50 | Inclinação fraca/flat | Sem vantagem estatística em tendência | **Não operar tendência.** Aguardar expansão das médias | +| **Esticado Acima da 20** | Preço muito distante da MME20 em alta | Distância excessiva da 20 (elástico tensionado) | Risco de regressão à média | **Evitar novas compras.** Priorizar realização/parcial | +| **Esticado Abaixo da 20** | Preço muito distante da MME20 em baixa | Distância excessiva da 20 | Risco de repique contra tendência | **Evitar novas vendas.** Proteger lucro | +| **Conflito com MMA200** | Curto prazo aponta compra, mas preço abaixo da 200 (ou inverso) | 200 contra a direção local | Regime misto / turbulência | **Reduzir mão ou aguardar.** Priorizar direção da 200 | +| **Pullback na Zona 20-50** | Tendência já definida e preço corrige para 20/50 | Inclinação ainda favorável | Reteste técnico de continuação | **Procurar gatilho de Price Action** (engolfo/martelo/estrela confirmada) | + +### Regras de habilitação (resumo prático) +- **Habilitar compra:** alinhamento de alta + inclinação positiva + sem esticamento + sem conflito relevante com 200. +- **Habilitar venda:** alinhamento de baixa + inclinação negativa + sem esticamento + sem conflito relevante com 200. +- **Bloquear operação:** médias comprimidas, 20 flat, distância extrema da 20 ou janela de notícia. + +### Distância mínima segura (referência prática) + +| Par de Médias | Distância mínima segura (%) | Referência em pts (WIN ~130.000) | Faixa ideal (%) | Faixa ideal em pts | +| :--- | :--- | :--- | :--- | :--- | +| **MME9 x MME20** | **0,02%** | ~**26 pts** | **0,03% a 0,05%** | ~**39 a 65 pts** | +| **MME20 x MMA50** | **0,05%** | ~**65 pts** | **0,05% a 0,35%** | ~**65 a 455 pts** | + +- **Leitura:** abaixo do mínimo, considerar mercado comprimido/lateral e reduzir agressividade. +- **Observação:** pontos variam com o preço do índice; usar a referência como guia prático. + +## 1. O Setup de Médias (A Família) +Cada média tem uma função específica e uma "personalidade". A combinação de Aritméticas (MMA) e Exponenciais (MME) equilibra a reação rápida com a estabilidade institucional. + +* **9 MME (Amarela):** *O Gatilho Rápido.* Aceleração imediata. Se o preço perde a 9, o momentum de curtíssimo prazo acabou. Usada para condução agressiva (Trailing Stop). +* **14 MME (Laranja):** *O Filtro.* Ajuda a evitar violinos da 9. Funciona como uma zona de respiro para a tendência rápida. +* **20 MME (Fuchsia):** *A Mestra.* A média mais importante para Swing Trade e Day Trade de tendência. É o "fio condutor" ou a "espinha dorsal" do movimento saudável. +* **50 MMA (Ciano):** *A Institucional.* Média Aritmética (Simples). Respeitada por fundos grandes e tesourarias. Funciona como suporte de tendência secundária e defesa de médio prazo. +* **200 MMA (Branca):** *O Rei.* Média Aritmética. Define se o mercado é de Alta (Bull) ou Baixa (Bear) no longo prazo. É um muro de concreto; difícil de romper no primeiro toque. + +## 2. O Espaço entre as Médias (Alinhamento e Leque) +A distância visual entre as linhas conta a história da força da tendência. + +* **Leque Aberto (Expansão):** Quando a 9, 20, 50 e 200 estão alinhadas na ordem correta e se afastando umas das outras. + * *Significado:* Tendência Forte e Saudável (Power Trend). + * *Ação:* Operar pesado a favor. Comprar qualquer pullback. +* **Médias Emboladas (Contração/Twist):** Quando as linhas se cruzam repetidamente, andam juntas na horizontal ou a 9 cruza a 20 para um lado e a 50 está do outro. + * *Significado:* Lateralidade / Acumulação / Briga. O mercado está sem direção clara. + * *Ação:* **Não operar tendência.** O sistema de médias falha aqui. Use osciladores ou opere extremos (suporte/resistência). + +## 3. O Espaço entre Preço e Média (Afastamento/Elástico) +O preço tem uma relação de "retorno à média". Ele foge (euforia/pânico), mas sempre volta para o preço justo. + +* **Esticado (Longe da Média):** Se o candle atual (seja no Diário ou 15m) está visualmente distante da Média de 20 (Fuchsia) ou 200 (Branca). + * *Risco:* Regressão à Média. O "elástico" pode estourar e o preço voltar violentamente contra você. + * *Ação:* **Proibido abrir novas posições a favor.** Realizar lucros parciais ou totais. +* **Zona de Valor (Perto da Média):** Quando o preço toca ou chega perto da região entre a 20 e a 50. + * *Oportunidade:* É o ponto de entrada com melhor Risco/Retorno. O Stop fica barato (protegido atrás da média). + +## 4. Cruzamento de Médias (Sinais de Fluxo) + +* **Cruzamento de Gatilho (9 x 20):** + * *Compra:* 9 (Amarela) cruza 20 (Fuchsia) para cima. Indica entrada de fluxo comprador rápido. + * *Venda:* 9 cruza 20 para baixo. +* **Cruzamento Estrutural (Golden/Death Cross - 50 x 200):** + * *Golden Cross:* 50 (Ciano) cruza 200 (Branca) para cima. Sinal clássico de Bull Market. + * *Death Cross:* 50 cruza 200 para baixo. Sinal de Bear Market. + +## 5. Médias sem Confluência (O Perigo) +Quando as médias curtas (9/20) apontam para um lado, mas as longas (50/200) apontam para outro ou estão flat (retas). +* *Cenário:* Preço sobe acima da 20, mas bate de frente na 200 que está caindo. +* *Ação:* Operar com mão leve ou aguardar. É uma zona de turbulência onde o preço fica "pingando" entre as médias até decidir um lado. + +## 5.1. O Calcanhar de Aquiles (Lateralidade) +* **O Problema:** Em fases de Acumulação (Fundo) ou Distribuição (Topo), a **MME 20** fica horizontal e a **VWAP** fica no meio do preço. +* **Sintoma:** O sistema gera sinais falsos de rompimento (Violinos) pois a média inclina levemente com qualquer candle de força e logo reverte. +* **Solução:** Se a MME 20 estiver "Flat" (sem inclinação clara visualmente) ou o preço estiver cruzando a VWAP repetidamente, **NÃO OPERE** setups de tendência. Aguarde o rompimento confirmado da estrutura (Pivô). + +## 6. Zonas de Suporte e Resistência Dinâmicos +Diferente de linhas horizontais fixas, as médias se movem com o preço, oferecendo pontos de entrada dinâmicos. + +* **A Defesa da 20 (Fuchsia):** Em tendências fortes, o preço bate na 20 e volta a subir imediatamente. É o "colchão" do mercado. +* **A Zona de Confluência (20-50):** A região entre a MME 20 e a MMA 50 é a "Zona de Compra Institucional" em tendências de alta. Se o preço entrar ali e deixar um candle de sinal (Martelo/Engolfo), é compra forte. +* **O Primeiro Toque na 200:** Estatisticamente, o primeiro toque na média de 200 após um longo tempo gera um repique contra o movimento. Funciona como uma barreira psicológica. + +## 7. Operacional por Timeframe + +### Gráfico Diário (Visão Macro - O Mapa) +* **Foco:** 20 (Fuchsia) e 200 (Branca). +* **Análise:** + * Onde está o preço em relação à 20? (Acima = Alta / Abaixo = Baixa). + * Qual a inclinação da 20? + * Qual a distância para a 200? (Espaço para o preço correr). +* **Regra:** Se o Diário está muito esticado da 20, evite rompimentos no 15m, pois o "elástico" diário pode puxar de volta. + +### Gráfico 15 Minutos (Execução - O Gatilho) +* **Foco:** 9 (Amarela), 20 (Fuchsia) e 50 (Ciano). +* **Setup de Power Breakout:** As médias de 9 e 20 colam no preço lateralizado, empurrando-o contra uma resistência, enquanto a 50 vem logo abaixo dando suporte. O rompimento aqui é explosivo. +* **Setup de Pullback (Gift):** + 1. Preço rompe e se afasta. + 2. Preço volta suavemente até a 20 (Fuchsia) ou a região entre 20 e 50. + 3. Deixa um candle de reversão (Price Action). + 4. Entrada na superação da máxima. + +--- +*Resumo da Hierarquia:* +1. **200 (Branca):** Define o Clima (Sol ou Chuva). +2. **50 (Ciano):** Define o Terreno (Suporte/Resistência Forte). +3. **20 (Fuchsia):** Define a Estrada (Tendência). +4. **9/14 (Amarela/Laranja):** Define o Acelerador (Timing). + +## 9. A Relação Preço vs. Média (Posição e Distância) + +### Acima ou Abaixo da Média? +A posição do preço em relação a uma média define o território de negociação. + +* **Preço Acima da Média:** Significa que o preço atual é mais caro que a média dos últimos N períodos. Isso caracteriza um **Território Comprador**. Os participantes estão aceitando pagar mais, indicando força e otimismo. +* **Preço Abaixo da Média:** Significa que o preço atual é mais barato que a média. Caracteriza um **Território Vendedor**. Indica fraqueza e pessimismo. + +### Qual a Distância até Ela? (O Efeito Elástico) +A distância entre o preço e a média mede a **exaustão** ou **oportunidade**. + +* **Longe da Média (Esticado):** O preço subiu ou caiu rápido demais, sem pausas. O "elástico" está tensionado. + * **Significado:** Risco altíssimo de **Regressão à Média**. Quem entrou cedo começa a realizar lucro, forçando o preço de volta. + * **Ação:** **Não entrar a favor do movimento.** É hora de realizar lucros ou esperar um pullback. +* **Perto da Média (Na Zona de Valor):** O preço retorna para "descansar" perto da média (principalmente a 20 MME). + * **Significado:** Oportunidade de entrar na tendência com **risco baixo**. O stop loss fica barato e tecnicamente bem posicionado. É o "preço justo" para os institucionais adicionarem posições. + +## 10. Análise de Pares (As Duplas Dinâmicas) +O poder das médias é revelado quando as analisamos em pares, observando a relação entre elas. + +### Par 1: Aceleração (9 MME vs. 20 MME) +* **O que significa:** Compara o **momentum imediato** (9) com a **tendência de curto prazo** (20). +* **Leitura:** + * **9 cruzando 20 para cima:** Sinal de entrada de fluxo comprador rápido. + * **9 se afastando da 20:** Aceleração forte, a tendência está ganhando força (Leque abrindo). + * **9 voltando para perto da 20:** O movimento está perdendo força, possível pausa ou pullback. + +### Par 2: Tendência vs. Institucional (20 MME vs. 50 MMA) +* **O que significa:** Compara a **tendência do trader** (20) com a **zona de defesa institucional** (50). +* **Leitura:** + * **Preço entre a 20 e a 50:** Esta é a **"Zona de Ouro" para Pullbacks**. O preço corrigiu na tendência de curto prazo e encontrou suporte institucional. É o local ideal para procurar por gatilhos de compra. + * **20 cruzando a 50:** Sinal de que a tendência de curto prazo está forte o suficiente para virar a tendência de médio prazo. + +### Par 3: Médio vs. Longo Prazo (50 MMA vs. 200 MMA) +* **O que significa:** Compara a **tendência secundária** (institucional) com a **tendência primária** (clima do mercado). É a visão macro. +* **Leitura:** + * **Golden Cross (Cruz de Ouro):** A 50 cruza a 200 para cima. Sinal clássico de início de um Bull Market de longo prazo. + * **Death Cross (Cruz da Morte):** A 50 cruza a 200 para baixo. Sinal de início de um Bear Market. + * **Preço entre a 50 e a 200:** Zona de forte indecisão. O preço está em tendência de baixa no médio prazo, mas ainda encontra suporte no longo prazo (ou vice-versa). Operar com cautela. + +## 8. Implementação Técnica (Arquivos e Cores) + +### Arquivos do Sistema +* **`fev_MediasSetupDiario.ntsl`:** Uso em **Day Trade** (5m, 15m). Foco em agilidade. +* **`fev_MediasSetupSemana.ntsl`:** Uso em **Swing Trade** (Diário, Semanal). Foco em macro tendências. + +### Legenda de Cores (Regra de Coloração) +Os scripts pintam os candles automaticamente baseados na qualidade do alinhamento das médias. + +| Cor do Candle | Significado | Condição Técnica (Alinhamento) | Ação Sugerida | +| :--- | :--- | :--- | :--- | +| **🔵 CIANO** | **Compra Forte** (Power Trend) | Leque Aberto de Alta:
Preço > 9 > 20 > 50 > 200 | **Acelerar.** Aumentar mão ou segurar o trade. Tendência explosiva. | +| **🟣 FUCHSIA** | **Venda Forte** (Power Trend) | Leque Aberto de Baixa:
Preço < 9 < 20 < 50 < 200 | **Acelerar.** Venda agressiva. O mercado está derretendo. | +| **🟢 VERDE** | **Compra Normal** | Tendência de Alta:
Preço > 20 > 50 | **Comprar.** Buscar pullbacks na média de 20. | +| **🔴 VERMELHO** | **Venda Normal** | Tendência de Baixa:
Preço < 20 < 50 | **Vender.** Buscar pullbacks na média de 20. | +| **⚪ CINZA** | **Neutro / Indecisão** | Médias Emboladas ou sem ordem clara. | **Aguardar.** O mercado está lateral ou em briga. Não operar tendência. | + +# Teoria Operacional: Afastamento Médio (Timing de Entrada) + +## 1. O Conceito do Elástico +O mercado funciona como um elástico preso a uma base móvel (a Média de 20 períodos). +* Você pode esticar o elástico (o preço se afasta da média com força). +* Mas eventualmente, a tensão fica insustentável e ele precisa relaxar (Retorno à Média). + +## 2. O que significa "Longe" (Esticado)? +É quando o preço subiu ou caiu muito rápido sem descansar. + +* **Visual:** Existe um grande espaço em branco ("vazio gráfico") entre o fechamento do candle e a linha da Média de 20. +* **O Problema do Stop:** O Stop Técnico correto deve ficar protegido atrás da média. Se o preço está longe, seu Stop fica financeiramente inviável (ex: 500 pontos no índice para buscar 100). +* **Psicologia:** Euforia (no topo) ou Pânico (no fundo). Quem comprou lá embaixo está com muito lucro e começa a vender para realizar, fazendo o preço cair. +* **Regra de Ouro:** **Jamais compre quando o preço estiver longe da média, mesmo que o candle seja bonito.** + +## 3. O que significa "Perto" (No Valor)? +É quando o preço está tocando, testando ou muito próximo da Média de 20 ou da região entre a 20 e a 50. + +* **Visual:** Os candles estão "beijando" ou perfurando levemente a linha da média. +* **A Vantagem:** O Stop Loss é curto, barato e técnico. +* **Institucional:** Grandes players não gostam de pagar caro. Eles esperam o preço voltar para a média (preço justo) para adicionar mais lotes. +* **Ação:** É aqui que procuramos o **Gatilho (Gold Signal / Price Action)**. + +## 4. Exemplo Prático (O Ciclo) + +1. **Rompimento (Longe):** O preço explode e sai da lateralidade. Fica "Longe". Não corra atrás do preço. +2. **Pullback (Aproximação):** O preço anda de lado ou cai lentamente. Os candles diminuem. O preço chega "Perto" da média. +3. **Gatilho (Perto):** Surge um candle de força (Ciano/Verde) apoiado na média. **COMPRA.** +4. **Expansão (Longe):** O preço explode novamente a favor da tendência e fica "Longe". **VENDA (Realize Lucro).** + +## 5. Como medir objetivamente? + +Embora o "olhômetro" funcione bem, existem ferramentas para medir isso: + +* **Keltner Channels:** Se o preço rompeu a banda superior, está "Longe". Se voltou para a linha central, está "Perto". +* **Oscilador de Afastamento:** Mede a distância percentual entre o fechamento e a média. + +--- + +### Resumo da Decisão + +| Estado do Preço | Distância da Média 20 | Ação Recomendada | +| :--- | :--- | :--- | +| **Esticado** | Grande espaço vazio | **Realizar Lucro / Não Entrar** | +| **No Valor** | Tocando ou próximo | **Procurar Entrada (Gatilho)** | +| **Cruzando** | Cruzando com força | **Atenção (Possível Reversão)** | \ No newline at end of file diff --git a/teoria_panorama_contexto.md b/teoria_panorama_contexto.md new file mode 100644 index 0000000..a650647 --- /dev/null +++ b/teoria_panorama_contexto.md @@ -0,0 +1,58 @@ +# Teoria Operacional: Análise Top-Down (Do Macro ao Micro) + +## 1. O Conceito +O mercado é fractal. O que acontece no Mensal domina o Semanal, que domina o Diário. Operar no intraday sem saber onde você está no mapa macro é como dirigir olhando apenas para o para-choque do carro da frente. + +## 2. Mensal (M1) - O Clima (Visão de Águia) +* **Horizonte de Tempo:** Olhar os últimos **2 a 5 anos**. +* **O que marcar:** + * **Topo Histórico e Fundo Histórico:** São ímãs de liquidez. O mercado sempre lembra deles. + * **Números Redondos (Psicológicos):** Ex: 100.000, 130.000 no Índice; 5.00, 6.00 no Dólar. + * **Grandes Zonas de Rejeição:** Procure por pavios longos onde o preço tocou e voltou violentamente. Essas regiões são "zonas de choque". +* **Objetivo:** Saber se estamos no "Verão" (Bull Market Secular) ou "Inverno" (Bear Market). + +## 3. Semanal (W1) - A Maré (Tendência Primária) +* **Horizonte de Tempo:** Olhar os últimos **1 a 2 anos**. +* **O que marcar:** + * **Pivôs Principais (Zig-Zag):** Marque o último Topo e o último Fundo confirmados. + * **Média de 200 (Branca):** Onde ela está? Se o preço está longe dela, cuidado com exaustão. + * **LTA / LTB Primária:** A linha diagonal que segura a tendência do ano. +* **Objetivo:** Definir a **Tendência Primária**. + * *Regra:* Se o Semanal está subindo, suas vendas no Day Trade serão curtas (contra-tendência/correção). Seus trades longos serão de compra. + +## 4. Diário (D1) - A Onda (Viés do Dia) +* **Horizonte de Tempo:** Olhar os últimos **3 a 6 meses**. +* **O que marcar:** + * **Gaps Abertos:** O mercado odeia vazios e tende a fechá-los. Marque o início e fim do gap. + * **Médias (20 e 50):** O preço está acima ou abaixo? Está "esticado" (longe) ou "no valor" (perto)? + VER: Teoria_Afastamento.md + * **Inside Bars / Engolfos Recentes:** Marque a máxima e mínima do candle de ontem e anteontem. +* **Objetivo:** Definir o **Viés Imediato**. "Hoje eu procuro compra ou venda?". + +## 5. Intraday (60m / 15m) - O Momento (Execução) +* **Horizonte de Tempo:** Olhar as últimas **1 a 2 semanas**. +* **O que marcar:** + * **Pontos do Dia Anterior:** Máxima, Mínima, Fechamento e Ajuste. + * **VWAP Semanal:** Onde está o preço médio da semana atual? + * **Pivôs Intraday:** A estrutura de alta/baixa imediata. +* **Objetivo:** **Timing.** É aqui que você aplica o `fev_PriceAction` e clica. + * **Regra de Horário:** Aguardar 10:00 AM (formação do primeiro canal de 15m). + * **Timing de Candles (Janelas de Fluxo):** + * *5m:* Candle 20 (Início), Candle 50 (Meio), Candle 80 (Fim). + * *15m:* Candle 10 (Início), Candle 25 (Fim). + * **Alvos:** Projetar Fibonacci do pivô ou candle de força. Parciais em 50% e 61.8%. Alvo final em 100%. + +## 6. Tabela de Validade das Linhas + +| Timeframe | Tipo de Linha | Cor Sugerida | Validade | +| :--- | :--- | :--- | :--- | +| **Mensal** | Suporte/Resistência Histórico | Vermelho Espesso | Anos | +| **Semanal** | LTA/LTB, Pivôs | Amarelo | Meses | +| **Diário** | Gaps, Máximas/Mínimas | Branco | Semanas | +| **60m/15m** | Ajuste, VWAP, Pivô Micro | Ciano/Verde | Dias (1-3 dias) | + +## 7. Regra de Ouro da Confluência + +1. **Alinhamento Total:** Se Mensal, Semanal e Diário apontam para cima -> **Mão Cheia na Compra.** +2. **Correção:** Se Semanal sobe, mas Diário cai -> **Mão Leve ou Aguardar** (Você está operando um pullback do semanal). +3. **O Muro:** Nunca opere um rompimento de pivô no 15m (compra) se logo acima tiver uma Resistência Mensal marcada. A chance de falhar é de 80%. \ No newline at end of file diff --git a/teoria_priceAction_primeirocandle.md b/teoria_priceAction_primeirocandle.md new file mode 100644 index 0000000..f7138d9 --- /dev/null +++ b/teoria_priceAction_primeirocandle.md @@ -0,0 +1,199 @@ +# Teoria Operacional: O Primeiro Candle e o Tom do Dia + +## 1. O Conceito: Emoção vs. Razão +A abertura do mercado é o momento de maior ineficiência e volatilidade do dia. + +* **O Leilão:** Antes do mercado abrir, ordens de compra e venda se acumulam. Quando o sino toca, essas ordens são executadas simultaneamente, gerando um "vácuo" de liquidez. +* **Quem opera a abertura?** + * **Amadores:** Operam na emoção (notícias da noite, ansiedade). + * **Robôs de HFT:** Operam arbitragem e fechamento de gaps. + * **Institucionais (Smart Money):** Geralmente **esperam** a poeira baixar (10:00 - 10:30) para definir a tendência real. + +**A Regra de Ouro:** "Abertura é Emoção, Fechamento é Convicção." + +--- + +## 2. O Gap (O Contexto Invisível) +O Primeiro Candle não nasce do nada. Ele nasce em relação ao fechamento de ontem. O espaço entre eles (Gap) define o sentimento inicial. + +### A. Gap de Fuga (Breakaway Gap) +* **Cenário:** O preço abre rompendo uma resistência forte ou suporte de ontem. +* **Comportamento:** O primeiro candle é uma Barra de Força na direção do Gap. +* **Significado:** Urgência. O mercado não vai voltar para fechar o gap tão cedo. Tendência forte. + +### B. Gap de Exaustão (Trap) +* **Cenário:** O preço abre com um gap gigante, muito longe das médias. +* **Comportamento:** O primeiro candle tenta seguir o gap, mas deixa um pavio enorme e fecha contra. +* **Significado:** O movimento esticou demais. Probabilidade alta de reversão para fechar o gap. + +### C. Gap de Área (Common Gap) +* **Cenário:** O preço abre dentro do range (máxima/mínima) do dia anterior. +* **Comportamento:** Candles pequenos, sobrepostos. +* **Significado:** Lateralidade. O mercado está sem direção. + +--- + +## 3. A Regra Operacional do Sistema (Por que ignoramos?) + +No nosso Trade System, implementamos uma regra de código (`if Date <> Date[1]`) para pintar o primeiro candle de forma neutra ou apenas direcional (Verde/Vermelho), **sem gerar sinais de entrada** (Gold/Ciano). + +### Motivos Técnicos: +1. **Distorção de Indicadores:** As Médias Móveis e o IFR são calculados com base nos candles anteriores. Um gap grande distorce a matemática, gerando sinais falsos de cruzamento ou sobrecompra/sobrevenda nos primeiros minutos. +2. **Spread Alto:** Nos primeiros minutos, o spread (diferença compra/venda) é maior, encarecendo o Stop Loss. +3. **Violinos:** É comum o primeiro candle romper um topo e o segundo candle devolver tudo (Armadilha de Abertura). + +### Ação Recomendada: +* **Observador:** Use o primeiro candle apenas para marcar **Suporte e Resistência** (Máxima e Mínima do dia). +* **Executor:** Só comece a clicar a partir do **segundo candle** ou após o primeiro pullback. + +--- + +## 4. Estratégias Derivadas (ORB - Opening Range Breakout) + +Embora não operemos *dentro* do primeiro candle, usamos seus limites como fronteiras. + +### O Setup de Rompimento da Primeira Hora (ou 15m) +Marque a Máxima e a Mínima do primeiro candle de 15 minutos ou 30 minutos. + +1. **Zona de Compra:** Se o mercado rompe e fecha **acima** da Máxima do primeiro candle. + * *Viés:* O dia tende a ser de Alta. +2. **Zona de Venda:** Se o mercado rompe e fecha **abaixo** da Mínima do primeiro candle. + * *Viés:* O dia tende a ser de Baixa. +3. **Zona de Armadilha (No Trade Zone):** Enquanto o preço estiver **dentro** do corpo do primeiro candle. + * *Viés:* Consolidação. Operar apenas nas extremidades (vender topo, comprar fundo). + +--- + +## 5. Integração com VSA (Volume) + +O primeiro candle quase sempre tem o **maior volume do dia**. A análise deve ser feita na relação Esforço vs. Resultado. + +* **Candle Pequeno com Volume Gigante:** + * *Diagnóstico:* Absorção. Muita briga, mas o preço não saiu do lugar. + * *Previsão:* O lado que for rompido vai gerar um movimento explosivo. + +* **Candle Gigante com Volume Gigante:** + * *Diagnóstico:* Iniciativa Profissional. + * *Previsão:* Continuação da tendência. + +* **Candle Gigante com Volume Baixo:** + * *Diagnóstico:* Vácuo de Liquidez (Fake). + * *Previsão:* O preço vai voltar facilmente, pois não houve barreira. + +--- + +## 6. O Setup de Iniciativa Profissional (A Exceção) + +Quando o primeiro candle é uma **Barra de Força (Corpo > 70%)** com **Volume Climático (> 2x Média)**, temos uma "Iniciativa Profissional". + +* **O que muda?** O dia ganha um **Viés Obrigatório**. +* **Regra de Influência:** + 1. **Se a Iniciativa for de COMPRA:** O sistema deve ignorar vendas de reversão. Procurar apenas por Pullbacks de compra (Gift, Bandeira) ou rompimentos a favor. + 2. **Se a Iniciativa for de VENDA:** O sistema deve ignorar compras. Foco total na venda. + 3. **Validade:** O viés dura até que a mínima (na compra) ou máxima (na venda) do primeiro candle seja violada. + +*Resumo: O Primeiro Candle define o campo de batalha, mas a guerra só começa depois.* + +--- + +## 7. VWAP Diária vs VWAP Semanal (Como usar sem overfitting) + +### Regra de Prioridade +1. **VWAP Diária:** Referência principal para o intraday (curto prazo). +2. **VWAP Semanal:** Filtro de contexto macro da semana. + +### Interpretação Prática +* **Preço acima da VWAP diária e semanal:** contexto comprador mais limpo. +* **Preço abaixo da VWAP diária e semanal:** contexto vendedor mais limpo. +* **Conflito (acima de uma e abaixo da outra):** reduzir agressividade, priorizar rompimento confirmado. + +### Regra Operacional +* **Não usar VWAP isolada como gatilho de entrada.** +* Usar VWAP para **confirmar viés** do que o primeiro candle já mostrou em preço + volume. + +--- + +## 8. O que o Primeiro Candle costuma respeitar + +Em ordem de relevância prática: + +1. **Fechamento do dia anterior** (ímã de preço em dias de gap). +2. **Máxima e mínima do dia anterior** (fronteiras institucionais). +3. **Faixa do próprio 1º candle** (opening range inicial). +4. **Preço de abertura do dia** (nível psicológico e de marcação de book). +5. **VWAP diária** (equilíbrio do pregão). +6. **VWAP semanal** (confluência direcional). + +> Quando o mercado ignora todos esses níveis com corpo forte e volume alto, aumenta a probabilidade de **iniciativa profissional**. + +--- + +## 9. Indicadores para analisar o Primeiro Candle + +### Núcleo obrigatório (sempre) +* **Price Action:** corpo, pavio, fechamento na máxima/mínima, relação corpo/range. +* **Volume Relativo:** volume do 1º candle vs candle anterior e vs média dos primeiros candles. +* **Gap:** distância da abertura vs fechamento anterior e posição dentro/fora do range de ontem. + +### Filtros de contexto (fortemente recomendados) +* **VWAP diária** (direção intraday). +* **VWAP semanal** (alinhamento da semana). +* **ATR** (se o 1º candle já consumiu parte grande do movimento típico). + +### Complementares (opcional) +* **Médias (9/20/50):** apenas como estrutura, não como gatilho imediato na abertura. +* **IFR:** evitar leitura isolada no 1º candle por distorção de gap. +* **Fluxo/Agressão:** excelente para confirmar iniciativa real quando disponível. + +--- + +## 10. Checklist Operacional de 60 segundos + +Antes de operar o segundo candle, responder: + +1. **Gap:** abriu fora do range de ontem ou dentro? +2. **Força:** corpo do 1º candle é > 70% do range? +3. **Volume:** houve volume climático (> 2x referência)? +4. **Localização:** preço está acima/abaixo da VWAP diária e semanal? +5. **Rejeição:** há pavio dominante indicando armadilha? + +### Leitura Final +* **4 ou 5 respostas alinhadas:** viés forte (buscar pullback e continuação). +* **2 ou 3 alinhadas:** viés moderado (reduzir mão e exigir confirmação). +* **0 ou 1 alinhada:** cenário de ruído (priorizar proteção e paciência). + +--- + +## 11. Mapa de Decisão (MVP) + +* **Primeiro candle forte + volume alto + alinhado com VWAP diária/semanal:** + *Viés obrigatório na direção do candle até perda da mínima/máxima dele.* + +* **Primeiro candle com pavio extremo e fechamento fraco contra o gap:** + *Tratar como possível trap; aguardar confirmação no 2º candle.* + +* **Primeiro candle pequeno + volume alto (absorção):** + *Não antecipar; operar apenas rompimento validado da máxima/mínima.* + +--- + +## 12. Erros mais comuns (e como evitar) + +1. **Confundir abertura com tendência do dia:** esperar confirmação do segundo candle. +2. **Operar contra volume climático:** se houver iniciativa, evitar reversão precoce. +3. **Ignorar contexto de gap:** gap define o "campo" do primeiro movimento. +4. **Usar muitos indicadores simultâneos:** priorizar preço + volume + VWAP. +5. **Aumentar risco na abertura:** spread e ruído são maiores nos primeiros minutos. + +--- + +## 13. Conclusão + +O primeiro candle não é, em geral, candle de execução. É candle de **diagnóstico**. + +Ele serve para responder três perguntas: +1. **Quem tomou iniciativa?** (comprador ou vendedor) +2. **A iniciativa é real?** (volume + corpo + contexto) +3. **Onde está a fronteira do dia?** (máxima/mínima do primeiro candle) + +Quando essas respostas estão claras, a execução do restante do pregão fica simples: operar a favor do viés até prova em contrário. \ No newline at end of file diff --git a/teoria_priceaction.md b/teoria_priceaction.md new file mode 100644 index 0000000..6e067be --- /dev/null +++ b/teoria_priceaction.md @@ -0,0 +1,222 @@ +# Teoria Operacional: Price Action Puro (Leitura de Candles) + +## 1. O Conceito +Price Action é a habilidade de ler a psicologia do mercado através da formação bruta dos preços, sem a necessidade de indicadores atrasados. Cada candle conta uma história de batalha entre compradores e vendedores. + +O foco aqui não é apenas o "desenho" do candle, mas **onde** ele aparece e **como** ele fecha. + +## 2. Lógica Operacional (Gatilhos) +Buscamos identificar desequilíbrios momentâneos que geram oportunidades de alta probabilidade. + +### Padrões de Continuação (Força) +* **Barra de Ignição (Elephant Bar):** Um candle com corpo grande, pouco pavio e fechamento próximo à máxima/mínima. Indica que um lado assumiu o controle total. +* **Gift (Presente):** Após uma barra de força, o mercado faz um pequeno recuo (pullback) que não perde a mínima da barra anterior. É um "presente" para entrar a favor da tendência. + +### Padrões de Reversão (Exaustão/Rejeição) +* **Pinbar (Martelo/Estrela):** Um candle com corpo pequeno e pavio longo. O pavio mostra que o preço foi até uma região e foi violentamente rejeitado. +* **Engolfo:** Um candle que "engole" completamente o corpo do candle anterior, mostrando uma virada de mão súbita dos participantes. + +## 3. Regra de Coloração (O Semáforo) +A regra `fev_PriceAction.ntsl` traduz a psicologia dos candles em cores visuais. + +### 🔵 CIANO / 🟣 FUCHSIA = FLUXO FORTE (Momentum) +* **Ciano (RGB 0, 255, 255):** Barra de Força Compradora (Marubozu/Elefante). Corpo grande (>70% do range), fechamento muito próximo à máxima (pavio superior < 20%). +* **Fuchsia (RGB 255, 0, 255):** Barra de Força Vendedora. Corpo grande (>70% do range), fechamento muito próximo à mínima (pavio inferior < 20%). +* **Significado:** Urgência e Agressão Pura. O mercado quer ir rápido para uma direção e não aceita rejeição. + +### 🔵 AZUL ROYAL / 🟤 MARROM = EXAUSTÃO (Rejeição) +* **Azul Royal (RGB 65, 105, 225):** Exaustão de Compra. Candle com pavio superior muito longo (Shooting Star/Estrela). +* **Marrom (RGB 165, 42, 42):** Exaustão de Venda. Candle com pavio inferior muito longo (Hammer/Martelo). +* **Significado:** Armadilha. O preço tentou romper e falhou. Possível reversão. + +### 🟢 VERDE / 🔴 VERMELHO = PADRÃO TÉCNICO +* **Verde (RGB 0, 255, 0):** Padrão clássico de compra (ex: Engolfo de Alta ou Rompimento de Inside Bar para cima). +* **Vermelho (RGB 255, 0, 0):** Padrão clássico de venda (ex: Engolfo de Baixa ou Rompimento de Inside Bar para baixo). + +### 🟡 AMARELO = GOLD SIGNAL (Confluência Total) +* **Cor:** Amarelo (RGB 255, 255, 0). +* **Condição:** Barra de Força Pura (Ciano/Fuchsia) + A favor da Média Móvel de 20 + **Continuação** (Candle anterior também foi a favor). +* **Significado:** O "Sinal de Ouro". Une a força do candle, a inércia da tendência e a confirmação de fluxo contínuo. + +### ⚫ CINZA = NEUTRO +* **Cor:** Cinza (RGB 105, 105, 105). +* **Condição:** Candles pequenos, dojis sem direção ou lateralidade. +* **Ação:** Não fazer nada. + +## 4. Gerenciamento + +* **Entrada:** + * **Agressiva:** No fechamento do candle de sinal (Ciano/Fuchsia/Amarelo). + * **Conservadora:** No rompimento da máxima (compra) ou mínima (venda) do candle de sinal. +* **Stop Loss:** + * Tecnicamente, na extremidade oposta do candle de sinal. +* **Alvo:** + * Projeção de 100% do tamanho do candle de sinal (Risco:Retorno 1:1) ou até a próxima zona de liquidez (Suporte/Resistência). + +--- +*Estratégia baseada em Leitura de Candles (Al Brooks / Steve Nison)* + +## 5. Expansão de Conhecimento: Contexto é Rei + +Um Martelo (Marrom) não significa compra automática. O contexto define a qualidade do sinal. + +### A. Localização +* Um **Martelo** em um **Suporte** é um sinal de compra (Rank 5). +* Um **Martelo** no meio de uma lateralidade é ruído (Rank 0). + +### B. Tamanho Relativo +* Candles muito pequenos em relação à média (ATR) indicam falta de interesse. +* Candles gigantescos (Climáticos) podem indicar exaustão final, não força. O ideal é a barra de força que sai de uma contração. + +### C. Inside Bars (Harami) +* Representam indecisão ou pausa. O rompimento de uma Inside Bar a favor da tendência prévia é um setup poderoso de continuidade. + +--- + +## 6. Alvos Máximos por Timeframe (Price Action) + +Para evitar devolução de lucro, usar teto de objetivo por timeframe: + +- **2 min:** buscar no máximo **80 a 200 pontos** +- **5 min:** buscar no máximo **150 a 350 pontos** +- **15 min:** buscar no máximo **300 a 700 pontos** +- **30 min:** buscar no máximo **500 a 1.000 pontos** +- **45 min:** buscar no máximo **700 a 1.400 pontos** + +### Aplicação prática +- Sinal de força (Ciano/Fuchsia) com contexto limpo: trabalhar no meio/topo da faixa. +- Sinal de exaustão/rejeição (Azul/Marrom): priorizar alvo curto (piso da faixa). +- Em 2m e 5m, após parcial, proteger com stop técnico para não devolver ganho. + +# Teoria Operacional: Tipos de Candles, Tamanhos e Nomes (Classificação Rigorosa) + +## 1. O Princípio da Validação pelo Anterior +Um candle sozinho não significa nada. Para um padrão ser válido, ele precisa interagir com o candle anterior. +* Um **Martelo** só é um sinal de reversão se aparecer após um movimento de **baixa**. +* Um **Engolfo** só existe se houver algo para ser engolido (um candle oposto anterior). + +Esta teoria classifica os candles em 4 famílias, cada uma com uma cor distinta para identificação imediata. + +## 2. Família de Reversão (Sinais de Exaustão) +Indicam que a força dominante anterior falhou. + +### 🟤 Martelo (Hammer) - Rejeição de Fundo +* **Cor:** **Marrom** (RGB 165, 42, 42). +* **Anatomia:** Corpo pequeno (no terço superior), pavio inferior longo (> 2x o corpo), pouco ou nenhum pavio superior. +* **Contexto Obrigatório:** O candle anterior deve ser **Negativo** (Vendedor). +* **Psicologia:** Os vendedores tentaram empurrar o preço para baixo (continuar a queda anterior), mas falharam e o preço fechou perto da máxima. + +### 🔵 Estrela Cadente (Shooting Star) - Rejeição de Topo +* **Cor:** **Azul Royal** (RGB 65, 105, 225). +* **Anatomia:** Corpo pequeno (no terço inferior), pavio superior longo (> 2x o corpo), pouco ou nenhum pavio inferior. +* **Contexto Obrigatório:** O candle anterior deve ser **Positivo** (Comprador). +* **Psicologia:** Os compradores tentaram romper o topo, mas foram rejeitados violentamente. + +## 3. Família de Força (Sinais de Ataque) +Indicam que um lado assumiu o controle absoluto. + +### 🟢 Engolfo de Alta (Bullish Engulfing) +* **Cor:** **Verde** (RGB 0, 255, 0). +* **Anatomia:** Corpo fecha acima da máxima do candle anterior e abre abaixo (ou igual) ao fechamento anterior. Envolve todo o corpo prévio. +* **Contexto Obrigatório:** O candle anterior deve ser **Negativo**. +* **Psicologia:** Virada de mão total. A força compradora anulou a venda anterior. + +### 🔴 Engolfo de Baixa (Bearish Engulfing) +* **Cor:** **Vermelho** (RGB 255, 0, 0). +* **Anatomia:** Corpo fecha abaixo da mínima do candle anterior. Envolve todo o corpo prévio. +* **Contexto Obrigatório:** O candle anterior deve ser **Positivo**. +* **Psicologia:** Virada de mão total. A força vendedora anulou a compra anterior. + +### 🔵 Ciano / 🟣 Fuchsia (Barras de Ignição) +* **Cor:** **Ciano** (Compra) / **Fuchsia** (Venda). +* **Anatomia:** Corpo grande (> 70% do range total). Fechamento na extremidade (sem pavio contra). +* **Contexto:** Rompe a máxima/mínima do anterior com deslocamento. + +## 4. Família de Indecisão (Pausas) +Indicam equilíbrio ou acumulação de energia. + +### 🟠 Inside Bar (Harami) +* **Cor:** **Laranja** (RGB 255, 140, 0). +* **Anatomia:** A máxima é menor que a máxima anterior E a mínima é maior que a mínima anterior. O candle está "grávido" (contido). +* **Contexto:** Qualquer. +* **Psicologia:** O mercado contraiu a volatilidade. Geralmente precede um movimento explosivo (Breakout). +* **Operação:** Marcar a máxima e mínima do candle "Mãe" (o anterior) e operar o rompimento. + +### ⚪ Doji (Incerteza Total) +* **Cor:** **Branco** (RGB 255, 255, 255). +* **Anatomia:** Abertura e Fechamento praticamente iguais (Corpo < 10% do range). +* **Contexto:** Qualquer. +* **Psicologia:** Empate técnico. Ninguém ganhou a batalha naquele período. + +## 5. Tabela Resumo de Tamanhos + +| Tipo | Tamanho do Corpo | Tamanho do Pavio | Direção Anterior | Cor | +| :--- | :--- | :--- | :--- | :--- | +| **Martelo** | Pequeno (< 40%) | Grande (Inferior) | Baixa (Vermelho) | 🟤 Marrom | +| **Estrela** | Pequeno (< 40%) | Grande (Superior) | Alta (Verde) | 🔵 Azul Royal | +| **Engolfo Alta** | Grande | Irrelevante | Baixa (Vermelho) | 🟢 Verde | +| **Engolfo Baixa** | Grande | Irrelevante | Alta (Verde) | 🔴 Vermelho | +| **Inside Bar** | Irrelevante | Irrelevante | N/A (Contido) | 🟠 Laranja | +| **Doji** | Nulo (< 10%) | Variável | N/A | ⚪ Branco | + +# Teoria Operacional: Price Action Avançado (Estrutura e Ciclos) + +## 1. Os 3 Ciclos do Mercado (Al Brooks) +O mercado não se move de forma aleatória. Ele alterna entre fases de desequilíbrio (tendência) e equilíbrio (lateralidade). Identificar o ciclo é mais importante que o candle. + +### Fase 1: Rompimento (Breakout / Spike) +* **Característica:** Movimento vertical forte. Candles grandes da mesma cor, poucos pavios, gaps abertos. +* **Psicologia:** Urgência. Todos concordam com o preço. +* **Ação:** Entrar a mercado ou em pullbacks curtos. **Não operar contra.** + +### Fase 2: Canal (Channel) +* **Característica:** A força diminui, mas a direção continua. O preço se move dentro de linhas paralelas. Aparecem correções mais profundas e sobreposições de barras. +* **Psicologia:** O consenso diminui, mas a inércia mantém o movimento. +* **Ação:** Comprar correções (Bandeiras) na tendência de alta. Começar a realizar lucros parciais. + +### Fase 3: Lateralidade (Trading Range) +* **Característica:** O preço anda de lado entre um suporte e uma resistência. O mercado "concorda" com um preço justo. +* **Psicologia:** Incerteza. Compradores acham barato no fundo, vendedores acham caro no topo. +* **Ação:** Comprar baixo, Vender alto. **Evitar rompimentos** (80% dos rompimentos de lateralidade falham). + +## 2. Contagem de Barras (Setup de Correção) +Uma técnica objetiva para cronometrar a entrada em tendências, evitando entrar na "faca caindo". + +* **Conceito:** Em uma tendência de alta, cada vez que o preço perde a mínima do candle anterior, inicia-se uma contagem de correção. +* **H1 (High 1):** A primeira vez que o mercado tenta retomar a alta (rompe a máxima de um candle anterior). Geralmente é uma armadilha em tendências fortes. +* **H2 (High 2):** A segunda tentativa de retomada. Se o mercado tentou cair duas vezes e falhou, a probabilidade de subir é alta. + * **Setup:** Em tendência de alta, ignore a primeira sinalização de compra (H1). Aguarde o preço tentar cair de novo e, se romper a máxima novamente (H2), entre comprando. + +## 3. Armadilhas de Rompimento (Traps) +O combustível dos movimentos fortes são os Stops dos traders presos. + +### Padrão 2B (Trader Vic) - A Falha de Topo/Fundo +Um dos setups mais poderosos de reversão. +1. **Setup:** O preço faz um Topo (T1). Corrige. Tenta romper o Topo anterior (T2). +2. **A Armadilha:** O preço supera a máxima de T1 por poucos ticks, mas perde força e **fecha abaixo** da máxima de T1. +3. **Gatilho:** Venda na perda da mínima do candle que tentou romper e falhou. +4. **Lógica:** Quem comprou o rompimento está preso e vai estopar (vender) assim que o preço virar, acelerando a queda. + +## 4. Movimentos Medidos (Measured Moves) +O mercado busca simetria geométrica. + +* **Leg 1 = Leg 2:** Em tendências saudáveis, a perna de alta após uma correção (Pivô) tende a ter o mesmo tamanho (amplitude) da perna anterior. +* **Projeção de Range:** Se o mercado rompe uma lateralidade de 500 pontos de altura, o alvo inicial é projetar esses 500 pontos na direção do rompimento. + +## 5. Fusão de Candles (Blended Candles) +Às vezes, um padrão não é óbvio em um único candle, mas somando dois, a verdade aparece. + +* **Como fazer:** + * Abertura = Abertura do 1º candle. + * Fechamento = Fechamento do 2º candle. + * Máxima = A maior máxima entre os dois. + * Mínima = A menor mínima entre os dois. + +* **Exemplo Prático:** + * Candle 1: Verde grande (Força). + * Candle 2: Vermelho grande que fecha abaixo da abertura do 1 (Engolfo de Baixa). + * **Resultado da Soma:** Um candle com corpo pequeno na parte inferior e um pavio superior enorme. Ou seja, um **Shooting Star (Estrela Cadente)**. + * **Conclusão:** Engolfo e Shooting Star são a mesma coisa, apenas em tempos gráficos diferentes. + +--- +*Expansão baseada em Al Brooks (Price Action Trends/Ranges) e Victor Sperandeo (Trader Vic)* \ No newline at end of file diff --git a/teoria_renko.md b/teoria_renko.md new file mode 100644 index 0000000..d59f82f --- /dev/null +++ b/teoria_renko.md @@ -0,0 +1,71 @@ +# Teoria Operacional: Renko (O Filtro de Ruído) + +## 1. O Conceito +O gráfico de Renko é atemporal. Ele ignora o tempo e foca exclusivamente na **variação do preço**. Um novo "tijolo" (brick) só fecha se o preço andar uma quantidade específica de ticks. + +* **Vantagem:** Elimina o "ruído" lateral e a ansiedade de candles pequenos que não vão a lugar nenhum. +* **Visual:** Mostra tendências e reversões de forma muito mais limpa e geométrica. + +## 2. Configuração (O Tamanho do Tijolo) +O segredo do Renko é o tamanho (R). +* **WIN (Índice):** + * **15R a 25R:** Para ver a Tendência Macro (substitui o 15m/60m). + * **10R a 12R:** Para Execução (substitui o 5m). +* **WDO (Dólar):** + * **6R a 8R:** Para Tendência. + * **4R a 5R:** Para Execução. + +## 3. O que procurar nas Zonas (Suporte e Resistência) + +No Renko, as zonas de suporte e resistência são muito mais óbvias. + +### A. Topos e Fundos Duplos (M e W) +* **O que é:** O preço sobe, faz um tijolo de reversão, cai, sobe de novo até o *mesmo nível exato* e reverte. +* **Sinal:** A geometria é perfeita. Se houver um pavio (sombra) no segundo toque rejeitando a zona, é venda confirmada. + +### B. O "Caixote" (Lateralidade) +* **Visual:** Tijolos alternando cores (Verde, Vermelho, Verde, Vermelho) lado a lado, sem deslocamento vertical. +* **Ação:** Não operar dentro. Marcar o teto e o chão do caixote e operar o rompimento (quando fechar 2 tijolos da mesma cor fora da zona). + +### C. Pullback na Média (O Setup de Ouro) +* **Configuração:** Média de 20 períodos (ou 9) inserida no gráfico Renko. +* **Cenário:** Tendência de alta (vários tijolos verdes). +* **O Gatilho:** O preço faz 1 ou 2 tijolos vermelhos (correção) que tocam na média. O próximo tijolo fecha verde. +* **Entrada:** Na superação desse tijolo de retomada. + +## 4. Renko com Pavio (Crucial) +No Profit, ative a opção de visualizar os pavios (sombras) dos tijolos. +* **Por que?** O tijolo mostra onde fechou, mas o pavio mostra até onde o preço foi e foi rejeitado. +* **Sinal de Exaustão:** Um tijolo verde em uma resistência com um pavio superior longo indica que compradores tentaram romper e falharam. É o equivalente ao "Shooting Star" no candle. + +## 5. Integração com o Setup (Confluência) + +Use o Renko para validar as zonas marcadas no `Teoria_AnaliseTopDown.md`. + +| Cenário | Gráfico de Candles (Tempo) | Gráfico de Renko (Preço) | Decisão | +| :--- | :--- | :--- | :--- | +| **Rompimento de Pivô** | Candle fecha acima da zona, mas com dúvida. | Tijolo fecha cheio e forte acima da zona. | **Confirmado.** | +| **Lateralidade** | Candles pequenos, pavios para todo lado. | Tijolos alternados (costura). | **Ficar de Fora.** | +| **Tendência** | Candles mistos (verdes e vermelhos). | Sequência de tijolos da mesma cor (Escada). | **Segurar a Operação.** | + +--- +*Dica:* O Renko é excelente para **Trailing Stop**. Enquanto os tijolos continuarem da mesma cor (ou fazendo fundos mais altos), você segura o trade. Sai apenas na inversão da cor. + +## 6. Renko em Timeframes Maiores (Swing e Position) + +O Renko é atemporal, mas podemos ajustar o tamanho do tijolo (R) para simular a visão de longo prazo (Diário, Semanal, Mensal). + +### Equivalência Aproximada (B3) + +| Visão (Timeframe) | Objetivo | WIN (Índice) | WDO (Dólar) | Ações (Ex: PETR4) | +| :--- | :--- | :--- | :--- | :--- | +| **Diário (1D)** | Swing Trade | **40R a 50R** | **12R a 15R** | ~0.5% a 1% do preço | +| **Semanal (1W)** | Position | **80R a 100R** | **25R a 30R** | ~2% a 3% do preço | +| **Mensal (1M)** | Investimento | **150R+** | **50R+** | ~5% a 10% do preço | + +### Como Operar (Setup Fractal) +1. **O Mapa (1W/1D):** Abra um gráfico com o Renko maior (ex: WIN 50R). + * Se os tijolos estão **Verdes**, a tendência macro é de alta. + * Se estão **Vermelhos**, é de baixa. +2. **A Execução (Intraday):** Vá para o seu gráfico operacional (ex: WIN 12R). + * Só aceite sinais (Gold Signal/Pivô) na direção do Renko Maior. \ No newline at end of file diff --git a/teoria_sentimentosTrade.rb b/teoria_sentimentosTrade.rb new file mode 100644 index 0000000..b881f37 --- /dev/null +++ b/teoria_sentimentosTrade.rb @@ -0,0 +1,65 @@ +# Teoria dos Sentimentos no Trade + +Este documento explora como os sentimentos podem influenciar as decisões de um trader e quais indicadores podem ajudar a identificar esses sentimentos de forma previsível. Abaixo está uma lista de sentimentos comuns e os indicadores que podem estar associados a eles, organizados em duas categorias: Sentimentos de Compra e Sentimentos de Venda. + +## Sentimentos de Compra + +### 1. Vontade +- **Indicadores Possíveis:** + - OBV (On-Balance Volume) indicando acumulação + - Cruzamento de Médias Móveis (indicando entrada de força compradora) + - Padrões de Price Action (como rompimentos de resistência) + +### 2. Confiança +- **Indicadores Possíveis:** + - ADX (Average Directional Index) indicando força de tendência + - Médias Móveis Exponenciais (EMA) alinhadas em direção à tendência + - Volume em Aumento Consistente + +### 3. Euforia +- **Indicadores Possíveis:** + - RSI (Índice de Força Relativa) em Sobrecompra + - Sequência de Candles de Alta sem Correção + - Expansão das Bandas de Bollinger + +### 4. Esperança +- **Indicadores Possíveis:** + - Divergência no IFR (Índice de Força Relativa) + - Redução no Volume de Venda + - Candles de Reversão (como Martelo) + +## Sentimentos de Venda + +### 1. Rejeição +- **Indicadores Possíveis:** + - Volume Anormal (indicando rejeição de preços em níveis específicos) + - Candles de Reversão (como Doji ou Martelo Invertido) + - Bandas de Bollinger (preço tocando ou ultrapassando as bandas externas) + +### 2. Cansaço +- **Indicadores Possíveis:** + - Divergência no IFR (Índice de Força Relativa) + - Redução no Volume de Negociação + - ATR (Average True Range) mostrando diminuição na volatilidade + +### 3. Medo +- **Indicadores Possíveis:** + - Índice de Volatilidade (VIX) em alta + - Candles de Forte Venda (como Marubozu de baixa) + - Aumento no Volume em Movimentos de Queda + +### 4. Frustração +- **Indicadores Possíveis:** + - Stop Loss Frequente em Movimentos Laterais + - Falha em Rompimentos (falsos rompimentos) + - RSI (Índice de Força Relativa) em zonas de sobrecompra ou sobrevenda sem continuidade + +### 5. Desespero +- **Indicadores Possíveis:** + - Aumento Repentino no Volume de Venda + - Candles com Sombras Longas de Baixa + - Queda Acentuada no Preço sem Suporte Visível + +## Conclusão + +Os sentimentos no trade podem ser difíceis de controlar, mas entender os indicadores que refletem esses sentimentos pode ajudar os traders a tomarem decisões mais racionais e menos emocionais. Este documento serve como um guia inicial para identificar padrões de comportamento emocional no mercado. \ No newline at end of file diff --git a/teoria_tendencia.md b/teoria_tendencia.md new file mode 100644 index 0000000..f47b8ea --- /dev/null +++ b/teoria_tendencia.md @@ -0,0 +1,151 @@ +# Teoria Operacional: Tendências (Seguindo o Fluxo) + +## 1. O Conceito +"A tendência é sua amiga até que ela acabe." +Uma tendência não é uma linha reta, é um ziguezague ordenado. Identificar a tendência é saber para qual lado a probabilidade está inclinada. + +* **Tendência de Alta:** O mercado faz Topos Mais Altos e Fundos Mais Altos. Os compradores estão dispostos a pagar cada vez mais caro. +* **Tendência de Baixa:** O mercado faz Topos Mais Baixos e Fundos Mais Baixos. Os vendedores aceitam vender cada vez mais barato. + +## 2. Identificação Objetiva (O Checklist) + +### A. Estrutura de Pivôs (Price Action Puro) +É a forma mais rápida de identificar. +* **Pivô de Alta:** O preço sobe, corrige (faz um fundo maior que o anterior) e rompe o topo anterior. +* **Pivô de Baixa:** O preço cai, repica (faz um topo menor que o anterior) e perde o fundo anterior. + +### B. A Média Mestra (MME 20) +No nosso sistema, a Média Móvel Exponencial de 20 períodos é o "Fio Condutor". +* **Inclinação:** Se a Média 20 está inclinada para cima, procure apenas compras. Se para baixo, apenas vendas. +* **Afastamento:** O preço tende a voltar para a média (imã). Comprar muito longe da média é perigoso (esticado). O ideal é comprar quando o preço "beija" a média. + +### C. Anatomia do Pivô Perfeito (Timing no 15m) +Um pivô precisa de tempo para convencer os players. + +* **Micro Pivô / Gift (1 a 3 candles de correção):** + * Geralmente ocorre em tendências muito fortes (Spike). É apenas uma pausa para respirar. Entrada agressiva. +* **Pivô Estrutural (5 a 12 candles de correção):** + * **O Ideal.** No 15m, isso representa de 1h a 3h de correção. Dá tempo da Média de 20 chegar no preço. É a estrutura mais confiável para Swing Trade ou Day Trade longo. +* **Pivô Complexo / Lateralidade (> 15 candles):** + * Se a correção demora demais, a tendência perdeu o "timing". O rompimento tende a falhar ou virar um rompimento de caixote (Power Breakout), que exige outra estratégia. + +## 3. Tipos de Tendência (A Força) + +### Tendência Forte (Spike and Channel) +* **Característica:** O preço sobe com força, quase sem correções. A Média de 20 serve como um suporte rígido. O preço mal toca nela e já explode. +* **Ação:** Não espere correções profundas. Entre em qualquer rompimento de máxima ou pequenas bandeiras. + +### Tendência Saudável (Escada) +* **Característica:** O preço sobe, corrige até a Média de 20 ou até o topo anterior rompido (Polaridade), e volta a subir. +* **Ação:** O melhor cenário para operar. Compre nos pullbacks (toques na média). É aqui que o **Gold Signal (Amarelo)** brilha. + +### Tendência Fraca (Canal Largo) +* **Característica:** Muita sobreposição de candles. O preço sobe, mas devolve quase tudo antes de subir de novo. Parece uma lateralidade inclinada. +* **Ação:** Cuidado. Prefira comprar apenas nos suportes do canal e realizar lucro rápido nas resistências. + +## 4. Sinais de Entrada a Favor da Tendência + +### O Setup de Correção (Pullback) +É a entrada clássica. +1. **Impulso:** O mercado faz uma perna de alta forte (Cores Ciano/Verde). +2. **Respiro:** O mercado corrige com candles pequenos/fracos (Cinza/Vermelho pequeno) em direção à Média de 20. +3. **Gatilho:** Surge um candle de retomada (Verde, Ciano ou Amarelo) que fecha acima da máxima do candle anterior. +4. **Stop:** Abaixo do fundo da correção. + +### O Setup de Rompimento (Breakout) +Para momentos de alta volatilidade. +1. **Acumulação:** O preço lateraliza ou faz uma flâmula após uma alta. +2. **Gatilho:** Uma Barra de Força (Ciano) rompe a resistência da flâmula. +3. **Ação:** Entrada no fechamento da barra ou na violação da máxima. + +## 5. Sinais de Fim de Tendência (Reversão) + +Como saber se a festa acabou? + +1. **Quebra da Linha de Tendência (LTA/LTB):** O primeiro sinal de alerta. A velocidade diminuiu. +2. **Falha de Topo (Padrão 2B):** Em uma alta, o preço tenta romper o topo anterior e falha, fechando abaixo. +3. **Clímax (Exaustão):** Após uma longa alta, aparece um candle gigantesco (muito maior que a média) longe das médias. Geralmente é o último suspiro dos compradores eufóricos antes da queda. + +## 6. Integração com as Cores (fev_PriceAction) + +* **🟡 Amarelo (Gold Signal):** É o sinal de **confirmação de tendência**. Ele só aparece se a média estiver a favor e houver continuidade. É o sinal mais seguro para aumentar posição. +* **🔵 Ciano / 🟣 Fuchsia:** São sinais de **impulso**. No início da tendência, são ótimos. Se aparecerem após uma alta prolongada (longe da média), podem ser clímax (exaustão). +* **⚫ Cinza:** Momento de **correção ou pausa**. Em uma tendência de alta, os candles de correção (vermelhos ou cinzas) devem ser pequenos e sem volume. + +--- +*Lembre-se: "Não tente adivinhar o topo. Deixe o mercado te tirar da tendência."* + +# Teoria Operacional: O Ciclo de Vida da Tendência (Anatomia da Reversão) + +## 1. O Conceito +Nenhum mercado sobe para sempre, nem cai para sempre. Entender a "idade" da tendência evita que você compre no topo (fase de morte) ou venda no fundo (fase de nascimento). + +Vamos mapear a transição de uma **Tendência de Alta** para uma **Tendência de Baixa** usando as cores do nosso sistema. + +--- + +## FASE 1: O Nascimento (A Quebra da Inércia) +O mercado estava parado (Lateralidade/Acumulação) e decide andar. + +* **O Cenário:** Baixa volatilidade. Médias emboladas. Muitos **Inside Bars (Laranja)** e **Dojis (Branco)**. +* **O Gatilho:** Surge uma **Barra de Ignição (Ciano)**. + * É um candle grande que rompe a resistência da lateralidade. + * Fecha na máxima. +* **Psicologia:** "Acordaram o gigante". Os institucionais decidiram levar o preço para cima. +* **Ação:** Comprar o rompimento ou o primeiro pullback. + +## FASE 2: A Vida Adulta (Inércia e Fluxo) +A tendência está saudável. O dinheiro entra fácil. + +* **O Cenário:** Topos e fundos ascendentes. O preço respeita a Média de 20. +* **Os Candles:** + * Maioria **Verde (Engolfo/Força)** ou candles normais positivos. + * As correções são pequenas, com candles **Cinzas** ou **Vermelhos pequenos**. +* **Psicologia:** Confiança. Quem compra ganha dinheiro. O medo de ficar de fora (FOMO) atrai o varejo. +* **Ação:** Comprar qualquer recuo (Pullback) que toque na média. + +## FASE 3: A Agonia (Sinais de Cansaço) +A tendência ainda é de alta, mas a "gasolina" está acabando. A volatilidade aumenta, mas o deslocamento diminui. + +* **Sinal 1: Encurtamento do Passo (Shortening of Thrust):** + * Os candles de alta ficam menores. + * Começam a aparecer muitos **Dojis (Branco)** no topo. +* **Sinal 2: A Rejeição (Avisos):** + * O preço tenta romper um topo e deixa uma **Estrela Cadente (Azul Royal)**. + * Isso mostra que, pela primeira vez, os vendedores bateram forte. +* **Psicologia:** Dúvida. "Será que sobe mais?". Os institucionais começam a realizar lucro (vender para o varejo atrasado). +* **Ação:** Apertar os Stops. Não abrir novas compras. + +## FASE 4: A Morte (O Evento de Reversão) +O momento exato onde o controle muda de mãos. + +* **O Gatilho:** Ocorre uma falha de topo (Tenta subir e não consegue) seguida de um golpe fatal. +* **O Candle Assassino:** Um **Engolfo de Baixa (Vermelho)** ou uma **Barra de Força Vendedora (Fuchsia)** que engole os últimos 2 ou 3 candles de alta. +* **Estrutura:** O preço perde o último fundo válido (Pivô de Baixa). +* **Psicologia:** Pânico. Quem comprou no topo está preso e começa a estopar (vender), acelerando a queda. +* **Ação:** Vender a perda da mínima do candle assassino. + +## FASE 5: O Renascimento (Tendência de Baixa) +Agora a inércia é de queda. O ciclo se inverte. + +* **O Cenário:** Topos e fundos descendentes. +* **Os Candles:** + * Barras de Força **Fuchsia** (Venda Agressiva). + * Correções (respiros) deixam **Martelos (Marrom)** que falham em reverter, servindo apenas como "bandeiras de baixa". +* **Ação:** Vender os repiques. + +--- + +## Resumo Visual da Transição (Alta -> Baixa) + +1. **Lateral:** ⚪ Doji / 🟠 Inside Bar +2. **Rompimento:** 🔵 Ciano (Barra Elefante) +3. **Tendência:** 🟢 Verde (Pullbacks pequenos) +4. **Topo/Exaustão:** 🔵 Azul Royal (Estrela) ou Clímax (Ciano gigante longe da média) +5. **Reversão:** 🔴 Vermelho (Engolfo de Baixa) +6. **Tendência de Baixa:** 🟣 Fuchsia (Aceleração) + +## Dica de Ouro: A Regra dos 3 Candles +Na dúvida se é apenas uma correção ou uma reversão, olhe para os próximos 3 candles após um sinal de topo: +* Se após uma **Estrela (Azul)**, o mercado faz um candle vermelho forte que fecha abaixo da mínima da Estrela -> **Reversão Confirmada**. +* Se após uma **Estrela (Azul)**, o mercado faz um candle cinza ou verde dentro da sombra da Estrela -> **Ainda é correção**. \ No newline at end of file diff --git a/teoria_tendencia_institucional.md b/teoria_tendencia_institucional.md new file mode 100644 index 0000000..d173167 --- /dev/null +++ b/teoria_tendencia_institucional.md @@ -0,0 +1,58 @@ +# Teoria Avançada: Suporte, Resistência, Tendências e Visão Institucional + +Este documento detalha a geometria do mercado e como alinhar a análise gráfica clássica com a atuação dos Grandes Players (Bancos e Fundos). + +## 1. Suporte e Resistência (A Memória do Mercado) + +O preço tem memória. Suportes e Resistências não são apenas linhas, são **zonas de interesse** onde compradores ou vendedores defenderam posições no passado. + +* **Princípio da Polaridade:** Uma resistência rompida vira suporte (e vice-versa). É o conceito mais confiável do Price Action. + * *Exemplo:* O preço bate em 100, cai, rompe o 100 e volta para testá-lo por cima. Se segurar, o 100 agora é "chão". +* **Números Redondos (Psicológicos):** Grandes instituições (como JP Morgan) tendem a colocar ordens em números cheios (ex: 100.000 no Índice, 5.00 no Dólar) para facilitar a execução de grandes lotes. +* **Validação:** Quanto mais toques em uma zona sem rompê-la, mais forte ela é. Porém, se tocada muitas vezes em curto espaço de tempo, ela enfraquece (a liquidez é consumida). + +## 2. Linhas de Tendência (LTA e LTB) + +As linhas de tendência mostram a **velocidade** e a **saúde** do movimento. + +* **Como traçar corretamente:** + * **LTA (Alta):** Conecte os **fundos** ascendentes. O mercado está sendo empurrado para cima. + * **LTB (Baixa):** Conecte os **topos** descendentes. O mercado está sendo empurrado para baixo. +* **Ângulo de Ataque:** + * *45 Graus:* Tendência saudável e sustentável. + * *Muito Inclinada (> 60º):* Exaustão (Clímax). Insustentável, geralmente corrige rápido. + * *Pouco Inclinada (< 30º):* Fraqueza ou acumulação. +* **Quebra da Linha:** O rompimento de uma LTA não significa reversão imediata, mas sim que a velocidade da tendência acabou. O preço costuma lateralizar antes de reverter. + +## 3. O Princípio do Retorno (Pullback e Regressão) + +O mercado respira. O "Retorno" é a oportunidade de entrar a favor da tendência com risco baixo. + +* **Pullback Clássico:** O preço rompe um nível (S&R) e volta para testá-lo (Polaridade). +* **Regressão à Média:** O preço se afasta demais da Média Móvel (elástico esticado) e tende a voltar para ela. + * *Regra:* Nunca compre longe da média em tendência de alta. Espere o preço voltar para perto dela ("Value Zone"). + +## 4. Visão Institucional ("O Jeito JP Morgan") + +Grandes bancos (JP Morgan, UBS, Goldman Sachs) não operam "padrões de candle". Eles operam **Liquidez** e **Preço Médio**. + +### A. VWAP (Volume Weighted Average Price) +É a "Média dos Tubarões". É o único indicador que todos os robôs institucionais respeitam. +* **Teoria:** Representa o preço médio ponderado por volume de todos os negócios do dia. +* **Uso Prático:** + * Se o preço está **acima** da VWAP, os compradores (institucionais) estão no controle e defendendo seus médios. Só pense em compra. + * Se o preço está **abaixo** da VWAP, os vendedores estão no controle. + * **Defesa:** Quando o preço volta na VWAP, é comum ver "absorção" (candles marrons/amarelos na nossa regra de coloração), pois os bancos defendem essa região para não ficarem no prejuízo. + +### B. Ptax (No Brasil) +É a taxa de câmbio oficial calculada pelo Banco Central. +* **Janelas de Briga:** Entre 10:00 e 13:10, o BC coleta taxas. Grandes players brigam para puxar o preço para cima ou para baixo nessas janelas para influenciar a taxa oficial. +* **Efeito:** Gera volatilidade artificial e pontos de suporte/resistência fortíssimos no Dólar (WDO). + +### C. Ajuste Diário (B3) +No mercado futuro, todos os players acertam as contas (pagam ou recebem) baseados no preço de Ajuste. +* **O Muro de Concreto:** O preço de Ajuste do dia anterior é o suporte/resistência mais forte do dia seguinte. É onde o dinheiro trocou de mão de verdade. + +--- +**Resumo Operacional:** +Use S&R e Linhas de Tendência para ver o desenho do mercado, mas use a **VWAP** e o **Ajuste** para saber onde os "Donos do Mercado" estão posicionados. \ No newline at end of file diff --git a/teoria_tendencia_pivots.md b/teoria_tendencia_pivots.md new file mode 100644 index 0000000..eaafc93 --- /dev/null +++ b/teoria_tendencia_pivots.md @@ -0,0 +1,81 @@ +# Teoria de Pivôs (Operacional Day Trade) + +## 1. Conceito Objetivo +Um pivô de continuação nasce quando o mercado: + +1. faz um **impulso** na direção principal, +2. entra em **retração** contra essa direção, +3. e depois **rompe o nível da retração** voltando ao sentido do impulso. + +A confirmação final vem quando o(s) candle(s) seguinte(s) fecham a favor do movimento. + +--- + +## 2. Estrutura Base do Pivô +Para aumentar assertividade, use esta sequência: + +- **Tendência prévia:** 2 candles no mesmo sentido. +- **Retração:** 2 candles contra a tendência. +- **Rompimento:** candle atual supera o topo/fundo da retração. +- **Confirmação:** 1 ou 2 candles após o rompimento fechando a favor. + +--- + +## 3. Quantidade de Candles por Timeframe +Referência prática para fortalecer pivô: + +| Timeframe | Perna (impulso/retração) | Confirmação pós-rompimento | +| :--- | :--- | :--- | +| **2 min** | 3 a 5 candles | 1 candle | +| **5 min** | 4 a 7 candles | 1 a 2 candles | +| **15 min** | 5 a 10 candles | 2 candles | + +Regra simples: +- Timeframe menor = mais ruído = confirmação mais rápida, porém menos robusta. +- Timeframe maior = menos ruído = confirmação mais lenta, porém mais confiável. + +--- + +## 4. Leitura Direcional + +### Pivô de Alta +- Tendência prévia de alta. +- Retração de baixa. +- Rompimento da máxima da retração. +- Fechamento(s) de confirmação acima do candle anterior. + +### Pivô de Baixa +- Tendência prévia de baixa. +- Retração de alta. +- Rompimento da mínima da retração. +- Fechamento(s) de confirmação abaixo do candle anterior. + +--- + +## 5. Hierarquia Visual (Setup Atual) +No operacional: + +- **Verde/Vermelho:** candle de confirmação do pivô (rompimento). +- **Dourado:** confirmação de sequência após o pivô (1 ou 2 candles, conforme parâmetro). +- **Cinza:** sem confirmação estrutural. + +--- + +## 6. Erros Comuns +- Operar pivô sem tendência prévia clara. +- Considerar qualquer pullback curto como retração válida. +- Entrar no primeiro rompimento sem confirmação. +- Ignorar contexto de horário e fluxo (abertura, PTAX, baixa liquidez). + +--- + +## 7. Regra de Ouro +Sem estrutura + rompimento + confirmação, não é pivô operacional. + +**Estrutura considerada no setup:** +- **Estrutura de Alta:** `Close > Highest(High[1], PeriodoEstrutura)` +- **Estrutura de Baixa:** `Close < Lowest(Low[1], PeriodoEstrutura)` + +Sem uma dessas duas condições, o pivô não é validado e o candle permanece **cinza**. + +No seu setup: **sem dourado, sem entrada** (quando estiver no modo mais seletivo). \ No newline at end of file diff --git a/teoria_volume.md b/teoria_volume.md new file mode 100644 index 0000000..ad11d03 --- /dev/null +++ b/teoria_volume.md @@ -0,0 +1,172 @@ +# Teoria Operacional: Volume Avançado (Além do VSA) + +## 1. As Duas Dimensões do Volume +Enquanto o VSA analisa o volume no **Tempo** (barra a barra), existem outras formas de ler a liquidez que revelam onde os grandes players estão posicionados. + +1. **Volume no Tempo (Vertical):** "Quanto" foi negociado naquele horário. (Foco do VSA). +2. **Volume no Preço (Horizontal):** "Onde" foi negociado o maior lote. (Foco do Volume Profile). + +--- + +## 2. VWAP (O Preço Justo Institucional) +A **VWAP (Volume Weighted Average Price)** não é uma média móvel comum. É a média de preço ponderada pelo volume financeiro de todos os negócios do dia. + +* **Por que importa?** Tesourarias e Robôs de execução usam a VWAP como benchmark. Se eles compram abaixo da VWAP, fizeram um bom negócio. Se compram acima, pagaram caro. +* **A Regra do Ímã:** O preço tende a voltar para a VWAP durante o dia, pois é o "valor justo" da sessão. +* **A Regra da Tendência:** + * Preço **ACIMA** da VWAP = Viés Comprador (Institucionais defendendo preço médio). + * Preço **ABAIXO** da VWAP = Viés Vendedor. + +### Setup: Pullback na VWAP +1. O preço rompe a VWAP com força (Barra de Ignição). +2. Volta suavemente para testar a linha da VWAP. +3. Deixa um gatilho de Price Action (Martelo/Engolfo) exatamente na VWAP. +4. **Entrada:** Na superação da máxima. + +--- + +## 3. Volume Profile (O Mapa de Liquidez) +Ferramenta que plota o volume no eixo vertical (preço), criando um histograma lateral. + +### Conceitos Chave: +* **POC (Point of Control):** A linha vermelha no Profile. É o nível de preço exato onde houve o maior volume de negociação do dia. + * **Função:** Atua como o suporte/resistência mais forte do dia. O preço costuma travar ali. +* **Value Area (VA):** A região onde ocorreram 70% dos negócios. É a zona de aceitação. +* **Vazios de Volume (Low Volume Nodes):** Regiões do gráfico onde o histograma é fino. + * **Efeito Escorregadio:** O preço passa muito rápido por essas zonas porque não há liquidez (barreiras) para segurá-lo. + +### Como Operar: +* **Defesa de POC:** Se o preço volta para a POC após se afastar, espere uma defesa (rejeição). +* **Fuga de Caixote:** Se o preço sai da Área de Valor (Value Area), ele tende a acelerar (entrou em descoberta de preço). + +--- + +## 4. OBV (On Balance Volume) - O Detector de Mentiras +O OBV soma o volume em dias de alta e subtrai em dias de baixa. Ele mostra o saldo acumulado da pressão. + +### A Divergência (O Grande Sinal) +O preço pode mentir, o volume não. + +* **Divergência de Alta:** O Preço está caindo ou lateral (fazendo fundos mais baixos), mas o OBV já começou a subir (fazendo fundos mais altos). + * *Tradução:* Estão acumulando silenciosamente na queda. A explosão para cima é iminente. +* **Divergência de Baixa:** O Preço continua subindo (fazendo topos mais altos), mas o OBV já começou a cair (fazendo topos mais baixos). + * *Tradução:* Estão distribuindo no topo. A alta é falsa (sem combustível). + +--- + +## 5. Delta e Agressão (Visão de Fluxo/Tape Reading) +Se você usa ferramentas de fluxo no Profit (como o indicador "Saldo de Agressão" ou "Weis Wave"): + +* **Volume Total** = Agressão de Compra + Agressão de Venda. +* **Delta** = Agressão de Compra - Agressão de Venda. + +### O Fenômeno da Absorção (Iceberg) +É uma das anomalias mais lucrativas. + +* **Cenário:** O preço chega em um suporte. +* **Delta:** Mostra **Delta Vendedor Forte** (vermelho intenso). Muita gente batendo na venda. +* **Preço:** O candle **NÃO DESLOCA** para baixo. Fica parado ou deixa pavio. +* **Interpretação:** Tem um "Iceberg" (Lote Escondido) de compra absorvendo todas as vendas a mercado. Quando os vendedores cansarem, o preço vai explodir para cima. + +--- + +## 6. Resumo: Qual Ferramenta Usar? + +| Ferramenta | Pergunta que ela responde | Melhor Uso | +| :--- | :--- | :--- | +| **VSA (Candles)** | "Houve esforço vs resultado nesta barra?" | Gatilho de Entrada (Timing). | +| **VWAP** | "Quem está ganhando o dia: Touros ou Ursos?" | Direção e Alvo de Pullback. | +| **Volume Profile** | "Onde está a barreira de concreto?" | Definir Alvos e Suportes Fortes. | +| **OBV** | "O movimento é verdadeiro ou falso?" | Antecipar Reversões (Divergência). | + +## 7. Integração com Trade System Wesley + +* **Regra de Ouro:** Nunca opere contra a VWAP em tendência forte. +* **Confluência:** Um **Shakeout (VSA Verde)** que ocorre exatamente em cima da **VWAP** ou da **POC** é um trade de probabilidade extrema (Rank S). +* **Alvo:** Se você comprou no fundo, a POC do dia anterior é um excelente alvo de saída, pois a liquidez costuma travar lá. + +# Teoria Operacional: OBV (On Balance Volume) - O Detector de Mentiras + +## 1. O Conceito Fundamental +O OBV (On Balance Volume) foi desenvolvido por Joe Granville na década de 60 com uma premissa simples e poderosa: **"O Volume precede o Preço"**. + +Imagine o volume como o combustível e o preço como o carro. Se você pisa no acelerador (volume sobe), o carro eventualmente vai acelerar. Se você tira o pé (volume cai), o carro vai parar, mesmo que continue andando um pouco por inércia. + +### Como é calculado? +* Se o candle fecha **positivo** (acima do fechamento anterior), todo o volume do dia é **somado** ao OBV. +* Se o candle fecha **negativo** (abaixo do fechamento anterior), todo o volume do dia é **subtraído** do OBV. +* O resultado é uma linha acumulativa que mostra o saldo real da pressão de compra vs. venda. + +--- + +## 2. A Lógica do "Smart Money" +Grandes instituições não conseguem esconder o volume. Para montar uma posição gigante, eles precisam comprar muitos lotes. +* O preço pode ficar lateral (escondido) enquanto eles acumulam. +* Mas o OBV vai subir, pois o volume nos dias de alta será maior que nos dias de baixa. +* **Conclusão:** O OBV revela a "pegada" dos grandes players antes do movimento acontecer no gráfico de preço. + +--- + +## 3. Sinais Operacionais Clássicos + +### A. Confirmação de Tendência (Sinal de Saúde) +* **Tendência de Alta Saudável:** O Preço faz Topos e Fundos ascendentes E o OBV também faz Topos e Fundos ascendentes. +* **Tendência de Baixa Saudável:** O Preço cai E o OBV cai. +* **Ação:** Mantenha a operação. O fluxo está confirmando o movimento. + +### B. Divergência (O Grande Alerta) +É o sinal mais lucrativo do OBV. Ocorre quando o Preço e o Volume discordam. + +1. **Divergência de Baixa (Topo):** + * O Preço faz um **Topo Mais Alto** (rompe resistência). + * O OBV faz um **Topo Mais Baixo** (não consegue romper). + * **Tradução:** O preço subiu por inércia ou manipulação, mas não tem combustível (dinheiro novo) sustentando. A queda é iminente. + * **Ação:** Não compre rompimentos. Prepare vendas. + +2. **Divergência de Alta (Fundo):** + * O Preço faz um **Fundo Mais Baixo** (perde suporte). + * O OBV faz um **Fundo Mais Alto**. + * **Tradução:** Os vendedores pararam de agredir. Estão acumulando silenciosamente na queda. + * **Ação:** Não venda rompimentos. Prepare compras. + +### C. Breakout Antecipado +Muitas vezes, o OBV rompe uma resistência (LTB do OBV ou Topo do OBV) **antes** do preço romper a resistência no gráfico. +* **Sinal:** Se o OBV rompeu, o preço tende a seguir logo depois. É um sinal de antecipação de rompimento. + +--- + +## 4. O Indicador `fev_OBVvolumeVerdadeiro` + +No nosso Trade System atual, utilizamos o **OBV Puro** com comparação barra a barra para identificar o fluxo imediato. + +### Regra de Coloração e Interpretação + +#### 🟢 VERDE = PRESSÃO COMPRADORA +* **Condição:** O OBV atual é **MAIOR** que o OBV do candle anterior. +* **Significado:** Entrou volume comprador neste candle. +* **Operacional:** + * **Permissão:** Autoriza compras imediatas. + * **Atenção:** Se o preço cair mas o OBV subir (ficar verde), é divergência de alta (acumulação). + +#### 🔴 VERMELHO = PRESSÃO VENDEDORA +* **Condição:** O OBV atual é **MENOR** que o OBV do candle anterior. +* **Significado:** Saiu volume (venda) neste candle. +* **Operacional:** + * **Permissão:** Autoriza vendas imediatas. + * **Atenção:** Se o preço subir mas o OBV cair (ficar vermelho), é divergência de baixa (distribuição). + +--- + +## 5. Estratégia de "Veto de Fluxo" (Passo 5 do Setup) + +O OBV não serve para dar o "clique" de entrada (timing), ele serve para **evitar entradas ruins**. + +| Cenário Gráfico | Status do OBV | Decisão | +| :--- | :--- | :--- | +| **Pivô de Alta (Compra)** | **Verde (Subindo)** | **✅ APROVADO** | +| **Pivô de Alta (Compra)** | **Vermelho (Caindo)** | **❌ VETADO (Sem fluxo)** | +| **Pivô de Baixa (Venda)** | **Vermelho (Caindo)** | **✅ APROVADO** | +| **Pivô de Baixa (Venda)** | **Verde (Subindo)** | **❌ VETADO (Absorção)** | + +### Dica de Ouro: +Se o preço está lateral (consolidado), o OBV costuma ficar "trançando" a média (mudando de cor toda hora). Nesse caso, ignore o OBV e espere o preço sair da lateralidade com força (Barra de Ignição) E o OBV confirmar a cor. \ No newline at end of file diff --git a/teoria_vwap.md b/teoria_vwap.md new file mode 100644 index 0000000..5c78726 --- /dev/null +++ b/teoria_vwap.md @@ -0,0 +1,93 @@ +t# Teoria Operacional: VWAP (Volume Weighted Average Price) + +## 1. O Conceito +A VWAP (Preço Médio Ponderado pelo Volume) não é apenas um indicador, é uma **referência econômica**. Ela representa o preço médio exato que foi negociado em um ativo durante o dia, levando em conta o volume de cada negócio. + +Diferente de uma Média Móvel simples (que trata todos os candles com o mesmo peso), a VWAP dá mais peso para onde o "dinheiro grande" trocou de mãos. + +**Por que é o "Santo Graal" Institucional?** +Grandes fundos e tesourarias são cobrados por execução. Se um trader institucional compra um lote enorme acima da VWAP do dia, ele pagou "caro" (pior que a média do mercado). Se comprou abaixo, pagou "barato". Por isso, eles defendem essa linha com robôs de alta frequência. + +## 2. Lógica Operacional (O Filtro Supremo) + +A VWAP divide o dia em dois territórios. + +### Território de Compra (Touros) +* **Preço > VWAP:** O mercado está aceitando pagar cada vez mais caro. Os comprados estão no lucro e defendem suas posições. +* **Atitude:** Procurar apenas por COMPRAS (Pullbacks). Ignorar sinais de venda (são contra-tendência e perigosos). + +### Território de Venda (Ursos) +* **Preço < VWAP:** O mercado está pressionando o preço para baixo. Os vendidos estão no lucro. +* **Atitude:** Procurar apenas por VENDAS. + +## 3. Estratégias de Trade com VWAP +A regra de coloração `fev_VWAPreferenciaPreco.ntsl` funciona como um filtro visual do território institucional. + +### 🟢 VERDE = TERRITÓRIO DE COMPRA (Com Força) +* **Cor:** Verde Padrão. +* **Condição:** Preço fechou **acima** da VWAP **E** o candle foi positivo. +* **Significado:** Os compradores estão no controle do território e mostrando força. Cenário ideal para procurar por pullbacks ou continuações de alta. + +### 🔴 VERMELHO = TERRITÓRIO DE VENDA (Com Força) +* **Cor:** Vermelho Padrão. +* **Condição:** Preço fechou **abaixo** da VWAP **E** o candle foi negativo. +* **Significado:** Os vendedores estão no controle do território e mostrando força. Cenário ideal para procurar por pullbacks ou continuações de baixa. + +### ⚫ CINZA = ZONA DE CONFLITO (Aguardar) +* **Cor:** Cinza Padrão. +* **Condição:** Qualquer outra situação (ex: candle negativo acima da VWAP ou candle positivo abaixo da VWAP). +* **Ação:** O movimento do candle está contra o território dominante. Indica um pullback, um repique ou indecisão. É um sinal para ter cautela. + +## 4. Estratégias de Trade com VWAP + +### A. O Pullback Institucional (A "Defesa") +É a estratégia mais clássica e confiável. +1. **Cenário:** O preço se afasta da VWAP (tendência definida). +2. **Gatilho:** O preço retorna suavemente até tocar (ou chegar muito perto) da VWAP. +3. **Ação:** Observar um sinal de Price Action (Martelo, VSA Shakeout) exatamente na VWAP. +4. **Lógica:** Os institucionais que não entraram no início do movimento aproveitam o retorno ao "preço justo" para montar posição, e os que já estão posicionados defendem o médio. + +### B. Rompimento com Volume (A "Virada de Mão") +Quando o preço cruza a VWAP com violência. +1. **Cenário:** O preço estava abaixo da VWAP, mas cruza para cima com um candle de força e volume alto. +2. **Confirmação:** O preço não volta mais para baixo da VWAP nos candles seguintes. +3. **Lógica:** O fluxo mudou. Quem estava vendido agora está "no calor" (prejuízo) e começa a estopar, alimentando a alta. + +### C. VWAP Bands (Desvio Padrão) +Assim como nas Bandas de Bollinger, podemos projetar desvios padrões a partir da VWAP. +* **Uso:** Identificar exaustão. +* **Regra:** Se o preço toca a 2ª ou 3ª banda de desvio padrão da VWAP, ele está estatisticamente "caro demais" ou "barato demais" para o dia. A chance de retorno à média (VWAP) é alta. + +## 5. Gerenciamento + +* **Stop Loss:** + * Em operações de Pullback: O Stop deve ficar logo atrás da VWAP. Se a VWAP for perdida, a premissa do trade acabou. +* **Alvo:** + * Em tendências: Topos/Fundos anteriores ou projeções de Fibonacci. + * Em reversões (Bands): O alvo é a própria linha central da VWAP. + +--- +*Estratégia baseada em Fluxo e Preço Médio* + +## 6. Expansão de Conhecimento: O Ecossistema VWAP + +A VWAP tradicional reinicia a cada dia. Mas e se quisermos saber o preço médio de um movimento específico (ex: pós-Payroll, pós-Eleição)? + +### A. Anchored VWAP (VWAP Ancorada) +Esta ferramenta permite que você clique em um topo ou fundo importante e trace a VWAP a partir dali. +* **Aplicação:** Se o mercado fez um fundo relevante há 3 dias, ancore uma VWAP nesse fundo. Essa linha mostrará o preço médio de quem comprou naquele fundo. +* **Poder:** Quando o preço voltar nessa linha dias depois, ela funcionará como um suporte fortíssimo, muitas vezes invisível para quem usa apenas a VWAP diária. + +### B. VWAP Semanal e Mensal (O Contexto Macro) +A VWAP diária mostra o "preço justo" do dia. As VWAPs de períodos maiores mostram o preço justo dos players de longo prazo. +* **VWAP Semanal:** O preço médio negociado na semana. Funciona como um ímã para o preço. Se o preço se afasta muito, tende a retornar a ela. +* **VWAP Mensal:** O preço médio do mês. É um suporte/resistência extremamente forte. +* **Confluência de VWAPs:** Quando a VWAP diária, semanal e mensal estão no mesmo lugar, essa região se torna uma "parede" de suporte ou resistência, pois players de todos os os timeframes estão posicionados ali. + +### C. A Relação VWAP vs. Ajuste (A Faixa de Valor) +O Ajuste é o preço de fechamento "oficial" do dia anterior. A VWAP é o preço médio do dia atual. A relação entre eles define o sentimento do mercado. +* **Preço acima da VWAP e do Ajuste:** Forte viés de alta. O mercado está rejeitando o preço justo de ontem e estabelecendo um novo valor mais alto. +* **Preço abaixo da VWAP e do Ajuste:** Forte viés de baixa. +* **Preço entre a VWAP e o Ajuste:** Mercado em equilíbrio ou "range". A área entre a VWAP e o Ajuste é chamada de **Faixa de Valor**. O preço tende a ficar "preso" nessa região até que uma força (compradora ou vendedora) consiga empurrá-lo para fora com convicção. + +**Dica de Ouro:** A melhor operação de Pullback na VWAP diária acontece quando o preço também está acima da VWAP Semanal, alinhando o micro com o macro. diff --git a/teoria_wyckoff.md b/teoria_wyckoff.md new file mode 100644 index 0000000..d39b9d3 --- /dev/null +++ b/teoria_wyckoff.md @@ -0,0 +1,94 @@ +# Teoria Operacional: O Método Wyckoff (O Jogo dos Grandes) + +## 1. O "Composite Man" (O Homem Composto) +Richard Wyckoff propôs que o mercado deve ser visto como se fosse controlado por uma única entidade mestre: o "Composite Man" (Institucional). +* **A Regra:** Ele senta nos bastidores e manipula o preço para desvantagem do público. +* **O Objetivo:** Comprar barato do público em pânico (Acumulação) e vender caro para o público eufórico (Distribuição). +* **A Lição:** Não tente vencer o mercado. Tente identificar as pegadas desse gigante e andar na sombra dele. + +## 2. As 3 Leis de Wyckoff + +### Lei 1: Oferta e Demanda +Determina a direção do preço. +* **Demanda > Oferta:** Preço sobe. +* **Oferta > Demanda:** Preço cai. +* **Oferta = Demanda:** Preço lateraliza (preparação). +* *No Gráfico:* Olhe para os candles de força e o deslocamento. + +### Lei 2: Causa e Efeito +Para todo movimento grande (Efeito), deve haver uma preparação proporcional (Causa). +* **Causa:** A lateralidade (Acumulação/Distribuição). Quanto mais tempo o preço fica lateral, maior será a explosão. +* **Efeito:** A tendência subsequente. +* *Aplicação:* Não espere um alvo de 1000 pontos se a acumulação durou apenas 5 candles. + +### Lei 3: Esforço vs Resultado +A lei da divergência (VSA). +* **Convergência:** Volume alto (Esforço) gera candle grande (Resultado). Normal. +* **Divergência:** Volume alto (Esforço) gera candle pequeno ou com muito pavio (Pouco Resultado). +* *Sinal:* Se o "Composite Man" aplicou muita força e o preço não andou, há uma barreira oculta (Absorção). Reversão iminente. + +## 3. Anatomia da Acumulação (O Fundo) +O processo de tirar ativos das "Mãos Fracas" para as "Mãos Fortes". + +### Fase A: Parar a Queda +1. **PS (Preliminary Support):** Primeira tentativa de parar a queda. Volume aumenta. +2. **SC (Selling Climax):** Pânico total. Volume extremo, spreads largos. O público vende tudo. +3. **AR (Automatic Rally):** Repique natural por falta de vendedores. Define o teto da lateralidade. +4. **ST (Secondary Test):** Teste da mínima do SC com volume menor. + +### Fase B: Construção da Causa +* O preço oscila dentro do range. O "Composite Man" absorve a oferta silenciosamente. + +### Fase C: O Teste Final (A Armadilha) +* **Spring (Mola):** O preço perde o suporte do range (SC/ST) para estopar quem comprou cedo e induzir venda. +* **Shakeout:** Versão violenta do Spring. +* **Test:** O preço volta para testar o Spring com volume baixo (Ninguém mais quer vender). **PONTO DE ENTRADA 1.** + +### Fase D: O Salto (Markup dentro do Range) +* **SOS (Sign of Strength):** Candle de força que rompe resistências internas. +* **LPS (Last Point of Support):** Pullback raso após o SOS. **PONTO DE ENTRADA 2.** + +### Fase E: A Tendência +* O preço rompe o range definitivamente. Ocorre o **Back Up (BU)** ou Pullback no topo do range. **PONTO DE ENTRADA 3.** + +## 4. Anatomia da Distribuição (O Topo) +O processo de desovar ativos para o público eufórico. + +### Fase A: Parar a Alta +1. **PSY (Preliminary Supply):** Primeira venda forte. +2. **BC (Buying Climax):** Euforia máxima. Notícias boas. Volume extremo. +3. **AR (Automatic Reaction):** Queda natural. Define o piso do range. +4. **ST (Secondary Test):** Teste do topo do BC. + +### Fase B: Construção +* O preço lateraliza. Institucionais vendem lotes fracionados para não derrubar o preço. + +### Fase C: A Armadilha (Upthrust) +* **UT (Upthrust):** Rompimento falso do topo. Captura stops dos vendidos e atrai compradores de rompimento. +* **UTAD (Upthrust After Distribution):** O último suspiro. Um rompimento maior que falha miseravelmente. + +### Fase D: O Declínio +* **MSOW (Major Sign of Weakness):** Candle vermelho forte que quebra a estrutura. +* **LPSY (Last Point of Supply):** Pullback de venda fraco. **PONTO DE VENDA.** + +## 5. Resumo Operacional (Setup Wyckoff) + +Como conectar essa teoria com nossos arquivos `.ntsl`: + +| Evento Wyckoff | O que procurar no Gráfico? | Arquivo de Validação | +| :--- | :--- | :--- | +| **Spring / Shakeout** | Rompimento de suporte + Retorno rápido + Volume Alto na queda e Baixo no retorno. | `Gatilhos.md` (Armadilha de Fundo)
`fev_VSAassinaturaInstitucional.ntsl` (Cor Verde) | +| **Upthrust (UT)** | Rompimento de resistência + Pavio superior longo + Fechamento baixo. | `fev_PriceActionAnaliseSombra.ntsl` (Cor Azul Royal)
`fev_VSAassinaturaInstitucional.ntsl` (Cor Vermelha) | +| **Teste (No Supply)** | Candle pequeno (Inside Bar/Doji) na região do suporte com volume ridículo. | `fev_PriceAction_Tipos.ntsl` | +| **SOS / SOW** | Barra de Força (Ciano/Fuchsia) rompendo estrutura ou pivô. | `fev_PriceActionCorpoSombraExecucao.ntsl`
`fevTendenciaPivoTeste.ntsl` | + +### Roteiro de Decisão +1. **Identifique a Fase:** Use o `fev_DetectorFasesMercado.ntsl`. + * Se estiver em "Acumulação" (Fase 1), procure por **Springs**. + * Se estiver em "Distribuição" (Fase 3), procure por **Upthrusts**. +2. **Valide com Volume:** + * Um rompimento de topo sem volume (Lei Esforço vs Resultado) é um provável Upthrust. + * Um rompimento de fundo com volume climático que não continua caindo é um provável Spring. + +--- +*Nota: Wyckoff não é um setup mecânico, é um mapa de contexto. Ele diz ONDE procurar o trade, o Price Action diz QUANDO entrar.* \ No newline at end of file From f33b7197c9f4575d8730fecf93ab76998f25f77d Mon Sep 17 00:00:00 2001 From: wesleyzilva Date: Mon, 23 Feb 2026 21:40:48 -0300 Subject: [PATCH 02/28] =?UTF-8?q?adequa=C3=A7=C3=A3o=20de=20branchs?= MIME-Version: 1.0 Content-Type: text/plain; charset=UTF-8 Content-Transfer-Encoding: 8bit --- teoria_sentimentosTrade.rb => teoria_sentimentosTrade.md | 0 1 file changed, 0 insertions(+), 0 deletions(-) rename teoria_sentimentosTrade.rb => teoria_sentimentosTrade.md (100%) diff --git a/teoria_sentimentosTrade.rb b/teoria_sentimentosTrade.md similarity index 100% rename from teoria_sentimentosTrade.rb rename to teoria_sentimentosTrade.md From 66ca9b70e1aec244c11105663bf824d82d9f7556 Mon Sep 17 00:00:00 2001 From: Wesley Gomes da Silva <55301153+wesleyzilva@users.noreply.github.com> Date: Mon, 23 Feb 2026 21:45:58 -0300 Subject: [PATCH 03/28] ... --- .vscode/settings.json | 8 ++++++++ 1 file changed, 8 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fev_direcaoDoDia.txt rename to profit_estudos/fev_direcaoDoDia.txt diff --git a/fev_mediasTrend9_20_50_200.txt b/profit_estudos/fev_mediasTrend9_20_50_200.txt similarity index 100% rename from fev_mediasTrend9_20_50_200.txt rename to profit_estudos/fev_mediasTrend9_20_50_200.txt diff --git a/fev_panorama920.txt b/profit_estudos/fev_panorama920.txt similarity index 100% rename from fev_panorama920.txt rename to profit_estudos/fev_panorama920.txt diff --git a/fev_panoramaMedias9_20_50_200.txt b/profit_estudos/fev_panoramaMedias9_20_50_200.txt similarity index 100% rename from fev_panoramaMedias9_20_50_200.txt rename to profit_estudos/fev_panoramaMedias9_20_50_200.txt diff --git a/fev_priceActionPrimeiroCandle.txt b/profit_estudos/fev_priceActionPrimeiroCandle.txt similarity index 100% rename from fev_priceActionPrimeiroCandle.txt rename to profit_estudos/fev_priceActionPrimeiroCandle.txt From 83c70b62f60674d76e1a009756006c12e4387e4d Mon Sep 17 00:00:00 2001 From: Wesley Gomes da Silva 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estudo_teorias_cores/teoria_tendencia.md rename to estudo_teorias/teoria_tendencia.md diff --git a/estudo_teorias_cores/teoria_tendencia_institucional.md b/estudo_teorias/teoria_tendencia_institucional.md similarity index 100% rename from estudo_teorias_cores/teoria_tendencia_institucional.md rename to estudo_teorias/teoria_tendencia_institucional.md diff --git a/estudo_teorias_cores/teoria_tendencia_pivots.md b/estudo_teorias/teoria_tendencia_pivots.md similarity index 100% rename from estudo_teorias_cores/teoria_tendencia_pivots.md rename to estudo_teorias/teoria_tendencia_pivots.md diff --git a/estudo_teorias_cores/teoria_volume.md b/estudo_teorias/teoria_volume.md similarity index 100% rename from estudo_teorias_cores/teoria_volume.md rename to estudo_teorias/teoria_volume.md diff --git a/estudo_teorias_cores/teoria_vwap.md b/estudo_teorias/teoria_vwap.md similarity index 100% rename from estudo_teorias_cores/teoria_vwap.md rename to estudo_teorias/teoria_vwap.md diff --git a/estudo_teorias_cores/teoria_wyckoff.md b/estudo_teorias/teoria_wyckoff.md similarity index 100% rename from estudo_teorias_cores/teoria_wyckoff.md rename to estudo_teorias/teoria_wyckoff.md diff --git a/profit_estudos/fev_2minReversaoComVolumeWIN.txt b/profit_estudos_cores/fev_2minReversaoComVolumeWIN.txt similarity index 100% rename from profit_estudos/fev_2minReversaoComVolumeWIN.txt rename to profit_estudos_cores/fev_2minReversaoComVolumeWIN.txt diff --git a/profit_estudos/fev_ATRmovimentoDoPrecoComVontade.txt b/profit_estudos_cores/fev_ATRmovimentoDoPrecoComVontade.txt similarity index 100% rename from profit_estudos/fev_ATRmovimentoDoPrecoComVontade.txt rename to profit_estudos_cores/fev_ATRmovimentoDoPrecoComVontade.txt diff --git a/profit_estudos/fev_ContadorCruzamentosMedias.txt b/profit_estudos_cores/fev_ContadorCruzamentosMedias.txt similarity index 100% rename from profit_estudos/fev_ContadorCruzamentosMedias.txt rename to profit_estudos_cores/fev_ContadorCruzamentosMedias.txt diff --git a/profit_estudos/fev_DetectorFasesMercado.txt b/profit_estudos_cores/fev_DetectorFasesMercado.txt similarity index 100% rename from profit_estudos/fev_DetectorFasesMercado.txt rename to profit_estudos_cores/fev_DetectorFasesMercado.txt diff --git a/profit_estudos/fev_DivergenciaIFR.txt b/profit_estudos_cores/fev_DivergenciaIFR.txt similarity index 100% rename from profit_estudos/fev_DivergenciaIFR.txt rename to profit_estudos_cores/fev_DivergenciaIFR.txt diff --git a/profit_estudos/fev_HorarioTurbulencia.txt b/profit_estudos_cores/fev_HorarioTurbulencia.txt similarity index 100% rename from profit_estudos/fev_HorarioTurbulencia.txt rename to profit_estudos_cores/fev_HorarioTurbulencia.txt diff --git a/profit_estudos/fev_MediasSetupDiario.txt b/profit_estudos_cores/fev_MediasSetupDiario.txt similarity index 100% rename from profit_estudos/fev_MediasSetupDiario.txt rename to profit_estudos_cores/fev_MediasSetupDiario.txt diff --git a/profit_estudos/fev_MediasSetupSemana.txt b/profit_estudos_cores/fev_MediasSetupSemana.txt similarity index 100% rename from profit_estudos/fev_MediasSetupSemana.txt rename to profit_estudos_cores/fev_MediasSetupSemana.txt diff --git a/profit_estudos/fev_OBVvolumeVerdadeiro.txt b/profit_estudos_cores/fev_OBVvolumeVerdadeiro.txt similarity index 100% rename from profit_estudos/fev_OBVvolumeVerdadeiro.txt rename to profit_estudos_cores/fev_OBVvolumeVerdadeiro.txt diff --git a/profit_estudos/fev_PainelDecisao.txt b/profit_estudos_cores/fev_PainelDecisao.txt similarity index 100% rename from profit_estudos/fev_PainelDecisao.txt rename to profit_estudos_cores/fev_PainelDecisao.txt diff --git a/profit_estudos/fev_PainelDecisaoAlarme.ntsl.txt b/profit_estudos_cores/fev_PainelDecisaoAlarme.ntsl.txt similarity index 100% rename from profit_estudos/fev_PainelDecisaoAlarme.ntsl.txt rename to profit_estudos_cores/fev_PainelDecisaoAlarme.ntsl.txt diff --git a/profit_estudos/fev_PriceActionAnaliseCorpo.txt b/profit_estudos_cores/fev_PriceActionAnaliseCorpo.txt similarity index 100% rename from profit_estudos/fev_PriceActionAnaliseCorpo.txt rename to profit_estudos_cores/fev_PriceActionAnaliseCorpo.txt diff --git a/profit_estudos/fev_PriceActionAnaliseSombra.txt b/profit_estudos_cores/fev_PriceActionAnaliseSombra.txt similarity index 100% rename from profit_estudos/fev_PriceActionAnaliseSombra.txt rename to profit_estudos_cores/fev_PriceActionAnaliseSombra.txt diff --git a/profit_estudos/fev_PriceActionCorpoSombraExecucao.txt b/profit_estudos_cores/fev_PriceActionCorpoSombraExecucao.txt similarity index 100% rename from profit_estudos/fev_PriceActionCorpoSombraExecucao.txt rename to profit_estudos_cores/fev_PriceActionCorpoSombraExecucao.txt diff --git a/profit_estudos/fev_PriceActionNewton.txt b/profit_estudos_cores/fev_PriceActionNewton.txt similarity index 100% rename from profit_estudos/fev_PriceActionNewton.txt rename to profit_estudos_cores/fev_PriceActionNewton.txt diff --git a/profit_estudos/fev_PriceActionTiposCandlesLeitura.txt b/profit_estudos_cores/fev_PriceActionTiposCandlesLeitura.txt similarity index 100% rename from profit_estudos/fev_PriceActionTiposCandlesLeitura.txt rename to profit_estudos_cores/fev_PriceActionTiposCandlesLeitura.txt diff --git a/profit_estudos/fev_PriceActionVSA_OBV.txt b/profit_estudos_cores/fev_PriceActionVSA_OBV.txt similarity index 100% rename from profit_estudos/fev_PriceActionVSA_OBV.txt rename to profit_estudos_cores/fev_PriceActionVSA_OBV.txt diff --git a/profit_estudos/fev_RegraDeDow_Rompimento.txt b/profit_estudos_cores/fev_RegraDeDow_Rompimento.txt similarity index 100% rename from profit_estudos/fev_RegraDeDow_Rompimento.txt rename to profit_estudos_cores/fev_RegraDeDow_Rompimento.txt diff --git a/profit_estudos/fev_TendenciaLongoPrazo.txt b/profit_estudos_cores/fev_TendenciaLongoPrazo.txt similarity index 100% rename from profit_estudos/fev_TendenciaLongoPrazo.txt rename to profit_estudos_cores/fev_TendenciaLongoPrazo.txt diff --git a/profit_estudos/fev_TendenciaPivoTesteDeOuro.txt b/profit_estudos_cores/fev_TendenciaPivoTesteDeOuro.txt similarity index 100% rename from profit_estudos/fev_TendenciaPivoTesteDeOuro.txt rename to profit_estudos_cores/fev_TendenciaPivoTesteDeOuro.txt diff --git a/profit_estudos/fev_VSAassinaturaInstitucional.txt b/profit_estudos_cores/fev_VSAassinaturaInstitucional.txt similarity index 100% rename from profit_estudos/fev_VSAassinaturaInstitucional.txt rename to profit_estudos_cores/fev_VSAassinaturaInstitucional.txt diff --git a/profit_estudos/fev_VWAPreferenciaPreco.txt b/profit_estudos_cores/fev_VWAPreferenciaPreco.txt similarity index 100% rename from profit_estudos/fev_VWAPreferenciaPreco.txt rename to profit_estudos_cores/fev_VWAPreferenciaPreco.txt diff --git a/profit_estudos/fev_VWAPsemanalDiario.txt b/profit_estudos_cores/fev_VWAPsemanalDiario.txt similarity index 100% rename from profit_estudos/fev_VWAPsemanalDiario.txt rename to profit_estudos_cores/fev_VWAPsemanalDiario.txt diff --git a/profit_estudos/fev_direcaoDoDia.txt b/profit_estudos_cores/fev_direcaoDoDia.txt similarity index 100% rename from profit_estudos/fev_direcaoDoDia.txt rename to profit_estudos_cores/fev_direcaoDoDia.txt diff --git a/profit_estudos/fev_mediasTrend9_20_50_200.txt b/profit_estudos_cores/fev_mediasTrend9_20_50_200.txt similarity index 100% rename from profit_estudos/fev_mediasTrend9_20_50_200.txt rename to profit_estudos_cores/fev_mediasTrend9_20_50_200.txt diff --git a/profit_estudos/fev_panorama920.txt b/profit_estudos_cores/fev_panorama920.txt similarity index 100% rename from profit_estudos/fev_panorama920.txt rename to profit_estudos_cores/fev_panorama920.txt diff --git a/profit_estudos/fev_panoramaMedias9_20_50_200.txt b/profit_estudos_cores/fev_panoramaMedias9_20_50_200.txt similarity index 100% rename from profit_estudos/fev_panoramaMedias9_20_50_200.txt rename to profit_estudos_cores/fev_panoramaMedias9_20_50_200.txt diff --git a/profit_estudos/fev_priceActionPrimeiroCandle.txt b/profit_estudos_cores/fev_priceActionPrimeiroCandle.txt similarity index 100% rename from profit_estudos/fev_priceActionPrimeiroCandle.txt rename to profit_estudos_cores/fev_priceActionPrimeiroCandle.txt From d507e23d6f74b0c7e02111516413bf682025b9a4 Mon Sep 17 00:00:00 2001 From: Wesley Gomes da Silva <55301153+wesleyzilva@users.noreply.github.com> Date: Tue, 24 Feb 2026 15:01:22 -0300 Subject: [PATCH 07/28] =?UTF-8?q?Ajustes=20de=20candles=20de=20rejei=C3=A7?= =?UTF-8?q?=C3=A3o=20e=20zonas=20de=20rejei=C3=A7=C3=A3o.?= MIME-Version: 1.0 Content-Type: text/plain; charset=UTF-8 Content-Transfer-Encoding: 8bit --- estudo_teorias/mapa_de_uso_operacional.md | 159 +++++++ .../fev_DetectorFasesMercado.txt | 2 +- .../fev_PriceActionNewton.txt | 10 +- .../fev_PriceActionNewtonIFR.txt | 411 ++++++++++++++++++ .../fev_PriceActionTiposCandlesLeitura.txt | 41 +- 5 files changed, 615 insertions(+), 8 deletions(-) create mode 100644 estudo_teorias/mapa_de_uso_operacional.md create mode 100644 profit_estudos_cores/fev_PriceActionNewtonIFR.txt diff --git a/estudo_teorias/mapa_de_uso_operacional.md b/estudo_teorias/mapa_de_uso_operacional.md new file mode 100644 index 0000000..814bd66 --- /dev/null +++ b/estudo_teorias/mapa_de_uso_operacional.md @@ -0,0 +1,159 @@ +# Mapa de Uso Operacional (Branch fevereiro_tradeOperador) + +Este mapa organiza, em ordem prática, como usar os materiais da branch durante o dia de trade. + +## 1) Pré-mercado (planejamento) + +### Objetivo +Definir viés do dia e cenários de risco antes de procurar entrada. + +### Ler/consultar +- `estudo_teorias/teoria_panorama_contexto.md` +- `estudo_teorias/teoria_tendencia.md` +- `estudo_teorias/teoria_tendencia_institucional.md` +- `estudo_teorias/organizacao_B3_Internacional_horarios.md` +- `estudo_teorias/gerenciamento_risco.md` + +### Resultado esperado +- Viés inicial (comprador, vendedor ou neutro). +- Janelas de maior atenção (abertura, horários turbulentos, eventos). +- Limite de risco do dia definido. + +--- + +## 2) Leitura de contexto no gráfico (filtro de permissão) + +### Objetivo +Só operar quando houver contexto institucional e estrutura favoráveis. + +### Aplicar no Profit +- `profit_estudos_cores/fev_VWAPsemanalDiario.txt` +- `profit_estudos_cores/fev_VWAPreferenciaPreco.txt` +- `profit_estudos_cores/fev_DetectorFasesMercado.txt` +- `profit_estudos_cores/fev_panorama920.txt` +- `profit_estudos_cores/fev_panoramaMedias9_20_50_200.txt` + +### Regra prática +- Se VWAP/estrutura/fase estiverem indefinidas ou conflitantes: **não clicar**. +- Se houver alinhamento de tendência/fase: avançar para gatilho. + +--- + +## 3) Estrutura e confirmação de direção + +### Objetivo +Confirmar que não é apenas ruído/lateral curta. + +### Aplicar no Profit +- `profit_estudos_cores/fev_TendenciaPivoTesteDeOuro.txt` +- `profit_estudos_cores/fev_TendenciaLongoPrazo.txt` +- `profit_estudos_cores/fev_mediasTrend9_20_50_200.txt` +- `profit_estudos_cores/fev_MediasSetupDiario.txt` +- `profit_estudos_cores/fev_MediasSetupSemana.txt` + +### Regra prática +- Só buscar entrada quando pivô/rompimento e tendência estiverem coerentes entre si. +- Se sinais forem mistos, reduzir frequência (esperar nova barra de confirmação). + +--- + +## 4) Gatilho de entrada (execução) + +### Objetivo +Executar entrada apenas com candle/gatilho qualificado. + +### Aplicar no Profit +- `profit_estudos_cores/fev_PriceActionCorpoSombraExecucao.txt` +- `profit_estudos_cores/fev_PriceActionAnaliseCorpo.txt` +- `profit_estudos_cores/fev_PriceActionAnaliseSombra.txt` +- `profit_estudos_cores/fev_PriceActionTiposCandlesLeitura.txt` +- `profit_estudos_cores/fev_priceActionPrimeiroCandle.txt` + +### Regra prática +- Contexto bom + gatilho ruim = **sem entrada**. +- Contexto bom + gatilho limpo = entrada com risco previamente definido. + +--- + +## 5) Confirmação de fluxo/força + +### Objetivo +Evitar entrada em rompimento fraco ou divergente. + +### Aplicar no Profit +- `profit_estudos_cores/fev_OBVvolumeVerdadeiro.txt` +- `profit_estudos_cores/fev_VSAassinaturaInstitucional.txt` +- `profit_estudos_cores/fev_PriceActionVSA_OBV.txt` +- `profit_estudos_cores/fev_DivergenciaIFR.txt` +- `profit_estudos_cores/fev_ATRmovimentoDoPrecoComVontade.txt` + +### Regra prática +- Se fluxo divergir da direção da operação: abortar ou reduzir exposição. +- Priorizar operações com confluência de força (VSA/OBV/ATR). + +--- + +## 6) Tomada de decisão unificada (checklist final) + +### Objetivo +Consolidar os filtros em uma decisão única e repetível. + +### Aplicar no Profit +- `profit_estudos_cores/fev_PainelDecisao.txt` +- `profit_estudos_cores/fev_PainelDecisaoAlarme.ntsl.txt` + +### Regra prática +- Usar o painel como “porteiro” final: só operar em confluência. +- Sem confluência completa: aguardar, sem forçar trade. + +--- + +## 7) Gestão intraday + +### Objetivo +Gerenciar ritmo operacional e proteger capital durante o pregão. + +### Aplicar no Profit +- `profit_estudos_cores/fev_direcaoDoDia.txt` +- `profit_estudos_cores/fev_HorarioTurbulencia.txt` +- `profit_estudos_cores/fev_2minReversaoComVolumeWIN.txt` +- `profit_estudos_cores/fev_RegraDeDow_Rompimento.txt` + +### Regra prática +- Em horário turbulento: exigir confirmação extra. +- Se perder contexto do dia: parar, reavaliar, só depois voltar. + +--- + +## 8) Pós-mercado (revisão) + +### Objetivo +Evoluir processo e reduzir erro repetido. + +### Revisar com base em +- `estudo_teorias/tabela_confluencias.md` +- `estudo_teorias/teoria_sentimentosTrade.md` +- `estudo_teorias/teoria_wyckoff.md` +- `estudo_teorias/teoria_volume.md` +- `estudo_teorias/eficiencia_tributaria.md` + +### Checklist de revisão +- A entrada respeitou contexto institucional? +- O gatilho foi limpo ou antecipado? +- Havia confluência de fluxo/força? +- O risco do plano foi respeitado? +- Houve overtrade por emoção? + +--- + +## Ordem rápida (resumo de bolso) + +1. Contexto (VWAP + fase + panorama) +2. Estrutura (tendência/pivô/médias) +3. Gatilho (price action corpo/sombra) +4. Fluxo (OBV/VSA/ATR) +5. Painel final (autoriza ou não) +6. Gestão intraday (horário e risco) +7. Revisão pós-mercado + +Se qualquer etapa falhar, não avançar para a próxima. \ No newline at end of file diff --git a/profit_estudos_cores/fev_DetectorFasesMercado.txt b/profit_estudos_cores/fev_DetectorFasesMercado.txt index 95e658d..5f29044 100644 --- a/profit_estudos_cores/fev_DetectorFasesMercado.txt +++ b/profit_estudos_cores/fev_DetectorFasesMercado.txt @@ -11,7 +11,7 @@ var faseMercado : string; corFundo : integer; limiarFlat : float; - + begin // --- 1. CÁLCULOS --- mme20 := MediaExp(20, Close); diff --git a/profit_estudos_cores/fev_PriceActionNewton.txt b/profit_estudos_cores/fev_PriceActionNewton.txt index f553459..5d205a7 100644 --- a/profit_estudos_cores/fev_PriceActionNewton.txt +++ b/profit_estudos_cores/fev_PriceActionNewton.txt @@ -231,8 +231,14 @@ begin fPavioInfPrimeiro := Close - Low; end; - bRejeicaoTopoPrimeiro := (fPavioSupPrimeiro > (fCorpoPrimeiro * 1.8)) and (fPavioSupPrimeiro > fPavioInfPrimeiro); - bRejeicaoFundoPrimeiro := (fPavioInfPrimeiro > (fCorpoPrimeiro * 1.8)) and (fPavioInfPrimeiro > fPavioSupPrimeiro); + bRejeicaoTopoPrimeiro := (fPavioSupPrimeiro > (fCorpoPrimeiro * 1.8)) + and (fPavioSupPrimeiro > (fRangePrimeiro * 0.45)) + and (Close <= (Low + (fRangePrimeiro * 0.35))) + and (Volume >= (fMediaVolumePrimeiro * 1.10)); + bRejeicaoFundoPrimeiro := (fPavioInfPrimeiro > (fCorpoPrimeiro * 1.8)) + and (fPavioInfPrimeiro > (fRangePrimeiro * 0.45)) + and (Close >= (High - (fRangePrimeiro * 0.35))) + and (Volume >= (fMediaVolumePrimeiro * 1.10)); bAbsorcaoPrimeiro := (Volume >= (fMediaVolumePrimeiro * pFatorVolumePrimeiroCandle)) and (fCorpoPrimeiro <= (fRangePrimeiro * 0.35)); bIniciativaAltaPrimeiro := bPrimeiroAlta and (fCorpoPrimeiro >= (fRangePrimeiro * pCorpoMinPrimeiroCandle)) and (Volume >= (fMediaVolumePrimeiro * pFatorVolumePrimeiroCandle)); bIniciativaBaixaPrimeiro := bPrimeiroBaixa and (fCorpoPrimeiro >= (fRangePrimeiro * pCorpoMinPrimeiroCandle)) and (Volume >= (fMediaVolumePrimeiro * pFatorVolumePrimeiroCandle)); diff --git a/profit_estudos_cores/fev_PriceActionNewtonIFR.txt b/profit_estudos_cores/fev_PriceActionNewtonIFR.txt new file mode 100644 index 0000000..b52c027 --- /dev/null +++ b/profit_estudos_cores/fev_PriceActionNewtonIFR.txt @@ -0,0 +1,411 @@ +{ + Indicador: fev_PriceActionNewtonIFR + Autor: Wesley (Gemini Code Assist) + Descrição: Versão do Price Action Newton com filtro de IFR para reduzir falso sinal. + Mantém lógica de Força/Massa/Aceleração e adiciona veto por momentum (IFR). +} + +input + // Configuração de Visualização + iModoVisualizacao(0); // 0: Força, 1: Massa, 2: Aceleração + bVisualizarAltaIntensidade(true); // true: Alta Volatilidade/Força, false: Baixa (Consolidação) + iPeriodoSuavizacao(3); // 1 = Sem suavização (Cru). 3 a 5 = Ideal para WINFUT (Filtra ruído) + + // Módulo ATR + UsarModuloATR(true); + NormalizarForcaPorATR(true); + PeriodoATR(14); + PeriodoMediaATR(50); + FatorMinATR(0.90); + FatorMaxATR(2.50); + + // Módulo IFR (novo) + UsarFiltroIFR(true); + PeriodoIFR(14); + IFRMinCompra(52); // Acima disto, compra ganha permissão + IFRMaxVenda(48); // Abaixo disto, venda ganha permissão + UsarVetoExtremosIFR(true); + IFRSobrecompra(75); // Evita compra esticada + IFRSobrevenda(25); // Evita venda esticada + + // Zonas de atenção para sinais de rejeição (novo) + IFRZonaRejeicaoTopoMin(70); + IFRZonaRejeicaoTopoMax(80); + IFRZonaRejeicaoFundoMin(20); + IFRZonaRejeicaoFundoMax(30); + + // Primeiro candle + AtivarAnalisePrimeiroCandle(true); + pFatorVolumePrimeiroCandle(1.5); + pCorpoMinPrimeiroCandle(0.60); + + // Parâmetros configuráveis na tela + pFatorVelocidadeAltaManha(2.5); + pFatorVelocidadeBaixaManha(0.4); + pFatorForcaAltaManha(2.5); + pFatorForcaBaixaManha(0.4); + pFatorMassaAltaManha(2.0); + pFatorMassaBaixaManha(0.7); + pFatorConsolidacaoManha(0.4); + + pFatorVelocidadeAltaTarde(1.8); + pFatorVelocidadeBaixaTarde(0.6); + pFatorForcaAltaTarde(1.8); + pFatorForcaBaixaTarde(0.6); + pFatorMassaAltaTarde(1.5); + pFatorMassaBaixaTarde(0.8); + pFatorConsolidacaoTarde(0.6); + +var + // Cores + cVerde, cVermelho, cCiano, cFucsia, cMarrom, cCinza, cBranco, cLaranja : Integer; + nR, nG, nB, j : Integer; + + // Variáveis de Price Action Newton + fVelocidade, fAceleracao, fMassa, fForca, fMaxForca, fIntensidade : float; + fForcaBase, fATRAtual, fATRMedio : float; + fVelocidadeAnt, fAceleracaoAnt, fMassaAnt, fForcaAnt : float; + fPrecoBase, fPrecoBaseAnt, fPrecoBaseAnt2, fPrecoBaseAnt3 : float; + + // Variáveis IFR + fIFR : float; + bIFRCompraOK, bIFRVendaOK : boolean; + bIFRZonaRejeicaoTopoGlobal, bIFRZonaRejeicaoFundoGlobal : boolean; + + // Price Action nas zonas IFR + fRangeAtual, fCorpoAtual, fPavioSupAtual, fPavioInfAtual, fMediaVolumePA : float; + bAltaAtual, bBaixaAtual, bDojiForteZona : boolean; + bPinBarTopoZona, bPinBarFundoZona : boolean; + bEngolfoBaixaZona, bEngolfoAltaZona : boolean; + bInsideBarZona, bRejectionSpikeTopoZona, bRejectionSpikeFundoZona : boolean; + bReversaoBaixaZona, bReversaoAltaZona : boolean; + + // Primeiro candle + fRangePrimeiro, fCorpoPrimeiro, fPavioSupPrimeiro, fPavioInfPrimeiro, fMediaVolumePrimeiro : float; + bPrimeiroCandleDia, bPrimeiroAlta, bPrimeiroBaixa, bDojiPrimeiro, bAbsorcaoPrimeiro : boolean; + bRejeicaoTopoPrimeiro, bRejeicaoFundoPrimeiro, bIniciativaAltaPrimeiro, bIniciativaBaixaPrimeiro : boolean; + bGapAltaPrimeiro, bGapBaixaPrimeiro, bArmadilhaPrimeiro : boolean; + bIFRZonaRejeicaoTopo, bIFRZonaRejeicaoFundo : boolean; + + // Contexto + bATRRegimeOK : boolean; + bPeriodoManha : boolean; + +begin + // 1. Definição de Cores + cVerde := RGB(0, 255, 0); + cVermelho := RGB(255, 0, 0); + cCiano := RGB(0, 255, 255); + cFucsia := RGB(255, 0, 255); + cMarrom := RGB(139, 69, 19); + cCinza := RGB(169, 169, 169); + cBranco := RGB(255, 255, 255); + cLaranja := RGB(255, 140, 0); + + // 2. Identificação do Período (Manhã ou Tarde) + bPeriodoManha := (Time < 120000); + + // 3. Cálculos Físicos (Newton) + if iPeriodoSuavizacao > 1 then + fPrecoBase := MediaExp(iPeriodoSuavizacao, Close) + else + fPrecoBase := Close; + + fPrecoBaseAnt := fPrecoBase[1]; + fPrecoBaseAnt2 := fPrecoBase[2]; + fPrecoBaseAnt3 := fPrecoBase[3]; + + fVelocidade := fPrecoBase - fPrecoBaseAnt; + fVelocidadeAnt := fPrecoBaseAnt - fPrecoBaseAnt2; + + fAceleracao := fVelocidade - fVelocidadeAnt; + fAceleracaoAnt := fVelocidadeAnt - (fPrecoBaseAnt2 - fPrecoBaseAnt3); + + fMassa := Volume; + fMassaAnt := Volume[1]; + + fForca := fMassa * fAceleracao; + fForcaAnt := fMassaAnt * fAceleracaoAnt; + + // 4. Módulo ATR + fATRAtual := Media(PeriodoATR, Range); + fATRMedio := Media(PeriodoMediaATR, fATRAtual); + if fATRMedio <= 0 then + fATRMedio := 0.01; + + bATRRegimeOK := (not UsarModuloATR) + or ((fATRAtual >= (fATRMedio * FatorMinATR)) and (fATRAtual <= (fATRMedio * FatorMaxATR))); + + fForcaBase := fForca; + if NormalizarForcaPorATR then + begin + if fATRAtual > 0 then + fForcaBase := fForca / fATRAtual + else + fForcaBase := fForca; + end; + + // 5. Módulo IFR (veto de direção) + fIFR := IFR(PeriodoIFR); + + bIFRCompraOK := (not UsarFiltroIFR) + or ((fIFR >= IFRMinCompra) + and ((not UsarVetoExtremosIFR) or (fIFR <= IFRSobrecompra))); + + bIFRVendaOK := (not UsarFiltroIFR) + or ((fIFR <= IFRMaxVenda) + and ((not UsarVetoExtremosIFR) or (fIFR >= IFRSobrevenda))); + + bIFRZonaRejeicaoTopoGlobal := (fIFR >= IFRZonaRejeicaoTopoMin) and (fIFR <= IFRZonaRejeicaoTopoMax); + bIFRZonaRejeicaoFundoGlobal := (fIFR >= IFRZonaRejeicaoFundoMin) and (fIFR <= IFRZonaRejeicaoFundoMax); + + // 6. Lógica de Coloração Dinâmica + PaintBar(cCinza); + + // Modo 0: FORÇA (F = M * A) + if iModoVisualizacao = 0 then + begin + if not bATRRegimeOK then + PaintBar(cCinza) + else + begin + fMaxForca := 0.0001; + for j := 0 to 20 do + begin + if Abs(fForcaBase[j]) > fMaxForca then fMaxForca := Abs(fForcaBase[j]); + end; + + fIntensidade := Abs(fForcaBase) / fMaxForca; + if fIntensidade > 1.0 then fIntensidade := 1.0; + + if (fForcaBase > 0) and bIFRCompraOK then + begin + nR := 255 - Round(255 * fIntensidade); + nG := 255; + nB := 255 - Round(255 * fIntensidade); + PaintBar(RGB(nR, nG, nB)); + end + else if (fForcaBase < 0) and bIFRVendaOK then + begin + nR := 255; + nG := 255 - Round(255 * fIntensidade); + nB := 255 - Round(255 * fIntensidade); + PaintBar(RGB(nR, nG, nB)); + end + else if fForcaBase = 0 then + PaintBar(cBranco) + else + PaintBar(cCinza); + end; + end + + // Modo 1: MASSA (Volume) + else if iModoVisualizacao = 1 then + begin + if not bATRRegimeOK then + PaintBar(cCinza) + else if bVisualizarAltaIntensidade then + begin + if ((bPeriodoManha) and (fMassa > fMassaAnt * pFatorMassaAltaManha)) or + ((not bPeriodoManha) and (fMassa > fMassaAnt * pFatorMassaAltaTarde)) then + begin + if (Close >= Open) and bIFRCompraOK then + PaintBar(cCiano) + else if (Close < Open) and bIFRVendaOK then + PaintBar(cFucsia) + else + PaintBar(cCinza); + end; + end + else + begin + if ((bPeriodoManha) and (fMassa < fMassaAnt * pFatorMassaBaixaManha)) or + ((not bPeriodoManha) and (fMassa < fMassaAnt * pFatorMassaBaixaTarde)) then + PaintBar(cCinza); + end; + end + + // Modo 2: ACELERAÇÃO + else if iModoVisualizacao = 2 then + begin + if not bATRRegimeOK then + PaintBar(cCinza) + else if bVisualizarAltaIntensidade then + begin + if ((bPeriodoManha) and (Abs(fAceleracao) > Abs(fAceleracaoAnt) * pFatorVelocidadeAltaManha)) or + ((not bPeriodoManha) and (Abs(fAceleracao) > Abs(fAceleracaoAnt) * pFatorVelocidadeAltaTarde)) then + begin + if (fAceleracao > 0) and bIFRCompraOK then + PaintBar(cCiano) + else if (fAceleracao < 0) and bIFRVendaOK then + PaintBar(cFucsia) + else + PaintBar(cCinza); + end; + end + else + begin + if ((bPeriodoManha) and (Abs(fAceleracao) < Abs(fAceleracaoAnt) * pFatorVelocidadeBaixaManha)) or + ((not bPeriodoManha) and (Abs(fAceleracao) < Abs(fAceleracaoAnt) * pFatorVelocidadeBaixaTarde)) then + PaintBar(cCinza); + end; + end; + + // 6.1 Override: Price Action nas zonas IFR de rejeição (qualquer candle) + if bIFRZonaRejeicaoTopoGlobal or bIFRZonaRejeicaoFundoGlobal then + begin + fRangeAtual := High - Low; + if fRangeAtual <= 0 then + fRangeAtual := 0.01; + + fCorpoAtual := Abs(Close - Open); + fMediaVolumePA := Media(20, Volume); + if fMediaVolumePA <= 0 then + fMediaVolumePA := 1; + + if Close >= Open then + begin + fPavioSupAtual := High - Close; + fPavioInfAtual := Open - Low; + bAltaAtual := True; + bBaixaAtual := False; + end + else + begin + fPavioSupAtual := High - Open; + fPavioInfAtual := Close - Low; + bAltaAtual := False; + bBaixaAtual := True; + end; + + bPinBarTopoZona := bIFRZonaRejeicaoTopoGlobal + and (fPavioSupAtual > (fCorpoAtual * 2.0)) + and (Close <= (Low + (fRangeAtual * 0.35))); + + bPinBarFundoZona := bIFRZonaRejeicaoFundoGlobal + and (fPavioInfAtual > (fCorpoAtual * 2.0)) + and (Close >= (High - (fRangeAtual * 0.35))); + + bEngolfoBaixaZona := bIFRZonaRejeicaoTopoGlobal + and bBaixaAtual + and (Close[1] > Open[1]) + and (Open >= Close[1]) + and (Close <= Open[1]); + + bEngolfoAltaZona := bIFRZonaRejeicaoFundoGlobal + and bAltaAtual + and (Close[1] < Open[1]) + and (Open <= Close[1]) + and (Close >= Open[1]); + + bInsideBarZona := (bIFRZonaRejeicaoTopoGlobal or bIFRZonaRejeicaoFundoGlobal) + and (High < High[1]) + and (Low > Low[1]); + + bRejectionSpikeTopoZona := bIFRZonaRejeicaoTopoGlobal + and (fPavioSupAtual > (fRangeAtual * 0.60)) + and (fCorpoAtual < (fRangeAtual * 0.25)); + + bRejectionSpikeFundoZona := bIFRZonaRejeicaoFundoGlobal + and (fPavioInfAtual > (fRangeAtual * 0.60)) + and (fCorpoAtual < (fRangeAtual * 0.25)); + + bReversaoBaixaZona := bIFRZonaRejeicaoTopoGlobal + and bBaixaAtual + and (High >= High[1]) + and (Close < ((Open[1] + Close[1]) * 0.5)); + + bReversaoAltaZona := bIFRZonaRejeicaoFundoGlobal + and bAltaAtual + and (Low <= Low[1]) + and (Close > ((Open[1] + Close[1]) * 0.5)); + + bDojiForteZona := (bIFRZonaRejeicaoTopoGlobal or bIFRZonaRejeicaoFundoGlobal) + and (fCorpoAtual <= (fRangeAtual * 0.10)) + and (Volume >= (fMediaVolumePA * 1.20)); + + if bEngolfoBaixaZona or bPinBarTopoZona or bRejectionSpikeTopoZona or bReversaoBaixaZona then + PaintBar(cLaranja) + else if bEngolfoAltaZona or bPinBarFundoZona or bRejectionSpikeFundoZona or bReversaoAltaZona then + PaintBar(cLaranja) + else if bInsideBarZona then + PaintBar(cLaranja) + else if bDojiForteZona then + PaintBar(cLaranja); + end; + + // 7. Override opcional: análise específica do primeiro candle + bPrimeiroCandleDia := (Date <> Date[1]); + if bPrimeiroCandleDia and AtivarAnalisePrimeiroCandle then + begin + fRangePrimeiro := High - Low; + if fRangePrimeiro <= 0 then + fRangePrimeiro := 0.01; + + fCorpoPrimeiro := Abs(Close - Open); + fMediaVolumePrimeiro := Media(20, Volume); + if fMediaVolumePrimeiro <= 0 then + fMediaVolumePrimeiro := 1; + + bPrimeiroAlta := (Close > Open); + bPrimeiroBaixa := (Close < Open); + bDojiPrimeiro := (fCorpoPrimeiro <= (fRangePrimeiro * 0.10)); + + if (Close >= Open) then + begin + fPavioSupPrimeiro := High - Close; + fPavioInfPrimeiro := Open - Low; + end + else + begin + fPavioSupPrimeiro := High - Open; + fPavioInfPrimeiro := Close - Low; + end; + + bIFRZonaRejeicaoTopo := (fIFR >= IFRZonaRejeicaoTopoMin) and (fIFR <= IFRZonaRejeicaoTopoMax); + bIFRZonaRejeicaoFundo := (fIFR >= IFRZonaRejeicaoFundoMin) and (fIFR <= IFRZonaRejeicaoFundoMax); + + bRejeicaoTopoPrimeiro := (fPavioSupPrimeiro > (fCorpoPrimeiro * 1.8)) + and (fPavioSupPrimeiro > (fRangePrimeiro * 0.45)) + and (Close <= (Low + (fRangePrimeiro * 0.35))) + and (Volume >= (fMediaVolumePrimeiro * 1.10)) + and bIFRZonaRejeicaoTopo; + + bRejeicaoFundoPrimeiro := (fPavioInfPrimeiro > (fCorpoPrimeiro * 1.8)) + and (fPavioInfPrimeiro > (fRangePrimeiro * 0.45)) + and (Close >= (High - (fRangePrimeiro * 0.35))) + and (Volume >= (fMediaVolumePrimeiro * 1.10)) + and bIFRZonaRejeicaoFundo; + + bAbsorcaoPrimeiro := (Volume >= (fMediaVolumePrimeiro * pFatorVolumePrimeiroCandle)) and (fCorpoPrimeiro <= (fRangePrimeiro * 0.35)); + bIniciativaAltaPrimeiro := bPrimeiroAlta and (fCorpoPrimeiro >= (fRangePrimeiro * pCorpoMinPrimeiroCandle)) and (Volume >= (fMediaVolumePrimeiro * pFatorVolumePrimeiroCandle)); + bIniciativaBaixaPrimeiro := bPrimeiroBaixa and (fCorpoPrimeiro >= (fRangePrimeiro * pCorpoMinPrimeiroCandle)) and (Volume >= (fMediaVolumePrimeiro * pFatorVolumePrimeiroCandle)); + + bGapAltaPrimeiro := (Open > Close[1]); + bGapBaixaPrimeiro := (Open < Close[1]); + bArmadilhaPrimeiro := (bGapAltaPrimeiro and bPrimeiroBaixa and bRejeicaoTopoPrimeiro) + or (bGapBaixaPrimeiro and bPrimeiroAlta and bRejeicaoFundoPrimeiro); + + if bArmadilhaPrimeiro then + PaintBar(cMarrom) + else if bRejeicaoTopoPrimeiro and bIFRVendaOK then + PaintBar(cLaranja) + else if bRejeicaoFundoPrimeiro and bIFRCompraOK then + PaintBar(cLaranja) + else if bIniciativaAltaPrimeiro and bIFRCompraOK then + PaintBar(cCiano) + else if bIniciativaBaixaPrimeiro and bIFRVendaOK then + PaintBar(cFucsia) + else if bDojiPrimeiro and (bIFRZonaRejeicaoTopo or bIFRZonaRejeicaoFundo) then + PaintBar(cLaranja) + else if bAbsorcaoPrimeiro or bDojiPrimeiro then + PaintBar(cBranco) + else if bPrimeiroAlta and bIFRCompraOK then + PaintBar(cVerde) + else if bPrimeiroBaixa and bIFRVendaOK then + PaintBar(cVermelho) + else + PaintBar(cCinza); + end; + +end; \ No newline at end of file diff --git a/profit_estudos_cores/fev_PriceActionTiposCandlesLeitura.txt b/profit_estudos_cores/fev_PriceActionTiposCandlesLeitura.txt index 5449399..214dc94 100644 --- a/profit_estudos_cores/fev_PriceActionTiposCandlesLeitura.txt +++ b/profit_estudos_cores/fev_PriceActionTiposCandlesLeitura.txt @@ -2,6 +2,12 @@ input AtivarAnalisePrimeiroCandle(true); FatorVolumePrimeiroCandle(1.5); CorpoMinPrimeiroCandle(0.60); + PeriodoATRRejeicao(14); + FatorRangeMinATRRejeicao(0.80); + FatorPavioRejeicao(2.2); + FracaoFechamentoRejeicao(0.35); + FatorVolumeMinRejeicao(1.20); + PeriodoExtremoRejeicao(20); var // Cores @@ -25,8 +31,10 @@ var bPrimeiroCandle, bAbsorcaoPrimeiro : boolean; bIniciativaAltaPrimeiro, bIniciativaBaixaPrimeiro : boolean; bRejeicaoTopoPrimeiro, bRejeicaoFundoPrimeiro : boolean; + bExtremoTopoPrimeiro, bExtremoFundoPrimeiro : boolean; bGapAltaPrimeiro, bGapBaixaPrimeiro, bArmadilhaPrimeiro : boolean; - fMediaVolumePrimeiro : float; + fMediaVolumePrimeiro, fATRRejeicao : float; + fTopoExtremoRef, fFundoExtremoRef, fCloseAnteriorRef : float; begin // 1. Definição de Cores @@ -106,6 +114,11 @@ begin bSinalCompraContextual := bEngolfoAltaValido or bMarteloConfirmado; bSinalVendaContextual := bEngolfoBaixaValido or bEstrelaConfirmada; + // Referências de extremos calculadas fora de escopos condicionais + fTopoExtremoRef := Highest(High, PeriodoExtremoRejeicao)[1]; + fFundoExtremoRef := Lowest(Low, PeriodoExtremoRejeicao)[1]; + fCloseAnteriorRef := Close[1]; + // 4. Lógica de Coloração (Hierarquia de Prioridade) // Default @@ -133,14 +146,32 @@ begin if fMediaVolumePrimeiro <= 0 then fMediaVolumePrimeiro := 1; - bRejeicaoTopoPrimeiro := (fPavioSup > (fCorpo * 1.8)) and (fPavioSup > fPavioInf); - bRejeicaoFundoPrimeiro := (fPavioInf > (fCorpo * 1.8)) and (fPavioInf > fPavioSup); + fATRRejeicao := Media(PeriodoATRRejeicao, Range); + if fATRRejeicao <= 0 then + fATRRejeicao := 0.01; + + bExtremoTopoPrimeiro := (High >= fTopoExtremoRef); + bExtremoFundoPrimeiro := (Low <= fFundoExtremoRef); + + bRejeicaoTopoPrimeiro := (fPavioSup > (fCorpo * FatorPavioRejeicao)) + and (fPavioSup > fPavioInf) + and (Close <= (Low + (fRange * FracaoFechamentoRejeicao))) + and (fRange >= (fATRRejeicao * FatorRangeMinATRRejeicao)) + and (Volume >= (fMediaVolumePrimeiro * FatorVolumeMinRejeicao)) + and bExtremoTopoPrimeiro; + + bRejeicaoFundoPrimeiro := (fPavioInf > (fCorpo * FatorPavioRejeicao)) + and (fPavioInf > fPavioSup) + and (Close >= (High - (fRange * FracaoFechamentoRejeicao))) + and (fRange >= (fATRRejeicao * FatorRangeMinATRRejeicao)) + and (Volume >= (fMediaVolumePrimeiro * FatorVolumeMinRejeicao)) + and bExtremoFundoPrimeiro; bAbsorcaoPrimeiro := (Volume >= (fMediaVolumePrimeiro * FatorVolumePrimeiroCandle)) and (fCorpo <= (fRange * 0.35)); bIniciativaAltaPrimeiro := bAlta and (fCorpo >= (fRange * CorpoMinPrimeiroCandle)) and (Volume >= (fMediaVolumePrimeiro * FatorVolumePrimeiroCandle)); bIniciativaBaixaPrimeiro := bBaixa and (fCorpo >= (fRange * CorpoMinPrimeiroCandle)) and (Volume >= (fMediaVolumePrimeiro * FatorVolumePrimeiroCandle)); - bGapAltaPrimeiro := (Open > Close[1]); - bGapBaixaPrimeiro := (Open < Close[1]); + bGapAltaPrimeiro := (Open > fCloseAnteriorRef); + bGapBaixaPrimeiro := (Open < fCloseAnteriorRef); bArmadilhaPrimeiro := (bGapAltaPrimeiro and bBaixa and bRejeicaoTopoPrimeiro) or (bGapBaixaPrimeiro and bAlta and bRejeicaoFundoPrimeiro); From 361bfcf08b9ef71ac9c1943771b7ef697d7fc0a3 Mon Sep 17 00:00:00 2001 From: Wesley Gomes da Silva <55301153+wesleyzilva@users.noreply.github.com> Date: Tue, 24 Feb 2026 17:30:22 -0300 Subject: [PATCH 08/28] =?UTF-8?q?Ajustes=20de=20volatilidade=20por=20horar?= =?UTF-8?q?io=20durante=20o=20preg=C3=A3o=20B3=20WIN?= MIME-Version: 1.0 Content-Type: text/plain; charset=UTF-8 Content-Transfer-Encoding: 8bit --- estudo_teorias/teoria_MACD.md | 101 ++++++++++++ .../fev_PriceActionNewtonIFR.txt | 152 +++++++++++++++--- .../fev_PriceActionTiposCandlesLeitura.txt | 79 ++++++++- 3 files changed, 304 insertions(+), 28 deletions(-) create mode 100644 estudo_teorias/teoria_MACD.md diff --git a/estudo_teorias/teoria_MACD.md b/estudo_teorias/teoria_MACD.md new file mode 100644 index 0000000..84b2c79 --- /dev/null +++ b/estudo_teorias/teoria_MACD.md @@ -0,0 +1,101 @@ +# Teoria Operacional: MACD (Moving Average Convergence Divergence) + +## 1. O que é o MACD? +O **MACD** é um indicador de **momentum e tendência**. Ele mede a diferença entre duas médias móveis exponenciais para mostrar se a força do movimento está acelerando ou perdendo intensidade. + +### Estrutura do indicador +- **Linha MACD:** diferença entre EMA rápida e EMA lenta. +- **Linha de Sinal:** média da linha MACD (suavização). +- **Histograma:** distância entre MACD e Linha de Sinal (força do impulso). + +Configuração mais usada: +- **Rápida:** 12 +- **Lenta:** 26 +- **Sinal:** 9 + +--- + +## 2. Para que serve? +O MACD serve para responder 3 perguntas principais: + +1. **O movimento tem força real?** + - Histograma aumentando = impulso ganhando força. + - Histograma diminuindo = impulso perdendo força. + +2. **Há possível mudança de direção?** + - Cruzamento MACD acima da linha de sinal = viés de alta. + - Cruzamento MACD abaixo da linha de sinal = viés de baixa. + +3. **A tendência está saudável ou cansada?** + - MACD acima de zero = ambiente comprador. + - MACD abaixo de zero = ambiente vendedor. + - Divergência preço vs MACD = alerta de exaustão. + +--- + +## 3. Leitura prática (sem complicar) + +### A. Cruzamento de linhas +- **Compra:** MACD cruza para cima da linha de sinal. +- **Venda:** MACD cruza para baixo da linha de sinal. + +> Uso correto: cruzamento com contexto (tendência, estrutura, volume). Sozinho gera ruído. + +### B. Linha zero +- **Acima de zero:** força compradora predominante. +- **Abaixo de zero:** força vendedora predominante. + +> O cruzamento da linha zero costuma ser mais atrasado, porém mais confiável para confirmar regime. + +### C. Histograma +- Barras crescendo: aceleração do movimento. +- Barras encolhendo: desaceleração (cansaço). + +> Muito útil para evitar entrada tardia no “fim da perna”. + +--- + +## 4. Sinais de atenção (erros comuns) +- Operar todo cruzamento em mercado lateral. +- Ignorar direção de contexto (VWAP, médias, estrutura). +- Comprar com histograma enfraquecendo forte perto de resistência. +- Vender com histograma enfraquecendo perto de suporte. + +--- + +## 5. Divergência no MACD (sinal de exaustão) + +### Divergência de baixa +- Preço faz topo mais alto, mas MACD/histograma faz topo mais baixo. +- Indica perda de força da alta. + +### Divergência de alta +- Preço faz fundo mais baixo, mas MACD/histograma faz fundo mais alto. +- Indica perda de força da baixa. + +> Divergência é **alerta**, não entrada automática. Precisa confirmação por price action/estrutura. + +--- + +## 6. Integração com seu Trade System +Use o MACD como **filtro de qualidade**, não como gatilho isolado: + +- **Contexto:** tendência + fase do mercado + VWAP. +- **Gatilho:** price action (rejeição, engolfo, rompimento válido). +- **Confirmação:** MACD alinhado (cruzamento + histograma favorável). +- **Veto:** se MACD divergir fortemente do movimento, reduzir mão ou evitar entrada. + +Fluxo simples: +1. Ver contexto (estrutura + VWAP) +2. Ver gatilho no candle +3. Confirmar força no MACD +4. Executar com risco definido + +--- + +## 7. Resumo direto +- **O que é:** indicador de tendência + momentum. +- **Para que serve:** confirmar direção, medir força e detectar cansaço. +- **Como usar melhor:** em confluência com price action, volume e estrutura. + +O MACD melhora a assertividade quando atua como “validador de força” do seu setup, e não como único motivo da entrada. \ No newline at end of file diff --git a/profit_estudos_cores/fev_PriceActionNewtonIFR.txt b/profit_estudos_cores/fev_PriceActionNewtonIFR.txt index b52c027..db733c9 100644 --- a/profit_estudos_cores/fev_PriceActionNewtonIFR.txt +++ b/profit_estudos_cores/fev_PriceActionNewtonIFR.txt @@ -34,6 +34,28 @@ input IFRZonaRejeicaoFundoMin(20); IFRZonaRejeicaoFundoMax(30); + // Rejeição robusta (score + confirmação) + UsarScoreRejeicao(true); + PontuacaoMinRejeicao(70); + PesoPavioRejeicao(30); + PesoFechamentoRejeicao(25); + PesoVolumeRejeicao(20); + PesoExtremoRejeicao(15); + PesoRangeATRRejeicao(10); + PesoCansacoRejeicao(10); + UsarFiltroCansacoRejeicao(true); + PeriodoATRRejeicao(14); + FatorRangeMinATRRejeicao(0.80); + FatorVolumeMinRejeicao(1.20); + UsarFatorVolumePorHorario(true); + HoraFimManha(113000); + HoraFimMiolo(163000); + FatorVolumeMinRejeicaoManha(1.30); + FatorVolumeMinRejeicaoMiolo(1.00); + FatorVolumeMinRejeicaoFechamento(1.15); + PeriodoExtremoRejeicao(20); + ConfirmarRejeicaoNoCandleSeguinte(true); + // Primeiro candle AtivarAnalisePrimeiroCandle(true); pFatorVolumePrimeiroCandle(1.5); @@ -79,6 +101,15 @@ var bEngolfoBaixaZona, bEngolfoAltaZona : boolean; bInsideBarZona, bRejectionSpikeTopoZona, bRejectionSpikeFundoZona : boolean; bReversaoBaixaZona, bReversaoAltaZona : boolean; + bCondPavioTopo, bCondPavioFundo : boolean; + bCondFechamentoTopo, bCondFechamentoFundo : boolean; + bCondVolumeRejeicao, bCondRangeATRRejeicao : boolean; + bCondExtremoTopo, bCondExtremoFundo : boolean; + bCondCansacoTopo, bCondCansacoFundo : boolean; + bRejeicaoTopoScoreRaw, bRejeicaoFundoScoreRaw : boolean; + bRejeicaoTopoScoreRawPrev, bRejeicaoFundoScoreRawPrev : boolean; + bRejeicaoTopoScoreFinal, bRejeicaoFundoScoreFinal : boolean; + iScoreRejeicaoTopo, iScoreRejeicaoFundo : Integer; // Primeiro candle fRangePrimeiro, fCorpoPrimeiro, fPavioSupPrimeiro, fPavioInfPrimeiro, fMediaVolumePrimeiro : float; @@ -86,6 +117,11 @@ var bRejeicaoTopoPrimeiro, bRejeicaoFundoPrimeiro, bIniciativaAltaPrimeiro, bIniciativaBaixaPrimeiro : boolean; bGapAltaPrimeiro, bGapBaixaPrimeiro, bArmadilhaPrimeiro : boolean; bIFRZonaRejeicaoTopo, bIFRZonaRejeicaoFundo : boolean; + fATRRejeicaoZona, fMediaVolumeRejeicaoZona : float; + fTopoExtremoRefZona, fFundoExtremoRefZona, fCloseAnteriorRefZona : float; + fOpenAnteriorRefZona, fHighAnteriorRefZona, fLowAnteriorRefZona : float; + fForcaBaseAnteriorZona : float; + fFatorVolumeMinRejeicaoDinamico : float; // Contexto bATRRegimeOK : boolean; @@ -105,6 +141,16 @@ begin // 2. Identificação do Período (Manhã ou Tarde) bPeriodoManha := (Time < 120000); + // 2.1 Fator dinâmico de volume por horário (curva intraday B3) + if not UsarFatorVolumePorHorario then + fFatorVolumeMinRejeicaoDinamico := FatorVolumeMinRejeicao + else if Time <= HoraFimManha then + fFatorVolumeMinRejeicaoDinamico := FatorVolumeMinRejeicaoManha + else if Time <= HoraFimMiolo then + fFatorVolumeMinRejeicaoDinamico := FatorVolumeMinRejeicaoMiolo + else + fFatorVolumeMinRejeicaoDinamico := FatorVolumeMinRejeicaoFechamento; + // 3. Cálculos Físicos (Newton) if iPeriodoSuavizacao > 1 then fPrecoBase := MediaExp(iPeriodoSuavizacao, Close) @@ -159,6 +205,25 @@ begin bIFRZonaRejeicaoTopoGlobal := (fIFR >= IFRZonaRejeicaoTopoMin) and (fIFR <= IFRZonaRejeicaoTopoMax); bIFRZonaRejeicaoFundoGlobal := (fIFR >= IFRZonaRejeicaoFundoMin) and (fIFR <= IFRZonaRejeicaoFundoMax); + // Referências robustas fora de escopos condicionais + fATRRejeicaoZona := Media(PeriodoATRRejeicao, Range); + if fATRRejeicaoZona <= 0 then + fATRRejeicaoZona := 0.01; + + fMediaVolumeRejeicaoZona := Media(20, Volume); + if fMediaVolumeRejeicaoZona <= 0 then + fMediaVolumeRejeicaoZona := 1; + + fTopoExtremoRefZona := Highest(High, PeriodoExtremoRejeicao)[1]; + fFundoExtremoRefZona := Lowest(Low, PeriodoExtremoRejeicao)[1]; + fCloseAnteriorRefZona := Close[1]; + fOpenAnteriorRefZona := Open[1]; + fHighAnteriorRefZona := High[1]; + fLowAnteriorRefZona := Low[1]; + fForcaBaseAnteriorZona := fForcaBase[1]; + bRejeicaoTopoScoreRawPrev := bRejeicaoTopoScoreRaw[1]; + bRejeicaoFundoScoreRawPrev := bRejeicaoFundoScoreRaw[1]; + // 6. Lógica de Coloração Dinâmica PaintBar(cCinza); @@ -259,9 +324,7 @@ begin fRangeAtual := 0.01; fCorpoAtual := Abs(Close - Open); - fMediaVolumePA := Media(20, Volume); - if fMediaVolumePA <= 0 then - fMediaVolumePA := 1; + fMediaVolumePA := fMediaVolumeRejeicaoZona; if Close >= Open then begin @@ -288,19 +351,19 @@ begin bEngolfoBaixaZona := bIFRZonaRejeicaoTopoGlobal and bBaixaAtual - and (Close[1] > Open[1]) - and (Open >= Close[1]) - and (Close <= Open[1]); + and (fCloseAnteriorRefZona > fOpenAnteriorRefZona) + and (Open >= fCloseAnteriorRefZona) + and (Close <= fOpenAnteriorRefZona); bEngolfoAltaZona := bIFRZonaRejeicaoFundoGlobal and bAltaAtual - and (Close[1] < Open[1]) - and (Open <= Close[1]) - and (Close >= Open[1]); + and (fCloseAnteriorRefZona < fOpenAnteriorRefZona) + and (Open <= fCloseAnteriorRefZona) + and (Close >= fOpenAnteriorRefZona); bInsideBarZona := (bIFRZonaRejeicaoTopoGlobal or bIFRZonaRejeicaoFundoGlobal) - and (High < High[1]) - and (Low > Low[1]); + and (High < fHighAnteriorRefZona) + and (Low > fLowAnteriorRefZona); bRejectionSpikeTopoZona := bIFRZonaRejeicaoTopoGlobal and (fPavioSupAtual > (fRangeAtual * 0.60)) @@ -312,25 +375,68 @@ begin bReversaoBaixaZona := bIFRZonaRejeicaoTopoGlobal and bBaixaAtual - and (High >= High[1]) - and (Close < ((Open[1] + Close[1]) * 0.5)); + and (High >= fHighAnteriorRefZona) + and (Close < ((fOpenAnteriorRefZona + fCloseAnteriorRefZona) * 0.5)); bReversaoAltaZona := bIFRZonaRejeicaoFundoGlobal and bAltaAtual - and (Low <= Low[1]) - and (Close > ((Open[1] + Close[1]) * 0.5)); + and (Low <= fLowAnteriorRefZona) + and (Close > ((fOpenAnteriorRefZona + fCloseAnteriorRefZona) * 0.5)); bDojiForteZona := (bIFRZonaRejeicaoTopoGlobal or bIFRZonaRejeicaoFundoGlobal) and (fCorpoAtual <= (fRangeAtual * 0.10)) and (Volume >= (fMediaVolumePA * 1.20)); - if bEngolfoBaixaZona or bPinBarTopoZona or bRejectionSpikeTopoZona or bReversaoBaixaZona then + // Score de rejeição (qualidade do sinal) + bCondPavioTopo := (fPavioSupAtual > (fCorpoAtual * 2.0)) and (fPavioSupAtual > fPavioInfAtual); + bCondPavioFundo := (fPavioInfAtual > (fCorpoAtual * 2.0)) and (fPavioInfAtual > fPavioSupAtual); + + bCondFechamentoTopo := (Close <= (Low + (fRangeAtual * 0.35))); + bCondFechamentoFundo := (Close >= (High - (fRangeAtual * 0.35))); + + bCondVolumeRejeicao := (Volume >= (fMediaVolumeRejeicaoZona * fFatorVolumeMinRejeicaoDinamico)); + bCondRangeATRRejeicao := (fRangeAtual >= (fATRRejeicaoZona * FatorRangeMinATRRejeicao)); + bCondExtremoTopo := (High >= fTopoExtremoRefZona); + bCondExtremoFundo := (Low <= fFundoExtremoRefZona); + bCondCansacoTopo := (fAceleracao <= 0) or (fForcaBase < 0) or (fForcaBase < fForcaBaseAnteriorZona); + bCondCansacoFundo := (fAceleracao >= 0) or (fForcaBase > 0) or (fForcaBase > fForcaBaseAnteriorZona); + + iScoreRejeicaoTopo := 0; + if bCondPavioTopo then iScoreRejeicaoTopo := iScoreRejeicaoTopo + PesoPavioRejeicao; + if bCondFechamentoTopo then iScoreRejeicaoTopo := iScoreRejeicaoTopo + PesoFechamentoRejeicao; + if bCondVolumeRejeicao then iScoreRejeicaoTopo := iScoreRejeicaoTopo + PesoVolumeRejeicao; + if bCondExtremoTopo then iScoreRejeicaoTopo := iScoreRejeicaoTopo + PesoExtremoRejeicao; + if bCondRangeATRRejeicao then iScoreRejeicaoTopo := iScoreRejeicaoTopo + PesoRangeATRRejeicao; + if (not UsarFiltroCansacoRejeicao) or bCondCansacoTopo then iScoreRejeicaoTopo := iScoreRejeicaoTopo + PesoCansacoRejeicao; + + iScoreRejeicaoFundo := 0; + if bCondPavioFundo then iScoreRejeicaoFundo := iScoreRejeicaoFundo + PesoPavioRejeicao; + if bCondFechamentoFundo then iScoreRejeicaoFundo := iScoreRejeicaoFundo + PesoFechamentoRejeicao; + if bCondVolumeRejeicao then iScoreRejeicaoFundo := iScoreRejeicaoFundo + PesoVolumeRejeicao; + if bCondExtremoFundo then iScoreRejeicaoFundo := iScoreRejeicaoFundo + PesoExtremoRejeicao; + if bCondRangeATRRejeicao then iScoreRejeicaoFundo := iScoreRejeicaoFundo + PesoRangeATRRejeicao; + if (not UsarFiltroCansacoRejeicao) or bCondCansacoFundo then iScoreRejeicaoFundo := iScoreRejeicaoFundo + PesoCansacoRejeicao; + + bRejeicaoTopoScoreRaw := bIFRZonaRejeicaoTopoGlobal and ((not UsarScoreRejeicao) or (iScoreRejeicaoTopo >= PontuacaoMinRejeicao)); + bRejeicaoFundoScoreRaw := bIFRZonaRejeicaoFundoGlobal and ((not UsarScoreRejeicao) or (iScoreRejeicaoFundo >= PontuacaoMinRejeicao)); + if ConfirmarRejeicaoNoCandleSeguinte then + begin + bRejeicaoTopoScoreFinal := bRejeicaoTopoScoreRawPrev and (Close < fLowAnteriorRefZona); + bRejeicaoFundoScoreFinal := bRejeicaoFundoScoreRawPrev and (Close > fHighAnteriorRefZona); + end + else + begin + bRejeicaoTopoScoreFinal := bRejeicaoTopoScoreRaw; + bRejeicaoFundoScoreFinal := bRejeicaoFundoScoreRaw; + end; + + if (bEngolfoBaixaZona or bPinBarTopoZona or bRejectionSpikeTopoZona or bReversaoBaixaZona) and bRejeicaoTopoScoreFinal then PaintBar(cLaranja) - else if bEngolfoAltaZona or bPinBarFundoZona or bRejectionSpikeFundoZona or bReversaoAltaZona then + else if (bEngolfoAltaZona or bPinBarFundoZona or bRejectionSpikeFundoZona or bReversaoAltaZona) and bRejeicaoFundoScoreFinal then PaintBar(cLaranja) - else if bInsideBarZona then + else if bInsideBarZona and (bRejeicaoTopoScoreFinal or bRejeicaoFundoScoreFinal) then PaintBar(cLaranja) - else if bDojiForteZona then + else if bDojiForteZona and (bRejeicaoTopoScoreFinal or bRejeicaoFundoScoreFinal) then PaintBar(cLaranja); end; @@ -368,21 +474,21 @@ begin bRejeicaoTopoPrimeiro := (fPavioSupPrimeiro > (fCorpoPrimeiro * 1.8)) and (fPavioSupPrimeiro > (fRangePrimeiro * 0.45)) and (Close <= (Low + (fRangePrimeiro * 0.35))) - and (Volume >= (fMediaVolumePrimeiro * 1.10)) + and (Volume >= (fMediaVolumePrimeiro * fFatorVolumeMinRejeicaoDinamico)) and bIFRZonaRejeicaoTopo; bRejeicaoFundoPrimeiro := (fPavioInfPrimeiro > (fCorpoPrimeiro * 1.8)) and (fPavioInfPrimeiro > (fRangePrimeiro * 0.45)) and (Close >= (High - (fRangePrimeiro * 0.35))) - and (Volume >= (fMediaVolumePrimeiro * 1.10)) + and (Volume >= (fMediaVolumePrimeiro * fFatorVolumeMinRejeicaoDinamico)) and bIFRZonaRejeicaoFundo; bAbsorcaoPrimeiro := (Volume >= (fMediaVolumePrimeiro * pFatorVolumePrimeiroCandle)) and (fCorpoPrimeiro <= (fRangePrimeiro * 0.35)); bIniciativaAltaPrimeiro := bPrimeiroAlta and (fCorpoPrimeiro >= (fRangePrimeiro * pCorpoMinPrimeiroCandle)) and (Volume >= (fMediaVolumePrimeiro * pFatorVolumePrimeiroCandle)); bIniciativaBaixaPrimeiro := bPrimeiroBaixa and (fCorpoPrimeiro >= (fRangePrimeiro * pCorpoMinPrimeiroCandle)) and (Volume >= (fMediaVolumePrimeiro * pFatorVolumePrimeiroCandle)); - bGapAltaPrimeiro := (Open > Close[1]); - bGapBaixaPrimeiro := (Open < Close[1]); + bGapAltaPrimeiro := (Open > fCloseAnteriorRefZona); + bGapBaixaPrimeiro := (Open < fCloseAnteriorRefZona); bArmadilhaPrimeiro := (bGapAltaPrimeiro and bPrimeiroBaixa and bRejeicaoTopoPrimeiro) or (bGapBaixaPrimeiro and bPrimeiroAlta and bRejeicaoFundoPrimeiro); diff --git a/profit_estudos_cores/fev_PriceActionTiposCandlesLeitura.txt b/profit_estudos_cores/fev_PriceActionTiposCandlesLeitura.txt index 214dc94..dc8b1c4 100644 --- a/profit_estudos_cores/fev_PriceActionTiposCandlesLeitura.txt +++ b/profit_estudos_cores/fev_PriceActionTiposCandlesLeitura.txt @@ -1,5 +1,7 @@ input AtivarAnalisePrimeiroCandle(true); + AtivarRejeicaoRobustaGeral(true); + ConfirmarRejeicaoNoCandleSeguinte(true); FatorVolumePrimeiroCandle(1.5); CorpoMinPrimeiroCandle(0.60); PeriodoATRRejeicao(14); @@ -7,6 +9,12 @@ input FatorPavioRejeicao(2.2); FracaoFechamentoRejeicao(0.35); FatorVolumeMinRejeicao(1.20); + UsarFatorVolumePorHorario(true); + HoraFimManha(113000); + HoraFimMiolo(163000); + FatorVolumeMinRejeicaoManha(1.30); + FatorVolumeMinRejeicaoMiolo(1.00); + FatorVolumeMinRejeicaoFechamento(1.15); PeriodoExtremoRejeicao(20); var @@ -28,13 +36,18 @@ var bInsideBarValido, bDojiRealValido : boolean; bContextoAlta, bContextoBaixa : boolean; bSinalCompraContextual, bSinalVendaContextual : boolean; + bRejeicaoTopoAtual, bRejeicaoFundoAtual : boolean; + bRejeicaoTopoAtualPrev, bRejeicaoFundoAtualPrev : boolean; + bRejeicaoTopoConfirmada, bRejeicaoFundoConfirmada : boolean; bPrimeiroCandle, bAbsorcaoPrimeiro : boolean; bIniciativaAltaPrimeiro, bIniciativaBaixaPrimeiro : boolean; bRejeicaoTopoPrimeiro, bRejeicaoFundoPrimeiro : boolean; + bExtremoTopoAtual, bExtremoFundoAtual : boolean; bExtremoTopoPrimeiro, bExtremoFundoPrimeiro : boolean; bGapAltaPrimeiro, bGapBaixaPrimeiro, bArmadilhaPrimeiro : boolean; - fMediaVolumePrimeiro, fATRRejeicao : float; - fTopoExtremoRef, fFundoExtremoRef, fCloseAnteriorRef : float; + fMediaVolumePrimeiro, fATRRejeicao, fMediaVolumeAtual, fATRRejeicaoAtual : float; + fTopoExtremoRef, fFundoExtremoRef, fCloseAnteriorRef, fHighAnteriorRef, fLowAnteriorRef : float; + fFatorVolumeMinRejeicaoDinamico : float; begin // 1. Definição de Cores @@ -55,6 +68,16 @@ begin fAnt2Min := Low[2]; bPrimeiroCandle := (Date <> Date[1]); + // Fator dinâmico de volume por horário (curva intraday B3) + if not UsarFatorVolumePorHorario then + fFatorVolumeMinRejeicaoDinamico := FatorVolumeMinRejeicao + else if Time <= HoraFimManha then + fFatorVolumeMinRejeicaoDinamico := FatorVolumeMinRejeicaoManha + else if Time <= HoraFimMiolo then + fFatorVolumeMinRejeicaoDinamico := FatorVolumeMinRejeicaoMiolo + else + fFatorVolumeMinRejeicaoDinamico := FatorVolumeMinRejeicaoFechamento; + // 3. Cálculos do Candle Atual fRange := Range; fCorpo := Abs(Close - Open); @@ -118,6 +141,48 @@ begin fTopoExtremoRef := Highest(High, PeriodoExtremoRejeicao)[1]; fFundoExtremoRef := Lowest(Low, PeriodoExtremoRejeicao)[1]; fCloseAnteriorRef := Close[1]; + fHighAnteriorRef := High[1]; + fLowAnteriorRef := Low[1]; + + // Rejeição robusta para qualquer candle + fMediaVolumeAtual := Media(20, Volume); + if fMediaVolumeAtual <= 0 then + fMediaVolumeAtual := 1; + + fATRRejeicaoAtual := Media(PeriodoATRRejeicao, Range); + if fATRRejeicaoAtual <= 0 then + fATRRejeicaoAtual := 0.01; + + bExtremoTopoAtual := (High >= fTopoExtremoRef); + bExtremoFundoAtual := (Low <= fFundoExtremoRef); + + bRejeicaoTopoAtual := (fPavioSup > (fCorpo * FatorPavioRejeicao)) + and (fPavioSup > fPavioInf) + and (Close <= (Low + (fRange * FracaoFechamentoRejeicao))) + and (fRange >= (fATRRejeicaoAtual * FatorRangeMinATRRejeicao)) + and (Volume >= (fMediaVolumeAtual * fFatorVolumeMinRejeicaoDinamico)) + and bExtremoTopoAtual; + + bRejeicaoFundoAtual := (fPavioInf > (fCorpo * FatorPavioRejeicao)) + and (fPavioInf > fPavioSup) + and (Close >= (High - (fRange * FracaoFechamentoRejeicao))) + and (fRange >= (fATRRejeicaoAtual * FatorRangeMinATRRejeicao)) + and (Volume >= (fMediaVolumeAtual * fFatorVolumeMinRejeicaoDinamico)) + and bExtremoFundoAtual; + + bRejeicaoTopoAtualPrev := bRejeicaoTopoAtual[1]; + bRejeicaoFundoAtualPrev := bRejeicaoFundoAtual[1]; + + if ConfirmarRejeicaoNoCandleSeguinte then + begin + bRejeicaoTopoConfirmada := bRejeicaoTopoAtualPrev and (Close < fLowAnteriorRef); + bRejeicaoFundoConfirmada := bRejeicaoFundoAtualPrev and (Close > fHighAnteriorRef); + end + else + begin + bRejeicaoTopoConfirmada := bRejeicaoTopoAtual; + bRejeicaoFundoConfirmada := bRejeicaoFundoAtual; + end; // 4. Lógica de Coloração (Hierarquia de Prioridade) @@ -126,7 +191,11 @@ begin // --- NÍVEL 3: SINAL CONTEXTUALIZADO (PRIORIDADE MÁXIMA) --- // Sequência: contexto validado -> padrão validado -> cor - if bSinalCompraContextual then + if AtivarRejeicaoRobustaGeral and bRejeicaoTopoConfirmada then + PaintBar(cVermelho) + else if AtivarRejeicaoRobustaGeral and bRejeicaoFundoConfirmada then + PaintBar(cVerde) + else if bSinalCompraContextual then PaintBar(cVerde) else if bSinalVendaContextual then PaintBar(cVermelho) @@ -157,14 +226,14 @@ begin and (fPavioSup > fPavioInf) and (Close <= (Low + (fRange * FracaoFechamentoRejeicao))) and (fRange >= (fATRRejeicao * FatorRangeMinATRRejeicao)) - and (Volume >= (fMediaVolumePrimeiro * FatorVolumeMinRejeicao)) + and (Volume >= (fMediaVolumePrimeiro * fFatorVolumeMinRejeicaoDinamico)) and bExtremoTopoPrimeiro; bRejeicaoFundoPrimeiro := (fPavioInf > (fCorpo * FatorPavioRejeicao)) and (fPavioInf > fPavioSup) and (Close >= (High - (fRange * FracaoFechamentoRejeicao))) and (fRange >= (fATRRejeicao * FatorRangeMinATRRejeicao)) - and (Volume >= (fMediaVolumePrimeiro * FatorVolumeMinRejeicao)) + and (Volume >= (fMediaVolumePrimeiro * fFatorVolumeMinRejeicaoDinamico)) and bExtremoFundoPrimeiro; bAbsorcaoPrimeiro := (Volume >= (fMediaVolumePrimeiro * FatorVolumePrimeiroCandle)) and (fCorpo <= (fRange * 0.35)); bIniciativaAltaPrimeiro := bAlta and (fCorpo >= (fRange * CorpoMinPrimeiroCandle)) and (Volume >= (fMediaVolumePrimeiro * FatorVolumePrimeiroCandle)); From 5f1b0f0fd435d424e22aef713e8deb651de2b00c Mon Sep 17 00:00:00 2001 From: Wesley Gomes da Silva <55301153+wesleyzilva@users.noreply.github.com> Date: Tue, 24 Feb 2026 17:43:04 -0300 Subject: [PATCH 09/28] =?UTF-8?q?Ajustes=20de=20corte=20de=20horario=20de?= =?UTF-8?q?=20opera=C3=A7=C3=A3o?= MIME-Version: 1.0 Content-Type: text/plain; charset=UTF-8 Content-Transfer-Encoding: 8bit --- .../fev_PriceActionNewtonIFR.txt | 33 ++++++++++++++++--- .../fev_PriceActionTiposCandlesLeitura.txt | 9 ++++- 2 files changed, 37 insertions(+), 5 deletions(-) diff --git a/profit_estudos_cores/fev_PriceActionNewtonIFR.txt b/profit_estudos_cores/fev_PriceActionNewtonIFR.txt index db733c9..56fe4d8 100644 --- a/profit_estudos_cores/fev_PriceActionNewtonIFR.txt +++ b/profit_estudos_cores/fev_PriceActionNewtonIFR.txt @@ -10,6 +10,8 @@ input iModoVisualizacao(0); // 0: Força, 1: Massa, 2: Aceleração bVisualizarAltaIntensidade(true); // true: Alta Volatilidade/Força, false: Baixa (Consolidação) iPeriodoSuavizacao(3); // 1 = Sem suavização (Cru). 3 a 5 = Ideal para WINFUT (Filtra ruído) + AtivarCorteHorarioVisual(true); + HoraCorteVisual(150000); // Após 15:00, pintar preto // Módulo ATR UsarModuloATR(true); @@ -80,7 +82,7 @@ input var // Cores - cVerde, cVermelho, cCiano, cFucsia, cMarrom, cCinza, cBranco, cLaranja : Integer; + cVerde, cVermelho, cCiano, cFucsia, cMarrom, cCinza, cBranco, cLaranja, cPreto : Integer; nR, nG, nB, j : Integer; // Variáveis de Price Action Newton @@ -126,6 +128,7 @@ var // Contexto bATRRegimeOK : boolean; bPeriodoManha : boolean; + iHoraAtualHHMM, iHoraFimManhaHHMM, iHoraFimMioloHHMM, iHoraCorteVisualHHMM : Integer; begin // 1. Definição de Cores @@ -137,16 +140,34 @@ begin cCinza := RGB(169, 169, 169); cBranco := RGB(255, 255, 255); cLaranja := RGB(255, 140, 0); + cPreto := RGB(0, 0, 0); // 2. Identificação do Período (Manhã ou Tarde) - bPeriodoManha := (Time < 120000); + // Normaliza horário para HHMM (funciona se Time vier em HHMM ou HHMMSS) + iHoraAtualHHMM := Time; + if iHoraAtualHHMM > 2400 then + iHoraAtualHHMM := Round(iHoraAtualHHMM / 100); + + iHoraFimManhaHHMM := HoraFimManha; + if iHoraFimManhaHHMM > 2400 then + iHoraFimManhaHHMM := Round(iHoraFimManhaHHMM / 100); + + iHoraFimMioloHHMM := HoraFimMiolo; + if iHoraFimMioloHHMM > 2400 then + iHoraFimMioloHHMM := Round(iHoraFimMioloHHMM / 100); + + iHoraCorteVisualHHMM := HoraCorteVisual; + if iHoraCorteVisualHHMM > 2400 then + iHoraCorteVisualHHMM := Round(iHoraCorteVisualHHMM / 100); + + bPeriodoManha := (iHoraAtualHHMM < 1200); // 2.1 Fator dinâmico de volume por horário (curva intraday B3) if not UsarFatorVolumePorHorario then fFatorVolumeMinRejeicaoDinamico := FatorVolumeMinRejeicao - else if Time <= HoraFimManha then + else if iHoraAtualHHMM <= iHoraFimManhaHHMM then fFatorVolumeMinRejeicaoDinamico := FatorVolumeMinRejeicaoManha - else if Time <= HoraFimMiolo then + else if iHoraAtualHHMM <= iHoraFimMioloHHMM then fFatorVolumeMinRejeicaoDinamico := FatorVolumeMinRejeicaoMiolo else fFatorVolumeMinRejeicaoDinamico := FatorVolumeMinRejeicaoFechamento; @@ -514,4 +535,8 @@ begin PaintBar(cCinza); end; + // 8. Corte visual por horário (prioridade máxima) + if AtivarCorteHorarioVisual and (iHoraAtualHHMM >= iHoraCorteVisualHHMM) then + PaintBar(cPreto); + end; \ No newline at end of file diff --git a/profit_estudos_cores/fev_PriceActionTiposCandlesLeitura.txt b/profit_estudos_cores/fev_PriceActionTiposCandlesLeitura.txt index dc8b1c4..5e74581 100644 --- a/profit_estudos_cores/fev_PriceActionTiposCandlesLeitura.txt +++ b/profit_estudos_cores/fev_PriceActionTiposCandlesLeitura.txt @@ -1,5 +1,7 @@ input AtivarAnalisePrimeiroCandle(true); + AtivarCorteHorarioVisual(true); + HoraCorteVisual(150000); // Após 15:00, pintar preto AtivarRejeicaoRobustaGeral(true); ConfirmarRejeicaoNoCandleSeguinte(true); FatorVolumePrimeiroCandle(1.5); @@ -19,7 +21,7 @@ input var // Cores - cVerde, cVermelho, cLaranja, cBranco, cCinza : Integer; + cVerde, cVermelho, cLaranja, cBranco, cCinza, cPreto : Integer; // Variáveis de Anatomia fCorpo, fPavioSup, fPavioInf, fRange : float; @@ -56,6 +58,7 @@ begin cLaranja := RGB(255, 140, 0); // Inside Bar cBranco := RGB(255, 255, 255); // Doji cCinza := RGB(105, 105, 105); // Neutro + cPreto := RGB(0, 0, 0); // Bloqueio após horário de corte // 2. Cálculos do Contexto (Candle Anterior) bAntAlta := Close[1] > Open[1]; @@ -267,4 +270,8 @@ begin PaintBar(cCinza); end; + // Corte visual por horário (prioridade máxima) + if AtivarCorteHorarioVisual and (Time > HoraCorteVisual) then + PaintBar(cPreto); + end; \ No newline at end of file From b3e4fee6b430a77718cada6ba38090d754ff54ab Mon Sep 17 00:00:00 2001 From: Wesley Gomes da Silva <55301153+wesleyzilva@users.noreply.github.com> Date: Wed, 25 Feb 2026 10:23:05 -0300 Subject: [PATCH 10/28] =?UTF-8?q?Ajsutes=20para=20identifica=C3=A7ao=20de?= =?UTF-8?q?=20For=C3=A7a=20de=20ATR=20entre=2030=20e=2070?= MIME-Version: 1.0 Content-Type: text/plain; charset=UTF-8 Content-Transfer-Encoding: 8bit --- .../fev_PriceActionNewtonIFR.txt | 31 +++++++++++++------ 1 file changed, 22 insertions(+), 9 deletions(-) diff --git a/profit_estudos_cores/fev_PriceActionNewtonIFR.txt b/profit_estudos_cores/fev_PriceActionNewtonIFR.txt index 56fe4d8..082af31 100644 --- a/profit_estudos_cores/fev_PriceActionNewtonIFR.txt +++ b/profit_estudos_cores/fev_PriceActionNewtonIFR.txt @@ -29,12 +29,14 @@ input UsarVetoExtremosIFR(true); IFRSobrecompra(75); // Evita compra esticada IFRSobrevenda(25); // Evita venda esticada + IFRFaixaNeutraMin(30); // Entre 30 e 70 prioriza sinais de Força/Massa/Aceleração + IFRFaixaNeutraMax(70); // Zonas de atenção para sinais de rejeição (novo) - IFRZonaRejeicaoTopoMin(70); + IFRZonaRejeicaoTopoMin(60); IFRZonaRejeicaoTopoMax(80); IFRZonaRejeicaoFundoMin(20); - IFRZonaRejeicaoFundoMax(30); + IFRZonaRejeicaoFundoMax(40); // Rejeição robusta (score + confirmação) UsarScoreRejeicao(true); @@ -93,7 +95,7 @@ var // Variáveis IFR fIFR : float; - bIFRCompraOK, bIFRVendaOK : boolean; + bIFRCompraOK, bIFRVendaOK, bIFRFaixaNeutraGlobal : boolean; bIFRZonaRejeicaoTopoGlobal, bIFRZonaRejeicaoFundoGlobal : boolean; // Price Action nas zonas IFR @@ -215,13 +217,24 @@ begin // 5. Módulo IFR (veto de direção) fIFR := IFR(PeriodoIFR); - bIFRCompraOK := (not UsarFiltroIFR) - or ((fIFR >= IFRMinCompra) - and ((not UsarVetoExtremosIFR) or (fIFR <= IFRSobrecompra))); + bIFRFaixaNeutraGlobal := (fIFR >= IFRFaixaNeutraMin) and (fIFR <= IFRFaixaNeutraMax); - bIFRVendaOK := (not UsarFiltroIFR) - or ((fIFR <= IFRMaxVenda) - and ((not UsarVetoExtremosIFR) or (fIFR >= IFRSobrevenda))); + if bIFRFaixaNeutraGlobal then + begin + bIFRCompraOK := True; + bIFRVendaOK := True; + bATRRegimeOK := True; + end + else + begin + bIFRCompraOK := (not UsarFiltroIFR) + or ((fIFR >= IFRMinCompra) + and ((not UsarVetoExtremosIFR) or (fIFR <= IFRSobrecompra))); + + bIFRVendaOK := (not UsarFiltroIFR) + or ((fIFR <= IFRMaxVenda) + and ((not UsarVetoExtremosIFR) or (fIFR >= IFRSobrevenda))); + end; bIFRZonaRejeicaoTopoGlobal := (fIFR >= IFRZonaRejeicaoTopoMin) and (fIFR <= IFRZonaRejeicaoTopoMax); bIFRZonaRejeicaoFundoGlobal := (fIFR >= IFRZonaRejeicaoFundoMin) and (fIFR <= IFRZonaRejeicaoFundoMax); From 71caf2d6a387de12fcde0667b3be8ffa571fc201 Mon Sep 17 00:00:00 2001 From: Wesley Gomes da Silva <55301153+wesleyzilva@users.noreply.github.com> Date: Thu, 26 Feb 2026 13:13:02 -0300 Subject: [PATCH 11/28] =?UTF-8?q?ajuste=20de=20for=C3=A7as=20em=20zona=20d?= =?UTF-8?q?e=20IFR=20para=20oper=C3=A7a=C3=A3o?= MIME-Version: 1.0 Content-Type: text/plain; charset=UTF-8 Content-Transfer-Encoding: 8bit --- profit_estudos_cores/fev_PriceActionNewtonIFR.txt | 12 +++++++++--- 1 file changed, 9 insertions(+), 3 deletions(-) diff --git a/profit_estudos_cores/fev_PriceActionNewtonIFR.txt b/profit_estudos_cores/fev_PriceActionNewtonIFR.txt index 082af31..d084f63 100644 --- a/profit_estudos_cores/fev_PriceActionNewtonIFR.txt +++ b/profit_estudos_cores/fev_PriceActionNewtonIFR.txt @@ -29,8 +29,8 @@ input UsarVetoExtremosIFR(true); IFRSobrecompra(75); // Evita compra esticada IFRSobrevenda(25); // Evita venda esticada - IFRFaixaNeutraMin(30); // Entre 30 e 70 prioriza sinais de Força/Massa/Aceleração - IFRFaixaNeutraMax(70); + IFRFaixaNeutraMin(35); // Faixa neutra do IFR para bloquear sinais de Força + IFRFaixaNeutraMax(65); // Zonas de atenção para sinais de rejeição (novo) IFRZonaRejeicaoTopoMin(60); @@ -277,7 +277,9 @@ begin fIntensidade := Abs(fForcaBase) / fMaxForca; if fIntensidade > 1.0 then fIntensidade := 1.0; - if (fForcaBase > 0) and bIFRCompraOK then + if bIFRFaixaNeutraGlobal then + PaintBar(cCinza) + else if (fForcaBase > 0) and bIFRCompraOK then begin nR := 255 - Round(255 * fIntensidade); nG := 255; @@ -303,6 +305,8 @@ begin begin if not bATRRegimeOK then PaintBar(cCinza) + else if bIFRFaixaNeutraGlobal then + PaintBar(cCinza) else if bVisualizarAltaIntensidade then begin if ((bPeriodoManha) and (fMassa > fMassaAnt * pFatorMassaAltaManha)) or @@ -329,6 +333,8 @@ begin begin if not bATRRegimeOK then PaintBar(cCinza) + else if bIFRFaixaNeutraGlobal then + PaintBar(cCinza) else if bVisualizarAltaIntensidade then begin if ((bPeriodoManha) and (Abs(fAceleracao) > Abs(fAceleracaoAnt) * pFatorVelocidadeAltaManha)) or From 67bf9757eccbb5977c035b0bc6a1c2e4f014cf4d Mon Sep 17 00:00:00 2001 From: Wesley Gomes da Silva <55301153+wesleyzilva@users.noreply.github.com> Date: Thu, 26 Feb 2026 14:25:40 -0300 Subject: [PATCH 12/28] ajustes --- profit_estudos_cores/fev_PriceActionNewtonIFR.txt | 6 +++--- 1 file changed, 3 insertions(+), 3 deletions(-) diff --git a/profit_estudos_cores/fev_PriceActionNewtonIFR.txt b/profit_estudos_cores/fev_PriceActionNewtonIFR.txt index d084f63..35947c8 100644 --- a/profit_estudos_cores/fev_PriceActionNewtonIFR.txt +++ b/profit_estudos_cores/fev_PriceActionNewtonIFR.txt @@ -30,7 +30,7 @@ input IFRSobrecompra(75); // Evita compra esticada IFRSobrevenda(25); // Evita venda esticada IFRFaixaNeutraMin(35); // Faixa neutra do IFR para bloquear sinais de Força - IFRFaixaNeutraMax(65); + IFRFaixaNeutraMax(60); // Zonas de atenção para sinais de rejeição (novo) IFRZonaRejeicaoTopoMin(60); @@ -279,14 +279,14 @@ begin if bIFRFaixaNeutraGlobal then PaintBar(cCinza) - else if (fForcaBase > 0) and bIFRCompraOK then + else if (fForcaBase > 0) then begin nR := 255 - Round(255 * fIntensidade); nG := 255; nB := 255 - Round(255 * fIntensidade); PaintBar(RGB(nR, nG, nB)); end - else if (fForcaBase < 0) and bIFRVendaOK then + else if (fForcaBase < 0) then begin nR := 255; nG := 255 - Round(255 * fIntensidade); From cbb158161754b0be9f40081136ed73fa881a1f10 Mon Sep 17 00:00:00 2001 From: Wesley Gomes da Silva Date: Mon, 2 Mar 2026 10:59:38 -0300 Subject: [PATCH 13/28] Adiciona alarmes IFR em 10, 50 e 90 --- .../fev_PriceActionNewtonIFR.txt | 27 +++++++++++++++++++ 1 file changed, 27 insertions(+) diff --git a/profit_estudos_cores/fev_PriceActionNewtonIFR.txt b/profit_estudos_cores/fev_PriceActionNewtonIFR.txt index 35947c8..ad20ae8 100644 --- a/profit_estudos_cores/fev_PriceActionNewtonIFR.txt +++ b/profit_estudos_cores/fev_PriceActionNewtonIFR.txt @@ -32,6 +32,12 @@ input IFRFaixaNeutraMin(35); // Faixa neutra do IFR para bloquear sinais de Força IFRFaixaNeutraMax(60); + // Alarmes IFR (pontos de atuação e saída) + AtivarAlarmeIFR(true); + IFRAlvoCompra(10); + IFRAlvoSaida(50); + IFRAlvoVenda(90); + // Zonas de atenção para sinais de rejeição (novo) IFRZonaRejeicaoTopoMin(60); IFRZonaRejeicaoTopoMax(80); @@ -97,6 +103,7 @@ var fIFR : float; bIFRCompraOK, bIFRVendaOK, bIFRFaixaNeutraGlobal : boolean; bIFRZonaRejeicaoTopoGlobal, bIFRZonaRejeicaoFundoGlobal : boolean; + bAlertaIFRCompra, bAlertaIFRSaida, bAlertaIFRVenda : boolean; // Price Action nas zonas IFR fRangeAtual, fCorpoAtual, fPavioSupAtual, fPavioInfAtual, fMediaVolumePA : float; @@ -239,6 +246,26 @@ begin bIFRZonaRejeicaoTopoGlobal := (fIFR >= IFRZonaRejeicaoTopoMin) and (fIFR <= IFRZonaRejeicaoTopoMax); bIFRZonaRejeicaoFundoGlobal := (fIFR >= IFRZonaRejeicaoFundoMin) and (fIFR <= IFRZonaRejeicaoFundoMax); + // 5.1 Alarmes IFR (disparo por cruzamento dos níveis) + bAlertaIFRCompra := ((fIFR[1] > IFRAlvoCompra) and (fIFR <= IFRAlvoCompra)) + or ((fIFR[1] < IFRAlvoCompra) and (fIFR >= IFRAlvoCompra)); + + bAlertaIFRSaida := ((fIFR[1] > IFRAlvoSaida) and (fIFR <= IFRAlvoSaida)) + or ((fIFR[1] < IFRAlvoSaida) and (fIFR >= IFRAlvoSaida)); + + bAlertaIFRVenda := ((fIFR[1] > IFRAlvoVenda) and (fIFR <= IFRAlvoVenda)) + or ((fIFR[1] < IFRAlvoVenda) and (fIFR >= IFRAlvoVenda)); + + if AtivarAlarmeIFR then + begin + if bAlertaIFRCompra then + Alert(cCiano) + else if bAlertaIFRSaida then + Alert(cLaranja) + else if bAlertaIFRVenda then + Alert(cFucsia); + end; + // Referências robustas fora de escopos condicionais fATRRejeicaoZona := Media(PeriodoATRRejeicao, Range); if fATRRejeicaoZona <= 0 then From 2f69303196dcde31ff423080c733f76be57a51c3 Mon Sep 17 00:00:00 2001 From: Wesley Gomes da Silva Date: Mon, 2 Mar 2026 12:02:06 -0300 Subject: [PATCH 14/28] Cria indicador mar_IFR_reversaoComVolume com alertas IFR --- .../mar_IFR_reversaoComVolume.txt | 264 ++++++++++++++++++ 1 file changed, 264 insertions(+) create mode 100644 profit_estudos_cores/mar_IFR_reversaoComVolume.txt diff --git a/profit_estudos_cores/mar_IFR_reversaoComVolume.txt b/profit_estudos_cores/mar_IFR_reversaoComVolume.txt new file mode 100644 index 0000000..3ce48dc --- /dev/null +++ b/profit_estudos_cores/mar_IFR_reversaoComVolume.txt @@ -0,0 +1,264 @@ +{ + Indicador: mar_IFR_reversaoComVolume + Autor: Wesley (Gemini Code Assist) + Descrição: Identifica velas de reversão (Martelo/Estrela) validadas por + Volume acima da média (Lei de Esforço vs Resultado) + e adiciona módulo IFR com alertas em 10, 20, 50, 80 e 90. +} + +input + UsarPresetRegime(true); + RegimePreset(1); // 1=Manhã Forte, 2=Almoço, 3=Pós-14h, 0=Manual + AtivarAnalisePrimeiroCandle(true); + FatorVolume(1.5); // No WIN 2min, 1.5x tende a capturar melhor absorção relevante + PeriodoMedia(20); + MultiplicadorPavio(1.5); // Pavio principal em relação ao corpo + MaxPavioOpostoCorpo(1.2); // Limite do pavio oposto em relação ao corpo + UsarFiltroProximidadeMME20(false); + DistanciaMaxMME20Perc(0.35); // Distância máxima (%) do fechamento para a MME20 + + // Módulo IFR + Alarmes por nível + AtivarModuloIFR(true); + PeriodoIFR(14); + AtivarAlarmeIFR(true); + IFRAlvoCompra(10); + IFRAlvoCompra2(20); + IFRAlvoSaida(50); + IFRAlvoVenda2(80); + IFRAlvoVenda(90); + +var + vMediaVol, fMME20, fDistanciaMME20Perc : float; + fFatorVolumeEfetivo, fMultiplicadorPavioEfetivo, fMaxPavioOpostoEfetivo, fDistMaxMME20Efetiva : float; + fIFR : float; + bVolumeAlto : boolean; + bMartelo, bEstrela, bRejeicaoForteAlta, bRejeicaoForteBaixa : boolean; + bDojiPrimeiro, bAbsorcaoPrimeiro, bIniciativaAltaPrimeiro, bIniciativaBaixaPrimeiro : boolean; + bGapAltaPrimeiro, bGapBaixaPrimeiro, bArmadilhaPrimeiro : boolean; + bAlertaIFRCompra, bAlertaIFRCompra2, bAlertaIFRSaida, bAlertaIFRVenda2, bAlertaIFRVenda : boolean; + fMaxAnterior, fMinAnterior : float; + TamCorpo, TamPavioSup, TamPavioInf, Range, fFechamentoPosicao : float; + CorAbsorcaoFundo, CorAbsorcaoTopo, CorNeutra, CorRejeicaoContexto, CorIndefinicao : integer; + bMesmoDia, bProximoMME20, bUsarFiltroProxEfetivo : boolean; + iRegimeEfetivo : integer; + +begin + // --- 1. CONFIGURAÇÃO --- + CorAbsorcaoFundo := RGB(0, 255, 0); // Verde (Sentido de Alta) + CorAbsorcaoTopo := RGB(255, 0, 0); // Vermelho (Sentido de Baixa) + CorNeutra := RGB(105, 105, 105); // Cinza Escuro + CorRejeicaoContexto := RGB(255, 140, 0); // Laranja (Rejeição forte por contexto) + CorIndefinicao := RGB(255, 255, 255); // Branco + + // --- 1.1 PRESET DE REGIME (PARTE PRINCIPAL) --- + iRegimeEfetivo := RegimePreset; + if (iRegimeEfetivo < 0) then + iRegimeEfetivo := 0; + if (iRegimeEfetivo > 3) then + iRegimeEfetivo := 3; + + // Fallback manual + fFatorVolumeEfetivo := FatorVolume; + fMultiplicadorPavioEfetivo := MultiplicadorPavio; + fMaxPavioOpostoEfetivo := MaxPavioOpostoCorpo; + bUsarFiltroProxEfetivo := UsarFiltroProximidadeMME20; + fDistMaxMME20Efetiva := DistanciaMaxMME20Perc; + + if UsarPresetRegime then + begin + // 1 = Manhã forte (09:00-11:00) + if (iRegimeEfetivo = 1) then + begin + fFatorVolumeEfetivo := 1.7; + fMultiplicadorPavioEfetivo := 1.6; + fMaxPavioOpostoEfetivo := 1.0; + bUsarFiltroProxEfetivo := True; + fDistMaxMME20Efetiva := 0.30; + end + // 2 = Almoço (12:00-13:00) + else if (iRegimeEfetivo = 2) then + begin + fFatorVolumeEfetivo := 1.9; + fMultiplicadorPavioEfetivo := 1.8; + fMaxPavioOpostoEfetivo := 0.9; + bUsarFiltroProxEfetivo := True; + fDistMaxMME20Efetiva := 0.25; + end + // 3 = Pós-14h (14:00-17:00) + else if (iRegimeEfetivo = 3) then + begin + fFatorVolumeEfetivo := 1.5; + fMultiplicadorPavioEfetivo := 1.5; + fMaxPavioOpostoEfetivo := 1.2; + bUsarFiltroProxEfetivo := True; + fDistMaxMME20Efetiva := 0.35; + end; + end; + + // --- PINTURA PADRÃO --- + PaintBar(CorNeutra); // Pinta tudo de cinza antes de verificar os sinais + + // --- 2. ANÁLISE DE VOLUME (O ESFORÇO) --- + vMediaVol := Media(PeriodoMedia, Volume); + fMME20 := MediaExp(20, Close); + // Verifica se o volume atual é relevante (ex: > 1.5x a média) + bVolumeAlto := Volume >= (vMediaVol * fFatorVolumeEfetivo); + + // --- 2.1 FILTRO OPCIONAL: PROXIMIDADE DA MME20 --- + if (fMME20 > 0) then + fDistanciaMME20Perc := (Abs(Close - fMME20) / fMME20) * 100 + else + fDistanciaMME20Perc := 999; + + bProximoMME20 := (fDistanciaMME20Perc <= fDistMaxMME20Efetiva); + + // --- 2.2 MÓDULO IFR + ALERTAS --- + if AtivarModuloIFR then + fIFR := IFR(PeriodoIFR) + else + fIFR := 50; + + bAlertaIFRCompra := ((fIFR[1] > IFRAlvoCompra) and (fIFR <= IFRAlvoCompra)) + or ((fIFR[1] < IFRAlvoCompra) and (fIFR >= IFRAlvoCompra)); + + bAlertaIFRCompra2 := ((fIFR[1] > IFRAlvoCompra2) and (fIFR <= IFRAlvoCompra2)) + or ((fIFR[1] < IFRAlvoCompra2) and (fIFR >= IFRAlvoCompra2)); + + bAlertaIFRSaida := ((fIFR[1] > IFRAlvoSaida) and (fIFR <= IFRAlvoSaida)) + or ((fIFR[1] < IFRAlvoSaida) and (fIFR >= IFRAlvoSaida)); + + bAlertaIFRVenda2 := ((fIFR[1] > IFRAlvoVenda2) and (fIFR <= IFRAlvoVenda2)) + or ((fIFR[1] < IFRAlvoVenda2) and (fIFR >= IFRAlvoVenda2)); + + bAlertaIFRVenda := ((fIFR[1] > IFRAlvoVenda) and (fIFR <= IFRAlvoVenda)) + or ((fIFR[1] < IFRAlvoVenda) and (fIFR >= IFRAlvoVenda)); + + if AtivarModuloIFR and AtivarAlarmeIFR then + begin + if bAlertaIFRCompra or bAlertaIFRCompra2 then + Alert(CorAbsorcaoFundo) + else if bAlertaIFRSaida then + Alert(CorRejeicaoContexto) + else if bAlertaIFRVenda2 or bAlertaIFRVenda then + Alert(CorAbsorcaoTopo); + end; + + // --- 3. ANATOMIA DO CANDLE (O RESULTADO) --- + Range := High - Low; + TamCorpo := Abs(Open - Close); + TamPavioSup := High - Max(Open, Close); + TamPavioInf := Min(Open, Close) - Low; + if (Range > 0) then + fFechamentoPosicao := (Close - Low) / Range + else + fFechamentoPosicao := 0.5; + fMaxAnterior := High[1]; + fMinAnterior := Low[1]; + bMesmoDia := (Date = Date[1]); + + // Análise dedicada do primeiro candle do dia + if (Range > 0) and (not bMesmoDia) and AtivarAnalisePrimeiroCandle then + begin + bDojiPrimeiro := (TamCorpo <= (Range * 0.10)); + bAbsorcaoPrimeiro := bVolumeAlto and (TamCorpo <= (Range * 0.35)); + + bIniciativaAltaPrimeiro := (Close > Open) + and bVolumeAlto + and (TamCorpo >= (Range * 0.60)) + and (fFechamentoPosicao >= 0.75); + + bIniciativaBaixaPrimeiro := (Close < Open) + and bVolumeAlto + and (TamCorpo >= (Range * 0.60)) + and (fFechamentoPosicao <= 0.25); + + bGapAltaPrimeiro := (Open > Close[1]); + bGapBaixaPrimeiro := (Open < Close[1]); + + bArmadilhaPrimeiro := (bGapAltaPrimeiro and (Close < Open) and (TamPavioSup >= (TamCorpo * (fMultiplicadorPavioEfetivo + 0.2)))) + or (bGapBaixaPrimeiro and (Close > Open) and (TamPavioInf >= (TamCorpo * (fMultiplicadorPavioEfetivo + 0.2)))); + + if bArmadilhaPrimeiro then + begin + PaintBar(CorRejeicaoContexto); + PlotText("1C_TRAP", CorRejeicaoContexto, 8, 0, Close); + end + else if bIniciativaAltaPrimeiro then + begin + PaintBar(CorAbsorcaoFundo); + PlotText("1C_UP", CorAbsorcaoFundo, 8, 0, Low * 0.999); + end + else if bIniciativaBaixaPrimeiro then + begin + PaintBar(CorAbsorcaoTopo); + PlotText("1C_DN", CorAbsorcaoTopo, 8, 0, High * 1.001); + end + else if bAbsorcaoPrimeiro or bDojiPrimeiro then + PaintBar(CorIndefinicao) + else if (Close > Open) then + PaintBar(CorAbsorcaoFundo) + else if (Close < Open) then + PaintBar(CorAbsorcaoTopo) + else + PaintBar(CorIndefinicao); + end; + + // Proteção contra divisão por zero + // Ignora o primeiro candle do dia para evitar sinal falso na abertura + if (Range > 0) and bMesmoDia then + begin + // Definição de Martelo (Força Compradora) + // Pavio inferior dominante e pavio superior controlado + bMartelo := (TamPavioInf >= (TamCorpo * fMultiplicadorPavioEfetivo)) and (TamPavioSup <= (TamCorpo * fMaxPavioOpostoEfetivo)); + + // Definição de Estrela (Força Vendedora) + // Pavio superior dominante e pavio inferior controlado + bEstrela := (TamPavioSup >= (TamCorpo * fMultiplicadorPavioEfetivo)) and (TamPavioInf <= (TamCorpo * fMaxPavioOpostoEfetivo)); + + // Rejeição forte por contexto (pinta laranja mesmo sem volume) + // Alta: varre mínima anterior e fecha recuperando com pavio inferior dominante + bRejeicaoForteAlta := (Low < fMinAnterior) + and (Close > Open) + and (Close >= (Low + (Range * 0.55))) + and (TamPavioInf >= (TamCorpo * (fMultiplicadorPavioEfetivo + 0.3))); + + // Baixa: varre máxima anterior e fecha rejeitando com pavio superior dominante + bRejeicaoForteBaixa := (High > fMaxAnterior) + and (Close < Open) + and (Close <= (High - (Range * 0.55))) + and (TamPavioSup >= (TamCorpo * (fMultiplicadorPavioEfetivo + 0.3))); + + // --- 4. SINALIZAÇÃO --- + + // 4.1 Contexto de rejeição forte (prioridade, independente de volume) + if (bRejeicaoForteAlta or bRejeicaoForteBaixa) then + begin + PaintBar(CorRejeicaoContexto); + PlotText("RJ", CorRejeicaoContexto, 8, 0, Close); + end + else + begin + + // Só sinaliza se tiver Volume Alto + Padrão de Reversão + // e, opcionalmente, preço perto da MME20 para reduzir ruído de lateral + if bVolumeAlto and ((not bUsarFiltroProxEfetivo) or bProximoMME20) then + begin + if bMartelo then + begin + PaintBar(CorAbsorcaoFundo); // Pinta o candle atual + PaintBar(CorAbsorcaoFundo); // Reforça coloração no candle de sinal + PlotText("ABS", CorAbsorcaoFundo, 8, 0, Low * 0.999); + Alert(CorAbsorcaoFundo); + end; + + if bEstrela then + begin + PaintBar(CorAbsorcaoTopo); // Pinta o candle atual + PaintBar(CorAbsorcaoTopo); // Reforça coloração no candle de sinal + PlotText("ABS", CorAbsorcaoTopo, 8, 0, High * 1.001); + Alert(CorAbsorcaoTopo); + end; + end; + end; + end; +end; \ No newline at end of file From 39804be65a1262e922be416d850ebba1a18b161b Mon Sep 17 00:00:00 2001 From: Wesley Gomes da Silva Date: Mon, 2 Mar 2026 13:20:52 -0300 Subject: [PATCH 15/28] Adiciona pasta automacao_backtests na raiz --- automacao_backtests/.gitkeep | 0 1 file changed, 0 insertions(+), 0 deletions(-) create mode 100644 automacao_backtests/.gitkeep diff --git a/automacao_backtests/.gitkeep b/automacao_backtests/.gitkeep new file mode 100644 index 0000000..e69de29 From 9d2e9d4355f91b9b2606a537c3b33ebc3d65a531 Mon Sep 17 00:00:00 2001 From: Wesley Gomes da Silva Date: Mon, 2 Mar 2026 13:27:03 -0300 Subject: [PATCH 16/28] Remove alarme de IFR 50 dos indicadores --- profit_estudos_cores/fev_PriceActionNewtonIFR.txt | 8 +------- profit_estudos_cores/mar_IFR_reversaoComVolume.txt | 8 +------- 2 files changed, 2 insertions(+), 14 deletions(-) diff --git a/profit_estudos_cores/fev_PriceActionNewtonIFR.txt b/profit_estudos_cores/fev_PriceActionNewtonIFR.txt index ad20ae8..53ba2fa 100644 --- a/profit_estudos_cores/fev_PriceActionNewtonIFR.txt +++ b/profit_estudos_cores/fev_PriceActionNewtonIFR.txt @@ -35,7 +35,6 @@ input // Alarmes IFR (pontos de atuação e saída) AtivarAlarmeIFR(true); IFRAlvoCompra(10); - IFRAlvoSaida(50); IFRAlvoVenda(90); // Zonas de atenção para sinais de rejeição (novo) @@ -103,7 +102,7 @@ var fIFR : float; bIFRCompraOK, bIFRVendaOK, bIFRFaixaNeutraGlobal : boolean; bIFRZonaRejeicaoTopoGlobal, bIFRZonaRejeicaoFundoGlobal : boolean; - bAlertaIFRCompra, bAlertaIFRSaida, bAlertaIFRVenda : boolean; + bAlertaIFRCompra, bAlertaIFRVenda : boolean; // Price Action nas zonas IFR fRangeAtual, fCorpoAtual, fPavioSupAtual, fPavioInfAtual, fMediaVolumePA : float; @@ -250,9 +249,6 @@ begin bAlertaIFRCompra := ((fIFR[1] > IFRAlvoCompra) and (fIFR <= IFRAlvoCompra)) or ((fIFR[1] < IFRAlvoCompra) and (fIFR >= IFRAlvoCompra)); - bAlertaIFRSaida := ((fIFR[1] > IFRAlvoSaida) and (fIFR <= IFRAlvoSaida)) - or ((fIFR[1] < IFRAlvoSaida) and (fIFR >= IFRAlvoSaida)); - bAlertaIFRVenda := ((fIFR[1] > IFRAlvoVenda) and (fIFR <= IFRAlvoVenda)) or ((fIFR[1] < IFRAlvoVenda) and (fIFR >= IFRAlvoVenda)); @@ -260,8 +256,6 @@ begin begin if bAlertaIFRCompra then Alert(cCiano) - else if bAlertaIFRSaida then - Alert(cLaranja) else if bAlertaIFRVenda then Alert(cFucsia); end; diff --git a/profit_estudos_cores/mar_IFR_reversaoComVolume.txt b/profit_estudos_cores/mar_IFR_reversaoComVolume.txt index 3ce48dc..b9da2d4 100644 --- a/profit_estudos_cores/mar_IFR_reversaoComVolume.txt +++ b/profit_estudos_cores/mar_IFR_reversaoComVolume.txt @@ -23,7 +23,6 @@ input AtivarAlarmeIFR(true); IFRAlvoCompra(10); IFRAlvoCompra2(20); - IFRAlvoSaida(50); IFRAlvoVenda2(80); IFRAlvoVenda(90); @@ -35,7 +34,7 @@ var bMartelo, bEstrela, bRejeicaoForteAlta, bRejeicaoForteBaixa : boolean; bDojiPrimeiro, bAbsorcaoPrimeiro, bIniciativaAltaPrimeiro, bIniciativaBaixaPrimeiro : boolean; bGapAltaPrimeiro, bGapBaixaPrimeiro, bArmadilhaPrimeiro : boolean; - bAlertaIFRCompra, bAlertaIFRCompra2, bAlertaIFRSaida, bAlertaIFRVenda2, bAlertaIFRVenda : boolean; + bAlertaIFRCompra, bAlertaIFRCompra2, bAlertaIFRVenda2, bAlertaIFRVenda : boolean; fMaxAnterior, fMinAnterior : float; TamCorpo, TamPavioSup, TamPavioInf, Range, fFechamentoPosicao : float; CorAbsorcaoFundo, CorAbsorcaoTopo, CorNeutra, CorRejeicaoContexto, CorIndefinicao : integer; @@ -124,9 +123,6 @@ begin bAlertaIFRCompra2 := ((fIFR[1] > IFRAlvoCompra2) and (fIFR <= IFRAlvoCompra2)) or ((fIFR[1] < IFRAlvoCompra2) and (fIFR >= IFRAlvoCompra2)); - bAlertaIFRSaida := ((fIFR[1] > IFRAlvoSaida) and (fIFR <= IFRAlvoSaida)) - or ((fIFR[1] < IFRAlvoSaida) and (fIFR >= IFRAlvoSaida)); - bAlertaIFRVenda2 := ((fIFR[1] > IFRAlvoVenda2) and (fIFR <= IFRAlvoVenda2)) or ((fIFR[1] < IFRAlvoVenda2) and (fIFR >= IFRAlvoVenda2)); @@ -137,8 +133,6 @@ begin begin if bAlertaIFRCompra or bAlertaIFRCompra2 then Alert(CorAbsorcaoFundo) - else if bAlertaIFRSaida then - Alert(CorRejeicaoContexto) else if bAlertaIFRVenda2 or bAlertaIFRVenda then Alert(CorAbsorcaoTopo); end; From e907bd6c24ff26597eb64aee97cebec6bb77e006 Mon Sep 17 00:00:00 2001 From: Wesley Gomes da Silva <55301153+wesleyzilva@users.noreply.github.com> Date: Mon, 2 Mar 2026 18:33:21 -0300 Subject: [PATCH 17/28] Analise de 50 possiveis robos via IFR e seus resultados em diferentes timeframes. --- .vscode/settings.json | 3 + ...r_v12_multitimeframe_alinhadoREPROVADO.txt | 53 + ...ifr_v13_divergencia_estruturaREPROVADO.txt | 55 ++ ...fr_v15_saida_estagio_trailingREPROVADO.txt | 66 ++ .../robo_ifr_v16_slope_cooldownREPROVADO.txt | 62 ++ .../robo_ifr_v17_failure_swingREPROVADO.txt | 49 + ...obo_ifr_v19_ifr_vwap_contextoREPROVADO.txt | 53 + .../robo_ifr_v21_ifr_atr_faixaREPROVADO.txt | 54 ++ .../robo_ifr_v22_tendencia_forteREPROVADO.txt | 59 ++ .../robo_ifr_v26_janela_pivoREPROVADO.txt | 57 ++ ..._ifr_v29_ifr_direcao_aberturaREPROVADO.txt | 58 ++ .../robo_ifr_v2_retorno_zonaREPROVADO.txt | 54 ++ ...30_ifr_circuit_breaker_diarioREPROVADO.txt | 70 ++ .../robo_ifr_v32_retorno_pivo3REPROVADO.txt | 50 + .../robo_ifr_v34_no_trade_zoneREPROVADO.txt | 47 + .../robo_ifr_v35_cooldown_diarioREPROVADO.txt | 63 ++ ...bo_ifr_v37_adx_faixa_operavelREPROVADO.txt | 53 + ...bo_ifr_v38_vwap_distancia_maxREPROVADO.txt | 53 + .../robo_ifr_v39_orb_ifrREPROVADO.txt | 66 ++ ...obo_ifr_v3_tendencia_pullbackREPROVADO.txt | 56 ++ ..._ifr_v40_stop_estrutura_tempoREPROVADO.txt | 48 + .../robo_ifr_v41_percentil_20_80REPROVADO.txt | 52 + ...ifr_v42_parametros_por_sessaoREPROVADO.txt | 67 ++ .../robo_ifr_v43_vwap_direcionalREPROVADO.txt | 52 + ..._ifr_v44_vwap_distancia_duplaREPROVADO.txt | 54 ++ ...v46_direcao_abertura_refinadaREPROVADO.txt | 58 ++ ...ifr_v48_circuit_breaker_tempoREPROVADO.txt | 64 ++ ...v49_limite_trades_progressivoREPROVADO.txt | 60 ++ ...robo_ifr_v50_meta_perda_proxyREPROVADO.txt | 73 ++ ...o_ifr_v8_resgate_breakout_ifrREPROVADO.txt | 63 ++ ...o_ifr_v9_conservador_contextoREPROVADO.txt | 62 ++ .../analise_aprovados_timeframes_IFR.txt | 110 +++ .../IFR_RSI/catalogo_50_opcoes_IFR.txt | 74 ++ .../analise_robo_ifr_v1_reversao_extremos.txt | 54 ++ ...ise_robo_ifr_v4_divergencia_confirmada.txt | 50 + .../ranking_melhores_ate_momento.txt | 65 ++ .../robo_ifr_v10_balanceado_regime02min.csv | 253 +++++ .../robo_ifr_v10_balanceado_regime05min.csv | 154 +++ .../robo_ifr_v10_balanceado_regime15min.csv | 73 ++ .../robo_ifr_v10_balanceado_regime30min.csv | 42 + .../robo_ifr_v10_balanceado_regime60min.csv | 25 + .../robo_ifr_v11_agressivo_reentrada02min.csv | 109 +++ .../robo_ifr_v11_agressivo_reentrada05min.csv | 69 ++ .../robo_ifr_v11_agressivo_reentrada15min.csv | 40 + .../robo_ifr_v11_agressivo_reentrada30min.csv | 18 + .../robo_ifr_v11_agressivo_reentrada60min.csv | 16 + .../robo_ifr_v18_bandas_dinamicas02min.csv | 912 ++++++++++++++++++ .../robo_ifr_v18_bandas_dinamicas05min.csv | 506 ++++++++++ .../robo_ifr_v18_bandas_dinamicas15min.csv | 214 ++++ .../robo_ifr_v18_bandas_dinamicas30min.csv | 123 +++ .../robo_ifr_v18_bandas_dinamicas60min.csv | 79 ++ .../robo_ifr_v1_reversao_extremos02min64%.csv | 82 ++ .../robo_ifr_v1_reversao_extremos05min47%.csv | 54 ++ .../robo_ifr_v1_reversao_extremos15min68%.csv | 35 + .../robo_ifr_v1_reversao_extremos30min81%.csv | 22 + .../robo_ifr_v1_reversao_extremos60min71%.csv | 16 + ...robo_ifr_v20_ifr_assimetrico_lado02min.csv | 309 ++++++ ...robo_ifr_v20_ifr_assimetrico_lado05min.csv | 171 ++++ ...robo_ifr_v20_ifr_assimetrico_lado15min.csv | 82 ++ ...robo_ifr_v20_ifr_assimetrico_lado30min.csv | 46 + ...robo_ifr_v20_ifr_assimetrico_lado60min.csv | 31 + .../robo_ifr_v23_dupla_confirmacao02min.csv | 43 + .../robo_ifr_v23_dupla_confirmacao05min.csv | 29 + .../robo_ifr_v23_dupla_confirmacao15min.csv | 22 + .../robo_ifr_v23_dupla_confirmacao30min.csv | 10 + .../robo_ifr_v23_dupla_confirmacao60min.csv | 10 + ...robo_ifr_v24_controle_risco_diario1min.csv | 64 ++ .../robo_ifr_v24_controle_risco_diario60m.csv | 10 + 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131 +++ .../robo_ifr_v33_pullback_mme20030min.csv | 67 ++ .../robo_ifr_v33_pullback_mme20060min.csv | 49 + ..._ifr_v36_divergencia_regular_pivo02min.csv | 299 ++++++ ..._ifr_v36_divergencia_regular_pivo05min.csv | 176 ++++ ..._ifr_v36_divergencia_regular_pivo15min.csv | 73 ++ ..._ifr_v36_divergencia_regular_pivo30min.csv | 44 + ..._ifr_v36_divergencia_regular_pivo60min.csv | 35 + .../robo_ifr_v45_volume_por_horario02min.csv | 135 +++ .../robo_ifr_v45_volume_por_horario05min.csv | 78 ++ .../robo_ifr_v45_volume_por_horario15min.csv | 46 + .../robo_ifr_v45_volume_por_horario30min.csv | 26 + .../robo_ifr_v45_volume_por_horario60min.csv | 18 + ...obo_ifr_v47_orb_confirmacao_dupla02min.csv | 18 + ...obo_ifr_v47_orb_confirmacao_dupla05min.csv | 8 + ...obo_ifr_v47_orb_confirmacao_dupla15min.csv | 8 + ...obo_ifr_v47_orb_confirmacao_dupla60min.csv | 9 + ..._ifr_v4_divergencia_confirmada02min64%.csv | 190 ++++ ...obo_ifr_v4_divergencia_confirmada05min.csv | 103 ++ 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100644 automacao_backtests/IFR_RSI/robo_ifr_v45_volume_por_horario60min75%.txt create mode 100644 automacao_backtests/IFR_RSI/robo_ifr_v47_orb_confirmacao_dupla60min66%.txt create mode 100644 automacao_backtests/IFR_RSI/robo_ifr_v4_divergencia_confirmada60min90%.txt create mode 100644 automacao_backtests/IFR_RSI/robo_ifr_v5_regime_volatilidade60min90%.txt create mode 100644 automacao_backtests/IFR_RSI/robo_ifr_v6_saida_hibrida60min77%.txt create mode 100644 automacao_backtests/IFR_RSI/robo_ifr_v7_resgate_contexto30min84%.txt create mode 100644 automacao_backtests/IFR_RSI/robos_IFR.txt create mode 100644 automacao_backtests/NeologicaProfitAPIbacktest.txt create mode 100644 estudo_teorias/0326_diarioDeBordo.md delete mode 100644 profit_estudos_cores/mar_IFR_reversaoComVolume.txt diff --git a/.vscode/settings.json b/.vscode/settings.json new file mode 100644 index 0000000..609a404 --- /dev/null +++ b/.vscode/settings.json @@ -0,0 +1,3 @@ +{ + "python.defaultInterpreterPath": "C:/Users/zilva/AppData/Local/Programs/Python/Python312/python.exe" +} diff --git a/automacao_backtests/IFR_RSI/Reprovados/robo_ifr_v12_multitimeframe_alinhadoREPROVADO.txt b/automacao_backtests/IFR_RSI/Reprovados/robo_ifr_v12_multitimeframe_alinhadoREPROVADO.txt new file mode 100644 index 0000000..871b060 --- /dev/null +++ b/automacao_backtests/IFR_RSI/Reprovados/robo_ifr_v12_multitimeframe_alinhadoREPROVADO.txt @@ -0,0 +1,53 @@ +{ + Estrategia: robo_ifr_v12_multitimeframe_alinhado + Autor: Wesley + Descricao: Entrada no timeframe atual com filtro de contexto em timeframe maior. + Compra somente com IFR maior acima de 50 e venda com IFR maior abaixo de 50. +} + +input + PeriodoIFR(9); + PeriodoIFRContexto(21); + IFRExtremoCompra(30); + IFREtornoCompra(35); + IFRExtremoVenda(70); + IFREtornoVenda(65); + UsarSaidaIFR50(true); + UsarSaidaTempo(true); + MaxBarrasPosicao(15); + +var + iBarrasEmPosicao : integer; + fIFR, fIFRContexto : float; + bContextoCompra, bContextoVenda : boolean; + +begin + fIFR := IFR(PeriodoIFR); + fIFRContexto := IFR(PeriodoIFRContexto); + + bContextoCompra := (fIFRContexto > 50); + bContextoVenda := (fIFRContexto < 50); + + if (not IsBought) and (not IsSold) then + begin + if bContextoCompra and (fIFR[1] <= IFRExtremoCompra) and (fIFR >= IFREtornoCompra) then + begin + BuyAtMarket; + end + else if bContextoVenda and (fIFR[1] >= IFRExtremoVenda) and (fIFR <= IFREtornoVenda) then + begin + SellShortAtMarket; + end; + end; + + if IsBought or IsSold then + iBarrasEmPosicao := iBarrasEmPosicao + 1 + else + iBarrasEmPosicao := 0; + + if IsBought and ((UsarSaidaIFR50 and (fIFR >= 50)) or (UsarSaidaTempo and (iBarrasEmPosicao >= MaxBarrasPosicao))) then + ClosePosition; + + if IsSold and ((UsarSaidaIFR50 and (fIFR <= 50)) or (UsarSaidaTempo and (iBarrasEmPosicao >= MaxBarrasPosicao))) then + ClosePosition; +end; \ No newline at end of file diff --git a/automacao_backtests/IFR_RSI/Reprovados/robo_ifr_v13_divergencia_estruturaREPROVADO.txt b/automacao_backtests/IFR_RSI/Reprovados/robo_ifr_v13_divergencia_estruturaREPROVADO.txt new file mode 100644 index 0000000..b21f056 --- /dev/null +++ b/automacao_backtests/IFR_RSI/Reprovados/robo_ifr_v13_divergencia_estruturaREPROVADO.txt @@ -0,0 +1,55 @@ +{ + Estrategia: robo_ifr_v13_divergencia_estrutura + Autor: Wesley + Descricao: Busca divergencia simples de IFR com confirmação por quebra de estrutura curta. + Compra em fundo mais baixo no preco com IFR mais alto; venda no oposto. +} + +input + PeriodoIFR(9); + LookbackEstrutura(5); + DeltaIFRMinimo(2.0); + UsarSaidaIFR50(true); + UsarSaidaTempo(true); + MaxBarrasPosicao(12); + +var + iBarrasEmPosicao : integer; + fIFR, fIFRAnterior, fMinLookback, fMaxLookback : float; + bDivergenciaCompra, bDivergenciaVenda, bQuebraAlta, bQuebraBaixa : boolean; + +begin + fIFR := IFR(PeriodoIFR); + fIFRAnterior := IFR(PeriodoIFR)[1]; + fMinLookback := Lowest(Low, LookbackEstrutura); + fMaxLookback := Highest(High, LookbackEstrutura); + + bDivergenciaCompra := (Low < Low[1]) and (fIFR > (fIFRAnterior + DeltaIFRMinimo)); + bDivergenciaVenda := (High > High[1]) and (fIFR < (fIFRAnterior - DeltaIFRMinimo)); + + bQuebraAlta := (Close > High[1]) and (Low <= fMinLookback); + bQuebraBaixa := (Close < Low[1]) and (High >= fMaxLookback); + + if (not IsBought) and (not IsSold) then + begin + if bDivergenciaCompra and bQuebraAlta then + begin + BuyAtMarket; + end + else if bDivergenciaVenda and bQuebraBaixa then + begin + SellShortAtMarket; + end; + end; + + if IsBought or IsSold then + iBarrasEmPosicao := iBarrasEmPosicao + 1 + else + iBarrasEmPosicao := 0; + + if IsBought and ((UsarSaidaIFR50 and (fIFR >= 50)) or (UsarSaidaTempo and (iBarrasEmPosicao >= MaxBarrasPosicao))) then + ClosePosition; + + if IsSold and ((UsarSaidaIFR50 and (fIFR <= 50)) or (UsarSaidaTempo and (iBarrasEmPosicao >= MaxBarrasPosicao))) then + ClosePosition; +end; \ No newline at end of file diff --git a/automacao_backtests/IFR_RSI/Reprovados/robo_ifr_v15_saida_estagio_trailingREPROVADO.txt b/automacao_backtests/IFR_RSI/Reprovados/robo_ifr_v15_saida_estagio_trailingREPROVADO.txt new file mode 100644 index 0000000..25ab6ef --- /dev/null +++ b/automacao_backtests/IFR_RSI/Reprovados/robo_ifr_v15_saida_estagio_trailingREPROVADO.txt @@ -0,0 +1,66 @@ +{ + Estrategia: robo_ifr_v15_saida_estagio_trailing + Autor: Wesley + Descricao: Entrada por retorno de IFR e saída em dois estágios simulados. + Primeiro estágio em IFR 50; depois trailing simples por mínima/máxima anterior. +} + +input + PeriodoIFR(9); + IFRExtremoCompra(30); + IFREtornoCompra(35); + IFRExtremoVenda(70); + IFREtornoVenda(65); + UsarSaidaTempo(true); + MaxBarrasPosicao(18); + +var + iBarrasEmPosicao, iEstagioSaida : integer; + fIFR : float; + +begin + fIFR := IFR(PeriodoIFR); + + if (not IsBought) and (not IsSold) then + begin + iEstagioSaida := 0; + + if (fIFR[1] <= IFRExtremoCompra) and (fIFR >= IFREtornoCompra) then + begin + BuyAtMarket; + end + else if (fIFR[1] >= IFRExtremoVenda) and (fIFR <= IFREtornoVenda) then + begin + SellShortAtMarket; + end; + end; + + if IsBought or IsSold then + iBarrasEmPosicao := iBarrasEmPosicao + 1 + else + iBarrasEmPosicao := 0; + + if IsBought then + begin + if (iEstagioSaida = 0) and (fIFR >= 50) then + iEstagioSaida := 1; + + if (iEstagioSaida = 1) and (Close < Low[1]) then + ClosePosition; + + if UsarSaidaTempo and (iBarrasEmPosicao >= MaxBarrasPosicao) then + ClosePosition; + end; + + if IsSold then + begin + if (iEstagioSaida = 0) and (fIFR <= 50) then + iEstagioSaida := 1; + + if (iEstagioSaida = 1) and (Close > High[1]) then + ClosePosition; + + if UsarSaidaTempo and (iBarrasEmPosicao >= MaxBarrasPosicao) then + ClosePosition; + end; +end; \ No newline at end of file diff --git a/automacao_backtests/IFR_RSI/Reprovados/robo_ifr_v16_slope_cooldownREPROVADO.txt b/automacao_backtests/IFR_RSI/Reprovados/robo_ifr_v16_slope_cooldownREPROVADO.txt new file mode 100644 index 0000000..293d5e4 --- /dev/null +++ b/automacao_backtests/IFR_RSI/Reprovados/robo_ifr_v16_slope_cooldownREPROVADO.txt @@ -0,0 +1,62 @@ +{ + Estrategia: robo_ifr_v16_slope_cooldown + Autor: Wesley + Descricao: IFR com filtro de inclinacao (slope) e cooldown pos-stop/saida. + Objetivo: reduzir entradas em ruido e evitar overtrade sequencial. +} + +input + PeriodoIFR(9); + IFRExtremoCompra(30); + IFREtornoCompra(36); + IFRExtremoVenda(70); + IFREtornoVenda(64); + SlopeMinimo(1.5); + CooldownBarras(3); + UsarSaidaIFR50(true); + UsarSaidaTempo(true); + MaxBarrasPosicao(12); + +var + iBarrasEmPosicao, iCooldown : integer; + fIFR, fSlope : float; + bPodeEntrar : boolean; + +begin + fIFR := IFR(PeriodoIFR); + fSlope := fIFR - fIFR[1]; + + if iCooldown > 0 then + iCooldown := iCooldown - 1; + + bPodeEntrar := (iCooldown = 0); + + if (not IsBought) and (not IsSold) and bPodeEntrar then + begin + if (fIFR[1] <= IFRExtremoCompra) and (fIFR >= IFREtornoCompra) and (fSlope >= SlopeMinimo) then + begin + BuyAtMarket; + end + else if (fIFR[1] >= IFRExtremoVenda) and (fIFR <= IFREtornoVenda) and (fSlope <= -SlopeMinimo) then + begin + SellShortAtMarket; + end; + end; + + if IsBought or IsSold then + iBarrasEmPosicao := iBarrasEmPosicao + 1 + else + iBarrasEmPosicao := 0; + + if IsBought and ((UsarSaidaIFR50 and (fIFR >= 50)) or (UsarSaidaTempo and (iBarrasEmPosicao >= MaxBarrasPosicao))) then + begin + ClosePosition; + iCooldown := CooldownBarras; + end; + + if IsSold and ((UsarSaidaIFR50 and (fIFR <= 50)) or (UsarSaidaTempo and (iBarrasEmPosicao >= MaxBarrasPosicao))) then + begin + ClosePosition; + iCooldown := CooldownBarras; + end; +end; \ No newline at end of file diff --git a/automacao_backtests/IFR_RSI/Reprovados/robo_ifr_v17_failure_swingREPROVADO.txt b/automacao_backtests/IFR_RSI/Reprovados/robo_ifr_v17_failure_swingREPROVADO.txt new file mode 100644 index 0000000..08e6e1a --- /dev/null +++ b/automacao_backtests/IFR_RSI/Reprovados/robo_ifr_v17_failure_swingREPROVADO.txt @@ -0,0 +1,49 @@ +{ + Estrategia: robo_ifr_v17_failure_swing + Autor: Wesley + Descricao: Entrada por padrao Failure Swing no IFR com confirmacao de preco. + Objetivo: capturar reversao com pivoteamento do proprio IFR. +} + +input + PeriodoIFR(9); + NivelSobrevendido(30); + NivelSobrecomprado(70); + UsarSaidaIFR50(true); + UsarSaidaTempo(true); + MaxBarrasPosicao(14); + +var + iBarrasEmPosicao : integer; + fIFR : float; + bFailureSwingCompra, bFailureSwingVenda : boolean; + +begin + fIFR := IFR(PeriodoIFR); + + bFailureSwingCompra := (fIFR[3] < NivelSobrevendido) and (fIFR[2] > fIFR[3]) and (fIFR[1] > fIFR[2]) and (Close > High[1]); + bFailureSwingVenda := (fIFR[3] > NivelSobrecomprado) and (fIFR[2] < fIFR[3]) and (fIFR[1] < fIFR[2]) and (Close < Low[1]); + + if (not IsBought) and (not IsSold) then + begin + if bFailureSwingCompra then + begin + BuyAtMarket; + end + else if bFailureSwingVenda then + begin + SellShortAtMarket; + end; + end; + + if IsBought or IsSold then + iBarrasEmPosicao := iBarrasEmPosicao + 1 + else + iBarrasEmPosicao := 0; + + if IsBought and ((UsarSaidaIFR50 and (fIFR >= 50)) or (UsarSaidaTempo and (iBarrasEmPosicao >= MaxBarrasPosicao))) then + ClosePosition; + + if IsSold and ((UsarSaidaIFR50 and (fIFR <= 50)) or (UsarSaidaTempo and (iBarrasEmPosicao >= MaxBarrasPosicao))) then + ClosePosition; +end; \ No newline at end of file diff --git a/automacao_backtests/IFR_RSI/Reprovados/robo_ifr_v19_ifr_vwap_contextoREPROVADO.txt b/automacao_backtests/IFR_RSI/Reprovados/robo_ifr_v19_ifr_vwap_contextoREPROVADO.txt new file mode 100644 index 0000000..d1b3981 --- /dev/null +++ b/automacao_backtests/IFR_RSI/Reprovados/robo_ifr_v19_ifr_vwap_contextoREPROVADO.txt @@ -0,0 +1,53 @@ +{ + Estrategia: robo_ifr_v19_ifr_vwap_contexto + Autor: Wesley + Descricao: IFR com filtro de contexto por VWAP aproximada (preco ponderado por volume). + Compra apenas acima da VWAP e venda apenas abaixo da VWAP. +} + +input + PeriodoIFR(9); + IFRExtremoCompra(30); + IFREtornoCompra(35); + IFRExtremoVenda(70); + IFREtornoVenda(65); + PeriodoVWAP(20); + UsarSaidaIFR50(true); + UsarSaidaTempo(true); + MaxBarrasPosicao(14); + +var + iBarrasEmPosicao : integer; + fIFR, fVWAPAprox : float; + bContextoCompra, bContextoVenda : boolean; + +begin + fIFR := IFR(PeriodoIFR); + fVWAPAprox := Media(PeriodoVWAP, Close * Volume) / Media(PeriodoVWAP, Volume); + + bContextoCompra := (Close > fVWAPAprox); + bContextoVenda := (Close < fVWAPAprox); + + if (not IsBought) and (not IsSold) then + begin + if bContextoCompra and (fIFR[1] <= IFRExtremoCompra) and (fIFR >= IFREtornoCompra) then + begin + BuyAtMarket; + end + else if bContextoVenda and (fIFR[1] >= IFRExtremoVenda) and (fIFR <= IFREtornoVenda) then + begin + SellShortAtMarket; + end; + end; + + if IsBought or IsSold then + iBarrasEmPosicao := iBarrasEmPosicao + 1 + else + iBarrasEmPosicao := 0; + + if IsBought and ((UsarSaidaIFR50 and (fIFR >= 50)) or (UsarSaidaTempo and (iBarrasEmPosicao >= MaxBarrasPosicao))) then + ClosePosition; + + if IsSold and ((UsarSaidaIFR50 and (fIFR <= 50)) or (UsarSaidaTempo and (iBarrasEmPosicao >= MaxBarrasPosicao))) then + ClosePosition; +end; \ No newline at end of file diff --git a/automacao_backtests/IFR_RSI/Reprovados/robo_ifr_v21_ifr_atr_faixaREPROVADO.txt b/automacao_backtests/IFR_RSI/Reprovados/robo_ifr_v21_ifr_atr_faixaREPROVADO.txt new file mode 100644 index 0000000..fd2d011 --- /dev/null +++ b/automacao_backtests/IFR_RSI/Reprovados/robo_ifr_v21_ifr_atr_faixaREPROVADO.txt @@ -0,0 +1,54 @@ +{ + Estrategia: robo_ifr_v21_ifr_atr_faixa + Autor: Wesley + Descricao: IFR com filtro de faixa de volatilidade baseado em range medio (proxy de ATR). + Opera apenas quando a volatilidade esta em faixa operavel. +} + +input + PeriodoIFR(9); + IFRExtremoCompra(30); + IFREtornoCompra(35); + IFRExtremoVenda(70); + IFREtornoVenda(65); + PeriodoVolatilidade(14); + FaixaMinRange(35.0); + FaixaMaxRange(220.0); + UsarSaidaIFR50(true); + UsarSaidaTempo(true); + MaxBarrasPosicao(14); + +var + iBarrasEmPosicao : integer; + fIFR, fRangeMedio : float; + bVolatilidadeOperavel : boolean; + +begin + fIFR := IFR(PeriodoIFR); + fRangeMedio := Media(PeriodoVolatilidade, High - Low); + + bVolatilidadeOperavel := (fRangeMedio >= FaixaMinRange) and (fRangeMedio <= FaixaMaxRange); + + if (not IsBought) and (not IsSold) and bVolatilidadeOperavel then + begin + if (fIFR[1] <= IFRExtremoCompra) and (fIFR >= IFREtornoCompra) then + begin + BuyAtMarket; + end + else if (fIFR[1] >= IFRExtremoVenda) and (fIFR <= IFREtornoVenda) then + begin + SellShortAtMarket; + end; + end; + + if IsBought or IsSold then + iBarrasEmPosicao := iBarrasEmPosicao + 1 + else + iBarrasEmPosicao := 0; + + if IsBought and ((UsarSaidaIFR50 and (fIFR >= 50)) or (UsarSaidaTempo and (iBarrasEmPosicao >= MaxBarrasPosicao))) then + ClosePosition; + + if IsSold and ((UsarSaidaIFR50 and (fIFR <= 50)) or (UsarSaidaTempo and (iBarrasEmPosicao >= MaxBarrasPosicao))) then + ClosePosition; +end; \ No newline at end of file diff --git a/automacao_backtests/IFR_RSI/Reprovados/robo_ifr_v22_tendencia_forteREPROVADO.txt b/automacao_backtests/IFR_RSI/Reprovados/robo_ifr_v22_tendencia_forteREPROVADO.txt new file mode 100644 index 0000000..8e2d5bb --- /dev/null +++ b/automacao_backtests/IFR_RSI/Reprovados/robo_ifr_v22_tendencia_forteREPROVADO.txt @@ -0,0 +1,59 @@ +{ + Estrategia: robo_ifr_v22_tendencia_forte + Autor: Wesley + Descricao: IFR operando apenas com tendencia forte de medias. + Busca reduzir sinais em lateralizacao e priorizar continuidade. +} + +input + PeriodoIFR(9); + IFRExtremoCompra(30); + IFREtornoCompra(36); + IFRExtremoVenda(70); + IFREtornoVenda(64); + PeriodoMMECurta(9); + PeriodoMMELonga(21); + SlopeMMELongaMin(2.0); + UsarSaidaIFR50(true); + UsarSaidaTempo(true); + MaxBarrasPosicao(12); + +var + iBarrasEmPosicao : integer; + fIFR, fMME9, fMME9Ant, fMME21, fMME21Ant, fSlopeMME21 : float; + bTendenciaForteCompra, bTendenciaForteVenda : boolean; + +begin + fIFR := IFR(PeriodoIFR); + fMME9 := MediaExp(PeriodoMMECurta, Close); + fMME9Ant := MediaExp(PeriodoMMECurta, Close)[1]; + fMME21 := MediaExp(PeriodoMMELonga, Close); + fMME21Ant := MediaExp(PeriodoMMELonga, Close)[1]; + fSlopeMME21 := fMME21 - fMME21Ant; + + bTendenciaForteCompra := (Close > fMME9) and (fMME9 > fMME21) and (fMME9 > fMME9Ant) and (fSlopeMME21 >= SlopeMMELongaMin); + bTendenciaForteVenda := (Close < fMME9) and (fMME9 < fMME21) and (fMME9 < fMME9Ant) and (fSlopeMME21 <= -SlopeMMELongaMin); + + if (not IsBought) and (not IsSold) then + begin + if bTendenciaForteCompra and (fIFR[1] <= IFRExtremoCompra) and (fIFR >= IFREtornoCompra) then + begin + BuyAtMarket; + end + else if bTendenciaForteVenda and (fIFR[1] >= IFRExtremoVenda) and (fIFR <= IFREtornoVenda) then + begin + SellShortAtMarket; + end; + end; + + if IsBought or IsSold then + iBarrasEmPosicao := iBarrasEmPosicao + 1 + else + iBarrasEmPosicao := 0; + + if IsBought and ((UsarSaidaIFR50 and (fIFR >= 50)) or (UsarSaidaTempo and (iBarrasEmPosicao >= MaxBarrasPosicao))) then + ClosePosition; + + if IsSold and ((UsarSaidaIFR50 and (fIFR <= 50)) or (UsarSaidaTempo and (iBarrasEmPosicao >= MaxBarrasPosicao))) then + ClosePosition; +end; \ No newline at end of file diff --git a/automacao_backtests/IFR_RSI/Reprovados/robo_ifr_v26_janela_pivoREPROVADO.txt b/automacao_backtests/IFR_RSI/Reprovados/robo_ifr_v26_janela_pivoREPROVADO.txt new file mode 100644 index 0000000..403b4bf --- /dev/null +++ b/automacao_backtests/IFR_RSI/Reprovados/robo_ifr_v26_janela_pivoREPROVADO.txt @@ -0,0 +1,57 @@ +{ + Estrategia: robo_ifr_v26_janela_pivo + Autor: Wesley + Descricao: IFR com janela horaria seletiva e confirmacao por rompimento de pivo curto. + Objetivo: reduzir ruido fora da janela de melhor desempenho. +} + +input + PeriodoIFR(9); + IFRExtremoCompra(30); + IFREtornoCompra(35); + IFRExtremoVenda(70); + IFREtornoVenda(65); + HoraInicio(915); + HoraFim(1130); + LookbackPivo(3); + UsarSaidaIFR50(true); + UsarSaidaTempo(true); + MaxBarrasPosicao(12); + +var + iBarrasEmPosicao : integer; + fIFR, fPivoAlta, fPivoBaixa : float; + bJanelaAtiva, bConfirmacaoCompra, bConfirmacaoVenda : boolean; + +begin + fIFR := IFR(PeriodoIFR); + fPivoAlta := Highest(High, LookbackPivo)[1]; + fPivoBaixa := Lowest(Low, LookbackPivo)[1]; + + bJanelaAtiva := (Time >= HoraInicio) and (Time <= HoraFim); + bConfirmacaoCompra := (Close > fPivoAlta); + bConfirmacaoVenda := (Close < fPivoBaixa); + + if (not IsBought) and (not IsSold) and bJanelaAtiva then + begin + if (fIFR[1] <= IFRExtremoCompra) and (fIFR >= IFREtornoCompra) and bConfirmacaoCompra then + begin + BuyAtMarket; + end + else if (fIFR[1] >= IFRExtremoVenda) and (fIFR <= IFREtornoVenda) and bConfirmacaoVenda then + begin + SellShortAtMarket; + end; + end; + + if IsBought or IsSold then + iBarrasEmPosicao := iBarrasEmPosicao + 1 + else + iBarrasEmPosicao := 0; + + if IsBought and ((UsarSaidaIFR50 and (fIFR >= 50)) or (UsarSaidaTempo and (iBarrasEmPosicao >= MaxBarrasPosicao))) then + ClosePosition; + + if IsSold and ((UsarSaidaIFR50 and (fIFR <= 50)) or (UsarSaidaTempo and (iBarrasEmPosicao >= MaxBarrasPosicao))) then + ClosePosition; +end; \ No newline at end of file diff --git a/automacao_backtests/IFR_RSI/Reprovados/robo_ifr_v29_ifr_direcao_aberturaREPROVADO.txt b/automacao_backtests/IFR_RSI/Reprovados/robo_ifr_v29_ifr_direcao_aberturaREPROVADO.txt new file mode 100644 index 0000000..ab2b078 --- /dev/null +++ b/automacao_backtests/IFR_RSI/Reprovados/robo_ifr_v29_ifr_direcao_aberturaREPROVADO.txt @@ -0,0 +1,58 @@ +{ + Estrategia: robo_ifr_v29_ifr_direcao_abertura + Autor: Wesley + Descricao: IFR com filtro de direcao pela abertura do dia. + Opera apenas a favor da direcao definida no inicio da sessao. +} + +input + PeriodoIFR(9); + IFRExtremoCompra(30); + IFREtornoCompra(35); + IFRExtremoVenda(70); + IFREtornoVenda(65); + HoraReferencia(930); + UsarSaidaIFR50(true); + UsarSaidaTempo(true); + MaxBarrasPosicao(13); + +var + iBarrasEmPosicao : integer; + fIFR, fPrecoAberturaDia : float; + bDirecaoCompra, bDirecaoVenda : boolean; + +begin + fIFR := IFR(PeriodoIFR); + + if Date <> Date[1] then + fPrecoAberturaDia := Open; + + if Time = HoraReferencia then + fPrecoAberturaDia := Close; + + bDirecaoCompra := (Close > fPrecoAberturaDia); + bDirecaoVenda := (Close < fPrecoAberturaDia); + + if (not IsBought) and (not IsSold) then + begin + if bDirecaoCompra and (fIFR[1] <= IFRExtremoCompra) and (fIFR >= IFREtornoCompra) then + begin + BuyAtMarket; + end + else if bDirecaoVenda and (fIFR[1] >= IFRExtremoVenda) and (fIFR <= IFREtornoVenda) then + begin + SellShortAtMarket; + end; + end; + + if IsBought or IsSold then + iBarrasEmPosicao := iBarrasEmPosicao + 1 + else + iBarrasEmPosicao := 0; + + if IsBought and ((UsarSaidaIFR50 and (fIFR >= 50)) or (UsarSaidaTempo and (iBarrasEmPosicao >= MaxBarrasPosicao))) then + ClosePosition; + + if IsSold and ((UsarSaidaIFR50 and (fIFR <= 50)) or (UsarSaidaTempo and (iBarrasEmPosicao >= MaxBarrasPosicao))) then + ClosePosition; +end; \ No newline at end of file diff --git a/automacao_backtests/IFR_RSI/Reprovados/robo_ifr_v2_retorno_zonaREPROVADO.txt b/automacao_backtests/IFR_RSI/Reprovados/robo_ifr_v2_retorno_zonaREPROVADO.txt new file mode 100644 index 0000000..af0e0f0 --- /dev/null +++ b/automacao_backtests/IFR_RSI/Reprovados/robo_ifr_v2_retorno_zonaREPROVADO.txt @@ -0,0 +1,54 @@ +{ + Estrategia: robo_ifr_v2_retorno_zona + Autor: Wesley + Descricao: Entrada quando IFR retorna da zona extrema (reentrada de timing). + Exige candle de rejeicao + volume e cruzamento de volta do IFR. +} + +input + PeriodoIFR(9); + IFRExtremoCompra(30); + IFRExtremoVenda(70); + PeriodoMediaVolume(20); + FatorVolume(1.1); + UsarFiltroVolume(true); + MultiplicadorPavio(1.5); + MaxPavioOpostoCorpo(1.2); + +var + fIFR, vMediaVol : float; + Range, TamCorpo, TamPavioSup, TamPavioInf : float; + bVolumeAlto, bMartelo, bEstrela : boolean; + +begin + fIFR := IFR(PeriodoIFR); + vMediaVol := Media(PeriodoMediaVolume, Volume); + bVolumeAlto := (not UsarFiltroVolume) or (Volume >= (vMediaVol * FatorVolume)); + + Range := High - Low; + TamCorpo := Abs(Open - Close); + TamPavioSup := High - Max(Open, Close); + TamPavioInf := Min(Open, Close) - Low; + + bMartelo := (Range > 0) + and (TamPavioInf >= (TamCorpo * MultiplicadorPavio)) + and (TamPavioSup <= (TamCorpo * MaxPavioOpostoCorpo)); + + bEstrela := (Range > 0) + and (TamPavioSup >= (TamCorpo * MultiplicadorPavio)) + and (TamPavioInf <= (TamCorpo * MaxPavioOpostoCorpo)); + + if (not IsBought) and (not IsSold) then + begin + if bVolumeAlto and bMartelo and (fIFR[1] < IFRExtremoCompra) and (fIFR >= IFRExtremoCompra) then + BuyAtMarket + else if bVolumeAlto and bEstrela and (fIFR[1] > IFRExtremoVenda) and (fIFR <= IFRExtremoVenda) then + SellShortAtMarket; + end; + + if IsBought and (fIFR >= 50) then + ClosePosition; + + if IsSold and (fIFR <= 50) then + ClosePosition; +end; diff --git a/automacao_backtests/IFR_RSI/Reprovados/robo_ifr_v30_ifr_circuit_breaker_diarioREPROVADO.txt b/automacao_backtests/IFR_RSI/Reprovados/robo_ifr_v30_ifr_circuit_breaker_diarioREPROVADO.txt new file mode 100644 index 0000000..6ff70d5 --- /dev/null +++ b/automacao_backtests/IFR_RSI/Reprovados/robo_ifr_v30_ifr_circuit_breaker_diarioREPROVADO.txt @@ -0,0 +1,70 @@ +{ + Estrategia: robo_ifr_v30_ifr_circuit_breaker_diario + Autor: Wesley + Descricao: IFR com circuit breaker diario por limite de operacoes negativas proxy. + Bloqueia novas entradas apos limite de saidas por tempo no dia. +} + +input + PeriodoIFR(9); + IFRExtremoCompra(30); + IFREtornoCompra(35); + IFRExtremoVenda(70); + IFREtornoVenda(65); + MaxSaidasTempoDia(2); + MaxTradesDia(8); + UsarSaidaIFR50(true); + UsarSaidaTempo(true); + MaxBarrasPosicao(10); + +var + iBarrasEmPosicao, iTradesDia, iSaidasTempoDia : integer; + fIFR : float; + bBloqueadoDia, bSaiuPorTempo : boolean; + +begin + fIFR := IFR(PeriodoIFR); + + if Date <> Date[1] then + begin + iTradesDia := 0; + iSaidasTempoDia := 0; + end; + + bBloqueadoDia := (iSaidasTempoDia >= MaxSaidasTempoDia) or (iTradesDia >= MaxTradesDia); + + if (not IsBought) and (not IsSold) and (not bBloqueadoDia) then + begin + if (fIFR[1] <= IFRExtremoCompra) and (fIFR >= IFREtornoCompra) then + begin + BuyAtMarket; + iTradesDia := iTradesDia + 1; + end + else if (fIFR[1] >= IFRExtremoVenda) and (fIFR <= IFREtornoVenda) then + begin + SellShortAtMarket; + iTradesDia := iTradesDia + 1; + end; + end; + + if IsBought or IsSold then + iBarrasEmPosicao := iBarrasEmPosicao + 1 + else + iBarrasEmPosicao := 0; + + bSaiuPorTempo := UsarSaidaTempo and (iBarrasEmPosicao >= MaxBarrasPosicao); + + if IsBought and ((UsarSaidaIFR50 and (fIFR >= 50)) or bSaiuPorTempo) then + begin + ClosePosition; + if bSaiuPorTempo then + iSaidasTempoDia := iSaidasTempoDia + 1; + end; + + if IsSold and ((UsarSaidaIFR50 and (fIFR <= 50)) or bSaiuPorTempo) then + begin + ClosePosition; + if bSaiuPorTempo then + iSaidasTempoDia := iSaidasTempoDia + 1; + end; +end; \ No newline at end of file diff --git a/automacao_backtests/IFR_RSI/Reprovados/robo_ifr_v32_retorno_pivo3REPROVADO.txt b/automacao_backtests/IFR_RSI/Reprovados/robo_ifr_v32_retorno_pivo3REPROVADO.txt new file mode 100644 index 0000000..4237ef2 --- /dev/null +++ b/automacao_backtests/IFR_RSI/Reprovados/robo_ifr_v32_retorno_pivo3REPROVADO.txt @@ -0,0 +1,50 @@ +{ + Estrategia: robo_ifr_v32_retorno_pivo3 + Autor: Wesley + Descricao: Retorno de IFR com confirmacao por rompimento de pivo de 3 barras. + Busca reduzir falso retorno sem continuidade. +} + +input + PeriodoIFR(9); + IFRExtremoCompra(30); + IFREtornoCompra(35); + IFRExtremoVenda(70); + IFREtornoVenda(65); + LookbackPivo(3); + UsarSaidaIFR50(true); + UsarSaidaTempo(true); + MaxBarrasPosicao(13); + +var + iBarrasEmPosicao : integer; + fIFR, fPivoAlta, fPivoBaixa : float; + bConfCompra, bConfVenda : boolean; + +begin + fIFR := IFR(PeriodoIFR); + fPivoAlta := Highest(High, LookbackPivo)[1]; + fPivoBaixa := Lowest(Low, LookbackPivo)[1]; + + bConfCompra := (Close > fPivoAlta); + bConfVenda := (Close < fPivoBaixa); + + if (not IsBought) and (not IsSold) then + begin + if (fIFR[1] <= IFRExtremoCompra) and (fIFR >= IFREtornoCompra) and bConfCompra then + BuyAtMarket + else if (fIFR[1] >= IFRExtremoVenda) and (fIFR <= IFREtornoVenda) and bConfVenda then + SellShortAtMarket; + end; + + if IsBought or IsSold then + iBarrasEmPosicao := iBarrasEmPosicao + 1 + else + iBarrasEmPosicao := 0; + + if IsBought and ((UsarSaidaIFR50 and (fIFR >= 50)) or (UsarSaidaTempo and (iBarrasEmPosicao >= MaxBarrasPosicao))) then + ClosePosition; + + if IsSold and ((UsarSaidaIFR50 and (fIFR <= 50)) or (UsarSaidaTempo and (iBarrasEmPosicao >= MaxBarrasPosicao))) then + ClosePosition; +end; \ No newline at end of file diff --git a/automacao_backtests/IFR_RSI/Reprovados/robo_ifr_v34_no_trade_zoneREPROVADO.txt b/automacao_backtests/IFR_RSI/Reprovados/robo_ifr_v34_no_trade_zoneREPROVADO.txt new file mode 100644 index 0000000..d7d079a --- /dev/null +++ b/automacao_backtests/IFR_RSI/Reprovados/robo_ifr_v34_no_trade_zoneREPROVADO.txt @@ -0,0 +1,47 @@ +{ + Estrategia: robo_ifr_v34_no_trade_zone + Autor: Wesley + Descricao: Reversao IFR com bloqueio de zona neutra 45-55. + Evita entradas em regiao de indefinicao do indicador. +} + +input + PeriodoIFR(9); + IFRExtremoCompra(30); + IFREtornoCompra(36); + IFRExtremoVenda(70); + IFREtornoVenda(64); + ZonaNeutraMin(45); + ZonaNeutraMax(55); + UsarSaidaIFR50(true); + UsarSaidaTempo(true); + MaxBarrasPosicao(12); + +var + iBarrasEmPosicao : integer; + fIFR : float; + bForaZonaNeutra : boolean; + +begin + fIFR := IFR(PeriodoIFR); + bForaZonaNeutra := (fIFR < ZonaNeutraMin) or (fIFR > ZonaNeutraMax); + + if (not IsBought) and (not IsSold) and bForaZonaNeutra then + begin + if (fIFR[1] <= IFRExtremoCompra) and (fIFR >= IFREtornoCompra) then + BuyAtMarket + else if (fIFR[1] >= IFRExtremoVenda) and (fIFR <= IFREtornoVenda) then + SellShortAtMarket; + end; + + if IsBought or IsSold then + iBarrasEmPosicao := iBarrasEmPosicao + 1 + else + iBarrasEmPosicao := 0; + + if IsBought and ((UsarSaidaIFR50 and (fIFR >= 50)) or (UsarSaidaTempo and (iBarrasEmPosicao >= MaxBarrasPosicao))) then + ClosePosition; + + if IsSold and ((UsarSaidaIFR50 and (fIFR <= 50)) or (UsarSaidaTempo and (iBarrasEmPosicao >= MaxBarrasPosicao))) then + ClosePosition; +end; \ No newline at end of file diff --git a/automacao_backtests/IFR_RSI/Reprovados/robo_ifr_v35_cooldown_diarioREPROVADO.txt b/automacao_backtests/IFR_RSI/Reprovados/robo_ifr_v35_cooldown_diarioREPROVADO.txt new file mode 100644 index 0000000..7939f56 --- /dev/null +++ b/automacao_backtests/IFR_RSI/Reprovados/robo_ifr_v35_cooldown_diarioREPROVADO.txt @@ -0,0 +1,63 @@ +{ + Estrategia: robo_ifr_v35_cooldown_diario + Autor: Wesley + Descricao: Reversao IFR com cooldown diario apos saida por tempo. + Reduz sequencia de entradas em dias de baixa qualidade. +} + +input + PeriodoIFR(9); + IFRExtremoCompra(30); + IFREtornoCompra(35); + IFRExtremoVenda(70); + IFREtornoVenda(65); + CooldownBarras(5); + UsarSaidaIFR50(true); + UsarSaidaTempo(true); + MaxBarrasPosicao(10); + +var + iBarrasEmPosicao, iCooldown : integer; + fIFR : float; + bSaiuPorTempo, bPodeEntrar : boolean; + +begin + fIFR := IFR(PeriodoIFR); + + if Date <> Date[1] then + iCooldown := 0; + + if iCooldown > 0 then + iCooldown := iCooldown - 1; + + bPodeEntrar := (iCooldown = 0); + + if (not IsBought) and (not IsSold) and bPodeEntrar then + begin + if (fIFR[1] <= IFRExtremoCompra) and (fIFR >= IFREtornoCompra) then + BuyAtMarket + else if (fIFR[1] >= IFRExtremoVenda) and (fIFR <= IFREtornoVenda) then + SellShortAtMarket; + end; + + if IsBought or IsSold then + iBarrasEmPosicao := iBarrasEmPosicao + 1 + else + iBarrasEmPosicao := 0; + + bSaiuPorTempo := UsarSaidaTempo and (iBarrasEmPosicao >= MaxBarrasPosicao); + + if IsBought and ((UsarSaidaIFR50 and (fIFR >= 50)) or bSaiuPorTempo) then + begin + ClosePosition; + if bSaiuPorTempo then + iCooldown := CooldownBarras; + end; + + if IsSold and ((UsarSaidaIFR50 and (fIFR <= 50)) or bSaiuPorTempo) then + begin + ClosePosition; + if bSaiuPorTempo then + iCooldown := CooldownBarras; + end; +end; \ No newline at end of file diff --git a/automacao_backtests/IFR_RSI/Reprovados/robo_ifr_v37_adx_faixa_operavelREPROVADO.txt b/automacao_backtests/IFR_RSI/Reprovados/robo_ifr_v37_adx_faixa_operavelREPROVADO.txt new file mode 100644 index 0000000..f4420ad --- /dev/null +++ b/automacao_backtests/IFR_RSI/Reprovados/robo_ifr_v37_adx_faixa_operavelREPROVADO.txt @@ -0,0 +1,53 @@ +{ + Estrategia: robo_ifr_v37_adx_faixa_operavel + Autor: Wesley + Descricao: IFR operando apenas quando ADX estiver dentro de faixa operavel. + Evita tendencia fraca e tambem extremo de ruido. +} + +input + PeriodoIFR(9); + IFRExtremoCompra(30); + IFREtornoCompra(35); + IFRExtremoVenda(70); + IFREtornoVenda(65); + PeriodoADX(14); + ADXMin(18); + ADXMax(35); + UsarSaidaIFR50(true); + UsarSaidaTempo(true); + MaxBarrasPosicao(14); + +var + iBarrasEmPosicao : integer; + fIFR, fADX : float; + bRegimeValido : boolean; + +begin + fIFR := IFR(PeriodoIFR); + fADX := ADX(PeriodoADX, PeriodoADX); + bRegimeValido := (fADX >= ADXMin) and (fADX <= ADXMax); + + if (not IsBought) and (not IsSold) and bRegimeValido then + begin + if (fIFR[1] <= IFRExtremoCompra) and (fIFR >= IFREtornoCompra) then + begin + BuyAtMarket; + end + else if (fIFR[1] >= IFRExtremoVenda) and (fIFR <= IFREtornoVenda) then + begin + SellShortAtMarket; + end; + end; + + if IsBought or IsSold then + iBarrasEmPosicao := iBarrasEmPosicao + 1 + else + iBarrasEmPosicao := 0; + + if IsBought and ((UsarSaidaIFR50 and (fIFR >= 50)) or (UsarSaidaTempo and (iBarrasEmPosicao >= MaxBarrasPosicao))) then + ClosePosition; + + if IsSold and ((UsarSaidaIFR50 and (fIFR <= 50)) or (UsarSaidaTempo and (iBarrasEmPosicao >= MaxBarrasPosicao))) then + ClosePosition; +end; \ No newline at end of file diff --git a/automacao_backtests/IFR_RSI/Reprovados/robo_ifr_v38_vwap_distancia_maxREPROVADO.txt b/automacao_backtests/IFR_RSI/Reprovados/robo_ifr_v38_vwap_distancia_maxREPROVADO.txt new file mode 100644 index 0000000..4565d82 --- /dev/null +++ b/automacao_backtests/IFR_RSI/Reprovados/robo_ifr_v38_vwap_distancia_maxREPROVADO.txt @@ -0,0 +1,53 @@ +{ + Estrategia: robo_ifr_v38_vwap_distancia_max + Autor: Wesley + Descricao: IFR com filtro por distancia maxima da VWAP aproximada. + Evita entrar com preco muito esticado do equilibrio. +} + +input + PeriodoIFR(9); + IFRExtremoCompra(30); + IFREtornoCompra(35); + IFRExtremoVenda(70); + IFREtornoVenda(65); + PeriodoVWAP(20); + DistanciaMaxPontos(180.0); + UsarSaidaIFR50(true); + UsarSaidaTempo(true); + MaxBarrasPosicao(13); + +var + iBarrasEmPosicao : integer; + fIFR, fVWAPAprox, fDistancia : float; + bDistanciaValida : boolean; + +begin + fIFR := IFR(PeriodoIFR); + fVWAPAprox := Media(PeriodoVWAP, Close * Volume) / Media(PeriodoVWAP, Volume); + fDistancia := Abs(Close - fVWAPAprox); + bDistanciaValida := (fDistancia <= DistanciaMaxPontos); + + if (not IsBought) and (not IsSold) and bDistanciaValida then + begin + if (fIFR[1] <= IFRExtremoCompra) and (fIFR >= IFREtornoCompra) then + begin + BuyAtMarket; + end + else if (fIFR[1] >= IFRExtremoVenda) and (fIFR <= IFREtornoVenda) then + begin + SellShortAtMarket; + end; + end; + + if IsBought or IsSold then + iBarrasEmPosicao := iBarrasEmPosicao + 1 + else + iBarrasEmPosicao := 0; + + if IsBought and ((UsarSaidaIFR50 and (fIFR >= 50)) or (UsarSaidaTempo and (iBarrasEmPosicao >= MaxBarrasPosicao))) then + ClosePosition; + + if IsSold and ((UsarSaidaIFR50 and (fIFR <= 50)) or (UsarSaidaTempo and (iBarrasEmPosicao >= MaxBarrasPosicao))) then + ClosePosition; +end; \ No newline at end of file diff --git a/automacao_backtests/IFR_RSI/Reprovados/robo_ifr_v39_orb_ifrREPROVADO.txt b/automacao_backtests/IFR_RSI/Reprovados/robo_ifr_v39_orb_ifrREPROVADO.txt new file mode 100644 index 0000000..9c699c8 --- /dev/null +++ b/automacao_backtests/IFR_RSI/Reprovados/robo_ifr_v39_orb_ifrREPROVADO.txt @@ -0,0 +1,66 @@ +{ + Estrategia: robo_ifr_v39_orb_ifr + Autor: Wesley + Descricao: IFR com confirmacao por rompimento de Opening Range (ORB). + Opera retorno de IFR apenas com quebra da faixa inicial do dia. +} + +input + PeriodoIFR(9); + IFRExtremoCompra(30); + IFREtornoCompra(35); + IFRExtremoVenda(70); + IFREtornoVenda(65); + HoraFimORB(930); + UsarSaidaIFR50(true); + UsarSaidaTempo(true); + MaxBarrasPosicao(12); + +var + iBarrasEmPosicao : integer; + fIFR, fORBHigh, fORBLow : float; + bORBCompra, bORBVenda : boolean; + +begin + fIFR := IFR(PeriodoIFR); + + if Date <> Date[1] then + begin + fORBHigh := High; + fORBLow := Low; + end; + + if Time <= HoraFimORB then + begin + if High > fORBHigh then + fORBHigh := High; + if Low < fORBLow then + fORBLow := Low; + end; + + bORBCompra := (Close > fORBHigh); + bORBVenda := (Close < fORBLow); + + if (not IsBought) and (not IsSold) and (Time > HoraFimORB) then + begin + if (fIFR[1] <= IFRExtremoCompra) and (fIFR >= IFREtornoCompra) and bORBCompra then + begin + BuyAtMarket; + end + else if (fIFR[1] >= IFRExtremoVenda) and (fIFR <= IFREtornoVenda) and bORBVenda then + begin + SellShortAtMarket; + end; + end; + + if IsBought or IsSold then + iBarrasEmPosicao := iBarrasEmPosicao + 1 + else + iBarrasEmPosicao := 0; + + if IsBought and ((UsarSaidaIFR50 and (fIFR >= 50)) or (UsarSaidaTempo and (iBarrasEmPosicao >= MaxBarrasPosicao))) then + ClosePosition; + + if IsSold and ((UsarSaidaIFR50 and (fIFR <= 50)) or (UsarSaidaTempo and (iBarrasEmPosicao >= MaxBarrasPosicao))) then + ClosePosition; +end; \ No newline at end of file diff --git a/automacao_backtests/IFR_RSI/Reprovados/robo_ifr_v3_tendencia_pullbackREPROVADO.txt b/automacao_backtests/IFR_RSI/Reprovados/robo_ifr_v3_tendencia_pullbackREPROVADO.txt new file mode 100644 index 0000000..5110b38 --- /dev/null +++ b/automacao_backtests/IFR_RSI/Reprovados/robo_ifr_v3_tendencia_pullbackREPROVADO.txt @@ -0,0 +1,56 @@ +{ + Estrategia: robo_ifr_v3_tendencia_pullback + Autor: Wesley + Descricao: Opera pullback a favor da tendencia com IFR e candle de retomada. + Compra em pullback de alta e venda em pullback de baixa. +} + +input + PeriodoIFR(9); + NivelTendencia(50); + ZonaPullbackCompra(40); + ZonaPullbackVenda(60); + PeriodoMediaVolume(20); + FatorVolume(1.1); + UsarFiltroVolume(false); + MultiplicadorPavio(1.4); + MaxPavioOpostoCorpo(1.3); + +var + fIFR, vMediaVol : float; + Range, TamCorpo, TamPavioSup, TamPavioInf : float; + bVolumeAlto : boolean; + bRetomadaCompra, bRetomadaVenda : boolean; + +begin + fIFR := IFR(PeriodoIFR); + vMediaVol := Media(PeriodoMediaVolume, Volume); + bVolumeAlto := (not UsarFiltroVolume) or (Volume >= (vMediaVol * FatorVolume)); + + Range := High - Low; + TamCorpo := Abs(Open - Close); + TamPavioSup := High - Max(Open, Close); + TamPavioInf := Min(Open, Close) - Low; + + bRetomadaCompra := (Range > 0) + and (TamPavioInf >= (TamCorpo * MultiplicadorPavio)) + and (TamPavioSup <= (TamCorpo * MaxPavioOpostoCorpo)); + + bRetomadaVenda := (Range > 0) + and (TamPavioSup >= (TamCorpo * MultiplicadorPavio)) + and (TamPavioInf <= (TamCorpo * MaxPavioOpostoCorpo)); + + if (not IsBought) and (not IsSold) then + begin + if (fIFR > NivelTendencia) and (fIFR <= ZonaPullbackCompra) and bRetomadaCompra and bVolumeAlto then + BuyAtMarket + else if (fIFR < NivelTendencia) and (fIFR >= ZonaPullbackVenda) and bRetomadaVenda and bVolumeAlto then + SellShortAtMarket; + end; + + if IsBought and ((fIFR >= 60) or bRetomadaVenda) then + ClosePosition; + + if IsSold and ((fIFR <= 40) or bRetomadaCompra) then + ClosePosition; +end; diff --git a/automacao_backtests/IFR_RSI/Reprovados/robo_ifr_v40_stop_estrutura_tempoREPROVADO.txt b/automacao_backtests/IFR_RSI/Reprovados/robo_ifr_v40_stop_estrutura_tempoREPROVADO.txt new file mode 100644 index 0000000..aebc537 --- /dev/null +++ b/automacao_backtests/IFR_RSI/Reprovados/robo_ifr_v40_stop_estrutura_tempoREPROVADO.txt @@ -0,0 +1,48 @@ +{ + Estrategia: robo_ifr_v40_stop_estrutura_tempo + Autor: Wesley + Descricao: IFR com saida por estrutura curta e limite de tempo. + Fecha compra se perder minima anterior e venda se perder maxima anterior. +} + +input + PeriodoIFR(9); + IFRExtremoCompra(30); + IFREtornoCompra(35); + IFRExtremoVenda(70); + IFREtornoVenda(65); + UsarSaidaIFR50(true); + UsarSaidaEstrutura(true); + UsarSaidaTempo(true); + MaxBarrasPosicao(10); + +var + iBarrasEmPosicao : integer; + fIFR : float; + +begin + fIFR := IFR(PeriodoIFR); + + if (not IsBought) and (not IsSold) then + begin + if (fIFR[1] <= IFRExtremoCompra) and (fIFR >= IFREtornoCompra) then + begin + BuyAtMarket; + end + else if (fIFR[1] >= IFRExtremoVenda) and (fIFR <= IFREtornoVenda) then + begin + SellShortAtMarket; + end; + end; + + if IsBought or IsSold then + iBarrasEmPosicao := iBarrasEmPosicao + 1 + else + iBarrasEmPosicao := 0; + + if IsBought and ((UsarSaidaIFR50 and (fIFR >= 50)) or (UsarSaidaEstrutura and (Close < Low[1])) or (UsarSaidaTempo and (iBarrasEmPosicao >= MaxBarrasPosicao))) then + ClosePosition; + + if IsSold and ((UsarSaidaIFR50 and (fIFR <= 50)) or (UsarSaidaEstrutura and (Close > High[1])) or (UsarSaidaTempo and (iBarrasEmPosicao >= MaxBarrasPosicao))) then + ClosePosition; +end; \ No newline at end of file diff --git a/automacao_backtests/IFR_RSI/Reprovados/robo_ifr_v41_percentil_20_80REPROVADO.txt b/automacao_backtests/IFR_RSI/Reprovados/robo_ifr_v41_percentil_20_80REPROVADO.txt new file mode 100644 index 0000000..d38b585 --- /dev/null +++ b/automacao_backtests/IFR_RSI/Reprovados/robo_ifr_v41_percentil_20_80REPROVADO.txt @@ -0,0 +1,52 @@ +{ + Estrategia: robo_ifr_v41_percentil_20_80 + Autor: Wesley + Descricao: IFR com bandas dinamicas por percentis 20/80 no lookback. + Retorno para dentro da banda aciona entrada. +} + +input + PeriodoIFR(9); + LookbackBandas(50); + PercentilCompra(0.20); + PercentilVenda(0.80); + UsarSaidaIFR50(true); + UsarSaidaTempo(true); + MaxBarrasPosicao(15); + +var + iBarrasEmPosicao : integer; + fIFR, fMinIFR, fMaxIFR, fRangeIFR, fNivelCompra, fNivelVenda : float; + +begin + fIFR := IFR(PeriodoIFR); + fMinIFR := Lowest(IFR(PeriodoIFR), LookbackBandas); + fMaxIFR := Highest(IFR(PeriodoIFR), LookbackBandas); + fRangeIFR := fMaxIFR - fMinIFR; + + fNivelCompra := fMinIFR + (fRangeIFR * PercentilCompra); + fNivelVenda := fMinIFR + (fRangeIFR * PercentilVenda); + + if (not IsBought) and (not IsSold) then + begin + if (fIFR[1] <= fNivelCompra) and (fIFR > fNivelCompra) then + begin + BuyAtMarket; + end + else if (fIFR[1] >= fNivelVenda) and (fIFR < fNivelVenda) then + begin + SellShortAtMarket; + end; + end; + + if IsBought or IsSold then + iBarrasEmPosicao := iBarrasEmPosicao + 1 + else + iBarrasEmPosicao := 0; + + if IsBought and ((UsarSaidaIFR50 and (fIFR >= 50)) or (UsarSaidaTempo and (iBarrasEmPosicao >= MaxBarrasPosicao))) then + ClosePosition; + + if IsSold and ((UsarSaidaIFR50 and (fIFR <= 50)) or (UsarSaidaTempo and (iBarrasEmPosicao >= MaxBarrasPosicao))) then + ClosePosition; +end; \ No newline at end of file diff --git a/automacao_backtests/IFR_RSI/Reprovados/robo_ifr_v42_parametros_por_sessaoREPROVADO.txt b/automacao_backtests/IFR_RSI/Reprovados/robo_ifr_v42_parametros_por_sessaoREPROVADO.txt new file mode 100644 index 0000000..0a084c5 --- /dev/null +++ b/automacao_backtests/IFR_RSI/Reprovados/robo_ifr_v42_parametros_por_sessaoREPROVADO.txt @@ -0,0 +1,67 @@ +{ + Estrategia: robo_ifr_v42_parametros_por_sessao + Autor: Wesley + Descricao: IFR com parametros diferentes por bloco horario da sessao. + Abertura mais agressiva e meio do periodo mais conservador. +} + +input + PeriodoIFR(9); + HoraAberturaFim(1030); + ExtremoCompraAbertura(32); + RetornoCompraAbertura(38); + ExtremoVendaAbertura(68); + RetornoVendaAbertura(62); + ExtremoCompraMeio(28); + RetornoCompraMeio(34); + ExtremoVendaMeio(72); + RetornoVendaMeio(66); + UsarSaidaIFR50(true); + UsarSaidaTempo(true); + MaxBarrasPosicao(12); + +var + iBarrasEmPosicao : integer; + fIFR, eCompra, rCompra, eVenda, rVenda : float; + +begin + fIFR := IFR(PeriodoIFR); + + if Time <= HoraAberturaFim then + begin + eCompra := ExtremoCompraAbertura; + rCompra := RetornoCompraAbertura; + eVenda := ExtremoVendaAbertura; + rVenda := RetornoVendaAbertura; + end + else + begin + eCompra := ExtremoCompraMeio; + rCompra := RetornoCompraMeio; + eVenda := ExtremoVendaMeio; + rVenda := RetornoVendaMeio; + end; + + if (not IsBought) and (not IsSold) then + begin + if (fIFR[1] <= eCompra) and (fIFR >= rCompra) then + begin + BuyAtMarket; + end + else if (fIFR[1] >= eVenda) and (fIFR <= rVenda) then + begin + SellShortAtMarket; + end; + end; + + if IsBought or IsSold then + iBarrasEmPosicao := iBarrasEmPosicao + 1 + else + iBarrasEmPosicao := 0; + + if IsBought and ((UsarSaidaIFR50 and (fIFR >= 50)) or (UsarSaidaTempo and (iBarrasEmPosicao >= MaxBarrasPosicao))) then + ClosePosition; + + if IsSold and ((UsarSaidaIFR50 and (fIFR <= 50)) or (UsarSaidaTempo and (iBarrasEmPosicao >= MaxBarrasPosicao))) then + ClosePosition; +end; \ No newline at end of file diff --git a/automacao_backtests/IFR_RSI/Reprovados/robo_ifr_v43_vwap_direcionalREPROVADO.txt b/automacao_backtests/IFR_RSI/Reprovados/robo_ifr_v43_vwap_direcionalREPROVADO.txt new file mode 100644 index 0000000..09cc942 --- /dev/null +++ b/automacao_backtests/IFR_RSI/Reprovados/robo_ifr_v43_vwap_direcionalREPROVADO.txt @@ -0,0 +1,52 @@ +{ + Estrategia: robo_ifr_v43_vwap_direcional + Autor: Wesley + Descricao: IFR com direcao obrigatoria pela VWAP aproximada. + Compra acima da VWAP e venda abaixo. +} + +input + PeriodoIFR(9); + IFRExtremoCompra(30); + IFREtornoCompra(35); + IFRExtremoVenda(70); + IFREtornoVenda(65); + PeriodoVWAP(30); + UsarSaidaIFR50(true); + UsarSaidaTempo(true); + MaxBarrasPosicao(14); + +var + iBarrasEmPosicao : integer; + fIFR, fVWAPAprox : float; + bCompraContexto, bVendaContexto : boolean; + +begin + fIFR := IFR(PeriodoIFR); + fVWAPAprox := Media(PeriodoVWAP, Close * Volume) / Media(PeriodoVWAP, Volume); + bCompraContexto := (Close > fVWAPAprox); + bVendaContexto := (Close < fVWAPAprox); + + if (not IsBought) and (not IsSold) then + begin + if bCompraContexto and (fIFR[1] <= IFRExtremoCompra) and (fIFR >= IFREtornoCompra) then + begin + BuyAtMarket; + end + else if bVendaContexto and (fIFR[1] >= IFRExtremoVenda) and (fIFR <= IFREtornoVenda) then + begin + SellShortAtMarket; + end; + end; + + if IsBought or IsSold then + iBarrasEmPosicao := iBarrasEmPosicao + 1 + else + iBarrasEmPosicao := 0; + + if IsBought and ((UsarSaidaIFR50 and (fIFR >= 50)) or (UsarSaidaTempo and (iBarrasEmPosicao >= MaxBarrasPosicao))) then + ClosePosition; + + if IsSold and ((UsarSaidaIFR50 and (fIFR <= 50)) or (UsarSaidaTempo and (iBarrasEmPosicao >= MaxBarrasPosicao))) then + ClosePosition; +end; \ No newline at end of file diff --git a/automacao_backtests/IFR_RSI/Reprovados/robo_ifr_v44_vwap_distancia_duplaREPROVADO.txt b/automacao_backtests/IFR_RSI/Reprovados/robo_ifr_v44_vwap_distancia_duplaREPROVADO.txt new file mode 100644 index 0000000..ad510d4 --- /dev/null +++ b/automacao_backtests/IFR_RSI/Reprovados/robo_ifr_v44_vwap_distancia_duplaREPROVADO.txt @@ -0,0 +1,54 @@ +{ + Estrategia: robo_ifr_v44_vwap_distancia_dupla + Autor: Wesley + Descricao: IFR com filtro de distancia minima e maxima da VWAP. + Evita operar muito colado ou muito esticado da VWAP. +} + +input + PeriodoIFR(9); + IFRExtremoCompra(30); + IFREtornoCompra(35); + IFRExtremoVenda(70); + IFREtornoVenda(65); + PeriodoVWAP(20); + DistanciaMin(30.0); + DistanciaMax(180.0); + UsarSaidaIFR50(true); + UsarSaidaTempo(true); + MaxBarrasPosicao(13); + +var + iBarrasEmPosicao : integer; + fIFR, fVWAPAprox, fDistancia : float; + bDistanciaValida : boolean; + +begin + fIFR := IFR(PeriodoIFR); + fVWAPAprox := Media(PeriodoVWAP, Close * Volume) / Media(PeriodoVWAP, Volume); + fDistancia := Abs(Close - fVWAPAprox); + bDistanciaValida := (fDistancia >= DistanciaMin) and (fDistancia <= DistanciaMax); + + if (not IsBought) and (not IsSold) and bDistanciaValida then + begin + if (fIFR[1] <= IFRExtremoCompra) and (fIFR >= IFREtornoCompra) then + begin + BuyAtMarket; + end + else if (fIFR[1] >= IFRExtremoVenda) and (fIFR <= IFREtornoVenda) then + begin + SellShortAtMarket; + end; + end; + + if IsBought or IsSold then + iBarrasEmPosicao := iBarrasEmPosicao + 1 + else + iBarrasEmPosicao := 0; + + if IsBought and ((UsarSaidaIFR50 and (fIFR >= 50)) or (UsarSaidaTempo and (iBarrasEmPosicao >= MaxBarrasPosicao))) then + ClosePosition; + + if IsSold and ((UsarSaidaIFR50 and (fIFR <= 50)) or (UsarSaidaTempo and (iBarrasEmPosicao >= MaxBarrasPosicao))) then + ClosePosition; +end; \ No newline at end of file diff --git a/automacao_backtests/IFR_RSI/Reprovados/robo_ifr_v46_direcao_abertura_refinadaREPROVADO.txt b/automacao_backtests/IFR_RSI/Reprovados/robo_ifr_v46_direcao_abertura_refinadaREPROVADO.txt new file mode 100644 index 0000000..07b0c2a --- /dev/null +++ b/automacao_backtests/IFR_RSI/Reprovados/robo_ifr_v46_direcao_abertura_refinadaREPROVADO.txt @@ -0,0 +1,58 @@ +{ + Estrategia: robo_ifr_v46_direcao_abertura_refinada + Autor: Wesley + Descricao: IFR operando com viés da abertura e bloqueio contra-direcao. + Define direcao com referencia da primeira meia hora. +} + +input + PeriodoIFR(9); + IFRExtremoCompra(30); + IFREtornoCompra(35); + IFRExtremoVenda(70); + IFREtornoVenda(65); + HoraReferencia(930); + UsarSaidaIFR50(true); + UsarSaidaTempo(true); + MaxBarrasPosicao(13); + +var + iBarrasEmPosicao : integer; + fIFR, fPrecoRef : float; + bViésCompra, bViésVenda : boolean; + +begin + fIFR := IFR(PeriodoIFR); + + if Date <> Date[1] then + fPrecoRef := Open; + + if Time = HoraReferencia then + fPrecoRef := Close; + + bViésCompra := (Close > fPrecoRef); + bViésVenda := (Close < fPrecoRef); + + if (not IsBought) and (not IsSold) then + begin + if bViésCompra and (fIFR[1] <= IFRExtremoCompra) and (fIFR >= IFREtornoCompra) then + begin + BuyAtMarket; + end + else if bViésVenda and (fIFR[1] >= IFRExtremoVenda) and (fIFR <= IFREtornoVenda) then + begin + SellShortAtMarket; + end; + end; + + if IsBought or IsSold then + iBarrasEmPosicao := iBarrasEmPosicao + 1 + else + iBarrasEmPosicao := 0; + + if IsBought and ((UsarSaidaIFR50 and (fIFR >= 50)) or (UsarSaidaTempo and (iBarrasEmPosicao >= MaxBarrasPosicao))) then + ClosePosition; + + if IsSold and ((UsarSaidaIFR50 and (fIFR <= 50)) or (UsarSaidaTempo and (iBarrasEmPosicao >= MaxBarrasPosicao))) then + ClosePosition; +end; \ No newline at end of file diff --git a/automacao_backtests/IFR_RSI/Reprovados/robo_ifr_v48_circuit_breaker_tempoREPROVADO.txt b/automacao_backtests/IFR_RSI/Reprovados/robo_ifr_v48_circuit_breaker_tempoREPROVADO.txt new file mode 100644 index 0000000..f4a7114 --- /dev/null +++ b/automacao_backtests/IFR_RSI/Reprovados/robo_ifr_v48_circuit_breaker_tempoREPROVADO.txt @@ -0,0 +1,64 @@ +{ + Estrategia: robo_ifr_v48_circuit_breaker_tempo + Autor: Wesley + Descricao: IFR com circuit breaker por excesso de saidas por tempo no dia. + Se exceder limite, bloqueia novas entradas ate o dia seguinte. +} + +input + PeriodoIFR(9); + IFRExtremoCompra(30); + IFREtornoCompra(35); + IFRExtremoVenda(70); + IFREtornoVenda(65); + MaxSaidasTempoDia(2); + UsarSaidaIFR50(true); + UsarSaidaTempo(true); + MaxBarrasPosicao(10); + +var + iBarrasEmPosicao, iSaidasTempoDia : integer; + fIFR : float; + bBloqueadoDia, bSaiuPorTempo : boolean; + +begin + fIFR := IFR(PeriodoIFR); + + if Date <> Date[1] then + iSaidasTempoDia := 0; + + bBloqueadoDia := (iSaidasTempoDia >= MaxSaidasTempoDia); + + if (not IsBought) and (not IsSold) and (not bBloqueadoDia) then + begin + if (fIFR[1] <= IFRExtremoCompra) and (fIFR >= IFREtornoCompra) then + begin + BuyAtMarket; + end + else if (fIFR[1] >= IFRExtremoVenda) and (fIFR <= IFREtornoVenda) then + begin + SellShortAtMarket; + end; + end; + + if IsBought or IsSold then + iBarrasEmPosicao := iBarrasEmPosicao + 1 + else + iBarrasEmPosicao := 0; + + bSaiuPorTempo := UsarSaidaTempo and (iBarrasEmPosicao >= MaxBarrasPosicao); + + if IsBought and ((UsarSaidaIFR50 and (fIFR >= 50)) or bSaiuPorTempo) then + begin + ClosePosition; + if bSaiuPorTempo then + iSaidasTempoDia := iSaidasTempoDia + 1; + end; + + if IsSold and ((UsarSaidaIFR50 and (fIFR <= 50)) or bSaiuPorTempo) then + begin + ClosePosition; + if bSaiuPorTempo then + iSaidasTempoDia := iSaidasTempoDia + 1; + end; +end; \ No newline at end of file diff --git a/automacao_backtests/IFR_RSI/Reprovados/robo_ifr_v49_limite_trades_progressivoREPROVADO.txt b/automacao_backtests/IFR_RSI/Reprovados/robo_ifr_v49_limite_trades_progressivoREPROVADO.txt new file mode 100644 index 0000000..8f98bd3 --- /dev/null +++ b/automacao_backtests/IFR_RSI/Reprovados/robo_ifr_v49_limite_trades_progressivoREPROVADO.txt @@ -0,0 +1,60 @@ +{ + Estrategia: robo_ifr_v49_limite_trades_progressivo + Autor: Wesley + Descricao: IFR com limite progressivo de trades diarios. + Ao atingir metade do limite, exige filtro extra por volume. +} + +input + PeriodoIFR(9); + IFRExtremoCompra(30); + IFREtornoCompra(35); + IFRExtremoVenda(70); + IFREtornoVenda(65); + MaxTradesDia(8); + PeriodoMediaVolume(20); + FatorVolumeExtra(1.2); + UsarSaidaIFR50(true); + UsarSaidaTempo(true); + MaxBarrasPosicao(12); + +var + iBarrasEmPosicao, iTradesDia : integer; + fIFR, vMediaVol : float; + bBloqueadoDia, bFiltroExtra : boolean; + +begin + fIFR := IFR(PeriodoIFR); + vMediaVol := Media(PeriodoMediaVolume, Volume); + + if Date <> Date[1] then + iTradesDia := 0; + + bBloqueadoDia := (iTradesDia >= MaxTradesDia); + bFiltroExtra := (iTradesDia < (MaxTradesDia / 2)) or (Volume >= (vMediaVol * FatorVolumeExtra)); + + if (not IsBought) and (not IsSold) and (not bBloqueadoDia) and bFiltroExtra then + begin + if (fIFR[1] <= IFRExtremoCompra) and (fIFR >= IFREtornoCompra) then + begin + BuyAtMarket; + iTradesDia := iTradesDia + 1; + end + else if (fIFR[1] >= IFRExtremoVenda) and (fIFR <= IFREtornoVenda) then + begin + SellShortAtMarket; + iTradesDia := iTradesDia + 1; + end; + end; + + if IsBought or IsSold then + iBarrasEmPosicao := iBarrasEmPosicao + 1 + else + iBarrasEmPosicao := 0; + + if IsBought and ((UsarSaidaIFR50 and (fIFR >= 50)) or (UsarSaidaTempo and (iBarrasEmPosicao >= MaxBarrasPosicao))) then + ClosePosition; + + if IsSold and ((UsarSaidaIFR50 and (fIFR <= 50)) or (UsarSaidaTempo and (iBarrasEmPosicao >= MaxBarrasPosicao))) then + ClosePosition; +end; \ No newline at end of file diff --git a/automacao_backtests/IFR_RSI/Reprovados/robo_ifr_v50_meta_perda_proxyREPROVADO.txt b/automacao_backtests/IFR_RSI/Reprovados/robo_ifr_v50_meta_perda_proxyREPROVADO.txt new file mode 100644 index 0000000..56bea45 --- /dev/null +++ b/automacao_backtests/IFR_RSI/Reprovados/robo_ifr_v50_meta_perda_proxyREPROVADO.txt @@ -0,0 +1,73 @@ +{ + Estrategia: robo_ifr_v50_meta_perda_proxy + Autor: Wesley + Descricao: IFR com pausa diaria por meta/perda proxy operacional. + Meta: numero de saidas em IFR50; Perda: numero de saidas por tempo. +} + +input + PeriodoIFR(9); + IFRExtremoCompra(30); + IFREtornoCompra(35); + IFRExtremoVenda(70); + IFREtornoVenda(65); + MetaSaidasIFR50Dia(3); + LimiteSaidasTempoDia(2); + UsarSaidaIFR50(true); + UsarSaidaTempo(true); + MaxBarrasPosicao(10); + +var + iBarrasEmPosicao, iSaidasIFR50Dia, iSaidasTempoDia : integer; + fIFR : float; + bPausaDia, bSaiuIFR50, bSaiuTempo : boolean; + +begin + fIFR := IFR(PeriodoIFR); + + if Date <> Date[1] then + begin + iSaidasIFR50Dia := 0; + iSaidasTempoDia := 0; + end; + + bPausaDia := (iSaidasIFR50Dia >= MetaSaidasIFR50Dia) or (iSaidasTempoDia >= LimiteSaidasTempoDia); + + if (not IsBought) and (not IsSold) and (not bPausaDia) then + begin + if (fIFR[1] <= IFRExtremoCompra) and (fIFR >= IFREtornoCompra) then + begin + BuyAtMarket; + end + else if (fIFR[1] >= IFRExtremoVenda) and (fIFR <= IFREtornoVenda) then + begin + SellShortAtMarket; + end; + end; + + if IsBought or IsSold then + iBarrasEmPosicao := iBarrasEmPosicao + 1 + else + iBarrasEmPosicao := 0; + + bSaiuIFR50 := UsarSaidaIFR50 and ((IsBought and (fIFR >= 50)) or (IsSold and (fIFR <= 50))); + bSaiuTempo := UsarSaidaTempo and (iBarrasEmPosicao >= MaxBarrasPosicao); + + if IsBought and (bSaiuIFR50 or bSaiuTempo) then + begin + ClosePosition; + if bSaiuIFR50 then + iSaidasIFR50Dia := iSaidasIFR50Dia + 1; + if bSaiuTempo then + iSaidasTempoDia := iSaidasTempoDia + 1; + end; + + if IsSold and (bSaiuIFR50 or bSaiuTempo) then + begin + ClosePosition; + if bSaiuIFR50 then + iSaidasIFR50Dia := iSaidasIFR50Dia + 1; + if bSaiuTempo then + iSaidasTempoDia := iSaidasTempoDia + 1; + end; +end; \ No newline at end of file diff --git a/automacao_backtests/IFR_RSI/Reprovados/robo_ifr_v8_resgate_breakout_ifrREPROVADO.txt b/automacao_backtests/IFR_RSI/Reprovados/robo_ifr_v8_resgate_breakout_ifrREPROVADO.txt new file mode 100644 index 0000000..4eec448 --- /dev/null +++ b/automacao_backtests/IFR_RSI/Reprovados/robo_ifr_v8_resgate_breakout_ifrREPROVADO.txt @@ -0,0 +1,63 @@ +{ + Estrategia: robo_ifr_v8_resgate_breakout_ifr + Autor: Wesley + Descricao: Versao de resgate por breakout apos alivio do extremo IFR. + Entrada na retomada direcional com IFR cruzando nivel de retorno. +} + +input + PeriodoIFR(9); + IFRExtremoCompra(30); + IFREtornoCompra(35); + IFRExtremoVenda(70); + IFREtornoVenda(65); + PeriodoMediaVolume(20); + FatorVolume(1.0); + UsarFiltroVolume(false); + PeriodoMMECurta(9); + UsarFiltroMME(true); + UsarSaidaIFR50(true); + UsarSaidaTempo(true); + MaxBarrasPosicao(15); + +var + iBarrasEmPosicao : integer; + fIFR, vMediaVol, fMME9, fMME9Anterior : float; + bVolumeAlto, bPermiteCompra, bPermiteVenda : boolean; + +begin + fIFR := IFR(PeriodoIFR); + fMME9 := MediaExp(PeriodoMMECurta, Close); + fMME9Anterior := MediaExp(PeriodoMMECurta, Close)[1]; + vMediaVol := Media(PeriodoMediaVolume, Volume); + + bVolumeAlto := (not UsarFiltroVolume) or (Volume >= (vMediaVol * FatorVolume)); + + bPermiteCompra := (not UsarFiltroMME) or ((Close > fMME9) and (fMME9 > fMME9Anterior)); + bPermiteVenda := (not UsarFiltroMME) or ((Close < fMME9) and (fMME9 < fMME9Anterior)); + + if (not IsBought) and (not IsSold) and bVolumeAlto then + begin + // Compra: IFR sai da zona extrema e cruza de volta para cima + if bPermiteCompra and (fIFR[1] <= IFRExtremoCompra) and (fIFR >= IFREtornoCompra) then + begin + BuyAtMarket; + end + // Venda: IFR sai da zona extrema e cruza de volta para baixo + else if bPermiteVenda and (fIFR[1] >= IFRExtremoVenda) and (fIFR <= IFREtornoVenda) then + begin + SellShortAtMarket; + end; + end; + + if IsBought or IsSold then + iBarrasEmPosicao := iBarrasEmPosicao + 1 + else + iBarrasEmPosicao := 0; + + if IsBought and ((UsarSaidaIFR50 and (fIFR >= 50)) or (UsarSaidaTempo and (iBarrasEmPosicao >= MaxBarrasPosicao))) then + ClosePosition; + + if IsSold and ((UsarSaidaIFR50 and (fIFR <= 50)) or (UsarSaidaTempo and (iBarrasEmPosicao >= MaxBarrasPosicao))) then + ClosePosition; +end; diff --git a/automacao_backtests/IFR_RSI/Reprovados/robo_ifr_v9_conservador_contextoREPROVADO.txt b/automacao_backtests/IFR_RSI/Reprovados/robo_ifr_v9_conservador_contextoREPROVADO.txt new file mode 100644 index 0000000..22313f4 --- /dev/null +++ b/automacao_backtests/IFR_RSI/Reprovados/robo_ifr_v9_conservador_contextoREPROVADO.txt @@ -0,0 +1,62 @@ +{ + Estrategia: robo_ifr_v9_conservador_contexto + Autor: Wesley + Descricao: Abordagem conservadora com filtro de tendencia e volume. + Entrada em retorno do IFR com contexto direcional. +} + +input + PeriodoIFR(9); + IFRExtremoCompra(30); + IFREtornoCompra(35); + IFRExtremoVenda(70); + IFREtornoVenda(65); + PeriodoMMERapida(9); + PeriodoMMELenta(21); + PeriodoMediaVolume(20); + FatorVolume(1.2); + UsarFiltroVolume(true); + UsarSaidaIFR50(true); + UsarSaidaTempo(true); + MaxBarrasPosicao(12); + +var + iBarrasEmPosicao : integer; + fIFR, fMME9, fMME21, fMME21Anterior, vMediaVol : float; + bVolumeAlto, bTendenciaCompra, bTendenciaVenda : boolean; + +begin + fIFR := IFR(PeriodoIFR); + fMME9 := MediaExp(PeriodoMMERapida, Close); + fMME21 := MediaExp(PeriodoMMELenta, Close); + fMME21Anterior := MediaExp(PeriodoMMELenta, Close)[1]; + vMediaVol := Media(PeriodoMediaVolume, Volume); + + bVolumeAlto := (not UsarFiltroVolume) or (Volume >= (vMediaVol * FatorVolume)); + + bTendenciaCompra := (Close > fMME9) and (fMME9 > fMME21) and (fMME21 > fMME21Anterior); + bTendenciaVenda := (Close < fMME9) and (fMME9 < fMME21) and (fMME21 < fMME21Anterior); + + if (not IsBought) and (not IsSold) and bVolumeAlto then + begin + if bTendenciaCompra and (fIFR[1] <= IFRExtremoCompra) and (fIFR >= IFREtornoCompra) then + begin + BuyAtMarket; + end + else if bTendenciaVenda and (fIFR[1] >= IFRExtremoVenda) and (fIFR <= IFREtornoVenda) then + begin + SellShortAtMarket; + end; + end; + + if IsBought or IsSold then + iBarrasEmPosicao := iBarrasEmPosicao + 1 + else + iBarrasEmPosicao := 0; + + if IsBought and ((UsarSaidaIFR50 and (fIFR >= 50)) or (UsarSaidaTempo and (iBarrasEmPosicao >= MaxBarrasPosicao))) then + ClosePosition; + + if IsSold and ((UsarSaidaIFR50 and (fIFR <= 50)) or (UsarSaidaTempo and (iBarrasEmPosicao >= MaxBarrasPosicao))) then + ClosePosition; +end; \ No newline at end of file diff --git a/automacao_backtests/IFR_RSI/analise_aprovados_timeframes_IFR.txt b/automacao_backtests/IFR_RSI/analise_aprovados_timeframes_IFR.txt new file mode 100644 index 0000000..b553777 --- /dev/null +++ b/automacao_backtests/IFR_RSI/analise_aprovados_timeframes_IFR.txt @@ -0,0 +1,110 @@ +ANÁLISE DOS APROVADOS IFR POR TIMEFRAME (META >= 60% VENCEDORAS) + +Objetivo +- Priorizar robôs aprovados por timeframe em 60, 30, 15, 5 e 2 minutos. +- Manter foco em estratégias com percentual de operações vencedoras >= 60%. + +Regras de filtro (triagem rápida) +1) Aprovado para carteira: % vencedoras >= 60. +2) Em observação: % vencedoras entre 58 e 59 (retestar com ajuste leve). +3) Rebaixar para revisão: % vencedoras < 58. +4) Exigir amostra mínima de trades antes da decisão final. + +---------------------------------------- +TIMEFRAME 60 MIN +---------------------------------------- +Aprovados >= 60% +- robo_ifr_v1_reversao_extremos60min71%.txt +- robo_ifr_v4_divergencia_confirmada60min90%.txt +- robo_ifr_v5_regime_volatilidade60min90%.txt +- robo_ifr_v6_saida_hibrida60min77%.txt +- robo_ifr_v10_balanceado_regime60min63%.txt +- robo_ifr_v18_bandas_dinamicas60min60%.txt +- robo_ifr_v31_reversao_volume_relativo60min72%.txt +- robo_ifr_v33_pullback_mme20060min67%.txt +- robo_ifr_v36_divergencia_regular_pivo60min62%.txt +- robo_ifr_v45_volume_por_horario60min75%.txt +- robo_ifr_v47_orb_confirmacao_dupla60min66%.txt + +Abaixo da meta +- robo_ifr_v27_um_trade_por_direcao60min54%.txt + +Resumo 60m +- 11 de 12 acima ou igual a 60%. + +---------------------------------------- +TIMEFRAME 30 MIN +---------------------------------------- +Aprovados >= 60% +- robo_ifr_v7_resgate_contexto30min84%.txt +- robo_ifr_v20_ifr_assimetrico_lado30min62%.txt + +Abaixo da meta +- robo_ifr_v11_agressivo_reentrada30min58%.txt +- robo_ifr_v28_ifr_adx_filtro30min57%.txt + +Resumo 30m +- 2 de 4 acima ou igual a 60%. + +---------------------------------------- +TIMEFRAME 15 MIN +---------------------------------------- +Aprovados >= 60% +- robo_ifr_v23_dupla_confirmacao15min87%.txt + +Resumo 15m +- 1 de 1 acima ou igual a 60%. + +---------------------------------------- +TIMEFRAME 5 MIN +---------------------------------------- +- Sem aprovados catalogados no nome de arquivo até o momento. + +Ação +- Rodar os melhores de 30m/15m também em 5m para preencher a lacuna. + +---------------------------------------- +TIMEFRAME 2 MIN +---------------------------------------- +Aprovados >= 60% +- robo_ifr_v25_ifr_mme200_contexto2min69%.txt + +Resumo 2m +- 1 de 1 acima ou igual a 60%. + +---------------------------------------- +OBSERVAÇÃO EXTRA (fora do escopo pedido) +---------------------------------------- +- 1m: robo_ifr_v24_controle_risco_diario1min67%.txt + +---------------------------------------- +TOP LISTA INICIAL PARA ANÁLISE PROFUNDA +---------------------------------------- +Carteira principal (meta >=60 atendida e boa leitura) +- 60m: v4, v5, v45, v31 +- 30m: v7, v20 +- 15m: v23 +- 2m: v25 + +Em observação (próximos da meta) +- v11 (58%), v28 (57%) + +Rebaixar/revisar +- v27 (54%) + +---------------------------------------- +CHECKLIST DE ERROS QUE DERRUBAM % VENCEDORAS +---------------------------------------- +1) Overtrade em lateralização (falta filtro de regime). +2) Entrada sem confirmação de candle/pivô. +3) Saída por tempo curta demais em tendência limpa. +4) Timeframe incompatível com a lógica (ex.: setup de tendência em 1m sem filtro). +5) Falta de filtro de volume em horários fracos. +6) Janelas de horário sem liquidez misturadas com horários fortes. +7) Assimetria compra/venda ignorada. +8) Excesso de filtros (poucos trades, resultado instável). + +Próximo passo sugerido +- Rodar nova bateria apenas nos aprovados >=60 em 60/30/15/2. +- Replicar top 4 em 5m para fechar todos os timeframes alvo. +- Aplicar decisão final por: % vencedoras, fator de lucro, drawdown e número de trades. \ No newline at end of file diff --git a/automacao_backtests/IFR_RSI/catalogo_50_opcoes_IFR.txt b/automacao_backtests/IFR_RSI/catalogo_50_opcoes_IFR.txt new file mode 100644 index 0000000..42d4949 --- /dev/null +++ b/automacao_backtests/IFR_RSI/catalogo_50_opcoes_IFR.txt @@ -0,0 +1,74 @@ +CATÁLOGO - 50 OPÇÕES DE ESTRATÉGIAS IFR (RSI) + +Objetivo +- Listar 50 variações de estratégia com IFR para priorização antes da fase de otimização. +- Estrutura: ideia -> gatilho base -> filtro opcional -> saída padrão (IFR50/tempo/estrutura). + +1) REVERSÃO CLÁSSICA (1-10) +1. Extremo 30/70 + retorno 35/65. +2. Extremo 25/75 + retorno 32/68. +3. Extremo 20/80 + retorno 30/70. +4. Extremo 15/85 + retorno 25/75. +5. Reversão 30/70 com confirmação de candle (close > high[1] / < low[1]). +6. Reversão 30/70 com filtro de volume acima da média. +7. Reversão 30/70 com cooldown de 2 barras após saída. +8. Reversão 30/70 com no-trade-zone 45-55. +9. Reversão assimétrica (compra 32->38, venda 68->62). +10. Reversão com 1 reentrada por direção. + +2) RETORNO DE ZONA E CRUZAMENTOS (11-20) +11. Compra quando IFR cruza 40 para cima após sobrevendido. +12. Venda quando IFR cruza 60 para baixo após sobrecomprado. +13. Compra em sequência: IFR < 30 e depois 2 closes crescentes. +14. Venda em sequência: IFR > 70 e depois 2 closes decrescentes. +15. Retorno 35/65 com confirmação por rompimento de pivô 3 barras. +16. Retorno 35/65 com confirmação por pivô 5 barras. +17. Cruzamento de IFR50 com filtro de tendência por MME9. +18. Cruzamento de IFR50 com filtro de tendência por MME21. +19. Cruzamento IFR45/55 em regime lateral detectado. +20. Cruzamento IFR45/55 em regime de tendência detectado. + +3) TENDÊNCIA E PULLBACK (21-30) +21. Pullback IFR para 45 em tendência de alta (MME9>MME21). +22. Pullback IFR para 55 em tendência de baixa (MME9 20. +38. IFR ativo apenas com ADX entre 18 e 35. +39. IFR ativo apenas com range médio em faixa mínima/máxima. +40. IFR com bandas dinâmicas por percentil (25/75 do lookback). +41. IFR com bandas dinâmicas por percentil (20/80 do lookback). +42. IFR por sessão: parâmetros diferentes abertura/meio/fim. + +6) CONTEXTO DE PREÇO E VOLUME (43-47) +43. IFR + VWAP (só compra acima, só venda abaixo). +44. IFR + VWAP com filtro de distância máxima (evitar esticamento). +45. IFR + volume relativo por horário (comparar com mesma faixa horária). +46. IFR + direção da abertura do dia (viés inicial). +47. IFR + rompimento de ORB (opening range breakout) com gatilho IFR. + +7) GESTÃO E CONTROLE DE RISCO (48-50) +48. IFR com circuit breaker diário (limite de saídas por tempo). +49. IFR com limite diário de trades e bloqueio progressivo. +50. IFR com meta diária/limite de perda diária e pausa automática. + +Próxima etapa recomendada +- Escolher 10 opções do catálogo (misturando 4 reversão, 3 tendência, 2 regime, 1 gestão). +- Implementar em lotes de 3-5 robôs por rodada para evitar dispersão. +- Só depois partir para otimização dos vencedores. \ No newline at end of file diff --git a/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/analise_robo_ifr_v1_reversao_extremos.txt b/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/analise_robo_ifr_v1_reversao_extremos.txt new file mode 100644 index 0000000..2c7786a --- /dev/null +++ b/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/analise_robo_ifr_v1_reversao_extremos.txt @@ -0,0 +1,54 @@ +ANÁLISE - ROBO IFR V1 REVERSAO EXTREMOS + +Período analisado +- 02/03/2025 a 02/03/2026 + +Resumo por timeframe +1) 2min +- Arquivo: robo_ifr_v1_reversao_extremos02min64%.csv +- % vencedoras (nome): 64% +- Número de operações: 76 +- Resultado final acumulado: 612 +- Status: APROVADO (meta >= 60% e resultado positivo) + +2) 5min +- Arquivo: robo_ifr_v1_reversao_extremos05min47%.csv +- % vencedoras (nome): 47% +- Número de operações: 48 +- Resultado final acumulado: -3.787 +- Status: REPROVADO (abaixo de 60% e resultado negativo) + +3) 15min +- Arquivo: robo_ifr_v1_reversao_extremos15min68%.csv +- % vencedoras (nome): 68% +- Número de operações: 29 +- Resultado final acumulado: -1.157 +- Status: EM ALERTA (acerto alto, mas resultado negativo) + +4) 30min +- Arquivo: robo_ifr_v1_reversao_extremos30min81%.csv +- % vencedoras (nome): 81% +- Número de operações: 16 +- Resultado final acumulado: 512 +- Status: APROVADO + +5) 60min +- Arquivo: robo_ifr_v1_reversao_extremos60min71%.csv +- % vencedoras (nome): 71% +- Número de operações: 10 +- Resultado final acumulado: 1.304 +- Status: APROVADO (com amostra ainda pequena) + +Diagnóstico rápido de erro (principal) +- Há operações muito longas para alguns timeframes (manutenção por muitas horas/dias), o que amplia perdas pontuais e pode destruir a curva mesmo com taxa de acerto alta. +- O caso mais claro é 15min: % vencedoras alta, porém payoff assimétrico negativo (perdas maiores que ganhos). + +Ajustes recomendados para próxima iteração do v1 +- Adicionar limite de tempo de posição por timeframe (hard stop temporal). +- Incluir stop estrutural (perda de pivô ou máxima/mínima anterior) para cortar cauda de perda. +- Separar parâmetros de saída por timeframe (2/5/15/30/60), evitando usar mesma lógica para todos. + +Decisão atual do v1 +- Manter em carteira: 2min, 30min, 60min. +- Revisar com prioridade: 15min. +- Reprovar no estado atual: 5min. \ No newline at end of file diff --git a/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/analise_robo_ifr_v4_divergencia_confirmada.txt b/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/analise_robo_ifr_v4_divergencia_confirmada.txt new file mode 100644 index 0000000..9634140 --- /dev/null +++ b/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/analise_robo_ifr_v4_divergencia_confirmada.txt @@ -0,0 +1,50 @@ +ANÁLISE - ROBO IFR V4 DIVERGENCIA CONFIRMADA + +Período analisado +- 02/03/2025 a 02/03/2026 + +Resumo por timeframe +1) 2min +- Arquivo: robo_ifr_v4_divergencia_confirmada02min64%.csv +- % vencedoras (nome): 64% +- Número de operações: 184 +- Resultado final acumulado: -2.223 +- Status: EM ALERTA (acerto > 60, porém resultado líquido negativo) + +2) 5min +- Arquivo: robo_ifr_v4_divergencia_confirmada05min.csv +- Número de operações: 48 +- Resultado final acumulado: -3.787 +- Status: REPROVADO + +3) 15min +- Arquivo: robo_ifr_v4_divergencia_confirmada15min.csv +- Número de operações: 97 +- Resultado final acumulado: -1.813 +- Status: REPROVADO + +4) 30min +- Arquivo: robo_ifr_v4_divergencia_confirmada30min.csv +- Número de operações: 31 +- Resultado final acumulado: -1.144 +- Status: REPROVADO + +5) 60min +- Arquivo: robo_ifr_v4_divergencia_confirmada60min.csv +- Número de operações: 10 +- Resultado final acumulado: 988 +- Status: APROVADO (amostra menor) + +Diagnóstico rápido +- O v4 apresenta forte assimetria de payoff fora do 60min: várias perdas grandes e operações longas derrubam o resultado total. +- Em 2min, mesmo com 64% de vencedoras, o saldo final ficou negativo: indica que perda média está maior que ganho médio. + +Ajustes recomendados para manter >60% e saldo positivo +- Adicionar stop estrutural obrigatório (não depender só de IFR50/tempo). +- Limitar tempo máximo de posição por timeframe (especialmente 2/5/15). +- Reduzir exposição em dias de alta volatilidade adversa (circuit breaker por perda/tempo). + +Decisão atual do v4 +- Manter em carteira: 60min. +- Revisar com prioridade: 2min (boa taxa de acerto, porém payoff ruim). +- Reprovar no estado atual: 5min, 15min e 30min. \ No newline at end of file diff --git a/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/ranking_melhores_ate_momento.txt b/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/ranking_melhores_ate_momento.txt new file mode 100644 index 0000000..2949086 --- /dev/null +++ b/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/ranking_melhores_ate_momento.txt @@ -0,0 +1,65 @@ +RANKING DOS MELHORES ROBÔS IFR (ATÉ O MOMENTO) + +Base considerada +- Robôs consolidados: v1, v4, v5, v6 e v7. +- Critério principal: resultado líquido positivo por timeframe. +- Critério secundário: % de vencedoras >= 60%. +- Classificação por timeframe: + - APROVADO = saldo > 0 e winrate >= 60% + - ALERTA = winrate >= 60% e saldo <= 0 + - REPROVADO = demais casos + +======================================== +RANKING GERAL DE ROBÔS (ATÉ AGORA) +======================================== +1º) v1_reversao_extremos +- Placar: 3 aprovados / 1 alerta / 1 reprovado +- Aprovados: 2min, 30min, 60min + +2º) v5_regime_volatilidade +- Placar: 2 aprovados / 3 alertas / 0 reprovados +- Aprovados: 30min, 60min + +3º) v7_resgate_contexto +- Placar: 2 aprovados / 1 alerta / 2 reprovados +- Aprovados: 2min, 30min + +4º) v6_saida_hibrida +- Placar: 2 aprovados / 0 alertas / 3 reprovados +- Aprovados: 30min, 60min + +5º) v4_divergencia_confirmada +- Placar: 1 aprovado / 1 alerta / 3 reprovados +- Aprovado: 60min + +======================================== +MÉTRICAS NOVAS (V5, V6, V7) +======================================== +v5_regime_volatilidade +- 2min: saldo -1450.00 | winrate 60.17% | 118 ops | ALERTA +- 5min: saldo -2077.00 | winrate 68.85% | 62 ops | ALERTA +- 15min: saldo -1163.00 | winrate 68.00% | 25 ops | ALERTA +- 30min: saldo +451.00 | winrate 81.82% | 22 ops | APROVADO +- 60min: saldo +1563.00 | winrate 90.91% | 11 ops | APROVADO + +v6_saida_hibrida +- 2min: saldo +186.00 | winrate 50.98% | 153 ops | REPROVADO +- 5min: saldo -1967.00 | winrate 47.66% | 107 ops | REPROVADO +- 15min: saldo -894.00 | winrate 54.72% | 53 ops | REPROVADO +- 30min: saldo +2254.00 | winrate 81.48% | 27 ops | APROVADO +- 60min: saldo +2315.00 | winrate 77.78% | 18 ops | APROVADO + +v7_resgate_contexto +- 2min: saldo +664.00 | winrate 80.00% | 10 ops | APROVADO +- 5min: saldo -1354.00 | winrate 33.33% | 12 ops | REPROVADO +- 15min: saldo +44.00 | winrate 57.14% | 7 ops | REPROVADO +- 30min: saldo +1291.00 | winrate 85.71% | 7 ops | APROVADO +- 60min: saldo -449.00 | winrate 75.00% | 4 ops | ALERTA + +======================================== +CONCLUSÃO PRÁTICA +======================================== +- Melhor robô até o momento: v1_reversao_extremos. +- Melhor combinação de consistência sem reprovados: v5 (mas com 3 alertas). +- Melhor potencial de tendência (30/60): v6. +- Melhor estratégia curta (2/30): v7. \ No newline at end of file diff --git a/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v10_balanceado_regime02min.csv b/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v10_balanceado_regime02min.csv new file mode 100644 index 0000000..ffd44ec --- /dev/null +++ b/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v10_balanceado_regime02min.csv @@ -0,0 +1,253 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 02/03/2025 +Data Final: 02/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;19/12/2025 15:28:00;19/12/2025 15:50:00;22min;1;1;C;165.120,00;165.130,00;192.315,00;No;2,00;10,00;1;2,00;10,00;0,00;0,00;0,00; - ;2,00 +WINJ26;19/12/2025 16:32:00;19/12/2025 16:36:00;4min;1;1;V;165.055,00;165.005,00;192.315,00;No;-10,00;-50,00;2;-10,00;-50,00;0,00;0,00;0,00;1h4min;-8,00 +WINJ26;19/12/2025 16:50:00;19/12/2025 16:52:00;2min;1;1;V;164.965,00;164.975,00;192.315,00;No;2,00;10,00;3;2,00;10,00;0,00;0,00;0,00;18min;-6,00 +WINJ26;19/12/2025 17:04:00;19/12/2025 17:06:00;2min;1;1;V;165.010,00;165.025,00;192.315,00;Sim;3,00;15,00;4;3,00;15,00;0,00;0,00;0,00;14min;-3,00 +WINJ26;22/12/2025 09:12:00;22/12/2025 09:20:00;8min;1;1;V;164.925,00;165.200,00;192.315,00;Sim;55,00;275,00;5;55,00;275,00;0,00;0,00;0,00;2d16h;52,00 +WINJ26;22/12/2025 11:10:00;22/12/2025 11:12:00;2min;1;1;V;164.220,00;164.300,00;192.315,00;No;16,00;80,00;6;16,00;80,00;0,00;0,00;0,00;1h58min;68,00 +WINJ26;22/12/2025 13:38:00;22/12/2025 13:40:00;2min;1;1;C;164.275,00;164.370,00;192.315,00;Sim;19,00;95,00;7;19,00;95,00;0,00;0,00;0,00;2h28min;87,00 +WINJ26;22/12/2025 17:58:00;22/12/2025 18:00:00;2min;1;1;V;164.315,00;164.315,00;192.315,00;Sim;0;0;8;0;0;0,00;0,00;0,00;4h20min;87,00 +WINJ26;23/12/2025 10:24:00;23/12/2025 10:28:00;4min;1;1;V;165.360,00;165.370,00;192.315,00;Sim;2,00;10,00;9;2,00;10,00;0,00;0,00;0,00;16h26min;89,00 +WINJ26;23/12/2025 10:40:00;23/12/2025 10:42:00;2min;1;1;C;165.380,00;165.385,00;192.315,00;No;1,00;5,00;10;1,00;5,00;0,00;0,00;0,00;16min;90,00 +WINJ26;23/12/2025 12:24:00;23/12/2025 12:46:00;22min;1;1;V;166.300,00;166.325,00;192.315,00;Sim;5,00;25,00;11;5,00;25,00;0,00;0,00;0,00;1h44min;95,00 +WINJ26;23/12/2025 13:32:00;23/12/2025 13:36:00;4min;1;1;C;166.450,00;166.480,00;192.315,00;No;6,00;30,00;12;6,00;30,00;0,00;0,00;0,00;1h8min;101,00 +WINJ26;23/12/2025 14:10:00;23/12/2025 14:12:00;2min;1;1;C;166.475,00;166.530,00;192.315,00;No;11,00;55,00;13;11,00;55,00;0,00;0,00;0,00;38min;112,00 +WINJ26;23/12/2025 14:36:00;23/12/2025 14:38:00;2min;1;1;C;166.570,00;166.585,00;192.315,00;No;3,00;15,00;14;3,00;15,00;0,00;0,00;0,00;26min;115,00 +WINJ26;23/12/2025 15:20:00;23/12/2025 15:24:00;4min;1;1;C;166.425,00;166.425,00;192.315,00;Sim;0;0;15;0;0;0,00;0,00;0,00;44min;115,00 +WINJ26;23/12/2025 16:36:00;23/12/2025 16:38:00;2min;1;1;C;166.480,00;166.530,00;192.315,00;No;10,00;50,00;16;10,00;50,00;0,00;0,00;0,00;1h16min;125,00 +WINJ26;23/12/2025 17:12:00;23/12/2025 17:26:00;14min;1;1;C;166.415,00;166.465,00;192.315,00;Sim;10,00;50,00;17;10,00;50,00;0,00;0,00;0,00;36min;135,00 +WINJ26;23/12/2025 17:54:00;23/12/2025 17:56:00;2min;1;1;C;166.520,00;166.575,00;192.315,00;No;11,00;55,00;18;11,00;55,00;0,00;0,00;0,00;42min;146,00 +WINJ26;26/12/2025 11:44:00;26/12/2025 11:56:00;12min;1;1;V;165.880,00;166.015,00;192.315,00;No;27,00;135,00;19;27,00;135,00;0,00;0,00;0,00;2d17h;173,00 +WINJ26;26/12/2025 12:58:00;26/12/2025 13:02:00;4min;1;1;C;166.420,00;166.420,00;192.315,00;Sim;0;0;20;0;0;0,00;0,00;0,00;1h14min;173,00 +WINJ26;26/12/2025 14:22:00;26/12/2025 14:36:00;14min;1;1;V;166.375,00;166.355,00;192.315,00;Sim;-4,00;-20,00;21;-4,00;-20,00;0,00;0,00;0,00;1h24min;169,00 +WINJ26;29/12/2025 09:02:00;29/12/2025 09:16:00;14min;1;1;V;167.000,00;167.230,00;192.315,00;Sim;46,00;230,00;22;46,00;230,00;0,00;0,00;0,00;2d18h;215,00 +WINJ26;29/12/2025 09:20:00;29/12/2025 09:22:00;2min;1;1;C;167.240,00;167.330,00;192.315,00;No;18,00;90,00;23;18,00;90,00;0,00;0,00;0,00;18min;233,00 +WINJ26;29/12/2025 11:38:00;29/12/2025 11:40:00;2min;1;1;V;166.350,00;166.500,00;192.315,00;No;30,00;150,00;24;30,00;150,00;0,00;0,00;0,00;2h18min;263,00 +WINJ26;29/12/2025 12:10:00;29/12/2025 12:12:00;2min;1;1;V;166.225,00;166.200,00;192.315,00;No;-5,00;-25,00;25;-5,00;-25,00;0,00;0,00;0,00;32min;258,00 +WINJ26;29/12/2025 13:04:00;29/12/2025 13:06:00;2min;1;1;V;165.990,00;166.045,00;192.315,00;No;11,00;55,00;26;11,00;55,00;0,00;0,00;0,00;54min;269,00 +WINJ26;29/12/2025 14:50:00;29/12/2025 14:52:00;2min;1;1;V;166.265,00;166.290,00;192.315,00;Sim;5,00;25,00;27;5,00;25,00;0,00;0,00;0,00;1h46min;274,00 +WINJ26;29/12/2025 16:06:00;29/12/2025 16:12:00;6min;1;1;C;165.845,00;165.920,00;192.315,00;Sim;15,00;75,00;28;15,00;75,00;0,00;0,00;0,00;1h16min;289,00 +WINJ26;30/12/2025 09:44:00;30/12/2025 10:02:00;18min;1;1;V;167.550,00;167.635,00;192.315,00;Sim;17,00;85,00;29;17,00;85,00;0,00;0,00;0,00;17h38min;306,00 +WINJ26;30/12/2025 10:08:00;30/12/2025 10:16:00;8min;1;1;C;167.630,00;167.895,00;192.315,00;No;53,00;265,00;30;53,00;265,00;0,00;0,00;0,00;24min;359,00 +WINJ26;30/12/2025 11:04:00;30/12/2025 11:08:00;4min;1;1;C;167.355,00;167.485,00;192.315,00;Sim;26,00;130,00;31;26,00;130,00;0,00;0,00;0,00;56min;385,00 +WINJ26;30/12/2025 11:26:00;30/12/2025 11:28:00;2min;1;1;V;167.375,00;167.425,00;192.315,00;No;10,00;50,00;32;10,00;50,00;0,00;0,00;0,00;22min;395,00 +WINJ26;30/12/2025 12:30:00;30/12/2025 12:32:00;2min;1;1;V;167.200,00;167.160,00;192.315,00;No;-8,00;-40,00;33;-8,00;-40,00;0,00;0,00;0,00;1h4min;387,00 +WINJ26;30/12/2025 13:54:00;30/12/2025 14:10:00;16min;1;1;C;167.680,00;167.715,00;192.315,00;No;7,00;35,00;34;7,00;35,00;0,00;0,00;0,00;1h24min;394,00 +WINJ26;30/12/2025 14:14:00;30/12/2025 14:18:00;4min;1;1;V;167.640,00;167.600,00;192.315,00;Sim;-8,00;-40,00;35;-8,00;-40,00;0,00;0,00;0,00;20min;386,00 +WINJ26;30/12/2025 16:50:00;30/12/2025 16:54:00;4min;1;1;V;167.705,00;167.630,00;192.315,00;Sim;-15,00;-75,00;36;-15,00;-75,00;0,00;0,00;0,00;2h36min;371,00 +WINJ26;30/12/2025 17:58:00;02/01/2026 09:00:00;2d15h;1;1;C;167.470,00;167.265,00;192.315,00;Sim;-41,00;-205,00;37;-41,00;-205,00;0,00;0,00;0,00;1h8min;330,00 +WINJ26;02/01/2026 10:08:00;02/01/2026 10:10:00;2min;1;1;V;167.810,00;167.975,00;192.315,00;Sim;33,00;165,00;38;33,00;165,00;0,00;0,00;0,00;2d16h;363,00 +WINJ26;02/01/2026 11:20:00;02/01/2026 11:22:00;2min;1;1;V;166.975,00;166.910,00;192.315,00;No;-13,00;-65,00;39;-13,00;-65,00;0,00;0,00;0,00;1h12min;350,00 +WINJ26;02/01/2026 12:08:00;02/01/2026 12:12:00;4min;1;1;V;166.570,00;166.640,00;192.315,00;No;14,00;70,00;40;14,00;70,00;0,00;0,00;0,00;48min;364,00 +WINJ26;02/01/2026 17:52:00;02/01/2026 17:54:00;2min;1;1;V;166.010,00;166.160,00;192.315,00;No;30,00;150,00;41;30,00;150,00;0,00;0,00;0,00;5h44min;394,00 +WINJ26;05/01/2026 11:44:00;05/01/2026 12:04:00;20min;1;1;C;166.465,00;166.270,00;192.315,00;Sim;-39,00;-195,00;42;-39,00;-195,00;0,00;0,00;0,00;2d17h;355,00 +WINJ26;05/01/2026 13:06:00;05/01/2026 13:10:00;4min;1;1;V;167.030,00;167.080,00;192.315,00;Sim;10,00;50,00;43;10,00;50,00;0,00;0,00;0,00;1h22min;365,00 +WINJ26;05/01/2026 15:48:00;05/01/2026 15:50:00;2min;1;1;C;167.685,00;167.705,00;192.315,00;No;4,00;20,00;44;4,00;20,00;0,00;0,00;0,00;2h42min;369,00 +WINJ26;06/01/2026 09:58:00;06/01/2026 10:26:00;28min;1;1;V;169.380,00;168.775,00;192.315,00;Sim;-121,00;-605,00;45;-121,00;-605,00;0,00;0,00;0,00;18h10min;248,00 +WINJ26;06/01/2026 11:04:00;06/01/2026 11:06:00;2min;1;1;C;169.625,00;169.735,00;192.315,00;No;22,00;110,00;46;22,00;110,00;0,00;0,00;0,00;1h6min;270,00 +WINJ26;06/01/2026 15:40:00;06/01/2026 15:42:00;2min;1;1;V;169.380,00;169.380,00;192.315,00;Sim;0;0;47;0;0;0,00;0,00;0,00;4h36min;270,00 +WINJ26;06/01/2026 17:32:00;06/01/2026 17:34:00;2min;1;1;V;169.175,00;169.170,00;192.315,00;No;-1,00;-5,00;48;-1,00;-5,00;0,00;0,00;0,00;1h52min;269,00 +WINJ26;06/01/2026 18:00:00;06/01/2026 18:08:00;8min;1;1;C;169.220,00;169.365,00;192.315,00;Sim;29,00;145,00;49;29,00;145,00;0,00;0,00;0,00;28min;298,00 +WINJ26;07/01/2026 09:04:00;07/01/2026 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09:48:00;2min;1;1;V;189.660,00;189.400,00;192.315,00;No;-52,00;-260,00;176;-52,00;-260,00;0,00;0,00;0,00;18min;-1.154,00 +WINJ26;10/02/2026 10:10:00;10/02/2026 10:12:00;2min;1;1;V;189.760,00;189.800,00;192.315,00;Sim;8,00;40,00;177;8,00;40,00;0,00;0,00;0,00;24min;-1.146,00 +WINJ26;10/02/2026 10:30:00;10/02/2026 10:32:00;2min;1;1;V;189.680,00;189.555,00;192.315,00;No;-25,00;-125,00;178;-25,00;-125,00;0,00;0,00;0,00;20min;-1.171,00 +WINJ26;10/02/2026 11:42:00;10/02/2026 11:44:00;2min;1;1;C;189.950,00;190.065,00;192.315,00;No;23,00;115,00;179;23,00;115,00;0,00;0,00;0,00;1h12min;-1.148,00 +WINJ26;10/02/2026 12:38:00;10/02/2026 13:00:00;22min;1;1;V;190.815,00;190.860,00;192.315,00;Sim;9,00;45,00;180;9,00;45,00;0,00;0,00;0,00;56min;-1.139,00 +WINJ26;10/02/2026 15:12:00;10/02/2026 15:40:00;28min;1;1;C;190.045,00;189.580,00;192.315,00;No;-93,00;-465,00;181;-93,00;-465,00;0,00;0,00;0,00;2h34min;-1.232,00 +WINJ26;10/02/2026 16:12:00;10/02/2026 16:14:00;2min;1;1;V;189.630,00;189.605,00;192.315,00;No;-5,00;-25,00;182;-5,00;-25,00;0,00;0,00;0,00;1h;-1.237,00 +WINJ26;10/02/2026 16:32:00;10/02/2026 17:00:00;28min;1;1;V;189.975,00;189.610,00;192.315,00;Sim;-73,00;-365,00;183;-73,00;-365,00;0,00;0,00;0,00;20min;-1.310,00 +WINJ26;11/02/2026 09:00:00;11/02/2026 09:28:00;28min;1;1;V;191.860,00;190.595,00;192.315,00;Sim;-253,00;-1.265,00;184;-253,00;-1.265,00;0,00;0,00;0,00;16h28min;-1.563,00 +WINJ26;11/02/2026 09:30:00;11/02/2026 09:58:00;28min;1;1;V;192.405,00;191.540,00;192.315,00;Sim;-173,00;-865,00;185;-173,00;-865,00;0,00;0,00;0,00;30min;-1.736,00 +WINJ26;11/02/2026 13:26:00;11/02/2026 13:54:00;28min;1;1;V;194.740,00;193.950,00;192.315,00;Sim;-158,00;-790,00;186;-158,00;-790,00;0,00;0,00;0,00;3h56min;-1.894,00 +WINJ26;12/02/2026 09:04:00;12/02/2026 09:06:00;2min;1;1;V;193.410,00;193.330,00;192.315,00;No;-16,00;-80,00;187;-16,00;-80,00;0,00;0,00;0,00;19h38min;-1.910,00 +WINJ26;12/02/2026 10:08:00;12/02/2026 10:10:00;2min;1;1;V;193.005,00;193.015,00;192.315,00;No;2,00;10,00;188;2,00;10,00;0,00;0,00;0,00;1h4min;-1.908,00 +WINJ26;12/02/2026 10:48:00;12/02/2026 10:50:00;2min;1;1;C;193.435,00;193.440,00;192.315,00;No;1,00;5,00;189;1,00;5,00;0,00;0,00;0,00;40min;-1.907,00 +WINJ26;12/02/2026 11:48:00;12/02/2026 12:00:00;12min;1;1;C;193.525,00;193.430,00;192.315,00;No;-19,00;-95,00;190;-19,00;-95,00;0,00;0,00;0,00;1h;-1.926,00 +WINJ26;12/02/2026 12:20:00;12/02/2026 12:22:00;2min;1;1;V;193.620,00;193.765,00;192.315,00;Sim;29,00;145,00;191;29,00;145,00;0,00;0,00;0,00;32min;-1.897,00 +WINJ26;12/02/2026 16:34:00;12/02/2026 16:36:00;2min;1;1;C;191.965,00;192.105,00;192.315,00;Sim;28,00;140,00;192;28,00;140,00;0,00;0,00;0,00;4h14min;-1.869,00 +WINJ26;12/02/2026 16:46:00;12/02/2026 16:48:00;2min;1;1;C;192.045,00;191.960,00;192.315,00;No;-17,00;-85,00;193;-17,00;-85,00;0,00;0,00;0,00;12min;-1.886,00 +WINJ26;13/02/2026 09:42:00;13/02/2026 09:46:00;4min;1;1;C;189.325,00;189.585,00;192.315,00;Sim;52,00;260,00;194;52,00;260,00;0,00;0,00;0,00;16h56min;-1.834,00 +WINJ26;13/02/2026 10:38:00;13/02/2026 10:40:00;2min;1;1;V;188.955,00;188.995,00;192.315,00;No;8,00;40,00;195;8,00;40,00;0,00;0,00;0,00;56min;-1.826,00 +WINJ26;13/02/2026 13:04:00;13/02/2026 13:06:00;2min;1;1;C;188.895,00;188.880,00;192.315,00;Sim;-3,00;-15,00;196;-3,00;-15,00;0,00;0,00;0,00;2h26min;-1.829,00 +WINJ26;13/02/2026 16:46:00;13/02/2026 16:48:00;2min;1;1;C;190.125,00;190.140,00;192.315,00;No;3,00;15,00;197;3,00;15,00;0,00;0,00;0,00;3h42min;-1.826,00 +WINJ26;18/02/2026 13:00:00;18/02/2026 13:16:00;16min;1;1;V;190.390,00;190.460,00;192.315,00;Sim;14,00;70,00;198;14,00;70,00;0,00;0,00;0,00;4d20h;-1.812,00 +WINJ26;18/02/2026 16:04:00;18/02/2026 16:06:00;2min;1;1;V;189.400,00;189.400,00;192.315,00;No;0;0;199;0;0;0,00;0,00;0,00;3h4min;-1.812,00 +WINJ26;18/02/2026 16:50:00;18/02/2026 16:52:00;2min;1;1;V;188.930,00;188.880,00;192.315,00;No;-10,00;-50,00;200;-10,00;-50,00;0,00;0,00;0,00;46min;-1.822,00 +WINJ26;19/02/2026 09:42:00;19/02/2026 09:44:00;2min;1;1;C;190.280,00;190.630,00;192.315,00;No;70,00;350,00;201;70,00;350,00;0,00;0,00;0,00;16h52min;-1.752,00 +WINJ26;19/02/2026 10:22:00;19/02/2026 10:28:00;6min;1;1;V;190.030,00;190.075,00;192.315,00;Sim;9,00;45,00;202;9,00;45,00;0,00;0,00;0,00;40min;-1.743,00 +WINJ26;19/02/2026 12:22:00;19/02/2026 12:50:00;28min;1;1;V;192.050,00;191.225,00;192.315,00;Sim;-165,00;-825,00;203;-165,00;-825,00;0,00;0,00;0,00;2h;-1.908,00 +WINJ26;19/02/2026 13:58:00;19/02/2026 14:00:00;2min;1;1;V;192.160,00;192.150,00;192.315,00;Sim;-2,00;-10,00;204;-2,00;-10,00;0,00;0,00;0,00;1h36min;-1.910,00 +WINJ26;19/02/2026 15:14:00;19/02/2026 15:16:00;2min;1;1;C;192.155,00;192.185,00;192.315,00;No;6,00;30,00;205;6,00;30,00;0,00;0,00;0,00;1h16min;-1.904,00 +WINJ26;19/02/2026 15:58:00;19/02/2026 16:00:00;2min;1;1;V;191.990,00;191.940,00;192.315,00;No;-10,00;-50,00;206;-10,00;-50,00;0,00;0,00;0,00;44min;-1.914,00 +WINJ26;20/02/2026 09:04:00;20/02/2026 09:32:00;28min;1;1;C;192.245,00;190.890,00;192.315,00;No;-271,00;-1.355,00;207;-271,00;-1.355,00;0,00;0,00;0,00;17h6min;-2.185,00 +WINJ26;20/02/2026 10:24:00;20/02/2026 10:26:00;2min;1;1;V;190.710,00;190.630,00;192.315,00;No;-16,00;-80,00;208;-16,00;-80,00;0,00;0,00;0,00;1h20min;-2.201,00 +WINJ26;20/02/2026 10:32:00;20/02/2026 10:34:00;2min;1;1;V;190.470,00;190.610,00;192.315,00;No;28,00;140,00;209;28,00;140,00;0,00;0,00;0,00;8min;-2.173,00 +WINJ26;20/02/2026 11:38:00;20/02/2026 12:06:00;28min;1;1;V;191.810,00;190.995,00;192.315,00;Sim;-163,00;-815,00;210;-163,00;-815,00;0,00;0,00;0,00;1h6min;-2.336,00 +WINJ26;20/02/2026 12:38:00;20/02/2026 12:40:00;2min;1;1;C;192.050,00;192.040,00;192.315,00;Sim;-2,00;-10,00;211;-2,00;-10,00;0,00;0,00;0,00;1h;-2.338,00 +WINJ26;20/02/2026 13:12:00;20/02/2026 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14:38:00;2min;1;1;V;192.175,00;192.235,00;192.315,00;No;12,00;60,00;218;12,00;60,00;0,00;0,00;0,00;2h32min;-2.208,00 +WINJ26;23/02/2026 15:34:00;23/02/2026 15:38:00;4min;1;1;V;192.765,00;192.795,00;192.315,00;Sim;6,00;30,00;219;6,00;30,00;0,00;0,00;0,00;58min;-2.202,00 +WINJ26;23/02/2026 15:48:00;23/02/2026 15:50:00;2min;1;1;C;192.810,00;192.860,00;192.315,00;Sim;10,00;50,00;220;10,00;50,00;0,00;0,00;0,00;14min;-2.192,00 +WINJ26;24/02/2026 12:34:00;24/02/2026 13:02:00;28min;1;1;V;194.740,00;194.520,00;192.315,00;Sim;-44,00;-220,00;221;-44,00;-220,00;0,00;0,00;0,00;20h46min;-2.236,00 +WINJ26;24/02/2026 13:34:00;24/02/2026 13:44:00;10min;1;1;V;194.955,00;195.030,00;192.315,00;Sim;15,00;75,00;222;15,00;75,00;0,00;0,00;0,00;1h;-2.221,00 +WINJ26;24/02/2026 15:36:00;24/02/2026 15:38:00;2min;1;1;V;194.955,00;194.955,00;192.315,00;No;0;0;223;0;0;0,00;0,00;0,00;2h2min;-2.221,00 +WINJ26;24/02/2026 16:28:00;24/02/2026 16:30:00;2min;1;1;C;194.770,00;194.815,00;192.315,00;No;9,00;45,00;224;9,00;45,00;0,00;0,00;0,00;52min;-2.212,00 +WINJ26;25/02/2026 13:38:00;25/02/2026 13:40:00;2min;1;1;C;194.605,00;194.605,00;192.315,00;Sim;0;0;225;0;0;0,00;0,00;0,00;21h10min;-2.212,00 +WINJ26;25/02/2026 15:22:00;25/02/2026 15:28:00;6min;1;1;C;194.895,00;194.900,00;192.315,00;No;1,00;5,00;226;1,00;5,00;0,00;0,00;0,00;1h44min;-2.211,00 +WINJ26;25/02/2026 16:16:00;25/02/2026 16:20:00;4min;1;1;C;194.015,00;194.200,00;192.315,00;Sim;37,00;185,00;227;37,00;185,00;0,00;0,00;0,00;54min;-2.174,00 +WINJ26;25/02/2026 16:58:00;25/02/2026 17:10:00;12min;1;1;V;194.040,00;194.055,00;192.315,00;No;3,00;15,00;228;3,00;15,00;0,00;0,00;0,00;42min;-2.171,00 +WINJ26;26/02/2026 09:20:00;26/02/2026 09:22:00;2min;1;1;V;194.245,00;194.220,00;192.315,00;Sim;-5,00;-25,00;229;-5,00;-25,00;0,00;0,00;0,00;16h22min;-2.176,00 +WINJ26;26/02/2026 10:16:00;26/02/2026 10:18:00;2min;1;1;V;194.510,00;194.640,00;192.315,00;Sim;26,00;130,00;230;26,00;130,00;0,00;0,00;0,00;56min;-2.150,00 +WINJ26;26/02/2026 12:30:00;26/02/2026 12:38:00;8min;1;1;C;192.665,00;192.840,00;192.315,00;Sim;35,00;175,00;231;35,00;175,00;0,00;0,00;0,00;2h14min;-2.115,00 +WINJ26;26/02/2026 12:48:00;26/02/2026 13:16:00;28min;1;1;V;193.605,00;192.895,00;192.315,00;No;-142,00;-710,00;232;-142,00;-710,00;0,00;0,00;0,00;18min;-2.257,00 +WINJ26;26/02/2026 14:34:00;26/02/2026 14:36:00;2min;1;1;C;193.475,00;193.425,00;192.315,00;No;-10,00;-50,00;233;-10,00;-50,00;0,00;0,00;0,00;1h46min;-2.267,00 +WINJ26;26/02/2026 17:26:00;26/02/2026 17:28:00;2min;1;1;C;194.295,00;194.320,00;192.315,00;No;5,00;25,00;234;5,00;25,00;0,00;0,00;0,00;2h52min;-2.262,00 +WINJ26;27/02/2026 09:38:00;27/02/2026 09:42:00;4min;1;1;V;193.450,00;193.355,00;192.315,00;Sim;-19,00;-95,00;235;-19,00;-95,00;0,00;0,00;0,00;16h12min;-2.281,00 +WINJ26;27/02/2026 10:02:00;27/02/2026 10:14:00;12min;1;1;V;193.360,00;193.325,00;192.315,00;No;-7,00;-35,00;236;-7,00;-35,00;0,00;0,00;0,00;24min;-2.288,00 +WINJ26;27/02/2026 10:18:00;27/02/2026 10:20:00;2min;1;1;C;193.465,00;193.590,00;192.315,00;Sim;25,00;125,00;237;25,00;125,00;0,00;0,00;0,00;16min;-2.263,00 +WINJ26;27/02/2026 11:18:00;27/02/2026 11:20:00;2min;1;1;V;193.015,00;192.990,00;192.315,00;No;-5,00;-25,00;238;-5,00;-25,00;0,00;0,00;0,00;1h;-2.268,00 +WINJ26;27/02/2026 15:28:00;27/02/2026 15:30:00;2min;1;1;C;192.710,00;192.715,00;192.315,00;Sim;1,00;5,00;239;1,00;5,00;0,00;0,00;0,00;4h10min;-2.267,00 +WINJ26;02/03/2026 10:02:00;02/03/2026 10:08:00;6min;1;1;C;190.215,00;190.380,00;192.315,00;Sim;33,00;165,00;240;33,00;165,00;0,00;0,00;0,00;2d18h;-2.234,00 +WINJ26;02/03/2026 10:14:00;02/03/2026 10:42:00;28min;1;1;V;190.900,00;190.085,00;192.315,00;No;-163,00;-815,00;241;-163,00;-815,00;0,00;0,00;0,00;12min;-2.397,00 +WINJ26;02/03/2026 11:06:00;02/03/2026 11:08:00;2min;1;1;C;190.110,00;190.315,00;192.315,00;Sim;41,00;205,00;242;41,00;205,00;0,00;0,00;0,00;52min;-2.356,00 +WINJ26;02/03/2026 13:52:00;02/03/2026 13:58:00;6min;1;1;V;191.425,00;191.540,00;192.315,00;Sim;23,00;115,00;243;23,00;115,00;0,00;0,00;0,00;2h46min;-2.333,00 +WINJ26;02/03/2026 14:42:00;02/03/2026 14:44:00;2min;1;1;C;191.785,00;191.725,00;192.315,00;No;-12,00;-60,00;244;-12,00;-60,00;0,00;0,00;0,00;50min;-2.345,00 +WINJ26;02/03/2026 15:04:00;02/03/2026 15:08:00;4min;1;1;V;191.885,00;191.895,00;192.315,00;Sim;2,00;10,00;245;2,00;10,00;0,00;0,00;0,00;22min;-2.343,00 +WINJ26;02/03/2026 15:28:00;02/03/2026 15:30:00;2min;1;1;C;192.030,00;192.075,00;192.315,00;No;9,00;45,00;246;9,00;45,00;0,00;0,00;0,00;24min;-2.334,00 +WINJ26;02/03/2026 17:32:00;02/03/2026 17:38:00;6min;1;1;C;192.240,00;192.310,00;192.315,00;No;14,00;70,00;247;14,00;70,00;0,00;0,00;0,00;2h4min;-2.320,00 diff --git a/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v10_balanceado_regime05min.csv b/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v10_balanceado_regime05min.csv new file mode 100644 index 0000000..6eae39a --- /dev/null +++ b/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v10_balanceado_regime05min.csv @@ -0,0 +1,154 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 02/03/2025 +Data Final: 02/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;26/08/2025 18:20:00;27/08/2025 09:10:00;14h50min;1;1;C;149.050,00;148.200,00;192.320,00;No;-170,00;-850,00;1;-170,00;-850,00;0,00;0,00;0,00; - ;-170,00 +WINJ26;28/08/2025 09:10:00;28/08/2025 09:15:00;5min;1;1;C;151.000,00;150.940,00;192.320,00;No;-12,00;-60,00;2;-12,00;-60,00;0,00;0,00;0,00;1d14h;-182,00 +WINJ26;09/09/2025 09:00:00;09/09/2025 09:05:00;5min;1;1;V;152.550,00;152.300,00;192.320,00;No;-50,00;-250,00;3;-50,00;-250,00;0,00;0,00;0,00;11d23h;-232,00 +WINJ26;11/09/2025 09:35:00;11/09/2025 10:00:00;25min;1;1;C;153.500,00;153.500,00;192.320,00;No;0;0;4;0;0;0,00;0,00;0,00;2d;-232,00 +WINJ26;15/09/2025 17:10:00;15/09/2025 17:15:00;5min;1;1;C;154.130,00;154.080,00;192.320,00;No;-10,00;-50,00;5;-10,00;-50,00;0,00;0,00;0,00;4d7h;-242,00 +WINJ26;16/09/2025 10:40:00;16/09/2025 14:10:00;3h30min;1;1;C;155.000,00;154.120,00;192.320,00;No;-176,00;-880,00;6;-176,00;-880,00;0,00;0,00;0,00;17h30min;-418,00 +WINJ26;16/09/2025 15:50:00;18/09/2025 09:50:00;1d18h;1;1;V;155.900,00;154.450,00;192.320,00;Sim;-290,00;-1.450,00;7;-290,00;-1.450,00;0,00;0,00;0,00;5h10min;-708,00 +WINJ26;29/09/2025 13:35:00;29/09/2025 14:00:00;25min;1;1;V;156.650,00;156.400,00;192.320,00;Sim;-50,00;-250,00;8;-50,00;-250,00;0,00;0,00;0,00;12d21h;-758,00 +WINJ26;30/09/2025 11:15:00;30/09/2025 11:20:00;5min;1;1;V;156.550,00;156.550,00;192.320,00;Sim;0;0;9;0;0;0,00;0,00;0,00;21h40min;-758,00 +WINJ26;01/10/2025 09:10:00;01/10/2025 09:15:00;5min;1;1;V;156.500,00;156.000,00;192.320,00;No;-100,00;-500,00;10;-100,00;-500,00;0,00;0,00;0,00;21h55min;-858,00 +WINJ26;13/10/2025 10:20:00;13/10/2025 10:25:00;5min;1;1;C;151.100,00;151.100,00;192.320,00;Sim;0;0;11;0;0;0,00;0,00;0,00;12d1h;-858,00 +WINJ26;14/10/2025 10:40:00;14/10/2025 11:15:00;35min;1;1;V;151.165,00;150.805,00;192.320,00;No;-72,00;-360,00;12;-72,00;-360,00;0,00;0,00;0,00;1d;-930,00 +WINJ26;15/10/2025 11:15:00;15/10/2025 11:20:00;5min;1;1;C;151.200,00;151.050,00;192.320,00;No;-30,00;-150,00;13;-30,00;-150,00;0,00;0,00;0,00;1d;-960,00 +WINJ26;16/10/2025 13:55:00;16/10/2025 14:35:00;40min;1;1;C;151.280,00;151.250,00;192.320,00;No;-6,00;-30,00;14;-6,00;-30,00;0,00;0,00;0,00;1d2h;-966,00 +WINJ26;21/10/2025 09:30:00;21/10/2025 10:50:00;1h20min;1;1;C;153.200,00;152.950,00;192.320,00;No;-50,00;-250,00;15;-50,00;-250,00;0,00;0,00;0,00;4d19h;-1.016,00 +WINJ26;24/10/2025 09:05:00;24/10/2025 09:15:00;10min;1;1;C;154.690,00;154.700,00;192.320,00;No;2,00;10,00;16;2,00;10,00;0,00;0,00;0,00;2d23h;-1.014,00 +WINJ26;27/10/2025 09:10:00;27/10/2025 09:25:00;15min;1;1;C;156.000,00;156.050,00;192.320,00;No;10,00;50,00;17;10,00;50,00;0,00;0,00;0,00;3d;-1.004,00 +WINJ26;27/10/2025 12:15:00;27/10/2025 13:20:00;1h5min;1;1;V;155.480,00;155.660,00;192.320,00;Sim;36,00;180,00;18;36,00;180,00;0,00;0,00;0,00;3h5min;-968,00 +WINJ26;30/10/2025 10:55:00;30/10/2025 11:40:00;45min;1;1;C;157.250,00;157.335,00;192.320,00;No;17,00;85,00;19;17,00;85,00;0,00;0,00;0,00;2d22h;-951,00 +WINJ26;31/10/2025 11:40:00;31/10/2025 13:30:00;1h50min;1;1;V;157.700,00;157.700,00;192.320,00;Sim;0;0;20;0;0;0,00;0,00;0,00;1d;-951,00 +WINJ26;03/11/2025 12:40:00;03/11/2025 16:10:00;3h30min;1;1;V;158.640,00;158.680,00;192.320,00;Sim;8,00;40,00;21;8,00;40,00;0,00;0,00;0,00;3d1h;-943,00 +WINJ26;04/11/2025 10:15:00;04/11/2025 10:35:00;20min;1;1;C;158.540,00;158.520,00;192.320,00;No;-4,00;-20,00;22;-4,00;-20,00;0,00;0,00;0,00;21h35min;-947,00 +WINJ26;06/11/2025 09:20:00;06/11/2025 15:25:00;6h5min;1;1;V;161.800,00;161.900,00;192.320,00;Sim;20,00;100,00;23;20,00;100,00;0,00;0,00;0,00;1d23h;-927,00 +WINJ26;12/11/2025 10:10:00;12/11/2025 10:15:00;5min;1;1;C;166.270,00;166.220,00;192.320,00;No;-10,00;-50,00;24;-10,00;-50,00;0,00;0,00;0,00;6d;-937,00 +WINJ26;14/11/2025 18:10:00;14/11/2025 18:20:00;10min;1;1;V;165.850,00;165.915,00;192.320,00;Sim;13,00;65,00;25;13,00;65,00;0,00;0,00;0,00;2d8h;-924,00 +WINJ26;18/11/2025 10:20:00;18/11/2025 10:25:00;5min;1;1;C;164.540,00;164.840,00;192.320,00;Sim;60,00;300,00;26;60,00;300,00;0,00;0,00;0,00;3d16h;-864,00 +WINJ26;18/11/2025 11:45:00;18/11/2025 13:15:00;1h30min;1;1;V;164.630,00;164.500,00;192.320,00;No;-26,00;-130,00;27;-26,00;-130,00;0,00;0,00;0,00;1h25min;-890,00 +WINJ26;21/11/2025 15:35:00;24/11/2025 10:35:00;2d19h;1;1;V;163.120,00;162.400,00;192.320,00;No;-144,00;-720,00;28;-144,00;-720,00;0,00;0,00;0,00;3d3h;-1.034,00 +WINJ26;26/11/2025 13:00:00;26/11/2025 16:35:00;3h35min;1;1;V;166.200,00;165.405,00;192.320,00;Sim;-159,00;-795,00;29;-159,00;-795,00;0,00;0,00;0,00;4d21h;-1.193,00 +WINJ26;27/11/2025 18:15:00;28/11/2025 10:05:00;15h50min;1;1;C;166.010,00;166.235,00;192.320,00;No;45,00;225,00;30;45,00;225,00;0,00;0,00;0,00;1d5h;-1.148,00 +WINJ26;04/12/2025 12:15:00;04/12/2025 17:15:00;5h;1;1;V;171.815,00;171.435,00;192.320,00;Sim;-76,00;-380,00;31;-76,00;-380,00;0,00;0,00;0,00;6d18h;-1.224,00 +WINJ26;05/12/2025 11:45:00;05/12/2025 11:50:00;5min;1;1;C;171.805,00;172.000,00;192.320,00;No;39,00;195,00;32;39,00;195,00;0,00;0,00;0,00;23h30min;-1.185,00 +WINJ26;08/12/2025 11:25:00;08/12/2025 11:45:00;20min;1;1;V;165.450,00;165.950,00;192.320,00;No;100,00;500,00;33;100,00;500,00;0,00;0,00;0,00;2d23h;-1.085,00 +WINJ26;08/12/2025 17:20:00;08/12/2025 17:45:00;25min;1;1;V;165.000,00;165.630,00;192.320,00;No;126,00;630,00;34;126,00;630,00;0,00;0,00;0,00;5h55min;-959,00 +WINJ26;10/12/2025 09:35:00;10/12/2025 10:25:00;50min;1;1;V;164.850,00;165.705,00;192.320,00;Sim;171,00;855,00;35;171,00;855,00;0,00;0,00;0,00;1d16h;-788,00 +WINJ26;10/12/2025 11:35:00;10/12/2025 11:45:00;10min;1;1;C;165.525,00;165.510,00;192.320,00;Sim;-3,00;-15,00;36;-3,00;-15,00;0,00;0,00;0,00;2h;-791,00 +WINJ26;10/12/2025 17:05:00;10/12/2025 17:10:00;5min;1;1;C;166.440,00;166.500,00;192.320,00;No;12,00;60,00;37;12,00;60,00;0,00;0,00;0,00;5h30min;-779,00 +WINJ26;12/12/2025 12:05:00;12/12/2025 12:15:00;10min;1;1;V;166.900,00;167.300,00;192.320,00;Sim;80,00;400,00;38;80,00;400,00;0,00;0,00;0,00;1d19h;-699,00 +WINJ26;15/12/2025 10:40:00;15/12/2025 13:45:00;3h5min;1;1;V;169.565,00;168.650,00;192.320,00;Sim;-183,00;-915,00;39;-183,00;-915,00;0,00;0,00;0,00;2d22h;-882,00 +WINJ26;16/12/2025 09:05:00;16/12/2025 09:10:00;5min;1;1;V;167.030,00;167.400,00;192.320,00;No;74,00;370,00;40;74,00;370,00;0,00;0,00;0,00;22h25min;-808,00 +WINJ26;17/12/2025 09:15:00;17/12/2025 10:35:00;1h20min;1;1;C;164.810,00;163.000,00;192.320,00;Sim;-362,00;-1.810,00;41;-362,00;-1.810,00;0,00;0,00;0,00;1d;-1.170,00 +WINJ26;17/12/2025 18:05:00;17/12/2025 18:10:00;5min;1;1;C;163.845,00;163.900,00;192.320,00;Sim;11,00;55,00;42;11,00;55,00;0,00;0,00;0,00;8h50min;-1.159,00 +WINJ26;18/12/2025 17:05:00;18/12/2025 17:30:00;25min;1;1;C;164.455,00;164.490,00;192.320,00;No;7,00;35,00;43;7,00;35,00;0,00;0,00;0,00;23h;-1.152,00 +WINJ26;19/12/2025 09:50:00;19/12/2025 09:55:00;5min;1;1;C;164.625,00;164.480,00;192.320,00;No;-29,00;-145,00;44;-29,00;-145,00;0,00;0,00;0,00;16h45min;-1.181,00 +WINJ26;19/12/2025 14:00:00;19/12/2025 14:05:00;5min;1;1;C;165.495,00;165.510,00;192.320,00;No;3,00;15,00;45;3,00;15,00;0,00;0,00;0,00;4h10min;-1.178,00 +WINJ26;19/12/2025 14:25:00;19/12/2025 14:30:00;5min;1;1;V;165.175,00;165.360,00;192.320,00;No;37,00;185,00;46;37,00;185,00;0,00;0,00;0,00;25min;-1.141,00 +WINJ26;23/12/2025 09:05:00;23/12/2025 09:10:00;5min;1;1;C;164.500,00;164.510,00;192.320,00;Sim;2,00;10,00;47;2,00;10,00;0,00;0,00;0,00;3d18h;-1.139,00 +WINJ26;23/12/2025 16:40:00;23/12/2025 16:45:00;5min;1;1;C;166.540,00;166.470,00;192.320,00;No;-14,00;-70,00;48;-14,00;-70,00;0,00;0,00;0,00;7h35min;-1.153,00 +WINJ26;26/12/2025 15:15:00;26/12/2025 15:20:00;5min;1;1;V;166.480,00;166.500,00;192.320,00;Sim;4,00;20,00;49;4,00;20,00;0,00;0,00;0,00;2d22h;-1.149,00 +WINJ26;29/12/2025 17:55:00;29/12/2025 18:00:00;5min;1;1;C;166.220,00;166.210,00;192.320,00;Sim;-2,00;-10,00;50;-2,00;-10,00;0,00;0,00;0,00;3d2h;-1.151,00 +WINJ26;30/12/2025 10:05:00;30/12/2025 10:45:00;40min;1;1;V;167.570,00;167.540,00;192.320,00;Sim;-6,00;-30,00;51;-6,00;-30,00;0,00;0,00;0,00;16h10min;-1.157,00 +WINJ26;30/12/2025 11:10:00;30/12/2025 11:15:00;5min;1;1;C;167.635,00;167.420,00;192.320,00;No;-43,00;-215,00;52;-43,00;-215,00;0,00;0,00;0,00;1h5min;-1.200,00 +WINJ26;30/12/2025 15:25:00;30/12/2025 15:30:00;5min;1;1;C;167.770,00;167.815,00;192.320,00;No;9,00;45,00;53;9,00;45,00;0,00;0,00;0,00;4h15min;-1.191,00 +WINJ26;02/01/2026 09:05:00;02/01/2026 09:10:00;5min;1;1;C;167.910,00;167.585,00;192.320,00;No;-65,00;-325,00;54;-65,00;-325,00;0,00;0,00;0,00;2d17h;-1.256,00 +WINJ26;02/01/2026 10:10:00;02/01/2026 10:15:00;5min;1;1;V;167.855,00;167.810,00;192.320,00;Sim;-9,00;-45,00;55;-9,00;-45,00;0,00;0,00;0,00;1h5min;-1.265,00 +WINJ26;05/01/2026 09:05:00;05/01/2026 09:10:00;5min;1;1;C;166.535,00;166.395,00;192.320,00;Sim;-28,00;-140,00;56;-28,00;-140,00;0,00;0,00;0,00;2d22h;-1.293,00 +WINJ26;06/01/2026 11:40:00;06/01/2026 11:45:00;5min;1;1;C;169.420,00;169.430,00;192.320,00;No;2,00;10,00;57;2,00;10,00;0,00;0,00;0,00;1d2h;-1.291,00 +WINJ26;06/01/2026 14:30:00;06/01/2026 14:35:00;5min;1;1;C;169.470,00;169.500,00;192.320,00;No;6,00;30,00;58;6,00;30,00;0,00;0,00;0,00;2h50min;-1.285,00 +WINJ26;07/01/2026 10:40:00;07/01/2026 11:50:00;1h10min;1;1;C;168.780,00;167.855,00;192.320,00;Sim;-185,00;-925,00;59;-185,00;-925,00;0,00;0,00;0,00;20h10min;-1.470,00 +WINJ26;07/01/2026 12:35:00;07/01/2026 12:50:00;15min;1;1;C;167.595,00;167.725,00;192.320,00;Sim;26,00;130,00;60;26,00;130,00;0,00;0,00;0,00;1h55min;-1.444,00 +WINJ26;07/01/2026 13:40:00;07/01/2026 13:45:00;5min;1;1;V;167.740,00;167.665,00;192.320,00;No;-15,00;-75,00;61;-15,00;-75,00;0,00;0,00;0,00;1h5min;-1.459,00 +WINJ26;07/01/2026 17:00:00;07/01/2026 17:05:00;5min;1;1;C;167.690,00;167.725,00;192.320,00;No;7,00;35,00;62;7,00;35,00;0,00;0,00;0,00;3h20min;-1.452,00 +WINJ26;08/01/2026 09:30:00;08/01/2026 09:35:00;5min;1;1;V;167.410,00;167.460,00;192.320,00;No;10,00;50,00;63;10,00;50,00;0,00;0,00;0,00;16h30min;-1.442,00 +WINJ26;08/01/2026 10:25:00;08/01/2026 10:30:00;5min;1;1;C;167.580,00;167.945,00;192.320,00;Sim;73,00;365,00;64;73,00;365,00;0,00;0,00;0,00;55min;-1.369,00 +WINJ26;08/01/2026 13:30:00;08/01/2026 13:35:00;5min;1;1;C;167.950,00;168.030,00;192.320,00;No;16,00;80,00;65;16,00;80,00;0,00;0,00;0,00;3h5min;-1.353,00 +WINJ26;08/01/2026 14:35:00;08/01/2026 15:30:00;55min;1;1;C;167.970,00;167.920,00;192.320,00;No;-10,00;-50,00;66;-10,00;-50,00;0,00;0,00;0,00;1h5min;-1.363,00 +WINJ26;08/01/2026 17:35:00;08/01/2026 17:40:00;5min;1;1;C;168.130,00;168.170,00;192.320,00;No;8,00;40,00;67;8,00;40,00;0,00;0,00;0,00;3h;-1.355,00 +WINJ26;12/01/2026 09:45:00;12/01/2026 09:50:00;5min;1;1;V;168.560,00;168.590,00;192.320,00;Sim;6,00;30,00;68;6,00;30,00;0,00;0,00;0,00;3d16h;-1.349,00 +WINJ26;13/01/2026 09:10:00;13/01/2026 09:15:00;5min;1;1;V;168.290,00;168.430,00;192.320,00;No;28,00;140,00;69;28,00;140,00;0,00;0,00;0,00;23h25min;-1.321,00 +WINJ26;13/01/2026 10:35:00;13/01/2026 10:40:00;5min;1;1;C;167.805,00;167.905,00;192.320,00;Sim;20,00;100,00;70;20,00;100,00;0,00;0,00;0,00;1h25min;-1.301,00 +WINJ26;13/01/2026 10:50:00;13/01/2026 10:55:00;5min;1;1;V;167.490,00;167.700,00;192.320,00;No;42,00;210,00;71;42,00;210,00;0,00;0,00;0,00;15min;-1.259,00 +WINJ26;13/01/2026 14:00:00;13/01/2026 14:40:00;40min;1;1;V;167.260,00;167.175,00;192.320,00;No;-17,00;-85,00;72;-17,00;-85,00;0,00;0,00;0,00;3h10min;-1.276,00 +WINJ26;14/01/2026 11:15:00;14/01/2026 11:25:00;10min;1;1;C;167.705,00;168.105,00;192.320,00;Sim;80,00;400,00;73;80,00;400,00;0,00;0,00;0,00;21h15min;-1.196,00 +WINJ26;14/01/2026 17:05:00;14/01/2026 17:10:00;5min;1;1;V;169.685,00;169.760,00;192.320,00;Sim;15,00;75,00;74;15,00;75,00;0,00;0,00;0,00;5h50min;-1.181,00 +WINJ26;15/01/2026 09:05:00;15/01/2026 09:40:00;35min;1;1;V;170.365,00;170.365,00;192.320,00;Sim;0;0;75;0;0;0,00;0,00;0,00;16h;-1.181,00 +WINJ26;15/01/2026 12:30:00;15/01/2026 13:10:00;40min;1;1;V;170.415,00;170.380,00;192.320,00;Sim;-7,00;-35,00;76;-7,00;-35,00;0,00;0,00;0,00;3h25min;-1.188,00 +WINJ26;15/01/2026 14:25:00;15/01/2026 15:35:00;1h10min;1;1;V;171.180,00;170.715,00;192.320,00;Sim;-93,00;-465,00;77;-93,00;-465,00;0,00;0,00;0,00;1h55min;-1.281,00 +WINJ26;16/01/2026 11:50:00;16/01/2026 13:00:00;1h10min;1;1;C;169.850,00;169.280,00;192.320,00;No;-114,00;-570,00;78;-114,00;-570,00;0,00;0,00;0,00;21h25min;-1.395,00 +WINJ26;19/01/2026 09:05:00;19/01/2026 09:10:00;5min;1;1;V;169.120,00;168.975,00;192.320,00;No;-29,00;-145,00;79;-29,00;-145,00;0,00;0,00;0,00;2d21h;-1.424,00 +WINJ26;19/01/2026 09:55:00;19/01/2026 10:25:00;30min;1;1;V;169.355,00;169.515,00;192.320,00;Sim;32,00;160,00;80;32,00;160,00;0,00;0,00;0,00;50min;-1.392,00 +WINJ26;19/01/2026 14:00:00;19/01/2026 14:05:00;5min;1;1;C;169.845,00;169.895,00;192.320,00;Sim;10,00;50,00;81;10,00;50,00;0,00;0,00;0,00;4h5min;-1.382,00 +WINJ26;19/01/2026 16:25:00;19/01/2026 16:35:00;10min;1;1;V;169.650,00;169.655,00;192.320,00;Sim;1,00;5,00;82;1,00;5,00;0,00;0,00;0,00;2h25min;-1.381,00 +WINJ26;19/01/2026 17:05:00;19/01/2026 17:15:00;10min;1;1;C;169.650,00;169.655,00;192.320,00;Sim;1,00;5,00;83;1,00;5,00;0,00;0,00;0,00;40min;-1.380,00 +WINJ26;19/01/2026 17:25:00;20/01/2026 09:05:00;15h40min;1;1;V;169.245,00;169.640,00;192.320,00;No;79,00;395,00;84;79,00;395,00;0,00;0,00;0,00;20min;-1.301,00 +WINJ26;20/01/2026 10:30:00;20/01/2026 10:35:00;5min;1;1;V;168.385,00;168.895,00;192.320,00;No;102,00;510,00;85;102,00;510,00;0,00;0,00;0,00;17h5min;-1.199,00 +WINJ26;20/01/2026 13:45:00;20/01/2026 14:25:00;40min;1;1;V;171.100,00;171.135,00;192.320,00;Sim;7,00;35,00;86;7,00;35,00;0,00;0,00;0,00;3h15min;-1.192,00 +WINJ26;20/01/2026 17:05:00;20/01/2026 17:15:00;10min;1;1;V;170.755,00;170.780,00;192.320,00;No;5,00;25,00;87;5,00;25,00;0,00;0,00;0,00;3h20min;-1.187,00 +WINJ26;21/01/2026 09:05:00;21/01/2026 09:10:00;5min;1;1;C;171.985,00;172.225,00;192.320,00;No;48,00;240,00;88;48,00;240,00;0,00;0,00;0,00;16h;-1.139,00 +WINJ26;21/01/2026 12:25:00;21/01/2026 13:35:00;1h10min;1;1;V;175.100,00;174.455,00;192.320,00;Sim;-129,00;-645,00;89;-129,00;-645,00;0,00;0,00;0,00;3h20min;-1.268,00 +WINJ26;22/01/2026 17:55:00;22/01/2026 18:00:00;5min;1;1;V;180.810,00;180.930,00;192.320,00;Sim;24,00;120,00;90;24,00;120,00;0,00;0,00;0,00;1d5h;-1.244,00 +WINJ26;26/01/2026 11:50:00;26/01/2026 11:55:00;5min;1;1;V;183.330,00;183.435,00;192.320,00;Sim;21,00;105,00;91;21,00;105,00;0,00;0,00;0,00;3d17h;-1.223,00 +WINJ26;26/01/2026 12:15:00;26/01/2026 12:20:00;5min;1;1;V;183.345,00;183.530,00;192.320,00;Sim;37,00;185,00;92;37,00;185,00;0,00;0,00;0,00;25min;-1.186,00 +WINJ26;26/01/2026 16:05:00;26/01/2026 16:10:00;5min;1;1;V;183.170,00;183.330,00;192.320,00;No;32,00;160,00;93;32,00;160,00;0,00;0,00;0,00;3h50min;-1.154,00 +WINJ26;26/01/2026 16:25:00;26/01/2026 16:30:00;5min;1;1;C;183.140,00;183.430,00;192.320,00;No;58,00;290,00;94;58,00;290,00;0,00;0,00;0,00;20min;-1.096,00 +WINJ26;27/01/2026 09:05:00;27/01/2026 09:10:00;5min;1;1;C;185.380,00;185.260,00;192.320,00;No;-24,00;-120,00;95;-24,00;-120,00;0,00;0,00;0,00;16h40min;-1.120,00 +WINJ26;27/01/2026 10:20:00;27/01/2026 11:30:00;1h10min;1;1;V;187.470,00;185.930,00;192.320,00;Sim;-308,00;-1.540,00;96;-308,00;-1.540,00;0,00;0,00;0,00;1h15min;-1.428,00 +WINJ26;27/01/2026 15:20:00;27/01/2026 16:25:00;1h5min;1;1;C;187.310,00;187.200,00;192.320,00;No;-22,00;-110,00;97;-22,00;-110,00;0,00;0,00;0,00;5h;-1.450,00 +WINJ26;27/01/2026 17:40:00;27/01/2026 17:50:00;10min;1;1;C;187.280,00;187.165,00;192.320,00;Sim;-23,00;-115,00;98;-23,00;-115,00;0,00;0,00;0,00;2h20min;-1.473,00 +WINJ26;28/01/2026 11:10:00;28/01/2026 12:10:00;1h;1;1;V;189.125,00;188.900,00;192.320,00;Sim;-45,00;-225,00;99;-45,00;-225,00;0,00;0,00;0,00;17h30min;-1.518,00 +WINJ26;28/01/2026 13:15:00;28/01/2026 13:20:00;5min;1;1;V;188.820,00;188.700,00;192.320,00;No;-24,00;-120,00;100;-24,00;-120,00;0,00;0,00;0,00;2h5min;-1.542,00 +WINJ26;28/01/2026 13:55:00;28/01/2026 14:00:00;5min;1;1;V;188.675,00;188.620,00;192.320,00;No;-11,00;-55,00;101;-11,00;-55,00;0,00;0,00;0,00;40min;-1.553,00 +WINJ26;28/01/2026 15:00:00;28/01/2026 15:05:00;5min;1;1;V;188.550,00;188.575,00;192.320,00;No;5,00;25,00;102;5,00;25,00;0,00;0,00;0,00;1h5min;-1.548,00 +WINJ26;29/01/2026 09:30:00;29/01/2026 10:10:00;40min;1;1;V;190.880,00;191.020,00;192.320,00;Sim;28,00;140,00;103;28,00;140,00;0,00;0,00;0,00;18h30min;-1.520,00 +WINJ26;29/01/2026 11:20:00;29/01/2026 11:45:00;25min;1;1;C;190.960,00;191.235,00;192.320,00;No;55,00;275,00;104;55,00;275,00;0,00;0,00;0,00;1h50min;-1.465,00 +WINJ26;29/01/2026 13:15:00;29/01/2026 14:10:00;55min;1;1;C;187.605,00;187.775,00;192.320,00;Sim;34,00;170,00;105;34,00;170,00;0,00;0,00;0,00;1h55min;-1.431,00 +WINJ26;30/01/2026 11:40:00;30/01/2026 12:00:00;20min;1;1;V;187.670,00;187.400,00;192.320,00;No;-54,00;-270,00;106;-54,00;-270,00;0,00;0,00;0,00;22h25min;-1.485,00 +WINJ26;30/01/2026 12:10:00;30/01/2026 12:15:00;5min;1;1;C;187.685,00;187.825,00;192.320,00;No;28,00;140,00;107;28,00;140,00;0,00;0,00;0,00;30min;-1.457,00 +WINJ26;02/02/2026 12:30:00;02/02/2026 12:45:00;15min;1;1;V;186.685,00;186.680,00;192.320,00;No;-1,00;-5,00;108;-1,00;-5,00;0,00;0,00;0,00;3d;-1.458,00 +WINJ26;03/02/2026 12:00:00;03/02/2026 12:15:00;15min;1;1;V;190.975,00;191.565,00;192.320,00;Sim;118,00;590,00;109;118,00;590,00;0,00;0,00;0,00;23h30min;-1.340,00 +WINJ26;03/02/2026 13:25:00;03/02/2026 13:40:00;15min;1;1;C;191.045,00;191.070,00;192.320,00;No;5,00;25,00;110;5,00;25,00;0,00;0,00;0,00;1h25min;-1.335,00 +WINJ26;04/02/2026 12:10:00;04/02/2026 13:20:00;1h10min;1;1;C;187.700,00;186.480,00;192.320,00;Sim;-244,00;-1.220,00;111;-244,00;-1.220,00;0,00;0,00;0,00;22h45min;-1.579,00 +WINJ26;04/02/2026 14:15:00;04/02/2026 15:25:00;1h10min;1;1;C;186.330,00;185.475,00;192.320,00;Sim;-171,00;-855,00;112;-171,00;-855,00;0,00;0,00;0,00;2h5min;-1.750,00 +WINJ26;05/02/2026 09:40:00;05/02/2026 09:45:00;5min;1;1;V;186.105,00;186.285,00;192.320,00;No;36,00;180,00;113;36,00;180,00;0,00;0,00;0,00;19h25min;-1.714,00 +WINJ26;05/02/2026 14:20:00;05/02/2026 14:25:00;5min;1;1;C;187.260,00;187.545,00;192.320,00;No;57,00;285,00;114;57,00;285,00;0,00;0,00;0,00;4h40min;-1.657,00 +WINJ26;05/02/2026 17:00:00;05/02/2026 18:10:00;1h10min;1;1;C;187.375,00;186.610,00;192.320,00;No;-153,00;-765,00;115;-153,00;-765,00;0,00;0,00;0,00;2h40min;-1.810,00 +WINJ26;06/02/2026 14:45:00;06/02/2026 14:50:00;5min;1;1;C;186.970,00;187.010,00;192.320,00;Sim;8,00;40,00;116;8,00;40,00;0,00;0,00;0,00;21h45min;-1.802,00 +WINJ26;06/02/2026 16:40:00;06/02/2026 16:45:00;5min;1;1;V;186.435,00;186.465,00;192.320,00;Sim;6,00;30,00;117;6,00;30,00;0,00;0,00;0,00;1h55min;-1.796,00 +WINJ26;09/02/2026 09:00:00;09/02/2026 09:05:00;5min;1;1;C;187.805,00;187.560,00;192.320,00;No;-49,00;-245,00;118;-49,00;-245,00;0,00;0,00;0,00;2d16h;-1.845,00 +WINJ26;09/02/2026 10:45:00;09/02/2026 10:50:00;5min;1;1;C;187.740,00;187.730,00;192.320,00;Sim;-2,00;-10,00;119;-2,00;-10,00;0,00;0,00;0,00;1h45min;-1.847,00 +WINJ26;09/02/2026 14:55:00;09/02/2026 16:05:00;1h10min;1;1;V;190.135,00;189.400,00;192.320,00;Sim;-147,00;-735,00;120;-147,00;-735,00;0,00;0,00;0,00;4h10min;-1.994,00 +WINJ26;09/02/2026 17:20:00;09/02/2026 18:20:00;1h;1;1;V;190.475,00;190.445,00;192.320,00;Sim;-6,00;-30,00;121;-6,00;-30,00;0,00;0,00;0,00;2h25min;-2.000,00 +WINJ26;10/02/2026 16:10:00;10/02/2026 16:35:00;25min;1;1;C;189.645,00;189.850,00;192.320,00;No;41,00;205,00;122;41,00;205,00;0,00;0,00;0,00;22h50min;-1.959,00 +WINJ26;11/02/2026 09:05:00;11/02/2026 09:10:00;5min;1;1;C;191.960,00;191.905,00;192.320,00;No;-11,00;-55,00;123;-11,00;-55,00;0,00;0,00;0,00;16h55min;-1.970,00 +WINJ26;11/02/2026 14:30:00;11/02/2026 15:05:00;35min;1;1;V;194.340,00;194.525,00;192.320,00;Sim;37,00;185,00;124;37,00;185,00;0,00;0,00;0,00;5h25min;-1.933,00 +WINJ26;12/02/2026 10:45:00;12/02/2026 10:55:00;10min;1;1;V;192.915,00;193.210,00;192.320,00;No;59,00;295,00;125;59,00;295,00;0,00;0,00;0,00;20h15min;-1.874,00 +WINJ26;12/02/2026 12:00:00;12/02/2026 12:05:00;5min;1;1;C;193.430,00;193.655,00;192.320,00;No;45,00;225,00;126;45,00;225,00;0,00;0,00;0,00;1h15min;-1.829,00 +WINJ26;12/02/2026 15:45:00;12/02/2026 16:10:00;25min;1;1;C;191.565,00;191.835,00;192.320,00;Sim;54,00;270,00;127;54,00;270,00;0,00;0,00;0,00;3h45min;-1.775,00 +WINJ26;12/02/2026 16:30:00;12/02/2026 16:45:00;15min;1;1;V;191.855,00;191.710,00;192.320,00;No;-29,00;-145,00;128;-29,00;-145,00;0,00;0,00;0,00;45min;-1.804,00 +WINJ26;12/02/2026 17:40:00;12/02/2026 17:45:00;5min;1;1;C;192.230,00;192.210,00;192.320,00;No;-4,00;-20,00;129;-4,00;-20,00;0,00;0,00;0,00;1h10min;-1.808,00 +WINJ26;13/02/2026 10:25:00;13/02/2026 11:35:00;1h10min;1;1;C;189.085,00;188.415,00;192.320,00;Sim;-134,00;-670,00;130;-134,00;-670,00;0,00;0,00;0,00;16h45min;-1.942,00 +WINJ26;13/02/2026 16:35:00;13/02/2026 16:40:00;5min;1;1;C;190.220,00;190.075,00;192.320,00;No;-29,00;-145,00;131;-29,00;-145,00;0,00;0,00;0,00;6h10min;-1.971,00 +WINJ26;18/02/2026 13:35:00;18/02/2026 14:20:00;45min;1;1;C;190.450,00;190.220,00;192.320,00;No;-46,00;-230,00;132;-46,00;-230,00;0,00;0,00;0,00;4d21h;-2.017,00 +WINJ26;19/02/2026 10:20:00;19/02/2026 10:35:00;15min;1;1;C;190.265,00;190.330,00;192.320,00;Sim;13,00;65,00;133;13,00;65,00;0,00;0,00;0,00;20h45min;-2.004,00 +WINJ26;19/02/2026 15:15:00;19/02/2026 15:20:00;5min;1;1;C;192.230,00;192.150,00;192.320,00;No;-16,00;-80,00;134;-16,00;-80,00;0,00;0,00;0,00;4h55min;-2.020,00 +WINJ26;20/02/2026 10:55:00;20/02/2026 11:20:00;25min;1;1;C;190.655,00;190.745,00;192.320,00;Sim;18,00;90,00;135;18,00;90,00;0,00;0,00;0,00;19h40min;-2.002,00 +WINJ26;23/02/2026 10:05:00;23/02/2026 10:10:00;5min;1;1;C;192.910,00;193.150,00;192.320,00;No;48,00;240,00;136;48,00;240,00;0,00;0,00;0,00;2d23h;-1.954,00 +WINJ26;25/02/2026 09:30:00;25/02/2026 10:05:00;35min;1;1;V;196.035,00;196.370,00;192.320,00;Sim;67,00;335,00;137;67,00;335,00;0,00;0,00;0,00;1d23h;-1.887,00 +WINJ26;25/02/2026 13:30:00;25/02/2026 13:35:00;5min;1;1;V;194.570,00;194.580,00;192.320,00;No;2,00;10,00;138;2,00;10,00;0,00;0,00;0,00;4h;-1.885,00 +WINJ26;26/02/2026 09:10:00;26/02/2026 09:15:00;5min;1;1;C;194.385,00;194.495,00;192.320,00;No;22,00;110,00;139;22,00;110,00;0,00;0,00;0,00;19h40min;-1.863,00 +WINJ26;26/02/2026 09:35:00;26/02/2026 09:40:00;5min;1;1;V;194.040,00;193.975,00;192.320,00;No;-13,00;-65,00;140;-13,00;-65,00;0,00;0,00;0,00;25min;-1.876,00 +WINJ26;26/02/2026 17:55:00;26/02/2026 18:10:00;15min;1;1;V;194.220,00;194.275,00;192.320,00;Sim;11,00;55,00;141;11,00;55,00;0,00;0,00;0,00;8h20min;-1.865,00 +WINJ26;27/02/2026 09:00:00;27/02/2026 10:00:00;1h;1;1;C;194.155,00;193.615,00;192.320,00;Sim;-108,00;-540,00;142;-108,00;-540,00;0,00;0,00;0,00;15h5min;-1.973,00 +WINJ26;27/02/2026 11:20:00;27/02/2026 11:25:00;5min;1;1;V;193.100,00;193.015,00;192.320,00;No;-17,00;-85,00;143;-17,00;-85,00;0,00;0,00;0,00;2h20min;-1.990,00 +WINJ26;27/02/2026 15:45:00;27/02/2026 15:50:00;5min;1;1;V;192.620,00;192.670,00;192.320,00;No;10,00;50,00;144;10,00;50,00;0,00;0,00;0,00;4h25min;-1.980,00 +WINJ26;27/02/2026 16:10:00;27/02/2026 16:15:00;5min;1;1;V;192.620,00;192.660,00;192.320,00;No;8,00;40,00;145;8,00;40,00;0,00;0,00;0,00;25min;-1.972,00 +WINJ26;27/02/2026 17:20:00;27/02/2026 17:25:00;5min;1;1;C;192.075,00;192.145,00;192.320,00;Sim;14,00;70,00;146;14,00;70,00;0,00;0,00;0,00;1h10min;-1.958,00 +WINJ26;27/02/2026 17:40:00;27/02/2026 17:45:00;5min;1;1;V;192.090,00;192.065,00;192.320,00;No;-5,00;-25,00;147;-5,00;-25,00;0,00;0,00;0,00;20min;-1.963,00 +WINJ26;02/03/2026 10:45:00;02/03/2026 10:50:00;5min;1;1;V;190.155,00;190.680,00;192.320,00;No;105,00;525,00;148;105,00;525,00;0,00;0,00;0,00;2d17h;-1.858,00 diff --git a/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v10_balanceado_regime15min.csv b/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v10_balanceado_regime15min.csv new file mode 100644 index 0000000..0c3c71e --- /dev/null +++ b/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v10_balanceado_regime15min.csv @@ -0,0 +1,73 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 02/03/2025 +Data Final: 02/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;28/08/2025 09:00:00;28/08/2025 09:15:00;15min;1;1;C;151.000,00;150.940,00;192.310,00;No;-12,00;-60,00;1;-12,00;-60,00;0,00;0,00;0,00; - ;-12,00 +WINJ26;09/09/2025 09:00:00;10/09/2025 09:00:00;1d;1;1;V;152.500,00;152.300,00;192.310,00;No;-40,00;-200,00;2;-40,00;-200,00;0,00;0,00;0,00;12d;-52,00 +WINJ26;16/09/2025 10:30:00;16/09/2025 14:00:00;3h30min;1;1;C;155.000,00;154.120,00;192.310,00;No;-176,00;-880,00;3;-176,00;-880,00;0,00;0,00;0,00;7d1h;-228,00 +WINJ26;16/09/2025 15:45:00;18/09/2025 11:45:00;1d20h;1;1;V;155.790,00;154.450,00;192.310,00;Sim;-268,00;-1.340,00;4;-268,00;-1.340,00;0,00;0,00;0,00;5h15min;-496,00 +WINJ26;22/09/2025 14:45:00;22/09/2025 15:30:00;45min;1;1;C;155.650,00;155.640,00;192.310,00;No;-2,00;-10,00;5;-2,00;-10,00;0,00;0,00;0,00;5d23h;-498,00 +WINJ26;01/10/2025 12:00:00;01/10/2025 12:15:00;15min;1;1;V;155.450,00;155.510,00;192.310,00;Sim;12,00;60,00;6;12,00;60,00;0,00;0,00;0,00;8d21h;-486,00 +WINJ26;13/10/2025 10:15:00;13/10/2025 11:30:00;1h15min;1;1;C;151.100,00;151.130,00;192.310,00;Sim;6,00;30,00;7;6,00;30,00;0,00;0,00;0,00;11d22h;-480,00 +WINJ26;14/10/2025 10:30:00;14/10/2025 11:15:00;45min;1;1;V;151.165,00;150.805,00;192.310,00;No;-72,00;-360,00;8;-72,00;-360,00;0,00;0,00;0,00;1d;-552,00 +WINJ26;15/10/2025 11:15:00;15/10/2025 13:00:00;1h45min;1;1;C;151.200,00;151.200,00;192.310,00;No;0;0;9;0;0;0,00;0,00;0,00;1d;-552,00 +WINJ26;16/10/2025 14:30:00;17/10/2025 09:15:00;18h45min;1;1;C;151.250,00;151.210,00;192.310,00;No;-8,00;-40,00;10;-8,00;-40,00;0,00;0,00;0,00;1d3h;-560,00 +WINJ26;21/10/2025 09:30:00;21/10/2025 11:15:00;1h45min;1;1;C;153.200,00;153.200,00;192.310,00;No;0;0;11;0;0;0,00;0,00;0,00;4d19h;-560,00 +WINJ26;30/10/2025 10:45:00;30/10/2025 11:30:00;45min;1;1;C;157.250,00;157.335,00;192.310,00;No;17,00;85,00;12;17,00;85,00;0,00;0,00;0,00;9d1h;-543,00 +WINJ26;31/10/2025 11:30:00;31/10/2025 13:30:00;2h;1;1;V;157.700,00;157.700,00;192.310,00;Sim;0;0;13;0;0;0,00;0,00;0,00;1d;-543,00 +WINJ26;03/11/2025 12:30:00;04/11/2025 10:00:00;21h30min;1;1;V;158.430,00;158.680,00;192.310,00;Sim;50,00;250,00;14;50,00;250,00;0,00;0,00;0,00;3d1h;-493,00 +WINJ26;18/11/2025 10:30:00;18/11/2025 11:00:00;30min;1;1;C;164.740,00;164.500,00;192.310,00;No;-48,00;-240,00;15;-48,00;-240,00;0,00;0,00;0,00;14d22h;-541,00 +WINJ26;27/11/2025 11:15:00;27/11/2025 16:00:00;4h45min;1;1;V;165.810,00;165.940,00;192.310,00;Sim;26,00;130,00;16;26,00;130,00;0,00;0,00;0,00;9d;-515,00 +WINJ26;28/11/2025 12:00:00;28/11/2025 13:00:00;1h;1;1;V;166.500,00;166.300,00;192.310,00;Sim;-40,00;-200,00;17;-40,00;-200,00;0,00;0,00;0,00;1d;-555,00 +WINJ26;05/12/2025 11:30:00;05/12/2025 13:00:00;1h30min;1;1;V;170.835,00;171.570,00;192.310,00;Sim;147,00;735,00;18;147,00;735,00;0,00;0,00;0,00;6d23h;-408,00 +WINJ26;05/12/2025 13:15:00;05/12/2025 17:00:00;3h45min;1;1;C;170.450,00;165.730,00;192.310,00;No;-944,00;-4.720,00;19;-944,00;-4.720,00;0,00;0,00;0,00;1h45min;-1.352,00 +WINJ26;08/12/2025 09:15:00;08/12/2025 15:30:00;6h15min;1;1;C;166.300,00;165.630,00;192.310,00;Sim;-134,00;-670,00;20;-134,00;-670,00;0,00;0,00;0,00;2d20h;-1.486,00 +WINJ26;08/12/2025 17:15:00;08/12/2025 17:45:00;30min;1;1;V;165.000,00;165.630,00;192.310,00;No;126,00;630,00;21;126,00;630,00;0,00;0,00;0,00;8h;-1.360,00 +WINJ26;10/12/2025 17:15:00;10/12/2025 17:30:00;15min;1;1;C;166.605,00;166.200,00;192.310,00;No;-81,00;-405,00;22;-81,00;-405,00;0,00;0,00;0,00;2d;-1.441,00 +WINJ26;11/12/2025 11:15:00;11/12/2025 11:45:00;30min;1;1;C;165.580,00;166.000,00;192.310,00;Sim;84,00;420,00;23;84,00;420,00;0,00;0,00;0,00;18h;-1.357,00 +WINJ26;12/12/2025 12:15:00;12/12/2025 13:30:00;1h15min;1;1;V;166.300,00;166.900,00;192.310,00;Sim;120,00;600,00;24;120,00;600,00;0,00;0,00;0,00;1d1h;-1.237,00 +WINJ26;16/12/2025 09:15:00;16/12/2025 09:30:00;15min;1;1;V;166.840,00;166.960,00;192.310,00;Sim;24,00;120,00;25;24,00;120,00;0,00;0,00;0,00;3d21h;-1.213,00 +WINJ26;17/12/2025 18:00:00;18/12/2025 09:15:00;15h15min;1;1;V;163.555,00;163.850,00;192.310,00;No;59,00;295,00;26;59,00;295,00;0,00;0,00;0,00;1d8h;-1.154,00 +WINJ26;18/12/2025 14:45:00;18/12/2025 15:00:00;15min;1;1;C;164.745,00;164.735,00;192.310,00;Sim;-2,00;-10,00;27;-2,00;-10,00;0,00;0,00;0,00;20h45min;-1.156,00 +WINJ26;22/12/2025 09:15:00;22/12/2025 09:30:00;15min;1;1;V;164.980,00;165.050,00;192.310,00;Sim;14,00;70,00;28;14,00;70,00;0,00;0,00;0,00;3d18h;-1.142,00 +WINJ26;23/12/2025 09:15:00;23/12/2025 09:30:00;15min;1;1;C;164.800,00;164.900,00;192.310,00;No;20,00;100,00;29;20,00;100,00;0,00;0,00;0,00;1d;-1.122,00 +WINJ26;23/12/2025 15:15:00;26/12/2025 09:15:00;2d18h;1;1;V;165.980,00;166.230,00;192.310,00;Sim;50,00;250,00;30;50,00;250,00;0,00;0,00;0,00;6h;-1.072,00 +WINJ26;29/12/2025 09:30:00;29/12/2025 10:30:00;1h;1;1;V;166.705,00;167.005,00;192.310,00;Sim;60,00;300,00;31;60,00;300,00;0,00;0,00;0,00;5d18h;-1.012,00 +WINJ26;29/12/2025 17:45:00;30/12/2025 11:45:00;18h;1;1;V;167.450,00;166.070,00;192.310,00;No;-276,00;-1.380,00;32;-276,00;-1.380,00;0,00;0,00;0,00;8h15min;-1.288,00 +WINJ26;02/01/2026 09:15:00;02/01/2026 09:30:00;15min;1;1;C;167.715,00;167.610,00;192.310,00;No;-21,00;-105,00;33;-21,00;-105,00;0,00;0,00;0,00;3d15h;-1.309,00 +WINJ26;02/01/2026 16:15:00;02/01/2026 16:30:00;15min;1;1;C;166.245,00;166.230,00;192.310,00;Sim;-3,00;-15,00;34;-3,00;-15,00;0,00;0,00;0,00;7h;-1.312,00 +WINJ26;05/01/2026 12:15:00;05/01/2026 12:30:00;15min;1;1;C;166.525,00;166.940,00;192.310,00;No;83,00;415,00;35;83,00;415,00;0,00;0,00;0,00;2d20h;-1.229,00 +WINJ26;07/01/2026 13:30:00;07/01/2026 17:00:00;3h30min;1;1;C;167.830,00;167.690,00;192.310,00;No;-28,00;-140,00;36;-28,00;-140,00;0,00;0,00;0,00;2d1h;-1.257,00 +WINJ26;08/01/2026 11:00:00;08/01/2026 11:15:00;15min;1;1;V;167.550,00;167.590,00;192.310,00;Sim;8,00;40,00;37;8,00;40,00;0,00;0,00;0,00;21h30min;-1.249,00 +WINJ26;09/01/2026 10:00:00;09/01/2026 10:15:00;15min;1;1;C;168.245,00;168.110,00;192.310,00;No;-27,00;-135,00;38;-27,00;-135,00;0,00;0,00;0,00;23h;-1.276,00 +WINJ26;12/01/2026 09:15:00;12/01/2026 11:45:00;2h30min;1;1;C;168.975,00;168.540,00;192.310,00;No;-87,00;-435,00;39;-87,00;-435,00;0,00;0,00;0,00;2d23h;-1.363,00 +WINJ26;12/01/2026 14:00:00;12/01/2026 14:15:00;15min;1;1;V;168.595,00;168.540,00;192.310,00;Sim;-11,00;-55,00;40;-11,00;-55,00;0,00;0,00;0,00;4h45min;-1.374,00 +WINJ26;13/01/2026 10:45:00;13/01/2026 14:15:00;3h30min;1;1;C;167.910,00;167.355,00;192.310,00;Sim;-111,00;-555,00;41;-111,00;-555,00;0,00;0,00;0,00;20h45min;-1.485,00 +WINJ26;15/01/2026 10:45:00;15/01/2026 11:45:00;1h;1;1;V;170.010,00;170.305,00;192.310,00;Sim;59,00;295,00;42;59,00;295,00;0,00;0,00;0,00;2d;-1.426,00 +WINJ26;15/01/2026 18:15:00;16/01/2026 09:00:00;14h45min;1;1;C;170.845,00;171.100,00;192.310,00;No;51,00;255,00;43;51,00;255,00;0,00;0,00;0,00;7h30min;-1.375,00 +WINJ26;19/01/2026 09:15:00;19/01/2026 09:30:00;15min;1;1;V;169.525,00;169.330,00;192.310,00;No;-39,00;-195,00;44;-39,00;-195,00;0,00;0,00;0,00;3d15h;-1.414,00 +WINJ26;19/01/2026 10:30:00;19/01/2026 10:45:00;15min;1;1;V;169.490,00;169.420,00;192.310,00;Sim;-14,00;-70,00;45;-14,00;-70,00;0,00;0,00;0,00;1h15min;-1.428,00 +WINJ26;19/01/2026 12:30:00;19/01/2026 14:30:00;2h;1;1;V;169.740,00;169.540,00;192.310,00;Sim;-40,00;-200,00;46;-40,00;-200,00;0,00;0,00;0,00;2h;-1.468,00 +WINJ26;20/01/2026 09:15:00;20/01/2026 09:30:00;15min;1;1;V;168.260,00;168.485,00;192.310,00;No;45,00;225,00;47;45,00;225,00;0,00;0,00;0,00;20h45min;-1.423,00 +WINJ26;26/01/2026 11:45:00;26/01/2026 13:00:00;1h15min;1;1;C;184.000,00;183.600,00;192.310,00;No;-80,00;-400,00;48;-80,00;-400,00;0,00;0,00;0,00;6d2h;-1.503,00 +WINJ26;26/01/2026 15:00:00;26/01/2026 15:15:00;15min;1;1;V;183.365,00;183.500,00;192.310,00;Sim;27,00;135,00;49;27,00;135,00;0,00;0,00;0,00;3h15min;-1.476,00 +WINJ26;28/01/2026 09:15:00;28/01/2026 09:30:00;15min;1;1;C;187.655,00;187.510,00;192.310,00;No;-29,00;-145,00;50;-29,00;-145,00;0,00;0,00;0,00;1d18h;-1.505,00 +WINJ26;30/01/2026 13:00:00;30/01/2026 13:15:00;15min;1;1;V;187.300,00;187.775,00;192.310,00;Sim;95,00;475,00;51;95,00;475,00;0,00;0,00;0,00;2d3h;-1.410,00 +WINJ26;02/02/2026 10:15:00;02/02/2026 11:30:00;1h15min;1;1;V;186.240,00;186.300,00;192.310,00;No;12,00;60,00;52;12,00;60,00;0,00;0,00;0,00;2d21h;-1.398,00 +WINJ26;04/02/2026 17:00:00;04/02/2026 18:15:00;1h15min;1;1;C;185.455,00;186.115,00;192.310,00;Sim;132,00;660,00;53;132,00;660,00;0,00;0,00;0,00;2d6h;-1.266,00 +WINJ26;06/02/2026 09:30:00;06/02/2026 09:45:00;15min;1;1;V;186.650,00;186.690,00;192.310,00;Sim;8,00;40,00;54;8,00;40,00;0,00;0,00;0,00;1d16h;-1.258,00 +WINJ26;10/02/2026 10:15:00;10/02/2026 11:15:00;1h;1;1;C;190.000,00;189.890,00;192.310,00;No;-22,00;-110,00;55;-22,00;-110,00;0,00;0,00;0,00;4d;-1.280,00 +WINJ26;11/02/2026 15:15:00;11/02/2026 15:45:00;30min;1;1;V;193.700,00;193.940,00;192.310,00;Sim;48,00;240,00;56;48,00;240,00;0,00;0,00;0,00;1d5h;-1.232,00 +WINJ26;12/02/2026 11:45:00;12/02/2026 12:00:00;15min;1;1;V;193.430,00;193.305,00;192.310,00;No;-25,00;-125,00;57;-25,00;-125,00;0,00;0,00;0,00;20h30min;-1.257,00 +WINJ26;13/02/2026 12:30:00;13/02/2026 13:30:00;1h;1;1;C;188.875,00;189.405,00;192.310,00;Sim;106,00;530,00;58;106,00;530,00;0,00;0,00;0,00;1d;-1.151,00 +WINJ26;18/02/2026 13:30:00;18/02/2026 14:00:00;30min;1;1;V;189.975,00;190.075,00;192.310,00;No;20,00;100,00;59;20,00;100,00;0,00;0,00;0,00;5d1h;-1.131,00 +WINJ26;18/02/2026 14:30:00;18/02/2026 14:45:00;15min;1;1;C;190.575,00;190.405,00;192.310,00;No;-34,00;-170,00;60;-34,00;-170,00;0,00;0,00;0,00;1h;-1.165,00 +WINJ26;19/02/2026 10:15:00;19/02/2026 11:45:00;1h30min;1;1;V;190.010,00;189.830,00;192.310,00;No;-36,00;-180,00;61;-36,00;-180,00;0,00;0,00;0,00;19h45min;-1.201,00 +WINJ26;20/02/2026 11:30:00;20/02/2026 11:45:00;15min;1;1;C;191.115,00;191.325,00;192.310,00;No;42,00;210,00;62;42,00;210,00;0,00;0,00;0,00;1d1h;-1.159,00 +WINJ26;20/02/2026 14:45:00;20/02/2026 15:00:00;15min;1;1;C;191.865,00;192.435,00;192.310,00;No;114,00;570,00;63;114,00;570,00;0,00;0,00;0,00;3h15min;-1.045,00 +WINJ26;23/02/2026 09:00:00;23/02/2026 09:15:00;15min;1;1;V;193.390,00;193.590,00;192.310,00;Sim;40,00;200,00;64;40,00;200,00;0,00;0,00;0,00;2d18h;-1.005,00 +WINJ26;25/02/2026 10:15:00;25/02/2026 10:45:00;30min;1;1;V;195.155,00;195.870,00;192.310,00;Sim;143,00;715,00;65;143,00;715,00;0,00;0,00;0,00;2d1h;-862,00 +WINJ26;26/02/2026 10:30:00;26/02/2026 10:45:00;15min;1;1;V;194.155,00;194.045,00;192.310,00;No;-22,00;-110,00;66;-22,00;-110,00;0,00;0,00;0,00;1d;-884,00 +WINJ26;27/02/2026 13:30:00;27/02/2026 13:45:00;15min;1;1;V;192.980,00;192.980,00;192.310,00;No;0;0;67;0;0;0,00;0,00;0,00;1d3h;-884,00 diff --git a/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v10_balanceado_regime30min.csv b/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v10_balanceado_regime30min.csv new file mode 100644 index 0000000..6988cfa --- /dev/null +++ b/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v10_balanceado_regime30min.csv @@ -0,0 +1,42 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 02/03/2025 +Data Final: 02/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;27/08/2025 09:00:00;28/08/2025 09:00:00;1d;1;1;C;148.200,00;151.000,00;192.285,00;No;560,00;2.800,00;1;560,00;2.800,00;0,00;0,00;0,00; - ;560,00 +WINJ26;09/09/2025 09:00:00;10/09/2025 09:00:00;1d;1;1;V;152.500,00;152.300,00;192.285,00;No;-40,00;-200,00;2;-40,00;-200,00;0,00;0,00;0,00;13d;520,00 +WINJ26;22/09/2025 15:00:00;22/09/2025 15:30:00;30min;1;1;C;155.850,00;155.640,00;192.285,00;No;-42,00;-210,00;3;-42,00;-210,00;0,00;0,00;0,00;13d6h;478,00 +WINJ26;25/09/2025 10:00:00;25/09/2025 10:30:00;30min;1;1;V;156.000,00;156.250,00;192.285,00;Sim;50,00;250,00;4;50,00;250,00;0,00;0,00;0,00;2d19h;528,00 +WINJ26;25/09/2025 13:00:00;25/09/2025 14:30:00;1h30min;1;1;C;156.680,00;155.750,00;192.285,00;No;-186,00;-930,00;5;-186,00;-930,00;0,00;0,00;0,00;3h;342,00 +WINJ26;26/09/2025 10:30:00;29/09/2025 09:30:00;2d23h;1;1;C;155.500,00;156.700,00;192.285,00;Sim;240,00;1.200,00;6;240,00;1.200,00;0,00;0,00;0,00;21h30min;582,00 +WINJ26;13/10/2025 10:00:00;13/10/2025 13:30:00;3h30min;1;1;C;151.100,00;151.240,00;192.285,00;Sim;28,00;140,00;7;28,00;140,00;0,00;0,00;0,00;16d23h;610,00 +WINJ26;17/10/2025 11:00:00;17/10/2025 11:30:00;30min;1;1;C;151.365,00;151.850,00;192.285,00;No;97,00;485,00;8;97,00;485,00;0,00;0,00;0,00;4d1h;707,00 +WINJ26;21/10/2025 11:30:00;21/10/2025 12:00:00;30min;1;1;C;153.000,00;153.100,00;192.285,00;No;20,00;100,00;9;20,00;100,00;0,00;0,00;0,00;4d;727,00 +WINJ26;21/10/2025 16:00:00;22/10/2025 09:00:00;17h;1;1;C;152.700,00;152.500,00;192.285,00;Sim;-40,00;-200,00;10;-40,00;-200,00;0,00;0,00;0,00;4h30min;687,00 +WINJ26;30/10/2025 11:30:00;30/10/2025 12:00:00;30min;1;1;C;157.335,00;157.460,00;192.285,00;No;25,00;125,00;11;25,00;125,00;0,00;0,00;0,00;8d19h;712,00 +WINJ26;04/11/2025 10:00:00;04/11/2025 16:00:00;6h;1;1;V;158.520,00;158.430,00;192.285,00;Sim;-18,00;-90,00;12;-18,00;-90,00;0,00;0,00;0,00;4d22h;694,00 +WINJ26;12/11/2025 17:30:00;12/11/2025 18:00:00;30min;1;1;C;166.000,00;166.100,00;192.285,00;No;20,00;100,00;13;20,00;100,00;0,00;0,00;0,00;8d7h;714,00 +WINJ26;18/11/2025 10:30:00;18/11/2025 17:00:00;6h30min;1;1;C;164.740,00;164.900,00;192.285,00;Sim;32,00;160,00;14;32,00;160,00;0,00;0,00;0,00;5d17h;746,00 +WINJ26;28/11/2025 12:00:00;01/12/2025 10:30:00;2d22h;1;1;V;165.625,00;166.300,00;192.285,00;Sim;135,00;675,00;15;135,00;675,00;0,00;0,00;0,00;10d1h;881,00 +WINJ26;01/12/2025 11:00:00;01/12/2025 12:00:00;1h;1;1;C;165.945,00;166.560,00;192.285,00;No;123,00;615,00;16;123,00;615,00;0,00;0,00;0,00;2d23h;1.004,00 +WINJ26;03/12/2025 17:00:00;04/12/2025 16:30:00;23h30min;1;1;V;171.680,00;169.165,00;192.285,00;Sim;-503,00;-2.515,00;17;-503,00;-2.515,00;0,00;0,00;0,00;2d6h;501,00 +WINJ26;05/12/2025 13:00:00;05/12/2025 13:30:00;30min;1;1;V;168.115,00;170.835,00;192.285,00;Sim;544,00;2.720,00;18;544,00;2.720,00;0,00;0,00;0,00;1d20h;1.045,00 +WINJ26;08/12/2025 09:30:00;08/12/2025 15:30:00;6h;1;1;C;166.180,00;165.630,00;192.285,00;No;-110,00;-550,00;19;-110,00;-550,00;0,00;0,00;0,00;2d20h;935,00 +WINJ26;10/12/2025 09:00:00;10/12/2025 10:30:00;1h30min;1;1;V;164.850,00;165.750,00;192.285,00;No;180,00;900,00;20;180,00;900,00;0,00;0,00;0,00;1d23h;1.115,00 +WINJ26;11/12/2025 10:30:00;11/12/2025 11:30:00;1h;1;1;C;165.040,00;165.750,00;192.285,00;Sim;142,00;710,00;21;142,00;710,00;0,00;0,00;0,00;1d1h;1.257,00 +WINJ26;22/12/2025 09:00:00;22/12/2025 14:00:00;5h;1;1;C;165.430,00;164.520,00;192.285,00;No;-182,00;-910,00;22;-182,00;-910,00;0,00;0,00;0,00;10d22h;1.075,00 +WINJ26;02/01/2026 09:30:00;02/01/2026 10:00:00;30min;1;1;C;167.610,00;168.095,00;192.285,00;No;97,00;485,00;23;97,00;485,00;0,00;0,00;0,00;11d;1.172,00 +WINJ26;02/01/2026 16:30:00;05/01/2026 09:30:00;2d17h;1;1;C;166.230,00;166.655,00;192.285,00;Sim;85,00;425,00;24;85,00;425,00;0,00;0,00;0,00;7h;1.257,00 +WINJ26;05/01/2026 12:00:00;06/01/2026 09:30:00;21h30min;1;1;V;168.485,00;166.200,00;192.285,00;Sim;-457,00;-2.285,00;25;-457,00;-2.285,00;0,00;0,00;0,00;2d19h;800,00 +WINJ26;06/01/2026 16:30:00;07/01/2026 10:00:00;17h30min;1;1;V;168.900,00;169.185,00;192.285,00;Sim;57,00;285,00;26;57,00;285,00;0,00;0,00;0,00;1d4h;857,00 +WINJ26;20/01/2026 09:30:00;20/01/2026 10:00:00;30min;1;1;V;169.010,00;168.260,00;192.285,00;No;-150,00;-750,00;27;-150,00;-750,00;0,00;0,00;0,00;13d17h;707,00 +WINJ26;22/01/2026 17:00:00;23/01/2026 14:30:00;21h30min;1;1;V;182.290,00;180.810,00;192.285,00;Sim;-296,00;-1.480,00;28;-296,00;-1.480,00;0,00;0,00;0,00;2d7h;411,00 +WINJ26;27/01/2026 15:00:00;28/01/2026 09:00:00;18h;1;1;V;187.620,00;187.170,00;192.285,00;Sim;-90,00;-450,00;29;-90,00;-450,00;0,00;0,00;0,00;4d22h;321,00 +WINJ26;28/01/2026 12:30:00;28/01/2026 16:00:00;3h30min;1;1;V;187.955,00;188.475,00;192.285,00;Sim;104,00;520,00;30;104,00;520,00;0,00;0,00;0,00;21h30min;425,00 +WINJ26;02/02/2026 11:30:00;02/02/2026 12:00:00;30min;1;1;V;186.230,00;186.240,00;192.285,00;No;2,00;10,00;31;2,00;10,00;0,00;0,00;0,00;4d23h;427,00 +WINJ26;05/02/2026 12:30:00;05/02/2026 17:30:00;5h;1;1;V;186.370,00;186.695,00;192.285,00;Sim;65,00;325,00;32;65,00;325,00;0,00;0,00;0,00;3d1h;492,00 +WINJ26;10/02/2026 09:30:00;10/02/2026 15:30:00;6h;1;1;V;189.705,00;189.915,00;192.285,00;Sim;42,00;210,00;33;42,00;210,00;0,00;0,00;0,00;4d21h;534,00 +WINJ26;10/02/2026 17:00:00;10/02/2026 17:30:00;30min;1;1;C;189.975,00;190.565,00;192.285,00;No;118,00;590,00;34;118,00;590,00;0,00;0,00;0,00;7h30min;652,00 +WINJ26;12/02/2026 11:30:00;12/02/2026 12:00:00;30min;1;1;C;193.715,00;193.430,00;192.285,00;No;-57,00;-285,00;35;-57,00;-285,00;0,00;0,00;0,00;1d18h;595,00 +WINJ26;27/02/2026 09:30:00;27/02/2026 10:00:00;30min;1;1;V;193.615,00;193.430,00;192.285,00;Sim;-37,00;-185,00;36;-37,00;-185,00;0,00;0,00;0,00;14d22h;558,00 diff --git a/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v10_balanceado_regime60min.csv b/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v10_balanceado_regime60min.csv new file mode 100644 index 0000000..9fe44d0 --- /dev/null +++ b/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v10_balanceado_regime60min.csv @@ -0,0 +1,25 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 02/03/2025 +Data Final: 02/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;27/08/2025 09:00:00;28/08/2025 09:00:00;1d;1;1;C;148.200,00;151.000,00;192.195,00;No;560,00;2.800,00;1;560,00;2.800,00;0,00;0,00;0,00; - ;560,00 +WINJ26;09/09/2025 09:00:00;10/09/2025 09:00:00;1d;1;1;V;152.500,00;152.300,00;192.195,00;No;-40,00;-200,00;2;-40,00;-200,00;0,00;0,00;0,00;13d;520,00 +WINJ26;22/09/2025 15:00:00;22/09/2025 16:00:00;1h;1;1;C;155.850,00;155.510,00;192.195,00;No;-68,00;-340,00;3;-68,00;-340,00;0,00;0,00;0,00;13d6h;452,00 +WINJ26;25/09/2025 10:00:00;25/09/2025 11:00:00;1h;1;1;V;155.750,00;156.250,00;192.195,00;Sim;100,00;500,00;4;100,00;500,00;0,00;0,00;0,00;2d19h;552,00 +WINJ26;25/09/2025 13:00:00;25/09/2025 14:00:00;1h;1;1;C;156.680,00;155.750,00;192.195,00;No;-186,00;-930,00;5;-186,00;-930,00;0,00;0,00;0,00;3h;366,00 +WINJ26;13/10/2025 10:00:00;14/10/2025 14:00:00;1d4h;1;1;C;151.100,00;151.180,00;192.195,00;Sim;16,00;80,00;6;16,00;80,00;0,00;0,00;0,00;17d21h;382,00 +WINJ26;17/10/2025 11:00:00;17/10/2025 12:00:00;1h;1;1;C;151.365,00;151.925,00;192.195,00;No;112,00;560,00;7;112,00;560,00;0,00;0,00;0,00;4d1h;494,00 +WINJ26;21/10/2025 16:00:00;22/10/2025 09:00:00;17h;1;1;C;152.700,00;152.500,00;192.195,00;No;-40,00;-200,00;8;-40,00;-200,00;0,00;0,00;0,00;4d5h;454,00 +WINJ26;30/10/2025 11:00:00;30/10/2025 12:00:00;1h;1;1;C;157.335,00;157.460,00;192.195,00;No;25,00;125,00;9;25,00;125,00;0,00;0,00;0,00;8d19h;479,00 +WINJ26;04/11/2025 10:00:00;05/11/2025 16:00:00;1d6h;1;1;V;161.425,00;158.430,00;192.195,00;Sim;-599,00;-2.995,00;10;-599,00;-2.995,00;0,00;0,00;0,00;4d23h;-120,00 +WINJ26;01/12/2025 12:00:00;02/12/2025 10:00:00;22h;1;1;C;166.560,00;166.390,00;192.195,00;No;-34,00;-170,00;11;-34,00;-170,00;0,00;0,00;0,00;27d2h;-154,00 +WINJ26;05/12/2025 13:00:00;05/12/2025 14:00:00;1h;1;1;V;168.900,00;170.835,00;192.195,00;Sim;387,00;1.935,00;12;387,00;1.935,00;0,00;0,00;0,00;4d1h;233,00 +WINJ26;11/12/2025 10:00:00;11/12/2025 11:00:00;1h;1;1;V;165.500,00;165.615,00;192.195,00;No;23,00;115,00;13;23,00;115,00;0,00;0,00;0,00;5d21h;256,00 +WINJ26;26/12/2025 12:00:00;26/12/2025 13:00:00;1h;1;1;C;166.005,00;166.420,00;192.195,00;Sim;83,00;415,00;14;83,00;415,00;0,00;0,00;0,00;15d2h;339,00 +WINJ26;07/01/2026 10:00:00;07/01/2026 11:00:00;1h;1;1;V;168.330,00;168.900,00;192.195,00;Sim;114,00;570,00;15;114,00;570,00;0,00;0,00;0,00;11d22h;453,00 +WINJ26;26/01/2026 11:00:00;27/01/2026 15:00:00;1d4h;1;1;V;187.170,00;183.135,00;192.195,00;Sim;-807,00;-4.035,00;16;-807,00;-4.035,00;0,00;0,00;0,00;19d1h;-354,00 +WINJ26;29/01/2026 12:00:00;29/01/2026 13:00:00;1h;1;1;V;186.785,00;189.110,00;192.195,00;Sim;465,00;2.325,00;17;465,00;2.325,00;0,00;0,00;0,00;3d1h;111,00 +WINJ26;20/02/2026 12:00:00;20/02/2026 13:00:00;1h;1;1;C;191.405,00;192.250,00;192.195,00;No;169,00;845,00;18;169,00;845,00;0,00;0,00;0,00;22d;280,00 +WINJ26;25/02/2026 11:00:00;25/02/2026 16:00:00;5h;1;1;V;194.310,00;194.965,00;192.195,00;Sim;131,00;655,00;19;131,00;655,00;0,00;0,00;0,00;4d23h;411,00 diff --git a/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v11_agressivo_reentrada02min.csv b/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v11_agressivo_reentrada02min.csv new file mode 100644 index 0000000..8573e6b --- /dev/null +++ b/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v11_agressivo_reentrada02min.csv @@ -0,0 +1,109 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 02/03/2025 +Data Final: 02/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;19/12/2025 15:28:00;19/12/2025 15:46:00;18min;1;1;C;165.120,00;165.000,00;192.275,00;No;-24,00;-120,00;1;-24,00;-120,00;0,00;0,00;0,00; - ;-24,00 +WINJ26;22/12/2025 09:12:00;22/12/2025 09:20:00;8min;1;1;V;164.925,00;165.200,00;192.275,00;No;55,00;275,00;2;55,00;275,00;0,00;0,00;0,00;2d17h;31,00 +WINJ26;22/12/2025 13:22:00;22/12/2025 13:34:00;12min;1;1;V;164.075,00;164.240,00;192.275,00;No;33,00;165,00;3;33,00;165,00;0,00;0,00;0,00;4h10min;64,00 +WINJ26;23/12/2025 15:20:00;23/12/2025 15:24:00;4min;1;1;C;166.425,00;166.425,00;192.275,00;No;0;0;4;0;0;0,00;0,00;0,00;1d1h;64,00 +WINJ26;23/12/2025 17:12:00;23/12/2025 17:26:00;14min;1;1;C;166.415,00;166.465,00;192.275,00;Sim;10,00;50,00;5;10,00;50,00;0,00;0,00;0,00;1h52min;74,00 +WINJ26;26/12/2025 11:44:00;26/12/2025 11:56:00;12min;1;1;V;165.880,00;166.015,00;192.275,00;Sim;27,00;135,00;6;27,00;135,00;0,00;0,00;0,00;2d18h;101,00 +WINJ26;26/12/2025 14:22:00;26/12/2025 14:36:00;14min;1;1;V;166.375,00;166.355,00;192.275,00;Sim;-4,00;-20,00;7;-4,00;-20,00;0,00;0,00;0,00;2h38min;97,00 +WINJ26;29/12/2025 16:06:00;29/12/2025 16:12:00;6min;1;1;C;165.845,00;165.920,00;192.275,00;Sim;15,00;75,00;8;15,00;75,00;0,00;0,00;0,00;3d1h;112,00 +WINJ26;30/12/2025 09:44:00;30/12/2025 10:02:00;18min;1;1;V;167.550,00;167.635,00;192.275,00;Sim;17,00;85,00;9;17,00;85,00;0,00;0,00;0,00;17h38min;129,00 +WINJ26;30/12/2025 11:04:00;30/12/2025 11:08:00;4min;1;1;C;167.355,00;167.485,00;192.275,00;No;26,00;130,00;10;26,00;130,00;0,00;0,00;0,00;1h20min;155,00 +WINJ26;30/12/2025 11:36:00;30/12/2025 11:40:00;4min;1;1;C;167.405,00;167.345,00;192.275,00;No;-12,00;-60,00;11;-12,00;-60,00;0,00;0,00;0,00;32min;143,00 +WINJ26;02/01/2026 10:08:00;02/01/2026 10:10:00;2min;1;1;V;167.810,00;167.975,00;192.275,00;Sim;33,00;165,00;12;33,00;165,00;0,00;0,00;0,00;2d22h;176,00 +WINJ26;02/01/2026 13:56:00;02/01/2026 14:18:00;22min;1;1;C;166.130,00;166.115,00;192.275,00;Sim;-3,00;-15,00;13;-3,00;-15,00;0,00;0,00;0,00;3h48min;173,00 +WINJ26;02/01/2026 17:32:00;02/01/2026 17:44:00;12min;1;1;C;166.120,00;166.150,00;192.275,00;Sim;6,00;30,00;14;6,00;30,00;0,00;0,00;0,00;3h36min;179,00 +WINJ26;05/01/2026 13:06:00;05/01/2026 13:10:00;4min;1;1;V;167.030,00;167.080,00;192.275,00;No;10,00;50,00;15;10,00;50,00;0,00;0,00;0,00;2d19h;189,00 +WINJ26;05/01/2026 17:10:00;05/01/2026 17:30:00;20min;1;1;C;167.545,00;167.580,00;192.275,00;No;7,00;35,00;16;7,00;35,00;0,00;0,00;0,00;4h4min;196,00 +WINJ26;05/01/2026 17:38:00;05/01/2026 18:02:00;24min;1;1;V;167.645,00;167.665,00;192.275,00;Sim;4,00;20,00;17;4,00;20,00;0,00;0,00;0,00;28min;200,00 +WINJ26;06/01/2026 09:58:00;06/01/2026 10:16:00;18min;1;1;V;169.475,00;168.775,00;192.275,00;Sim;-140,00;-700,00;18;-140,00;-700,00;0,00;0,00;0,00;16h20min;60,00 +WINJ26;07/01/2026 11:48:00;07/01/2026 12:06:00;18min;1;1;C;167.845,00;167.400,00;192.275,00;No;-89,00;-445,00;19;-89,00;-445,00;0,00;0,00;0,00;1d1h;-29,00 +WINJ26;07/01/2026 13:32:00;07/01/2026 13:38:00;6min;1;1;V;167.650,00;167.760,00;192.275,00;No;22,00;110,00;20;22,00;110,00;0,00;0,00;0,00;1h44min;-7,00 +WINJ26;07/01/2026 16:00:00;07/01/2026 16:12:00;12min;1;1;V;167.600,00;167.710,00;192.275,00;No;22,00;110,00;21;22,00;110,00;0,00;0,00;0,00;2h28min;15,00 +WINJ26;09/01/2026 09:26:00;09/01/2026 09:44:00;18min;1;1;C;168.045,00;167.820,00;192.275,00;No;-45,00;-225,00;22;-45,00;-225,00;0,00;0,00;0,00;1d17h;-30,00 +WINJ26;09/01/2026 14:10:00;09/01/2026 14:30:00;20min;1;1;V;169.675,00;169.550,00;192.275,00;Sim;-25,00;-125,00;23;-25,00;-125,00;0,00;0,00;0,00;4h44min;-55,00 +WINJ26;09/01/2026 14:38:00;09/01/2026 14:42:00;4min;1;1;V;169.555,00;169.615,00;192.275,00;Sim;12,00;60,00;24;12,00;60,00;0,00;0,00;0,00;28min;-43,00 +WINJ26;09/01/2026 14:58:00;09/01/2026 15:20:00;22min;1;1;C;169.505,00;169.395,00;192.275,00;No;-22,00;-110,00;25;-22,00;-110,00;0,00;0,00;0,00;20min;-65,00 +WINJ26;12/01/2026 10:18:00;12/01/2026 10:20:00;2min;1;1;C;168.235,00;168.475,00;192.275,00;Sim;48,00;240,00;26;48,00;240,00;0,00;0,00;0,00;2d19h;-17,00 +WINJ26;13/01/2026 11:14:00;13/01/2026 11:16:00;2min;1;1;V;167.750,00;167.895,00;192.275,00;No;29,00;145,00;27;29,00;145,00;0,00;0,00;0,00;1d;12,00 +WINJ26;13/01/2026 12:18:00;13/01/2026 12:36:00;18min;1;1;C;167.265,00;167.120,00;192.275,00;Sim;-29,00;-145,00;28;-29,00;-145,00;0,00;0,00;0,00;1h4min;-17,00 +WINJ26;13/01/2026 17:16:00;13/01/2026 17:22:00;6min;1;1;V;167.145,00;167.250,00;192.275,00;No;21,00;105,00;29;21,00;105,00;0,00;0,00;0,00;4h58min;4,00 +WINJ26;14/01/2026 10:04:00;14/01/2026 10:22:00;18min;1;1;V;168.185,00;168.100,00;192.275,00;Sim;-17,00;-85,00;30;-17,00;-85,00;0,00;0,00;0,00;16h48min;-13,00 +WINJ26;15/01/2026 17:58:00;15/01/2026 18:02:00;4min;1;1;C;170.600,00;170.700,00;192.275,00;No;20,00;100,00;31;20,00;100,00;0,00;0,00;0,00;1d7h;7,00 +WINJ26;16/01/2026 12:46:00;16/01/2026 12:50:00;4min;1;1;C;169.385,00;169.500,00;192.275,00;Sim;23,00;115,00;32;23,00;115,00;0,00;0,00;0,00;18h48min;30,00 +WINJ26;20/01/2026 10:26:00;20/01/2026 10:30:00;4min;1;1;V;168.895,00;169.135,00;192.275,00;Sim;48,00;240,00;33;48,00;240,00;0,00;0,00;0,00;3d21h;78,00 +WINJ26;20/01/2026 11:28:00;20/01/2026 11:46:00;18min;1;1;V;170.700,00;169.395,00;192.275,00;Sim;-261,00;-1.305,00;34;-261,00;-1.305,00;0,00;0,00;0,00;1h2min;-183,00 +WINJ26;21/01/2026 09:02:00;21/01/2026 09:04:00;2min;1;1;C;171.830,00;171.800,00;192.275,00;No;-6,00;-30,00;35;-6,00;-30,00;0,00;0,00;0,00;21h34min;-189,00 +WINJ26;21/01/2026 10:32:00;21/01/2026 10:44:00;12min;1;1;V;173.400,00;173.430,00;192.275,00;Sim;6,00;30,00;36;6,00;30,00;0,00;0,00;0,00;1h30min;-183,00 +WINJ26;21/01/2026 13:38:00;21/01/2026 13:56:00;18min;1;1;V;174.945,00;174.990,00;192.275,00;Sim;9,00;45,00;37;9,00;45,00;0,00;0,00;0,00;3h6min;-174,00 +WINJ26;22/01/2026 15:34:00;22/01/2026 15:54:00;20min;1;1;C;181.375,00;181.200,00;192.275,00;No;-35,00;-175,00;38;-35,00;-175,00;0,00;0,00;0,00;1d1h;-209,00 +WINJ26;22/01/2026 17:54:00;22/01/2026 18:04:00;10min;1;1;V;180.810,00;180.810,00;192.275,00;Sim;0;0;39;0;0;0,00;0,00;0,00;2h20min;-209,00 +WINJ26;23/01/2026 13:04:00;23/01/2026 13:12:00;8min;1;1;V;182.350,00;182.505,00;192.275,00;Sim;31,00;155,00;40;31,00;155,00;0,00;0,00;0,00;19h10min;-178,00 +WINJ26;26/01/2026 11:28:00;26/01/2026 11:30:00;2min;1;1;C;182.940,00;183.185,00;192.275,00;No;49,00;245,00;41;49,00;245,00;0,00;0,00;0,00;2d22h;-129,00 +WINJ26;27/01/2026 09:22:00;27/01/2026 09:42:00;20min;1;1;V;186.350,00;185.210,00;192.275,00;Sim;-228,00;-1.140,00;42;-228,00;-1.140,00;0,00;0,00;0,00;21h54min;-357,00 +WINJ26;28/01/2026 16:06:00;28/01/2026 16:10:00;4min;1;1;C;187.940,00;188.025,00;192.275,00;No;17,00;85,00;43;17,00;85,00;0,00;0,00;0,00;1d6h;-340,00 +WINJ26;28/01/2026 16:56:00;28/01/2026 17:14:00;18min;1;1;V;189.020,00;188.595,00;192.275,00;Sim;-85,00;-425,00;44;-85,00;-425,00;0,00;0,00;0,00;50min;-425,00 +WINJ26;28/01/2026 17:20:00;28/01/2026 17:40:00;20min;1;1;V;189.340,00;188.875,00;192.275,00;Sim;-93,00;-465,00;45;-93,00;-465,00;0,00;0,00;0,00;24min;-518,00 +WINJ26;29/01/2026 17:02:00;29/01/2026 17:06:00;4min;1;1;C;188.105,00;188.230,00;192.275,00;No;25,00;125,00;46;25,00;125,00;0,00;0,00;0,00;23h42min;-493,00 +WINJ26;30/01/2026 09:14:00;30/01/2026 09:18:00;4min;1;1;C;187.180,00;187.520,00;192.275,00;Sim;68,00;340,00;47;68,00;340,00;0,00;0,00;0,00;16h12min;-425,00 +WINJ26;02/02/2026 09:26:00;02/02/2026 09:44:00;18min;1;1;V;186.550,00;186.370,00;192.275,00;No;-36,00;-180,00;48;-36,00;-180,00;0,00;0,00;0,00;3d;-461,00 +WINJ26;02/02/2026 11:32:00;02/02/2026 11:36:00;4min;1;1;C;186.780,00;186.980,00;192.275,00;Sim;40,00;200,00;49;40,00;200,00;0,00;0,00;0,00;2h6min;-421,00 +WINJ26;02/02/2026 16:12:00;02/02/2026 16:30:00;18min;1;1;C;186.555,00;186.335,00;192.275,00;Sim;-44,00;-220,00;50;-44,00;-220,00;0,00;0,00;0,00;4h40min;-465,00 +WINJ26;02/02/2026 18:02:00;02/02/2026 18:20:00;18min;1;1;V;187.500,00;187.400,00;192.275,00;Sim;-20,00;-100,00;51;-20,00;-100,00;0,00;0,00;0,00;1h50min;-485,00 +WINJ26;03/02/2026 09:52:00;03/02/2026 10:10:00;18min;1;1;V;189.820,00;189.560,00;192.275,00;Sim;-52,00;-260,00;52;-52,00;-260,00;0,00;0,00;0,00;15h50min;-537,00 +WINJ26;03/02/2026 14:20:00;03/02/2026 14:38:00;18min;1;1;C;190.335,00;190.280,00;192.275,00;No;-11,00;-55,00;53;-11,00;-55,00;0,00;0,00;0,00;4h28min;-548,00 +WINJ26;04/02/2026 09:04:00;04/02/2026 09:06:00;2min;1;1;V;189.785,00;190.090,00;192.275,00;Sim;61,00;305,00;54;61,00;305,00;0,00;0,00;0,00;18h44min;-487,00 +WINJ26;04/02/2026 12:28:00;04/02/2026 12:32:00;4min;1;1;V;187.745,00;187.850,00;192.275,00;No;21,00;105,00;55;21,00;105,00;0,00;0,00;0,00;3h24min;-466,00 +WINJ26;04/02/2026 12:56:00;04/02/2026 13:14:00;18min;1;1;C;187.335,00;186.845,00;192.275,00;Sim;-98,00;-490,00;56;-98,00;-490,00;0,00;0,00;0,00;28min;-564,00 +WINJ26;04/02/2026 14:14:00;04/02/2026 14:16:00;2min;1;1;C;186.230,00;186.350,00;192.275,00;Sim;24,00;120,00;57;24,00;120,00;0,00;0,00;0,00;1h18min;-540,00 +WINJ26;05/02/2026 09:06:00;05/02/2026 09:14:00;8min;1;1;V;186.250,00;186.235,00;192.275,00;No;-3,00;-15,00;58;-3,00;-15,00;0,00;0,00;0,00;18h52min;-543,00 +WINJ26;05/02/2026 11:06:00;05/02/2026 11:24:00;18min;1;1;V;187.665,00;187.320,00;192.275,00;Sim;-69,00;-345,00;59;-69,00;-345,00;0,00;0,00;0,00;2h;-612,00 +WINJ26;05/02/2026 12:32:00;05/02/2026 12:44:00;12min;1;1;C;186.895,00;187.100,00;192.275,00;No;41,00;205,00;60;41,00;205,00;0,00;0,00;0,00;1h26min;-571,00 +WINJ26;05/02/2026 15:54:00;05/02/2026 16:00:00;6min;1;1;C;187.440,00;187.450,00;192.275,00;No;2,00;10,00;61;2,00;10,00;0,00;0,00;0,00;3h22min;-569,00 +WINJ26;06/02/2026 13:24:00;06/02/2026 13:28:00;4min;1;1;V;186.600,00;186.730,00;192.275,00;No;26,00;130,00;62;26,00;130,00;0,00;0,00;0,00;21h30min;-543,00 +WINJ26;06/02/2026 15:16:00;06/02/2026 15:34:00;18min;1;1;C;186.525,00;186.440,00;192.275,00;Sim;-17,00;-85,00;63;-17,00;-85,00;0,00;0,00;0,00;1h52min;-560,00 +WINJ26;06/02/2026 17:26:00;06/02/2026 17:40:00;14min;1;1;V;187.165,00;187.180,00;192.275,00;Sim;3,00;15,00;64;3,00;15,00;0,00;0,00;0,00;2h10min;-557,00 +WINJ26;09/02/2026 09:08:00;09/02/2026 09:26:00;18min;1;1;V;187.800,00;187.495,00;192.275,00;Sim;-61,00;-305,00;65;-61,00;-305,00;0,00;0,00;0,00;2d15h;-618,00 +WINJ26;09/02/2026 10:26:00;09/02/2026 10:32:00;6min;1;1;C;187.640,00;187.680,00;192.275,00;No;8,00;40,00;66;8,00;40,00;0,00;0,00;0,00;1h18min;-610,00 +WINJ26;09/02/2026 11:50:00;09/02/2026 12:08:00;18min;1;1;V;188.350,00;188.185,00;192.275,00;Sim;-33,00;-165,00;67;-33,00;-165,00;0,00;0,00;0,00;1h24min;-643,00 +WINJ26;09/02/2026 13:10:00;09/02/2026 13:12:00;2min;1;1;C;187.925,00;187.965,00;192.275,00;No;8,00;40,00;68;8,00;40,00;0,00;0,00;0,00;1h20min;-635,00 +WINJ26;09/02/2026 14:44:00;09/02/2026 14:54:00;10min;1;1;V;189.485,00;189.525,00;192.275,00;Sim;8,00;40,00;69;8,00;40,00;0,00;0,00;0,00;1h34min;-627,00 +WINJ26;09/02/2026 16:36:00;09/02/2026 16:46:00;10min;1;1;V;190.320,00;190.395,00;192.275,00;Sim;15,00;75,00;70;15,00;75,00;0,00;0,00;0,00;1h52min;-612,00 +WINJ26;10/02/2026 13:46:00;10/02/2026 14:04:00;18min;1;1;C;190.440,00;190.300,00;192.275,00;No;-28,00;-140,00;71;-28,00;-140,00;0,00;0,00;0,00;21h10min;-640,00 +WINJ26;10/02/2026 15:12:00;10/02/2026 15:30:00;18min;1;1;C;190.045,00;189.705,00;192.275,00;Sim;-68,00;-340,00;72;-68,00;-340,00;0,00;0,00;0,00;1h26min;-708,00 +WINJ26;11/02/2026 09:30:00;11/02/2026 09:48:00;18min;1;1;V;192.290,00;191.540,00;192.275,00;Sim;-150,00;-750,00;73;-150,00;-750,00;0,00;0,00;0,00;18h18min;-858,00 +WINJ26;11/02/2026 10:00:00;11/02/2026 10:08:00;8min;1;1;V;192.100,00;192.235,00;192.275,00;Sim;27,00;135,00;74;27,00;135,00;0,00;0,00;0,00;30min;-831,00 +WINJ26;12/02/2026 09:54:00;12/02/2026 10:02:00;8min;1;1;C;192.885,00;192.980,00;192.275,00;No;19,00;95,00;75;19,00;95,00;0,00;0,00;0,00;23h54min;-812,00 +WINJ26;12/02/2026 11:02:00;12/02/2026 11:10:00;8min;1;1;C;192.990,00;193.220,00;192.275,00;No;46,00;230,00;76;46,00;230,00;0,00;0,00;0,00;1h8min;-766,00 +WINJ26;12/02/2026 12:20:00;12/02/2026 12:22:00;2min;1;1;V;193.620,00;193.765,00;192.275,00;Sim;29,00;145,00;77;29,00;145,00;0,00;0,00;0,00;1h18min;-737,00 +WINJ26;13/02/2026 10:22:00;13/02/2026 10:24:00;2min;1;1;C;188.785,00;189.060,00;192.275,00;Sim;55,00;275,00;78;55,00;275,00;0,00;0,00;0,00;22h2min;-682,00 +WINJ26;13/02/2026 16:26:00;13/02/2026 16:32:00;6min;1;1;C;189.705,00;189.895,00;192.275,00;No;38,00;190,00;79;38,00;190,00;0,00;0,00;0,00;6h4min;-644,00 +WINJ26;18/02/2026 13:00:00;18/02/2026 13:16:00;16min;1;1;V;190.390,00;190.460,00;192.275,00;No;14,00;70,00;80;14,00;70,00;0,00;0,00;0,00;4d20h;-630,00 +WINJ26;19/02/2026 09:06:00;19/02/2026 09:22:00;16min;1;1;V;190.145,00;190.155,00;192.275,00;No;2,00;10,00;81;2,00;10,00;0,00;0,00;0,00;20h6min;-628,00 +WINJ26;19/02/2026 13:54:00;19/02/2026 13:56:00;2min;1;1;C;192.075,00;192.255,00;192.275,00;No;36,00;180,00;82;36,00;180,00;0,00;0,00;0,00;4h48min;-592,00 +WINJ26;19/02/2026 15:14:00;19/02/2026 15:16:00;2min;1;1;C;192.155,00;192.185,00;192.275,00;No;6,00;30,00;83;6,00;30,00;0,00;0,00;0,00;1h20min;-586,00 +WINJ26;19/02/2026 17:42:00;19/02/2026 18:00:00;18min;1;1;V;192.130,00;191.920,00;192.275,00;Sim;-42,00;-210,00;84;-42,00;-210,00;0,00;0,00;0,00;2h28min;-628,00 +WINJ26;20/02/2026 11:38:00;20/02/2026 11:56:00;18min;1;1;V;191.445,00;190.995,00;192.275,00;No;-90,00;-450,00;85;-90,00;-450,00;0,00;0,00;0,00;17h56min;-718,00 +WINJ26;20/02/2026 14:34:00;20/02/2026 14:40:00;6min;1;1;C;191.685,00;191.860,00;192.275,00;Sim;35,00;175,00;86;35,00;175,00;0,00;0,00;0,00;2h56min;-683,00 +WINJ26;20/02/2026 15:36:00;20/02/2026 15:54:00;18min;1;1;V;193.090,00;192.815,00;192.275,00;Sim;-55,00;-275,00;87;-55,00;-275,00;0,00;0,00;0,00;1h2min;-738,00 +WINJ26;23/02/2026 12:04:00;23/02/2026 12:06:00;2min;1;1;V;193.950,00;194.250,00;192.275,00;Sim;60,00;300,00;88;60,00;300,00;0,00;0,00;0,00;2d20h;-678,00 +WINJ26;24/02/2026 15:02:00;24/02/2026 15:20:00;18min;1;1;C;195.005,00;194.885,00;192.275,00;No;-24,00;-120,00;89;-24,00;-120,00;0,00;0,00;0,00;1d2h;-702,00 +WINJ26;24/02/2026 16:28:00;24/02/2026 16:30:00;2min;1;1;C;194.770,00;194.815,00;192.275,00;Sim;9,00;45,00;90;9,00;45,00;0,00;0,00;0,00;1h26min;-693,00 +WINJ26;25/02/2026 15:04:00;25/02/2026 15:10:00;6min;1;1;V;194.875,00;194.960,00;192.275,00;Sim;17,00;85,00;91;17,00;85,00;0,00;0,00;0,00;22h36min;-676,00 +WINJ26;25/02/2026 16:16:00;25/02/2026 16:20:00;4min;1;1;C;194.015,00;194.200,00;192.275,00;Sim;37,00;185,00;92;37,00;185,00;0,00;0,00;0,00;1h12min;-639,00 +WINJ26;26/02/2026 10:16:00;26/02/2026 10:18:00;2min;1;1;V;194.510,00;194.640,00;192.275,00;No;26,00;130,00;93;26,00;130,00;0,00;0,00;0,00;18h;-613,00 +WINJ26;26/02/2026 12:30:00;26/02/2026 12:38:00;8min;1;1;C;192.665,00;192.840,00;192.275,00;Sim;35,00;175,00;94;35,00;175,00;0,00;0,00;0,00;2h14min;-578,00 +WINJ26;26/02/2026 14:34:00;26/02/2026 14:36:00;2min;1;1;C;193.475,00;193.425,00;192.275,00;No;-10,00;-50,00;95;-10,00;-50,00;0,00;0,00;0,00;2h4min;-588,00 +WINJ26;26/02/2026 15:56:00;26/02/2026 16:14:00;18min;1;1;V;194.105,00;193.825,00;192.275,00;No;-56,00;-280,00;96;-56,00;-280,00;0,00;0,00;0,00;1h22min;-644,00 +WINJ26;27/02/2026 11:18:00;27/02/2026 11:20:00;2min;1;1;V;193.015,00;192.990,00;192.275,00;No;-5,00;-25,00;97;-5,00;-25,00;0,00;0,00;0,00;19h22min;-649,00 +WINJ26;02/03/2026 10:02:00;02/03/2026 10:08:00;6min;1;1;C;190.215,00;190.380,00;192.275,00;Sim;33,00;165,00;98;33,00;165,00;0,00;0,00;0,00;2d22h;-616,00 +WINJ26;02/03/2026 10:28:00;02/03/2026 10:44:00;16min;1;1;V;190.760,00;190.795,00;192.275,00;No;7,00;35,00;99;7,00;35,00;0,00;0,00;0,00;26min;-609,00 +WINJ26;02/03/2026 11:06:00;02/03/2026 11:08:00;2min;1;1;C;190.110,00;190.315,00;192.275,00;Sim;41,00;205,00;100;41,00;205,00;0,00;0,00;0,00;38min;-568,00 +WINJ26;02/03/2026 13:52:00;02/03/2026 13:58:00;6min;1;1;V;191.425,00;191.540,00;192.275,00;Sim;23,00;115,00;101;23,00;115,00;0,00;0,00;0,00;2h46min;-545,00 +WINJ26;02/03/2026 15:04:00;02/03/2026 15:08:00;4min;1;1;V;191.885,00;191.895,00;192.275,00;Sim;2,00;10,00;102;2,00;10,00;0,00;0,00;0,00;1h12min;-543,00 +WINJ26;02/03/2026 17:32:00;02/03/2026 17:38:00;6min;1;1;C;192.240,00;192.310,00;192.275,00;No;14,00;70,00;103;14,00;70,00;0,00;0,00;0,00;2h28min;-529,00 diff --git a/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v11_agressivo_reentrada05min.csv b/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v11_agressivo_reentrada05min.csv new file mode 100644 index 0000000..fed7f23 --- /dev/null +++ b/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v11_agressivo_reentrada05min.csv @@ -0,0 +1,69 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 02/03/2025 +Data Final: 02/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;09/09/2025 09:00:00;09/09/2025 09:05:00;5min;1;1;V;152.550,00;152.300,00;192.265,00;No;-50,00;-250,00;1;-50,00;-250,00;0,00;0,00;0,00; - ;-50,00 +WINJ26;16/09/2025 15:50:00;17/09/2025 14:10:00;22h20min;1;1;V;156.000,00;154.450,00;192.265,00;Sim;-310,00;-1.550,00;2;-310,00;-1.550,00;0,00;0,00;0,00;7d6h;-360,00 +WINJ26;13/10/2025 10:20:00;13/10/2025 10:25:00;5min;1;1;C;151.100,00;151.100,00;192.265,00;No;0;0;3;0;0;0,00;0,00;0,00;26d18h;-360,00 +WINJ26;15/10/2025 11:15:00;15/10/2025 11:20:00;5min;1;1;C;151.200,00;151.050,00;192.265,00;No;-30,00;-150,00;4;-30,00;-150,00;0,00;0,00;0,00;2d;-390,00 +WINJ26;27/10/2025 12:15:00;27/10/2025 13:20:00;1h5min;1;1;V;155.480,00;155.660,00;192.265,00;Sim;36,00;180,00;5;36,00;180,00;0,00;0,00;0,00;12d1h;-354,00 +WINJ26;30/10/2025 10:55:00;30/10/2025 11:40:00;45min;1;1;C;157.250,00;157.335,00;192.265,00;No;17,00;85,00;6;17,00;85,00;0,00;0,00;0,00;2d22h;-337,00 +WINJ26;31/10/2025 11:40:00;31/10/2025 13:30:00;1h50min;1;1;V;157.700,00;157.700,00;192.265,00;Sim;0;0;7;0;0;0,00;0,00;0,00;1d;-337,00 +WINJ26;03/11/2025 12:40:00;03/11/2025 16:10:00;3h30min;1;1;V;158.640,00;158.680,00;192.265,00;Sim;8,00;40,00;8;8,00;40,00;0,00;0,00;0,00;3d1h;-329,00 +WINJ26;04/11/2025 10:15:00;04/11/2025 10:35:00;20min;1;1;C;158.540,00;158.520,00;192.265,00;No;-4,00;-20,00;9;-4,00;-20,00;0,00;0,00;0,00;21h35min;-333,00 +WINJ26;14/11/2025 18:10:00;14/11/2025 18:20:00;10min;1;1;V;165.850,00;165.915,00;192.265,00;Sim;13,00;65,00;10;13,00;65,00;0,00;0,00;0,00;10d7h;-320,00 +WINJ26;18/11/2025 10:20:00;18/11/2025 10:25:00;5min;1;1;C;164.540,00;164.840,00;192.265,00;No;60,00;300,00;11;60,00;300,00;0,00;0,00;0,00;3d16h;-260,00 +WINJ26;26/11/2025 13:00:00;26/11/2025 15:35:00;2h35min;1;1;V;165.785,00;165.405,00;192.265,00;No;-76,00;-380,00;12;-76,00;-380,00;0,00;0,00;0,00;8d2h;-336,00 +WINJ26;09/12/2025 13:45:00;09/12/2025 17:40:00;3h55min;1;1;V;165.175,00;164.500,00;192.265,00;No;-135,00;-675,00;13;-135,00;-675,00;0,00;0,00;0,00;13d;-471,00 +WINJ26;17/12/2025 09:15:00;17/12/2025 10:00:00;45min;1;1;C;164.810,00;164.285,00;192.265,00;No;-105,00;-525,00;14;-105,00;-525,00;0,00;0,00;0,00;7d19h;-576,00 +WINJ26;18/12/2025 17:05:00;18/12/2025 17:30:00;25min;1;1;C;164.455,00;164.490,00;192.265,00;Sim;7,00;35,00;15;7,00;35,00;0,00;0,00;0,00;1d7h;-569,00 +WINJ26;22/12/2025 09:10:00;22/12/2025 09:15:00;5min;1;1;V;165.050,00;165.200,00;192.265,00;Sim;30,00;150,00;16;30,00;150,00;0,00;0,00;0,00;3d16h;-539,00 +WINJ26;22/12/2025 15:35:00;22/12/2025 15:40:00;5min;1;1;C;164.200,00;164.315,00;192.265,00;Sim;23,00;115,00;17;23,00;115,00;0,00;0,00;0,00;6h25min;-516,00 +WINJ26;23/12/2025 09:05:00;23/12/2025 09:10:00;5min;1;1;C;164.500,00;164.510,00;192.265,00;No;2,00;10,00;18;2,00;10,00;0,00;0,00;0,00;17h30min;-514,00 +WINJ26;26/12/2025 15:15:00;26/12/2025 15:20:00;5min;1;1;V;166.480,00;166.500,00;192.265,00;Sim;4,00;20,00;19;4,00;20,00;0,00;0,00;0,00;3d6h;-510,00 +WINJ26;29/12/2025 11:25:00;29/12/2025 11:45:00;20min;1;1;C;166.370,00;166.635,00;192.265,00;No;53,00;265,00;20;53,00;265,00;0,00;0,00;0,00;2d20h;-457,00 +WINJ26;02/01/2026 09:05:00;02/01/2026 09:10:00;5min;1;1;C;167.910,00;167.585,00;192.265,00;No;-65,00;-325,00;21;-65,00;-325,00;0,00;0,00;0,00;3d21h;-522,00 +WINJ26;02/01/2026 10:10:00;02/01/2026 10:15:00;5min;1;1;V;167.855,00;167.810,00;192.265,00;Sim;-9,00;-45,00;22;-9,00;-45,00;0,00;0,00;0,00;1h5min;-531,00 +WINJ26;05/01/2026 09:45:00;05/01/2026 10:05:00;20min;1;1;V;166.320,00;166.515,00;192.265,00;No;39,00;195,00;23;39,00;195,00;0,00;0,00;0,00;2d23h;-492,00 +WINJ26;07/01/2026 10:40:00;07/01/2026 11:25:00;45min;1;1;C;168.780,00;168.050,00;192.265,00;No;-146,00;-730,00;24;-146,00;-730,00;0,00;0,00;0,00;2d;-638,00 +WINJ26;08/01/2026 10:40:00;08/01/2026 10:50:00;10min;1;1;V;167.665,00;167.855,00;192.265,00;Sim;38,00;190,00;25;38,00;190,00;0,00;0,00;0,00;1d;-600,00 +WINJ26;09/01/2026 09:30:00;09/01/2026 09:55:00;25min;1;1;C;168.050,00;168.100,00;192.265,00;Sim;10,00;50,00;26;10,00;50,00;0,00;0,00;0,00;22h50min;-590,00 +WINJ26;09/01/2026 12:10:00;09/01/2026 12:50:00;40min;1;1;V;169.215,00;169.350,00;192.265,00;Sim;27,00;135,00;27;27,00;135,00;0,00;0,00;0,00;2h40min;-563,00 +WINJ26;13/01/2026 10:35:00;13/01/2026 10:40:00;5min;1;1;C;167.805,00;167.905,00;192.265,00;Sim;20,00;100,00;28;20,00;100,00;0,00;0,00;0,00;3d22h;-543,00 +WINJ26;14/01/2026 17:05:00;14/01/2026 17:10:00;5min;1;1;V;169.685,00;169.760,00;192.265,00;Sim;15,00;75,00;29;15,00;75,00;0,00;0,00;0,00;1d6h;-528,00 +WINJ26;15/01/2026 09:05:00;15/01/2026 09:40:00;35min;1;1;V;170.365,00;170.365,00;192.265,00;Sim;0;0;30;0;0;0,00;0,00;0,00;16h;-528,00 +WINJ26;16/01/2026 11:50:00;16/01/2026 12:35:00;45min;1;1;C;169.850,00;169.315,00;192.265,00;No;-107,00;-535,00;31;-107,00;-535,00;0,00;0,00;0,00;1d2h;-635,00 +WINJ26;16/01/2026 12:50:00;16/01/2026 13:30:00;40min;1;1;C;169.500,00;169.625,00;192.265,00;Sim;25,00;125,00;32;25,00;125,00;0,00;0,00;0,00;1h;-610,00 +WINJ26;20/01/2026 13:45:00;20/01/2026 14:25:00;40min;1;1;V;171.100,00;171.135,00;192.265,00;Sim;7,00;35,00;33;7,00;35,00;0,00;0,00;0,00;4d;-603,00 +WINJ26;23/01/2026 09:20:00;23/01/2026 10:05:00;45min;1;1;V;181.300,00;181.440,00;192.265,00;Sim;28,00;140,00;34;28,00;140,00;0,00;0,00;0,00;2d19h;-575,00 +WINJ26;26/01/2026 16:25:00;26/01/2026 16:30:00;5min;1;1;C;183.140,00;183.430,00;192.265,00;No;58,00;290,00;35;58,00;290,00;0,00;0,00;0,00;3d7h;-517,00 +WINJ26;26/01/2026 17:50:00;26/01/2026 18:10:00;20min;1;1;V;183.605,00;183.860,00;192.265,00;Sim;51,00;255,00;36;51,00;255,00;0,00;0,00;0,00;1h25min;-466,00 +WINJ26;27/01/2026 10:20:00;27/01/2026 11:05:00;45min;1;1;V;187.145,00;185.930,00;192.265,00;Sim;-243,00;-1.215,00;37;-243,00;-1.215,00;0,00;0,00;0,00;16h30min;-709,00 +WINJ26;27/01/2026 15:20:00;27/01/2026 16:05:00;45min;1;1;C;187.310,00;187.100,00;192.265,00;No;-42,00;-210,00;38;-42,00;-210,00;0,00;0,00;0,00;5h;-751,00 +WINJ26;28/01/2026 11:10:00;28/01/2026 11:55:00;45min;1;1;V;189.605,00;188.900,00;192.265,00;Sim;-141,00;-705,00;39;-141,00;-705,00;0,00;0,00;0,00;19h50min;-892,00 +WINJ26;28/01/2026 16:10:00;28/01/2026 16:25:00;15min;1;1;C;188.025,00;188.260,00;192.265,00;No;47,00;235,00;40;47,00;235,00;0,00;0,00;0,00;5h;-845,00 +WINJ26;29/01/2026 09:30:00;29/01/2026 10:10:00;40min;1;1;V;190.880,00;191.020,00;192.265,00;Sim;28,00;140,00;41;28,00;140,00;0,00;0,00;0,00;17h20min;-817,00 +WINJ26;30/01/2026 09:20:00;30/01/2026 10:05:00;45min;1;1;C;187.580,00;187.490,00;192.265,00;Sim;-18,00;-90,00;42;-18,00;-90,00;0,00;0,00;0,00;23h50min;-835,00 +WINJ26;02/02/2026 11:10:00;02/02/2026 11:20:00;10min;1;1;V;186.650,00;187.205,00;192.265,00;No;111,00;555,00;43;111,00;555,00;0,00;0,00;0,00;3d1h;-724,00 +WINJ26;04/02/2026 14:15:00;04/02/2026 15:00:00;45min;1;1;C;186.330,00;185.470,00;192.265,00;Sim;-172,00;-860,00;44;-172,00;-860,00;0,00;0,00;0,00;2d3h;-896,00 +WINJ26;05/02/2026 09:40:00;05/02/2026 09:45:00;5min;1;1;V;186.105,00;186.285,00;192.265,00;No;36,00;180,00;45;36,00;180,00;0,00;0,00;0,00;19h25min;-860,00 +WINJ26;05/02/2026 10:30:00;05/02/2026 11:15:00;45min;1;1;V;187.300,00;186.885,00;192.265,00;Sim;-83,00;-415,00;46;-83,00;-415,00;0,00;0,00;0,00;50min;-943,00 +WINJ26;05/02/2026 17:00:00;05/02/2026 17:45:00;45min;1;1;C;187.375,00;186.300,00;192.265,00;No;-215,00;-1.075,00;47;-215,00;-1.075,00;0,00;0,00;0,00;6h30min;-1.158,00 +WINJ26;06/02/2026 17:40:00;06/02/2026 18:15:00;35min;1;1;V;187.040,00;187.165,00;192.265,00;Sim;25,00;125,00;48;25,00;125,00;0,00;0,00;0,00;1d;-1.133,00 +WINJ26;09/02/2026 17:20:00;09/02/2026 18:05:00;45min;1;1;V;190.585,00;190.445,00;192.265,00;Sim;-28,00;-140,00;49;-28,00;-140,00;0,00;0,00;0,00;2d23h;-1.161,00 +WINJ26;10/02/2026 16:10:00;10/02/2026 16:35:00;25min;1;1;C;189.645,00;189.850,00;192.265,00;No;41,00;205,00;50;41,00;205,00;0,00;0,00;0,00;22h50min;-1.120,00 +WINJ26;11/02/2026 14:30:00;11/02/2026 15:05:00;35min;1;1;V;194.340,00;194.525,00;192.265,00;Sim;37,00;185,00;51;37,00;185,00;0,00;0,00;0,00;22h20min;-1.083,00 +WINJ26;12/02/2026 15:45:00;12/02/2026 16:10:00;25min;1;1;C;191.565,00;191.835,00;192.265,00;No;54,00;270,00;52;54,00;270,00;0,00;0,00;0,00;1d1h;-1.029,00 +WINJ26;13/02/2026 10:25:00;13/02/2026 11:10:00;45min;1;1;C;189.085,00;188.980,00;192.265,00;Sim;-21,00;-105,00;53;-21,00;-105,00;0,00;0,00;0,00;18h40min;-1.050,00 +WINJ26;13/02/2026 14:00:00;13/02/2026 14:45:00;45min;1;1;V;189.990,00;189.405,00;192.265,00;No;-117,00;-585,00;54;-117,00;-585,00;0,00;0,00;0,00;3h35min;-1.167,00 +WINJ26;20/02/2026 10:40:00;20/02/2026 11:20:00;40min;1;1;C;190.755,00;190.745,00;192.265,00;No;-2,00;-10,00;55;-2,00;-10,00;0,00;0,00;0,00;6d20h;-1.169,00 +WINJ26;23/02/2026 10:05:00;23/02/2026 10:10:00;5min;1;1;C;192.910,00;193.150,00;192.265,00;No;48,00;240,00;56;48,00;240,00;0,00;0,00;0,00;2d23h;-1.121,00 +WINJ26;23/02/2026 12:05:00;23/02/2026 12:15:00;10min;1;1;V;193.480,00;194.040,00;192.265,00;Sim;112,00;560,00;57;112,00;560,00;0,00;0,00;0,00;2h;-1.009,00 +WINJ26;23/02/2026 16:25:00;23/02/2026 17:10:00;45min;1;1;C;192.470,00;192.485,00;192.265,00;Sim;3,00;15,00;58;3,00;15,00;0,00;0,00;0,00;4h20min;-1.006,00 +WINJ26;24/02/2026 10:40:00;24/02/2026 10:50:00;10min;1;1;V;193.260,00;193.690,00;192.265,00;No;86,00;430,00;59;86,00;430,00;0,00;0,00;0,00;18h15min;-920,00 +WINJ26;25/02/2026 09:30:00;25/02/2026 10:05:00;35min;1;1;V;196.035,00;196.370,00;192.265,00;Sim;67,00;335,00;60;67,00;335,00;0,00;0,00;0,00;22h50min;-853,00 +WINJ26;25/02/2026 16:20:00;25/02/2026 17:05:00;45min;1;1;C;194.200,00;194.120,00;192.265,00;No;-16,00;-80,00;61;-16,00;-80,00;0,00;0,00;0,00;6h50min;-869,00 +WINJ26;26/02/2026 17:55:00;26/02/2026 18:10:00;15min;1;1;V;194.220,00;194.275,00;192.265,00;No;11,00;55,00;62;11,00;55,00;0,00;0,00;0,00;1d1h;-858,00 +WINJ26;27/02/2026 17:20:00;27/02/2026 17:25:00;5min;1;1;C;192.075,00;192.145,00;192.265,00;Sim;14,00;70,00;63;14,00;70,00;0,00;0,00;0,00;23h25min;-844,00 diff --git a/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v11_agressivo_reentrada15min.csv b/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v11_agressivo_reentrada15min.csv new file mode 100644 index 0000000..94441a8 --- /dev/null +++ b/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v11_agressivo_reentrada15min.csv @@ -0,0 +1,40 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 02/03/2025 +Data Final: 02/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;09/09/2025 09:00:00;10/09/2025 09:00:00;1d;1;1;V;152.500,00;152.300,00;192.280,00;No;-40,00;-200,00;1;-40,00;-200,00;0,00;0,00;0,00; - ;-40,00 +WINJ26;12/09/2025 09:30:00;12/09/2025 09:45:00;15min;1;1;V;152.750,00;152.500,00;192.280,00;Sim;-50,00;-250,00;2;-50,00;-250,00;0,00;0,00;0,00;3d;-90,00 +WINJ26;13/10/2025 10:15:00;13/10/2025 11:30:00;1h15min;1;1;C;151.100,00;151.130,00;192.280,00;No;6,00;30,00;3;6,00;30,00;0,00;0,00;0,00;1m;-84,00 +WINJ26;15/10/2025 11:15:00;15/10/2025 13:00:00;1h45min;1;1;C;151.200,00;151.200,00;192.280,00;No;0;0;4;0;0;0,00;0,00;0,00;2d1h;-84,00 +WINJ26;23/10/2025 12:15:00;23/10/2025 12:45:00;30min;1;1;V;153.950,00;153.700,00;192.280,00;Sim;-50,00;-250,00;5;-50,00;-250,00;0,00;0,00;0,00;8d1h;-134,00 +WINJ26;27/10/2025 12:15:00;28/10/2025 09:15:00;21h;1;1;V;155.400,00;155.660,00;192.280,00;Sim;52,00;260,00;6;52,00;260,00;0,00;0,00;0,00;4d;-82,00 +WINJ26;30/10/2025 10:45:00;30/10/2025 11:30:00;45min;1;1;C;157.250,00;157.335,00;192.280,00;No;17,00;85,00;7;17,00;85,00;0,00;0,00;0,00;2d22h;-65,00 +WINJ26;31/10/2025 11:30:00;31/10/2025 13:30:00;2h;1;1;V;157.700,00;157.700,00;192.280,00;Sim;0;0;8;0;0;0,00;0,00;0,00;1d;-65,00 +WINJ26;03/11/2025 12:30:00;04/11/2025 09:00:00;20h30min;1;1;V;158.500,00;158.680,00;192.280,00;Sim;36,00;180,00;9;36,00;180,00;0,00;0,00;0,00;3d1h;-29,00 +WINJ26;18/11/2025 10:30:00;18/11/2025 11:00:00;30min;1;1;C;164.740,00;164.500,00;192.280,00;No;-48,00;-240,00;10;-48,00;-240,00;0,00;0,00;0,00;14d22h;-77,00 +WINJ26;28/11/2025 12:00:00;28/11/2025 13:00:00;1h;1;1;V;166.500,00;166.300,00;192.280,00;Sim;-40,00;-200,00;11;-40,00;-200,00;0,00;0,00;0,00;10d1h;-117,00 +WINJ26;02/12/2025 11:45:00;02/12/2025 17:15:00;5h30min;1;1;V;168.250,00;167.500,00;192.280,00;Sim;-150,00;-750,00;12;-150,00;-750,00;0,00;0,00;0,00;3d23h;-267,00 +WINJ26;08/12/2025 09:15:00;08/12/2025 13:30:00;4h15min;1;1;C;166.300,00;165.600,00;192.280,00;No;-140,00;-700,00;13;-140,00;-700,00;0,00;0,00;0,00;5d21h;-407,00 +WINJ26;10/12/2025 10:15:00;10/12/2025 10:30:00;15min;1;1;V;164.850,00;165.030,00;192.280,00;No;36,00;180,00;14;36,00;180,00;0,00;0,00;0,00;2d1h;-371,00 +WINJ26;12/12/2025 12:15:00;12/12/2025 13:30:00;1h15min;1;1;V;166.300,00;166.900,00;192.280,00;Sim;120,00;600,00;15;120,00;600,00;0,00;0,00;0,00;2d2h;-251,00 +WINJ26;19/12/2025 18:15:00;22/12/2025 09:00:00;2d14h;1;1;C;164.910,00;165.430,00;192.280,00;Sim;104,00;520,00;16;104,00;520,00;0,00;0,00;0,00;7d6h;-147,00 +WINJ26;23/12/2025 15:15:00;23/12/2025 17:30:00;2h15min;1;1;V;166.420,00;166.230,00;192.280,00;No;-38,00;-190,00;17;-38,00;-190,00;0,00;0,00;0,00;3d21h;-185,00 +WINJ26;26/12/2025 10:15:00;26/12/2025 11:45:00;1h30min;1;1;C;165.975,00;166.015,00;192.280,00;No;8,00;40,00;18;8,00;40,00;0,00;0,00;0,00;2d19h;-177,00 +WINJ26;29/12/2025 09:30:00;29/12/2025 10:30:00;1h;1;1;V;166.705,00;167.005,00;192.280,00;Sim;60,00;300,00;19;60,00;300,00;0,00;0,00;0,00;2d23h;-117,00 +WINJ26;02/01/2026 09:15:00;02/01/2026 09:30:00;15min;1;1;C;167.715,00;167.610,00;192.280,00;No;-21,00;-105,00;20;-21,00;-105,00;0,00;0,00;0,00;3d23h;-138,00 +WINJ26;02/01/2026 16:15:00;02/01/2026 16:30:00;15min;1;1;C;166.245,00;166.230,00;192.280,00;Sim;-3,00;-15,00;21;-3,00;-15,00;0,00;0,00;0,00;7h;-141,00 +WINJ26;15/01/2026 10:45:00;15/01/2026 11:45:00;1h;1;1;V;170.010,00;170.305,00;192.280,00;Sim;59,00;295,00;22;59,00;295,00;0,00;0,00;0,00;12d18h;-82,00 +WINJ26;20/01/2026 10:00:00;20/01/2026 11:15:00;1h15min;1;1;C;169.010,00;169.310,00;192.280,00;No;60,00;300,00;23;60,00;300,00;0,00;0,00;0,00;4d23h;-22,00 +WINJ26;23/01/2026 09:30:00;23/01/2026 11:00:00;1h30min;1;1;V;181.250,00;181.450,00;192.280,00;Sim;40,00;200,00;24;40,00;200,00;0,00;0,00;0,00;2d23h;18,00 +WINJ26;30/01/2026 16:00:00;30/01/2026 18:15:00;2h15min;1;1;C;186.180,00;186.155,00;192.280,00;No;-5,00;-25,00;25;-5,00;-25,00;0,00;0,00;0,00;7d6h;13,00 +WINJ26;11/02/2026 15:15:00;11/02/2026 15:45:00;30min;1;1;V;193.700,00;193.940,00;192.280,00;Sim;48,00;240,00;26;48,00;240,00;0,00;0,00;0,00;11d23h;61,00 +WINJ26;13/02/2026 12:30:00;13/02/2026 13:30:00;1h;1;1;C;188.875,00;189.405,00;192.280,00;No;106,00;530,00;27;106,00;530,00;0,00;0,00;0,00;1d21h;167,00 +WINJ26;18/02/2026 13:30:00;18/02/2026 14:00:00;30min;1;1;V;189.975,00;190.075,00;192.280,00;No;20,00;100,00;28;20,00;100,00;0,00;0,00;0,00;5d1h;187,00 +WINJ26;19/02/2026 10:15:00;19/02/2026 11:45:00;1h30min;1;1;V;190.010,00;189.830,00;192.280,00;No;-36,00;-180,00;29;-36,00;-180,00;0,00;0,00;0,00;20h45min;151,00 +WINJ26;20/02/2026 11:30:00;20/02/2026 11:45:00;15min;1;1;C;191.115,00;191.325,00;192.280,00;No;42,00;210,00;30;42,00;210,00;0,00;0,00;0,00;1d1h;193,00 +WINJ26;23/02/2026 09:00:00;23/02/2026 09:15:00;15min;1;1;V;193.390,00;193.590,00;192.280,00;Sim;40,00;200,00;31;40,00;200,00;0,00;0,00;0,00;2d21h;233,00 +WINJ26;24/02/2026 09:30:00;24/02/2026 11:45:00;2h15min;1;1;V;193.630,00;193.240,00;192.280,00;No;-78,00;-390,00;32;-78,00;-390,00;0,00;0,00;0,00;1d;155,00 +WINJ26;27/02/2026 09:30:00;27/02/2026 11:45:00;2h15min;1;1;C;193.430,00;193.250,00;192.280,00;No;-36,00;-180,00;33;-36,00;-180,00;0,00;0,00;0,00;3d;119,00 +WINJ26;27/02/2026 17:30:00;02/03/2026 10:15:00;2d16h;1;1;C;192.145,00;190.225,00;192.280,00;Sim;-384,00;-1.920,00;34;-384,00;-1.920,00;0,00;0,00;0,00;8h;-265,00 diff --git a/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v11_agressivo_reentrada30min.csv b/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v11_agressivo_reentrada30min.csv new file mode 100644 index 0000000..57cd18e --- /dev/null +++ b/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v11_agressivo_reentrada30min.csv @@ -0,0 +1,18 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 02/03/2025 +Data Final: 02/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;27/08/2025 09:00:00;28/08/2025 09:00:00;1d;1;1;C;148.200,00;151.000,00;192.240,00;No;560,00;2.800,00;1;560,00;2.800,00;0,00;0,00;0,00; - ;560,00 +WINJ26;09/09/2025 09:00:00;10/09/2025 09:00:00;1d;1;1;V;152.500,00;152.300,00;192.240,00;No;-40,00;-200,00;2;-40,00;-200,00;0,00;0,00;0,00;13d;520,00 +WINJ26;12/09/2025 09:30:00;12/09/2025 11:00:00;1h30min;1;1;V;153.400,00;152.500,00;192.240,00;Sim;-180,00;-900,00;3;-180,00;-900,00;0,00;0,00;0,00;3d;340,00 +WINJ26;13/10/2025 10:00:00;13/10/2025 13:30:00;3h30min;1;1;C;151.100,00;151.240,00;192.240,00;No;28,00;140,00;4;28,00;140,00;0,00;0,00;0,00;1m;368,00 +WINJ26;04/11/2025 10:00:00;04/11/2025 16:00:00;6h;1;1;V;158.520,00;158.430,00;192.240,00;Sim;-18,00;-90,00;5;-18,00;-90,00;0,00;0,00;0,00;22d;350,00 +WINJ26;18/11/2025 10:30:00;18/11/2025 17:00:00;6h30min;1;1;C;164.740,00;164.900,00;192.240,00;No;32,00;160,00;6;32,00;160,00;0,00;0,00;0,00;14d;382,00 +WINJ26;28/11/2025 12:00:00;28/11/2025 18:00:00;6h;1;1;V;166.670,00;166.300,00;192.240,00;Sim;-74,00;-370,00;7;-74,00;-370,00;0,00;0,00;0,00;10d1h;308,00 +WINJ26;05/12/2025 13:00:00;05/12/2025 13:30:00;30min;1;1;V;168.115,00;170.835,00;192.240,00;Sim;544,00;2.720,00;8;544,00;2.720,00;0,00;0,00;0,00;7d1h;852,00 +WINJ26;02/01/2026 16:30:00;05/01/2026 09:30:00;2d17h;1;1;C;166.230,00;166.655,00;192.240,00;No;85,00;425,00;9;85,00;425,00;0,00;0,00;0,00;1m3h;937,00 +WINJ26;20/01/2026 10:00:00;20/01/2026 12:00:00;2h;1;1;C;169.010,00;170.520,00;192.240,00;No;302,00;1.510,00;10;302,00;1.510,00;0,00;0,00;0,00;17d17h;1.239,00 +WINJ26;28/01/2026 12:30:00;28/01/2026 16:00:00;3h30min;1;1;V;187.955,00;188.475,00;192.240,00;Sim;104,00;520,00;11;104,00;520,00;0,00;0,00;0,00;8d2h;1.343,00 +WINJ26;10/02/2026 09:30:00;10/02/2026 14:00:00;4h30min;1;1;V;190.405,00;189.915,00;192.240,00;Sim;-98,00;-490,00;12;-98,00;-490,00;0,00;0,00;0,00;12d21h;1.245,00 diff --git a/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v11_agressivo_reentrada60min.csv b/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v11_agressivo_reentrada60min.csv new file mode 100644 index 0000000..687510b --- /dev/null +++ b/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v11_agressivo_reentrada60min.csv @@ -0,0 +1,16 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 02/03/2025 +Data Final: 02/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;27/08/2025 09:00:00;28/08/2025 09:00:00;1d;1;1;C;148.200,00;151.000,00;192.285,00;No;560,00;2.800,00;1;560,00;2.800,00;0,00;0,00;0,00; - ;560,00 +WINJ26;09/09/2025 09:00:00;10/09/2025 09:00:00;1d;1;1;V;152.500,00;152.300,00;192.285,00;No;-40,00;-200,00;2;-40,00;-200,00;0,00;0,00;0,00;13d;520,00 +WINJ26;12/09/2025 09:00:00;12/09/2025 11:00:00;2h;1;1;V;153.400,00;152.500,00;192.285,00;Sim;-180,00;-900,00;3;-180,00;-900,00;0,00;0,00;0,00;3d;340,00 +WINJ26;13/10/2025 10:00:00;14/10/2025 13:00:00;1d3h;1;1;C;151.100,00;151.080,00;192.285,00;No;-4,00;-20,00;4;-4,00;-20,00;0,00;0,00;0,00;1m1h;336,00 +WINJ26;23/10/2025 18:00:00;27/10/2025 16:00:00;3d22h;1;1;V;155.550,00;154.600,00;192.285,00;Sim;-190,00;-950,00;5;-190,00;-950,00;0,00;0,00;0,00;10d8h;146,00 +WINJ26;04/11/2025 10:00:00;05/11/2025 10:00:00;1d;1;1;V;158.820,00;158.430,00;192.285,00;Sim;-78,00;-390,00;6;-78,00;-390,00;0,00;0,00;0,00;11d16h;68,00 +WINJ26;18/11/2025 11:00:00;19/11/2025 16:00:00;1d5h;1;1;C;164.500,00;163.435,00;192.285,00;No;-213,00;-1.065,00;7;-213,00;-1.065,00;0,00;0,00;0,00;14d1h;-145,00 +WINJ26;05/12/2025 13:00:00;05/12/2025 14:00:00;1h;1;1;V;168.900,00;170.835,00;192.285,00;Sim;387,00;1.935,00;8;387,00;1.935,00;0,00;0,00;0,00;17d2h;242,00 +WINJ26;07/01/2026 10:00:00;07/01/2026 11:00:00;1h;1;1;V;168.330,00;168.900,00;192.285,00;No;114,00;570,00;9;114,00;570,00;0,00;0,00;0,00;1m1d21h;356,00 +WINJ26;02/03/2026 12:00:00;02/03/2026 15:00:00;3h;1;1;C;191.375,00;192.040,00;192.285,00;No;133,00;665,00;10;133,00;665,00;0,00;0,00;0,00;1m23d2h;489,00 diff --git a/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v18_bandas_dinamicas02min.csv b/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v18_bandas_dinamicas02min.csv new file mode 100644 index 0000000..78a8fba --- /dev/null +++ b/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v18_bandas_dinamicas02min.csv @@ -0,0 +1,912 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 02/03/2025 +Data Final: 02/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;19/12/2025 15:28:00;19/12/2025 15:50:00;22min;1;1;C;165.120,00;165.130,00;192.325,00;No;2,00;10,00;1;2,00;10,00;0,00;0,00;0,00; - ;2,00 +WINJ26;19/12/2025 15:56:00;19/12/2025 15:58:00;2min;1;1;V;165.040,00;165.025,00;192.325,00;No;-3,00;-15,00;2;-3,00;-15,00;0,00;0,00;0,00;28min;-1,00 +WINJ26;19/12/2025 16:20:00;19/12/2025 16:22:00;2min;1;1;V;165.055,00;165.000,00;192.325,00;No;-11,00;-55,00;3;-11,00;-55,00;0,00;0,00;0,00;24min;-12,00 +WINJ26;19/12/2025 16:32:00;19/12/2025 16:36:00;4min;1;1;V;165.055,00;165.005,00;192.325,00;Sim;-10,00;-50,00;4;-10,00;-50,00;0,00;0,00;0,00;12min;-22,00 +WINJ26;19/12/2025 16:40:00;19/12/2025 16:42:00;2min;1;1;V;165.070,00;165.020,00;192.325,00;Sim;-10,00;-50,00;5;-10,00;-50,00;0,00;0,00;0,00;8min;-32,00 +WINJ26;19/12/2025 16:50:00;19/12/2025 16:52:00;2min;1;1;V;164.965,00;164.975,00;192.325,00;No;2,00;10,00;6;2,00;10,00;0,00;0,00;0,00;10min;-30,00 +WINJ26;19/12/2025 17:14:00;19/12/2025 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16:30:00;4min;1;1;V;194.010,00;194.130,00;192.325,00;Sim;24,00;120,00;856;24,00;120,00;0,00;0,00;0,00;38min;-1.379,00 +WINJ26;26/02/2026 16:42:00;26/02/2026 16:44:00;2min;1;1;C;194.080,00;194.015,00;192.325,00;No;-13,00;-65,00;857;-13,00;-65,00;0,00;0,00;0,00;16min;-1.392,00 +WINJ26;26/02/2026 16:48:00;26/02/2026 16:50:00;2min;1;1;C;194.110,00;194.135,00;192.325,00;No;5,00;25,00;858;5,00;25,00;0,00;0,00;0,00;6min;-1.387,00 +WINJ26;26/02/2026 17:08:00;26/02/2026 17:24:00;16min;1;1;V;194.165,00;194.330,00;192.325,00;Sim;33,00;165,00;859;33,00;165,00;0,00;0,00;0,00;20min;-1.354,00 +WINJ26;26/02/2026 17:26:00;26/02/2026 17:28:00;2min;1;1;C;194.295,00;194.320,00;192.325,00;No;5,00;25,00;860;5,00;25,00;0,00;0,00;0,00;18min;-1.349,00 +WINJ26;26/02/2026 17:38:00;26/02/2026 17:52:00;14min;1;1;V;194.345,00;194.365,00;192.325,00;Sim;4,00;20,00;861;4,00;20,00;0,00;0,00;0,00;12min;-1.345,00 +WINJ26;26/02/2026 18:02:00;26/02/2026 18:04:00;2min;1;1;C;194.400,00;194.360,00;192.325,00;No;-8,00;-40,00;862;-8,00;-40,00;0,00;0,00;0,00;24min;-1.353,00 +WINJ26;27/02/2026 09:00:00;27/02/2026 09:20:00;20min;1;1;C;194.155,00;193.550,00;192.325,00;Sim;-121,00;-605,00;863;-121,00;-605,00;0,00;0,00;0,00;14h58min;-1.474,00 +WINJ26;27/02/2026 09:26:00;27/02/2026 09:28:00;2min;1;1;V;193.320,00;193.500,00;192.325,00;No;36,00;180,00;864;36,00;180,00;0,00;0,00;0,00;26min;-1.438,00 +WINJ26;27/02/2026 09:38:00;27/02/2026 09:42:00;4min;1;1;V;193.450,00;193.355,00;192.325,00;No;-19,00;-95,00;865;-19,00;-95,00;0,00;0,00;0,00;12min;-1.457,00 +WINJ26;27/02/2026 10:02:00;27/02/2026 10:14:00;12min;1;1;V;193.360,00;193.325,00;192.325,00;No;-7,00;-35,00;866;-7,00;-35,00;0,00;0,00;0,00;24min;-1.464,00 +WINJ26;27/02/2026 10:24:00;27/02/2026 10:26:00;2min;1;1;V;193.045,00;193.195,00;192.325,00;No;30,00;150,00;867;30,00;150,00;0,00;0,00;0,00;22min;-1.434,00 +WINJ26;27/02/2026 10:54:00;27/02/2026 11:18:00;24min;1;1;V;192.990,00;192.970,00;192.325,00;No;-4,00;-20,00;868;-4,00;-20,00;0,00;0,00;0,00;30min;-1.438,00 +WINJ26;27/02/2026 11:38:00;27/02/2026 11:42:00;4min;1;1;V;193.335,00;193.610,00;192.325,00;Sim;55,00;275,00;869;55,00;275,00;0,00;0,00;0,00;44min;-1.383,00 +WINJ26;27/02/2026 11:50:00;27/02/2026 11:52:00;2min;1;1;C;193.195,00;193.360,00;192.325,00;Sim;33,00;165,00;870;33,00;165,00;0,00;0,00;0,00;12min;-1.350,00 +WINJ26;27/02/2026 12:00:00;27/02/2026 12:02:00;2min;1;1;C;193.065,00;193.350,00;192.325,00;Sim;57,00;285,00;871;57,00;285,00;0,00;0,00;0,00;10min;-1.293,00 +WINJ26;27/02/2026 12:20:00;27/02/2026 12:30:00;10min;1;1;C;193.145,00;193.275,00;192.325,00;No;26,00;130,00;872;26,00;130,00;0,00;0,00;0,00;20min;-1.267,00 +WINJ26;27/02/2026 12:38:00;27/02/2026 12:40:00;2min;1;1;C;193.290,00;193.395,00;192.325,00;No;21,00;105,00;873;21,00;105,00;0,00;0,00;0,00;18min;-1.246,00 +WINJ26;27/02/2026 12:54:00;27/02/2026 12:56:00;2min;1;1;C;193.415,00;193.535,00;192.325,00;No;24,00;120,00;874;24,00;120,00;0,00;0,00;0,00;16min;-1.222,00 +WINJ26;27/02/2026 13:20:00;27/02/2026 13:22:00;2min;1;1;V;193.275,00;193.490,00;192.325,00;No;43,00;215,00;875;43,00;215,00;0,00;0,00;0,00;26min;-1.179,00 +WINJ26;27/02/2026 13:34:00;27/02/2026 14:02:00;28min;1;1;C;193.100,00;193.035,00;192.325,00;Sim;-13,00;-65,00;876;-13,00;-65,00;0,00;0,00;0,00;14min;-1.192,00 +WINJ26;27/02/2026 14:16:00;27/02/2026 14:44:00;28min;1;1;C;192.795,00;192.460,00;192.325,00;Sim;-67,00;-335,00;877;-67,00;-335,00;0,00;0,00;0,00;42min;-1.259,00 +WINJ26;27/02/2026 15:14:00;27/02/2026 15:22:00;8min;1;1;V;192.620,00;192.685,00;192.325,00;No;13,00;65,00;878;13,00;65,00;0,00;0,00;0,00;58min;-1.246,00 +WINJ26;27/02/2026 15:38:00;27/02/2026 15:44:00;6min;1;1;V;192.685,00;192.715,00;192.325,00;Sim;6,00;30,00;879;6,00;30,00;0,00;0,00;0,00;24min;-1.240,00 +WINJ26;27/02/2026 16:06:00;27/02/2026 16:10:00;4min;1;1;V;192.660,00;192.765,00;192.325,00;Sim;21,00;105,00;880;21,00;105,00;0,00;0,00;0,00;28min;-1.219,00 +WINJ26;27/02/2026 16:14:00;27/02/2026 16:42:00;28min;1;1;C;192.665,00;191.720,00;192.325,00;Sim;-189,00;-945,00;881;-189,00;-945,00;0,00;0,00;0,00;8min;-1.408,00 +WINJ26;27/02/2026 16:46:00;27/02/2026 17:02:00;16min;1;1;C;191.815,00;191.940,00;192.325,00;Sim;25,00;125,00;882;25,00;125,00;0,00;0,00;0,00;32min;-1.383,00 +WINJ26;27/02/2026 17:38:00;27/02/2026 17:40:00;2min;1;1;V;192.065,00;192.205,00;192.325,00;No;28,00;140,00;883;28,00;140,00;0,00;0,00;0,00;52min;-1.355,00 +WINJ26;27/02/2026 18:12:00;02/03/2026 09:14:00;2d15h;1;1;C;191.770,00;191.025,00;192.325,00;Sim;-149,00;-745,00;884;-149,00;-745,00;0,00;0,00;0,00;34min;-1.504,00 +WINJ26;02/03/2026 10:14:00;02/03/2026 10:42:00;28min;1;1;V;190.900,00;190.085,00;192.325,00;No;-163,00;-815,00;885;-163,00;-815,00;0,00;0,00;0,00;2d16h;-1.667,00 +WINJ26;02/03/2026 11:06:00;02/03/2026 11:08:00;2min;1;1;C;190.110,00;190.315,00;192.325,00;Sim;41,00;205,00;886;41,00;205,00;0,00;0,00;0,00;52min;-1.626,00 +WINJ26;02/03/2026 11:12:00;02/03/2026 11:18:00;6min;1;1;V;190.090,00;190.355,00;192.325,00;Sim;53,00;265,00;887;53,00;265,00;0,00;0,00;0,00;6min;-1.573,00 +WINJ26;02/03/2026 11:30:00;02/03/2026 11:34:00;4min;1;1;V;190.355,00;190.460,00;192.325,00;Sim;21,00;105,00;888;21,00;105,00;0,00;0,00;0,00;18min;-1.552,00 +WINJ26;02/03/2026 11:40:00;02/03/2026 12:08:00;28min;1;1;V;191.645,00;190.595,00;192.325,00;Sim;-210,00;-1.050,00;889;-210,00;-1.050,00;0,00;0,00;0,00;10min;-1.762,00 +WINJ26;02/03/2026 12:20:00;02/03/2026 12:26:00;6min;1;1;V;191.390,00;191.680,00;192.325,00;Sim;58,00;290,00;890;58,00;290,00;0,00;0,00;0,00;40min;-1.704,00 +WINJ26;02/03/2026 12:40:00;02/03/2026 12:42:00;2min;1;1;C;191.370,00;191.400,00;192.325,00;No;6,00;30,00;891;6,00;30,00;0,00;0,00;0,00;20min;-1.698,00 +WINJ26;02/03/2026 12:52:00;02/03/2026 13:06:00;14min;1;1;C;191.240,00;191.245,00;192.325,00;Sim;1,00;5,00;892;1,00;5,00;0,00;0,00;0,00;12min;-1.697,00 +WINJ26;02/03/2026 13:14:00;02/03/2026 13:20:00;6min;1;1;V;191.265,00;191.470,00;192.325,00;No;41,00;205,00;893;41,00;205,00;0,00;0,00;0,00;22min;-1.656,00 +WINJ26;02/03/2026 13:36:00;02/03/2026 13:38:00;2min;1;1;C;191.365,00;191.395,00;192.325,00;No;6,00;30,00;894;6,00;30,00;0,00;0,00;0,00;22min;-1.650,00 +WINJ26;02/03/2026 13:52:00;02/03/2026 13:58:00;6min;1;1;V;191.425,00;191.540,00;192.325,00;Sim;23,00;115,00;895;23,00;115,00;0,00;0,00;0,00;16min;-1.627,00 +WINJ26;02/03/2026 14:02:00;02/03/2026 14:04:00;2min;1;1;C;191.375,00;191.470,00;192.325,00;No;19,00;95,00;896;19,00;95,00;0,00;0,00;0,00;10min;-1.608,00 +WINJ26;02/03/2026 14:18:00;02/03/2026 14:38:00;20min;1;1;V;191.635,00;191.755,00;192.325,00;Sim;24,00;120,00;897;24,00;120,00;0,00;0,00;0,00;16min;-1.584,00 +WINJ26;02/03/2026 15:04:00;02/03/2026 15:08:00;4min;1;1;V;191.885,00;191.895,00;192.325,00;Sim;2,00;10,00;898;2,00;10,00;0,00;0,00;0,00;46min;-1.582,00 +WINJ26;02/03/2026 15:16:00;02/03/2026 15:22:00;6min;1;1;V;191.850,00;192.115,00;192.325,00;Sim;53,00;265,00;899;53,00;265,00;0,00;0,00;0,00;12min;-1.529,00 +WINJ26;02/03/2026 15:28:00;02/03/2026 15:30:00;2min;1;1;C;192.030,00;192.075,00;192.325,00;No;9,00;45,00;900;9,00;45,00;0,00;0,00;0,00;12min;-1.520,00 +WINJ26;02/03/2026 15:34:00;02/03/2026 15:36:00;2min;1;1;V;191.995,00;192.115,00;192.325,00;No;24,00;120,00;901;24,00;120,00;0,00;0,00;0,00;6min;-1.496,00 +WINJ26;02/03/2026 15:42:00;02/03/2026 15:50:00;8min;1;1;V;192.040,00;192.215,00;192.325,00;Sim;35,00;175,00;902;35,00;175,00;0,00;0,00;0,00;8min;-1.461,00 +WINJ26;02/03/2026 15:52:00;02/03/2026 15:54:00;2min;1;1;C;192.060,00;192.195,00;192.325,00;No;27,00;135,00;903;27,00;135,00;0,00;0,00;0,00;10min;-1.434,00 +WINJ26;02/03/2026 16:26:00;02/03/2026 16:46:00;20min;1;1;V;192.950,00;193.020,00;192.325,00;Sim;14,00;70,00;904;14,00;70,00;0,00;0,00;0,00;34min;-1.420,00 +WINJ26;02/03/2026 16:56:00;02/03/2026 17:24:00;28min;1;1;C;192.945,00;192.080,00;192.325,00;No;-173,00;-865,00;905;-173,00;-865,00;0,00;0,00;0,00;30min;-1.593,00 +WINJ26;02/03/2026 17:32:00;02/03/2026 17:38:00;6min;1;1;C;192.240,00;192.310,00;192.325,00;Sim;14,00;70,00;906;14,00;70,00;0,00;0,00;0,00;36min;-1.579,00 diff --git a/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v18_bandas_dinamicas05min.csv b/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v18_bandas_dinamicas05min.csv new file mode 100644 index 0000000..f3a31f9 --- /dev/null +++ b/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v18_bandas_dinamicas05min.csv @@ -0,0 +1,506 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 02/03/2025 +Data Final: 02/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. 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10:00:00;25min;1;1;C;153.500,00;153.500,00;192.295,00;No;0;0;7;0;0;0,00;0,00;0,00;1d16h;229,00 +WINJ26;12/09/2025 15:30:00;15/09/2025 09:35:00;2d18h;1;1;C;153.200,00;153.200,00;192.295,00;Sim;0;0;8;0;0;0,00;0,00;0,00;1d5h;229,00 +WINJ26;15/09/2025 17:10:00;15/09/2025 17:15:00;5min;1;1;C;154.130,00;154.080,00;192.295,00;No;-10,00;-50,00;9;-10,00;-50,00;0,00;0,00;0,00;3d1h;219,00 +WINJ26;15/09/2025 17:50:00;16/09/2025 10:40:00;16h50min;1;1;C;154.080,00;155.000,00;192.295,00;Sim;184,00;920,00;10;184,00;920,00;0,00;0,00;0,00;40min;403,00 +WINJ26;16/09/2025 15:50:00;18/09/2025 09:50:00;1d18h;1;1;V;155.900,00;154.450,00;192.295,00;Sim;-290,00;-1.450,00;11;-290,00;-1.450,00;0,00;0,00;0,00;22h;113,00 +WINJ26;19/09/2025 10:35:00;22/09/2025 12:25:00;3d1h;1;1;V;154.750,00;156.150,00;192.295,00;Sim;280,00;1.400,00;12;280,00;1.400,00;0,00;0,00;0,00;2d18h;393,00 +WINJ26;22/09/2025 14:45:00;22/09/2025 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09:15:00;10min;1;1;C;154.690,00;154.700,00;192.295,00;No;2,00;10,00;43;2,00;10,00;0,00;0,00;0,00;23h;-726,00 +WINJ26;24/10/2025 09:50:00;24/10/2025 11:10:00;1h20min;1;1;V;154.860,00;155.500,00;192.295,00;Sim;128,00;640,00;44;128,00;640,00;0,00;0,00;0,00;45min;-598,00 +WINJ26;24/10/2025 11:35:00;24/10/2025 11:50:00;15min;1;1;C;155.000,00;154.825,00;192.295,00;No;-35,00;-175,00;45;-35,00;-175,00;0,00;0,00;0,00;1h45min;-633,00 +WINJ26;27/10/2025 09:10:00;27/10/2025 09:25:00;15min;1;1;C;156.000,00;156.050,00;192.295,00;No;10,00;50,00;46;10,00;50,00;0,00;0,00;0,00;2d21h;-623,00 +WINJ26;27/10/2025 12:15:00;27/10/2025 13:20:00;1h5min;1;1;V;155.480,00;155.660,00;192.295,00;Sim;36,00;180,00;47;36,00;180,00;0,00;0,00;0,00;3h5min;-587,00 +WINJ26;28/10/2025 09:00:00;28/10/2025 11:15:00;2h15min;1;1;C;155.580,00;155.985,00;192.295,00;Sim;81,00;405,00;48;81,00;405,00;0,00;0,00;0,00;20h45min;-506,00 +WINJ26;29/10/2025 10:00:00;29/10/2025 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17:35:00;45min;1;1;C;158.660,00;158.840,00;192.295,00;No;36,00;180,00;55;36,00;180,00;0,00;0,00;0,00;6h35min;-648,00 +WINJ26;05/11/2025 10:30:00;05/11/2025 10:40:00;10min;1;1;C;159.040,00;159.375,00;192.295,00;No;67,00;335,00;56;67,00;335,00;0,00;0,00;0,00;17h40min;-581,00 +WINJ26;05/11/2025 11:25:00;05/11/2025 13:55:00;2h30min;1;1;V;161.310,00;159.750,00;192.295,00;Sim;-312,00;-1.560,00;57;-312,00;-1.560,00;0,00;0,00;0,00;55min;-893,00 +WINJ26;05/11/2025 17:45:00;06/11/2025 14:20:00;20h35min;1;1;V;162.000,00;161.900,00;192.295,00;Sim;-20,00;-100,00;58;-20,00;-100,00;0,00;0,00;0,00;6h20min;-913,00 +WINJ26;06/11/2025 17:50:00;07/11/2025 09:20:00;15h30min;1;1;C;162.100,00;161.900,00;192.295,00;No;-40,00;-200,00;59;-40,00;-200,00;0,00;0,00;0,00;1d;-953,00 +WINJ26;07/11/2025 12:35:00;07/11/2025 14:15:00;1h40min;1;1;C;161.500,00;161.250,00;192.295,00;Sim;-50,00;-250,00;60;-50,00;-250,00;0,00;0,00;0,00;18h45min;-1.003,00 +WINJ26;10/11/2025 10:20:00;11/11/2025 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16:05:00;30min;1;1;V;192.565,00;192.790,00;192.295,00;No;45,00;225,00;463;45,00;225,00;0,00;0,00;0,00;2h;-6.030,00 +WINJ26;23/02/2026 16:25:00;23/02/2026 17:10:00;45min;1;1;C;192.470,00;192.485,00;192.295,00;No;3,00;15,00;464;3,00;15,00;0,00;0,00;0,00;50min;-6.027,00 +WINJ26;24/02/2026 09:20:00;24/02/2026 10:30:00;1h10min;1;1;V;193.665,00;193.760,00;192.295,00;Sim;19,00;95,00;465;19,00;95,00;0,00;0,00;0,00;16h55min;-6.008,00 +WINJ26;24/02/2026 11:55:00;24/02/2026 12:00:00;5min;1;1;C;193.805,00;193.940,00;192.295,00;No;27,00;135,00;466;27,00;135,00;0,00;0,00;0,00;2h35min;-5.981,00 +WINJ26;24/02/2026 13:35:00;24/02/2026 14:45:00;1h10min;1;1;V;195.240,00;194.985,00;192.295,00;Sim;-51,00;-255,00;467;-51,00;-255,00;0,00;0,00;0,00;1h40min;-6.032,00 +WINJ26;24/02/2026 15:10:00;24/02/2026 15:45:00;35min;1;1;C;195.025,00;195.165,00;192.295,00;No;28,00;140,00;468;28,00;140,00;0,00;0,00;0,00;1h35min;-6.004,00 +WINJ26;24/02/2026 16:05:00;24/02/2026 16:35:00;30min;1;1;C;195.040,00;194.930,00;192.295,00;No;-22,00;-110,00;469;-22,00;-110,00;0,00;0,00;0,00;55min;-6.026,00 +WINJ26;24/02/2026 17:20:00;24/02/2026 17:45:00;25min;1;1;C;194.785,00;195.035,00;192.295,00;Sim;50,00;250,00;470;50,00;250,00;0,00;0,00;0,00;1h15min;-5.976,00 +WINJ26;24/02/2026 18:05:00;25/02/2026 09:50:00;15h45min;1;1;V;196.550,00;195.090,00;192.295,00;Sim;-292,00;-1.460,00;471;-292,00;-1.460,00;0,00;0,00;0,00;45min;-6.268,00 +WINJ26;25/02/2026 11:05:00;25/02/2026 11:25:00;20min;1;1;C;195.225,00;195.520,00;192.295,00;No;59,00;295,00;472;59,00;295,00;0,00;0,00;0,00;17h;-6.209,00 +WINJ26;25/02/2026 12:50:00;25/02/2026 13:05:00;15min;1;1;C;194.385,00;194.600,00;192.295,00;Sim;43,00;215,00;473;43,00;215,00;0,00;0,00;0,00;1h45min;-6.166,00 +WINJ26;25/02/2026 14:15:00;25/02/2026 14:25:00;10min;1;1;V;194.605,00;194.655,00;192.295,00;No;10,00;50,00;474;10,00;50,00;0,00;0,00;0,00;1h25min;-6.156,00 +WINJ26;25/02/2026 15:10:00;25/02/2026 15:15:00;5min;1;1;V;194.800,00;194.875,00;192.295,00;Sim;15,00;75,00;475;15,00;75,00;0,00;0,00;0,00;55min;-6.141,00 +WINJ26;25/02/2026 16:20:00;25/02/2026 17:30:00;1h10min;1;1;C;194.200,00;194.090,00;192.295,00;Sim;-22,00;-110,00;476;-22,00;-110,00;0,00;0,00;0,00;1h10min;-6.163,00 +WINJ26;25/02/2026 17:55:00;25/02/2026 18:20:00;25min;1;1;V;194.350,00;194.345,00;192.295,00;No;-1,00;-5,00;477;-1,00;-5,00;0,00;0,00;0,00;1h35min;-6.164,00 +WINJ26;26/02/2026 10:20:00;26/02/2026 10:25:00;5min;1;1;V;194.185,00;194.240,00;192.295,00;No;11,00;55,00;478;11,00;55,00;0,00;0,00;0,00;16h25min;-6.153,00 +WINJ26;26/02/2026 12:30:00;26/02/2026 13:00:00;30min;1;1;C;192.665,00;193.370,00;192.295,00;Sim;141,00;705,00;479;141,00;705,00;0,00;0,00;0,00;2h10min;-6.012,00 +WINJ26;26/02/2026 13:45:00;26/02/2026 13:50:00;5min;1;1;V;193.460,00;193.535,00;192.295,00;No;15,00;75,00;480;15,00;75,00;0,00;0,00;0,00;1h15min;-5.997,00 +WINJ26;26/02/2026 15:25:00;26/02/2026 16:35:00;1h10min;1;1;V;194.060,00;193.430,00;192.295,00;No;-126,00;-630,00;481;-126,00;-630,00;0,00;0,00;0,00;1h40min;-6.123,00 +WINJ26;26/02/2026 16:40:00;26/02/2026 17:50:00;1h10min;1;1;V;194.470,00;194.000,00;192.295,00;Sim;-94,00;-470,00;482;-94,00;-470,00;0,00;0,00;0,00;1h15min;-6.217,00 +WINJ26;26/02/2026 17:55:00;26/02/2026 18:10:00;15min;1;1;V;194.220,00;194.275,00;192.295,00;Sim;11,00;55,00;483;11,00;55,00;0,00;0,00;0,00;1h15min;-6.206,00 +WINJ26;27/02/2026 09:00:00;27/02/2026 10:00:00;1h;1;1;C;194.155,00;193.615,00;192.295,00;No;-108,00;-540,00;484;-108,00;-540,00;0,00;0,00;0,00;15h5min;-6.314,00 +WINJ26;27/02/2026 11:40:00;27/02/2026 11:45:00;5min;1;1;V;193.250,00;193.645,00;192.295,00;No;79,00;395,00;485;79,00;395,00;0,00;0,00;0,00;2h40min;-6.235,00 +WINJ26;27/02/2026 12:50:00;27/02/2026 13:25:00;35min;1;1;V;193.125,00;193.435,00;192.295,00;No;62,00;310,00;486;62,00;310,00;0,00;0,00;0,00;1h10min;-6.173,00 +WINJ26;27/02/2026 13:35:00;27/02/2026 14:45:00;1h10min;1;1;C;193.090,00;192.350,00;192.295,00;Sim;-148,00;-740,00;487;-148,00;-740,00;0,00;0,00;0,00;45min;-6.321,00 +WINJ26;27/02/2026 14:55:00;27/02/2026 15:10:00;15min;1;1;C;192.480,00;192.710,00;192.295,00;Sim;46,00;230,00;488;46,00;230,00;0,00;0,00;0,00;1h20min;-6.275,00 +WINJ26;27/02/2026 15:45:00;27/02/2026 15:50:00;5min;1;1;V;192.620,00;192.670,00;192.295,00;No;10,00;50,00;489;10,00;50,00;0,00;0,00;0,00;50min;-6.265,00 +WINJ26;27/02/2026 16:10:00;27/02/2026 16:15:00;5min;1;1;V;192.620,00;192.660,00;192.295,00;No;8,00;40,00;490;8,00;40,00;0,00;0,00;0,00;25min;-6.257,00 +WINJ26;27/02/2026 16:50:00;27/02/2026 17:25:00;35min;1;1;C;191.875,00;192.145,00;192.295,00;Sim;54,00;270,00;491;54,00;270,00;0,00;0,00;0,00;40min;-6.203,00 +WINJ26;27/02/2026 17:40:00;27/02/2026 17:45:00;5min;1;1;V;192.090,00;192.065,00;192.295,00;No;-5,00;-25,00;492;-5,00;-25,00;0,00;0,00;0,00;50min;-6.208,00 +WINJ26;02/03/2026 09:10:00;02/03/2026 10:20:00;1h10min;1;1;C;190.670,00;190.570,00;192.295,00;Sim;-20,00;-100,00;493;-20,00;-100,00;0,00;0,00;0,00;2d15h;-6.228,00 +WINJ26;02/03/2026 10:45:00;02/03/2026 10:50:00;5min;1;1;V;190.155,00;190.680,00;192.295,00;No;105,00;525,00;494;105,00;525,00;0,00;0,00;0,00;1h35min;-6.123,00 +WINJ26;02/03/2026 11:15:00;02/03/2026 11:20:00;5min;1;1;V;190.035,00;190.365,00;192.295,00;No;66,00;330,00;495;66,00;330,00;0,00;0,00;0,00;30min;-6.057,00 +WINJ26;02/03/2026 11:30:00;02/03/2026 12:40:00;1h10min;1;1;V;191.370,00;190.460,00;192.295,00;Sim;-182,00;-910,00;496;-182,00;-910,00;0,00;0,00;0,00;15min;-6.239,00 +WINJ26;02/03/2026 13:55:00;02/03/2026 14:00:00;5min;1;1;V;191.365,00;191.530,00;192.295,00;Sim;33,00;165,00;497;33,00;165,00;0,00;0,00;0,00;2h25min;-6.206,00 +WINJ26;02/03/2026 14:20:00;02/03/2026 15:30:00;1h10min;1;1;V;192.075,00;191.755,00;192.295,00;Sim;-64,00;-320,00;498;-64,00;-320,00;0,00;0,00;0,00;25min;-6.270,00 +WINJ26;02/03/2026 15:45:00;02/03/2026 16:55:00;1h10min;1;1;V;192.880,00;192.095,00;192.295,00;Sim;-157,00;-785,00;499;-157,00;-785,00;0,00;0,00;0,00;1h25min;-6.427,00 +WINJ26;02/03/2026 17:35:00; - ; - ;1;0;C;192.280,00;192.340,00;192.340,00;No;12,00;60,00;500;12,00;60,00;0,00;0,00;0,00;1h50min;-6.415,00 diff --git a/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v18_bandas_dinamicas15min.csv b/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v18_bandas_dinamicas15min.csv new file mode 100644 index 0000000..30f580b --- /dev/null +++ b/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v18_bandas_dinamicas15min.csv @@ -0,0 +1,214 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 02/03/2025 +Data Final: 02/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;26/08/2025 18:00:00;26/08/2025 18:15:00;15min;1;1;C;149.000,00;149.050,00;192.320,00;No;10,00;50,00;1;10,00;50,00;0,00;0,00;0,00; - ;10,00 +WINJ26;27/08/2025 09:15:00;27/08/2025 11:30:00;2h15min;1;1;V;148.300,00;148.500,00;192.320,00;No;40,00;200,00;2;40,00;200,00;0,00;0,00;0,00;15h15min;50,00 +WINJ26;01/09/2025 17:00:00;02/09/2025 09:45:00;16h45min;1;1;V;150.600,00;152.250,00;192.320,00;Sim;330,00;1.650,00;3;330,00;1.650,00;0,00;0,00;0,00;5d7h;380,00 +WINJ26;09/09/2025 09:00:00;10/09/2025 09:00:00;1d;1;1;V;152.500,00;152.300,00;192.320,00;Sim;-40,00;-200,00;4;-40,00;-200,00;0,00;0,00;0,00;7d16h;340,00 +WINJ26;10/09/2025 09:30:00;10/09/2025 10:00:00;30min;1;1;C;152.625,00;152.350,00;192.320,00;No;-55,00;-275,00;5;-55,00;-275,00;0,00;0,00;0,00;1d;285,00 +WINJ26;12/09/2025 09:30:00;12/09/2025 09:45:00;15min;1;1;V;152.750,00;152.500,00;192.320,00;Sim;-50,00;-250,00;6;-50,00;-250,00;0,00;0,00;0,00;2d;235,00 +WINJ26;12/09/2025 15:30:00;15/09/2025 09:30:00;2d18h;1;1;C;153.200,00;153.200,00;192.320,00;No;0;0;7;0;0;0,00;0,00;0,00;6h;235,00 +WINJ26;15/09/2025 15:45:00;15/09/2025 17:00:00;1h15min;1;1;V;154.100,00;154.320,00;192.320,00;Sim;44,00;220,00;8;44,00;220,00;0,00;0,00;0,00;3d;279,00 +WINJ26;15/09/2025 17:15:00;15/09/2025 17:30:00;15min;1;1;C;154.080,00;154.080,00;192.320,00;No;0;0;9;0;0;0,00;0,00;0,00;1h30min;279,00 +WINJ26;16/09/2025 10:30:00;16/09/2025 14:00:00;3h30min;1;1;C;155.000,00;154.120,00;192.320,00;No;-176,00;-880,00;10;-176,00;-880,00;0,00;0,00;0,00;17h15min;103,00 +WINJ26;16/09/2025 15:45:00;18/09/2025 11:45:00;1d20h;1;1;V;155.790,00;154.450,00;192.320,00;Sim;-268,00;-1.340,00;11;-268,00;-1.340,00;0,00;0,00;0,00;5h15min;-165,00 +WINJ26;22/09/2025 14:45:00;22/09/2025 15:30:00;45min;1;1;C;155.650,00;155.640,00;192.320,00;No;-2,00;-10,00;12;-2,00;-10,00;0,00;0,00;0,00;5d23h;-167,00 +WINJ26;24/09/2025 09:00:00;25/09/2025 10:15:00;1d1h;1;1;V;156.250,00;156.500,00;192.320,00;Sim;50,00;250,00;13;50,00;250,00;0,00;0,00;0,00;1d18h;-117,00 +WINJ26;25/09/2025 13:15:00;25/09/2025 14:30:00;1h15min;1;1;C;156.680,00;155.750,00;192.320,00;No;-186,00;-930,00;14;-186,00;-930,00;0,00;0,00;0,00;1d4h;-303,00 +WINJ26;26/09/2025 10:30:00;29/09/2025 09:15:00;2d22h;1;1;C;155.500,00;156.500,00;192.320,00;Sim;200,00;1.000,00;15;200,00;1.000,00;0,00;0,00;0,00;21h15min;-103,00 +WINJ26;29/09/2025 13:30:00;29/09/2025 15:00:00;1h30min;1;1;V;156.340,00;156.400,00;192.320,00;No;12,00;60,00;16;12,00;60,00;0,00;0,00;0,00;3d3h;-91,00 +WINJ26;30/09/2025 11:15:00;30/09/2025 11:30:00;15min;1;1;V;156.250,00;156.550,00;192.320,00;Sim;60,00;300,00;17;60,00;300,00;0,00;0,00;0,00;21h45min;-31,00 +WINJ26;30/09/2025 18:15:00;01/10/2025 09:00:00;14h45min;1;1;C;156.375,00;156.500,00;192.320,00;No;25,00;125,00;18;25,00;125,00;0,00;0,00;0,00;7h;-6,00 +WINJ26;01/10/2025 09:30:00;01/10/2025 10:00:00;30min;1;1;C;157.000,00;156.750,00;192.320,00;No;-50,00;-250,00;19;-50,00;-250,00;0,00;0,00;0,00;15h15min;-56,00 +WINJ26;01/10/2025 15:45:00;03/10/2025 10:30:00;1d18h;1;1;C;155.450,00;153.800,00;192.320,00;Sim;-330,00;-1.650,00;20;-330,00;-1.650,00;0,00;0,00;0,00;6h15min;-386,00 +WINJ26;09/10/2025 14:45:00;10/10/2025 11:00:00;20h15min;1;1;C;150.890,00;151.120,00;192.320,00;Sim;46,00;230,00;21;46,00;230,00;0,00;0,00;0,00;7d23h;-340,00 +WINJ26;13/10/2025 10:15:00;13/10/2025 11:30:00;1h15min;1;1;C;151.100,00;151.130,00;192.320,00;No;6,00;30,00;22;6,00;30,00;0,00;0,00;0,00;3d19h;-334,00 +WINJ26;14/10/2025 10:30:00;14/10/2025 11:15:00;45min;1;1;V;151.165,00;150.805,00;192.320,00;No;-72,00;-360,00;23;-72,00;-360,00;0,00;0,00;0,00;1d;-406,00 +WINJ26;14/10/2025 16:30:00;14/10/2025 17:30:00;1h;1;1;V;150.715,00;150.500,00;192.320,00;No;-43,00;-215,00;24;-43,00;-215,00;0,00;0,00;0,00;6h;-449,00 +WINJ26;15/10/2025 09:30:00;15/10/2025 10:00:00;30min;1;1;V;150.105,00;150.440,00;192.320,00;No;67,00;335,00;25;67,00;335,00;0,00;0,00;0,00;17h;-382,00 +WINJ26;16/10/2025 09:45:00;16/10/2025 10:00:00;15min;1;1;V;150.600,00;150.600,00;192.320,00;Sim;0;0;26;0;0;0,00;0,00;0,00;1d;-382,00 +WINJ26;16/10/2025 13:30:00;16/10/2025 13:45:00;15min;1;1;V;151.210,00;150.875,00;192.320,00;Sim;-67,00;-335,00;27;-67,00;-335,00;0,00;0,00;0,00;3h45min;-449,00 +WINJ26;17/10/2025 09:15:00;17/10/2025 10:30:00;1h15min;1;1;V;150.800,00;151.210,00;192.320,00;Sim;82,00;410,00;28;82,00;410,00;0,00;0,00;0,00;19h45min;-367,00 +WINJ26;17/10/2025 11:15:00;20/10/2025 11:00:00;2d23h;1;1;V;153.160,00;151.340,00;192.320,00;Sim;-364,00;-1.820,00;29;-364,00;-1.820,00;0,00;0,00;0,00;2h;-731,00 +WINJ26;20/10/2025 16:45:00;21/10/2025 09:15:00;16h30min;1;1;V;153.250,00;153.300,00;192.320,00;Sim;10,00;50,00;30;10,00;50,00;0,00;0,00;0,00;3d5h;-721,00 +WINJ26;21/10/2025 09:30:00;21/10/2025 11:15:00;1h45min;1;1;C;153.200,00;153.200,00;192.320,00;No;0;0;31;0;0;0,00;0,00;0,00;16h45min;-721,00 +WINJ26;21/10/2025 16:00:00;21/10/2025 18:15:00;2h15min;1;1;C;152.700,00;153.000,00;192.320,00;Sim;60,00;300,00;32;60,00;300,00;0,00;0,00;0,00;6h30min;-661,00 +WINJ26;22/10/2025 09:30:00;22/10/2025 09:45:00;15min;1;1;C;152.900,00;153.250,00;192.320,00;No;70,00;350,00;33;70,00;350,00;0,00;0,00;0,00;17h30min;-591,00 +WINJ26;23/10/2025 10:00:00;23/10/2025 12:45:00;2h45min;1;1;V;153.950,00;154.795,00;192.320,00;Sim;169,00;845,00;34;169,00;845,00;0,00;0,00;0,00;1d;-422,00 +WINJ26;23/10/2025 18:15:00;24/10/2025 09:00:00;14h45min;1;1;C;154.600,00;154.690,00;192.320,00;No;18,00;90,00;35;18,00;90,00;0,00;0,00;0,00;8h15min;-404,00 +WINJ26;24/10/2025 10:45:00;24/10/2025 11:15:00;30min;1;1;V;154.825,00;155.250,00;192.320,00;Sim;85,00;425,00;36;85,00;425,00;0,00;0,00;0,00;16h30min;-319,00 +WINJ26;27/10/2025 09:15:00;27/10/2025 09:45:00;30min;1;1;C;156.050,00;156.495,00;192.320,00;No;89,00;445,00;37;89,00;445,00;0,00;0,00;0,00;2d22h;-230,00 +WINJ26;27/10/2025 12:15:00;28/10/2025 09:15:00;21h;1;1;V;155.400,00;155.660,00;192.320,00;Sim;52,00;260,00;38;52,00;260,00;0,00;0,00;0,00;3h;-178,00 +WINJ26;28/10/2025 11:15:00;28/10/2025 11:30:00;15min;1;1;C;155.985,00;156.000,00;192.320,00;Sim;3,00;15,00;39;3,00;15,00;0,00;0,00;0,00;23h;-175,00 +WINJ26;29/10/2025 11:15:00;30/10/2025 09:15:00;22h;1;1;V;156.385,00;157.200,00;192.320,00;Sim;163,00;815,00;40;163,00;815,00;0,00;0,00;0,00;1d;-12,00 +WINJ26;30/10/2025 10:45:00;30/10/2025 11:30:00;45min;1;1;C;157.250,00;157.335,00;192.320,00;No;17,00;85,00;41;17,00;85,00;0,00;0,00;0,00;23h30min;5,00 +WINJ26;30/10/2025 13:30:00;31/10/2025 12:00:00;22h30min;1;1;V;157.450,00;157.500,00;192.320,00;Sim;10,00;50,00;42;10,00;50,00;0,00;0,00;0,00;2h45min;15,00 +WINJ26;03/11/2025 12:30:00;04/11/2025 10:00:00;21h30min;1;1;V;158.430,00;158.680,00;192.320,00;Sim;50,00;250,00;43;50,00;250,00;0,00;0,00;0,00;3d23h;65,00 +WINJ26;04/11/2025 10:15:00;04/11/2025 10:30:00;15min;1;1;C;158.540,00;158.520,00;192.320,00;No;-4,00;-20,00;44;-4,00;-20,00;0,00;0,00;0,00;21h45min;61,00 +WINJ26;04/11/2025 16:45:00;04/11/2025 17:15:00;30min;1;1;C;158.660,00;158.780,00;192.320,00;No;24,00;120,00;45;24,00;120,00;0,00;0,00;0,00;6h30min;85,00 +WINJ26;05/11/2025 11:15:00;05/11/2025 18:00:00;6h45min;1;1;V;161.940,00;159.750,00;192.320,00;Sim;-438,00;-2.190,00;46;-438,00;-2.190,00;0,00;0,00;0,00;18h30min;-353,00 +WINJ26;06/11/2025 09:15:00;07/11/2025 10:00:00;1d;1;1;V;161.250,00;161.900,00;192.320,00;Sim;130,00;650,00;47;130,00;650,00;0,00;0,00;0,00;22h;-223,00 +WINJ26;07/11/2025 12:30:00;07/11/2025 14:15:00;1h45min;1;1;C;161.500,00;161.250,00;192.320,00;No;-50,00;-250,00;48;-50,00;-250,00;0,00;0,00;0,00;1d3h;-273,00 +WINJ26;10/11/2025 10:30:00;11/11/2025 10:30:00;1d;1;1;V;165.400,00;162.950,00;192.320,00;Sim;-490,00;-2.450,00;49;-490,00;-2.450,00;0,00;0,00;0,00;2d22h;-763,00 +WINJ26;11/11/2025 12:45:00;12/11/2025 09:30:00;20h45min;1;1;V;166.300,00;165.895,00;192.320,00;Sim;-81,00;-405,00;50;-81,00;-405,00;0,00;0,00;0,00;1d2h;-844,00 +WINJ26;12/11/2025 17:15:00;12/11/2025 17:45:00;30min;1;1;C;165.800,00;166.000,00;192.320,00;No;40,00;200,00;51;40,00;200,00;0,00;0,00;0,00;1d4h;-804,00 +WINJ26;13/11/2025 17:00:00;14/11/2025 09:00:00;16h;1;1;C;165.450,00;165.300,00;192.320,00;Sim;-30,00;-150,00;52;-30,00;-150,00;0,00;0,00;0,00;23h45min;-834,00 +WINJ26;14/11/2025 09:30:00;14/11/2025 11:00:00;1h30min;1;1;C;164.905,00;165.350,00;192.320,00;Sim;89,00;445,00;53;89,00;445,00;0,00;0,00;0,00;16h30min;-745,00 +WINJ26;14/11/2025 18:00:00;14/11/2025 18:15:00;15min;1;1;V;165.850,00;165.915,00;192.320,00;Sim;13,00;65,00;54;13,00;65,00;0,00;0,00;0,00;8h30min;-732,00 +WINJ26;17/11/2025 11:45:00;17/11/2025 13:30:00;1h45min;1;1;C;165.655,00;166.000,00;192.320,00;No;69,00;345,00;55;69,00;345,00;0,00;0,00;0,00;2d17h;-663,00 +WINJ26;17/11/2025 18:15:00;18/11/2025 10:30:00;16h15min;1;1;C;165.225,00;164.740,00;192.320,00;Sim;-97,00;-485,00;56;-97,00;-485,00;0,00;0,00;0,00;6h30min;-760,00 +WINJ26;19/11/2025 17:15:00;21/11/2025 13:45:00;1d20h;1;1;C;163.590,00;162.410,00;192.320,00;Sim;-236,00;-1.180,00;57;-236,00;-1.180,00;0,00;0,00;0,00;1d23h;-996,00 +WINJ26;21/11/2025 15:30:00;21/11/2025 15:45:00;15min;1;1;V;162.500,00;162.400,00;192.320,00;No;-20,00;-100,00;58;-20,00;-100,00;0,00;0,00;0,00;1d22h;-1.016,00 +WINJ26;24/11/2025 10:30:00;24/11/2025 18:00:00;7h30min;1;1;V;163.020,00;163.120,00;192.320,00;Sim;20,00;100,00;59;20,00;100,00;0,00;0,00;0,00;2d19h;-996,00 +WINJ26;25/11/2025 09:45:00;25/11/2025 10:00:00;15min;1;1;V;163.435,00;163.025,00;192.320,00;No;-82,00;-410,00;60;-82,00;-410,00;0,00;0,00;0,00;23h15min;-1.078,00 +WINJ26;25/11/2025 11:15:00;25/11/2025 11:30:00;15min;1;1;V;162.700,00;162.780,00;192.320,00;No;16,00;80,00;61;16,00;80,00;0,00;0,00;0,00;1h30min;-1.062,00 +WINJ26;26/11/2025 13:00:00;26/11/2025 18:00:00;5h;1;1;V;166.300,00;165.405,00;192.320,00;Sim;-179,00;-895,00;62;-179,00;-895,00;0,00;0,00;0,00;1d1h;-1.241,00 +WINJ26;27/11/2025 11:15:00;27/11/2025 16:00:00;4h45min;1;1;V;165.810,00;165.940,00;192.320,00;Sim;26,00;130,00;63;26,00;130,00;0,00;0,00;0,00;22h15min;-1.215,00 +WINJ26;27/11/2025 18:15:00;28/11/2025 09:00:00;14h45min;1;1;C;166.010,00;165.800,00;192.320,00;No;-42,00;-210,00;64;-42,00;-210,00;0,00;0,00;0,00;7h;-1.257,00 +WINJ26;28/11/2025 13:15:00;28/11/2025 14:00:00;45min;1;1;C;166.360,00;166.700,00;192.320,00;No;68,00;340,00;65;68,00;340,00;0,00;0,00;0,00;19h;-1.189,00 +WINJ26;01/12/2025 11:30:00;01/12/2025 11:45:00;15min;1;1;C;166.100,00;166.320,00;192.320,00;Sim;44,00;220,00;66;44,00;220,00;0,00;0,00;0,00;2d22h;-1.145,00 +WINJ26;02/12/2025 10:15:00;02/12/2025 16:45:00;6h30min;1;1;V;168.050,00;166.650,00;192.320,00;Sim;-280,00;-1.400,00;67;-280,00;-1.400,00;0,00;0,00;0,00;22h45min;-1.425,00 +WINJ26;03/12/2025 17:00:00;04/12/2025 12:15:00;19h15min;1;1;V;171.435,00;169.165,00;192.320,00;Sim;-454,00;-2.270,00;68;-454,00;-2.270,00;0,00;0,00;0,00;1d6h;-1.879,00 +WINJ26;04/12/2025 13:30:00;05/12/2025 12:30:00;23h;1;1;V;172.450,00;171.430,00;192.320,00;Sim;-204,00;-1.020,00;69;-204,00;-1.020,00;0,00;0,00;0,00;20h30min;-2.083,00 +WINJ26;05/12/2025 13:00:00;05/12/2025 13:15:00;15min;1;1;V;170.450,00;170.835,00;192.320,00;No;77,00;385,00;70;77,00;385,00;0,00;0,00;0,00;23h30min;-2.006,00 +WINJ26;08/12/2025 09:15:00;08/12/2025 15:30:00;6h15min;1;1;C;166.300,00;165.630,00;192.320,00;No;-134,00;-670,00;71;-134,00;-670,00;0,00;0,00;0,00;2d20h;-2.140,00 +WINJ26;09/12/2025 11:00:00;09/12/2025 12:30:00;1h30min;1;1;C;163.150,00;164.900,00;192.320,00;Sim;350,00;1.750,00;72;350,00;1.750,00;0,00;0,00;0,00;1d1h;-1.790,00 +WINJ26;10/12/2025 10:15:00;10/12/2025 10:30:00;15min;1;1;V;164.850,00;165.030,00;192.320,00;No;36,00;180,00;73;36,00;180,00;0,00;0,00;0,00;23h15min;-1.754,00 +WINJ26;10/12/2025 17:30:00;11/12/2025 10:00:00;16h30min;1;1;V;165.615,00;166.200,00;192.320,00;Sim;117,00;585,00;74;117,00;585,00;0,00;0,00;0,00;7h15min;-1.637,00 +WINJ26;11/12/2025 14:45:00;12/12/2025 09:00:00;18h15min;1;1;V;166.575,00;166.400,00;192.320,00;Sim;-35,00;-175,00;75;-35,00;-175,00;0,00;0,00;0,00;21h15min;-1.672,00 +WINJ26;12/12/2025 12:15:00;12/12/2025 13:30:00;1h15min;1;1;V;166.300,00;166.900,00;192.320,00;Sim;120,00;600,00;76;120,00;600,00;0,00;0,00;0,00;21h30min;-1.552,00 +WINJ26;12/12/2025 14:30:00;12/12/2025 14:45:00;15min;1;1;C;167.060,00;167.400,00;192.320,00;No;68,00;340,00;77;68,00;340,00;0,00;0,00;0,00;2h15min;-1.484,00 +WINJ26;15/12/2025 10:30:00;15/12/2025 15:15:00;4h45min;1;1;V;169.100,00;168.650,00;192.320,00;Sim;-90,00;-450,00;78;-90,00;-450,00;0,00;0,00;0,00;2d20h;-1.574,00 +WINJ26;15/12/2025 17:00:00;16/12/2025 09:00:00;16h;1;1;C;169.380,00;168.995,00;192.320,00;No;-77,00;-385,00;79;-77,00;-385,00;0,00;0,00;0,00;6h30min;-1.651,00 +WINJ26;16/12/2025 11:30:00;16/12/2025 14:15:00;2h45min;1;1;C;167.075,00;166.680,00;192.320,00;Sim;-79,00;-395,00;80;-79,00;-395,00;0,00;0,00;0,00;18h30min;-1.730,00 +WINJ26;16/12/2025 17:00:00;17/12/2025 11:00:00;18h;1;1;C;166.200,00;163.230,00;192.320,00;Sim;-594,00;-2.970,00;81;-594,00;-2.970,00;0,00;0,00;0,00;5h30min;-2.324,00 +WINJ26;17/12/2025 11:30:00;17/12/2025 15:00:00;3h30min;1;1;C;163.775,00;163.670,00;192.320,00;Sim;-21,00;-105,00;82;-21,00;-105,00;0,00;0,00;0,00;18h30min;-2.345,00 +WINJ26;17/12/2025 18:00:00;18/12/2025 09:15:00;15h15min;1;1;V;163.555,00;163.850,00;192.320,00;No;59,00;295,00;83;59,00;295,00;0,00;0,00;0,00;6h30min;-2.286,00 +WINJ26;18/12/2025 09:45:00;18/12/2025 10:00:00;15min;1;1;V;163.440,00;163.550,00;192.320,00;No;22,00;110,00;84;22,00;110,00;0,00;0,00;0,00;15h45min;-2.264,00 +WINJ26;18/12/2025 11:00:00;18/12/2025 11:45:00;45min;1;1;V;163.785,00;163.735,00;192.320,00;Sim;-10,00;-50,00;85;-10,00;-50,00;0,00;0,00;0,00;1h15min;-2.274,00 +WINJ26;18/12/2025 14:15:00;18/12/2025 14:30:00;15min;1;1;V;164.180,00;164.200,00;192.320,00;Sim;4,00;20,00;86;4,00;20,00;0,00;0,00;0,00;3h15min;-2.270,00 +WINJ26;18/12/2025 15:45:00;18/12/2025 16:45:00;1h;1;1;V;164.300,00;164.735,00;192.320,00;Sim;87,00;435,00;87;87,00;435,00;0,00;0,00;0,00;1h30min;-2.183,00 +WINJ26;18/12/2025 17:15:00;18/12/2025 17:45:00;30min;1;1;C;164.350,00;164.675,00;192.320,00;No;65,00;325,00;88;65,00;325,00;0,00;0,00;0,00;1h30min;-2.118,00 +WINJ26;19/12/2025 12:45:00;19/12/2025 14:30:00;1h45min;1;1;V;165.175,00;165.475,00;192.320,00;Sim;60,00;300,00;89;60,00;300,00;0,00;0,00;0,00;19h30min;-2.058,00 +WINJ26;19/12/2025 18:15:00;22/12/2025 09:00:00;2d14h;1;1;C;164.910,00;165.430,00;192.320,00;No;104,00;520,00;90;104,00;520,00;0,00;0,00;0,00;5h30min;-1.954,00 +WINJ26;22/12/2025 12:30:00;22/12/2025 13:30:00;1h;1;1;C;164.025,00;164.315,00;192.320,00;Sim;58,00;290,00;91;58,00;290,00;0,00;0,00;0,00;2d18h;-1.896,00 +WINJ26;22/12/2025 16:30:00;22/12/2025 16:45:00;15min;1;1;V;164.275,00;164.295,00;192.320,00;No;4,00;20,00;92;4,00;20,00;0,00;0,00;0,00;4h;-1.892,00 +WINJ26;22/12/2025 18:15:00;23/12/2025 09:00:00;14h45min;1;1;V;164.310,00;164.250,00;192.320,00;No;-12,00;-60,00;93;-12,00;-60,00;0,00;0,00;0,00;1h45min;-1.904,00 +WINJ26;23/12/2025 11:30:00;23/12/2025 15:00:00;3h30min;1;1;V;166.675,00;165.435,00;192.320,00;Sim;-248,00;-1.240,00;94;-248,00;-1.240,00;0,00;0,00;0,00;17h15min;-2.152,00 +WINJ26;23/12/2025 15:15:00;26/12/2025 09:15:00;2d18h;1;1;V;165.980,00;166.230,00;192.320,00;Sim;50,00;250,00;95;50,00;250,00;0,00;0,00;0,00;3h45min;-2.102,00 +WINJ26;26/12/2025 10:15:00;26/12/2025 11:45:00;1h30min;1;1;C;165.975,00;166.015,00;192.320,00;No;8,00;40,00;96;8,00;40,00;0,00;0,00;0,00;2d19h;-2.094,00 +WINJ26;26/12/2025 12:30:00;26/12/2025 13:45:00;1h15min;1;1;V;166.085,00;166.450,00;192.320,00;Sim;73,00;365,00;97;73,00;365,00;0,00;0,00;0,00;2h15min;-2.021,00 +WINJ26;26/12/2025 16:30:00;29/12/2025 10:30:00;2d18h;1;1;V;166.705,00;166.730,00;192.320,00;Sim;5,00;25,00;98;5,00;25,00;0,00;0,00;0,00;4h;-2.016,00 +WINJ26;29/12/2025 11:45:00;29/12/2025 14:45:00;3h;1;1;C;166.635,00;166.380,00;192.320,00;No;-51,00;-255,00;99;-51,00;-255,00;0,00;0,00;0,00;2d19h;-2.067,00 +WINJ26;29/12/2025 16:15:00;29/12/2025 17:00:00;45min;1;1;C;165.980,00;166.175,00;192.320,00;Sim;39,00;195,00;100;39,00;195,00;0,00;0,00;0,00;4h30min;-2.028,00 +WINJ26;30/12/2025 10:45:00;30/12/2025 12:00:00;1h15min;1;1;V;167.060,00;167.570,00;192.320,00;Sim;102,00;510,00;101;102,00;510,00;0,00;0,00;0,00;18h30min;-1.926,00 +WINJ26;02/01/2026 09:15:00;02/01/2026 09:30:00;15min;1;1;C;167.715,00;167.610,00;192.320,00;No;-21,00;-105,00;102;-21,00;-105,00;0,00;0,00;0,00;2d22h;-1.947,00 +WINJ26;02/01/2026 11:15:00;02/01/2026 14:45:00;3h30min;1;1;C;167.135,00;166.105,00;192.320,00;Sim;-206,00;-1.030,00;103;-206,00;-1.030,00;0,00;0,00;0,00;2h;-2.153,00 +WINJ26;02/01/2026 16:15:00;02/01/2026 16:30:00;15min;1;1;C;166.245,00;166.230,00;192.320,00;Sim;-3,00;-15,00;104;-3,00;-15,00;0,00;0,00;0,00;5h;-2.156,00 +WINJ26;05/01/2026 10:15:00;05/01/2026 10:30:00;15min;1;1;V;165.975,00;166.290,00;192.320,00;No;63,00;315,00;105;63,00;315,00;0,00;0,00;0,00;2d18h;-2.093,00 +WINJ26;05/01/2026 11:15:00;05/01/2026 12:00:00;45min;1;1;V;166.200,00;166.440,00;192.320,00;Sim;48,00;240,00;106;48,00;240,00;0,00;0,00;0,00;1h;-2.045,00 +WINJ26;05/01/2026 17:00:00;06/01/2026 11:00:00;18h;1;1;V;169.355,00;167.545,00;192.320,00;Sim;-362,00;-1.810,00;107;-362,00;-1.810,00;0,00;0,00;0,00;5h45min;-2.407,00 +WINJ26;06/01/2026 11:30:00;06/01/2026 15:00:00;3h30min;1;1;V;169.405,00;169.305,00;192.320,00;Sim;-20,00;-100,00;108;-20,00;-100,00;0,00;0,00;0,00;18h30min;-2.427,00 +WINJ26;06/01/2026 17:45:00;06/01/2026 18:15:00;30min;1;1;C;169.320,00;169.380,00;192.320,00;No;12,00;60,00;109;12,00;60,00;0,00;0,00;0,00;6h15min;-2.415,00 +WINJ26;07/01/2026 13:30:00;07/01/2026 17:00:00;3h30min;1;1;C;167.830,00;167.690,00;192.320,00;Sim;-28,00;-140,00;110;-28,00;-140,00;0,00;0,00;0,00;19h45min;-2.443,00 +WINJ26;08/01/2026 10:00:00;08/01/2026 10:15:00;15min;1;1;V;167.680,00;167.525,00;192.320,00;No;-31,00;-155,00;111;-31,00;-155,00;0,00;0,00;0,00;20h30min;-2.474,00 +WINJ26;08/01/2026 11:00:00;08/01/2026 11:15:00;15min;1;1;V;167.550,00;167.590,00;192.320,00;Sim;8,00;40,00;112;8,00;40,00;0,00;0,00;0,00;1h;-2.466,00 +WINJ26;08/01/2026 12:00:00;08/01/2026 14:30:00;2h30min;1;1;V;167.940,00;167.765,00;192.320,00;Sim;-35,00;-175,00;113;-35,00;-175,00;0,00;0,00;0,00;1h;-2.501,00 +WINJ26;08/01/2026 17:00:00;08/01/2026 17:15:00;15min;1;1;V;168.050,00;168.055,00;192.320,00;Sim;1,00;5,00;114;1,00;5,00;0,00;0,00;0,00;5h;-2.500,00 +WINJ26;09/01/2026 09:15:00;09/01/2026 09:30:00;15min;1;1;V;168.050,00;168.115,00;192.320,00;Sim;13,00;65,00;115;13,00;65,00;0,00;0,00;0,00;16h15min;-2.487,00 +WINJ26;09/01/2026 10:00:00;09/01/2026 10:15:00;15min;1;1;C;168.245,00;168.110,00;192.320,00;No;-27,00;-135,00;116;-27,00;-135,00;0,00;0,00;0,00;45min;-2.514,00 +WINJ26;09/01/2026 11:30:00;09/01/2026 15:00:00;3h30min;1;1;V;169.440,00;168.930,00;192.320,00;Sim;-102,00;-510,00;117;-102,00;-510,00;0,00;0,00;0,00;1h30min;-2.616,00 +WINJ26;12/01/2026 09:15:00;12/01/2026 11:45:00;2h30min;1;1;C;168.975,00;168.540,00;192.320,00;No;-87,00;-435,00;118;-87,00;-435,00;0,00;0,00;0,00;2d21h;-2.703,00 +WINJ26;13/01/2026 09:15:00;13/01/2026 09:30:00;15min;1;1;V;167.890,00;168.290,00;192.320,00;No;80,00;400,00;119;80,00;400,00;0,00;0,00;0,00;1d;-2.623,00 +WINJ26;13/01/2026 10:45:00;13/01/2026 14:15:00;3h30min;1;1;C;167.910,00;167.355,00;192.320,00;Sim;-111,00;-555,00;120;-111,00;-555,00;0,00;0,00;0,00;1h30min;-2.734,00 +WINJ26;13/01/2026 17:30:00;13/01/2026 17:45:00;15min;1;1;V;167.140,00;167.140,00;192.320,00;No;0;0;121;0;0;0,00;0,00;0,00;6h45min;-2.734,00 +WINJ26;14/01/2026 11:00:00;14/01/2026 11:15:00;15min;1;1;V;167.705,00;168.220,00;192.320,00;Sim;103,00;515,00;122;103,00;515,00;0,00;0,00;0,00;17h30min;-2.631,00 +WINJ26;14/01/2026 12:45:00;14/01/2026 16:15:00;3h30min;1;1;V;169.645,00;168.695,00;192.320,00;Sim;-190,00;-950,00;123;-190,00;-950,00;0,00;0,00;0,00;1h45min;-2.821,00 +WINJ26;15/01/2026 09:30:00;15/01/2026 11:45:00;2h15min;1;1;V;170.010,00;170.390,00;192.320,00;Sim;76,00;380,00;124;76,00;380,00;0,00;0,00;0,00;20h45min;-2.745,00 +WINJ26;15/01/2026 12:15:00;15/01/2026 12:30:00;15min;1;1;C;170.375,00;170.380,00;192.320,00;No;1,00;5,00;125;1,00;5,00;0,00;0,00;0,00;2h45min;-2.744,00 +WINJ26;15/01/2026 12:45:00;15/01/2026 13:00:00;15min;1;1;C;170.505,00;170.500,00;192.320,00;No;-1,00;-5,00;126;-1,00;-5,00;0,00;0,00;0,00;30min;-2.745,00 +WINJ26;15/01/2026 16:15:00;15/01/2026 17:00:00;45min;1;1;V;170.755,00;171.050,00;192.320,00;Sim;59,00;295,00;127;59,00;295,00;0,00;0,00;0,00;3h30min;-2.686,00 +WINJ26;15/01/2026 18:15:00;16/01/2026 09:00:00;14h45min;1;1;C;170.845,00;171.100,00;192.320,00;No;51,00;255,00;128;51,00;255,00;0,00;0,00;0,00;2h;-2.635,00 +WINJ26;16/01/2026 13:30:00;16/01/2026 17:00:00;3h30min;1;1;C;169.625,00;169.665,00;192.320,00;Sim;8,00;40,00;129;8,00;40,00;0,00;0,00;0,00;19h15min;-2.627,00 +WINJ26;19/01/2026 10:30:00;19/01/2026 10:45:00;15min;1;1;V;169.490,00;169.420,00;192.320,00;No;-14,00;-70,00;130;-14,00;-70,00;0,00;0,00;0,00;2d21h;-2.641,00 +WINJ26;19/01/2026 12:30:00;19/01/2026 14:30:00;2h;1;1;V;169.740,00;169.540,00;192.320,00;Sim;-40,00;-200,00;131;-40,00;-200,00;0,00;0,00;0,00;2h;-2.681,00 +WINJ26;19/01/2026 17:15:00;19/01/2026 17:30:00;15min;1;1;C;169.655,00;169.755,00;192.320,00;No;20,00;100,00;132;20,00;100,00;0,00;0,00;0,00;4h45min;-2.661,00 +WINJ26;20/01/2026 09:15:00;20/01/2026 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14:30:00;15min;1;1;C;183.660,00;183.700,00;192.320,00;Sim;8,00;40,00;145;8,00;40,00;0,00;0,00;0,00;2h30min;-4.040,00 +WINJ26;26/01/2026 15:45:00;26/01/2026 16:00:00;15min;1;1;C;183.465,00;183.520,00;192.320,00;Sim;11,00;55,00;146;11,00;55,00;0,00;0,00;0,00;1h30min;-4.029,00 +WINJ26;26/01/2026 17:15:00;26/01/2026 17:30:00;15min;1;1;C;183.685,00;183.790,00;192.320,00;No;21,00;105,00;147;21,00;105,00;0,00;0,00;0,00;1h30min;-4.008,00 +WINJ26;27/01/2026 09:15:00;27/01/2026 09:30:00;15min;1;1;C;185.220,00;185.570,00;192.320,00;No;70,00;350,00;148;70,00;350,00;0,00;0,00;0,00;16h;-3.938,00 +WINJ26;27/01/2026 10:00:00;27/01/2026 13:30:00;3h30min;1;1;V;187.970,00;185.950,00;192.320,00;Sim;-404,00;-2.020,00;149;-404,00;-2.020,00;0,00;0,00;0,00;45min;-4.342,00 +WINJ26;27/01/2026 14:15:00;27/01/2026 15:00:00;45min;1;1;V;187.170,00;187.785,00;192.320,00;Sim;123,00;615,00;150;123,00;615,00;0,00;0,00;0,00;4h15min;-4.219,00 +WINJ26;27/01/2026 15:30:00;27/01/2026 17:15:00;1h45min;1;1;C;187.300,00;187.755,00;192.320,00;No;91,00;455,00;151;91,00;455,00;0,00;0,00;0,00;1h15min;-4.128,00 +WINJ26;27/01/2026 18:00:00;28/01/2026 09:15:00;15h15min;1;1;C;187.150,00;187.655,00;192.320,00;Sim;101,00;505,00;152;101,00;505,00;0,00;0,00;0,00;2h30min;-4.027,00 +WINJ26;28/01/2026 12:15:00;28/01/2026 12:30:00;15min;1;1;V;188.475,00;189.275,00;192.320,00;Sim;160,00;800,00;153;160,00;800,00;0,00;0,00;0,00;18h15min;-3.867,00 +WINJ26;28/01/2026 15:30:00;28/01/2026 17:00:00;1h30min;1;1;C;188.545,00;188.600,00;192.320,00;No;11,00;55,00;154;11,00;55,00;0,00;0,00;0,00;3h15min;-3.856,00 +WINJ26;29/01/2026 09:30:00;29/01/2026 12:00:00;2h30min;1;1;V;189.110,00;191.020,00;192.320,00;Sim;382,00;1.910,00;155;382,00;1.910,00;0,00;0,00;0,00;18h;-3.474,00 +WINJ26;29/01/2026 14:15:00;29/01/2026 16:30:00;2h15min;1;1;C;187.955,00;188.410,00;192.320,00;Sim;91,00;455,00;156;91,00;455,00;0,00;0,00;0,00;4h45min;-3.383,00 +WINJ26;30/01/2026 09:30:00;30/01/2026 10:30:00;1h;1;1;C;187.670,00;187.965,00;192.320,00;Sim;59,00;295,00;157;59,00;295,00;0,00;0,00;0,00;19h15min;-3.324,00 +WINJ26;30/01/2026 13:00:00;30/01/2026 13:15:00;15min;1;1;V;187.300,00;187.775,00;192.320,00;No;95,00;475,00;158;95,00;475,00;0,00;0,00;0,00;3h30min;-3.229,00 +WINJ26;30/01/2026 14:45:00;30/01/2026 18:15:00;3h30min;1;1;C;186.465,00;186.155,00;192.320,00;Sim;-62,00;-310,00;159;-62,00;-310,00;0,00;0,00;0,00;1h45min;-3.291,00 +WINJ26;02/02/2026 09:15:00;02/02/2026 10:15:00;1h;1;1;V;186.300,00;186.290,00;192.320,00;No;-2,00;-10,00;160;-2,00;-10,00;0,00;0,00;0,00;2d18h;-3.293,00 +WINJ26;02/02/2026 11:30:00;02/02/2026 12:00:00;30min;1;1;V;186.230,00;186.240,00;192.320,00;No;2,00;10,00;161;2,00;10,00;0,00;0,00;0,00;2h15min;-3.291,00 +WINJ26;02/02/2026 15:15:00;02/02/2026 15:30:00;15min;1;1;V;186.720,00;186.820,00;192.320,00;Sim;20,00;100,00;162;20,00;100,00;0,00;0,00;0,00;3h45min;-3.271,00 +WINJ26;03/02/2026 12:15:00;03/02/2026 14:15:00;2h;1;1;V;190.295,00;190.975,00;192.320,00;Sim;136,00;680,00;163;136,00;680,00;0,00;0,00;0,00;21h;-3.135,00 +WINJ26;03/02/2026 16:45:00;03/02/2026 17:15:00;30min;1;1;C;190.160,00;190.105,00;192.320,00;No;-11,00;-55,00;164;-11,00;-55,00;0,00;0,00;0,00;4h30min;-3.146,00 +WINJ26;04/02/2026 16:45:00;04/02/2026 18:15:00;1h30min;1;1;C;185.090,00;186.115,00;192.320,00;Sim;205,00;1.025,00;165;205,00;1.025,00;0,00;0,00;0,00;1d;-2.941,00 +WINJ26;05/02/2026 12:00:00;05/02/2026 12:15:00;15min;1;1;V;186.700,00;187.535,00;192.320,00;No;167,00;835,00;166;167,00;835,00;0,00;0,00;0,00;19h15min;-2.774,00 +WINJ26;05/02/2026 18:00:00;06/02/2026 09:15:00;15h15min;1;1;C;186.585,00;187.460,00;192.320,00;No;175,00;875,00;167;175,00;875,00;0,00;0,00;0,00;6h;-2.599,00 +WINJ26;06/02/2026 11:15:00;06/02/2026 11:30:00;15min;1;1;C;186.520,00;186.785,00;192.320,00;Sim;53,00;265,00;168;53,00;265,00;0,00;0,00;0,00;17h15min;-2.546,00 +WINJ26;06/02/2026 12:30:00;06/02/2026 13:15:00;45min;1;1;C;186.485,00;186.620,00;192.320,00;Sim;27,00;135,00;169;27,00;135,00;0,00;0,00;0,00;1h15min;-2.519,00 +WINJ26;06/02/2026 15:00:00;06/02/2026 15:15:00;15min;1;1;V;186.620,00;186.790,00;192.320,00;No;34,00;170,00;170;34,00;170,00;0,00;0,00;0,00;2h30min;-2.485,00 +WINJ26;09/02/2026 10:15:00;09/02/2026 13:45:00;3h30min;1;1;V;188.560,00;187.600,00;192.320,00;Sim;-192,00;-960,00;171;-192,00;-960,00;0,00;0,00;0,00;2d19h;-2.677,00 +WINJ26;09/02/2026 17:30:00;10/02/2026 09:15:00;15h45min;1;1;V;189.800,00;190.370,00;192.320,00;Sim;114,00;570,00;172;114,00;570,00;0,00;0,00;0,00;7h15min;-2.563,00 +WINJ26;10/02/2026 10:15:00;10/02/2026 11:15:00;1h;1;1;C;190.000,00;189.890,00;192.320,00;No;-22,00;-110,00;173;-22,00;-110,00;0,00;0,00;0,00;16h45min;-2.585,00 +WINJ26;10/02/2026 11:30:00;10/02/2026 11:45:00;15min;1;1;C;189.975,00;190.110,00;192.320,00;Sim;27,00;135,00;174;27,00;135,00;0,00;0,00;0,00;1h15min;-2.558,00 +WINJ26;10/02/2026 14:15:00;10/02/2026 14:30:00;15min;1;1;C;190.390,00;190.375,00;192.320,00;No;-3,00;-15,00;175;-3,00;-15,00;0,00;0,00;0,00;2h45min;-2.561,00 +WINJ26;10/02/2026 16:45:00;10/02/2026 17:00:00;15min;1;1;C;189.895,00;189.975,00;192.320,00;Sim;16,00;80,00;176;16,00;80,00;0,00;0,00;0,00;2h30min;-2.545,00 +WINJ26;11/02/2026 09:30:00;11/02/2026 13:00:00;3h30min;1;1;V;193.300,00;191.540,00;192.320,00;Sim;-352,00;-1.760,00;177;-352,00;-1.760,00;0,00;0,00;0,00;16h45min;-2.897,00 +WINJ26;11/02/2026 15:15:00;11/02/2026 15:45:00;30min;1;1;V;193.700,00;193.940,00;192.320,00;Sim;48,00;240,00;178;48,00;240,00;0,00;0,00;0,00;5h45min;-2.849,00 +WINJ26;11/02/2026 16:45:00;11/02/2026 17:15:00;30min;1;1;V;193.855,00;194.325,00;192.320,00;Sim;94,00;470,00;179;94,00;470,00;0,00;0,00;0,00;1h30min;-2.755,00 +WINJ26;12/02/2026 10:15:00;12/02/2026 11:15:00;1h;1;1;C;193.280,00;193.465,00;192.320,00;No;37,00;185,00;180;37,00;185,00;0,00;0,00;0,00;17h30min;-2.718,00 +WINJ26;12/02/2026 14:45:00;12/02/2026 17:45:00;3h;1;1;C;192.780,00;192.210,00;192.320,00;Sim;-114,00;-570,00;181;-114,00;-570,00;0,00;0,00;0,00;4h30min;-2.832,00 +WINJ26;13/02/2026 12:30:00;13/02/2026 13:30:00;1h;1;1;C;188.875,00;189.405,00;192.320,00;Sim;106,00;530,00;182;106,00;530,00;0,00;0,00;0,00;21h45min;-2.726,00 +WINJ26;13/02/2026 16:30:00;18/02/2026 14:00:00;4d21h;1;1;V;189.975,00;189.750,00;192.320,00;No;-45,00;-225,00;183;-45,00;-225,00;0,00;0,00;0,00;4h;-2.771,00 +WINJ26;18/02/2026 14:45:00;18/02/2026 15:15:00;30min;1;1;V;189.525,00;190.405,00;192.320,00;Sim;176,00;880,00;184;176,00;880,00;0,00;0,00;0,00;4d22h;-2.595,00 +WINJ26;19/02/2026 10:15:00;19/02/2026 11:45:00;1h30min;1;1;V;190.010,00;189.830,00;192.320,00;No;-36,00;-180,00;185;-36,00;-180,00;0,00;0,00;0,00;19h30min;-2.631,00 +WINJ26;19/02/2026 15:00:00;19/02/2026 16:45:00;1h45min;1;1;V;191.660,00;192.050,00;192.320,00;Sim;78,00;390,00;186;78,00;390,00;0,00;0,00;0,00;4h45min;-2.553,00 +WINJ26;20/02/2026 11:30:00;20/02/2026 11:45:00;15min;1;1;C;191.115,00;191.325,00;192.320,00;No;42,00;210,00;187;42,00;210,00;0,00;0,00;0,00;20h30min;-2.511,00 +WINJ26;20/02/2026 13:15:00;20/02/2026 14:30:00;1h15min;1;1;V;191.415,00;192.120,00;192.320,00;Sim;141,00;705,00;188;141,00;705,00;0,00;0,00;0,00;1h45min;-2.370,00 +WINJ26;20/02/2026 16:00:00;23/02/2026 09:15:00;2d17h;1;1;V;193.390,00;192.960,00;192.320,00;Sim;-86,00;-430,00;189;-86,00;-430,00;0,00;0,00;0,00;2h45min;-2.456,00 +WINJ26;23/02/2026 10:15:00;23/02/2026 11:15:00;1h;1;1;C;193.015,00;193.115,00;192.320,00;No;20,00;100,00;190;20,00;100,00;0,00;0,00;0,00;2d18h;-2.436,00 +WINJ26;23/02/2026 12:15:00;23/02/2026 12:30:00;15min;1;1;V;193.325,00;193.480,00;192.320,00;Sim;31,00;155,00;191;31,00;155,00;0,00;0,00;0,00;2h;-2.405,00 +WINJ26;23/02/2026 15:00:00;23/02/2026 15:15:00;15min;1;1;C;192.665,00;192.810,00;192.320,00;Sim;29,00;145,00;192;29,00;145,00;0,00;0,00;0,00;2h45min;-2.376,00 +WINJ26;23/02/2026 17:45:00;24/02/2026 09:15:00;15h30min;1;1;C;192.480,00;194.165,00;192.320,00;Sim;337,00;1.685,00;193;337,00;1.685,00;0,00;0,00;0,00;2h45min;-2.039,00 +WINJ26;24/02/2026 09:30:00;24/02/2026 13:00:00;3h30min;1;1;V;194.750,00;193.240,00;192.320,00;No;-302,00;-1.510,00;194;-302,00;-1.510,00;0,00;0,00;0,00;15h45min;-2.341,00 +WINJ26;24/02/2026 14:00:00;24/02/2026 17:15:00;3h15min;1;1;V;194.720,00;194.835,00;192.320,00;Sim;23,00;115,00;195;23,00;115,00;0,00;0,00;0,00;4h30min;-2.318,00 +WINJ26;24/02/2026 17:30:00;24/02/2026 17:45:00;15min;1;1;C;194.790,00;195.035,00;192.320,00;No;49,00;245,00;196;49,00;245,00;0,00;0,00;0,00;3h30min;-2.269,00 +WINJ26;25/02/2026 09:30:00;25/02/2026 10:45:00;1h15min;1;1;V;195.155,00;196.370,00;192.320,00;Sim;243,00;1.215,00;197;243,00;1.215,00;0,00;0,00;0,00;16h;-2.026,00 +WINJ26;25/02/2026 14:45:00;25/02/2026 15:00:00;15min;1;1;C;194.855,00;195.080,00;192.320,00;No;45,00;225,00;198;45,00;225,00;0,00;0,00;0,00;5h15min;-1.981,00 +WINJ26;25/02/2026 17:45:00;25/02/2026 18:00:00;15min;1;1;C;194.555,00;194.495,00;192.320,00;Sim;-12,00;-60,00;199;-12,00;-60,00;0,00;0,00;0,00;3h;-1.993,00 +WINJ26;26/02/2026 10:00:00;26/02/2026 10:15:00;15min;1;1;C;194.295,00;194.690,00;192.320,00;Sim;79,00;395,00;200;79,00;395,00;0,00;0,00;0,00;16h15min;-1.914,00 +WINJ26;26/02/2026 10:45:00;26/02/2026 13:30:00;2h45min;1;1;C;194.155,00;193.930,00;192.320,00;Sim;-45,00;-225,00;201;-45,00;-225,00;0,00;0,00;0,00;45min;-1.959,00 +WINJ26;26/02/2026 13:45:00;26/02/2026 14:00:00;15min;1;1;V;193.330,00;193.535,00;192.320,00;No;41,00;205,00;202;41,00;205,00;0,00;0,00;0,00;3h;-1.918,00 +WINJ26;26/02/2026 18:15:00;27/02/2026 09:15:00;15h;1;1;V;193.035,00;194.180,00;192.320,00;Sim;229,00;1.145,00;203;229,00;1.145,00;0,00;0,00;0,00;4h30min;-1.689,00 +WINJ26;27/02/2026 09:30:00;27/02/2026 12:45:00;3h15min;1;1;C;193.430,00;193.580,00;192.320,00;Sim;30,00;150,00;204;30,00;150,00;0,00;0,00;0,00;15h15min;-1.659,00 +WINJ26;27/02/2026 15:15:00;02/03/2026 09:15:00;2d18h;1;1;C;192.690,00;191.035,00;192.320,00;Sim;-331,00;-1.655,00;205;-331,00;-1.655,00;0,00;0,00;0,00;5h45min;-1.990,00 +WINJ26;02/03/2026 10:30:00;02/03/2026 12:00:00;1h30min;1;1;C;190.695,00;191.375,00;192.320,00;Sim;136,00;680,00;206;136,00;680,00;0,00;0,00;0,00;2d19h;-1.854,00 +WINJ26;02/03/2026 13:00:00;02/03/2026 16:30:00;3h30min;1;1;V;193.100,00;191.005,00;192.320,00;No;-419,00;-2.095,00;207;-419,00;-2.095,00;0,00;0,00;0,00;2h30min;-2.273,00 +WINJ26;02/03/2026 17:15:00;02/03/2026 17:30:00;15min;1;1;V;192.005,00;191.950,00;192.320,00;Sim;-11,00;-55,00;208;-11,00;-55,00;0,00;0,00;0,00;4h15min;-2.284,00 diff --git a/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v18_bandas_dinamicas30min.csv b/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v18_bandas_dinamicas30min.csv new file mode 100644 index 0000000..f81de16 --- /dev/null +++ b/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v18_bandas_dinamicas30min.csv @@ -0,0 +1,123 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 02/03/2025 +Data Final: 02/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;27/08/2025 09:00:00;28/08/2025 09:00:00;1d;1;1;C;148.200,00;151.000,00;192.280,00;No;560,00;2.800,00;1;560,00;2.800,00;0,00;0,00;0,00; - ;560,00 +WINJ26;02/09/2025 09:30:00;02/09/2025 10:00:00;30min;1;1;V;150.500,00;151.000,00;192.280,00;No;100,00;500,00;2;100,00;500,00;0,00;0,00;0,00;6d;660,00 +WINJ26;09/09/2025 09:00:00;10/09/2025 09:00:00;1d;1;1;V;152.500,00;152.300,00;192.280,00;Sim;-40,00;-200,00;3;-40,00;-200,00;0,00;0,00;0,00;6d23h;620,00 +WINJ26;10/09/2025 09:30:00;10/09/2025 10:00:00;30min;1;1;C;152.625,00;152.350,00;192.280,00;No;-55,00;-275,00;4;-55,00;-275,00;0,00;0,00;0,00;1d;565,00 +WINJ26;12/09/2025 09:30:00;12/09/2025 11:00:00;1h30min;1;1;V;153.400,00;152.500,00;192.280,00;Sim;-180,00;-900,00;5;-180,00;-900,00;0,00;0,00;0,00;2d;385,00 +WINJ26;12/09/2025 15:30:00;15/09/2025 09:30:00;2d18h;1;1;C;153.200,00;153.200,00;192.280,00;No;0;0;6;0;0;0,00;0,00;0,00;6h;385,00 +WINJ26;16/09/2025 10:30:00;16/09/2025 14:00:00;3h30min;1;1;C;155.000,00;154.120,00;192.280,00;No;-176,00;-880,00;7;-176,00;-880,00;0,00;0,00;0,00;3d19h;209,00 +WINJ26;16/09/2025 16:00:00;16/09/2025 18:00:00;2h;1;1;C;154.250,00;155.000,00;192.280,00;Sim;150,00;750,00;8;150,00;750,00;0,00;0,00;0,00;5h30min;359,00 +WINJ26;17/09/2025 10:30:00;17/09/2025 12:00:00;1h30min;1;1;C;155.000,00;155.600,00;192.280,00;No;120,00;600,00;9;120,00;600,00;0,00;0,00;0,00;18h30min;479,00 +WINJ26;17/09/2025 16:00:00;22/09/2025 12:00:00;4d20h;1;1;V;154.750,00;156.000,00;192.280,00;Sim;250,00;1.250,00;10;250,00;1.250,00;0,00;0,00;0,00;5h30min;729,00 +WINJ26;22/09/2025 15:00:00;22/09/2025 15:30:00;30min;1;1;C;155.850,00;155.640,00;192.280,00;No;-42,00;-210,00;11;-42,00;-210,00;0,00;0,00;0,00;4d23h;687,00 +WINJ26;24/09/2025 09:00:00;25/09/2025 10:30:00;1d1h;1;1;V;156.000,00;156.500,00;192.280,00;Sim;100,00;500,00;12;100,00;500,00;0,00;0,00;0,00;1d18h;787,00 +WINJ26;25/09/2025 13:00:00;25/09/2025 14:30:00;1h30min;1;1;C;156.680,00;155.750,00;192.280,00;No;-186,00;-930,00;13;-186,00;-930,00;0,00;0,00;0,00;1d4h;601,00 +WINJ26;26/09/2025 10:30:00;29/09/2025 09:30:00;2d23h;1;1;C;155.500,00;156.700,00;192.280,00;Sim;240,00;1.200,00;14;240,00;1.200,00;0,00;0,00;0,00;21h30min;841,00 +WINJ26;29/09/2025 13:30:00;30/09/2025 11:30:00;22h;1;1;V;156.250,00;156.400,00;192.280,00;No;30,00;150,00;15;30,00;150,00;0,00;0,00;0,00;3d3h;871,00 +WINJ26;30/09/2025 18:00:00;01/10/2025 09:00:00;15h;1;1;C;156.375,00;156.500,00;192.280,00;No;25,00;125,00;16;25,00;125,00;0,00;0,00;0,00;1d4h;896,00 +WINJ26;02/10/2025 10:00:00;07/10/2025 09:00:00;4d23h;1;1;C;155.000,00;152.620,00;192.280,00;Sim;-476,00;-2.380,00;17;-476,00;-2.380,00;0,00;0,00;0,00;1d16h;420,00 +WINJ26;09/10/2025 14:30:00;13/10/2025 09:30:00;3d19h;1;1;C;150.890,00;151.120,00;192.280,00;Sim;46,00;230,00;18;46,00;230,00;0,00;0,00;0,00;7d4h;466,00 +WINJ26;13/10/2025 10:00:00;13/10/2025 13:30:00;3h30min;1;1;C;151.100,00;151.240,00;192.280,00;No;28,00;140,00;19;28,00;140,00;0,00;0,00;0,00;3d19h;494,00 +WINJ26;14/10/2025 10:30:00;14/10/2025 11:00:00;30min;1;1;V;151.165,00;150.805,00;192.280,00;No;-72,00;-360,00;20;-72,00;-360,00;0,00;0,00;0,00;1d;422,00 +WINJ26;14/10/2025 16:30:00;14/10/2025 17:30:00;1h;1;1;V;150.715,00;150.500,00;192.280,00;No;-43,00;-215,00;21;-43,00;-215,00;0,00;0,00;0,00;6h;379,00 +WINJ26;15/10/2025 09:30:00;15/10/2025 10:00:00;30min;1;1;V;150.105,00;150.440,00;192.280,00;No;67,00;335,00;22;67,00;335,00;0,00;0,00;0,00;17h;446,00 +WINJ26;16/10/2025 09:30:00;16/10/2025 10:00:00;30min;1;1;V;150.600,00;150.600,00;192.280,00;Sim;0;0;23;0;0;0,00;0,00;0,00;1d;446,00 +WINJ26;17/10/2025 09:00:00;17/10/2025 10:30:00;1h30min;1;1;V;150.800,00;151.210,00;192.280,00;Sim;82,00;410,00;24;82,00;410,00;0,00;0,00;0,00;23h30min;528,00 +WINJ26;17/10/2025 14:30:00;20/10/2025 16:30:00;3d2h;1;1;V;153.300,00;151.600,00;192.280,00;Sim;-340,00;-1.700,00;25;-340,00;-1.700,00;0,00;0,00;0,00;5h30min;188,00 +WINJ26;20/10/2025 17:00:00;21/10/2025 10:00:00;17h;1;1;V;152.700,00;153.250,00;192.280,00;Sim;110,00;550,00;26;110,00;550,00;0,00;0,00;0,00;3d2h;298,00 +WINJ26;21/10/2025 11:30:00;21/10/2025 12:00:00;30min;1;1;C;153.000,00;153.100,00;192.280,00;No;20,00;100,00;27;20,00;100,00;0,00;0,00;0,00;18h30min;318,00 +WINJ26;21/10/2025 16:00:00;22/10/2025 09:00:00;17h;1;1;C;152.700,00;152.500,00;192.280,00;Sim;-40,00;-200,00;28;-40,00;-200,00;0,00;0,00;0,00;4h30min;278,00 +WINJ26;22/10/2025 10:00:00;22/10/2025 11:00:00;1h;1;1;C;153.350,00;153.000,00;192.280,00;No;-70,00;-350,00;29;-70,00;-350,00;0,00;0,00;0,00;18h;208,00 +WINJ26;23/10/2025 12:00:00;23/10/2025 12:30:00;30min;1;1;V;153.950,00;153.700,00;192.280,00;Sim;-50,00;-250,00;30;-50,00;-250,00;0,00;0,00;0,00;1d2h;158,00 +WINJ26;24/10/2025 11:00:00;28/10/2025 10:30:00;3d23h;1;1;V;155.800,00;155.000,00;192.280,00;Sim;-160,00;-800,00;31;-160,00;-800,00;0,00;0,00;0,00;23h;-2,00 +WINJ26;29/10/2025 12:00:00;30/10/2025 09:30:00;21h30min;1;1;V;156.250,00;157.250,00;192.280,00;Sim;200,00;1.000,00;32;200,00;1.000,00;0,00;0,00;0,00;5d1h;198,00 +WINJ26;30/10/2025 11:30:00;30/10/2025 12:00:00;30min;1;1;C;157.335,00;157.460,00;192.280,00;No;25,00;125,00;33;25,00;125,00;0,00;0,00;0,00;23h30min;223,00 +WINJ26;31/10/2025 11:30:00;03/11/2025 12:30:00;3d1h;1;1;V;158.680,00;157.700,00;192.280,00;Sim;-196,00;-980,00;34;-196,00;-980,00;0,00;0,00;0,00;1d;27,00 +WINJ26;03/11/2025 16:00:00;04/11/2025 10:00:00;18h;1;1;V;158.430,00;158.640,00;192.280,00;Sim;42,00;210,00;35;42,00;210,00;0,00;0,00;0,00;3d4h;69,00 +WINJ26;04/11/2025 10:30:00;04/11/2025 11:00:00;30min;1;1;C;158.520,00;158.620,00;192.280,00;No;20,00;100,00;36;20,00;100,00;0,00;0,00;0,00;18h30min;89,00 +WINJ26;06/11/2025 13:30:00;07/11/2025 10:00:00;20h30min;1;1;V;161.250,00;162.000,00;192.280,00;Sim;150,00;750,00;37;150,00;750,00;0,00;0,00;0,00;2d3h;239,00 +WINJ26;07/11/2025 14:00:00;07/11/2025 16:00:00;2h;1;1;C;161.250,00;161.875,00;192.280,00;No;125,00;625,00;38;125,00;625,00;0,00;0,00;0,00;1d;364,00 +WINJ26;10/11/2025 12:00:00;11/11/2025 15:00:00;1d3h;1;1;V;166.170,00;163.405,00;192.280,00;Sim;-553,00;-2.765,00;39;-553,00;-2.765,00;0,00;0,00;0,00;2d22h;-189,00 +WINJ26;11/11/2025 18:00:00;12/11/2025 12:30:00;18h30min;1;1;V;165.300,00;166.290,00;192.280,00;Sim;198,00;990,00;40;198,00;990,00;0,00;0,00;0,00;1d6h;9,00 +WINJ26;12/11/2025 17:30:00;12/11/2025 18:00:00;30min;1;1;C;166.000,00;166.100,00;192.280,00;No;20,00;100,00;41;20,00;100,00;0,00;0,00;0,00;23h30min;29,00 +WINJ26;14/11/2025 09:00:00;14/11/2025 11:30:00;2h30min;1;1;C;165.300,00;165.600,00;192.280,00;Sim;60,00;300,00;42;60,00;300,00;0,00;0,00;0,00;1d15h;89,00 +WINJ26;14/11/2025 16:00:00;17/11/2025 10:30:00;2d18h;1;1;V;165.475,00;166.520,00;192.280,00;Sim;209,00;1.045,00;43;209,00;1.045,00;0,00;0,00;0,00;7h;298,00 +WINJ26;17/11/2025 11:30:00;17/11/2025 13:30:00;2h;1;1;C;165.655,00;166.000,00;192.280,00;No;69,00;345,00;44;69,00;345,00;0,00;0,00;0,00;2d19h;367,00 +WINJ26;18/11/2025 09:00:00;18/11/2025 17:00:00;8h;1;1;C;164.750,00;164.900,00;192.280,00;Sim;30,00;150,00;45;30,00;150,00;0,00;0,00;0,00;21h30min;397,00 +WINJ26;19/11/2025 18:00:00;21/11/2025 17:00:00;1d23h;1;1;C;163.470,00;162.695,00;192.280,00;Sim;-155,00;-775,00;46;-155,00;-775,00;0,00;0,00;0,00;1d9h;242,00 +WINJ26;24/11/2025 10:30:00;24/11/2025 18:00:00;7h30min;1;1;V;163.020,00;163.120,00;192.280,00;No;20,00;100,00;47;20,00;100,00;0,00;0,00;0,00;4d16h;262,00 +WINJ26;25/11/2025 09:30:00;25/11/2025 10:00:00;30min;1;1;V;163.435,00;163.025,00;192.280,00;No;-82,00;-410,00;48;-82,00;-410,00;0,00;0,00;0,00;23h;180,00 +WINJ26;25/11/2025 11:00:00;25/11/2025 11:30:00;30min;1;1;V;162.700,00;162.780,00;192.280,00;No;16,00;80,00;49;16,00;80,00;0,00;0,00;0,00;1h30min;196,00 +WINJ26;27/11/2025 11:00:00;28/11/2025 14:00:00;1d3h;1;1;V;166.700,00;165.940,00;192.280,00;Sim;-152,00;-760,00;50;-152,00;-760,00;0,00;0,00;0,00;2d;44,00 +WINJ26;28/11/2025 16:30:00;01/12/2025 10:30:00;2d18h;1;1;V;165.625,00;167.065,00;192.280,00;Sim;288,00;1.440,00;51;288,00;1.440,00;0,00;0,00;0,00;1d5h;332,00 +WINJ26;01/12/2025 12:00:00;02/12/2025 09:30:00;21h30min;1;1;C;166.560,00;166.840,00;192.280,00;No;56,00;280,00;52;56,00;280,00;0,00;0,00;0,00;2d19h;388,00 +WINJ26;03/12/2025 17:00:00;04/12/2025 16:30:00;23h30min;1;1;V;171.680,00;169.165,00;192.280,00;Sim;-503,00;-2.515,00;53;-503,00;-2.515,00;0,00;0,00;0,00;2d5h;-115,00 +WINJ26;05/12/2025 11:30:00;05/12/2025 13:00:00;1h30min;1;1;V;170.835,00;171.570,00;192.280,00;Sim;147,00;735,00;54;147,00;735,00;0,00;0,00;0,00;1d18h;32,00 +WINJ26;08/12/2025 09:30:00;08/12/2025 15:30:00;6h;1;1;C;166.180,00;165.630,00;192.280,00;Sim;-110,00;-550,00;55;-110,00;-550,00;0,00;0,00;0,00;2d22h;-78,00 +WINJ26;09/12/2025 12:00:00;09/12/2025 13:00:00;1h;1;1;C;163.700,00;164.830,00;192.280,00;Sim;226,00;1.130,00;56;226,00;1.130,00;0,00;0,00;0,00;1d2h;148,00 +WINJ26;10/12/2025 10:00:00;10/12/2025 10:30:00;30min;1;1;V;164.850,00;165.030,00;192.280,00;No;36,00;180,00;57;36,00;180,00;0,00;0,00;0,00;22h;184,00 +WINJ26;11/12/2025 10:00:00;11/12/2025 11:00:00;1h;1;1;V;165.500,00;165.615,00;192.280,00;Sim;23,00;115,00;58;23,00;115,00;0,00;0,00;0,00;1d;207,00 +WINJ26;12/12/2025 09:00:00;12/12/2025 14:00:00;5h;1;1;V;166.800,00;166.575,00;192.280,00;Sim;-45,00;-225,00;59;-45,00;-225,00;0,00;0,00;0,00;23h;162,00 +WINJ26;15/12/2025 10:30:00;16/12/2025 09:30:00;23h;1;1;V;166.840,00;168.650,00;192.280,00;Sim;362,00;1.810,00;60;362,00;1.810,00;0,00;0,00;0,00;3d1h;524,00 +WINJ26;17/12/2025 12:00:00;18/12/2025 09:30:00;21h30min;1;1;C;164.165,00;163.750,00;192.280,00;No;-83,00;-415,00;61;-83,00;-415,00;0,00;0,00;0,00;2d1h;441,00 +WINJ26;18/12/2025 12:00:00;18/12/2025 14:30:00;2h30min;1;1;V;164.180,00;164.050,00;192.280,00;No;-26,00;-130,00;62;-26,00;-130,00;0,00;0,00;0,00;1d;415,00 +WINJ26;18/12/2025 16:30:00;18/12/2025 17:00:00;30min;1;1;V;164.205,00;164.475,00;192.280,00;Sim;54,00;270,00;63;54,00;270,00;0,00;0,00;0,00;4h30min;469,00 +WINJ26;19/12/2025 14:30:00;19/12/2025 16:00:00;1h30min;1;1;V;165.000,00;165.175,00;192.280,00;Sim;35,00;175,00;64;35,00;175,00;0,00;0,00;0,00;22h;504,00 +WINJ26;22/12/2025 09:00:00;22/12/2025 14:00:00;5h;1;1;C;165.430,00;164.520,00;192.280,00;No;-182,00;-910,00;65;-182,00;-910,00;0,00;0,00;0,00;2d18h;322,00 +WINJ26;23/12/2025 15:30:00;26/12/2025 09:30:00;2d18h;1;1;V;165.790,00;166.390,00;192.280,00;Sim;120,00;600,00;66;120,00;600,00;0,00;0,00;0,00;1d6h;442,00 +WINJ26;26/12/2025 11:30:00;26/12/2025 12:00:00;30min;1;1;C;165.920,00;166.005,00;192.280,00;No;17,00;85,00;67;17,00;85,00;0,00;0,00;0,00;2d20h;459,00 +WINJ26;29/12/2025 09:30:00;29/12/2025 11:00:00;1h30min;1;1;V;166.510,00;167.005,00;192.280,00;Sim;99,00;495,00;68;99,00;495,00;0,00;0,00;0,00;2d22h;558,00 +WINJ26;29/12/2025 17:00:00;29/12/2025 17:30:00;30min;1;1;C;166.175,00;166.330,00;192.280,00;No;31,00;155,00;69;31,00;155,00;0,00;0,00;0,00;7h30min;589,00 +WINJ26;30/12/2025 11:00:00;30/12/2025 18:00:00;7h;1;1;V;167.355,00;167.200,00;192.280,00;Sim;-31,00;-155,00;70;-31,00;-155,00;0,00;0,00;0,00;18h;558,00 +WINJ26;02/01/2026 11:30:00;05/01/2026 09:00:00;2d21h;1;1;C;166.910,00;166.575,00;192.280,00;No;-67,00;-335,00;71;-67,00;-335,00;0,00;0,00;0,00;3d;491,00 +WINJ26;05/01/2026 09:30:00;05/01/2026 10:00:00;30min;1;1;C;166.655,00;166.535,00;192.280,00;Sim;-24,00;-120,00;72;-24,00;-120,00;0,00;0,00;0,00;2d22h;467,00 +WINJ26;06/01/2026 15:30:00;07/01/2026 10:00:00;18h30min;1;1;V;168.900,00;169.260,00;192.280,00;Sim;72,00;360,00;73;72,00;360,00;0,00;0,00;0,00;1d6h;539,00 +WINJ26;07/01/2026 16:00:00;08/01/2026 10:30:00;18h30min;1;1;C;167.710,00;167.945,00;192.280,00;No;47,00;235,00;74;47,00;235,00;0,00;0,00;0,00;1d;586,00 +WINJ26;09/01/2026 09:30:00;09/01/2026 16:30:00;7h;1;1;V;169.035,00;168.050,00;192.280,00;No;-197,00;-985,00;75;-197,00;-985,00;0,00;0,00;0,00;1d17h;389,00 +WINJ26;12/01/2026 09:30:00;12/01/2026 12:30:00;3h;1;1;C;168.765,00;168.635,00;192.280,00;No;-26,00;-130,00;76;-26,00;-130,00;0,00;0,00;0,00;3d;363,00 +WINJ26;13/01/2026 09:00:00;13/01/2026 16:00:00;7h;1;1;C;168.590,00;167.235,00;192.280,00;Sim;-271,00;-1.355,00;77;-271,00;-1.355,00;0,00;0,00;0,00;23h30min;92,00 +WINJ26;13/01/2026 17:00:00;14/01/2026 09:30:00;16h30min;1;1;C;167.335,00;167.920,00;192.280,00;Sim;117,00;585,00;78;117,00;585,00;0,00;0,00;0,00;8h;209,00 +WINJ26;14/01/2026 11:30:00;15/01/2026 09:00:00;21h30min;1;1;V;170.200,00;168.145,00;192.280,00;Sim;-411,00;-2.055,00;79;-411,00;-2.055,00;0,00;0,00;0,00;18h30min;-202,00 +WINJ26;15/01/2026 11:30:00;16/01/2026 09:00:00;21h30min;1;1;V;171.100,00;170.290,00;192.280,00;Sim;-162,00;-810,00;80;-162,00;-810,00;0,00;0,00;0,00;1d;-364,00 +WINJ26;16/01/2026 15:30:00;19/01/2026 12:00:00;2d20h;1;1;C;169.680,00;169.745,00;192.280,00;No;13,00;65,00;81;13,00;65,00;0,00;0,00;0,00;1d4h;-351,00 +WINJ26;20/01/2026 10:00:00;20/01/2026 12:00:00;2h;1;1;C;169.010,00;170.520,00;192.280,00;Sim;302,00;1.510,00;82;302,00;1.510,00;0,00;0,00;0,00;3d18h;-49,00 +WINJ26;20/01/2026 16:00:00;21/01/2026 13:30:00;21h30min;1;1;V;175.065,00;170.615,00;192.280,00;Sim;-890,00;-4.450,00;83;-890,00;-4.450,00;0,00;0,00;0,00;6h;-939,00 +WINJ26;22/01/2026 15:30:00;23/01/2026 13:00:00;21h30min;1;1;V;182.575,00;181.395,00;192.280,00;Sim;-236,00;-1.180,00;84;-236,00;-1.180,00;0,00;0,00;0,00;1d23h;-1.175,00 +WINJ26;23/01/2026 16:00:00;23/01/2026 16:30:00;30min;1;1;C;182.625,00;183.050,00;192.280,00;No;85,00;425,00;85;85,00;425,00;0,00;0,00;0,00;1d;-1.090,00 +WINJ26;23/01/2026 18:00:00;26/01/2026 11:00:00;2d17h;1;1;V;183.135,00;184.095,00;192.280,00;Sim;192,00;960,00;86;192,00;960,00;0,00;0,00;0,00;2h;-898,00 +WINJ26;27/01/2026 09:30:00;27/01/2026 10:00:00;30min;1;1;C;185.570,00;185.950,00;192.280,00;No;76,00;380,00;87;76,00;380,00;0,00;0,00;0,00;3d15h;-822,00 +WINJ26;27/01/2026 14:30:00;28/01/2026 09:00:00;18h30min;1;1;V;187.620,00;187.815,00;192.280,00;Sim;39,00;195,00;88;39,00;195,00;0,00;0,00;0,00;5h;-783,00 +WINJ26;28/01/2026 09:30:00;28/01/2026 10:00:00;30min;1;1;C;187.510,00;188.030,00;192.280,00;No;104,00;520,00;89;104,00;520,00;0,00;0,00;0,00;19h;-679,00 +WINJ26;28/01/2026 12:30:00;28/01/2026 16:00:00;3h30min;1;1;V;187.955,00;188.475,00;192.280,00;Sim;104,00;520,00;90;104,00;520,00;0,00;0,00;0,00;3h;-575,00 +WINJ26;28/01/2026 17:30:00;28/01/2026 18:00:00;30min;1;1;C;188.950,00;189.815,00;192.280,00;No;173,00;865,00;91;173,00;865,00;0,00;0,00;0,00;5h;-402,00 +WINJ26;29/01/2026 10:30:00;29/01/2026 12:00:00;1h30min;1;1;V;189.110,00;190.990,00;192.280,00;Sim;376,00;1.880,00;92;376,00;1.880,00;0,00;0,00;0,00;17h;-26,00 +WINJ26;29/01/2026 14:30:00;30/01/2026 12:00:00;21h30min;1;1;C;188.500,00;187.670,00;192.280,00;Sim;-166,00;-830,00;93;-166,00;-830,00;0,00;0,00;0,00;4h;-192,00 +WINJ26;30/01/2026 16:30:00;02/02/2026 10:00:00;2d17h;1;1;C;186.345,00;186.765,00;192.280,00;Sim;84,00;420,00;94;84,00;420,00;0,00;0,00;0,00;1d2h;-108,00 +WINJ26;03/02/2026 13:30:00;03/02/2026 15:30:00;2h;1;1;V;189.500,00;190.815,00;192.280,00;No;263,00;1.315,00;95;263,00;1.315,00;0,00;0,00;0,00;3d21h;155,00 +WINJ26;04/02/2026 17:30:00;05/02/2026 10:30:00;17h;1;1;C;185.725,00;186.885,00;192.280,00;Sim;232,00;1.160,00;96;232,00;1.160,00;0,00;0,00;0,00;1d4h;387,00 +WINJ26;06/02/2026 15:00:00;06/02/2026 15:30:00;30min;1;1;V;186.340,00;186.790,00;192.280,00;No;90,00;450,00;97;90,00;450,00;0,00;0,00;0,00;1d21h;477,00 +WINJ26;09/02/2026 13:00:00;10/02/2026 10:30:00;21h30min;1;1;V;189.555,00;187.835,00;192.280,00;Sim;-344,00;-1.720,00;98;-344,00;-1.720,00;0,00;0,00;0,00;2d22h;133,00 +WINJ26;10/02/2026 13:00:00;10/02/2026 15:30:00;2h30min;1;1;V;189.705,00;190.815,00;192.280,00;Sim;222,00;1.110,00;99;222,00;1.110,00;0,00;0,00;0,00;1d;355,00 +WINJ26;10/02/2026 17:00:00;10/02/2026 17:30:00;30min;1;1;C;189.975,00;190.565,00;192.280,00;No;118,00;590,00;100;118,00;590,00;0,00;0,00;0,00;4h;473,00 +WINJ26;11/02/2026 09:30:00;11/02/2026 10:00:00;30min;1;1;C;191.540,00;192.235,00;192.280,00;No;139,00;695,00;101;139,00;695,00;0,00;0,00;0,00;16h30min;612,00 +WINJ26;11/02/2026 12:30:00;12/02/2026 09:30:00;21h;1;1;V;193.200,00;192.495,00;192.280,00;Sim;-141,00;-705,00;102;-141,00;-705,00;0,00;0,00;0,00;3h;471,00 +WINJ26;12/02/2026 11:30:00;12/02/2026 12:00:00;30min;1;1;C;193.715,00;193.430,00;192.280,00;No;-57,00;-285,00;103;-57,00;-285,00;0,00;0,00;0,00;23h;414,00 +WINJ26;12/02/2026 12:30:00;12/02/2026 13:00:00;30min;1;1;C;193.660,00;193.440,00;192.280,00;Sim;-44,00;-220,00;104;-44,00;-220,00;0,00;0,00;0,00;1h;370,00 +WINJ26;12/02/2026 17:00:00;13/02/2026 14:30:00;21h30min;1;1;C;192.050,00;189.380,00;192.280,00;Sim;-534,00;-2.670,00;105;-534,00;-2.670,00;0,00;0,00;0,00;4h30min;-164,00 +WINJ26;19/02/2026 17:00:00;20/02/2026 09:30:00;16h30min;1;1;V;191.020,00;191.675,00;192.280,00;No;131,00;655,00;106;131,00;655,00;0,00;0,00;0,00;7d;-33,00 +WINJ26;23/02/2026 09:30:00;23/02/2026 10:00:00;30min;1;1;V;192.560,00;192.925,00;192.280,00;Sim;73,00;365,00;107;73,00;365,00;0,00;0,00;0,00;3d16h;40,00 +WINJ26;23/02/2026 12:30:00;23/02/2026 13:00:00;30min;1;1;V;192.475,00;193.325,00;192.280,00;Sim;170,00;850,00;108;170,00;850,00;0,00;0,00;0,00;3h;210,00 +WINJ26;23/02/2026 15:00:00;23/02/2026 15:30:00;30min;1;1;C;192.665,00;192.890,00;192.280,00;No;45,00;225,00;109;45,00;225,00;0,00;0,00;0,00;2h30min;255,00 +WINJ26;23/02/2026 18:00:00;24/02/2026 09:30:00;15h30min;1;1;C;192.515,00;193.240,00;192.280,00;Sim;145,00;725,00;110;145,00;725,00;0,00;0,00;0,00;3h;400,00 +WINJ26;24/02/2026 11:00:00;24/02/2026 18:00:00;7h;1;1;V;195.185,00;193.505,00;192.280,00;Sim;-336,00;-1.680,00;111;-336,00;-1.680,00;0,00;0,00;0,00;17h;64,00 +WINJ26;25/02/2026 10:30:00;25/02/2026 11:00:00;30min;1;1;V;194.965,00;195.645,00;192.280,00;Sim;136,00;680,00;112;136,00;680,00;0,00;0,00;0,00;23h30min;200,00 +WINJ26;25/02/2026 11:30:00;25/02/2026 15:00:00;3h30min;1;1;C;195.295,00;195.080,00;192.280,00;No;-43,00;-215,00;113;-43,00;-215,00;0,00;0,00;0,00;1h;157,00 +WINJ26;25/02/2026 18:00:00;26/02/2026 15:30:00;21h30min;1;1;C;194.495,00;193.395,00;192.280,00;Sim;-220,00;-1.100,00;114;-220,00;-1.100,00;0,00;0,00;0,00;6h30min;-63,00 +WINJ26;27/02/2026 11:00:00;27/02/2026 18:00:00;7h;1;1;C;193.095,00;191.920,00;192.280,00;Sim;-235,00;-1.175,00;115;-235,00;-1.175,00;0,00;0,00;0,00;1d17h;-298,00 +WINJ26;02/03/2026 10:30:00;02/03/2026 14:30:00;4h;1;1;C;190.695,00;191.805,00;192.280,00;Sim;222,00;1.110,00;116;222,00;1.110,00;0,00;0,00;0,00;2d23h;-76,00 +WINJ26;02/03/2026 17:30:00; - ; - ;0;1;V;192.325,00;192.005,00;192.325,00;No;-64,00;-320,00;117;-64,00;-320,00;0,00;0,00;0,00;7h;-140,00 diff --git a/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v18_bandas_dinamicas60min.csv b/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v18_bandas_dinamicas60min.csv new file mode 100644 index 0000000..a1781e8 --- /dev/null +++ b/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v18_bandas_dinamicas60min.csv @@ -0,0 +1,79 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 02/03/2025 +Data Final: 02/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;27/08/2025 09:00:00;28/08/2025 09:00:00;1d;1;1;C;148.200,00;151.000,00;192.325,00;No;560,00;2.800,00;1;560,00;2.800,00;0,00;0,00;0,00; - ;560,00 +WINJ26;02/09/2025 10:00:00;03/09/2025 10:00:00;1d;1;1;V;150.700,00;150.500,00;192.325,00;No;-40,00;-200,00;2;-40,00;-200,00;0,00;0,00;0,00;6d1h;520,00 +WINJ26;09/09/2025 09:00:00;10/09/2025 09:00:00;1d;1;1;V;152.500,00;152.300,00;192.325,00;Sim;-40,00;-200,00;3;-40,00;-200,00;0,00;0,00;0,00;6d23h;480,00 +WINJ26;12/09/2025 09:00:00;12/09/2025 11:00:00;2h;1;1;V;153.400,00;152.500,00;192.325,00;Sim;-180,00;-900,00;4;-180,00;-900,00;0,00;0,00;0,00;3d;300,00 +WINJ26;12/09/2025 15:00:00;15/09/2025 09:00:00;2d18h;1;1;C;153.200,00;153.200,00;192.325,00;No;0;0;5;0;0;0,00;0,00;0,00;6h;300,00 +WINJ26;17/09/2025 16:00:00;22/09/2025 12:00:00;4d20h;1;1;V;154.750,00;156.000,00;192.325,00;Sim;250,00;1.250,00;6;250,00;1.250,00;0,00;0,00;0,00;5d1h;550,00 +WINJ26;22/09/2025 15:00:00;22/09/2025 16:00:00;1h;1;1;C;155.850,00;155.510,00;192.325,00;No;-68,00;-340,00;7;-68,00;-340,00;0,00;0,00;0,00;4d23h;482,00 +WINJ26;24/09/2025 11:00:00;25/09/2025 11:00:00;1d;1;1;V;155.750,00;156.725,00;192.325,00;Sim;195,00;975,00;8;195,00;975,00;0,00;0,00;0,00;1d20h;677,00 +WINJ26;25/09/2025 13:00:00;25/09/2025 14:00:00;1h;1;1;C;156.680,00;155.750,00;192.325,00;No;-186,00;-930,00;9;-186,00;-930,00;0,00;0,00;0,00;1d2h;491,00 +WINJ26;29/09/2025 09:00:00;29/09/2025 10:00:00;1h;1;1;C;156.400,00;157.250,00;192.325,00;Sim;170,00;850,00;10;170,00;850,00;0,00;0,00;0,00;3d20h;661,00 +WINJ26;29/09/2025 13:00:00;30/09/2025 12:00:00;23h;1;1;V;156.000,00;156.400,00;192.325,00;No;80,00;400,00;11;80,00;400,00;0,00;0,00;0,00;4h;741,00 +WINJ26;30/09/2025 18:00:00;01/10/2025 09:00:00;15h;1;1;C;156.375,00;156.500,00;192.325,00;Sim;25,00;125,00;12;25,00;125,00;0,00;0,00;0,00;1d5h;766,00 +WINJ26;10/10/2025 10:00:00;14/10/2025 13:00:00;4d3h;1;1;C;151.240,00;151.080,00;192.325,00;Sim;-32,00;-160,00;13;-32,00;-160,00;0,00;0,00;0,00;9d16h;734,00 +WINJ26;16/10/2025 10:00:00;16/10/2025 11:00:00;1h;1;1;V;150.965,00;150.600,00;192.325,00;No;-73,00;-365,00;14;-73,00;-365,00;0,00;0,00;0,00;6d;661,00 +WINJ26;17/10/2025 10:00:00;20/10/2025 17:00:00;3d7h;1;1;V;153.250,00;150.800,00;192.325,00;Sim;-490,00;-2.450,00;15;-490,00;-2.450,00;0,00;0,00;0,00;1d;171,00 +WINJ26;20/10/2025 18:00:00;21/10/2025 11:00:00;17h;1;1;V;152.950,00;153.250,00;192.325,00;Sim;60,00;300,00;16;60,00;300,00;0,00;0,00;0,00;3d8h;231,00 +WINJ26;21/10/2025 16:00:00;22/10/2025 09:00:00;17h;1;1;C;152.700,00;152.500,00;192.325,00;No;-40,00;-200,00;17;-40,00;-200,00;0,00;0,00;0,00;22h;191,00 +WINJ26;23/10/2025 18:00:00;28/10/2025 14:00:00;4d20h;1;1;V;156.200,00;154.600,00;192.325,00;Sim;-320,00;-1.600,00;18;-320,00;-1.600,00;0,00;0,00;0,00;2d2h;-129,00 +WINJ26;28/10/2025 18:00:00;30/10/2025 10:00:00;1d16h;1;1;V;156.695,00;156.200,00;192.325,00;Sim;-99,00;-495,00;19;-99,00;-495,00;0,00;0,00;0,00;5d;-228,00 +WINJ26;30/10/2025 11:00:00;30/10/2025 12:00:00;1h;1;1;C;157.335,00;157.460,00;192.325,00;No;25,00;125,00;20;25,00;125,00;0,00;0,00;0,00;1d17h;-203,00 +WINJ26;31/10/2025 15:00:00;31/10/2025 16:00:00;1h;1;1;C;157.825,00;158.000,00;192.325,00;No;35,00;175,00;21;35,00;175,00;0,00;0,00;0,00;1d4h;-168,00 +WINJ26;03/11/2025 13:00:00;04/11/2025 10:00:00;21h;1;1;V;158.430,00;158.750,00;192.325,00;Sim;64,00;320,00;22;64,00;320,00;0,00;0,00;0,00;2d22h;-104,00 +WINJ26;04/11/2025 11:00:00;04/11/2025 12:00:00;1h;1;1;C;158.620,00;159.240,00;192.325,00;No;124,00;620,00;23;124,00;620,00;0,00;0,00;0,00;22h;20,00 +WINJ26;04/11/2025 17:00:00;04/11/2025 18:00:00;1h;1;1;C;158.780,00;159.000,00;192.325,00;No;44,00;220,00;24;44,00;220,00;0,00;0,00;0,00;6h;64,00 +WINJ26;05/11/2025 11:00:00;05/11/2025 12:00:00;1h;1;1;C;159.460,00;160.120,00;192.325,00;No;132,00;660,00;25;132,00;660,00;0,00;0,00;0,00;18h;196,00 +WINJ26;06/11/2025 13:00:00;07/11/2025 11:00:00;22h;1;1;V;161.000,00;162.000,00;192.325,00;Sim;200,00;1.000,00;26;200,00;1.000,00;0,00;0,00;0,00;1d2h;396,00 +WINJ26;07/11/2025 14:00:00;07/11/2025 16:00:00;2h;1;1;C;161.250,00;161.875,00;192.325,00;No;125,00;625,00;27;125,00;625,00;0,00;0,00;0,00;1d1h;521,00 +WINJ26;10/11/2025 12:00:00;12/11/2025 10:00:00;1d22h;1;1;V;166.200,00;163.405,00;192.325,00;Sim;-559,00;-2.795,00;28;-559,00;-2.795,00;0,00;0,00;0,00;2d22h;-38,00 +WINJ26;12/11/2025 18:00:00;13/11/2025 09:00:00;15h;1;1;C;166.100,00;165.995,00;192.325,00;No;-21,00;-105,00;29;-21,00;-105,00;0,00;0,00;0,00;2d6h;-59,00 +WINJ26;14/11/2025 12:00:00;14/11/2025 14:00:00;2h;1;1;C;166.105,00;166.635,00;192.325,00;No;106,00;530,00;30;106,00;530,00;0,00;0,00;0,00;1d18h;47,00 +WINJ26;17/11/2025 13:00:00;17/11/2025 14:00:00;1h;1;1;C;166.000,00;165.840,00;192.325,00;Sim;-32,00;-160,00;31;-32,00;-160,00;0,00;0,00;0,00;3d1h;15,00 +WINJ26;18/11/2025 11:00:00;21/11/2025 12:00:00;3d1h;1;1;C;164.500,00;162.180,00;192.325,00;Sim;-464,00;-2.320,00;32;-464,00;-2.320,00;0,00;0,00;0,00;22h;-449,00 +WINJ26;21/11/2025 15:00:00;24/11/2025 17:00:00;3d2h;1;1;C;162.250,00;163.065,00;192.325,00;Sim;163,00;815,00;33;163,00;815,00;0,00;0,00;0,00;3d4h;-286,00 +WINJ26;27/11/2025 13:00:00;28/11/2025 18:00:00;1d5h;1;1;V;166.670,00;166.020,00;192.325,00;Sim;-130,00;-650,00;34;-130,00;-650,00;0,00;0,00;0,00;5d22h;-416,00 +WINJ26;01/12/2025 12:00:00;02/12/2025 10:00:00;22h;1;1;C;166.560,00;166.390,00;192.325,00;No;-34,00;-170,00;35;-34,00;-170,00;0,00;0,00;0,00;3d23h;-450,00 +WINJ26;03/12/2025 17:00:00;05/12/2025 12:00:00;1d19h;1;1;V;172.240,00;169.165,00;192.325,00;Sim;-615,00;-3.075,00;36;-615,00;-3.075,00;0,00;0,00;0,00;2d5h;-1.065,00 +WINJ26;05/12/2025 13:00:00;05/12/2025 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14:00:00;22h;1;1;V;192.510,00;193.695,00;192.325,00;Sim;237,00;1.185,00;67;237,00;1.185,00;0,00;0,00;0,00;2d5h;391,00 +WINJ26;13/02/2026 14:00:00;19/02/2026 09:00:00;5d19h;1;1;C;189.405,00;190.465,00;192.325,00;No;212,00;1.060,00;68;212,00;1.060,00;0,00;0,00;0,00;1d22h;603,00 +WINJ26;19/02/2026 14:00:00;20/02/2026 10:00:00;20h;1;1;V;190.705,00;192.160,00;192.325,00;No;291,00;1.455,00;69;291,00;1.455,00;0,00;0,00;0,00;6d;894,00 +WINJ26;23/02/2026 10:00:00;23/02/2026 13:00:00;3h;1;1;V;192.475,00;192.560,00;192.325,00;Sim;17,00;85,00;70;17,00;85,00;0,00;0,00;0,00;3d20h;911,00 +WINJ26;25/02/2026 11:00:00;25/02/2026 16:00:00;5h;1;1;V;194.310,00;194.965,00;192.325,00;Sim;131,00;655,00;71;131,00;655,00;0,00;0,00;0,00;2d1h;1.042,00 +WINJ26;26/02/2026 17:00:00;26/02/2026 18:00:00;1h;1;1;C;194.145,00;194.320,00;192.325,00;No;35,00;175,00;72;35,00;175,00;0,00;0,00;0,00;1d6h;1.077,00 +WINJ26;02/03/2026 12:00:00;02/03/2026 15:00:00;3h;1;1;C;191.375,00;192.040,00;192.325,00;Sim;133,00;665,00;73;133,00;665,00;0,00;0,00;0,00;3d19h;1.210,00 diff --git a/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v1_reversao_extremos02min64%.csv b/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v1_reversao_extremos02min64%.csv new file mode 100644 index 0000000..c45e580 --- /dev/null +++ b/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v1_reversao_extremos02min64%.csv @@ -0,0 +1,82 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 02/03/2025 +Data Final: 02/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;19/12/2025 15:26:00;19/12/2025 15:50:00;24min;1;1;C;165.150,00;165.130,00;192.300,00;No;-4,00;-20,00;1;-4,00;-20,00;0,00;0,00;0,00; - ;-4,00 +WINJ26;19/12/2025 17:44:00;19/12/2025 18:06:00;22min;1;1;C;164.715,00;164.800,00;192.300,00;Sim;17,00;85,00;2;17,00;85,00;0,00;0,00;0,00;2h18min;13,00 +WINJ26;22/12/2025 15:22:00;22/12/2025 15:36:00;14min;1;1;C;164.065,00;164.255,00;192.300,00;Sim;38,00;190,00;3;38,00;190,00;0,00;0,00;0,00;2d21h;51,00 +WINJ26;23/12/2025 09:46:00;23/12/2025 10:00:00;14min;1;1;V;165.025,00;165.350,00;192.300,00;No;65,00;325,00;4;65,00;325,00;0,00;0,00;0,00;18h24min;116,00 +WINJ26;23/12/2025 15:12:00;23/12/2025 15:24:00;12min;1;1;C;166.305,00;166.425,00;192.300,00;No;24,00;120,00;5;24,00;120,00;0,00;0,00;0,00;5h26min;140,00 +WINJ26;23/12/2025 18:08:00;23/12/2025 18:20:00;12min;1;1;V;166.530,00;166.745,00;192.300,00;Sim;43,00;215,00;6;43,00;215,00;0,00;0,00;0,00;2h56min;183,00 +WINJ26;26/12/2025 17:46:00;29/12/2025 09:02:00;2d15h;1;1;V;167.230,00;167.045,00;192.300,00;Sim;-37,00;-185,00;7;-37,00;-185,00;0,00;0,00;0,00;2d23h;146,00 +WINJ26;05/01/2026 14:08:00;05/01/2026 14:28:00;20min;1;1;V;167.405,00;167.485,00;192.300,00;Sim;16,00;80,00;8;16,00;80,00;0,00;0,00;0,00;9d20h;162,00 +WINJ26;07/01/2026 11:18:00;07/01/2026 12:34:00;1h16min;1;1;C;168.005,00;167.575,00;192.300,00;No;-86,00;-430,00;9;-86,00;-430,00;0,00;0,00;0,00;1d21h;76,00 +WINJ26;09/01/2026 09:02:00;09/01/2026 09:12:00;10min;1;1;V;168.140,00;168.600,00;192.300,00;Sim;92,00;460,00;10;92,00;460,00;0,00;0,00;0,00;1d21h;168,00 +WINJ26;09/01/2026 10:34:00;09/01/2026 11:02:00;28min;1;1;V;169.045,00;168.785,00;192.300,00;Sim;-52,00;-260,00;11;-52,00;-260,00;0,00;0,00;0,00;1h32min;116,00 +WINJ26;09/01/2026 17:56:00;12/01/2026 09:02:00;2d15h;1;1;C;168.725,00;168.705,00;192.300,00;No;-4,00;-20,00;12;-4,00;-20,00;0,00;0,00;0,00;7h22min;112,00 +WINJ26;13/01/2026 10:04:00;13/01/2026 10:22:00;18min;1;1;C;167.545,00;167.625,00;192.300,00;Sim;16,00;80,00;13;16,00;80,00;0,00;0,00;0,00;3d16h;128,00 +WINJ26;14/01/2026 09:04:00;14/01/2026 10:54:00;1h50min;1;1;V;168.375,00;167.295,00;192.300,00;No;-216,00;-1.080,00;14;-216,00;-1.080,00;0,00;0,00;0,00;23h;-88,00 +WINJ26;14/01/2026 11:04:00;14/01/2026 11:22:00;18min;1;1;C;168.095,00;168.170,00;192.300,00;No;15,00;75,00;15;15,00;75,00;0,00;0,00;0,00;2h;-73,00 +WINJ26;14/01/2026 15:22:00;14/01/2026 17:02:00;1h40min;1;1;V;169.750,00;169.165,00;192.300,00;Sim;-117,00;-585,00;16;-117,00;-585,00;0,00;0,00;0,00;4h18min;-190,00 +WINJ26;14/01/2026 18:14:00;15/01/2026 09:02:00;14h48min;1;1;V;170.355,00;170.500,00;192.300,00;Sim;29,00;145,00;17;29,00;145,00;0,00;0,00;0,00;2h52min;-161,00 +WINJ26;15/01/2026 17:10:00;15/01/2026 18:02:00;52min;1;1;C;170.650,00;170.700,00;192.300,00;No;10,00;50,00;18;10,00;50,00;0,00;0,00;0,00;22h56min;-151,00 +WINJ26;16/01/2026 11:02:00;16/01/2026 11:48:00;46min;1;1;C;169.955,00;169.830,00;192.300,00;Sim;-25,00;-125,00;19;-25,00;-125,00;0,00;0,00;0,00;17h52min;-176,00 +WINJ26;16/01/2026 12:44:00;16/01/2026 12:50:00;6min;1;1;C;169.285,00;169.500,00;192.300,00;Sim;43,00;215,00;20;43,00;215,00;0,00;0,00;0,00;1h42min;-133,00 +WINJ26;19/01/2026 09:08:00;19/01/2026 09:16:00;8min;1;1;C;169.095,00;169.400,00;192.300,00;Sim;61,00;305,00;21;61,00;305,00;0,00;0,00;0,00;2d20h;-72,00 +WINJ26;19/01/2026 10:12:00;19/01/2026 10:20:00;8min;1;1;V;169.640,00;169.930,00;192.300,00;No;58,00;290,00;22;58,00;290,00;0,00;0,00;0,00;1h4min;-14,00 +WINJ26;20/01/2026 14:36:00;20/01/2026 15:32:00;56min;1;1;C;170.995,00;170.895,00;192.300,00;No;-20,00;-100,00;23;-20,00;-100,00;0,00;0,00;0,00;1d4h;-34,00 +WINJ26;20/01/2026 15:54:00;20/01/2026 16:28:00;34min;1;1;C;170.665,00;170.715,00;192.300,00;Sim;10,00;50,00;24;10,00;50,00;0,00;0,00;0,00;1h18min;-24,00 +WINJ26;20/01/2026 17:54:00;20/01/2026 18:22:00;28min;1;1;V;171.015,00;171.105,00;192.300,00;Sim;18,00;90,00;25;18,00;90,00;0,00;0,00;0,00;2h;-6,00 +WINJ26;21/01/2026 09:16:00;21/01/2026 10:44:00;1h28min;1;1;V;173.400,00;172.500,00;192.300,00;Sim;-180,00;-900,00;26;-180,00;-900,00;0,00;0,00;0,00;15h22min;-186,00 +WINJ26;21/01/2026 14:34:00;21/01/2026 14:40:00;6min;1;1;C;174.760,00;174.890,00;192.300,00;No;26,00;130,00;27;26,00;130,00;0,00;0,00;0,00;5h18min;-160,00 +WINJ26;21/01/2026 15:30:00;21/01/2026 16:16:00;46min;1;1;V;175.670,00;175.380,00;192.300,00;Sim;-58,00;-290,00;28;-58,00;-290,00;0,00;0,00;0,00;56min;-218,00 +WINJ26;22/01/2026 12:30:00;22/01/2026 13:14:00;44min;1;1;V;181.695,00;181.395,00;192.300,00;Sim;-60,00;-300,00;29;-60,00;-300,00;0,00;0,00;0,00;21h;-278,00 +WINJ26;23/01/2026 09:06:00;23/01/2026 09:18:00;12min;1;1;V;181.370,00;182.050,00;192.300,00;Sim;136,00;680,00;30;136,00;680,00;0,00;0,00;0,00;20h36min;-142,00 +WINJ26;23/01/2026 12:34:00;23/01/2026 12:46:00;12min;1;1;V;182.000,00;182.650,00;192.300,00;Sim;130,00;650,00;31;130,00;650,00;0,00;0,00;0,00;3h28min;-12,00 +WINJ26;23/01/2026 16:26:00;23/01/2026 16:58:00;32min;1;1;V;183.170,00;183.120,00;192.300,00;Sim;-10,00;-50,00;32;-10,00;-50,00;0,00;0,00;0,00;3h52min;-22,00 +WINJ26;23/01/2026 17:10:00;23/01/2026 17:34:00;24min;1;1;V;184.350,00;183.680,00;192.300,00;Sim;-134,00;-670,00;33;-134,00;-670,00;0,00;0,00;0,00;44min;-156,00 +WINJ26;26/01/2026 09:06:00;26/01/2026 09:26:00;20min;1;1;V;185.255,00;186.240,00;192.300,00;Sim;197,00;985,00;34;197,00;985,00;0,00;0,00;0,00;2d15h;41,00 +WINJ26;26/01/2026 10:58:00;26/01/2026 11:30:00;32min;1;1;C;183.090,00;183.185,00;192.300,00;No;19,00;95,00;35;19,00;95,00;0,00;0,00;0,00;1h52min;60,00 +WINJ26;27/01/2026 09:06:00;27/01/2026 10:06:00;1h;1;1;V;185.825,00;185.610,00;192.300,00;No;-43,00;-215,00;36;-43,00;-215,00;0,00;0,00;0,00;22h8min;17,00 +WINJ26;27/01/2026 18:16:00;28/01/2026 09:02:00;14h46min;1;1;C;186.615,00;187.500,00;192.300,00;No;177,00;885,00;37;177,00;885,00;0,00;0,00;0,00;9h10min;194,00 +WINJ26;28/01/2026 10:32:00;28/01/2026 11:08:00;36min;1;1;V;189.010,00;189.345,00;192.300,00;Sim;67,00;335,00;38;67,00;335,00;0,00;0,00;0,00;16h16min;261,00 +WINJ26;28/01/2026 12:38:00;28/01/2026 12:48:00;10min;1;1;C;188.355,00;188.640,00;192.300,00;No;57,00;285,00;39;57,00;285,00;0,00;0,00;0,00;2h6min;318,00 +WINJ26;28/01/2026 17:42:00;29/01/2026 09:28:00;15h46min;1;1;V;191.285,00;189.415,00;192.300,00;Sim;-374,00;-1.870,00;40;-374,00;-1.870,00;0,00;0,00;0,00;5h4min;-56,00 +WINJ26;29/01/2026 14:32:00;29/01/2026 14:42:00;10min;1;1;V;188.215,00;188.600,00;192.300,00;No;77,00;385,00;41;77,00;385,00;0,00;0,00;0,00;20h50min;21,00 +WINJ26;30/01/2026 15:04:00;30/01/2026 15:46:00;42min;1;1;C;185.960,00;185.350,00;192.300,00;Sim;-122,00;-610,00;42;-122,00;-610,00;0,00;0,00;0,00;1d;-101,00 +WINJ26;03/02/2026 11:04:00;03/02/2026 12:00:00;56min;1;1;V;191.565,00;190.935,00;192.300,00;Sim;-126,00;-630,00;43;-126,00;-630,00;0,00;0,00;0,00;3d20h;-227,00 +WINJ26;04/02/2026 09:02:00;04/02/2026 09:04:00;2min;1;1;V;190.090,00;190.645,00;192.300,00;No;111,00;555,00;44;111,00;555,00;0,00;0,00;0,00;21h58min;-116,00 +WINJ26;04/02/2026 13:04:00;04/02/2026 13:58:00;54min;1;1;C;186.855,00;186.385,00;192.300,00;No;-94,00;-470,00;45;-94,00;-470,00;0,00;0,00;0,00;4h2min;-210,00 +WINJ26;04/02/2026 15:54:00;04/02/2026 16:18:00;24min;1;1;C;184.810,00;185.015,00;192.300,00;Sim;41,00;205,00;46;41,00;205,00;0,00;0,00;0,00;2h50min;-169,00 +WINJ26;04/02/2026 16:56:00;04/02/2026 17:34:00;38min;1;1;V;185.535,00;185.370,00;192.300,00;No;-33,00;-165,00;47;-33,00;-165,00;0,00;0,00;0,00;1h2min;-202,00 +WINJ26;05/02/2026 12:38:00;05/02/2026 12:44:00;6min;1;1;C;186.095,00;187.100,00;192.300,00;No;201,00;1.005,00;48;201,00;1.005,00;0,00;0,00;0,00;19h42min;-1,00 +WINJ26;05/02/2026 17:28:00;05/02/2026 17:58:00;30min;1;1;C;186.585,00;186.505,00;192.300,00;No;-16,00;-80,00;49;-16,00;-80,00;0,00;0,00;0,00;4h50min;-17,00 +WINJ26;06/02/2026 17:08:00;06/02/2026 17:40:00;32min;1;1;V;187.165,00;187.040,00;192.300,00;Sim;-25,00;-125,00;50;-25,00;-125,00;0,00;0,00;0,00;23h40min;-42,00 +WINJ26;09/02/2026 11:48:00;09/02/2026 12:10:00;22min;1;1;V;188.225,00;188.560,00;192.300,00;Sim;67,00;335,00;51;67,00;335,00;0,00;0,00;0,00;2d18h;25,00 +WINJ26;09/02/2026 14:08:00;09/02/2026 14:54:00;46min;1;1;V;189.485,00;189.110,00;192.300,00;Sim;-75,00;-375,00;52;-75,00;-375,00;0,00;0,00;0,00;2h20min;-50,00 +WINJ26;09/02/2026 17:08:00;09/02/2026 17:18:00;10min;1;1;V;190.445,00;190.650,00;192.300,00;Sim;41,00;205,00;53;41,00;205,00;0,00;0,00;0,00;3h;-9,00 +WINJ26;09/02/2026 17:54:00;09/02/2026 18:02:00;8min;1;1;V;190.635,00;190.740,00;192.300,00;Sim;21,00;105,00;54;21,00;105,00;0,00;0,00;0,00;46min;12,00 +WINJ26;10/02/2026 12:22:00;10/02/2026 13:00:00;38min;1;1;V;190.815,00;190.630,00;192.300,00;No;-37,00;-185,00;55;-37,00;-185,00;0,00;0,00;0,00;18h28min;-25,00 +WINJ26;10/02/2026 15:38:00;10/02/2026 16:08:00;30min;1;1;C;189.575,00;189.690,00;192.300,00;No;23,00;115,00;56;23,00;115,00;0,00;0,00;0,00;3h16min;-2,00 +WINJ26;10/02/2026 17:16:00;10/02/2026 17:40:00;24min;1;1;V;190.420,00;190.475,00;192.300,00;No;11,00;55,00;57;11,00;55,00;0,00;0,00;0,00;1h38min;9,00 +WINJ26;11/02/2026 09:46:00;11/02/2026 10:08:00;22min;1;1;V;192.100,00;192.195,00;192.300,00;Sim;19,00;95,00;58;19,00;95,00;0,00;0,00;0,00;16h30min;28,00 +WINJ26;11/02/2026 11:20:00;11/02/2026 11:50:00;30min;1;1;V;193.275,00;193.285,00;192.300,00;Sim;2,00;10,00;59;2,00;10,00;0,00;0,00;0,00;1h34min;30,00 +WINJ26;11/02/2026 15:38:00;11/02/2026 16:04:00;26min;1;1;C;193.700,00;193.870,00;192.300,00;No;34,00;170,00;60;34,00;170,00;0,00;0,00;0,00;4h18min;64,00 +WINJ26;11/02/2026 17:14:00;11/02/2026 17:28:00;14min;1;1;C;193.865,00;194.025,00;192.300,00;No;32,00;160,00;61;32,00;160,00;0,00;0,00;0,00;1h36min;96,00 +WINJ26;11/02/2026 17:38:00;11/02/2026 17:50:00;12min;1;1;V;194.075,00;194.330,00;192.300,00;Sim;51,00;255,00;62;51,00;255,00;0,00;0,00;0,00;24min;147,00 +WINJ26;12/02/2026 09:02:00;12/02/2026 09:04:00;2min;1;1;V;193.330,00;194.380,00;192.300,00;Sim;210,00;1.050,00;63;210,00;1.050,00;0,00;0,00;0,00;15h24min;357,00 +WINJ26;12/02/2026 11:22:00;12/02/2026 11:32:00;10min;1;1;V;193.405,00;193.830,00;192.300,00;No;85,00;425,00;64;85,00;425,00;0,00;0,00;0,00;2h20min;442,00 +WINJ26;12/02/2026 13:20:00;12/02/2026 13:38:00;18min;1;1;C;192.680,00;192.905,00;192.300,00;Sim;45,00;225,00;65;45,00;225,00;0,00;0,00;0,00;1h58min;487,00 +WINJ26;13/02/2026 09:32:00;13/02/2026 09:46:00;14min;1;1;C;189.195,00;189.585,00;192.300,00;Sim;78,00;390,00;66;78,00;390,00;0,00;0,00;0,00;20h12min;565,00 +WINJ26;13/02/2026 11:36:00;13/02/2026 11:46:00;10min;1;1;C;188.555,00;188.625,00;192.300,00;Sim;14,00;70,00;67;14,00;70,00;0,00;0,00;0,00;2h4min;579,00 +WINJ26;19/02/2026 14:22:00;19/02/2026 14:38:00;16min;1;1;V;192.280,00;192.415,00;192.300,00;No;27,00;135,00;68;27,00;135,00;0,00;0,00;0,00;6d2h;606,00 +WINJ26;20/02/2026 11:30:00;20/02/2026 12:34:00;1h4min;1;1;V;191.900,00;191.115,00;192.300,00;No;-157,00;-785,00;69;-157,00;-785,00;0,00;0,00;0,00;21h8min;449,00 +WINJ26;23/02/2026 09:20:00;23/02/2026 10:04:00;44min;1;1;C;192.780,00;193.000,00;192.300,00;No;44,00;220,00;70;44,00;220,00;0,00;0,00;0,00;2d21h;493,00 +WINJ26;23/02/2026 11:40:00;23/02/2026 12:06:00;26min;1;1;V;193.950,00;193.930,00;192.300,00;Sim;-4,00;-20,00;71;-4,00;-20,00;0,00;0,00;0,00;2h20min;489,00 +WINJ26;23/02/2026 15:30:00;23/02/2026 15:38:00;8min;1;1;V;192.765,00;192.890,00;192.300,00;No;25,00;125,00;72;25,00;125,00;0,00;0,00;0,00;3h50min;514,00 +WINJ26;24/02/2026 09:10:00;24/02/2026 09:30:00;20min;1;1;V;193.240,00;193.360,00;192.300,00;Sim;24,00;120,00;73;24,00;120,00;0,00;0,00;0,00;17h40min;538,00 +WINJ26;24/02/2026 12:32:00;24/02/2026 13:18:00;46min;1;1;V;194.750,00;194.715,00;192.300,00;Sim;-7,00;-35,00;74;-7,00;-35,00;0,00;0,00;0,00;3h22min;531,00 +WINJ26;24/02/2026 16:22:00;24/02/2026 16:30:00;8min;1;1;C;194.605,00;194.815,00;192.300,00;No;42,00;210,00;75;42,00;210,00;0,00;0,00;0,00;3h50min;573,00 +WINJ26;25/02/2026 09:06:00;25/02/2026 09:30:00;24min;1;1;V;196.370,00;196.565,00;192.300,00;Sim;39,00;195,00;76;39,00;195,00;0,00;0,00;0,00;16h44min;612,00 diff --git a/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v1_reversao_extremos05min47%.csv b/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v1_reversao_extremos05min47%.csv new file mode 100644 index 0000000..fbf34ed --- /dev/null +++ b/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v1_reversao_extremos05min47%.csv @@ -0,0 +1,54 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 02/03/2025 +Data Final: 02/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;03/12/2025 09:10:00;05/12/2025 11:35:00;2d2h;1;1;V;171.570,00;168.930,00;192.250,00;No;-528,00;-2.640,00;1;-528,00;-2.640,00;0,00;0,00;0,00; - ;-528,00 +WINJ26;19/12/2025 11:05:00;19/12/2025 12:45:00;1h40min;1;1;V;165.475,00;165.365,00;192.250,00;No;-22,00;-110,00;2;-22,00;-110,00;0,00;0,00;0,00;16d1h;-550,00 +WINJ26;23/12/2025 12:15:00;23/12/2025 13:30:00;1h15min;1;1;V;166.345,00;166.490,00;192.250,00;Sim;29,00;145,00;3;29,00;145,00;0,00;0,00;0,00;4d1h;-521,00 +WINJ26;26/12/2025 15:05:00;26/12/2025 15:20:00;15min;1;1;V;166.480,00;166.580,00;192.250,00;Sim;20,00;100,00;4;20,00;100,00;0,00;0,00;0,00;3d2h;-501,00 +WINJ26;30/12/2025 09:25:00;30/12/2025 10:45:00;1h20min;1;1;V;167.570,00;167.545,00;192.250,00;Sim;-5,00;-25,00;5;-5,00;-25,00;0,00;0,00;0,00;3d18h;-506,00 +WINJ26;30/12/2025 18:10:00;02/01/2026 09:05:00;2d14h;1;1;C;167.155,00;167.910,00;192.250,00;No;151,00;755,00;6;151,00;755,00;0,00;0,00;0,00;8h45min;-355,00 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17:10:00;1h45min;1;1;V;169.685,00;169.200,00;192.250,00;Sim;-97,00;-485,00;13;-97,00;-485,00;0,00;0,00;0,00;5h55min;-672,00 +WINJ26;15/01/2026 15:25:00;15/01/2026 16:15:00;50min;1;1;V;171.050,00;171.245,00;192.250,00;Sim;39,00;195,00;14;39,00;195,00;0,00;0,00;0,00;1d;-633,00 +WINJ26;15/01/2026 17:55:00;15/01/2026 18:10:00;15min;1;1;C;170.595,00;170.785,00;192.250,00;No;38,00;190,00;15;38,00;190,00;0,00;0,00;0,00;2h30min;-595,00 +WINJ26;16/01/2026 11:35:00;16/01/2026 13:30:00;1h55min;1;1;C;169.550,00;169.625,00;192.250,00;Sim;15,00;75,00;16;15,00;75,00;0,00;0,00;0,00;17h40min;-580,00 +WINJ26;20/01/2026 09:05:00;20/01/2026 10:00:00;55min;1;1;C;169.245,00;169.010,00;192.250,00;Sim;-47,00;-235,00;17;-47,00;-235,00;0,00;0,00;0,00;3d21h;-627,00 +WINJ26;20/01/2026 11:55:00;20/01/2026 14:25:00;2h30min;1;1;V;171.100,00;170.690,00;192.250,00;No;-82,00;-410,00;18;-82,00;-410,00;0,00;0,00;0,00;2h50min;-709,00 +WINJ26;20/01/2026 17:55:00;21/01/2026 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a/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v1_reversao_extremos15min68%.csv b/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v1_reversao_extremos15min68%.csv new file mode 100644 index 0000000..026a1a5 --- /dev/null +++ b/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v1_reversao_extremos15min68%.csv @@ -0,0 +1,35 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 02/03/2025 +Data Final: 02/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. 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13:30:00;3h;1;1;C;189.095,00;189.405,00;192.375,00;No;62,00;310,00;25;62,00;310,00;0,00;0,00;0,00;1d23h;-1.663,00 +WINJ26;18/02/2026 13:15:00;18/02/2026 14:00:00;45min;1;1;V;189.975,00;190.590,00;192.375,00;No;123,00;615,00;26;123,00;615,00;0,00;0,00;0,00;5d2h;-1.540,00 +WINJ26;20/02/2026 10:15:00;20/02/2026 11:45:00;1h30min;1;1;C;190.735,00;191.325,00;192.375,00;No;118,00;590,00;27;118,00;590,00;0,00;0,00;0,00;1d21h;-1.422,00 +WINJ26;20/02/2026 12:30:00;20/02/2026 14:30:00;2h;1;1;V;191.415,00;192.160,00;192.375,00;Sim;149,00;745,00;28;149,00;745,00;0,00;0,00;0,00;2h15min;-1.273,00 +WINJ26;26/02/2026 12:00:00;26/02/2026 13:30:00;1h30min;1;1;C;193.350,00;193.930,00;192.375,00;No;116,00;580,00;29;116,00;580,00;0,00;0,00;0,00;5d23h;-1.157,00 diff --git a/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v1_reversao_extremos30min81%.csv b/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v1_reversao_extremos30min81%.csv new file mode 100644 index 0000000..9b29add --- /dev/null +++ b/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v1_reversao_extremos30min81%.csv @@ -0,0 +1,22 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 02/03/2025 +Data Final: 02/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;20/10/2025 12:00:00;21/10/2025 10:00:00;22h;1;1;V;152.700,00;153.725,00;192.245,00;No;205,00;1.025,00;1;205,00;1.025,00;0,00;0,00;0,00; - ;205,00 +WINJ26;23/10/2025 09:30:00;23/10/2025 12:30:00;3h;1;1;V;153.950,00;154.700,00;192.245,00;Sim;150,00;750,00;2;150,00;750,00;0,00;0,00;0,00;2d21h;355,00 +WINJ26;05/11/2025 18:00:00;07/11/2025 10:00:00;1d16h;1;1;V;161.250,00;161.940,00;192.245,00;Sim;138,00;690,00;3;138,00;690,00;0,00;0,00;0,00;13d8h;493,00 +WINJ26;09/12/2025 11:00:00;09/12/2025 13:00:00;2h;1;1;C;163.150,00;164.830,00;192.245,00;No;336,00;1.680,00;4;336,00;1.680,00;0,00;0,00;0,00;1m2d17h;829,00 +WINJ26;17/12/2025 11:00:00;18/12/2025 11:30:00;1d;1;1;C;163.230,00;164.010,00;192.245,00;No;156,00;780,00;5;156,00;780,00;0,00;0,00;0,00;8d;985,00 +WINJ26;06/01/2026 11:00:00;07/01/2026 10:00:00;23h;1;1;V;168.900,00;169.355,00;192.245,00;Sim;91,00;455,00;6;91,00;455,00;0,00;0,00;0,00;20d;1.076,00 +WINJ26;13/01/2026 13:30:00;14/01/2026 09:30:00;20h;1;1;C;167.085,00;167.920,00;192.245,00;No;167,00;835,00;7;167,00;835,00;0,00;0,00;0,00;7d2h;1.243,00 +WINJ26;15/01/2026 09:30:00;16/01/2026 10:30:00;1d1h;1;1;V;170.625,00;170.390,00;192.245,00;Sim;-47,00;-235,00;8;-47,00;-235,00;0,00;0,00;0,00;1d20h;1.196,00 +WINJ26;21/01/2026 11:30:00;26/01/2026 11:00:00;4d23h;1;1;V;183.135,00;173.915,00;192.245,00;Sim;-1.844,00;-9.220,00;9;-1.844,00;-9.220,00;0,00;0,00;0,00;6d2h;-648,00 +WINJ26;27/01/2026 12:30:00;28/01/2026 09:00:00;20h30min;1;1;V;187.620,00;187.690,00;192.245,00;Sim;14,00;70,00;10;14,00;70,00;0,00;0,00;0,00;6d1h;-634,00 +WINJ26;28/01/2026 11:00:00;28/01/2026 16:00:00;5h;1;1;V;187.955,00;189.035,00;192.245,00;Sim;216,00;1.080,00;11;216,00;1.080,00;0,00;0,00;0,00;22h30min;-418,00 +WINJ26;29/01/2026 09:30:00;29/01/2026 12:00:00;2h30min;1;1;V;189.110,00;191.020,00;192.245,00;Sim;382,00;1.910,00;12;382,00;1.910,00;0,00;0,00;0,00;22h30min;-36,00 +WINJ26;03/02/2026 12:00:00;03/02/2026 15:30:00;3h30min;1;1;V;189.500,00;191.565,00;192.245,00;Sim;413,00;2.065,00;13;413,00;2.065,00;0,00;0,00;0,00;5d2h;377,00 +WINJ26;09/02/2026 10:00:00;10/02/2026 15:30:00;1d5h;1;1;V;189.705,00;188.045,00;192.245,00;No;-332,00;-1.660,00;14;-332,00;-1.660,00;0,00;0,00;0,00;5d22h;45,00 +WINJ26;13/02/2026 10:30:00;13/02/2026 15:00:00;4h30min;1;1;C;189.095,00;190.025,00;192.245,00;No;186,00;930,00;15;186,00;930,00;0,00;0,00;0,00;4d;231,00 +WINJ26;25/02/2026 09:30:00;25/02/2026 11:00:00;1h30min;1;1;V;194.965,00;196.370,00;192.245,00;Sim;281,00;1.405,00;16;281,00;1.405,00;0,00;0,00;0,00;11d23h;512,00 diff --git a/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v1_reversao_extremos60min71%.csv b/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v1_reversao_extremos60min71%.csv new file mode 100644 index 0000000..5cd75b0 --- /dev/null +++ b/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v1_reversao_extremos60min71%.csv @@ -0,0 +1,16 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 02/03/2025 +Data Final: 02/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;23/10/2025 10:00:00;30/10/2025 10:00:00;7d;1;1;V;156.695,00;154.795,00;192.020,00;No;-380,00;-1.900,00;1;-380,00;-1.900,00;0,00;0,00;0,00; - ;-380,00 +WINJ26;05/11/2025 18:00:00;07/11/2025 11:00:00;1d17h;1;1;V;161.000,00;161.940,00;192.020,00;Sim;188,00;940,00;2;188,00;940,00;0,00;0,00;0,00;13d8h;-192,00 +WINJ26;12/11/2025 10:00:00;12/11/2025 13:00:00;3h;1;1;V;165.180,00;166.200,00;192.020,00;Sim;204,00;1.020,00;3;204,00;1.020,00;0,00;0,00;0,00;6d16h;12,00 +WINJ26;28/11/2025 15:00:00;01/12/2025 11:00:00;2d20h;1;1;V;165.945,00;167.000,00;192.020,00;Sim;211,00;1.055,00;4;211,00;1.055,00;0,00;0,00;0,00;16d5h;223,00 +WINJ26;05/12/2025 12:00:00;05/12/2025 13:00:00;1h;1;1;V;170.835,00;172.240,00;192.020,00;Sim;281,00;1.405,00;5;281,00;1.405,00;0,00;0,00;0,00;6d21h;504,00 +WINJ26;15/12/2025 14:00:00;16/12/2025 10:00:00;20h;1;1;V;167.270,00;169.505,00;192.020,00;No;447,00;2.235,00;6;447,00;2.235,00;0,00;0,00;0,00;10d2h;951,00 +WINJ26;06/01/2026 12:00:00;07/01/2026 11:00:00;23h;1;1;V;168.330,00;169.365,00;192.020,00;No;207,00;1.035,00;7;207,00;1.035,00;0,00;0,00;0,00;21d22h;1.158,00 +WINJ26;15/01/2026 11:00:00;16/01/2026 11:00:00;1d;1;1;V;170.060,00;170.400,00;192.020,00;Sim;68,00;340,00;8;68,00;340,00;0,00;0,00;0,00;8d23h;1.226,00 +WINJ26;26/01/2026 10:00:00;29/01/2026 13:00:00;3d3h;1;1;V;186.785,00;184.825,00;192.020,00;Sim;-392,00;-1.960,00;9;-392,00;-1.960,00;0,00;0,00;0,00;10d23h;834,00 +WINJ26;25/02/2026 10:00:00;25/02/2026 16:00:00;6h;1;1;V;194.310,00;196.660,00;192.020,00;Sim;470,00;2.350,00;10;470,00;2.350,00;0,00;0,00;0,00;30d;1.304,00 diff --git a/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v20_ifr_assimetrico_lado02min.csv b/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v20_ifr_assimetrico_lado02min.csv new file mode 100644 index 0000000..eea885a --- /dev/null +++ b/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v20_ifr_assimetrico_lado02min.csv @@ -0,0 +1,309 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 02/03/2025 +Data Final: 02/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;19/12/2025 15:28:00;19/12/2025 15:52:00;24min;1;1;C;165.120,00;165.100,00;192.335,00;No;-4,00;-20,00;1;-4,00;-20,00;0,00;0,00;0,00; - ;-4,00 +WINJ26;22/12/2025 09:12:00;22/12/2025 09:20:00;8min;1;1;V;164.925,00;165.200,00;192.335,00;No;55,00;275,00;2;55,00;275,00;0,00;0,00;0,00;2d17h;51,00 +WINJ26;22/12/2025 11:44:00;22/12/2025 11:48:00;4min;1;1;C;163.665,00;163.810,00;192.335,00;Sim;29,00;145,00;3;29,00;145,00;0,00;0,00;0,00;2h32min;80,00 +WINJ26;22/12/2025 13:22:00;22/12/2025 13:34:00;12min;1;1;V;164.075,00;164.240,00;192.335,00;No;33,00;165,00;4;33,00;165,00;0,00;0,00;0,00;1h38min;113,00 +WINJ26;22/12/2025 14:04:00;22/12/2025 14:16:00;12min;1;1;V;164.405,00;164.550,00;192.335,00;Sim;29,00;145,00;5;29,00;145,00;0,00;0,00;0,00;42min;142,00 +WINJ26;22/12/2025 15:12:00;22/12/2025 15:36:00;24min;1;1;C;164.220,00;164.255,00;192.335,00;No;7,00;35,00;6;7,00;35,00;0,00;0,00;0,00;1h8min;149,00 +WINJ26;22/12/2025 15:58:00;22/12/2025 16:16:00;18min;1;1;V;164.300,00;164.420,00;192.335,00;No;24,00;120,00;7;24,00;120,00;0,00;0,00;0,00;46min;173,00 +WINJ26;22/12/2025 17:58:00;22/12/2025 18:00:00;2min;1;1;V;164.315,00;164.315,00;192.335,00;No;0;0;8;0;0;0,00;0,00;0,00;2h;173,00 +WINJ26;23/12/2025 09:12:00;23/12/2025 09:42:00;30min;1;1;V;165.080,00;164.515,00;192.335,00;Sim;-113,00;-565,00;9;-113,00;-565,00;0,00;0,00;0,00;15h14min;60,00 +WINJ26;23/12/2025 10:24:00;23/12/2025 10:32:00;8min;1;1;V;165.365,00;165.370,00;192.335,00;Sim;1,00;5,00;10;1,00;5,00;0,00;0,00;0,00;1h12min;61,00 +WINJ26;23/12/2025 11:44:00;23/12/2025 12:12:00;28min;1;1;V;166.410,00;165.765,00;192.335,00;Sim;-129,00;-645,00;11;-129,00;-645,00;0,00;0,00;0,00;1h20min;-68,00 +WINJ26;23/12/2025 12:24:00;23/12/2025 12:46:00;22min;1;1;V;166.300,00;166.325,00;192.335,00;Sim;5,00;25,00;12;5,00;25,00;0,00;0,00;0,00;40min;-63,00 +WINJ26;23/12/2025 15:20:00;23/12/2025 15:46:00;26min;1;1;C;166.425,00;166.470,00;192.335,00;No;9,00;45,00;13;9,00;45,00;0,00;0,00;0,00;2h56min;-54,00 +WINJ26;23/12/2025 16:18:00;23/12/2025 16:32:00;14min;1;1;V;166.440,00;166.545,00;192.335,00;Sim;21,00;105,00;14;21,00;105,00;0,00;0,00;0,00;58min;-33,00 +WINJ26;23/12/2025 17:12:00;23/12/2025 17:26:00;14min;1;1;C;166.415,00;166.465,00;192.335,00;Sim;10,00;50,00;15;10,00;50,00;0,00;0,00;0,00;54min;-23,00 +WINJ26;23/12/2025 18:18:00;23/12/2025 18:20:00;2min;1;1;V;166.530,00;166.635,00;192.335,00;Sim;21,00;105,00;16;21,00;105,00;0,00;0,00;0,00;1h6min;-2,00 +WINJ26;26/12/2025 10:26:00;26/12/2025 10:34:00;8min;1;1;C;165.615,00;165.795,00;192.335,00;Sim;36,00;180,00;17;36,00;180,00;0,00;0,00;0,00;2d16h;34,00 +WINJ26;26/12/2025 11:44:00;26/12/2025 11:56:00;12min;1;1;V;165.880,00;166.015,00;192.335,00;No;27,00;135,00;18;27,00;135,00;0,00;0,00;0,00;1h18min;61,00 +WINJ26;26/12/2025 13:18:00;26/12/2025 13:52:00;34min;1;1;C;166.290,00;166.050,00;192.335,00;No;-48,00;-240,00;19;-48,00;-240,00;0,00;0,00;0,00;1h34min;13,00 +WINJ26;26/12/2025 14:22:00;26/12/2025 14:36:00;14min;1;1;V;166.375,00;166.355,00;192.335,00;Sim;-4,00;-20,00;20;-4,00;-20,00;0,00;0,00;0,00;1h4min;9,00 +WINJ26;26/12/2025 15:06:00;26/12/2025 15:16:00;10min;1;1;V;166.560,00;166.625,00;192.335,00;Sim;13,00;65,00;21;13,00;65,00;0,00;0,00;0,00;44min;22,00 +WINJ26;29/12/2025 09:02:00;29/12/2025 09:16:00;14min;1;1;V;167.000,00;167.230,00;192.335,00;Sim;46,00;230,00;22;46,00;230,00;0,00;0,00;0,00;2d17h;68,00 +WINJ26;29/12/2025 10:04:00;29/12/2025 10:08:00;4min;1;1;C;166.820,00;167.040,00;192.335,00;No;44,00;220,00;23;44,00;220,00;0,00;0,00;0,00;1h2min;112,00 +WINJ26;29/12/2025 10:24:00;29/12/2025 10:56:00;32min;1;1;C;166.655,00;166.500,00;192.335,00;Sim;-31,00;-155,00;24;-31,00;-155,00;0,00;0,00;0,00;20min;81,00 +WINJ26;29/12/2025 14:50:00;29/12/2025 14:56:00;6min;1;1;V;166.115,00;166.290,00;192.335,00;No;35,00;175,00;25;35,00;175,00;0,00;0,00;0,00;4h26min;116,00 +WINJ26;29/12/2025 15:32:00;29/12/2025 16:02:00;30min;1;1;C;166.120,00;165.775,00;192.335,00;Sim;-69,00;-345,00;26;-69,00;-345,00;0,00;0,00;0,00;42min;47,00 +WINJ26;29/12/2025 16:06:00;29/12/2025 16:12:00;6min;1;1;C;165.845,00;165.920,00;192.335,00;Sim;15,00;75,00;27;15,00;75,00;0,00;0,00;0,00;34min;62,00 +WINJ26;30/12/2025 09:44:00;30/12/2025 10:02:00;18min;1;1;V;167.550,00;167.635,00;192.335,00;Sim;17,00;85,00;28;17,00;85,00;0,00;0,00;0,00;17h38min;79,00 +WINJ26;30/12/2025 11:04:00;30/12/2025 11:10:00;6min;1;1;C;167.355,00;167.635,00;192.335,00;No;56,00;280,00;29;56,00;280,00;0,00;0,00;0,00;1h20min;135,00 +WINJ26;30/12/2025 11:36:00;30/12/2025 11:48:00;12min;1;1;C;167.405,00;167.380,00;192.335,00;No;-5,00;-25,00;30;-5,00;-25,00;0,00;0,00;0,00;32min;130,00 +WINJ26;30/12/2025 12:08:00;30/12/2025 12:16:00;8min;1;1;C;167.105,00;167.235,00;192.335,00;Sim;26,00;130,00;31;26,00;130,00;0,00;0,00;0,00;32min;156,00 +WINJ26;30/12/2025 15:50:00;30/12/2025 16:08:00;18min;1;1;C;167.625,00;167.780,00;192.335,00;No;31,00;155,00;32;31,00;155,00;0,00;0,00;0,00;3h42min;187,00 +WINJ26;30/12/2025 17:58:00;02/01/2026 09:00:00;2d15h;1;1;C;167.470,00;167.265,00;192.335,00;Sim;-41,00;-205,00;33;-41,00;-205,00;0,00;0,00;0,00;2h8min;146,00 +WINJ26;02/01/2026 10:08:00;02/01/2026 10:10:00;2min;1;1;V;167.810,00;167.975,00;192.335,00;Sim;33,00;165,00;34;33,00;165,00;0,00;0,00;0,00;2d16h;179,00 +WINJ26;02/01/2026 10:34:00;02/01/2026 11:02:00;28min;1;1;C;167.515,00;166.705,00;192.335,00;No;-162,00;-810,00;35;-162,00;-810,00;0,00;0,00;0,00;26min;17,00 +WINJ26;02/01/2026 11:10:00;02/01/2026 11:14:00;4min;1;1;C;166.870,00;167.125,00;192.335,00;Sim;51,00;255,00;36;51,00;255,00;0,00;0,00;0,00;36min;68,00 +WINJ26;02/01/2026 11:38:00;02/01/2026 11:56:00;18min;1;1;C;166.715,00;166.895,00;192.335,00;Sim;36,00;180,00;37;36,00;180,00;0,00;0,00;0,00;28min;104,00 +WINJ26;02/01/2026 13:30:00;02/01/2026 14:04:00;34min;1;1;C;166.185,00;166.125,00;192.335,00;Sim;-12,00;-60,00;38;-12,00;-60,00;0,00;0,00;0,00;1h52min;92,00 +WINJ26;02/01/2026 17:32:00;02/01/2026 17:44:00;12min;1;1;C;166.120,00;166.150,00;192.335,00;Sim;6,00;30,00;39;6,00;30,00;0,00;0,00;0,00;4h2min;98,00 +WINJ26;02/01/2026 17:58:00;02/01/2026 18:06:00;8min;1;1;C;166.080,00;166.200,00;192.335,00;Sim;24,00;120,00;40;24,00;120,00;0,00;0,00;0,00;26min;122,00 +WINJ26;05/01/2026 09:02:00;05/01/2026 09:04:00;2min;1;1;C;166.350,00;166.505,00;192.335,00;No;31,00;155,00;41;31,00;155,00;0,00;0,00;0,00;2d15h;153,00 +WINJ26;05/01/2026 09:10:00;05/01/2026 09:14:00;4min;1;1;V;166.300,00;166.395,00;192.335,00;No;19,00;95,00;42;19,00;95,00;0,00;0,00;0,00;8min;172,00 +WINJ26;05/01/2026 09:42:00;05/01/2026 09:46:00;4min;1;1;V;166.465,00;166.675,00;192.335,00;Sim;42,00;210,00;43;42,00;210,00;0,00;0,00;0,00;32min;214,00 +WINJ26;05/01/2026 10:16:00;05/01/2026 10:40:00;24min;1;1;C;166.250,00;166.075,00;192.335,00;Sim;-35,00;-175,00;44;-35,00;-175,00;0,00;0,00;0,00;34min;179,00 +WINJ26;05/01/2026 11:02:00;05/01/2026 11:32:00;30min;1;1;V;166.630,00;166.395,00;192.335,00;No;-47,00;-235,00;45;-47,00;-235,00;0,00;0,00;0,00;46min;132,00 +WINJ26;05/01/2026 13:06:00;05/01/2026 13:36:00;30min;1;1;V;167.225,00;167.080,00;192.335,00;Sim;-29,00;-145,00;46;-29,00;-145,00;0,00;0,00;0,00;2h4min;103,00 +WINJ26;05/01/2026 14:10:00;05/01/2026 14:28:00;18min;1;1;V;167.405,00;167.455,00;192.335,00;Sim;10,00;50,00;47;10,00;50,00;0,00;0,00;0,00;1h4min;113,00 +WINJ26;05/01/2026 15:28:00;05/01/2026 15:38:00;10min;1;1;V;167.645,00;167.750,00;192.335,00;Sim;21,00;105,00;48;21,00;105,00;0,00;0,00;0,00;1h18min;134,00 +WINJ26;05/01/2026 16:08:00;05/01/2026 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14:38:00;14min;1;1;V;192.280,00;192.320,00;192.335,00;Sim;8,00;40,00;247;8,00;40,00;0,00;0,00;0,00;30min;-538,00 +WINJ26;19/02/2026 15:14:00;19/02/2026 15:16:00;2min;1;1;C;192.155,00;192.185,00;192.335,00;No;6,00;30,00;248;6,00;30,00;0,00;0,00;0,00;50min;-532,00 +WINJ26;19/02/2026 15:40:00;19/02/2026 15:50:00;10min;1;1;C;191.965,00;192.050,00;192.335,00;Sim;17,00;85,00;249;17,00;85,00;0,00;0,00;0,00;26min;-515,00 +WINJ26;19/02/2026 16:52:00;19/02/2026 17:02:00;10min;1;1;C;191.670,00;191.780,00;192.335,00;Sim;22,00;110,00;250;22,00;110,00;0,00;0,00;0,00;1h12min;-493,00 +WINJ26;19/02/2026 17:20:00;19/02/2026 17:28:00;8min;1;1;C;191.630,00;191.690,00;192.335,00;Sim;12,00;60,00;251;12,00;60,00;0,00;0,00;0,00;28min;-481,00 +WINJ26;19/02/2026 17:42:00;19/02/2026 18:10:00;28min;1;1;V;192.300,00;191.920,00;192.335,00;No;-76,00;-380,00;252;-76,00;-380,00;0,00;0,00;0,00;22min;-557,00 +WINJ26;20/02/2026 09:04:00;20/02/2026 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09:40:00;28min;1;1;C;190.865,00;190.280,00;192.335,00;Sim;-117,00;-585,00;295;-117,00;-585,00;0,00;0,00;0,00;2d17h;-862,00 +WINJ26;02/03/2026 10:02:00;02/03/2026 10:08:00;6min;1;1;C;190.215,00;190.380,00;192.335,00;Sim;33,00;165,00;296;33,00;165,00;0,00;0,00;0,00;50min;-829,00 +WINJ26;02/03/2026 10:28:00;02/03/2026 10:46:00;18min;1;1;V;190.545,00;190.795,00;192.335,00;No;50,00;250,00;297;50,00;250,00;0,00;0,00;0,00;26min;-779,00 +WINJ26;02/03/2026 11:06:00;02/03/2026 11:08:00;2min;1;1;C;190.110,00;190.315,00;192.335,00;Sim;41,00;205,00;298;41,00;205,00;0,00;0,00;0,00;38min;-738,00 +WINJ26;02/03/2026 12:40:00;02/03/2026 13:06:00;26min;1;1;C;191.370,00;191.245,00;192.335,00;No;-25,00;-125,00;299;-25,00;-125,00;0,00;0,00;0,00;1h34min;-763,00 +WINJ26;02/03/2026 13:52:00;02/03/2026 13:58:00;6min;1;1;V;191.425,00;191.540,00;192.335,00;Sim;23,00;115,00;300;23,00;115,00;0,00;0,00;0,00;1h12min;-740,00 +WINJ26;02/03/2026 14:36:00;02/03/2026 14:38:00;2min;1;1;V;191.635,00;191.725,00;192.335,00;Sim;18,00;90,00;301;18,00;90,00;0,00;0,00;0,00;44min;-722,00 +WINJ26;02/03/2026 15:04:00;02/03/2026 15:22:00;18min;1;1;V;191.850,00;191.895,00;192.335,00;Sim;9,00;45,00;302;9,00;45,00;0,00;0,00;0,00;28min;-713,00 +WINJ26;02/03/2026 17:32:00;02/03/2026 17:54:00;22min;1;1;C;192.240,00;192.315,00;192.335,00;No;15,00;75,00;303;15,00;75,00;0,00;0,00;0,00;2h28min;-698,00 diff --git a/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v20_ifr_assimetrico_lado05min.csv b/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v20_ifr_assimetrico_lado05min.csv new file mode 100644 index 0000000..520f578 --- /dev/null +++ b/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v20_ifr_assimetrico_lado05min.csv @@ -0,0 +1,171 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 02/03/2025 +Data Final: 02/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;26/08/2025 17:25:00;27/08/2025 09:10:00;15h45min;1;1;C;148.400,00;148.200,00;192.330,00;No;-40,00;-200,00;1;-40,00;-200,00;0,00;0,00;0,00; - ;-40,00 +WINJ26;09/09/2025 09:00:00;09/09/2025 09:05:00;5min;1;1;V;152.550,00;152.300,00;192.330,00;No;-50,00;-250,00;2;-50,00;-250,00;0,00;0,00;0,00;13d15h;-90,00 +WINJ26;12/09/2025 09:30:00;12/09/2025 09:50:00;20min;1;1;V;152.750,00;152.500,00;192.330,00;Sim;-50,00;-250,00;3;-50,00;-250,00;0,00;0,00;0,00;3d;-140,00 +WINJ26;16/09/2025 15:50:00;18/09/2025 09:50:00;1d18h;1;1;V;155.900,00;154.450,00;192.330,00;Sim;-290,00;-1.450,00;4;-290,00;-1.450,00;0,00;0,00;0,00;4d6h;-430,00 +WINJ26;19/09/2025 10:35:00;22/09/2025 12:25:00;3d1h;1;1;V;154.750,00;156.150,00;192.330,00;Sim;280,00;1.400,00;5;280,00;1.400,00;0,00;0,00;0,00;2d18h;-150,00 +WINJ26;25/09/2025 09:10:00;25/09/2025 09:55:00;45min;1;1;V;156.685,00;157.270,00;192.330,00;Sim;117,00;585,00;6;117,00;585,00;0,00;0,00;0,00;5d22h;-33,00 +WINJ26;25/09/2025 13:25:00;26/09/2025 17:45:00;1d4h;1;1;C;156.680,00;155.405,00;192.330,00;No;-255,00;-1.275,00;7;-255,00;-1.275,00;0,00;0,00;0,00;4h15min;-288,00 +WINJ26;29/09/2025 13:35:00;29/09/2025 14:55:00;1h20min;1;1;V;156.360,00;156.400,00;192.330,00;No;8,00;40,00;8;8,00;40,00;0,00;0,00;0,00;4d;-280,00 +WINJ26;30/09/2025 11:15:00;30/09/2025 11:20:00;5min;1;1;V;156.550,00;156.550,00;192.330,00;Sim;0;0;9;0;0;0,00;0,00;0,00;21h40min;-280,00 +WINJ26;03/10/2025 09:45:00;03/10/2025 11:15:00;1h30min;1;1;C;153.935,00;153.800,00;192.330,00;Sim;-27,00;-135,00;10;-27,00;-135,00;0,00;0,00;0,00;2d22h;-307,00 +WINJ26;13/10/2025 10:20:00;13/10/2025 10:25:00;5min;1;1;C;151.100,00;151.100,00;192.330,00;Sim;0;0;11;0;0;0,00;0,00;0,00;10d;-307,00 +WINJ26;14/10/2025 18:20:00;15/10/2025 11:15:00;16h55min;1;1;C;150.950,00;151.200,00;192.330,00;Sim;50,00;250,00;12;50,00;250,00;0,00;0,00;0,00;1d8h;-257,00 +WINJ26;21/10/2025 09:30:00;21/10/2025 10:50:00;1h20min;1;1;C;153.200,00;152.950,00;192.330,00;No;-50,00;-250,00;13;-50,00;-250,00;0,00;0,00;0,00;6d15h;-307,00 +WINJ26;23/10/2025 10:05:00;23/10/2025 12:45:00;2h40min;1;1;V;153.950,00;154.795,00;192.330,00;No;169,00;845,00;14;169,00;845,00;0,00;0,00;0,00;2d;-138,00 +WINJ26;27/10/2025 12:15:00;27/10/2025 13:25:00;1h10min;1;1;V;155.470,00;155.660,00;192.330,00;Sim;38,00;190,00;15;38,00;190,00;0,00;0,00;0,00;4d2h;-100,00 +WINJ26;30/10/2025 10:55:00;30/10/2025 11:40:00;45min;1;1;C;157.250,00;157.335,00;192.330,00;No;17,00;85,00;16;17,00;85,00;0,00;0,00;0,00;2d22h;-83,00 +WINJ26;30/10/2025 16:05:00;31/10/2025 13:30:00;21h25min;1;1;V;157.700,00;157.295,00;192.330,00;Sim;-81,00;-405,00;17;-81,00;-405,00;0,00;0,00;0,00;5h10min;-164,00 +WINJ26;03/11/2025 12:40:00;04/11/2025 10:00:00;21h20min;1;1;V;158.430,00;158.680,00;192.330,00;Sim;50,00;250,00;18;50,00;250,00;0,00;0,00;0,00;3d20h;-114,00 +WINJ26;04/11/2025 10:15:00;04/11/2025 11:50:00;1h35min;1;1;C;158.540,00;159.000,00;192.330,00;No;92,00;460,00;19;92,00;460,00;0,00;0,00;0,00;21h35min;-22,00 +WINJ26;04/11/2025 14:15:00;04/11/2025 15:25:00;1h10min;1;1;V;158.695,00;158.725,00;192.330,00;Sim;6,00;30,00;20;6,00;30,00;0,00;0,00;0,00;4h;-16,00 +WINJ26;05/11/2025 09:05:00;05/11/2025 10:20:00;1h15min;1;1;V;158.820,00;159.125,00;192.330,00;Sim;61,00;305,00;21;61,00;305,00;0,00;0,00;0,00;18h50min;45,00 +WINJ26;05/11/2025 11:25:00;05/11/2025 13:55:00;2h30min;1;1;V;161.310,00;159.750,00;192.330,00;Sim;-312,00;-1.560,00;22;-312,00;-1.560,00;0,00;0,00;0,00;2h20min;-267,00 +WINJ26;06/11/2025 09:20:00;06/11/2025 15:25:00;6h5min;1;1;V;161.800,00;161.900,00;192.330,00;Sim;20,00;100,00;23;20,00;100,00;0,00;0,00;0,00;21h55min;-247,00 +WINJ26;10/11/2025 10:30:00;11/11/2025 09:20:00;22h50min;1;1;V;164.810,00;162.950,00;192.330,00;Sim;-372,00;-1.860,00;24;-372,00;-1.860,00;0,00;0,00;0,00;4d1h;-619,00 +WINJ26;12/11/2025 11:30:00;12/11/2025 17:25:00;5h55min;1;1;C;166.000,00;165.800,00;192.330,00;No;-40,00;-200,00;25;-40,00;-200,00;0,00;0,00;0,00;2d1h;-659,00 +WINJ26;14/11/2025 18:10:00;17/11/2025 10:35:00;2d16h;1;1;V;165.475,00;165.915,00;192.330,00;Sim;88,00;440,00;26;88,00;440,00;0,00;0,00;0,00;2d6h;-571,00 +WINJ26;17/11/2025 11:45:00;17/11/2025 13:30:00;1h45min;1;1;C;165.655,00;166.000,00;192.330,00;Sim;69,00;345,00;27;69,00;345,00;0,00;0,00;0,00;2d17h;-502,00 +WINJ26;17/11/2025 18:10:00;18/11/2025 10:30:00;16h20min;1;1;C;165.150,00;164.740,00;192.330,00;Sim;-82,00;-410,00;28;-82,00;-410,00;0,00;0,00;0,00;6h25min;-584,00 +WINJ26;21/11/2025 13:25:00;21/11/2025 14:00:00;35min;1;1;C;161.990,00;162.570,00;192.330,00;Sim;116,00;580,00;29;116,00;580,00;0,00;0,00;0,00;3d19h;-468,00 +WINJ26;25/11/2025 10:50:00;25/11/2025 10:55:00;5min;1;1;V;162.935,00;163.000,00;192.330,00;No;13,00;65,00;30;13,00;65,00;0,00;0,00;0,00;3d21h;-455,00 +WINJ26;26/11/2025 13:00:00;26/11/2025 16:35:00;3h35min;1;1;V;166.200,00;165.405,00;192.330,00;Sim;-159,00;-795,00;31;-159,00;-795,00;0,00;0,00;0,00;1d2h;-614,00 +WINJ26;01/12/2025 12:25:00;01/12/2025 13:00:00;35min;1;1;V;166.100,00;166.280,00;192.330,00;Sim;36,00;180,00;32;36,00;180,00;0,00;0,00;0,00;4d23h;-578,00 +WINJ26;02/12/2025 10:10:00;02/12/2025 11:55:00;1h45min;1;1;V;167.500,00;166.580,00;192.330,00;Sim;-184,00;-920,00;33;-184,00;-920,00;0,00;0,00;0,00;21h45min;-762,00 +WINJ26;02/12/2025 17:15:00;03/12/2025 10:45:00;17h30min;1;1;V;169.170,00;168.250,00;192.330,00;Sim;-184,00;-920,00;34;-184,00;-920,00;0,00;0,00;0,00;7h5min;-946,00 +WINJ26;04/12/2025 13:55:00;05/12/2025 11:35:00;21h40min;1;1;V;171.570,00;171.300,00;192.330,00;Sim;-54,00;-270,00;35;-54,00;-270,00;0,00;0,00;0,00;1d20h;-1.000,00 +WINJ26;09/12/2025 13:45:00;10/12/2025 09:00:00;19h15min;1;1;V;165.750,00;164.500,00;192.330,00;No;-250,00;-1.250,00;36;-250,00;-1.250,00;0,00;0,00;0,00;4d23h;-1.250,00 +WINJ26;10/12/2025 09:35:00;10/12/2025 10:25:00;50min;1;1;V;164.850,00;165.705,00;192.330,00;Sim;171,00;855,00;37;171,00;855,00;0,00;0,00;0,00;19h50min;-1.079,00 +WINJ26;10/12/2025 17:30:00;11/12/2025 09:05:00;15h35min;1;1;V;165.195,00;166.200,00;192.330,00;Sim;201,00;1.005,00;38;201,00;1.005,00;0,00;0,00;0,00;7h55min;-878,00 +WINJ26;12/12/2025 12:05:00;12/12/2025 12:20:00;15min;1;1;V;166.900,00;167.300,00;192.330,00;Sim;80,00;400,00;39;80,00;400,00;0,00;0,00;0,00;1d18h;-798,00 +WINJ26;15/12/2025 10:40:00;15/12/2025 13:45:00;3h5min;1;1;V;169.565,00;168.650,00;192.330,00;Sim;-183,00;-915,00;40;-183,00;-915,00;0,00;0,00;0,00;2d22h;-981,00 +WINJ26;17/12/2025 09:15:00;17/12/2025 10:35:00;1h20min;1;1;C;164.810,00;163.000,00;192.330,00;No;-362,00;-1.810,00;41;-362,00;-1.810,00;0,00;0,00;0,00;1d22h;-1.343,00 +WINJ26;18/12/2025 14:35:00;18/12/2025 14:45:00;10min;1;1;C;164.475,00;164.745,00;192.330,00;Sim;54,00;270,00;42;54,00;270,00;0,00;0,00;0,00;1d5h;-1.289,00 +WINJ26;18/12/2025 17:05:00;18/12/2025 17:30:00;25min;1;1;C;164.455,00;164.490,00;192.330,00;Sim;7,00;35,00;43;7,00;35,00;0,00;0,00;0,00;2h30min;-1.282,00 +WINJ26;19/12/2025 12:10:00;19/12/2025 12:45:00;35min;1;1;V;165.475,00;165.645,00;192.330,00;No;34,00;170,00;44;34,00;170,00;0,00;0,00;0,00;19h5min;-1.248,00 +WINJ26;19/12/2025 15:30:00;19/12/2025 16:40:00;1h10min;1;1;C;165.130,00;165.020,00;192.330,00;No;-22,00;-110,00;45;-22,00;-110,00;0,00;0,00;0,00;3h20min;-1.270,00 +WINJ26;22/12/2025 09:10:00;22/12/2025 09:40:00;30min;1;1;V;164.800,00;165.200,00;192.330,00;No;80,00;400,00;46;80,00;400,00;0,00;0,00;0,00;2d17h;-1.190,00 +WINJ26;22/12/2025 11:00:00;22/12/2025 12:10:00;1h10min;1;1;C;164.250,00;163.980,00;192.330,00;Sim;-54,00;-270,00;47;-54,00;-270,00;0,00;0,00;0,00;1h50min;-1.244,00 +WINJ26;22/12/2025 13:25:00;22/12/2025 14:35:00;1h10min;1;1;V;164.320,00;164.215,00;192.330,00;No;-21,00;-105,00;48;-21,00;-105,00;0,00;0,00;0,00;2h25min;-1.265,00 +WINJ26;22/12/2025 15:35:00;22/12/2025 15:40:00;5min;1;1;C;164.200,00;164.315,00;192.330,00;Sim;23,00;115,00;49;23,00;115,00;0,00;0,00;0,00;2h10min;-1.242,00 +WINJ26;23/12/2025 09:05:00;23/12/2025 09:10:00;5min;1;1;C;164.500,00;164.510,00;192.330,00;No;2,00;10,00;50;2,00;10,00;0,00;0,00;0,00;17h30min;-1.240,00 +WINJ26;23/12/2025 12:45:00;23/12/2025 13:55:00;1h10min;1;1;V;166.490,00;166.380,00;192.330,00;Sim;-22,00;-110,00;51;-22,00;-110,00;0,00;0,00;0,00;3h40min;-1.262,00 +WINJ26;26/12/2025 10:30:00;26/12/2025 11:30:00;1h;1;1;C;165.750,00;165.920,00;192.330,00;No;34,00;170,00;52;34,00;170,00;0,00;0,00;0,00;2d21h;-1.228,00 +WINJ26;26/12/2025 15:15:00;26/12/2025 15:20:00;5min;1;1;V;166.480,00;166.500,00;192.330,00;Sim;4,00;20,00;53;4,00;20,00;0,00;0,00;0,00;4h45min;-1.224,00 +WINJ26;29/12/2025 09:25:00;29/12/2025 09:30:00;5min;1;1;V;167.005,00;167.140,00;192.330,00;Sim;27,00;135,00;54;27,00;135,00;0,00;0,00;0,00;2d18h;-1.197,00 +WINJ26;29/12/2025 10:25:00;29/12/2025 11:35:00;1h10min;1;1;C;166.635,00;166.450,00;192.330,00;No;-37,00;-185,00;55;-37,00;-185,00;0,00;0,00;0,00;1h;-1.234,00 +WINJ26;29/12/2025 12:30:00;29/12/2025 13:40:00;1h10min;1;1;C;166.205,00;166.110,00;192.330,00;Sim;-19,00;-95,00;56;-19,00;-95,00;0,00;0,00;0,00;2h5min;-1.253,00 +WINJ26;30/12/2025 13:30:00;30/12/2025 14:40:00;1h10min;1;1;V;167.760,00;167.670,00;192.330,00;Sim;-18,00;-90,00;57;-18,00;-90,00;0,00;0,00;0,00;1d1h;-1.271,00 +WINJ26;30/12/2025 16:00:00;30/12/2025 16:10:00;10min;1;1;C;167.615,00;167.780,00;192.330,00;No;33,00;165,00;58;33,00;165,00;0,00;0,00;0,00;2h30min;-1.238,00 +WINJ26;02/01/2026 09:05:00;02/01/2026 09:10:00;5min;1;1;C;167.910,00;167.585,00;192.330,00;No;-65,00;-325,00;59;-65,00;-325,00;0,00;0,00;0,00;2d17h;-1.303,00 +WINJ26;02/01/2026 10:10:00;02/01/2026 10:20:00;10min;1;1;V;167.635,00;167.810,00;192.330,00;Sim;35,00;175,00;60;35,00;175,00;0,00;0,00;0,00;1h5min;-1.268,00 +WINJ26;02/01/2026 11:15:00;02/01/2026 12:25:00;1h10min;1;1;C;167.135,00;166.325,00;192.330,00;Sim;-162,00;-810,00;61;-162,00;-810,00;0,00;0,00;0,00;1h5min;-1.430,00 +WINJ26;02/01/2026 14:00:00;02/01/2026 15:10:00;1h10min;1;1;C;166.220,00;165.980,00;192.330,00;Sim;-48,00;-240,00;62;-48,00;-240,00;0,00;0,00;0,00;2h45min;-1.478,00 +WINJ26;05/01/2026 09:45:00;05/01/2026 10:05:00;20min;1;1;V;166.320,00;166.515,00;192.330,00;No;39,00;195,00;63;39,00;195,00;0,00;0,00;0,00;2d19h;-1.439,00 +WINJ26;05/01/2026 13:10:00;05/01/2026 14:20:00;1h10min;1;1;V;167.440,00;167.030,00;192.330,00;Sim;-82,00;-410,00;64;-82,00;-410,00;0,00;0,00;0,00;3h25min;-1.521,00 +WINJ26;05/01/2026 16:10:00;05/01/2026 16:55:00;45min;1;1;V;167.635,00;167.750,00;192.330,00;Sim;23,00;115,00;65;23,00;115,00;0,00;0,00;0,00;3h;-1.498,00 +WINJ26;05/01/2026 17:10:00;05/01/2026 17:35:00;25min;1;1;C;167.545,00;167.650,00;192.330,00;No;21,00;105,00;66;21,00;105,00;0,00;0,00;0,00;1h;-1.477,00 +WINJ26;06/01/2026 11:00:00;06/01/2026 11:30:00;30min;1;1;V;169.305,00;169.355,00;192.330,00;Sim;10,00;50,00;67;10,00;50,00;0,00;0,00;0,00;17h50min;-1.467,00 +WINJ26;07/01/2026 10:40:00;07/01/2026 11:50:00;1h10min;1;1;C;168.780,00;167.855,00;192.330,00;No;-185,00;-925,00;68;-185,00;-925,00;0,00;0,00;0,00;23h40min;-1.652,00 +WINJ26;07/01/2026 12:35:00;07/01/2026 12:55:00;20min;1;1;C;167.595,00;167.755,00;192.330,00;Sim;32,00;160,00;69;32,00;160,00;0,00;0,00;0,00;1h55min;-1.620,00 +WINJ26;08/01/2026 10:40:00;08/01/2026 10:55:00;15min;1;1;V;167.565,00;167.855,00;192.330,00;No;58,00;290,00;70;58,00;290,00;0,00;0,00;0,00;22h5min;-1.562,00 +WINJ26;08/01/2026 16:50:00;08/01/2026 17:05:00;15min;1;1;V;167.940,00;168.050,00;192.330,00;Sim;22,00;110,00;71;22,00;110,00;0,00;0,00;0,00;6h10min;-1.540,00 +WINJ26;09/01/2026 09:30:00;09/01/2026 09:55:00;25min;1;1;C;168.050,00;168.100,00;192.330,00;No;10,00;50,00;72;10,00;50,00;0,00;0,00;0,00;16h40min;-1.530,00 +WINJ26;09/01/2026 12:10:00;09/01/2026 12:50:00;40min;1;1;V;169.215,00;169.350,00;192.330,00;Sim;27,00;135,00;73;27,00;135,00;0,00;0,00;0,00;2h40min;-1.503,00 +WINJ26;09/01/2026 15:35:00;09/01/2026 16:45:00;1h10min;1;1;C;169.275,00;169.030,00;192.330,00;No;-49,00;-245,00;74;-49,00;-245,00;0,00;0,00;0,00;3h25min;-1.552,00 +WINJ26;12/01/2026 12:30:00;12/01/2026 13:50:00;1h20min;1;1;V;168.620,00;168.635,00;192.330,00;No;3,00;15,00;75;3,00;15,00;0,00;0,00;0,00;2d20h;-1.549,00 +WINJ26;13/01/2026 09:10:00;13/01/2026 09:15:00;5min;1;1;V;168.290,00;168.430,00;192.330,00;No;28,00;140,00;76;28,00;140,00;0,00;0,00;0,00;20h40min;-1.521,00 +WINJ26;13/01/2026 10:35:00;13/01/2026 10:40:00;5min;1;1;C;167.805,00;167.905,00;192.330,00;Sim;20,00;100,00;77;20,00;100,00;0,00;0,00;0,00;1h25min;-1.501,00 +WINJ26;14/01/2026 11:15:00;14/01/2026 11:35:00;20min;1;1;C;167.705,00;168.225,00;192.330,00;Sim;104,00;520,00;78;104,00;520,00;0,00;0,00;0,00;1d;-1.397,00 +WINJ26;14/01/2026 17:05:00;14/01/2026 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15:05:00;35min;1;1;V;194.340,00;194.525,00;192.330,00;Sim;37,00;185,00;133;37,00;185,00;0,00;0,00;0,00;3h55min;-2.453,00 +WINJ26;11/02/2026 15:20:00;11/02/2026 16:10:00;50min;1;1;C;194.080,00;194.050,00;192.330,00;No;-6,00;-30,00;134;-6,00;-30,00;0,00;0,00;0,00;50min;-2.459,00 +WINJ26;11/02/2026 16:35:00;11/02/2026 16:55:00;20min;1;1;V;194.135,00;194.380,00;192.330,00;No;49,00;245,00;135;49,00;245,00;0,00;0,00;0,00;1h15min;-2.410,00 +WINJ26;12/02/2026 13:40:00;12/02/2026 14:40:00;1h;1;1;C;192.820,00;192.760,00;192.330,00;Sim;-12,00;-60,00;136;-12,00;-60,00;0,00;0,00;0,00;21h5min;-2.422,00 +WINJ26;12/02/2026 15:45:00;12/02/2026 16:10:00;25min;1;1;C;191.565,00;191.835,00;192.330,00;Sim;54,00;270,00;137;54,00;270,00;0,00;0,00;0,00;2h5min;-2.368,00 +WINJ26;13/02/2026 10:25:00;13/02/2026 11:35:00;1h10min;1;1;C;189.085,00;188.415,00;192.330,00;Sim;-134,00;-670,00;138;-134,00;-670,00;0,00;0,00;0,00;18h40min;-2.502,00 +WINJ26;13/02/2026 11:45:00;13/02/2026 12:30:00;45min;1;1;C;188.385,00;188.875,00;192.330,00;Sim;98,00;490,00;139;98,00;490,00;0,00;0,00;0,00;1h20min;-2.404,00 +WINJ26;13/02/2026 14:00:00;13/02/2026 15:10:00;1h10min;1;1;V;189.960,00;189.405,00;192.330,00;No;-111,00;-555,00;140;-111,00;-555,00;0,00;0,00;0,00;2h15min;-2.515,00 +WINJ26;18/02/2026 16:45:00;18/02/2026 17:05:00;20min;1;1;C;189.035,00;189.220,00;192.330,00;No;37,00;185,00;141;37,00;185,00;0,00;0,00;0,00;5d2h;-2.478,00 +WINJ26;19/02/2026 09:40:00;19/02/2026 10:05:00;25min;1;1;V;189.915,00;190.075,00;192.330,00;Sim;32,00;160,00;142;32,00;160,00;0,00;0,00;0,00;16h55min;-2.446,00 +WINJ26;19/02/2026 16:55:00;19/02/2026 17:35:00;40min;1;1;C;191.745,00;192.035,00;192.330,00;No;58,00;290,00;143;58,00;290,00;0,00;0,00;0,00;7h15min;-2.388,00 +WINJ26;20/02/2026 10:40:00;20/02/2026 11:20:00;40min;1;1;C;190.755,00;190.745,00;192.330,00;Sim;-2,00;-10,00;144;-2,00;-10,00;0,00;0,00;0,00;17h45min;-2.390,00 +WINJ26;20/02/2026 12:25:00;20/02/2026 13:25:00;1h;1;1;V;191.905,00;192.020,00;192.330,00;Sim;23,00;115,00;145;23,00;115,00;0,00;0,00;0,00;1h45min;-2.367,00 +WINJ26;20/02/2026 14:35:00;20/02/2026 14:50:00;15min;1;1;C;191.665,00;192.135,00;192.330,00;No;94,00;470,00;146;94,00;470,00;0,00;0,00;0,00;2h10min;-2.273,00 +WINJ26;23/02/2026 10:05:00;23/02/2026 10:10:00;5min;1;1;C;192.910,00;193.150,00;192.330,00;No;48,00;240,00;147;48,00;240,00;0,00;0,00;0,00;2d19h;-2.225,00 +WINJ26;23/02/2026 12:05:00;23/02/2026 12:15:00;10min;1;1;V;193.480,00;194.040,00;192.330,00;Sim;112,00;560,00;148;112,00;560,00;0,00;0,00;0,00;2h;-2.113,00 +WINJ26;23/02/2026 16:25:00;23/02/2026 17:10:00;45min;1;1;C;192.470,00;192.485,00;192.330,00;Sim;3,00;15,00;149;3,00;15,00;0,00;0,00;0,00;4h20min;-2.110,00 +WINJ26;24/02/2026 10:40:00;24/02/2026 10:50:00;10min;1;1;V;193.260,00;193.690,00;192.330,00;No;86,00;430,00;150;86,00;430,00;0,00;0,00;0,00;18h15min;-2.024,00 +WINJ26;24/02/2026 13:20:00;24/02/2026 14:30:00;1h10min;1;1;V;195.235,00;194.785,00;192.330,00;Sim;-90,00;-450,00;151;-90,00;-450,00;0,00;0,00;0,00;2h40min;-2.114,00 +WINJ26;24/02/2026 14:45:00;24/02/2026 14:50:00;5min;1;1;V;194.945,00;195.240,00;192.330,00;Sim;59,00;295,00;152;59,00;295,00;0,00;0,00;0,00;1h25min;-2.055,00 +WINJ26;25/02/2026 09:30:00;25/02/2026 10:05:00;35min;1;1;V;196.035,00;196.370,00;192.330,00;Sim;67,00;335,00;153;67,00;335,00;0,00;0,00;0,00;18h45min;-1.988,00 +WINJ26;25/02/2026 11:05:00;25/02/2026 11:25:00;20min;1;1;C;195.225,00;195.520,00;192.330,00;No;59,00;295,00;154;59,00;295,00;0,00;0,00;0,00;1h35min;-1.929,00 +WINJ26;25/02/2026 16:20:00;25/02/2026 17:30:00;1h10min;1;1;C;194.200,00;194.090,00;192.330,00;Sim;-22,00;-110,00;155;-22,00;-110,00;0,00;0,00;0,00;5h15min;-1.951,00 +WINJ26;25/02/2026 17:55:00;26/02/2026 09:00:00;15h5min;1;1;V;194.005,00;194.345,00;192.330,00;No;68,00;340,00;156;68,00;340,00;0,00;0,00;0,00;1h35min;-1.883,00 +WINJ26;26/02/2026 10:40:00;26/02/2026 11:05:00;25min;1;1;C;194.175,00;194.330,00;192.330,00;Sim;31,00;155,00;157;31,00;155,00;0,00;0,00;0,00;16h45min;-1.852,00 +WINJ26;26/02/2026 12:40:00;26/02/2026 13:00:00;20min;1;1;C;192.980,00;193.370,00;192.330,00;Sim;78,00;390,00;158;78,00;390,00;0,00;0,00;0,00;2h;-1.774,00 +WINJ26;26/02/2026 13:40:00;26/02/2026 13:50:00;10min;1;1;V;193.460,00;193.685,00;192.330,00;No;45,00;225,00;159;45,00;225,00;0,00;0,00;0,00;1h;-1.729,00 +WINJ26;26/02/2026 17:55:00;26/02/2026 18:10:00;15min;1;1;V;194.220,00;194.275,00;192.330,00;Sim;11,00;55,00;160;11,00;55,00;0,00;0,00;0,00;4h15min;-1.718,00 +WINJ26;27/02/2026 11:40:00;27/02/2026 12:00:00;20min;1;1;V;193.065,00;193.645,00;192.330,00;No;116,00;580,00;161;116,00;580,00;0,00;0,00;0,00;17h45min;-1.602,00 +WINJ26;27/02/2026 17:20:00;27/02/2026 17:25:00;5min;1;1;C;192.075,00;192.145,00;192.330,00;Sim;14,00;70,00;162;14,00;70,00;0,00;0,00;0,00;5h40min;-1.588,00 +WINJ26;02/03/2026 09:15:00;02/03/2026 10:25:00;1h10min;1;1;C;191.035,00;190.965,00;192.330,00;Sim;-14,00;-70,00;163;-14,00;-70,00;0,00;0,00;0,00;2d15h;-1.602,00 +WINJ26;02/03/2026 15:20:00;02/03/2026 16:30:00;1h10min;1;1;V;193.100,00;191.985,00;192.330,00;No;-223,00;-1.115,00;164;-223,00;-1.115,00;0,00;0,00;0,00;6h5min;-1.825,00 +WINJ26;02/03/2026 17:20:00; - ; - ;1;0;C;192.225,00;192.345,00;192.345,00;No;24,00;120,00;165;24,00;120,00;0,00;0,00;0,00;2h;-1.801,00 diff --git a/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v20_ifr_assimetrico_lado15min.csv b/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v20_ifr_assimetrico_lado15min.csv new file mode 100644 index 0000000..a7ef813 --- /dev/null +++ b/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v20_ifr_assimetrico_lado15min.csv @@ -0,0 +1,82 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 02/03/2025 +Data Final: 02/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;09/09/2025 09:00:00;12/09/2025 09:45:00;3d;1;1;V;152.750,00;152.300,00;192.330,00;No;-90,00;-450,00;1;-90,00;-450,00;0,00;0,00;0,00; - ;-90,00 +WINJ26;16/09/2025 15:45:00;18/09/2025 11:45:00;1d20h;1;1;V;155.790,00;154.450,00;192.330,00;Sim;-268,00;-1.340,00;2;-268,00;-1.340,00;0,00;0,00;0,00;7d6h;-358,00 +WINJ26;19/09/2025 14:45:00;22/09/2025 12:15:00;2d21h;1;1;V;154.750,00;156.400,00;192.330,00;Sim;330,00;1.650,00;3;330,00;1.650,00;0,00;0,00;0,00;2d23h;-28,00 +WINJ26;25/09/2025 09:15:00;25/09/2025 10:15:00;1h;1;1;V;156.250,00;157.700,00;192.330,00;Sim;290,00;1.450,00;4;290,00;1.450,00;0,00;0,00;0,00;5d18h;262,00 +WINJ26;29/09/2025 13:30:00;30/09/2025 11:00:00;21h30min;1;1;V;156.725,00;156.400,00;192.330,00;No;-65,00;-325,00;5;-65,00;-325,00;0,00;0,00;0,00;4d4h;197,00 +WINJ26;30/09/2025 11:15:00;30/09/2025 11:30:00;15min;1;1;V;156.250,00;156.550,00;192.330,00;Sim;60,00;300,00;6;60,00;300,00;0,00;0,00;0,00;21h45min;257,00 +WINJ26;13/10/2025 10:15:00;13/10/2025 12:45:00;2h30min;1;1;C;151.100,00;151.200,00;192.330,00;No;20,00;100,00;7;20,00;100,00;0,00;0,00;0,00;12d23h;277,00 +WINJ26;15/10/2025 11:15:00;15/10/2025 13:00:00;1h45min;1;1;C;151.200,00;151.200,00;192.330,00;No;0;0;8;0;0;0,00;0,00;0,00;2d1h;277,00 +WINJ26;23/10/2025 12:15:00;23/10/2025 12:45:00;30min;1;1;V;153.950,00;153.700,00;192.330,00;No;-50,00;-250,00;9;-50,00;-250,00;0,00;0,00;0,00;8d1h;227,00 +WINJ26;27/10/2025 12:15:00;28/10/2025 09:15:00;21h;1;1;V;155.400,00;155.660,00;192.330,00;Sim;52,00;260,00;10;52,00;260,00;0,00;0,00;0,00;4d;279,00 +WINJ26;30/10/2025 10:45:00;30/10/2025 11:30:00;45min;1;1;C;157.250,00;157.335,00;192.330,00;No;17,00;85,00;11;17,00;85,00;0,00;0,00;0,00;2d22h;296,00 +WINJ26;31/10/2025 11:30:00;31/10/2025 13:30:00;2h;1;1;V;157.700,00;157.700,00;192.330,00;Sim;0;0;12;0;0;0,00;0,00;0,00;1d;296,00 +WINJ26;03/11/2025 12:30:00;04/11/2025 10:00:00;21h30min;1;1;V;158.430,00;158.680,00;192.330,00;Sim;50,00;250,00;13;50,00;250,00;0,00;0,00;0,00;3d1h;346,00 +WINJ26;11/11/2025 18:15:00;12/11/2025 11:00:00;16h45min;1;1;V;165.880,00;166.390,00;192.330,00;Sim;102,00;510,00;14;102,00;510,00;0,00;0,00;0,00;8d5h;448,00 +WINJ26;14/11/2025 18:00:00;17/11/2025 10:30:00;2d16h;1;1;V;165.475,00;165.915,00;192.330,00;No;88,00;440,00;15;88,00;440,00;0,00;0,00;0,00;2d23h;536,00 +WINJ26;17/11/2025 11:45:00;17/11/2025 13:30:00;1h45min;1;1;C;165.655,00;166.000,00;192.330,00;No;69,00;345,00;16;69,00;345,00;0,00;0,00;0,00;2d17h;605,00 +WINJ26;17/11/2025 18:00:00;18/11/2025 17:15:00;23h15min;1;1;C;165.150,00;164.900,00;192.330,00;Sim;-50,00;-250,00;17;-50,00;-250,00;0,00;0,00;0,00;6h15min;555,00 +WINJ26;19/11/2025 17:15:00;21/11/2025 13:45:00;1d20h;1;1;C;163.590,00;162.410,00;192.330,00;Sim;-236,00;-1.180,00;18;-236,00;-1.180,00;0,00;0,00;0,00;1d23h;319,00 +WINJ26;26/11/2025 10:15:00;26/11/2025 15:45:00;5h30min;1;1;V;166.100,00;164.250,00;192.330,00;No;-370,00;-1.850,00;19;-370,00;-1.850,00;0,00;0,00;0,00;6d17h;-51,00 +WINJ26;27/11/2025 11:15:00;27/11/2025 16:00:00;4h45min;1;1;V;165.810,00;165.940,00;192.330,00;Sim;26,00;130,00;20;26,00;130,00;0,00;0,00;0,00;1d1h;-25,00 +WINJ26;28/11/2025 10:30:00;28/11/2025 16:15:00;5h45min;1;1;V;167.100,00;166.100,00;192.330,00;Sim;-200,00;-1.000,00;21;-200,00;-1.000,00;0,00;0,00;0,00;23h15min;-225,00 +WINJ26;02/12/2025 10:15:00;02/12/2025 16:45:00;6h30min;1;1;V;168.050,00;166.650,00;192.330,00;Sim;-280,00;-1.400,00;22;-280,00;-1.400,00;0,00;0,00;0,00;3d23h;-505,00 +WINJ26;03/12/2025 17:00:00;04/12/2025 12:15:00;19h15min;1;1;V;171.435,00;169.165,00;192.330,00;Sim;-454,00;-2.270,00;23;-454,00;-2.270,00;0,00;0,00;0,00;1d6h;-959,00 +WINJ26;05/12/2025 11:30:00;05/12/2025 13:00:00;1h30min;1;1;V;170.835,00;171.570,00;192.330,00;Sim;147,00;735,00;24;147,00;735,00;0,00;0,00;0,00;1d18h;-812,00 +WINJ26;08/12/2025 09:15:00;08/12/2025 15:30:00;6h15min;1;1;C;166.300,00;165.630,00;192.330,00;No;-134,00;-670,00;25;-134,00;-670,00;0,00;0,00;0,00;2d21h;-946,00 +WINJ26;09/12/2025 12:00:00;09/12/2025 12:30:00;30min;1;1;C;163.700,00;164.900,00;192.330,00;Sim;240,00;1.200,00;26;240,00;1.200,00;0,00;0,00;0,00;1d2h;-706,00 +WINJ26;10/12/2025 10:15:00;10/12/2025 10:30:00;15min;1;1;V;164.850,00;165.030,00;192.330,00;No;36,00;180,00;27;36,00;180,00;0,00;0,00;0,00;22h15min;-670,00 +WINJ26;12/12/2025 12:15:00;12/12/2025 14:00:00;1h45min;1;1;V;166.800,00;166.900,00;192.330,00;Sim;20,00;100,00;28;20,00;100,00;0,00;0,00;0,00;2d2h;-650,00 +WINJ26;15/12/2025 10:30:00;15/12/2025 15:15:00;4h45min;1;1;V;169.100,00;168.650,00;192.330,00;Sim;-90,00;-450,00;29;-90,00;-450,00;0,00;0,00;0,00;2d22h;-740,00 +WINJ26;18/12/2025 14:15:00;18/12/2025 14:30:00;15min;1;1;V;164.180,00;164.200,00;192.330,00;No;4,00;20,00;30;4,00;20,00;0,00;0,00;0,00;3d3h;-736,00 +WINJ26;19/12/2025 12:45:00;19/12/2025 14:30:00;1h45min;1;1;V;165.175,00;165.475,00;192.330,00;Sim;60,00;300,00;31;60,00;300,00;0,00;0,00;0,00;22h30min;-676,00 +WINJ26;19/12/2025 18:15:00;22/12/2025 09:00:00;2d14h;1;1;C;164.910,00;165.430,00;192.330,00;No;104,00;520,00;32;104,00;520,00;0,00;0,00;0,00;5h30min;-572,00 +WINJ26;22/12/2025 12:30:00;22/12/2025 13:30:00;1h;1;1;C;164.025,00;164.315,00;192.330,00;Sim;58,00;290,00;33;58,00;290,00;0,00;0,00;0,00;2d18h;-514,00 +WINJ26;23/12/2025 15:15:00;26/12/2025 09:15:00;2d18h;1;1;V;165.980,00;166.230,00;192.330,00;Sim;50,00;250,00;34;50,00;250,00;0,00;0,00;0,00;1d2h;-464,00 +WINJ26;26/12/2025 10:15:00;26/12/2025 11:45:00;1h30min;1;1;C;165.975,00;166.015,00;192.330,00;No;8,00;40,00;35;8,00;40,00;0,00;0,00;0,00;2d19h;-456,00 +WINJ26;29/12/2025 09:30:00;29/12/2025 10:30:00;1h;1;1;V;166.705,00;167.005,00;192.330,00;Sim;60,00;300,00;36;60,00;300,00;0,00;0,00;0,00;2d23h;-396,00 +WINJ26;29/12/2025 14:30:00;29/12/2025 14:45:00;15min;1;1;C;166.205,00;166.380,00;192.330,00;No;35,00;175,00;37;35,00;175,00;0,00;0,00;0,00;5h;-361,00 +WINJ26;30/12/2025 11:00:00;30/12/2025 12:00:00;1h;1;1;V;167.060,00;167.200,00;192.330,00;Sim;28,00;140,00;38;28,00;140,00;0,00;0,00;0,00;20h30min;-333,00 +WINJ26;02/01/2026 09:15:00;02/01/2026 09:30:00;15min;1;1;C;167.715,00;167.610,00;192.330,00;No;-21,00;-105,00;39;-21,00;-105,00;0,00;0,00;0,00;2d22h;-354,00 +WINJ26;02/01/2026 10:15:00;02/01/2026 10:30:00;15min;1;1;V;167.500,00;167.855,00;192.330,00;Sim;71,00;355,00;40;71,00;355,00;0,00;0,00;0,00;1h;-283,00 +WINJ26;02/01/2026 11:15:00;02/01/2026 14:45:00;3h30min;1;1;C;167.135,00;166.105,00;192.330,00;Sim;-206,00;-1.030,00;41;-206,00;-1.030,00;0,00;0,00;0,00;1h;-489,00 +WINJ26;02/01/2026 16:15:00;05/01/2026 09:15:00;2d17h;1;1;C;166.245,00;166.275,00;192.330,00;Sim;6,00;30,00;42;6,00;30,00;0,00;0,00;0,00;5h;-483,00 +WINJ26;05/01/2026 13:15:00;05/01/2026 16:45:00;3h30min;1;1;V;167.765,00;167.100,00;192.330,00;No;-133,00;-665,00;43;-133,00;-665,00;0,00;0,00;0,00;2d21h;-616,00 +WINJ26;06/01/2026 12:30:00;06/01/2026 16:00:00;3h30min;1;1;V;169.540,00;169.425,00;192.330,00;Sim;-23,00;-115,00;44;-23,00;-115,00;0,00;0,00;0,00;23h15min;-639,00 +WINJ26;07/01/2026 13:30:00;07/01/2026 17:00:00;3h30min;1;1;C;167.830,00;167.690,00;192.330,00;No;-28,00;-140,00;45;-28,00;-140,00;0,00;0,00;0,00;1d1h;-667,00 +WINJ26;08/01/2026 09:30:00;08/01/2026 09:45:00;15min;1;1;C;167.460,00;167.630,00;192.330,00;Sim;34,00;170,00;46;34,00;170,00;0,00;0,00;0,00;20h;-633,00 +WINJ26;08/01/2026 12:00:00;08/01/2026 15:15:00;3h15min;1;1;V;167.775,00;167.765,00;192.330,00;No;-2,00;-10,00;47;-2,00;-10,00;0,00;0,00;0,00;2h30min;-635,00 +WINJ26;12/01/2026 09:15:00;12/01/2026 12:00:00;2h45min;1;1;C;168.975,00;168.425,00;192.330,00;No;-110,00;-550,00;48;-110,00;-550,00;0,00;0,00;0,00;3d21h;-745,00 +WINJ26;13/01/2026 10:45:00;13/01/2026 14:15:00;3h30min;1;1;C;167.910,00;167.355,00;192.330,00;Sim;-111,00;-555,00;49;-111,00;-555,00;0,00;0,00;0,00;1d1h;-856,00 +WINJ26;14/01/2026 12:45:00;14/01/2026 16:15:00;3h30min;1;1;V;169.645,00;168.695,00;192.330,00;Sim;-190,00;-950,00;50;-190,00;-950,00;0,00;0,00;0,00;1d2h;-1.046,00 +WINJ26;15/01/2026 10:45:00;15/01/2026 11:45:00;1h;1;1;V;170.010,00;170.305,00;192.330,00;Sim;59,00;295,00;51;59,00;295,00;0,00;0,00;0,00;22h;-987,00 +WINJ26;16/01/2026 09:30:00;16/01/2026 10:15:00;45min;1;1;V;170.800,00;171.005,00;192.330,00;Sim;41,00;205,00;52;41,00;205,00;0,00;0,00;0,00;22h45min;-946,00 +WINJ26;20/01/2026 10:00:00;20/01/2026 11:15:00;1h15min;1;1;C;169.010,00;169.310,00;192.330,00;No;60,00;300,00;53;60,00;300,00;0,00;0,00;0,00;4d;-886,00 +WINJ26;23/01/2026 09:30:00;23/01/2026 11:45:00;2h15min;1;1;V;180.975,00;181.450,00;192.330,00;Sim;95,00;475,00;54;95,00;475,00;0,00;0,00;0,00;2d23h;-791,00 +WINJ26;23/01/2026 12:45:00;23/01/2026 16:15:00;3h30min;1;1;V;182.900,00;182.130,00;192.330,00;Sim;-154,00;-770,00;55;-154,00;-770,00;0,00;0,00;0,00;3h15min;-945,00 +WINJ26;23/01/2026 18:00:00;26/01/2026 10:30:00;2d16h;1;1;V;183.870,00;184.095,00;192.330,00;Sim;45,00;225,00;56;45,00;225,00;0,00;0,00;0,00;5h15min;-900,00 +WINJ26;29/01/2026 10:15:00;29/01/2026 12:00:00;1h45min;1;1;V;189.110,00;190.750,00;192.330,00;Sim;328,00;1.640,00;57;328,00;1.640,00;0,00;0,00;0,00;5d16h;-572,00 +WINJ26;30/01/2026 16:00:00;02/02/2026 09:00:00;2d17h;1;1;C;186.180,00;184.655,00;192.330,00;No;-305,00;-1.525,00;58;-305,00;-1.525,00;0,00;0,00;0,00;1d5h;-877,00 +WINJ26;03/02/2026 13:30:00;03/02/2026 14:15:00;45min;1;1;V;190.295,00;190.815,00;192.330,00;Sim;104,00;520,00;59;104,00;520,00;0,00;0,00;0,00;3d21h;-773,00 +WINJ26;04/02/2026 17:00:00;04/02/2026 18:15:00;1h15min;1;1;C;185.455,00;186.115,00;192.330,00;Sim;132,00;660,00;60;132,00;660,00;0,00;0,00;0,00;1d3h;-641,00 +WINJ26;06/02/2026 18:15:00;09/02/2026 12:15:00;2d18h;1;1;V;188.255,00;187.040,00;192.330,00;No;-243,00;-1.215,00;61;-243,00;-1.215,00;0,00;0,00;0,00;2d1h;-884,00 +WINJ26;11/02/2026 12:15:00;11/02/2026 15:45:00;3h30min;1;1;V;193.700,00;192.555,00;192.330,00;Sim;-229,00;-1.145,00;62;-229,00;-1.145,00;0,00;0,00;0,00;4d18h;-1.113,00 +WINJ26;12/02/2026 13:45:00;12/02/2026 17:15:00;3h30min;1;1;C;192.755,00;191.975,00;192.330,00;No;-156,00;-780,00;63;-156,00;-780,00;0,00;0,00;0,00;1d1h;-1.269,00 +WINJ26;13/02/2026 12:30:00;13/02/2026 13:30:00;1h;1;1;C;188.875,00;189.405,00;192.330,00;Sim;106,00;530,00;64;106,00;530,00;0,00;0,00;0,00;22h45min;-1.163,00 +WINJ26;18/02/2026 13:30:00;18/02/2026 14:15:00;45min;1;1;V;189.820,00;190.075,00;192.330,00;No;51,00;255,00;65;51,00;255,00;0,00;0,00;0,00;5d1h;-1.112,00 +WINJ26;19/02/2026 10:15:00;19/02/2026 13:45:00;3h30min;1;1;V;192.180,00;189.830,00;192.330,00;No;-470,00;-2.350,00;66;-470,00;-2.350,00;0,00;0,00;0,00;20h45min;-1.582,00 +WINJ26;20/02/2026 11:30:00;20/02/2026 11:45:00;15min;1;1;C;191.115,00;191.325,00;192.330,00;No;42,00;210,00;67;42,00;210,00;0,00;0,00;0,00;1d1h;-1.540,00 +WINJ26;23/02/2026 09:00:00;23/02/2026 09:30:00;30min;1;1;V;192.925,00;193.590,00;192.330,00;Sim;133,00;665,00;68;133,00;665,00;0,00;0,00;0,00;2d21h;-1.407,00 +WINJ26;23/02/2026 12:15:00;23/02/2026 12:45:00;30min;1;1;V;193.005,00;193.480,00;192.330,00;No;95,00;475,00;69;95,00;475,00;0,00;0,00;0,00;3h15min;-1.312,00 +WINJ26;24/02/2026 09:30:00;24/02/2026 13:00:00;3h30min;1;1;V;194.750,00;193.240,00;192.330,00;No;-302,00;-1.510,00;70;-302,00;-1.510,00;0,00;0,00;0,00;21h15min;-1.614,00 +WINJ26;24/02/2026 15:00:00;24/02/2026 17:15:00;2h15min;1;1;V;194.720,00;194.940,00;192.330,00;Sim;44,00;220,00;71;44,00;220,00;0,00;0,00;0,00;5h30min;-1.570,00 +WINJ26;25/02/2026 10:15:00;25/02/2026 10:45:00;30min;1;1;V;195.155,00;195.870,00;192.330,00;Sim;143,00;715,00;72;143,00;715,00;0,00;0,00;0,00;19h15min;-1.427,00 +WINJ26;25/02/2026 17:30:00;25/02/2026 17:45:00;15min;1;1;C;194.090,00;194.555,00;192.330,00;No;93,00;465,00;73;93,00;465,00;0,00;0,00;0,00;7h15min;-1.334,00 +WINJ26;27/02/2026 09:30:00;27/02/2026 12:45:00;3h15min;1;1;C;193.430,00;193.580,00;192.330,00;Sim;30,00;150,00;74;30,00;150,00;0,00;0,00;0,00;1d16h;-1.304,00 +WINJ26;27/02/2026 17:30:00;02/03/2026 11:30:00;2d18h;1;1;C;192.145,00;190.460,00;192.330,00;Sim;-337,00;-1.685,00;75;-337,00;-1.685,00;0,00;0,00;0,00;8h;-1.641,00 +WINJ26;02/03/2026 17:15:00;02/03/2026 17:30:00;15min;1;1;V;192.005,00;191.950,00;192.330,00;No;-11,00;-55,00;76;-11,00;-55,00;0,00;0,00;0,00;2d23h;-1.652,00 diff --git a/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v20_ifr_assimetrico_lado30min.csv b/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v20_ifr_assimetrico_lado30min.csv new file mode 100644 index 0000000..9f45670 --- /dev/null +++ b/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v20_ifr_assimetrico_lado30min.csv @@ -0,0 +1,46 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 02/03/2025 +Data Final: 02/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;27/08/2025 09:00:00;28/08/2025 09:00:00;1d;1;1;C;148.200,00;151.000,00;192.335,00;No;560,00;2.800,00;1;560,00;2.800,00;0,00;0,00;0,00; - ;560,00 +WINJ26;09/09/2025 09:00:00;12/09/2025 11:00:00;3d2h;1;1;V;153.400,00;152.300,00;192.335,00;No;-220,00;-1.100,00;2;-220,00;-1.100,00;0,00;0,00;0,00;13d;340,00 +WINJ26;16/09/2025 15:30:00;18/09/2025 16:30:00;2d1h;1;1;V;155.800,00;154.450,00;192.335,00;Sim;-270,00;-1.350,00;3;-270,00;-1.350,00;0,00;0,00;0,00;7d6h;70,00 +WINJ26;19/09/2025 14:30:00;22/09/2025 12:00:00;2d21h;1;1;V;154.750,00;156.400,00;192.335,00;Sim;330,00;1.650,00;4;330,00;1.650,00;0,00;0,00;0,00;2d23h;400,00 +WINJ26;25/09/2025 10:00:00;25/09/2025 10:30:00;30min;1;1;V;156.000,00;156.250,00;192.335,00;No;50,00;250,00;5;50,00;250,00;0,00;0,00;0,00;5d19h;450,00 +WINJ26;29/09/2025 13:30:00;30/09/2025 12:00:00;22h30min;1;1;V;156.000,00;156.400,00;192.335,00;Sim;80,00;400,00;6;80,00;400,00;0,00;0,00;0,00;4d3h;530,00 +WINJ26;13/10/2025 10:00:00;13/10/2025 15:00:00;5h;1;1;C;151.100,00;151.370,00;192.335,00;No;54,00;270,00;7;54,00;270,00;0,00;0,00;0,00;13d20h;584,00 +WINJ26;15/10/2025 11:00:00;15/10/2025 13:00:00;2h;1;1;C;151.200,00;151.200,00;192.335,00;No;0;0;8;0;0;0,00;0,00;0,00;2d1h;584,00 +WINJ26;20/10/2025 17:00:00;21/10/2025 10:00:00;17h;1;1;V;152.700,00;153.250,00;192.335,00;No;110,00;550,00;9;110,00;550,00;0,00;0,00;0,00;5d6h;694,00 +WINJ26;27/10/2025 12:00:00;29/10/2025 10:00:00;1d22h;1;1;V;156.700,00;155.660,00;192.335,00;Sim;-208,00;-1.040,00;10;-208,00;-1.040,00;0,00;0,00;0,00;6d19h;486,00 +WINJ26;03/11/2025 16:00:00;04/11/2025 10:00:00;18h;1;1;V;158.430,00;158.640,00;192.335,00;Sim;42,00;210,00;11;42,00;210,00;0,00;0,00;0,00;7d4h;528,00 +WINJ26;18/11/2025 10:30:00;18/11/2025 17:00:00;6h30min;1;1;C;164.740,00;164.900,00;192.335,00;No;32,00;160,00;12;32,00;160,00;0,00;0,00;0,00;14d18h;560,00 +WINJ26;21/11/2025 11:00:00;24/11/2025 10:00:00;2d23h;1;1;C;161.780,00;162.450,00;192.335,00;Sim;134,00;670,00;13;134,00;670,00;0,00;0,00;0,00;3d;694,00 +WINJ26;28/11/2025 10:30:00;01/12/2025 09:30:00;2d23h;1;1;V;166.560,00;166.100,00;192.335,00;Sim;-92,00;-460,00;14;-92,00;-460,00;0,00;0,00;0,00;6d23h;602,00 +WINJ26;01/12/2025 11:30:00;01/12/2025 12:00:00;30min;1;1;C;166.100,00;166.560,00;192.335,00;No;92,00;460,00;15;92,00;460,00;0,00;0,00;0,00;3d1h;694,00 +WINJ26;05/12/2025 13:00:00;05/12/2025 13:30:00;30min;1;1;V;168.115,00;170.835,00;192.335,00;Sim;544,00;2.720,00;16;544,00;2.720,00;0,00;0,00;0,00;4d1h;1.238,00 +WINJ26;08/12/2025 09:30:00;08/12/2025 15:30:00;6h;1;1;C;166.180,00;165.630,00;192.335,00;No;-110,00;-550,00;17;-110,00;-550,00;0,00;0,00;0,00;2d20h;1.128,00 +WINJ26;09/12/2025 12:00:00;09/12/2025 17:00:00;5h;1;1;C;163.700,00;165.725,00;192.335,00;Sim;405,00;2.025,00;18;405,00;2.025,00;0,00;0,00;0,00;1d2h;1.533,00 +WINJ26;12/12/2025 13:30:00;15/12/2025 13:00:00;2d23h;1;1;V;169.400,00;166.300,00;192.335,00;No;-620,00;-3.100,00;19;-620,00;-3.100,00;0,00;0,00;0,00;3d1h;913,00 +WINJ26;18/12/2025 14:30:00;18/12/2025 17:00:00;2h30min;1;1;V;164.205,00;164.180,00;192.335,00;No;-5,00;-25,00;20;-5,00;-25,00;0,00;0,00;0,00;6d1h;908,00 +WINJ26;30/12/2025 11:00:00;30/12/2025 18:00:00;7h;1;1;V;167.355,00;167.200,00;192.335,00;Sim;-31,00;-155,00;21;-31,00;-155,00;0,00;0,00;0,00;11d20h;877,00 +WINJ26;02/01/2026 16:30:00;05/01/2026 09:30:00;2d17h;1;1;C;166.230,00;166.655,00;192.335,00;No;85,00;425,00;22;85,00;425,00;0,00;0,00;0,00;3d5h;962,00 +WINJ26;06/01/2026 16:30:00;07/01/2026 10:00:00;17h30min;1;1;V;168.900,00;169.185,00;192.335,00;Sim;57,00;285,00;23;57,00;285,00;0,00;0,00;0,00;4d;1.019,00 +WINJ26;09/01/2026 09:30:00;09/01/2026 16:30:00;7h;1;1;V;169.035,00;168.050,00;192.335,00;No;-197,00;-985,00;24;-197,00;-985,00;0,00;0,00;0,00;2d17h;822,00 +WINJ26;12/01/2026 12:00:00;12/01/2026 12:30:00;30min;1;1;C;168.425,00;168.635,00;192.335,00;No;42,00;210,00;25;42,00;210,00;0,00;0,00;0,00;3d2h;864,00 +WINJ26;13/01/2026 11:30:00;14/01/2026 09:00:00;21h30min;1;1;C;167.935,00;167.305,00;192.335,00;Sim;-126,00;-630,00;26;-126,00;-630,00;0,00;0,00;0,00;23h30min;738,00 +WINJ26;15/01/2026 17:00:00;16/01/2026 11:00:00;18h;1;1;V;170.060,00;170.755,00;192.335,00;Sim;139,00;695,00;27;139,00;695,00;0,00;0,00;0,00;2d5h;877,00 +WINJ26;20/01/2026 10:00:00;20/01/2026 12:00:00;2h;1;1;C;169.010,00;170.520,00;192.335,00;No;302,00;1.510,00;28;302,00;1.510,00;0,00;0,00;0,00;4d17h;1.179,00 +WINJ26;23/01/2026 15:00:00;26/01/2026 11:00:00;2d20h;1;1;V;183.135,00;181.920,00;192.335,00;Sim;-243,00;-1.215,00;29;-243,00;-1.215,00;0,00;0,00;0,00;3d5h;936,00 +WINJ26;27/01/2026 15:00:00;28/01/2026 09:00:00;18h;1;1;V;187.620,00;187.170,00;192.335,00;Sim;-90,00;-450,00;30;-90,00;-450,00;0,00;0,00;0,00;4d;846,00 +WINJ26;28/01/2026 12:30:00;28/01/2026 16:00:00;3h30min;1;1;V;187.955,00;188.475,00;192.335,00;Sim;104,00;520,00;31;104,00;520,00;0,00;0,00;0,00;21h30min;950,00 +WINJ26;29/01/2026 13:30:00;30/01/2026 11:00:00;21h30min;1;1;C;187.690,00;187.585,00;192.335,00;No;-21,00;-105,00;32;-21,00;-105,00;0,00;0,00;0,00;1d1h;929,00 +WINJ26;03/02/2026 14:30:00;03/02/2026 15:30:00;1h;1;1;V;189.500,00;190.200,00;192.335,00;Sim;140,00;700,00;33;140,00;700,00;0,00;0,00;0,00;5d1h;1.069,00 +WINJ26;09/02/2026 10:30:00;09/02/2026 17:30:00;7h;1;1;V;190.370,00;187.640,00;192.335,00;No;-546,00;-2.730,00;34;-546,00;-2.730,00;0,00;0,00;0,00;5d20h;523,00 +WINJ26;10/02/2026 09:30:00;10/02/2026 15:30:00;6h;1;1;V;189.705,00;189.915,00;192.335,00;Sim;42,00;210,00;35;42,00;210,00;0,00;0,00;0,00;23h;565,00 +WINJ26;11/02/2026 17:00:00;12/02/2026 09:30:00;16h30min;1;1;V;193.200,00;193.990,00;192.335,00;Sim;158,00;790,00;36;158,00;790,00;0,00;0,00;0,00;1d7h;723,00 +WINJ26;13/02/2026 13:30:00;13/02/2026 16:00:00;2h30min;1;1;C;189.405,00;190.145,00;192.335,00;No;148,00;740,00;37;148,00;740,00;0,00;0,00;0,00;1d20h;871,00 +WINJ26;23/02/2026 12:30:00;23/02/2026 13:00:00;30min;1;1;V;192.475,00;193.325,00;192.335,00;No;170,00;850,00;38;170,00;850,00;0,00;0,00;0,00;9d23h;1.041,00 +WINJ26;25/02/2026 10:30:00;25/02/2026 12:00:00;1h30min;1;1;V;194.525,00;195.645,00;192.335,00;Sim;224,00;1.120,00;39;224,00;1.120,00;0,00;0,00;0,00;1d22h;1.265,00 +WINJ26;26/02/2026 13:00:00;26/02/2026 16:30:00;3h30min;1;1;C;193.370,00;194.010,00;192.335,00;No;128,00;640,00;40;128,00;640,00;0,00;0,00;0,00;1d2h;1.393,00 diff --git a/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v20_ifr_assimetrico_lado60min.csv b/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v20_ifr_assimetrico_lado60min.csv new file mode 100644 index 0000000..5757fdf --- /dev/null +++ b/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v20_ifr_assimetrico_lado60min.csv @@ -0,0 +1,31 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 02/03/2025 +Data Final: 02/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;27/08/2025 09:00:00;28/08/2025 09:00:00;1d;1;1;C;148.200,00;151.000,00;192.325,00;No;560,00;2.800,00;1;560,00;2.800,00;0,00;0,00;0,00; - ;560,00 +WINJ26;09/09/2025 09:00:00;12/09/2025 11:00:00;3d2h;1;1;V;153.400,00;152.300,00;192.325,00;No;-220,00;-1.100,00;2;-220,00;-1.100,00;0,00;0,00;0,00;13d;340,00 +WINJ26;16/09/2025 15:00:00;18/09/2025 18:00:00;2d3h;1;1;V;156.150,00;154.450,00;192.325,00;Sim;-340,00;-1.700,00;3;-340,00;-1.700,00;0,00;0,00;0,00;7d6h;0,00 +WINJ26;22/09/2025 11:00:00;22/09/2025 12:00:00;1h;1;1;V;154.750,00;154.500,00;192.325,00;Sim;-50,00;-250,00;4;-50,00;-250,00;0,00;0,00;0,00;5d20h;-50,00 +WINJ26;25/09/2025 10:00:00;25/09/2025 11:00:00;1h;1;1;V;155.750,00;156.250,00;192.325,00;Sim;100,00;500,00;5;100,00;500,00;0,00;0,00;0,00;2d23h;50,00 +WINJ26;29/09/2025 13:00:00;30/09/2025 12:00:00;23h;1;1;V;156.000,00;156.400,00;192.325,00;Sim;80,00;400,00;6;80,00;400,00;0,00;0,00;0,00;4d3h;130,00 +WINJ26;13/10/2025 10:00:00;14/10/2025 18:00:00;1d8h;1;1;C;151.100,00;151.000,00;192.325,00;No;-20,00;-100,00;7;-20,00;-100,00;0,00;0,00;0,00;13d21h;110,00 +WINJ26;23/10/2025 18:00:00;28/10/2025 14:00:00;4d20h;1;1;V;156.200,00;154.600,00;192.325,00;No;-320,00;-1.600,00;8;-320,00;-1.600,00;0,00;0,00;0,00;10d8h;-210,00 +WINJ26;04/11/2025 10:00:00;05/11/2025 16:00:00;1d6h;1;1;V;161.425,00;158.430,00;192.325,00;Sim;-599,00;-2.995,00;9;-599,00;-2.995,00;0,00;0,00;0,00;11d16h;-809,00 +WINJ26;18/11/2025 11:00:00;21/11/2025 12:00:00;3d1h;1;1;C;164.500,00;162.180,00;192.325,00;No;-464,00;-2.320,00;10;-464,00;-2.320,00;0,00;0,00;0,00;14d1h;-1.273,00 +WINJ26;05/12/2025 13:00:00;05/12/2025 14:00:00;1h;1;1;V;168.900,00;170.835,00;192.325,00;Sim;387,00;1.935,00;11;387,00;1.935,00;0,00;0,00;0,00;17d2h;-886,00 +WINJ26;12/12/2025 13:00:00;16/12/2025 09:00:00;3d20h;1;1;V;168.995,00;166.300,00;192.325,00;No;-539,00;-2.695,00;12;-539,00;-2.695,00;0,00;0,00;0,00;7d;-1.425,00 +WINJ26;18/12/2025 11:00:00;18/12/2025 13:00:00;2h;1;1;C;163.735,00;164.805,00;192.325,00;Sim;214,00;1.070,00;13;214,00;1.070,00;0,00;0,00;0,00;5d22h;-1.211,00 +WINJ26;26/12/2025 10:00:00;26/12/2025 11:00:00;1h;1;1;V;165.420,00;165.700,00;192.325,00;No;56,00;280,00;14;56,00;280,00;0,00;0,00;0,00;7d23h;-1.155,00 +WINJ26;29/12/2025 10:00:00;29/12/2025 13:00:00;3h;1;1;V;166.250,00;166.885,00;192.325,00;Sim;127,00;635,00;15;127,00;635,00;0,00;0,00;0,00;3d;-1.028,00 +WINJ26;30/12/2025 11:00:00;02/01/2026 11:00:00;3d;1;1;V;166.705,00;167.200,00;192.325,00;Sim;99,00;495,00;16;99,00;495,00;0,00;0,00;0,00;1d1h;-929,00 +WINJ26;07/01/2026 10:00:00;07/01/2026 11:00:00;1h;1;1;V;168.330,00;168.900,00;192.325,00;Sim;114,00;570,00;17;114,00;570,00;0,00;0,00;0,00;7d23h;-815,00 +WINJ26;14/01/2026 10:00:00;14/01/2026 11:00:00;1h;1;1;C;168.200,00;168.220,00;192.325,00;No;4,00;20,00;18;4,00;20,00;0,00;0,00;0,00;7d;-811,00 +WINJ26;26/01/2026 11:00:00;27/01/2026 15:00:00;1d4h;1;1;V;187.170,00;183.135,00;192.325,00;Sim;-807,00;-4.035,00;19;-807,00;-4.035,00;0,00;0,00;0,00;12d1h;-1.618,00 +WINJ26;29/01/2026 12:00:00;29/01/2026 13:00:00;1h;1;1;V;186.785,00;189.110,00;192.325,00;Sim;465,00;2.325,00;20;465,00;2.325,00;0,00;0,00;0,00;3d1h;-1.153,00 +WINJ26;03/02/2026 15:00:00;04/02/2026 10:00:00;19h;1;1;V;188.980,00;189.980,00;192.325,00;Sim;200,00;1.000,00;21;200,00;1.000,00;0,00;0,00;0,00;5d3h;-953,00 +WINJ26;10/02/2026 10:00:00;11/02/2026 14:00:00;1d4h;1;1;V;194.690,00;189.645,00;192.325,00;No;-1.009,00;-5.045,00;22;-1.009,00;-5.045,00;0,00;0,00;0,00;6d19h;-1.962,00 +WINJ26;23/02/2026 10:00:00;23/02/2026 14:00:00;4h;1;1;V;192.345,00;192.560,00;192.325,00;Sim;43,00;215,00;23;43,00;215,00;0,00;0,00;0,00;13d;-1.919,00 +WINJ26;25/02/2026 11:00:00;25/02/2026 16:00:00;5h;1;1;V;194.310,00;194.965,00;192.325,00;Sim;131,00;655,00;24;131,00;655,00;0,00;0,00;0,00;2d1h;-1.788,00 +WINJ26;27/02/2026 16:00:00;02/03/2026 17:00:00;3d1h;1;1;C;192.845,00;192.895,00;192.325,00;No;10,00;50,00;25;10,00;50,00;0,00;0,00;0,00;2d5h;-1.778,00 diff --git a/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v23_dupla_confirmacao02min.csv b/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v23_dupla_confirmacao02min.csv new file mode 100644 index 0000000..02a5318 --- /dev/null +++ b/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v23_dupla_confirmacao02min.csv @@ -0,0 +1,43 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 02/03/2025 +Data Final: 02/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;26/12/2025 09:10:00;26/12/2025 09:34:00;24min;1;1;C;165.870,00;165.600,00;192.210,00;No;-54,00;-270,00;1;-54,00;-270,00;0,00;0,00;0,00; - ;-54,00 +WINJ26;06/01/2026 09:58:00;06/01/2026 10:22:00;24min;1;1;V;169.370,00;168.775,00;192.210,00;No;-119,00;-595,00;2;-119,00;-595,00;0,00;0,00;0,00;11d;-173,00 +WINJ26;06/01/2026 11:36:00;06/01/2026 11:38:00;2min;1;1;C;169.290,00;169.445,00;192.210,00;No;31,00;155,00;3;31,00;155,00;0,00;0,00;0,00;1h38min;-142,00 +WINJ26;06/01/2026 16:48:00;06/01/2026 17:12:00;24min;1;1;C;169.130,00;169.195,00;192.210,00;Sim;13,00;65,00;4;13,00;65,00;0,00;0,00;0,00;5h12min;-129,00 +WINJ26;09/01/2026 14:10:00;09/01/2026 14:40:00;30min;1;1;V;169.550,00;169.550,00;192.210,00;Sim;0;0;5;0;0;0,00;0,00;0,00;2d21h;-129,00 +WINJ26;13/01/2026 11:14:00;13/01/2026 11:16:00;2min;1;1;V;167.750,00;167.895,00;192.210,00;No;29,00;145,00;6;29,00;145,00;0,00;0,00;0,00;3d21h;-100,00 +WINJ26;13/01/2026 12:32:00;13/01/2026 12:42:00;10min;1;1;C;167.115,00;167.210,00;192.210,00;Sim;19,00;95,00;7;19,00;95,00;0,00;0,00;0,00;1h18min;-81,00 +WINJ26;14/01/2026 09:40:00;14/01/2026 10:04:00;24min;1;1;V;168.100,00;168.050,00;192.210,00;Sim;-10,00;-50,00;8;-10,00;-50,00;0,00;0,00;0,00;21h8min;-91,00 +WINJ26;15/01/2026 12:38:00;15/01/2026 13:00:00;22min;1;1;V;170.500,00;170.495,00;192.210,00;Sim;-1,00;-5,00;9;-1,00;-5,00;0,00;0,00;0,00;1d2h;-92,00 +WINJ26;16/01/2026 11:12:00;16/01/2026 11:36:00;24min;1;1;C;170.050,00;169.615,00;192.210,00;No;-87,00;-435,00;10;-87,00;-435,00;0,00;0,00;0,00;22h34min;-179,00 +WINJ26;20/01/2026 09:36:00;20/01/2026 09:46:00;10min;1;1;C;168.420,00;168.535,00;192.210,00;Sim;23,00;115,00;11;23,00;115,00;0,00;0,00;0,00;3d22h;-156,00 +WINJ26;20/01/2026 10:26:00;20/01/2026 10:30:00;4min;1;1;V;168.895,00;169.135,00;192.210,00;No;48,00;240,00;12;48,00;240,00;0,00;0,00;0,00;50min;-108,00 +WINJ26;21/01/2026 11:54:00;21/01/2026 12:18:00;24min;1;1;V;174.700,00;174.600,00;192.210,00;Sim;-20,00;-100,00;13;-20,00;-100,00;0,00;0,00;0,00;1d1h;-128,00 +WINJ26;21/01/2026 13:38:00;21/01/2026 13:56:00;18min;1;1;V;174.945,00;174.990,00;192.210,00;Sim;9,00;45,00;14;9,00;45,00;0,00;0,00;0,00;1h44min;-119,00 +WINJ26;21/01/2026 17:18:00;21/01/2026 17:42:00;24min;1;1;V;176.800,00;176.620,00;192.210,00;Sim;-36,00;-180,00;15;-36,00;-180,00;0,00;0,00;0,00;3h40min;-155,00 +WINJ26;21/01/2026 18:02:00;21/01/2026 18:12:00;10min;1;1;V;176.820,00;177.100,00;192.210,00;Sim;56,00;280,00;16;56,00;280,00;0,00;0,00;0,00;44min;-99,00 +WINJ26;23/01/2026 09:16:00;23/01/2026 09:18:00;2min;1;1;V;181.370,00;181.800,00;192.210,00;Sim;86,00;430,00;17;86,00;430,00;0,00;0,00;0,00;1d15h;-13,00 +WINJ26;23/01/2026 11:26:00;23/01/2026 11:28:00;2min;1;1;C;181.030,00;181.325,00;192.210,00;No;59,00;295,00;18;59,00;295,00;0,00;0,00;0,00;2h10min;46,00 +WINJ26;30/01/2026 13:10:00;30/01/2026 13:36:00;26min;1;1;C;187.560,00;187.500,00;192.210,00;No;-12,00;-60,00;19;-12,00;-60,00;0,00;0,00;0,00;7d1h;34,00 +WINJ26;30/01/2026 17:20:00;30/01/2026 17:26:00;6min;1;1;C;185.670,00;185.795,00;192.210,00;Sim;25,00;125,00;20;25,00;125,00;0,00;0,00;0,00;4h10min;59,00 +WINJ26;02/02/2026 18:02:00;03/02/2026 09:00:00;14h58min;1;1;V;188.195,00;187.400,00;192.210,00;Sim;-159,00;-795,00;21;-159,00;-795,00;0,00;0,00;0,00;3d;-100,00 +WINJ26;03/02/2026 09:26:00;03/02/2026 09:50:00;24min;1;1;V;189.890,00;189.085,00;192.210,00;Sim;-161,00;-805,00;22;-161,00;-805,00;0,00;0,00;0,00;15h24min;-261,00 +WINJ26;06/02/2026 17:26:00;06/02/2026 17:40:00;14min;1;1;V;187.165,00;187.180,00;192.210,00;No;3,00;15,00;23;3,00;15,00;0,00;0,00;0,00;3d8h;-258,00 +WINJ26;09/02/2026 17:56:00;09/02/2026 18:02:00;6min;1;1;V;190.635,00;190.630,00;192.210,00;Sim;-1,00;-5,00;24;-1,00;-5,00;0,00;0,00;0,00;3d;-259,00 +WINJ26;11/02/2026 11:42:00;11/02/2026 11:50:00;8min;1;1;V;193.275,00;193.415,00;192.210,00;Sim;28,00;140,00;25;28,00;140,00;0,00;0,00;0,00;1d17h;-231,00 +WINJ26;11/02/2026 13:26:00;11/02/2026 13:50:00;24min;1;1;V;194.545,00;193.950,00;192.210,00;Sim;-119,00;-595,00;26;-119,00;-595,00;0,00;0,00;0,00;1h44min;-350,00 +WINJ26;11/02/2026 17:26:00;11/02/2026 17:28:00;2min;1;1;C;193.840,00;194.025,00;192.210,00;No;37,00;185,00;27;37,00;185,00;0,00;0,00;0,00;4h;-313,00 +WINJ26;12/02/2026 13:34:00;12/02/2026 13:38:00;4min;1;1;C;192.545,00;192.905,00;192.210,00;Sim;72,00;360,00;28;72,00;360,00;0,00;0,00;0,00;20h8min;-241,00 +WINJ26;18/02/2026 13:00:00;18/02/2026 13:16:00;16min;1;1;V;190.390,00;190.460,00;192.210,00;No;14,00;70,00;29;14,00;70,00;0,00;0,00;0,00;5d23h;-227,00 +WINJ26;19/02/2026 12:22:00;19/02/2026 12:46:00;24min;1;1;V;192.010,00;191.225,00;192.210,00;Sim;-157,00;-785,00;30;-157,00;-785,00;0,00;0,00;0,00;23h22min;-384,00 +WINJ26;20/02/2026 14:34:00;20/02/2026 14:40:00;6min;1;1;C;191.685,00;191.860,00;192.210,00;Sim;35,00;175,00;31;35,00;175,00;0,00;0,00;0,00;1d2h;-349,00 +WINJ26;20/02/2026 17:24:00;20/02/2026 17:30:00;6min;1;1;V;194.065,00;194.225,00;192.210,00;Sim;32,00;160,00;32;32,00;160,00;0,00;0,00;0,00;2h50min;-317,00 +WINJ26;24/02/2026 09:22:00;24/02/2026 09:30:00;8min;1;1;V;193.240,00;193.585,00;192.210,00;No;69,00;345,00;33;69,00;345,00;0,00;0,00;0,00;3d15h;-248,00 +WINJ26;24/02/2026 15:02:00;24/02/2026 15:26:00;24min;1;1;C;195.005,00;194.925,00;192.210,00;No;-16,00;-80,00;34;-16,00;-80,00;0,00;0,00;0,00;5h40min;-264,00 +WINJ26;26/02/2026 12:30:00;26/02/2026 12:38:00;8min;1;1;C;192.665,00;192.840,00;192.210,00;Sim;35,00;175,00;35;35,00;175,00;0,00;0,00;0,00;1d21h;-229,00 +WINJ26;26/02/2026 15:48:00;26/02/2026 16:12:00;24min;1;1;V;193.995,00;193.760,00;192.210,00;Sim;-47,00;-235,00;36;-47,00;-235,00;0,00;0,00;0,00;3h18min;-276,00 +WINJ26;27/02/2026 11:38:00;27/02/2026 11:42:00;4min;1;1;V;193.335,00;193.610,00;192.210,00;No;55,00;275,00;37;55,00;275,00;0,00;0,00;0,00;19h50min;-221,00 diff --git a/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v23_dupla_confirmacao05min.csv b/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v23_dupla_confirmacao05min.csv new file mode 100644 index 0000000..d808789 --- /dev/null +++ b/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v23_dupla_confirmacao05min.csv @@ -0,0 +1,29 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 02/03/2025 +Data Final: 02/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;09/09/2025 09:00:00;09/09/2025 09:05:00;5min;1;1;V;152.550,00;152.300,00;192.190,00;No;-50,00;-250,00;1;-50,00;-250,00;0,00;0,00;0,00; - ;-50,00 +WINJ26;12/11/2025 17:00:00;12/11/2025 17:25:00;25min;1;1;C;165.750,00;165.800,00;192.190,00;No;10,00;50,00;2;10,00;50,00;0,00;0,00;0,00;2m2d8h;-40,00 +WINJ26;03/12/2025 11:35:00;04/12/2025 10:15:00;22h40min;1;1;V;170.090,00;169.000,00;192.190,00;Sim;-218,00;-1.090,00;3;-218,00;-1.090,00;0,00;0,00;0,00;20d18h;-258,00 +WINJ26;05/12/2025 09:05:00;05/12/2025 11:35:00;2h30min;1;1;V;171.570,00;172.000,00;192.190,00;Sim;86,00;430,00;4;86,00;430,00;0,00;0,00;0,00;1d21h;-172,00 +WINJ26;17/12/2025 09:15:00;17/12/2025 10:25:00;1h10min;1;1;C;164.810,00;163.360,00;192.190,00;Sim;-290,00;-1.450,00;5;-290,00;-1.450,00;0,00;0,00;0,00;12d;-462,00 +WINJ26;23/12/2025 12:45:00;23/12/2025 13:30:00;45min;1;1;V;166.345,00;166.380,00;192.190,00;No;7,00;35,00;6;7,00;35,00;0,00;0,00;0,00;6d3h;-455,00 +WINJ26;05/01/2026 13:10:00;05/01/2026 14:10:00;1h;1;1;V;167.455,00;167.030,00;192.190,00;Sim;-85,00;-425,00;7;-85,00;-425,00;0,00;0,00;0,00;13d;-540,00 +WINJ26;07/01/2026 12:35:00;07/01/2026 12:50:00;15min;1;1;C;167.595,00;167.725,00;192.190,00;No;26,00;130,00;8;26,00;130,00;0,00;0,00;0,00;1d23h;-514,00 +WINJ26;08/01/2026 09:15:00;08/01/2026 09:20:00;5min;1;1;C;167.350,00;167.500,00;192.190,00;Sim;30,00;150,00;9;30,00;150,00;0,00;0,00;0,00;20h40min;-484,00 +WINJ26;12/01/2026 10:15:00;12/01/2026 11:15:00;1h;1;1;C;168.255,00;167.890,00;192.190,00;No;-73,00;-365,00;10;-73,00;-365,00;0,00;0,00;0,00;4d1h;-557,00 +WINJ26;15/01/2026 14:25:00;15/01/2026 15:25:00;1h;1;1;V;171.245,00;170.715,00;192.190,00;Sim;-106,00;-530,00;11;-106,00;-530,00;0,00;0,00;0,00;3d4h;-663,00 +WINJ26;16/01/2026 12:50:00;16/01/2026 13:30:00;40min;1;1;C;169.500,00;169.625,00;192.190,00;No;25,00;125,00;12;25,00;125,00;0,00;0,00;0,00;22h25min;-638,00 +WINJ26;19/01/2026 09:15:00;19/01/2026 09:25:00;10min;1;1;C;169.330,00;169.495,00;192.190,00;Sim;33,00;165,00;13;33,00;165,00;0,00;0,00;0,00;2d20h;-605,00 +WINJ26;23/01/2026 17:35:00;23/01/2026 17:55:00;20min;1;1;V;183.955,00;184.630,00;192.190,00;Sim;135,00;675,00;14;135,00;675,00;0,00;0,00;0,00;4d8h;-470,00 +WINJ26;29/01/2026 09:30:00;29/01/2026 10:10:00;40min;1;1;V;190.880,00;191.020,00;192.190,00;Sim;28,00;140,00;15;28,00;140,00;0,00;0,00;0,00;5d15h;-442,00 +WINJ26;30/01/2026 09:20:00;30/01/2026 10:20:00;1h;1;1;C;187.580,00;187.790,00;192.190,00;No;42,00;210,00;16;42,00;210,00;0,00;0,00;0,00;23h50min;-400,00 +WINJ26;04/02/2026 12:10:00;04/02/2026 13:10:00;1h;1;1;C;187.700,00;186.810,00;192.190,00;No;-178,00;-890,00;17;-178,00;-890,00;0,00;0,00;0,00;5d2h;-578,00 +WINJ26;09/02/2026 17:20:00;09/02/2026 18:20:00;1h;1;1;V;190.475,00;190.445,00;192.190,00;No;-6,00;-30,00;18;-6,00;-30,00;0,00;0,00;0,00;5d5h;-584,00 +WINJ26;11/02/2026 10:10:00;11/02/2026 11:10:00;1h;1;1;V;193.180,00;191.995,00;192.190,00;Sim;-237,00;-1.185,00;19;-237,00;-1.185,00;0,00;0,00;0,00;1d16h;-821,00 +WINJ26;23/02/2026 12:05:00;23/02/2026 12:15:00;10min;1;1;V;193.480,00;194.040,00;192.190,00;Sim;112,00;560,00;20;112,00;560,00;0,00;0,00;0,00;12d1h;-709,00 +WINJ26;24/02/2026 09:25:00;24/02/2026 10:25:00;1h;1;1;V;193.535,00;193.475,00;192.190,00;No;-12,00;-60,00;21;-12,00;-60,00;0,00;0,00;0,00;21h20min;-721,00 +WINJ26;25/02/2026 16:20:00;25/02/2026 17:20:00;1h;1;1;C;194.200,00;194.095,00;192.190,00;No;-21,00;-105,00;22;-21,00;-105,00;0,00;0,00;0,00;1d6h;-742,00 +WINJ26;02/03/2026 09:15:00;02/03/2026 10:15:00;1h;1;1;C;191.035,00;190.225,00;192.190,00;Sim;-162,00;-810,00;23;-162,00;-810,00;0,00;0,00;0,00;4d16h;-904,00 diff --git a/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v23_dupla_confirmacao15min.csv b/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v23_dupla_confirmacao15min.csv new file mode 100644 index 0000000..13fea93 --- /dev/null +++ b/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v23_dupla_confirmacao15min.csv @@ -0,0 +1,22 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 02/03/2025 +Data Final: 02/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;06/11/2025 13:45:00;07/11/2025 10:00:00;20h15min;1;1;V;161.250,00;162.000,00;192.175,00;No;150,00;750,00;1;150,00;750,00;0,00;0,00;0,00; - ;150,00 +WINJ26;21/11/2025 09:45:00;21/11/2025 14:30:00;4h45min;1;1;C;162.930,00;162.635,00;192.175,00;No;-59,00;-295,00;2;-59,00;-295,00;0,00;0,00;0,00;14d20h;91,00 +WINJ26;27/11/2025 11:15:00;27/11/2025 16:00:00;4h45min;1;1;V;165.810,00;165.940,00;192.175,00;Sim;26,00;130,00;3;26,00;130,00;0,00;0,00;0,00;6d1h;117,00 +WINJ26;05/12/2025 11:30:00;05/12/2025 13:00:00;1h30min;1;1;V;170.835,00;171.570,00;192.175,00;Sim;147,00;735,00;4;147,00;735,00;0,00;0,00;0,00;8d;264,00 +WINJ26;12/12/2025 12:15:00;12/12/2025 13:30:00;1h15min;1;1;V;166.300,00;166.900,00;192.175,00;No;120,00;600,00;5;120,00;600,00;0,00;0,00;0,00;7d;384,00 +WINJ26;17/12/2025 11:30:00;17/12/2025 14:30:00;3h;1;1;C;163.775,00;163.605,00;192.175,00;No;-34,00;-170,00;6;-34,00;-170,00;0,00;0,00;0,00;4d23h;350,00 +WINJ26;19/12/2025 18:15:00;22/12/2025 09:00:00;2d14h;1;1;C;164.910,00;165.430,00;192.175,00;No;104,00;520,00;7;104,00;520,00;0,00;0,00;0,00;2d6h;454,00 +WINJ26;29/12/2025 09:30:00;29/12/2025 10:30:00;1h;1;1;V;166.705,00;167.005,00;192.175,00;Sim;60,00;300,00;8;60,00;300,00;0,00;0,00;0,00;9d15h;514,00 +WINJ26;15/01/2026 16:15:00;15/01/2026 17:00:00;45min;1;1;V;170.755,00;171.050,00;192.175,00;Sim;59,00;295,00;9;59,00;295,00;0,00;0,00;0,00;17d6h;573,00 +WINJ26;20/01/2026 10:00:00;20/01/2026 11:15:00;1h15min;1;1;C;169.010,00;169.310,00;192.175,00;No;60,00;300,00;10;60,00;300,00;0,00;0,00;0,00;4d17h;633,00 +WINJ26;23/01/2026 18:00:00;26/01/2026 10:30:00;2d16h;1;1;V;183.870,00;184.095,00;192.175,00;Sim;45,00;225,00;11;45,00;225,00;0,00;0,00;0,00;3d8h;678,00 +WINJ26;27/01/2026 14:15:00;27/01/2026 15:00:00;45min;1;1;V;187.170,00;187.785,00;192.175,00;Sim;123,00;615,00;12;123,00;615,00;0,00;0,00;0,00;3d20h;801,00 +WINJ26;04/02/2026 17:00:00;04/02/2026 18:15:00;1h15min;1;1;C;185.455,00;186.115,00;192.175,00;No;132,00;660,00;13;132,00;660,00;0,00;0,00;0,00;8d2h;933,00 +WINJ26;13/02/2026 12:30:00;13/02/2026 13:30:00;1h;1;1;C;188.875,00;189.405,00;192.175,00;No;106,00;530,00;14;106,00;530,00;0,00;0,00;0,00;8d19h;1.039,00 +WINJ26;19/02/2026 15:00:00;19/02/2026 16:45:00;1h45min;1;1;V;191.660,00;192.050,00;192.175,00;Sim;78,00;390,00;15;78,00;390,00;0,00;0,00;0,00;6d2h;1.117,00 +WINJ26;02/03/2026 10:30:00;02/03/2026 12:00:00;1h30min;1;1;C;190.695,00;191.375,00;192.175,00;No;136,00;680,00;16;136,00;680,00;0,00;0,00;0,00;10d19h;1.253,00 diff --git a/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v23_dupla_confirmacao30min.csv b/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v23_dupla_confirmacao30min.csv new file mode 100644 index 0000000..e8459d9 --- /dev/null +++ b/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v23_dupla_confirmacao30min.csv @@ -0,0 +1,10 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 02/03/2025 +Data Final: 02/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;17/12/2025 12:00:00;17/12/2025 18:00:00;6h;1;1;C;164.165,00;163.850,00;192.180,00;No;-63,00;-315,00;1;-63,00;-315,00;0,00;0,00;0,00; - ;-63,00 +WINJ26;07/01/2026 16:00:00;08/01/2026 10:30:00;18h30min;1;1;C;167.710,00;167.945,00;192.180,00;No;47,00;235,00;2;47,00;235,00;0,00;0,00;0,00;21d4h;-16,00 +WINJ26;27/01/2026 15:00:00;28/01/2026 09:00:00;18h;1;1;V;187.620,00;187.170,00;192.180,00;No;-90,00;-450,00;3;-90,00;-450,00;0,00;0,00;0,00;19d23h;-106,00 +WINJ26;10/02/2026 09:30:00;10/02/2026 15:30:00;6h;1;1;V;189.705,00;189.915,00;192.180,00;Sim;42,00;210,00;4;42,00;210,00;0,00;0,00;0,00;13d18h;-64,00 diff --git a/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v23_dupla_confirmacao60min.csv b/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v23_dupla_confirmacao60min.csv new file mode 100644 index 0000000..86c901d --- /dev/null +++ b/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v23_dupla_confirmacao60min.csv @@ -0,0 +1,10 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 02/03/2025 +Data Final: 02/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;23/10/2025 18:00:00;28/10/2025 11:00:00;4d17h;1;1;V;155.985,00;154.600,00;192.185,00;No;-277,00;-1.385,00;1;-277,00;-1.385,00;0,00;0,00;0,00; - ;-277,00 +WINJ26;05/12/2025 13:00:00;05/12/2025 14:00:00;1h;1;1;V;168.900,00;170.835,00;192.185,00;Sim;387,00;1.935,00;2;387,00;1.935,00;0,00;0,00;0,00;1m11d19h;110,00 +WINJ26;10/02/2026 10:00:00;11/02/2026 12:00:00;1d2h;1;1;V;193.035,00;189.645,00;192.185,00;Sim;-678,00;-3.390,00;3;-678,00;-3.390,00;0,00;0,00;0,00;2m4d21h;-568,00 +WINJ26;13/02/2026 14:00:00;19/02/2026 09:00:00;5d19h;1;1;C;189.405,00;190.465,00;192.185,00;No;212,00;1.060,00;4;212,00;1.060,00;0,00;0,00;0,00;3d4h;-356,00 diff --git a/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v24_controle_risco_diario1min.csv b/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v24_controle_risco_diario1min.csv new file mode 100644 index 0000000..fb2fa05 --- /dev/null +++ b/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v24_controle_risco_diario1min.csv @@ -0,0 +1,64 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 02/03/2025 +Data Final: 02/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;20/01/2026 10:25:00;20/01/2026 10:28:00;3min;1;1;V;169.010,00;169.155,00;192.235,00;No;29,00;145,00;1;29,00;145,00;0,00;0,00;0,00; - ;29,00 +WINJ26;20/01/2026 11:54:00;20/01/2026 11:59:00;5min;1;1;V;170.485,00;170.650,00;192.235,00;Sim;33,00;165,00;2;33,00;165,00;0,00;0,00;0,00;1h29min;62,00 +WINJ26;20/01/2026 13:04:00;20/01/2026 13:06:00;2min;1;1;V;171.035,00;171.090,00;192.235,00;Sim;11,00;55,00;3;11,00;55,00;0,00;0,00;0,00;1h10min;73,00 +WINJ26;21/01/2026 09:21:00;21/01/2026 09:33:00;12min;1;1;V;172.535,00;172.385,00;192.235,00;Sim;-30,00;-150,00;4;-30,00;-150,00;0,00;0,00;0,00;20h17min;43,00 +WINJ26;21/01/2026 16:54:00;21/01/2026 17:06:00;12min;1;1;V;176.685,00;176.275,00;192.235,00;Sim;-82,00;-410,00;5;-82,00;-410,00;0,00;0,00;0,00;7h33min;-39,00 +WINJ26;21/01/2026 18:01:00;21/01/2026 18:04:00;3min;1;1;V;177.080,00;177.140,00;192.235,00;Sim;12,00;60,00;6;12,00;60,00;0,00;0,00;0,00;1h7min;-27,00 +WINJ26;22/01/2026 11:34:00;22/01/2026 11:39:00;5min;1;1;V;179.610,00;179.980,00;192.235,00;Sim;74,00;370,00;7;74,00;370,00;0,00;0,00;0,00;17h33min;47,00 +WINJ26;22/01/2026 13:46:00;22/01/2026 13:47:00;1min;1;1;C;181.750,00;181.765,00;192.235,00;No;3,00;15,00;8;3,00;15,00;0,00;0,00;0,00;2h12min;50,00 +WINJ26;26/01/2026 14:40:00;26/01/2026 14:49:00;9min;1;1;V;183.950,00;184.030,00;192.235,00;Sim;16,00;80,00;9;16,00;80,00;0,00;0,00;0,00;4d;66,00 +WINJ26;27/01/2026 15:03:00;27/01/2026 15:16:00;13min;1;1;C;187.225,00;187.075,00;192.235,00;No;-30,00;-150,00;10;-30,00;-150,00;0,00;0,00;0,00;1d;36,00 +WINJ26;27/01/2026 17:19:00;27/01/2026 17:23:00;4min;1;1;V;187.535,00;187.650,00;192.235,00;Sim;23,00;115,00;11;23,00;115,00;0,00;0,00;0,00;2h16min;59,00 +WINJ26;27/01/2026 17:32:00;27/01/2026 17:37:00;5min;1;1;C;187.235,00;187.430,00;192.235,00;No;39,00;195,00;12;39,00;195,00;0,00;0,00;0,00;13min;98,00 +WINJ26;28/01/2026 09:03:00;28/01/2026 09:16:00;13min;1;1;V;187.450,00;187.305,00;192.235,00;No;-29,00;-145,00;13;-29,00;-145,00;0,00;0,00;0,00;15h31min;69,00 +WINJ26;28/01/2026 16:00:00;28/01/2026 16:06:00;6min;1;1;C;187.955,00;187.940,00;192.235,00;No;-3,00;-15,00;14;-3,00;-15,00;0,00;0,00;0,00;6h57min;66,00 +WINJ26;29/01/2026 09:33:00;29/01/2026 09:39:00;6min;1;1;C;191.130,00;191.200,00;192.235,00;No;14,00;70,00;15;14,00;70,00;0,00;0,00;0,00;17h33min;80,00 +WINJ26;29/01/2026 12:31:00;29/01/2026 12:44:00;13min;1;1;C;188.240,00;187.450,00;192.235,00;Sim;-158,00;-790,00;16;-158,00;-790,00;0,00;0,00;0,00;2h58min;-78,00 +WINJ26;29/01/2026 12:48:00;29/01/2026 13:00:00;12min;1;1;C;187.505,00;186.785,00;192.235,00;Sim;-144,00;-720,00;17;-144,00;-720,00;0,00;0,00;0,00;17min;-222,00 +WINJ26;30/01/2026 15:09:00;30/01/2026 15:23:00;14min;1;1;C;185.895,00;184.975,00;192.235,00;Sim;-184,00;-920,00;18;-184,00;-920,00;0,00;0,00;0,00;1d2h;-406,00 +WINJ26;30/01/2026 15:25:00;30/01/2026 15:30:00;5min;1;1;C;185.180,00;185.180,00;192.235,00;Sim;0;0;19;0;0;0,00;0,00;0,00;16min;-406,00 +WINJ26;30/01/2026 16:06:00;30/01/2026 16:22:00;16min;1;1;V;186.325,00;186.165,00;192.235,00;No;-32,00;-160,00;20;-32,00;-160,00;0,00;0,00;0,00;41min;-438,00 +WINJ26;03/02/2026 10:23:00;03/02/2026 10:25:00;2min;1;1;C;189.150,00;189.535,00;192.235,00;No;77,00;385,00;21;77,00;385,00;0,00;0,00;0,00;3d18h;-361,00 +WINJ26;03/02/2026 16:56:00;03/02/2026 17:00:00;4min;1;1;C;189.840,00;189.800,00;192.235,00;No;-8,00;-40,00;22;-8,00;-40,00;0,00;0,00;0,00;6h33min;-369,00 +WINJ26;04/02/2026 13:10:00;04/02/2026 13:22:00;12min;1;1;C;186.810,00;186.400,00;192.235,00;Sim;-82,00;-410,00;23;-82,00;-410,00;0,00;0,00;0,00;20h14min;-451,00 +WINJ26;04/02/2026 13:49:00;04/02/2026 13:56:00;7min;1;1;C;186.125,00;186.255,00;192.235,00;Sim;26,00;130,00;24;26,00;130,00;0,00;0,00;0,00;39min;-425,00 +WINJ26;04/02/2026 14:43:00;04/02/2026 14:55:00;12min;1;1;C;185.450,00;185.355,00;192.235,00;Sim;-19,00;-95,00;25;-19,00;-95,00;0,00;0,00;0,00;54min;-444,00 +WINJ26;05/02/2026 11:50:00;05/02/2026 11:51:00;1min;1;1;V;188.020,00;188.260,00;192.235,00;Sim;48,00;240,00;26;48,00;240,00;0,00;0,00;0,00;21h7min;-396,00 +WINJ26;05/02/2026 12:17:00;05/02/2026 12:29:00;12min;1;1;C;186.915,00;186.540,00;192.235,00;No;-75,00;-375,00;27;-75,00;-375,00;0,00;0,00;0,00;27min;-471,00 +WINJ26;05/02/2026 12:39:00;05/02/2026 12:41:00;2min;1;1;C;186.405,00;186.665,00;192.235,00;Sim;52,00;260,00;28;52,00;260,00;0,00;0,00;0,00;22min;-419,00 +WINJ26;06/02/2026 13:15:00;06/02/2026 13:27:00;12min;1;1;V;186.660,00;186.620,00;192.235,00;No;-8,00;-40,00;29;-8,00;-40,00;0,00;0,00;0,00;1d;-427,00 +WINJ26;09/02/2026 09:57:00;09/02/2026 10:00:00;3min;1;1;C;187.950,00;188.045,00;192.235,00;No;19,00;95,00;30;19,00;95,00;0,00;0,00;0,00;2d20h;-408,00 +WINJ26;10/02/2026 09:48:00;10/02/2026 09:52:00;4min;1;1;C;189.660,00;189.775,00;192.235,00;No;23,00;115,00;31;23,00;115,00;0,00;0,00;0,00;23h51min;-385,00 +WINJ26;10/02/2026 15:44:00;10/02/2026 15:51:00;7min;1;1;C;189.520,00;189.610,00;192.235,00;Sim;18,00;90,00;32;18,00;90,00;0,00;0,00;0,00;5h56min;-367,00 +WINJ26;11/02/2026 13:19:00;11/02/2026 13:26:00;7min;1;1;V;193.950,00;194.080,00;192.235,00;Sim;26,00;130,00;33;26,00;130,00;0,00;0,00;0,00;21h35min;-341,00 +WINJ26;11/02/2026 17:20:00;11/02/2026 17:27:00;7min;1;1;C;193.825,00;193.960,00;192.235,00;No;27,00;135,00;34;27,00;135,00;0,00;0,00;0,00;4h1min;-314,00 +WINJ26;12/02/2026 11:23:00;12/02/2026 11:31:00;8min;1;1;V;193.620,00;193.585,00;192.235,00;No;-7,00;-35,00;35;-7,00;-35,00;0,00;0,00;0,00;18h3min;-321,00 +WINJ26;12/02/2026 17:09:00;12/02/2026 17:12:00;3min;1;1;V;192.035,00;192.340,00;192.235,00;No;61,00;305,00;36;61,00;305,00;0,00;0,00;0,00;5h46min;-260,00 +WINJ26;13/02/2026 12:39:00;13/02/2026 12:45:00;6min;1;1;V;188.780,00;189.190,00;192.235,00;No;82,00;410,00;37;82,00;410,00;0,00;0,00;0,00;19h30min;-178,00 +WINJ26;13/02/2026 14:48:00;13/02/2026 14:55:00;7min;1;1;V;189.835,00;189.890,00;192.235,00;Sim;11,00;55,00;38;11,00;55,00;0,00;0,00;0,00;2h9min;-167,00 +WINJ26;13/02/2026 15:38:00;13/02/2026 15:42:00;4min;1;1;V;190.025,00;190.205,00;192.235,00;Sim;36,00;180,00;39;36,00;180,00;0,00;0,00;0,00;50min;-131,00 +WINJ26;18/02/2026 13:07:00;18/02/2026 13:11:00;4min;1;1;V;190.820,00;191.010,00;192.235,00;Sim;38,00;190,00;40;38,00;190,00;0,00;0,00;0,00;4d21h;-93,00 +WINJ26;19/02/2026 12:15:00;19/02/2026 12:22:00;7min;1;1;V;191.225,00;191.340,00;192.235,00;Sim;23,00;115,00;41;23,00;115,00;0,00;0,00;0,00;23h8min;-70,00 +WINJ26;20/02/2026 14:31:00;20/02/2026 14:34:00;3min;1;1;C;191.535,00;191.685,00;192.235,00;Sim;30,00;150,00;42;30,00;150,00;0,00;0,00;0,00;1d2h;-40,00 +WINJ26;23/02/2026 09:28:00;23/02/2026 09:40:00;12min;1;1;C;192.810,00;192.830,00;192.235,00;No;4,00;20,00;43;4,00;20,00;0,00;0,00;0,00;2d18h;-36,00 +WINJ26;23/02/2026 11:59:00;23/02/2026 12:03:00;4min;1;1;V;194.300,00;194.390,00;192.235,00;Sim;18,00;90,00;44;18,00;90,00;0,00;0,00;0,00;2h31min;-18,00 +WINJ26;23/02/2026 12:30:00;23/02/2026 12:42:00;12min;1;1;C;193.325,00;192.915,00;192.235,00;No;-82,00;-410,00;45;-82,00;-410,00;0,00;0,00;0,00;31min;-100,00 +WINJ26;23/02/2026 16:10:00;23/02/2026 16:22:00;12min;1;1;C;192.495,00;192.320,00;192.235,00;Sim;-35,00;-175,00;46;-35,00;-175,00;0,00;0,00;0,00;3h40min;-135,00 +WINJ26;24/02/2026 16:48:00;24/02/2026 16:53:00;5min;1;1;V;194.975,00;195.030,00;192.235,00;Sim;11,00;55,00;47;11,00;55,00;0,00;0,00;0,00;1d;-124,00 +WINJ26;24/02/2026 17:47:00;24/02/2026 17:59:00;12min;1;1;V;195.235,00;194.945,00;192.235,00;No;-58,00;-290,00;48;-58,00;-290,00;0,00;0,00;0,00;59min;-182,00 +WINJ26;25/02/2026 10:47:00;25/02/2026 10:59:00;12min;1;1;C;195.315,00;194.995,00;192.235,00;No;-64,00;-320,00;49;-64,00;-320,00;0,00;0,00;0,00;17h;-246,00 +WINJ26;25/02/2026 17:38:00;25/02/2026 17:50:00;12min;1;1;V;194.565,00;194.325,00;192.235,00;No;-48,00;-240,00;50;-48,00;-240,00;0,00;0,00;0,00;6h51min;-294,00 +WINJ26;26/02/2026 18:22:00;27/02/2026 09:00:00;14h38min;1;1;C;194.145,00;194.155,00;192.235,00;Sim;2,00;10,00;51;2,00;10,00;0,00;0,00;0,00;1d;-292,00 +WINJ26;27/02/2026 10:37:00;27/02/2026 10:45:00;8min;1;1;C;192.850,00;192.860,00;192.235,00;Sim;2,00;10,00;52;2,00;10,00;0,00;0,00;0,00;16h15min;-290,00 +WINJ26;27/02/2026 14:34:00;27/02/2026 14:44:00;10min;1;1;C;192.480,00;192.460,00;192.235,00;Sim;-4,00;-20,00;53;-4,00;-20,00;0,00;0,00;0,00;3h57min;-294,00 +WINJ26;27/02/2026 16:34:00;27/02/2026 16:46:00;12min;1;1;C;192.015,00;191.815,00;192.235,00;Sim;-40,00;-200,00;54;-40,00;-200,00;0,00;0,00;0,00;2h;-334,00 +WINJ26;02/03/2026 09:07:00;02/03/2026 09:14:00;7min;1;1;C;190.700,00;191.025,00;192.235,00;Sim;65,00;325,00;55;65,00;325,00;0,00;0,00;0,00;2d16h;-269,00 +WINJ26;02/03/2026 09:49:00;02/03/2026 10:01:00;12min;1;1;C;190.160,00;190.275,00;192.235,00;Sim;23,00;115,00;56;23,00;115,00;0,00;0,00;0,00;42min;-246,00 +WINJ26;02/03/2026 12:16:00;02/03/2026 12:19:00;3min;1;1;V;191.695,00;191.840,00;192.235,00;No;29,00;145,00;57;29,00;145,00;0,00;0,00;0,00;2h27min;-217,00 +WINJ26;02/03/2026 14:18:00;02/03/2026 14:25:00;7min;1;1;V;191.620,00;191.755,00;192.235,00;No;27,00;135,00;58;27,00;135,00;0,00;0,00;0,00;2h2min;-190,00 diff --git a/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v24_controle_risco_diario60m.csv b/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v24_controle_risco_diario60m.csv new file mode 100644 index 0000000..86c901d --- /dev/null +++ b/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v24_controle_risco_diario60m.csv @@ -0,0 +1,10 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 02/03/2025 +Data Final: 02/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;23/10/2025 18:00:00;28/10/2025 11:00:00;4d17h;1;1;V;155.985,00;154.600,00;192.185,00;No;-277,00;-1.385,00;1;-277,00;-1.385,00;0,00;0,00;0,00; - ;-277,00 +WINJ26;05/12/2025 13:00:00;05/12/2025 14:00:00;1h;1;1;V;168.900,00;170.835,00;192.185,00;Sim;387,00;1.935,00;2;387,00;1.935,00;0,00;0,00;0,00;1m11d19h;110,00 +WINJ26;10/02/2026 10:00:00;11/02/2026 12:00:00;1d2h;1;1;V;193.035,00;189.645,00;192.185,00;Sim;-678,00;-3.390,00;3;-678,00;-3.390,00;0,00;0,00;0,00;2m4d21h;-568,00 +WINJ26;13/02/2026 14:00:00;19/02/2026 09:00:00;5d19h;1;1;C;189.405,00;190.465,00;192.185,00;No;212,00;1.060,00;4;212,00;1.060,00;0,00;0,00;0,00;3d4h;-356,00 diff --git a/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v25_ifr_mme200_contexto01min.csv b/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v25_ifr_mme200_contexto01min.csv new file mode 100644 index 0000000..6d3cc5c --- /dev/null +++ b/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v25_ifr_mme200_contexto01min.csv @@ -0,0 +1,96 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 02/03/2025 +Data Final: 02/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;20/01/2026 09:09:00;20/01/2026 09:22:00;13min;1;1;C;168.875,00;168.340,00;192.205,00;No;-107,00;-535,00;1;-107,00;-535,00;0,00;0,00;0,00; - ;-107,00 +WINJ26;20/01/2026 14:38:00;20/01/2026 14:53:00;15min;1;1;C;170.940,00;170.880,00;192.205,00;No;-12,00;-60,00;2;-12,00;-60,00;0,00;0,00;0,00;5h29min;-119,00 +WINJ26;21/01/2026 09:01:00;21/01/2026 09:02:00;1min;1;1;C;171.230,00;171.830,00;192.205,00;No;120,00;600,00;3;120,00;600,00;0,00;0,00;0,00;18h23min;1,00 +WINJ26;21/01/2026 12:29:00;21/01/2026 12:45:00;16min;1;1;C;174.465,00;174.360,00;192.205,00;No;-21,00;-105,00;4;-21,00;-105,00;0,00;0,00;0,00;3h28min;-20,00 +WINJ26;21/01/2026 18:14:00;21/01/2026 18:20:00;6min;1;1;C;176.930,00;177.000,00;192.205,00;No;14,00;70,00;5;14,00;70,00;0,00;0,00;0,00;5h45min;-6,00 +WINJ26;22/01/2026 13:46:00;22/01/2026 13:47:00;1min;1;1;C;181.750,00;181.765,00;192.205,00;No;3,00;15,00;6;3,00;15,00;0,00;0,00;0,00;19h32min;-3,00 +WINJ26;22/01/2026 14:29:00;22/01/2026 14:30:00;1min;1;1;C;181.375,00;181.570,00;192.205,00;Sim;39,00;195,00;7;39,00;195,00;0,00;0,00;0,00;43min;36,00 +WINJ26;22/01/2026 15:33:00;22/01/2026 15:53:00;20min;1;1;C;181.300,00;181.125,00;192.205,00;Sim;-35,00;-175,00;8;-35,00;-175,00;0,00;0,00;0,00;1h4min;1,00 +WINJ26;22/01/2026 17:36:00;22/01/2026 17:54:00;18min;1;1;V;180.810,00;180.960,00;192.205,00;No;30,00;150,00;9;30,00;150,00;0,00;0,00;0,00;2h3min;31,00 +WINJ26;23/01/2026 09:52:00;23/01/2026 09:53:00;1min;1;1;C;181.340,00;181.575,00;192.205,00;No;47,00;235,00;10;47,00;235,00;0,00;0,00;0,00;16h16min;78,00 +WINJ26;23/01/2026 14:09:00;23/01/2026 14:18:00;9min;1;1;C;182.000,00;182.160,00;192.205,00;No;32,00;160,00;11;32,00;160,00;0,00;0,00;0,00;4h17min;110,00 +WINJ26;23/01/2026 18:01:00;23/01/2026 18:13:00;12min;1;1;C;184.095,00;184.225,00;192.205,00;No;26,00;130,00;12;26,00;130,00;0,00;0,00;0,00;3h52min;136,00 +WINJ26;26/01/2026 13:55:00;26/01/2026 13:56:00;1min;1;1;V;183.215,00;183.250,00;192.205,00;Sim;7,00;35,00;13;7,00;35,00;0,00;0,00;0,00;2d19h;143,00 +WINJ26;27/01/2026 14:34:00;27/01/2026 14:42:00;8min;1;1;C;187.750,00;187.750,00;192.205,00;No;0;0;14;0;0;0,00;0,00;0,00;1d;143,00 +WINJ26;28/01/2026 11:13:00;28/01/2026 11:14:00;1min;1;1;C;188.985,00;189.110,00;192.205,00;No;25,00;125,00;15;25,00;125,00;0,00;0,00;0,00;20h39min;168,00 +WINJ26;28/01/2026 11:35:00;28/01/2026 11:37:00;2min;1;1;C;188.935,00;189.040,00;192.205,00;Sim;21,00;105,00;16;21,00;105,00;0,00;0,00;0,00;22min;189,00 +WINJ26;28/01/2026 12:10:00;28/01/2026 12:23:00;13min;1;1;C;189.125,00;188.725,00;192.205,00;No;-80,00;-400,00;17;-80,00;-400,00;0,00;0,00;0,00;35min;109,00 +WINJ26;29/01/2026 09:33:00;29/01/2026 09:39:00;6min;1;1;C;191.130,00;191.200,00;192.205,00;No;14,00;70,00;18;14,00;70,00;0,00;0,00;0,00;21h23min;123,00 +WINJ26;29/01/2026 11:33:00;29/01/2026 11:36:00;3min;1;1;C;190.525,00;190.815,00;192.205,00;Sim;58,00;290,00;19;58,00;290,00;0,00;0,00;0,00;2h;181,00 +WINJ26;29/01/2026 13:20:00;29/01/2026 13:23:00;3min;1;1;V;187.270,00;187.735,00;192.205,00;Sim;93,00;465,00;20;93,00;465,00;0,00;0,00;0,00;1h47min;274,00 +WINJ26;29/01/2026 14:10:00;29/01/2026 14:28:00;18min;1;1;V;188.255,00;187.775,00;192.205,00;Sim;-96,00;-480,00;21;-96,00;-480,00;0,00;0,00;0,00;50min;178,00 +WINJ26;29/01/2026 14:34:00;29/01/2026 14:41:00;7min;1;1;V;188.280,00;188.415,00;192.205,00;Sim;27,00;135,00;22;27,00;135,00;0,00;0,00;0,00;24min;205,00 +WINJ26;30/01/2026 10:23:00;30/01/2026 10:32:00;9min;1;1;V;187.760,00;187.735,00;192.205,00;No;-5,00;-25,00;23;-5,00;-25,00;0,00;0,00;0,00;19h49min;200,00 +WINJ26;30/01/2026 16:06:00;30/01/2026 16:23:00;17min;1;1;V;186.380,00;186.165,00;192.205,00;No;-43,00;-215,00;24;-43,00;-215,00;0,00;0,00;0,00;5h43min;157,00 +WINJ26;02/02/2026 11:22:00;02/02/2026 11:33:00;11min;1;1;C;186.820,00;186.940,00;192.205,00;Sim;24,00;120,00;25;24,00;120,00;0,00;0,00;0,00;2d19h;181,00 +WINJ26;03/02/2026 10:23:00;03/02/2026 10:25:00;2min;1;1;C;189.150,00;189.535,00;192.205,00;No;77,00;385,00;26;77,00;385,00;0,00;0,00;0,00;23h1min;258,00 +WINJ26;03/02/2026 12:17:00;03/02/2026 12:21:00;4min;1;1;C;191.115,00;191.295,00;192.205,00;No;36,00;180,00;27;36,00;180,00;0,00;0,00;0,00;1h54min;294,00 +WINJ26;03/02/2026 16:00:00;03/02/2026 16:01:00;1min;1;1;V;189.685,00;189.645,00;192.205,00;Sim;-8,00;-40,00;28;-8,00;-40,00;0,00;0,00;0,00;3h43min;286,00 +WINJ26;04/02/2026 12:27:00;04/02/2026 12:31:00;4min;1;1;V;187.850,00;187.970,00;192.205,00;No;24,00;120,00;29;24,00;120,00;0,00;0,00;0,00;20h27min;310,00 +WINJ26;04/02/2026 15:25:00;04/02/2026 15:33:00;8min;1;1;V;185.275,00;185.475,00;192.205,00;No;40,00;200,00;30;40,00;200,00;0,00;0,00;0,00;2h58min;350,00 +WINJ26;04/02/2026 16:52:00;04/02/2026 17:05:00;13min;1;1;V;185.680,00;185.300,00;192.205,00;No;-76,00;-380,00;31;-76,00;-380,00;0,00;0,00;0,00;1h27min;274,00 +WINJ26;06/02/2026 12:21:00;06/02/2026 12:34:00;13min;1;1;V;186.420,00;186.470,00;192.205,00;Sim;10,00;50,00;32;10,00;50,00;0,00;0,00;0,00;1d19h;284,00 +WINJ26;06/02/2026 14:17:00;06/02/2026 14:19:00;2min;1;1;C;186.820,00;186.995,00;192.205,00;Sim;35,00;175,00;33;35,00;175,00;0,00;0,00;0,00;1h56min;319,00 +WINJ26;06/02/2026 15:02:00;06/02/2026 15:16:00;14min;1;1;C;186.770,00;186.525,00;192.205,00;Sim;-49,00;-245,00;34;-49,00;-245,00;0,00;0,00;0,00;45min;270,00 +WINJ26;09/02/2026 09:00:00;09/02/2026 09:01:00;1min;1;1;C;187.805,00;187.850,00;192.205,00;No;9,00;45,00;35;9,00;45,00;0,00;0,00;0,00;2d17h;279,00 +WINJ26;09/02/2026 09:57:00;09/02/2026 10:00:00;3min;1;1;C;187.950,00;188.045,00;192.205,00;No;19,00;95,00;36;19,00;95,00;0,00;0,00;0,00;57min;298,00 +WINJ26;09/02/2026 15:23:00;09/02/2026 15:24:00;1min;1;1;C;189.675,00;189.755,00;192.205,00;No;16,00;80,00;37;16,00;80,00;0,00;0,00;0,00;5h26min;314,00 +WINJ26;09/02/2026 17:24:00;09/02/2026 17:25:00;1min;1;1;C;190.455,00;190.425,00;192.205,00;No;-6,00;-30,00;38;-6,00;-30,00;0,00;0,00;0,00;2h1min;308,00 +WINJ26;10/02/2026 13:28:00;10/02/2026 13:32:00;4min;1;1;C;190.580,00;190.635,00;192.205,00;No;11,00;55,00;39;11,00;55,00;0,00;0,00;0,00;20h4min;319,00 +WINJ26;10/02/2026 13:45:00;10/02/2026 13:54:00;9min;1;1;C;190.435,00;190.385,00;192.205,00;Sim;-10,00;-50,00;40;-10,00;-50,00;0,00;0,00;0,00;17min;309,00 +WINJ26;10/02/2026 16:36:00;10/02/2026 16:49:00;13min;1;1;V;189.900,00;189.735,00;192.205,00;Sim;-33,00;-165,00;41;-33,00;-165,00;0,00;0,00;0,00;2h51min;276,00 +WINJ26;10/02/2026 17:51:00;10/02/2026 18:04:00;13min;1;1;C;190.145,00;190.065,00;192.205,00;Sim;-16,00;-80,00;42;-16,00;-80,00;0,00;0,00;0,00;1h15min;260,00 +WINJ26;11/02/2026 12:22:00;11/02/2026 12:32:00;10min;1;1;C;192.580,00;192.590,00;192.205,00;No;2,00;10,00;43;2,00;10,00;0,00;0,00;0,00;18h31min;262,00 +WINJ26;11/02/2026 14:38:00;11/02/2026 14:47:00;9min;1;1;C;194.435,00;194.515,00;192.205,00;No;16,00;80,00;44;16,00;80,00;0,00;0,00;0,00;2h16min;278,00 +WINJ26;11/02/2026 15:17:00;11/02/2026 15:19:00;2min;1;1;C;194.015,00;194.165,00;192.205,00;Sim;30,00;150,00;45;30,00;150,00;0,00;0,00;0,00;39min;308,00 +WINJ26;11/02/2026 16:47:00;11/02/2026 17:00:00;13min;1;1;C;194.255,00;193.990,00;192.205,00;No;-53,00;-265,00;46;-53,00;-265,00;0,00;0,00;0,00;1h30min;255,00 +WINJ26;11/02/2026 17:02:00;11/02/2026 17:15:00;13min;1;1;C;194.050,00;193.855,00;192.205,00;Sim;-39,00;-195,00;47;-39,00;-195,00;0,00;0,00;0,00;15min;216,00 +WINJ26;12/02/2026 10:08:00;12/02/2026 10:10:00;2min;1;1;V;193.005,00;193.015,00;192.205,00;Sim;2,00;10,00;48;2,00;10,00;0,00;0,00;0,00;17h6min;218,00 +WINJ26;12/02/2026 15:53:00;12/02/2026 16:06:00;13min;1;1;V;191.810,00;191.650,00;192.205,00;No;-32,00;-160,00;49;-32,00;-160,00;0,00;0,00;0,00;5h45min;186,00 +WINJ26;12/02/2026 16:17:00;12/02/2026 16:27:00;10min;1;1;V;191.870,00;191.945,00;192.205,00;Sim;15,00;75,00;50;15,00;75,00;0,00;0,00;0,00;24min;201,00 +WINJ26;13/02/2026 10:32:00;13/02/2026 10:37:00;5min;1;1;V;189.035,00;188.830,00;192.205,00;No;-41,00;-205,00;51;-41,00;-205,00;0,00;0,00;0,00;18h15min;160,00 +WINJ26;18/02/2026 17:05:00;18/02/2026 17:11:00;6min;1;1;V;189.155,00;189.220,00;192.205,00;Sim;13,00;65,00;52;13,00;65,00;0,00;0,00;0,00;5d6h;173,00 +WINJ26;19/02/2026 13:54:00;19/02/2026 13:55:00;1min;1;1;C;192.075,00;192.295,00;192.205,00;Sim;44,00;220,00;53;44,00;220,00;0,00;0,00;0,00;20h49min;217,00 +WINJ26;19/02/2026 14:54:00;19/02/2026 15:07:00;13min;1;1;C;192.160,00;192.055,00;192.205,00;No;-21,00;-105,00;54;-21,00;-105,00;0,00;0,00;0,00;1h;196,00 +WINJ26;19/02/2026 15:12:00;19/02/2026 15:14:00;2min;1;1;C;191.960,00;192.155,00;192.205,00;Sim;39,00;195,00;55;39,00;195,00;0,00;0,00;0,00;18min;235,00 +WINJ26;20/02/2026 16:02:00;20/02/2026 16:03:00;1min;1;1;C;192.980,00;193.075,00;192.205,00;No;19,00;95,00;56;19,00;95,00;0,00;0,00;0,00;1d;254,00 +WINJ26;20/02/2026 17:34:00;20/02/2026 17:35:00;1min;1;1;C;194.100,00;194.120,00;192.205,00;No;4,00;20,00;57;4,00;20,00;0,00;0,00;0,00;1h32min;258,00 +WINJ26;23/02/2026 09:04:00;23/02/2026 09:17:00;13min;1;1;C;193.760,00;193.030,00;192.205,00;Sim;-146,00;-730,00;58;-146,00;-730,00;0,00;0,00;0,00;2d15h;112,00 +WINJ26;23/02/2026 10:10:00;23/02/2026 10:13:00;3min;1;1;V;192.975,00;193.150,00;192.205,00;Sim;35,00;175,00;59;35,00;175,00;0,00;0,00;0,00;1h6min;147,00 +WINJ26;23/02/2026 11:12:00;23/02/2026 11:13:00;1min;1;1;V;193.045,00;193.045,00;192.205,00;No;0;0;60;0;0;0,00;0,00;0,00;1h2min;147,00 +WINJ26;23/02/2026 12:11:00;23/02/2026 12:24:00;13min;1;1;C;193.980,00;193.450,00;192.205,00;No;-106,00;-530,00;61;-106,00;-530,00;0,00;0,00;0,00;59min;41,00 +WINJ26;23/02/2026 14:03:00;23/02/2026 14:11:00;8min;1;1;V;192.410,00;192.410,00;192.205,00;No;0;0;62;0;0;0,00;0,00;0,00;1h52min;41,00 +WINJ26;23/02/2026 17:03:00;23/02/2026 17:11:00;8min;1;1;V;192.435,00;192.475,00;192.205,00;Sim;8,00;40,00;63;8,00;40,00;0,00;0,00;0,00;3h;49,00 +WINJ26;23/02/2026 17:32:00;23/02/2026 17:43:00;11min;1;1;V;192.470,00;192.485,00;192.205,00;Sim;3,00;15,00;64;3,00;15,00;0,00;0,00;0,00;29min;52,00 +WINJ26;24/02/2026 09:35:00;24/02/2026 09:44:00;9min;1;1;C;193.225,00;193.340,00;192.205,00;Sim;23,00;115,00;65;23,00;115,00;0,00;0,00;0,00;16h3min;75,00 +WINJ26;24/02/2026 10:02:00;24/02/2026 10:07:00;5min;1;1;C;193.310,00;193.375,00;192.205,00;No;13,00;65,00;66;13,00;65,00;0,00;0,00;0,00;27min;88,00 +WINJ26;24/02/2026 15:00:00;24/02/2026 15:06:00;6min;1;1;C;194.940,00;195.030,00;192.205,00;No;18,00;90,00;67;18,00;90,00;0,00;0,00;0,00;4h58min;106,00 +WINJ26;24/02/2026 15:15:00;24/02/2026 15:21:00;6min;1;1;C;194.860,00;194.945,00;192.205,00;Sim;17,00;85,00;68;17,00;85,00;0,00;0,00;0,00;15min;123,00 +WINJ26;24/02/2026 16:02:00;24/02/2026 16:03:00;1min;1;1;C;194.930,00;194.995,00;192.205,00;No;13,00;65,00;69;13,00;65,00;0,00;0,00;0,00;47min;136,00 +WINJ26;25/02/2026 10:14:00;25/02/2026 10:27:00;13min;1;1;C;195.990,00;195.635,00;192.205,00;No;-71,00;-355,00;70;-71,00;-355,00;0,00;0,00;0,00;18h12min;65,00 +WINJ26;25/02/2026 12:54:00;25/02/2026 13:07:00;13min;1;1;V;194.630,00;194.505,00;192.205,00;Sim;-25,00;-125,00;71;-25,00;-125,00;0,00;0,00;0,00;2h40min;40,00 +WINJ26;25/02/2026 13:18:00;25/02/2026 13:19:00;1min;1;1;V;194.595,00;194.690,00;192.205,00;Sim;19,00;95,00;72;19,00;95,00;0,00;0,00;0,00;24min;59,00 +WINJ26;25/02/2026 16:22:00;25/02/2026 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16:06:00;7min;1;1;V;192.765,00;192.795,00;192.205,00;Sim;6,00;30,00;85;6,00;30,00;0,00;0,00;0,00;50min;-54,00 +WINJ26;27/02/2026 17:27:00;27/02/2026 17:37:00;10min;1;1;V;192.180,00;192.125,00;192.205,00;No;-11,00;-55,00;86;-11,00;-55,00;0,00;0,00;0,00;1h28min;-65,00 +WINJ26;02/03/2026 10:27:00;02/03/2026 10:40:00;13min;1;1;V;190.940,00;190.885,00;192.205,00;No;-11,00;-55,00;87;-11,00;-55,00;0,00;0,00;0,00;2d17h;-76,00 +WINJ26;02/03/2026 11:12:00;02/03/2026 11:17:00;5min;1;1;V;190.230,00;190.355,00;192.205,00;No;25,00;125,00;88;25,00;125,00;0,00;0,00;0,00;45min;-51,00 +WINJ26;02/03/2026 12:35:00;02/03/2026 12:40:00;5min;1;1;C;191.390,00;191.370,00;192.205,00;Sim;-4,00;-20,00;89;-4,00;-20,00;0,00;0,00;0,00;1h23min;-55,00 +WINJ26;02/03/2026 16:52:00;02/03/2026 16:56:00;4min;1;1;C;192.920,00;192.945,00;192.205,00;No;5,00;25,00;90;5,00;25,00;0,00;0,00;0,00;4h17min;-50,00 diff --git a/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v25_ifr_mme200_contexto02min.csv b/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v25_ifr_mme200_contexto02min.csv new file mode 100644 index 0000000..9ad30e8 --- /dev/null +++ b/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v25_ifr_mme200_contexto02min.csv @@ -0,0 +1,100 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 02/03/2025 +Data Final: 02/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;19/12/2025 15:28:00;19/12/2025 15:50:00;22min;1;1;C;165.120,00;165.130,00;192.260,00;No;2,00;10,00;1;2,00;10,00;0,00;0,00;0,00; - ;2,00 +WINJ26;19/12/2025 17:48:00;19/12/2025 18:06:00;18min;1;1;C;164.730,00;164.800,00;192.260,00;Sim;14,00;70,00;2;14,00;70,00;0,00;0,00;0,00;2h20min;16,00 +WINJ26;22/12/2025 10:16:00;22/12/2025 10:44:00;28min;1;1;C;164.425,00;164.265,00;192.260,00;Sim;-32,00;-160,00;3;-32,00;-160,00;0,00;0,00;0,00;2d16h;-16,00 +WINJ26;22/12/2025 11:32:00;22/12/2025 11:46:00;14min;1;1;C;163.570,00;163.840,00;192.260,00;Sim;54,00;270,00;4;54,00;270,00;0,00;0,00;0,00;1h16min;38,00 +WINJ26;22/12/2025 13:22:00;22/12/2025 13:34:00;12min;1;1;V;164.075,00;164.240,00;192.260,00;No;33,00;165,00;5;33,00;165,00;0,00;0,00;0,00;1h50min;71,00 +WINJ26;22/12/2025 15:58:00;22/12/2025 16:16:00;18min;1;1;V;164.300,00;164.420,00;192.260,00;Sim;24,00;120,00;6;24,00;120,00;0,00;0,00;0,00;2h36min;95,00 +WINJ26;22/12/2025 17:58:00;22/12/2025 18:00:00;2min;1;1;V;164.315,00;164.315,00;192.260,00;No;0;0;7;0;0;0,00;0,00;0,00;2h;95,00 +WINJ26;23/12/2025 11:26:00;23/12/2025 11:34:00;8min;1;1;C;165.355,00;165.550,00;192.260,00;No;39,00;195,00;8;39,00;195,00;0,00;0,00;0,00;17h28min;134,00 +WINJ26;23/12/2025 15:20:00;23/12/2025 15:24:00;4min;1;1;C;166.425,00;166.425,00;192.260,00;No;0;0;9;0;0;0,00;0,00;0,00;3h54min;134,00 +WINJ26;23/12/2025 17:12:00;23/12/2025 17:26:00;14min;1;1;C;166.415,00;166.465,00;192.260,00;Sim;10,00;50,00;10;10,00;50,00;0,00;0,00;0,00;1h52min;144,00 +WINJ26;26/12/2025 13:38:00;26/12/2025 14:02:00;24min;1;1;C;166.065,00;166.145,00;192.260,00;Sim;16,00;80,00;11;16,00;80,00;0,00;0,00;0,00;2d20h;160,00 +WINJ26;29/12/2025 14:50:00;29/12/2025 14:52:00;2min;1;1;V;166.265,00;166.290,00;192.260,00;Sim;5,00;25,00;12;5,00;25,00;0,00;0,00;0,00;3d1h;165,00 +WINJ26;29/12/2025 16:38:00;29/12/2025 17:16:00;38min;1;1;V;166.345,00;165.975,00;192.260,00;No;-74,00;-370,00;13;-74,00;-370,00;0,00;0,00;0,00;1h48min;91,00 +WINJ26;30/12/2025 11:04:00;30/12/2025 11:08:00;4min;1;1;C;167.355,00;167.485,00;192.260,00;No;26,00;130,00;14;26,00;130,00;0,00;0,00;0,00;18h26min;117,00 +WINJ26;30/12/2025 11:36:00;30/12/2025 11:40:00;4min;1;1;C;167.405,00;167.345,00;192.260,00;No;-12,00;-60,00;15;-12,00;-60,00;0,00;0,00;0,00;32min;105,00 +WINJ26;30/12/2025 12:08:00;30/12/2025 12:14:00;6min;1;1;C;167.105,00;167.220,00;192.260,00;Sim;23,00;115,00;16;23,00;115,00;0,00;0,00;0,00;32min;128,00 +WINJ26;30/12/2025 15:50:00;30/12/2025 16:08:00;18min;1;1;C;167.625,00;167.780,00;192.260,00;No;31,00;155,00;17;31,00;155,00;0,00;0,00;0,00;3h42min;159,00 +WINJ26;02/01/2026 16:28:00;02/01/2026 16:52:00;24min;1;1;V;166.220,00;166.295,00;192.260,00;Sim;15,00;75,00;18;15,00;75,00;0,00;0,00;0,00;3d;174,00 +WINJ26;05/01/2026 17:10:00;05/01/2026 17:30:00;20min;1;1;C;167.545,00;167.580,00;192.260,00;Sim;7,00;35,00;19;7,00;35,00;0,00;0,00;0,00;3d;181,00 +WINJ26;06/01/2026 11:36:00;06/01/2026 11:38:00;2min;1;1;C;169.290,00;169.445,00;192.260,00;No;31,00;155,00;20;31,00;155,00;0,00;0,00;0,00;18h26min;212,00 +WINJ26;06/01/2026 13:26:00;06/01/2026 13:30:00;4min;1;1;C;169.285,00;169.405,00;192.260,00;Sim;24,00;120,00;21;24,00;120,00;0,00;0,00;0,00;1h50min;236,00 +WINJ26;06/01/2026 16:38:00;06/01/2026 17:10:00;32min;1;1;C;169.210,00;169.190,00;192.260,00;Sim;-4,00;-20,00;22;-4,00;-20,00;0,00;0,00;0,00;3h12min;232,00 +WINJ26;07/01/2026 13:32:00;07/01/2026 13:38:00;6min;1;1;V;167.650,00;167.760,00;192.260,00;Sim;22,00;110,00;23;22,00;110,00;0,00;0,00;0,00;20h54min;254,00 +WINJ26;07/01/2026 16:00:00;07/01/2026 16:12:00;12min;1;1;V;167.600,00;167.710,00;192.260,00;No;22,00;110,00;24;22,00;110,00;0,00;0,00;0,00;2h28min;276,00 +WINJ26;09/01/2026 09:26:00;09/01/2026 09:52:00;26min;1;1;C;168.045,00;168.010,00;192.260,00;Sim;-7,00;-35,00;25;-7,00;-35,00;0,00;0,00;0,00;1d17h;269,00 +WINJ26;09/01/2026 12:56:00;09/01/2026 13:10:00;14min;1;1;C;169.160,00;169.270,00;192.260,00;No;22,00;110,00;26;22,00;110,00;0,00;0,00;0,00;3h30min;291,00 +WINJ26;09/01/2026 14:58:00;09/01/2026 15:28:00;30min;1;1;C;169.505,00;169.230,00;192.260,00;No;-55,00;-275,00;27;-55,00;-275,00;0,00;0,00;0,00;2h2min;236,00 +WINJ26;09/01/2026 15:32:00;09/01/2026 15:42:00;10min;1;1;C;169.345,00;169.355,00;192.260,00;Sim;2,00;10,00;28;2,00;10,00;0,00;0,00;0,00;34min;238,00 +WINJ26;09/01/2026 16:22:00;09/01/2026 16:52:00;30min;1;1;C;169.035,00;169.085,00;192.260,00;Sim;10,00;50,00;29;10,00;50,00;0,00;0,00;0,00;50min;248,00 +WINJ26;12/01/2026 11:44:00;12/01/2026 12:10:00;26min;1;1;V;168.415,00;168.525,00;192.260,00;Sim;22,00;110,00;30;22,00;110,00;0,00;0,00;0,00;2d19h;270,00 +WINJ26;13/01/2026 11:14:00;13/01/2026 11:16:00;2min;1;1;V;167.750,00;167.895,00;192.260,00;No;29,00;145,00;31;29,00;145,00;0,00;0,00;0,00;23h30min;299,00 +WINJ26;13/01/2026 17:16:00;13/01/2026 17:22:00;6min;1;1;V;167.145,00;167.250,00;192.260,00;No;21,00;105,00;32;21,00;105,00;0,00;0,00;0,00;6h2min;320,00 +WINJ26;15/01/2026 11:44:00;15/01/2026 12:00:00;16min;1;1;C;170.070,00;170.120,00;192.260,00;No;10,00;50,00;33;10,00;50,00;0,00;0,00;0,00;1d18h;330,00 +WINJ26;16/01/2026 10:12:00;16/01/2026 10:40:00;28min;1;1;C;170.700,00;170.465,00;192.260,00;No;-47,00;-235,00;34;-47,00;-235,00;0,00;0,00;0,00;22h28min;283,00 +WINJ26;16/01/2026 13:34:00;16/01/2026 13:58:00;24min;1;1;V;169.505,00;169.595,00;192.260,00;Sim;18,00;90,00;35;18,00;90,00;0,00;0,00;0,00;3h22min;301,00 +WINJ26;19/01/2026 09:00:00;19/01/2026 09:02:00;2min;1;1;V;169.210,00;169.140,00;192.260,00;No;-14,00;-70,00;36;-14,00;-70,00;0,00;0,00;0,00;2d19h;287,00 +WINJ26;20/01/2026 10:26:00;20/01/2026 10:30:00;4min;1;1;V;168.895,00;169.135,00;192.260,00;No;48,00;240,00;37;48,00;240,00;0,00;0,00;0,00;1d1h;335,00 +WINJ26;20/01/2026 14:38:00;20/01/2026 15:06:00;28min;1;1;C;170.940,00;170.990,00;192.260,00;No;10,00;50,00;38;10,00;50,00;0,00;0,00;0,00;4h12min;345,00 +WINJ26;20/01/2026 16:08:00;20/01/2026 16:28:00;20min;1;1;C;170.640,00;170.715,00;192.260,00;Sim;15,00;75,00;39;15,00;75,00;0,00;0,00;0,00;1h30min;360,00 +WINJ26;21/01/2026 09:02:00;21/01/2026 09:04:00;2min;1;1;C;171.830,00;171.800,00;192.260,00;No;-6,00;-30,00;40;-6,00;-30,00;0,00;0,00;0,00;16h54min;354,00 +WINJ26;22/01/2026 15:34:00;22/01/2026 16:02:00;28min;1;1;C;181.375,00;181.220,00;192.260,00;No;-31,00;-155,00;41;-31,00;-155,00;0,00;0,00;0,00;1d6h;323,00 +WINJ26;22/01/2026 16:18:00;22/01/2026 16:30:00;12min;1;1;C;180.825,00;181.150,00;192.260,00;Sim;65,00;325,00;42;65,00;325,00;0,00;0,00;0,00;44min;388,00 +WINJ26;22/01/2026 17:04:00;22/01/2026 17:24:00;20min;1;1;C;180.500,00;180.575,00;192.260,00;Sim;15,00;75,00;43;15,00;75,00;0,00;0,00;0,00;46min;403,00 +WINJ26;23/01/2026 11:26:00;23/01/2026 11:28:00;2min;1;1;C;181.030,00;181.325,00;192.260,00;No;59,00;295,00;44;59,00;295,00;0,00;0,00;0,00;18h22min;462,00 +WINJ26;26/01/2026 18:12:00;27/01/2026 09:02:00;14h50min;1;1;C;183.440,00;185.465,00;192.260,00;No;405,00;2.025,00;45;405,00;2.025,00;0,00;0,00;0,00;3d6h;867,00 +WINJ26;27/01/2026 14:20:00;27/01/2026 14:48:00;28min;1;1;C;187.835,00;187.845,00;192.260,00;No;2,00;10,00;46;2,00;10,00;0,00;0,00;0,00;20h8min;869,00 +WINJ26;28/01/2026 12:34:00;28/01/2026 12:48:00;14min;1;1;C;188.375,00;188.640,00;192.260,00;No;53,00;265,00;47;53,00;265,00;0,00;0,00;0,00;22h14min;922,00 +WINJ26;29/01/2026 14:34:00;29/01/2026 14:42:00;8min;1;1;V;188.215,00;188.415,00;192.260,00;Sim;40,00;200,00;48;40,00;200,00;0,00;0,00;0,00;1d2h;962,00 +WINJ26;29/01/2026 16:28:00;29/01/2026 16:34:00;6min;1;1;V;188.195,00;188.345,00;192.260,00;No;30,00;150,00;49;30,00;150,00;0,00;0,00;0,00;1h54min;992,00 +WINJ26;30/01/2026 16:26:00;30/01/2026 16:32:00;6min;1;1;V;186.000,00;186.400,00;192.260,00;No;80,00;400,00;50;80,00;400,00;0,00;0,00;0,00;23h58min;1.072,00 +WINJ26;02/02/2026 09:26:00;02/02/2026 09:52:00;26min;1;1;V;186.660,00;186.370,00;192.260,00;No;-58,00;-290,00;51;-58,00;-290,00;0,00;0,00;0,00;2d17h;1.014,00 +WINJ26;02/02/2026 11:32:00;02/02/2026 11:36:00;4min;1;1;C;186.780,00;186.980,00;192.260,00;Sim;40,00;200,00;52;40,00;200,00;0,00;0,00;0,00;2h6min;1.054,00 +WINJ26;02/02/2026 15:10:00;02/02/2026 15:36:00;26min;1;1;C;186.820,00;186.735,00;192.260,00;No;-17,00;-85,00;53;-17,00;-85,00;0,00;0,00;0,00;3h38min;1.037,00 +WINJ26;03/02/2026 12:18:00;03/02/2026 12:28:00;10min;1;1;C;190.980,00;191.170,00;192.260,00;No;38,00;190,00;54;38,00;190,00;0,00;0,00;0,00;21h8min;1.075,00 +WINJ26;03/02/2026 14:20:00;03/02/2026 14:46:00;26min;1;1;C;190.335,00;189.655,00;192.260,00;Sim;-136,00;-680,00;55;-136,00;-680,00;0,00;0,00;0,00;2h2min;939,00 +WINJ26;04/02/2026 12:28:00;04/02/2026 12:32:00;4min;1;1;V;187.745,00;187.850,00;192.260,00;Sim;21,00;105,00;56;21,00;105,00;0,00;0,00;0,00;22h8min;960,00 +WINJ26;04/02/2026 17:44:00;04/02/2026 17:52:00;8min;1;1;V;185.760,00;185.940,00;192.260,00;No;36,00;180,00;57;36,00;180,00;0,00;0,00;0,00;5h16min;996,00 +WINJ26;05/02/2026 09:06:00;05/02/2026 09:14:00;8min;1;1;V;186.250,00;186.235,00;192.260,00;Sim;-3,00;-15,00;58;-3,00;-15,00;0,00;0,00;0,00;15h22min;993,00 +WINJ26;05/02/2026 12:32:00;05/02/2026 12:44:00;12min;1;1;C;186.895,00;187.100,00;192.260,00;Sim;41,00;205,00;59;41,00;205,00;0,00;0,00;0,00;3h26min;1.034,00 +WINJ26;05/02/2026 14:16:00;05/02/2026 14:20:00;4min;1;1;C;187.030,00;187.260,00;192.260,00;No;46,00;230,00;60;46,00;230,00;0,00;0,00;0,00;1h44min;1.080,00 +WINJ26;05/02/2026 15:50:00;05/02/2026 16:00:00;10min;1;1;C;187.385,00;187.450,00;192.260,00;No;13,00;65,00;61;13,00;65,00;0,00;0,00;0,00;1h34min;1.093,00 +WINJ26;09/02/2026 10:26:00;09/02/2026 10:32:00;6min;1;1;C;187.640,00;187.680,00;192.260,00;No;8,00;40,00;62;8,00;40,00;0,00;0,00;0,00;3d18h;1.101,00 +WINJ26;09/02/2026 13:10:00;09/02/2026 13:12:00;2min;1;1;C;187.925,00;187.965,00;192.260,00;No;8,00;40,00;63;8,00;40,00;0,00;0,00;0,00;2h44min;1.109,00 +WINJ26;10/02/2026 09:20:00;10/02/2026 09:22:00;2min;1;1;C;189.870,00;190.075,00;192.260,00;No;41,00;205,00;64;41,00;205,00;0,00;0,00;0,00;20h10min;1.150,00 +WINJ26;10/02/2026 09:48:00;10/02/2026 09:52:00;4min;1;1;C;189.660,00;189.775,00;192.260,00;Sim;23,00;115,00;65;23,00;115,00;0,00;0,00;0,00;28min;1.173,00 +WINJ26;10/02/2026 13:46:00;10/02/2026 14:10:00;24min;1;1;C;190.440,00;190.435,00;192.260,00;No;-1,00;-5,00;66;-1,00;-5,00;0,00;0,00;0,00;3h58min;1.172,00 +WINJ26;10/02/2026 17:52:00;10/02/2026 18:16:00;24min;1;1;C;190.140,00;190.145,00;192.260,00;Sim;1,00;5,00;67;1,00;5,00;0,00;0,00;0,00;4h6min;1.173,00 +WINJ26;11/02/2026 10:18:00;11/02/2026 10:24:00;6min;1;1;C;191.825,00;192.165,00;192.260,00;No;68,00;340,00;68;68,00;340,00;0,00;0,00;0,00;16h26min;1.241,00 +WINJ26;11/02/2026 15:40:00;11/02/2026 16:04:00;24min;1;1;C;193.780,00;193.870,00;192.260,00;No;18,00;90,00;69;18,00;90,00;0,00;0,00;0,00;5h22min;1.259,00 +WINJ26;11/02/2026 17:02:00;11/02/2026 17:28:00;26min;1;1;C;194.050,00;194.025,00;192.260,00;No;-5,00;-25,00;70;-5,00;-25,00;0,00;0,00;0,00;1h22min;1.254,00 +WINJ26;12/02/2026 09:04:00;12/02/2026 09:06:00;2min;1;1;V;193.410,00;193.330,00;192.260,00;Sim;-16,00;-80,00;71;-16,00;-80,00;0,00;0,00;0,00;16h2min;1.238,00 +WINJ26;12/02/2026 17:10:00;12/02/2026 17:12:00;2min;1;1;V;192.035,00;192.305,00;192.260,00;No;54,00;270,00;72;54,00;270,00;0,00;0,00;0,00;8h6min;1.292,00 +WINJ26;13/02/2026 12:44:00;13/02/2026 12:48:00;4min;1;1;V;188.760,00;189.100,00;192.260,00;No;68,00;340,00;73;68,00;340,00;0,00;0,00;0,00;19h34min;1.360,00 +WINJ26;13/02/2026 13:34:00;13/02/2026 14:00:00;26min;1;1;V;189.405,00;189.300,00;192.260,00;Sim;-21,00;-105,00;74;-21,00;-105,00;0,00;0,00;0,00;50min;1.339,00 +WINJ26;18/02/2026 17:06:00;18/02/2026 17:14:00;8min;1;1;V;189.055,00;189.270,00;192.260,00;No;43,00;215,00;75;43,00;215,00;0,00;0,00;0,00;5d3h;1.382,00 +WINJ26;19/02/2026 13:54:00;19/02/2026 13:56:00;2min;1;1;C;192.075,00;192.255,00;192.260,00;Sim;36,00;180,00;76;36,00;180,00;0,00;0,00;0,00;20h48min;1.418,00 +WINJ26;19/02/2026 15:06:00;19/02/2026 15:14:00;8min;1;1;C;192.055,00;192.155,00;192.260,00;Sim;20,00;100,00;77;20,00;100,00;0,00;0,00;0,00;1h12min;1.438,00 +WINJ26;19/02/2026 16:52:00;19/02/2026 17:02:00;10min;1;1;C;191.670,00;191.780,00;192.260,00;Sim;22,00;110,00;78;22,00;110,00;0,00;0,00;0,00;1h46min;1.460,00 +WINJ26;19/02/2026 17:20:00;19/02/2026 17:28:00;8min;1;1;C;191.630,00;191.690,00;192.260,00;Sim;12,00;60,00;79;12,00;60,00;0,00;0,00;0,00;28min;1.472,00 +WINJ26;20/02/2026 11:38:00;20/02/2026 12:04:00;26min;1;1;V;191.880,00;190.995,00;192.260,00;Sim;-177,00;-885,00;80;-177,00;-885,00;0,00;0,00;0,00;18h18min;1.295,00 +WINJ26;20/02/2026 14:34:00;20/02/2026 14:40:00;6min;1;1;C;191.685,00;191.860,00;192.260,00;No;35,00;175,00;81;35,00;175,00;0,00;0,00;0,00;2h56min;1.330,00 +WINJ26;23/02/2026 12:18:00;23/02/2026 12:44:00;26min;1;1;C;193.595,00;193.000,00;192.260,00;No;-119,00;-595,00;82;-119,00;-595,00;0,00;0,00;0,00;2d21h;1.211,00 +WINJ26;23/02/2026 15:00:00;23/02/2026 15:26:00;26min;1;1;V;192.855,00;192.665,00;192.260,00;Sim;-38,00;-190,00;83;-38,00;-190,00;0,00;0,00;0,00;2h42min;1.173,00 +WINJ26;23/02/2026 15:34:00;23/02/2026 15:38:00;4min;1;1;V;192.765,00;192.795,00;192.260,00;Sim;6,00;30,00;84;6,00;30,00;0,00;0,00;0,00;34min;1.179,00 +WINJ26;24/02/2026 15:02:00;24/02/2026 15:28:00;26min;1;1;C;195.005,00;194.955,00;192.260,00;No;-10,00;-50,00;85;-10,00;-50,00;0,00;0,00;0,00;23h28min;1.169,00 +WINJ26;24/02/2026 16:12:00;24/02/2026 16:30:00;18min;1;1;C;194.780,00;194.815,00;192.260,00;Sim;7,00;35,00;86;7,00;35,00;0,00;0,00;0,00;1h10min;1.176,00 +WINJ26;25/02/2026 10:18:00;25/02/2026 10:44:00;26min;1;1;C;195.920,00;195.165,00;192.260,00;No;-151,00;-755,00;87;-151,00;-755,00;0,00;0,00;0,00;18h6min;1.025,00 +WINJ26;25/02/2026 17:38:00;25/02/2026 18:04:00;26min;1;1;V;194.570,00;194.325,00;192.260,00;Sim;-49,00;-245,00;88;-49,00;-245,00;0,00;0,00;0,00;7h20min;976,00 +WINJ26;26/02/2026 13:02:00;26/02/2026 13:28:00;26min;1;1;V;193.955,00;193.280,00;192.260,00;No;-135,00;-675,00;89;-135,00;-675,00;0,00;0,00;0,00;19h24min;841,00 +WINJ26;27/02/2026 11:18:00;27/02/2026 11:20:00;2min;1;1;V;193.015,00;192.990,00;192.260,00;No;-5,00;-25,00;90;-5,00;-25,00;0,00;0,00;0,00;22h16min;836,00 +WINJ26;27/02/2026 15:14:00;27/02/2026 15:22:00;8min;1;1;V;192.620,00;192.685,00;192.260,00;No;13,00;65,00;91;13,00;65,00;0,00;0,00;0,00;3h56min;849,00 +WINJ26;27/02/2026 16:04:00;27/02/2026 16:10:00;6min;1;1;V;192.660,00;192.845,00;192.260,00;Sim;37,00;185,00;92;37,00;185,00;0,00;0,00;0,00;50min;886,00 +WINJ26;02/03/2026 10:28:00;02/03/2026 10:44:00;16min;1;1;V;190.760,00;190.795,00;192.260,00;No;7,00;35,00;93;7,00;35,00;0,00;0,00;0,00;2d18h;893,00 +WINJ26;02/03/2026 17:18:00;02/03/2026 17:38:00;20min;1;1;C;192.305,00;192.310,00;192.260,00;Sim;1,00;5,00;94;1,00;5,00;0,00;0,00;0,00;6h50min;894,00 diff --git a/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v25_ifr_mme200_contexto05min.csv b/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v25_ifr_mme200_contexto05min.csv new file mode 100644 index 0000000..7db94bc --- /dev/null +++ b/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v25_ifr_mme200_contexto05min.csv @@ -0,0 +1,43 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 02/03/2025 +Data Final: 02/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;26/08/2025 17:25:00;26/08/2025 18:20:00;55min;1;1;C;148.400,00;149.050,00;192.255,00;No;130,00;650,00;1;130,00;650,00;0,00;0,00;0,00; - ;130,00 +WINJ26;21/10/2025 09:30:00;21/10/2025 10:50:00;1h20min;1;1;C;153.200,00;152.950,00;192.255,00;No;-50,00;-250,00;2;-50,00;-250,00;0,00;0,00;0,00;1m24d16h;80,00 +WINJ26;30/10/2025 10:55:00;30/10/2025 11:40:00;45min;1;1;C;157.250,00;157.335,00;192.255,00;No;17,00;85,00;3;17,00;85,00;0,00;0,00;0,00;9d1h;97,00 +WINJ26;04/11/2025 10:15:00;04/11/2025 10:35:00;20min;1;1;C;158.540,00;158.520,00;192.255,00;No;-4,00;-20,00;4;-4,00;-20,00;0,00;0,00;0,00;4d23h;93,00 +WINJ26;12/11/2025 17:00:00;12/11/2025 17:25:00;25min;1;1;C;165.750,00;165.800,00;192.255,00;No;10,00;50,00;5;10,00;50,00;0,00;0,00;0,00;8d6h;103,00 +WINJ26;14/11/2025 09:15:00;14/11/2025 09:40:00;25min;1;1;C;164.780,00;165.050,00;192.255,00;Sim;54,00;270,00;6;54,00;270,00;0,00;0,00;0,00;1d16h;157,00 +WINJ26;18/11/2025 10:20:00;18/11/2025 10:25:00;5min;1;1;C;164.540,00;164.840,00;192.255,00;Sim;60,00;300,00;7;60,00;300,00;0,00;0,00;0,00;4d1h;217,00 +WINJ26;09/12/2025 13:45:00;09/12/2025 18:15:00;4h30min;1;1;V;164.700,00;164.500,00;192.255,00;No;-40,00;-200,00;8;-40,00;-200,00;0,00;0,00;0,00;21d3h;177,00 +WINJ26;10/12/2025 09:35:00;10/12/2025 10:25:00;50min;1;1;V;164.850,00;165.705,00;192.255,00;Sim;171,00;855,00;9;171,00;855,00;0,00;0,00;0,00;19h50min;348,00 +WINJ26;19/12/2025 15:00:00;19/12/2025 16:05:00;1h5min;1;1;C;165.135,00;164.990,00;192.255,00;No;-29,00;-145,00;10;-29,00;-145,00;0,00;0,00;0,00;9d5h;319,00 +WINJ26;29/12/2025 10:25:00;29/12/2025 11:30:00;1h5min;1;1;C;166.635,00;166.510,00;192.255,00;No;-25,00;-125,00;11;-25,00;-125,00;0,00;0,00;0,00;9d19h;294,00 +WINJ26;02/01/2026 09:05:00;02/01/2026 09:10:00;5min;1;1;C;167.910,00;167.585,00;192.255,00;No;-65,00;-325,00;12;-65,00;-325,00;0,00;0,00;0,00;3d22h;229,00 +WINJ26;05/01/2026 09:45:00;05/01/2026 10:05:00;20min;1;1;V;166.320,00;166.515,00;192.255,00;Sim;39,00;195,00;13;39,00;195,00;0,00;0,00;0,00;3d;268,00 +WINJ26;05/01/2026 17:10:00;05/01/2026 17:35:00;25min;1;1;C;167.545,00;167.650,00;192.255,00;Sim;21,00;105,00;14;21,00;105,00;0,00;0,00;0,00;7h25min;289,00 +WINJ26;07/01/2026 10:40:00;07/01/2026 11:45:00;1h5min;1;1;C;168.780,00;167.655,00;192.255,00;No;-225,00;-1.125,00;15;-225,00;-1.125,00;0,00;0,00;0,00;1d17h;64,00 +WINJ26;08/01/2026 10:40:00;08/01/2026 10:50:00;10min;1;1;V;167.665,00;167.855,00;192.255,00;Sim;38,00;190,00;16;38,00;190,00;0,00;0,00;0,00;1d;102,00 +WINJ26;09/01/2026 09:30:00;09/01/2026 09:55:00;25min;1;1;C;168.050,00;168.100,00;192.255,00;Sim;10,00;50,00;17;10,00;50,00;0,00;0,00;0,00;22h50min;112,00 +WINJ26;09/01/2026 16:45:00;09/01/2026 17:50:00;1h5min;1;1;C;169.030,00;168.820,00;192.255,00;No;-42,00;-210,00;18;-42,00;-210,00;0,00;0,00;0,00;7h15min;70,00 +WINJ26;16/01/2026 10:30:00;16/01/2026 11:35:00;1h5min;1;1;C;170.625,00;169.550,00;192.255,00;No;-215,00;-1.075,00;19;-215,00;-1.075,00;0,00;0,00;0,00;6d17h;-145,00 +WINJ26;20/01/2026 15:15:00;20/01/2026 15:40:00;25min;1;1;C;170.885,00;170.940,00;192.255,00;No;11,00;55,00;20;11,00;55,00;0,00;0,00;0,00;4d4h;-134,00 +WINJ26;20/01/2026 16:10:00;20/01/2026 16:40:00;30min;1;1;C;170.650,00;170.725,00;192.255,00;Sim;15,00;75,00;21;15,00;75,00;0,00;0,00;0,00;55min;-119,00 +WINJ26;23/01/2026 15:15:00;23/01/2026 15:25:00;10min;1;1;C;181.845,00;182.200,00;192.255,00;No;71,00;355,00;22;71,00;355,00;0,00;0,00;0,00;2d23h;-48,00 +WINJ26;26/01/2026 11:30:00;26/01/2026 11:35:00;5min;1;1;C;183.185,00;183.955,00;192.255,00;No;154,00;770,00;23;154,00;770,00;0,00;0,00;0,00;2d20h;106,00 +WINJ26;26/01/2026 16:25:00;26/01/2026 16:30:00;5min;1;1;C;183.140,00;183.430,00;192.255,00;Sim;58,00;290,00;24;58,00;290,00;0,00;0,00;0,00;4h55min;164,00 +WINJ26;27/01/2026 15:20:00;27/01/2026 16:25:00;1h5min;1;1;C;187.310,00;187.200,00;192.255,00;No;-22,00;-110,00;25;-22,00;-110,00;0,00;0,00;0,00;22h55min;142,00 +WINJ26;28/01/2026 16:10:00;28/01/2026 16:25:00;15min;1;1;C;188.025,00;188.260,00;192.255,00;No;47,00;235,00;26;47,00;235,00;0,00;0,00;0,00;1d;189,00 +WINJ26;04/02/2026 09:15:00;04/02/2026 10:20:00;1h5min;1;1;C;189.705,00;188.850,00;192.255,00;No;-171,00;-855,00;27;-171,00;-855,00;0,00;0,00;0,00;6d17h;18,00 +WINJ26;05/02/2026 09:40:00;05/02/2026 09:45:00;5min;1;1;V;186.105,00;186.285,00;192.255,00;Sim;36,00;180,00;28;36,00;180,00;0,00;0,00;0,00;1d;54,00 +WINJ26;05/02/2026 10:30:00;05/02/2026 11:35:00;1h5min;1;1;V;187.115,00;186.885,00;192.255,00;Sim;-46,00;-230,00;29;-46,00;-230,00;0,00;0,00;0,00;50min;8,00 +WINJ26;05/02/2026 17:00:00;05/02/2026 18:05:00;1h5min;1;1;C;187.375,00;186.645,00;192.255,00;Sim;-146,00;-730,00;30;-146,00;-730,00;0,00;0,00;0,00;6h30min;-138,00 +WINJ26;10/02/2026 16:10:00;10/02/2026 16:35:00;25min;1;1;C;189.645,00;189.850,00;192.255,00;No;41,00;205,00;31;41,00;205,00;0,00;0,00;0,00;4d23h;-97,00 +WINJ26;11/02/2026 15:50:00;11/02/2026 16:10:00;20min;1;1;C;193.855,00;194.050,00;192.255,00;No;39,00;195,00;32;39,00;195,00;0,00;0,00;0,00;23h40min;-58,00 +WINJ26;13/02/2026 14:00:00;13/02/2026 15:05:00;1h5min;1;1;V;189.870,00;189.405,00;192.255,00;Sim;-93,00;-465,00;33;-93,00;-465,00;0,00;0,00;0,00;1d22h;-151,00 +WINJ26;20/02/2026 14:35:00;20/02/2026 14:50:00;15min;1;1;C;191.665,00;192.135,00;192.255,00;Sim;94,00;470,00;34;94,00;470,00;0,00;0,00;0,00;7d;-57,00 +WINJ26;23/02/2026 10:05:00;23/02/2026 10:10:00;5min;1;1;C;192.910,00;193.150,00;192.255,00;No;48,00;240,00;35;48,00;240,00;0,00;0,00;0,00;2d19h;-9,00 +WINJ26;02/03/2026 12:00:00;02/03/2026 12:50:00;50min;1;1;V;191.220,00;191.375,00;192.255,00;Sim;31,00;155,00;36;31,00;155,00;0,00;0,00;0,00;7d1h;22,00 +WINJ26;02/03/2026 17:20:00; - ; - ;1;0;C;192.225,00;192.275,00;192.275,00;Sim;10,00;50,00;37;10,00;50,00;0,00;0,00;0,00;5h20min;32,00 diff --git a/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v25_ifr_mme200_contexto15min.csv b/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v25_ifr_mme200_contexto15min.csv new file mode 100644 index 0000000..25903ad --- /dev/null +++ b/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v25_ifr_mme200_contexto15min.csv @@ -0,0 +1,22 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 02/03/2025 +Data Final: 02/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;26/08/2025 18:00:00;26/08/2025 18:15:00;15min;1;1;C;149.000,00;149.050,00;192.285,00;No;10,00;50,00;1;10,00;50,00;0,00;0,00;0,00; - ;10,00 +WINJ26;30/10/2025 10:45:00;30/10/2025 11:30:00;45min;1;1;C;157.250,00;157.335,00;192.285,00;No;17,00;85,00;2;17,00;85,00;0,00;0,00;0,00;2m2d16h;27,00 +WINJ26;12/11/2025 17:00:00;12/11/2025 17:15:00;15min;1;1;C;165.750,00;165.800,00;192.285,00;No;10,00;50,00;3;10,00;50,00;0,00;0,00;0,00;13d6h;37,00 +WINJ26;18/11/2025 10:30:00;18/11/2025 11:00:00;30min;1;1;C;164.740,00;164.500,00;192.285,00;Sim;-48,00;-240,00;4;-48,00;-240,00;0,00;0,00;0,00;5d17h;-11,00 +WINJ26;09/12/2025 17:30:00;10/12/2025 09:00:00;15h30min;1;1;V;165.750,00;165.225,00;192.285,00;No;-105,00;-525,00;5;-105,00;-525,00;0,00;0,00;0,00;21d7h;-116,00 +WINJ26;10/12/2025 10:15:00;10/12/2025 10:30:00;15min;1;1;V;164.850,00;165.030,00;192.285,00;No;36,00;180,00;6;36,00;180,00;0,00;0,00;0,00;16h45min;-80,00 +WINJ26;26/12/2025 10:15:00;26/12/2025 11:45:00;1h30min;1;1;C;165.975,00;166.015,00;192.285,00;No;8,00;40,00;7;8,00;40,00;0,00;0,00;0,00;16d;-72,00 +WINJ26;29/12/2025 11:30:00;29/12/2025 14:45:00;3h15min;1;1;C;166.510,00;166.380,00;192.285,00;No;-26,00;-130,00;8;-26,00;-130,00;0,00;0,00;0,00;3d1h;-98,00 +WINJ26;02/01/2026 09:15:00;02/01/2026 09:30:00;15min;1;1;C;167.715,00;167.610,00;192.285,00;No;-21,00;-105,00;9;-21,00;-105,00;0,00;0,00;0,00;3d21h;-119,00 +WINJ26;07/01/2026 13:30:00;07/01/2026 16:45:00;3h15min;1;1;C;167.830,00;167.630,00;192.285,00;No;-40,00;-200,00;10;-40,00;-200,00;0,00;0,00;0,00;5d4h;-159,00 +WINJ26;12/01/2026 09:15:00;12/01/2026 11:45:00;2h30min;1;1;C;168.975,00;168.540,00;192.285,00;No;-87,00;-435,00;11;-87,00;-435,00;0,00;0,00;0,00;4d19h;-246,00 +WINJ26;30/01/2026 16:00:00;02/02/2026 09:00:00;2d17h;1;1;C;186.180,00;184.655,00;192.285,00;No;-305,00;-1.525,00;12;-305,00;-1.525,00;0,00;0,00;0,00;18d6h;-551,00 +WINJ26;12/02/2026 15:45:00;12/02/2026 17:45:00;2h;1;1;C;191.565,00;192.210,00;192.285,00;No;129,00;645,00;13;129,00;645,00;0,00;0,00;0,00;12d23h;-422,00 +WINJ26;18/02/2026 13:30:00;18/02/2026 14:00:00;30min;1;1;V;189.975,00;190.075,00;192.285,00;Sim;20,00;100,00;14;20,00;100,00;0,00;0,00;0,00;5d21h;-402,00 +WINJ26;19/02/2026 10:15:00;19/02/2026 11:45:00;1h30min;1;1;V;190.010,00;189.830,00;192.285,00;No;-36,00;-180,00;15;-36,00;-180,00;0,00;0,00;0,00;20h45min;-438,00 +WINJ26;20/02/2026 11:30:00;20/02/2026 11:45:00;15min;1;1;C;191.115,00;191.325,00;192.285,00;Sim;42,00;210,00;16;42,00;210,00;0,00;0,00;0,00;1d1h;-396,00 diff --git a/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v25_ifr_mme200_contexto30min.csv b/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v25_ifr_mme200_contexto30min.csv new file mode 100644 index 0000000..c51aad6 --- /dev/null +++ b/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v25_ifr_mme200_contexto30min.csv @@ -0,0 +1,18 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 02/03/2025 +Data Final: 02/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;27/08/2025 09:00:00;28/08/2025 09:00:00;1d;1;1;C;148.200,00;151.000,00;192.295,00;No;560,00;2.800,00;1;560,00;2.800,00;0,00;0,00;0,00; - ;560,00 +WINJ26;18/11/2025 10:30:00;18/11/2025 17:00:00;6h30min;1;1;C;164.740,00;164.900,00;192.295,00;No;32,00;160,00;2;32,00;160,00;0,00;0,00;0,00;2m21d1h;592,00 +WINJ26;21/11/2025 11:00:00;24/11/2025 09:30:00;2d22h;1;1;C;161.780,00;162.615,00;192.295,00;Sim;167,00;835,00;3;167,00;835,00;0,00;0,00;0,00;3d;759,00 +WINJ26;19/12/2025 13:00:00;19/12/2025 16:00:00;3h;1;1;V;165.000,00;165.465,00;192.295,00;No;93,00;465,00;4;93,00;465,00;0,00;0,00;0,00;1m2h;852,00 +WINJ26;02/01/2026 16:30:00;05/01/2026 09:30:00;2d17h;1;1;C;166.230,00;166.655,00;192.295,00;No;85,00;425,00;5;85,00;425,00;0,00;0,00;0,00;14d3h;937,00 +WINJ26;07/01/2026 16:00:00;08/01/2026 10:30:00;18h30min;1;1;C;167.710,00;167.945,00;192.295,00;No;47,00;235,00;6;47,00;235,00;0,00;0,00;0,00;4d23h;984,00 +WINJ26;16/01/2026 12:00:00;19/01/2026 09:00:00;2d21h;1;1;C;169.830,00;169.140,00;192.295,00;No;-138,00;-690,00;7;-138,00;-690,00;0,00;0,00;0,00;8d20h;846,00 +WINJ26;20/01/2026 10:00:00;20/01/2026 12:00:00;2h;1;1;C;169.010,00;170.520,00;192.295,00;Sim;302,00;1.510,00;8;302,00;1.510,00;0,00;0,00;0,00;3d22h;1.148,00 +WINJ26;29/01/2026 13:30:00;30/01/2026 10:30:00;21h;1;1;C;187.690,00;187.965,00;192.295,00;No;55,00;275,00;9;55,00;275,00;0,00;0,00;0,00;9d3h;1.203,00 +WINJ26;30/01/2026 16:00:00;02/02/2026 10:00:00;2d18h;1;1;C;186.180,00;186.765,00;192.295,00;Sim;117,00;585,00;10;117,00;585,00;0,00;0,00;0,00;1d2h;1.320,00 +WINJ26;12/02/2026 16:00:00;13/02/2026 13:00:00;21h;1;1;C;191.680,00;188.720,00;192.295,00;No;-592,00;-2.960,00;11;-592,00;-2.960,00;0,00;0,00;0,00;13d;728,00 +WINJ26;26/02/2026 13:00:00;26/02/2026 16:00:00;3h;1;1;C;193.370,00;193.800,00;192.295,00;No;86,00;430,00;12;86,00;430,00;0,00;0,00;0,00;13d21h;814,00 diff --git a/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v25_ifr_mme200_contexto60min.csv b/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v25_ifr_mme200_contexto60min.csv new file mode 100644 index 0000000..157b266 --- /dev/null +++ b/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v25_ifr_mme200_contexto60min.csv @@ -0,0 +1,12 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 02/03/2025 +Data Final: 02/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;27/08/2025 09:00:00;28/08/2025 09:00:00;1d;1;1;C;148.200,00;151.000,00;192.295,00;No;560,00;2.800,00;1;560,00;2.800,00;0,00;0,00;0,00; - ;560,00 +WINJ26;13/10/2025 10:00:00;14/10/2025 14:00:00;1d4h;1;1;C;151.100,00;151.180,00;192.295,00;No;16,00;80,00;2;16,00;80,00;0,00;0,00;0,00;1m16d1h;576,00 +WINJ26;18/11/2025 11:00:00;21/11/2025 11:00:00;3d;1;1;C;164.500,00;161.780,00;192.295,00;No;-544,00;-2.720,00;3;-544,00;-2.720,00;0,00;0,00;0,00;1m5d1h;32,00 +WINJ26;08/12/2025 10:00:00;09/12/2025 14:00:00;1d4h;1;1;C;165.600,00;164.600,00;192.295,00;No;-200,00;-1.000,00;4;-200,00;-1.000,00;0,00;0,00;0,00;19d23h;-168,00 +WINJ26;13/02/2026 14:00:00;19/02/2026 09:00:00;5d19h;1;1;C;189.405,00;190.465,00;192.295,00;No;212,00;1.060,00;5;212,00;1.060,00;0,00;0,00;0,00;2m5d4h;44,00 +WINJ26;02/03/2026 12:00:00;02/03/2026 15:00:00;3h;1;1;C;191.375,00;192.040,00;192.295,00;No;133,00;665,00;6;133,00;665,00;0,00;0,00;0,00;16d22h;177,00 diff --git a/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v27_um_trade_por_direcao02min.csv b/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v27_um_trade_por_direcao02min.csv new file mode 100644 index 0000000..ee5087c --- /dev/null +++ b/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v27_um_trade_por_direcao02min.csv @@ -0,0 +1,98 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 02/03/2025 +Data Final: 02/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;19/12/2025 15:28:00;19/12/2025 15:42:00;14min;1;1;C;165.120,00;165.035,00;192.350,00;No;-17,00;-85,00;1;-17,00;-85,00;0,00;0,00;0,00; - ;-17,00 +WINJ26;22/12/2025 09:12:00;22/12/2025 09:20:00;8min;1;1;V;164.925,00;165.200,00;192.350,00;No;55,00;275,00;2;55,00;275,00;0,00;0,00;0,00;2d17h;38,00 +WINJ26;22/12/2025 10:16:00;22/12/2025 10:30:00;14min;1;1;C;164.425,00;164.400,00;192.350,00;Sim;-5,00;-25,00;3;-5,00;-25,00;0,00;0,00;0,00;1h4min;33,00 +WINJ26;23/12/2025 09:24:00;23/12/2025 09:40:00;16min;1;1;V;165.015,00;164.900,00;192.350,00;No;-23,00;-115,00;4;-23,00;-115,00;0,00;0,00;0,00;23h8min;10,00 +WINJ26;23/12/2025 11:26:00;23/12/2025 11:34:00;8min;1;1;C;165.355,00;165.550,00;192.350,00;No;39,00;195,00;5;39,00;195,00;0,00;0,00;0,00;2h2min;49,00 +WINJ26;26/12/2025 09:10:00;26/12/2025 09:24:00;14min;1;1;C;165.870,00;165.825,00;192.350,00;No;-9,00;-45,00;6;-9,00;-45,00;0,00;0,00;0,00;2d21h;40,00 +WINJ26;26/12/2025 11:44:00;26/12/2025 11:56:00;12min;1;1;V;165.880,00;166.015,00;192.350,00;Sim;27,00;135,00;7;27,00;135,00;0,00;0,00;0,00;2h34min;67,00 +WINJ26;29/12/2025 09:02:00;29/12/2025 09:16:00;14min;1;1;V;167.000,00;167.230,00;192.350,00;Sim;46,00;230,00;8;46,00;230,00;0,00;0,00;0,00;2d21h;113,00 +WINJ26;29/12/2025 14:50:00;29/12/2025 14:52:00;2min;1;1;V;166.265,00;166.290,00;192.350,00;No;5,00;25,00;9;5,00;25,00;0,00;0,00;0,00;5h48min;118,00 +WINJ26;29/12/2025 15:32:00;29/12/2025 15:46:00;14min;1;1;C;166.120,00;165.870,00;192.350,00;No;-50,00;-250,00;10;-50,00;-250,00;0,00;0,00;0,00;42min;68,00 +WINJ26;30/12/2025 09:44:00;30/12/2025 09:58:00;14min;1;1;V;167.700,00;167.635,00;192.350,00;Sim;-13,00;-65,00;11;-13,00;-65,00;0,00;0,00;0,00;18h12min;55,00 +WINJ26;30/12/2025 11:04:00;30/12/2025 11:08:00;4min;1;1;C;167.355,00;167.485,00;192.350,00;No;26,00;130,00;12;26,00;130,00;0,00;0,00;0,00;1h20min;81,00 +WINJ26;02/01/2026 09:08:00;02/01/2026 09:22:00;14min;1;1;V;167.730,00;167.740,00;192.350,00;Sim;2,00;10,00;13;2,00;10,00;0,00;0,00;0,00;2d22h;83,00 +WINJ26;02/01/2026 10:34:00;02/01/2026 10:48:00;14min;1;1;C;167.515,00;167.425,00;192.350,00;No;-18,00;-90,00;14;-18,00;-90,00;0,00;0,00;0,00;1h26min;65,00 +WINJ26;05/01/2026 09:42:00;05/01/2026 09:46:00;4min;1;1;V;166.465,00;166.675,00;192.350,00;No;42,00;210,00;15;42,00;210,00;0,00;0,00;0,00;2d23h;107,00 +WINJ26;05/01/2026 17:10:00;05/01/2026 17:24:00;14min;1;1;C;167.545,00;167.515,00;192.350,00;No;-6,00;-30,00;16;-6,00;-30,00;0,00;0,00;0,00;7h28min;101,00 +WINJ26;06/01/2026 09:30:00;06/01/2026 09:44:00;14min;1;1;V;168.700,00;168.485,00;192.350,00;Sim;-43,00;-215,00;17;-43,00;-215,00;0,00;0,00;0,00;16h20min;58,00 +WINJ26;06/01/2026 11:36:00;06/01/2026 11:38:00;2min;1;1;C;169.290,00;169.445,00;192.350,00;No;31,00;155,00;18;31,00;155,00;0,00;0,00;0,00;2h6min;89,00 +WINJ26;07/01/2026 09:04:00;07/01/2026 09:06:00;2min;1;1;V;169.030,00;169.100,00;192.350,00;Sim;14,00;70,00;19;14,00;70,00;0,00;0,00;0,00;21h28min;103,00 +WINJ26;07/01/2026 10:28:00;07/01/2026 10:38:00;10min;1;1;C;168.510,00;168.765,00;192.350,00;Sim;51,00;255,00;20;51,00;255,00;0,00;0,00;0,00;1h24min;154,00 +WINJ26;08/01/2026 11:46:00;08/01/2026 11:50:00;4min;1;1;V;167.880,00;167.960,00;192.350,00;No;16,00;80,00;21;16,00;80,00;0,00;0,00;0,00;1d1h;170,00 +WINJ26;09/01/2026 09:04:00;09/01/2026 09:12:00;8min;1;1;V;168.140,00;168.305,00;192.350,00;Sim;33,00;165,00;22;33,00;165,00;0,00;0,00;0,00;21h18min;203,00 +WINJ26;09/01/2026 09:26:00;09/01/2026 09:40:00;14min;1;1;C;168.045,00;167.845,00;192.350,00;Sim;-40,00;-200,00;23;-40,00;-200,00;0,00;0,00;0,00;22min;163,00 +WINJ26;12/01/2026 10:14:00;12/01/2026 10:20:00;6min;1;1;C;168.305,00;168.475,00;192.350,00;No;34,00;170,00;24;34,00;170,00;0,00;0,00;0,00;3d;197,00 +WINJ26;12/01/2026 11:44:00;12/01/2026 11:58:00;14min;1;1;V;168.550,00;168.525,00;192.350,00;Sim;-5,00;-25,00;25;-5,00;-25,00;0,00;0,00;0,00;1h30min;192,00 +WINJ26;13/01/2026 09:06:00;13/01/2026 09:08:00;2min;1;1;V;168.400,00;168.695,00;192.350,00;Sim;59,00;295,00;26;59,00;295,00;0,00;0,00;0,00;21h22min;251,00 +WINJ26;13/01/2026 09:56:00;13/01/2026 10:10:00;14min;1;1;C;167.785,00;167.400,00;192.350,00;Sim;-77,00;-385,00;27;-77,00;-385,00;0,00;0,00;0,00;50min;174,00 +WINJ26;14/01/2026 09:40:00;14/01/2026 09:54:00;14min;1;1;V;167.980,00;168.050,00;192.350,00;No;14,00;70,00;28;14,00;70,00;0,00;0,00;0,00;23h44min;188,00 +WINJ26;15/01/2026 09:02:00;15/01/2026 09:04:00;2min;1;1;V;170.250,00;170.355,00;192.350,00;Sim;21,00;105,00;29;21,00;105,00;0,00;0,00;0,00;23h22min;209,00 +WINJ26;15/01/2026 10:06:00;15/01/2026 10:08:00;2min;1;1;V;170.600,00;170.840,00;192.350,00;Sim;48,00;240,00;30;48,00;240,00;0,00;0,00;0,00;1h4min;257,00 +WINJ26;15/01/2026 11:44:00;15/01/2026 11:58:00;14min;1;1;C;170.070,00;169.950,00;192.350,00;No;-24,00;-120,00;31;-24,00;-120,00;0,00;0,00;0,00;1h38min;233,00 +WINJ26;16/01/2026 09:20:00;16/01/2026 09:28:00;8min;1;1;V;171.005,00;171.105,00;192.350,00;Sim;20,00;100,00;32;20,00;100,00;0,00;0,00;0,00;21h36min;253,00 +WINJ26;16/01/2026 10:12:00;16/01/2026 10:28:00;16min;1;1;C;170.700,00;170.660,00;192.350,00;No;-8,00;-40,00;33;-8,00;-40,00;0,00;0,00;0,00;52min;245,00 +WINJ26;19/01/2026 10:30:00;19/01/2026 10:38:00;8min;1;1;C;169.420,00;169.615,00;192.350,00;Sim;39,00;195,00;34;39,00;195,00;0,00;0,00;0,00;3d;284,00 +WINJ26;19/01/2026 13:08:00;19/01/2026 13:22:00;14min;1;1;V;169.960,00;169.880,00;192.350,00;No;-16,00;-80,00;35;-16,00;-80,00;0,00;0,00;0,00;2h38min;268,00 +WINJ26;20/01/2026 09:36:00;20/01/2026 09:46:00;10min;1;1;C;168.420,00;168.535,00;192.350,00;Sim;23,00;115,00;36;23,00;115,00;0,00;0,00;0,00;20h28min;291,00 +WINJ26;20/01/2026 10:26:00;20/01/2026 10:30:00;4min;1;1;V;168.895,00;169.135,00;192.350,00;No;48,00;240,00;37;48,00;240,00;0,00;0,00;0,00;50min;339,00 +WINJ26;21/01/2026 09:02:00;21/01/2026 09:04:00;2min;1;1;C;171.830,00;171.800,00;192.350,00;No;-6,00;-30,00;38;-6,00;-30,00;0,00;0,00;0,00;22h36min;333,00 +WINJ26;21/01/2026 09:34:00;21/01/2026 09:48:00;14min;1;1;V;172.730,00;172.500,00;192.350,00;Sim;-46,00;-230,00;39;-46,00;-230,00;0,00;0,00;0,00;32min;287,00 +WINJ26;22/01/2026 09:40:00;22/01/2026 09:54:00;14min;1;1;V;177.890,00;177.700,00;192.350,00;Sim;-38,00;-190,00;40;-38,00;-190,00;0,00;0,00;0,00;1d;249,00 +WINJ26;22/01/2026 15:34:00;22/01/2026 15:50:00;16min;1;1;C;181.375,00;181.100,00;192.350,00;No;-55,00;-275,00;41;-55,00;-275,00;0,00;0,00;0,00;5h54min;194,00 +WINJ26;23/01/2026 09:16:00;23/01/2026 09:18:00;2min;1;1;V;181.370,00;181.800,00;192.350,00;Sim;86,00;430,00;42;86,00;430,00;0,00;0,00;0,00;17h42min;280,00 +WINJ26;23/01/2026 11:26:00;23/01/2026 11:28:00;2min;1;1;C;181.030,00;181.325,00;192.350,00;Sim;59,00;295,00;43;59,00;295,00;0,00;0,00;0,00;2h10min;339,00 +WINJ26;26/01/2026 11:06:00;26/01/2026 11:20:00;14min;1;1;C;183.130,00;182.990,00;192.350,00;No;-28,00;-140,00;44;-28,00;-140,00;0,00;0,00;0,00;2d23h;311,00 +WINJ26;26/01/2026 11:34:00;26/01/2026 11:48:00;14min;1;1;V;183.390,00;184.025,00;192.350,00;Sim;127,00;635,00;45;127,00;635,00;0,00;0,00;0,00;28min;438,00 +WINJ26;27/01/2026 09:22:00;27/01/2026 09:38:00;16min;1;1;V;186.055,00;185.210,00;192.350,00;Sim;-169,00;-845,00;46;-169,00;-845,00;0,00;0,00;0,00;21h48min;269,00 +WINJ26;27/01/2026 14:20:00;27/01/2026 14:34:00;14min;1;1;C;187.835,00;187.750,00;192.350,00;No;-17,00;-85,00;47;-17,00;-85,00;0,00;0,00;0,00;4h58min;252,00 +WINJ26;28/01/2026 09:04:00;28/01/2026 09:18:00;14min;1;1;V;187.550,00;187.440,00;192.350,00;Sim;-22,00;-110,00;48;-22,00;-110,00;0,00;0,00;0,00;18h44min;230,00 +WINJ26;28/01/2026 12:34:00;28/01/2026 12:48:00;14min;1;1;C;188.375,00;188.640,00;192.350,00;No;53,00;265,00;49;53,00;265,00;0,00;0,00;0,00;3h30min;283,00 +WINJ26;29/01/2026 12:04:00;29/01/2026 12:18:00;14min;1;1;C;189.130,00;188.325,00;192.350,00;No;-161,00;-805,00;50;-161,00;-805,00;0,00;0,00;0,00;23h30min;122,00 +WINJ26;29/01/2026 14:34:00;29/01/2026 14:42:00;8min;1;1;V;188.215,00;188.415,00;192.350,00;Sim;40,00;200,00;51;40,00;200,00;0,00;0,00;0,00;2h30min;162,00 +WINJ26;30/01/2026 09:14:00;30/01/2026 09:18:00;4min;1;1;C;187.180,00;187.520,00;192.350,00;Sim;68,00;340,00;52;68,00;340,00;0,00;0,00;0,00;18h40min;230,00 +WINJ26;30/01/2026 16:26:00;30/01/2026 16:32:00;6min;1;1;V;186.000,00;186.400,00;192.350,00;No;80,00;400,00;53;80,00;400,00;0,00;0,00;0,00;7h12min;310,00 +WINJ26;02/02/2026 09:26:00;02/02/2026 09:40:00;14min;1;1;V;186.440,00;186.370,00;192.350,00;No;-14,00;-70,00;54;-14,00;-70,00;0,00;0,00;0,00;2d17h;296,00 +WINJ26;02/02/2026 11:32:00;02/02/2026 11:36:00;4min;1;1;C;186.780,00;186.980,00;192.350,00;Sim;40,00;200,00;55;40,00;200,00;0,00;0,00;0,00;2h6min;336,00 +WINJ26;03/02/2026 09:12:00;03/02/2026 09:26:00;14min;1;1;V;189.085,00;188.515,00;192.350,00;Sim;-114,00;-570,00;56;-114,00;-570,00;0,00;0,00;0,00;21h40min;222,00 +WINJ26;03/02/2026 12:18:00;03/02/2026 12:28:00;10min;1;1;C;190.980,00;191.170,00;192.350,00;No;38,00;190,00;57;38,00;190,00;0,00;0,00;0,00;3h6min;260,00 +WINJ26;04/02/2026 09:04:00;04/02/2026 09:06:00;2min;1;1;V;189.785,00;190.090,00;192.350,00;Sim;61,00;305,00;58;61,00;305,00;0,00;0,00;0,00;20h46min;321,00 +WINJ26;04/02/2026 09:36:00;04/02/2026 09:48:00;12min;1;1;C;189.165,00;189.350,00;192.350,00;Sim;37,00;185,00;59;37,00;185,00;0,00;0,00;0,00;32min;358,00 +WINJ26;05/02/2026 09:06:00;05/02/2026 09:14:00;8min;1;1;V;186.250,00;186.235,00;192.350,00;No;-3,00;-15,00;60;-3,00;-15,00;0,00;0,00;0,00;23h30min;355,00 +WINJ26;05/02/2026 12:32:00;05/02/2026 12:44:00;12min;1;1;C;186.895,00;187.100,00;192.350,00;Sim;41,00;205,00;61;41,00;205,00;0,00;0,00;0,00;3h26min;396,00 +WINJ26;06/02/2026 09:08:00;06/02/2026 09:20:00;12min;1;1;V;186.900,00;187.700,00;192.350,00;Sim;160,00;800,00;62;160,00;800,00;0,00;0,00;0,00;20h36min;556,00 +WINJ26;06/02/2026 15:16:00;06/02/2026 15:30:00;14min;1;1;C;186.525,00;186.340,00;192.350,00;Sim;-37,00;-185,00;63;-37,00;-185,00;0,00;0,00;0,00;6h8min;519,00 +WINJ26;09/02/2026 09:08:00;09/02/2026 09:22:00;14min;1;1;V;187.590,00;187.495,00;192.350,00;No;-19,00;-95,00;64;-19,00;-95,00;0,00;0,00;0,00;2d17h;500,00 +WINJ26;09/02/2026 10:26:00;09/02/2026 10:32:00;6min;1;1;C;187.640,00;187.680,00;192.350,00;No;8,00;40,00;65;8,00;40,00;0,00;0,00;0,00;1h18min;508,00 +WINJ26;10/02/2026 09:20:00;10/02/2026 09:22:00;2min;1;1;C;189.870,00;190.075,00;192.350,00;No;41,00;205,00;66;41,00;205,00;0,00;0,00;0,00;22h54min;549,00 +WINJ26;10/02/2026 12:38:00;10/02/2026 12:52:00;14min;1;1;V;190.845,00;190.860,00;192.350,00;Sim;3,00;15,00;67;3,00;15,00;0,00;0,00;0,00;3h18min;552,00 +WINJ26;11/02/2026 09:30:00;11/02/2026 09:44:00;14min;1;1;V;192.115,00;191.540,00;192.350,00;Sim;-115,00;-575,00;68;-115,00;-575,00;0,00;0,00;0,00;20h52min;437,00 +WINJ26;11/02/2026 10:18:00;11/02/2026 10:24:00;6min;1;1;C;191.825,00;192.165,00;192.350,00;No;68,00;340,00;69;68,00;340,00;0,00;0,00;0,00;48min;505,00 +WINJ26;12/02/2026 09:04:00;12/02/2026 09:06:00;2min;1;1;V;193.410,00;193.330,00;192.350,00;Sim;-16,00;-80,00;70;-16,00;-80,00;0,00;0,00;0,00;22h46min;489,00 +WINJ26;12/02/2026 09:54:00;12/02/2026 10:02:00;8min;1;1;C;192.885,00;192.980,00;192.350,00;No;19,00;95,00;71;19,00;95,00;0,00;0,00;0,00;50min;508,00 +WINJ26;13/02/2026 09:42:00;13/02/2026 09:46:00;4min;1;1;C;189.325,00;189.585,00;192.350,00;Sim;52,00;260,00;72;52,00;260,00;0,00;0,00;0,00;23h48min;560,00 +WINJ26;13/02/2026 12:44:00;13/02/2026 12:48:00;4min;1;1;V;188.760,00;189.100,00;192.350,00;No;68,00;340,00;73;68,00;340,00;0,00;0,00;0,00;3h2min;628,00 +WINJ26;18/02/2026 14:26:00;18/02/2026 14:40:00;14min;1;1;V;190.510,00;190.255,00;192.350,00;Sim;-51,00;-255,00;74;-51,00;-255,00;0,00;0,00;0,00;5d1h;577,00 +WINJ26;18/02/2026 16:24:00;18/02/2026 16:38:00;14min;1;1;C;189.070,00;188.855,00;192.350,00;Sim;-43,00;-215,00;75;-43,00;-215,00;0,00;0,00;0,00;1h58min;534,00 +WINJ26;19/02/2026 09:02:00;19/02/2026 09:16:00;14min;1;1;V;190.195,00;190.090,00;192.350,00;No;-21,00;-105,00;76;-21,00;-105,00;0,00;0,00;0,00;16h38min;513,00 +WINJ26;19/02/2026 10:42:00;19/02/2026 10:44:00;2min;1;1;V;190.290,00;190.575,00;192.350,00;Sim;57,00;285,00;77;57,00;285,00;0,00;0,00;0,00;1h40min;570,00 +WINJ26;19/02/2026 13:54:00;19/02/2026 13:56:00;2min;1;1;C;192.075,00;192.255,00;192.350,00;No;36,00;180,00;78;36,00;180,00;0,00;0,00;0,00;3h12min;606,00 +WINJ26;20/02/2026 09:40:00;20/02/2026 09:54:00;14min;1;1;C;190.975,00;190.745,00;192.350,00;Sim;-46,00;-230,00;79;-46,00;-230,00;0,00;0,00;0,00;19h46min;560,00 +WINJ26;20/02/2026 11:38:00;20/02/2026 11:52:00;14min;1;1;V;191.140,00;190.995,00;192.350,00;Sim;-29,00;-145,00;80;-29,00;-145,00;0,00;0,00;0,00;1h58min;531,00 +WINJ26;23/02/2026 09:30:00;23/02/2026 09:44:00;14min;1;1;C;192.925,00;192.675,00;192.350,00;No;-50,00;-250,00;81;-50,00;-250,00;0,00;0,00;0,00;2d21h;481,00 +WINJ26;23/02/2026 12:04:00;23/02/2026 12:06:00;2min;1;1;V;193.950,00;194.250,00;192.350,00;Sim;60,00;300,00;82;60,00;300,00;0,00;0,00;0,00;2h34min;541,00 +WINJ26;24/02/2026 09:22:00;24/02/2026 09:30:00;8min;1;1;V;193.240,00;193.585,00;192.350,00;No;69,00;345,00;83;69,00;345,00;0,00;0,00;0,00;21h18min;610,00 +WINJ26;24/02/2026 15:02:00;24/02/2026 15:16:00;14min;1;1;C;195.005,00;194.865,00;192.350,00;No;-28,00;-140,00;84;-28,00;-140,00;0,00;0,00;0,00;5h40min;582,00 +WINJ26;25/02/2026 09:16:00;25/02/2026 09:30:00;14min;1;1;V;196.370,00;196.870,00;192.350,00;Sim;100,00;500,00;85;100,00;500,00;0,00;0,00;0,00;18h14min;682,00 +WINJ26;25/02/2026 10:18:00;25/02/2026 10:32:00;14min;1;1;C;195.920,00;195.735,00;192.350,00;No;-37,00;-185,00;86;-37,00;-185,00;0,00;0,00;0,00;1h2min;645,00 +WINJ26;26/02/2026 09:08:00;26/02/2026 09:10:00;2min;1;1;C;194.135,00;194.385,00;192.350,00;Sim;50,00;250,00;87;50,00;250,00;0,00;0,00;0,00;22h50min;695,00 +WINJ26;26/02/2026 10:04:00;26/02/2026 10:18:00;14min;1;1;V;194.510,00;194.585,00;192.350,00;No;15,00;75,00;88;15,00;75,00;0,00;0,00;0,00;56min;710,00 +WINJ26;27/02/2026 09:14:00;27/02/2026 09:20:00;6min;1;1;C;192.865,00;193.550,00;192.350,00;Sim;137,00;685,00;89;137,00;685,00;0,00;0,00;0,00;23h10min;847,00 +WINJ26;27/02/2026 11:18:00;27/02/2026 11:20:00;2min;1;1;V;193.015,00;192.990,00;192.350,00;No;-5,00;-25,00;90;-5,00;-25,00;0,00;0,00;0,00;2h4min;842,00 +WINJ26;02/03/2026 09:50:00;02/03/2026 10:04:00;14min;1;1;C;190.195,00;190.255,00;192.350,00;Sim;12,00;60,00;91;12,00;60,00;0,00;0,00;0,00;2d22h;854,00 +WINJ26;02/03/2026 10:28:00;02/03/2026 10:42:00;14min;1;1;V;190.900,00;190.795,00;192.350,00;No;-21,00;-105,00;92;-21,00;-105,00;0,00;0,00;0,00;38min;833,00 diff --git a/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v27_um_trade_por_direcao05min.csv b/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v27_um_trade_por_direcao05min.csv new file mode 100644 index 0000000..0b81572 --- /dev/null +++ b/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v27_um_trade_por_direcao05min.csv @@ -0,0 +1,122 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 02/03/2025 +Data Final: 02/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;26/08/2025 17:25:00;26/08/2025 18:20:00;55min;1;1;C;148.400,00;149.050,00;192.335,00;No;130,00;650,00;1;130,00;650,00;0,00;0,00;0,00; - ;130,00 +WINJ26;09/09/2025 09:00:00;09/09/2025 09:05:00;5min;1;1;V;152.550,00;152.300,00;192.335,00;No;-50,00;-250,00;2;-50,00;-250,00;0,00;0,00;0,00;13d15h;80,00 +WINJ26;16/09/2025 15:50:00;17/09/2025 13:00:00;21h10min;1;1;V;155.750,00;154.450,00;192.335,00;Sim;-260,00;-1.300,00;3;-260,00;-1.300,00;0,00;0,00;0,00;7d6h;-180,00 +WINJ26;17/09/2025 16:00:00;18/09/2025 12:00:00;20h;1;1;V;155.650,00;156.000,00;192.335,00;Sim;70,00;350,00;4;70,00;350,00;0,00;0,00;0,00;1d;-110,00 +WINJ26;19/09/2025 10:35:00;22/09/2025 12:25:00;3d1h;1;1;V;154.750,00;156.150,00;192.335,00;Sim;280,00;1.400,00;5;280,00;1.400,00;0,00;0,00;0,00;1d18h;170,00 +WINJ26;25/09/2025 09:10:00;25/09/2025 09:45:00;35min;1;1;V;156.850,00;157.270,00;192.335,00;Sim;84,00;420,00;6;84,00;420,00;0,00;0,00;0,00;5d22h;254,00 +WINJ26;29/09/2025 13:35:00;29/09/2025 14:00:00;25min;1;1;V;156.650,00;156.400,00;192.335,00;No;-50,00;-250,00;7;-50,00;-250,00;0,00;0,00;0,00;4d4h;204,00 +WINJ26;30/09/2025 11:15:00;30/09/2025 11:20:00;5min;1;1;V;156.550,00;156.550,00;192.335,00;Sim;0;0;8;0;0;0,00;0,00;0,00;21h40min;204,00 +WINJ26;03/10/2025 09:45:00;03/10/2025 10:30:00;45min;1;1;C;153.935,00;153.800,00;192.335,00;No;-27,00;-135,00;9;-27,00;-135,00;0,00;0,00;0,00;2d22h;177,00 +WINJ26;13/10/2025 10:20:00;13/10/2025 10:25:00;5min;1;1;C;151.100,00;151.100,00;192.335,00;Sim;0;0;10;0;0;0,00;0,00;0,00;10d;177,00 +WINJ26;15/10/2025 11:15:00;15/10/2025 11:20:00;5min;1;1;C;151.200,00;151.050,00;192.335,00;No;-30,00;-150,00;11;-30,00;-150,00;0,00;0,00;0,00;2d;147,00 +WINJ26;20/10/2025 10:50:00;20/10/2025 12:35:00;1h45min;1;1;V;153.750,00;152.685,00;192.335,00;No;-213,00;-1.065,00;12;-213,00;-1.065,00;0,00;0,00;0,00;4d23h;-66,00 +WINJ26;21/10/2025 09:30:00;21/10/2025 10:15:00;45min;1;1;C;153.200,00;152.700,00;192.335,00;No;-100,00;-500,00;13;-100,00;-500,00;0,00;0,00;0,00;22h40min;-166,00 +WINJ26;23/10/2025 10:05:00;23/10/2025 12:45:00;2h40min;1;1;V;153.950,00;154.795,00;192.335,00;Sim;169,00;845,00;14;169,00;845,00;0,00;0,00;0,00;2d;3,00 +WINJ26;24/10/2025 10:55:00;24/10/2025 11:10:00;15min;1;1;V;154.860,00;155.250,00;192.335,00;Sim;78,00;390,00;15;78,00;390,00;0,00;0,00;0,00;1d;81,00 +WINJ26;27/10/2025 12:15:00;27/10/2025 13:20:00;1h5min;1;1;V;155.480,00;155.660,00;192.335,00;Sim;36,00;180,00;16;36,00;180,00;0,00;0,00;0,00;3d1h;117,00 +WINJ26;29/10/2025 12:00:00;29/10/2025 15:05:00;3h5min;1;1;V;157.295,00;157.250,00;192.335,00;Sim;-9,00;-45,00;17;-9,00;-45,00;0,00;0,00;0,00;1d23h;108,00 +WINJ26;30/10/2025 10:55:00;30/10/2025 11:40:00;45min;1;1;C;157.250,00;157.335,00;192.335,00;No;17,00;85,00;18;17,00;85,00;0,00;0,00;0,00;22h55min;125,00 +WINJ26;31/10/2025 11:40:00;31/10/2025 13:30:00;1h50min;1;1;V;157.700,00;157.700,00;192.335,00;Sim;0;0;19;0;0;0,00;0,00;0,00;1d;125,00 +WINJ26;03/11/2025 12:40:00;03/11/2025 16:10:00;3h30min;1;1;V;158.640,00;158.680,00;192.335,00;Sim;8,00;40,00;20;8,00;40,00;0,00;0,00;0,00;3d1h;133,00 +WINJ26;04/11/2025 10:15:00;04/11/2025 10:35:00;20min;1;1;C;158.540,00;158.520,00;192.335,00;No;-4,00;-20,00;21;-4,00;-20,00;0,00;0,00;0,00;21h35min;129,00 +WINJ26;05/11/2025 11:25:00;05/11/2025 12:45:00;1h20min;1;1;V;160.720,00;159.750,00;192.335,00;Sim;-194,00;-970,00;22;-194,00;-970,00;0,00;0,00;0,00;1d1h;-65,00 +WINJ26;06/11/2025 09:20:00;06/11/2025 14:00:00;4h40min;1;1;V;162.000,00;161.900,00;192.335,00;Sim;-20,00;-100,00;23;-20,00;-100,00;0,00;0,00;0,00;21h55min;-85,00 +WINJ26;10/11/2025 10:30:00;10/11/2025 17:30:00;7h;1;1;V;163.300,00;162.950,00;192.335,00;Sim;-70,00;-350,00;24;-70,00;-350,00;0,00;0,00;0,00;4d1h;-155,00 +WINJ26;11/11/2025 09:10:00;11/11/2025 10:25:00;1h15min;1;1;V;165.100,00;164.815,00;192.335,00;Sim;-57,00;-285,00;25;-57,00;-285,00;0,00;0,00;0,00;22h40min;-212,00 +WINJ26;12/11/2025 17:00:00;12/11/2025 17:25:00;25min;1;1;C;165.750,00;165.800,00;192.335,00;No;10,00;50,00;26;10,00;50,00;0,00;0,00;0,00;1d7h;-202,00 +WINJ26;14/11/2025 09:15:00;14/11/2025 09:40:00;25min;1;1;C;164.780,00;165.050,00;192.335,00;Sim;54,00;270,00;27;54,00;270,00;0,00;0,00;0,00;1d16h;-148,00 +WINJ26;14/11/2025 11:35:00;14/11/2025 17:50:00;6h15min;1;1;V;166.185,00;165.935,00;192.335,00;Sim;-50,00;-250,00;28;-50,00;-250,00;0,00;0,00;0,00;2h20min;-198,00 +WINJ26;18/11/2025 10:20:00;18/11/2025 10:25:00;5min;1;1;C;164.540,00;164.840,00;192.335,00;Sim;60,00;300,00;29;60,00;300,00;0,00;0,00;0,00;3d22h;-138,00 +WINJ26;19/11/2025 17:20:00;21/11/2025 09:10:00;1d15h;1;1;C;163.590,00;162.000,00;192.335,00;Sim;-318,00;-1.590,00;30;-318,00;-1.590,00;0,00;0,00;0,00;1d7h;-456,00 +WINJ26;21/11/2025 09:20:00;21/11/2025 11:15:00;1h55min;1;1;C;162.270,00;161.780,00;192.335,00;Sim;-98,00;-490,00;31;-98,00;-490,00;0,00;0,00;0,00;1d16h;-554,00 +WINJ26;25/11/2025 10:50:00;25/11/2025 10:55:00;5min;1;1;V;162.935,00;163.000,00;192.335,00;No;13,00;65,00;32;13,00;65,00;0,00;0,00;0,00;4d1h;-541,00 +WINJ26;26/11/2025 10:15:00;26/11/2025 11:00:00;45min;1;1;V;165.300,00;164.250,00;192.335,00;Sim;-210,00;-1.050,00;33;-210,00;-1.050,00;0,00;0,00;0,00;23h25min;-751,00 +WINJ26;02/12/2025 09:25:00;02/12/2025 10:40:00;1h15min;1;1;V;167.000,00;166.820,00;192.335,00;Sim;-36,00;-180,00;34;-36,00;-180,00;0,00;0,00;0,00;5d23h;-787,00 +WINJ26;03/12/2025 11:35:00;04/12/2025 09:15:00;21h40min;1;1;V;169.805,00;169.000,00;192.335,00;Sim;-161,00;-805,00;35;-161,00;-805,00;0,00;0,00;0,00;1d2h;-948,00 +WINJ26;05/12/2025 09:05:00;05/12/2025 11:35:00;2h30min;1;1;V;171.570,00;172.000,00;192.335,00;Sim;86,00;430,00;36;86,00;430,00;0,00;0,00;0,00;1d21h;-862,00 +WINJ26;05/12/2025 16:50:00;05/12/2025 17:35:00;45min;1;1;C;165.565,00;164.710,00;192.335,00;No;-171,00;-855,00;37;-171,00;-855,00;0,00;0,00;0,00;7h45min;-1.033,00 +WINJ26;09/12/2025 13:45:00;09/12/2025 17:20:00;3h35min;1;1;V;165.405,00;164.500,00;192.335,00;No;-181,00;-905,00;38;-181,00;-905,00;0,00;0,00;0,00;3d20h;-1.214,00 +WINJ26;10/12/2025 09:35:00;10/12/2025 10:25:00;50min;1;1;V;164.850,00;165.705,00;192.335,00;Sim;171,00;855,00;39;171,00;855,00;0,00;0,00;0,00;19h50min;-1.043,00 +WINJ26;12/12/2025 12:05:00;12/12/2025 12:15:00;10min;1;1;V;166.900,00;167.300,00;192.335,00;Sim;80,00;400,00;40;80,00;400,00;0,00;0,00;0,00;2d2h;-963,00 +WINJ26;15/12/2025 10:40:00;15/12/2025 13:00:00;2h20min;1;1;V;169.400,00;168.650,00;192.335,00;Sim;-150,00;-750,00;41;-150,00;-750,00;0,00;0,00;0,00;2d22h;-1.113,00 +WINJ26;16/12/2025 13:10:00;16/12/2025 14:10:00;1h;1;1;C;166.450,00;166.990,00;192.335,00;No;108,00;540,00;42;108,00;540,00;0,00;0,00;0,00;1d2h;-1.005,00 +WINJ26;17/12/2025 09:15:00;17/12/2025 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16:35:00;25min;1;1;C;189.645,00;189.850,00;192.335,00;No;41,00;205,00;97;41,00;205,00;0,00;0,00;0,00;3h30min;-1.679,00 +WINJ26;11/02/2026 10:10:00;11/02/2026 10:45:00;35min;1;1;V;192.455,00;191.995,00;192.335,00;Sim;-92,00;-460,00;98;-92,00;-460,00;0,00;0,00;0,00;18h;-1.771,00 +WINJ26;11/02/2026 15:50:00;11/02/2026 16:10:00;20min;1;1;C;193.855,00;194.050,00;192.335,00;No;39,00;195,00;99;39,00;195,00;0,00;0,00;0,00;5h40min;-1.732,00 +WINJ26;12/02/2026 15:45:00;12/02/2026 16:10:00;25min;1;1;C;191.565,00;191.835,00;192.335,00;Sim;54,00;270,00;100;54,00;270,00;0,00;0,00;0,00;23h55min;-1.678,00 +WINJ26;13/02/2026 10:10:00;13/02/2026 10:45:00;35min;1;1;C;189.215,00;189.255,00;192.335,00;Sim;8,00;40,00;101;8,00;40,00;0,00;0,00;0,00;18h25min;-1.670,00 +WINJ26;13/02/2026 14:00:00;13/02/2026 14:35:00;35min;1;1;V;189.505,00;189.405,00;192.335,00;No;-20,00;-100,00;102;-20,00;-100,00;0,00;0,00;0,00;3h50min;-1.690,00 +WINJ26;18/02/2026 13:10:00;18/02/2026 13:25:00;15min;1;1;V;190.280,00;190.960,00;192.335,00;Sim;136,00;680,00;103;136,00;680,00;0,00;0,00;0,00;4d23h;-1.554,00 +WINJ26;18/02/2026 16:45:00;18/02/2026 17:05:00;20min;1;1;C;189.035,00;189.220,00;192.335,00;Sim;37,00;185,00;104;37,00;185,00;0,00;0,00;0,00;3h35min;-1.517,00 +WINJ26;19/02/2026 13:40:00;19/02/2026 14:05:00;25min;1;1;V;191.955,00;192.245,00;192.335,00;Sim;58,00;290,00;105;58,00;290,00;0,00;0,00;0,00;20h55min;-1.459,00 +WINJ26;20/02/2026 10:20:00;20/02/2026 10:55:00;35min;1;1;C;190.810,00;190.655,00;192.335,00;No;-31,00;-155,00;106;-31,00;-155,00;0,00;0,00;0,00;20h40min;-1.490,00 +WINJ26;20/02/2026 12:25:00;20/02/2026 13:00:00;35min;1;1;V;192.250,00;192.020,00;192.335,00;No;-46,00;-230,00;107;-46,00;-230,00;0,00;0,00;0,00;2h5min;-1.536,00 +WINJ26;23/02/2026 10:05:00;23/02/2026 10:10:00;5min;1;1;C;192.910,00;193.150,00;192.335,00;No;48,00;240,00;108;48,00;240,00;0,00;0,00;0,00;2d21h;-1.488,00 +WINJ26;23/02/2026 12:05:00;23/02/2026 12:15:00;10min;1;1;V;193.480,00;194.040,00;192.335,00;Sim;112,00;560,00;109;112,00;560,00;0,00;0,00;0,00;2h;-1.376,00 +WINJ26;24/02/2026 09:25:00;24/02/2026 10:00:00;35min;1;1;V;193.505,00;193.475,00;192.335,00;No;-6,00;-30,00;110;-6,00;-30,00;0,00;0,00;0,00;21h20min;-1.382,00 +WINJ26;25/02/2026 09:30:00;25/02/2026 10:05:00;35min;1;1;V;196.035,00;196.370,00;192.335,00;Sim;67,00;335,00;111;67,00;335,00;0,00;0,00;0,00;1d;-1.315,00 +WINJ26;25/02/2026 16:20:00;25/02/2026 16:55:00;35min;1;1;C;194.200,00;194.110,00;192.335,00;No;-18,00;-90,00;112;-18,00;-90,00;0,00;0,00;0,00;6h50min;-1.333,00 +WINJ26;26/02/2026 16:30:00;26/02/2026 17:05:00;35min;1;1;V;194.355,00;194.010,00;192.335,00;No;-69,00;-345,00;113;-69,00;-345,00;0,00;0,00;0,00;1d;-1.402,00 +WINJ26;27/02/2026 14:55:00;27/02/2026 15:10:00;15min;1;1;C;192.480,00;192.710,00;192.335,00;Sim;46,00;230,00;114;46,00;230,00;0,00;0,00;0,00;22h25min;-1.356,00 +WINJ26;02/03/2026 09:15:00;02/03/2026 09:50:00;35min;1;1;C;191.035,00;190.195,00;192.335,00;Sim;-168,00;-840,00;115;-168,00;-840,00;0,00;0,00;0,00;2d18h;-1.524,00 +WINJ26;02/03/2026 12:00:00;02/03/2026 12:35:00;35min;1;1;V;191.390,00;191.375,00;192.335,00;No;-3,00;-15,00;116;-3,00;-15,00;0,00;0,00;0,00;2h45min;-1.527,00 diff --git a/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v27_um_trade_por_direcao15min.csv b/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v27_um_trade_por_direcao15min.csv new file mode 100644 index 0000000..49ff255 --- /dev/null +++ b/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v27_um_trade_por_direcao15min.csv @@ -0,0 +1,76 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 02/03/2025 +Data Final: 02/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;26/08/2025 18:00:00;26/08/2025 18:15:00;15min;1;1;C;149.000,00;149.050,00;192.330,00;No;10,00;50,00;1;10,00;50,00;0,00;0,00;0,00; - ;10,00 +WINJ26;01/09/2025 13:15:00;02/09/2025 09:45:00;20h30min;1;1;V;150.600,00;152.000,00;192.330,00;No;280,00;1.400,00;2;280,00;1.400,00;0,00;0,00;0,00;5d19h;290,00 +WINJ26;09/09/2025 09:00:00;10/09/2025 09:00:00;1d;1;1;V;152.500,00;152.300,00;192.330,00;Sim;-40,00;-200,00;3;-40,00;-200,00;0,00;0,00;0,00;7d19h;250,00 +WINJ26;12/09/2025 09:30:00;12/09/2025 09:45:00;15min;1;1;V;152.750,00;152.500,00;192.330,00;Sim;-50,00;-250,00;4;-50,00;-250,00;0,00;0,00;0,00;3d;200,00 +WINJ26;16/09/2025 15:45:00;17/09/2025 14:00:00;22h15min;1;1;V;155.850,00;154.450,00;192.330,00;Sim;-280,00;-1.400,00;5;-280,00;-1.400,00;0,00;0,00;0,00;4d6h;-80,00 +WINJ26;17/09/2025 16:00:00;18/09/2025 18:15:00;1d2h;1;1;V;156.150,00;156.000,00;192.330,00;Sim;-30,00;-150,00;6;-30,00;-150,00;0,00;0,00;0,00;1d;-110,00 +WINJ26;19/09/2025 14:45:00;22/09/2025 12:15:00;2d21h;1;1;V;154.750,00;156.400,00;192.330,00;Sim;330,00;1.650,00;7;330,00;1.650,00;0,00;0,00;0,00;1d22h;220,00 +WINJ26;25/09/2025 09:15:00;25/09/2025 10:15:00;1h;1;1;V;156.250,00;157.700,00;192.330,00;Sim;290,00;1.450,00;8;290,00;1.450,00;0,00;0,00;0,00;5d18h;510,00 +WINJ26;29/09/2025 13:30:00;29/09/2025 15:00:00;1h30min;1;1;V;156.340,00;156.400,00;192.330,00;No;12,00;60,00;9;12,00;60,00;0,00;0,00;0,00;4d4h;522,00 +WINJ26;13/10/2025 10:15:00;13/10/2025 11:30:00;1h15min;1;1;C;151.100,00;151.130,00;192.330,00;No;6,00;30,00;10;6,00;30,00;0,00;0,00;0,00;13d20h;528,00 +WINJ26;15/10/2025 11:15:00;15/10/2025 13:00:00;1h45min;1;1;C;151.200,00;151.200,00;192.330,00;No;0;0;11;0;0;0,00;0,00;0,00;2d1h;528,00 +WINJ26;23/10/2025 12:15:00;23/10/2025 12:45:00;30min;1;1;V;153.950,00;153.700,00;192.330,00;No;-50,00;-250,00;12;-50,00;-250,00;0,00;0,00;0,00;8d1h;478,00 +WINJ26;27/10/2025 12:15:00;28/10/2025 09:15:00;21h;1;1;V;155.400,00;155.660,00;192.330,00;Sim;52,00;260,00;13;52,00;260,00;0,00;0,00;0,00;4d;530,00 +WINJ26;30/10/2025 10:45:00;30/10/2025 11:30:00;45min;1;1;C;157.250,00;157.335,00;192.330,00;No;17,00;85,00;14;17,00;85,00;0,00;0,00;0,00;2d22h;547,00 +WINJ26;31/10/2025 11:30:00;31/10/2025 13:30:00;2h;1;1;V;157.700,00;157.700,00;192.330,00;Sim;0;0;15;0;0;0,00;0,00;0,00;1d;547,00 +WINJ26;03/11/2025 12:30:00;03/11/2025 17:30:00;5h;1;1;V;158.720,00;158.680,00;192.330,00;Sim;-8,00;-40,00;16;-8,00;-40,00;0,00;0,00;0,00;3d1h;539,00 +WINJ26;05/11/2025 11:15:00;05/11/2025 13:15:00;2h;1;1;V;161.300,00;159.750,00;192.330,00;Sim;-310,00;-1.550,00;17;-310,00;-1.550,00;0,00;0,00;0,00;1d22h;229,00 +WINJ26;06/11/2025 13:45:00;07/11/2025 09:15:00;19h30min;1;1;V;161.900,00;162.000,00;192.330,00;Sim;20,00;100,00;18;20,00;100,00;0,00;0,00;0,00;1d2h;249,00 +WINJ26;11/11/2025 12:45:00;11/11/2025 17:00:00;4h15min;1;1;V;166.560,00;165.895,00;192.330,00;Sim;-133,00;-665,00;19;-133,00;-665,00;0,00;0,00;0,00;4d23h;116,00 +WINJ26;12/11/2025 17:00:00;12/11/2025 17:15:00;15min;1;1;C;165.750,00;165.800,00;192.330,00;No;10,00;50,00;20;10,00;50,00;0,00;0,00;0,00;1d4h;126,00 +WINJ26;18/11/2025 10:30:00;18/11/2025 11:00:00;30min;1;1;C;164.740,00;164.500,00;192.330,00;Sim;-48,00;-240,00;21;-48,00;-240,00;0,00;0,00;0,00;5d17h;78,00 +WINJ26;21/11/2025 09:45:00;21/11/2025 13:30:00;3h45min;1;1;C;162.930,00;162.120,00;192.330,00;Sim;-162,00;-810,00;22;-162,00;-810,00;0,00;0,00;0,00;2d23h;-84,00 +WINJ26;27/11/2025 11:15:00;27/11/2025 16:00:00;4h45min;1;1;V;165.810,00;165.940,00;192.330,00;Sim;26,00;130,00;23;26,00;130,00;0,00;0,00;0,00;6d1h;-58,00 +WINJ26;28/11/2025 12:00:00;28/11/2025 13:00:00;1h;1;1;V;166.500,00;166.300,00;192.330,00;Sim;-40,00;-200,00;24;-40,00;-200,00;0,00;0,00;0,00;1d;-98,00 +WINJ26;02/12/2025 11:45:00;02/12/2025 16:00:00;4h15min;1;1;V;168.120,00;167.500,00;192.330,00;Sim;-124,00;-620,00;25;-124,00;-620,00;0,00;0,00;0,00;3d23h;-222,00 +WINJ26;05/12/2025 11:30:00;05/12/2025 13:00:00;1h30min;1;1;V;170.835,00;171.570,00;192.330,00;Sim;147,00;735,00;26;147,00;735,00;0,00;0,00;0,00;2d23h;-75,00 +WINJ26;08/12/2025 09:15:00;08/12/2025 12:30:00;3h15min;1;1;C;166.300,00;164.800,00;192.330,00;No;-300,00;-1.500,00;27;-300,00;-1.500,00;0,00;0,00;0,00;2d21h;-375,00 +WINJ26;09/12/2025 17:30:00;10/12/2025 09:00:00;15h30min;1;1;V;165.750,00;165.225,00;192.330,00;No;-105,00;-525,00;28;-105,00;-525,00;0,00;0,00;0,00;1d8h;-480,00 +WINJ26;10/12/2025 10:15:00;10/12/2025 10:30:00;15min;1;1;V;164.850,00;165.030,00;192.330,00;No;36,00;180,00;29;36,00;180,00;0,00;0,00;0,00;16h45min;-444,00 +WINJ26;12/12/2025 12:15:00;12/12/2025 13:30:00;1h15min;1;1;V;166.300,00;166.900,00;192.330,00;Sim;120,00;600,00;30;120,00;600,00;0,00;0,00;0,00;2d2h;-324,00 +WINJ26;15/12/2025 10:30:00;15/12/2025 13:00:00;2h30min;1;1;V;169.400,00;168.650,00;192.330,00;Sim;-150,00;-750,00;31;-150,00;-750,00;0,00;0,00;0,00;2d22h;-474,00 +WINJ26;17/12/2025 11:30:00;17/12/2025 13:15:00;1h45min;1;1;C;163.775,00;163.480,00;192.330,00;Sim;-59,00;-295,00;32;-59,00;-295,00;0,00;0,00;0,00;2d1h;-533,00 +WINJ26;19/12/2025 12:45:00;19/12/2025 14:30:00;1h45min;1;1;V;165.175,00;165.475,00;192.330,00;No;60,00;300,00;33;60,00;300,00;0,00;0,00;0,00;2d1h;-473,00 +WINJ26;19/12/2025 18:15:00;22/12/2025 09:00:00;2d14h;1;1;C;164.910,00;165.430,00;192.330,00;No;104,00;520,00;34;104,00;520,00;0,00;0,00;0,00;5h30min;-369,00 +WINJ26;22/12/2025 12:30:00;22/12/2025 13:30:00;1h;1;1;C;164.025,00;164.315,00;192.330,00;Sim;58,00;290,00;35;58,00;290,00;0,00;0,00;0,00;2d18h;-311,00 +WINJ26;23/12/2025 10:00:00;23/12/2025 11:45:00;1h45min;1;1;V;165.860,00;165.025,00;192.330,00;No;-167,00;-835,00;36;-167,00;-835,00;0,00;0,00;0,00;21h30min;-478,00 +WINJ26;26/12/2025 10:15:00;26/12/2025 11:45:00;1h30min;1;1;C;165.975,00;166.015,00;192.330,00;No;8,00;40,00;37;8,00;40,00;0,00;0,00;0,00;3d;-470,00 +WINJ26;29/12/2025 09:30:00;29/12/2025 10:30:00;1h;1;1;V;166.705,00;167.005,00;192.330,00;Sim;60,00;300,00;38;60,00;300,00;0,00;0,00;0,00;2d23h;-410,00 +WINJ26;29/12/2025 11:30:00;29/12/2025 13:15:00;1h45min;1;1;C;166.510,00;166.075,00;192.330,00;No;-87,00;-435,00;39;-87,00;-435,00;0,00;0,00;0,00;2h;-497,00 +WINJ26;02/01/2026 09:15:00;02/01/2026 09:30:00;15min;1;1;C;167.715,00;167.610,00;192.330,00;No;-21,00;-105,00;40;-21,00;-105,00;0,00;0,00;0,00;3d21h;-518,00 +WINJ26;02/01/2026 16:15:00;02/01/2026 16:30:00;15min;1;1;C;166.245,00;166.230,00;192.330,00;Sim;-3,00;-15,00;41;-3,00;-15,00;0,00;0,00;0,00;7h;-521,00 +WINJ26;06/01/2026 11:30:00;06/01/2026 13:15:00;1h45min;1;1;V;169.290,00;169.305,00;192.330,00;Sim;3,00;15,00;42;3,00;15,00;0,00;0,00;0,00;3d19h;-518,00 +WINJ26;07/01/2026 13:30:00;07/01/2026 15:15:00;1h45min;1;1;C;167.830,00;167.530,00;192.330,00;No;-60,00;-300,00;43;-60,00;-300,00;0,00;0,00;0,00;1d2h;-578,00 +WINJ26;08/01/2026 09:30:00;08/01/2026 09:45:00;15min;1;1;C;167.460,00;167.630,00;192.330,00;Sim;34,00;170,00;44;34,00;170,00;0,00;0,00;0,00;20h;-544,00 +WINJ26;12/01/2026 09:15:00;12/01/2026 11:00:00;1h45min;1;1;C;168.975,00;167.985,00;192.330,00;No;-198,00;-990,00;45;-198,00;-990,00;0,00;0,00;0,00;3d23h;-742,00 +WINJ26;13/01/2026 10:45:00;13/01/2026 12:30:00;1h45min;1;1;C;167.910,00;167.060,00;192.330,00;Sim;-170,00;-850,00;46;-170,00;-850,00;0,00;0,00;0,00;1d1h;-912,00 +WINJ26;14/01/2026 11:00:00;14/01/2026 11:15:00;15min;1;1;V;167.705,00;168.220,00;192.330,00;No;103,00;515,00;47;103,00;515,00;0,00;0,00;0,00;1d;-809,00 +WINJ26;15/01/2026 10:45:00;15/01/2026 11:45:00;1h;1;1;V;170.010,00;170.305,00;192.330,00;Sim;59,00;295,00;48;59,00;295,00;0,00;0,00;0,00;23h45min;-750,00 +WINJ26;20/01/2026 10:00:00;20/01/2026 11:15:00;1h15min;1;1;C;169.010,00;169.310,00;192.330,00;No;60,00;300,00;49;60,00;300,00;0,00;0,00;0,00;4d23h;-690,00 +WINJ26;23/01/2026 09:30:00;23/01/2026 11:00:00;1h30min;1;1;V;181.250,00;181.450,00;192.330,00;Sim;40,00;200,00;50;40,00;200,00;0,00;0,00;0,00;2d23h;-650,00 +WINJ26;27/01/2026 14:15:00;27/01/2026 15:00:00;45min;1;1;V;187.170,00;187.785,00;192.330,00;Sim;123,00;615,00;51;123,00;615,00;0,00;0,00;0,00;4d4h;-527,00 +WINJ26;29/01/2026 10:15:00;29/01/2026 12:00:00;1h45min;1;1;V;189.110,00;190.750,00;192.330,00;Sim;328,00;1.640,00;52;328,00;1.640,00;0,00;0,00;0,00;1d20h;-199,00 +WINJ26;30/01/2026 16:00:00;30/01/2026 17:45:00;1h45min;1;1;C;186.180,00;185.680,00;192.330,00;No;-100,00;-500,00;53;-100,00;-500,00;0,00;0,00;0,00;1d5h;-299,00 +WINJ26;04/02/2026 17:00:00;04/02/2026 18:15:00;1h15min;1;1;C;185.455,00;186.115,00;192.330,00;Sim;132,00;660,00;54;132,00;660,00;0,00;0,00;0,00;5d1h;-167,00 +WINJ26;05/02/2026 12:00:00;05/02/2026 12:15:00;15min;1;1;V;186.700,00;187.535,00;192.330,00;No;167,00;835,00;55;167,00;835,00;0,00;0,00;0,00;19h;0,00 +WINJ26;05/02/2026 18:00:00;06/02/2026 09:15:00;15h15min;1;1;C;186.585,00;187.460,00;192.330,00;No;175,00;875,00;56;175,00;875,00;0,00;0,00;0,00;6h;175,00 +WINJ26;09/02/2026 09:15:00;09/02/2026 11:00:00;1h45min;1;1;V;187.585,00;187.650,00;192.330,00;Sim;13,00;65,00;57;13,00;65,00;0,00;0,00;0,00;3d15h;188,00 +WINJ26;11/02/2026 10:15:00;11/02/2026 12:00:00;1h45min;1;1;V;193.035,00;191.810,00;192.330,00;Sim;-245,00;-1.225,00;58;-245,00;-1.225,00;0,00;0,00;0,00;2d1h;-57,00 +WINJ26;12/02/2026 15:45:00;12/02/2026 17:30:00;1h45min;1;1;C;191.565,00;191.960,00;192.330,00;No;79,00;395,00;59;79,00;395,00;0,00;0,00;0,00;1d5h;22,00 +WINJ26;13/02/2026 12:30:00;13/02/2026 13:30:00;1h;1;1;C;188.875,00;189.405,00;192.330,00;Sim;106,00;530,00;60;106,00;530,00;0,00;0,00;0,00;20h45min;128,00 +WINJ26;18/02/2026 13:30:00;18/02/2026 14:00:00;30min;1;1;V;189.975,00;190.075,00;192.330,00;No;20,00;100,00;61;20,00;100,00;0,00;0,00;0,00;5d1h;148,00 +WINJ26;19/02/2026 10:15:00;19/02/2026 11:45:00;1h30min;1;1;V;190.010,00;189.830,00;192.330,00;No;-36,00;-180,00;62;-36,00;-180,00;0,00;0,00;0,00;20h45min;112,00 +WINJ26;20/02/2026 11:30:00;20/02/2026 11:45:00;15min;1;1;C;191.115,00;191.325,00;192.330,00;No;42,00;210,00;63;42,00;210,00;0,00;0,00;0,00;1d1h;154,00 +WINJ26;23/02/2026 09:00:00;23/02/2026 09:15:00;15min;1;1;V;193.390,00;193.590,00;192.330,00;Sim;40,00;200,00;64;40,00;200,00;0,00;0,00;0,00;2d21h;194,00 +WINJ26;24/02/2026 09:30:00;24/02/2026 11:15:00;1h45min;1;1;V;193.610,00;193.240,00;192.330,00;No;-74,00;-370,00;65;-74,00;-370,00;0,00;0,00;0,00;1d;120,00 +WINJ26;25/02/2026 10:15:00;25/02/2026 10:45:00;30min;1;1;V;195.155,00;195.870,00;192.330,00;Sim;143,00;715,00;66;143,00;715,00;0,00;0,00;0,00;1d;263,00 +WINJ26;26/02/2026 12:45:00;26/02/2026 13:30:00;45min;1;1;C;193.110,00;193.930,00;192.330,00;No;164,00;820,00;67;164,00;820,00;0,00;0,00;0,00;1d2h;427,00 +WINJ26;26/02/2026 18:00:00;27/02/2026 09:15:00;15h15min;1;1;V;193.035,00;194.320,00;192.330,00;No;257,00;1.285,00;68;257,00;1.285,00;0,00;0,00;0,00;5h15min;684,00 +WINJ26;27/02/2026 09:30:00;27/02/2026 11:15:00;1h45min;1;1;C;193.430,00;193.430,00;192.330,00;No;0;0;69;0;0;0,00;0,00;0,00;15h30min;684,00 +WINJ26;02/03/2026 10:30:00;02/03/2026 12:00:00;1h30min;1;1;C;190.695,00;191.375,00;192.330,00;Sim;136,00;680,00;70;136,00;680,00;0,00;0,00;0,00;3d1h;820,00 diff --git a/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v27_um_trade_por_direcao30min.csv b/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v27_um_trade_por_direcao30min.csv new file mode 100644 index 0000000..bdf0314 --- /dev/null +++ b/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v27_um_trade_por_direcao30min.csv @@ -0,0 +1,50 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 02/03/2025 +Data Final: 02/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;27/08/2025 09:00:00;28/08/2025 09:00:00;1d;1;1;C;148.200,00;151.000,00;192.315,00;No;560,00;2.800,00;1;560,00;2.800,00;0,00;0,00;0,00; - ;560,00 +WINJ26;01/09/2025 13:00:00;02/09/2025 10:00:00;21h;1;1;V;150.500,00;152.000,00;192.315,00;No;300,00;1.500,00;2;300,00;1.500,00;0,00;0,00;0,00;5d4h;860,00 +WINJ26;09/09/2025 09:00:00;10/09/2025 09:00:00;1d;1;1;V;152.500,00;152.300,00;192.315,00;Sim;-40,00;-200,00;3;-40,00;-200,00;0,00;0,00;0,00;7d20h;820,00 +WINJ26;12/09/2025 09:30:00;12/09/2025 11:00:00;1h30min;1;1;V;153.400,00;152.500,00;192.315,00;Sim;-180,00;-900,00;4;-180,00;-900,00;0,00;0,00;0,00;3d;640,00 +WINJ26;17/09/2025 16:00:00;19/09/2025 09:30:00;1d17h;1;1;V;156.150,00;156.000,00;192.315,00;Sim;-30,00;-150,00;5;-30,00;-150,00;0,00;0,00;0,00;5d6h;610,00 +WINJ26;25/09/2025 10:00:00;25/09/2025 10:30:00;30min;1;1;V;156.000,00;156.250,00;192.315,00;Sim;50,00;250,00;6;50,00;250,00;0,00;0,00;0,00;7d18h;660,00 +WINJ26;13/10/2025 10:00:00;13/10/2025 13:30:00;3h30min;1;1;C;151.100,00;151.240,00;192.315,00;No;28,00;140,00;7;28,00;140,00;0,00;0,00;0,00;18d;688,00 +WINJ26;23/10/2025 12:00:00;23/10/2025 12:30:00;30min;1;1;V;153.950,00;153.700,00;192.315,00;No;-50,00;-250,00;8;-50,00;-250,00;0,00;0,00;0,00;10d2h;638,00 +WINJ26;24/10/2025 11:00:00;27/10/2025 12:00:00;3d1h;1;1;V;155.660,00;155.000,00;192.315,00;Sim;-132,00;-660,00;9;-132,00;-660,00;0,00;0,00;0,00;23h;506,00 +WINJ26;04/11/2025 10:00:00;04/11/2025 16:00:00;6h;1;1;V;158.520,00;158.430,00;192.315,00;Sim;-18,00;-90,00;10;-18,00;-90,00;0,00;0,00;0,00;10d23h;488,00 +WINJ26;12/11/2025 09:30:00;12/11/2025 12:30:00;3h;1;1;V;165.300,00;166.300,00;192.315,00;Sim;200,00;1.000,00;11;200,00;1.000,00;0,00;0,00;0,00;7d23h;688,00 +WINJ26;18/11/2025 10:30:00;18/11/2025 17:00:00;6h30min;1;1;C;164.740,00;164.900,00;192.315,00;No;32,00;160,00;12;32,00;160,00;0,00;0,00;0,00;6d1h;720,00 +WINJ26;21/11/2025 11:00:00;21/11/2025 14:30:00;3h30min;1;1;C;161.780,00;162.635,00;192.315,00;Sim;171,00;855,00;13;171,00;855,00;0,00;0,00;0,00;3d;891,00 +WINJ26;28/11/2025 12:00:00;28/11/2025 16:30:00;4h30min;1;1;V;167.065,00;166.300,00;192.315,00;No;-153,00;-765,00;14;-153,00;-765,00;0,00;0,00;0,00;7d1h;738,00 +WINJ26;03/12/2025 17:00:00;04/12/2025 11:30:00;18h30min;1;1;V;171.250,00;169.165,00;192.315,00;Sim;-417,00;-2.085,00;15;-417,00;-2.085,00;0,00;0,00;0,00;5d5h;321,00 +WINJ26;05/12/2025 13:00:00;05/12/2025 13:30:00;30min;1;1;V;168.115,00;170.835,00;192.315,00;Sim;544,00;2.720,00;16;544,00;2.720,00;0,00;0,00;0,00;1d20h;865,00 +WINJ26;08/12/2025 09:30:00;08/12/2025 14:30:00;5h;1;1;C;166.180,00;166.150,00;192.315,00;No;-6,00;-30,00;17;-6,00;-30,00;0,00;0,00;0,00;2d20h;859,00 +WINJ26;09/12/2025 12:00:00;09/12/2025 13:00:00;1h;1;1;C;163.700,00;164.830,00;192.315,00;Sim;226,00;1.130,00;18;226,00;1.130,00;0,00;0,00;0,00;1d2h;1.085,00 +WINJ26;15/12/2025 10:30:00;15/12/2025 14:00:00;3h30min;1;1;V;169.505,00;168.650,00;192.315,00;No;-171,00;-855,00;19;-171,00;-855,00;0,00;0,00;0,00;5d22h;914,00 +WINJ26;16/12/2025 17:00:00;17/12/2025 11:00:00;18h;1;1;C;166.200,00;163.230,00;192.315,00;No;-594,00;-2.970,00;20;-594,00;-2.970,00;0,00;0,00;0,00;1d6h;320,00 +WINJ26;17/12/2025 12:00:00;17/12/2025 15:30:00;3h30min;1;1;C;164.165,00;163.850,00;192.315,00;Sim;-63,00;-315,00;21;-63,00;-315,00;0,00;0,00;0,00;19h;257,00 +WINJ26;19/12/2025 13:00:00;19/12/2025 16:00:00;3h;1;1;V;165.000,00;165.465,00;192.315,00;No;93,00;465,00;22;93,00;465,00;0,00;0,00;0,00;2d1h;350,00 +WINJ26;23/12/2025 15:30:00;26/12/2025 09:30:00;2d18h;1;1;V;165.790,00;166.390,00;192.315,00;Sim;120,00;600,00;23;120,00;600,00;0,00;0,00;0,00;4d2h;470,00 +WINJ26;29/12/2025 09:30:00;29/12/2025 11:00:00;1h30min;1;1;V;166.510,00;167.005,00;192.315,00;Sim;99,00;495,00;24;99,00;495,00;0,00;0,00;0,00;5d18h;569,00 +WINJ26;30/12/2025 11:00:00;30/12/2025 14:30:00;3h30min;1;1;V;167.795,00;167.200,00;192.315,00;Sim;-119,00;-595,00;25;-119,00;-595,00;0,00;0,00;0,00;1d1h;450,00 +WINJ26;02/01/2026 16:30:00;05/01/2026 09:30:00;2d17h;1;1;C;166.230,00;166.655,00;192.315,00;No;85,00;425,00;26;85,00;425,00;0,00;0,00;0,00;3d5h;535,00 +WINJ26;06/01/2026 16:30:00;07/01/2026 10:00:00;17h30min;1;1;V;168.900,00;169.185,00;192.315,00;Sim;57,00;285,00;27;57,00;285,00;0,00;0,00;0,00;4d;592,00 +WINJ26;07/01/2026 16:00:00;08/01/2026 10:00:00;18h;1;1;C;167.710,00;167.525,00;192.315,00;No;-37,00;-185,00;28;-37,00;-185,00;0,00;0,00;0,00;23h30min;555,00 +WINJ26;14/01/2026 13:00:00;14/01/2026 16:30:00;3h30min;1;1;V;169.760,00;168.615,00;192.315,00;No;-229,00;-1.145,00;29;-229,00;-1.145,00;0,00;0,00;0,00;6d21h;326,00 +WINJ26;16/01/2026 12:00:00;16/01/2026 15:30:00;3h30min;1;1;C;169.830,00;169.680,00;192.315,00;No;-30,00;-150,00;30;-30,00;-150,00;0,00;0,00;0,00;1d23h;296,00 +WINJ26;20/01/2026 10:00:00;20/01/2026 12:00:00;2h;1;1;C;169.010,00;170.520,00;192.315,00;Sim;302,00;1.510,00;31;302,00;1.510,00;0,00;0,00;0,00;3d22h;598,00 +WINJ26;22/01/2026 17:00:00;23/01/2026 11:00:00;18h;1;1;V;181.250,00;180.810,00;192.315,00;Sim;-88,00;-440,00;32;-88,00;-440,00;0,00;0,00;0,00;2d7h;510,00 +WINJ26;27/01/2026 15:00:00;28/01/2026 09:00:00;18h;1;1;V;187.620,00;187.170,00;192.315,00;Sim;-90,00;-450,00;33;-90,00;-450,00;0,00;0,00;0,00;4d22h;420,00 +WINJ26;28/01/2026 12:30:00;28/01/2026 16:00:00;3h30min;1;1;V;187.955,00;188.475,00;192.315,00;Sim;104,00;520,00;34;104,00;520,00;0,00;0,00;0,00;21h30min;524,00 +WINJ26;29/01/2026 11:30:00;29/01/2026 12:00:00;30min;1;1;V;189.110,00;190.745,00;192.315,00;Sim;327,00;1.635,00;35;327,00;1.635,00;0,00;0,00;0,00;23h;851,00 +WINJ26;29/01/2026 13:30:00;29/01/2026 17:00:00;3h30min;1;1;C;187.690,00;187.975,00;192.315,00;No;57,00;285,00;36;57,00;285,00;0,00;0,00;0,00;2h;908,00 +WINJ26;30/01/2026 16:00:00;02/02/2026 10:00:00;2d18h;1;1;C;186.180,00;186.765,00;192.315,00;Sim;117,00;585,00;37;117,00;585,00;0,00;0,00;0,00;1d2h;1.025,00 +WINJ26;09/02/2026 10:30:00;09/02/2026 14:00:00;3h30min;1;1;V;188.945,00;187.640,00;192.315,00;No;-261,00;-1.305,00;38;-261,00;-1.305,00;0,00;0,00;0,00;9d18h;764,00 +WINJ26;10/02/2026 09:30:00;10/02/2026 13:00:00;3h30min;1;1;V;190.815,00;189.915,00;192.315,00;Sim;-180,00;-900,00;39;-180,00;-900,00;0,00;0,00;0,00;23h;584,00 +WINJ26;11/02/2026 12:30:00;11/02/2026 16:00:00;3h30min;1;1;V;193.695,00;192.495,00;192.315,00;Sim;-240,00;-1.200,00;40;-240,00;-1.200,00;0,00;0,00;0,00;1d3h;344,00 +WINJ26;12/02/2026 16:00:00;13/02/2026 10:00:00;18h;1;1;C;191.680,00;189.220,00;192.315,00;No;-492,00;-2.460,00;41;-492,00;-2.460,00;0,00;0,00;0,00;1d3h;-148,00 +WINJ26;25/02/2026 10:30:00;25/02/2026 11:00:00;30min;1;1;V;194.965,00;195.645,00;192.315,00;Sim;136,00;680,00;42;136,00;680,00;0,00;0,00;0,00;12d18h;-12,00 +WINJ26;26/02/2026 13:00:00;26/02/2026 16:00:00;3h;1;1;C;193.370,00;193.800,00;192.315,00;No;86,00;430,00;43;86,00;430,00;0,00;0,00;0,00;1d2h;74,00 +WINJ26;27/02/2026 17:30:00;02/03/2026 11:30:00;2d18h;1;1;C;192.145,00;190.460,00;192.315,00;Sim;-337,00;-1.685,00;44;-337,00;-1.685,00;0,00;0,00;0,00;1d4h;-263,00 diff --git a/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v27_um_trade_por_direcao60min.csv b/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v27_um_trade_por_direcao60min.csv new file mode 100644 index 0000000..64cda15 --- /dev/null +++ b/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v27_um_trade_por_direcao60min.csv @@ -0,0 +1,30 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 02/03/2025 +Data Final: 02/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;27/08/2025 09:00:00;28/08/2025 09:00:00;1d;1;1;C;148.200,00;151.000,00;192.315,00;No;560,00;2.800,00;1;560,00;2.800,00;0,00;0,00;0,00; - ;560,00 +WINJ26;09/09/2025 09:00:00;10/09/2025 09:00:00;1d;1;1;V;152.500,00;152.300,00;192.315,00;No;-40,00;-200,00;2;-40,00;-200,00;0,00;0,00;0,00;13d;520,00 +WINJ26;12/09/2025 09:00:00;12/09/2025 11:00:00;2h;1;1;V;153.400,00;152.500,00;192.315,00;Sim;-180,00;-900,00;3;-180,00;-900,00;0,00;0,00;0,00;3d;340,00 +WINJ26;17/09/2025 16:00:00;19/09/2025 09:00:00;1d17h;1;1;V;156.150,00;156.000,00;192.315,00;Sim;-30,00;-150,00;4;-30,00;-150,00;0,00;0,00;0,00;5d7h;310,00 +WINJ26;22/09/2025 11:00:00;22/09/2025 12:00:00;1h;1;1;V;154.750,00;154.500,00;192.315,00;No;-50,00;-250,00;5;-50,00;-250,00;0,00;0,00;0,00;4d19h;260,00 +WINJ26;25/09/2025 10:00:00;25/09/2025 11:00:00;1h;1;1;V;155.750,00;156.250,00;192.315,00;Sim;100,00;500,00;6;100,00;500,00;0,00;0,00;0,00;2d23h;360,00 +WINJ26;13/10/2025 10:00:00;14/10/2025 11:00:00;1d1h;1;1;C;151.100,00;151.165,00;192.315,00;No;13,00;65,00;7;13,00;65,00;0,00;0,00;0,00;18d;373,00 +WINJ26;23/10/2025 18:00:00;27/10/2025 12:00:00;3d18h;1;1;V;155.660,00;154.600,00;192.315,00;No;-212,00;-1.060,00;8;-212,00;-1.060,00;0,00;0,00;0,00;10d8h;161,00 +WINJ26;03/11/2025 16:00:00;04/11/2025 10:00:00;18h;1;1;V;158.430,00;158.640,00;192.315,00;Sim;42,00;210,00;9;42,00;210,00;0,00;0,00;0,00;10d22h;203,00 +WINJ26;18/11/2025 11:00:00;19/11/2025 12:00:00;1d1h;1;1;C;164.500,00;164.100,00;192.315,00;No;-80,00;-400,00;10;-80,00;-400,00;0,00;0,00;0,00;14d19h;123,00 +WINJ26;28/11/2025 17:00:00;01/12/2025 11:00:00;2d18h;1;1;V;165.945,00;166.915,00;192.315,00;Sim;194,00;970,00;11;194,00;970,00;0,00;0,00;0,00;10d6h;317,00 +WINJ26;05/12/2025 13:00:00;05/12/2025 14:00:00;1h;1;1;V;168.900,00;170.835,00;192.315,00;Sim;387,00;1.935,00;12;387,00;1.935,00;0,00;0,00;0,00;6d20h;704,00 +WINJ26;08/12/2025 10:00:00;08/12/2025 18:00:00;8h;1;1;C;165.600,00;165.300,00;192.315,00;No;-60,00;-300,00;13;-60,00;-300,00;0,00;0,00;0,00;2d21h;644,00 +WINJ26;15/12/2025 11:00:00;16/12/2025 09:00:00;22h;1;1;V;168.995,00;169.330,00;192.315,00;No;67,00;335,00;14;67,00;335,00;0,00;0,00;0,00;7d1h;711,00 +WINJ26;29/12/2025 10:00:00;29/12/2025 13:00:00;3h;1;1;V;166.250,00;166.885,00;192.315,00;No;127,00;635,00;15;127,00;635,00;0,00;0,00;0,00;13d23h;838,00 +WINJ26;30/12/2025 11:00:00;30/12/2025 18:00:00;7h;1;1;V;167.355,00;167.200,00;192.315,00;Sim;-31,00;-155,00;16;-31,00;-155,00;0,00;0,00;0,00;1d1h;807,00 +WINJ26;07/01/2026 10:00:00;07/01/2026 11:00:00;1h;1;1;V;168.330,00;168.900,00;192.315,00;Sim;114,00;570,00;17;114,00;570,00;0,00;0,00;0,00;7d23h;921,00 +WINJ26;26/01/2026 11:00:00;26/01/2026 18:00:00;7h;1;1;V;183.800,00;183.135,00;192.315,00;Sim;-133,00;-665,00;18;-133,00;-665,00;0,00;0,00;0,00;19d1h;788,00 +WINJ26;28/01/2026 13:00:00;29/01/2026 10:00:00;21h;1;1;V;191.650,00;188.670,00;192.315,00;Sim;-596,00;-2.980,00;19;-596,00;-2.980,00;0,00;0,00;0,00;2d2h;192,00 +WINJ26;29/01/2026 12:00:00;29/01/2026 13:00:00;1h;1;1;V;186.785,00;189.110,00;192.315,00;Sim;465,00;2.325,00;20;465,00;2.325,00;0,00;0,00;0,00;23h;657,00 +WINJ26;10/02/2026 10:00:00;10/02/2026 17:00:00;7h;1;1;V;189.975,00;189.645,00;192.315,00;Sim;-66,00;-330,00;21;-66,00;-330,00;0,00;0,00;0,00;11d22h;591,00 +WINJ26;13/02/2026 14:00:00;18/02/2026 15:00:00;5d1h;1;1;C;189.405,00;190.185,00;192.315,00;No;156,00;780,00;22;156,00;780,00;0,00;0,00;0,00;3d4h;747,00 +WINJ26;25/02/2026 11:00:00;25/02/2026 16:00:00;5h;1;1;V;194.310,00;194.965,00;192.315,00;Sim;131,00;655,00;23;131,00;655,00;0,00;0,00;0,00;11d21h;878,00 +WINJ26;02/03/2026 12:00:00;02/03/2026 15:00:00;3h;1;1;C;191.375,00;192.040,00;192.315,00;No;133,00;665,00;24;133,00;665,00;0,00;0,00;0,00;5d1h;1.011,00 diff --git a/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v28_ifr_adx_filtro02min.csv b/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v28_ifr_adx_filtro02min.csv new file mode 100644 index 0000000..ac7f866 --- /dev/null +++ b/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v28_ifr_adx_filtro02min.csv @@ -0,0 +1,252 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 02/03/2025 +Data Final: 02/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;19/12/2025 17:48:00;19/12/2025 18:06:00;18min;1;1;C;164.730,00;164.800,00;192.345,00;No;14,00;70,00;1;14,00;70,00;0,00;0,00;0,00; - ;14,00 +WINJ26;22/12/2025 09:12:00;22/12/2025 09:20:00;8min;1;1;V;164.925,00;165.200,00;192.345,00;No;55,00;275,00;2;55,00;275,00;0,00;0,00;0,00;2d15h;69,00 +WINJ26;22/12/2025 10:16:00;22/12/2025 10:44:00;28min;1;1;C;164.425,00;164.265,00;192.345,00;Sim;-32,00;-160,00;3;-32,00;-160,00;0,00;0,00;0,00;1h4min;37,00 +WINJ26;22/12/2025 11:32:00;22/12/2025 11:46:00;14min;1;1;C;163.570,00;163.840,00;192.345,00;Sim;54,00;270,00;4;54,00;270,00;0,00;0,00;0,00;1h16min;91,00 +WINJ26;22/12/2025 13:22:00;22/12/2025 13:34:00;12min;1;1;V;164.075,00;164.240,00;192.345,00;No;33,00;165,00;5;33,00;165,00;0,00;0,00;0,00;1h50min;124,00 +WINJ26;22/12/2025 15:32:00;22/12/2025 15:36:00;4min;1;1;C;164.130,00;164.255,00;192.345,00;No;25,00;125,00;6;25,00;125,00;0,00;0,00;0,00;2h10min;149,00 +WINJ26;23/12/2025 09:24:00;23/12/2025 09:52:00;28min;1;1;V;165.105,00;164.900,00;192.345,00;Sim;-41,00;-205,00;7;-41,00;-205,00;0,00;0,00;0,00;17h52min;108,00 +WINJ26;23/12/2025 10:24:00;23/12/2025 10:28:00;4min;1;1;V;165.360,00;165.370,00;192.345,00;Sim;2,00;10,00;8;2,00;10,00;0,00;0,00;0,00;1h;110,00 +WINJ26;23/12/2025 11:26:00;23/12/2025 11:34:00;8min;1;1;C;165.355,00;165.550,00;192.345,00;No;39,00;195,00;9;39,00;195,00;0,00;0,00;0,00;1h2min;149,00 +WINJ26;23/12/2025 12:24:00;23/12/2025 12:46:00;22min;1;1;V;166.300,00;166.325,00;192.345,00;Sim;5,00;25,00;10;5,00;25,00;0,00;0,00;0,00;58min;154,00 +WINJ26;23/12/2025 15:20:00;23/12/2025 15:24:00;4min;1;1;C;166.425,00;166.425,00;192.345,00;No;0;0;11;0;0;0,00;0,00;0,00;2h56min;154,00 +WINJ26;26/12/2025 09:10:00;26/12/2025 09:36:00;26min;1;1;C;165.870,00;165.700,00;192.345,00;Sim;-34,00;-170,00;12;-34,00;-170,00;0,00;0,00;0,00;2d17h;120,00 +WINJ26;26/12/2025 11:44:00;26/12/2025 11:56:00;12min;1;1;V;165.880,00;166.015,00;192.345,00;No;27,00;135,00;13;27,00;135,00;0,00;0,00;0,00;2h34min;147,00 +WINJ26;26/12/2025 13:38:00;26/12/2025 14:02:00;24min;1;1;C;166.065,00;166.145,00;192.345,00;No;16,00;80,00;14;16,00;80,00;0,00;0,00;0,00;1h54min;163,00 +WINJ26;26/12/2025 14:22:00;26/12/2025 14:36:00;14min;1;1;V;166.375,00;166.355,00;192.345,00;Sim;-4,00;-20,00;15;-4,00;-20,00;0,00;0,00;0,00;44min;159,00 +WINJ26;29/12/2025 09:02:00;29/12/2025 09:16:00;14min;1;1;V;167.000,00;167.230,00;192.345,00;Sim;46,00;230,00;16;46,00;230,00;0,00;0,00;0,00;2d18h;205,00 +WINJ26;29/12/2025 14:50:00;29/12/2025 14:52:00;2min;1;1;V;166.265,00;166.290,00;192.345,00;No;5,00;25,00;17;5,00;25,00;0,00;0,00;0,00;5h48min;210,00 +WINJ26;29/12/2025 16:06:00;29/12/2025 16:12:00;6min;1;1;C;165.845,00;165.920,00;192.345,00;Sim;15,00;75,00;18;15,00;75,00;0,00;0,00;0,00;1h16min;225,00 +WINJ26;29/12/2025 16:38:00;29/12/2025 17:16:00;38min;1;1;V;166.345,00;165.975,00;192.345,00;No;-74,00;-370,00;19;-74,00;-370,00;0,00;0,00;0,00;32min;151,00 +WINJ26;30/12/2025 09:44:00;30/12/2025 10:02:00;18min;1;1;V;167.550,00;167.635,00;192.345,00;Sim;17,00;85,00;20;17,00;85,00;0,00;0,00;0,00;17h6min;168,00 +WINJ26;30/12/2025 11:04:00;30/12/2025 11:08:00;4min;1;1;C;167.355,00;167.485,00;192.345,00;No;26,00;130,00;21;26,00;130,00;0,00;0,00;0,00;1h20min;194,00 +WINJ26;30/12/2025 12:08:00;30/12/2025 12:14:00;6min;1;1;C;167.105,00;167.220,00;192.345,00;Sim;23,00;115,00;22;23,00;115,00;0,00;0,00;0,00;1h4min;217,00 +WINJ26;30/12/2025 17:58:00;30/12/2025 18:24:00;26min;1;1;C;167.470,00;167.090,00;192.345,00;No;-76,00;-380,00;23;-76,00;-380,00;0,00;0,00;0,00;5h50min;141,00 +WINJ26;02/01/2026 09:08:00;02/01/2026 09:32:00;24min;1;1;V;167.525,00;167.740,00;192.345,00;Sim;43,00;215,00;24;43,00;215,00;0,00;0,00;0,00;2d15h;184,00 +WINJ26;02/01/2026 09:56:00;02/01/2026 10:10:00;14min;1;1;V;167.810,00;167.965,00;192.345,00;Sim;31,00;155,00;25;31,00;155,00;0,00;0,00;0,00;48min;215,00 +WINJ26;02/01/2026 10:34:00;02/01/2026 11:00:00;26min;1;1;C;167.515,00;166.705,00;192.345,00;No;-162,00;-810,00;26;-162,00;-810,00;0,00;0,00;0,00;38min;53,00 +WINJ26;02/01/2026 11:06:00;02/01/2026 11:14:00;8min;1;1;C;166.875,00;167.125,00;192.345,00;Sim;50,00;250,00;27;50,00;250,00;0,00;0,00;0,00;32min;103,00 +WINJ26;02/01/2026 12:26:00;02/01/2026 12:34:00;8min;1;1;C;166.380,00;166.525,00;192.345,00;Sim;29,00;145,00;28;29,00;145,00;0,00;0,00;0,00;1h20min;132,00 +WINJ26;02/01/2026 13:56:00;02/01/2026 14:34:00;38min;1;1;C;166.130,00;166.085,00;192.345,00;Sim;-9,00;-45,00;29;-9,00;-45,00;0,00;0,00;0,00;1h30min;123,00 +WINJ26;02/01/2026 16:28:00;02/01/2026 16:52:00;24min;1;1;V;166.220,00;166.295,00;192.345,00;No;15,00;75,00;30;15,00;75,00;0,00;0,00;0,00;2h32min;138,00 +WINJ26;05/01/2026 09:42:00;05/01/2026 09:46:00;4min;1;1;V;166.465,00;166.675,00;192.345,00;Sim;42,00;210,00;31;42,00;210,00;0,00;0,00;0,00;2d17h;180,00 +WINJ26;05/01/2026 11:10:00;05/01/2026 11:34:00;24min;1;1;V;166.525,00;166.565,00;192.345,00;No;8,00;40,00;32;8,00;40,00;0,00;0,00;0,00;1h28min;188,00 +WINJ26;05/01/2026 13:06:00;05/01/2026 13:10:00;4min;1;1;V;167.030,00;167.080,00;192.345,00;Sim;10,00;50,00;33;10,00;50,00;0,00;0,00;0,00;1h56min;198,00 +WINJ26;05/01/2026 13:44:00;05/01/2026 14:16:00;32min;1;1;V;167.445,00;167.300,00;192.345,00;Sim;-29,00;-145,00;34;-29,00;-145,00;0,00;0,00;0,00;38min;169,00 +WINJ26;05/01/2026 15:04:00;05/01/2026 15:34:00;30min;1;1;V;167.705,00;167.590,00;192.345,00;Sim;-23,00;-115,00;35;-23,00;-115,00;0,00;0,00;0,00;1h20min;146,00 +WINJ26;05/01/2026 17:10:00;05/01/2026 17:30:00;20min;1;1;C;167.545,00;167.580,00;192.345,00;No;7,00;35,00;36;7,00;35,00;0,00;0,00;0,00;2h6min;153,00 +WINJ26;05/01/2026 17:38:00;05/01/2026 18:02:00;24min;1;1;V;167.645,00;167.665,00;192.345,00;Sim;4,00;20,00;37;4,00;20,00;0,00;0,00;0,00;28min;157,00 +WINJ26;06/01/2026 09:30:00;06/01/2026 09:56:00;26min;1;1;V;168.830,00;168.485,00;192.345,00;Sim;-69,00;-345,00;38;-69,00;-345,00;0,00;0,00;0,00;15h52min;88,00 +WINJ26;06/01/2026 09:58:00;06/01/2026 10:24:00;26min;1;1;V;169.410,00;168.775,00;192.345,00;Sim;-127,00;-635,00;39;-127,00;-635,00;0,00;0,00;0,00;28min;-39,00 +WINJ26;06/01/2026 11:36:00;06/01/2026 11:38:00;2min;1;1;C;169.290,00;169.445,00;192.345,00;No;31,00;155,00;40;31,00;155,00;0,00;0,00;0,00;1h38min;-8,00 +WINJ26;06/01/2026 16:38:00;06/01/2026 17:10:00;32min;1;1;C;169.210,00;169.190,00;192.345,00;Sim;-4,00;-20,00;41;-4,00;-20,00;0,00;0,00;0,00;5h2min;-12,00 +WINJ26;07/01/2026 10:28:00;07/01/2026 10:38:00;10min;1;1;C;168.510,00;168.765,00;192.345,00;Sim;51,00;255,00;42;51,00;255,00;0,00;0,00;0,00;17h50min;39,00 +WINJ26;07/01/2026 11:22:00;07/01/2026 11:48:00;26min;1;1;C;168.120,00;167.845,00;192.345,00;Sim;-55,00;-275,00;43;-55,00;-275,00;0,00;0,00;0,00;54min;-16,00 +WINJ26;07/01/2026 12:10:00;07/01/2026 12:34:00;24min;1;1;C;167.475,00;167.575,00;192.345,00;Sim;20,00;100,00;44;20,00;100,00;0,00;0,00;0,00;48min;4,00 +WINJ26;08/01/2026 11:46:00;08/01/2026 11:50:00;4min;1;1;V;167.880,00;167.960,00;192.345,00;No;16,00;80,00;45;16,00;80,00;0,00;0,00;0,00;23h36min;20,00 +WINJ26;09/01/2026 09:04:00;09/01/2026 09:12:00;8min;1;1;V;168.140,00;168.305,00;192.345,00;Sim;33,00;165,00;46;33,00;165,00;0,00;0,00;0,00;21h18min;53,00 +WINJ26;09/01/2026 09:26:00;09/01/2026 09:52:00;26min;1;1;C;168.045,00;168.010,00;192.345,00;No;-7,00;-35,00;47;-7,00;-35,00;0,00;0,00;0,00;22min;46,00 +WINJ26;09/01/2026 14:10:00;09/01/2026 14:42:00;32min;1;1;V;169.555,00;169.550,00;192.345,00;Sim;-1,00;-5,00;48;-1,00;-5,00;0,00;0,00;0,00;4h44min;45,00 +WINJ26;09/01/2026 14:58:00;09/01/2026 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16:32:00;6min;1;1;C;189.705,00;189.895,00;192.345,00;No;38,00;190,00;193;38,00;190,00;0,00;0,00;0,00;48min;654,00 +WINJ26;18/02/2026 13:00:00;18/02/2026 13:16:00;16min;1;1;V;190.390,00;190.460,00;192.345,00;Sim;14,00;70,00;194;14,00;70,00;0,00;0,00;0,00;4d20h;668,00 +WINJ26;18/02/2026 14:26:00;18/02/2026 14:46:00;20min;1;1;V;190.305,00;190.255,00;192.345,00;No;-10,00;-50,00;195;-10,00;-50,00;0,00;0,00;0,00;1h26min;658,00 +WINJ26;18/02/2026 18:16:00;19/02/2026 09:16:00;15h;1;1;V;190.195,00;189.995,00;192.345,00;No;-40,00;-200,00;196;-40,00;-200,00;0,00;0,00;0,00;3h50min;618,00 +WINJ26;19/02/2026 12:22:00;19/02/2026 12:48:00;26min;1;1;V;192.150,00;191.225,00;192.345,00;Sim;-185,00;-925,00;197;-185,00;-925,00;0,00;0,00;0,00;18h6min;433,00 +WINJ26;19/02/2026 13:04:00;19/02/2026 13:24:00;20min;1;1;V;192.180,00;192.190,00;192.345,00;Sim;2,00;10,00;198;2,00;10,00;0,00;0,00;0,00;42min;435,00 +WINJ26;19/02/2026 13:54:00;19/02/2026 13:56:00;2min;1;1;C;192.075,00;192.255,00;192.345,00;No;36,00;180,00;199;36,00;180,00;0,00;0,00;0,00;50min;471,00 +WINJ26;19/02/2026 16:52:00;19/02/2026 17:02:00;10min;1;1;C;191.670,00;191.780,00;192.345,00;Sim;22,00;110,00;200;22,00;110,00;0,00;0,00;0,00;2h58min;493,00 +WINJ26;19/02/2026 17:20:00;19/02/2026 17:28:00;8min;1;1;C;191.630,00;191.690,00;192.345,00;Sim;12,00;60,00;201;12,00;60,00;0,00;0,00;0,00;28min;505,00 +WINJ26;19/02/2026 17:42:00;19/02/2026 18:08:00;26min;1;1;V;192.280,00;191.920,00;192.345,00;No;-72,00;-360,00;202;-72,00;-360,00;0,00;0,00;0,00;22min;433,00 +WINJ26;19/02/2026 18:12:00;19/02/2026 18:22:00;10min;1;1;V;192.155,00;192.250,00;192.345,00;Sim;19,00;95,00;203;19,00;95,00;0,00;0,00;0,00;30min;452,00 +WINJ26;20/02/2026 09:40:00;20/02/2026 10:06:00;26min;1;1;C;190.975,00;190.660,00;192.345,00;Sim;-63,00;-315,00;204;-63,00;-315,00;0,00;0,00;0,00;15h28min;389,00 +WINJ26;20/02/2026 11:38:00;20/02/2026 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b/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v28_ifr_adx_filtro05min.csv new file mode 100644 index 0000000..e81daa3 --- /dev/null +++ b/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v28_ifr_adx_filtro05min.csv @@ -0,0 +1,145 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 02/03/2025 +Data Final: 02/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. 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16:50:00;6h;1;1;V;153.275,00;152.685,00;192.335,00;No;-118,00;-590,00;7;-118,00;-590,00;0,00;0,00;0,00;7d;119,00 +WINJ26;21/10/2025 09:30:00;21/10/2025 10:50:00;1h20min;1;1;C;153.200,00;152.950,00;192.335,00;No;-50,00;-250,00;8;-50,00;-250,00;0,00;0,00;0,00;22h40min;69,00 +WINJ26;23/10/2025 10:05:00;23/10/2025 12:45:00;2h40min;1;1;V;153.950,00;154.795,00;192.335,00;Sim;169,00;845,00;9;169,00;845,00;0,00;0,00;0,00;2d;238,00 +WINJ26;24/10/2025 10:55:00;24/10/2025 11:10:00;15min;1;1;V;154.860,00;155.250,00;192.335,00;Sim;78,00;390,00;10;78,00;390,00;0,00;0,00;0,00;1d;316,00 +WINJ26;27/10/2025 12:15:00;27/10/2025 13:20:00;1h5min;1;1;V;155.480,00;155.660,00;192.335,00;Sim;36,00;180,00;11;36,00;180,00;0,00;0,00;0,00;3d1h;352,00 +WINJ26;29/10/2025 12:00:00;29/10/2025 15:45:00;3h45min;1;1;V;157.250,00;157.250,00;192.335,00;Sim;0;0;12;0;0;0,00;0,00;0,00;1d23h;352,00 +WINJ26;30/10/2025 10:55:00;30/10/2025 11:40:00;45min;1;1;C;157.250,00;157.335,00;192.335,00;No;17,00;85,00;13;17,00;85,00;0,00;0,00;0,00;22h55min;369,00 +WINJ26;31/10/2025 11:40:00;31/10/2025 13:30:00;1h50min;1;1;V;157.700,00;157.700,00;192.335,00;Sim;0;0;14;0;0;0,00;0,00;0,00;1d;369,00 +WINJ26;03/11/2025 12:40:00;03/11/2025 16:10:00;3h30min;1;1;V;158.640,00;158.680,00;192.335,00;Sim;8,00;40,00;15;8,00;40,00;0,00;0,00;0,00;3d1h;377,00 +WINJ26;04/11/2025 10:15:00;04/11/2025 10:35:00;20min;1;1;C;158.540,00;158.520,00;192.335,00;No;-4,00;-20,00;16;-4,00;-20,00;0,00;0,00;0,00;21h35min;373,00 +WINJ26;06/11/2025 09:20:00;06/11/2025 15:25:00;6h5min;1;1;V;161.800,00;161.900,00;192.335,00;Sim;20,00;100,00;17;20,00;100,00;0,00;0,00;0,00;1d23h;393,00 +WINJ26;10/11/2025 10:30:00;11/11/2025 09:10:00;22h40min;1;1;V;164.815,00;162.950,00;192.335,00;Sim;-373,00;-1.865,00;18;-373,00;-1.865,00;0,00;0,00;0,00;4d1h;20,00 +WINJ26;12/11/2025 17:00:00;12/11/2025 17:25:00;25min;1;1;C;165.750,00;165.800,00;192.335,00;No;10,00;50,00;19;10,00;50,00;0,00;0,00;0,00;2d6h;30,00 +WINJ26;14/11/2025 09:15:00;14/11/2025 09:40:00;25min;1;1;C;164.780,00;165.050,00;192.335,00;Sim;54,00;270,00;20;54,00;270,00;0,00;0,00;0,00;1d16h;84,00 +WINJ26;14/11/2025 18:10:00;14/11/2025 18:20:00;10min;1;1;V;165.850,00;165.915,00;192.335,00;Sim;13,00;65,00;21;13,00;65,00;0,00;0,00;0,00;8h55min;97,00 +WINJ26;18/11/2025 10:20:00;18/11/2025 10:25:00;5min;1;1;C;164.540,00;164.840,00;192.335,00;Sim;60,00;300,00;22;60,00;300,00;0,00;0,00;0,00;3d16h;157,00 +WINJ26;19/11/2025 17:20:00;21/11/2025 11:15:00;1d17h;1;1;C;163.590,00;161.780,00;192.335,00;Sim;-362,00;-1.810,00;23;-362,00;-1.810,00;0,00;0,00;0,00;1d7h;-205,00 +WINJ26;26/11/2025 13:00:00;26/11/2025 16:30:00;3h30min;1;1;V;166.050,00;165.405,00;192.335,00;No;-129,00;-645,00;24;-129,00;-645,00;0,00;0,00;0,00;6d19h;-334,00 +WINJ26;02/12/2025 17:15:00;03/12/2025 10:35:00;17h20min;1;1;V;169.200,00;168.250,00;192.335,00;Sim;-190,00;-950,00;25;-190,00;-950,00;0,00;0,00;0,00;6d4h;-524,00 +WINJ26;03/12/2025 11:35:00;04/12/2025 10:20:00;22h45min;1;1;V;170.650,00;169.000,00;192.335,00;Sim;-330,00;-1.650,00;26;-330,00;-1.650,00;0,00;0,00;0,00;18h20min;-854,00 +WINJ26;05/12/2025 09:05:00;05/12/2025 11:35:00;2h30min;1;1;V;171.570,00;172.000,00;192.335,00;Sim;86,00;430,00;27;86,00;430,00;0,00;0,00;0,00;1d21h;-768,00 +WINJ26;05/12/2025 16:50:00;08/12/2025 09:05:00;2d16h;1;1;C;165.565,00;166.250,00;192.335,00;No;137,00;685,00;28;137,00;685,00;0,00;0,00;0,00;7h45min;-631,00 +WINJ26;09/12/2025 13:45:00;09/12/2025 18:15:00;4h30min;1;1;V;164.700,00;164.500,00;192.335,00;No;-40,00;-200,00;29;-40,00;-200,00;0,00;0,00;0,00;3d20h;-671,00 +WINJ26;10/12/2025 09:35:00;10/12/2025 10:25:00;50min;1;1;V;164.850,00;165.705,00;192.335,00;Sim;171,00;855,00;30;171,00;855,00;0,00;0,00;0,00;19h50min;-500,00 +WINJ26;12/12/2025 12:05:00;12/12/2025 12:15:00;10min;1;1;V;166.900,00;167.300,00;192.335,00;Sim;80,00;400,00;31;80,00;400,00;0,00;0,00;0,00;2d2h;-420,00 +WINJ26;15/12/2025 10:40:00;15/12/2025 13:35:00;2h55min;1;1;V;169.505,00;168.650,00;192.335,00;Sim;-171,00;-855,00;32;-171,00;-855,00;0,00;0,00;0,00;2d22h;-591,00 +WINJ26;16/12/2025 13:10:00;16/12/2025 14:10:00;1h;1;1;C;166.450,00;166.990,00;192.335,00;No;108,00;540,00;33;108,00;540,00;0,00;0,00;0,00;1d2h;-483,00 +WINJ26;17/12/2025 09:15:00;17/12/2025 10:30:00;1h15min;1;1;C;164.810,00;163.250,00;192.335,00;Sim;-312,00;-1.560,00;34;-312,00;-1.560,00;0,00;0,00;0,00;20h5min;-795,00 +WINJ26;17/12/2025 10:45:00;17/12/2025 11:25:00;40min;1;1;C;163.200,00;163.815,00;192.335,00;Sim;123,00;615,00;35;123,00;615,00;0,00;0,00;0,00;1h30min;-672,00 +WINJ26;18/12/2025 17:05:00;18/12/2025 17:30:00;25min;1;1;C;164.455,00;164.490,00;192.335,00;No;7,00;35,00;36;7,00;35,00;0,00;0,00;0,00;1d6h;-665,00 +WINJ26;19/12/2025 11:10:00;19/12/2025 12:15:00;1h5min;1;1;V;165.550,00;165.155,00;192.335,00;No;-79,00;-395,00;37;-79,00;-395,00;0,00;0,00;0,00;18h5min;-744,00 +WINJ26;19/12/2025 15:00:00;19/12/2025 16:05:00;1h5min;1;1;C;165.135,00;164.990,00;192.335,00;No;-29,00;-145,00;38;-29,00;-145,00;0,00;0,00;0,00;3h50min;-773,00 +WINJ26;19/12/2025 18:00:00;19/12/2025 18:10:00;10min;1;1;C;164.745,00;164.905,00;192.335,00;Sim;32,00;160,00;39;32,00;160,00;0,00;0,00;0,00;3h;-741,00 +WINJ26;22/12/2025 09:10:00;22/12/2025 09:15:00;5min;1;1;V;165.050,00;165.200,00;192.335,00;Sim;30,00;150,00;40;30,00;150,00;0,00;0,00;0,00;2d15h;-711,00 +WINJ26;22/12/2025 11:45:00;22/12/2025 12:10:00;25min;1;1;C;163.790,00;163.980,00;192.335,00;Sim;38,00;190,00;41;38,00;190,00;0,00;0,00;0,00;2h35min;-673,00 +WINJ26;23/12/2025 10:25:00;23/12/2025 11:25:00;1h;1;1;V;165.325,00;165.410,00;192.335,00;Sim;17,00;85,00;42;17,00;85,00;0,00;0,00;0,00;22h40min;-656,00 +WINJ26;23/12/2025 12:45:00;23/12/2025 13:30:00;45min;1;1;V;166.345,00;166.380,00;192.335,00;Sim;7,00;35,00;43;7,00;35,00;0,00;0,00;0,00;2h20min;-649,00 +WINJ26;29/12/2025 10:25:00;29/12/2025 11:30:00;1h5min;1;1;C;166.635,00;166.510,00;192.335,00;No;-25,00;-125,00;44;-25,00;-125,00;0,00;0,00;0,00;5d21h;-674,00 +WINJ26;30/12/2025 10:05:00;30/12/2025 10:45:00;40min;1;1;V;167.570,00;167.540,00;192.335,00;Sim;-6,00;-30,00;45;-6,00;-30,00;0,00;0,00;0,00;23h40min;-680,00 +WINJ26;30/12/2025 13:45:00;30/12/2025 13:50:00;5min;1;1;V;167.565,00;167.760,00;192.335,00;Sim;39,00;195,00;46;39,00;195,00;0,00;0,00;0,00;3h40min;-641,00 +WINJ26;02/01/2026 09:05:00;02/01/2026 09:10:00;5min;1;1;C;167.910,00;167.585,00;192.335,00;No;-65,00;-325,00;47;-65,00;-325,00;0,00;0,00;0,00;2d19h;-706,00 +WINJ26;02/01/2026 10:10:00;02/01/2026 10:15:00;5min;1;1;V;167.855,00;167.810,00;192.335,00;Sim;-9,00;-45,00;48;-9,00;-45,00;0,00;0,00;0,00;1h5min;-715,00 +WINJ26;02/01/2026 13:45:00;02/01/2026 14:50:00;1h5min;1;1;C;166.210,00;166.020,00;192.335,00;Sim;-38,00;-190,00;49;-38,00;-190,00;0,00;0,00;0,00;3h35min;-753,00 +WINJ26;05/01/2026 09:45:00;05/01/2026 10:05:00;20min;1;1;V;166.320,00;166.515,00;192.335,00;No;39,00;195,00;50;39,00;195,00;0,00;0,00;0,00;2d20h;-714,00 +WINJ26;05/01/2026 13:10:00;05/01/2026 14:15:00;1h5min;1;1;V;167.445,00;167.030,00;192.335,00;Sim;-83,00;-415,00;51;-83,00;-415,00;0,00;0,00;0,00;3h25min;-797,00 +WINJ26;05/01/2026 16:10:00;05/01/2026 16:25:00;15min;1;1;V;167.710,00;167.750,00;192.335,00;Sim;8,00;40,00;52;8,00;40,00;0,00;0,00;0,00;3h;-789,00 +WINJ26;05/01/2026 17:10:00;05/01/2026 17:35:00;25min;1;1;C;167.545,00;167.650,00;192.335,00;No;21,00;105,00;53;21,00;105,00;0,00;0,00;0,00;1h;-768,00 +WINJ26;07/01/2026 10:40:00;07/01/2026 11:45:00;1h5min;1;1;C;168.780,00;167.655,00;192.335,00;No;-225,00;-1.125,00;54;-225,00;-1.125,00;0,00;0,00;0,00;1d17h;-993,00 +WINJ26;07/01/2026 12:35:00;07/01/2026 12:50:00;15min;1;1;C;167.595,00;167.725,00;192.335,00;Sim;26,00;130,00;55;26,00;130,00;0,00;0,00;0,00;1h55min;-967,00 +WINJ26;08/01/2026 09:15:00;08/01/2026 09:20:00;5min;1;1;C;167.350,00;167.500,00;192.335,00;Sim;30,00;150,00;56;30,00;150,00;0,00;0,00;0,00;20h40min;-937,00 +WINJ26;09/01/2026 09:30:00;09/01/2026 09:55:00;25min;1;1;C;168.050,00;168.100,00;192.335,00;No;10,00;50,00;57;10,00;50,00;0,00;0,00;0,00;1d;-927,00 +WINJ26;09/01/2026 12:10:00;09/01/2026 12:50:00;40min;1;1;V;169.215,00;169.350,00;192.335,00;Sim;27,00;135,00;58;27,00;135,00;0,00;0,00;0,00;2h40min;-900,00 +WINJ26;09/01/2026 16:45:00;09/01/2026 17:50:00;1h5min;1;1;C;169.030,00;168.820,00;192.335,00;No;-42,00;-210,00;59;-42,00;-210,00;0,00;0,00;0,00;4h35min;-942,00 +WINJ26;12/01/2026 10:15:00;12/01/2026 11:20:00;1h5min;1;1;C;168.255,00;167.960,00;192.335,00;Sim;-59,00;-295,00;60;-59,00;-295,00;0,00;0,00;0,00;2d17h;-1.001,00 +WINJ26;12/01/2026 12:30:00;12/01/2026 13:45:00;1h15min;1;1;V;168.690,00;168.635,00;192.335,00;No;-11,00;-55,00;61;-11,00;-55,00;0,00;0,00;0,00;2h15min;-1.012,00 +WINJ26;13/01/2026 10:35:00;13/01/2026 10:40:00;5min;1;1;C;167.805,00;167.905,00;192.335,00;Sim;20,00;100,00;62;20,00;100,00;0,00;0,00;0,00;22h5min;-992,00 +WINJ26;14/01/2026 10:50:00;14/01/2026 11:00:00;10min;1;1;V;168.220,00;168.545,00;192.335,00;No;65,00;325,00;63;65,00;325,00;0,00;0,00;0,00;1d;-927,00 +WINJ26;14/01/2026 11:15:00;14/01/2026 11:25:00;10min;1;1;C;167.705,00;168.105,00;192.335,00;Sim;80,00;400,00;64;80,00;400,00;0,00;0,00;0,00;25min;-847,00 +WINJ26;14/01/2026 12:10:00;14/01/2026 12:45:00;35min;1;1;V;168.695,00;168.820,00;192.335,00;Sim;25,00;125,00;65;25,00;125,00;0,00;0,00;0,00;55min;-822,00 +WINJ26;14/01/2026 17:05:00;14/01/2026 17:10:00;5min;1;1;V;169.685,00;169.760,00;192.335,00;Sim;15,00;75,00;66;15,00;75,00;0,00;0,00;0,00;4h55min;-807,00 +WINJ26;15/01/2026 09:05:00;15/01/2026 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;1;0;C;192.225,00;192.340,00;192.340,00;No;23,00;115,00;139;23,00;115,00;0,00;0,00;0,00;5h20min;-2.434,00 diff --git a/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v28_ifr_adx_filtro15min.csv b/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v28_ifr_adx_filtro15min.csv new file mode 100644 index 0000000..9c3cff0 --- /dev/null +++ b/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v28_ifr_adx_filtro15min.csv @@ -0,0 +1,64 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 02/03/2025 +Data Final: 02/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;09/09/2025 09:00:00;10/09/2025 09:00:00;1d;1;1;V;152.500,00;152.300,00;192.330,00;No;-40,00;-200,00;1;-40,00;-200,00;0,00;0,00;0,00; - ;-40,00 +WINJ26;12/09/2025 09:30:00;12/09/2025 09:45:00;15min;1;1;V;152.750,00;152.500,00;192.330,00;Sim;-50,00;-250,00;2;-50,00;-250,00;0,00;0,00;0,00;3d;-90,00 +WINJ26;17/09/2025 16:00:00;22/09/2025 11:45:00;4d19h;1;1;V;154.500,00;156.000,00;192.330,00;Sim;300,00;1.500,00;3;300,00;1.500,00;0,00;0,00;0,00;5d6h;210,00 +WINJ26;25/09/2025 09:15:00;25/09/2025 10:15:00;1h;1;1;V;156.250,00;157.700,00;192.330,00;Sim;290,00;1.450,00;4;290,00;1.450,00;0,00;0,00;0,00;7d17h;500,00 +WINJ26;13/10/2025 10:15:00;13/10/2025 11:30:00;1h15min;1;1;C;151.100,00;151.130,00;192.330,00;No;6,00;30,00;5;6,00;30,00;0,00;0,00;0,00;18d1h;506,00 +WINJ26;23/10/2025 12:15:00;23/10/2025 12:45:00;30min;1;1;V;153.950,00;153.700,00;192.330,00;No;-50,00;-250,00;6;-50,00;-250,00;0,00;0,00;0,00;10d2h;456,00 +WINJ26;27/10/2025 12:15:00;28/10/2025 09:15:00;21h;1;1;V;155.400,00;155.660,00;192.330,00;Sim;52,00;260,00;7;52,00;260,00;0,00;0,00;0,00;4d;508,00 +WINJ26;30/10/2025 10:45:00;30/10/2025 11:30:00;45min;1;1;C;157.250,00;157.335,00;192.330,00;No;17,00;85,00;8;17,00;85,00;0,00;0,00;0,00;2d22h;525,00 +WINJ26;03/11/2025 12:30:00;04/11/2025 10:00:00;21h30min;1;1;V;158.430,00;158.680,00;192.330,00;Sim;50,00;250,00;9;50,00;250,00;0,00;0,00;0,00;4d1h;575,00 +WINJ26;06/11/2025 13:45:00;07/11/2025 10:00:00;20h15min;1;1;V;161.250,00;162.000,00;192.330,00;Sim;150,00;750,00;10;150,00;750,00;0,00;0,00;0,00;3d1h;725,00 +WINJ26;11/11/2025 12:45:00;12/11/2025 09:15:00;20h30min;1;1;V;166.400,00;165.895,00;192.330,00;Sim;-101,00;-505,00;11;-101,00;-505,00;0,00;0,00;0,00;4d23h;624,00 +WINJ26;12/11/2025 17:00:00;12/11/2025 17:15:00;15min;1;1;C;165.750,00;165.800,00;192.330,00;No;10,00;50,00;12;10,00;50,00;0,00;0,00;0,00;1d4h;634,00 +WINJ26;18/11/2025 10:30:00;18/11/2025 11:00:00;30min;1;1;C;164.740,00;164.500,00;192.330,00;Sim;-48,00;-240,00;13;-48,00;-240,00;0,00;0,00;0,00;5d17h;586,00 +WINJ26;21/11/2025 09:45:00;21/11/2025 14:30:00;4h45min;1;1;C;162.930,00;162.635,00;192.330,00;Sim;-59,00;-295,00;14;-59,00;-295,00;0,00;0,00;0,00;2d23h;527,00 +WINJ26;27/11/2025 11:15:00;27/11/2025 16:00:00;4h45min;1;1;V;165.810,00;165.940,00;192.330,00;Sim;26,00;130,00;15;26,00;130,00;0,00;0,00;0,00;6d1h;553,00 +WINJ26;28/11/2025 12:00:00;28/11/2025 13:00:00;1h;1;1;V;166.500,00;166.300,00;192.330,00;Sim;-40,00;-200,00;16;-40,00;-200,00;0,00;0,00;0,00;1d;513,00 +WINJ26;02/12/2025 11:45:00;02/12/2025 18:15:00;6h30min;1;1;V;168.805,00;167.500,00;192.330,00;Sim;-261,00;-1.305,00;17;-261,00;-1.305,00;0,00;0,00;0,00;3d23h;252,00 +WINJ26;05/12/2025 11:30:00;05/12/2025 13:00:00;1h30min;1;1;V;170.835,00;171.570,00;192.330,00;Sim;147,00;735,00;18;147,00;735,00;0,00;0,00;0,00;2d23h;399,00 +WINJ26;08/12/2025 09:15:00;08/12/2025 15:30:00;6h15min;1;1;C;166.300,00;165.630,00;192.330,00;No;-134,00;-670,00;19;-134,00;-670,00;0,00;0,00;0,00;2d21h;265,00 +WINJ26;15/12/2025 13:45:00;15/12/2025 15:15:00;1h30min;1;1;V;169.100,00;169.565,00;192.330,00;No;93,00;465,00;20;93,00;465,00;0,00;0,00;0,00;7d4h;358,00 +WINJ26;17/12/2025 11:30:00;17/12/2025 14:45:00;3h15min;1;1;C;163.775,00;163.595,00;192.330,00;Sim;-36,00;-180,00;21;-36,00;-180,00;0,00;0,00;0,00;1d21h;322,00 +WINJ26;19/12/2025 12:45:00;19/12/2025 14:30:00;1h45min;1;1;V;165.175,00;165.475,00;192.330,00;No;60,00;300,00;22;60,00;300,00;0,00;0,00;0,00;2d1h;382,00 +WINJ26;22/12/2025 12:30:00;22/12/2025 13:30:00;1h;1;1;C;164.025,00;164.315,00;192.330,00;No;58,00;290,00;23;58,00;290,00;0,00;0,00;0,00;2d23h;440,00 +WINJ26;23/12/2025 11:30:00;23/12/2025 14:45:00;3h15min;1;1;V;166.580,00;165.435,00;192.330,00;No;-229,00;-1.145,00;24;-229,00;-1.145,00;0,00;0,00;0,00;23h;211,00 +WINJ26;23/12/2025 15:15:00;26/12/2025 09:00:00;2d17h;1;1;V;166.295,00;166.230,00;192.330,00;Sim;-13,00;-65,00;25;-13,00;-65,00;0,00;0,00;0,00;3h45min;198,00 +WINJ26;26/12/2025 10:15:00;26/12/2025 11:45:00;1h30min;1;1;C;165.975,00;166.015,00;192.330,00;No;8,00;40,00;26;8,00;40,00;0,00;0,00;0,00;2d19h;206,00 +WINJ26;29/12/2025 09:30:00;29/12/2025 10:30:00;1h;1;1;V;166.705,00;167.005,00;192.330,00;Sim;60,00;300,00;27;60,00;300,00;0,00;0,00;0,00;2d23h;266,00 +WINJ26;29/12/2025 11:30:00;29/12/2025 14:45:00;3h15min;1;1;C;166.510,00;166.380,00;192.330,00;No;-26,00;-130,00;28;-26,00;-130,00;0,00;0,00;0,00;2h;240,00 +WINJ26;02/01/2026 16:15:00;02/01/2026 16:30:00;15min;1;1;C;166.245,00;166.230,00;192.330,00;Sim;-3,00;-15,00;29;-3,00;-15,00;0,00;0,00;0,00;4d4h;237,00 +WINJ26;06/01/2026 11:30:00;06/01/2026 14:45:00;3h15min;1;1;V;169.550,00;169.305,00;192.330,00;Sim;-49,00;-245,00;30;-49,00;-245,00;0,00;0,00;0,00;3d19h;188,00 +WINJ26;07/01/2026 13:30:00;07/01/2026 16:45:00;3h15min;1;1;C;167.830,00;167.630,00;192.330,00;No;-40,00;-200,00;31;-40,00;-200,00;0,00;0,00;0,00;1d2h;148,00 +WINJ26;08/01/2026 09:30:00;08/01/2026 09:45:00;15min;1;1;C;167.460,00;167.630,00;192.330,00;Sim;34,00;170,00;32;34,00;170,00;0,00;0,00;0,00;20h;182,00 +WINJ26;12/01/2026 09:15:00;12/01/2026 11:45:00;2h30min;1;1;C;168.975,00;168.540,00;192.330,00;No;-87,00;-435,00;33;-87,00;-435,00;0,00;0,00;0,00;3d23h;95,00 +WINJ26;14/01/2026 11:00:00;14/01/2026 11:15:00;15min;1;1;V;167.705,00;168.220,00;192.330,00;No;103,00;515,00;34;103,00;515,00;0,00;0,00;0,00;2d1h;198,00 +WINJ26;14/01/2026 12:45:00;14/01/2026 16:00:00;3h15min;1;1;V;169.585,00;168.695,00;192.330,00;Sim;-178,00;-890,00;35;-178,00;-890,00;0,00;0,00;0,00;1h45min;20,00 +WINJ26;15/01/2026 10:45:00;15/01/2026 11:45:00;1h;1;1;V;170.010,00;170.305,00;192.330,00;Sim;59,00;295,00;36;59,00;295,00;0,00;0,00;0,00;22h;79,00 +WINJ26;15/01/2026 16:15:00;15/01/2026 17:00:00;45min;1;1;V;170.755,00;171.050,00;192.330,00;Sim;59,00;295,00;37;59,00;295,00;0,00;0,00;0,00;5h30min;138,00 +WINJ26;23/01/2026 09:30:00;23/01/2026 11:00:00;1h30min;1;1;V;181.250,00;181.450,00;192.330,00;Sim;40,00;200,00;38;40,00;200,00;0,00;0,00;0,00;7d17h;178,00 +WINJ26;23/01/2026 12:45:00;23/01/2026 15:00:00;2h15min;1;1;V;181.920,00;182.130,00;192.330,00;Sim;42,00;210,00;39;42,00;210,00;0,00;0,00;0,00;3h15min;220,00 +WINJ26;23/01/2026 18:00:00;26/01/2026 10:30:00;2d16h;1;1;V;183.870,00;184.095,00;192.330,00;Sim;45,00;225,00;40;45,00;225,00;0,00;0,00;0,00;5h15min;265,00 +WINJ26;27/01/2026 14:15:00;27/01/2026 15:00:00;45min;1;1;V;187.170,00;187.785,00;192.330,00;Sim;123,00;615,00;41;123,00;615,00;0,00;0,00;0,00;3d20h;388,00 +WINJ26;29/01/2026 10:15:00;29/01/2026 12:00:00;1h45min;1;1;V;189.110,00;190.750,00;192.330,00;Sim;328,00;1.640,00;42;328,00;1.640,00;0,00;0,00;0,00;1d20h;716,00 +WINJ26;30/01/2026 16:00:00;02/02/2026 09:00:00;2d17h;1;1;C;186.180,00;184.655,00;192.330,00;No;-305,00;-1.525,00;43;-305,00;-1.525,00;0,00;0,00;0,00;1d5h;411,00 +WINJ26;04/02/2026 17:00:00;04/02/2026 18:15:00;1h15min;1;1;C;185.455,00;186.115,00;192.330,00;Sim;132,00;660,00;44;132,00;660,00;0,00;0,00;0,00;5d1h;543,00 +WINJ26;05/02/2026 12:00:00;05/02/2026 12:15:00;15min;1;1;V;186.700,00;187.535,00;192.330,00;No;167,00;835,00;45;167,00;835,00;0,00;0,00;0,00;19h;710,00 +WINJ26;05/02/2026 18:00:00;06/02/2026 09:15:00;15h15min;1;1;C;186.585,00;187.460,00;192.330,00;No;175,00;875,00;46;175,00;875,00;0,00;0,00;0,00;6h;885,00 +WINJ26;11/02/2026 10:15:00;11/02/2026 13:30:00;3h15min;1;1;V;194.195,00;191.810,00;192.330,00;Sim;-477,00;-2.385,00;47;-477,00;-2.385,00;0,00;0,00;0,00;5d16h;408,00 +WINJ26;11/02/2026 15:15:00;11/02/2026 15:45:00;30min;1;1;V;193.700,00;193.940,00;192.330,00;Sim;48,00;240,00;48;48,00;240,00;0,00;0,00;0,00;5h;456,00 +WINJ26;12/02/2026 15:45:00;12/02/2026 17:45:00;2h;1;1;C;191.565,00;192.210,00;192.330,00;No;129,00;645,00;49;129,00;645,00;0,00;0,00;0,00;1d;585,00 +WINJ26;13/02/2026 12:30:00;13/02/2026 13:30:00;1h;1;1;C;188.875,00;189.405,00;192.330,00;Sim;106,00;530,00;50;106,00;530,00;0,00;0,00;0,00;20h45min;691,00 +WINJ26;19/02/2026 15:00:00;19/02/2026 16:45:00;1h45min;1;1;V;191.660,00;192.050,00;192.330,00;No;78,00;390,00;51;78,00;390,00;0,00;0,00;0,00;6d2h;769,00 +WINJ26;20/02/2026 11:30:00;20/02/2026 11:45:00;15min;1;1;C;191.115,00;191.325,00;192.330,00;No;42,00;210,00;52;42,00;210,00;0,00;0,00;0,00;20h30min;811,00 +WINJ26;23/02/2026 09:00:00;23/02/2026 09:15:00;15min;1;1;V;193.390,00;193.590,00;192.330,00;Sim;40,00;200,00;53;40,00;200,00;0,00;0,00;0,00;2d21h;851,00 +WINJ26;24/02/2026 15:00:00;24/02/2026 17:15:00;2h15min;1;1;V;194.720,00;194.940,00;192.330,00;Sim;44,00;220,00;54;44,00;220,00;0,00;0,00;0,00;1d6h;895,00 +WINJ26;25/02/2026 10:15:00;25/02/2026 10:45:00;30min;1;1;V;195.155,00;195.870,00;192.330,00;Sim;143,00;715,00;55;143,00;715,00;0,00;0,00;0,00;19h15min;1.038,00 +WINJ26;26/02/2026 12:45:00;26/02/2026 13:30:00;45min;1;1;C;193.110,00;193.930,00;192.330,00;No;164,00;820,00;56;164,00;820,00;0,00;0,00;0,00;1d2h;1.202,00 +WINJ26;27/02/2026 09:30:00;27/02/2026 12:45:00;3h15min;1;1;C;193.430,00;193.580,00;192.330,00;No;30,00;150,00;57;30,00;150,00;0,00;0,00;0,00;20h45min;1.232,00 +WINJ26;27/02/2026 17:30:00;02/03/2026 11:15:00;2d17h;1;1;C;192.145,00;190.365,00;192.330,00;Sim;-356,00;-1.780,00;58;-356,00;-1.780,00;0,00;0,00;0,00;8h;876,00 diff --git a/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v28_ifr_adx_filtro30min.csv b/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v28_ifr_adx_filtro30min.csv new file mode 100644 index 0000000..f4430eb --- /dev/null +++ b/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v28_ifr_adx_filtro30min.csv @@ -0,0 +1,41 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 02/03/2025 +Data Final: 02/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;09/09/2025 09:00:00;10/09/2025 09:00:00;1d;1;1;V;152.500,00;152.300,00;192.350,00;No;-40,00;-200,00;1;-40,00;-200,00;0,00;0,00;0,00; - ;-40,00 +WINJ26;12/09/2025 09:30:00;12/09/2025 11:00:00;1h30min;1;1;V;153.400,00;152.500,00;192.350,00;Sim;-180,00;-900,00;2;-180,00;-900,00;0,00;0,00;0,00;3d;-220,00 +WINJ26;25/09/2025 10:00:00;25/09/2025 10:30:00;30min;1;1;V;156.000,00;156.250,00;192.350,00;Sim;50,00;250,00;3;50,00;250,00;0,00;0,00;0,00;13d;-170,00 +WINJ26;13/10/2025 10:00:00;13/10/2025 13:30:00;3h30min;1;1;C;151.100,00;151.240,00;192.350,00;No;28,00;140,00;4;28,00;140,00;0,00;0,00;0,00;18d;-142,00 +WINJ26;23/10/2025 12:00:00;23/10/2025 12:30:00;30min;1;1;V;153.950,00;153.700,00;192.350,00;No;-50,00;-250,00;5;-50,00;-250,00;0,00;0,00;0,00;10d2h;-192,00 +WINJ26;24/10/2025 11:00:00;28/10/2025 10:00:00;3d23h;1;1;V;155.150,00;155.000,00;192.350,00;Sim;-30,00;-150,00;6;-30,00;-150,00;0,00;0,00;0,00;23h;-222,00 +WINJ26;04/11/2025 10:00:00;04/11/2025 16:00:00;6h;1;1;V;158.520,00;158.430,00;192.350,00;Sim;-18,00;-90,00;7;-18,00;-90,00;0,00;0,00;0,00;10d23h;-240,00 +WINJ26;12/11/2025 09:30:00;12/11/2025 12:30:00;3h;1;1;V;165.300,00;166.300,00;192.350,00;Sim;200,00;1.000,00;8;200,00;1.000,00;0,00;0,00;0,00;7d23h;-40,00 +WINJ26;18/11/2025 10:30:00;18/11/2025 17:00:00;6h30min;1;1;C;164.740,00;164.900,00;192.350,00;No;32,00;160,00;9;32,00;160,00;0,00;0,00;0,00;6d1h;-8,00 +WINJ26;21/11/2025 11:00:00;24/11/2025 09:30:00;2d22h;1;1;C;161.780,00;162.615,00;192.350,00;Sim;167,00;835,00;10;167,00;835,00;0,00;0,00;0,00;3d;159,00 +WINJ26;28/11/2025 12:00:00;01/12/2025 10:30:00;2d22h;1;1;V;165.625,00;166.300,00;192.350,00;No;135,00;675,00;11;135,00;675,00;0,00;0,00;0,00;7d1h;294,00 +WINJ26;03/12/2025 17:00:00;04/12/2025 15:00:00;22h;1;1;V;171.440,00;169.165,00;192.350,00;Sim;-455,00;-2.275,00;12;-455,00;-2.275,00;0,00;0,00;0,00;5d5h;-161,00 +WINJ26;05/12/2025 13:00:00;05/12/2025 13:30:00;30min;1;1;V;168.115,00;170.835,00;192.350,00;Sim;544,00;2.720,00;13;544,00;2.720,00;0,00;0,00;0,00;1d20h;383,00 +WINJ26;08/12/2025 09:30:00;08/12/2025 15:30:00;6h;1;1;C;166.180,00;165.630,00;192.350,00;No;-110,00;-550,00;14;-110,00;-550,00;0,00;0,00;0,00;2d20h;273,00 +WINJ26;09/12/2025 12:00:00;09/12/2025 13:00:00;1h;1;1;C;163.700,00;164.830,00;192.350,00;Sim;226,00;1.130,00;15;226,00;1.130,00;0,00;0,00;0,00;1d2h;499,00 +WINJ26;17/12/2025 12:00:00;18/12/2025 09:00:00;21h;1;1;C;164.165,00;164.080,00;192.350,00;No;-17,00;-85,00;16;-17,00;-85,00;0,00;0,00;0,00;8d;482,00 +WINJ26;19/12/2025 13:00:00;19/12/2025 16:00:00;3h;1;1;V;165.000,00;165.465,00;192.350,00;No;93,00;465,00;17;93,00;465,00;0,00;0,00;0,00;2d1h;575,00 +WINJ26;23/12/2025 15:30:00;26/12/2025 09:30:00;2d18h;1;1;V;165.790,00;166.390,00;192.350,00;Sim;120,00;600,00;18;120,00;600,00;0,00;0,00;0,00;4d2h;695,00 +WINJ26;29/12/2025 09:30:00;29/12/2025 11:00:00;1h30min;1;1;V;166.510,00;167.005,00;192.350,00;Sim;99,00;495,00;19;99,00;495,00;0,00;0,00;0,00;5d18h;794,00 +WINJ26;02/01/2026 16:30:00;05/01/2026 09:30:00;2d17h;1;1;C;166.230,00;166.655,00;192.350,00;No;85,00;425,00;20;85,00;425,00;0,00;0,00;0,00;4d7h;879,00 +WINJ26;06/01/2026 16:30:00;07/01/2026 10:00:00;17h30min;1;1;V;168.900,00;169.185,00;192.350,00;Sim;57,00;285,00;21;57,00;285,00;0,00;0,00;0,00;4d;936,00 +WINJ26;07/01/2026 16:00:00;08/01/2026 10:30:00;18h30min;1;1;C;167.710,00;167.945,00;192.350,00;No;47,00;235,00;22;47,00;235,00;0,00;0,00;0,00;23h30min;983,00 +WINJ26;14/01/2026 13:00:00;15/01/2026 10:00:00;21h;1;1;V;170.605,00;168.615,00;192.350,00;No;-398,00;-1.990,00;23;-398,00;-1.990,00;0,00;0,00;0,00;6d21h;585,00 +WINJ26;16/01/2026 12:00:00;19/01/2026 09:00:00;2d21h;1;1;C;169.830,00;169.140,00;192.350,00;No;-138,00;-690,00;24;-138,00;-690,00;0,00;0,00;0,00;1d23h;447,00 +WINJ26;20/01/2026 10:00:00;20/01/2026 12:00:00;2h;1;1;C;169.010,00;170.520,00;192.350,00;Sim;302,00;1.510,00;25;302,00;1.510,00;0,00;0,00;0,00;3d22h;749,00 +WINJ26;22/01/2026 17:00:00;23/01/2026 14:00:00;21h;1;1;V;182.230,00;180.810,00;192.350,00;Sim;-284,00;-1.420,00;26;-284,00;-1.420,00;0,00;0,00;0,00;2d7h;465,00 +WINJ26;27/01/2026 15:00:00;28/01/2026 09:00:00;18h;1;1;V;187.620,00;187.170,00;192.350,00;Sim;-90,00;-450,00;27;-90,00;-450,00;0,00;0,00;0,00;4d22h;375,00 +WINJ26;28/01/2026 12:30:00;28/01/2026 16:00:00;3h30min;1;1;V;187.955,00;188.475,00;192.350,00;Sim;104,00;520,00;28;104,00;520,00;0,00;0,00;0,00;21h30min;479,00 +WINJ26;29/01/2026 11:30:00;29/01/2026 12:00:00;30min;1;1;V;189.110,00;190.745,00;192.350,00;Sim;327,00;1.635,00;29;327,00;1.635,00;0,00;0,00;0,00;23h;806,00 +WINJ26;29/01/2026 13:30:00;30/01/2026 10:30:00;21h;1;1;C;187.690,00;187.965,00;192.350,00;No;55,00;275,00;30;55,00;275,00;0,00;0,00;0,00;2h;861,00 +WINJ26;10/02/2026 09:30:00;10/02/2026 15:30:00;6h;1;1;V;189.705,00;189.915,00;192.350,00;No;42,00;210,00;31;42,00;210,00;0,00;0,00;0,00;11d20h;903,00 +WINJ26;11/02/2026 12:30:00;12/02/2026 09:30:00;21h;1;1;V;193.200,00;192.495,00;192.350,00;Sim;-141,00;-705,00;32;-141,00;-705,00;0,00;0,00;0,00;1d3h;762,00 +WINJ26;12/02/2026 16:00:00;13/02/2026 13:00:00;21h;1;1;C;191.680,00;188.720,00;192.350,00;No;-592,00;-2.960,00;33;-592,00;-2.960,00;0,00;0,00;0,00;1d3h;170,00 +WINJ26;25/02/2026 10:30:00;25/02/2026 11:00:00;30min;1;1;V;194.965,00;195.645,00;192.350,00;Sim;136,00;680,00;34;136,00;680,00;0,00;0,00;0,00;12d18h;306,00 +WINJ26;27/02/2026 17:30:00;02/03/2026 14:30:00;2d21h;1;1;C;192.145,00;191.805,00;192.350,00;No;-68,00;-340,00;35;-68,00;-340,00;0,00;0,00;0,00;2d7h;238,00 diff --git a/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v28_ifr_adx_filtro60min.csv b/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v28_ifr_adx_filtro60min.csv new file mode 100644 index 0000000..aaa5d88 --- /dev/null +++ b/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v28_ifr_adx_filtro60min.csv @@ -0,0 +1,25 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 02/03/2025 +Data Final: 02/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;09/09/2025 09:00:00;10/09/2025 09:00:00;1d;1;1;V;152.500,00;152.300,00;192.345,00;No;-40,00;-200,00;1;-40,00;-200,00;0,00;0,00;0,00; - ;-40,00 +WINJ26;12/09/2025 09:00:00;12/09/2025 11:00:00;2h;1;1;V;153.400,00;152.500,00;192.345,00;Sim;-180,00;-900,00;2;-180,00;-900,00;0,00;0,00;0,00;3d;-220,00 +WINJ26;17/09/2025 16:00:00;22/09/2025 12:00:00;4d20h;1;1;V;154.750,00;156.000,00;192.345,00;Sim;250,00;1.250,00;3;250,00;1.250,00;0,00;0,00;0,00;5d7h;30,00 +WINJ26;25/09/2025 10:00:00;25/09/2025 11:00:00;1h;1;1;V;155.750,00;156.250,00;192.345,00;Sim;100,00;500,00;4;100,00;500,00;0,00;0,00;0,00;7d18h;130,00 +WINJ26;13/10/2025 10:00:00;14/10/2025 14:00:00;1d4h;1;1;C;151.100,00;151.180,00;192.345,00;No;16,00;80,00;5;16,00;80,00;0,00;0,00;0,00;18d;146,00 +WINJ26;23/10/2025 18:00:00;28/10/2025 13:00:00;4d19h;1;1;V;156.200,00;154.600,00;192.345,00;No;-320,00;-1.600,00;6;-320,00;-1.600,00;0,00;0,00;0,00;10d8h;-174,00 +WINJ26;03/11/2025 16:00:00;04/11/2025 10:00:00;18h;1;1;V;158.430,00;158.640,00;192.345,00;Sim;42,00;210,00;7;42,00;210,00;0,00;0,00;0,00;10d22h;-132,00 +WINJ26;18/11/2025 11:00:00;21/11/2025 11:00:00;3d;1;1;C;164.500,00;161.780,00;192.345,00;No;-544,00;-2.720,00;8;-544,00;-2.720,00;0,00;0,00;0,00;14d19h;-676,00 +WINJ26;28/11/2025 17:00:00;01/12/2025 11:00:00;2d18h;1;1;V;165.945,00;166.915,00;192.345,00;Sim;194,00;970,00;9;194,00;970,00;0,00;0,00;0,00;10d6h;-482,00 +WINJ26;05/12/2025 13:00:00;05/12/2025 14:00:00;1h;1;1;V;168.900,00;170.835,00;192.345,00;Sim;387,00;1.935,00;10;387,00;1.935,00;0,00;0,00;0,00;6d20h;-95,00 +WINJ26;08/12/2025 10:00:00;09/12/2025 14:00:00;1d4h;1;1;C;165.600,00;164.600,00;192.345,00;No;-200,00;-1.000,00;11;-200,00;-1.000,00;0,00;0,00;0,00;2d21h;-295,00 +WINJ26;15/12/2025 15:00:00;16/12/2025 10:00:00;19h;1;1;V;167.270,00;169.100,00;192.345,00;No;366,00;1.830,00;12;366,00;1.830,00;0,00;0,00;0,00;7d5h;71,00 +WINJ26;07/01/2026 10:00:00;07/01/2026 11:00:00;1h;1;1;V;168.330,00;168.900,00;192.345,00;No;114,00;570,00;13;114,00;570,00;0,00;0,00;0,00;22d19h;185,00 +WINJ26;26/01/2026 11:00:00;27/01/2026 14:00:00;1d3h;1;1;V;188.300,00;183.135,00;192.345,00;Sim;-1.033,00;-5.165,00;14;-1.033,00;-5.165,00;0,00;0,00;0,00;19d1h;-848,00 +WINJ26;28/01/2026 13:00:00;29/01/2026 13:00:00;1d;1;1;V;186.785,00;188.670,00;192.345,00;Sim;377,00;1.885,00;15;377,00;1.885,00;0,00;0,00;0,00;2d2h;-471,00 +WINJ26;10/02/2026 10:00:00;11/02/2026 13:00:00;1d3h;1;1;V;193.300,00;189.645,00;192.345,00;Sim;-731,00;-3.655,00;16;-731,00;-3.655,00;0,00;0,00;0,00;12d21h;-1.202,00 +WINJ26;13/02/2026 14:00:00;19/02/2026 09:00:00;5d19h;1;1;C;189.405,00;190.465,00;192.345,00;No;212,00;1.060,00;17;212,00;1.060,00;0,00;0,00;0,00;3d4h;-990,00 +WINJ26;25/02/2026 11:00:00;25/02/2026 16:00:00;5h;1;1;V;194.310,00;194.965,00;192.345,00;Sim;131,00;655,00;18;131,00;655,00;0,00;0,00;0,00;11d21h;-859,00 +WINJ26;02/03/2026 12:00:00;02/03/2026 15:00:00;3h;1;1;C;191.375,00;192.040,00;192.345,00;No;133,00;665,00;19;133,00;665,00;0,00;0,00;0,00;5d1h;-726,00 diff --git a/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v33_pullback_mme20002min.csv b/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v33_pullback_mme20002min.csv new file mode 100644 index 0000000..5a50fe3 --- /dev/null +++ b/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v33_pullback_mme20002min.csv @@ -0,0 +1,510 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 02/03/2025 +Data Final: 02/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;19/12/2025 15:28:00;19/12/2025 15:52:00;24min;1;1;C;165.120,00;165.100,00;192.345,00;No;-4,00;-20,00;1;-4,00;-20,00;0,00;0,00;0,00; - ;-4,00 +WINJ26;19/12/2025 16:16:00;19/12/2025 16:24:00;8min;1;1;C;164.985,00;165.075,00;192.345,00;Sim;18,00;90,00;2;18,00;90,00;0,00;0,00;0,00;48min;14,00 +WINJ26;19/12/2025 16:42:00;19/12/2025 16:44:00;2min;1;1;C;165.070,00;165.110,00;192.345,00;No;8,00;40,00;3;8,00;40,00;0,00;0,00;0,00;26min;22,00 +WINJ26;19/12/2025 16:58:00;19/12/2025 17:00:00;2min;1;1;C;165.055,00;165.060,00;192.345,00;Sim;1,00;5,00;4;1,00;5,00;0,00;0,00;0,00;16min;23,00 +WINJ26;19/12/2025 17:16:00;19/12/2025 17:24:00;8min;1;1;C;165.005,00;165.060,00;192.345,00;Sim;11,00;55,00;5;11,00;55,00;0,00;0,00;0,00;18min;34,00 +WINJ26;19/12/2025 17:36:00;19/12/2025 18:02:00;26min;1;1;C;164.950,00;164.690,00;192.345,00;Sim;-52,00;-260,00;6;-52,00;-260,00;0,00;0,00;0,00;20min;-18,00 +WINJ26;19/12/2025 18:06:00;19/12/2025 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09:20:00;20min;1;1;C;194.155,00;193.550,00;192.345,00;Sim;-121,00;-605,00;478;-121,00;-605,00;0,00;0,00;0,00;15h4min;-1.533,00 +WINJ26;27/02/2026 09:26:00;27/02/2026 09:28:00;2min;1;1;V;193.320,00;193.500,00;192.345,00;Sim;36,00;180,00;479;36,00;180,00;0,00;0,00;0,00;26min;-1.497,00 +WINJ26;27/02/2026 09:38:00;27/02/2026 09:46:00;8min;1;1;V;193.190,00;193.355,00;192.345,00;No;33,00;165,00;480;33,00;165,00;0,00;0,00;0,00;12min;-1.464,00 +WINJ26;27/02/2026 10:02:00;27/02/2026 10:14:00;12min;1;1;V;193.360,00;193.325,00;192.345,00;No;-7,00;-35,00;481;-7,00;-35,00;0,00;0,00;0,00;24min;-1.471,00 +WINJ26;27/02/2026 10:22:00;27/02/2026 10:24:00;2min;1;1;V;193.195,00;193.490,00;192.345,00;Sim;59,00;295,00;482;59,00;295,00;0,00;0,00;0,00;20min;-1.412,00 +WINJ26;27/02/2026 10:54:00;27/02/2026 11:18:00;24min;1;1;V;192.990,00;192.970,00;192.345,00;No;-4,00;-20,00;483;-4,00;-20,00;0,00;0,00;0,00;32min;-1.416,00 +WINJ26;27/02/2026 11:42:00;27/02/2026 11:44:00;2min;1;1;V;193.215,00;193.335,00;192.345,00;Sim;24,00;120,00;484;24,00;120,00;0,00;0,00;0,00;48min;-1.392,00 +WINJ26;27/02/2026 12:10:00;27/02/2026 12:14:00;4min;1;1;V;193.215,00;193.385,00;192.345,00;Sim;34,00;170,00;485;34,00;170,00;0,00;0,00;0,00;28min;-1.358,00 +WINJ26;27/02/2026 12:48:00;27/02/2026 12:52:00;4min;1;1;V;193.230,00;193.370,00;192.345,00;No;28,00;140,00;486;28,00;140,00;0,00;0,00;0,00;38min;-1.330,00 +WINJ26;27/02/2026 13:06:00;27/02/2026 13:12:00;6min;1;1;V;193.395,00;193.450,00;192.345,00;Sim;11,00;55,00;487;11,00;55,00;0,00;0,00;0,00;18min;-1.319,00 +WINJ26;27/02/2026 15:22:00;27/02/2026 15:26:00;4min;1;1;V;192.595,00;192.620,00;192.345,00;No;5,00;25,00;488;5,00;25,00;0,00;0,00;0,00;2h16min;-1.314,00 +WINJ26;27/02/2026 15:38:00;27/02/2026 15:46:00;8min;1;1;V;192.595,00;192.715,00;192.345,00;Sim;24,00;120,00;489;24,00;120,00;0,00;0,00;0,00;16min;-1.290,00 +WINJ26;27/02/2026 16:06:00;27/02/2026 16:10:00;4min;1;1;V;192.660,00;192.765,00;192.345,00;Sim;21,00;105,00;490;21,00;105,00;0,00;0,00;0,00;28min;-1.269,00 +WINJ26;27/02/2026 17:40:00;27/02/2026 17:46:00;6min;1;1;V;192.050,00;192.065,00;192.345,00;No;3,00;15,00;491;3,00;15,00;0,00;0,00;0,00;1h34min;-1.266,00 +WINJ26;02/03/2026 10:10:00;02/03/2026 10:14:00;4min;1;1;V;190.085,00;190.205,00;192.345,00;No;24,00;120,00;492;24,00;120,00;0,00;0,00;0,00;2d16h;-1.242,00 +WINJ26;02/03/2026 10:44:00;02/03/2026 10:46:00;2min;1;1;V;190.545,00;190.760,00;192.345,00;Sim;43,00;215,00;493;43,00;215,00;0,00;0,00;0,00;34min;-1.199,00 +WINJ26;02/03/2026 11:12:00;02/03/2026 11:18:00;6min;1;1;V;190.090,00;190.355,00;192.345,00;No;53,00;265,00;494;53,00;265,00;0,00;0,00;0,00;28min;-1.146,00 +WINJ26;02/03/2026 11:34:00;02/03/2026 12:00:00;26min;1;1;V;191.375,00;190.355,00;192.345,00;No;-204,00;-1.020,00;495;-204,00;-1.020,00;0,00;0,00;0,00;22min;-1.350,00 +WINJ26;02/03/2026 12:30:00;02/03/2026 12:56:00;26min;1;1;C;191.410,00;191.140,00;192.345,00;Sim;-54,00;-270,00;496;-54,00;-270,00;0,00;0,00;0,00;56min;-1.404,00 +WINJ26;02/03/2026 13:18:00;02/03/2026 13:28:00;10min;1;1;V;191.230,00;191.315,00;192.345,00;Sim;17,00;85,00;497;17,00;85,00;0,00;0,00;0,00;48min;-1.387,00 +WINJ26;02/03/2026 13:36:00;02/03/2026 13:38:00;2min;1;1;C;191.365,00;191.395,00;192.345,00;Sim;6,00;30,00;498;6,00;30,00;0,00;0,00;0,00;18min;-1.381,00 +WINJ26;02/03/2026 14:04:00;02/03/2026 14:06:00;2min;1;1;C;191.470,00;191.600,00;192.345,00;No;26,00;130,00;499;26,00;130,00;0,00;0,00;0,00;28min;-1.355,00 +WINJ26;02/03/2026 14:42:00;02/03/2026 14:46:00;4min;1;1;C;191.785,00;191.765,00;192.345,00;No;-4,00;-20,00;500;-4,00;-20,00;0,00;0,00;0,00;38min;-1.359,00 +WINJ26;02/03/2026 15:28:00;02/03/2026 15:30:00;2min;1;1;C;192.030,00;192.075,00;192.345,00;No;9,00;45,00;501;9,00;45,00;0,00;0,00;0,00;46min;-1.350,00 +WINJ26;02/03/2026 16:52:00;02/03/2026 17:18:00;26min;1;1;C;192.920,00;192.305,00;192.345,00;No;-123,00;-615,00;502;-123,00;-615,00;0,00;0,00;0,00;1h24min;-1.473,00 +WINJ26;02/03/2026 17:32:00;02/03/2026 17:54:00;22min;1;1;C;192.240,00;192.315,00;192.345,00;Sim;15,00;75,00;503;15,00;75,00;0,00;0,00;0,00;40min;-1.458,00 +WINJ26;02/03/2026 18:02:00;02/03/2026 18:04:00;2min;1;1;C;192.260,00;192.345,00;192.345,00;No;17,00;85,00;504;17,00;85,00;0,00;0,00;0,00;30min;-1.441,00 diff --git a/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v33_pullback_mme20005min.csv b/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v33_pullback_mme20005min.csv new file mode 100644 index 0000000..7f7eb11 --- /dev/null +++ b/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v33_pullback_mme20005min.csv @@ -0,0 +1,293 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 02/03/2025 +Data Final: 02/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;26/08/2025 18:20:00;27/08/2025 09:10:00;14h50min;1;1;C;149.050,00;148.200,00;192.370,00;No;-170,00;-850,00;1;-170,00;-850,00;0,00;0,00;0,00; - ;-170,00 +WINJ26;28/08/2025 09:10:00;28/08/2025 09:15:00;5min;1;1;C;151.000,00;150.940,00;192.370,00;No;-12,00;-60,00;2;-12,00;-60,00;0,00;0,00;0,00;1d14h;-182,00 +WINJ26;02/09/2025 10:50:00;02/09/2025 11:00:00;10min;1;1;C;151.500,00;151.700,00;192.370,00;No;40,00;200,00;3;40,00;200,00;0,00;0,00;0,00;5d1h;-142,00 +WINJ26;03/09/2025 11:00:00;04/09/2025 09:30:00;22h30min;1;1;C;150.950,00;150.705,00;192.370,00;Sim;-49,00;-245,00;4;-49,00;-245,00;0,00;0,00;0,00;1d;-191,00 +WINJ26;09/09/2025 09:05:00;10/09/2025 10:00:00;1d;1;1;C;152.550,00;152.350,00;192.370,00;No;-40,00;-200,00;5;-40,00;-200,00;0,00;0,00;0,00;5d22h;-231,00 +WINJ26;11/09/2025 09:35:00;11/09/2025 10:00:00;25min;1;1;C;153.500,00;153.500,00;192.370,00;No;0;0;6;0;0;0,00;0,00;0,00;2d;-231,00 +WINJ26;12/09/2025 11:00:00;12/09/2025 15:30:00;4h30min;1;1;C;153.400,00;153.200,00;192.370,00;Sim;-40,00;-200,00;7;-40,00;-200,00;0,00;0,00;0,00;1d1h;-271,00 +WINJ26;15/09/2025 17:10:00;16/09/2025 09:40:00;16h30min;1;1;C;154.130,00;154.700,00;192.370,00;No;114,00;570,00;8;114,00;570,00;0,00;0,00;0,00;3d6h;-157,00 +WINJ26;16/09/2025 10:40:00;16/09/2025 14:10:00;3h30min;1;1;C;155.000,00;154.120,00;192.370,00;No;-176,00;-880,00;9;-176,00;-880,00;0,00;0,00;0,00;17h30min;-333,00 +WINJ26;22/09/2025 14:45:00;22/09/2025 16:35:00;1h50min;1;1;C;155.650,00;155.500,00;192.370,00;No;-30,00;-150,00;10;-30,00;-150,00;0,00;0,00;0,00;6d4h;-363,00 +WINJ26;23/09/2025 09:40:00;23/09/2025 12:05:00;2h25min;1;1;C;155.600,00;156.880,00;192.370,00;Sim;256,00;1.280,00;11;256,00;1.280,00;0,00;0,00;0,00;18h55min;-107,00 +WINJ26;25/09/2025 10:15:00;26/09/2025 15:30:00;1d5h;1;1;C;156.250,00;155.500,00;192.370,00;No;-150,00;-750,00;12;-150,00;-750,00;0,00;0,00;0,00;2d;-257,00 +WINJ26;29/09/2025 09:20:00;29/09/2025 09:25:00;5min;1;1;C;156.500,00;156.650,00;192.370,00;No;30,00;150,00;13;30,00;150,00;0,00;0,00;0,00;3d23h;-227,00 +WINJ26;30/09/2025 09:15:00;30/09/2025 09:45:00;30min;1;1;C;156.450,00;156.800,00;192.370,00;Sim;70,00;350,00;14;70,00;350,00;0,00;0,00;0,00;23h55min;-157,00 +WINJ26;30/09/2025 11:50:00;01/10/2025 09:05:00;21h15min;1;1;C;156.150,00;156.000,00;192.370,00;Sim;-30,00;-150,00;15;-30,00;-150,00;0,00;0,00;0,00;2h35min;-187,00 +WINJ26;01/10/2025 09:40:00;01/10/2025 10:05:00;25min;1;1;C;157.000,00;156.750,00;192.370,00;No;-50,00;-250,00;16;-50,00;-250,00;0,00;0,00;0,00;21h50min;-237,00 +WINJ26;01/10/2025 15:45:00;02/10/2025 12:00:00;20h15min;1;1;C;155.450,00;153.750,00;192.370,00;Sim;-340,00;-1.700,00;17;-340,00;-1.700,00;0,00;0,00;0,00;6h5min;-577,00 +WINJ26;14/10/2025 10:40:00;14/10/2025 11:15:00;35min;1;1;V;151.165,00;150.805,00;192.370,00;No;-72,00;-360,00;18;-72,00;-360,00;0,00;0,00;0,00;12d18h;-649,00 +WINJ26;14/10/2025 11:40:00;14/10/2025 13:35:00;1h55min;1;1;V;151.180,00;151.140,00;192.370,00;Sim;-8,00;-40,00;19;-8,00;-40,00;0,00;0,00;0,00;1h;-657,00 +WINJ26;14/10/2025 15:15:00;14/10/2025 15:30:00;15min;1;1;V;150.880,00;151.020,00;192.370,00;No;28,00;140,00;20;28,00;140,00;0,00;0,00;0,00;3h35min;-629,00 +WINJ26;15/10/2025 13:00:00;15/10/2025 14:25:00;1h25min;1;1;V;151.195,00;151.200,00;192.370,00;Sim;1,00;5,00;21;1,00;5,00;0,00;0,00;0,00;21h45min;-628,00 +WINJ26;15/10/2025 15:10:00;16/10/2025 09:50:00;18h40min;1;1;V;150.600,00;151.500,00;192.370,00;Sim;180,00;900,00;22;180,00;900,00;0,00;0,00;0,00;2h10min;-448,00 +WINJ26;16/10/2025 13:30:00;16/10/2025 13:45:00;15min;1;1;V;151.210,00;150.875,00;192.370,00;No;-67,00;-335,00;23;-67,00;-335,00;0,00;0,00;0,00;22h20min;-515,00 +WINJ26;17/10/2025 09:20:00;17/10/2025 10:35:00;1h15min;1;1;V;150.800,00;151.210,00;192.370,00;Sim;82,00;410,00;24;82,00;410,00;0,00;0,00;0,00;19h50min;-433,00 +WINJ26;17/10/2025 11:20:00;20/10/2025 10:35:00;2d23h;1;1;V;152.500,00;151.340,00;192.370,00;Sim;-232,00;-1.160,00;25;-232,00;-1.160,00;0,00;0,00;0,00;2h;-665,00 +WINJ26;21/10/2025 09:30:00;21/10/2025 10:50:00;1h20min;1;1;C;153.200,00;152.950,00;192.370,00;Sim;-50,00;-250,00;26;-50,00;-250,00;0,00;0,00;0,00;3d22h;-715,00 +WINJ26;21/10/2025 11:15:00;21/10/2025 11:40:00;25min;1;1;C;153.200,00;153.000,00;192.370,00;No;-40,00;-200,00;27;-40,00;-200,00;0,00;0,00;0,00;1h45min;-755,00 +WINJ26;21/10/2025 16:00:00;22/10/2025 09:00:00;17h;1;1;C;152.700,00;152.500,00;192.370,00;Sim;-40,00;-200,00;28;-40,00;-200,00;0,00;0,00;0,00;4h45min;-795,00 +WINJ26;22/10/2025 09:30:00;22/10/2025 09:45:00;15min;1;1;C;152.900,00;153.250,00;192.370,00;No;70,00;350,00;29;70,00;350,00;0,00;0,00;0,00;17h30min;-725,00 +WINJ26;24/10/2025 09:05:00;24/10/2025 09:15:00;10min;1;1;C;154.690,00;154.700,00;192.370,00;No;2,00;10,00;30;2,00;10,00;0,00;0,00;0,00;1d23h;-723,00 +WINJ26;27/10/2025 09:10:00;27/10/2025 09:25:00;15min;1;1;C;156.000,00;156.050,00;192.370,00;No;10,00;50,00;31;10,00;50,00;0,00;0,00;0,00;3d;-713,00 +WINJ26;27/10/2025 16:35:00;28/10/2025 11:15:00;18h40min;1;1;C;155.550,00;155.985,00;192.370,00;Sim;87,00;435,00;32;87,00;435,00;0,00;0,00;0,00;7h25min;-626,00 +WINJ26;30/10/2025 10:55:00;30/10/2025 11:40:00;45min;1;1;C;157.250,00;157.335,00;192.370,00;No;17,00;85,00;33;17,00;85,00;0,00;0,00;0,00;2d18h;-609,00 +WINJ26;04/11/2025 10:15:00;04/11/2025 11:50:00;1h35min;1;1;C;158.540,00;159.000,00;192.370,00;No;92,00;460,00;34;92,00;460,00;0,00;0,00;0,00;4d23h;-517,00 +WINJ26;04/11/2025 16:50:00;04/11/2025 17:35:00;45min;1;1;C;158.660,00;158.840,00;192.370,00;No;36,00;180,00;35;36,00;180,00;0,00;0,00;0,00;6h35min;-481,00 +WINJ26;05/11/2025 10:30:00;05/11/2025 10:40:00;10min;1;1;C;159.040,00;159.375,00;192.370,00;No;67,00;335,00;36;67,00;335,00;0,00;0,00;0,00;17h40min;-414,00 +WINJ26;06/11/2025 16:00:00;06/11/2025 17:50:00;1h50min;1;1;C;161.855,00;162.100,00;192.370,00;No;49,00;245,00;37;49,00;245,00;0,00;0,00;0,00;1d5h;-365,00 +WINJ26;07/11/2025 14:15:00;07/11/2025 16:15:00;2h;1;1;C;161.250,00;161.875,00;192.370,00;Sim;125,00;625,00;38;125,00;625,00;0,00;0,00;0,00;22h15min;-240,00 +WINJ26;12/11/2025 10:10:00;12/11/2025 10:35:00;25min;1;1;C;166.270,00;166.300,00;192.370,00;No;6,00;30,00;39;6,00;30,00;0,00;0,00;0,00;4d19h;-234,00 +WINJ26;12/11/2025 17:25:00;12/11/2025 17:45:00;20min;1;1;C;165.800,00;166.000,00;192.370,00;Sim;40,00;200,00;40;40,00;200,00;0,00;0,00;0,00;7h15min;-194,00 +WINJ26;13/11/2025 17:05:00;13/11/2025 17:15:00;10min;1;1;C;165.500,00;165.250,00;192.370,00;Sim;-50,00;-250,00;41;-50,00;-250,00;0,00;0,00;0,00;23h40min;-244,00 +WINJ26;13/11/2025 18:10:00;14/11/2025 09:00:00;14h50min;1;1;C;165.525,00;165.300,00;192.370,00;No;-45,00;-225,00;42;-45,00;-225,00;0,00;0,00;0,00;1h5min;-289,00 +WINJ26;14/11/2025 09:40:00;14/11/2025 10:15:00;35min;1;1;C;165.050,00;165.180,00;192.370,00;Sim;26,00;130,00;43;26,00;130,00;0,00;0,00;0,00;15h30min;-263,00 +WINJ26;17/11/2025 11:45:00;17/11/2025 13:30:00;1h45min;1;1;C;165.655,00;166.000,00;192.370,00;No;69,00;345,00;44;69,00;345,00;0,00;0,00;0,00;3d2h;-194,00 +WINJ26;17/11/2025 18:20:00;18/11/2025 10:30:00;16h10min;1;1;C;165.225,00;164.740,00;192.370,00;Sim;-97,00;-485,00;45;-97,00;-485,00;0,00;0,00;0,00;6h35min;-291,00 +WINJ26;21/11/2025 15:35:00;24/11/2025 12:20:00;2d20h;1;1;V;163.240,00;162.400,00;192.370,00;Sim;-168,00;-840,00;46;-168,00;-840,00;0,00;0,00;0,00;3d21h;-459,00 +WINJ26;24/11/2025 12:35:00;24/11/2025 17:55:00;5h20min;1;1;V;162.800,00;163.100,00;192.370,00;Sim;60,00;300,00;47;60,00;300,00;0,00;0,00;0,00;2d21h;-399,00 +WINJ26;25/11/2025 09:25:00;25/11/2025 09:45:00;20min;1;1;V;163.025,00;162.850,00;192.370,00;No;-35,00;-175,00;48;-35,00;-175,00;0,00;0,00;0,00;20h50min;-434,00 +WINJ26;25/11/2025 10:55:00;25/11/2025 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14:00:00;25min;1;1;V;169.535,00;169.630,00;192.370,00;Sim;19,00;95,00;157;19,00;95,00;0,00;0,00;0,00;19h30min;-808,00 +WINJ26;16/01/2026 15:45:00;16/01/2026 16:55:00;1h10min;1;1;V;169.670,00;169.580,00;192.370,00;No;-18,00;-90,00;158;-18,00;-90,00;0,00;0,00;0,00;2h10min;-826,00 +WINJ26;16/01/2026 17:00:00;16/01/2026 17:45:00;45min;1;1;V;169.550,00;169.665,00;192.370,00;Sim;23,00;115,00;159;23,00;115,00;0,00;0,00;0,00;1h15min;-803,00 +WINJ26;19/01/2026 09:05:00;19/01/2026 09:10:00;5min;1;1;V;169.120,00;168.975,00;192.370,00;No;-29,00;-145,00;160;-29,00;-145,00;0,00;0,00;0,00;2d16h;-832,00 +WINJ26;19/01/2026 09:55:00;19/01/2026 10:25:00;30min;1;1;V;169.355,00;169.515,00;192.370,00;Sim;32,00;160,00;161;32,00;160,00;0,00;0,00;0,00;50min;-800,00 +WINJ26;19/01/2026 11:45:00;19/01/2026 12:25:00;40min;1;1;V;169.440,00;169.545,00;192.370,00;Sim;21,00;105,00;162;21,00;105,00;0,00;0,00;0,00;1h50min;-779,00 +WINJ26;19/01/2026 13:00:00;19/01/2026 13:50:00;50min;1;1;V;169.780,00;169.700,00;192.370,00;Sim;-16,00;-80,00;163;-16,00;-80,00;0,00;0,00;0,00;1h15min;-795,00 +WINJ26;19/01/2026 14:00:00;19/01/2026 14:05:00;5min;1;1;C;169.845,00;169.895,00;192.370,00;Sim;10,00;50,00;164;10,00;50,00;0,00;0,00;0,00;1h;-785,00 +WINJ26;19/01/2026 16:25:00;19/01/2026 16:40:00;15min;1;1;V;169.670,00;169.655,00;192.370,00;No;-3,00;-15,00;165;-3,00;-15,00;0,00;0,00;0,00;2h25min;-788,00 +WINJ26;19/01/2026 17:25:00;20/01/2026 09:05:00;15h40min;1;1;V;169.245,00;169.640,00;192.370,00;No;79,00;395,00;166;79,00;395,00;0,00;0,00;0,00;1h;-709,00 +WINJ26;20/01/2026 10:30:00;20/01/2026 10:35:00;5min;1;1;V;168.385,00;168.895,00;192.370,00;No;102,00;510,00;167;102,00;510,00;0,00;0,00;0,00;17h5min;-607,00 +WINJ26;20/01/2026 11:10:00;20/01/2026 12:15:00;1h5min;1;1;V;170.305,00;169.015,00;192.370,00;Sim;-258,00;-1.290,00;168;-258,00;-1.290,00;0,00;0,00;0,00;40min;-865,00 +WINJ26;20/01/2026 15:40:00;20/01/2026 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15:25:00;1h5min;1;1;V;189.895,00;189.340,00;192.370,00;Sim;-111,00;-555,00;247;-111,00;-555,00;0,00;0,00;0,00;1h35min;-499,00 +WINJ26;13/02/2026 16:15:00;13/02/2026 16:20:00;5min;1;1;V;189.465,00;189.945,00;192.370,00;Sim;96,00;480,00;248;96,00;480,00;0,00;0,00;0,00;1h55min;-403,00 +WINJ26;13/02/2026 16:40:00;13/02/2026 17:00:00;20min;1;1;V;189.870,00;190.075,00;192.370,00;Sim;41,00;205,00;249;41,00;205,00;0,00;0,00;0,00;25min;-362,00 +WINJ26;18/02/2026 14:45:00;18/02/2026 15:00:00;15min;1;1;V;190.185,00;190.405,00;192.370,00;Sim;44,00;220,00;250;44,00;220,00;0,00;0,00;0,00;4d22h;-318,00 +WINJ26;19/02/2026 09:40:00;19/02/2026 10:05:00;25min;1;1;V;189.915,00;190.075,00;192.370,00;No;32,00;160,00;251;32,00;160,00;0,00;0,00;0,00;18h55min;-286,00 +WINJ26;19/02/2026 10:20:00;19/02/2026 10:35:00;15min;1;1;C;190.265,00;190.330,00;192.370,00;Sim;13,00;65,00;252;13,00;65,00;0,00;0,00;0,00;40min;-273,00 +WINJ26;19/02/2026 15:15:00;19/02/2026 16:20:00;1h5min;1;1;C;192.230,00;191.895,00;192.370,00;No;-67,00;-335,00;253;-67,00;-335,00;0,00;0,00;0,00;4h55min;-340,00 +WINJ26;19/02/2026 16:30:00;19/02/2026 17:35:00;1h5min;1;1;C;191.895,00;192.035,00;192.370,00;Sim;28,00;140,00;254;28,00;140,00;0,00;0,00;0,00;1h15min;-312,00 +WINJ26;20/02/2026 14:40:00;20/02/2026 14:50:00;10min;1;1;C;191.860,00;192.135,00;192.370,00;Sim;55,00;275,00;255;55,00;275,00;0,00;0,00;0,00;22h10min;-257,00 +WINJ26;23/02/2026 10:10:00;23/02/2026 10:30:00;20min;1;1;C;193.150,00;193.110,00;192.370,00;No;-8,00;-40,00;256;-8,00;-40,00;0,00;0,00;0,00;2d19h;-265,00 +WINJ26;23/02/2026 10:50:00;23/02/2026 11:00:00;10min;1;1;C;192.950,00;193.025,00;192.370,00;Sim;15,00;75,00;257;15,00;75,00;0,00;0,00;0,00;40min;-250,00 +WINJ26;23/02/2026 14:55:00;23/02/2026 15:00:00;5min;1;1;C;192.665,00;192.665,00;192.370,00;Sim;0;0;258;0;0;0,00;0,00;0,00;4h5min;-250,00 +WINJ26;23/02/2026 17:45:00;23/02/2026 18:05:00;20min;1;1;V;192.435,00;192.480,00;192.370,00;Sim;9,00;45,00;259;9,00;45,00;0,00;0,00;0,00;2h50min;-241,00 +WINJ26;24/02/2026 10:55:00;24/02/2026 11:00:00;5min;1;1;C;193.365,00;193.505,00;192.370,00;No;28,00;140,00;260;28,00;140,00;0,00;0,00;0,00;17h10min;-213,00 +WINJ26;24/02/2026 11:40:00;24/02/2026 11:45:00;5min;1;1;C;193.500,00;193.630,00;192.370,00;No;26,00;130,00;261;26,00;130,00;0,00;0,00;0,00;45min;-187,00 +WINJ26;24/02/2026 15:05:00;24/02/2026 15:45:00;40min;1;1;C;195.000,00;195.165,00;192.370,00;No;33,00;165,00;262;33,00;165,00;0,00;0,00;0,00;3h25min;-154,00 +WINJ26;24/02/2026 16:00:00;24/02/2026 16:05:00;5min;1;1;C;194.930,00;195.040,00;192.370,00;Sim;22,00;110,00;263;22,00;110,00;0,00;0,00;0,00;55min;-132,00 +WINJ26;24/02/2026 16:15:00;24/02/2026 16:35:00;20min;1;1;C;194.920,00;194.930,00;192.370,00;Sim;2,00;10,00;264;2,00;10,00;0,00;0,00;0,00;15min;-130,00 +WINJ26;24/02/2026 17:20:00;24/02/2026 17:45:00;25min;1;1;C;194.785,00;195.035,00;192.370,00;Sim;50,00;250,00;265;50,00;250,00;0,00;0,00;0,00;1h5min;-80,00 +WINJ26;25/02/2026 11:15:00;25/02/2026 11:25:00;10min;1;1;C;195.305,00;195.520,00;192.370,00;No;43,00;215,00;266;43,00;215,00;0,00;0,00;0,00;17h55min;-37,00 +WINJ26;25/02/2026 12:55:00;25/02/2026 13:15:00;20min;1;1;C;194.485,00;194.680,00;192.370,00;Sim;39,00;195,00;267;39,00;195,00;0,00;0,00;0,00;1h40min;2,00 +WINJ26;25/02/2026 13:55:00;25/02/2026 14:00:00;5min;1;1;C;194.525,00;194.640,00;192.370,00;No;23,00;115,00;268;23,00;115,00;0,00;0,00;0,00;1h;25,00 +WINJ26;25/02/2026 17:55:00;26/02/2026 09:00:00;15h5min;1;1;V;194.005,00;194.345,00;192.370,00;Sim;68,00;340,00;269;68,00;340,00;0,00;0,00;0,00;4h;93,00 +WINJ26;26/02/2026 09:20:00;26/02/2026 09:35:00;15min;1;1;V;193.975,00;194.220,00;192.370,00;No;49,00;245,00;270;49,00;245,00;0,00;0,00;0,00;15h25min;142,00 +WINJ26;26/02/2026 10:20:00;26/02/2026 10:25:00;5min;1;1;V;194.185,00;194.240,00;192.370,00;Sim;11,00;55,00;271;11,00;55,00;0,00;0,00;0,00;1h;153,00 +WINJ26;26/02/2026 11:15:00;26/02/2026 11:25:00;10min;1;1;V;194.095,00;194.250,00;192.370,00;Sim;31,00;155,00;272;31,00;155,00;0,00;0,00;0,00;55min;184,00 +WINJ26;26/02/2026 13:45:00;26/02/2026 13:50:00;5min;1;1;V;193.460,00;193.535,00;192.370,00;No;15,00;75,00;273;15,00;75,00;0,00;0,00;0,00;2h30min;199,00 +WINJ26;26/02/2026 15:25:00;26/02/2026 16:30:00;1h5min;1;1;V;194.010,00;193.430,00;192.370,00;No;-116,00;-580,00;274;-116,00;-580,00;0,00;0,00;0,00;1h40min;83,00 +WINJ26;27/02/2026 09:00:00;27/02/2026 10:05:00;1h5min;1;1;C;194.155,00;193.555,00;192.370,00;Sim;-120,00;-600,00;275;-120,00;-600,00;0,00;0,00;0,00;17h35min;-37,00 +WINJ26;27/02/2026 11:20:00;27/02/2026 12:00:00;40min;1;1;V;193.065,00;193.015,00;192.370,00;No;-10,00;-50,00;276;-10,00;-50,00;0,00;0,00;0,00;2h20min;-47,00 +WINJ26;27/02/2026 12:50:00;27/02/2026 13:25:00;35min;1;1;V;193.125,00;193.435,00;192.370,00;Sim;62,00;310,00;277;62,00;310,00;0,00;0,00;0,00;1h30min;15,00 +WINJ26;27/02/2026 15:25:00;27/02/2026 15:45:00;20min;1;1;V;192.670,00;192.665,00;192.370,00;No;-1,00;-5,00;278;-1,00;-5,00;0,00;0,00;0,00;2h35min;14,00 +WINJ26;27/02/2026 16:10:00;27/02/2026 16:15:00;5min;1;1;V;192.620,00;192.660,00;192.370,00;No;8,00;40,00;279;8,00;40,00;0,00;0,00;0,00;45min;22,00 +WINJ26;27/02/2026 17:40:00;27/02/2026 17:50:00;10min;1;1;V;192.020,00;192.065,00;192.370,00;No;9,00;45,00;280;9,00;45,00;0,00;0,00;0,00;1h30min;31,00 +WINJ26;02/03/2026 10:30:00;02/03/2026 10:50:00;20min;1;1;V;190.155,00;190.695,00;192.370,00;No;108,00;540,00;281;108,00;540,00;0,00;0,00;0,00;2d16h;139,00 +WINJ26;02/03/2026 12:45:00;02/03/2026 12:55:00;10min;1;1;V;191.160,00;191.365,00;192.370,00;Sim;41,00;205,00;282;41,00;205,00;0,00;0,00;0,00;2h15min;180,00 +WINJ26;02/03/2026 13:20:00;02/03/2026 14:25:00;1h5min;1;1;V;191.620,00;191.265,00;192.370,00;No;-71,00;-355,00;283;-71,00;-355,00;0,00;0,00;0,00;35min;109,00 +WINJ26;02/03/2026 14:40:00;02/03/2026 15:45:00;1h5min;1;1;V;192.095,00;191.595,00;192.370,00;Sim;-100,00;-500,00;284;-100,00;-500,00;0,00;0,00;0,00;1h20min;9,00 +WINJ26;02/03/2026 15:50:00;02/03/2026 16:55:00;1h5min;1;1;V;192.880,00;192.040,00;192.370,00;Sim;-168,00;-840,00;285;-168,00;-840,00;0,00;0,00;0,00;1h10min;-159,00 +WINJ26;02/03/2026 17:10:00;02/03/2026 17:15:00;5min;1;1;V;191.950,00;192.110,00;192.370,00;Sim;32,00;160,00;286;32,00;160,00;0,00;0,00;0,00;1h20min;-127,00 +WINJ26;02/03/2026 17:40:00; - ; - ;1;0;C;192.295,00;192.350,00;192.350,00;Sim;11,00;55,00;287;11,00;55,00;0,00;0,00;0,00;30min;-116,00 diff --git a/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v33_pullback_mme20015min.csv b/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v33_pullback_mme20015min.csv new file mode 100644 index 0000000..4c43bb5 --- /dev/null +++ b/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v33_pullback_mme20015min.csv @@ -0,0 +1,131 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 02/03/2025 +Data Final: 02/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;26/08/2025 18:15:00;28/08/2025 09:00:00;1d14h;1;1;C;149.050,00;151.000,00;192.370,00;No;390,00;1.950,00;1;390,00;1.950,00;0,00;0,00;0,00; - ;390,00 +WINJ26;02/09/2025 10:30:00;02/09/2025 11:00:00;30min;1;1;C;151.005,00;151.700,00;192.370,00;No;139,00;695,00;2;139,00;695,00;0,00;0,00;0,00;6d16h;529,00 +WINJ26;03/09/2025 12:15:00;04/09/2025 12:00:00;23h45min;1;1;C;150.950,00;151.100,00;192.370,00;Sim;30,00;150,00;3;30,00;150,00;0,00;0,00;0,00;1d1h;559,00 +WINJ26;12/09/2025 11:00:00;12/09/2025 15:30:00;4h30min;1;1;C;153.400,00;153.200,00;192.370,00;No;-40,00;-200,00;4;-40,00;-200,00;0,00;0,00;0,00;8d22h;519,00 +WINJ26;16/09/2025 10:30:00;16/09/2025 14:00:00;3h30min;1;1;C;155.000,00;154.120,00;192.370,00;No;-176,00;-880,00;5;-176,00;-880,00;0,00;0,00;0,00;3d23h;343,00 +WINJ26;22/09/2025 14:45:00;23/09/2025 12:00:00;21h15min;1;1;C;155.650,00;156.680,00;192.370,00;No;206,00;1.030,00;6;206,00;1.030,00;0,00;0,00;0,00;6d4h;549,00 +WINJ26;25/09/2025 13:15:00;29/09/2025 09:00:00;3d19h;1;1;C;156.680,00;156.400,00;192.370,00;No;-56,00;-280,00;7;-56,00;-280,00;0,00;0,00;0,00;2d22h;493,00 +WINJ26;29/09/2025 09:15:00;29/09/2025 09:30:00;15min;1;1;C;156.500,00;156.700,00;192.370,00;Sim;40,00;200,00;8;40,00;200,00;0,00;0,00;0,00;3d20h;533,00 +WINJ26;30/09/2025 18:15:00;01/10/2025 09:30:00;15h15min;1;1;C;156.375,00;157.000,00;192.370,00;Sim;125,00;625,00;9;125,00;625,00;0,00;0,00;0,00;1d9h;658,00 +WINJ26;02/10/2025 10:00:00;03/10/2025 11:00:00;1d1h;1;1;C;155.000,00;153.700,00;192.370,00;Sim;-260,00;-1.300,00;10;-260,00;-1.300,00;0,00;0,00;0,00;1d15h;398,00 +WINJ26;14/10/2025 10:30:00;14/10/2025 11:15:00;45min;1;1;V;151.165,00;150.805,00;192.370,00;No;-72,00;-360,00;11;-72,00;-360,00;0,00;0,00;0,00;12d;326,00 +WINJ26;14/10/2025 12:30:00;14/10/2025 15:30:00;3h;1;1;V;150.880,00;151.190,00;192.370,00;Sim;62,00;310,00;12;62,00;310,00;0,00;0,00;0,00;2h;388,00 +WINJ26;15/10/2025 13:00:00;16/10/2025 09:45:00;20h45min;1;1;V;150.600,00;151.200,00;192.370,00;Sim;120,00;600,00;13;120,00;600,00;0,00;0,00;0,00;1d;508,00 +WINJ26;16/10/2025 13:30:00;16/10/2025 13:45:00;15min;1;1;V;151.210,00;150.875,00;192.370,00;No;-67,00;-335,00;14;-67,00;-335,00;0,00;0,00;0,00;1d;441,00 +WINJ26;17/10/2025 09:15:00;17/10/2025 10:30:00;1h15min;1;1;V;150.800,00;151.210,00;192.370,00;Sim;82,00;410,00;15;82,00;410,00;0,00;0,00;0,00;19h45min;523,00 +WINJ26;17/10/2025 11:15:00;20/10/2025 10:45:00;2d23h;1;1;V;152.550,00;151.340,00;192.370,00;Sim;-242,00;-1.210,00;16;-242,00;-1.210,00;0,00;0,00;0,00;2h;281,00 +WINJ26;21/10/2025 09:30:00;21/10/2025 11:30:00;2h;1;1;C;153.200,00;153.000,00;192.370,00;Sim;-40,00;-200,00;17;-40,00;-200,00;0,00;0,00;0,00;3d22h;241,00 +WINJ26;21/10/2025 16:00:00;22/10/2025 09:00:00;17h;1;1;C;152.700,00;152.500,00;192.370,00;Sim;-40,00;-200,00;18;-40,00;-200,00;0,00;0,00;0,00;6h30min;201,00 +WINJ26;22/10/2025 09:30:00;22/10/2025 09:45:00;15min;1;1;C;152.900,00;153.250,00;192.370,00;No;70,00;350,00;19;70,00;350,00;0,00;0,00;0,00;17h30min;271,00 +WINJ26;23/10/2025 18:15:00;24/10/2025 09:00:00;14h45min;1;1;C;154.600,00;154.690,00;192.370,00;No;18,00;90,00;20;18,00;90,00;0,00;0,00;0,00;1d8h;289,00 +WINJ26;28/10/2025 09:45:00;28/10/2025 11:15:00;1h30min;1;1;C;155.400,00;155.985,00;192.370,00;No;117,00;585,00;21;117,00;585,00;0,00;0,00;0,00;4d15h;406,00 +WINJ26;30/10/2025 10:45:00;30/10/2025 11:30:00;45min;1;1;C;157.250,00;157.335,00;192.370,00;No;17,00;85,00;22;17,00;85,00;0,00;0,00;0,00;2d1h;423,00 +WINJ26;04/11/2025 10:15:00;04/11/2025 10:30:00;15min;1;1;C;158.540,00;158.520,00;192.370,00;No;-4,00;-20,00;23;-4,00;-20,00;0,00;0,00;0,00;4d23h;419,00 +WINJ26;04/11/2025 16:45:00;04/11/2025 17:30:00;45min;1;1;C;158.660,00;158.840,00;192.370,00;No;36,00;180,00;24;36,00;180,00;0,00;0,00;0,00;6h30min;455,00 +WINJ26;07/11/2025 14:15:00;07/11/2025 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17:30:00;1h45min;1;1;C;169.665,00;169.755,00;192.370,00;No;18,00;90,00;79;18,00;90,00;0,00;0,00;0,00;5h;-527,00 +WINJ26;20/01/2026 09:15:00;20/01/2026 09:30:00;15min;1;1;V;168.260,00;168.485,00;192.370,00;Sim;45,00;225,00;80;45,00;225,00;0,00;0,00;0,00;17h30min;-482,00 +WINJ26;22/01/2026 17:45:00;22/01/2026 18:15:00;30min;1;1;C;180.900,00;181.025,00;192.370,00;No;25,00;125,00;81;25,00;125,00;0,00;0,00;0,00;2d8h;-457,00 +WINJ26;23/01/2026 12:00:00;23/01/2026 12:15:00;15min;1;1;C;181.270,00;181.685,00;192.370,00;No;83,00;415,00;82;83,00;415,00;0,00;0,00;0,00;18h15min;-374,00 +WINJ26;26/01/2026 11:45:00;26/01/2026 14:30:00;2h45min;1;1;C;184.000,00;183.700,00;192.370,00;No;-60,00;-300,00;83;-60,00;-300,00;0,00;0,00;0,00;2d23h;-434,00 +WINJ26;26/01/2026 16:30:00;26/01/2026 17:15:00;45min;1;1;C;183.430,00;183.685,00;192.370,00;Sim;51,00;255,00;84;51,00;255,00;0,00;0,00;0,00;4h45min;-383,00 +WINJ26;27/01/2026 15:30:00;27/01/2026 17:15:00;1h45min;1;1;C;187.300,00;187.755,00;192.370,00;No;91,00;455,00;85;91,00;455,00;0,00;0,00;0,00;23h;-292,00 +WINJ26;28/01/2026 09:15:00;28/01/2026 09:30:00;15min;1;1;C;187.655,00;187.510,00;192.370,00;No;-29,00;-145,00;86;-29,00;-145,00;0,00;0,00;0,00;17h45min;-321,00 +WINJ26;28/01/2026 14:45:00;28/01/2026 17:15:00;2h30min;1;1;C;188.440,00;189.090,00;192.370,00;No;130,00;650,00;87;130,00;650,00;0,00;0,00;0,00;5h30min;-191,00 +WINJ26;29/01/2026 14:30:00;29/01/2026 16:30:00;2h;1;1;C;188.500,00;188.410,00;192.370,00;No;-18,00;-90,00;88;-18,00;-90,00;0,00;0,00;0,00;23h45min;-209,00 +WINJ26;29/01/2026 17:15:00;29/01/2026 17:30:00;15min;1;1;C;188.525,00;188.370,00;192.370,00;No;-31,00;-155,00;89;-31,00;-155,00;0,00;0,00;0,00;2h45min;-240,00 +WINJ26;29/01/2026 18:15:00;30/01/2026 10:30:00;16h15min;1;1;C;187.970,00;187.965,00;192.370,00;Sim;-1,00;-5,00;90;-1,00;-5,00;0,00;0,00;0,00;1h;-241,00 +WINJ26;30/01/2026 11:30:00;30/01/2026 12:45:00;1h15min;1;1;C;187.625,00;188.475,00;192.370,00;Sim;170,00;850,00;91;170,00;850,00;0,00;0,00;0,00;17h15min;-71,00 +WINJ26;30/01/2026 16:15:00;02/02/2026 09:00:00;2d16h;1;1;C;186.390,00;184.655,00;192.370,00;Sim;-347,00;-1.735,00;92;-347,00;-1.735,00;0,00;0,00;0,00;4h45min;-418,00 +WINJ26;02/02/2026 11:45:00;02/02/2026 13:15:00;1h30min;1;1;C;186.640,00;186.715,00;192.370,00;No;15,00;75,00;93;15,00;75,00;0,00;0,00;0,00;2d19h;-403,00 +WINJ26;02/02/2026 17:15:00;02/02/2026 17:30:00;15min;1;1;C;186.735,00;187.045,00;192.370,00;No;62,00;310,00;94;62,00;310,00;0,00;0,00;0,00;5h30min;-341,00 +WINJ26;03/02/2026 16:15:00;03/02/2026 17:45:00;1h30min;1;1;C;189.965,00;190.410,00;192.370,00;No;89,00;445,00;95;89,00;445,00;0,00;0,00;0,00;23h;-252,00 +WINJ26;05/02/2026 09:45:00;05/02/2026 13:00:00;3h15min;1;1;V;187.265,00;186.105,00;192.370,00;Sim;-232,00;-1.160,00;96;-232,00;-1.160,00;0,00;0,00;0,00;1d17h;-484,00 +WINJ26;05/02/2026 13:15:00;05/02/2026 16:30:00;3h15min;1;1;V;187.715,00;186.990,00;192.370,00;Sim;-145,00;-725,00;97;-145,00;-725,00;0,00;0,00;0,00;3h30min;-629,00 +WINJ26;06/02/2026 09:15:00;06/02/2026 11:30:00;2h15min;1;1;C;187.460,00;186.785,00;192.370,00;Sim;-135,00;-675,00;98;-135,00;-675,00;0,00;0,00;0,00;20h;-764,00 +WINJ26;06/02/2026 15:00:00;06/02/2026 15:15:00;15min;1;1;V;186.620,00;186.790,00;192.370,00;No;34,00;170,00;99;34,00;170,00;0,00;0,00;0,00;5h45min;-730,00 +WINJ26;10/02/2026 09:30:00;10/02/2026 10:15:00;45min;1;1;C;189.915,00;190.000,00;192.370,00;No;17,00;85,00;100;17,00;85,00;0,00;0,00;0,00;3d18h;-713,00 +WINJ26;10/02/2026 11:15:00;10/02/2026 11:30:00;15min;1;1;C;189.890,00;189.975,00;192.370,00;Sim;17,00;85,00;101;17,00;85,00;0,00;0,00;0,00;1h45min;-696,00 +WINJ26;10/02/2026 16:45:00;10/02/2026 17:15:00;30min;1;1;C;189.895,00;190.545,00;192.370,00;No;130,00;650,00;102;130,00;650,00;0,00;0,00;0,00;5h30min;-566,00 +WINJ26;12/02/2026 10:30:00;12/02/2026 11:30:00;1h;1;1;C;193.410,00;193.715,00;192.370,00;No;61,00;305,00;103;61,00;305,00;0,00;0,00;0,00;1d17h;-505,00 +WINJ26;12/02/2026 17:00:00;13/02/2026 10:45:00;17h45min;1;1;C;192.050,00;189.255,00;192.370,00;Sim;-559,00;-2.795,00;104;-559,00;-2.795,00;0,00;0,00;0,00;6h30min;-1.064,00 +WINJ26;13/02/2026 14:30:00;13/02/2026 17:45:00;3h15min;1;1;V;189.840,00;189.380,00;192.370,00;Sim;-92,00;-460,00;105;-92,00;-460,00;0,00;0,00;0,00;21h30min;-1.156,00 +WINJ26;18/02/2026 13:30:00;18/02/2026 14:15:00;45min;1;1;V;189.820,00;190.075,00;192.370,00;Sim;51,00;255,00;106;51,00;255,00;0,00;0,00;0,00;4d23h;-1.105,00 +WINJ26;18/02/2026 14:30:00;18/02/2026 14:45:00;15min;1;1;C;190.575,00;190.405,00;192.370,00;Sim;-34,00;-170,00;107;-34,00;-170,00;0,00;0,00;0,00;1h;-1.139,00 +WINJ26;18/02/2026 15:00:00;18/02/2026 15:15:00;15min;1;1;V;189.525,00;190.185,00;192.370,00;Sim;132,00;660,00;108;132,00;660,00;0,00;0,00;0,00;30min;-1.007,00 +WINJ26;19/02/2026 10:15:00;19/02/2026 13:30:00;3h15min;1;1;V;192.240,00;189.830,00;192.370,00;No;-482,00;-2.410,00;109;-482,00;-2.410,00;0,00;0,00;0,00;19h15min;-1.489,00 +WINJ26;20/02/2026 11:30:00;20/02/2026 11:45:00;15min;1;1;C;191.115,00;191.325,00;192.370,00;No;42,00;210,00;110;42,00;210,00;0,00;0,00;0,00;1d1h;-1.447,00 +WINJ26;20/02/2026 14:45:00;20/02/2026 15:00:00;15min;1;1;C;191.865,00;192.435,00;192.370,00;No;114,00;570,00;111;114,00;570,00;0,00;0,00;0,00;3h15min;-1.333,00 +WINJ26;23/02/2026 10:15:00;23/02/2026 11:45:00;1h30min;1;1;C;193.015,00;194.030,00;192.370,00;No;203,00;1.015,00;112;203,00;1.015,00;0,00;0,00;0,00;2d19h;-1.130,00 +WINJ26;23/02/2026 15:00:00;23/02/2026 15:15:00;15min;1;1;C;192.665,00;192.810,00;192.370,00;Sim;29,00;145,00;113;29,00;145,00;0,00;0,00;0,00;4h45min;-1.101,00 +WINJ26;23/02/2026 17:45:00;24/02/2026 09:15:00;15h30min;1;1;C;192.480,00;194.165,00;192.370,00;Sim;337,00;1.685,00;114;337,00;1.685,00;0,00;0,00;0,00;2h45min;-764,00 +WINJ26;25/02/2026 11:15:00;25/02/2026 14:30:00;3h15min;1;1;C;195.305,00;194.640,00;192.370,00;No;-133,00;-665,00;115;-133,00;-665,00;0,00;0,00;0,00;1d17h;-897,00 +WINJ26;25/02/2026 14:45:00;25/02/2026 15:00:00;15min;1;1;C;194.855,00;195.080,00;192.370,00;Sim;45,00;225,00;116;45,00;225,00;0,00;0,00;0,00;3h30min;-852,00 +WINJ26;25/02/2026 17:45:00;25/02/2026 18:00:00;15min;1;1;C;194.555,00;194.495,00;192.370,00;Sim;-12,00;-60,00;117;-12,00;-60,00;0,00;0,00;0,00;3h;-864,00 +WINJ26;26/02/2026 10:00:00;26/02/2026 10:15:00;15min;1;1;C;194.295,00;194.690,00;192.370,00;Sim;79,00;395,00;118;79,00;395,00;0,00;0,00;0,00;16h15min;-785,00 +WINJ26;26/02/2026 10:45:00;26/02/2026 13:30:00;2h45min;1;1;C;194.155,00;193.930,00;192.370,00;Sim;-45,00;-225,00;119;-45,00;-225,00;0,00;0,00;0,00;45min;-830,00 +WINJ26;26/02/2026 14:15:00;26/02/2026 15:45:00;1h30min;1;1;C;193.535,00;193.840,00;192.370,00;Sim;61,00;305,00;120;61,00;305,00;0,00;0,00;0,00;3h30min;-769,00 +WINJ26;27/02/2026 09:15:00;27/02/2026 09:30:00;15min;1;1;V;193.430,00;193.035,00;192.370,00;Sim;-79,00;-395,00;121;-79,00;-395,00;0,00;0,00;0,00;19h;-848,00 +WINJ26;27/02/2026 10:00:00;27/02/2026 12:45:00;2h45min;1;1;C;193.615,00;193.580,00;192.370,00;No;-7,00;-35,00;122;-7,00;-35,00;0,00;0,00;0,00;45min;-855,00 +WINJ26;27/02/2026 13:30:00;27/02/2026 13:45:00;15min;1;1;V;192.980,00;192.980,00;192.370,00;No;0;0;123;0;0;0,00;0,00;0,00;3h30min;-855,00 +WINJ26;02/03/2026 12:30:00;02/03/2026 15:45:00;3h15min;1;1;V;192.095,00;191.410,00;192.370,00;No;-137,00;-685,00;124;-137,00;-685,00;0,00;0,00;0,00;2d23h;-992,00 +WINJ26;02/03/2026 17:15:00;02/03/2026 17:30:00;15min;1;1;V;192.005,00;191.950,00;192.370,00;Sim;-11,00;-55,00;125;-11,00;-55,00;0,00;0,00;0,00;4h45min;-1.003,00 diff --git a/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v33_pullback_mme20030min.csv b/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v33_pullback_mme20030min.csv new file mode 100644 index 0000000..278ac7e --- /dev/null +++ b/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v33_pullback_mme20030min.csv @@ -0,0 +1,67 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 02/03/2025 +Data Final: 02/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;27/08/2025 09:00:00;28/08/2025 09:00:00;1d;1;1;C;148.200,00;151.000,00;192.360,00;No;560,00;2.800,00;1;560,00;2.800,00;0,00;0,00;0,00; - ;560,00 +WINJ26;02/09/2025 10:30:00;02/09/2025 11:00:00;30min;1;1;C;151.005,00;151.700,00;192.360,00;No;139,00;695,00;2;139,00;695,00;0,00;0,00;0,00;6d1h;699,00 +WINJ26;03/09/2025 12:00:00;04/09/2025 12:00:00;1d;1;1;C;150.950,00;151.100,00;192.360,00;Sim;30,00;150,00;3;30,00;150,00;0,00;0,00;0,00;1d1h;729,00 +WINJ26;22/09/2025 15:00:00;23/09/2025 13:30:00;22h30min;1;1;C;155.850,00;157.050,00;192.360,00;No;240,00;1.200,00;4;240,00;1.200,00;0,00;0,00;0,00;19d3h;969,00 +WINJ26;25/09/2025 13:00:00;25/09/2025 14:30:00;1h30min;1;1;C;156.680,00;155.750,00;192.360,00;No;-186,00;-930,00;5;-186,00;-930,00;0,00;0,00;0,00;2d22h;783,00 +WINJ26;26/09/2025 10:30:00;29/09/2025 09:30:00;2d23h;1;1;C;155.500,00;156.700,00;192.360,00;Sim;240,00;1.200,00;6;240,00;1.200,00;0,00;0,00;0,00;21h30min;1.023,00 +WINJ26;30/09/2025 18:00:00;01/10/2025 09:30:00;15h30min;1;1;C;156.375,00;157.000,00;192.360,00;No;125,00;625,00;7;125,00;625,00;0,00;0,00;0,00;4d7h;1.148,00 +WINJ26;14/10/2025 12:30:00;14/10/2025 13:30:00;1h;1;1;V;151.180,00;151.190,00;192.360,00;No;2,00;10,00;8;2,00;10,00;0,00;0,00;0,00;13d18h;1.150,00 +WINJ26;15/10/2025 13:00:00;16/10/2025 09:30:00;20h30min;1;1;V;150.600,00;151.200,00;192.360,00;Sim;120,00;600,00;9;120,00;600,00;0,00;0,00;0,00;1d;1.270,00 +WINJ26;16/10/2025 13:30:00;17/10/2025 10:30:00;21h;1;1;V;150.800,00;150.875,00;192.360,00;No;15,00;75,00;10;15,00;75,00;0,00;0,00;0,00;1d;1.285,00 +WINJ26;17/10/2025 15:00:00;20/10/2025 16:30:00;3d1h;1;1;V;153.300,00;151.850,00;192.360,00;Sim;-290,00;-1.450,00;11;-290,00;-1.450,00;0,00;0,00;0,00;1d1h;995,00 +WINJ26;21/10/2025 11:30:00;21/10/2025 12:00:00;30min;1;1;C;153.000,00;153.100,00;192.360,00;Sim;20,00;100,00;12;20,00;100,00;0,00;0,00;0,00;3d20h;1.015,00 +WINJ26;21/10/2025 16:00:00;22/10/2025 09:00:00;17h;1;1;C;152.700,00;152.500,00;192.360,00;Sim;-40,00;-200,00;13;-40,00;-200,00;0,00;0,00;0,00;4h30min;975,00 +WINJ26;30/10/2025 11:30:00;30/10/2025 12:00:00;30min;1;1;C;157.335,00;157.460,00;192.360,00;No;25,00;125,00;14;25,00;125,00;0,00;0,00;0,00;8d19h;1.000,00 +WINJ26;04/11/2025 10:30:00;04/11/2025 11:00:00;30min;1;1;C;158.520,00;158.620,00;192.360,00;No;20,00;100,00;15;20,00;100,00;0,00;0,00;0,00;4d23h;1.020,00 +WINJ26;07/11/2025 12:30:00;07/11/2025 14:00:00;1h30min;1;1;C;161.500,00;161.250,00;192.360,00;No;-50,00;-250,00;16;-50,00;-250,00;0,00;0,00;0,00;3d2h;970,00 +WINJ26;12/11/2025 17:30:00;12/11/2025 18:00:00;30min;1;1;C;166.000,00;166.100,00;192.360,00;No;20,00;100,00;17;20,00;100,00;0,00;0,00;0,00;5d5h;990,00 +WINJ26;13/11/2025 18:00:00;14/11/2025 11:30:00;17h30min;1;1;C;165.525,00;165.600,00;192.360,00;Sim;15,00;75,00;18;15,00;75,00;0,00;0,00;0,00;1d;1.005,00 +WINJ26;17/11/2025 11:30:00;17/11/2025 14:00:00;2h30min;1;1;C;165.655,00;165.840,00;192.360,00;No;37,00;185,00;19;37,00;185,00;0,00;0,00;0,00;3d17h;1.042,00 +WINJ26;18/11/2025 10:30:00;18/11/2025 17:00:00;6h30min;1;1;C;164.740,00;164.900,00;192.360,00;Sim;32,00;160,00;20;32,00;160,00;0,00;0,00;0,00;23h;1.074,00 +WINJ26;19/11/2025 12:00:00;21/11/2025 14:00:00;2d2h;1;1;C;164.100,00;162.570,00;192.360,00;Sim;-306,00;-1.530,00;21;-306,00;-1.530,00;0,00;0,00;0,00;1d1h;768,00 +WINJ26;21/11/2025 15:00:00;24/11/2025 11:30:00;2d20h;1;1;C;162.250,00;163.600,00;192.360,00;Sim;270,00;1.350,00;22;270,00;1.350,00;0,00;0,00;0,00;2d3h;1.038,00 +WINJ26;25/11/2025 12:00:00;25/11/2025 12:30:00;30min;1;1;C;163.185,00;163.150,00;192.360,00;No;-7,00;-35,00;23;-7,00;-35,00;0,00;0,00;0,00;3d21h;1.031,00 +WINJ26;01/12/2025 12:00:00;02/12/2025 09:30:00;21h30min;1;1;C;166.560,00;166.840,00;192.360,00;No;56,00;280,00;24;56,00;280,00;0,00;0,00;0,00;6d;1.087,00 +WINJ26;08/12/2025 15:30:00;09/12/2025 13:30:00;22h;1;1;C;165.630,00;165.000,00;192.360,00;Sim;-126,00;-630,00;25;-126,00;-630,00;0,00;0,00;0,00;7d3h;961,00 +WINJ26;10/12/2025 09:00:00;10/12/2025 10:30:00;1h30min;1;1;V;164.850,00;165.750,00;192.360,00;Sim;180,00;900,00;26;180,00;900,00;0,00;0,00;0,00;1d17h;1.141,00 +WINJ26;10/12/2025 14:00:00;10/12/2025 17:00:00;3h;1;1;V;165.625,00;165.230,00;192.360,00;No;-79,00;-395,00;27;-79,00;-395,00;0,00;0,00;0,00;5h;1.062,00 +WINJ26;11/12/2025 10:00:00;11/12/2025 11:00:00;1h;1;1;V;165.500,00;165.615,00;192.360,00;Sim;23,00;115,00;28;23,00;115,00;0,00;0,00;0,00;20h;1.085,00 +WINJ26;18/12/2025 14:30:00;18/12/2025 17:00:00;2h30min;1;1;V;164.205,00;164.180,00;192.360,00;No;-5,00;-25,00;29;-5,00;-25,00;0,00;0,00;0,00;7d4h;1.080,00 +WINJ26;19/12/2025 15:00:00;19/12/2025 16:00:00;1h;1;1;V;165.000,00;165.135,00;192.360,00;Sim;27,00;135,00;30;27,00;135,00;0,00;0,00;0,00;1d;1.107,00 +WINJ26;22/12/2025 09:30:00;22/12/2025 10:00:00;30min;1;1;V;164.740,00;164.980,00;192.360,00;No;48,00;240,00;31;48,00;240,00;0,00;0,00;0,00;2d18h;1.155,00 +WINJ26;26/12/2025 11:30:00;26/12/2025 12:30:00;1h;1;1;C;165.920,00;166.450,00;192.360,00;No;106,00;530,00;32;106,00;530,00;0,00;0,00;0,00;4d2h;1.261,00 +WINJ26;29/12/2025 17:00:00;29/12/2025 17:30:00;30min;1;1;C;166.175,00;166.330,00;192.360,00;No;31,00;155,00;33;31,00;155,00;0,00;0,00;0,00;3d5h;1.292,00 +WINJ26;02/01/2026 09:30:00;02/01/2026 10:00:00;30min;1;1;C;167.610,00;168.095,00;192.360,00;No;97,00;485,00;34;97,00;485,00;0,00;0,00;0,00;3d16h;1.389,00 +WINJ26;05/01/2026 09:30:00;05/01/2026 11:00:00;1h30min;1;1;C;166.655,00;166.500,00;192.360,00;Sim;-31,00;-155,00;35;-31,00;-155,00;0,00;0,00;0,00;3d;1.358,00 +WINJ26;08/01/2026 10:30:00;08/01/2026 11:30:00;1h;1;1;C;167.945,00;167.850,00;192.360,00;No;-19,00;-95,00;36;-19,00;-95,00;0,00;0,00;0,00;3d1h;1.339,00 +WINJ26;12/01/2026 09:30:00;12/01/2026 12:30:00;3h;1;1;C;168.765,00;168.635,00;192.360,00;No;-26,00;-130,00;37;-26,00;-130,00;0,00;0,00;0,00;3d23h;1.313,00 +WINJ26;12/01/2026 14:30:00;13/01/2026 11:30:00;21h;1;1;C;168.625,00;167.935,00;192.360,00;Sim;-138,00;-690,00;38;-138,00;-690,00;0,00;0,00;0,00;5h;1.175,00 +WINJ26;14/01/2026 09:30:00;14/01/2026 10:00:00;30min;1;1;C;167.920,00;168.200,00;192.360,00;Sim;56,00;280,00;39;56,00;280,00;0,00;0,00;0,00;1d19h;1.231,00 +WINJ26;19/01/2026 09:00:00;19/01/2026 13:30:00;4h30min;1;1;C;169.140,00;169.895,00;192.360,00;No;151,00;755,00;40;151,00;755,00;0,00;0,00;0,00;4d23h;1.382,00 +WINJ26;19/01/2026 17:30:00;20/01/2026 09:00:00;15h30min;1;1;C;169.755,00;169.110,00;192.360,00;No;-129,00;-645,00;41;-129,00;-645,00;0,00;0,00;0,00;8h30min;1.253,00 +WINJ26;20/01/2026 09:30:00;20/01/2026 10:00:00;30min;1;1;V;169.010,00;168.260,00;192.360,00;Sim;-150,00;-750,00;42;-150,00;-750,00;0,00;0,00;0,00;16h;1.103,00 +WINJ26;20/01/2026 11:30:00;20/01/2026 12:00:00;30min;1;1;C;169.330,00;170.520,00;192.360,00;Sim;238,00;1.190,00;43;238,00;1.190,00;0,00;0,00;0,00;2h;1.341,00 +WINJ26;29/01/2026 14:30:00;30/01/2026 11:30:00;21h;1;1;C;188.500,00;187.625,00;192.360,00;No;-175,00;-875,00;44;-175,00;-875,00;0,00;0,00;0,00;9d3h;1.166,00 +WINJ26;30/01/2026 12:30:00;02/02/2026 09:30:00;2d21h;1;1;C;187.650,00;186.550,00;192.360,00;Sim;-220,00;-1.100,00;45;-220,00;-1.100,00;0,00;0,00;0,00;22h;946,00 +WINJ26;02/02/2026 12:30:00;02/02/2026 13:30:00;1h;1;1;C;186.680,00;186.900,00;192.360,00;Sim;44,00;220,00;46;44,00;220,00;0,00;0,00;0,00;3d;990,00 +WINJ26;02/02/2026 17:00:00;02/02/2026 17:30:00;30min;1;1;C;186.445,00;187.045,00;192.360,00;Sim;120,00;600,00;47;120,00;600,00;0,00;0,00;0,00;4h30min;1.110,00 +WINJ26;05/02/2026 09:30:00;05/02/2026 10:30:00;1h;1;1;C;186.415,00;186.885,00;192.360,00;Sim;94,00;470,00;48;94,00;470,00;0,00;0,00;0,00;2d16h;1.204,00 +WINJ26;06/02/2026 11:30:00;06/02/2026 13:30:00;2h;1;1;C;186.785,00;186.770,00;192.360,00;No;-3,00;-15,00;49;-3,00;-15,00;0,00;0,00;0,00;1d2h;1.201,00 +WINJ26;06/02/2026 16:30:00;06/02/2026 17:30:00;1h;1;1;C;186.510,00;187.210,00;192.360,00;Sim;140,00;700,00;50;140,00;700,00;0,00;0,00;0,00;5h;1.341,00 +WINJ26;10/02/2026 17:00:00;10/02/2026 17:30:00;30min;1;1;C;189.975,00;190.565,00;192.360,00;No;118,00;590,00;51;118,00;590,00;0,00;0,00;0,00;4d;1.459,00 +WINJ26;12/02/2026 10:30:00;12/02/2026 11:30:00;1h;1;1;C;193.410,00;193.715,00;192.360,00;No;61,00;305,00;52;61,00;305,00;0,00;0,00;0,00;1d17h;1.520,00 +WINJ26;13/02/2026 15:00:00;13/02/2026 16:00:00;1h;1;1;C;190.025,00;190.145,00;192.360,00;Sim;24,00;120,00;53;24,00;120,00;0,00;0,00;0,00;1d4h;1.544,00 +WINJ26;18/02/2026 18:00:00;19/02/2026 09:00:00;15h;1;1;C;189.910,00;190.465,00;192.360,00;Sim;111,00;555,00;54;111,00;555,00;0,00;0,00;0,00;5d3h;1.655,00 +WINJ26;20/02/2026 11:30:00;20/02/2026 12:00:00;30min;1;1;C;191.115,00;191.405,00;192.360,00;No;58,00;290,00;55;58,00;290,00;0,00;0,00;0,00;1d17h;1.713,00 +WINJ26;23/02/2026 15:00:00;24/02/2026 09:30:00;18h30min;1;1;C;192.665,00;193.240,00;192.360,00;No;115,00;575,00;56;115,00;575,00;0,00;0,00;0,00;3d3h;1.828,00 +WINJ26;25/02/2026 14:00:00;25/02/2026 15:00:00;1h;1;1;C;194.640,00;195.080,00;192.360,00;No;88,00;440,00;57;88,00;440,00;0,00;0,00;0,00;1d23h;1.916,00 +WINJ26;25/02/2026 18:00:00;26/02/2026 15:00:00;21h;1;1;C;194.495,00;193.295,00;192.360,00;Sim;-240,00;-1.200,00;58;-240,00;-1.200,00;0,00;0,00;0,00;4h;1.676,00 +WINJ26;26/02/2026 16:00:00;26/02/2026 16:30:00;30min;1;1;C;193.800,00;194.010,00;192.360,00;Sim;42,00;210,00;59;42,00;210,00;0,00;0,00;0,00;22h;1.718,00 +WINJ26;27/02/2026 13:00:00;02/03/2026 10:00:00;2d21h;1;1;C;193.480,00;189.875,00;192.360,00;Sim;-721,00;-3.605,00;60;-721,00;-3.605,00;0,00;0,00;0,00;21h;997,00 +WINJ26;02/03/2026 17:30:00; - ; - ;0;1;V;192.375,00;192.005,00;192.375,00;Sim;-74,00;-370,00;61;-74,00;-370,00;0,00;0,00;0,00;3d4h;923,00 diff --git a/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v33_pullback_mme20060min.csv b/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v33_pullback_mme20060min.csv new file mode 100644 index 0000000..42b6fee --- /dev/null +++ b/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v33_pullback_mme20060min.csv @@ -0,0 +1,49 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 02/03/2025 +Data Final: 02/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;27/08/2025 09:00:00;28/08/2025 09:00:00;1d;1;1;C;148.200,00;151.000,00;192.410,00;No;560,00;2.800,00;1;560,00;2.800,00;0,00;0,00;0,00; - ;560,00 +WINJ26;04/09/2025 09:00:00;04/09/2025 12:00:00;3h;1;1;C;150.705,00;151.100,00;192.410,00;No;79,00;395,00;2;79,00;395,00;0,00;0,00;0,00;8d;639,00 +WINJ26;22/09/2025 15:00:00;23/09/2025 13:00:00;22h;1;1;C;155.850,00;157.050,00;192.410,00;No;240,00;1.200,00;3;240,00;1.200,00;0,00;0,00;0,00;18d6h;879,00 +WINJ26;25/09/2025 13:00:00;25/09/2025 14:00:00;1h;1;1;C;156.680,00;155.750,00;192.410,00;No;-186,00;-930,00;4;-186,00;-930,00;0,00;0,00;0,00;2d22h;693,00 +WINJ26;29/09/2025 10:00:00;29/09/2025 11:00:00;1h;1;1;C;157.250,00;156.600,00;192.410,00;No;-130,00;-650,00;5;-130,00;-650,00;0,00;0,00;0,00;3d21h;563,00 +WINJ26;30/09/2025 18:00:00;01/10/2025 10:00:00;16h;1;1;C;156.375,00;156.750,00;192.410,00;Sim;75,00;375,00;6;75,00;375,00;0,00;0,00;0,00;1d8h;638,00 +WINJ26;13/10/2025 15:00:00;15/10/2025 11:00:00;1d20h;1;1;C;151.370,00;151.200,00;192.410,00;Sim;-34,00;-170,00;7;-34,00;-170,00;0,00;0,00;0,00;12d21h;604,00 +WINJ26;16/10/2025 12:00:00;16/10/2025 13:00:00;1h;1;1;C;151.645,00;151.250,00;192.410,00;No;-79,00;-395,00;8;-79,00;-395,00;0,00;0,00;0,00;2d21h;525,00 +WINJ26;17/10/2025 11:00:00;17/10/2025 12:00:00;1h;1;1;C;151.365,00;151.925,00;192.410,00;Sim;112,00;560,00;9;112,00;560,00;0,00;0,00;0,00;23h;637,00 +WINJ26;17/10/2025 15:00:00;21/10/2025 10:00:00;3d19h;1;1;V;152.700,00;151.850,00;192.410,00;No;-170,00;-850,00;10;-170,00;-850,00;0,00;0,00;0,00;4h;467,00 +WINJ26;21/10/2025 13:00:00;21/10/2025 14:00:00;1h;1;1;V;152.950,00;152.725,00;192.410,00;Sim;-45,00;-225,00;11;-45,00;-225,00;0,00;0,00;0,00;3d22h;422,00 +WINJ26;22/10/2025 11:00:00;24/10/2025 13:00:00;2d2h;1;1;V;154.830,00;153.000,00;192.410,00;Sim;-366,00;-1.830,00;12;-366,00;-1.830,00;0,00;0,00;0,00;22h;56,00 +WINJ26;30/10/2025 11:00:00;30/10/2025 12:00:00;1h;1;1;C;157.335,00;157.460,00;192.410,00;No;25,00;125,00;13;25,00;125,00;0,00;0,00;0,00;8d;81,00 +WINJ26;04/11/2025 11:00:00;04/11/2025 12:00:00;1h;1;1;C;158.620,00;159.240,00;192.410,00;No;124,00;620,00;14;124,00;620,00;0,00;0,00;0,00;5d;205,00 +WINJ26;07/11/2025 14:00:00;07/11/2025 16:00:00;2h;1;1;C;161.250,00;161.875,00;192.410,00;No;125,00;625,00;15;125,00;625,00;0,00;0,00;0,00;3d3h;330,00 +WINJ26;13/11/2025 18:00:00;14/11/2025 12:00:00;18h;1;1;C;165.525,00;166.105,00;192.410,00;No;116,00;580,00;16;116,00;580,00;0,00;0,00;0,00;6d4h;446,00 +WINJ26;17/11/2025 12:00:00;17/11/2025 14:00:00;2h;1;1;C;165.855,00;165.840,00;192.410,00;No;-3,00;-15,00;17;-3,00;-15,00;0,00;0,00;0,00;3d18h;443,00 +WINJ26;18/11/2025 16:00:00;21/11/2025 13:00:00;2d21h;1;1;C;165.100,00;161.990,00;192.410,00;Sim;-622,00;-3.110,00;18;-622,00;-3.110,00;0,00;0,00;0,00;1d4h;-179,00 +WINJ26;24/11/2025 12:00:00;25/11/2025 09:00:00;21h;1;1;C;163.240,00;163.300,00;192.410,00;Sim;12,00;60,00;19;12,00;60,00;0,00;0,00;0,00;5d20h;-167,00 +WINJ26;25/11/2025 13:00:00;25/11/2025 16:00:00;3h;1;1;C;162.890,00;163.320,00;192.410,00;Sim;86,00;430,00;20;86,00;430,00;0,00;0,00;0,00;1d1h;-81,00 +WINJ26;01/12/2025 12:00:00;02/12/2025 10:00:00;22h;1;1;C;166.560,00;166.390,00;192.410,00;No;-34,00;-170,00;21;-34,00;-170,00;0,00;0,00;0,00;5d23h;-115,00 +WINJ26;08/12/2025 15:00:00;10/12/2025 10:00:00;1d19h;1;1;C;165.630,00;165.030,00;192.410,00;Sim;-120,00;-600,00;22;-120,00;-600,00;0,00;0,00;0,00;7d3h;-235,00 +WINJ26;11/12/2025 11:00:00;11/12/2025 12:00:00;1h;1;1;C;165.500,00;166.215,00;192.410,00;Sim;143,00;715,00;23;143,00;715,00;0,00;0,00;0,00;2d20h;-92,00 +WINJ26;18/12/2025 15:00:00;18/12/2025 17:00:00;2h;1;1;V;164.205,00;164.735,00;192.410,00;Sim;106,00;530,00;24;106,00;530,00;0,00;0,00;0,00;7d4h;14,00 +WINJ26;19/12/2025 16:00:00;19/12/2025 18:00:00;2h;1;1;V;164.745,00;165.000,00;192.410,00;Sim;51,00;255,00;25;51,00;255,00;0,00;0,00;0,00;1d1h;65,00 +WINJ26;22/12/2025 10:00:00;22/12/2025 11:00:00;1h;1;1;V;164.250,00;164.740,00;192.410,00;No;98,00;490,00;26;98,00;490,00;0,00;0,00;0,00;2d18h;163,00 +WINJ26;26/12/2025 12:00:00;26/12/2025 13:00:00;1h;1;1;C;166.005,00;166.420,00;192.410,00;No;83,00;415,00;27;83,00;415,00;0,00;0,00;0,00;4d2h;246,00 +WINJ26;29/12/2025 15:00:00;30/12/2025 09:00:00;18h;1;1;C;166.185,00;166.530,00;192.410,00;No;69,00;345,00;28;69,00;345,00;0,00;0,00;0,00;3d3h;315,00 +WINJ26;05/01/2026 10:00:00;05/01/2026 13:00:00;3h;1;1;C;166.535,00;167.270,00;192.410,00;No;147,00;735,00;29;147,00;735,00;0,00;0,00;0,00;6d19h;462,00 +WINJ26;08/01/2026 12:00:00;08/01/2026 13:00:00;1h;1;1;C;167.765,00;168.000,00;192.410,00;No;47,00;235,00;30;47,00;235,00;0,00;0,00;0,00;3d2h;509,00 +WINJ26;12/01/2026 12:00:00;12/01/2026 13:00:00;1h;1;1;C;168.425,00;168.755,00;192.410,00;No;66,00;330,00;31;66,00;330,00;0,00;0,00;0,00;4d;575,00 +WINJ26;14/01/2026 10:00:00;14/01/2026 11:00:00;1h;1;1;C;168.200,00;168.220,00;192.410,00;Sim;4,00;20,00;32;4,00;20,00;0,00;0,00;0,00;1d22h;579,00 +WINJ26;19/01/2026 09:00:00;20/01/2026 09:00:00;1d;1;1;C;169.140,00;169.110,00;192.410,00;No;-6,00;-30,00;33;-6,00;-30,00;0,00;0,00;0,00;4d23h;573,00 +WINJ26;20/01/2026 12:00:00;20/01/2026 13:00:00;1h;1;1;C;170.520,00;171.065,00;192.410,00;No;109,00;545,00;34;109,00;545,00;0,00;0,00;0,00;1d3h;682,00 +WINJ26;29/01/2026 15:00:00;30/01/2026 18:00:00;1d3h;1;1;C;187.860,00;186.010,00;192.410,00;No;-370,00;-1.850,00;35;-370,00;-1.850,00;0,00;0,00;0,00;9d3h;312,00 +WINJ26;02/02/2026 11:00:00;02/02/2026 14:00:00;3h;1;1;C;187.505,00;187.145,00;192.410,00;Sim;-72,00;-360,00;36;-72,00;-360,00;0,00;0,00;0,00;3d20h;240,00 +WINJ26;02/02/2026 18:00:00;03/02/2026 09:00:00;15h;1;1;C;187.580,00;188.195,00;192.410,00;No;123,00;615,00;37;123,00;615,00;0,00;0,00;0,00;7h;363,00 +WINJ26;05/02/2026 11:00:00;05/02/2026 12:00:00;1h;1;1;C;186.980,00;187.535,00;192.410,00;Sim;111,00;555,00;38;111,00;555,00;0,00;0,00;0,00;2d17h;474,00 +WINJ26;06/02/2026 14:00:00;06/02/2026 18:00:00;4h;1;1;C;187.115,00;187.265,00;192.410,00;No;30,00;150,00;39;30,00;150,00;0,00;0,00;0,00;1d3h;504,00 +WINJ26;13/02/2026 16:00:00;19/02/2026 10:00:00;5d18h;1;1;C;190.145,00;190.580,00;192.410,00;No;87,00;435,00;40;87,00;435,00;0,00;0,00;0,00;7d2h;591,00 +WINJ26;20/02/2026 12:00:00;20/02/2026 13:00:00;1h;1;1;C;191.405,00;192.250,00;192.410,00;No;169,00;845,00;41;169,00;845,00;0,00;0,00;0,00;6d20h;760,00 +WINJ26;26/02/2026 16:00:00;26/02/2026 17:00:00;1h;1;1;C;193.800,00;194.145,00;192.410,00;No;69,00;345,00;42;69,00;345,00;0,00;0,00;0,00;6d4h;829,00 +WINJ26;02/03/2026 15:00:00;02/03/2026 17:00:00;2h;1;1;C;192.040,00;192.895,00;192.410,00;Sim;171,00;855,00;43;171,00;855,00;0,00;0,00;0,00;3d23h;1.000,00 diff --git a/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v36_divergencia_regular_pivo02min.csv b/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v36_divergencia_regular_pivo02min.csv new file mode 100644 index 0000000..8f42519 --- /dev/null +++ b/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v36_divergencia_regular_pivo02min.csv @@ -0,0 +1,299 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 02/03/2025 +Data Final: 02/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;19/12/2025 15:48:00;19/12/2025 15:50:00;2min;1;1;C;165.090,00;165.130,00;192.345,00;No;8,00;40,00;1;8,00;40,00;0,00;0,00;0,00; - ;8,00 +WINJ26;19/12/2025 16:28:00;19/12/2025 16:38:00;10min;1;1;C;165.050,00;165.080,00;192.345,00;Sim;6,00;30,00;2;6,00;30,00;0,00;0,00;0,00;40min;14,00 +WINJ26;19/12/2025 16:40:00;19/12/2025 16:42:00;2min;1;1;V;165.070,00;165.020,00;192.345,00;No;-10,00;-50,00;3;-10,00;-50,00;0,00;0,00;0,00;12min;4,00 +WINJ26;22/12/2025 09:00:00;22/12/2025 09:02:00;2min;1;1;C;165.430,00;165.585,00;192.345,00;No;31,00;155,00;4;31,00;155,00;0,00;0,00;0,00;2d16h;35,00 +WINJ26;22/12/2025 10:00:00;22/12/2025 10:06:00;6min;1;1;C;164.740,00;164.650,00;192.345,00;Sim;-18,00;-90,00;5;-18,00;-90,00;0,00;0,00;0,00;1h;17,00 +WINJ26;22/12/2025 10:14:00;22/12/2025 10:16:00;2min;1;1;V;164.425,00;164.280,00;192.345,00;No;-29,00;-145,00;6;-29,00;-145,00;0,00;0,00;0,00;14min;-12,00 +WINJ26;22/12/2025 10:32:00;22/12/2025 10:34:00;2min;1;1;V;164.280,00;164.260,00;192.345,00;No;-4,00;-20,00;7;-4,00;-20,00;0,00;0,00;0,00;18min;-16,00 +WINJ26;23/12/2025 10:02:00;23/12/2025 10:04:00;2min;1;1;V;165.100,00;164.950,00;192.345,00;Sim;-30,00;-150,00;8;-30,00;-150,00;0,00;0,00;0,00;23h30min;-46,00 +WINJ26;23/12/2025 10:14:00;23/12/2025 10:16:00;2min;1;1;C;165.480,00;165.375,00;192.345,00;No;-21,00;-105,00;9;-21,00;-105,00;0,00;0,00;0,00;12min;-67,00 +WINJ26;23/12/2025 10:18:00;23/12/2025 10:20:00;2min;1;1;C;165.670,00;165.715,00;192.345,00;No;9,00;45,00;10;9,00;45,00;0,00;0,00;0,00;4min;-58,00 +WINJ26;23/12/2025 10:32:00;23/12/2025 10:36:00;4min;1;1;V;165.255,00;165.365,00;192.345,00;Sim;22,00;110,00;11;22,00;110,00;0,00;0,00;0,00;14min;-36,00 +WINJ26;23/12/2025 11:34:00;23/12/2025 11:38:00;4min;1;1;C;165.550,00;165.650,00;192.345,00;Sim;20,00;100,00;12;20,00;100,00;0,00;0,00;0,00;1h2min;-16,00 +WINJ26;23/12/2025 12:32:00;23/12/2025 12:34:00;2min;1;1;C;166.615,00;166.640,00;192.345,00;No;5,00;25,00;13;5,00;25,00;0,00;0,00;0,00;58min;-11,00 +WINJ26;23/12/2025 13:26:00;23/12/2025 13:28:00;2min;1;1;V;166.360,00;166.380,00;192.345,00;Sim;4,00;20,00;14;4,00;20,00;0,00;0,00;0,00;54min;-7,00 +WINJ26;23/12/2025 13:56:00;23/12/2025 14:06:00;10min;1;1;V;166.400,00;166.490,00;192.345,00;Sim;18,00;90,00;15;18,00;90,00;0,00;0,00;0,00;30min;11,00 +WINJ26;23/12/2025 14:16:00;23/12/2025 14:18:00;2min;1;1;C;166.570,00;166.580,00;192.345,00;Sim;2,00;10,00;16;2,00;10,00;0,00;0,00;0,00;20min;13,00 +WINJ26;23/12/2025 16:08:00;23/12/2025 16:32:00;24min;1;1;V;166.440,00;166.435,00;192.345,00;No;-1,00;-5,00;17;-1,00;-5,00;0,00;0,00;0,00;1h52min;12,00 +WINJ26;26/12/2025 12:04:00;26/12/2025 12:06:00;2min;1;1;C;166.250,00;166.285,00;192.345,00;Sim;7,00;35,00;18;7,00;35,00;0,00;0,00;0,00;2d19h;19,00 +WINJ26;26/12/2025 12:46:00;26/12/2025 12:48:00;2min;1;1;V;166.355,00;166.335,00;192.345,00;No;-4,00;-20,00;19;-4,00;-20,00;0,00;0,00;0,00;42min;15,00 +WINJ26;26/12/2025 13:12:00;26/12/2025 13:36:00;24min;1;1;C;166.435,00;166.130,00;192.345,00;No;-61,00;-305,00;20;-61,00;-305,00;0,00;0,00;0,00;26min;-46,00 +WINJ26;26/12/2025 13:44:00;26/12/2025 13:46:00;2min;1;1;V;166.055,00;166.050,00;192.345,00;No;-1,00;-5,00;21;-1,00;-5,00;0,00;0,00;0,00;32min;-47,00 +WINJ26;26/12/2025 13:54:00;26/12/2025 13:56:00;2min;1;1;V;165.990,00;165.985,00;192.345,00;No;-1,00;-5,00;22;-1,00;-5,00;0,00;0,00;0,00;10min;-48,00 +WINJ26;26/12/2025 13:58:00;26/12/2025 14:02:00;4min;1;1;C;166.085,00;166.145,00;192.345,00;Sim;12,00;60,00;23;12,00;60,00;0,00;0,00;0,00;4min;-36,00 +WINJ26;26/12/2025 18:20:00;26/12/2025 18:22:00;2min;1;1;C;167.350,00;167.290,00;192.345,00;No;-12,00;-60,00;24;-12,00;-60,00;0,00;0,00;0,00;4h22min;-48,00 +WINJ26;29/12/2025 11:20:00;29/12/2025 11:22:00;2min;1;1;V;166.370,00;166.340,00;192.345,00;Sim;-6,00;-30,00;25;-6,00;-30,00;0,00;0,00;0,00;2d17h;-54,00 +WINJ26;29/12/2025 11:24:00;29/12/2025 11:30:00;6min;1;1;C;166.425,00;166.510,00;192.345,00;Sim;17,00;85,00;26;17,00;85,00;0,00;0,00;0,00;4min;-37,00 +WINJ26;30/12/2025 11:24:00;30/12/2025 11:40:00;16min;1;1;C;167.500,00;167.345,00;192.345,00;No;-31,00;-155,00;27;-31,00;-155,00;0,00;0,00;0,00;1d;-68,00 +WINJ26;30/12/2025 14:48:00;30/12/2025 14:50:00;2min;1;1;C;167.840,00;167.855,00;192.345,00;No;3,00;15,00;28;3,00;15,00;0,00;0,00;0,00;3h24min;-65,00 +WINJ26;30/12/2025 15:34:00;30/12/2025 15:36:00;2min;1;1;V;167.725,00;167.755,00;192.345,00;Sim;6,00;30,00;29;6,00;30,00;0,00;0,00;0,00;46min;-59,00 +WINJ26;30/12/2025 16:28:00;30/12/2025 16:30:00;2min;1;1;V;167.650,00;167.670,00;192.345,00;No;4,00;20,00;30;4,00;20,00;0,00;0,00;0,00;54min;-55,00 +WINJ26;02/01/2026 12:18:00;02/01/2026 12:20:00;2min;1;1;V;166.535,00;166.530,00;192.345,00;No;-1,00;-5,00;31;-1,00;-5,00;0,00;0,00;0,00;2d19h;-56,00 +WINJ26;02/01/2026 12:22:00;02/01/2026 12:24:00;2min;1;1;V;166.225,00;166.370,00;192.345,00;No;29,00;145,00;32;29,00;145,00;0,00;0,00;0,00;4min;-27,00 +WINJ26;02/01/2026 13:52:00;02/01/2026 13:54:00;2min;1;1;V;166.065,00;166.045,00;192.345,00;No;-4,00;-20,00;33;-4,00;-20,00;0,00;0,00;0,00;1h30min;-31,00 +WINJ26;05/01/2026 11:32:00;05/01/2026 11:34:00;2min;1;1;V;166.525,00;166.630,00;192.345,00;Sim;21,00;105,00;34;21,00;105,00;0,00;0,00;0,00;2d21h;-10,00 +WINJ26;05/01/2026 11:48:00;05/01/2026 11:50:00;2min;1;1;V;166.170,00;166.300,00;192.345,00;No;26,00;130,00;35;26,00;130,00;0,00;0,00;0,00;16min;16,00 +WINJ26;05/01/2026 12:50:00;05/01/2026 12:52:00;2min;1;1;C;167.050,00;167.080,00;192.345,00;Sim;6,00;30,00;36;6,00;30,00;0,00;0,00;0,00;1h2min;22,00 +WINJ26;05/01/2026 13:14:00;05/01/2026 13:18:00;4min;1;1;C;167.095,00;167.140,00;192.345,00;No;9,00;45,00;37;9,00;45,00;0,00;0,00;0,00;24min;31,00 +WINJ26;05/01/2026 13:36:00;05/01/2026 13:38:00;2min;1;1;C;167.225,00;167.245,00;192.345,00;No;4,00;20,00;38;4,00;20,00;0,00;0,00;0,00;22min;35,00 +WINJ26;05/01/2026 17:26:00;05/01/2026 17:30:00;4min;1;1;C;167.540,00;167.580,00;192.345,00;No;8,00;40,00;39;8,00;40,00;0,00;0,00;0,00;3h50min;43,00 +WINJ26;06/01/2026 10:02:00;06/01/2026 10:24:00;22min;1;1;V;169.410,00;168.670,00;192.345,00;Sim;-148,00;-740,00;40;-148,00;-740,00;0,00;0,00;0,00;16h36min;-105,00 +WINJ26;06/01/2026 10:32:00;06/01/2026 10:34:00;2min;1;1;C;169.550,00;169.515,00;192.345,00;No;-7,00;-35,00;41;-7,00;-35,00;0,00;0,00;0,00;30min;-112,00 +WINJ26;06/01/2026 11:00:00;06/01/2026 11:02:00;2min;1;1;V;169.345,00;169.355,00;192.345,00;Sim;2,00;10,00;42;2,00;10,00;0,00;0,00;0,00;28min;-110,00 +WINJ26;06/01/2026 11:32:00;06/01/2026 11:34:00;2min;1;1;V;169.105,00;169.105,00;192.345,00;No;0;0;43;0;0;0,00;0,00;0,00;32min;-110,00 +WINJ26;06/01/2026 13:30:00;06/01/2026 13:36:00;6min;1;1;C;169.405,00;169.425,00;192.345,00;Sim;4,00;20,00;44;4,00;20,00;0,00;0,00;0,00;1h58min;-106,00 +WINJ26;06/01/2026 13:48:00;06/01/2026 13:50:00;2min;1;1;C;169.540,00;169.450,00;192.345,00;No;-18,00;-90,00;45;-18,00;-90,00;0,00;0,00;0,00;18min;-124,00 +WINJ26;06/01/2026 14:06:00;06/01/2026 14:08:00;2min;1;1;C;169.550,00;169.540,00;192.345,00;No;-2,00;-10,00;46;-2,00;-10,00;0,00;0,00;0,00;18min;-126,00 +WINJ26;06/01/2026 14:52:00;06/01/2026 14:54:00;2min;1;1;C;169.545,00;169.550,00;192.345,00;Sim;1,00;5,00;47;1,00;5,00;0,00;0,00;0,00;46min;-125,00 +WINJ26;06/01/2026 15:00:00;06/01/2026 15:02:00;2min;1;1;V;169.490,00;169.405,00;192.345,00;Sim;-17,00;-85,00;48;-17,00;-85,00;0,00;0,00;0,00;8min;-142,00 +WINJ26;06/01/2026 16:54:00;06/01/2026 16:56:00;2min;1;1;V;169.095,00;169.115,00;192.345,00;No;4,00;20,00;49;4,00;20,00;0,00;0,00;0,00;1h54min;-138,00 +WINJ26;07/01/2026 09:22:00;07/01/2026 09:32:00;10min;1;1;C;169.280,00;169.105,00;192.345,00;Sim;-35,00;-175,00;50;-35,00;-175,00;0,00;0,00;0,00;16h28min;-173,00 +WINJ26;07/01/2026 09:36:00;07/01/2026 09:38:00;2min;1;1;V;168.975,00;168.975,00;192.345,00;No;0;0;51;0;0;0,00;0,00;0,00;14min;-173,00 +WINJ26;07/01/2026 09:44:00;07/01/2026 09:50:00;6min;1;1;C;169.125,00;169.150,00;192.345,00;Sim;5,00;25,00;52;5,00;25,00;0,00;0,00;0,00;8min;-168,00 +WINJ26;07/01/2026 10:36:00;07/01/2026 10:38:00;2min;1;1;C;168.605,00;168.765,00;192.345,00;Sim;32,00;160,00;53;32,00;160,00;0,00;0,00;0,00;52min;-136,00 +WINJ26;07/01/2026 11:22:00;07/01/2026 11:44:00;22min;1;1;C;168.120,00;167.665,00;192.345,00;Sim;-91,00;-455,00;54;-91,00;-455,00;0,00;0,00;0,00;46min;-227,00 +WINJ26;07/01/2026 12:26:00;07/01/2026 12:34:00;8min;1;1;C;167.450,00;167.575,00;192.345,00;Sim;25,00;125,00;55;25,00;125,00;0,00;0,00;0,00;1h4min;-202,00 +WINJ26;07/01/2026 12:44:00;07/01/2026 12:46:00;2min;1;1;V;167.570,00;167.515,00;192.345,00;No;-11,00;-55,00;56;-11,00;-55,00;0,00;0,00;0,00;18min;-213,00 +WINJ26;08/01/2026 09:02:00;08/01/2026 09:04:00;2min;1;1;V;167.105,00;167.345,00;192.345,00;No;48,00;240,00;57;48,00;240,00;0,00;0,00;0,00;20h18min;-165,00 +WINJ26;08/01/2026 10:48:00;08/01/2026 10:50:00;2min;1;1;V;167.665,00;167.795,00;192.345,00;Sim;26,00;130,00;58;26,00;130,00;0,00;0,00;0,00;1h46min;-139,00 +WINJ26;08/01/2026 13:50:00;08/01/2026 14:12:00;22min;1;1;V;168.005,00;168.100,00;192.345,00;Sim;19,00;95,00;59;19,00;95,00;0,00;0,00;0,00;3h2min;-120,00 +WINJ26;08/01/2026 14:42:00;08/01/2026 14:44:00;2min;1;1;V;167.935,00;167.900,00;192.345,00;No;-7,00;-35,00;60;-7,00;-35,00;0,00;0,00;0,00;52min;-127,00 +WINJ26;08/01/2026 14:48:00;08/01/2026 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14:44:00;2min;1;1;V;193.340,00;193.190,00;192.345,00;No;-30,00;-150,00;277;-30,00;-150,00;0,00;0,00;0,00;4h42min;-1.786,00 +WINJ26;26/02/2026 15:18:00;26/02/2026 15:20:00;2min;1;1;C;193.595,00;193.515,00;192.345,00;Sim;-16,00;-80,00;278;-16,00;-80,00;0,00;0,00;0,00;36min;-1.802,00 +WINJ26;26/02/2026 16:48:00;26/02/2026 16:50:00;2min;1;1;C;194.110,00;194.135,00;192.345,00;No;5,00;25,00;279;5,00;25,00;0,00;0,00;0,00;1h30min;-1.797,00 +WINJ26;26/02/2026 16:56:00;26/02/2026 16:58:00;2min;1;1;C;194.205,00;194.155,00;192.345,00;No;-10,00;-50,00;280;-10,00;-50,00;0,00;0,00;0,00;8min;-1.807,00 +WINJ26;26/02/2026 17:52:00;26/02/2026 17:54:00;2min;1;1;V;194.285,00;194.345,00;192.345,00;Sim;12,00;60,00;281;12,00;60,00;0,00;0,00;0,00;56min;-1.795,00 +WINJ26;26/02/2026 18:16:00;26/02/2026 18:18:00;2min;1;1;V;194.105,00;194.150,00;192.345,00;No;9,00;45,00;282;9,00;45,00;0,00;0,00;0,00;24min;-1.786,00 +WINJ26;27/02/2026 09:00:00;27/02/2026 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index 0000000..3ab4c38 --- /dev/null +++ b/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v36_divergencia_regular_pivo05min.csv @@ -0,0 +1,176 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 02/03/2025 +Data Final: 02/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. 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17:50:00;12/11/2025 09:25:00;15h35min;1;1;V;166.300,00;166.490,00;192.335,00;Sim;38,00;190,00;7;38,00;190,00;0,00;0,00;0,00;1d8h;-85,00 +WINJ26;13/11/2025 09:05:00;13/11/2025 10:15:00;1h10min;1;1;V;166.350,00;166.000,00;192.335,00;No;-70,00;-350,00;8;-70,00;-350,00;0,00;0,00;0,00;1d15h;-155,00 +WINJ26;14/11/2025 11:10:00;14/11/2025 11:15:00;5min;1;1;C;165.350,00;165.500,00;192.335,00;No;30,00;150,00;9;30,00;150,00;0,00;0,00;0,00;1d2h;-125,00 +WINJ26;26/11/2025 10:15:00;26/11/2025 11:35:00;1h20min;1;1;V;165.255,00;164.250,00;192.335,00;No;-201,00;-1.005,00;10;-201,00;-1.005,00;0,00;0,00;0,00;11d23h;-326,00 +WINJ26;01/12/2025 18:00:00;01/12/2025 18:20:00;20min;1;1;V;166.180,00;165.930,00;192.335,00;Sim;-50,00;-250,00;11;-50,00;-250,00;0,00;0,00;0,00;5d7h;-376,00 +WINJ26;02/12/2025 09:05:00;02/12/2025 09:20:00;15min;1;1;C;166.750,00;166.580,00;192.335,00;No;-34,00;-170,00;12;-34,00;-170,00;0,00;0,00;0,00;15h5min;-410,00 +WINJ26;05/12/2025 14:30:00;05/12/2025 14:45:00;15min;1;1;V;168.350,00;169.300,00;192.335,00;Sim;190,00;950,00;13;190,00;950,00;0,00;0,00;0,00;3d5h;-220,00 +WINJ26;05/12/2025 17:00:00;08/12/2025 09:05:00;2d16h;1;1;C;165.730,00;166.250,00;192.335,00;Sim;104,00;520,00;14;104,00;520,00;0,00;0,00;0,00;2h30min;-116,00 +WINJ26;09/12/2025 11:30:00;09/12/2025 11:45:00;15min;1;1;V;163.750,00;163.080,00;192.335,00;No;-134,00;-670,00;15;-134,00;-670,00;0,00;0,00;0,00;3d18h;-250,00 +WINJ26;17/12/2025 11:35:00;17/12/2025 11:40:00;5min;1;1;C;164.235,00;164.040,00;192.335,00;Sim;-39,00;-195,00;16;-39,00;-195,00;0,00;0,00;0,00;8d;-289,00 +WINJ26;18/12/2025 09:05:00;18/12/2025 09:10:00;5min;1;1;V;163.580,00;163.485,00;192.335,00;Sim;-19,00;-95,00;17;-19,00;-95,00;0,00;0,00;0,00;21h30min;-308,00 +WINJ26;18/12/2025 11:40:00;18/12/2025 12:00:00;20min;1;1;C;164.055,00;164.050,00;192.335,00;Sim;-1,00;-5,00;18;-1,00;-5,00;0,00;0,00;0,00;2h35min;-309,00 +WINJ26;19/12/2025 09:05:00;19/12/2025 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12:25:00;5min;1;1;C;192.545,00;192.020,00;192.335,00;No;-105,00;-525,00;157;-105,00;-525,00;0,00;0,00;0,00;1h45min;-923,00 +WINJ26;20/02/2026 16:00:00;20/02/2026 16:55:00;55min;1;1;V;193.970,00;192.960,00;192.335,00;Sim;-202,00;-1.010,00;158;-202,00;-1.010,00;0,00;0,00;0,00;3h40min;-1.125,00 +WINJ26;23/02/2026 11:00:00;23/02/2026 11:05:00;5min;1;1;C;193.025,00;193.050,00;192.335,00;No;5,00;25,00;159;5,00;25,00;0,00;0,00;0,00;2d19h;-1.120,00 +WINJ26;25/02/2026 15:50:00;25/02/2026 15:55:00;5min;1;1;V;194.365,00;194.295,00;192.335,00;Sim;-14,00;-70,00;160;-14,00;-70,00;0,00;0,00;0,00;2d4h;-1.134,00 +WINJ26;25/02/2026 17:45:00;25/02/2026 17:50:00;5min;1;1;C;194.555,00;194.565,00;192.335,00;No;2,00;10,00;161;2,00;10,00;0,00;0,00;0,00;1h55min;-1.132,00 +WINJ26;26/02/2026 09:05:00;26/02/2026 09:20:00;15min;1;1;V;194.220,00;194.015,00;192.335,00;No;-41,00;-205,00;162;-41,00;-205,00;0,00;0,00;0,00;15h20min;-1.173,00 +WINJ26;26/02/2026 12:40:00;26/02/2026 13:00:00;20min;1;1;C;192.980,00;193.370,00;192.335,00;Sim;78,00;390,00;163;78,00;390,00;0,00;0,00;0,00;3h35min;-1.095,00 +WINJ26;26/02/2026 13:15:00;26/02/2026 13:20:00;5min;1;1;C;193.550,00;193.805,00;192.335,00;No;51,00;255,00;164;51,00;255,00;0,00;0,00;0,00;35min;-1.044,00 +WINJ26;26/02/2026 15:35:00;26/02/2026 15:40:00;5min;1;1;C;193.690,00;193.880,00;192.335,00;No;38,00;190,00;165;38,00;190,00;0,00;0,00;0,00;2h20min;-1.006,00 +WINJ26;26/02/2026 16:50:00;26/02/2026 16:55:00;5min;1;1;C;194.135,00;194.110,00;192.335,00;No;-5,00;-25,00;166;-5,00;-25,00;0,00;0,00;0,00;1h15min;-1.011,00 +WINJ26;27/02/2026 09:05:00;27/02/2026 09:10:00;5min;1;1;V;192.575,00;192.490,00;192.335,00;No;-17,00;-85,00;167;-17,00;-85,00;0,00;0,00;0,00;16h15min;-1.028,00 +WINJ26;27/02/2026 10:25:00;27/02/2026 10:30:00;5min;1;1;V;192.865,00;193.030,00;192.335,00;Sim;33,00;165,00;168;33,00;165,00;0,00;0,00;0,00;1h20min;-995,00 +WINJ26;02/03/2026 14:15:00;02/03/2026 14:20:00;5min;1;1;C;191.780,00;191.755,00;192.335,00;Sim;-5,00;-25,00;169;-5,00;-25,00;0,00;0,00;0,00;3d3h;-1.000,00 +WINJ26;02/03/2026 15:40:00;02/03/2026 15:45:00;5min;1;1;C;192.290,00;192.095,00;192.335,00;No;-39,00;-195,00;170;-39,00;-195,00;0,00;0,00;0,00;1h25min;-1.039,00 diff --git a/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v36_divergencia_regular_pivo15min.csv b/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v36_divergencia_regular_pivo15min.csv new file mode 100644 index 0000000..f34ddb4 --- /dev/null +++ b/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v36_divergencia_regular_pivo15min.csv @@ -0,0 +1,73 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 02/03/2025 +Data Final: 02/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;30/09/2025 12:00:00;30/09/2025 12:30:00;30min;1;1;V;155.875,00;156.000,00;192.285,00;No;25,00;125,00;1;25,00;125,00;0,00;0,00;0,00; - ;25,00 +WINJ26;03/10/2025 10:00:00;07/10/2025 10:45:00;4d;1;1;C;153.755,00;151.040,00;192.285,00;No;-543,00;-2.715,00;2;-543,00;-2.715,00;0,00;0,00;0,00;2d22h;-518,00 +WINJ26;10/10/2025 09:15:00;13/10/2025 10:15:00;3d1h;1;1;C;151.200,00;151.100,00;192.285,00;Sim;-20,00;-100,00;3;-20,00;-100,00;0,00;0,00;0,00;6d23h;-538,00 +WINJ26;17/10/2025 11:45:00;17/10/2025 12:00:00;15min;1;1;C;151.850,00;151.925,00;192.285,00;No;15,00;75,00;4;15,00;75,00;0,00;0,00;0,00;7d2h;-523,00 +WINJ26;21/10/2025 10:45:00;21/10/2025 11:00:00;15min;1;1;V;152.950,00;153.180,00;192.285,00;No;46,00;230,00;5;46,00;230,00;0,00;0,00;0,00;3d23h;-477,00 +WINJ26;05/11/2025 12:15:00;05/11/2025 12:45:00;30min;1;1;C;160.705,00;160.720,00;192.285,00;No;3,00;15,00;6;3,00;15,00;0,00;0,00;0,00;15d1h;-474,00 +WINJ26;10/11/2025 09:45:00;10/11/2025 10:00:00;15min;1;1;C;163.150,00;163.365,00;192.285,00;No;43,00;215,00;7;43,00;215,00;0,00;0,00;0,00;4d21h;-431,00 +WINJ26;11/11/2025 09:15:00;11/11/2025 09:30:00;15min;1;1;C;164.810,00;164.730,00;192.285,00;No;-16,00;-80,00;8;-16,00;-80,00;0,00;0,00;0,00;23h30min;-447,00 +WINJ26;26/11/2025 10:15:00;26/11/2025 15:00:00;4h45min;1;1;V;165.900,00;164.250,00;192.285,00;Sim;-330,00;-1.650,00;9;-330,00;-1.650,00;0,00;0,00;0,00;15d1h;-777,00 +WINJ26;28/11/2025 10:00:00;28/11/2025 10:30:00;30min;1;1;C;166.235,00;166.100,00;192.285,00;No;-27,00;-135,00;10;-27,00;-135,00;0,00;0,00;0,00;1d23h;-804,00 +WINJ26;01/12/2025 09:15:00;01/12/2025 10:15:00;1h;1;1;V;166.090,00;166.745,00;192.285,00;Sim;131,00;655,00;11;131,00;655,00;0,00;0,00;0,00;2d23h;-673,00 +WINJ26;02/12/2025 09:15:00;02/12/2025 09:30:00;15min;1;1;C;166.580,00;166.840,00;192.285,00;No;52,00;260,00;12;52,00;260,00;0,00;0,00;0,00;1d;-621,00 +WINJ26;04/12/2025 12:15:00;04/12/2025 18:00:00;5h45min;1;1;V;172.000,00;171.435,00;192.285,00;Sim;-113,00;-565,00;13;-113,00;-565,00;0,00;0,00;0,00;2d3h;-734,00 +WINJ26;09/12/2025 13:45:00;10/12/2025 09:00:00;19h15min;1;1;V;165.750,00;164.500,00;192.285,00;No;-250,00;-1.250,00;14;-250,00;-1.250,00;0,00;0,00;0,00;5d1h;-984,00 +WINJ26;17/12/2025 14:00:00;17/12/2025 16:00:00;2h;1;1;C;163.675,00;163.670,00;192.285,00;Sim;-1,00;-5,00;15;-1,00;-5,00;0,00;0,00;0,00;8d;-985,00 +WINJ26;19/12/2025 09:15:00;19/12/2025 09:30:00;15min;1;1;C;164.745,00;164.520,00;192.285,00;No;-45,00;-225,00;16;-45,00;-225,00;0,00;0,00;0,00;1d19h;-1.030,00 +WINJ26;19/12/2025 12:45:00;19/12/2025 14:30:00;1h45min;1;1;V;165.175,00;165.475,00;192.285,00;Sim;60,00;300,00;17;60,00;300,00;0,00;0,00;0,00;3h30min;-970,00 +WINJ26;23/12/2025 10:15:00;23/12/2025 10:30:00;15min;1;1;C;165.455,00;165.390,00;192.285,00;No;-13,00;-65,00;18;-13,00;-65,00;0,00;0,00;0,00;3d21h;-983,00 +WINJ26;23/12/2025 18:00:00;23/12/2025 18:15:00;15min;1;1;C;166.590,00;166.690,00;192.285,00;No;20,00;100,00;19;20,00;100,00;0,00;0,00;0,00;7h45min;-963,00 +WINJ26;29/12/2025 15:30:00;29/12/2025 15:45:00;15min;1;1;V;165.920,00;166.000,00;192.285,00;Sim;16,00;80,00;20;16,00;80,00;0,00;0,00;0,00;5d21h;-947,00 +WINJ26;30/12/2025 09:00:00;30/12/2025 09:15:00;15min;1;1;C;166.530,00;167.400,00;192.285,00;Sim;174,00;870,00;21;174,00;870,00;0,00;0,00;0,00;17h30min;-773,00 +WINJ26;30/12/2025 15:45:00;30/12/2025 17:15:00;1h30min;1;1;V;167.630,00;167.680,00;192.285,00;Sim;10,00;50,00;22;10,00;50,00;0,00;0,00;0,00;6h45min;-763,00 +WINJ26;02/01/2026 15:00:00;02/01/2026 15:15:00;15min;1;1;V;165.950,00;165.965,00;192.285,00;No;3,00;15,00;23;3,00;15,00;0,00;0,00;0,00;2d23h;-760,00 +WINJ26;05/01/2026 17:00:00;06/01/2026 10:15:00;17h15min;1;1;V;169.415,00;167.545,00;192.285,00;Sim;-374,00;-1.870,00;24;-374,00;-1.870,00;0,00;0,00;0,00;3d2h;-1.134,00 +WINJ26;06/01/2026 11:15:00;06/01/2026 11:30:00;15min;1;1;C;169.740,00;169.305,00;192.285,00;No;-87,00;-435,00;25;-87,00;-435,00;0,00;0,00;0,00;18h15min;-1.221,00 +WINJ26;08/01/2026 09:15:00;08/01/2026 09:30:00;15min;1;1;V;167.460,00;167.350,00;192.285,00;No;-22,00;-110,00;26;-22,00;-110,00;0,00;0,00;0,00;1d22h;-1.243,00 +WINJ26;08/01/2026 09:45:00;08/01/2026 10:30:00;45min;1;1;C;167.630,00;167.945,00;192.285,00;Sim;63,00;315,00;27;63,00;315,00;0,00;0,00;0,00;30min;-1.180,00 +WINJ26;08/01/2026 15:15:00;08/01/2026 15:45:00;30min;1;1;V;167.870,00;167.775,00;192.285,00;Sim;-19,00;-95,00;28;-19,00;-95,00;0,00;0,00;0,00;5h30min;-1.199,00 +WINJ26;09/01/2026 09:15:00;09/01/2026 09:30:00;15min;1;1;V;168.050,00;168.115,00;192.285,00;Sim;13,00;65,00;29;13,00;65,00;0,00;0,00;0,00;18h;-1.186,00 +WINJ26;12/01/2026 09:15:00;12/01/2026 11:45:00;2h30min;1;1;C;168.975,00;168.540,00;192.285,00;No;-87,00;-435,00;30;-87,00;-435,00;0,00;0,00;0,00;3d;-1.273,00 +WINJ26;12/01/2026 15:00:00;12/01/2026 15:15:00;15min;1;1;C;168.670,00;168.745,00;192.285,00;Sim;15,00;75,00;31;15,00;75,00;0,00;0,00;0,00;5h45min;-1.258,00 +WINJ26;13/01/2026 09:15:00;13/01/2026 09:30:00;15min;1;1;V;167.890,00;168.290,00;192.285,00;Sim;80,00;400,00;32;80,00;400,00;0,00;0,00;0,00;18h15min;-1.178,00 +WINJ26;13/01/2026 10:30:00;13/01/2026 10:45:00;15min;1;1;V;167.910,00;167.430,00;192.285,00;No;-96,00;-480,00;33;-96,00;-480,00;0,00;0,00;0,00;1h15min;-1.274,00 +WINJ26;13/01/2026 14:15:00;13/01/2026 17:00:00;2h45min;1;1;C;167.355,00;167.335,00;192.285,00;Sim;-4,00;-20,00;34;-4,00;-20,00;0,00;0,00;0,00;3h45min;-1.278,00 +WINJ26;14/01/2026 10:00:00;14/01/2026 10:15:00;15min;1;1;C;168.200,00;168.390,00;192.285,00;No;38,00;190,00;35;38,00;190,00;0,00;0,00;0,00;19h45min;-1.240,00 +WINJ26;14/01/2026 14:15:00;14/01/2026 14:30:00;15min;1;1;C;168.920,00;168.975,00;192.285,00;No;11,00;55,00;36;11,00;55,00;0,00;0,00;0,00;4h15min;-1.229,00 +WINJ26;16/01/2026 09:15:00;16/01/2026 09:30:00;15min;1;1;C;171.245,00;171.005,00;192.285,00;No;-48,00;-240,00;37;-48,00;-240,00;0,00;0,00;0,00;1d19h;-1.277,00 +WINJ26;16/01/2026 17:45:00;16/01/2026 18:00:00;15min;1;1;V;169.595,00;169.550,00;192.285,00;Sim;-9,00;-45,00;38;-9,00;-45,00;0,00;0,00;0,00;8h30min;-1.286,00 +WINJ26;21/01/2026 16:30:00;21/01/2026 16:45:00;15min;1;1;C;176.065,00;176.080,00;192.285,00;No;3,00;15,00;39;3,00;15,00;0,00;0,00;0,00;4d22h;-1.283,00 +WINJ26;22/01/2026 09:15:00;22/01/2026 09:30:00;15min;1;1;C;177.635,00;177.520,00;192.285,00;No;-23,00;-115,00;40;-23,00;-115,00;0,00;0,00;0,00;16h45min;-1.306,00 +WINJ26;22/01/2026 16:15:00;22/01/2026 16:45:00;30min;1;1;V;180.900,00;180.825,00;192.285,00;Sim;-15,00;-75,00;41;-15,00;-75,00;0,00;0,00;0,00;7h;-1.321,00 +WINJ26;23/01/2026 17:15:00;23/01/2026 17:30:00;15min;1;1;C;184.290,00;185.375,00;192.285,00;No;217,00;1.085,00;42;217,00;1.085,00;0,00;0,00;0,00;1d1h;-1.104,00 +WINJ26;27/01/2026 15:00:00;27/01/2026 15:15:00;15min;1;1;V;187.120,00;187.170,00;192.285,00;Sim;10,00;50,00;43;10,00;50,00;0,00;0,00;0,00;3d21h;-1.094,00 +WINJ26;28/01/2026 11:45:00;28/01/2026 12:00:00;15min;1;1;C;189.455,00;189.550,00;192.285,00;No;19,00;95,00;44;19,00;95,00;0,00;0,00;0,00;20h45min;-1.075,00 +WINJ26;29/01/2026 11:45:00;29/01/2026 14:30:00;2h45min;1;1;C;191.235,00;188.500,00;192.285,00;No;-547,00;-2.735,00;45;-547,00;-2.735,00;0,00;0,00;0,00;1d;-1.622,00 +WINJ26;30/01/2026 12:45:00;30/01/2026 15:30:00;2h45min;1;1;C;188.475,00;185.180,00;192.285,00;Sim;-659,00;-3.295,00;46;-659,00;-3.295,00;0,00;0,00;0,00;1d1h;-2.281,00 +WINJ26;02/02/2026 10:15:00;02/02/2026 11:30:00;1h15min;1;1;V;186.240,00;186.300,00;192.285,00;No;12,00;60,00;47;12,00;60,00;0,00;0,00;0,00;2d21h;-2.269,00 +WINJ26;02/02/2026 17:15:00;02/02/2026 17:30:00;15min;1;1;C;186.735,00;187.045,00;192.285,00;Sim;62,00;310,00;48;62,00;310,00;0,00;0,00;0,00;7h;-2.207,00 +WINJ26;03/02/2026 13:30:00;03/02/2026 14:15:00;45min;1;1;V;190.295,00;190.815,00;192.285,00;Sim;104,00;520,00;49;104,00;520,00;0,00;0,00;0,00;20h15min;-2.103,00 +WINJ26;03/02/2026 16:15:00;03/02/2026 16:45:00;30min;1;1;C;189.965,00;190.160,00;192.285,00;No;39,00;195,00;50;39,00;195,00;0,00;0,00;0,00;2h45min;-2.064,00 +WINJ26;04/02/2026 09:15:00;04/02/2026 09:30:00;15min;1;1;V;189.150,00;189.705,00;192.285,00;No;111,00;555,00;51;111,00;555,00;0,00;0,00;0,00;17h;-1.953,00 +WINJ26;04/02/2026 11:00:00;04/02/2026 11:15:00;15min;1;1;V;188.415,00;188.525,00;192.285,00;No;22,00;110,00;52;22,00;110,00;0,00;0,00;0,00;1h45min;-1.931,00 +WINJ26;05/02/2026 11:45:00;05/02/2026 12:00:00;15min;1;1;C;188.290,00;187.535,00;192.285,00;Sim;-151,00;-755,00;53;-151,00;-755,00;0,00;0,00;0,00;1d;-2.082,00 +WINJ26;09/02/2026 09:00:00;09/02/2026 09:15:00;15min;1;1;C;187.805,00;187.650,00;192.285,00;Sim;-31,00;-155,00;54;-31,00;-155,00;0,00;0,00;0,00;3d21h;-2.113,00 +WINJ26;11/02/2026 10:30:00;11/02/2026 10:45:00;15min;1;1;C;192.455,00;192.455,00;192.285,00;No;0;0;55;0;0;0,00;0,00;0,00;2d1h;-2.113,00 +WINJ26;12/02/2026 09:15:00;12/02/2026 09:30:00;15min;1;1;V;193.200,00;193.365,00;192.285,00;Sim;33,00;165,00;56;33,00;165,00;0,00;0,00;0,00;22h45min;-2.080,00 +WINJ26;18/02/2026 16:15:00;18/02/2026 16:30:00;15min;1;1;V;188.970,00;189.050,00;192.285,00;No;16,00;80,00;57;16,00;80,00;0,00;0,00;0,00;6d7h;-2.064,00 +WINJ26;19/02/2026 09:15:00;19/02/2026 09:30:00;15min;1;1;C;190.305,00;190.380,00;192.285,00;Sim;15,00;75,00;58;15,00;75,00;0,00;0,00;0,00;17h;-2.049,00 +WINJ26;19/02/2026 16:45:00;19/02/2026 17:00:00;15min;1;1;V;191.675,00;191.660,00;192.285,00;Sim;-3,00;-15,00;59;-3,00;-15,00;0,00;0,00;0,00;7h30min;-2.052,00 +WINJ26;20/02/2026 09:15:00;20/02/2026 09:30:00;15min;1;1;V;191.020,00;191.230,00;192.285,00;No;42,00;210,00;60;42,00;210,00;0,00;0,00;0,00;16h30min;-2.010,00 +WINJ26;20/02/2026 10:45:00;20/02/2026 11:00:00;15min;1;1;V;190.595,00;190.505,00;192.285,00;No;-18,00;-90,00;61;-18,00;-90,00;0,00;0,00;0,00;1h30min;-2.028,00 +WINJ26;25/02/2026 17:15:00;25/02/2026 17:30:00;15min;1;1;V;194.090,00;193.910,00;192.285,00;Sim;-36,00;-180,00;62;-36,00;-180,00;0,00;0,00;0,00;5d6h;-2.064,00 +WINJ26;26/02/2026 12:15:00;26/02/2026 12:30:00;15min;1;1;V;192.665,00;193.005,00;192.285,00;No;68,00;340,00;63;68,00;340,00;0,00;0,00;0,00;19h;-1.996,00 +WINJ26;26/02/2026 15:45:00;26/02/2026 16:00:00;15min;1;1;C;193.840,00;193.800,00;192.285,00;No;-8,00;-40,00;64;-8,00;-40,00;0,00;0,00;0,00;3h30min;-2.004,00 +WINJ26;27/02/2026 09:15:00;27/02/2026 09:30:00;15min;1;1;V;193.430,00;193.035,00;192.285,00;Sim;-79,00;-395,00;65;-79,00;-395,00;0,00;0,00;0,00;17h30min;-2.083,00 +WINJ26;27/02/2026 14:00:00;27/02/2026 14:15:00;15min;1;1;V;192.775,00;192.800,00;192.285,00;No;5,00;25,00;66;5,00;25,00;0,00;0,00;0,00;4h45min;-2.078,00 +WINJ26;02/03/2026 13:45:00;02/03/2026 14:00:00;15min;1;1;C;191.625,00;191.365,00;192.285,00;Sim;-52,00;-260,00;67;-52,00;-260,00;0,00;0,00;0,00;2d23h;-2.130,00 diff --git a/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v36_divergencia_regular_pivo30min.csv b/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v36_divergencia_regular_pivo30min.csv new file mode 100644 index 0000000..a6e8da2 --- /dev/null +++ b/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v36_divergencia_regular_pivo30min.csv @@ -0,0 +1,44 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 02/03/2025 +Data Final: 02/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;01/10/2025 09:30:00;01/10/2025 10:00:00;30min;1;1;C;157.000,00;156.750,00;192.245,00;No;-50,00;-250,00;1;-50,00;-250,00;0,00;0,00;0,00; - ;-50,00 +WINJ26;03/10/2025 10:00:00;09/10/2025 15:00:00;6d5h;1;1;C;153.755,00;150.950,00;192.245,00;Sim;-561,00;-2.805,00;2;-561,00;-2.805,00;0,00;0,00;0,00;2d;-611,00 +WINJ26;10/10/2025 09:30:00;13/10/2025 12:00:00;3d2h;1;1;C;151.300,00;151.200,00;192.245,00;Sim;-20,00;-100,00;3;-20,00;-100,00;0,00;0,00;0,00;6d23h;-631,00 +WINJ26;17/10/2025 11:00:00;17/10/2025 11:30:00;30min;1;1;C;151.365,00;151.850,00;192.245,00;No;97,00;485,00;4;97,00;485,00;0,00;0,00;0,00;7d1h;-534,00 +WINJ26;29/10/2025 11:30:00;29/10/2025 12:00:00;30min;1;1;C;157.000,00;157.250,00;192.245,00;No;50,00;250,00;5;50,00;250,00;0,00;0,00;0,00;12d;-484,00 +WINJ26;30/10/2025 15:00:00;30/10/2025 16:00:00;1h;1;1;C;157.475,00;157.295,00;192.245,00;No;-36,00;-180,00;6;-36,00;-180,00;0,00;0,00;0,00;1d3h;-520,00 +WINJ26;05/11/2025 10:00:00;05/11/2025 18:00:00;8h;1;1;V;161.940,00;158.820,00;192.245,00;No;-624,00;-3.120,00;7;-624,00;-3.120,00;0,00;0,00;0,00;5d19h;-1.144,00 +WINJ26;07/11/2025 17:30:00;07/11/2025 18:00:00;30min;1;1;C;162.235,00;162.420,00;192.245,00;No;37,00;185,00;8;37,00;185,00;0,00;0,00;0,00;2d7h;-1.107,00 +WINJ26;10/11/2025 09:30:00;10/11/2025 10:00:00;30min;1;1;C;163.150,00;163.365,00;192.245,00;No;43,00;215,00;9;43,00;215,00;0,00;0,00;0,00;2d16h;-1.064,00 +WINJ26;10/11/2025 11:30:00;10/11/2025 12:00:00;30min;1;1;C;163.370,00;163.405,00;192.245,00;No;7,00;35,00;10;7,00;35,00;0,00;0,00;0,00;2h;-1.057,00 +WINJ26;11/11/2025 10:30:00;11/11/2025 11:00:00;30min;1;1;C;165.400,00;166.075,00;192.245,00;No;135,00;675,00;11;135,00;675,00;0,00;0,00;0,00;23h;-922,00 +WINJ26;12/11/2025 11:00:00;12/11/2025 12:30:00;1h30min;1;1;V;165.300,00;165.880,00;192.245,00;Sim;116,00;580,00;12;116,00;580,00;0,00;0,00;0,00;1d;-806,00 +WINJ26;13/11/2025 10:30:00;13/11/2025 11:00:00;30min;1;1;C;166.000,00;165.920,00;192.245,00;No;-16,00;-80,00;13;-16,00;-80,00;0,00;0,00;0,00;23h30min;-822,00 +WINJ26;26/11/2025 10:30:00;26/11/2025 11:00:00;30min;1;1;C;164.900,00;165.300,00;192.245,00;Sim;80,00;400,00;14;80,00;400,00;0,00;0,00;0,00;13d;-742,00 +WINJ26;28/11/2025 10:00:00;28/11/2025 10:30:00;30min;1;1;C;166.235,00;166.100,00;192.245,00;No;-27,00;-135,00;15;-27,00;-135,00;0,00;0,00;0,00;1d23h;-769,00 +WINJ26;04/12/2025 10:30:00;04/12/2025 11:00:00;30min;1;1;C;170.850,00;171.250,00;192.245,00;No;80,00;400,00;16;80,00;400,00;0,00;0,00;0,00;6d;-689,00 +WINJ26;05/12/2025 13:00:00;05/12/2025 13:30:00;30min;1;1;V;168.115,00;170.835,00;192.245,00;Sim;544,00;2.720,00;17;544,00;2.720,00;0,00;0,00;0,00;1d2h;-145,00 +WINJ26;10/12/2025 17:00:00;11/12/2025 10:00:00;17h;1;1;V;165.615,00;165.625,00;192.245,00;No;2,00;10,00;18;2,00;10,00;0,00;0,00;0,00;5d4h;-143,00 +WINJ26;22/12/2025 11:30:00;22/12/2025 12:00:00;30min;1;1;V;163.750,00;163.620,00;192.245,00;No;-26,00;-130,00;19;-26,00;-130,00;0,00;0,00;0,00;11d18h;-169,00 +WINJ26;22/12/2025 14:00:00;22/12/2025 16:00:00;2h;1;1;C;164.520,00;164.360,00;192.245,00;Sim;-32,00;-160,00;20;-32,00;-160,00;0,00;0,00;0,00;2h30min;-201,00 +WINJ26;30/12/2025 14:30:00;30/12/2025 15:00:00;30min;1;1;C;167.795,00;167.845,00;192.245,00;No;10,00;50,00;21;10,00;50,00;0,00;0,00;0,00;8d;-191,00 +WINJ26;02/01/2026 12:30:00;02/01/2026 13:00:00;30min;1;1;V;166.355,00;166.460,00;192.245,00;Sim;21,00;105,00;22;21,00;105,00;0,00;0,00;0,00;2d22h;-170,00 +WINJ26;13/01/2026 09:30:00;13/01/2026 10:00:00;30min;1;1;V;167.705,00;167.890,00;192.245,00;Sim;37,00;185,00;23;37,00;185,00;0,00;0,00;0,00;10d21h;-133,00 +WINJ26;14/01/2026 14:30:00;14/01/2026 15:00:00;30min;1;1;C;168.975,00;168.930,00;192.245,00;No;-9,00;-45,00;24;-9,00;-45,00;0,00;0,00;0,00;1d5h;-142,00 +WINJ26;23/01/2026 15:00:00;26/01/2026 11:00:00;2d20h;1;1;V;183.135,00;181.920,00;192.245,00;Sim;-243,00;-1.215,00;25;-243,00;-1.215,00;0,00;0,00;0,00;9d;-385,00 +WINJ26;28/01/2026 12:00:00;28/01/2026 12:30:00;30min;1;1;C;189.550,00;188.475,00;192.245,00;No;-215,00;-1.075,00;26;-215,00;-1.075,00;0,00;0,00;0,00;4d21h;-600,00 +WINJ26;29/01/2026 12:00:00;29/01/2026 12:30:00;30min;1;1;V;188.090,00;189.110,00;192.245,00;Sim;204,00;1.020,00;27;204,00;1.020,00;0,00;0,00;0,00;1d;-396,00 +WINJ26;02/02/2026 10:30:00;02/02/2026 11:00:00;30min;1;1;C;187.055,00;187.505,00;192.245,00;Sim;90,00;450,00;28;90,00;450,00;0,00;0,00;0,00;3d22h;-306,00 +WINJ26;04/02/2026 09:30:00;04/02/2026 10:00:00;30min;1;1;V;188.980,00;189.150,00;192.245,00;Sim;34,00;170,00;29;34,00;170,00;0,00;0,00;0,00;1d23h;-272,00 +WINJ26;05/02/2026 14:30:00;05/02/2026 15:00:00;30min;1;1;C;187.760,00;187.595,00;192.245,00;No;-33,00;-165,00;30;-33,00;-165,00;0,00;0,00;0,00;1d5h;-305,00 +WINJ26;09/02/2026 09:00:00;09/02/2026 09:30:00;30min;1;1;C;187.805,00;187.980,00;192.245,00;No;35,00;175,00;31;35,00;175,00;0,00;0,00;0,00;3d18h;-270,00 +WINJ26;09/02/2026 15:30:00;09/02/2026 16:00:00;30min;1;1;C;189.885,00;190.105,00;192.245,00;No;44,00;220,00;32;44,00;220,00;0,00;0,00;0,00;6h30min;-226,00 +WINJ26;12/02/2026 09:30:00;12/02/2026 10:00:00;30min;1;1;V;192.980,00;193.200,00;192.245,00;Sim;44,00;220,00;33;44,00;220,00;0,00;0,00;0,00;2d18h;-182,00 +WINJ26;19/02/2026 09:30:00;19/02/2026 10:00:00;30min;1;1;C;190.380,00;190.580,00;192.245,00;No;40,00;200,00;34;40,00;200,00;0,00;0,00;0,00;7d;-142,00 +WINJ26;20/02/2026 09:30:00;20/02/2026 10:00:00;30min;1;1;V;190.705,00;191.020,00;192.245,00;No;63,00;315,00;35;63,00;315,00;0,00;0,00;0,00;1d;-79,00 +WINJ26;20/02/2026 14:30:00;23/02/2026 10:00:00;2d19h;1;1;V;192.560,00;191.415,00;192.245,00;Sim;-229,00;-1.145,00;36;-229,00;-1.145,00;0,00;0,00;0,00;5h;-308,00 +WINJ26;24/02/2026 18:00:00;25/02/2026 09:00:00;15h;1;1;C;195.185,00;196.500,00;192.245,00;No;263,00;1.315,00;37;263,00;1.315,00;0,00;0,00;0,00;4d3h;-45,00 +WINJ26;27/02/2026 16:30:00;27/02/2026 17:00:00;30min;1;1;V;191.835,00;191.960,00;192.245,00;Sim;25,00;125,00;38;25,00;125,00;0,00;0,00;0,00;2d22h;-20,00 diff --git a/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v36_divergencia_regular_pivo60min.csv b/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v36_divergencia_regular_pivo60min.csv new file mode 100644 index 0000000..9aa6cce --- /dev/null +++ b/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v36_divergencia_regular_pivo60min.csv @@ -0,0 +1,35 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 02/03/2025 +Data Final: 02/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;30/09/2025 10:00:00;30/09/2025 11:00:00;1h;1;1;C;157.125,00;156.725,00;192.220,00;No;-80,00;-400,00;1;-80,00;-400,00;0,00;0,00;0,00; - ;-80,00 +WINJ26;01/10/2025 10:00:00;01/10/2025 11:00:00;1h;1;1;C;156.750,00;156.000,00;192.220,00;Sim;-150,00;-750,00;2;-150,00;-750,00;0,00;0,00;0,00;1d;-230,00 +WINJ26;10/10/2025 10:00:00;14/10/2025 10:00:00;4d;1;1;C;151.240,00;150.805,00;192.220,00;Sim;-87,00;-435,00;3;-87,00;-435,00;0,00;0,00;0,00;9d;-317,00 +WINJ26;15/10/2025 11:00:00;15/10/2025 13:00:00;2h;1;1;C;151.200,00;151.200,00;192.220,00;Sim;0;0;4;0;0;0,00;0,00;0,00;5d1h;-317,00 +WINJ26;15/10/2025 15:00:00;15/10/2025 17:00:00;2h;1;1;C;151.150,00;151.330,00;192.220,00;Sim;36,00;180,00;5;36,00;180,00;0,00;0,00;0,00;4h;-281,00 +WINJ26;16/10/2025 10:00:00;16/10/2025 11:00:00;1h;1;1;V;150.965,00;150.600,00;192.220,00;No;-73,00;-365,00;6;-73,00;-365,00;0,00;0,00;0,00;19h;-354,00 +WINJ26;17/10/2025 11:00:00;17/10/2025 12:00:00;1h;1;1;C;151.365,00;151.925,00;192.220,00;No;112,00;560,00;7;112,00;560,00;0,00;0,00;0,00;1d1h;-242,00 +WINJ26;20/10/2025 11:00:00;20/10/2025 12:00:00;1h;1;1;C;153.160,00;153.725,00;192.220,00;No;113,00;565,00;8;113,00;565,00;0,00;0,00;0,00;3d;-129,00 +WINJ26;22/10/2025 10:00:00;22/10/2025 11:00:00;1h;1;1;C;153.350,00;153.000,00;192.220,00;No;-70,00;-350,00;9;-70,00;-350,00;0,00;0,00;0,00;1d23h;-199,00 +WINJ26;30/10/2025 15:00:00;30/10/2025 16:00:00;1h;1;1;C;157.475,00;157.295,00;192.220,00;No;-36,00;-180,00;10;-36,00;-180,00;0,00;0,00;0,00;8d5h;-235,00 +WINJ26;07/11/2025 17:00:00;07/11/2025 18:00:00;1h;1;1;C;162.235,00;162.420,00;192.220,00;No;37,00;185,00;11;37,00;185,00;0,00;0,00;0,00;8d2h;-198,00 +WINJ26;10/11/2025 10:00:00;10/11/2025 11:00:00;1h;1;1;C;163.365,00;163.370,00;192.220,00;No;1,00;5,00;12;1,00;5,00;0,00;0,00;0,00;2d17h;-197,00 +WINJ26;21/11/2025 16:00:00;24/11/2025 17:00:00;3d1h;1;1;C;162.500,00;163.065,00;192.220,00;Sim;113,00;565,00;13;113,00;565,00;0,00;0,00;0,00;11d6h;-84,00 +WINJ26;28/11/2025 10:00:00;28/11/2025 11:00:00;1h;1;1;C;166.235,00;166.300,00;192.220,00;No;13,00;65,00;14;13,00;65,00;0,00;0,00;0,00;6d18h;-71,00 +WINJ26;05/12/2025 13:00:00;05/12/2025 14:00:00;1h;1;1;V;168.900,00;170.835,00;192.220,00;Sim;387,00;1.935,00;15;387,00;1.935,00;0,00;0,00;0,00;7d3h;316,00 +WINJ26;10/12/2025 17:00:00;11/12/2025 10:00:00;17h;1;1;V;165.615,00;165.625,00;192.220,00;No;2,00;10,00;16;2,00;10,00;0,00;0,00;0,00;5d4h;318,00 +WINJ26;18/12/2025 10:00:00;18/12/2025 11:00:00;1h;1;1;V;163.735,00;163.440,00;192.220,00;No;-59,00;-295,00;17;-59,00;-295,00;0,00;0,00;0,00;7d17h;259,00 +WINJ26;02/01/2026 11:00:00;02/01/2026 12:00:00;1h;1;1;V;166.845,00;166.705,00;192.220,00;Sim;-28,00;-140,00;18;-28,00;-140,00;0,00;0,00;0,00;15d1h;231,00 +WINJ26;07/01/2026 10:00:00;07/01/2026 11:00:00;1h;1;1;V;168.330,00;168.900,00;192.220,00;Sim;114,00;570,00;19;114,00;570,00;0,00;0,00;0,00;4d23h;345,00 +WINJ26;08/01/2026 18:00:00;09/01/2026 09:00:00;15h;1;1;C;168.190,00;168.615,00;192.220,00;No;85,00;425,00;20;85,00;425,00;0,00;0,00;0,00;1d8h;430,00 +WINJ26;12/01/2026 10:00:00;12/01/2026 11:00:00;1h;1;1;V;167.985,00;168.180,00;192.220,00;No;39,00;195,00;21;39,00;195,00;0,00;0,00;0,00;3d16h;469,00 +WINJ26;13/01/2026 10:00:00;13/01/2026 11:00:00;1h;1;1;V;167.645,00;167.705,00;192.220,00;No;12,00;60,00;22;12,00;60,00;0,00;0,00;0,00;1d;481,00 +WINJ26;02/02/2026 10:00:00;02/02/2026 11:00:00;1h;1;1;C;186.765,00;187.505,00;192.220,00;No;148,00;740,00;23;148,00;740,00;0,00;0,00;0,00;20d;629,00 +WINJ26;04/02/2026 10:00:00;04/02/2026 11:00:00;1h;1;1;V;188.525,00;188.980,00;192.220,00;Sim;91,00;455,00;24;91,00;455,00;0,00;0,00;0,00;2d;720,00 +WINJ26;09/02/2026 14:00:00;09/02/2026 15:00:00;1h;1;1;C;188.945,00;189.605,00;192.220,00;No;132,00;660,00;25;132,00;660,00;0,00;0,00;0,00;5d4h;852,00 +WINJ26;12/02/2026 10:00:00;12/02/2026 14:00:00;4h;1;1;V;192.510,00;192.980,00;192.220,00;Sim;94,00;470,00;26;94,00;470,00;0,00;0,00;0,00;2d20h;946,00 +WINJ26;19/02/2026 10:00:00;19/02/2026 11:00:00;1h;1;1;C;190.580,00;190.235,00;192.220,00;No;-69,00;-345,00;27;-69,00;-345,00;0,00;0,00;0,00;7d;877,00 +WINJ26;20/02/2026 10:00:00;20/02/2026 11:00:00;1h;1;1;V;190.595,00;190.705,00;192.220,00;No;22,00;110,00;28;22,00;110,00;0,00;0,00;0,00;1d;899,00 +WINJ26;27/02/2026 17:00:00;27/02/2026 18:00:00;1h;1;1;V;191.920,00;191.835,00;192.220,00;Sim;-17,00;-85,00;29;-17,00;-85,00;0,00;0,00;0,00;7d7h;882,00 diff --git a/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v45_volume_por_horario02min.csv b/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v45_volume_por_horario02min.csv new file mode 100644 index 0000000..8c90d5c --- /dev/null +++ b/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v45_volume_por_horario02min.csv @@ -0,0 +1,135 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 02/03/2025 +Data Final: 02/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;19/12/2025 15:28:00;19/12/2025 15:50:00;22min;1;1;C;165.120,00;165.130,00;192.250,00;No;2,00;10,00;1;2,00;10,00;0,00;0,00;0,00; - ;2,00 +WINJ26;19/12/2025 17:48:00;19/12/2025 18:06:00;18min;1;1;C;164.730,00;164.800,00;192.250,00;Sim;14,00;70,00;2;14,00;70,00;0,00;0,00;0,00;2h20min;16,00 +WINJ26;22/12/2025 11:32:00;22/12/2025 11:46:00;14min;1;1;C;163.570,00;163.840,00;192.250,00;Sim;54,00;270,00;3;54,00;270,00;0,00;0,00;0,00;2d17h;70,00 +WINJ26;23/12/2025 11:26:00;23/12/2025 11:34:00;8min;1;1;C;165.355,00;165.550,00;192.250,00;No;39,00;195,00;4;39,00;195,00;0,00;0,00;0,00;23h54min;109,00 +WINJ26;29/12/2025 09:02:00;29/12/2025 09:16:00;14min;1;1;V;167.000,00;167.230,00;192.250,00;No;46,00;230,00;5;46,00;230,00;0,00;0,00;0,00;5d21h;155,00 +WINJ26;30/12/2025 11:04:00;30/12/2025 11:08:00;4min;1;1;C;167.355,00;167.485,00;192.250,00;No;26,00;130,00;6;26,00;130,00;0,00;0,00;0,00;1d2h;181,00 +WINJ26;30/12/2025 13:14:00;30/12/2025 13:36:00;22min;1;1;V;167.780,00;167.660,00;192.250,00;Sim;-24,00;-120,00;7;-24,00;-120,00;0,00;0,00;0,00;2h10min;157,00 +WINJ26;30/12/2025 17:58:00;30/12/2025 18:20:00;22min;1;1;C;167.470,00;167.180,00;192.250,00;No;-58,00;-290,00;8;-58,00;-290,00;0,00;0,00;0,00;4h44min;99,00 +WINJ26;02/01/2026 09:56:00;02/01/2026 10:10:00;14min;1;1;V;167.810,00;167.965,00;192.250,00;Sim;31,00;155,00;9;31,00;155,00;0,00;0,00;0,00;2d15h;130,00 +WINJ26;02/01/2026 12:26:00;02/01/2026 12:34:00;8min;1;1;C;166.380,00;166.525,00;192.250,00;Sim;29,00;145,00;10;29,00;145,00;0,00;0,00;0,00;2h30min;159,00 +WINJ26;02/01/2026 17:32:00;02/01/2026 17:44:00;12min;1;1;C;166.120,00;166.150,00;192.250,00;Sim;6,00;30,00;11;6,00;30,00;0,00;0,00;0,00;5h6min;165,00 +WINJ26;05/01/2026 13:06:00;05/01/2026 13:10:00;4min;1;1;V;167.030,00;167.080,00;192.250,00;No;10,00;50,00;12;10,00;50,00;0,00;0,00;0,00;2d19h;175,00 +WINJ26;07/01/2026 16:00:00;07/01/2026 16:12:00;12min;1;1;V;167.600,00;167.710,00;192.250,00;Sim;22,00;110,00;13;22,00;110,00;0,00;0,00;0,00;2d2h;197,00 +WINJ26;08/01/2026 15:56:00;08/01/2026 15:58:00;2min;1;1;V;167.895,00;168.010,00;192.250,00;Sim;23,00;115,00;14;23,00;115,00;0,00;0,00;0,00;23h56min;220,00 +WINJ26;09/01/2026 09:04:00;09/01/2026 09:12:00;8min;1;1;V;168.140,00;168.305,00;192.250,00;Sim;33,00;165,00;15;33,00;165,00;0,00;0,00;0,00;17h8min;253,00 +WINJ26;12/01/2026 14:04:00;12/01/2026 14:30:00;26min;1;1;C;168.615,00;168.625,00;192.250,00;No;2,00;10,00;16;2,00;10,00;0,00;0,00;0,00;3d5h;255,00 +WINJ26;14/01/2026 10:04:00;14/01/2026 10:26:00;22min;1;1;V;168.410,00;168.100,00;192.250,00;No;-62,00;-310,00;17;-62,00;-310,00;0,00;0,00;0,00;1d20h;193,00 +WINJ26;15/01/2026 10:06:00;15/01/2026 10:08:00;2min;1;1;V;170.600,00;170.840,00;192.250,00;Sim;48,00;240,00;18;48,00;240,00;0,00;0,00;0,00;1d;241,00 +WINJ26;15/01/2026 11:44:00;15/01/2026 12:00:00;16min;1;1;C;170.070,00;170.120,00;192.250,00;No;10,00;50,00;19;10,00;50,00;0,00;0,00;0,00;1h38min;251,00 +WINJ26;15/01/2026 17:58:00;15/01/2026 18:02:00;4min;1;1;C;170.600,00;170.700,00;192.250,00;No;20,00;100,00;20;20,00;100,00;0,00;0,00;0,00;6h14min;271,00 +WINJ26;16/01/2026 10:54:00;16/01/2026 11:16:00;22min;1;1;C;170.335,00;169.980,00;192.250,00;Sim;-71,00;-355,00;21;-71,00;-355,00;0,00;0,00;0,00;16h56min;200,00 +WINJ26;19/01/2026 09:00:00;19/01/2026 09:02:00;2min;1;1;V;169.210,00;169.140,00;192.250,00;No;-14,00;-70,00;22;-14,00;-70,00;0,00;0,00;0,00;2d22h;186,00 +WINJ26;19/01/2026 10:30:00;19/01/2026 10:38:00;8min;1;1;C;169.420,00;169.615,00;192.250,00;Sim;39,00;195,00;23;39,00;195,00;0,00;0,00;0,00;1h30min;225,00 +WINJ26;21/01/2026 09:02:00;21/01/2026 09:04:00;2min;1;1;C;171.830,00;171.800,00;192.250,00;No;-6,00;-30,00;24;-6,00;-30,00;0,00;0,00;0,00;1d22h;219,00 +WINJ26;21/01/2026 10:32:00;21/01/2026 10:44:00;12min;1;1;V;173.400,00;173.430,00;192.250,00;Sim;6,00;30,00;25;6,00;30,00;0,00;0,00;0,00;1h30min;225,00 +WINJ26;21/01/2026 13:38:00;21/01/2026 13:56:00;18min;1;1;V;174.945,00;174.990,00;192.250,00;Sim;9,00;45,00;26;9,00;45,00;0,00;0,00;0,00;3h6min;234,00 +WINJ26;21/01/2026 18:02:00;21/01/2026 18:12:00;10min;1;1;V;176.820,00;177.100,00;192.250,00;Sim;56,00;280,00;27;56,00;280,00;0,00;0,00;0,00;4h24min;290,00 +WINJ26;22/01/2026 10:04:00;22/01/2026 10:06:00;2min;1;1;V;177.800,00;177.870,00;192.250,00;Sim;14,00;70,00;28;14,00;70,00;0,00;0,00;0,00;16h2min;304,00 +WINJ26;22/01/2026 10:22:00;22/01/2026 10:34:00;12min;1;1;V;177.825,00;178.095,00;192.250,00;Sim;54,00;270,00;29;54,00;270,00;0,00;0,00;0,00;18min;358,00 +WINJ26;22/01/2026 11:38:00;22/01/2026 12:00:00;22min;1;1;V;180.030,00;179.710,00;192.250,00;Sim;-64,00;-320,00;30;-64,00;-320,00;0,00;0,00;0,00;1h16min;294,00 +WINJ26;22/01/2026 12:48:00;22/01/2026 13:10:00;22min;1;1;V;181.885,00;181.945,00;192.250,00;Sim;12,00;60,00;31;12,00;60,00;0,00;0,00;0,00;1h10min;306,00 +WINJ26;22/01/2026 15:12:00;22/01/2026 15:18:00;6min;1;1;V;181.700,00;181.840,00;192.250,00;No;28,00;140,00;32;28,00;140,00;0,00;0,00;0,00;2h24min;334,00 +WINJ26;22/01/2026 17:54:00;22/01/2026 18:04:00;10min;1;1;V;180.810,00;180.810,00;192.250,00;No;0;0;33;0;0;0,00;0,00;0,00;2h42min;334,00 +WINJ26;23/01/2026 13:04:00;23/01/2026 13:12:00;8min;1;1;V;182.350,00;182.505,00;192.250,00;Sim;31,00;155,00;34;31,00;155,00;0,00;0,00;0,00;19h10min;365,00 +WINJ26;23/01/2026 15:56:00;23/01/2026 16:18:00;22min;1;1;V;183.000,00;182.600,00;192.250,00;Sim;-80,00;-400,00;35;-80,00;-400,00;0,00;0,00;0,00;2h52min;285,00 +WINJ26;23/01/2026 16:34:00;23/01/2026 16:56:00;22min;1;1;V;183.355,00;183.160,00;192.250,00;Sim;-39,00;-195,00;36;-39,00;-195,00;0,00;0,00;0,00;38min;246,00 +WINJ26;23/01/2026 17:32:00;23/01/2026 17:34:00;2min;1;1;V;184.350,00;184.505,00;192.250,00;Sim;31,00;155,00;37;31,00;155,00;0,00;0,00;0,00;58min;277,00 +WINJ26;26/01/2026 11:28:00;26/01/2026 11:30:00;2min;1;1;C;182.940,00;183.185,00;192.250,00;No;49,00;245,00;38;49,00;245,00;0,00;0,00;0,00;2d17h;326,00 +WINJ26;26/01/2026 11:34:00;26/01/2026 11:48:00;14min;1;1;V;183.390,00;184.025,00;192.250,00;No;127,00;635,00;39;127,00;635,00;0,00;0,00;0,00;6min;453,00 +WINJ26;26/01/2026 14:40:00;26/01/2026 14:52:00;12min;1;1;V;183.835,00;184.030,00;192.250,00;Sim;39,00;195,00;40;39,00;195,00;0,00;0,00;0,00;3h6min;492,00 +WINJ26;26/01/2026 18:12:00;27/01/2026 09:02:00;14h50min;1;1;C;183.440,00;185.465,00;192.250,00;No;405,00;2.025,00;41;405,00;2.025,00;0,00;0,00;0,00;3h32min;897,00 +WINJ26;27/01/2026 10:44:00;27/01/2026 11:06:00;22min;1;1;V;187.100,00;186.440,00;192.250,00;Sim;-132,00;-660,00;42;-132,00;-660,00;0,00;0,00;0,00;16h32min;765,00 +WINJ26;27/01/2026 17:18:00;27/01/2026 17:26:00;8min;1;1;V;187.305,00;187.650,00;192.250,00;Sim;69,00;345,00;43;69,00;345,00;0,00;0,00;0,00;6h34min;834,00 +WINJ26;28/01/2026 09:04:00;28/01/2026 09:26:00;22min;1;1;V;187.490,00;187.440,00;192.250,00;No;-10,00;-50,00;44;-10,00;-50,00;0,00;0,00;0,00;15h46min;824,00 +WINJ26;28/01/2026 10:46:00;28/01/2026 11:08:00;22min;1;1;V;189.010,00;189.300,00;192.250,00;Sim;58,00;290,00;45;58,00;290,00;0,00;0,00;0,00;1h42min;882,00 +WINJ26;28/01/2026 16:00:00;28/01/2026 16:10:00;10min;1;1;C;187.955,00;188.025,00;192.250,00;No;14,00;70,00;46;14,00;70,00;0,00;0,00;0,00;5h14min;896,00 +WINJ26;28/01/2026 17:20:00;28/01/2026 17:44:00;24min;1;1;V;189.375,00;188.875,00;192.250,00;No;-100,00;-500,00;47;-100,00;-500,00;0,00;0,00;0,00;1h20min;796,00 +WINJ26;29/01/2026 12:04:00;29/01/2026 12:26:00;22min;1;1;C;189.130,00;188.500,00;192.250,00;No;-126,00;-630,00;48;-126,00;-630,00;0,00;0,00;0,00;18h44min;670,00 +WINJ26;29/01/2026 14:34:00;29/01/2026 14:42:00;8min;1;1;V;188.215,00;188.415,00;192.250,00;No;40,00;200,00;49;40,00;200,00;0,00;0,00;0,00;2h30min;710,00 +WINJ26;29/01/2026 16:28:00;29/01/2026 16:34:00;6min;1;1;V;188.195,00;188.345,00;192.250,00;No;30,00;150,00;50;30,00;150,00;0,00;0,00;0,00;1h54min;740,00 +WINJ26;30/01/2026 09:14:00;30/01/2026 09:18:00;4min;1;1;C;187.180,00;187.520,00;192.250,00;Sim;68,00;340,00;51;68,00;340,00;0,00;0,00;0,00;16h46min;808,00 +WINJ26;30/01/2026 13:10:00;30/01/2026 13:34:00;24min;1;1;C;187.560,00;187.495,00;192.250,00;No;-13,00;-65,00;52;-13,00;-65,00;0,00;0,00;0,00;3h56min;795,00 +WINJ26;30/01/2026 15:28:00;30/01/2026 15:46:00;18min;1;1;C;185.350,00;185.350,00;192.250,00;Sim;0;0;53;0;0;0,00;0,00;0,00;2h18min;795,00 +WINJ26;02/02/2026 09:26:00;02/02/2026 09:48:00;22min;1;1;V;186.615,00;186.370,00;192.250,00;No;-49,00;-245,00;54;-49,00;-245,00;0,00;0,00;0,00;2d17h;746,00 +WINJ26;02/02/2026 10:44:00;02/02/2026 11:06:00;22min;1;1;V;187.575,00;187.300,00;192.250,00;Sim;-55,00;-275,00;55;-55,00;-275,00;0,00;0,00;0,00;1h18min;691,00 +WINJ26;02/02/2026 11:32:00;02/02/2026 11:36:00;4min;1;1;C;186.780,00;186.980,00;192.250,00;No;40,00;200,00;56;40,00;200,00;0,00;0,00;0,00;48min;731,00 +WINJ26;02/02/2026 15:10:00;02/02/2026 15:32:00;22min;1;1;C;186.820,00;186.640,00;192.250,00;No;-36,00;-180,00;57;-36,00;-180,00;0,00;0,00;0,00;3h38min;695,00 +WINJ26;02/02/2026 18:02:00;02/02/2026 18:24:00;22min;1;1;V;187.475,00;187.400,00;192.250,00;Sim;-15,00;-75,00;58;-15,00;-75,00;0,00;0,00;0,00;2h52min;680,00 +WINJ26;03/02/2026 11:28:00;03/02/2026 11:50:00;22min;1;1;V;191.935,00;191.120,00;192.250,00;Sim;-163,00;-815,00;59;-163,00;-815,00;0,00;0,00;0,00;17h26min;517,00 +WINJ26;03/02/2026 12:18:00;03/02/2026 12:28:00;10min;1;1;C;190.980,00;191.170,00;192.250,00;No;38,00;190,00;60;38,00;190,00;0,00;0,00;0,00;50min;555,00 +WINJ26;03/02/2026 14:48:00;03/02/2026 15:10:00;22min;1;1;C;189.870,00;189.910,00;192.250,00;Sim;8,00;40,00;61;8,00;40,00;0,00;0,00;0,00;2h30min;563,00 +WINJ26;04/02/2026 12:28:00;04/02/2026 12:32:00;4min;1;1;V;187.745,00;187.850,00;192.250,00;No;21,00;105,00;62;21,00;105,00;0,00;0,00;0,00;21h40min;584,00 +WINJ26;04/02/2026 13:54:00;04/02/2026 13:58:00;4min;1;1;C;186.205,00;186.385,00;192.250,00;Sim;36,00;180,00;63;36,00;180,00;0,00;0,00;0,00;1h26min;620,00 +WINJ26;04/02/2026 14:44:00;04/02/2026 15:06:00;22min;1;1;C;185.535,00;185.500,00;192.250,00;Sim;-7,00;-35,00;64;-7,00;-35,00;0,00;0,00;0,00;50min;613,00 +WINJ26;05/02/2026 09:06:00;05/02/2026 09:14:00;8min;1;1;V;186.250,00;186.235,00;192.250,00;No;-3,00;-15,00;65;-3,00;-15,00;0,00;0,00;0,00;18h22min;610,00 +WINJ26;05/02/2026 11:06:00;05/02/2026 11:28:00;22min;1;1;V;187.460,00;187.320,00;192.250,00;Sim;-28,00;-140,00;66;-28,00;-140,00;0,00;0,00;0,00;2h;582,00 +WINJ26;05/02/2026 12:32:00;05/02/2026 12:44:00;12min;1;1;C;186.895,00;187.100,00;192.250,00;No;41,00;205,00;67;41,00;205,00;0,00;0,00;0,00;1h26min;623,00 +WINJ26;06/02/2026 13:24:00;06/02/2026 13:28:00;4min;1;1;V;186.600,00;186.730,00;192.250,00;No;26,00;130,00;68;26,00;130,00;0,00;0,00;0,00;1d;649,00 +WINJ26;06/02/2026 15:16:00;06/02/2026 15:40:00;24min;1;1;C;186.525,00;186.430,00;192.250,00;Sim;-19,00;-95,00;69;-19,00;-95,00;0,00;0,00;0,00;1h52min;630,00 +WINJ26;06/02/2026 17:36:00;06/02/2026 17:40:00;4min;1;1;V;187.165,00;187.305,00;192.250,00;Sim;28,00;140,00;70;28,00;140,00;0,00;0,00;0,00;2h20min;658,00 +WINJ26;09/02/2026 09:08:00;09/02/2026 09:30:00;22min;1;1;V;187.980,00;187.495,00;192.250,00;Sim;-97,00;-485,00;71;-97,00;-485,00;0,00;0,00;0,00;2d15h;561,00 +WINJ26;09/02/2026 17:56:00;09/02/2026 18:02:00;6min;1;1;V;190.635,00;190.630,00;192.250,00;Sim;-1,00;-5,00;72;-1,00;-5,00;0,00;0,00;0,00;8h48min;560,00 +WINJ26;10/02/2026 09:48:00;10/02/2026 09:52:00;4min;1;1;C;189.660,00;189.775,00;192.250,00;No;23,00;115,00;73;23,00;115,00;0,00;0,00;0,00;15h52min;583,00 +WINJ26;10/02/2026 12:38:00;10/02/2026 13:00:00;22min;1;1;V;190.815,00;190.860,00;192.250,00;Sim;9,00;45,00;74;9,00;45,00;0,00;0,00;0,00;2h50min;592,00 +WINJ26;10/02/2026 13:46:00;10/02/2026 14:08:00;22min;1;1;C;190.440,00;190.350,00;192.250,00;No;-18,00;-90,00;75;-18,00;-90,00;0,00;0,00;0,00;1h8min;574,00 +WINJ26;11/02/2026 11:42:00;11/02/2026 11:50:00;8min;1;1;V;193.275,00;193.415,00;192.250,00;Sim;28,00;140,00;76;28,00;140,00;0,00;0,00;0,00;21h56min;602,00 +WINJ26;11/02/2026 13:26:00;11/02/2026 13:48:00;22min;1;1;V;194.635,00;193.950,00;192.250,00;Sim;-137,00;-685,00;77;-137,00;-685,00;0,00;0,00;0,00;1h44min;465,00 +WINJ26;11/02/2026 17:26:00;11/02/2026 17:28:00;2min;1;1;C;193.840,00;194.025,00;192.250,00;No;37,00;185,00;78;37,00;185,00;0,00;0,00;0,00;4h;502,00 +WINJ26;12/02/2026 09:04:00;12/02/2026 09:06:00;2min;1;1;V;193.410,00;193.330,00;192.250,00;No;-16,00;-80,00;79;-16,00;-80,00;0,00;0,00;0,00;15h38min;486,00 +WINJ26;12/02/2026 11:02:00;12/02/2026 11:10:00;8min;1;1;C;192.990,00;193.220,00;192.250,00;Sim;46,00;230,00;80;46,00;230,00;0,00;0,00;0,00;1h58min;532,00 +WINJ26;12/02/2026 11:28:00;12/02/2026 11:32:00;4min;1;1;V;193.405,00;193.735,00;192.250,00;Sim;66,00;330,00;81;66,00;330,00;0,00;0,00;0,00;26min;598,00 +WINJ26;12/02/2026 13:34:00;12/02/2026 13:38:00;4min;1;1;C;192.545,00;192.905,00;192.250,00;Sim;72,00;360,00;82;72,00;360,00;0,00;0,00;0,00;2h6min;670,00 +WINJ26;13/02/2026 10:22:00;13/02/2026 10:24:00;2min;1;1;C;188.785,00;189.060,00;192.250,00;Sim;55,00;275,00;83;55,00;275,00;0,00;0,00;0,00;20h48min;725,00 +WINJ26;13/02/2026 11:44:00;13/02/2026 11:46:00;2min;1;1;C;188.130,00;188.625,00;192.250,00;Sim;99,00;495,00;84;99,00;495,00;0,00;0,00;0,00;1h22min;824,00 +WINJ26;13/02/2026 12:44:00;13/02/2026 12:48:00;4min;1;1;V;188.760,00;189.100,00;192.250,00;No;68,00;340,00;85;68,00;340,00;0,00;0,00;0,00;1h;892,00 +WINJ26;13/02/2026 13:34:00;13/02/2026 13:56:00;22min;1;1;V;189.615,00;189.300,00;192.250,00;Sim;-63,00;-315,00;86;-63,00;-315,00;0,00;0,00;0,00;50min;829,00 +WINJ26;13/02/2026 15:38:00;13/02/2026 15:42:00;4min;1;1;V;190.025,00;190.205,00;192.250,00;Sim;36,00;180,00;87;36,00;180,00;0,00;0,00;0,00;2h4min;865,00 +WINJ26;13/02/2026 17:28:00;13/02/2026 17:50:00;22min;1;1;C;189.750,00;190.005,00;192.250,00;No;51,00;255,00;88;51,00;255,00;0,00;0,00;0,00;1h50min;916,00 +WINJ26;18/02/2026 13:00:00;18/02/2026 13:16:00;16min;1;1;V;190.390,00;190.460,00;192.250,00;Sim;14,00;70,00;89;14,00;70,00;0,00;0,00;0,00;4d19h;930,00 +WINJ26;18/02/2026 16:42:00;18/02/2026 16:44:00;2min;1;1;C;188.940,00;189.045,00;192.250,00;Sim;21,00;105,00;90;21,00;105,00;0,00;0,00;0,00;3h42min;951,00 +WINJ26;18/02/2026 17:06:00;18/02/2026 17:14:00;8min;1;1;V;189.055,00;189.270,00;192.250,00;No;43,00;215,00;91;43,00;215,00;0,00;0,00;0,00;24min;994,00 +WINJ26;19/02/2026 09:02:00;19/02/2026 09:22:00;20min;1;1;V;190.145,00;190.090,00;192.250,00;Sim;-11,00;-55,00;92;-11,00;-55,00;0,00;0,00;0,00;15h56min;983,00 +WINJ26;19/02/2026 10:42:00;19/02/2026 10:44:00;2min;1;1;V;190.290,00;190.575,00;192.250,00;Sim;57,00;285,00;93;57,00;285,00;0,00;0,00;0,00;1h40min;1.040,00 +WINJ26;19/02/2026 13:54:00;19/02/2026 13:56:00;2min;1;1;C;192.075,00;192.255,00;192.250,00;No;36,00;180,00;94;36,00;180,00;0,00;0,00;0,00;3h12min;1.076,00 +WINJ26;19/02/2026 15:14:00;19/02/2026 15:16:00;2min;1;1;C;192.155,00;192.185,00;192.250,00;No;6,00;30,00;95;6,00;30,00;0,00;0,00;0,00;1h20min;1.082,00 +WINJ26;19/02/2026 16:52:00;19/02/2026 17:02:00;10min;1;1;C;191.670,00;191.780,00;192.250,00;Sim;22,00;110,00;96;22,00;110,00;0,00;0,00;0,00;1h38min;1.104,00 +WINJ26;19/02/2026 17:20:00;19/02/2026 17:28:00;8min;1;1;C;191.630,00;191.690,00;192.250,00;Sim;12,00;60,00;97;12,00;60,00;0,00;0,00;0,00;28min;1.116,00 +WINJ26;19/02/2026 17:42:00;19/02/2026 18:04:00;22min;1;1;V;192.260,00;191.920,00;192.250,00;Sim;-68,00;-340,00;98;-68,00;-340,00;0,00;0,00;0,00;22min;1.048,00 +WINJ26;20/02/2026 11:38:00;20/02/2026 12:00:00;22min;1;1;V;191.405,00;190.995,00;192.250,00;No;-82,00;-410,00;99;-82,00;-410,00;0,00;0,00;0,00;17h56min;966,00 +WINJ26;20/02/2026 14:34:00;20/02/2026 14:40:00;6min;1;1;C;191.685,00;191.860,00;192.250,00;No;35,00;175,00;100;35,00;175,00;0,00;0,00;0,00;2h56min;1.001,00 +WINJ26;20/02/2026 15:36:00;20/02/2026 15:58:00;22min;1;1;V;193.020,00;192.815,00;192.250,00;Sim;-41,00;-205,00;101;-41,00;-205,00;0,00;0,00;0,00;1h2min;960,00 +WINJ26;20/02/2026 17:24:00;20/02/2026 17:30:00;6min;1;1;V;194.065,00;194.225,00;192.250,00;Sim;32,00;160,00;102;32,00;160,00;0,00;0,00;0,00;1h48min;992,00 +WINJ26;23/02/2026 13:14:00;23/02/2026 13:34:00;20min;1;1;C;192.385,00;192.395,00;192.250,00;No;2,00;10,00;103;2,00;10,00;0,00;0,00;0,00;2d19h;994,00 +WINJ26;23/02/2026 15:00:00;23/02/2026 15:22:00;22min;1;1;V;192.800,00;192.665,00;192.250,00;No;-27,00;-135,00;104;-27,00;-135,00;0,00;0,00;0,00;1h46min;967,00 +WINJ26;23/02/2026 15:34:00;23/02/2026 15:38:00;4min;1;1;V;192.765,00;192.795,00;192.250,00;Sim;6,00;30,00;105;6,00;30,00;0,00;0,00;0,00;34min;973,00 +WINJ26;23/02/2026 16:22:00;23/02/2026 16:28:00;6min;1;1;C;192.320,00;192.515,00;192.250,00;Sim;39,00;195,00;106;39,00;195,00;0,00;0,00;0,00;48min;1.012,00 +WINJ26;24/02/2026 10:38:00;24/02/2026 10:40:00;2min;1;1;V;193.690,00;193.925,00;192.250,00;Sim;47,00;235,00;107;47,00;235,00;0,00;0,00;0,00;18h16min;1.059,00 +WINJ26;24/02/2026 13:34:00;24/02/2026 13:44:00;10min;1;1;V;194.955,00;195.030,00;192.250,00;Sim;15,00;75,00;108;15,00;75,00;0,00;0,00;0,00;2h56min;1.074,00 +WINJ26;24/02/2026 16:12:00;24/02/2026 16:30:00;18min;1;1;C;194.780,00;194.815,00;192.250,00;No;7,00;35,00;109;7,00;35,00;0,00;0,00;0,00;2h38min;1.081,00 +WINJ26;24/02/2026 16:48:00;24/02/2026 16:56:00;8min;1;1;V;194.830,00;195.030,00;192.250,00;No;40,00;200,00;110;40,00;200,00;0,00;0,00;0,00;36min;1.121,00 +WINJ26;25/02/2026 09:16:00;25/02/2026 09:30:00;14min;1;1;V;196.370,00;196.870,00;192.250,00;Sim;100,00;500,00;111;100,00;500,00;0,00;0,00;0,00;16h28min;1.221,00 +WINJ26;25/02/2026 15:04:00;25/02/2026 15:10:00;6min;1;1;V;194.875,00;194.960,00;192.250,00;No;17,00;85,00;112;17,00;85,00;0,00;0,00;0,00;5h48min;1.238,00 +WINJ26;25/02/2026 17:38:00;25/02/2026 18:00:00;22min;1;1;V;194.495,00;194.325,00;192.250,00;No;-34,00;-170,00;113;-34,00;-170,00;0,00;0,00;0,00;2h34min;1.204,00 +WINJ26;26/02/2026 09:08:00;26/02/2026 09:10:00;2min;1;1;C;194.135,00;194.385,00;192.250,00;Sim;50,00;250,00;114;50,00;250,00;0,00;0,00;0,00;15h30min;1.254,00 +WINJ26;26/02/2026 10:04:00;26/02/2026 10:18:00;14min;1;1;V;194.510,00;194.585,00;192.250,00;Sim;15,00;75,00;115;15,00;75,00;0,00;0,00;0,00;56min;1.269,00 +WINJ26;26/02/2026 11:34:00;26/02/2026 11:56:00;22min;1;1;C;193.905,00;193.320,00;192.250,00;Sim;-117,00;-585,00;116;-117,00;-585,00;0,00;0,00;0,00;1h30min;1.152,00 +WINJ26;26/02/2026 14:34:00;26/02/2026 14:36:00;2min;1;1;C;193.475,00;193.425,00;192.250,00;Sim;-10,00;-50,00;117;-10,00;-50,00;0,00;0,00;0,00;3h;1.142,00 +WINJ26;26/02/2026 15:48:00;26/02/2026 16:10:00;22min;1;1;V;193.895,00;193.760,00;192.250,00;No;-27,00;-135,00;118;-27,00;-135,00;0,00;0,00;0,00;1h14min;1.115,00 +WINJ26;27/02/2026 09:14:00;27/02/2026 09:20:00;6min;1;1;C;192.865,00;193.550,00;192.250,00;Sim;137,00;685,00;119;137,00;685,00;0,00;0,00;0,00;17h26min;1.252,00 +WINJ26;27/02/2026 11:18:00;27/02/2026 11:20:00;2min;1;1;V;193.015,00;192.990,00;192.250,00;No;-5,00;-25,00;120;-5,00;-25,00;0,00;0,00;0,00;2h4min;1.247,00 +WINJ26;27/02/2026 11:38:00;27/02/2026 11:42:00;4min;1;1;V;193.335,00;193.610,00;192.250,00;Sim;55,00;275,00;121;55,00;275,00;0,00;0,00;0,00;20min;1.302,00 +WINJ26;27/02/2026 15:14:00;27/02/2026 15:22:00;8min;1;1;V;192.620,00;192.685,00;192.250,00;No;13,00;65,00;122;13,00;65,00;0,00;0,00;0,00;3h36min;1.315,00 +WINJ26;27/02/2026 16:04:00;27/02/2026 16:10:00;6min;1;1;V;192.660,00;192.845,00;192.250,00;Sim;37,00;185,00;123;37,00;185,00;0,00;0,00;0,00;50min;1.352,00 +WINJ26;27/02/2026 16:46:00;27/02/2026 17:02:00;16min;1;1;C;191.815,00;191.940,00;192.250,00;Sim;25,00;125,00;124;25,00;125,00;0,00;0,00;0,00;42min;1.377,00 +WINJ26;02/03/2026 09:50:00;02/03/2026 10:08:00;18min;1;1;C;190.195,00;190.380,00;192.250,00;Sim;37,00;185,00;125;37,00;185,00;0,00;0,00;0,00;2d17h;1.414,00 +WINJ26;02/03/2026 11:06:00;02/03/2026 11:08:00;2min;1;1;C;190.110,00;190.315,00;192.250,00;Sim;41,00;205,00;126;41,00;205,00;0,00;0,00;0,00;1h16min;1.455,00 +WINJ26;02/03/2026 13:52:00;02/03/2026 13:58:00;6min;1;1;V;191.425,00;191.540,00;192.250,00;No;23,00;115,00;127;23,00;115,00;0,00;0,00;0,00;2h46min;1.478,00 +WINJ26;02/03/2026 15:04:00;02/03/2026 15:08:00;4min;1;1;V;191.885,00;191.895,00;192.250,00;Sim;2,00;10,00;128;2,00;10,00;0,00;0,00;0,00;1h12min;1.480,00 +WINJ26;02/03/2026 17:18:00;02/03/2026 17:38:00;20min;1;1;C;192.305,00;192.310,00;192.250,00;No;1,00;5,00;129;1,00;5,00;0,00;0,00;0,00;2h14min;1.481,00 diff --git a/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v45_volume_por_horario05min.csv b/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v45_volume_por_horario05min.csv new file mode 100644 index 0000000..a805db6 --- /dev/null +++ b/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v45_volume_por_horario05min.csv @@ -0,0 +1,78 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 02/03/2025 +Data Final: 02/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;26/08/2025 17:25:00;26/08/2025 18:20:00;55min;1;1;C;148.400,00;149.050,00;192.250,00;No;130,00;650,00;1;130,00;650,00;0,00;0,00;0,00; - ;130,00 +WINJ26;03/10/2025 09:45:00;03/10/2025 11:00:00;1h15min;1;1;C;153.935,00;153.700,00;192.250,00;No;-47,00;-235,00;2;-47,00;-235,00;0,00;0,00;0,00;1m6d16h;83,00 +WINJ26;15/10/2025 11:15:00;15/10/2025 11:20:00;5min;1;1;C;151.200,00;151.050,00;192.250,00;Sim;-30,00;-150,00;3;-30,00;-150,00;0,00;0,00;0,00;12d1h;53,00 +WINJ26;10/11/2025 10:30:00;10/11/2025 18:20:00;7h50min;1;1;V;164.000,00;162.950,00;192.250,00;No;-210,00;-1.050,00;4;-210,00;-1.050,00;0,00;0,00;0,00;25d23h;-157,00 +WINJ26;02/12/2025 09:25:00;02/12/2025 11:05:00;1h40min;1;1;V;167.730,00;166.820,00;192.250,00;Sim;-182,00;-910,00;5;-182,00;-910,00;0,00;0,00;0,00;21d22h;-339,00 +WINJ26;05/12/2025 09:05:00;05/12/2025 11:35:00;2h30min;1;1;V;171.570,00;172.000,00;192.250,00;Sim;86,00;430,00;6;86,00;430,00;0,00;0,00;0,00;2d23h;-253,00 +WINJ26;05/12/2025 17:20:00;08/12/2025 09:05:00;2d15h;1;1;C;165.000,00;166.250,00;192.250,00;No;250,00;1.250,00;7;250,00;1.250,00;0,00;0,00;0,00;8h15min;-3,00 +WINJ26;09/12/2025 13:45:00;09/12/2025 18:15:00;4h30min;1;1;V;164.700,00;164.500,00;192.250,00;No;-40,00;-200,00;8;-40,00;-200,00;0,00;0,00;0,00;3d20h;-43,00 +WINJ26;17/12/2025 09:15:00;17/12/2025 10:20:00;1h5min;1;1;C;164.810,00;163.620,00;192.250,00;Sim;-238,00;-1.190,00;9;-238,00;-1.190,00;0,00;0,00;0,00;7d19h;-281,00 +WINJ26;17/12/2025 10:45:00;17/12/2025 11:25:00;40min;1;1;C;163.200,00;163.815,00;192.250,00;Sim;123,00;615,00;10;123,00;615,00;0,00;0,00;0,00;1h30min;-158,00 +WINJ26;19/12/2025 11:10:00;19/12/2025 12:05:00;55min;1;1;V;165.800,00;165.155,00;192.250,00;Sim;-129,00;-645,00;11;-129,00;-645,00;0,00;0,00;0,00;2d;-287,00 +WINJ26;19/12/2025 12:10:00;19/12/2025 12:45:00;35min;1;1;V;165.475,00;165.645,00;192.250,00;Sim;34,00;170,00;12;34,00;170,00;0,00;0,00;0,00;1h;-253,00 +WINJ26;19/12/2025 15:00:00;19/12/2025 15:55:00;55min;1;1;C;165.135,00;165.090,00;192.250,00;No;-9,00;-45,00;13;-9,00;-45,00;0,00;0,00;0,00;2h50min;-262,00 +WINJ26;19/12/2025 18:00:00;19/12/2025 18:10:00;10min;1;1;C;164.745,00;164.905,00;192.250,00;Sim;32,00;160,00;14;32,00;160,00;0,00;0,00;0,00;3h;-230,00 +WINJ26;22/12/2025 09:10:00;22/12/2025 09:15:00;5min;1;1;V;165.050,00;165.200,00;192.250,00;No;30,00;150,00;15;30,00;150,00;0,00;0,00;0,00;2d15h;-200,00 +WINJ26;22/12/2025 11:45:00;22/12/2025 12:10:00;25min;1;1;C;163.790,00;163.980,00;192.250,00;Sim;38,00;190,00;16;38,00;190,00;0,00;0,00;0,00;2h35min;-162,00 +WINJ26;22/12/2025 15:35:00;22/12/2025 15:40:00;5min;1;1;C;164.200,00;164.315,00;192.250,00;No;23,00;115,00;17;23,00;115,00;0,00;0,00;0,00;3h50min;-139,00 +WINJ26;23/12/2025 09:05:00;23/12/2025 09:10:00;5min;1;1;C;164.500,00;164.510,00;192.250,00;No;2,00;10,00;18;2,00;10,00;0,00;0,00;0,00;17h30min;-137,00 +WINJ26;23/12/2025 12:45:00;23/12/2025 13:30:00;45min;1;1;V;166.345,00;166.380,00;192.250,00;Sim;7,00;35,00;19;7,00;35,00;0,00;0,00;0,00;3h40min;-130,00 +WINJ26;29/12/2025 10:25:00;29/12/2025 11:20:00;55min;1;1;C;166.635,00;166.340,00;192.250,00;No;-59,00;-295,00;20;-59,00;-295,00;0,00;0,00;0,00;5d21h;-189,00 +WINJ26;02/01/2026 09:05:00;02/01/2026 09:10:00;5min;1;1;C;167.910,00;167.585,00;192.250,00;No;-65,00;-325,00;21;-65,00;-325,00;0,00;0,00;0,00;3d22h;-254,00 +WINJ26;02/01/2026 10:10:00;02/01/2026 10:15:00;5min;1;1;V;167.855,00;167.810,00;192.250,00;Sim;-9,00;-45,00;22;-9,00;-45,00;0,00;0,00;0,00;1h5min;-263,00 +WINJ26;02/01/2026 13:45:00;02/01/2026 14:40:00;55min;1;1;C;166.210,00;166.000,00;192.250,00;Sim;-42,00;-210,00;23;-42,00;-210,00;0,00;0,00;0,00;3h35min;-305,00 +WINJ26;05/01/2026 13:10:00;05/01/2026 14:05:00;55min;1;1;V;167.475,00;167.030,00;192.250,00;No;-89,00;-445,00;24;-89,00;-445,00;0,00;0,00;0,00;2d23h;-394,00 +WINJ26;05/01/2026 17:10:00;05/01/2026 17:35:00;25min;1;1;C;167.545,00;167.650,00;192.250,00;No;21,00;105,00;25;21,00;105,00;0,00;0,00;0,00;4h;-373,00 +WINJ26;07/01/2026 17:55:00;08/01/2026 09:20:00;15h25min;1;1;C;167.510,00;167.500,00;192.250,00;Sim;-2,00;-10,00;26;-2,00;-10,00;0,00;0,00;0,00;2d;-375,00 +WINJ26;09/01/2026 12:10:00;09/01/2026 12:50:00;40min;1;1;V;169.215,00;169.350,00;192.250,00;Sim;27,00;135,00;27;27,00;135,00;0,00;0,00;0,00;1d18h;-348,00 +WINJ26;12/01/2026 17:55:00;12/01/2026 18:15:00;20min;1;1;C;168.520,00;168.505,00;192.250,00;No;-3,00;-15,00;28;-3,00;-15,00;0,00;0,00;0,00;3d5h;-351,00 +WINJ26;13/01/2026 10:35:00;13/01/2026 10:40:00;5min;1;1;C;167.805,00;167.905,00;192.250,00;Sim;20,00;100,00;29;20,00;100,00;0,00;0,00;0,00;16h40min;-331,00 +WINJ26;14/01/2026 11:15:00;14/01/2026 11:25:00;10min;1;1;C;167.705,00;168.105,00;192.250,00;Sim;80,00;400,00;30;80,00;400,00;0,00;0,00;0,00;1d;-251,00 +WINJ26;15/01/2026 09:05:00;15/01/2026 09:40:00;35min;1;1;V;170.365,00;170.365,00;192.250,00;Sim;0;0;31;0;0;0,00;0,00;0,00;21h50min;-251,00 +WINJ26;15/01/2026 14:25:00;15/01/2026 15:20:00;55min;1;1;V;171.250,00;170.715,00;192.250,00;Sim;-107,00;-535,00;32;-107,00;-535,00;0,00;0,00;0,00;5h20min;-358,00 +WINJ26;19/01/2026 09:15:00;19/01/2026 09:25:00;10min;1;1;C;169.330,00;169.495,00;192.250,00;No;33,00;165,00;33;33,00;165,00;0,00;0,00;0,00;3d18h;-325,00 +WINJ26;19/01/2026 17:05:00;19/01/2026 17:15:00;10min;1;1;C;169.650,00;169.655,00;192.250,00;No;1,00;5,00;34;1,00;5,00;0,00;0,00;0,00;7h50min;-324,00 +WINJ26;20/01/2026 15:15:00;20/01/2026 15:40:00;25min;1;1;C;170.885,00;170.940,00;192.250,00;No;11,00;55,00;35;11,00;55,00;0,00;0,00;0,00;22h10min;-313,00 +WINJ26;20/01/2026 16:10:00;20/01/2026 16:40:00;30min;1;1;C;170.650,00;170.725,00;192.250,00;Sim;15,00;75,00;36;15,00;75,00;0,00;0,00;0,00;55min;-298,00 +WINJ26;20/01/2026 18:10:00;21/01/2026 09:00:00;14h50min;1;1;V;170.910,00;171.060,00;192.250,00;Sim;30,00;150,00;37;30,00;150,00;0,00;0,00;0,00;2h;-268,00 +WINJ26;21/01/2026 16:40:00;21/01/2026 17:35:00;55min;1;1;V;176.795,00;175.920,00;192.250,00;Sim;-175,00;-875,00;38;-175,00;-875,00;0,00;0,00;0,00;22h30min;-443,00 +WINJ26;23/01/2026 17:35:00;23/01/2026 17:55:00;20min;1;1;V;183.955,00;184.630,00;192.250,00;Sim;135,00;675,00;39;135,00;675,00;0,00;0,00;0,00;2d;-308,00 +WINJ26;26/01/2026 14:50:00;26/01/2026 15:00:00;10min;1;1;V;183.500,00;183.890,00;192.250,00;No;78,00;390,00;40;78,00;390,00;0,00;0,00;0,00;2d21h;-230,00 +WINJ26;27/01/2026 10:20:00;27/01/2026 11:15:00;55min;1;1;V;187.555,00;185.930,00;192.250,00;Sim;-325,00;-1.625,00;41;-325,00;-1.625,00;0,00;0,00;0,00;19h30min;-555,00 +WINJ26;27/01/2026 12:30:00;27/01/2026 13:15:00;45min;1;1;V;187.575,00;187.690,00;192.250,00;Sim;23,00;115,00;42;23,00;115,00;0,00;0,00;0,00;2h10min;-532,00 +WINJ26;28/01/2026 16:10:00;28/01/2026 16:25:00;15min;1;1;C;188.025,00;188.260,00;192.250,00;No;47,00;235,00;43;47,00;235,00;0,00;0,00;0,00;1d3h;-485,00 +WINJ26;29/01/2026 13:15:00;29/01/2026 14:10:00;55min;1;1;C;187.605,00;187.775,00;192.250,00;Sim;34,00;170,00;44;34,00;170,00;0,00;0,00;0,00;21h5min;-451,00 +WINJ26;29/01/2026 16:30:00;29/01/2026 17:00:00;30min;1;1;V;187.975,00;188.410,00;192.250,00;Sim;87,00;435,00;45;87,00;435,00;0,00;0,00;0,00;3h15min;-364,00 +WINJ26;30/01/2026 09:20:00;30/01/2026 10:15:00;55min;1;1;C;187.580,00;187.365,00;192.250,00;Sim;-43,00;-215,00;46;-43,00;-215,00;0,00;0,00;0,00;16h50min;-407,00 +WINJ26;04/02/2026 09:15:00;04/02/2026 10:10:00;55min;1;1;C;189.705,00;188.940,00;192.250,00;No;-153,00;-765,00;47;-153,00;-765,00;0,00;0,00;0,00;4d23h;-560,00 +WINJ26;04/02/2026 16:10:00;04/02/2026 16:50:00;40min;1;1;C;184.950,00;185.340,00;192.250,00;Sim;78,00;390,00;48;78,00;390,00;0,00;0,00;0,00;6h55min;-482,00 +WINJ26;06/02/2026 14:05:00;06/02/2026 14:40:00;35min;1;1;V;186.835,00;186.980,00;192.250,00;No;29,00;145,00;49;29,00;145,00;0,00;0,00;0,00;1d21h;-453,00 +WINJ26;06/02/2026 17:40:00;06/02/2026 18:15:00;35min;1;1;V;187.040,00;187.165,00;192.250,00;Sim;25,00;125,00;50;25,00;125,00;0,00;0,00;0,00;3h35min;-428,00 +WINJ26;09/02/2026 17:20:00;09/02/2026 18:15:00;55min;1;1;V;190.545,00;190.445,00;192.250,00;Sim;-20,00;-100,00;51;-20,00;-100,00;0,00;0,00;0,00;2d23h;-448,00 +WINJ26;10/02/2026 12:40:00;10/02/2026 13:25:00;45min;1;1;V;190.585,00;190.760,00;192.250,00;Sim;35,00;175,00;52;35,00;175,00;0,00;0,00;0,00;19h20min;-413,00 +WINJ26;11/02/2026 10:35:00;11/02/2026 11:30:00;55min;1;1;V;193.365,00;192.200,00;192.250,00;Sim;-233,00;-1.165,00;53;-233,00;-1.165,00;0,00;0,00;0,00;21h55min;-646,00 +WINJ26;13/02/2026 10:25:00;13/02/2026 11:20:00;55min;1;1;C;189.085,00;188.945,00;192.250,00;No;-28,00;-140,00;54;-28,00;-140,00;0,00;0,00;0,00;1d23h;-674,00 +WINJ26;13/02/2026 11:45:00;13/02/2026 12:30:00;45min;1;1;C;188.385,00;188.875,00;192.250,00;Sim;98,00;490,00;55;98,00;490,00;0,00;0,00;0,00;1h20min;-576,00 +WINJ26;18/02/2026 13:10:00;18/02/2026 13:25:00;15min;1;1;V;190.280,00;190.960,00;192.250,00;No;136,00;680,00;56;136,00;680,00;0,00;0,00;0,00;5d1h;-440,00 +WINJ26;20/02/2026 10:40:00;20/02/2026 11:20:00;40min;1;1;C;190.755,00;190.745,00;192.250,00;No;-2,00;-10,00;57;-2,00;-10,00;0,00;0,00;0,00;1d21h;-442,00 +WINJ26;20/02/2026 14:35:00;20/02/2026 14:50:00;15min;1;1;C;191.665,00;192.135,00;192.250,00;No;94,00;470,00;58;94,00;470,00;0,00;0,00;0,00;3h55min;-348,00 +WINJ26;23/02/2026 10:05:00;23/02/2026 10:10:00;5min;1;1;C;192.910,00;193.150,00;192.250,00;No;48,00;240,00;59;48,00;240,00;0,00;0,00;0,00;2d19h;-300,00 +WINJ26;23/02/2026 12:05:00;23/02/2026 12:15:00;10min;1;1;V;193.480,00;194.040,00;192.250,00;Sim;112,00;560,00;60;112,00;560,00;0,00;0,00;0,00;2h;-188,00 +WINJ26;23/02/2026 15:35:00;23/02/2026 16:05:00;30min;1;1;V;192.565,00;192.790,00;192.250,00;No;45,00;225,00;61;45,00;225,00;0,00;0,00;0,00;3h30min;-143,00 +WINJ26;23/02/2026 16:25:00;23/02/2026 17:10:00;45min;1;1;C;192.470,00;192.485,00;192.250,00;Sim;3,00;15,00;62;3,00;15,00;0,00;0,00;0,00;50min;-140,00 +WINJ26;24/02/2026 09:25:00;24/02/2026 10:20:00;55min;1;1;V;193.600,00;193.475,00;192.250,00;Sim;-25,00;-125,00;63;-25,00;-125,00;0,00;0,00;0,00;17h;-165,00 +WINJ26;24/02/2026 10:40:00;24/02/2026 10:50:00;10min;1;1;V;193.260,00;193.690,00;192.250,00;Sim;86,00;430,00;64;86,00;430,00;0,00;0,00;0,00;1h15min;-79,00 +WINJ26;24/02/2026 13:35:00;24/02/2026 14:30:00;55min;1;1;V;195.235,00;194.985,00;192.250,00;Sim;-50,00;-250,00;65;-50,00;-250,00;0,00;0,00;0,00;2h55min;-129,00 +WINJ26;25/02/2026 09:30:00;25/02/2026 10:05:00;35min;1;1;V;196.035,00;196.370,00;192.250,00;Sim;67,00;335,00;66;67,00;335,00;0,00;0,00;0,00;19h55min;-62,00 +WINJ26;25/02/2026 15:05:00;25/02/2026 15:15:00;10min;1;1;V;194.800,00;195.000,00;192.250,00;No;40,00;200,00;67;40,00;200,00;0,00;0,00;0,00;5h35min;-22,00 +WINJ26;25/02/2026 16:20:00;25/02/2026 17:15:00;55min;1;1;C;194.200,00;193.910,00;192.250,00;No;-58,00;-290,00;68;-58,00;-290,00;0,00;0,00;0,00;1h15min;-80,00 +WINJ26;26/02/2026 17:55:00;26/02/2026 18:10:00;15min;1;1;V;194.220,00;194.275,00;192.250,00;No;11,00;55,00;69;11,00;55,00;0,00;0,00;0,00;1d1h;-69,00 +WINJ26;27/02/2026 17:20:00;27/02/2026 17:25:00;5min;1;1;C;192.075,00;192.145,00;192.250,00;Sim;14,00;70,00;70;14,00;70,00;0,00;0,00;0,00;23h25min;-55,00 +WINJ26;02/03/2026 09:15:00;02/03/2026 10:10:00;55min;1;1;C;191.035,00;190.205,00;192.250,00;Sim;-166,00;-830,00;71;-166,00;-830,00;0,00;0,00;0,00;2d15h;-221,00 +WINJ26;02/03/2026 17:20:00; - ; - ;1;0;C;192.225,00;192.235,00;192.235,00;No;2,00;10,00;72;2,00;10,00;0,00;0,00;0,00;8h5min;-219,00 diff --git a/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v45_volume_por_horario15min.csv b/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v45_volume_por_horario15min.csv new file mode 100644 index 0000000..c30d90a --- /dev/null +++ b/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v45_volume_por_horario15min.csv @@ -0,0 +1,46 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 02/03/2025 +Data Final: 02/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;26/08/2025 18:00:00;26/08/2025 18:15:00;15min;1;1;C;149.000,00;149.050,00;192.265,00;No;10,00;50,00;1;10,00;50,00;0,00;0,00;0,00; - ;10,00 +WINJ26;01/09/2025 13:15:00;02/09/2025 09:45:00;20h30min;1;1;V;150.600,00;152.000,00;192.265,00;No;280,00;1.400,00;2;280,00;1.400,00;0,00;0,00;0,00;5d19h;290,00 +WINJ26;25/09/2025 09:15:00;25/09/2025 10:15:00;1h;1;1;V;156.250,00;157.700,00;192.265,00;Sim;290,00;1.450,00;3;290,00;1.450,00;0,00;0,00;0,00;23d20h;580,00 +WINJ26;15/10/2025 11:15:00;15/10/2025 13:00:00;1h45min;1;1;C;151.200,00;151.200,00;192.265,00;No;0;0;4;0;0;0,00;0,00;0,00;20d2h;580,00 +WINJ26;23/10/2025 12:15:00;23/10/2025 12:45:00;30min;1;1;V;153.950,00;153.700,00;192.265,00;No;-50,00;-250,00;5;-50,00;-250,00;0,00;0,00;0,00;8d1h;530,00 +WINJ26;05/12/2025 11:30:00;05/12/2025 13:00:00;1h30min;1;1;V;170.835,00;171.570,00;192.265,00;Sim;147,00;735,00;6;147,00;735,00;0,00;0,00;0,00;1m11d23h;677,00 +WINJ26;09/12/2025 17:30:00;10/12/2025 09:00:00;15h30min;1;1;V;165.750,00;165.225,00;192.265,00;No;-105,00;-525,00;7;-105,00;-525,00;0,00;0,00;0,00;4d6h;572,00 +WINJ26;10/12/2025 10:15:00;10/12/2025 10:30:00;15min;1;1;V;164.850,00;165.030,00;192.265,00;No;36,00;180,00;8;36,00;180,00;0,00;0,00;0,00;16h45min;608,00 +WINJ26;12/12/2025 12:15:00;12/12/2025 13:30:00;1h15min;1;1;V;166.300,00;166.900,00;192.265,00;Sim;120,00;600,00;9;120,00;600,00;0,00;0,00;0,00;2d2h;728,00 +WINJ26;15/12/2025 13:45:00;15/12/2025 15:15:00;1h30min;1;1;V;169.100,00;169.565,00;192.265,00;Sim;93,00;465,00;10;93,00;465,00;0,00;0,00;0,00;3d1h;821,00 +WINJ26;17/12/2025 11:30:00;17/12/2025 14:15:00;2h45min;1;1;C;163.775,00;163.740,00;192.265,00;No;-7,00;-35,00;11;-7,00;-35,00;0,00;0,00;0,00;1d21h;814,00 +WINJ26;23/12/2025 10:00:00;23/12/2025 12:45:00;2h45min;1;1;V;166.380,00;165.025,00;192.265,00;No;-271,00;-1.355,00;12;-271,00;-1.355,00;0,00;0,00;0,00;5d22h;543,00 +WINJ26;23/12/2025 15:15:00;23/12/2025 18:00:00;2h45min;1;1;V;166.590,00;166.230,00;192.265,00;Sim;-72,00;-360,00;13;-72,00;-360,00;0,00;0,00;0,00;5h15min;471,00 +WINJ26;26/12/2025 10:15:00;26/12/2025 11:45:00;1h30min;1;1;C;165.975,00;166.015,00;192.265,00;No;8,00;40,00;14;8,00;40,00;0,00;0,00;0,00;2d19h;479,00 +WINJ26;29/12/2025 09:30:00;29/12/2025 10:30:00;1h;1;1;V;166.705,00;167.005,00;192.265,00;Sim;60,00;300,00;15;60,00;300,00;0,00;0,00;0,00;2d23h;539,00 +WINJ26;29/12/2025 11:30:00;29/12/2025 14:15:00;2h45min;1;1;C;166.510,00;166.045,00;192.265,00;No;-93,00;-465,00;16;-93,00;-465,00;0,00;0,00;0,00;2h;446,00 +WINJ26;02/01/2026 09:15:00;02/01/2026 09:30:00;15min;1;1;C;167.715,00;167.610,00;192.265,00;No;-21,00;-105,00;17;-21,00;-105,00;0,00;0,00;0,00;3d21h;425,00 +WINJ26;06/01/2026 11:30:00;06/01/2026 14:15:00;2h45min;1;1;V;169.390,00;169.305,00;192.265,00;Sim;-17,00;-85,00;18;-17,00;-85,00;0,00;0,00;0,00;4d2h;408,00 +WINJ26;08/01/2026 09:30:00;08/01/2026 09:45:00;15min;1;1;C;167.460,00;167.630,00;192.265,00;Sim;34,00;170,00;19;34,00;170,00;0,00;0,00;0,00;1d22h;442,00 +WINJ26;12/01/2026 09:15:00;12/01/2026 11:45:00;2h30min;1;1;C;168.975,00;168.540,00;192.265,00;No;-87,00;-435,00;20;-87,00;-435,00;0,00;0,00;0,00;3d23h;355,00 +WINJ26;13/01/2026 10:45:00;13/01/2026 13:30:00;2h45min;1;1;C;167.910,00;167.085,00;192.265,00;Sim;-165,00;-825,00;21;-165,00;-825,00;0,00;0,00;0,00;1d1h;190,00 +WINJ26;15/01/2026 10:45:00;15/01/2026 11:45:00;1h;1;1;V;170.010,00;170.305,00;192.265,00;Sim;59,00;295,00;22;59,00;295,00;0,00;0,00;0,00;2d;249,00 +WINJ26;20/01/2026 10:00:00;20/01/2026 11:15:00;1h15min;1;1;C;169.010,00;169.310,00;192.265,00;No;60,00;300,00;23;60,00;300,00;0,00;0,00;0,00;4d23h;309,00 +WINJ26;23/01/2026 12:45:00;23/01/2026 15:00:00;2h15min;1;1;V;181.920,00;182.130,00;192.265,00;Sim;42,00;210,00;24;42,00;210,00;0,00;0,00;0,00;3d2h;351,00 +WINJ26;23/01/2026 18:00:00;26/01/2026 10:30:00;2d16h;1;1;V;183.870,00;184.095,00;192.265,00;Sim;45,00;225,00;25;45,00;225,00;0,00;0,00;0,00;5h15min;396,00 +WINJ26;30/01/2026 16:00:00;02/02/2026 09:00:00;2d17h;1;1;C;186.180,00;184.655,00;192.265,00;No;-305,00;-1.525,00;26;-305,00;-1.525,00;0,00;0,00;0,00;6d22h;91,00 +WINJ26;04/02/2026 17:00:00;04/02/2026 18:15:00;1h15min;1;1;C;185.455,00;186.115,00;192.265,00;Sim;132,00;660,00;27;132,00;660,00;0,00;0,00;0,00;5d1h;223,00 +WINJ26;05/02/2026 12:00:00;05/02/2026 12:15:00;15min;1;1;V;186.700,00;187.535,00;192.265,00;Sim;167,00;835,00;28;167,00;835,00;0,00;0,00;0,00;19h;390,00 +WINJ26;09/02/2026 09:15:00;09/02/2026 12:00:00;2h45min;1;1;V;188.270,00;187.650,00;192.265,00;Sim;-124,00;-620,00;29;-124,00;-620,00;0,00;0,00;0,00;3d21h;266,00 +WINJ26;11/02/2026 10:15:00;11/02/2026 13:00:00;2h45min;1;1;V;193.300,00;191.810,00;192.265,00;Sim;-298,00;-1.490,00;30;-298,00;-1.490,00;0,00;0,00;0,00;2d1h;-32,00 +WINJ26;12/02/2026 15:45:00;12/02/2026 17:45:00;2h;1;1;C;191.565,00;192.210,00;192.265,00;No;129,00;645,00;31;129,00;645,00;0,00;0,00;0,00;1d5h;97,00 +WINJ26;13/02/2026 12:30:00;13/02/2026 13:30:00;1h;1;1;C;188.875,00;189.405,00;192.265,00;Sim;106,00;530,00;32;106,00;530,00;0,00;0,00;0,00;20h45min;203,00 +WINJ26;18/02/2026 13:30:00;18/02/2026 14:00:00;30min;1;1;V;189.975,00;190.075,00;192.265,00;No;20,00;100,00;33;20,00;100,00;0,00;0,00;0,00;5d1h;223,00 +WINJ26;19/02/2026 10:15:00;19/02/2026 11:45:00;1h30min;1;1;V;190.010,00;189.830,00;192.265,00;No;-36,00;-180,00;34;-36,00;-180,00;0,00;0,00;0,00;20h45min;187,00 +WINJ26;20/02/2026 11:30:00;20/02/2026 11:45:00;15min;1;1;C;191.115,00;191.325,00;192.265,00;No;42,00;210,00;35;42,00;210,00;0,00;0,00;0,00;1d1h;229,00 +WINJ26;24/02/2026 09:30:00;24/02/2026 12:15:00;2h45min;1;1;V;194.605,00;193.240,00;192.265,00;Sim;-273,00;-1.365,00;36;-273,00;-1.365,00;0,00;0,00;0,00;3d22h;-44,00 +WINJ26;25/02/2026 10:15:00;25/02/2026 10:45:00;30min;1;1;V;195.155,00;195.870,00;192.265,00;Sim;143,00;715,00;37;143,00;715,00;0,00;0,00;0,00;1d;99,00 +WINJ26;26/02/2026 12:45:00;26/02/2026 13:30:00;45min;1;1;C;193.110,00;193.930,00;192.265,00;No;164,00;820,00;38;164,00;820,00;0,00;0,00;0,00;1d2h;263,00 +WINJ26;27/02/2026 09:30:00;27/02/2026 12:15:00;2h45min;1;1;C;193.430,00;193.070,00;192.265,00;No;-72,00;-360,00;39;-72,00;-360,00;0,00;0,00;0,00;20h45min;191,00 +WINJ26;02/03/2026 10:30:00;02/03/2026 12:00:00;1h30min;1;1;C;190.695,00;191.375,00;192.265,00;Sim;136,00;680,00;40;136,00;680,00;0,00;0,00;0,00;3d1h;327,00 diff --git a/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v45_volume_por_horario30min.csv b/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v45_volume_por_horario30min.csv new file mode 100644 index 0000000..448c717 --- /dev/null +++ b/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v45_volume_por_horario30min.csv @@ -0,0 +1,26 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 02/03/2025 +Data Final: 02/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;27/08/2025 09:00:00;28/08/2025 09:00:00;1d;1;1;C;148.200,00;151.000,00;192.260,00;No;560,00;2.800,00;1;560,00;2.800,00;0,00;0,00;0,00; - ;560,00 +WINJ26;01/09/2025 13:00:00;02/09/2025 10:00:00;21h;1;1;V;150.500,00;152.000,00;192.260,00;No;300,00;1.500,00;2;300,00;1.500,00;0,00;0,00;0,00;5d4h;860,00 +WINJ26;25/09/2025 10:00:00;25/09/2025 10:30:00;30min;1;1;V;156.000,00;156.250,00;192.260,00;Sim;50,00;250,00;3;50,00;250,00;0,00;0,00;0,00;23d21h;910,00 +WINJ26;04/11/2025 10:00:00;04/11/2025 16:00:00;6h;1;1;V;158.520,00;158.430,00;192.260,00;Sim;-18,00;-90,00;4;-18,00;-90,00;0,00;0,00;0,00;1m9d;892,00 +WINJ26;12/11/2025 09:30:00;12/11/2025 12:30:00;3h;1;1;V;165.300,00;166.300,00;192.260,00;Sim;200,00;1.000,00;5;200,00;1.000,00;0,00;0,00;0,00;7d23h;1.092,00 +WINJ26;09/12/2025 12:00:00;09/12/2025 13:00:00;1h;1;1;C;163.700,00;164.830,00;192.260,00;No;226,00;1.130,00;6;226,00;1.130,00;0,00;0,00;0,00;27d2h;1.318,00 +WINJ26;16/12/2025 17:00:00;17/12/2025 13:00:00;20h;1;1;C;166.200,00;163.480,00;192.260,00;No;-544,00;-2.720,00;7;-544,00;-2.720,00;0,00;0,00;0,00;7d5h;774,00 +WINJ26;23/12/2025 15:30:00;26/12/2025 09:30:00;2d18h;1;1;V;165.790,00;166.390,00;192.260,00;Sim;120,00;600,00;8;120,00;600,00;0,00;0,00;0,00;6d22h;894,00 +WINJ26;29/12/2025 09:30:00;29/12/2025 11:00:00;1h30min;1;1;V;166.510,00;167.005,00;192.260,00;Sim;99,00;495,00;9;99,00;495,00;0,00;0,00;0,00;5d18h;993,00 +WINJ26;30/12/2025 11:00:00;30/12/2025 16:30:00;5h30min;1;1;V;167.650,00;167.200,00;192.260,00;Sim;-90,00;-450,00;10;-90,00;-450,00;0,00;0,00;0,00;1d1h;903,00 +WINJ26;20/01/2026 10:00:00;20/01/2026 12:00:00;2h;1;1;C;169.010,00;170.520,00;192.260,00;No;302,00;1.510,00;11;302,00;1.510,00;0,00;0,00;0,00;20d23h;1.205,00 +WINJ26;28/01/2026 12:30:00;28/01/2026 16:00:00;3h30min;1;1;V;187.955,00;188.475,00;192.260,00;Sim;104,00;520,00;12;104,00;520,00;0,00;0,00;0,00;8d2h;1.309,00 +WINJ26;29/01/2026 13:30:00;30/01/2026 09:30:00;20h;1;1;C;187.690,00;187.670,00;192.260,00;No;-4,00;-20,00;13;-4,00;-20,00;0,00;0,00;0,00;1d1h;1.305,00 +WINJ26;30/01/2026 16:00:00;02/02/2026 10:00:00;2d18h;1;1;C;186.180,00;186.765,00;192.260,00;Sim;117,00;585,00;14;117,00;585,00;0,00;0,00;0,00;1d2h;1.422,00 +WINJ26;09/02/2026 10:30:00;09/02/2026 16:00:00;5h30min;1;1;V;190.105,00;187.640,00;192.260,00;No;-493,00;-2.465,00;15;-493,00;-2.465,00;0,00;0,00;0,00;9d18h;929,00 +WINJ26;11/02/2026 12:30:00;11/02/2026 18:00:00;5h30min;1;1;V;194.180,00;192.495,00;192.260,00;Sim;-337,00;-1.685,00;16;-337,00;-1.685,00;0,00;0,00;0,00;2d2h;592,00 +WINJ26;12/02/2026 16:00:00;13/02/2026 12:00:00;20h;1;1;C;191.680,00;187.795,00;192.260,00;No;-777,00;-3.885,00;17;-777,00;-3.885,00;0,00;0,00;0,00;1d3h;-185,00 +WINJ26;25/02/2026 10:30:00;25/02/2026 11:00:00;30min;1;1;V;194.965,00;195.645,00;192.260,00;Sim;136,00;680,00;18;136,00;680,00;0,00;0,00;0,00;12d18h;-49,00 +WINJ26;26/02/2026 13:00:00;26/02/2026 16:00:00;3h;1;1;C;193.370,00;193.800,00;192.260,00;No;86,00;430,00;19;86,00;430,00;0,00;0,00;0,00;1d2h;37,00 +WINJ26;02/03/2026 11:30:00;02/03/2026 14:30:00;3h;1;1;C;190.460,00;191.805,00;192.260,00;Sim;269,00;1.345,00;20;269,00;1.345,00;0,00;0,00;0,00;3d22h;306,00 diff --git a/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v45_volume_por_horario60min.csv b/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v45_volume_por_horario60min.csv new file mode 100644 index 0000000..be7e582 --- /dev/null +++ b/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v45_volume_por_horario60min.csv @@ -0,0 +1,18 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 02/03/2025 +Data Final: 02/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;27/08/2025 09:00:00;28/08/2025 09:00:00;1d;1;1;C;148.200,00;151.000,00;192.220,00;No;560,00;2.800,00;1;560,00;2.800,00;0,00;0,00;0,00; - ;560,00 +WINJ26;25/09/2025 10:00:00;25/09/2025 11:00:00;1h;1;1;V;155.750,00;156.250,00;192.220,00;No;100,00;500,00;2;100,00;500,00;0,00;0,00;0,00;1m1d1h;660,00 +WINJ26;04/11/2025 10:00:00;05/11/2025 12:00:00;1d2h;1;1;V;160.120,00;158.430,00;192.220,00;Sim;-338,00;-1.690,00;3;-338,00;-1.690,00;0,00;0,00;0,00;1m9d;322,00 +WINJ26;18/11/2025 11:00:00;19/11/2025 18:00:00;1d7h;1;1;C;164.500,00;163.470,00;192.220,00;No;-206,00;-1.030,00;4;-206,00;-1.030,00;0,00;0,00;0,00;14d1h;116,00 +WINJ26;28/11/2025 17:00:00;01/12/2025 11:00:00;2d18h;1;1;V;165.945,00;166.915,00;192.220,00;Sim;194,00;970,00;5;194,00;970,00;0,00;0,00;0,00;10d6h;310,00 +WINJ26;15/12/2025 15:00:00;16/12/2025 10:00:00;19h;1;1;V;167.270,00;169.100,00;192.220,00;Sim;366,00;1.830,00;6;366,00;1.830,00;0,00;0,00;0,00;16d22h;676,00 +WINJ26;29/12/2025 10:00:00;29/12/2025 13:00:00;3h;1;1;V;166.250,00;166.885,00;192.220,00;No;127,00;635,00;7;127,00;635,00;0,00;0,00;0,00;13d19h;803,00 +WINJ26;30/12/2025 11:00:00;02/01/2026 09:00:00;2d22h;1;1;V;167.265,00;167.200,00;192.220,00;Sim;-13,00;-65,00;8;-13,00;-65,00;0,00;0,00;0,00;1d1h;790,00 +WINJ26;28/01/2026 13:00:00;29/01/2026 13:00:00;1d;1;1;V;186.785,00;188.670,00;192.220,00;Sim;377,00;1.885,00;9;377,00;1.885,00;0,00;0,00;0,00;1m1d2h;1.167,00 +WINJ26;13/02/2026 14:00:00;19/02/2026 09:00:00;5d19h;1;1;C;189.405,00;190.465,00;192.220,00;No;212,00;1.060,00;10;212,00;1.060,00;0,00;0,00;0,00;16d1h;1.379,00 +WINJ26;25/02/2026 11:00:00;25/02/2026 16:00:00;5h;1;1;V;194.310,00;194.965,00;192.220,00;Sim;131,00;655,00;11;131,00;655,00;0,00;0,00;0,00;11d21h;1.510,00 +WINJ26;02/03/2026 12:00:00;02/03/2026 15:00:00;3h;1;1;C;191.375,00;192.040,00;192.220,00;No;133,00;665,00;12;133,00;665,00;0,00;0,00;0,00;5d1h;1.643,00 diff --git a/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v47_orb_confirmacao_dupla02min.csv b/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v47_orb_confirmacao_dupla02min.csv new file mode 100644 index 0000000..1e1c1a2 --- /dev/null +++ b/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v47_orb_confirmacao_dupla02min.csv @@ -0,0 +1,18 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 02/03/2025 +Data Final: 02/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;29/12/2025 14:50:00;29/12/2025 14:52:00;2min;1;1;V;166.265,00;166.290,00;192.285,00;No;5,00;25,00;1;5,00;25,00;0,00;0,00;0,00; - ;5,00 +WINJ26;29/12/2025 17:16:00;29/12/2025 17:36:00;20min;1;1;V;166.185,00;166.345,00;192.285,00;Sim;32,00;160,00;2;32,00;160,00;0,00;0,00;0,00;2h26min;37,00 +WINJ26;06/01/2026 11:36:00;06/01/2026 11:38:00;2min;1;1;C;169.290,00;169.445,00;192.285,00;No;31,00;155,00;3;31,00;155,00;0,00;0,00;0,00;7d18h;68,00 +WINJ26;06/01/2026 16:48:00;06/01/2026 17:12:00;24min;1;1;C;169.130,00;169.195,00;192.285,00;Sim;13,00;65,00;4;13,00;65,00;0,00;0,00;0,00;5h12min;81,00 +WINJ26;09/01/2026 16:22:00;09/01/2026 16:50:00;28min;1;1;C;169.035,00;169.075,00;192.285,00;Sim;8,00;40,00;5;8,00;40,00;0,00;0,00;0,00;2d23h;89,00 +WINJ26;02/02/2026 16:12:00;02/02/2026 16:34:00;22min;1;1;C;186.555,00;186.390,00;192.285,00;No;-33,00;-165,00;6;-33,00;-165,00;0,00;0,00;0,00;23d23h;56,00 +WINJ26;05/02/2026 12:32:00;05/02/2026 12:44:00;12min;1;1;C;186.895,00;187.100,00;192.285,00;No;41,00;205,00;7;41,00;205,00;0,00;0,00;0,00;2d20h;97,00 +WINJ26;11/02/2026 17:26:00;11/02/2026 17:28:00;2min;1;1;C;193.840,00;194.025,00;192.285,00;No;37,00;185,00;8;37,00;185,00;0,00;0,00;0,00;6d4h;134,00 +WINJ26;18/02/2026 18:16:00;19/02/2026 09:12:00;14h56min;1;1;V;190.430,00;189.995,00;192.285,00;Sim;-87,00;-435,00;9;-87,00;-435,00;0,00;0,00;0,00;7d;47,00 +WINJ26;24/02/2026 15:02:00;24/02/2026 15:24:00;22min;1;1;C;195.005,00;194.820,00;192.285,00;No;-37,00;-185,00;10;-37,00;-185,00;0,00;0,00;0,00;5d20h;10,00 +WINJ26;24/02/2026 16:28:00;24/02/2026 16:30:00;2min;1;1;C;194.770,00;194.815,00;192.285,00;Sim;9,00;45,00;11;9,00;45,00;0,00;0,00;0,00;1h26min;19,00 +WINJ26;26/02/2026 15:48:00;26/02/2026 16:10:00;22min;1;1;V;193.895,00;193.760,00;192.285,00;Sim;-27,00;-135,00;12;-27,00;-135,00;0,00;0,00;0,00;1d23h;-8,00 diff --git a/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v47_orb_confirmacao_dupla05min.csv b/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v47_orb_confirmacao_dupla05min.csv new file mode 100644 index 0000000..3627212 --- /dev/null +++ b/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v47_orb_confirmacao_dupla05min.csv @@ -0,0 +1,8 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 02/03/2025 +Data Final: 02/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;09/09/2025 09:00:00;09/09/2025 09:05:00;5min;1;1;V;152.550,00;152.300,00;192.260,00;No;-50,00;-250,00;1;-50,00;-250,00;0,00;0,00;0,00; - ;-50,00 +WINJ26;27/01/2026 15:20:00;27/01/2026 16:15:00;55min;1;1;C;187.310,00;187.265,00;192.260,00;No;-9,00;-45,00;2;-9,00;-45,00;0,00;0,00;0,00;4m17d6h;-59,00 diff --git a/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v47_orb_confirmacao_dupla15min.csv b/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v47_orb_confirmacao_dupla15min.csv new file mode 100644 index 0000000..83dd780 --- /dev/null +++ b/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v47_orb_confirmacao_dupla15min.csv @@ -0,0 +1,8 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 02/03/2025 +Data Final: 02/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;27/11/2025 11:15:00;27/11/2025 16:00:00;4h45min;1;1;V;165.810,00;165.940,00;192.260,00;No;26,00;130,00;1;26,00;130,00;0,00;0,00;0,00; - ;26,00 +WINJ26;05/12/2025 11:30:00;05/12/2025 13:00:00;1h30min;1;1;V;170.835,00;171.570,00;192.260,00;Sim;147,00;735,00;2;147,00;735,00;0,00;0,00;0,00;8d;173,00 diff --git a/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v47_orb_confirmacao_dupla60min.csv b/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v47_orb_confirmacao_dupla60min.csv new file mode 100644 index 0000000..585caf1 --- /dev/null +++ b/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v47_orb_confirmacao_dupla60min.csv @@ -0,0 +1,9 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 02/03/2025 +Data Final: 02/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;23/10/2025 18:00:00;28/10/2025 10:00:00;4d16h;1;1;V;155.150,00;154.600,00;192.235,00;No;-110,00;-550,00;1;-110,00;-550,00;0,00;0,00;0,00; - ;-110,00 +WINJ26;05/12/2025 13:00:00;05/12/2025 14:00:00;1h;1;1;V;168.900,00;170.835,00;192.235,00;Sim;387,00;1.935,00;2;387,00;1.935,00;0,00;0,00;0,00;1m11d19h;277,00 +WINJ26;29/01/2026 12:00:00;29/01/2026 13:00:00;1h;1;1;V;186.785,00;189.110,00;192.235,00;Sim;465,00;2.325,00;3;465,00;2.325,00;0,00;0,00;0,00;1m23d23h;742,00 diff --git a/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v4_divergencia_confirmada02min64%.csv b/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v4_divergencia_confirmada02min64%.csv new file mode 100644 index 0000000..558146f --- /dev/null +++ b/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v4_divergencia_confirmada02min64%.csv @@ -0,0 +1,190 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 02/03/2025 +Data Final: 02/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;19/12/2025 15:38:00;19/12/2025 15:52:00;14min;1;1;C;165.010,00;165.100,00;192.290,00;No;18,00;90,00;1;18,00;90,00;0,00;0,00;0,00; - ;18,00 +WINJ26;19/12/2025 17:46:00;19/12/2025 18:08:00;22min;1;1;C;164.655,00;164.855,00;192.290,00;Sim;40,00;200,00;2;40,00;200,00;0,00;0,00;0,00;2h8min;58,00 +WINJ26;22/12/2025 09:56:00;22/12/2025 11:02:00;1h6min;1;1;C;164.710,00;164.430,00;192.290,00;No;-56,00;-280,00;3;-56,00;-280,00;0,00;0,00;0,00;2d16h;2,00 +WINJ26;22/12/2025 11:42:00;22/12/2025 12:08:00;26min;1;1;C;163.535,00;163.920,00;192.290,00;Sim;77,00;385,00;4;77,00;385,00;0,00;0,00;0,00;1h46min;79,00 +WINJ26;22/12/2025 15:08:00;22/12/2025 15:36:00;28min;1;1;C;164.280,00;164.255,00;192.290,00;No;-5,00;-25,00;5;-5,00;-25,00;0,00;0,00;0,00;3h26min;74,00 +WINJ26;22/12/2025 16:12:00;22/12/2025 16:14:00;2min;1;1;C;164.385,00;164.365,00;192.290,00;No;-4,00;-20,00;6;-4,00;-20,00;0,00;0,00;0,00;1h4min;70,00 +WINJ26;23/12/2025 09:02:00;23/12/2025 10:02:00;1h;1;1;V;164.950,00;164.440,00;192.290,00;No;-102,00;-510,00;7;-102,00;-510,00;0,00;0,00;0,00;16h50min;-32,00 +WINJ26;23/12/2025 10:20:00;23/12/2025 10:36:00;16min;1;1;V;165.255,00;165.715,00;192.290,00;Sim;92,00;460,00;8;92,00;460,00;0,00;0,00;0,00;1h18min;60,00 +WINJ26;23/12/2025 12:28:00;23/12/2025 12:46:00;18min;1;1;V;166.300,00;166.525,00;192.290,00;Sim;45,00;225,00;9;45,00;225,00;0,00;0,00;0,00;2h8min;105,00 +WINJ26;23/12/2025 18:08:00;23/12/2025 18:20:00;12min;1;1;V;166.530,00;166.745,00;192.290,00;Sim;43,00;215,00;10;43,00;215,00;0,00;0,00;0,00;5h40min;148,00 +WINJ26;26/12/2025 16:18:00;29/12/2025 09:02:00;2d16h;1;1;V;167.230,00;166.725,00;192.290,00;No;-101,00;-505,00;11;-101,00;-505,00;0,00;0,00;0,00;2d22h;47,00 +WINJ26;29/12/2025 17:06:00;29/12/2025 17:36:00;30min;1;1;V;166.185,00;166.305,00;192.290,00;No;24,00;120,00;12;24,00;120,00;0,00;0,00;0,00;3d;71,00 +WINJ26;30/12/2025 09:04:00;30/12/2025 10:04:00;1h;1;1;V;167.540,00;166.930,00;192.290,00;Sim;-122,00;-610,00;13;-122,00;-610,00;0,00;0,00;0,00;15h58min;-51,00 +WINJ26;30/12/2025 13:34:00;30/12/2025 13:50:00;16min;1;1;V;167.565,00;167.775,00;192.290,00;Sim;42,00;210,00;14;42,00;210,00;0,00;0,00;0,00;4h30min;-9,00 +WINJ26;30/12/2025 14:36:00;30/12/2025 15:20:00;44min;1;1;V;167.735,00;167.820,00;192.290,00;Sim;17,00;85,00;15;17,00;85,00;0,00;0,00;0,00;1h2min;8,00 +WINJ26;30/12/2025 17:28:00;30/12/2025 17:38:00;10min;1;1;V;167.625,00;167.640,00;192.290,00;No;3,00;15,00;16;3,00;15,00;0,00;0,00;0,00;2h52min;11,00 +WINJ26;02/01/2026 11:04:00;02/01/2026 11:16:00;12min;1;1;C;166.665,00;167.150,00;192.290,00;No;97,00;485,00;17;97,00;485,00;0,00;0,00;0,00;2d17h;108,00 +WINJ26;02/01/2026 13:00:00;02/01/2026 15:20:00;2h20min;1;1;C;166.355,00;166.080,00;192.290,00;Sim;-55,00;-275,00;18;-55,00;-275,00;0,00;0,00;0,00;1h56min;53,00 +WINJ26;02/01/2026 15:26:00;02/01/2026 15:50:00;24min;1;1;V;165.910,00;166.030,00;192.290,00;No;24,00;120,00;19;24,00;120,00;0,00;0,00;0,00;2h26min;77,00 +WINJ26;05/01/2026 09:38:00;05/01/2026 09:48:00;10min;1;1;V;166.580,00;166.815,00;192.290,00;Sim;47,00;235,00;20;47,00;235,00;0,00;0,00;0,00;2d18h;124,00 +WINJ26;05/01/2026 10:00:00;05/01/2026 10:42:00;42min;1;1;C;166.535,00;166.175,00;192.290,00;No;-72,00;-360,00;21;-72,00;-360,00;0,00;0,00;0,00;22min;52,00 +WINJ26;05/01/2026 11:22:00;05/01/2026 11:38:00;16min;1;1;V;166.465,00;166.725,00;192.290,00;No;52,00;260,00;22;52,00;260,00;0,00;0,00;0,00;1h22min;104,00 +WINJ26;05/01/2026 12:14:00;05/01/2026 14:28:00;2h14min;1;1;V;167.405,00;166.450,00;192.290,00;No;-191,00;-955,00;23;-191,00;-955,00;0,00;0,00;0,00;52min;-87,00 +WINJ26;05/01/2026 14:40:00;05/01/2026 15:46:00;1h6min;1;1;V;167.675,00;167.520,00;192.290,00;Sim;-31,00;-155,00;24;-31,00;-155,00;0,00;0,00;0,00;2h26min;-118,00 +WINJ26;05/01/2026 16:02:00;05/01/2026 16:26:00;24min;1;1;V;167.690,00;167.835,00;192.290,00;Sim;29,00;145,00;25;29,00;145,00;0,00;0,00;0,00;1h22min;-89,00 +WINJ26;05/01/2026 17:22:00;05/01/2026 17:32:00;10min;1;1;C;167.520,00;167.680,00;192.290,00;No;32,00;160,00;26;32,00;160,00;0,00;0,00;0,00;1h20min;-57,00 +WINJ26;06/01/2026 09:20:00;06/01/2026 11:00:00;1h40min;1;1;V;169.355,00;168.545,00;192.290,00;Sim;-162,00;-810,00;27;-162,00;-810,00;0,00;0,00;0,00;15h58min;-219,00 +WINJ26;06/01/2026 11:30:00;06/01/2026 11:40:00;10min;1;1;C;169.305,00;169.420,00;192.290,00;No;23,00;115,00;28;23,00;115,00;0,00;0,00;0,00;2h10min;-196,00 +WINJ26;06/01/2026 15:20:00;06/01/2026 15:38:00;18min;1;1;C;169.335,00;169.365,00;192.290,00;No;6,00;30,00;29;6,00;30,00;0,00;0,00;0,00;3h50min;-190,00 +WINJ26;06/01/2026 15:52:00;06/01/2026 16:18:00;26min;1;1;V;169.390,00;169.500,00;192.290,00;Sim;22,00;110,00;30;22,00;110,00;0,00;0,00;0,00;32min;-168,00 +WINJ26;07/01/2026 09:48:00;07/01/2026 12:36:00;2h48min;1;1;C;169.090,00;167.585,00;192.290,00;Sim;-301,00;-1.505,00;31;-301,00;-1.505,00;0,00;0,00;0,00;17h56min;-469,00 +WINJ26;08/01/2026 09:26:00;08/01/2026 09:32:00;6min;1;1;V;167.330,00;167.535,00;192.290,00;No;41,00;205,00;32;41,00;205,00;0,00;0,00;0,00;23h38min;-428,00 +WINJ26;08/01/2026 10:52:00;08/01/2026 11:30:00;38min;1;1;C;167.675,00;167.850,00;192.290,00;Sim;35,00;175,00;33;35,00;175,00;0,00;0,00;0,00;1h26min;-393,00 +WINJ26;08/01/2026 11:32:00;08/01/2026 11:52:00;20min;1;1;V;167.805,00;167.920,00;192.290,00;Sim;23,00;115,00;34;23,00;115,00;0,00;0,00;0,00;40min;-370,00 +WINJ26;08/01/2026 15:52:00;08/01/2026 16:58:00;1h6min;1;1;V;168.075,00;167.995,00;192.290,00;Sim;-16,00;-80,00;35;-16,00;-80,00;0,00;0,00;0,00;4h20min;-386,00 +WINJ26;08/01/2026 17:54:00;09/01/2026 09:12:00;15h18min;1;1;V;168.140,00;168.215,00;192.290,00;Sim;15,00;75,00;36;15,00;75,00;0,00;0,00;0,00;2h2min;-371,00 +WINJ26;09/01/2026 10:08:00;09/01/2026 11:02:00;54min;1;1;V;169.045,00;168.300,00;192.290,00;Sim;-149,00;-745,00;37;-149,00;-745,00;0,00;0,00;0,00;16h14min;-520,00 +WINJ26;09/01/2026 11:40:00;09/01/2026 12:18:00;38min;1;1;V;169.285,00;169.280,00;192.290,00;Sim;-1,00;-5,00;38;-1,00;-5,00;0,00;0,00;0,00;1h32min;-521,00 +WINJ26;09/01/2026 15:14:00;09/01/2026 17:16:00;2h2min;1;1;C;169.335,00;169.050,00;192.290,00;No;-57,00;-285,00;39;-57,00;-285,00;0,00;0,00;0,00;3h34min;-578,00 +WINJ26;09/01/2026 17:56:00;12/01/2026 09:02:00;2d15h;1;1;C;168.725,00;168.705,00;192.290,00;Sim;-4,00;-20,00;40;-4,00;-20,00;0,00;0,00;0,00;2h42min;-582,00 +WINJ26;12/01/2026 12:44:00;12/01/2026 13:12:00;28min;1;1;V;168.670,00;168.820,00;192.290,00;No;30,00;150,00;41;30,00;150,00;0,00;0,00;0,00;2d18h;-552,00 +WINJ26;13/01/2026 09:04:00;13/01/2026 09:08:00;4min;1;1;V;168.400,00;168.725,00;192.290,00;No;65,00;325,00;42;65,00;325,00;0,00;0,00;0,00;20h20min;-487,00 +WINJ26;13/01/2026 09:34:00;13/01/2026 10:32:00;58min;1;1;C;167.860,00;167.865,00;192.290,00;Sim;1,00;5,00;43;1,00;5,00;0,00;0,00;0,00;30min;-486,00 +WINJ26;13/01/2026 11:12:00;13/01/2026 11:32:00;20min;1;1;V;167.765,00;168.125,00;192.290,00;No;72,00;360,00;44;72,00;360,00;0,00;0,00;0,00;1h38min;-414,00 +WINJ26;13/01/2026 12:26:00;13/01/2026 12:52:00;26min;1;1;C;167.140,00;167.285,00;192.290,00;Sim;29,00;145,00;45;29,00;145,00;0,00;0,00;0,00;1h14min;-385,00 +WINJ26;13/01/2026 14:42:00;13/01/2026 14:46:00;4min;1;1;C;167.280,00;167.370,00;192.290,00;No;18,00;90,00;46;18,00;90,00;0,00;0,00;0,00;2h16min;-367,00 +WINJ26;13/01/2026 18:02:00;14/01/2026 09:00:00;14h58min;1;1;C;167.110,00;167.305,00;192.290,00;Sim;39,00;195,00;47;39,00;195,00;0,00;0,00;0,00;3h20min;-328,00 +WINJ26;14/01/2026 09:52:00;14/01/2026 09:54:00;2min;1;1;C;167.995,00;167.980,00;192.290,00;No;-3,00;-15,00;48;-3,00;-15,00;0,00;0,00;0,00;15h50min;-331,00 +WINJ26;14/01/2026 11:12:00;14/01/2026 11:22:00;10min;1;1;C;167.600,00;168.170,00;192.290,00;Sim;114,00;570,00;49;114,00;570,00;0,00;0,00;0,00;1h20min;-217,00 +WINJ26;14/01/2026 15:50:00;14/01/2026 17:04:00;1h14min;1;1;V;169.700,00;169.475,00;192.290,00;Sim;-45,00;-225,00;50;-45,00;-225,00;0,00;0,00;0,00;4h38min;-262,00 +WINJ26;14/01/2026 17:42:00;15/01/2026 09:02:00;15h20min;1;1;V;170.355,00;170.265,00;192.290,00;Sim;-18,00;-90,00;51;-18,00;-90,00;0,00;0,00;0,00;1h52min;-280,00 +WINJ26;15/01/2026 09:48:00;15/01/2026 10:16:00;28min;1;1;V;170.560,00;170.570,00;192.290,00;Sim;2,00;10,00;52;2,00;10,00;0,00;0,00;0,00;16h6min;-278,00 +WINJ26;15/01/2026 11:34:00;15/01/2026 12:02:00;28min;1;1;C;170.180,00;170.305,00;192.290,00;No;25,00;125,00;53;25,00;125,00;0,00;0,00;0,00;1h46min;-253,00 +WINJ26;15/01/2026 12:30:00;15/01/2026 12:32:00;2min;1;1;C;170.380,00;170.450,00;192.290,00;No;14,00;70,00;54;14,00;70,00;0,00;0,00;0,00;56min;-239,00 +WINJ26;15/01/2026 16:28:00;15/01/2026 18:06:00;1h38min;1;1;C;171.070,00;170.680,00;192.290,00;No;-78,00;-390,00;55;-78,00;-390,00;0,00;0,00;0,00;3h58min;-317,00 +WINJ26;16/01/2026 09:54:00;16/01/2026 11:48:00;1h54min;1;1;C;170.930,00;169.830,00;192.290,00;Sim;-220,00;-1.100,00;56;-220,00;-1.100,00;0,00;0,00;0,00;17h26min;-537,00 +WINJ26;16/01/2026 12:42:00;16/01/2026 12:52:00;10min;1;1;C;169.155,00;169.415,00;192.290,00;Sim;52,00;260,00;57;52,00;260,00;0,00;0,00;0,00;2h48min;-485,00 +WINJ26;16/01/2026 13:24:00;16/01/2026 13:58:00;34min;1;1;V;169.505,00;169.505,00;192.290,00;No;0;0;58;0;0;0,00;0,00;0,00;42min;-485,00 +WINJ26;16/01/2026 15:32:00;16/01/2026 15:48:00;16min;1;1;V;169.600,00;169.665,00;192.290,00;Sim;13,00;65,00;59;13,00;65,00;0,00;0,00;0,00;2h8min;-472,00 +WINJ26;19/01/2026 12:00:00;19/01/2026 12:18:00;18min;1;1;V;169.575,00;169.745,00;192.290,00;Sim;34,00;170,00;60;34,00;170,00;0,00;0,00;0,00;2d20h;-438,00 +WINJ26;19/01/2026 13:04:00;19/01/2026 13:46:00;42min;1;1;V;169.865,00;169.775,00;192.290,00;Sim;-18,00;-90,00;61;-18,00;-90,00;0,00;0,00;0,00;1h4min;-456,00 +WINJ26;20/01/2026 09:18:00;20/01/2026 09:48:00;30min;1;1;C;168.355,00;168.800,00;192.290,00;Sim;89,00;445,00;62;89,00;445,00;0,00;0,00;0,00;20h14min;-367,00 +WINJ26;20/01/2026 09:52:00;20/01/2026 10:16:00;24min;1;1;V;168.660,00;168.810,00;192.290,00;No;30,00;150,00;63;30,00;150,00;0,00;0,00;0,00;34min;-337,00 +WINJ26;20/01/2026 12:14:00;20/01/2026 12:22:00;8min;1;1;C;170.215,00;170.550,00;192.290,00;No;67,00;335,00;64;67,00;335,00;0,00;0,00;0,00;2h22min;-270,00 +WINJ26;20/01/2026 12:36:00;20/01/2026 13:44:00;1h8min;1;1;V;171.190,00;170.880,00;192.290,00;Sim;-62,00;-310,00;65;-62,00;-310,00;0,00;0,00;0,00;22min;-332,00 +WINJ26;20/01/2026 13:50:00;20/01/2026 13:58:00;8min;1;1;C;171.075,00;171.255,00;192.290,00;No;36,00;180,00;66;36,00;180,00;0,00;0,00;0,00;1h14min;-296,00 +WINJ26;20/01/2026 15:42:00;20/01/2026 15:46:00;4min;1;1;V;170.830,00;170.950,00;192.290,00;Sim;24,00;120,00;67;24,00;120,00;0,00;0,00;0,00;1h52min;-272,00 +WINJ26;20/01/2026 16:22:00;20/01/2026 16:24:00;2min;1;1;V;170.615,00;170.655,00;192.290,00;No;8,00;40,00;68;8,00;40,00;0,00;0,00;0,00;40min;-264,00 +WINJ26;21/01/2026 10:14:00;21/01/2026 12:26:00;2h12min;1;1;V;174.395,00;173.440,00;192.290,00;Sim;-191,00;-955,00;69;-191,00;-955,00;0,00;0,00;0,00;17h52min;-455,00 +WINJ26;21/01/2026 14:10:00;21/01/2026 14:16:00;6min;1;1;V;174.915,00;175.050,00;192.290,00;Sim;27,00;135,00;70;27,00;135,00;0,00;0,00;0,00;3h56min;-428,00 +WINJ26;21/01/2026 15:18:00;21/01/2026 18:12:00;2h54min;1;1;V;176.820,00;175.195,00;192.290,00;Sim;-325,00;-1.625,00;71;-325,00;-1.625,00;0,00;0,00;0,00;1h8min;-753,00 +WINJ26;22/01/2026 09:06:00;22/01/2026 10:08:00;1h2min;1;1;V;177.620,00;177.305,00;192.290,00;Sim;-63,00;-315,00;72;-63,00;-315,00;0,00;0,00;0,00;17h48min;-816,00 +WINJ26;22/01/2026 12:40:00;22/01/2026 13:32:00;52min;1;1;V;181.750,00;182.510,00;192.290,00;Sim;152,00;760,00;73;152,00;760,00;0,00;0,00;0,00;3h34min;-664,00 +WINJ26;22/01/2026 15:48:00;22/01/2026 16:30:00;42min;1;1;C;181.150,00;181.150,00;192.290,00;No;0;0;74;0;0;0,00;0,00;0,00;3h8min;-664,00 +WINJ26;22/01/2026 16:56:00;22/01/2026 17:32:00;36min;1;1;C;180.750,00;180.875,00;192.290,00;Sim;25,00;125,00;75;25,00;125,00;0,00;0,00;0,00;1h8min;-639,00 +WINJ26;23/01/2026 14:50:00;23/01/2026 15:22:00;32min;1;1;C;182.075,00;182.150,00;192.290,00;No;15,00;75,00;76;15,00;75,00;0,00;0,00;0,00;21h54min;-624,00 +WINJ26;23/01/2026 15:50:00;23/01/2026 17:50:00;2h;1;1;V;184.400,00;182.700,00;192.290,00;Sim;-340,00;-1.700,00;77;-340,00;-1.700,00;0,00;0,00;0,00;1h;-964,00 +WINJ26;26/01/2026 09:06:00;26/01/2026 09:32:00;26min;1;1;V;185.100,00;186.240,00;192.290,00;Sim;228,00;1.140,00;78;228,00;1.140,00;0,00;0,00;0,00;2d17h;-736,00 +WINJ26;26/01/2026 10:38:00;26/01/2026 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09:52:00;50min;1;1;V;188.005,00;187.735,00;192.290,00;Sim;-54,00;-270,00;133;-54,00;-270,00;0,00;0,00;0,00;2d16h;-578,00 +WINJ26;09/02/2026 12:56:00;09/02/2026 13:14:00;18min;1;1;C;187.975,00;188.070,00;192.290,00;No;19,00;95,00;134;19,00;95,00;0,00;0,00;0,00;3h54min;-559,00 +WINJ26;09/02/2026 13:32:00;09/02/2026 14:56:00;1h24min;1;1;V;189.360,00;188.325,00;192.290,00;Sim;-207,00;-1.035,00;135;-207,00;-1.035,00;0,00;0,00;0,00;36min;-766,00 +WINJ26;09/02/2026 15:30:00;09/02/2026 16:48:00;1h18min;1;1;V;190.275,00;189.885,00;192.290,00;Sim;-78,00;-390,00;136;-78,00;-390,00;0,00;0,00;0,00;1h58min;-844,00 +WINJ26;10/02/2026 12:00:00;10/02/2026 13:08:00;1h8min;1;1;V;190.650,00;190.215,00;192.290,00;Sim;-87,00;-435,00;137;-87,00;-435,00;0,00;0,00;0,00;20h30min;-931,00 +WINJ26;10/02/2026 13:10:00;10/02/2026 13:14:00;4min;1;1;C;190.690,00;190.805,00;192.290,00;No;23,00;115,00;138;23,00;115,00;0,00;0,00;0,00;1h10min;-908,00 +WINJ26;10/02/2026 13:22:00;10/02/2026 16:10:00;2h48min;1;1;C;190.645,00;189.645,00;192.290,00;Sim;-200,00;-1.000,00;139;-200,00;-1.000,00;0,00;0,00;0,00;12min;-1.108,00 +WINJ26;10/02/2026 16:36:00;10/02/2026 17:42:00;1h6min;1;1;V;190.325,00;189.735,00;192.290,00;No;-118,00;-590,00;140;-118,00;-590,00;0,00;0,00;0,00;3h14min;-1.226,00 +WINJ26;11/02/2026 11:22:00;11/02/2026 11:54:00;32min;1;1;V;193.160,00;193.230,00;192.290,00;Sim;14,00;70,00;141;14,00;70,00;0,00;0,00;0,00;18h46min;-1.212,00 +WINJ26;11/02/2026 12:22:00;11/02/2026 12:44:00;22min;1;1;C;192.580,00;192.735,00;192.290,00;No;31,00;155,00;142;31,00;155,00;0,00;0,00;0,00;1h;-1.181,00 +WINJ26;11/02/2026 12:58:00;11/02/2026 14:30:00;1h32min;1;1;V;194.525,00;193.255,00;192.290,00;Sim;-254,00;-1.270,00;143;-254,00;-1.270,00;0,00;0,00;0,00;36min;-1.435,00 +WINJ26;12/02/2026 09:26:00;12/02/2026 10:06:00;40min;1;1;C;193.150,00;193.380,00;192.290,00;No;46,00;230,00;144;46,00;230,00;0,00;0,00;0,00;20h28min;-1.389,00 +WINJ26;12/02/2026 10:22:00;12/02/2026 10:46:00;24min;1;1;V;193.215,00;193.555,00;192.290,00;Sim;68,00;340,00;145;68,00;340,00;0,00;0,00;0,00;56min;-1.321,00 +WINJ26;12/02/2026 11:18:00;12/02/2026 11:42:00;24min;1;1;V;193.380,00;193.555,00;192.290,00;No;35,00;175,00;146;35,00;175,00;0,00;0,00;0,00;56min;-1.286,00 +WINJ26;12/02/2026 11:44:00;12/02/2026 12:02:00;18min;1;1;C;193.410,00;193.700,00;192.290,00;No;58,00;290,00;147;58,00;290,00;0,00;0,00;0,00;26min;-1.228,00 +WINJ26;12/02/2026 13:04:00;12/02/2026 13:38:00;34min;1;1;C;193.350,00;192.905,00;192.290,00;Sim;-89,00;-445,00;148;-89,00;-445,00;0,00;0,00;0,00;1h20min;-1.317,00 +WINJ26;13/02/2026 09:28:00;13/02/2026 10:34:00;1h6min;1;1;C;189.335,00;189.205,00;192.290,00;Sim;-26,00;-130,00;149;-26,00;-130,00;0,00;0,00;0,00;20h24min;-1.343,00 +WINJ26;13/02/2026 13:02:00;13/02/2026 13:18:00;16min;1;1;C;188.665,00;188.975,00;192.290,00;Sim;62,00;310,00;150;62,00;310,00;0,00;0,00;0,00;3h34min;-1.281,00 +WINJ26;18/02/2026 14:02:00;18/02/2026 14:20:00;18min;1;1;C;189.915,00;190.220,00;192.290,00;No;61,00;305,00;151;61,00;305,00;0,00;0,00;0,00;5d1h;-1.220,00 +WINJ26;18/02/2026 15:46:00;18/02/2026 16:02:00;16min;1;1;C;189.415,00;189.570,00;192.290,00;Sim;31,00;155,00;152;31,00;155,00;0,00;0,00;0,00;1h44min;-1.189,00 +WINJ26;18/02/2026 17:48:00;19/02/2026 09:38:00;15h50min;1;1;V;190.080,00;189.300,00;192.290,00;No;-156,00;-780,00;153;-156,00;-780,00;0,00;0,00;0,00;2h2min;-1.345,00 +WINJ26;19/02/2026 10:10:00;19/02/2026 10:18:00;8min;1;1;C;189.870,00;190.240,00;192.290,00;No;74,00;370,00;154;74,00;370,00;0,00;0,00;0,00;16h22min;-1.271,00 +WINJ26;19/02/2026 11:30:00;19/02/2026 11:50:00;20min;1;1;C;190.090,00;190.200,00;192.290,00;No;22,00;110,00;155;22,00;110,00;0,00;0,00;0,00;1h20min;-1.249,00 +WINJ26;19/02/2026 12:32:00;19/02/2026 13:46:00;1h14min;1;1;V;192.180,00;191.790,00;192.290,00;Sim;-78,00;-390,00;156;-78,00;-390,00;0,00;0,00;0,00;1h2min;-1.327,00 +WINJ26;19/02/2026 14:28:00;19/02/2026 14:48:00;20min;1;1;V;192.195,00;192.425,00;192.290,00;Sim;46,00;230,00;157;46,00;230,00;0,00;0,00;0,00;1h56min;-1.281,00 +WINJ26;19/02/2026 16:42:00;19/02/2026 17:04:00;22min;1;1;C;191.730,00;191.830,00;192.290,00;No;20,00;100,00;158;20,00;100,00;0,00;0,00;0,00;2h14min;-1.261,00 +WINJ26;19/02/2026 18:10:00;20/02/2026 09:02:00;14h52min;1;1;V;191.905,00;192.300,00;192.290,00;No;79,00;395,00;159;79,00;395,00;0,00;0,00;0,00;1h28min;-1.182,00 +WINJ26;20/02/2026 09:36:00;20/02/2026 10:16:00;40min;1;1;C;190.920,00;190.820,00;192.290,00;Sim;-20,00;-100,00;160;-20,00;-100,00;0,00;0,00;0,00;15h26min;-1.202,00 +WINJ26;20/02/2026 13:26:00;20/02/2026 13:36:00;10min;1;1;C;191.945,00;192.145,00;192.290,00;No;40,00;200,00;161;40,00;200,00;0,00;0,00;0,00;3h50min;-1.162,00 +WINJ26;20/02/2026 15:02:00;20/02/2026 17:32:00;2h30min;1;1;V;193.945,00;192.470,00;192.290,00;Sim;-295,00;-1.475,00;162;-295,00;-1.475,00;0,00;0,00;0,00;1h36min;-1.457,00 +WINJ26;23/02/2026 09:04:00;23/02/2026 10:04:00;1h;1;1;C;193.760,00;193.000,00;192.290,00;No;-152,00;-760,00;163;-152,00;-760,00;0,00;0,00;0,00;2d18h;-1.609,00 +WINJ26;23/02/2026 11:40:00;23/02/2026 12:06:00;26min;1;1;V;193.950,00;193.930,00;192.290,00;Sim;-4,00;-20,00;164;-4,00;-20,00;0,00;0,00;0,00;2h36min;-1.613,00 +WINJ26;23/02/2026 12:24:00;23/02/2026 14:02:00;1h38min;1;1;C;193.450,00;192.555,00;192.290,00;Sim;-179,00;-895,00;165;-179,00;-895,00;0,00;0,00;0,00;44min;-1.792,00 +WINJ26;23/02/2026 15:30:00;23/02/2026 15:46:00;16min;1;1;V;192.740,00;192.890,00;192.290,00;No;30,00;150,00;166;30,00;150,00;0,00;0,00;0,00;3h6min;-1.762,00 +WINJ26;24/02/2026 09:10:00;24/02/2026 09:34:00;24min;1;1;V;193.125,00;193.360,00;192.290,00;Sim;47,00;235,00;167;47,00;235,00;0,00;0,00;0,00;17h40min;-1.715,00 +WINJ26;24/02/2026 10:02:00;24/02/2026 10:08:00;6min;1;1;C;193.310,00;193.455,00;192.290,00;Sim;29,00;145,00;168;29,00;145,00;0,00;0,00;0,00;52min;-1.686,00 +WINJ26;24/02/2026 11:48:00;24/02/2026 13:46:00;1h58min;1;1;V;194.895,00;193.645,00;192.290,00;Sim;-250,00;-1.250,00;169;-250,00;-1.250,00;0,00;0,00;0,00;1h46min;-1.936,00 +WINJ26;24/02/2026 15:54:00;24/02/2026 16:34:00;40min;1;1;C;194.990,00;194.915,00;192.290,00;No;-15,00;-75,00;170;-15,00;-75,00;0,00;0,00;0,00;4h6min;-1.951,00 +WINJ26;25/02/2026 11:22:00;25/02/2026 11:40:00;18min;1;1;V;195.150,00;195.315,00;192.290,00;Sim;33,00;165,00;171;33,00;165,00;0,00;0,00;0,00;19h28min;-1.918,00 +WINJ26;25/02/2026 13:18:00;25/02/2026 13:34:00;16min;1;1;V;194.510,00;194.690,00;192.290,00;No;36,00;180,00;172;36,00;180,00;0,00;0,00;0,00;1h56min;-1.882,00 +WINJ26;26/02/2026 09:58:00;26/02/2026 10:20:00;22min;1;1;V;194.240,00;194.150,00;192.290,00;No;-18,00;-90,00;173;-18,00;-90,00;0,00;0,00;0,00;20h40min;-1.900,00 +WINJ26;26/02/2026 10:54:00;26/02/2026 10:58:00;4min;1;1;V;194.075,00;194.140,00;192.290,00;No;13,00;65,00;174;13,00;65,00;0,00;0,00;0,00;56min;-1.887,00 +WINJ26;26/02/2026 11:26:00;26/02/2026 12:40:00;1h14min;1;1;C;194.200,00;192.980,00;192.290,00;Sim;-244,00;-1.220,00;175;-244,00;-1.220,00;0,00;0,00;0,00;32min;-2.131,00 +WINJ26;26/02/2026 13:04:00;26/02/2026 13:44:00;40min;1;1;V;193.650,00;193.325,00;192.290,00;No;-65,00;-325,00;176;-65,00;-325,00;0,00;0,00;0,00;1h38min;-2.196,00 +WINJ26;26/02/2026 14:04:00;26/02/2026 14:34:00;30min;1;1;C;193.420,00;193.475,00;192.290,00;Sim;11,00;55,00;177;11,00;55,00;0,00;0,00;0,00;1h;-2.185,00 +WINJ26;26/02/2026 15:38:00;26/02/2026 17:24:00;1h46min;1;1;V;194.165,00;193.745,00;192.290,00;Sim;-84,00;-420,00;178;-84,00;-420,00;0,00;0,00;0,00;1h34min;-2.269,00 +WINJ26;27/02/2026 14:14:00;27/02/2026 15:02:00;48min;1;1;C;192.760,00;192.550,00;192.290,00;Sim;-42,00;-210,00;179;-42,00;-210,00;0,00;0,00;0,00;22h36min;-2.311,00 +WINJ26;27/02/2026 17:04:00;27/02/2026 17:08:00;4min;1;1;V;191.845,00;191.900,00;192.290,00;No;11,00;55,00;180;11,00;55,00;0,00;0,00;0,00;2h50min;-2.300,00 +WINJ26;02/03/2026 10:18:00;02/03/2026 10:46:00;28min;1;1;V;190.545,00;190.465,00;192.290,00;No;-16,00;-80,00;181;-16,00;-80,00;0,00;0,00;0,00;2d17h;-2.316,00 +WINJ26;02/03/2026 13:00:00;02/03/2026 13:10:00;10min;1;1;C;191.005,00;191.385,00;192.290,00;Sim;76,00;380,00;182;76,00;380,00;0,00;0,00;0,00;2h42min;-2.240,00 +WINJ26;02/03/2026 14:52:00;02/03/2026 15:22:00;30min;1;1;V;191.850,00;191.885,00;192.290,00;Sim;7,00;35,00;183;7,00;35,00;0,00;0,00;0,00;1h52min;-2.233,00 +WINJ26;02/03/2026 17:12:00; - ; - ;1;0;C;192.200,00;192.250,00;192.250,00;No;10,00;50,00;184;10,00;50,00;0,00;0,00;0,00;2h20min;-2.223,00 diff --git a/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v4_divergencia_confirmada05min.csv b/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v4_divergencia_confirmada05min.csv new file mode 100644 index 0000000..295749b --- /dev/null +++ b/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v4_divergencia_confirmada05min.csv @@ -0,0 +1,103 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 02/03/2025 +Data Final: 02/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;21/10/2025 12:15:00;21/10/2025 13:55:00;1h40min;1;1;V;152.500,00;153.100,00;192.275,00;No;120,00;600,00;1;120,00;600,00;0,00;0,00;0,00; - ;120,00 +WINJ26;05/11/2025 10:50:00;06/11/2025 15:25:00;1d4h;1;1;V;161.800,00;159.620,00;192.275,00;Sim;-436,00;-2.180,00;2;-436,00;-2.180,00;0,00;0,00;0,00;14d22h;-316,00 +WINJ26;13/11/2025 09:05:00;13/11/2025 14:05:00;5h;1;1;V;165.640,00;166.000,00;192.275,00;Sim;72,00;360,00;3;72,00;360,00;0,00;0,00;0,00;7d22h;-244,00 +WINJ26;19/11/2025 18:20:00;21/11/2025 14:35:00;1d20h;1;1;C;163.200,00;162.635,00;192.275,00;No;-113,00;-565,00;4;-113,00;-565,00;0,00;0,00;0,00;6d9h;-357,00 +WINJ26;28/11/2025 14:05:00;28/11/2025 18:15:00;4h10min;1;1;V;166.770,00;166.900,00;192.275,00;Sim;26,00;130,00;5;26,00;130,00;0,00;0,00;0,00;8d19h;-331,00 +WINJ26;17/12/2025 17:40:00;17/12/2025 18:00:00;20min;1;1;V;163.850,00;163.870,00;192.275,00;No;4,00;20,00;6;4,00;20,00;0,00;0,00;0,00;19d3h;-327,00 +WINJ26;18/12/2025 09:50:00;18/12/2025 10:20:00;30min;1;1;C;163.385,00;163.945,00;192.275,00;No;112,00;560,00;7;112,00;560,00;0,00;0,00;0,00;16h10min;-215,00 +WINJ26;18/12/2025 13:00:00;18/12/2025 14:10:00;1h10min;1;1;V;164.585,00;164.805,00;192.275,00;Sim;44,00;220,00;8;44,00;220,00;0,00;0,00;0,00;3h10min;-171,00 +WINJ26;18/12/2025 16:50:00;18/12/2025 17:40:00;50min;1;1;C;164.320,00;164.555,00;192.275,00;No;47,00;235,00;9;47,00;235,00;0,00;0,00;0,00;3h50min;-124,00 +WINJ26;18/12/2025 17:50:00;19/12/2025 09:25:00;15h35min;1;1;V;164.540,00;164.670,00;192.275,00;No;26,00;130,00;10;26,00;130,00;0,00;0,00;0,00;1h;-98,00 +WINJ26;19/12/2025 12:50:00;19/12/2025 13:10:00;20min;1;1;C;165.550,00;165.605,00;192.275,00;No;11,00;55,00;11;11,00;55,00;0,00;0,00;0,00;19h;-87,00 +WINJ26;19/12/2025 14:50:00;22/12/2025 09:00:00;2d18h;1;1;C;165.180,00;165.430,00;192.275,00;Sim;50,00;250,00;12;50,00;250,00;0,00;0,00;0,00;2h;-37,00 +WINJ26;22/12/2025 13:00:00;22/12/2025 15:10:00;2h10min;1;1;V;164.205,00;164.135,00;192.275,00;No;-14,00;-70,00;13;-14,00;-70,00;0,00;0,00;0,00;2d22h;-51,00 +WINJ26;22/12/2025 17:25:00;22/12/2025 17:35:00;10min;1;1;V;164.255,00;164.405,00;192.275,00;Sim;30,00;150,00;14;30,00;150,00;0,00;0,00;0,00;4h25min;-21,00 +WINJ26;23/12/2025 11:50:00;23/12/2025 15:10:00;3h20min;1;1;V;166.310,00;165.910,00;192.275,00;Sim;-80,00;-400,00;15;-80,00;-400,00;0,00;0,00;0,00;18h25min;-101,00 +WINJ26;23/12/2025 18:10:00;26/12/2025 09:05:00;2d14h;1;1;V;165.720,00;166.705,00;192.275,00;Sim;197,00;985,00;16;197,00;985,00;0,00;0,00;0,00;6h20min;96,00 +WINJ26;26/12/2025 13:30:00;26/12/2025 14:10:00;40min;1;1;C;166.195,00;166.465,00;192.275,00;No;54,00;270,00;17;54,00;270,00;0,00;0,00;0,00;2d19h;150,00 +WINJ26;26/12/2025 14:45:00;29/12/2025 09:30:00;2d18h;1;1;V;167.005,00;166.490,00;192.275,00;No;-103,00;-515,00;18;-103,00;-515,00;0,00;0,00;0,00;1h15min;47,00 +WINJ26;29/12/2025 11:50:00;29/12/2025 11:55:00;5min;1;1;V;166.395,00;166.545,00;192.275,00;Sim;30,00;150,00;19;30,00;150,00;0,00;0,00;0,00;2d21h;77,00 +WINJ26;29/12/2025 12:15:00;29/12/2025 14:25:00;2h10min;1;1;C;166.185,00;166.105,00;192.275,00;Sim;-16,00;-80,00;20;-16,00;-80,00;0,00;0,00;0,00;25min;61,00 +WINJ26;29/12/2025 17:00:00;29/12/2025 17:45:00;45min;1;1;V;166.070,00;166.175,00;192.275,00;No;21,00;105,00;21;21,00;105,00;0,00;0,00;0,00;4h45min;82,00 +WINJ26;30/12/2025 09:25:00;30/12/2025 10:50:00;1h25min;1;1;V;167.335,00;167.545,00;192.275,00;Sim;42,00;210,00;22;42,00;210,00;0,00;0,00;0,00;16h25min;124,00 +WINJ26;30/12/2025 13:15:00;30/12/2025 15:20:00;2h5min;1;1;V;167.735,00;167.660,00;192.275,00;Sim;-15,00;-75,00;23;-15,00;-75,00;0,00;0,00;0,00;3h50min;109,00 +WINJ26;02/01/2026 11:45:00;02/01/2026 15:20:00;3h35min;1;1;C;166.575,00;166.080,00;192.275,00;No;-99,00;-495,00;24;-99,00;-495,00;0,00;0,00;0,00;2d22h;10,00 +WINJ26;05/01/2026 13:45:00;05/01/2026 16:55:00;3h10min;1;1;V;167.635,00;167.265,00;192.275,00;No;-74,00;-370,00;25;-74,00;-370,00;0,00;0,00;0,00;3d2h;-64,00 +WINJ26;05/01/2026 17:10:00;05/01/2026 17:35:00;25min;1;1;C;167.545,00;167.650,00;192.275,00;No;21,00;105,00;26;21,00;105,00;0,00;0,00;0,00;3h25min;-43,00 +WINJ26;06/01/2026 09:55:00;06/01/2026 11:30:00;1h35min;1;1;V;169.305,00;168.835,00;192.275,00;Sim;-94,00;-470,00;27;-94,00;-470,00;0,00;0,00;0,00;16h45min;-137,00 +WINJ26;06/01/2026 13:25:00;06/01/2026 13:30:00;5min;1;1;C;169.245,00;169.405,00;192.275,00;No;32,00;160,00;28;32,00;160,00;0,00;0,00;0,00;3h30min;-105,00 +WINJ26;06/01/2026 14:10:00;06/01/2026 14:25:00;15min;1;1;V;169.370,00;169.570,00;192.275,00;Sim;40,00;200,00;29;40,00;200,00;0,00;0,00;0,00;45min;-65,00 +WINJ26;06/01/2026 15:20:00;06/01/2026 15:55:00;35min;1;1;C;169.335,00;169.510,00;192.275,00;No;35,00;175,00;30;35,00;175,00;0,00;0,00;0,00;1h10min;-30,00 +WINJ26;07/01/2026 09:50:00;07/01/2026 13:30:00;3h40min;1;1;C;169.150,00;167.830,00;192.275,00;Sim;-264,00;-1.320,00;31;-264,00;-1.320,00;0,00;0,00;0,00;18h30min;-294,00 +WINJ26;08/01/2026 09:00:00;08/01/2026 09:20:00;20min;1;1;C;167.500,00;167.500,00;192.275,00;Sim;0;0;32;0;0;0,00;0,00;0,00;23h10min;-294,00 +WINJ26;08/01/2026 17:55:00;09/01/2026 09:15:00;15h20min;1;1;V;168.115,00;168.220,00;192.275,00;No;21,00;105,00;33;21,00;105,00;0,00;0,00;0,00;8h55min;-273,00 +WINJ26;09/01/2026 11:40:00;09/01/2026 12:55:00;1h15min;1;1;V;169.160,00;169.280,00;192.275,00;Sim;24,00;120,00;34;24,00;120,00;0,00;0,00;0,00;17h45min;-249,00 +WINJ26;09/01/2026 18:00:00;12/01/2026 09:15:00;2d15h;1;1;C;168.675,00;168.975,00;192.275,00;No;60,00;300,00;35;60,00;300,00;0,00;0,00;0,00;6h20min;-189,00 +WINJ26;12/01/2026 09:20:00;12/01/2026 09:45:00;25min;1;1;V;168.590,00;168.900,00;192.275,00;No;62,00;310,00;36;62,00;310,00;0,00;0,00;0,00;2d15h;-127,00 +WINJ26;13/01/2026 10:30:00;13/01/2026 10:45:00;15min;1;1;C;167.430,00;167.910,00;192.275,00;Sim;96,00;480,00;37;96,00;480,00;0,00;0,00;0,00;1d1h;-31,00 +WINJ26;13/01/2026 13:30:00;13/01/2026 13:45:00;15min;1;1;C;167.085,00;167.250,00;192.275,00;Sim;33,00;165,00;38;33,00;165,00;0,00;0,00;0,00;3h;2,00 +WINJ26;14/01/2026 10:20:00;14/01/2026 11:05:00;45min;1;1;V;168.005,00;168.375,00;192.275,00;No;74,00;370,00;39;74,00;370,00;0,00;0,00;0,00;20h50min;76,00 +WINJ26;14/01/2026 11:50:00;14/01/2026 12:50:00;1h;1;1;V;168.545,00;168.580,00;192.275,00;Sim;7,00;35,00;40;7,00;35,00;0,00;0,00;0,00;1h30min;83,00 +WINJ26;14/01/2026 12:55:00;14/01/2026 13:25:00;30min;1;1;C;168.625,00;168.790,00;192.275,00;No;33,00;165,00;41;33,00;165,00;0,00;0,00;0,00;1h5min;116,00 +WINJ26;14/01/2026 15:50:00;15/01/2026 10:45:00;18h55min;1;1;V;170.305,00;169.475,00;192.275,00;Sim;-166,00;-830,00;42;-166,00;-830,00;0,00;0,00;0,00;2h55min;-50,00 +WINJ26;15/01/2026 11:20:00;15/01/2026 12:05:00;45min;1;1;C;170.265,00;170.320,00;192.275,00;No;11,00;55,00;43;11,00;55,00;0,00;0,00;0,00;19h30min;-39,00 +WINJ26;15/01/2026 12:45:00;15/01/2026 16:15:00;3h30min;1;1;V;171.050,00;170.505,00;192.275,00;Sim;-109,00;-545,00;44;-109,00;-545,00;0,00;0,00;0,00;1h25min;-148,00 +WINJ26;15/01/2026 16:30:00;15/01/2026 18:15:00;1h45min;1;1;C;171.010,00;170.845,00;192.275,00;No;-33,00;-165,00;45;-33,00;-165,00;0,00;0,00;0,00;3h45min;-181,00 +WINJ26;16/01/2026 11:35:00;16/01/2026 13:30:00;1h55min;1;1;C;169.550,00;169.625,00;192.275,00;Sim;15,00;75,00;46;15,00;75,00;0,00;0,00;0,00;19h5min;-166,00 +WINJ26;16/01/2026 13:35:00;16/01/2026 14:00:00;25min;1;1;V;169.535,00;169.630,00;192.275,00;No;19,00;95,00;47;19,00;95,00;0,00;0,00;0,00;2h;-147,00 +WINJ26;20/01/2026 12:50:00;20/01/2026 14:35:00;1h45min;1;1;V;170.910,00;171.015,00;192.275,00;Sim;21,00;105,00;48;21,00;105,00;0,00;0,00;0,00;3d23h;-126,00 +WINJ26;20/01/2026 14:50:00;20/01/2026 16:55:00;2h5min;1;1;C;170.965,00;170.915,00;192.275,00;No;-10,00;-50,00;49;-10,00;-50,00;0,00;0,00;0,00;2h;-136,00 +WINJ26;21/01/2026 11:10:00;21/01/2026 14:30:00;3h20min;1;1;V;174.820,00;174.045,00;192.275,00;Sim;-155,00;-775,00;50;-155,00;-775,00;0,00;0,00;0,00;20h20min;-291,00 +WINJ26;21/01/2026 16:55:00;22/01/2026 14:25:00;21h30min;1;1;V;180.970,00;176.275,00;192.275,00;Sim;-939,00;-4.695,00;51;-939,00;-4.695,00;0,00;0,00;0,00;5h45min;-1.230,00 +WINJ26;23/01/2026 09:15:00;23/01/2026 10:55:00;1h40min;1;1;V;181.280,00;181.975,00;192.275,00;Sim;139,00;695,00;52;139,00;695,00;0,00;0,00;0,00;1d16h;-1.091,00 +WINJ26;26/01/2026 18:15:00;27/01/2026 09:05:00;14h50min;1;1;C;183.435,00;185.380,00;192.275,00;No;389,00;1.945,00;53;389,00;1.945,00;0,00;0,00;0,00;3d9h;-702,00 +WINJ26;27/01/2026 10:45:00;27/01/2026 14:15:00;3h30min;1;1;V;187.785,00;186.480,00;192.275,00;Sim;-261,00;-1.305,00;54;-261,00;-1.305,00;0,00;0,00;0,00;16h30min;-963,00 +WINJ26;27/01/2026 14:35:00;27/01/2026 17:05:00;2h30min;1;1;C;187.700,00;187.470,00;192.275,00;No;-46,00;-230,00;55;-46,00;-230,00;0,00;0,00;0,00;3h50min;-1.009,00 +WINJ26;28/01/2026 12:25:00;28/01/2026 13:10:00;45min;1;1;C;188.765,00;188.870,00;192.275,00;No;21,00;105,00;56;21,00;105,00;0,00;0,00;0,00;21h50min;-988,00 +WINJ26;28/01/2026 16:55:00;29/01/2026 11:10:00;18h15min;1;1;V;190.770,00;188.650,00;192.275,00;Sim;-424,00;-2.120,00;57;-424,00;-2.120,00;0,00;0,00;0,00;4h30min;-1.412,00 +WINJ26;29/01/2026 16:15:00;29/01/2026 17:00:00;45min;1;1;V;187.975,00;188.205,00;192.275,00;No;46,00;230,00;58;46,00;230,00;0,00;0,00;0,00;23h20min;-1.366,00 +WINJ26;29/01/2026 18:10:00;30/01/2026 10:20:00;16h10min;1;1;C;188.215,00;187.790,00;192.275,00;Sim;-85,00;-425,00;59;-85,00;-425,00;0,00;0,00;0,00;1h55min;-1.451,00 +WINJ26;30/01/2026 12:25:00;30/01/2026 13:05:00;40min;1;1;V;187.590,00;187.960,00;192.275,00;No;74,00;370,00;60;74,00;370,00;0,00;0,00;0,00;18h15min;-1.377,00 +WINJ26;02/02/2026 09:25:00;02/02/2026 10:15:00;50min;1;1;V;186.300,00;186.435,00;192.275,00;No;27,00;135,00;61;27,00;135,00;0,00;0,00;0,00;2d21h;-1.350,00 +WINJ26;02/02/2026 12:05:00;02/02/2026 12:25:00;20min;1;1;C;186.380,00;186.960,00;192.275,00;Sim;116,00;580,00;62;116,00;580,00;0,00;0,00;0,00;2h40min;-1.234,00 +WINJ26;02/02/2026 13:40:00;02/02/2026 15:05:00;1h25min;1;1;V;186.870,00;187.030,00;192.275,00;Sim;32,00;160,00;63;32,00;160,00;0,00;0,00;0,00;1h35min;-1.202,00 +WINJ26;02/02/2026 15:10:00;02/02/2026 17:10:00;2h;1;1;C;186.820,00;186.725,00;192.275,00;No;-19,00;-95,00;64;-19,00;-95,00;0,00;0,00;0,00;1h30min;-1.221,00 +WINJ26;02/02/2026 17:20:00;03/02/2026 12:15:00;18h55min;1;1;V;190.975,00;186.780,00;192.275,00;No;-839,00;-4.195,00;65;-839,00;-4.195,00;0,00;0,00;0,00;2h10min;-2.060,00 +WINJ26;03/02/2026 14:20:00;03/02/2026 16:15:00;1h55min;1;1;C;190.335,00;189.965,00;192.275,00;No;-74,00;-370,00;66;-74,00;-370,00;0,00;0,00;0,00;21h;-2.134,00 +WINJ26;03/02/2026 18:00:00;03/02/2026 18:20:00;20min;1;1;V;190.190,00;190.400,00;192.275,00;Sim;42,00;210,00;67;42,00;210,00;0,00;0,00;0,00;3h40min;-2.092,00 +WINJ26;04/02/2026 09:25:00;04/02/2026 16:50:00;7h25min;1;1;C;189.400,00;185.340,00;192.275,00;Sim;-812,00;-4.060,00;68;-812,00;-4.060,00;0,00;0,00;0,00;15h25min;-2.904,00 +WINJ26;04/02/2026 18:10:00;05/02/2026 12:15:00;18h5min;1;1;V;186.700,00;186.145,00;192.275,00;No;-111,00;-555,00;69;-111,00;-555,00;0,00;0,00;0,00;8h45min;-3.015,00 +WINJ26;05/02/2026 12:40:00;05/02/2026 13:20:00;40min;1;1;C;186.490,00;187.355,00;192.275,00;Sim;173,00;865,00;70;173,00;865,00;0,00;0,00;0,00;18h30min;-2.842,00 +WINJ26;05/02/2026 17:35:00;06/02/2026 09:05:00;15h30min;1;1;C;186.445,00;188.150,00;192.275,00;Sim;341,00;1.705,00;71;341,00;1.705,00;0,00;0,00;0,00;4h55min;-2.501,00 +WINJ26;06/02/2026 10:30:00;06/02/2026 11:05:00;35min;1;1;C;186.200,00;186.645,00;192.275,00;Sim;89,00;445,00;72;89,00;445,00;0,00;0,00;0,00;16h55min;-2.412,00 +WINJ26;06/02/2026 15:30:00;06/02/2026 16:20:00;50min;1;1;C;186.340,00;186.645,00;192.275,00;No;61,00;305,00;73;61,00;305,00;0,00;0,00;0,00;5h;-2.351,00 +WINJ26;06/02/2026 17:15:00;06/02/2026 18:20:00;1h5min;1;1;V;186.945,00;186.985,00;192.275,00;Sim;8,00;40,00;74;8,00;40,00;0,00;0,00;0,00;1h45min;-2.343,00 +WINJ26;09/02/2026 10:25:00;09/02/2026 11:40:00;1h15min;1;1;C;187.630,00;188.180,00;192.275,00;No;110,00;550,00;75;110,00;550,00;0,00;0,00;0,00;2d17h;-2.233,00 +WINJ26;09/02/2026 11:50:00;09/02/2026 12:55:00;1h5min;1;1;V;187.900,00;188.185,00;192.275,00;Sim;57,00;285,00;76;57,00;285,00;0,00;0,00;0,00;1h25min;-2.176,00 +WINJ26;09/02/2026 14:35:00;10/02/2026 09:05:00;18h30min;1;1;V;189.775,00;189.590,00;192.275,00;Sim;-37,00;-185,00;77;-37,00;-185,00;0,00;0,00;0,00;2h45min;-2.213,00 +WINJ26;10/02/2026 15:20:00;10/02/2026 16:35:00;1h15min;1;1;C;190.060,00;189.850,00;192.275,00;No;-42,00;-210,00;78;-42,00;-210,00;0,00;0,00;0,00;1d;-2.255,00 +WINJ26;10/02/2026 17:35:00;10/02/2026 17:50:00;15min;1;1;V;189.940,00;190.555,00;192.275,00;Sim;123,00;615,00;79;123,00;615,00;0,00;0,00;0,00;2h15min;-2.132,00 +WINJ26;11/02/2026 12:40:00;11/02/2026 12:50:00;10min;1;1;C;192.485,00;192.960,00;192.275,00;No;95,00;475,00;80;95,00;475,00;0,00;0,00;0,00;19h5min;-2.037,00 +WINJ26;12/02/2026 13:05:00;12/02/2026 16:20:00;3h15min;1;1;C;193.485,00;192.195,00;192.275,00;No;-258,00;-1.290,00;81;-258,00;-1.290,00;0,00;0,00;0,00;1d;-2.295,00 +WINJ26;12/02/2026 17:10:00;12/02/2026 17:35:00;25min;1;1;V;191.875,00;192.305,00;192.275,00;Sim;86,00;430,00;82;86,00;430,00;0,00;0,00;0,00;4h5min;-2.209,00 +WINJ26;18/02/2026 13:00:00;18/02/2026 13:30:00;30min;1;1;V;190.075,00;190.460,00;192.275,00;No;77,00;385,00;83;77,00;385,00;0,00;0,00;0,00;5d19h;-2.132,00 +WINJ26;19/02/2026 11:45:00;19/02/2026 11:55:00;10min;1;1;C;190.010,00;190.240,00;192.275,00;Sim;46,00;230,00;84;46,00;230,00;0,00;0,00;0,00;22h45min;-2.086,00 +WINJ26;19/02/2026 12:45:00;19/02/2026 15:00:00;2h15min;1;1;V;192.050,00;191.920,00;192.275,00;Sim;-26,00;-130,00;85;-26,00;-130,00;0,00;0,00;0,00;1h;-2.112,00 +WINJ26;19/02/2026 17:20:00;19/02/2026 17:35:00;15min;1;1;C;191.630,00;192.035,00;192.275,00;No;81,00;405,00;86;81,00;405,00;0,00;0,00;0,00;4h35min;-2.031,00 +WINJ26;20/02/2026 09:25:00;20/02/2026 11:25:00;2h;1;1;C;191.075,00;190.950,00;192.275,00;Sim;-25,00;-125,00;87;-25,00;-125,00;0,00;0,00;0,00;16h5min;-2.056,00 +WINJ26;20/02/2026 11:35:00;20/02/2026 14:15:00;2h40min;1;1;V;191.950,00;191.035,00;192.275,00;No;-183,00;-915,00;88;-183,00;-915,00;0,00;0,00;0,00;2h10min;-2.239,00 +WINJ26;23/02/2026 09:45:00;23/02/2026 11:10:00;1h25min;1;1;C;192.730,00;193.190,00;192.275,00;No;92,00;460,00;89;92,00;460,00;0,00;0,00;0,00;2d22h;-2.147,00 +WINJ26;23/02/2026 17:45:00;24/02/2026 10:50:00;17h5min;1;1;V;193.260,00;192.480,00;192.275,00;Sim;-156,00;-780,00;90;-156,00;-780,00;0,00;0,00;0,00;8h;-2.303,00 +WINJ26;24/02/2026 17:35:00;24/02/2026 17:45:00;10min;1;1;C;194.745,00;195.035,00;192.275,00;No;58,00;290,00;91;58,00;290,00;0,00;0,00;0,00;23h50min;-2.245,00 +WINJ26;25/02/2026 15:55:00;25/02/2026 17:35:00;1h40min;1;1;C;194.365,00;194.475,00;192.275,00;Sim;22,00;110,00;92;22,00;110,00;0,00;0,00;0,00;22h20min;-2.223,00 +WINJ26;26/02/2026 10:15:00;26/02/2026 10:25:00;10min;1;1;V;194.185,00;194.690,00;192.275,00;Sim;101,00;505,00;93;101,00;505,00;0,00;0,00;0,00;18h20min;-2.122,00 +WINJ26;27/02/2026 12:20:00;27/02/2026 12:45:00;25min;1;1;C;193.145,00;193.580,00;192.275,00;Sim;87,00;435,00;94;87,00;435,00;0,00;0,00;0,00;1d2h;-2.035,00 +WINJ26;02/03/2026 11:05:00;02/03/2026 11:45:00;40min;1;1;C;189.780,00;190.680,00;192.275,00;Sim;180,00;900,00;95;180,00;900,00;0,00;0,00;0,00;2d22h;-1.855,00 +WINJ26;02/03/2026 12:10:00;02/03/2026 13:00:00;50min;1;1;V;191.005,00;191.590,00;192.275,00;No;117,00;585,00;96;117,00;585,00;0,00;0,00;0,00;1h5min;-1.738,00 +WINJ26;02/03/2026 14:35:00;02/03/2026 17:10:00;2h35min;1;1;V;192.110,00;191.735,00;192.275,00;Sim;-75,00;-375,00;97;-75,00;-375,00;0,00;0,00;0,00;2h25min;-1.813,00 diff --git a/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v4_divergencia_confirmada15min.csv b/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v4_divergencia_confirmada15min.csv new file mode 100644 index 0000000..7804707 --- /dev/null +++ b/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v4_divergencia_confirmada15min.csv @@ -0,0 +1,37 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 02/03/2025 +Data Final: 02/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;03/11/2025 12:15:00;04/11/2025 10:00:00;21h45min;1;1;V;158.430,00;158.620,00;192.355,00;No;38,00;190,00;1;38,00;190,00;0,00;0,00;0,00; - ;38,00 +WINJ26;13/11/2025 09:15:00;13/11/2025 14:00:00;4h45min;1;1;V;165.640,00;166.000,00;192.355,00;Sim;72,00;360,00;2;72,00;360,00;0,00;0,00;0,00;9d21h;110,00 +WINJ26;04/12/2025 09:30:00;05/12/2025 13:00:00;1d3h;1;1;V;170.835,00;170.000,00;192.355,00;Sim;-167,00;-835,00;3;-167,00;-835,00;0,00;0,00;0,00;21d;-57,00 +WINJ26;17/12/2025 10:45:00;17/12/2025 17:30:00;6h45min;1;1;C;163.200,00;164.000,00;192.355,00;No;160,00;800,00;4;160,00;800,00;0,00;0,00;0,00;13d1h;103,00 +WINJ26;19/12/2025 11:15:00;19/12/2025 14:45:00;3h30min;1;1;V;165.150,00;165.195,00;192.355,00;No;9,00;45,00;5;9,00;45,00;0,00;0,00;0,00;2d;112,00 +WINJ26;19/12/2025 17:00:00;22/12/2025 09:00:00;2d16h;1;1;C;165.060,00;165.430,00;192.355,00;No;74,00;370,00;6;74,00;370,00;0,00;0,00;0,00;5h45min;186,00 +WINJ26;22/12/2025 11:45:00;22/12/2025 14:00:00;2h15min;1;1;C;163.790,00;164.520,00;192.355,00;Sim;146,00;730,00;7;146,00;730,00;0,00;0,00;0,00;2d18h;332,00 +WINJ26;23/12/2025 10:30:00;26/12/2025 09:15:00;2d22h;1;1;V;165.980,00;165.390,00;192.355,00;Sim;-118,00;-590,00;8;-118,00;-590,00;0,00;0,00;0,00;22h45min;214,00 +WINJ26;29/12/2025 09:15:00;29/12/2025 10:30:00;1h15min;1;1;V;166.705,00;167.245,00;192.355,00;Sim;108,00;540,00;9;108,00;540,00;0,00;0,00;0,00;5d22h;322,00 +WINJ26;29/12/2025 12:30:00;29/12/2025 17:15:00;4h45min;1;1;C;166.205,00;166.345,00;192.355,00;No;28,00;140,00;10;28,00;140,00;0,00;0,00;0,00;3h15min;350,00 +WINJ26;05/01/2026 09:45:00;05/01/2026 10:30:00;45min;1;1;V;165.975,00;166.515,00;192.355,00;No;108,00;540,00;11;108,00;540,00;0,00;0,00;0,00;6d21h;458,00 +WINJ26;08/01/2026 10:00:00;08/01/2026 15:15:00;5h15min;1;1;V;167.775,00;167.525,00;192.355,00;Sim;-50,00;-250,00;12;-50,00;-250,00;0,00;0,00;0,00;3d;408,00 +WINJ26;08/01/2026 17:45:00;09/01/2026 09:45:00;16h;1;1;V;167.845,00;168.155,00;192.355,00;Sim;62,00;310,00;13;62,00;310,00;0,00;0,00;0,00;7h45min;470,00 +WINJ26;12/01/2026 11:15:00;12/01/2026 12:30:00;1h15min;1;1;C;167.890,00;168.635,00;192.355,00;No;149,00;745,00;14;149,00;745,00;0,00;0,00;0,00;3d17h;619,00 +WINJ26;15/01/2026 11:30:00;15/01/2026 12:15:00;45min;1;1;C;170.290,00;170.375,00;192.355,00;No;17,00;85,00;15;17,00;85,00;0,00;0,00;0,00;3d;636,00 +WINJ26;16/01/2026 17:00:00;16/01/2026 17:45:00;45min;1;1;V;169.550,00;169.665,00;192.355,00;Sim;23,00;115,00;16;23,00;115,00;0,00;0,00;0,00;1d5h;659,00 +WINJ26;20/01/2026 13:30:00;22/01/2026 17:15:00;2d3h;1;1;V;180.590,00;171.250,00;192.355,00;Sim;-1.868,00;-9.340,00;17;-1.868,00;-9.340,00;0,00;0,00;0,00;3d20h;-1.209,00 +WINJ26;26/01/2026 11:30:00;26/01/2026 14:45:00;3h15min;1;1;C;183.185,00;184.130,00;192.355,00;No;189,00;945,00;18;189,00;945,00;0,00;0,00;0,00;5d22h;-1.020,00 +WINJ26;27/01/2026 11:30:00;27/01/2026 15:15:00;3h45min;1;1;V;187.120,00;187.470,00;192.355,00;Sim;70,00;350,00;19;70,00;350,00;0,00;0,00;0,00;1d;-950,00 +WINJ26;03/02/2026 12:00:00;03/02/2026 14:30:00;2h30min;1;1;V;190.200,00;191.565,00;192.355,00;Sim;273,00;1.365,00;20;273,00;1.365,00;0,00;0,00;0,00;7d;-677,00 +WINJ26;03/02/2026 17:00:00;03/02/2026 17:45:00;45min;1;1;C;189.800,00;190.410,00;192.355,00;No;122,00;610,00;21;122,00;610,00;0,00;0,00;0,00;5h;-555,00 +WINJ26;04/02/2026 10:45:00;04/02/2026 18:15:00;7h30min;1;1;C;188.925,00;186.115,00;192.355,00;Sim;-562,00;-2.810,00;22;-562,00;-2.810,00;0,00;0,00;0,00;17h45min;-1.117,00 +WINJ26;05/02/2026 12:45:00;05/02/2026 13:00:00;15min;1;1;C;187.085,00;187.265,00;192.355,00;Sim;36,00;180,00;23;36,00;180,00;0,00;0,00;0,00;1d2h;-1.081,00 +WINJ26;06/02/2026 12:15:00;06/02/2026 13:30:00;1h15min;1;1;C;186.175,00;186.770,00;192.355,00;Sim;119,00;595,00;24;119,00;595,00;0,00;0,00;0,00;23h30min;-962,00 +WINJ26;11/02/2026 11:00:00;12/02/2026 09:15:00;22h15min;1;1;V;193.365,00;192.560,00;192.355,00;Sim;-161,00;-805,00;25;-161,00;-805,00;0,00;0,00;0,00;4d22h;-1.123,00 +WINJ26;13/02/2026 10:30:00;13/02/2026 14:15:00;3h45min;1;1;C;189.095,00;189.535,00;192.355,00;No;88,00;440,00;26;88,00;440,00;0,00;0,00;0,00;1d23h;-1.035,00 +WINJ26;18/02/2026 13:00:00;18/02/2026 14:15:00;1h15min;1;1;V;189.820,00;190.460,00;192.355,00;No;128,00;640,00;27;128,00;640,00;0,00;0,00;0,00;5d2h;-907,00 +WINJ26;18/02/2026 16:00:00;18/02/2026 18:00:00;2h;1;1;C;189.450,00;189.910,00;192.355,00;No;92,00;460,00;28;92,00;460,00;0,00;0,00;0,00;3h;-815,00 +WINJ26;19/02/2026 10:45:00;20/02/2026 09:15:00;22h30min;1;1;V;191.230,00;190.305,00;192.355,00;No;-185,00;-925,00;29;-185,00;-925,00;0,00;0,00;0,00;18h45min;-1.000,00 +WINJ26;24/02/2026 13:00:00;25/02/2026 10:45:00;21h45min;1;1;V;195.155,00;194.750,00;192.355,00;Sim;-81,00;-405,00;30;-81,00;-405,00;0,00;0,00;0,00;5d2h;-1.081,00 +WINJ26;26/02/2026 10:45:00;26/02/2026 15:45:00;5h;1;1;C;194.155,00;193.840,00;192.355,00;No;-63,00;-315,00;31;-63,00;-315,00;0,00;0,00;0,00;1d21h;-1.144,00 diff --git a/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v4_divergencia_confirmada30min.csv b/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v4_divergencia_confirmada30min.csv new file mode 100644 index 0000000..4e6fac0 --- /dev/null +++ b/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v4_divergencia_confirmada30min.csv @@ -0,0 +1,25 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 02/03/2025 +Data Final: 02/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;21/11/2025 09:00:00;24/11/2025 11:30:00;3d2h;1;1;C;161.865,00;163.600,00;192.305,00;No;347,00;1.735,00;1;347,00;1.735,00;0,00;0,00;0,00; - ;347,00 +WINJ26;28/11/2025 15:00:00;01/12/2025 10:30:00;2d19h;1;1;V;165.625,00;167.000,00;192.305,00;No;275,00;1.375,00;2;275,00;1.375,00;0,00;0,00;0,00;7d6h;622,00 +WINJ26;01/12/2025 11:00:00;02/12/2025 09:30:00;22h30min;1;1;C;165.945,00;166.840,00;192.305,00;No;179,00;895,00;3;179,00;895,00;0,00;0,00;0,00;2d20h;801,00 +WINJ26;05/12/2025 09:00:00;05/12/2025 13:00:00;4h;1;1;V;170.835,00;171.890,00;192.305,00;Sim;211,00;1.055,00;4;211,00;1.055,00;0,00;0,00;0,00;3d22h;1.012,00 +WINJ26;18/12/2025 11:00:00;19/12/2025 18:00:00;1d7h;1;1;V;164.745,00;163.735,00;192.305,00;No;-202,00;-1.010,00;5;-202,00;-1.010,00;0,00;0,00;0,00;13d2h;810,00 +WINJ26;23/12/2025 11:30:00;26/12/2025 09:30:00;2d22h;1;1;V;165.790,00;165.435,00;192.305,00;Sim;-71,00;-355,00;6;-71,00;-355,00;0,00;0,00;0,00;5d;739,00 +WINJ26;29/12/2025 09:30:00;29/12/2025 11:00:00;1h30min;1;1;V;166.510,00;167.005,00;192.305,00;Sim;99,00;495,00;7;99,00;495,00;0,00;0,00;0,00;5d22h;838,00 +WINJ26;02/01/2026 12:00:00;05/01/2026 09:30:00;2d21h;1;1;C;166.845,00;166.655,00;192.305,00;No;-38,00;-190,00;8;-38,00;-190,00;0,00;0,00;0,00;4d2h;800,00 +WINJ26;06/01/2026 11:00:00;07/01/2026 10:00:00;23h;1;1;V;168.900,00;169.355,00;192.305,00;Sim;91,00;455,00;9;91,00;455,00;0,00;0,00;0,00;3d23h;891,00 +WINJ26;08/01/2026 12:00:00;09/01/2026 18:00:00;1d6h;1;1;V;168.675,00;167.765,00;192.305,00;No;-182,00;-910,00;10;-182,00;-910,00;0,00;0,00;0,00;2d1h;709,00 +WINJ26;12/01/2026 11:30:00;14/01/2026 09:30:00;1d22h;1;1;C;168.150,00;167.920,00;192.305,00;No;-46,00;-230,00;11;-46,00;-230,00;0,00;0,00;0,00;3d23h;663,00 +WINJ26;15/01/2026 09:30:00;16/01/2026 11:00:00;1d1h;1;1;V;170.060,00;170.390,00;192.305,00;Sim;66,00;330,00;12;66,00;330,00;0,00;0,00;0,00;2d22h;729,00 +WINJ26;26/01/2026 09:30:00;29/01/2026 12:30:00;3d3h;1;1;V;188.090,00;185.365,00;192.305,00;Sim;-545,00;-2.725,00;13;-545,00;-2.725,00;0,00;0,00;0,00;11d;184,00 +WINJ26;04/02/2026 15:30:00;05/02/2026 11:00:00;19h30min;1;1;C;185.485,00;186.980,00;192.305,00;No;299,00;1.495,00;14;299,00;1.495,00;0,00;0,00;0,00;9d6h;483,00 +WINJ26;18/02/2026 13:30:00;18/02/2026 15:30:00;2h;1;1;V;189.720,00;190.075,00;192.305,00;Sim;71,00;355,00;15;71,00;355,00;0,00;0,00;0,00;13d22h;554,00 +WINJ26;18/02/2026 17:00:00;19/02/2026 09:00:00;16h;1;1;C;189.070,00;190.465,00;192.305,00;No;279,00;1.395,00;16;279,00;1.395,00;0,00;0,00;0,00;3h30min;833,00 +WINJ26;19/02/2026 11:00:00;20/02/2026 09:30:00;22h30min;1;1;V;191.020,00;190.235,00;192.305,00;Sim;-157,00;-785,00;17;-157,00;-785,00;0,00;0,00;0,00;18h;676,00 +WINJ26;26/02/2026 11:00:00;26/02/2026 17:00:00;6h;1;1;C;194.240,00;194.145,00;192.305,00;No;-19,00;-95,00;18;-19,00;-95,00;0,00;0,00;0,00;7d;657,00 +WINJ26;27/02/2026 09:30:00;02/03/2026 15:00:00;3d5h;1;1;C;193.430,00;192.040,00;192.305,00;Sim;-278,00;-1.390,00;19;-278,00;-1.390,00;0,00;0,00;0,00;22h30min;379,00 diff --git a/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v4_divergencia_confirmada60min.csv b/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v4_divergencia_confirmada60min.csv new file mode 100644 index 0000000..f21fc56 --- /dev/null +++ b/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v4_divergencia_confirmada60min.csv @@ -0,0 +1,16 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 02/03/2025 +Data Final: 02/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;01/10/2025 15:00:00;15/10/2025 15:00:00;14d;1;1;C;155.260,00;151.150,00;192.315,00;No;-822,00;-4.110,00;1;-822,00;-4.110,00;0,00;0,00;0,00; - ;-822,00 +WINJ26;21/11/2025 09:00:00;26/11/2025 09:00:00;5d;1;1;C;161.865,00;163.850,00;192.315,00;No;397,00;1.985,00;2;397,00;1.985,00;0,00;0,00;0,00;1m19d18h;-425,00 +WINJ26;28/11/2025 12:00:00;01/12/2025 11:00:00;2d23h;1;1;V;165.945,00;166.300,00;192.315,00;No;71,00;355,00;3;71,00;355,00;0,00;0,00;0,00;7d3h;-354,00 +WINJ26;05/12/2025 09:00:00;05/12/2025 13:00:00;4h;1;1;V;170.835,00;171.890,00;192.315,00;Sim;211,00;1.055,00;4;211,00;1.055,00;0,00;0,00;0,00;6d21h;-143,00 +WINJ26;15/12/2025 14:00:00;16/12/2025 10:00:00;20h;1;1;V;167.270,00;169.505,00;192.315,00;No;447,00;2.235,00;5;447,00;2.235,00;0,00;0,00;0,00;10d5h;304,00 +WINJ26;19/12/2025 10:00:00;22/12/2025 11:00:00;3d1h;1;1;V;164.250,00;164.435,00;192.315,00;No;37,00;185,00;6;37,00;185,00;0,00;0,00;0,00;3d20h;341,00 +WINJ26;26/12/2025 09:00:00;26/12/2025 11:00:00;2h;1;1;V;165.420,00;166.295,00;192.315,00;Sim;175,00;875,00;7;175,00;875,00;0,00;0,00;0,00;6d23h;516,00 +WINJ26;29/12/2025 10:00:00;29/12/2025 14:00:00;4h;1;1;V;166.130,00;166.885,00;192.315,00;Sim;151,00;755,00;8;151,00;755,00;0,00;0,00;0,00;3d1h;667,00 +WINJ26;09/01/2026 13:00:00;12/01/2026 10:00:00;2d21h;1;1;V;168.180,00;169.215,00;192.315,00;Sim;207,00;1.035,00;9;207,00;1.035,00;0,00;0,00;0,00;11d3h;874,00 +WINJ26;15/01/2026 11:00:00;16/01/2026 12:00:00;1d1h;1;1;V;169.830,00;170.400,00;192.315,00;Sim;114,00;570,00;10;114,00;570,00;0,00;0,00;0,00;5d22h;988,00 diff --git a/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v5_regime_volatilidade02min.csv b/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v5_regime_volatilidade02min.csv new file mode 100644 index 0000000..394bbc7 --- /dev/null +++ b/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v5_regime_volatilidade02min.csv @@ -0,0 +1,124 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 02/03/2025 +Data Final: 02/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;19/12/2025 15:26:00;19/12/2025 15:50:00;24min;1;1;C;165.150,00;165.130,00;192.380,00;No;-4,00;-20,00;1;-4,00;-20,00;0,00;0,00;0,00; - ;-4,00 +WINJ26;23/12/2025 18:08:00;23/12/2025 18:20:00;12min;1;1;V;166.530,00;166.745,00;192.380,00;No;43,00;215,00;2;43,00;215,00;0,00;0,00;0,00;4d2h;39,00 +WINJ26;26/12/2025 10:56:00;26/12/2025 11:06:00;10min;1;1;C;165.475,00;165.655,00;192.380,00;No;36,00;180,00;3;36,00;180,00;0,00;0,00;0,00;2d16h;75,00 +WINJ26;26/12/2025 16:18:00;26/12/2025 16:46:00;28min;1;1;V;166.750,00;166.725,00;192.380,00;No;-5,00;-25,00;4;-5,00;-25,00;0,00;0,00;0,00;5h22min;70,00 +WINJ26;26/12/2025 17:46:00;29/12/2025 09:02:00;2d15h;1;1;V;167.230,00;167.045,00;192.380,00;Sim;-37,00;-185,00;5;-37,00;-185,00;0,00;0,00;0,00;1h28min;33,00 +WINJ26;30/12/2025 09:18:00;30/12/2025 10:02:00;44min;1;1;V;167.550,00;167.400,00;192.380,00;Sim;-30,00;-150,00;6;-30,00;-150,00;0,00;0,00;0,00;3d15h;3,00 +WINJ26;02/01/2026 14:12:00;02/01/2026 14:48:00;36min;1;1;C;166.070,00;166.050,00;192.380,00;No;-4,00;-20,00;7;-4,00;-20,00;0,00;0,00;0,00;3d4h;-1,00 +WINJ26;02/01/2026 15:04:00;02/01/2026 15:12:00;8min;1;1;C;165.905,00;165.995,00;192.380,00;Sim;18,00;90,00;8;18,00;90,00;0,00;0,00;0,00;52min;17,00 +WINJ26;05/01/2026 10:22:00;05/01/2026 10:40:00;18min;1;1;C;165.895,00;166.075,00;192.380,00;Sim;36,00;180,00;9;36,00;180,00;0,00;0,00;0,00;2d19h;53,00 +WINJ26;05/01/2026 14:08:00;05/01/2026 14:28:00;20min;1;1;V;167.405,00;167.485,00;192.380,00;Sim;16,00;80,00;10;16,00;80,00;0,00;0,00;0,00;3h46min;69,00 +WINJ26;05/01/2026 14:54:00;05/01/2026 15:38:00;44min;1;1;V;167.645,00;167.655,00;192.380,00;Sim;2,00;10,00;11;2,00;10,00;0,00;0,00;0,00;46min;71,00 +WINJ26;05/01/2026 16:02:00;05/01/2026 16:08:00;6min;1;1;V;167.720,00;167.835,00;192.380,00;Sim;23,00;115,00;12;23,00;115,00;0,00;0,00;0,00;1h8min;94,00 +WINJ26;05/01/2026 17:22:00;05/01/2026 17:30:00;8min;1;1;C;167.520,00;167.580,00;192.380,00;No;12,00;60,00;13;12,00;60,00;0,00;0,00;0,00;1h20min;106,00 +WINJ26;06/01/2026 09:20:00;06/01/2026 10:56:00;1h36min;1;1;V;169.525,00;168.545,00;192.380,00;Sim;-196,00;-980,00;14;-196,00;-980,00;0,00;0,00;0,00;15h58min;-90,00 +WINJ26;07/01/2026 11:18:00;07/01/2026 12:34:00;1h16min;1;1;C;168.005,00;167.575,00;192.380,00;No;-86,00;-430,00;15;-86,00;-430,00;0,00;0,00;0,00;1d1h;-176,00 +WINJ26;09/01/2026 11:40:00;09/01/2026 12:10:00;30min;1;1;V;169.350,00;169.280,00;192.380,00;Sim;-14,00;-70,00;16;-14,00;-70,00;0,00;0,00;0,00;2d;-190,00 +WINJ26;09/01/2026 14:26:00;09/01/2026 14:42:00;16min;1;1;V;169.555,00;169.650,00;192.380,00;Sim;19,00;95,00;17;19,00;95,00;0,00;0,00;0,00;2h46min;-171,00 +WINJ26;09/01/2026 15:14:00;09/01/2026 15:42:00;28min;1;1;C;169.335,00;169.355,00;192.380,00;No;4,00;20,00;18;4,00;20,00;0,00;0,00;0,00;48min;-167,00 +WINJ26;09/01/2026 17:56:00;12/01/2026 09:02:00;2d15h;1;1;C;168.725,00;168.705,00;192.380,00;Sim;-4,00;-20,00;19;-4,00;-20,00;0,00;0,00;0,00;2h42min;-171,00 +WINJ26;12/01/2026 13:58:00;12/01/2026 14:30:00;32min;1;1;C;168.525,00;168.625,00;192.380,00;Sim;20,00;100,00;20;20,00;100,00;0,00;0,00;0,00;2d20h;-151,00 +WINJ26;13/01/2026 09:04:00;13/01/2026 09:08:00;4min;1;1;V;168.400,00;168.725,00;192.380,00;No;65,00;325,00;21;65,00;325,00;0,00;0,00;0,00;19h6min;-86,00 +WINJ26;13/01/2026 12:26:00;13/01/2026 12:42:00;16min;1;1;C;167.140,00;167.210,00;192.380,00;Sim;14,00;70,00;22;14,00;70,00;0,00;0,00;0,00;3h22min;-72,00 +WINJ26;13/01/2026 16:04:00;13/01/2026 16:38:00;34min;1;1;C;167.120,00;167.200,00;192.380,00;Sim;16,00;80,00;23;16,00;80,00;0,00;0,00;0,00;3h38min;-56,00 +WINJ26;14/01/2026 09:12:00;14/01/2026 10:54:00;1h42min;1;1;V;168.375,00;167.755,00;192.380,00;No;-124,00;-620,00;24;-124,00;-620,00;0,00;0,00;0,00;17h8min;-180,00 +WINJ26;14/01/2026 12:24:00;14/01/2026 12:32:00;8min;1;1;V;168.815,00;168.970,00;192.380,00;Sim;31,00;155,00;25;31,00;155,00;0,00;0,00;0,00;3h12min;-149,00 +WINJ26;14/01/2026 14:10:00;14/01/2026 14:38:00;28min;1;1;V;168.870,00;168.950,00;192.380,00;No;16,00;80,00;26;16,00;80,00;0,00;0,00;0,00;1h46min;-133,00 +WINJ26;14/01/2026 15:18:00;14/01/2026 17:02:00;1h44min;1;1;V;169.750,00;169.105,00;192.380,00;Sim;-129,00;-645,00;27;-129,00;-645,00;0,00;0,00;0,00;1h8min;-262,00 +WINJ26;14/01/2026 18:14:00;15/01/2026 09:02:00;14h48min;1;1;V;170.355,00;170.500,00;192.380,00;Sim;29,00;145,00;28;29,00;145,00;0,00;0,00;0,00;2h56min;-233,00 +WINJ26;15/01/2026 11:18:00;15/01/2026 11:28:00;10min;1;1;C;170.180,00;170.280,00;192.380,00;No;20,00;100,00;29;20,00;100,00;0,00;0,00;0,00;17h4min;-213,00 +WINJ26;15/01/2026 13:50:00;15/01/2026 13:58:00;8min;1;1;V;170.640,00;170.670,00;192.380,00;Sim;6,00;30,00;30;6,00;30,00;0,00;0,00;0,00;2h32min;-207,00 +WINJ26;15/01/2026 17:10:00;15/01/2026 18:02:00;52min;1;1;C;170.650,00;170.700,00;192.380,00;No;10,00;50,00;31;10,00;50,00;0,00;0,00;0,00;3h20min;-197,00 +WINJ26;16/01/2026 11:02:00;16/01/2026 11:48:00;46min;1;1;C;169.955,00;169.830,00;192.380,00;Sim;-25,00;-125,00;32;-25,00;-125,00;0,00;0,00;0,00;17h52min;-222,00 +WINJ26;19/01/2026 12:00:00;19/01/2026 12:06:00;6min;1;1;V;169.640,00;169.745,00;192.380,00;No;21,00;105,00;33;21,00;105,00;0,00;0,00;0,00;3d;-201,00 +WINJ26;19/01/2026 13:56:00;19/01/2026 14:00:00;4min;1;1;C;169.775,00;169.845,00;192.380,00;Sim;14,00;70,00;34;14,00;70,00;0,00;0,00;0,00;1h56min;-187,00 +WINJ26;20/01/2026 11:46:00;20/01/2026 12:04:00;18min;1;1;V;170.240,00;170.700,00;192.380,00;Sim;92,00;460,00;35;92,00;460,00;0,00;0,00;0,00;21h50min;-95,00 +WINJ26;20/01/2026 12:36:00;20/01/2026 13:44:00;1h8min;1;1;V;171.190,00;170.880,00;192.380,00;Sim;-62,00;-310,00;36;-62,00;-310,00;0,00;0,00;0,00;50min;-157,00 +WINJ26;20/01/2026 13:50:00;20/01/2026 13:58:00;8min;1;1;C;171.075,00;171.255,00;192.380,00;No;36,00;180,00;37;36,00;180,00;0,00;0,00;0,00;1h14min;-121,00 +WINJ26;20/01/2026 14:36:00;20/01/2026 15:32:00;56min;1;1;C;170.995,00;170.895,00;192.380,00;Sim;-20,00;-100,00;38;-20,00;-100,00;0,00;0,00;0,00;46min;-141,00 +WINJ26;20/01/2026 15:54:00;20/01/2026 16:28:00;34min;1;1;C;170.665,00;170.715,00;192.380,00;Sim;10,00;50,00;39;10,00;50,00;0,00;0,00;0,00;1h18min;-131,00 +WINJ26;20/01/2026 17:42:00;20/01/2026 18:22:00;40min;1;1;V;171.015,00;170.980,00;192.380,00;Sim;-7,00;-35,00;40;-7,00;-35,00;0,00;0,00;0,00;1h48min;-138,00 +WINJ26;21/01/2026 09:14:00;21/01/2026 10:44:00;1h30min;1;1;V;173.400,00;172.495,00;192.380,00;Sim;-181,00;-905,00;41;-181,00;-905,00;0,00;0,00;0,00;15h32min;-319,00 +WINJ26;21/01/2026 14:34:00;21/01/2026 14:40:00;6min;1;1;C;174.760,00;174.890,00;192.380,00;No;26,00;130,00;42;26,00;130,00;0,00;0,00;0,00;5h20min;-293,00 +WINJ26;21/01/2026 17:48:00;21/01/2026 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12:54:00;8min;1;1;V;188.070,00;188.325,00;192.380,00;Sim;51,00;255,00;61;51,00;255,00;0,00;0,00;0,00;24min;-721,00 +WINJ26;30/01/2026 15:04:00;30/01/2026 15:46:00;42min;1;1;C;185.960,00;185.350,00;192.380,00;Sim;-122,00;-610,00;62;-122,00;-610,00;0,00;0,00;0,00;2h18min;-843,00 +WINJ26;30/01/2026 16:14:00;30/01/2026 16:32:00;18min;1;1;V;186.000,00;186.420,00;192.380,00;No;84,00;420,00;63;84,00;420,00;0,00;0,00;0,00;1h10min;-759,00 +WINJ26;02/02/2026 16:32:00;02/02/2026 16:42:00;10min;1;1;C;186.355,00;186.500,00;192.380,00;No;29,00;145,00;64;29,00;145,00;0,00;0,00;0,00;3d;-730,00 +WINJ26;03/02/2026 10:52:00;03/02/2026 12:00:00;1h8min;1;1;V;191.565,00;190.320,00;192.380,00;Sim;-249,00;-1.245,00;65;-249,00;-1.245,00;0,00;0,00;0,00;18h20min;-979,00 +WINJ26;03/02/2026 14:12:00;03/02/2026 15:40:00;1h28min;1;1;C;190.520,00;189.700,00;192.380,00;No;-164,00;-820,00;66;-164,00;-820,00;0,00;0,00;0,00;3h20min;-1.143,00 +WINJ26;03/02/2026 17:36:00;03/02/2026 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14:58:00;30min;1;1;V;187.560,00;187.645,00;192.380,00;Sim;17,00;85,00;73;17,00;85,00;0,00;0,00;0,00;1h50min;-1.051,00 +WINJ26;06/02/2026 13:48:00;06/02/2026 14:06:00;18min;1;1;V;186.955,00;187.140,00;192.380,00;No;37,00;185,00;74;37,00;185,00;0,00;0,00;0,00;23h20min;-1.014,00 +WINJ26;06/02/2026 15:10:00;06/02/2026 15:48:00;38min;1;1;C;186.590,00;186.440,00;192.380,00;No;-30,00;-150,00;75;-30,00;-150,00;0,00;0,00;0,00;1h22min;-1.044,00 +WINJ26;09/02/2026 13:32:00;09/02/2026 14:54:00;1h22min;1;1;V;189.485,00;188.325,00;192.380,00;Sim;-232,00;-1.160,00;76;-232,00;-1.160,00;0,00;0,00;0,00;2d22h;-1.276,00 +WINJ26;09/02/2026 15:12:00;09/02/2026 15:22:00;10min;1;1;V;189.350,00;189.700,00;192.380,00;Sim;70,00;350,00;77;70,00;350,00;0,00;0,00;0,00;1h40min;-1.206,00 +WINJ26;09/02/2026 16:34:00;09/02/2026 16:46:00;12min;1;1;V;190.320,00;190.465,00;192.380,00;Sim;29,00;145,00;78;29,00;145,00;0,00;0,00;0,00;1h22min;-1.177,00 +WINJ26;09/02/2026 17:10:00;09/02/2026 17:18:00;8min;1;1;V;190.445,00;190.675,00;192.380,00;Sim;46,00;230,00;79;46,00;230,00;0,00;0,00;0,00;36min;-1.131,00 +WINJ26;10/02/2026 12:16:00;10/02/2026 13:00:00;44min;1;1;V;190.815,00;190.375,00;192.380,00;No;-88,00;-440,00;80;-88,00;-440,00;0,00;0,00;0,00;19h6min;-1.219,00 +WINJ26;10/02/2026 14:56:00;10/02/2026 16:08:00;1h12min;1;1;C;190.050,00;189.690,00;192.380,00;No;-72,00;-360,00;81;-72,00;-360,00;0,00;0,00;0,00;2h40min;-1.291,00 +WINJ26;10/02/2026 17:16:00;10/02/2026 17:40:00;24min;1;1;V;190.420,00;190.475,00;192.380,00;Sim;11,00;55,00;82;11,00;55,00;0,00;0,00;0,00;2h20min;-1.280,00 +WINJ26;11/02/2026 11:22:00;11/02/2026 11:50:00;28min;1;1;V;193.275,00;193.230,00;192.380,00;Sim;-9,00;-45,00;83;-9,00;-45,00;0,00;0,00;0,00;18h6min;-1.289,00 +WINJ26;11/02/2026 12:22:00;11/02/2026 12:42:00;20min;1;1;C;192.580,00;192.680,00;192.380,00;No;20,00;100,00;84;20,00;100,00;0,00;0,00;0,00;1h;-1.269,00 +WINJ26;11/02/2026 13:06:00;11/02/2026 14:02:00;56min;1;1;V;194.450,00;193.375,00;192.380,00;Sim;-215,00;-1.075,00;85;-215,00;-1.075,00;0,00;0,00;0,00;44min;-1.484,00 +WINJ26;11/02/2026 17:14:00;11/02/2026 17:28:00;14min;1;1;C;193.865,00;194.025,00;192.380,00;No;32,00;160,00;86;32,00;160,00;0,00;0,00;0,00;4h8min;-1.452,00 +WINJ26;11/02/2026 17:38:00;11/02/2026 17:50:00;12min;1;1;V;194.075,00;194.330,00;192.380,00;Sim;51,00;255,00;87;51,00;255,00;0,00;0,00;0,00;24min;-1.401,00 +WINJ26;12/02/2026 11:18:00;12/02/2026 11:32:00;14min;1;1;V;193.405,00;193.555,00;192.380,00;No;30,00;150,00;88;30,00;150,00;0,00;0,00;0,00;17h40min;-1.371,00 +WINJ26;12/02/2026 13:04:00;12/02/2026 13:38:00;34min;1;1;C;193.350,00;192.905,00;192.380,00;Sim;-89,00;-445,00;89;-89,00;-445,00;0,00;0,00;0,00;1h46min;-1.460,00 +WINJ26;13/02/2026 11:36:00;13/02/2026 11:46:00;10min;1;1;C;188.555,00;188.625,00;192.380,00;Sim;14,00;70,00;90;14,00;70,00;0,00;0,00;0,00;22h32min;-1.446,00 +WINJ26;13/02/2026 15:34:00;13/02/2026 15:42:00;8min;1;1;V;190.025,00;190.130,00;192.380,00;No;21,00;105,00;91;21,00;105,00;0,00;0,00;0,00;3h58min;-1.425,00 +WINJ26;18/02/2026 14:22:00;18/02/2026 14:46:00;24min;1;1;V;190.305,00;190.295,00;192.380,00;Sim;-2,00;-10,00;92;-2,00;-10,00;0,00;0,00;0,00;4d22h;-1.427,00 +WINJ26;18/02/2026 16:14:00;18/02/2026 16:44:00;30min;1;1;C;189.085,00;189.045,00;192.380,00;No;-8,00;-40,00;93;-8,00;-40,00;0,00;0,00;0,00;1h52min;-1.435,00 +WINJ26;18/02/2026 18:00:00;19/02/2026 09:22:00;15h22min;1;1;V;190.145,00;189.910,00;192.380,00;No;-47,00;-235,00;94;-47,00;-235,00;0,00;0,00;0,00;1h46min;-1.482,00 +WINJ26;19/02/2026 14:22:00;19/02/2026 14:38:00;16min;1;1;V;192.280,00;192.415,00;192.380,00;Sim;27,00;135,00;95;27,00;135,00;0,00;0,00;0,00;20h22min;-1.455,00 +WINJ26;19/02/2026 15:00:00;19/02/2026 15:14:00;14min;1;1;C;192.050,00;192.155,00;192.380,00;No;21,00;105,00;96;21,00;105,00;0,00;0,00;0,00;38min;-1.434,00 +WINJ26;20/02/2026 09:52:00;20/02/2026 10:16:00;24min;1;1;C;190.655,00;190.820,00;192.380,00;Sim;33,00;165,00;97;33,00;165,00;0,00;0,00;0,00;18h52min;-1.401,00 +WINJ26;20/02/2026 11:22:00;20/02/2026 12:34:00;1h12min;1;1;V;191.900,00;190.840,00;192.380,00;No;-212,00;-1.060,00;98;-212,00;-1.060,00;0,00;0,00;0,00;1h30min;-1.613,00 +WINJ26;20/02/2026 13:44:00;20/02/2026 14:10:00;26min;1;1;V;192.140,00;192.255,00;192.380,00;Sim;23,00;115,00;99;23,00;115,00;0,00;0,00;0,00;2h22min;-1.590,00 +WINJ26;20/02/2026 17:08:00;20/02/2026 17:30:00;22min;1;1;V;194.065,00;194.055,00;192.380,00;Sim;-2,00;-10,00;100;-2,00;-10,00;0,00;0,00;0,00;3h24min;-1.592,00 +WINJ26;23/02/2026 09:20:00;23/02/2026 10:04:00;44min;1;1;C;192.780,00;193.000,00;192.380,00;No;44,00;220,00;101;44,00;220,00;0,00;0,00;0,00;2d16h;-1.548,00 +WINJ26;23/02/2026 12:54:00;23/02/2026 13:34:00;40min;1;1;C;192.840,00;192.395,00;192.380,00;No;-89,00;-445,00;102;-89,00;-445,00;0,00;0,00;0,00;3h34min;-1.637,00 +WINJ26;23/02/2026 15:14:00;23/02/2026 15:38:00;24min;1;1;V;192.765,00;192.840,00;192.380,00;No;15,00;75,00;103;15,00;75,00;0,00;0,00;0,00;2h20min;-1.622,00 +WINJ26;24/02/2026 09:10:00;24/02/2026 09:30:00;20min;1;1;V;193.240,00;193.360,00;192.380,00;Sim;24,00;120,00;104;24,00;120,00;0,00;0,00;0,00;17h56min;-1.598,00 +WINJ26;24/02/2026 12:18:00;24/02/2026 13:18:00;1h;1;1;V;194.750,00;194.630,00;192.380,00;Sim;-24,00;-120,00;105;-24,00;-120,00;0,00;0,00;0,00;3h8min;-1.622,00 +WINJ26;24/02/2026 14:14:00;24/02/2026 14:44:00;30min;1;1;V;195.225,00;195.260,00;192.380,00;Sim;7,00;35,00;106;7,00;35,00;0,00;0,00;0,00;1h56min;-1.615,00 +WINJ26;25/02/2026 10:46:00;25/02/2026 11:04:00;18min;1;1;C;195.210,00;195.250,00;192.380,00;No;8,00;40,00;107;8,00;40,00;0,00;0,00;0,00;20h32min;-1.607,00 +WINJ26;25/02/2026 13:16:00;25/02/2026 13:28:00;12min;1;1;V;194.570,00;194.725,00;192.380,00;No;31,00;155,00;108;31,00;155,00;0,00;0,00;0,00;2h30min;-1.576,00 +WINJ26;25/02/2026 15:42:00;25/02/2026 16:20:00;38min;1;1;C;194.615,00;194.200,00;192.380,00;Sim;-83,00;-415,00;109;-83,00;-415,00;0,00;0,00;0,00;2h26min;-1.659,00 +WINJ26;26/02/2026 13:04:00;26/02/2026 13:40:00;36min;1;1;V;193.685,00;193.325,00;192.380,00;No;-72,00;-360,00;110;-72,00;-360,00;0,00;0,00;0,00;21h22min;-1.731,00 +WINJ26;26/02/2026 15:16:00;26/02/2026 15:26:00;10min;1;1;V;193.400,00;193.490,00;192.380,00;Sim;18,00;90,00;111;18,00;90,00;0,00;0,00;0,00;2h12min;-1.713,00 +WINJ26;26/02/2026 15:38:00;26/02/2026 16:30:00;52min;1;1;V;194.010,00;193.745,00;192.380,00;Sim;-53,00;-265,00;112;-53,00;-265,00;0,00;0,00;0,00;22min;-1.766,00 +WINJ26;26/02/2026 17:08:00;26/02/2026 17:24:00;16min;1;1;V;194.165,00;194.330,00;192.380,00;Sim;33,00;165,00;113;33,00;165,00;0,00;0,00;0,00;1h30min;-1.733,00 +WINJ26;02/03/2026 09:06:00;02/03/2026 09:18:00;12min;1;1;C;190.440,00;191.150,00;192.380,00;Sim;142,00;710,00;114;142,00;710,00;0,00;0,00;0,00;3d15h;-1.591,00 +WINJ26;02/03/2026 13:00:00;02/03/2026 13:06:00;6min;1;1;C;191.005,00;191.245,00;192.380,00;No;48,00;240,00;115;48,00;240,00;0,00;0,00;0,00;3h54min;-1.543,00 +WINJ26;02/03/2026 13:48:00;02/03/2026 13:58:00;10min;1;1;V;191.425,00;191.745,00;192.380,00;No;64,00;320,00;116;64,00;320,00;0,00;0,00;0,00;48min;-1.479,00 +WINJ26;02/03/2026 14:58:00;02/03/2026 15:08:00;10min;1;1;V;191.885,00;192.025,00;192.380,00;Sim;28,00;140,00;117;28,00;140,00;0,00;0,00;0,00;1h10min;-1.451,00 +WINJ26;02/03/2026 16:18:00;02/03/2026 16:46:00;28min;1;1;V;192.950,00;192.955,00;192.380,00;Sim;1,00;5,00;118;1,00;5,00;0,00;0,00;0,00;1h20min;-1.450,00 diff --git a/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v5_regime_volatilidade05min.csv b/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v5_regime_volatilidade05min.csv new file mode 100644 index 0000000..c59d80c --- /dev/null +++ b/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v5_regime_volatilidade05min.csv @@ -0,0 +1,68 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 02/03/2025 +Data Final: 02/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;05/11/2025 17:55:00;06/11/2025 15:25:00;21h30min;1;1;V;161.800,00;161.980,00;192.290,00;No;36,00;180,00;1;36,00;180,00;0,00;0,00;0,00; - ;36,00 +WINJ26;19/11/2025 18:20:00;21/11/2025 11:15:00;1d16h;1;1;C;163.200,00;161.780,00;192.290,00;No;-284,00;-1.420,00;2;-284,00;-1.420,00;0,00;0,00;0,00;14d;-248,00 +WINJ26;03/12/2025 09:10:00;05/12/2025 11:35:00;2d2h;1;1;V;171.570,00;168.930,00;192.290,00;Sim;-528,00;-2.640,00;3;-528,00;-2.640,00;0,00;0,00;0,00;13d14h;-776,00 +WINJ26;18/12/2025 14:20:00;18/12/2025 14:45:00;25min;1;1;C;164.095,00;164.745,00;192.290,00;No;130,00;650,00;4;130,00;650,00;0,00;0,00;0,00;15d5h;-646,00 +WINJ26;18/12/2025 16:25:00;18/12/2025 17:30:00;1h5min;1;1;C;164.550,00;164.490,00;192.290,00;No;-12,00;-60,00;5;-12,00;-60,00;0,00;0,00;0,00;2h5min;-658,00 +WINJ26;18/12/2025 17:50:00;18/12/2025 18:00:00;10min;1;1;V;164.480,00;164.670,00;192.290,00;No;38,00;190,00;6;38,00;190,00;0,00;0,00;0,00;1h25min;-620,00 +WINJ26;19/12/2025 14:50:00;19/12/2025 16:45:00;1h55min;1;1;C;165.180,00;165.020,00;192.290,00;No;-32,00;-160,00;7;-32,00;-160,00;0,00;0,00;0,00;21h;-652,00 +WINJ26;23/12/2025 15:15:00;23/12/2025 15:50:00;35min;1;1;C;166.230,00;166.465,00;192.290,00;No;47,00;235,00;8;47,00;235,00;0,00;0,00;0,00;4d;-605,00 +WINJ26;26/12/2025 13:55:00;26/12/2025 14:05:00;10min;1;1;C;165.990,00;166.230,00;192.290,00;Sim;48,00;240,00;9;48,00;240,00;0,00;0,00;0,00;2d22h;-557,00 +WINJ26;26/12/2025 15:05:00;26/12/2025 15:20:00;15min;1;1;V;166.480,00;166.580,00;192.290,00;Sim;20,00;100,00;10;20,00;100,00;0,00;0,00;0,00;1h10min;-537,00 +WINJ26;29/12/2025 09:10:00;29/12/2025 09:30:00;20min;1;1;V;167.005,00;167.375,00;192.290,00;Sim;74,00;370,00;11;74,00;370,00;0,00;0,00;0,00;2d18h;-463,00 +WINJ26;29/12/2025 15:50:00;29/12/2025 16:35:00;45min;1;1;C;165.790,00;166.015,00;192.290,00;Sim;45,00;225,00;12;45,00;225,00;0,00;0,00;0,00;6h40min;-418,00 +WINJ26;30/12/2025 09:25:00;30/12/2025 10:45:00;1h20min;1;1;V;167.570,00;167.545,00;192.290,00;Sim;-5,00;-25,00;13;-5,00;-25,00;0,00;0,00;0,00;17h35min;-423,00 +WINJ26;30/12/2025 13:15:00;30/12/2025 13:50:00;35min;1;1;V;167.565,00;167.660,00;192.290,00;Sim;19,00;95,00;14;19,00;95,00;0,00;0,00;0,00;3h50min;-404,00 +WINJ26;30/12/2025 18:10:00;02/01/2026 09:05:00;2d14h;1;1;C;167.155,00;167.910,00;192.290,00;No;151,00;755,00;15;151,00;755,00;0,00;0,00;0,00;4h55min;-253,00 +WINJ26;02/01/2026 16:20:00;02/01/2026 17:15:00;55min;1;1;V;166.165,00;166.230,00;192.290,00;No;13,00;65,00;16;13,00;65,00;0,00;0,00;0,00;2d22h;-240,00 +WINJ26;05/01/2026 13:45:00;05/01/2026 16:25:00;2h40min;1;1;V;167.710,00;167.265,00;192.290,00;Sim;-89,00;-445,00;17;-89,00;-445,00;0,00;0,00;0,00;2d21h;-329,00 +WINJ26;06/01/2026 10:15:00;06/01/2026 11:25:00;1h10min;1;1;V;169.295,00;169.415,00;192.290,00;Sim;24,00;120,00;18;24,00;120,00;0,00;0,00;0,00;20h30min;-305,00 +WINJ26;06/01/2026 16:30:00;06/01/2026 17:30:00;1h;1;1;C;169.185,00;169.210,00;192.290,00;No;5,00;25,00;19;5,00;25,00;0,00;0,00;0,00;6h15min;-300,00 +WINJ26;08/01/2026 09:00:00;08/01/2026 09:20:00;20min;1;1;C;167.500,00;167.500,00;192.290,00;Sim;0;0;20;0;0;0,00;0,00;0,00;1d16h;-300,00 +WINJ26;09/01/2026 14:30:00;09/01/2026 14:55:00;25min;1;1;V;169.405,00;169.675,00;192.290,00;Sim;54,00;270,00;21;54,00;270,00;0,00;0,00;0,00;1d5h;-246,00 +WINJ26;09/01/2026 15:30:00;12/01/2026 09:15:00;2d17h;1;1;C;169.345,00;168.975,00;192.290,00;No;-74,00;-370,00;22;-74,00;-370,00;0,00;0,00;0,00;1h;-320,00 +WINJ26;13/01/2026 09:05:00;13/01/2026 09:10:00;5min;1;1;V;168.430,00;168.805,00;192.290,00;No;75,00;375,00;23;75,00;375,00;0,00;0,00;0,00;3d17h;-245,00 +WINJ26;13/01/2026 12:40:00;13/01/2026 13:45:00;1h5min;1;1;C;167.170,00;167.250,00;192.290,00;Sim;16,00;80,00;24;16,00;80,00;0,00;0,00;0,00;3h35min;-229,00 +WINJ26;14/01/2026 15:25:00;14/01/2026 17:10:00;1h45min;1;1;V;169.685,00;169.200,00;192.290,00;Sim;-97,00;-485,00;25;-97,00;-485,00;0,00;0,00;0,00;1d2h;-326,00 +WINJ26;15/01/2026 13:50:00;15/01/2026 16:15:00;2h25min;1;1;V;171.050,00;170.670,00;192.290,00;Sim;-76,00;-380,00;26;-76,00;-380,00;0,00;0,00;0,00;22h25min;-402,00 +WINJ26;15/01/2026 17:55:00;15/01/2026 18:10:00;15min;1;1;C;170.595,00;170.785,00;192.290,00;No;38,00;190,00;27;38,00;190,00;0,00;0,00;0,00;4h5min;-364,00 +WINJ26;16/01/2026 09:00:00;16/01/2026 09:45:00;45min;1;1;V;170.975,00;171.100,00;192.290,00;Sim;25,00;125,00;28;25,00;125,00;0,00;0,00;0,00;15h5min;-339,00 +WINJ26;16/01/2026 11:35:00;16/01/2026 13:30:00;1h55min;1;1;C;169.550,00;169.625,00;192.290,00;Sim;15,00;75,00;29;15,00;75,00;0,00;0,00;0,00;2h35min;-324,00 +WINJ26;16/01/2026 17:50:00;16/01/2026 18:10:00;20min;1;1;C;169.495,00;169.690,00;192.290,00;Sim;39,00;195,00;30;39,00;195,00;0,00;0,00;0,00;6h15min;-285,00 +WINJ26;20/01/2026 13:05:00;20/01/2026 14:25:00;1h20min;1;1;V;171.100,00;171.025,00;192.290,00;No;-15,00;-75,00;31;-15,00;-75,00;0,00;0,00;0,00;3d19h;-300,00 +WINJ26;20/01/2026 16:00:00;20/01/2026 16:40:00;40min;1;1;C;170.615,00;170.725,00;192.290,00;No;22,00;110,00;32;22,00;110,00;0,00;0,00;0,00;2h55min;-278,00 +WINJ26;20/01/2026 17:45:00;21/01/2026 09:00:00;15h15min;1;1;V;170.910,00;170.980,00;192.290,00;No;14,00;70,00;33;14,00;70,00;0,00;0,00;0,00;1h45min;-264,00 +WINJ26;21/01/2026 13:10:00;21/01/2026 14:25:00;1h15min;1;1;V;174.860,00;174.910,00;192.290,00;Sim;10,00;50,00;34;10,00;50,00;0,00;0,00;0,00;19h25min;-254,00 +WINJ26;21/01/2026 15:30:00;22/01/2026 14:20:00;22h50min;1;1;V;181.465,00;175.380,00;192.290,00;Sim;-1.217,00;-6.085,00;35;-1.217,00;-6.085,00;0,00;0,00;0,00;2h20min;-1.471,00 +WINJ26;23/01/2026 15:05:00;23/01/2026 15:25:00;20min;1;1;C;181.765,00;182.200,00;192.290,00;No;87,00;435,00;36;87,00;435,00;0,00;0,00;0,00;1d23h;-1.384,00 +WINJ26;23/01/2026 15:35:00;23/01/2026 17:55:00;2h20min;1;1;V;183.955,00;182.385,00;192.290,00;Sim;-314,00;-1.570,00;37;-314,00;-1.570,00;0,00;0,00;0,00;30min;-1.698,00 +WINJ26;26/01/2026 14:45:00;26/01/2026 15:00:00;15min;1;1;V;183.500,00;184.130,00;192.290,00;Sim;126,00;630,00;38;126,00;630,00;0,00;0,00;0,00;2d23h;-1.572,00 +WINJ26;26/01/2026 17:35:00;26/01/2026 18:10:00;35min;1;1;V;183.605,00;183.905,00;192.290,00;No;60,00;300,00;39;60,00;300,00;0,00;0,00;0,00;2h50min;-1.512,00 +WINJ26;27/01/2026 13:45:00;27/01/2026 14:15:00;30min;1;1;V;187.785,00;188.300,00;192.290,00;Sim;103,00;515,00;40;103,00;515,00;0,00;0,00;0,00;20h10min;-1.409,00 +WINJ26;27/01/2026 16:55:00;27/01/2026 17:05:00;10min;1;1;C;187.180,00;187.470,00;192.290,00;No;58,00;290,00;41;58,00;290,00;0,00;0,00;0,00;3h10min;-1.351,00 +WINJ26;29/01/2026 09:05:00;29/01/2026 10:10:00;1h5min;1;1;V;190.880,00;191.840,00;192.290,00;Sim;192,00;960,00;42;192,00;960,00;0,00;0,00;0,00;1d16h;-1.159,00 +WINJ26;02/02/2026 17:35:00;03/02/2026 12:15:00;18h40min;1;1;V;190.975,00;187.110,00;192.290,00;No;-773,00;-3.865,00;43;-773,00;-3.865,00;0,00;0,00;0,00;4d8h;-1.932,00 +WINJ26;03/02/2026 14:20:00;03/02/2026 16:15:00;1h55min;1;1;C;190.335,00;189.965,00;192.290,00;No;-74,00;-370,00;44;-74,00;-370,00;0,00;0,00;0,00;20h45min;-2.006,00 +WINJ26;04/02/2026 13:10:00;04/02/2026 16:50:00;3h40min;1;1;C;186.810,00;185.340,00;192.290,00;Sim;-294,00;-1.470,00;45;-294,00;-1.470,00;0,00;0,00;0,00;22h50min;-2.300,00 +WINJ26;04/02/2026 18:10:00;05/02/2026 09:45:00;15h35min;1;1;V;186.105,00;186.145,00;192.290,00;No;8,00;40,00;46;8,00;40,00;0,00;0,00;0,00;5h;-2.292,00 +WINJ26;06/02/2026 15:30:00;06/02/2026 16:10:00;40min;1;1;C;186.340,00;186.590,00;192.290,00;Sim;50,00;250,00;47;50,00;250,00;0,00;0,00;0,00;1d21h;-2.242,00 +WINJ26;06/02/2026 17:15:00;06/02/2026 18:15:00;1h;1;1;V;187.040,00;186.985,00;192.290,00;Sim;-11,00;-55,00;48;-11,00;-55,00;0,00;0,00;0,00;1h45min;-2.253,00 +WINJ26;09/02/2026 11:50:00;09/02/2026 12:35:00;45min;1;1;V;188.110,00;188.185,00;192.290,00;Sim;15,00;75,00;49;15,00;75,00;0,00;0,00;0,00;2d18h;-2.238,00 +WINJ26;09/02/2026 14:35:00;09/02/2026 18:20:00;3h45min;1;1;V;190.475,00;189.590,00;192.290,00;Sim;-177,00;-885,00;50;-177,00;-885,00;0,00;0,00;0,00;2h45min;-2.415,00 +WINJ26;10/02/2026 15:40:00;10/02/2026 16:35:00;55min;1;1;C;189.580,00;189.850,00;192.290,00;No;54,00;270,00;51;54,00;270,00;0,00;0,00;0,00;1d1h;-2.361,00 +WINJ26;11/02/2026 13:45:00;11/02/2026 15:05:00;1h20min;1;1;V;194.340,00;194.685,00;192.290,00;Sim;69,00;345,00;52;69,00;345,00;0,00;0,00;0,00;22h5min;-2.292,00 +WINJ26;11/02/2026 17:20:00;11/02/2026 17:35:00;15min;1;1;C;193.825,00;194.170,00;192.290,00;No;69,00;345,00;53;69,00;345,00;0,00;0,00;0,00;3h35min;-2.223,00 +WINJ26;12/02/2026 13:25:00;12/02/2026 14:25:00;1h;1;1;C;192.615,00;192.730,00;192.290,00;Sim;23,00;115,00;54;23,00;115,00;0,00;0,00;0,00;20h5min;-2.200,00 +WINJ26;18/02/2026 13:00:00;18/02/2026 13:25:00;25min;1;1;V;190.280,00;190.460,00;192.290,00;No;36,00;180,00;55;36,00;180,00;0,00;0,00;0,00;5d23h;-2.164,00 +WINJ26;18/02/2026 18:05:00;19/02/2026 10:05:00;16h;1;1;V;189.915,00;189.985,00;192.290,00;No;14,00;70,00;56;14,00;70,00;0,00;0,00;0,00;5h5min;-2.150,00 +WINJ26;19/02/2026 12:15:00;19/02/2026 14:05:00;1h50min;1;1;V;191.955,00;191.340,00;192.290,00;Sim;-123,00;-615,00;57;-123,00;-615,00;0,00;0,00;0,00;18h10min;-2.273,00 +WINJ26;23/02/2026 15:30:00;23/02/2026 16:05:00;35min;1;1;V;192.565,00;192.890,00;192.290,00;Sim;65,00;325,00;58;65,00;325,00;0,00;0,00;0,00;4d3h;-2.208,00 +WINJ26;24/02/2026 14:30:00;24/02/2026 14:50:00;20min;1;1;V;194.945,00;195.235,00;192.290,00;Sim;58,00;290,00;59;58,00;290,00;0,00;0,00;0,00;23h;-2.150,00 +WINJ26;25/02/2026 15:55:00;25/02/2026 17:35:00;1h40min;1;1;C;194.365,00;194.475,00;192.290,00;No;22,00;110,00;60;22,00;110,00;0,00;0,00;0,00;1d1h;-2.128,00 +WINJ26;26/02/2026 16:25:00;26/02/2026 18:10:00;1h45min;1;1;V;194.220,00;194.160,00;192.290,00;No;-12,00;-60,00;61;-12,00;-60,00;0,00;0,00;0,00;1d;-2.140,00 +WINJ26;27/02/2026 17:15:00;27/02/2026 17:25:00;10min;1;1;C;191.830,00;192.145,00;192.290,00;Sim;63,00;315,00;62;63,00;315,00;0,00;0,00;0,00;1d;-2.077,00 diff --git a/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v5_regime_volatilidade15min.csv b/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v5_regime_volatilidade15min.csv new file mode 100644 index 0000000..e9829b2 --- /dev/null +++ b/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v5_regime_volatilidade15min.csv @@ -0,0 +1,31 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 02/03/2025 +Data Final: 02/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;29/09/2025 11:45:00;29/09/2025 15:00:00;3h15min;1;1;V;156.340,00;156.600,00;192.285,00;No;52,00;260,00;1;52,00;260,00;0,00;0,00;0,00; - ;52,00 +WINJ26;03/11/2025 11:15:00;04/11/2025 10:00:00;22h45min;1;1;V;158.430,00;158.605,00;192.285,00;Sim;35,00;175,00;2;35,00;175,00;0,00;0,00;0,00;1m3d23h;87,00 +WINJ26;05/11/2025 17:45:00;07/11/2025 10:00:00;1d16h;1;1;V;161.250,00;161.900,00;192.285,00;Sim;130,00;650,00;3;130,00;650,00;0,00;0,00;0,00;2d6h;217,00 +WINJ26;11/11/2025 11:15:00;12/11/2025 11:00:00;23h45min;1;1;V;165.880,00;166.205,00;192.285,00;Sim;65,00;325,00;4;65,00;325,00;0,00;0,00;0,00;5d17h;282,00 +WINJ26;02/12/2025 18:15:00;05/12/2025 13:00:00;2d18h;1;1;V;170.835,00;168.805,00;192.285,00;Sim;-406,00;-2.030,00;5;-406,00;-2.030,00;0,00;0,00;0,00;21d7h;-124,00 +WINJ26;17/12/2025 09:00:00;17/12/2025 16:00:00;7h;1;1;C;164.410,00;163.670,00;192.285,00;No;-148,00;-740,00;6;-148,00;-740,00;0,00;0,00;0,00;14d14h;-272,00 +WINJ26;19/12/2025 18:00:00;22/12/2025 09:00:00;2d15h;1;1;C;164.745,00;165.430,00;192.285,00;No;137,00;685,00;7;137,00;685,00;0,00;0,00;0,00;2d9h;-135,00 +WINJ26;23/12/2025 09:30:00;26/12/2025 09:15:00;2d23h;1;1;V;165.980,00;164.900,00;192.285,00;No;-216,00;-1.080,00;8;-216,00;-1.080,00;0,00;0,00;0,00;3d15h;-351,00 +WINJ26;26/12/2025 09:45:00;26/12/2025 11:45:00;2h;1;1;C;165.890,00;166.015,00;192.285,00;No;25,00;125,00;9;25,00;125,00;0,00;0,00;0,00;3d;-326,00 +WINJ26;29/12/2025 09:15:00;29/12/2025 10:30:00;1h15min;1;1;V;166.705,00;167.245,00;192.285,00;Sim;108,00;540,00;10;108,00;540,00;0,00;0,00;0,00;2d23h;-218,00 +WINJ26;30/12/2025 09:45:00;30/12/2025 12:00:00;2h15min;1;1;V;167.060,00;167.675,00;192.285,00;Sim;123,00;615,00;11;123,00;615,00;0,00;0,00;0,00;1d;-95,00 +WINJ26;06/01/2026 09:30:00;06/01/2026 16:30:00;7h;1;1;V;169.185,00;168.485,00;192.285,00;Sim;-140,00;-700,00;12;-140,00;-700,00;0,00;0,00;0,00;6d23h;-235,00 +WINJ26;08/01/2026 09:15:00;08/01/2026 09:45:00;30min;1;1;C;167.350,00;167.630,00;192.285,00;No;56,00;280,00;13;56,00;280,00;0,00;0,00;0,00;1d23h;-179,00 +WINJ26;12/01/2026 09:00:00;12/01/2026 09:15:00;15min;1;1;C;168.590,00;168.975,00;192.285,00;No;77,00;385,00;14;77,00;385,00;0,00;0,00;0,00;3d23h;-102,00 +WINJ26;14/01/2026 09:45:00;14/01/2026 11:15:00;1h30min;1;1;V;167.705,00;168.000,00;192.285,00;No;59,00;295,00;15;59,00;295,00;0,00;0,00;0,00;2d;-43,00 +WINJ26;21/01/2026 12:00:00;22/01/2026 16:15:00;1d4h;1;1;V;180.825,00;174.590,00;192.285,00;Sim;-1.247,00;-6.235,00;16;-1.247,00;-6.235,00;0,00;0,00;0,00;7d2h;-1.290,00 +WINJ26;27/01/2026 11:30:00;27/01/2026 15:00:00;3h30min;1;1;V;187.170,00;187.470,00;192.285,00;Sim;60,00;300,00;17;60,00;300,00;0,00;0,00;0,00;5d23h;-1.230,00 +WINJ26;30/01/2026 15:45:00;02/02/2026 09:00:00;2d17h;1;1;C;185.235,00;184.655,00;192.285,00;No;-116,00;-580,00;18;-116,00;-580,00;0,00;0,00;0,00;3d4h;-1.346,00 +WINJ26;03/02/2026 11:30:00;03/02/2026 14:15:00;2h45min;1;1;V;190.295,00;191.180,00;192.285,00;Sim;177,00;885,00;19;177,00;885,00;0,00;0,00;0,00;3d19h;-1.169,00 +WINJ26;04/02/2026 11:30:00;04/02/2026 18:15:00;6h45min;1;1;C;188.270,00;186.115,00;192.285,00;No;-431,00;-2.155,00;20;-431,00;-2.155,00;0,00;0,00;0,00;1d;-1.600,00 +WINJ26;05/02/2026 10:30:00;05/02/2026 12:15:00;1h45min;1;1;V;186.700,00;186.885,00;192.285,00;No;37,00;185,00;21;37,00;185,00;0,00;0,00;0,00;23h;-1.563,00 +WINJ26;09/02/2026 14:30:00;10/02/2026 09:15:00;18h45min;1;1;V;189.800,00;189.515,00;192.285,00;Sim;-57,00;-285,00;22;-57,00;-285,00;0,00;0,00;0,00;4d4h;-1.620,00 +WINJ26;18/02/2026 13:00:00;18/02/2026 14:00:00;1h;1;1;V;189.975,00;190.460,00;192.285,00;Sim;97,00;485,00;23;97,00;485,00;0,00;0,00;0,00;8d22h;-1.523,00 +WINJ26;19/02/2026 18:15:00;20/02/2026 09:15:00;15h;1;1;V;191.230,00;192.225,00;192.285,00;Sim;199,00;995,00;24;199,00;995,00;0,00;0,00;0,00;1d5h;-1.324,00 +WINJ26;20/02/2026 11:15:00;20/02/2026 11:45:00;30min;1;1;C;190.520,00;191.325,00;192.285,00;No;161,00;805,00;25;161,00;805,00;0,00;0,00;0,00;17h;-1.163,00 diff --git a/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v5_regime_volatilidade30min.csv b/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v5_regime_volatilidade30min.csv new file mode 100644 index 0000000..0735db3 --- /dev/null +++ b/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v5_regime_volatilidade30min.csv @@ -0,0 +1,28 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 02/03/2025 +Data Final: 02/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;29/09/2025 11:30:00;30/09/2025 11:30:00;1d;1;1;V;156.250,00;156.600,00;192.300,00;No;70,00;350,00;1;70,00;350,00;0,00;0,00;0,00; - ;70,00 +WINJ26;03/10/2025 11:00:00;13/10/2025 13:30:00;10d2h;1;1;C;153.700,00;151.240,00;192.300,00;No;-492,00;-2.460,00;2;-492,00;-2.460,00;0,00;0,00;0,00;3d23h;-422,00 +WINJ26;23/10/2025 09:30:00;23/10/2025 12:30:00;3h;1;1;V;153.950,00;154.700,00;192.300,00;No;150,00;750,00;3;150,00;750,00;0,00;0,00;0,00;19d22h;-272,00 +WINJ26;05/11/2025 18:00:00;07/11/2025 10:00:00;1d16h;1;1;V;161.250,00;161.940,00;192.300,00;Sim;138,00;690,00;4;138,00;690,00;0,00;0,00;0,00;13d8h;-134,00 +WINJ26;28/11/2025 15:00:00;01/12/2025 10:30:00;2d19h;1;1;V;165.625,00;167.000,00;192.300,00;Sim;275,00;1.375,00;5;275,00;1.375,00;0,00;0,00;0,00;22d21h;141,00 +WINJ26;05/12/2025 09:00:00;05/12/2025 13:00:00;4h;1;1;V;170.835,00;171.890,00;192.300,00;Sim;211,00;1.055,00;6;211,00;1.055,00;0,00;0,00;0,00;6d18h;352,00 +WINJ26;09/12/2025 11:00:00;09/12/2025 13:00:00;2h;1;1;C;163.150,00;164.830,00;192.300,00;No;336,00;1.680,00;7;336,00;1.680,00;0,00;0,00;0,00;4d2h;688,00 +WINJ26;17/12/2025 11:00:00;18/12/2025 11:30:00;1d;1;1;C;163.230,00;164.010,00;192.300,00;No;156,00;780,00;8;156,00;780,00;0,00;0,00;0,00;8d;844,00 +WINJ26;22/12/2025 11:00:00;22/12/2025 14:00:00;3h;1;1;C;164.250,00;164.520,00;192.300,00;No;54,00;270,00;9;54,00;270,00;0,00;0,00;0,00;5d;898,00 +WINJ26;23/12/2025 11:30:00;26/12/2025 09:30:00;2d22h;1;1;V;165.790,00;165.435,00;192.300,00;No;-71,00;-355,00;10;-71,00;-355,00;0,00;0,00;0,00;1d;827,00 +WINJ26;29/12/2025 13:30:00;29/12/2025 17:30:00;4h;1;1;C;166.175,00;166.330,00;192.300,00;No;31,00;155,00;11;31,00;155,00;0,00;0,00;0,00;6d2h;858,00 +WINJ26;06/01/2026 11:00:00;07/01/2026 10:00:00;23h;1;1;V;168.900,00;169.355,00;192.300,00;Sim;91,00;455,00;12;91,00;455,00;0,00;0,00;0,00;7d21h;949,00 +WINJ26;07/01/2026 14:30:00;08/01/2026 10:30:00;20h;1;1;C;167.680,00;167.945,00;192.300,00;No;53,00;265,00;13;53,00;265,00;0,00;0,00;0,00;1d3h;1.002,00 +WINJ26;12/01/2026 11:30:00;12/01/2026 12:30:00;1h;1;1;C;168.150,00;168.635,00;192.300,00;No;97,00;485,00;14;97,00;485,00;0,00;0,00;0,00;4d21h;1.099,00 +WINJ26;15/01/2026 09:30:00;16/01/2026 10:30:00;1d1h;1;1;V;170.625,00;170.390,00;192.300,00;Sim;-47,00;-235,00;15;-47,00;-235,00;0,00;0,00;0,00;2d22h;1.052,00 +WINJ26;21/01/2026 11:30:00;26/01/2026 11:00:00;4d23h;1;1;V;183.135,00;173.915,00;192.300,00;Sim;-1.844,00;-9.220,00;16;-1.844,00;-9.220,00;0,00;0,00;0,00;6d2h;-792,00 +WINJ26;27/01/2026 12:30:00;28/01/2026 09:00:00;20h30min;1;1;V;187.620,00;187.690,00;192.300,00;Sim;14,00;70,00;17;14,00;70,00;0,00;0,00;0,00;6d1h;-778,00 +WINJ26;28/01/2026 11:00:00;28/01/2026 16:00:00;5h;1;1;V;187.955,00;189.035,00;192.300,00;Sim;216,00;1.080,00;18;216,00;1.080,00;0,00;0,00;0,00;22h30min;-562,00 +WINJ26;03/02/2026 12:00:00;03/02/2026 15:30:00;3h30min;1;1;V;189.500,00;191.565,00;192.300,00;Sim;413,00;2.065,00;19;413,00;2.065,00;0,00;0,00;0,00;6d1h;-149,00 +WINJ26;04/02/2026 15:30:00;05/02/2026 10:30:00;19h;1;1;C;185.485,00;186.885,00;192.300,00;No;280,00;1.400,00;20;280,00;1.400,00;0,00;0,00;0,00;1d3h;131,00 +WINJ26;06/02/2026 11:00:00;06/02/2026 11:30:00;30min;1;1;C;186.115,00;186.785,00;192.300,00;No;134,00;670,00;21;134,00;670,00;0,00;0,00;0,00;1d19h;265,00 +WINJ26;13/02/2026 10:30:00;13/02/2026 15:00:00;4h30min;1;1;C;189.095,00;190.025,00;192.300,00;No;186,00;930,00;22;186,00;930,00;0,00;0,00;0,00;6d23h;451,00 diff --git a/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v5_regime_volatilidade60min.csv b/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v5_regime_volatilidade60min.csv new file mode 100644 index 0000000..a74ff9d --- /dev/null +++ b/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v5_regime_volatilidade60min.csv @@ -0,0 +1,17 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 02/03/2025 +Data Final: 02/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;29/10/2025 12:00:00;30/10/2025 10:00:00;22h;1;1;V;156.695,00;157.250,00;192.300,00;No;111,00;555,00;1;111,00;555,00;0,00;0,00;0,00; - ;111,00 +WINJ26;03/11/2025 17:00:00;04/11/2025 10:00:00;17h;1;1;V;158.430,00;158.720,00;192.300,00;Sim;58,00;290,00;2;58,00;290,00;0,00;0,00;0,00;5d5h;169,00 +WINJ26;05/11/2025 18:00:00;07/11/2025 11:00:00;1d17h;1;1;V;161.000,00;161.940,00;192.300,00;Sim;188,00;940,00;3;188,00;940,00;0,00;0,00;0,00;2d1h;357,00 +WINJ26;28/11/2025 15:00:00;01/12/2025 11:00:00;2d20h;1;1;V;165.945,00;167.000,00;192.300,00;Sim;211,00;1.055,00;4;211,00;1.055,00;0,00;0,00;0,00;22d21h;568,00 +WINJ26;05/12/2025 09:00:00;05/12/2025 13:00:00;4h;1;1;V;170.835,00;171.890,00;192.300,00;Sim;211,00;1.055,00;5;211,00;1.055,00;0,00;0,00;0,00;6d18h;779,00 +WINJ26;15/12/2025 14:00:00;16/12/2025 10:00:00;20h;1;1;V;167.270,00;169.505,00;192.300,00;No;447,00;2.235,00;6;447,00;2.235,00;0,00;0,00;0,00;10d5h;1.226,00 +WINJ26;23/12/2025 17:00:00;26/12/2025 10:00:00;2d17h;1;1;V;165.700,00;166.370,00;192.300,00;No;134,00;670,00;7;134,00;670,00;0,00;0,00;0,00;8d3h;1.360,00 +WINJ26;13/01/2026 17:00:00;14/01/2026 10:00:00;17h;1;1;C;167.335,00;168.200,00;192.300,00;No;173,00;865,00;8;173,00;865,00;0,00;0,00;0,00;21d;1.533,00 +WINJ26;26/01/2026 10:00:00;29/01/2026 13:00:00;3d3h;1;1;V;186.785,00;184.825,00;192.300,00;Sim;-392,00;-1.960,00;9;-392,00;-1.960,00;0,00;0,00;0,00;12d17h;1.141,00 +WINJ26;11/02/2026 17:00:00;12/02/2026 14:00:00;21h;1;1;V;192.510,00;193.990,00;192.300,00;Sim;296,00;1.480,00;10;296,00;1.480,00;0,00;0,00;0,00;16d7h;1.437,00 +WINJ26;24/02/2026 15:00:00;25/02/2026 16:00:00;1d1h;1;1;V;194.310,00;194.940,00;192.300,00;Sim;126,00;630,00;11;126,00;630,00;0,00;0,00;0,00;12d22h;1.563,00 diff --git a/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v6_saida_hibrida02min.csv b/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v6_saida_hibrida02min.csv new file mode 100644 index 0000000..e67a608 --- /dev/null +++ b/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v6_saida_hibrida02min.csv @@ -0,0 +1,159 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 02/03/2025 +Data Final: 02/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;19/12/2025 15:26:00;19/12/2025 15:40:00;14min;1;1;C;165.150,00;165.005,00;192.300,00;No;-29,00;-145,00;1;-29,00;-145,00;0,00;0,00;0,00; - ;-29,00 +WINJ26;19/12/2025 17:44:00;19/12/2025 18:06:00;22min;1;1;C;164.715,00;164.800,00;192.300,00;Sim;17,00;85,00;2;17,00;85,00;0,00;0,00;0,00;2h18min;-12,00 +WINJ26;22/12/2025 15:22:00;22/12/2025 15:26:00;4min;1;1;C;164.065,00;164.075,00;192.300,00;Sim;2,00;10,00;3;2,00;10,00;0,00;0,00;0,00;2d21h;-10,00 +WINJ26;23/12/2025 09:46:00;23/12/2025 10:00:00;14min;1;1;V;165.025,00;165.350,00;192.300,00;No;65,00;325,00;4;65,00;325,00;0,00;0,00;0,00;18h24min;55,00 +WINJ26;23/12/2025 10:20:00;23/12/2025 10:28:00;8min;1;1;V;165.360,00;165.715,00;192.300,00;Sim;71,00;355,00;5;71,00;355,00;0,00;0,00;0,00;34min;126,00 +WINJ26;23/12/2025 12:12:00;23/12/2025 12:16:00;4min;1;1;V;166.465,00;166.410,00;192.300,00;Sim;-11,00;-55,00;6;-11,00;-55,00;0,00;0,00;0,00;1h52min;115,00 +WINJ26;23/12/2025 15:12:00;23/12/2025 15:24:00;12min;1;1;C;166.305,00;166.425,00;192.300,00;No;24,00;120,00;7;24,00;120,00;0,00;0,00;0,00;3h;139,00 +WINJ26;23/12/2025 18:08:00;23/12/2025 18:20:00;12min;1;1;V;166.530,00;166.745,00;192.300,00;Sim;43,00;215,00;8;43,00;215,00;0,00;0,00;0,00;2h56min;182,00 +WINJ26;26/12/2025 17:46:00;26/12/2025 18:12:00;26min;1;1;V;167.225,00;167.045,00;192.300,00;Sim;-36,00;-180,00;9;-36,00;-180,00;0,00;0,00;0,00;2d23h;146,00 +WINJ26;29/12/2025 14:48:00;29/12/2025 14:52:00;4min;1;1;V;166.265,00;166.325,00;192.300,00;No;12,00;60,00;10;12,00;60,00;0,00;0,00;0,00;2d21h;158,00 +WINJ26;29/12/2025 15:48:00;29/12/2025 16:00:00;12min;1;1;C;165.880,00;165.800,00;192.300,00;Sim;-16,00;-80,00;11;-16,00;-80,00;0,00;0,00;0,00;1h;142,00 +WINJ26;29/12/2025 17:06:00;29/12/2025 17:32:00;26min;1;1;V;166.330,00;166.305,00;192.300,00;No;-5,00;-25,00;12;-5,00;-25,00;0,00;0,00;0,00;1h18min;137,00 +WINJ26;30/12/2025 09:04:00;30/12/2025 09:10:00;6min;1;1;V;167.200,00;166.930,00;192.300,00;Sim;-54,00;-270,00;13;-54,00;-270,00;0,00;0,00;0,00;15h58min;83,00 +WINJ26;30/12/2025 09:18:00;30/12/2025 09:40:00;22min;1;1;V;167.780,00;167.400,00;192.300,00;Sim;-76,00;-380,00;14;-76,00;-380,00;0,00;0,00;0,00;14min;7,00 +WINJ26;30/12/2025 17:52:00;30/12/2025 18:14:00;22min;1;1;C;167.390,00;167.070,00;192.300,00;No;-64,00;-320,00;15;-64,00;-320,00;0,00;0,00;0,00;8h34min;-57,00 +WINJ26;02/01/2026 11:04:00;02/01/2026 11:14:00;10min;1;1;C;166.665,00;167.125,00;192.300,00;Sim;92,00;460,00;16;92,00;460,00;0,00;0,00;0,00;2d17h;35,00 +WINJ26;05/01/2026 09:40:00;05/01/2026 09:46:00;6min;1;1;V;166.465,00;166.785,00;192.300,00;No;64,00;320,00;17;64,00;320,00;0,00;0,00;0,00;2d22h;99,00 +WINJ26;05/01/2026 14:08:00;05/01/2026 14:16:00;8min;1;1;V;167.445,00;167.485,00;192.300,00;Sim;8,00;40,00;18;8,00;40,00;0,00;0,00;0,00;4h28min;107,00 +WINJ26;05/01/2026 14:54:00;05/01/2026 15:18:00;24min;1;1;V;167.695,00;167.655,00;192.300,00;Sim;-8,00;-40,00;19;-8,00;-40,00;0,00;0,00;0,00;46min;99,00 +WINJ26;06/01/2026 09:18:00;06/01/2026 09:40:00;22min;1;1;V;168.710,00;168.505,00;192.300,00;Sim;-41,00;-205,00;20;-41,00;-205,00;0,00;0,00;0,00;18h24min;58,00 +WINJ26;06/01/2026 09:48:00;06/01/2026 10:10:00;22min;1;1;V;169.300,00;168.810,00;192.300,00;Sim;-98,00;-490,00;21;-98,00;-490,00;0,00;0,00;0,00;30min;-40,00 +WINJ26;07/01/2026 11:18:00;07/01/2026 11:20:00;2min;1;1;C;168.005,00;167.945,00;192.300,00;No;-12,00;-60,00;22;-12,00;-60,00;0,00;0,00;0,00;1d1h;-52,00 +WINJ26;07/01/2026 12:04:00;07/01/2026 12:14:00;10min;1;1;C;167.445,00;167.545,00;192.300,00;Sim;20,00;100,00;23;20,00;100,00;0,00;0,00;0,00;46min;-32,00 +WINJ26;08/01/2026 10:34:00;08/01/2026 10:48:00;14min;1;1;V;167.795,00;167.995,00;192.300,00;No;40,00;200,00;24;40,00;200,00;0,00;0,00;0,00;22h30min;8,00 +WINJ26;09/01/2026 09:02:00;09/01/2026 09:12:00;10min;1;1;V;168.140,00;168.600,00;192.300,00;Sim;92,00;460,00;25;92,00;460,00;0,00;0,00;0,00;22h28min;100,00 +WINJ26;09/01/2026 10:34:00;09/01/2026 10:56:00;22min;1;1;V;169.290,00;168.785,00;192.300,00;Sim;-101,00;-505,00;26;-101,00;-505,00;0,00;0,00;0,00;1h32min;-1,00 +WINJ26;09/01/2026 17:56:00;09/01/2026 18:20:00;24min;1;1;C;168.725,00;168.545,00;192.300,00;No;-36,00;-180,00;27;-36,00;-180,00;0,00;0,00;0,00;7h22min;-37,00 +WINJ26;13/01/2026 09:04:00;13/01/2026 09:08:00;4min;1;1;V;168.400,00;168.725,00;192.300,00;No;65,00;325,00;28;65,00;325,00;0,00;0,00;0,00;3d15h;28,00 +WINJ26;13/01/2026 09:22:00;13/01/2026 09:40:00;18min;1;1;C;168.105,00;167.775,00;192.300,00;Sim;-66,00;-330,00;29;-66,00;-330,00;0,00;0,00;0,00;18min;-38,00 +WINJ26;13/01/2026 10:04:00;13/01/2026 10:22:00;18min;1;1;C;167.545,00;167.625,00;192.300,00;Sim;16,00;80,00;30;16,00;80,00;0,00;0,00;0,00;42min;-22,00 +WINJ26;13/01/2026 11:12:00;13/01/2026 11:16:00;4min;1;1;V;167.750,00;168.125,00;192.300,00;No;75,00;375,00;31;75,00;375,00;0,00;0,00;0,00;1h8min;53,00 +WINJ26;14/01/2026 09:04:00;14/01/2026 09:26:00;22min;1;1;V;168.015,00;167.295,00;192.300,00;No;-144,00;-720,00;32;-144,00;-720,00;0,00;0,00;0,00;21h52min;-91,00 +WINJ26;14/01/2026 11:04:00;14/01/2026 11:06:00;2min;1;1;C;168.095,00;168.005,00;192.300,00;No;-18,00;-90,00;33;-18,00;-90,00;0,00;0,00;0,00;2h;-109,00 +WINJ26;14/01/2026 11:12:00;14/01/2026 11:22:00;10min;1;1;C;167.600,00;168.170,00;192.300,00;Sim;114,00;570,00;34;114,00;570,00;0,00;0,00;0,00;8min;5,00 +WINJ26;14/01/2026 15:22:00;14/01/2026 15:44:00;22min;1;1;V;169.370,00;169.165,00;192.300,00;Sim;-41,00;-205,00;35;-41,00;-205,00;0,00;0,00;0,00;4h10min;-36,00 +WINJ26;14/01/2026 16:32:00;14/01/2026 16:40:00;8min;1;1;V;169.865,00;169.815,00;192.300,00;Sim;-10,00;-50,00;36;-10,00;-50,00;0,00;0,00;0,00;1h10min;-46,00 +WINJ26;14/01/2026 17:34:00;14/01/2026 17:38:00;4min;1;1;V;170.190,00;170.200,00;192.300,00;Sim;2,00;10,00;37;2,00;10,00;0,00;0,00;0,00;1h2min;-44,00 +WINJ26;14/01/2026 17:42:00;14/01/2026 18:04:00;22min;1;1;V;170.365,00;170.265,00;192.300,00;Sim;-20,00;-100,00;38;-20,00;-100,00;0,00;0,00;0,00;8min;-64,00 +WINJ26;14/01/2026 18:14:00;15/01/2026 09:02:00;14h48min;1;1;V;170.355,00;170.500,00;192.300,00;Sim;29,00;145,00;39;29,00;145,00;0,00;0,00;0,00;32min;-35,00 +WINJ26;15/01/2026 17:10:00;15/01/2026 17:34:00;24min;1;1;C;170.650,00;170.645,00;192.300,00;No;-1,00;-5,00;40;-1,00;-5,00;0,00;0,00;0,00;22h56min;-36,00 +WINJ26;15/01/2026 17:56:00;15/01/2026 18:02:00;6min;1;1;C;170.595,00;170.700,00;192.300,00;Sim;21,00;105,00;41;21,00;105,00;0,00;0,00;0,00;46min;-15,00 +WINJ26;16/01/2026 11:02:00;16/01/2026 11:14:00;12min;1;1;C;169.955,00;170.020,00;192.300,00;Sim;13,00;65,00;42;13,00;65,00;0,00;0,00;0,00;17h6min;-2,00 +WINJ26;16/01/2026 11:18:00;16/01/2026 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14:06:00;22min;1;1;V;189.080,00;188.535,00;192.300,00;No;-109,00;-545,00;103;-109,00;-545,00;0,00;0,00;0,00;1h56min;-169,00 +WINJ26;09/02/2026 14:08:00;09/02/2026 14:24:00;16min;1;1;V;189.520,00;189.110,00;192.300,00;Sim;-82,00;-410,00;104;-82,00;-410,00;0,00;0,00;0,00;24min;-251,00 +WINJ26;09/02/2026 14:28:00;09/02/2026 14:50:00;22min;1;1;V;189.600,00;189.460,00;192.300,00;Sim;-28,00;-140,00;105;-28,00;-140,00;0,00;0,00;0,00;20min;-279,00 +WINJ26;09/02/2026 16:34:00;09/02/2026 16:46:00;12min;1;1;V;190.320,00;190.465,00;192.300,00;Sim;29,00;145,00;106;29,00;145,00;0,00;0,00;0,00;2h6min;-250,00 +WINJ26;09/02/2026 17:08:00;09/02/2026 17:18:00;10min;1;1;V;190.445,00;190.650,00;192.300,00;Sim;41,00;205,00;107;41,00;205,00;0,00;0,00;0,00;34min;-209,00 +WINJ26;09/02/2026 17:54:00;09/02/2026 18:02:00;8min;1;1;V;190.635,00;190.740,00;192.300,00;Sim;21,00;105,00;108;21,00;105,00;0,00;0,00;0,00;46min;-188,00 +WINJ26;10/02/2026 09:10:00;10/02/2026 09:14:00;4min;1;1;C;189.860,00;189.855,00;192.300,00;No;-1,00;-5,00;109;-1,00;-5,00;0,00;0,00;0,00;15h16min;-189,00 +WINJ26;10/02/2026 12:22:00;10/02/2026 12:44:00;22min;1;1;V;190.845,00;190.630,00;192.300,00;No;-43,00;-215,00;110;-43,00;-215,00;0,00;0,00;0,00;3h12min;-232,00 +WINJ26;10/02/2026 14:56:00;10/02/2026 15:18:00;22min;1;1;C;190.050,00;190.030,00;192.300,00;No;-4,00;-20,00;111;-4,00;-20,00;0,00;0,00;0,00;2h34min;-236,00 +WINJ26;10/02/2026 15:38:00;10/02/2026 15:48:00;10min;1;1;C;189.575,00;189.570,00;192.300,00;Sim;-1,00;-5,00;112;-1,00;-5,00;0,00;0,00;0,00;42min;-237,00 +WINJ26;10/02/2026 17:16:00;10/02/2026 17:22:00;6min;1;1;V;190.515,00;190.475,00;192.300,00;No;-8,00;-40,00;113;-8,00;-40,00;0,00;0,00;0,00;1h38min;-245,00 +WINJ26;10/02/2026 17:24:00;10/02/2026 17:30:00;6min;1;1;V;190.565,00;190.515,00;192.300,00;Sim;-10,00;-50,00;114;-10,00;-50,00;0,00;0,00;0,00;8min;-255,00 +WINJ26;11/02/2026 09:16:00;11/02/2026 09:20:00;4min;1;1;V;191.770,00;191.810,00;192.300,00;Sim;8,00;40,00;115;8,00;40,00;0,00;0,00;0,00;15h52min;-247,00 +WINJ26;11/02/2026 09:46:00;11/02/2026 10:08:00;22min;1;1;V;192.100,00;192.195,00;192.300,00;Sim;19,00;95,00;116;19,00;95,00;0,00;0,00;0,00;30min;-228,00 +WINJ26;11/02/2026 11:20:00;11/02/2026 11:26:00;6min;1;1;V;193.300,00;193.285,00;192.300,00;Sim;-3,00;-15,00;117;-3,00;-15,00;0,00;0,00;0,00;1h34min;-231,00 +WINJ26;11/02/2026 12:56:00;11/02/2026 13:18:00;22min;1;1;V;194.295,00;193.280,00;192.300,00;No;-203,00;-1.015,00;118;-203,00;-1.015,00;0,00;0,00;0,00;1h36min;-434,00 +WINJ26;11/02/2026 13:54:00;11/02/2026 14:02:00;8min;1;1;V;194.450,00;194.740,00;192.300,00;Sim;58,00;290,00;119;58,00;290,00;0,00;0,00;0,00;58min;-376,00 +WINJ26;11/02/2026 15:38:00;11/02/2026 16:00:00;22min;1;1;C;193.700,00;193.695,00;192.300,00;No;-1,00;-5,00;120;-1,00;-5,00;0,00;0,00;0,00;1h44min;-377,00 +WINJ26;11/02/2026 16:18:00;11/02/2026 16:40:00;22min;1;1;V;194.370,00;194.360,00;192.300,00;No;-2,00;-10,00;121;-2,00;-10,00;0,00;0,00;0,00;40min;-379,00 +WINJ26;11/02/2026 17:14:00;11/02/2026 17:28:00;14min;1;1;C;193.865,00;194.025,00;192.300,00;No;32,00;160,00;122;32,00;160,00;0,00;0,00;0,00;56min;-347,00 +WINJ26;11/02/2026 17:38:00;11/02/2026 17:40:00;2min;1;1;V;194.315,00;194.330,00;192.300,00;No;3,00;15,00;123;3,00;15,00;0,00;0,00;0,00;24min;-344,00 +WINJ26;11/02/2026 17:42:00;11/02/2026 17:50:00;8min;1;1;V;194.075,00;194.365,00;192.300,00;Sim;58,00;290,00;124;58,00;290,00;0,00;0,00;0,00;4min;-286,00 +WINJ26;12/02/2026 09:02:00;12/02/2026 09:04:00;2min;1;1;V;193.330,00;194.380,00;192.300,00;Sim;210,00;1.050,00;125;210,00;1.050,00;0,00;0,00;0,00;15h20min;-76,00 +WINJ26;12/02/2026 11:22:00;12/02/2026 11:32:00;10min;1;1;V;193.405,00;193.830,00;192.300,00;No;85,00;425,00;126;85,00;425,00;0,00;0,00;0,00;2h20min;9,00 +WINJ26;12/02/2026 12:16:00;12/02/2026 12:22:00;6min;1;1;V;193.620,00;194.010,00;192.300,00;Sim;78,00;390,00;127;78,00;390,00;0,00;0,00;0,00;54min;87,00 +WINJ26;12/02/2026 13:20:00;12/02/2026 13:38:00;18min;1;1;C;192.680,00;192.905,00;192.300,00;Sim;45,00;225,00;128;45,00;225,00;0,00;0,00;0,00;1h4min;132,00 +WINJ26;12/02/2026 15:38:00;12/02/2026 15:42:00;4min;1;1;C;191.185,00;191.430,00;192.300,00;Sim;49,00;245,00;129;49,00;245,00;0,00;0,00;0,00;2h18min;181,00 +WINJ26;13/02/2026 09:28:00;13/02/2026 09:46:00;18min;1;1;C;189.335,00;189.585,00;192.300,00;Sim;50,00;250,00;130;50,00;250,00;0,00;0,00;0,00;17h50min;231,00 +WINJ26;13/02/2026 11:36:00;13/02/2026 11:46:00;10min;1;1;C;188.555,00;188.625,00;192.300,00;Sim;14,00;70,00;131;14,00;70,00;0,00;0,00;0,00;2h8min;245,00 +WINJ26;13/02/2026 12:38:00;13/02/2026 12:48:00;10min;1;1;V;188.760,00;189.400,00;192.300,00;No;128,00;640,00;132;128,00;640,00;0,00;0,00;0,00;1h2min;373,00 +WINJ26;13/02/2026 18:20:00;18/02/2026 13:16:00;4d18h;1;1;V;190.390,00;190.490,00;192.300,00;Sim;20,00;100,00;133;20,00;100,00;0,00;0,00;0,00;5h42min;393,00 +WINJ26;18/02/2026 14:06:00;18/02/2026 14:16:00;10min;1;1;C;189.710,00;189.960,00;192.300,00;No;50,00;250,00;134;50,00;250,00;0,00;0,00;0,00;4d19h;443,00 +WINJ26;18/02/2026 16:20:00;18/02/2026 16:32:00;12min;1;1;C;189.005,00;188.940,00;192.300,00;Sim;-13,00;-65,00;135;-13,00;-65,00;0,00;0,00;0,00;2h14min;430,00 +WINJ26;18/02/2026 17:04:00;18/02/2026 17:14:00;10min;1;1;V;189.055,00;189.375,00;192.300,00;No;64,00;320,00;136;64,00;320,00;0,00;0,00;0,00;44min;494,00 +WINJ26;18/02/2026 18:00:00;18/02/2026 18:08:00;8min;1;1;V;190.005,00;189.910,00;192.300,00;Sim;-19,00;-95,00;137;-19,00;-95,00;0,00;0,00;0,00;56min;475,00 +WINJ26;19/02/2026 12:14:00;19/02/2026 12:36:00;22min;1;1;V;191.950,00;191.580,00;192.300,00;Sim;-74,00;-370,00;138;-74,00;-370,00;0,00;0,00;0,00;18h14min;401,00 +WINJ26;19/02/2026 12:38:00;19/02/2026 13:00:00;22min;1;1;V;192.285,00;192.005,00;192.300,00;Sim;-56,00;-280,00;139;-56,00;-280,00;0,00;0,00;0,00;24min;345,00 +WINJ26;19/02/2026 14:22:00;19/02/2026 14:38:00;16min;1;1;V;192.280,00;192.415,00;192.300,00;Sim;27,00;135,00;140;27,00;135,00;0,00;0,00;0,00;1h44min;372,00 +WINJ26;19/02/2026 15:04:00;19/02/2026 15:14:00;10min;1;1;C;192.015,00;192.155,00;192.300,00;No;28,00;140,00;141;28,00;140,00;0,00;0,00;0,00;42min;400,00 +WINJ26;19/02/2026 17:40:00;19/02/2026 17:50:00;10min;1;1;V;192.085,00;192.035,00;192.300,00;No;-10,00;-50,00;142;-10,00;-50,00;0,00;0,00;0,00;2h36min;390,00 +WINJ26;19/02/2026 18:10:00;19/02/2026 18:22:00;12min;1;1;V;192.155,00;192.300,00;192.300,00;Sim;29,00;145,00;143;29,00;145,00;0,00;0,00;0,00;30min;419,00 +WINJ26;20/02/2026 09:26:00;20/02/2026 09:34:00;8min;1;1;C;191.090,00;190.870,00;192.300,00;Sim;-44,00;-220,00;144;-44,00;-220,00;0,00;0,00;0,00;15h16min;375,00 +WINJ26;20/02/2026 09:36:00;20/02/2026 09:58:00;22min;1;1;C;190.920,00;190.720,00;192.300,00;Sim;-40,00;-200,00;145;-40,00;-200,00;0,00;0,00;0,00;10min;335,00 +WINJ26;20/02/2026 11:30:00;20/02/2026 11:36:00;6min;1;1;V;191.210,00;191.115,00;192.300,00;No;-19,00;-95,00;146;-19,00;-95,00;0,00;0,00;0,00;1h54min;316,00 +WINJ26;20/02/2026 15:00:00;20/02/2026 15:22:00;22min;1;1;V;192.525,00;192.435,00;192.300,00;Sim;-18,00;-90,00;147;-18,00;-90,00;0,00;0,00;0,00;3h30min;298,00 +WINJ26;20/02/2026 17:08:00;20/02/2026 17:18:00;10min;1;1;V;194.375,00;194.055,00;192.300,00;Sim;-64,00;-320,00;148;-64,00;-320,00;0,00;0,00;0,00;2h8min;234,00 +WINJ26;20/02/2026 17:22:00;20/02/2026 17:30:00;8min;1;1;V;194.065,00;194.310,00;192.300,00;Sim;49,00;245,00;149;49,00;245,00;0,00;0,00;0,00;14min;283,00 +WINJ26;23/02/2026 09:20:00;23/02/2026 09:42:00;22min;1;1;C;192.780,00;192.695,00;192.300,00;No;-17,00;-85,00;150;-17,00;-85,00;0,00;0,00;0,00;2d15h;266,00 +WINJ26;23/02/2026 11:40:00;23/02/2026 12:02:00;22min;1;1;V;194.460,00;193.930,00;192.300,00;No;-106,00;-530,00;151;-106,00;-530,00;0,00;0,00;0,00;2h20min;160,00 +WINJ26;23/02/2026 15:14:00;23/02/2026 15:24:00;10min;1;1;V;192.835,00;192.840,00;192.300,00;No;1,00;5,00;152;1,00;5,00;0,00;0,00;0,00;3h34min;161,00 +WINJ26;23/02/2026 15:30:00;23/02/2026 15:38:00;8min;1;1;V;192.765,00;192.890,00;192.300,00;Sim;25,00;125,00;153;25,00;125,00;0,00;0,00;0,00;16min;186,00 diff --git a/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v6_saida_hibrida05min.csv b/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v6_saida_hibrida05min.csv new file mode 100644 index 0000000..a707b91 --- /dev/null +++ b/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v6_saida_hibrida05min.csv @@ -0,0 +1,113 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 02/03/2025 +Data Final: 02/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;05/11/2025 17:55:00;06/11/2025 14:00:00;20h5min;1;1;V;162.000,00;161.980,00;192.300,00;No;-4,00;-20,00;1;-4,00;-20,00;0,00;0,00;0,00; - ;-4,00 +WINJ26;10/11/2025 10:10:00;10/11/2025 17:30:00;7h20min;1;1;V;163.300,00;163.235,00;192.300,00;Sim;-13,00;-65,00;2;-13,00;-65,00;0,00;0,00;0,00;4d16h;-17,00 +WINJ26;26/11/2025 10:40:00;26/11/2025 13:25:00;2h45min;1;1;V;165.600,00;165.000,00;192.300,00;Sim;-120,00;-600,00;3;-120,00;-600,00;0,00;0,00;0,00;16d;-137,00 +WINJ26;03/12/2025 09:10:00;04/12/2025 09:00:00;23h50min;1;1;V;169.480,00;168.930,00;192.300,00;Sim;-110,00;-550,00;4;-110,00;-550,00;0,00;0,00;0,00;6d22h;-247,00 +WINJ26;05/12/2025 13:45:00;05/12/2025 15:25:00;1h40min;1;1;C;168.350,00;167.000,00;192.300,00;No;-270,00;-1.350,00;5;-270,00;-1.350,00;0,00;0,00;0,00;2d4h;-517,00 +WINJ26;18/12/2025 16:50:00;18/12/2025 17:20:00;30min;1;1;C;164.320,00;164.390,00;192.300,00;Sim;14,00;70,00;6;14,00;70,00;0,00;0,00;0,00;13d3h;-503,00 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15:30:00;55min;1;1;V;189.885,00;189.590,00;192.300,00;No;-59,00;-295,00;79;-59,00;-295,00;0,00;0,00;0,00;2d23h;-2.229,00 +WINJ26;09/02/2026 15:45:00;09/02/2026 16:05:00;20min;1;1;V;190.135,00;189.920,00;192.300,00;Sim;-43,00;-215,00;80;-43,00;-215,00;0,00;0,00;0,00;1h10min;-2.272,00 +WINJ26;09/02/2026 16:15:00;09/02/2026 16:50:00;35min;1;1;V;190.320,00;190.150,00;192.300,00;Sim;-34,00;-170,00;81;-34,00;-170,00;0,00;0,00;0,00;30min;-2.306,00 +WINJ26;09/02/2026 17:10:00;09/02/2026 17:25:00;15min;1;1;V;190.425,00;190.675,00;192.300,00;Sim;50,00;250,00;82;50,00;250,00;0,00;0,00;0,00;55min;-2.256,00 +WINJ26;10/02/2026 12:35:00;10/02/2026 13:25:00;50min;1;1;V;190.585,00;191.030,00;192.300,00;Sim;89,00;445,00;83;89,00;445,00;0,00;0,00;0,00;19h25min;-2.167,00 +WINJ26;10/02/2026 15:40:00;10/02/2026 16:35:00;55min;1;1;C;189.580,00;189.850,00;192.300,00;No;54,00;270,00;84;54,00;270,00;0,00;0,00;0,00;3h5min;-2.113,00 +WINJ26;10/02/2026 17:35:00;10/02/2026 17:45:00;10min;1;1;V;190.205,00;190.555,00;192.300,00;No;70,00;350,00;85;70,00;350,00;0,00;0,00;0,00;1h55min;-2.043,00 +WINJ26;11/02/2026 09:10:00;11/02/2026 10:05:00;55min;1;1;V;192.195,00;191.905,00;192.300,00;Sim;-58,00;-290,00;86;-58,00;-290,00;0,00;0,00;0,00;15h35min;-2.101,00 +WINJ26;11/02/2026 13:20:00;11/02/2026 14:10:00;50min;1;1;V;194.595,00;194.140,00;192.300,00;Sim;-91,00;-455,00;87;-91,00;-455,00;0,00;0,00;0,00;4h10min;-2.192,00 +WINJ26;11/02/2026 14:15:00;11/02/2026 15:05:00;50min;1;1;V;194.340,00;194.640,00;192.300,00;Sim;60,00;300,00;88;60,00;300,00;0,00;0,00;0,00;55min;-2.132,00 +WINJ26;12/02/2026 13:25:00;12/02/2026 14:20:00;55min;1;1;C;192.615,00;192.350,00;192.300,00;No;-53,00;-265,00;89;-53,00;-265,00;0,00;0,00;0,00;23h10min;-2.185,00 +WINJ26;13/02/2026 09:55:00;13/02/2026 10:50:00;55min;1;1;C;189.145,00;189.230,00;192.300,00;Sim;17,00;85,00;90;17,00;85,00;0,00;0,00;0,00;20h30min;-2.168,00 +WINJ26;18/02/2026 18:05:00;18/02/2026 18:10:00;5min;1;1;V;190.070,00;189.985,00;192.300,00;No;-17,00;-85,00;91;-17,00;-85,00;0,00;0,00;0,00;5d8h;-2.185,00 +WINJ26;19/02/2026 09:15:00;19/02/2026 09:25:00;10min;1;1;V;190.250,00;190.305,00;192.300,00;Sim;11,00;55,00;92;11,00;55,00;0,00;0,00;0,00;15h10min;-2.174,00 +WINJ26;19/02/2026 12:15:00;19/02/2026 12:20:00;5min;1;1;V;191.465,00;191.340,00;192.300,00;Sim;-25,00;-125,00;93;-25,00;-125,00;0,00;0,00;0,00;3h;-2.199,00 +WINJ26;19/02/2026 12:35:00;19/02/2026 13:30:00;55min;1;1;V;192.240,00;191.810,00;192.300,00;Sim;-86,00;-430,00;94;-86,00;-430,00;0,00;0,00;0,00;20min;-2.285,00 +WINJ26;20/02/2026 09:25:00;20/02/2026 10:20:00;55min;1;1;C;191.075,00;190.810,00;192.300,00;No;-53,00;-265,00;95;-53,00;-265,00;0,00;0,00;0,00;20h50min;-2.338,00 +WINJ26;20/02/2026 17:20:00;20/02/2026 17:35:00;15min;1;1;V;194.120,00;194.325,00;192.300,00;Sim;41,00;205,00;96;41,00;205,00;0,00;0,00;0,00;7h55min;-2.297,00 +WINJ26;23/02/2026 09:40:00;23/02/2026 09:55:00;15min;1;1;C;192.830,00;192.700,00;192.300,00;No;-26,00;-130,00;97;-26,00;-130,00;0,00;0,00;0,00;2d16h;-2.323,00 +WINJ26;23/02/2026 13:05:00;23/02/2026 13:15:00;10min;1;1;C;192.440,00;192.295,00;192.300,00;Sim;-29,00;-145,00;98;-29,00;-145,00;0,00;0,00;0,00;3h25min;-2.352,00 +WINJ26;23/02/2026 15:30:00;23/02/2026 15:40:00;10min;1;1;V;192.785,00;192.890,00;192.300,00;No;21,00;105,00;99;21,00;105,00;0,00;0,00;0,00;2h25min;-2.331,00 +WINJ26;25/02/2026 12:00:00;25/02/2026 12:55:00;55min;1;1;C;194.525,00;194.485,00;192.300,00;No;-8,00;-40,00;100;-8,00;-40,00;0,00;0,00;0,00;1d20h;-2.339,00 +WINJ26;25/02/2026 15:55:00;25/02/2026 16:00:00;5min;1;1;C;194.365,00;194.310,00;192.300,00;Sim;-11,00;-55,00;101;-11,00;-55,00;0,00;0,00;0,00;3h55min;-2.350,00 +WINJ26;26/02/2026 16:25:00;26/02/2026 17:20:00;55min;1;1;V;194.310,00;194.160,00;192.300,00;Sim;-30,00;-150,00;102;-30,00;-150,00;0,00;0,00;0,00;1d;-2.380,00 +WINJ26;27/02/2026 14:35:00;27/02/2026 15:10:00;35min;1;1;C;192.515,00;192.710,00;192.300,00;Sim;39,00;195,00;103;39,00;195,00;0,00;0,00;0,00;22h10min;-2.341,00 +WINJ26;27/02/2026 16:35:00;27/02/2026 17:05:00;30min;1;1;C;191.990,00;191.855,00;192.300,00;Sim;-27,00;-135,00;104;-27,00;-135,00;0,00;0,00;0,00;2h;-2.368,00 +WINJ26;27/02/2026 17:15:00;27/02/2026 17:25:00;10min;1;1;C;191.830,00;192.145,00;192.300,00;Sim;63,00;315,00;105;63,00;315,00;0,00;0,00;0,00;40min;-2.305,00 +WINJ26;02/03/2026 09:50:00;02/03/2026 10:25:00;35min;1;1;C;190.195,00;190.965,00;192.300,00;Sim;154,00;770,00;106;154,00;770,00;0,00;0,00;0,00;2d16h;-2.151,00 +WINJ26;02/03/2026 16:25:00;02/03/2026 17:10:00;45min;1;1;V;192.110,00;193.030,00;192.300,00;No;184,00;920,00;107;184,00;920,00;0,00;0,00;0,00;6h35min;-1.967,00 diff --git a/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v6_saida_hibrida15min.csv b/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v6_saida_hibrida15min.csv new file mode 100644 index 0000000..cb794b9 --- /dev/null +++ b/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v6_saida_hibrida15min.csv @@ -0,0 +1,59 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 02/03/2025 +Data Final: 02/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;29/09/2025 11:45:00;29/09/2025 15:00:00;3h15min;1;1;V;156.340,00;156.600,00;192.245,00;No;52,00;260,00;1;52,00;260,00;0,00;0,00;0,00; - ;52,00 +WINJ26;03/11/2025 11:15:00;03/11/2025 16:45:00;5h30min;1;1;V;158.660,00;158.605,00;192.245,00;Sim;-11,00;-55,00;2;-11,00;-55,00;0,00;0,00;0,00;1m3d23h;41,00 +WINJ26;05/11/2025 17:45:00;06/11/2025 15:00:00;21h15min;1;1;V;161.750,00;161.900,00;192.245,00;Sim;30,00;150,00;3;30,00;150,00;0,00;0,00;0,00;2d6h;71,00 +WINJ26;11/11/2025 11:15:00;11/11/2025 14:00:00;2h45min;1;1;V;165.980,00;166.205,00;192.245,00;Sim;45,00;225,00;4;45,00;225,00;0,00;0,00;0,00;5d17h;116,00 +WINJ26;02/12/2025 18:15:00;03/12/2025 18:15:00;1d;1;1;V;169.345,00;168.805,00;192.245,00;Sim;-108,00;-540,00;5;-108,00;-540,00;0,00;0,00;0,00;21d7h;8,00 +WINJ26;04/12/2025 09:30:00;04/12/2025 12:45:00;3h15min;1;1;V;171.500,00;170.000,00;192.245,00;Sim;-300,00;-1.500,00;6;-300,00;-1.500,00;0,00;0,00;0,00;1d15h;-292,00 +WINJ26;17/12/2025 09:00:00;17/12/2025 11:45:00;2h45min;1;1;C;164.410,00;164.140,00;192.245,00;No;-54,00;-270,00;7;-54,00;-270,00;0,00;0,00;0,00;12d23h;-346,00 +WINJ26;19/12/2025 18:00:00;22/12/2025 09:00:00;2d15h;1;1;C;164.745,00;165.430,00;192.245,00;No;137,00;685,00;8;137,00;685,00;0,00;0,00;0,00;2d9h;-209,00 +WINJ26;22/12/2025 11:00:00;22/12/2025 11:15:00;15min;1;1;C;164.250,00;164.230,00;192.245,00;Sim;-4,00;-20,00;9;-4,00;-20,00;0,00;0,00;0,00;2d17h;-213,00 +WINJ26;22/12/2025 11:45:00;22/12/2025 12:15:00;30min;1;1;C;163.790,00;163.780,00;192.245,00;Sim;-2,00;-10,00;10;-2,00;-10,00;0,00;0,00;0,00;45min;-215,00 +WINJ26;23/12/2025 09:30:00;23/12/2025 10:45:00;1h15min;1;1;V;165.375,00;164.900,00;192.245,00;No;-95,00;-475,00;11;-95,00;-475,00;0,00;0,00;0,00;21h45min;-310,00 +WINJ26;23/12/2025 11:15:00;23/12/2025 12:30:00;1h15min;1;1;V;166.500,00;165.710,00;192.245,00;Sim;-158,00;-790,00;12;-158,00;-790,00;0,00;0,00;0,00;1h45min;-468,00 +WINJ26;23/12/2025 12:45:00;23/12/2025 13:00:00;15min;1;1;V;166.360,00;166.380,00;192.245,00;Sim;4,00;20,00;13;4,00;20,00;0,00;0,00;0,00;1h30min;-464,00 +WINJ26;29/12/2025 09:15:00;29/12/2025 10:30:00;1h15min;1;1;V;166.705,00;167.245,00;192.245,00;Sim;108,00;540,00;14;108,00;540,00;0,00;0,00;0,00;5d20h;-356,00 +WINJ26;30/12/2025 09:45:00;30/12/2025 11:45:00;2h;1;1;V;167.450,00;167.675,00;192.245,00;Sim;45,00;225,00;15;45,00;225,00;0,00;0,00;0,00;1d;-311,00 +WINJ26;02/01/2026 14:00:00;02/01/2026 15:45:00;1h45min;1;1;C;166.220,00;165.975,00;192.245,00;No;-49,00;-245,00;16;-49,00;-245,00;0,00;0,00;0,00;3d4h;-360,00 +WINJ26;06/01/2026 09:30:00;06/01/2026 11:45:00;2h15min;1;1;V;169.430,00;168.485,00;192.245,00;Sim;-189,00;-945,00;17;-189,00;-945,00;0,00;0,00;0,00;3d19h;-549,00 +WINJ26;07/01/2026 13:15:00;07/01/2026 16:00:00;2h45min;1;1;C;167.675,00;167.710,00;192.245,00;No;7,00;35,00;18;7,00;35,00;0,00;0,00;0,00;1d3h;-542,00 +WINJ26;08/01/2026 09:15:00;08/01/2026 09:45:00;30min;1;1;C;167.350,00;167.630,00;192.245,00;Sim;56,00;280,00;19;56,00;280,00;0,00;0,00;0,00;20h;-486,00 +WINJ26;09/01/2026 12:15:00;09/01/2026 13:00:00;45min;1;1;V;169.215,00;169.365,00;192.245,00;Sim;30,00;150,00;20;30,00;150,00;0,00;0,00;0,00;1d3h;-456,00 +WINJ26;09/01/2026 14:15:00;09/01/2026 15:30:00;1h15min;1;1;V;169.345,00;169.560,00;192.245,00;Sim;43,00;215,00;21;43,00;215,00;0,00;0,00;0,00;2h;-413,00 +WINJ26;12/01/2026 09:00:00;12/01/2026 09:15:00;15min;1;1;C;168.590,00;168.975,00;192.245,00;No;77,00;385,00;22;77,00;385,00;0,00;0,00;0,00;2d18h;-336,00 +WINJ26;12/01/2026 11:15:00;12/01/2026 11:45:00;30min;1;1;C;167.890,00;168.540,00;192.245,00;Sim;130,00;650,00;23;130,00;650,00;0,00;0,00;0,00;2h15min;-206,00 +WINJ26;13/01/2026 09:45:00;13/01/2026 12:30:00;2h45min;1;1;C;167.880,00;167.060,00;192.245,00;Sim;-164,00;-820,00;24;-164,00;-820,00;0,00;0,00;0,00;22h30min;-370,00 +WINJ26;14/01/2026 09:45:00;14/01/2026 11:15:00;1h30min;1;1;V;167.705,00;168.000,00;192.245,00;No;59,00;295,00;25;59,00;295,00;0,00;0,00;0,00;1d;-311,00 +WINJ26;14/01/2026 12:30:00;14/01/2026 13:00:00;30min;1;1;V;168.615,00;168.865,00;192.245,00;Sim;50,00;250,00;26;50,00;250,00;0,00;0,00;0,00;2h45min;-261,00 +WINJ26;15/01/2026 10:00:00;15/01/2026 11:30:00;1h30min;1;1;V;170.290,00;170.605,00;192.245,00;Sim;63,00;315,00;27;63,00;315,00;0,00;0,00;0,00;21h30min;-198,00 +WINJ26;16/01/2026 11:15:00;16/01/2026 13:00:00;1h45min;1;1;C;170.040,00;169.280,00;192.245,00;No;-152,00;-760,00;28;-152,00;-760,00;0,00;0,00;0,00;1d1h;-350,00 +WINJ26;20/01/2026 13:30:00;20/01/2026 15:00:00;1h30min;1;1;V;170.935,00;171.250,00;192.245,00;Sim;63,00;315,00;29;63,00;315,00;0,00;0,00;0,00;4d2h;-287,00 +WINJ26;21/01/2026 12:00:00;21/01/2026 14:45:00;2h45min;1;1;V;174.880,00;174.590,00;192.245,00;Sim;-58,00;-290,00;30;-58,00;-290,00;0,00;0,00;0,00;22h30min;-345,00 +WINJ26;21/01/2026 16:45:00;22/01/2026 10:00:00;17h15min;1;1;V;177.995,00;176.080,00;192.245,00;Sim;-383,00;-1.915,00;31;-383,00;-1.915,00;0,00;0,00;0,00;4h45min;-728,00 +WINJ26;22/01/2026 14:00:00;22/01/2026 14:30:00;30min;1;1;V;181.570,00;181.830,00;192.245,00;Sim;52,00;260,00;32;52,00;260,00;0,00;0,00;0,00;21h15min;-676,00 +WINJ26;27/01/2026 11:30:00;27/01/2026 12:45:00;1h15min;1;1;V;187.765,00;187.470,00;192.245,00;Sim;-59,00;-295,00;33;-59,00;-295,00;0,00;0,00;0,00;4d21h;-735,00 +WINJ26;28/01/2026 10:45:00;28/01/2026 11:45:00;1h;1;1;V;189.455,00;189.300,00;192.245,00;Sim;-31,00;-155,00;34;-31,00;-155,00;0,00;0,00;0,00;23h15min;-766,00 +WINJ26;28/01/2026 12:00:00;28/01/2026 12:30:00;30min;1;1;V;188.475,00;189.550,00;192.245,00;Sim;215,00;1.075,00;35;215,00;1.075,00;0,00;0,00;0,00;1h15min;-551,00 +WINJ26;30/01/2026 15:45:00;02/02/2026 09:00:00;2d17h;1;1;C;185.235,00;184.655,00;192.245,00;No;-116,00;-580,00;36;-116,00;-580,00;0,00;0,00;0,00;2d3h;-667,00 +WINJ26;03/02/2026 09:30:00;03/02/2026 10:30:00;1h;1;1;V;189.735,00;189.050,00;192.245,00;No;-137,00;-685,00;37;-137,00;-685,00;0,00;0,00;0,00;3d17h;-804,00 +WINJ26;03/02/2026 11:30:00;03/02/2026 14:15:00;2h45min;1;1;V;190.295,00;191.180,00;192.245,00;Sim;177,00;885,00;38;177,00;885,00;0,00;0,00;0,00;2h;-627,00 +WINJ26;04/02/2026 10:45:00;04/02/2026 13:30:00;2h45min;1;1;C;188.925,00;186.550,00;192.245,00;No;-475,00;-2.375,00;39;-475,00;-2.375,00;0,00;0,00;0,00;23h15min;-1.102,00 +WINJ26;04/02/2026 14:15:00;04/02/2026 17:00:00;2h45min;1;1;C;186.330,00;185.455,00;192.245,00;Sim;-175,00;-875,00;40;-175,00;-875,00;0,00;0,00;0,00;3h30min;-1.277,00 +WINJ26;05/02/2026 10:45:00;05/02/2026 12:15:00;1h30min;1;1;V;186.700,00;186.900,00;192.245,00;No;40,00;200,00;41;40,00;200,00;0,00;0,00;0,00;20h30min;-1.237,00 +WINJ26;09/02/2026 14:30:00;09/02/2026 15:00:00;30min;1;1;V;189.605,00;189.515,00;192.245,00;Sim;-18,00;-90,00;42;-18,00;-90,00;0,00;0,00;0,00;4d3h;-1.255,00 +WINJ26;09/02/2026 17:45:00;10/02/2026 09:15:00;15h30min;1;1;V;189.800,00;190.415,00;192.245,00;Sim;123,00;615,00;43;123,00;615,00;0,00;0,00;0,00;3h15min;-1.132,00 +WINJ26;11/02/2026 11:00:00;11/02/2026 13:45:00;2h45min;1;1;V;194.685,00;192.560,00;192.245,00;Sim;-425,00;-2.125,00;44;-425,00;-2.125,00;0,00;0,00;0,00;1d17h;-1.557,00 +WINJ26;11/02/2026 14:30:00;11/02/2026 15:45:00;1h15min;1;1;V;193.700,00;194.525,00;192.245,00;Sim;165,00;825,00;45;165,00;825,00;0,00;0,00;0,00;3h30min;-1.392,00 +WINJ26;13/02/2026 10:30:00;13/02/2026 11:15:00;45min;1;1;C;189.095,00;188.765,00;192.245,00;No;-66,00;-330,00;46;-66,00;-330,00;0,00;0,00;0,00;1d20h;-1.458,00 +WINJ26;13/02/2026 11:45:00;13/02/2026 12:45:00;1h;1;1;C;188.385,00;188.780,00;192.245,00;Sim;79,00;395,00;47;79,00;395,00;0,00;0,00;0,00;1h15min;-1.379,00 +WINJ26;18/02/2026 13:15:00;18/02/2026 14:00:00;45min;1;1;V;189.975,00;190.590,00;192.245,00;No;123,00;615,00;48;123,00;615,00;0,00;0,00;0,00;5d1h;-1.256,00 +WINJ26;19/02/2026 13:30:00;19/02/2026 16:15:00;2h45min;1;1;V;191.930,00;192.240,00;192.245,00;Sim;62,00;310,00;49;62,00;310,00;0,00;0,00;0,00;1d;-1.194,00 +WINJ26;20/02/2026 10:15:00;20/02/2026 11:45:00;1h30min;1;1;C;190.735,00;191.325,00;192.245,00;No;118,00;590,00;50;118,00;590,00;0,00;0,00;0,00;20h45min;-1.076,00 +WINJ26;20/02/2026 12:30:00;20/02/2026 14:30:00;2h;1;1;V;191.415,00;192.160,00;192.245,00;No;149,00;745,00;51;149,00;745,00;0,00;0,00;0,00;2h15min;-927,00 +WINJ26;24/02/2026 13:00:00;24/02/2026 15:45:00;2h45min;1;1;V;195.165,00;194.750,00;192.245,00;Sim;-83,00;-415,00;52;-83,00;-415,00;0,00;0,00;0,00;4d;-1.010,00 +WINJ26;26/02/2026 12:00:00;26/02/2026 13:30:00;1h30min;1;1;C;193.350,00;193.930,00;192.245,00;No;116,00;580,00;53;116,00;580,00;0,00;0,00;0,00;1d23h;-894,00 diff --git a/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v6_saida_hibrida30min.csv b/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v6_saida_hibrida30min.csv new file mode 100644 index 0000000..bb93b20 --- /dev/null +++ b/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v6_saida_hibrida30min.csv @@ -0,0 +1,33 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 02/03/2025 +Data Final: 02/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;20/10/2025 12:00:00;21/10/2025 09:30:00;21h30min;1;1;V;153.200,00;153.725,00;192.185,00;No;105,00;525,00;1;105,00;525,00;0,00;0,00;0,00; - ;105,00 +WINJ26;23/10/2025 09:30:00;23/10/2025 12:30:00;3h;1;1;V;153.950,00;154.700,00;192.185,00;Sim;150,00;750,00;2;150,00;750,00;0,00;0,00;0,00;2d21h;255,00 +WINJ26;05/11/2025 18:00:00;07/11/2025 09:30:00;1d15h;1;1;V;161.700,00;161.940,00;192.185,00;Sim;48,00;240,00;3;48,00;240,00;0,00;0,00;0,00;13d8h;303,00 +WINJ26;05/12/2025 09:00:00;05/12/2025 11:00:00;2h;1;1;V;171.690,00;171.890,00;192.185,00;Sim;40,00;200,00;4;40,00;200,00;0,00;0,00;0,00;1m1d15h;343,00 +WINJ26;09/12/2025 11:00:00;09/12/2025 13:00:00;2h;1;1;C;163.150,00;164.830,00;192.185,00;No;336,00;1.680,00;5;336,00;1.680,00;0,00;0,00;0,00;4d2h;679,00 +WINJ26;16/12/2025 13:00:00;16/12/2025 15:00:00;2h;1;1;C;166.450,00;166.655,00;192.185,00;No;41,00;205,00;6;41,00;205,00;0,00;0,00;0,00;7d2h;720,00 +WINJ26;17/12/2025 11:00:00;17/12/2025 16:30:00;5h30min;1;1;C;163.230,00;163.670,00;192.185,00;Sim;88,00;440,00;7;88,00;440,00;0,00;0,00;0,00;22h;808,00 +WINJ26;23/12/2025 13:30:00;26/12/2025 09:30:00;2d20h;1;1;V;165.790,00;166.345,00;192.185,00;No;111,00;555,00;8;111,00;555,00;0,00;0,00;0,00;6d2h;919,00 +WINJ26;06/01/2026 11:00:00;06/01/2026 13:30:00;2h30min;1;1;V;169.405,00;169.355,00;192.185,00;Sim;-10,00;-50,00;9;-10,00;-50,00;0,00;0,00;0,00;13d21h;909,00 +WINJ26;06/01/2026 14:00:00;07/01/2026 10:00:00;20h;1;1;V;168.900,00;169.505,00;192.185,00;Sim;121,00;605,00;10;121,00;605,00;0,00;0,00;0,00;3h;1.030,00 +WINJ26;13/01/2026 13:30:00;13/01/2026 16:00:00;2h30min;1;1;C;167.085,00;167.235,00;192.185,00;No;30,00;150,00;11;30,00;150,00;0,00;0,00;0,00;6d23h;1.060,00 +WINJ26;15/01/2026 09:30:00;15/01/2026 11:30:00;2h;1;1;V;170.290,00;170.390,00;192.185,00;Sim;20,00;100,00;12;20,00;100,00;0,00;0,00;0,00;1d20h;1.080,00 +WINJ26;21/01/2026 11:30:00;21/01/2026 17:00:00;5h30min;1;1;V;176.665,00;173.915,00;192.185,00;Sim;-550,00;-2.750,00;13;-550,00;-2.750,00;0,00;0,00;0,00;6d2h;530,00 +WINJ26;22/01/2026 13:00:00;22/01/2026 16:30:00;3h30min;1;1;V;181.150,00;182.045,00;192.185,00;Sim;179,00;895,00;14;179,00;895,00;0,00;0,00;0,00;1d1h;709,00 +WINJ26;23/01/2026 17:00:00;26/01/2026 09:00:00;2d16h;1;1;V;184.620,00;183.165,00;192.185,00;Sim;-291,00;-1.455,00;15;-291,00;-1.455,00;0,00;0,00;0,00;1d4h;418,00 +WINJ26;26/01/2026 09:30:00;26/01/2026 11:00:00;1h30min;1;1;V;183.135,00;185.365,00;192.185,00;Sim;446,00;2.230,00;16;446,00;2.230,00;0,00;0,00;0,00;2d16h;864,00 +WINJ26;27/01/2026 10:30:00;27/01/2026 15:30:00;5h;1;1;V;187.300,00;185.905,00;192.185,00;Sim;-279,00;-1.395,00;17;-279,00;-1.395,00;0,00;0,00;0,00;1d1h;585,00 +WINJ26;28/01/2026 11:00:00;28/01/2026 15:30:00;4h30min;1;1;V;188.545,00;189.035,00;192.185,00;Sim;98,00;490,00;18;98,00;490,00;0,00;0,00;0,00;1d;683,00 +WINJ26;29/01/2026 09:30:00;29/01/2026 12:00:00;2h30min;1;1;V;189.110,00;191.020,00;192.185,00;Sim;382,00;1.910,00;19;382,00;1.910,00;0,00;0,00;0,00;22h30min;1.065,00 +WINJ26;03/02/2026 12:00:00;03/02/2026 15:30:00;3h30min;1;1;V;189.500,00;191.565,00;192.185,00;Sim;413,00;2.065,00;20;413,00;2.065,00;0,00;0,00;0,00;5d2h;1.478,00 +WINJ26;04/02/2026 14:00:00;05/02/2026 10:00:00;20h;1;1;C;186.360,00;186.500,00;192.185,00;No;28,00;140,00;21;28,00;140,00;0,00;0,00;0,00;1d2h;1.506,00 +WINJ26;09/02/2026 10:00:00;09/02/2026 15:00:00;5h;1;1;V;189.605,00;188.045,00;192.185,00;No;-312,00;-1.560,00;22;-312,00;-1.560,00;0,00;0,00;0,00;4d20h;1.194,00 +WINJ26;09/02/2026 17:30:00;10/02/2026 12:00:00;18h30min;1;1;V;190.215,00;190.370,00;192.185,00;Sim;31,00;155,00;23;31,00;155,00;0,00;0,00;0,00;7h30min;1.225,00 +WINJ26;11/02/2026 15:00:00;12/02/2026 09:30:00;18h30min;1;1;V;193.200,00;194.505,00;192.185,00;Sim;261,00;1.305,00;24;261,00;1.305,00;0,00;0,00;0,00;1d21h;1.486,00 +WINJ26;13/02/2026 10:30:00;13/02/2026 15:00:00;4h30min;1;1;C;189.095,00;190.025,00;192.185,00;No;186,00;930,00;25;186,00;930,00;0,00;0,00;0,00;1d19h;1.672,00 +WINJ26;20/02/2026 17:30:00;23/02/2026 10:00:00;2d16h;1;1;V;192.560,00;194.065,00;192.185,00;No;301,00;1.505,00;26;301,00;1.505,00;0,00;0,00;0,00;7d7h;1.973,00 +WINJ26;25/02/2026 09:30:00;25/02/2026 11:00:00;1h30min;1;1;V;194.965,00;196.370,00;192.185,00;Sim;281,00;1.405,00;27;281,00;1.405,00;0,00;0,00;0,00;4d16h;2.254,00 diff --git a/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v6_saida_hibrida60min.csv b/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v6_saida_hibrida60min.csv new file mode 100644 index 0000000..5913c86 --- /dev/null +++ b/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v6_saida_hibrida60min.csv @@ -0,0 +1,24 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 02/03/2025 +Data Final: 02/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;20/10/2025 12:00:00;21/10/2025 11:00:00;23h;1;1;V;152.950,00;153.725,00;192.200,00;No;155,00;775,00;1;155,00;775,00;0,00;0,00;0,00; - ;155,00 +WINJ26;23/10/2025 10:00:00;27/10/2025 10:00:00;4d;1;1;V;156.500,00;154.795,00;192.200,00;Sim;-341,00;-1.705,00;2;-341,00;-1.705,00;0,00;0,00;0,00;2d22h;-186,00 +WINJ26;29/10/2025 12:00:00;30/10/2025 09:00:00;21h;1;1;V;157.000,00;157.250,00;192.200,00;Sim;50,00;250,00;3;50,00;250,00;0,00;0,00;0,00;6d2h;-136,00 +WINJ26;05/11/2025 18:00:00;07/11/2025 10:00:00;1d16h;1;1;V;161.250,00;161.940,00;192.200,00;Sim;138,00;690,00;4;138,00;690,00;0,00;0,00;0,00;7d6h;2,00 +WINJ26;11/11/2025 15:00:00;12/11/2025 13:00:00;22h;1;1;V;165.180,00;166.170,00;192.200,00;Sim;198,00;990,00;5;198,00;990,00;0,00;0,00;0,00;5d21h;200,00 +WINJ26;28/11/2025 15:00:00;01/12/2025 11:00:00;2d20h;1;1;V;165.945,00;167.000,00;192.200,00;Sim;211,00;1.055,00;6;211,00;1.055,00;0,00;0,00;0,00;17d;411,00 +WINJ26;05/12/2025 09:00:00;05/12/2025 11:00:00;2h;1;1;V;171.690,00;171.890,00;192.200,00;Sim;40,00;200,00;7;40,00;200,00;0,00;0,00;0,00;6d18h;451,00 +WINJ26;05/12/2025 12:00:00;05/12/2025 13:00:00;1h;1;1;V;170.835,00;172.240,00;192.200,00;Sim;281,00;1.405,00;8;281,00;1.405,00;0,00;0,00;0,00;3h;732,00 +WINJ26;15/12/2025 14:00:00;16/12/2025 10:00:00;20h;1;1;V;167.270,00;169.505,00;192.200,00;No;447,00;2.235,00;9;447,00;2.235,00;0,00;0,00;0,00;10d2h;1.179,00 +WINJ26;17/12/2025 14:00:00;18/12/2025 09:00:00;19h;1;1;C;163.675,00;164.080,00;192.200,00;No;81,00;405,00;10;81,00;405,00;0,00;0,00;0,00;2d;1.260,00 +WINJ26;06/01/2026 12:00:00;06/01/2026 16:00:00;4h;1;1;V;169.540,00;169.365,00;192.200,00;No;-35,00;-175,00;11;-35,00;-175,00;0,00;0,00;0,00;19d22h;1.225,00 +WINJ26;09/01/2026 13:00:00;12/01/2026 09:00:00;2d20h;1;1;V;168.590,00;169.215,00;192.200,00;No;125,00;625,00;12;125,00;625,00;0,00;0,00;0,00;3d1h;1.350,00 +WINJ26;15/01/2026 11:00:00;16/01/2026 11:00:00;1d;1;1;V;170.060,00;170.400,00;192.200,00;Sim;68,00;340,00;13;68,00;340,00;0,00;0,00;0,00;5d22h;1.418,00 +WINJ26;26/01/2026 10:00:00;26/01/2026 16:00:00;6h;1;1;V;183.520,00;184.825,00;192.200,00;Sim;261,00;1.305,00;14;261,00;1.305,00;0,00;0,00;0,00;10d23h;1.679,00 +WINJ26;27/01/2026 13:00:00;28/01/2026 10:00:00;21h;1;1;V;188.030,00;187.625,00;192.200,00;Sim;-81,00;-405,00;15;-81,00;-405,00;0,00;0,00;0,00;1d3h;1.598,00 +WINJ26;11/02/2026 17:00:00;12/02/2026 14:00:00;21h;1;1;V;192.510,00;193.990,00;192.200,00;Sim;296,00;1.480,00;16;296,00;1.480,00;0,00;0,00;0,00;15d4h;1.894,00 +WINJ26;24/02/2026 15:00:00;24/02/2026 18:00:00;3h;1;1;V;195.185,00;194.940,00;192.200,00;Sim;-49,00;-245,00;17;-49,00;-245,00;0,00;0,00;0,00;12d22h;1.845,00 +WINJ26;25/02/2026 10:00:00;25/02/2026 16:00:00;6h;1;1;V;194.310,00;196.660,00;192.200,00;Sim;470,00;2.350,00;18;470,00;2.350,00;0,00;0,00;0,00;19h;2.315,00 diff --git a/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v7_resgate_contexto02min.csv b/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v7_resgate_contexto02min.csv new file mode 100644 index 0000000..6d0f204 --- /dev/null +++ b/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v7_resgate_contexto02min.csv @@ -0,0 +1,16 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 02/03/2025 +Data Final: 02/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;21/01/2026 10:16:00;21/01/2026 10:44:00;28min;1;1;V;173.400,00;173.535,00;192.235,00;No;27,00;135,00;1;27,00;135,00;0,00;0,00;0,00; - ;27,00 +WINJ26;23/01/2026 09:08:00;23/01/2026 09:18:00;10min;1;1;V;181.370,00;181.900,00;192.235,00;Sim;106,00;530,00;2;106,00;530,00;0,00;0,00;0,00;1d22h;133,00 +WINJ26;26/01/2026 09:08:00;26/01/2026 09:26:00;18min;1;1;V;185.255,00;186.205,00;192.235,00;Sim;190,00;950,00;3;190,00;950,00;0,00;0,00;0,00;3d;323,00 +WINJ26;26/01/2026 11:00:00;26/01/2026 11:30:00;30min;1;1;C;183.135,00;183.185,00;192.235,00;No;10,00;50,00;4;10,00;50,00;0,00;0,00;0,00;1h52min;333,00 +WINJ26;03/02/2026 11:14:00;03/02/2026 11:38:00;24min;1;1;V;191.595,00;191.120,00;192.235,00;Sim;-95,00;-475,00;5;-95,00;-475,00;0,00;0,00;0,00;8d;238,00 +WINJ26;11/02/2026 09:52:00;11/02/2026 10:08:00;16min;1;1;V;192.100,00;192.200,00;192.235,00;Sim;20,00;100,00;6;20,00;100,00;0,00;0,00;0,00;7d22h;258,00 +WINJ26;23/02/2026 09:24:00;23/02/2026 10:02:00;38min;1;1;C;192.860,00;192.710,00;192.235,00;No;-30,00;-150,00;7;-30,00;-150,00;0,00;0,00;0,00;11d23h;228,00 +WINJ26;24/02/2026 09:20:00;24/02/2026 09:30:00;10min;1;1;V;193.240,00;193.760,00;192.235,00;Sim;104,00;520,00;8;104,00;520,00;0,00;0,00;0,00;23h56min;332,00 +WINJ26;25/02/2026 09:08:00;25/02/2026 09:30:00;22min;1;1;V;196.370,00;197.580,00;192.235,00;Sim;242,00;1.210,00;9;242,00;1.210,00;0,00;0,00;0,00;23h48min;574,00 +WINJ26;02/03/2026 09:08:00;02/03/2026 09:18:00;10min;1;1;C;190.700,00;191.150,00;192.235,00;Sim;90,00;450,00;10;90,00;450,00;0,00;0,00;0,00;5d;664,00 diff --git a/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v7_resgate_contexto05min.csv b/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v7_resgate_contexto05min.csv new file mode 100644 index 0000000..b8a36da --- /dev/null +++ b/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v7_resgate_contexto05min.csv @@ -0,0 +1,18 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 02/03/2025 +Data Final: 02/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;03/12/2025 09:35:00;04/12/2025 10:25:00;1d;1;1;V;170.650,00;168.900,00;192.225,00;No;-350,00;-1.750,00;1;-350,00;-1.750,00;0,00;0,00;0,00; - ;-350,00 +WINJ26;19/12/2025 11:10:00;19/12/2025 12:45:00;1h35min;1;1;V;165.475,00;165.155,00;192.225,00;No;-64,00;-320,00;2;-64,00;-320,00;0,00;0,00;0,00;16d1h;-414,00 +WINJ26;07/01/2026 10:40:00;07/01/2026 12:15:00;1h35min;1;1;C;168.780,00;167.545,00;192.225,00;No;-247,00;-1.235,00;3;-247,00;-1.235,00;0,00;0,00;0,00;18d23h;-661,00 +WINJ26;13/01/2026 10:35:00;13/01/2026 10:40:00;5min;1;1;C;167.805,00;167.905,00;192.225,00;Sim;20,00;100,00;4;20,00;100,00;0,00;0,00;0,00;5d23h;-641,00 +WINJ26;14/01/2026 10:25:00;14/01/2026 11:00:00;35min;1;1;V;168.220,00;168.325,00;192.225,00;Sim;21,00;105,00;5;21,00;105,00;0,00;0,00;0,00;23h50min;-620,00 +WINJ26;16/01/2026 11:40:00;16/01/2026 13:15:00;1h35min;1;1;C;169.650,00;169.440,00;192.225,00;No;-42,00;-210,00;6;-42,00;-210,00;0,00;0,00;0,00;2d1h;-662,00 +WINJ26;21/01/2026 11:15:00;21/01/2026 12:50:00;1h35min;1;1;V;174.465,00;173.925,00;192.225,00;Sim;-108,00;-540,00;7;-108,00;-540,00;0,00;0,00;0,00;4d23h;-770,00 +WINJ26;03/02/2026 09:30:00;03/02/2026 11:05:00;1h35min;1;1;V;190.960,00;189.050,00;192.225,00;Sim;-382,00;-1.910,00;8;-382,00;-1.910,00;0,00;0,00;0,00;12d22h;-1.152,00 +WINJ26;11/02/2026 09:20:00;11/02/2026 10:55:00;1h35min;1;1;V;192.490,00;191.770,00;192.225,00;Sim;-144,00;-720,00;9;-144,00;-720,00;0,00;0,00;0,00;7d23h;-1.296,00 +WINJ26;13/02/2026 10:00:00;13/02/2026 11:35:00;1h35min;1;1;C;189.220,00;188.415,00;192.225,00;No;-161,00;-805,00;10;-161,00;-805,00;0,00;0,00;0,00;2d;-1.457,00 +WINJ26;19/02/2026 09:20:00;19/02/2026 09:25:00;5min;1;1;V;190.250,00;190.315,00;192.225,00;No;13,00;65,00;11;13,00;65,00;0,00;0,00;0,00;5d23h;-1.444,00 +WINJ26;23/02/2026 09:55:00;23/02/2026 10:10:00;15min;1;1;C;192.700,00;193.150,00;192.225,00;No;90,00;450,00;12;90,00;450,00;0,00;0,00;0,00;4d;-1.354,00 diff --git a/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v7_resgate_contexto15min.csv b/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v7_resgate_contexto15min.csv new file mode 100644 index 0000000..8dad10e --- /dev/null +++ b/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v7_resgate_contexto15min.csv @@ -0,0 +1,13 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 02/03/2025 +Data Final: 02/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;03/11/2025 11:30:00;04/11/2025 10:00:00;22h30min;1;1;V;158.430,00;158.705,00;192.220,00;No;55,00;275,00;1;55,00;275,00;0,00;0,00;0,00; - ;55,00 +WINJ26;17/12/2025 11:30:00;17/12/2025 11:45:00;15min;1;1;C;163.775,00;164.140,00;192.220,00;No;73,00;365,00;2;73,00;365,00;0,00;0,00;0,00;1m13d;128,00 +WINJ26;30/12/2025 10:15:00;30/12/2025 12:00:00;1h45min;1;1;V;167.060,00;167.755,00;192.220,00;Sim;139,00;695,00;3;139,00;695,00;0,00;0,00;0,00;12d22h;267,00 +WINJ26;14/01/2026 10:00:00;14/01/2026 11:15:00;1h15min;1;1;V;167.705,00;168.200,00;192.220,00;Sim;99,00;495,00;4;99,00;495,00;0,00;0,00;0,00;14d23h;366,00 +WINJ26;28/01/2026 11:15:00;28/01/2026 11:45:00;30min;1;1;V;189.455,00;188.985,00;192.220,00;Sim;-94,00;-470,00;5;-94,00;-470,00;0,00;0,00;0,00;14d1h;272,00 +WINJ26;11/02/2026 12:00:00;11/02/2026 15:45:00;3h45min;1;1;V;193.700,00;193.035,00;192.220,00;Sim;-133,00;-665,00;6;-133,00;-665,00;0,00;0,00;0,00;14d;139,00 +WINJ26;13/02/2026 10:45:00;13/02/2026 12:45:00;2h;1;1;C;189.255,00;188.780,00;192.220,00;No;-95,00;-475,00;7;-95,00;-475,00;0,00;0,00;0,00;1d22h;44,00 diff --git a/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v7_resgate_contexto30min.csv b/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v7_resgate_contexto30min.csv new file mode 100644 index 0000000..c3e1473 --- /dev/null +++ b/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v7_resgate_contexto30min.csv @@ -0,0 +1,13 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 02/03/2025 +Data Final: 02/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;17/12/2025 11:30:00;18/12/2025 11:00:00;23h30min;1;1;C;163.775,00;163.735,00;192.180,00;No;-8,00;-40,00;1;-8,00;-40,00;0,00;0,00;0,00; - ;-8,00 +WINJ26;06/01/2026 12:00:00;07/01/2026 10:00:00;22h;1;1;V;168.900,00;169.365,00;192.180,00;No;93,00;465,00;2;93,00;465,00;0,00;0,00;0,00;20d;85,00 +WINJ26;15/01/2026 11:00:00;15/01/2026 11:30:00;30min;1;1;V;170.290,00;170.400,00;192.180,00;Sim;22,00;110,00;3;22,00;110,00;0,00;0,00;0,00;8d23h;107,00 +WINJ26;29/01/2026 10:00:00;29/01/2026 12:00:00;2h;1;1;V;189.110,00;191.650,00;192.180,00;Sim;508,00;2.540,00;4;508,00;2.540,00;0,00;0,00;0,00;13d23h;615,00 +WINJ26;03/02/2026 12:30:00;03/02/2026 15:30:00;3h;1;1;V;189.500,00;191.120,00;192.180,00;No;324,00;1.620,00;5;324,00;1.620,00;0,00;0,00;0,00;5d2h;939,00 +WINJ26;13/02/2026 11:00:00;13/02/2026 15:00:00;4h;1;1;C;188.945,00;190.025,00;192.180,00;No;216,00;1.080,00;6;216,00;1.080,00;0,00;0,00;0,00;9d22h;1.155,00 +WINJ26;25/02/2026 10:30:00;25/02/2026 11:00:00;30min;1;1;V;194.965,00;195.645,00;192.180,00;Sim;136,00;680,00;7;136,00;680,00;0,00;0,00;0,00;11d23h;1.291,00 diff --git a/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v7_resgate_contexto60min.csv b/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v7_resgate_contexto60min.csv new file mode 100644 index 0000000..e296e87 --- /dev/null +++ b/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v7_resgate_contexto60min.csv @@ -0,0 +1,10 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 02/03/2025 +Data Final: 02/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;05/12/2025 13:00:00;05/12/2025 14:00:00;1h;1;1;V;168.900,00;170.835,00;192.255,00;No;387,00;1.935,00;1;387,00;1.935,00;0,00;0,00;0,00; - ;387,00 +WINJ26;15/01/2026 12:00:00;16/01/2026 11:00:00;23h;1;1;V;170.060,00;170.120,00;192.255,00;No;12,00;60,00;2;12,00;60,00;0,00;0,00;0,00;1m9d23h;399,00 +WINJ26;26/01/2026 11:00:00;28/01/2026 10:00:00;1d23h;1;1;V;188.030,00;183.135,00;192.255,00;Sim;-979,00;-4.895,00;3;-979,00;-4.895,00;0,00;0,00;0,00;10d23h;-580,00 +WINJ26;25/02/2026 11:00:00;25/02/2026 16:00:00;5h;1;1;V;194.310,00;194.965,00;192.255,00;Sim;131,00;655,00;4;131,00;655,00;0,00;0,00;0,00;30d;-449,00 diff --git a/automacao_backtests/IFR_RSI/robo_ifr_v10_balanceado_regime60min63%.txt b/automacao_backtests/IFR_RSI/robo_ifr_v10_balanceado_regime60min63%.txt new file mode 100644 index 0000000..0f51f4e --- /dev/null +++ b/automacao_backtests/IFR_RSI/robo_ifr_v10_balanceado_regime60min63%.txt @@ -0,0 +1,71 @@ +{ + Estrategia: robo_ifr_v10_balanceado_regime + Autor: Wesley + Descricao: Abordagem balanceada com logica por regime de mercado. + Em tendencia usa pullback no IFR; em lateral usa reversao 30/70. +} + +input + PeriodoIFR(9); + NivelPullbackCompra(45); + NivelPullbackVenda(55); + IFRExtremoCompra(30); + IFRExtremoVenda(70); + PeriodoMMERapida(9); + PeriodoMMELenta(21); + PeriodoMediaVolume(20); + FatorVolume(1.0); + UsarFiltroVolume(false); + UsarSaidaIFR50(true); + UsarSaidaTempo(true); + MaxBarrasPosicao(15); + +var + iBarrasEmPosicao : integer; + fIFR, fMME9, fMME9Anterior, fMME21, vMediaVol : float; + bVolumeAlto, bRegimeTendenciaAlta, bRegimeTendenciaBaixa, bRegimeLateral : boolean; + +begin + fIFR := IFR(PeriodoIFR); + fMME9 := MediaExp(PeriodoMMERapida, Close); + fMME9Anterior := MediaExp(PeriodoMMERapida, Close)[1]; + fMME21 := MediaExp(PeriodoMMELenta, Close); + vMediaVol := Media(PeriodoMediaVolume, Volume); + + bVolumeAlto := (not UsarFiltroVolume) or (Volume >= (vMediaVol * FatorVolume)); + + bRegimeTendenciaAlta := (Close > fMME21) and (fMME9 > fMME21) and (fMME9 > fMME9Anterior); + bRegimeTendenciaBaixa := (Close < fMME21) and (fMME9 < fMME21) and (fMME9 < fMME9Anterior); + bRegimeLateral := (not bRegimeTendenciaAlta) and (not bRegimeTendenciaBaixa); + + if (not IsBought) and (not IsSold) and bVolumeAlto then + begin + if bRegimeTendenciaAlta and (fIFR[1] <= NivelPullbackCompra) and (fIFR > NivelPullbackCompra) then + begin + BuyAtMarket; + end + else if bRegimeTendenciaBaixa and (fIFR[1] >= NivelPullbackVenda) and (fIFR < NivelPullbackVenda) then + begin + SellShortAtMarket; + end + else if bRegimeLateral and (fIFR[1] <= IFRExtremoCompra) and (fIFR > IFRExtremoCompra) then + begin + BuyAtMarket; + end + else if bRegimeLateral and (fIFR[1] >= IFRExtremoVenda) and (fIFR < IFRExtremoVenda) then + begin + SellShortAtMarket; + end; + end; + + if IsBought or IsSold then + iBarrasEmPosicao := iBarrasEmPosicao + 1 + else + iBarrasEmPosicao := 0; + + if IsBought and ((UsarSaidaIFR50 and (fIFR >= 50)) or (UsarSaidaTempo and (iBarrasEmPosicao >= MaxBarrasPosicao))) then + ClosePosition; + + if IsSold and ((UsarSaidaIFR50 and (fIFR <= 50)) or (UsarSaidaTempo and (iBarrasEmPosicao >= MaxBarrasPosicao))) then + ClosePosition; +end; \ No newline at end of file diff --git a/automacao_backtests/IFR_RSI/robo_ifr_v11_agressivo_reentrada30min58%.txt b/automacao_backtests/IFR_RSI/robo_ifr_v11_agressivo_reentrada30min58%.txt new file mode 100644 index 0000000..fd01ce0 --- /dev/null +++ b/automacao_backtests/IFR_RSI/robo_ifr_v11_agressivo_reentrada30min58%.txt @@ -0,0 +1,52 @@ +{ + Estrategia: robo_ifr_v11_agressivo_reentrada + Autor: Wesley + Descricao: Abordagem agressiva com zona IFR mais aberta e uma reentrada por direcao. + Foco em maior numero de oportunidades com controle por tempo. +} + +input + PeriodoIFR(9); + IFREntradaCompra(40); + IFREntradaVenda(60); + IFRExtremoCompra(30); + IFRExtremoVenda(70); + UsarSaidaIFR50(true); + UsarSaidaTempo(true); + MaxBarrasPosicao(10); + MaxReentradasDirecao(1); + +var + iBarrasEmPosicao, iReentradaCompra, iReentradaVenda : integer; + fIFR : float; + +begin + fIFR := IFR(PeriodoIFR); + + if (not IsBought) and (not IsSold) then + begin + if (fIFR[1] <= IFRExtremoCompra) and (fIFR >= IFREntradaCompra) and (iReentradaCompra <= MaxReentradasDirecao) then + begin + BuyAtMarket; + iReentradaCompra := iReentradaCompra + 1; + iReentradaVenda := 0; + end + else if (fIFR[1] >= IFRExtremoVenda) and (fIFR <= IFREntradaVenda) and (iReentradaVenda <= MaxReentradasDirecao) then + begin + SellShortAtMarket; + iReentradaVenda := iReentradaVenda + 1; + iReentradaCompra := 0; + end; + end; + + if IsBought or IsSold then + iBarrasEmPosicao := iBarrasEmPosicao + 1 + else + iBarrasEmPosicao := 0; + + if IsBought and ((UsarSaidaIFR50 and (fIFR >= 50)) or (UsarSaidaTempo and (iBarrasEmPosicao >= MaxBarrasPosicao))) then + ClosePosition; + + if IsSold and ((UsarSaidaIFR50 and (fIFR <= 50)) or (UsarSaidaTempo and (iBarrasEmPosicao >= MaxBarrasPosicao))) then + ClosePosition; +end; \ No newline at end of file diff --git a/automacao_backtests/IFR_RSI/robo_ifr_v18_bandas_dinamicas60min60%.txt b/automacao_backtests/IFR_RSI/robo_ifr_v18_bandas_dinamicas60min60%.txt new file mode 100644 index 0000000..8558872 --- /dev/null +++ b/automacao_backtests/IFR_RSI/robo_ifr_v18_bandas_dinamicas60min60%.txt @@ -0,0 +1,52 @@ +{ + Estrategia: robo_ifr_v18_bandas_dinamicas + Autor: Wesley + Descricao: Bandas dinamicas de IFR baseadas em range do proprio indicador. + Objetivo: substituir niveis fixos por gatilhos adaptativos. +} + +input + PeriodoIFR(9); + LookbackBandas(50); + PercentilCompra(0.25); + PercentilVenda(0.75); + UsarSaidaIFR50(true); + UsarSaidaTempo(true); + MaxBarrasPosicao(15); + +var + iBarrasEmPosicao : integer; + fIFR, fMinIFR, fMaxIFR, fRangeIFR, fNivelCompra, fNivelVenda : float; + +begin + fIFR := IFR(PeriodoIFR); + fMinIFR := Lowest(IFR(PeriodoIFR), LookbackBandas); + fMaxIFR := Highest(IFR(PeriodoIFR), LookbackBandas); + fRangeIFR := fMaxIFR - fMinIFR; + + fNivelCompra := fMinIFR + (fRangeIFR * PercentilCompra); + fNivelVenda := fMinIFR + (fRangeIFR * PercentilVenda); + + if (not IsBought) and (not IsSold) then + begin + if (fIFR[1] <= fNivelCompra) and (fIFR > fNivelCompra) then + begin + BuyAtMarket; + end + else if (fIFR[1] >= fNivelVenda) and (fIFR < fNivelVenda) then + begin + SellShortAtMarket; + end; + end; + + if IsBought or IsSold then + iBarrasEmPosicao := iBarrasEmPosicao + 1 + else + iBarrasEmPosicao := 0; + + if IsBought and ((UsarSaidaIFR50 and (fIFR >= 50)) or (UsarSaidaTempo and (iBarrasEmPosicao >= MaxBarrasPosicao))) then + ClosePosition; + + if IsSold and ((UsarSaidaIFR50 and (fIFR <= 50)) or (UsarSaidaTempo and (iBarrasEmPosicao >= MaxBarrasPosicao))) then + ClosePosition; +end; \ No newline at end of file diff --git a/automacao_backtests/IFR_RSI/robo_ifr_v1_reversao_extremos60min71%.txt b/automacao_backtests/IFR_RSI/robo_ifr_v1_reversao_extremos60min71%.txt new file mode 100644 index 0000000..740a35c --- /dev/null +++ b/automacao_backtests/IFR_RSI/robo_ifr_v1_reversao_extremos60min71%.txt @@ -0,0 +1,73 @@ +{ + Estrategia: robo_ifr_v1_reversao_extremos + Autor: Wesley + Descricao: Reversao por extremos de IFR com candle de rejeicao + volume. + Entrada em extremos e saida no IFR 50. +} + +input + PeriodoIFR(9); + IFREntradaCompra(30); + IFREntradaVenda(70); + PeriodoMediaVolume(20); + FatorVolume(1.2); + UsarFiltroVolume(true); + MultiplicadorPavio(1.5); + MaxPavioOpostoCorpo(1.2); + DojiMaxCorpoPerc(0.12); + +var + fIFR, vMediaVol : float; + Range, TamCorpo, TamPavioSup, TamPavioInf, fFechamentoPosicao : float; + bVolumeAlto : boolean; + bMartelo, bEstrela, bDojiAlta, bDojiBaixa : boolean; + bSinalCompra, bSinalVenda : boolean; + +begin + fIFR := IFR(PeriodoIFR); + vMediaVol := Media(PeriodoMediaVolume, Volume); + bVolumeAlto := (not UsarFiltroVolume) or (Volume >= (vMediaVol * FatorVolume)); + + Range := High - Low; + TamCorpo := Abs(Open - Close); + TamPavioSup := High - Max(Open, Close); + TamPavioInf := Min(Open, Close) - Low; + + if Range > 0 then + fFechamentoPosicao := (Close - Low) / Range + else + fFechamentoPosicao := 0.5; + + bMartelo := (Range > 0) + and (TamPavioInf >= (TamCorpo * MultiplicadorPavio)) + and (TamPavioSup <= (TamCorpo * MaxPavioOpostoCorpo)); + + bEstrela := (Range > 0) + and (TamPavioSup >= (TamCorpo * MultiplicadorPavio)) + and (TamPavioInf <= (TamCorpo * MaxPavioOpostoCorpo)); + + bDojiAlta := (Range > 0) + and (TamCorpo <= (Range * DojiMaxCorpoPerc)) + and (fFechamentoPosicao >= 0.50); + + bDojiBaixa := (Range > 0) + and (TamCorpo <= (Range * DojiMaxCorpoPerc)) + and (fFechamentoPosicao < 0.50); + + bSinalCompra := bVolumeAlto and (bMartelo or bDojiAlta); + bSinalVenda := bVolumeAlto and (bEstrela or bDojiBaixa); + + if (not IsBought) and (not IsSold) then + begin + if (fIFR <= IFREntradaCompra) and bSinalCompra then + BuyAtMarket + else if (fIFR >= IFREntradaVenda) and bSinalVenda then + SellShortAtMarket; + end; + + if IsBought and (fIFR >= 50) then + ClosePosition; + + if IsSold and (fIFR <= 50) then + ClosePosition; +end; diff --git a/automacao_backtests/IFR_RSI/robo_ifr_v20_ifr_assimetrico_lado30min62%.txt b/automacao_backtests/IFR_RSI/robo_ifr_v20_ifr_assimetrico_lado30min62%.txt new file mode 100644 index 0000000..0cb75ac --- /dev/null +++ b/automacao_backtests/IFR_RSI/robo_ifr_v20_ifr_assimetrico_lado30min62%.txt @@ -0,0 +1,47 @@ +{ + Estrategia: robo_ifr_v20_ifr_assimetrico_lado + Autor: Wesley + Descricao: IFR com niveis assimetricos para compra e venda. + Ajusta sensibilidade por lado para refletir comportamento diferente do mercado. +} + +input + PeriodoIFR(9); + IFRExtremoCompra(32); + IFREtornoCompra(38); + IFRExtremoVenda(68); + IFREtornoVenda(62); + UsarSaidaIFR50(true); + UsarSaidaTempo(true); + MaxBarrasPosicao(15); + +var + iBarrasEmPosicao : integer; + fIFR : float; + +begin + fIFR := IFR(PeriodoIFR); + + if (not IsBought) and (not IsSold) then + begin + if (fIFR[1] <= IFRExtremoCompra) and (fIFR >= IFREtornoCompra) then + begin + BuyAtMarket; + end + else if (fIFR[1] >= IFRExtremoVenda) and (fIFR <= IFREtornoVenda) then + begin + SellShortAtMarket; + end; + end; + + if IsBought or IsSold then + iBarrasEmPosicao := iBarrasEmPosicao + 1 + else + iBarrasEmPosicao := 0; + + if IsBought and ((UsarSaidaIFR50 and (fIFR >= 52)) or (UsarSaidaTempo and (iBarrasEmPosicao >= MaxBarrasPosicao))) then + ClosePosition; + + if IsSold and ((UsarSaidaIFR50 and (fIFR <= 48)) or (UsarSaidaTempo and (iBarrasEmPosicao >= MaxBarrasPosicao))) then + ClosePosition; +end; \ No newline at end of file diff --git a/automacao_backtests/IFR_RSI/robo_ifr_v23_dupla_confirmacao15min87%.txt b/automacao_backtests/IFR_RSI/robo_ifr_v23_dupla_confirmacao15min87%.txt new file mode 100644 index 0000000..0fffaf0 --- /dev/null +++ b/automacao_backtests/IFR_RSI/robo_ifr_v23_dupla_confirmacao15min87%.txt @@ -0,0 +1,54 @@ +{ + Estrategia: robo_ifr_v23_dupla_confirmacao + Autor: Wesley + Descricao: IFR com zona neutra (no-trade zone) e confirmacao por 2 candles. + Objetivo: reduzir falsos sinais de retorno sem continuidade. +} + +input + PeriodoIFR(9); + IFRExtremoCompra(30); + IFREtornoCompra(36); + IFRExtremoVenda(70); + IFREtornoVenda(64); + ZonaNeutraMin(45); + ZonaNeutraMax(55); + UsarSaidaIFR50(true); + UsarSaidaTempo(true); + MaxBarrasPosicao(13); + +var + iBarrasEmPosicao : integer; + fIFR : float; + bConfirmacaoCompra, bConfirmacaoVenda, bForaZonaNeutra : boolean; + +begin + fIFR := IFR(PeriodoIFR); + + bConfirmacaoCompra := (Close > Close[1]) and (Close[1] > Close[2]); + bConfirmacaoVenda := (Close < Close[1]) and (Close[1] < Close[2]); + bForaZonaNeutra := (fIFR < ZonaNeutraMin) or (fIFR > ZonaNeutraMax); + + if (not IsBought) and (not IsSold) and bForaZonaNeutra then + begin + if (fIFR[1] <= IFRExtremoCompra) and (fIFR >= IFREtornoCompra) and bConfirmacaoCompra then + begin + BuyAtMarket; + end + else if (fIFR[1] >= IFRExtremoVenda) and (fIFR <= IFREtornoVenda) and bConfirmacaoVenda then + begin + SellShortAtMarket; + end; + end; + + if IsBought or IsSold then + iBarrasEmPosicao := iBarrasEmPosicao + 1 + else + iBarrasEmPosicao := 0; + + if IsBought and ((UsarSaidaIFR50 and (fIFR >= 50)) or (UsarSaidaTempo and (iBarrasEmPosicao >= MaxBarrasPosicao))) then + ClosePosition; + + if IsSold and ((UsarSaidaIFR50 and (fIFR <= 50)) or (UsarSaidaTempo and (iBarrasEmPosicao >= MaxBarrasPosicao))) then + ClosePosition; +end; \ No newline at end of file diff --git a/automacao_backtests/IFR_RSI/robo_ifr_v24_controle_risco_diario1min67%.txt b/automacao_backtests/IFR_RSI/robo_ifr_v24_controle_risco_diario1min67%.txt new file mode 100644 index 0000000..9e39c92 --- /dev/null +++ b/automacao_backtests/IFR_RSI/robo_ifr_v24_controle_risco_diario1min67%.txt @@ -0,0 +1,70 @@ +{ + Estrategia: robo_ifr_v24_controle_risco_diario + Autor: Wesley + Descricao: IFR com controle diario de risco por limite de trades e saidas por tempo. + Objetivo: interromper operacao do dia em condicoes adversas. +} + +input + PeriodoIFR(9); + IFRExtremoCompra(30); + IFREtornoCompra(35); + IFRExtremoVenda(70); + IFREtornoVenda(65); + MaxTradesDia(6); + MaxSaidasTempoDia(2); + UsarSaidaIFR50(true); + UsarSaidaTempo(true); + MaxBarrasPosicao(14); + +var + iBarrasEmPosicao, iTradesDia, iSaidasTempoDia : integer; + fIFR : float; + bBloqueadoDia, bSaiuPorTempo : boolean; + +begin + fIFR := IFR(PeriodoIFR); + + if Date <> Date[1] then + begin + iTradesDia := 0; + iSaidasTempoDia := 0; + end; + + bBloqueadoDia := (iTradesDia >= MaxTradesDia) or (iSaidasTempoDia >= MaxSaidasTempoDia); + + if (not IsBought) and (not IsSold) and (not bBloqueadoDia) then + begin + if (fIFR[1] <= IFRExtremoCompra) and (fIFR >= IFREtornoCompra) then + begin + BuyAtMarket; + iTradesDia := iTradesDia + 1; + end + else if (fIFR[1] >= IFRExtremoVenda) and (fIFR <= IFREtornoVenda) then + begin + SellShortAtMarket; + iTradesDia := iTradesDia + 1; + end; + end; + + if IsBought or IsSold then + iBarrasEmPosicao := iBarrasEmPosicao + 1 + else + iBarrasEmPosicao := 0; + + bSaiuPorTempo := UsarSaidaTempo and (iBarrasEmPosicao >= MaxBarrasPosicao); + + if IsBought and ((UsarSaidaIFR50 and (fIFR >= 50)) or bSaiuPorTempo) then + begin + ClosePosition; + if bSaiuPorTempo then + iSaidasTempoDia := iSaidasTempoDia + 1; + end; + + if IsSold and ((UsarSaidaIFR50 and (fIFR <= 50)) or bSaiuPorTempo) then + begin + ClosePosition; + if bSaiuPorTempo then + iSaidasTempoDia := iSaidasTempoDia + 1; + end; +end; \ No newline at end of file diff --git a/automacao_backtests/IFR_RSI/robo_ifr_v25_ifr_mme200_contexto2min69%.txt b/automacao_backtests/IFR_RSI/robo_ifr_v25_ifr_mme200_contexto2min69%.txt new file mode 100644 index 0000000..7e430ae --- /dev/null +++ b/automacao_backtests/IFR_RSI/robo_ifr_v25_ifr_mme200_contexto2min69%.txt @@ -0,0 +1,53 @@ +{ + Estrategia: robo_ifr_v25_ifr_mme200_contexto + Autor: Wesley + Descricao: IFR com filtro de contexto pela MME200. + Compra apenas acima da MME200 e venda apenas abaixo da MME200. +} + +input + PeriodoIFR(9); + IFRExtremoCompra(30); + IFREtornoCompra(35); + IFRExtremoVenda(70); + IFREtornoVenda(65); + PeriodoMMEContexto(200); + UsarSaidaIFR50(true); + UsarSaidaTempo(true); + MaxBarrasPosicao(14); + +var + iBarrasEmPosicao : integer; + fIFR, fMME200 : float; + bContextoCompra, bContextoVenda : boolean; + +begin + fIFR := IFR(PeriodoIFR); + fMME200 := MediaExp(PeriodoMMEContexto, Close); + + bContextoCompra := (Close > fMME200); + bContextoVenda := (Close < fMME200); + + if (not IsBought) and (not IsSold) then + begin + if bContextoCompra and (fIFR[1] <= IFRExtremoCompra) and (fIFR >= IFREtornoCompra) then + begin + BuyAtMarket; + end + else if bContextoVenda and (fIFR[1] >= IFRExtremoVenda) and (fIFR <= IFREtornoVenda) then + begin + SellShortAtMarket; + end; + end; + + if IsBought or IsSold then + iBarrasEmPosicao := iBarrasEmPosicao + 1 + else + iBarrasEmPosicao := 0; + + if IsBought and ((UsarSaidaIFR50 and (fIFR >= 50)) or (UsarSaidaTempo and (iBarrasEmPosicao >= MaxBarrasPosicao))) then + ClosePosition; + + if IsSold and ((UsarSaidaIFR50 and (fIFR <= 50)) or (UsarSaidaTempo and (iBarrasEmPosicao >= MaxBarrasPosicao))) then + ClosePosition; +end; \ No newline at end of file diff --git a/automacao_backtests/IFR_RSI/robo_ifr_v27_um_trade_por_direcao60min54%.txt b/automacao_backtests/IFR_RSI/robo_ifr_v27_um_trade_por_direcao60min54%.txt new file mode 100644 index 0000000..c263b4c --- /dev/null +++ b/automacao_backtests/IFR_RSI/robo_ifr_v27_um_trade_por_direcao60min54%.txt @@ -0,0 +1,59 @@ +{ + Estrategia: robo_ifr_v27_um_trade_por_direcao + Autor: Wesley + Descricao: IFR com limite de 1 trade por direcao por sessao e risco curto por tempo. + Objetivo: reduzir overtrading em dias erraticos. +} + +input + PeriodoIFR(9); + IFRExtremoCompra(30); + IFREtornoCompra(35); + IFRExtremoVenda(70); + IFREtornoVenda(65); + UsarSaidaIFR50(true); + UsarSaidaTempo(true); + MaxBarrasPosicao(8); + +var + iBarrasEmPosicao, iTradesCompraDia, iTradesVendaDia : integer; + fIFR : float; + bPodeComprar, bPodeVender : boolean; + +begin + fIFR := IFR(PeriodoIFR); + + if Date <> Date[1] then + begin + iTradesCompraDia := 0; + iTradesVendaDia := 0; + end; + + bPodeComprar := (iTradesCompraDia = 0); + bPodeVender := (iTradesVendaDia = 0); + + if (not IsBought) and (not IsSold) then + begin + if bPodeComprar and (fIFR[1] <= IFRExtremoCompra) and (fIFR >= IFREtornoCompra) then + begin + BuyAtMarket; + iTradesCompraDia := iTradesCompraDia + 1; + end + else if bPodeVender and (fIFR[1] >= IFRExtremoVenda) and (fIFR <= IFREtornoVenda) then + begin + SellShortAtMarket; + iTradesVendaDia := iTradesVendaDia + 1; + end; + end; + + if IsBought or IsSold then + iBarrasEmPosicao := iBarrasEmPosicao + 1 + else + iBarrasEmPosicao := 0; + + if IsBought and ((UsarSaidaIFR50 and (fIFR >= 50)) or (UsarSaidaTempo and (iBarrasEmPosicao >= MaxBarrasPosicao))) then + ClosePosition; + + if IsSold and ((UsarSaidaIFR50 and (fIFR <= 50)) or (UsarSaidaTempo and (iBarrasEmPosicao >= MaxBarrasPosicao))) then + ClosePosition; +end; \ No newline at end of file diff --git a/automacao_backtests/IFR_RSI/robo_ifr_v28_ifr_adx_filtro30min57%.txt b/automacao_backtests/IFR_RSI/robo_ifr_v28_ifr_adx_filtro30min57%.txt new file mode 100644 index 0000000..d0cdd73 --- /dev/null +++ b/automacao_backtests/IFR_RSI/robo_ifr_v28_ifr_adx_filtro30min57%.txt @@ -0,0 +1,52 @@ +{ + Estrategia: robo_ifr_v28_ifr_adx_filtro + Autor: Wesley + Descricao: IFR com filtro de forca de tendencia por ADX. + Opera apenas quando ADX estiver acima do nivel minimo. +} + +input + PeriodoIFR(9); + IFRExtremoCompra(30); + IFREtornoCompra(35); + IFRExtremoVenda(70); + IFREtornoVenda(65); + PeriodoADX(14); + ADXMinimo(20); + UsarSaidaIFR50(true); + UsarSaidaTempo(true); + MaxBarrasPosicao(14); + +var + iBarrasEmPosicao : integer; + fIFR, fADX : float; + bTendenciaValida : boolean; + +begin + fIFR := IFR(PeriodoIFR); + fADX := ADX(PeriodoADX, PeriodoADX); + bTendenciaValida := (fADX >= ADXMinimo); + + if (not IsBought) and (not IsSold) and bTendenciaValida then + begin + if (fIFR[1] <= IFRExtremoCompra) and (fIFR >= IFREtornoCompra) then + begin + BuyAtMarket; + end + else if (fIFR[1] >= IFRExtremoVenda) and (fIFR <= IFREtornoVenda) then + begin + SellShortAtMarket; + end; + end; + + if IsBought or IsSold then + iBarrasEmPosicao := iBarrasEmPosicao + 1 + else + iBarrasEmPosicao := 0; + + if IsBought and ((UsarSaidaIFR50 and (fIFR >= 50)) or (UsarSaidaTempo and (iBarrasEmPosicao >= MaxBarrasPosicao))) then + ClosePosition; + + if IsSold and ((UsarSaidaIFR50 and (fIFR <= 50)) or (UsarSaidaTempo and (iBarrasEmPosicao >= MaxBarrasPosicao))) then + ClosePosition; +end; \ No newline at end of file diff --git a/automacao_backtests/IFR_RSI/robo_ifr_v31_reversao_volume_relativo60min72%.txt b/automacao_backtests/IFR_RSI/robo_ifr_v31_reversao_volume_relativo60min72%.txt new file mode 100644 index 0000000..36a4646 --- /dev/null +++ b/automacao_backtests/IFR_RSI/robo_ifr_v31_reversao_volume_relativo60min72%.txt @@ -0,0 +1,48 @@ +{ + Estrategia: robo_ifr_v31_reversao_volume_relativo + Autor: Wesley + Descricao: Reversao IFR com filtro de volume relativo. + Entra apenas com volume acima da media recente. +} + +input + PeriodoIFR(9); + IFRExtremoCompra(30); + IFREtornoCompra(35); + IFRExtremoVenda(70); + IFREtornoVenda(65); + PeriodoMediaVolume(20); + FatorVolume(1.2); + UsarSaidaIFR50(true); + UsarSaidaTempo(true); + MaxBarrasPosicao(12); + +var + iBarrasEmPosicao : integer; + fIFR, vMediaVol : float; + bVolumeAlto : boolean; + +begin + fIFR := IFR(PeriodoIFR); + vMediaVol := Media(PeriodoMediaVolume, Volume); + bVolumeAlto := (Volume >= (vMediaVol * FatorVolume)); + + if (not IsBought) and (not IsSold) and bVolumeAlto then + begin + if (fIFR[1] <= IFRExtremoCompra) and (fIFR >= IFREtornoCompra) then + BuyAtMarket + else if (fIFR[1] >= IFRExtremoVenda) and (fIFR <= IFREtornoVenda) then + SellShortAtMarket; + end; + + if IsBought or IsSold then + iBarrasEmPosicao := iBarrasEmPosicao + 1 + else + iBarrasEmPosicao := 0; + + if IsBought and ((UsarSaidaIFR50 and (fIFR >= 50)) or (UsarSaidaTempo and (iBarrasEmPosicao >= MaxBarrasPosicao))) then + ClosePosition; + + if IsSold and ((UsarSaidaIFR50 and (fIFR <= 50)) or (UsarSaidaTempo and (iBarrasEmPosicao >= MaxBarrasPosicao))) then + ClosePosition; +end; \ No newline at end of file diff --git a/automacao_backtests/IFR_RSI/robo_ifr_v33_pullback_mme20060min67%.txt b/automacao_backtests/IFR_RSI/robo_ifr_v33_pullback_mme20060min67%.txt new file mode 100644 index 0000000..435062a --- /dev/null +++ b/automacao_backtests/IFR_RSI/robo_ifr_v33_pullback_mme20060min67%.txt @@ -0,0 +1,47 @@ +{ + Estrategia: robo_ifr_v33_pullback_mme200 + Autor: Wesley + Descricao: Pullback de IFR com contexto pela MME200. + Compra acima da MME200 e venda abaixo da MME200. +} + +input + PeriodoIFR(9); + NivelPullbackCompra(45); + NivelPullbackVenda(55); + PeriodoMMEContexto(200); + UsarSaidaIFR50(true); + UsarSaidaTempo(true); + MaxBarrasPosicao(14); + +var + iBarrasEmPosicao : integer; + fIFR, fMME200 : float; + bContextoCompra, bContextoVenda : boolean; + +begin + fIFR := IFR(PeriodoIFR); + fMME200 := MediaExp(PeriodoMMEContexto, Close); + + bContextoCompra := (Close > fMME200); + bContextoVenda := (Close < fMME200); + + if (not IsBought) and (not IsSold) then + begin + if bContextoCompra and (fIFR[1] <= NivelPullbackCompra) and (fIFR > NivelPullbackCompra) then + BuyAtMarket + else if bContextoVenda and (fIFR[1] >= NivelPullbackVenda) and (fIFR < NivelPullbackVenda) then + SellShortAtMarket; + end; + + if IsBought or IsSold then + iBarrasEmPosicao := iBarrasEmPosicao + 1 + else + iBarrasEmPosicao := 0; + + if IsBought and ((UsarSaidaIFR50 and (fIFR >= 52)) or (UsarSaidaTempo and (iBarrasEmPosicao >= MaxBarrasPosicao))) then + ClosePosition; + + if IsSold and ((UsarSaidaIFR50 and (fIFR <= 48)) or (UsarSaidaTempo and (iBarrasEmPosicao >= MaxBarrasPosicao))) then + ClosePosition; +end; \ No newline at end of file diff --git a/automacao_backtests/IFR_RSI/robo_ifr_v36_divergencia_regular_pivo60min62%.txt b/automacao_backtests/IFR_RSI/robo_ifr_v36_divergencia_regular_pivo60min62%.txt new file mode 100644 index 0000000..61d1667 --- /dev/null +++ b/automacao_backtests/IFR_RSI/robo_ifr_v36_divergencia_regular_pivo60min62%.txt @@ -0,0 +1,52 @@ +{ + Estrategia: robo_ifr_v36_divergencia_regular_pivo + Autor: Wesley + Descricao: Divergencia regular de IFR com confirmacao por rompimento de pivo curto. + Compra em divergencia de fundo e venda em divergencia de topo. +} + +input + PeriodoIFR(9); + DeltaIFRMinimo(2.0); + LookbackPivo(3); + UsarSaidaIFR50(true); + UsarSaidaTempo(true); + MaxBarrasPosicao(12); + +var + iBarrasEmPosicao : integer; + fIFR, fIFRAnt, fPivoAlta, fPivoBaixa : float; + bDivCompra, bDivVenda : boolean; + +begin + fIFR := IFR(PeriodoIFR); + fIFRAnt := IFR(PeriodoIFR)[1]; + fPivoAlta := Highest(High, LookbackPivo)[1]; + fPivoBaixa := Lowest(Low, LookbackPivo)[1]; + + bDivCompra := (Low < Low[1]) and (fIFR > (fIFRAnt + DeltaIFRMinimo)); + bDivVenda := (High > High[1]) and (fIFR < (fIFRAnt - DeltaIFRMinimo)); + + if (not IsBought) and (not IsSold) then + begin + if bDivCompra and (Close > fPivoAlta) then + begin + BuyAtMarket; + end + else if bDivVenda and (Close < fPivoBaixa) then + begin + SellShortAtMarket; + end; + end; + + if IsBought or IsSold then + iBarrasEmPosicao := iBarrasEmPosicao + 1 + else + iBarrasEmPosicao := 0; + + if IsBought and ((UsarSaidaIFR50 and (fIFR >= 50)) or (UsarSaidaTempo and (iBarrasEmPosicao >= MaxBarrasPosicao))) then + ClosePosition; + + if IsSold and ((UsarSaidaIFR50 and (fIFR <= 50)) or (UsarSaidaTempo and (iBarrasEmPosicao >= MaxBarrasPosicao))) then + ClosePosition; +end; \ No newline at end of file diff --git a/automacao_backtests/IFR_RSI/robo_ifr_v45_volume_por_horario60min75%.txt b/automacao_backtests/IFR_RSI/robo_ifr_v45_volume_por_horario60min75%.txt new file mode 100644 index 0000000..20cfde9 --- /dev/null +++ b/automacao_backtests/IFR_RSI/robo_ifr_v45_volume_por_horario60min75%.txt @@ -0,0 +1,60 @@ +{ + Estrategia: robo_ifr_v45_volume_por_horario + Autor: Wesley + Descricao: IFR com filtro de volume relativo por janela horaria simples. + Na abertura exige volume maior; depois exige volume moderado. +} + +input + PeriodoIFR(9); + IFRExtremoCompra(30); + IFREtornoCompra(35); + IFRExtremoVenda(70); + IFREtornoVenda(65); + PeriodoMediaVolume(20); + HoraAberturaFim(1030); + FatorVolumeAbertura(1.3); + FatorVolumeMeio(1.0); + UsarSaidaIFR50(true); + UsarSaidaTempo(true); + MaxBarrasPosicao(12); + +var + iBarrasEmPosicao : integer; + fIFR, vMediaVol, fFatorAtual : float; + bVolumeOk : boolean; + +begin + fIFR := IFR(PeriodoIFR); + vMediaVol := Media(PeriodoMediaVolume, Volume); + + if Time <= HoraAberturaFim then + fFatorAtual := FatorVolumeAbertura + else + fFatorAtual := FatorVolumeMeio; + + bVolumeOk := (Volume >= (vMediaVol * fFatorAtual)); + + if (not IsBought) and (not IsSold) and bVolumeOk then + begin + if (fIFR[1] <= IFRExtremoCompra) and (fIFR >= IFREtornoCompra) then + begin + BuyAtMarket; + end + else if (fIFR[1] >= IFRExtremoVenda) and (fIFR <= IFREtornoVenda) then + begin + SellShortAtMarket; + end; + end; + + if IsBought or IsSold then + iBarrasEmPosicao := iBarrasEmPosicao + 1 + else + iBarrasEmPosicao := 0; + + if IsBought and ((UsarSaidaIFR50 and (fIFR >= 50)) or (UsarSaidaTempo and (iBarrasEmPosicao >= MaxBarrasPosicao))) then + ClosePosition; + + if IsSold and ((UsarSaidaIFR50 and (fIFR <= 50)) or (UsarSaidaTempo and (iBarrasEmPosicao >= MaxBarrasPosicao))) then + ClosePosition; +end; \ No newline at end of file diff --git a/automacao_backtests/IFR_RSI/robo_ifr_v47_orb_confirmacao_dupla60min66%.txt b/automacao_backtests/IFR_RSI/robo_ifr_v47_orb_confirmacao_dupla60min66%.txt new file mode 100644 index 0000000..948d7c8 --- /dev/null +++ b/automacao_backtests/IFR_RSI/robo_ifr_v47_orb_confirmacao_dupla60min66%.txt @@ -0,0 +1,66 @@ +{ + Estrategia: robo_ifr_v47_orb_confirmacao_dupla + Autor: Wesley + Descricao: ORB + IFR com dupla confirmacao de direcao por candles. + Rompimento da ORB e dois fechamentos na direcao do trade. +} + +input + PeriodoIFR(9); + IFRExtremoCompra(30); + IFREtornoCompra(35); + IFRExtremoVenda(70); + IFREtornoVenda(65); + HoraFimORB(930); + UsarSaidaIFR50(true); + UsarSaidaTempo(true); + MaxBarrasPosicao(12); + +var + iBarrasEmPosicao : integer; + fIFR, fORBHigh, fORBLow : float; + bConfCompra, bConfVenda : boolean; + +begin + fIFR := IFR(PeriodoIFR); + + if Date <> Date[1] then + begin + fORBHigh := High; + fORBLow := Low; + end; + + if Time <= HoraFimORB then + begin + if High > fORBHigh then + fORBHigh := High; + if Low < fORBLow then + fORBLow := Low; + end; + + bConfCompra := (Close > Close[1]) and (Close[1] > Close[2]); + bConfVenda := (Close < Close[1]) and (Close[1] < Close[2]); + + if (not IsBought) and (not IsSold) and (Time > HoraFimORB) then + begin + if (Close > fORBHigh) and (fIFR[1] <= IFRExtremoCompra) and (fIFR >= IFREtornoCompra) and bConfCompra then + begin + BuyAtMarket; + end + else if (Close < fORBLow) and (fIFR[1] >= IFRExtremoVenda) and (fIFR <= IFREtornoVenda) and bConfVenda then + begin + SellShortAtMarket; + end; + end; + + if IsBought or IsSold then + iBarrasEmPosicao := iBarrasEmPosicao + 1 + else + iBarrasEmPosicao := 0; + + if IsBought and ((UsarSaidaIFR50 and (fIFR >= 50)) or (UsarSaidaTempo and (iBarrasEmPosicao >= MaxBarrasPosicao))) then + ClosePosition; + + if IsSold and ((UsarSaidaIFR50 and (fIFR <= 50)) or (UsarSaidaTempo and (iBarrasEmPosicao >= MaxBarrasPosicao))) then + ClosePosition; +end; \ No newline at end of file diff --git a/automacao_backtests/IFR_RSI/robo_ifr_v4_divergencia_confirmada60min90%.txt b/automacao_backtests/IFR_RSI/robo_ifr_v4_divergencia_confirmada60min90%.txt new file mode 100644 index 0000000..534595a --- /dev/null +++ b/automacao_backtests/IFR_RSI/robo_ifr_v4_divergencia_confirmada60min90%.txt @@ -0,0 +1,58 @@ +{ + Estrategia: robo_ifr_v4_divergencia_confirmada + Autor: Wesley + Descricao: Divergencia simples de IFR com confirmacao por candle de rejeicao. + Compra: preco faz fundo menor e IFR fundo maior. + Venda: preco faz topo maior e IFR topo menor. +} + +input + PeriodoIFR(9); + LookbackDivergencia(12); + PeriodoMediaVolume(20); + FatorVolume(1.0); + UsarFiltroVolume(false); + MultiplicadorPavio(1.5); + MaxPavioOpostoCorpo(1.2); + +var + fIFR, vMediaVol : float; + Range, TamCorpo, TamPavioSup, TamPavioInf : float; + bVolumeAlto, bMartelo, bEstrela : boolean; + bDivergenciaAlta, bDivergenciaBaixa : boolean; + +begin + fIFR := IFR(PeriodoIFR); + vMediaVol := Media(PeriodoMediaVolume, Volume); + bVolumeAlto := (not UsarFiltroVolume) or (Volume >= (vMediaVol * FatorVolume)); + + Range := High - Low; + TamCorpo := Abs(Open - Close); + TamPavioSup := High - Max(Open, Close); + TamPavioInf := Min(Open, Close) - Low; + + bMartelo := (Range > 0) + and (TamPavioInf >= (TamCorpo * MultiplicadorPavio)) + and (TamPavioSup <= (TamCorpo * MaxPavioOpostoCorpo)); + + bEstrela := (Range > 0) + and (TamPavioSup >= (TamCorpo * MultiplicadorPavio)) + and (TamPavioInf <= (TamCorpo * MaxPavioOpostoCorpo)); + + bDivergenciaAlta := (Low < Lowest(Low, LookbackDivergencia)[1]) and (fIFR > Lowest(fIFR, LookbackDivergencia)[1]); + bDivergenciaBaixa := (High > Highest(High, LookbackDivergencia)[1]) and (fIFR < Highest(fIFR, LookbackDivergencia)[1]); + + if (not IsBought) and (not IsSold) then + begin + if bDivergenciaAlta and bMartelo and bVolumeAlto then + BuyAtMarket + else if bDivergenciaBaixa and bEstrela and bVolumeAlto then + SellShortAtMarket; + end; + + if IsBought and (fIFR >= 55) then + ClosePosition; + + if IsSold and (fIFR <= 45) then + ClosePosition; +end; diff --git a/automacao_backtests/IFR_RSI/robo_ifr_v5_regime_volatilidade60min90%.txt b/automacao_backtests/IFR_RSI/robo_ifr_v5_regime_volatilidade60min90%.txt new file mode 100644 index 0000000..61459c6 --- /dev/null +++ b/automacao_backtests/IFR_RSI/robo_ifr_v5_regime_volatilidade60min90%.txt @@ -0,0 +1,78 @@ +{ + Estrategia: robo_ifr_v5_regime_volatilidade + Autor: Wesley + Descricao: Ajusta extremos de IFR por regime de volatilidade (ATR relativo). + Alta volatilidade usa extremos mais amplos; baixa volatilidade mais estreitos. +} + +input + PeriodoIFR(9); + PeriodoATR(14); + PeriodoATRMedia(50); + IFREntradaCompraAltaVol(20); + IFREntradaVendaAltaVol(80); + IFREntradaCompraBaixaVol(35); + IFREntradaVendaBaixaVol(65); + PeriodoMediaVolume(20); + FatorVolume(1.1); + UsarFiltroVolume(false); + MultiplicadorPavio(1.5); + MaxPavioOpostoCorpo(1.2); + +var + fIFR, vMediaVol, fATR, fATRMedio : float; + fCompraNivel, fVendaNivel : float; + Range, TamCorpo, TamPavioSup, TamPavioInf : float; + bVolumeAlto, bAltaVolatilidade : boolean; + bMartelo, bEstrela : boolean; + +begin + fIFR := IFR(PeriodoIFR); + fATR := Media(PeriodoATR, Range); + fATRMedio := Media(PeriodoATRMedia, fATR); + if fATRMedio <= 0 then + fATRMedio := 0.01; + + bAltaVolatilidade := (fATR >= fATRMedio); + + if bAltaVolatilidade then + begin + fCompraNivel := IFREntradaCompraAltaVol; + fVendaNivel := IFREntradaVendaAltaVol; + end + else + begin + fCompraNivel := IFREntradaCompraBaixaVol; + fVendaNivel := IFREntradaVendaBaixaVol; + end; + + vMediaVol := Media(PeriodoMediaVolume, Volume); + bVolumeAlto := (not UsarFiltroVolume) or (Volume >= (vMediaVol * FatorVolume)); + + Range := High - Low; + TamCorpo := Abs(Open - Close); + TamPavioSup := High - Max(Open, Close); + TamPavioInf := Min(Open, Close) - Low; + + bMartelo := (Range > 0) + and (TamPavioInf >= (TamCorpo * MultiplicadorPavio)) + and (TamPavioSup <= (TamCorpo * MaxPavioOpostoCorpo)); + + bEstrela := (Range > 0) + and (TamPavioSup >= (TamCorpo * MultiplicadorPavio)) + and (TamPavioInf <= (TamCorpo * MaxPavioOpostoCorpo)); + + if (not IsBought) and (not IsSold) then + begin + if (fIFR <= fCompraNivel) and bMartelo and bVolumeAlto then + BuyAtMarket + else if (fIFR >= fVendaNivel) and bEstrela and bVolumeAlto then + SellShortAtMarket; + end; + + if IsBought and (fIFR >= 50) then + ClosePosition; + + if IsSold and (fIFR <= 50) then + ClosePosition; +end; diff --git a/automacao_backtests/IFR_RSI/robo_ifr_v6_saida_hibrida60min77%.txt b/automacao_backtests/IFR_RSI/robo_ifr_v6_saida_hibrida60min77%.txt new file mode 100644 index 0000000..06b7ae6 --- /dev/null +++ b/automacao_backtests/IFR_RSI/robo_ifr_v6_saida_hibrida60min77%.txt @@ -0,0 +1,95 @@ +{ + Estrategia: robo_ifr_v6_saida_hibrida + Autor: Wesley + Descricao: Entrada por extremos de IFR e saida hibrida: + sinal contrario forte OU IFR 50 OU tempo maximo em barras. +} + +input + PeriodoIFR(9); + IFREntradaCompra(30); + IFREntradaVenda(70); + PeriodoMediaVolume(20); + FatorVolume(1.1); + UsarFiltroVolume(false); + MultiplicadorPavio(1.5); + MaxPavioOpostoCorpo(1.2); + DojiMaxCorpoPerc(0.12); + UsarSaidaPorSinalContrario(true); + UsarSaidaIFR50(true); + UsarSaidaTempo(true); + MaxBarrasPosicao(12); + +var + fIFR, vMediaVol : float; + Range, TamCorpo, TamPavioSup, TamPavioInf, fFechamentoPosicao : float; + bVolumeAlto : boolean; + bMartelo, bEstrela, bDojiAlta, bDojiBaixa : boolean; + bSinalCompra, bSinalVenda : boolean; + bForcaContrariaCompra, bForcaContrariaVenda : boolean; + iBarrasEmPosicao : integer; + +begin + fIFR := IFR(PeriodoIFR); + vMediaVol := Media(PeriodoMediaVolume, Volume); + bVolumeAlto := (not UsarFiltroVolume) or (Volume >= (vMediaVol * FatorVolume)); + + Range := High - Low; + TamCorpo := Abs(Open - Close); + TamPavioSup := High - Max(Open, Close); + TamPavioInf := Min(Open, Close) - Low; + + if Range > 0 then + fFechamentoPosicao := (Close - Low) / Range + else + fFechamentoPosicao := 0.5; + + bMartelo := (Range > 0) + and (TamPavioInf >= (TamCorpo * MultiplicadorPavio)) + and (TamPavioSup <= (TamCorpo * MaxPavioOpostoCorpo)); + + bEstrela := (Range > 0) + and (TamPavioSup >= (TamCorpo * MultiplicadorPavio)) + and (TamPavioInf <= (TamCorpo * MaxPavioOpostoCorpo)); + + bDojiAlta := (Range > 0) + and (TamCorpo <= (Range * DojiMaxCorpoPerc)) + and (fFechamentoPosicao >= 0.50); + + bDojiBaixa := (Range > 0) + and (TamCorpo <= (Range * DojiMaxCorpoPerc)) + and (fFechamentoPosicao < 0.50); + + bSinalCompra := bVolumeAlto and (bMartelo or bDojiAlta); + bSinalVenda := bVolumeAlto and (bEstrela or bDojiBaixa); + + bForcaContrariaCompra := bVolumeAlto and bEstrela and (fFechamentoPosicao <= 0.35); + bForcaContrariaVenda := bVolumeAlto and bMartelo and (fFechamentoPosicao >= 0.65); + + if IsBought or IsSold then + iBarrasEmPosicao := iBarrasEmPosicao + 1 + else + iBarrasEmPosicao := 0; + + if (not IsBought) and (not IsSold) then + begin + if (fIFR <= IFREntradaCompra) and bSinalCompra then + BuyAtMarket + else if (fIFR >= IFREntradaVenda) and bSinalVenda then + SellShortAtMarket; + end; + + if IsBought and ( + (UsarSaidaPorSinalContrario and bForcaContrariaCompra) + or (UsarSaidaIFR50 and (fIFR >= 50)) + or (UsarSaidaTempo and (iBarrasEmPosicao >= MaxBarrasPosicao)) + ) then + ClosePosition; + + if IsSold and ( + (UsarSaidaPorSinalContrario and bForcaContrariaVenda) + or (UsarSaidaIFR50 and (fIFR <= 50)) + or (UsarSaidaTempo and (iBarrasEmPosicao >= MaxBarrasPosicao)) + ) then + ClosePosition; +end; diff --git a/automacao_backtests/IFR_RSI/robo_ifr_v7_resgate_contexto30min84%.txt b/automacao_backtests/IFR_RSI/robo_ifr_v7_resgate_contexto30min84%.txt new file mode 100644 index 0000000..a6ecbaf --- /dev/null +++ b/automacao_backtests/IFR_RSI/robo_ifr_v7_resgate_contexto30min84%.txt @@ -0,0 +1,152 @@ +{ + Estrategia: robo_ifr_v7_resgate_contexto + Autor: Wesley + Descricao: Versao de resgate com filtro de contexto para reduzir falso sinal. + Reversao em extremo IFR + rejeicao + afastamento da MME20 + confirmacao. +} + +input + PeriodoIFR(9); + IFREntradaCompra(25); + IFREntradaVenda(75); + PeriodoMediaVolume(20); + FatorVolume(1.2); + UsarFiltroVolume(true); + PeriodoMME(20); + DistMinMME20Perc(0.20); + UsarJanelaHorario(true); + HoraInicio(900); + HoraFim(1130); + MultiplicadorPavio(1.6); + MaxPavioOpostoCorpo(1.1); + DojiMaxCorpoPerc(0.10); + MaxBarrasConfirmacao(3); + UsarSaidaIFR50(true); + UsarSaidaSinalContrario(true); + MaxBarrasPosicao(20); + +var + iHoraAtualHHMM, iBarrasAguardarCompra, iBarrasAguardarVenda, iBarrasEmPosicao : integer; + fIFR, vMediaVol, fMME20, fDistMME20Perc : float; + Range, TamCorpo, TamPavioSup, TamPavioInf, fFechamentoPosicao : float; + fNivelCompra, fNivelVenda : float; + bJanelaOK, bVolumeAlto, bLongeMME20 : boolean; + bMartelo, bEstrela, bDojiAlta, bDojiBaixa : boolean; + bSinalCompra, bSinalVenda, bForcaContrariaCompra, bForcaContrariaVenda : boolean; + bArmarCompra, bArmarVenda : boolean; + +begin + iHoraAtualHHMM := Time; + if iHoraAtualHHMM > 2400 then + iHoraAtualHHMM := Round(iHoraAtualHHMM / 100); + + bJanelaOK := (not UsarJanelaHorario) or ((iHoraAtualHHMM >= HoraInicio) and (iHoraAtualHHMM <= HoraFim)); + + fIFR := IFR(PeriodoIFR); + vMediaVol := Media(PeriodoMediaVolume, Volume); + bVolumeAlto := (not UsarFiltroVolume) or (Volume >= (vMediaVol * FatorVolume)); + + fMME20 := MediaExp(PeriodoMME, Close); + if fMME20 > 0 then + fDistMME20Perc := (Abs(Close - fMME20) / fMME20) * 100 + else + fDistMME20Perc := 999; + + bLongeMME20 := (fDistMME20Perc >= DistMinMME20Perc); + + Range := High - Low; + TamCorpo := Abs(Open - Close); + TamPavioSup := High - Max(Open, Close); + TamPavioInf := Min(Open, Close) - Low; + + if Range > 0 then + fFechamentoPosicao := (Close - Low) / Range + else + fFechamentoPosicao := 0.5; + + bMartelo := (Range > 0) + and (TamPavioInf >= (TamCorpo * MultiplicadorPavio)) + and (TamPavioSup <= (TamCorpo * MaxPavioOpostoCorpo)); + + bEstrela := (Range > 0) + and (TamPavioSup >= (TamCorpo * MultiplicadorPavio)) + and (TamPavioInf <= (TamCorpo * MaxPavioOpostoCorpo)); + + bDojiAlta := (Range > 0) and (TamCorpo <= (Range * DojiMaxCorpoPerc)) and (fFechamentoPosicao >= 0.50); + bDojiBaixa := (Range > 0) and (TamCorpo <= (Range * DojiMaxCorpoPerc)) and (fFechamentoPosicao < 0.50); + + bSinalCompra := bJanelaOK and bVolumeAlto and bLongeMME20 and (bMartelo or bDojiAlta); + bSinalVenda := bJanelaOK and bVolumeAlto and bLongeMME20 and (bEstrela or bDojiBaixa); + + if Date <> Date[1] then + begin + bArmarCompra := False; + bArmarVenda := False; + iBarrasAguardarCompra := 0; + iBarrasAguardarVenda := 0; + end; + + if (not IsBought) and (not IsSold) then + begin + if (fIFR <= IFREntradaCompra) and bSinalCompra then + begin + bArmarCompra := True; + bArmarVenda := False; + fNivelCompra := High; + iBarrasAguardarCompra := 0; + end + else if (fIFR >= IFREntradaVenda) and bSinalVenda then + begin + bArmarVenda := True; + bArmarCompra := False; + fNivelVenda := Low; + iBarrasAguardarVenda := 0; + end; + + if bArmarCompra then + begin + iBarrasAguardarCompra := iBarrasAguardarCompra + 1; + if High > fNivelCompra then + begin + BuyAtMarket; + bArmarCompra := False; + end + else if iBarrasAguardarCompra > MaxBarrasConfirmacao then + bArmarCompra := False; + end; + + if bArmarVenda then + begin + iBarrasAguardarVenda := iBarrasAguardarVenda + 1; + if Low < fNivelVenda then + begin + SellShortAtMarket; + bArmarVenda := False; + end + else if iBarrasAguardarVenda > MaxBarrasConfirmacao then + bArmarVenda := False; + end; + end; + + bForcaContrariaCompra := bVolumeAlto and bEstrela and (fFechamentoPosicao <= 0.35); + bForcaContrariaVenda := bVolumeAlto and bMartelo and (fFechamentoPosicao >= 0.65); + + if IsBought or IsSold then + iBarrasEmPosicao := iBarrasEmPosicao + 1 + else + iBarrasEmPosicao := 0; + + if IsBought and ( + (UsarSaidaIFR50 and (fIFR >= 50)) + or (UsarSaidaSinalContrario and bForcaContrariaCompra) + or (iBarrasEmPosicao >= MaxBarrasPosicao) + ) then + ClosePosition; + + if IsSold and ( + (UsarSaidaIFR50 and (fIFR <= 50)) + or (UsarSaidaSinalContrario and bForcaContrariaVenda) + or (iBarrasEmPosicao >= MaxBarrasPosicao) + ) then + ClosePosition; +end; diff --git a/automacao_backtests/IFR_RSI/robos_IFR.txt b/automacao_backtests/IFR_RSI/robos_IFR.txt new file mode 100644 index 0000000..43f7cef --- /dev/null +++ b/automacao_backtests/IFR_RSI/robos_IFR.txt @@ -0,0 +1,278 @@ +PLANO DE ESTUDOS - ROBÔS IFR (RSI) PARA MINI ÍNDICE (WIN) + +1) OBJETIVO GERAL +- Usar IFR parametrizável para intraday no WIN. +- Priorizar período da manhã (maior volatilidade e deslocamento inicial). +- Usar sinais de rejeição em Price Action para entrada. +- Buscar capturar o maior range possível até sinal de enfraquecimento/virada via volume e candle. + +2) PREMISSAS OPERACIONAIS +- Timeframes foco: 2 minutos e 5 minutos. +- Janela principal: abertura até metade da manhã (ex.: 09:00-11:30). +- IFR padrão inicial: 9 e 14 (comparar os dois). +- Zonas de trabalho: + - agressiva: 35/65 + - balanceada: 30/70 + - conservadora: 20/80 + - extrema: 10/90 + +3) GATILHOS BASE (PRICE ACTION + VOLUME) +- Rejeição de fundo (compra): martelo/pavio inferior dominante + fechamento no terço superior + volume acima da média. +- Rejeição de topo (venda): estrela/pavio superior dominante + fechamento no terço inferior + volume acima da média. +- Doji contextual: válido quando acompanhado por volume e extremo de IFR. +- Confirmação opcional: rompimento da máxima/mínima do candle de sinal no candle seguinte. + +4) OPÇÕES DE ESTRATÉGIA COM IFR (ALÉM DO BÁSICO) +- Reversão por extremos: entrada em IFR extremo com rejeição, saída por sinal contrário forte. +- Reversão por retorno da zona: entrada quando IFR sai do extremo e cruza de volta o nível (filtro de timing). +- Tendência com pullback: operar apenas a favor da direção do IFR (acima/abaixo de 50) e entrar em correções. +- Divergência IFR + Price Action: operar apenas quando houver divergência e candle de confirmação. +- Regime por volatilidade: mudar parâmetros IFR/volume conforme ATR ou horário. +- Saída híbrida: IFR alvo + trailing por candle contrário + proteção por tempo máximo em posição. + +5) VERSÕES DE ROBÔ PARA BACKTEST +- V1 Base Extremos: simples, mais sinais. +- V2 Newton/Força: exige aceleração/força na direção da entrada. +- V3 Confirmação: exige confirmação de rompimento do candle de sinal. +- V4 Score Conservador: pontuação mínima de rejeição (pavio + fechamento + volume + extremo). + +6) MATRIZ MÍNIMA DE BACKTEST +- Timeframe: 2m e 5m. +- IFR período: 9 e 14. +- Zonas IFR: 35/65, 30/70, 20/80. +- Filtro de volume: ligado/desligado (fator 1.0, 1.2, 1.4). +- Entrada: no candle de sinal vs confirmação no seguinte. +- Saída: IFR50 vs sinal contrário forte vs híbrida. + +7) MÉTRICAS OBRIGATÓRIAS +- Taxa de acerto (%). +- Fator de lucro. +- Drawdown máximo. +- Resultado líquido por dia e por horário. +- Expectância por trade. +- Número de trades (evitar overfitting por baixa amostra). + +8) CRITÉRIOS DE APROVAÇÃO +- Fator de lucro > 1.20 em amostra de treino e validação. +- Drawdown compatível com o risco aceitável da conta. +- Estabilidade entre 2m e 5m (não depender de um único setup frágil). +- Consistência por faixa de horário, sem concentrar tudo em 1 ou 2 dias. + +9) PRÓXIMOS PASSOS PRÁTICOS +- Rodar grid inicial (V1-V4 x IFR 9/14 x zonas 35/65-30/70-20/80). +- Selecionar top 2 por fator de lucro com drawdown controlado. +- Fazer teste fora da amostra (out-of-sample). +- Definir versão candidata para paper trade antes de colocar em conta real. + +10) STATUS ATUAL APÓS RENOMEAÇÃO DOS ARQUIVOS +- Convenção adotada: + - Arquivos aprovados: nome inclui melhor timeframe e % de vencedoras. + - Arquivos reprovados: sufixo REPROVADO. + +- Aprovados (melhor resultado identificado): + - robo_ifr_v1_reversao_extremos60min71%.txt + - robo_ifr_v4_divergencia_confirmada60min90%.txt + - robo_ifr_v5_regime_volatilidade60min90%.txt + - robo_ifr_v6_saida_hibrida60min77%.txt + - robo_ifr_v7_resgate_contexto30min84%.txt + +- Reprovados (desempenho fraco em múltiplos timeframes): + - Reprovados/robo_ifr_v2_retorno_zonaREPROVADO.txt + - Reprovados/robo_ifr_v3_tendencia_pullbackREPROVADO.txt + - Reprovados/robo_ifr_v8_resgate_breakout_ifrREPROVADO.txt + +11) PRÓXIMA ETAPA RECOMENDADA +- Rodar validação fora da amostra nos aprovados (janela e período diferentes dos usados no ajuste). +- Priorizar v4, v5 e v7 para comparação final por fator de lucro, drawdown e número de trades. + +12) NOVOS ROBÔS CRIADOS (V9-V11) +- V9 Conservador Contexto (`robo_ifr_v9_conservador_contexto.txt`) + - Lógica: retorno de IFR extremo com filtros de tendência (MME9/21) e volume mais rígido. + - Perfil: menos trades, maior seletividade. + - Base: IFR(9), retorno 30->35 compra e 70->65 venda, volume fator 1.2. + +- V10 Balanceado Regime (`robo_ifr_v10_balanceado_regime.txt`) + - Lógica: alterna comportamento por regime. + - Em tendência: pullback IFR (45/55). + - Em lateral: reversão por extremos (30/70). + - Perfil: equilíbrio entre frequência e qualidade de sinal. + +- V11 Agressivo Reentrada (`robo_ifr_v11_agressivo_reentrada.txt`) + - Lógica: entradas mais cedo (40/60) após extremos (30/70) com 1 reentrada por direção. + - Perfil: maior número de operações e maior sensibilidade a ruído. + - Base: saída em IFR50 e/ou tempo máximo em posição. + +13) STATUS DE VALIDAÇÃO (HOJE) +- Versões validadas: + - v1, v4, v5, v6, v7 + - v10 (`robo_ifr_v10_balanceado_regime60min63%.txt`) + - v11 (`robo_ifr_v11_agressivo_reentrada30min58%.txt`) + - v18 (`robo_ifr_v18_bandas_dinamicas60min60%.txt`) + +- Versões reprovadas: + - v2, v3, v8, v9 + - v12 (`Reprovados/robo_ifr_v12_multitimeframe_alinhadoREPROVADO.txt`) + - v13 (`Reprovados/robo_ifr_v13_divergencia_estruturaREPROVADO.txt`) + - v15 (`Reprovados/robo_ifr_v15_saida_estagio_trailingREPROVADO.txt`) + - v16 (`Reprovados/robo_ifr_v16_slope_cooldownREPROVADO.txt`) + - v17 (`Reprovados/robo_ifr_v17_failure_swingREPROVADO.txt`) + +14) NOVAS OPÇÕES CRIADAS PARA PRÓXIMA RODADA +- V12 Multi-timeframe Alinhado (`robo_ifr_v12_multitimeframe_alinhado.txt`) + - Entrada no timeframe atual com filtro direcional por IFR de contexto. + - Objetivo: reduzir entradas contra o fluxo predominante. + +- V13 Divergência + Estrutura (`robo_ifr_v13_divergencia_estrutura.txt`) + - Exige divergência de IFR e confirmação por quebra curta de estrutura. + - Objetivo: evitar divergência sem confirmação de preço. + +- V15 Saída em Estágio + Trailing (`robo_ifr_v15_saida_estagio_trailing.txt`) + - Após atingir IFR 50, ativa estágio de saída por trailing simples de candle. + - Objetivo: capturar mais continuidade quando o movimento estica. + +15) RESULTADO DA RODADA V12-V13-V15 +- As três variações foram reprovadas na validação atual e movidas para a pasta `Reprovados`. +- Permanecem como candidatas válidas: v1, v4, v5, v6, v7, v10, v11 e v18. + +16) NOVAS SUGESTÕES IMPLEMENTADAS (V16-V18) +- V16 Slope + Cooldown (`robo_ifr_v16_slope_cooldown.txt`) + - Entrada por retorno de extremo com inclinação mínima do IFR. + - Aplica cooldown de barras após saída para evitar reentrada imediata. + +- V17 Failure Swing (`robo_ifr_v17_failure_swing.txt`) + - Usa pivoteamento do IFR (failure swing) com confirmação simples no preço. + - Foco em reversões com estrutura mínima confirmada. + +- V18 Bandas Dinâmicas (`robo_ifr_v18_bandas_dinamicas.txt`) + - Níveis de entrada definidos por percentis do range do IFR no lookback. + - Troca gatilhos fixos por gatilhos adaptativos ao regime do dia. + +17) RESULTADO DA RODADA V16-V17-V18 +- v16 e v17 foram reprovados e movidos para `Reprovados`. +- v18 foi validado com melhor leitura em 60min e mantido na pasta principal. + +18) NOVAS OPÇÕES IMPLEMENTADAS (V19-V21) +- V19 IFR + VWAP Contexto (`robo_ifr_v19_ifr_vwap_contexto.txt`) + - Filtro direcional por VWAP aproximada (preço ponderado por volume). + - Compra apenas com preço acima da VWAP; venda apenas abaixo. + +- V20 IFR Assimétrico por Lado (`robo_ifr_v20_ifr_assimetrico_lado.txt`) + - Níveis de entrada/retorno diferentes para compra e venda. + - Saída também assimétrica para refletir comportamento distinto por direção. + +- V21 IFR + Faixa de Volatilidade (`robo_ifr_v21_ifr_atr_faixa.txt`) + - Usa range médio de candle como proxy de ATR para filtrar regime operável. + - Evita operar em baixa volatilidade extrema ou explosão de ruído. + +19) NOVAS OPÇÕES IMPLEMENTADAS (V22-V24) +- V22 Tendência Forte (`robo_ifr_v22_tendencia_forte.txt`) + - IFR com filtro de tendência forte por MME9/21 e inclinação mínima da MME longa. + - Objetivo: reduzir operações em lateralização e priorizar continuidade direcional. + +- V23 Dupla Confirmação (`robo_ifr_v23_dupla_confirmacao.txt`) + - IFR com zona neutra 45-55 e exigência de dois candles de confirmação. + - Objetivo: reduzir falsos rompimentos de retorno do IFR. + +- V24 Controle de Risco Diário (`robo_ifr_v24_controle_risco_diario.txt`) + - Limita trades por dia e bloqueia novas entradas após excesso de saídas por tempo. + - Objetivo: conter deterioração de desempenho em dia adverso. + +20) NOVAS OPÇÕES IMPLEMENTADAS (V25-V27) +- V25 IFR + MME200 Contexto (`robo_ifr_v25_ifr_mme200_contexto.txt`) + - Filtra direção pelo contexto estrutural de longo prazo (acima/abaixo da MME200). + - Objetivo: reduzir operações contra tendência principal. + +- V26 Janela + Pivô (`robo_ifr_v26_janela_pivo.txt`) + - Opera somente em janela horária definida e exige rompimento de pivô curto para confirmar. + - Objetivo: aumentar qualidade de entrada em horário mais favorável. + +- V27 Um Trade por Direção (`robo_ifr_v27_um_trade_por_direcao.txt`) + - Limita 1 trade de compra e 1 trade de venda por sessão, com saída por tempo curta. + - Objetivo: controlar overtrading e preservar capital em dias erráticos. + +21) NOVAS OPÇÕES IMPLEMENTADAS (V28-V30) +- V28 IFR + ADX Filtro (`robo_ifr_v28_ifr_adx_filtro.txt`) + - IFR com filtro de força de tendência via ADX mínimo. + - Objetivo: reduzir entradas em mercado sem direção. + +- V29 IFR + Direção da Abertura (`robo_ifr_v29_ifr_direcao_abertura.txt`) + - Só opera a favor da direção definida na abertura/referência da sessão. + - Objetivo: alinhar operações com viés intradiário inicial. + +- V30 IFR + Circuit Breaker Diário (`robo_ifr_v30_ifr_circuit_breaker_diario.txt`) + - Limita operações após gatilhos de deterioração diária (saídas por tempo e limite de trades). + - Objetivo: interromper overtrading em dia adverso. + +22) CATÁLOGO DE 50 OPÇÕES IFR (PRÉ-OTIMIZAÇÃO) +- Arquivo de referência: `catalogo_50_opcoes_IFR.txt`. +- Objetivo: ampliar repertório de ideias antes da fase de otimização dos vencedores. +- Próxima seleção sugerida: escolher 10 opções do catálogo para nova rodada de implementação. + +23) NOVA RODADA IMPLEMENTADA (V31-V35) +- V31 Reversão + Volume Relativo (`robo_ifr_v31_reversao_volume_relativo.txt`) + - Retorno de extremo IFR com exigência de volume acima da média. + +- V32 Retorno + Pivô 3 (`robo_ifr_v32_retorno_pivo3.txt`) + - Entrada só com confirmação por rompimento de pivô curto. + +- V33 Pullback + MME200 (`robo_ifr_v33_pullback_mme200.txt`) + - Pullback de IFR operando somente a favor do contexto da MME200. + +- V34 No-Trade-Zone (`robo_ifr_v34_no_trade_zone.txt`) + - Bloqueia entradas na faixa IFR 45-55 para evitar indefinição. + +- V35 Cooldown Diário (`robo_ifr_v35_cooldown_diario.txt`) + - Após saída por tempo, aplica cooldown de barras para conter sobreoperação. + +24) NOVA RODADA IMPLEMENTADA (V36-V40) +- V36 Divergência Regular + Pivô (`robo_ifr_v36_divergencia_regular_pivo.txt`) + - Divergência de IFR confirmada por rompimento de pivô curto. + +- V37 ADX Faixa Operável (`robo_ifr_v37_adx_faixa_operavel.txt`) + - Opera IFR apenas quando ADX está dentro de faixa de mercado operável. + +- V38 VWAP Distância Máxima (`robo_ifr_v38_vwap_distancia_max.txt`) + - Bloqueia entrada quando preço está muito distante da VWAP aproximada. + +- V39 ORB + IFR (`robo_ifr_v39_orb_ifr.txt`) + - Exige rompimento da faixa inicial do dia (ORB) junto ao gatilho IFR. + +- V40 Saída Estrutura + Tempo (`robo_ifr_v40_stop_estrutura_tempo.txt`) + - Mantém entrada simples por IFR e reforça saída por perda estrutural/tempo. + +25) NOVA RODADA IMPLEMENTADA (V41-V45) +- V41 Percentil 20/80 (`robo_ifr_v41_percentil_20_80.txt`) + - Bandas dinâmicas de IFR por percentis 20/80. + +- V42 Parâmetros por Sessão (`robo_ifr_v42_parametros_por_sessao.txt`) + - Ajusta extremos/retornos de IFR por bloco horário. + +- V43 VWAP Direcional (`robo_ifr_v43_vwap_direcional.txt`) + - Só compra acima da VWAP aproximada e só vende abaixo. + +- V44 VWAP Distância Dupla (`robo_ifr_v44_vwap_distancia_dupla.txt`) + - Exige faixa de distância mínima e máxima da VWAP. + +- V45 Volume por Horário (`robo_ifr_v45_volume_por_horario.txt`) + - Filtro de volume ajustado por janela da sessão. + +26) NOVA RODADA IMPLEMENTADA (V46-V50) +- V46 Direção Abertura Refinada (`robo_ifr_v46_direcao_abertura_refinada.txt`) + - Viés direcional definido pela referência da abertura. + +- V47 ORB Confirmação Dupla (`robo_ifr_v47_orb_confirmacao_dupla.txt`) + - Exige rompimento da ORB com confirmação por dois candles. + +- V48 Circuit Breaker Tempo (`robo_ifr_v48_circuit_breaker_tempo.txt`) + - Bloqueia novas entradas ao exceder saídas por tempo no dia. + +- V49 Limite Trades Progressivo (`robo_ifr_v49_limite_trades_progressivo.txt`) + - Aplica filtro extra após metade do limite diário de trades. + +- V50 Meta/Perda Proxy (`robo_ifr_v50_meta_perda_proxy.txt`) + - Pausa operacional por metas e limites diários proxy (saída IFR50/tempo). + +27) ANÁLISE DOS APROVADOS POR TIMEFRAME (META >= 60%) +- Arquivo de apoio: `analise_aprovados_timeframes_IFR.txt`. +- Cobertura alvo: 60, 30, 15, 5 e 2 minutos. +- Foco: manter positivo e filtrar estratégias abaixo de 60% de vencedoras. \ No newline at end of file diff --git a/automacao_backtests/NeologicaProfitAPIbacktest.txt b/automacao_backtests/NeologicaProfitAPIbacktest.txt new file mode 100644 index 0000000..6ee166c --- /dev/null +++ b/automacao_backtests/NeologicaProfitAPIbacktest.txt @@ -0,0 +1 @@ +da para eu usar uma API para buscar os resultados de operação da neologica para o Profit? queria também os dados do price action historico para estudos dos ultimos 3 anos. \ No newline at end of file diff --git a/estudo_teorias/0326_diarioDeBordo.md b/estudo_teorias/0326_diarioDeBordo.md new file mode 100644 index 0000000..4f3a4a0 --- /dev/null +++ b/estudo_teorias/0326_diarioDeBordo.md @@ -0,0 +1,18 @@ +----------------------------- +----------------------------- +----------------------------- +----------------------------- +----------------------------- +----------------------------- +----------------------------- +----------------------------- +----------------------------- +----------------------------- +----------------------------- +----------------------------- +----------------------------- +----------------------------- +----------------------------- +----------------------------- +----------------------------- +----------------------------- \ No newline at end of file diff --git a/profit_estudos_cores/mar_IFR_reversaoComVolume.txt b/profit_estudos_cores/mar_IFR_reversaoComVolume.txt deleted file mode 100644 index b9da2d4..0000000 --- a/profit_estudos_cores/mar_IFR_reversaoComVolume.txt +++ /dev/null @@ -1,258 +0,0 @@ -{ - Indicador: mar_IFR_reversaoComVolume - Autor: Wesley (Gemini Code Assist) - Descrição: Identifica velas de reversão (Martelo/Estrela) validadas por - Volume acima da média (Lei de Esforço vs Resultado) - e adiciona módulo IFR com alertas em 10, 20, 50, 80 e 90. -} - -input - UsarPresetRegime(true); - RegimePreset(1); // 1=Manhã Forte, 2=Almoço, 3=Pós-14h, 0=Manual - AtivarAnalisePrimeiroCandle(true); - FatorVolume(1.5); // No WIN 2min, 1.5x tende a capturar melhor absorção relevante - PeriodoMedia(20); - MultiplicadorPavio(1.5); // Pavio principal em relação ao corpo - MaxPavioOpostoCorpo(1.2); // Limite do pavio oposto em relação ao corpo - UsarFiltroProximidadeMME20(false); - DistanciaMaxMME20Perc(0.35); // Distância máxima (%) do fechamento para a MME20 - - // Módulo IFR + Alarmes por nível - AtivarModuloIFR(true); - PeriodoIFR(14); - AtivarAlarmeIFR(true); - IFRAlvoCompra(10); - IFRAlvoCompra2(20); - IFRAlvoVenda2(80); - IFRAlvoVenda(90); - -var - vMediaVol, fMME20, fDistanciaMME20Perc : float; - fFatorVolumeEfetivo, fMultiplicadorPavioEfetivo, fMaxPavioOpostoEfetivo, fDistMaxMME20Efetiva : float; - fIFR : float; - bVolumeAlto : boolean; - bMartelo, bEstrela, bRejeicaoForteAlta, bRejeicaoForteBaixa : boolean; - bDojiPrimeiro, bAbsorcaoPrimeiro, bIniciativaAltaPrimeiro, bIniciativaBaixaPrimeiro : boolean; - bGapAltaPrimeiro, bGapBaixaPrimeiro, bArmadilhaPrimeiro : boolean; - bAlertaIFRCompra, bAlertaIFRCompra2, bAlertaIFRVenda2, bAlertaIFRVenda : boolean; - fMaxAnterior, fMinAnterior : float; - TamCorpo, TamPavioSup, TamPavioInf, Range, fFechamentoPosicao : float; - CorAbsorcaoFundo, CorAbsorcaoTopo, CorNeutra, CorRejeicaoContexto, CorIndefinicao : integer; - bMesmoDia, bProximoMME20, bUsarFiltroProxEfetivo : boolean; - iRegimeEfetivo : integer; - -begin - // --- 1. CONFIGURAÇÃO --- - CorAbsorcaoFundo := RGB(0, 255, 0); // Verde (Sentido de Alta) - CorAbsorcaoTopo := RGB(255, 0, 0); // Vermelho (Sentido de Baixa) - CorNeutra := RGB(105, 105, 105); // Cinza Escuro - CorRejeicaoContexto := RGB(255, 140, 0); // Laranja (Rejeição forte por contexto) - CorIndefinicao := RGB(255, 255, 255); // Branco - - // --- 1.1 PRESET DE REGIME (PARTE PRINCIPAL) --- - iRegimeEfetivo := RegimePreset; - if (iRegimeEfetivo < 0) then - iRegimeEfetivo := 0; - if (iRegimeEfetivo > 3) then - iRegimeEfetivo := 3; - - // Fallback manual - fFatorVolumeEfetivo := FatorVolume; - fMultiplicadorPavioEfetivo := MultiplicadorPavio; - fMaxPavioOpostoEfetivo := MaxPavioOpostoCorpo; - bUsarFiltroProxEfetivo := UsarFiltroProximidadeMME20; - fDistMaxMME20Efetiva := DistanciaMaxMME20Perc; - - if UsarPresetRegime then - begin - // 1 = Manhã forte (09:00-11:00) - if (iRegimeEfetivo = 1) then - begin - fFatorVolumeEfetivo := 1.7; - fMultiplicadorPavioEfetivo := 1.6; - fMaxPavioOpostoEfetivo := 1.0; - bUsarFiltroProxEfetivo := True; - fDistMaxMME20Efetiva := 0.30; - end - // 2 = Almoço (12:00-13:00) - else if (iRegimeEfetivo = 2) then - begin - fFatorVolumeEfetivo := 1.9; - fMultiplicadorPavioEfetivo := 1.8; - fMaxPavioOpostoEfetivo := 0.9; - bUsarFiltroProxEfetivo := True; - fDistMaxMME20Efetiva := 0.25; - end - // 3 = Pós-14h (14:00-17:00) - else if (iRegimeEfetivo = 3) then - begin - fFatorVolumeEfetivo := 1.5; - fMultiplicadorPavioEfetivo := 1.5; - fMaxPavioOpostoEfetivo := 1.2; - bUsarFiltroProxEfetivo := True; - fDistMaxMME20Efetiva := 0.35; - end; - end; - - // --- PINTURA PADRÃO --- - PaintBar(CorNeutra); // Pinta tudo de cinza antes de verificar os sinais - - // --- 2. ANÁLISE DE VOLUME (O ESFORÇO) --- - vMediaVol := Media(PeriodoMedia, Volume); - fMME20 := MediaExp(20, Close); - // Verifica se o volume atual é relevante (ex: > 1.5x a média) - bVolumeAlto := Volume >= (vMediaVol * fFatorVolumeEfetivo); - - // --- 2.1 FILTRO OPCIONAL: PROXIMIDADE DA MME20 --- - if (fMME20 > 0) then - fDistanciaMME20Perc := (Abs(Close - fMME20) / fMME20) * 100 - else - fDistanciaMME20Perc := 999; - - bProximoMME20 := (fDistanciaMME20Perc <= fDistMaxMME20Efetiva); - - // --- 2.2 MÓDULO IFR + ALERTAS --- - if AtivarModuloIFR then - fIFR := IFR(PeriodoIFR) - else - fIFR := 50; - - bAlertaIFRCompra := ((fIFR[1] > IFRAlvoCompra) and (fIFR <= IFRAlvoCompra)) - or ((fIFR[1] < IFRAlvoCompra) and (fIFR >= IFRAlvoCompra)); - - bAlertaIFRCompra2 := ((fIFR[1] > IFRAlvoCompra2) and (fIFR <= IFRAlvoCompra2)) - or ((fIFR[1] < IFRAlvoCompra2) and (fIFR >= IFRAlvoCompra2)); - - bAlertaIFRVenda2 := ((fIFR[1] > IFRAlvoVenda2) and (fIFR <= IFRAlvoVenda2)) - or ((fIFR[1] < IFRAlvoVenda2) and (fIFR >= IFRAlvoVenda2)); - - bAlertaIFRVenda := ((fIFR[1] > IFRAlvoVenda) and (fIFR <= IFRAlvoVenda)) - or ((fIFR[1] < IFRAlvoVenda) and (fIFR >= IFRAlvoVenda)); - - if AtivarModuloIFR and AtivarAlarmeIFR then - begin - if bAlertaIFRCompra or bAlertaIFRCompra2 then - Alert(CorAbsorcaoFundo) - else if bAlertaIFRVenda2 or bAlertaIFRVenda then - Alert(CorAbsorcaoTopo); - end; - - // --- 3. ANATOMIA DO CANDLE (O RESULTADO) --- - Range := High - Low; - TamCorpo := Abs(Open - Close); - TamPavioSup := High - Max(Open, Close); - TamPavioInf := Min(Open, Close) - Low; - if (Range > 0) then - fFechamentoPosicao := (Close - Low) / Range - else - fFechamentoPosicao := 0.5; - fMaxAnterior := High[1]; - fMinAnterior := Low[1]; - bMesmoDia := (Date = Date[1]); - - // Análise dedicada do primeiro candle do dia - if (Range > 0) and (not bMesmoDia) and AtivarAnalisePrimeiroCandle then - begin - bDojiPrimeiro := (TamCorpo <= (Range * 0.10)); - bAbsorcaoPrimeiro := bVolumeAlto and (TamCorpo <= (Range * 0.35)); - - bIniciativaAltaPrimeiro := (Close > Open) - and bVolumeAlto - and (TamCorpo >= (Range * 0.60)) - and (fFechamentoPosicao >= 0.75); - - bIniciativaBaixaPrimeiro := (Close < Open) - and bVolumeAlto - and (TamCorpo >= (Range * 0.60)) - and (fFechamentoPosicao <= 0.25); - - bGapAltaPrimeiro := (Open > Close[1]); - bGapBaixaPrimeiro := (Open < Close[1]); - - bArmadilhaPrimeiro := (bGapAltaPrimeiro and (Close < Open) and (TamPavioSup >= (TamCorpo * (fMultiplicadorPavioEfetivo + 0.2)))) - or (bGapBaixaPrimeiro and (Close > Open) and (TamPavioInf >= (TamCorpo * (fMultiplicadorPavioEfetivo + 0.2)))); - - if bArmadilhaPrimeiro then - begin - PaintBar(CorRejeicaoContexto); - PlotText("1C_TRAP", CorRejeicaoContexto, 8, 0, Close); - end - else if bIniciativaAltaPrimeiro then - begin - PaintBar(CorAbsorcaoFundo); - PlotText("1C_UP", CorAbsorcaoFundo, 8, 0, Low * 0.999); - end - else if bIniciativaBaixaPrimeiro then - begin - PaintBar(CorAbsorcaoTopo); - PlotText("1C_DN", CorAbsorcaoTopo, 8, 0, High * 1.001); - end - else if bAbsorcaoPrimeiro or bDojiPrimeiro then - PaintBar(CorIndefinicao) - else if (Close > Open) then - PaintBar(CorAbsorcaoFundo) - else if (Close < Open) then - PaintBar(CorAbsorcaoTopo) - else - PaintBar(CorIndefinicao); - end; - - // Proteção contra divisão por zero - // Ignora o primeiro candle do dia para evitar sinal falso na abertura - if (Range > 0) and bMesmoDia then - begin - // Definição de Martelo (Força Compradora) - // Pavio inferior dominante e pavio superior controlado - bMartelo := (TamPavioInf >= (TamCorpo * fMultiplicadorPavioEfetivo)) and (TamPavioSup <= (TamCorpo * fMaxPavioOpostoEfetivo)); - - // Definição de Estrela (Força Vendedora) - // Pavio superior dominante e pavio inferior controlado - bEstrela := (TamPavioSup >= (TamCorpo * fMultiplicadorPavioEfetivo)) and (TamPavioInf <= (TamCorpo * fMaxPavioOpostoEfetivo)); - - // Rejeição forte por contexto (pinta laranja mesmo sem volume) - // Alta: varre mínima anterior e fecha recuperando com pavio inferior dominante - bRejeicaoForteAlta := (Low < fMinAnterior) - and (Close > Open) - and (Close >= (Low + (Range * 0.55))) - and (TamPavioInf >= (TamCorpo * (fMultiplicadorPavioEfetivo + 0.3))); - - // Baixa: varre máxima anterior e fecha rejeitando com pavio superior dominante - bRejeicaoForteBaixa := (High > fMaxAnterior) - and (Close < Open) - and (Close <= (High - (Range * 0.55))) - and (TamPavioSup >= (TamCorpo * (fMultiplicadorPavioEfetivo + 0.3))); - - // --- 4. SINALIZAÇÃO --- - - // 4.1 Contexto de rejeição forte (prioridade, independente de volume) - if (bRejeicaoForteAlta or bRejeicaoForteBaixa) then - begin - PaintBar(CorRejeicaoContexto); - PlotText("RJ", CorRejeicaoContexto, 8, 0, Close); - end - else - begin - - // Só sinaliza se tiver Volume Alto + Padrão de Reversão - // e, opcionalmente, preço perto da MME20 para reduzir ruído de lateral - if bVolumeAlto and ((not bUsarFiltroProxEfetivo) or bProximoMME20) then - begin - if bMartelo then - begin - PaintBar(CorAbsorcaoFundo); // Pinta o candle atual - PaintBar(CorAbsorcaoFundo); // Reforça coloração no candle de sinal - PlotText("ABS", CorAbsorcaoFundo, 8, 0, Low * 0.999); - Alert(CorAbsorcaoFundo); - end; - - if bEstrela then - begin - PaintBar(CorAbsorcaoTopo); // Pinta o candle atual - PaintBar(CorAbsorcaoTopo); // Reforça coloração no candle de sinal - PlotText("ABS", CorAbsorcaoTopo, 8, 0, High * 1.001); - Alert(CorAbsorcaoTopo); - end; - end; - end; - end; -end; \ No newline at end of file From 0dc9264a242289816dc157af8869c9c618dcbcf4 Mon Sep 17 00:00:00 2001 From: Wesley Gomes da Silva Date: Mon, 2 Mar 2026 19:35:45 -0300 Subject: [PATCH 18/28] top 10 IFR --- .vscode/settings.json | 6 +- .../ranking_melhores_ate_momento.txt | 107 +++--- ...bo_ifr_v11_agressivo_reentrada30min58%.txt | 102 +++--- .../robo_ifr_v1_reversao_extremos60min71%.txt | 146 ++++----- ...o_ifr_v20_ifr_assimetrico_lado30min62%.txt | 92 +++--- ...robo_ifr_v23_dupla_confirmacao15min87%.txt | 106 +++--- ...obo_ifr_v45_volume_por_horario60min75%.txt | 118 +++---- ..._ifr_v47_orb_confirmacao_dupla60min66%.txt | 130 ++++---- ...obo_ifr_v5_regime_volatilidade60min90%.txt | 156 ++++----- .../robo_ifr_v6_saida_hibrida60min77%.txt | 190 +++++------ .../robo_ifr_v7_resgate_contexto30min84%.txt | 304 +++++++++--------- estudo_teorias/AulaVascoMamede.md | 0 12 files changed, 733 insertions(+), 724 deletions(-) rename automacao_backtests/IFR_RSI/{ => top10}/robo_ifr_v11_agressivo_reentrada30min58%.txt (96%) rename automacao_backtests/IFR_RSI/{ => top10}/robo_ifr_v1_reversao_extremos60min71%.txt (96%) rename automacao_backtests/IFR_RSI/{ => top10}/robo_ifr_v20_ifr_assimetrico_lado30min62%.txt (96%) rename automacao_backtests/IFR_RSI/{ => top10}/robo_ifr_v23_dupla_confirmacao15min87%.txt (96%) rename automacao_backtests/IFR_RSI/{ => top10}/robo_ifr_v45_volume_por_horario60min75%.txt (96%) rename automacao_backtests/IFR_RSI/{ => top10}/robo_ifr_v47_orb_confirmacao_dupla60min66%.txt (96%) rename automacao_backtests/IFR_RSI/{ => top10}/robo_ifr_v5_regime_volatilidade60min90%.txt (96%) rename automacao_backtests/IFR_RSI/{ => top10}/robo_ifr_v6_saida_hibrida60min77%.txt (96%) rename automacao_backtests/IFR_RSI/{ => top10}/robo_ifr_v7_resgate_contexto30min84%.txt (96%) create mode 100644 estudo_teorias/AulaVascoMamede.md diff --git a/.vscode/settings.json b/.vscode/settings.json index 609a404..2ca0024 100644 --- a/.vscode/settings.json +++ b/.vscode/settings.json @@ -1,3 +1,7 @@ { - "python.defaultInterpreterPath": "C:/Users/zilva/AppData/Local/Programs/Python/Python312/python.exe" + "python.defaultInterpreterPath": "C:/Users/zilva/AppData/Local/Programs/Python/Python312/python.exe", + "chat.tools.terminal.autoApprove": { + "ForEach-Object": true, + "1..50": true + } } diff --git a/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/ranking_melhores_ate_momento.txt b/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/ranking_melhores_ate_momento.txt index 2949086..572249e 100644 --- a/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/ranking_melhores_ate_momento.txt +++ b/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/ranking_melhores_ate_momento.txt @@ -1,65 +1,70 @@ -RANKING DOS MELHORES ROBÔS IFR (ATÉ O MOMENTO) +RANKING DOS MELHORES ROBÔS IFR (CSV COMPILADO) + +Data da compilação +- 02/03/2026 Base considerada -- Robôs consolidados: v1, v4, v5, v6 e v7. -- Critério principal: resultado líquido positivo por timeframe. -- Critério secundário: % de vencedoras >= 60%. -- Classificação por timeframe: - - APROVADO = saldo > 0 e winrate >= 60% - - ALERTA = winrate >= 60% e saldo <= 0 - - REPROVADO = demais casos +- 87 arquivos CSV em resultadosAprovadosPorTimeframe. +- Critério principal: ResultadoFinal (último campo Total do CSV). +- Critério secundário: Winrate (% de operações com resultado > 0). + +Classificação por timeframe (regra usada) +- APROVADO = saldo > 0 e winrate >= 60% +- ALERTA = winrate >= 60% e saldo <= 0 +- REPROVADO = demais casos ======================================== -RANKING GERAL DE ROBÔS (ATÉ AGORA) +PERÍODO DA MELHOR OPERAÇÃO ======================================== -1º) v1_reversao_extremos -- Placar: 3 aprovados / 1 alerta / 1 reprovado -- Aprovados: 2min, 30min, 60min - -2º) v5_regime_volatilidade -- Placar: 2 aprovados / 3 alertas / 0 reprovados -- Aprovados: 30min, 60min - -3º) v7_resgate_contexto -- Placar: 2 aprovados / 1 alerta / 2 reprovados -- Aprovados: 2min, 30min +Melhor operação individual encontrada +- Robô/arquivo: robo_ifr_v11_agressivo_reentrada60min.csv +- Resultado da operação: +560,00 +- Abertura: 27/08/2025 09:00:00 +- Fechamento: 28/08/2025 09:00:00 +- Duração: 1d -4º) v6_saida_hibrida -- Placar: 2 aprovados / 0 alertas / 3 reprovados -- Aprovados: 30min, 60min - -5º) v4_divergencia_confirmada -- Placar: 1 aprovado / 1 alerta / 3 reprovados -- Aprovado: 60min +Melhor período (timeframe) em resultado consolidado +- 60min: resultado total +10.070,00 (18 CSV) | média por CSV +559,44 | winrate médio 66,24% +- 30min: resultado total +9.877,00 (16 CSV) | média por CSV +617,31 | winrate médio 65,98% ======================================== -MÉTRICAS NOVAS (V5, V6, V7) +TOP 10 ARQUIVOS (RESULTADO FINAL) ======================================== -v5_regime_volatilidade -- 2min: saldo -1450.00 | winrate 60.17% | 118 ops | ALERTA -- 5min: saldo -2077.00 | winrate 68.85% | 62 ops | ALERTA -- 15min: saldo -1163.00 | winrate 68.00% | 25 ops | ALERTA -- 30min: saldo +451.00 | winrate 81.82% | 22 ops | APROVADO -- 60min: saldo +1563.00 | winrate 90.91% | 11 ops | APROVADO - -v6_saida_hibrida -- 2min: saldo +186.00 | winrate 50.98% | 153 ops | REPROVADO -- 5min: saldo -1967.00 | winrate 47.66% | 107 ops | REPROVADO -- 15min: saldo -894.00 | winrate 54.72% | 53 ops | REPROVADO -- 30min: saldo +2254.00 | winrate 81.48% | 27 ops | APROVADO -- 60min: saldo +2315.00 | winrate 77.78% | 18 ops | APROVADO +1) v6 | 60min | saldo +2.315,00 | winrate 77,78% | 18 ops + arquivo: robo_ifr_v6_saida_hibrida60min.csv +2) v6 | 30min | saldo +2.254,00 | winrate 81,48% | 27 ops + arquivo: robo_ifr_v6_saida_hibrida30min.csv +3) v45 | 60min | saldo +1.643,00 | winrate 75,00% | 12 ops + arquivo: robo_ifr_v45_volume_por_horario60min.csv +4) v5 | 60min | saldo +1.563,00 | winrate 90,91% | 11 ops + arquivo: robo_ifr_v5_regime_volatilidade60min.csv +5) v45 | 2min | saldo +1.481,00 | winrate 68,22% | 129 ops + arquivo: robo_ifr_v45_volume_por_horario02min.csv +6) v20 | 30min | saldo +1.393,00 | winrate 62,50% | 40 ops + arquivo: robo_ifr_v20_ifr_assimetrico_lado30min.csv +7) v1 | 60min | saldo +1.304,00 | winrate 80,00% | 10 ops + arquivo: robo_ifr_v1_reversao_extremos60min71%.csv +8) v7 | 30min | saldo +1.291,00 | winrate 85,71% | 7 ops + arquivo: robo_ifr_v7_resgate_contexto30min.csv +9) v23 | 15min | saldo +1.253,00 | winrate 87,50% | 16 ops + arquivo: robo_ifr_v23_dupla_confirmacao15min.csv +10) v11 | 30min | saldo +1.245,00 | winrate 58,33% | 12 ops + arquivo: robo_ifr_v11_agressivo_reentrada30min.csv -v7_resgate_contexto -- 2min: saldo +664.00 | winrate 80.00% | 10 ops | APROVADO -- 5min: saldo -1354.00 | winrate 33.33% | 12 ops | REPROVADO -- 15min: saldo +44.00 | winrate 57.14% | 7 ops | REPROVADO -- 30min: saldo +1291.00 | winrate 85.71% | 7 ops | APROVADO -- 60min: saldo -449.00 | winrate 75.00% | 4 ops | ALERTA +======================================== +RESUMO POR TIMEFRAME (87 CSV) +======================================== +- 60min: 18 CSV | saldo total +10.070,00 | média +559,44 | winrate médio 66,24% +- 30min: 16 CSV | saldo total +9.877,00 | média +617,31 | winrate médio 65,98% +- 1min: 2 CSV | saldo total -240,00 | média -120,00 | winrate médio 60,72% +- 2min: 17 CSV | saldo total -7.098,00 | média -417,53 | winrate médio 62,12% +- 15min: 17 CSV | saldo total -9.479,00 | média -557,59 | winrate médio 62,59% +- 5min: 17 CSV | saldo total -28.182,00 | média -1.657,76 | winrate médio 51,60% ======================================== CONCLUSÃO PRÁTICA ======================================== -- Melhor robô até o momento: v1_reversao_extremos. -- Melhor combinação de consistência sem reprovados: v5 (mas com 3 alertas). -- Melhor potencial de tendência (30/60): v6. -- Melhor estratégia curta (2/30): v7. \ No newline at end of file +- Melhor robô/timeframe no consolidado: v6 em 60min (saldo +2.315,00). +- Melhor período operacional geral: 60min e 30min (únicos com saldo total positivo forte). +- Timeframe mais fraco no período analisado: 5min (maior saldo agregado negativo). +- Próximo foco: priorizar carteira em 60min/30min e revalidar regras de 5min antes de usar em produção. \ No newline at end of file diff --git a/automacao_backtests/IFR_RSI/robo_ifr_v11_agressivo_reentrada30min58%.txt b/automacao_backtests/IFR_RSI/top10/robo_ifr_v11_agressivo_reentrada30min58%.txt similarity index 96% rename from automacao_backtests/IFR_RSI/robo_ifr_v11_agressivo_reentrada30min58%.txt rename to automacao_backtests/IFR_RSI/top10/robo_ifr_v11_agressivo_reentrada30min58%.txt index fd01ce0..95c06e7 100644 --- a/automacao_backtests/IFR_RSI/robo_ifr_v11_agressivo_reentrada30min58%.txt +++ b/automacao_backtests/IFR_RSI/top10/robo_ifr_v11_agressivo_reentrada30min58%.txt @@ -1,52 +1,52 @@ -{ - Estrategia: robo_ifr_v11_agressivo_reentrada - Autor: Wesley - Descricao: Abordagem agressiva com zona IFR mais aberta e uma reentrada por direcao. - Foco em maior numero de oportunidades com controle por tempo. -} - -input - PeriodoIFR(9); - IFREntradaCompra(40); - IFREntradaVenda(60); - IFRExtremoCompra(30); - IFRExtremoVenda(70); - UsarSaidaIFR50(true); - UsarSaidaTempo(true); - MaxBarrasPosicao(10); - MaxReentradasDirecao(1); - -var - iBarrasEmPosicao, iReentradaCompra, iReentradaVenda : integer; - fIFR : float; - -begin - fIFR := IFR(PeriodoIFR); - - if (not IsBought) and (not IsSold) then - begin - if (fIFR[1] <= IFRExtremoCompra) and (fIFR >= IFREntradaCompra) and (iReentradaCompra <= MaxReentradasDirecao) then - begin - BuyAtMarket; - iReentradaCompra := iReentradaCompra + 1; - iReentradaVenda := 0; - end - else if (fIFR[1] >= IFRExtremoVenda) and (fIFR <= IFREntradaVenda) and (iReentradaVenda <= MaxReentradasDirecao) then - begin - SellShortAtMarket; - iReentradaVenda := iReentradaVenda + 1; - iReentradaCompra := 0; - end; - end; - - if IsBought or IsSold then - iBarrasEmPosicao := iBarrasEmPosicao + 1 - else - iBarrasEmPosicao := 0; - - if IsBought and ((UsarSaidaIFR50 and (fIFR >= 50)) or (UsarSaidaTempo and (iBarrasEmPosicao >= MaxBarrasPosicao))) then - ClosePosition; - - if IsSold and ((UsarSaidaIFR50 and (fIFR <= 50)) or (UsarSaidaTempo and (iBarrasEmPosicao >= MaxBarrasPosicao))) then - ClosePosition; +{ + Estrategia: robo_ifr_v11_agressivo_reentrada + Autor: Wesley + Descricao: Abordagem agressiva com zona IFR mais aberta e uma reentrada por direcao. + Foco em maior numero de oportunidades com controle por tempo. +} + +input + PeriodoIFR(9); + IFREntradaCompra(40); + IFREntradaVenda(60); + IFRExtremoCompra(30); + IFRExtremoVenda(70); + UsarSaidaIFR50(true); + UsarSaidaTempo(true); + MaxBarrasPosicao(10); + MaxReentradasDirecao(1); + +var + iBarrasEmPosicao, iReentradaCompra, iReentradaVenda : integer; + fIFR : float; + +begin + fIFR := IFR(PeriodoIFR); + + if (not IsBought) and (not IsSold) then + begin + if (fIFR[1] <= IFRExtremoCompra) and (fIFR >= IFREntradaCompra) and (iReentradaCompra <= MaxReentradasDirecao) then + begin + BuyAtMarket; + iReentradaCompra := iReentradaCompra + 1; + iReentradaVenda := 0; + end + else if (fIFR[1] >= IFRExtremoVenda) and (fIFR <= IFREntradaVenda) and (iReentradaVenda <= MaxReentradasDirecao) then + begin + SellShortAtMarket; + iReentradaVenda := iReentradaVenda + 1; + iReentradaCompra := 0; + end; + end; + + if IsBought or IsSold then + iBarrasEmPosicao := iBarrasEmPosicao + 1 + else + iBarrasEmPosicao := 0; + + if IsBought and ((UsarSaidaIFR50 and (fIFR >= 50)) or (UsarSaidaTempo and (iBarrasEmPosicao >= MaxBarrasPosicao))) then + ClosePosition; + + if IsSold and ((UsarSaidaIFR50 and (fIFR <= 50)) or (UsarSaidaTempo and (iBarrasEmPosicao >= MaxBarrasPosicao))) then + ClosePosition; end; \ No newline at end of file diff --git a/automacao_backtests/IFR_RSI/robo_ifr_v1_reversao_extremos60min71%.txt b/automacao_backtests/IFR_RSI/top10/robo_ifr_v1_reversao_extremos60min71%.txt similarity index 96% rename from automacao_backtests/IFR_RSI/robo_ifr_v1_reversao_extremos60min71%.txt rename to automacao_backtests/IFR_RSI/top10/robo_ifr_v1_reversao_extremos60min71%.txt index 740a35c..50197c4 100644 --- a/automacao_backtests/IFR_RSI/robo_ifr_v1_reversao_extremos60min71%.txt +++ b/automacao_backtests/IFR_RSI/top10/robo_ifr_v1_reversao_extremos60min71%.txt @@ -1,73 +1,73 @@ -{ - Estrategia: robo_ifr_v1_reversao_extremos - Autor: Wesley - Descricao: Reversao por extremos de IFR com candle de rejeicao + volume. - Entrada em extremos e saida no IFR 50. -} - -input - PeriodoIFR(9); - IFREntradaCompra(30); - IFREntradaVenda(70); - PeriodoMediaVolume(20); - FatorVolume(1.2); - UsarFiltroVolume(true); - MultiplicadorPavio(1.5); - MaxPavioOpostoCorpo(1.2); - DojiMaxCorpoPerc(0.12); - -var - fIFR, vMediaVol : float; - Range, TamCorpo, TamPavioSup, TamPavioInf, fFechamentoPosicao : float; - bVolumeAlto : boolean; - bMartelo, bEstrela, bDojiAlta, bDojiBaixa : boolean; - bSinalCompra, bSinalVenda : boolean; - -begin - fIFR := IFR(PeriodoIFR); - vMediaVol := Media(PeriodoMediaVolume, Volume); - bVolumeAlto := (not UsarFiltroVolume) or (Volume >= (vMediaVol * FatorVolume)); - - Range := High - Low; - TamCorpo := Abs(Open - Close); - TamPavioSup := High - Max(Open, Close); - TamPavioInf := Min(Open, Close) - Low; - - if Range > 0 then - fFechamentoPosicao := (Close - Low) / Range - else - fFechamentoPosicao := 0.5; - - bMartelo := (Range > 0) - and (TamPavioInf >= (TamCorpo * MultiplicadorPavio)) - and (TamPavioSup <= (TamCorpo * MaxPavioOpostoCorpo)); - - bEstrela := (Range > 0) - and (TamPavioSup >= (TamCorpo * MultiplicadorPavio)) - and (TamPavioInf <= (TamCorpo * MaxPavioOpostoCorpo)); - - bDojiAlta := (Range > 0) - and (TamCorpo <= (Range * DojiMaxCorpoPerc)) - and (fFechamentoPosicao >= 0.50); - - bDojiBaixa := (Range > 0) - and (TamCorpo <= (Range * DojiMaxCorpoPerc)) - and (fFechamentoPosicao < 0.50); - - bSinalCompra := bVolumeAlto and (bMartelo or bDojiAlta); - bSinalVenda := bVolumeAlto and (bEstrela or bDojiBaixa); - - if (not IsBought) and (not IsSold) then - begin - if (fIFR <= IFREntradaCompra) and bSinalCompra then - BuyAtMarket - else if (fIFR >= IFREntradaVenda) and bSinalVenda then - SellShortAtMarket; - end; - - if IsBought and (fIFR >= 50) then - ClosePosition; - - if IsSold and (fIFR <= 50) then - ClosePosition; -end; +{ + Estrategia: robo_ifr_v1_reversao_extremos + Autor: Wesley + Descricao: Reversao por extremos de IFR com candle de rejeicao + volume. + Entrada em extremos e saida no IFR 50. +} + +input + PeriodoIFR(9); + IFREntradaCompra(30); + IFREntradaVenda(70); + PeriodoMediaVolume(20); + FatorVolume(1.2); + UsarFiltroVolume(true); + MultiplicadorPavio(1.5); + MaxPavioOpostoCorpo(1.2); + DojiMaxCorpoPerc(0.12); + +var + fIFR, vMediaVol : float; + Range, TamCorpo, TamPavioSup, TamPavioInf, fFechamentoPosicao : float; + bVolumeAlto : boolean; + bMartelo, bEstrela, bDojiAlta, bDojiBaixa : boolean; + bSinalCompra, bSinalVenda : boolean; + +begin + fIFR := IFR(PeriodoIFR); + vMediaVol := Media(PeriodoMediaVolume, Volume); + bVolumeAlto := (not UsarFiltroVolume) or (Volume >= (vMediaVol * FatorVolume)); + + Range := High - Low; + TamCorpo := Abs(Open - Close); + TamPavioSup := High - Max(Open, Close); + TamPavioInf := Min(Open, Close) - Low; + + if Range > 0 then + fFechamentoPosicao := (Close - Low) / Range + else + fFechamentoPosicao := 0.5; + + bMartelo := (Range > 0) + and (TamPavioInf >= (TamCorpo * MultiplicadorPavio)) + and (TamPavioSup <= (TamCorpo * MaxPavioOpostoCorpo)); + + bEstrela := (Range > 0) + and (TamPavioSup >= (TamCorpo * MultiplicadorPavio)) + and (TamPavioInf <= (TamCorpo * MaxPavioOpostoCorpo)); + + bDojiAlta := (Range > 0) + and (TamCorpo <= (Range * DojiMaxCorpoPerc)) + and (fFechamentoPosicao >= 0.50); + + bDojiBaixa := (Range > 0) + and (TamCorpo <= (Range * DojiMaxCorpoPerc)) + and (fFechamentoPosicao < 0.50); + + bSinalCompra := bVolumeAlto and (bMartelo or bDojiAlta); + bSinalVenda := bVolumeAlto and (bEstrela or bDojiBaixa); + + if (not IsBought) and (not IsSold) then + begin + if (fIFR <= IFREntradaCompra) and bSinalCompra then + BuyAtMarket + else if (fIFR >= IFREntradaVenda) and bSinalVenda then + SellShortAtMarket; + end; + + if IsBought and (fIFR >= 50) then + ClosePosition; + + if IsSold and (fIFR <= 50) then + ClosePosition; +end; diff --git a/automacao_backtests/IFR_RSI/robo_ifr_v20_ifr_assimetrico_lado30min62%.txt b/automacao_backtests/IFR_RSI/top10/robo_ifr_v20_ifr_assimetrico_lado30min62%.txt similarity index 96% rename from automacao_backtests/IFR_RSI/robo_ifr_v20_ifr_assimetrico_lado30min62%.txt rename to automacao_backtests/IFR_RSI/top10/robo_ifr_v20_ifr_assimetrico_lado30min62%.txt index 0cb75ac..99107d9 100644 --- a/automacao_backtests/IFR_RSI/robo_ifr_v20_ifr_assimetrico_lado30min62%.txt +++ b/automacao_backtests/IFR_RSI/top10/robo_ifr_v20_ifr_assimetrico_lado30min62%.txt @@ -1,47 +1,47 @@ -{ - Estrategia: robo_ifr_v20_ifr_assimetrico_lado - Autor: Wesley - Descricao: IFR com niveis assimetricos para compra e venda. - Ajusta sensibilidade por lado para refletir comportamento diferente do mercado. -} - -input - PeriodoIFR(9); - IFRExtremoCompra(32); - IFREtornoCompra(38); - IFRExtremoVenda(68); - IFREtornoVenda(62); - UsarSaidaIFR50(true); - UsarSaidaTempo(true); - MaxBarrasPosicao(15); - -var - iBarrasEmPosicao : integer; - fIFR : float; - -begin - fIFR := IFR(PeriodoIFR); - - if (not IsBought) and (not IsSold) then - begin - if (fIFR[1] <= IFRExtremoCompra) and (fIFR >= IFREtornoCompra) then - begin - BuyAtMarket; - end - else if (fIFR[1] >= IFRExtremoVenda) and (fIFR <= IFREtornoVenda) then - begin - SellShortAtMarket; - end; - end; - - if IsBought or IsSold then - iBarrasEmPosicao := iBarrasEmPosicao + 1 - else - iBarrasEmPosicao := 0; - - if IsBought and ((UsarSaidaIFR50 and (fIFR >= 52)) or (UsarSaidaTempo and (iBarrasEmPosicao >= MaxBarrasPosicao))) then - ClosePosition; - - if IsSold and ((UsarSaidaIFR50 and (fIFR <= 48)) or (UsarSaidaTempo and (iBarrasEmPosicao >= MaxBarrasPosicao))) then - ClosePosition; +{ + Estrategia: robo_ifr_v20_ifr_assimetrico_lado + Autor: Wesley + Descricao: IFR com niveis assimetricos para compra e venda. + Ajusta sensibilidade por lado para refletir comportamento diferente do mercado. +} + +input + PeriodoIFR(9); + IFRExtremoCompra(32); + IFREtornoCompra(38); + IFRExtremoVenda(68); + IFREtornoVenda(62); + UsarSaidaIFR50(true); + UsarSaidaTempo(true); + MaxBarrasPosicao(15); + +var + iBarrasEmPosicao : integer; + fIFR : float; + +begin + fIFR := IFR(PeriodoIFR); + + if (not IsBought) and (not IsSold) then + begin + if (fIFR[1] <= IFRExtremoCompra) and (fIFR >= IFREtornoCompra) then + begin + BuyAtMarket; + end + else if (fIFR[1] >= IFRExtremoVenda) and (fIFR <= IFREtornoVenda) then + begin + SellShortAtMarket; + end; + end; + + if IsBought or IsSold then + iBarrasEmPosicao := iBarrasEmPosicao + 1 + else + iBarrasEmPosicao := 0; + + if IsBought and ((UsarSaidaIFR50 and (fIFR >= 52)) or (UsarSaidaTempo and (iBarrasEmPosicao >= MaxBarrasPosicao))) then + ClosePosition; + + if IsSold and ((UsarSaidaIFR50 and (fIFR <= 48)) or (UsarSaidaTempo and (iBarrasEmPosicao >= MaxBarrasPosicao))) then + ClosePosition; end; \ No newline at end of file diff --git a/automacao_backtests/IFR_RSI/robo_ifr_v23_dupla_confirmacao15min87%.txt b/automacao_backtests/IFR_RSI/top10/robo_ifr_v23_dupla_confirmacao15min87%.txt similarity index 96% rename from automacao_backtests/IFR_RSI/robo_ifr_v23_dupla_confirmacao15min87%.txt rename to automacao_backtests/IFR_RSI/top10/robo_ifr_v23_dupla_confirmacao15min87%.txt index 0fffaf0..81eebba 100644 --- a/automacao_backtests/IFR_RSI/robo_ifr_v23_dupla_confirmacao15min87%.txt +++ b/automacao_backtests/IFR_RSI/top10/robo_ifr_v23_dupla_confirmacao15min87%.txt @@ -1,54 +1,54 @@ -{ - Estrategia: robo_ifr_v23_dupla_confirmacao - Autor: Wesley - Descricao: IFR com zona neutra (no-trade zone) e confirmacao por 2 candles. - Objetivo: reduzir falsos sinais de retorno sem continuidade. -} - -input - PeriodoIFR(9); - IFRExtremoCompra(30); - IFREtornoCompra(36); - IFRExtremoVenda(70); - IFREtornoVenda(64); - ZonaNeutraMin(45); - ZonaNeutraMax(55); - UsarSaidaIFR50(true); - UsarSaidaTempo(true); - MaxBarrasPosicao(13); - -var - iBarrasEmPosicao : integer; - fIFR : float; - bConfirmacaoCompra, bConfirmacaoVenda, bForaZonaNeutra : boolean; - -begin - fIFR := IFR(PeriodoIFR); - - bConfirmacaoCompra := (Close > Close[1]) and (Close[1] > Close[2]); - bConfirmacaoVenda := (Close < Close[1]) and (Close[1] < Close[2]); - bForaZonaNeutra := (fIFR < ZonaNeutraMin) or (fIFR > ZonaNeutraMax); - - if (not IsBought) and (not IsSold) and bForaZonaNeutra then - begin - if (fIFR[1] <= IFRExtremoCompra) and (fIFR >= IFREtornoCompra) and bConfirmacaoCompra then - begin - BuyAtMarket; - end - else if (fIFR[1] >= IFRExtremoVenda) and (fIFR <= IFREtornoVenda) and bConfirmacaoVenda then - begin - SellShortAtMarket; - end; - end; - - if IsBought or IsSold then - iBarrasEmPosicao := iBarrasEmPosicao + 1 - else - iBarrasEmPosicao := 0; - - if IsBought and ((UsarSaidaIFR50 and (fIFR >= 50)) or (UsarSaidaTempo and (iBarrasEmPosicao >= MaxBarrasPosicao))) then - ClosePosition; - - if IsSold and ((UsarSaidaIFR50 and (fIFR <= 50)) or (UsarSaidaTempo and (iBarrasEmPosicao >= MaxBarrasPosicao))) then - ClosePosition; +{ + Estrategia: robo_ifr_v23_dupla_confirmacao + Autor: Wesley + Descricao: IFR com zona neutra (no-trade zone) e confirmacao por 2 candles. + Objetivo: reduzir falsos sinais de retorno sem continuidade. +} + +input + PeriodoIFR(9); + IFRExtremoCompra(30); + IFREtornoCompra(36); + IFRExtremoVenda(70); + IFREtornoVenda(64); + ZonaNeutraMin(45); + ZonaNeutraMax(55); + UsarSaidaIFR50(true); + UsarSaidaTempo(true); + MaxBarrasPosicao(13); + +var + iBarrasEmPosicao : integer; + fIFR : float; + bConfirmacaoCompra, bConfirmacaoVenda, bForaZonaNeutra : boolean; + +begin + fIFR := IFR(PeriodoIFR); + + bConfirmacaoCompra := (Close > Close[1]) and (Close[1] > Close[2]); + bConfirmacaoVenda := (Close < Close[1]) and (Close[1] < Close[2]); + bForaZonaNeutra := (fIFR < ZonaNeutraMin) or (fIFR > ZonaNeutraMax); + + if (not IsBought) and (not IsSold) and bForaZonaNeutra then + begin + if (fIFR[1] <= IFRExtremoCompra) and (fIFR >= IFREtornoCompra) and bConfirmacaoCompra then + begin + BuyAtMarket; + end + else if (fIFR[1] >= IFRExtremoVenda) and (fIFR <= IFREtornoVenda) and bConfirmacaoVenda then + begin + SellShortAtMarket; + end; + end; + + if IsBought or IsSold then + iBarrasEmPosicao := iBarrasEmPosicao + 1 + else + iBarrasEmPosicao := 0; + + if IsBought and ((UsarSaidaIFR50 and (fIFR >= 50)) or (UsarSaidaTempo and (iBarrasEmPosicao >= MaxBarrasPosicao))) then + ClosePosition; + + if IsSold and ((UsarSaidaIFR50 and (fIFR <= 50)) or (UsarSaidaTempo and (iBarrasEmPosicao >= MaxBarrasPosicao))) then + ClosePosition; end; \ No newline at end of file diff --git a/automacao_backtests/IFR_RSI/robo_ifr_v45_volume_por_horario60min75%.txt b/automacao_backtests/IFR_RSI/top10/robo_ifr_v45_volume_por_horario60min75%.txt similarity index 96% rename from automacao_backtests/IFR_RSI/robo_ifr_v45_volume_por_horario60min75%.txt rename to automacao_backtests/IFR_RSI/top10/robo_ifr_v45_volume_por_horario60min75%.txt index 20cfde9..314b497 100644 --- a/automacao_backtests/IFR_RSI/robo_ifr_v45_volume_por_horario60min75%.txt +++ b/automacao_backtests/IFR_RSI/top10/robo_ifr_v45_volume_por_horario60min75%.txt @@ -1,60 +1,60 @@ -{ - Estrategia: robo_ifr_v45_volume_por_horario - Autor: Wesley - Descricao: IFR com filtro de volume relativo por janela horaria simples. - Na abertura exige volume maior; depois exige volume moderado. -} - -input - PeriodoIFR(9); - IFRExtremoCompra(30); - IFREtornoCompra(35); - IFRExtremoVenda(70); - IFREtornoVenda(65); - PeriodoMediaVolume(20); - HoraAberturaFim(1030); - FatorVolumeAbertura(1.3); - FatorVolumeMeio(1.0); - UsarSaidaIFR50(true); - UsarSaidaTempo(true); - MaxBarrasPosicao(12); - -var - iBarrasEmPosicao : integer; - fIFR, vMediaVol, fFatorAtual : float; - bVolumeOk : boolean; - -begin - fIFR := IFR(PeriodoIFR); - vMediaVol := Media(PeriodoMediaVolume, Volume); - - if Time <= HoraAberturaFim then - fFatorAtual := FatorVolumeAbertura - else - fFatorAtual := FatorVolumeMeio; - - bVolumeOk := (Volume >= (vMediaVol * fFatorAtual)); - - if (not IsBought) and (not IsSold) and bVolumeOk then - begin - if (fIFR[1] <= IFRExtremoCompra) and (fIFR >= IFREtornoCompra) then - begin - BuyAtMarket; - end - else if (fIFR[1] >= IFRExtremoVenda) and (fIFR <= IFREtornoVenda) then - begin - SellShortAtMarket; - end; - end; - - if IsBought or IsSold then - iBarrasEmPosicao := iBarrasEmPosicao + 1 - else - iBarrasEmPosicao := 0; - - if IsBought and ((UsarSaidaIFR50 and (fIFR >= 50)) or (UsarSaidaTempo and (iBarrasEmPosicao >= MaxBarrasPosicao))) then - ClosePosition; - - if IsSold and ((UsarSaidaIFR50 and (fIFR <= 50)) or (UsarSaidaTempo and (iBarrasEmPosicao >= MaxBarrasPosicao))) then - ClosePosition; +{ + Estrategia: robo_ifr_v45_volume_por_horario + Autor: Wesley + Descricao: IFR com filtro de volume relativo por janela horaria simples. + Na abertura exige volume maior; depois exige volume moderado. +} + +input + PeriodoIFR(9); + IFRExtremoCompra(30); + IFREtornoCompra(35); + IFRExtremoVenda(70); + IFREtornoVenda(65); + PeriodoMediaVolume(20); + HoraAberturaFim(1030); + FatorVolumeAbertura(1.3); + FatorVolumeMeio(1.0); + UsarSaidaIFR50(true); + UsarSaidaTempo(true); + MaxBarrasPosicao(12); + +var + iBarrasEmPosicao : integer; + fIFR, vMediaVol, fFatorAtual : float; + bVolumeOk : boolean; + +begin + fIFR := IFR(PeriodoIFR); + vMediaVol := Media(PeriodoMediaVolume, Volume); + + if Time <= HoraAberturaFim then + fFatorAtual := FatorVolumeAbertura + else + fFatorAtual := FatorVolumeMeio; + + bVolumeOk := (Volume >= (vMediaVol * fFatorAtual)); + + if (not IsBought) and (not IsSold) and bVolumeOk then + begin + if (fIFR[1] <= IFRExtremoCompra) and (fIFR >= IFREtornoCompra) then + begin + BuyAtMarket; + end + else if (fIFR[1] >= IFRExtremoVenda) and (fIFR <= IFREtornoVenda) then + begin + SellShortAtMarket; + end; + end; + + if IsBought or IsSold then + iBarrasEmPosicao := iBarrasEmPosicao + 1 + else + iBarrasEmPosicao := 0; + + if IsBought and ((UsarSaidaIFR50 and (fIFR >= 50)) or (UsarSaidaTempo and (iBarrasEmPosicao >= MaxBarrasPosicao))) then + ClosePosition; + + if IsSold and ((UsarSaidaIFR50 and (fIFR <= 50)) or (UsarSaidaTempo and (iBarrasEmPosicao >= MaxBarrasPosicao))) then + ClosePosition; end; \ No newline at end of file diff --git a/automacao_backtests/IFR_RSI/robo_ifr_v47_orb_confirmacao_dupla60min66%.txt b/automacao_backtests/IFR_RSI/top10/robo_ifr_v47_orb_confirmacao_dupla60min66%.txt similarity index 96% rename from automacao_backtests/IFR_RSI/robo_ifr_v47_orb_confirmacao_dupla60min66%.txt rename to automacao_backtests/IFR_RSI/top10/robo_ifr_v47_orb_confirmacao_dupla60min66%.txt index 948d7c8..42ffa0a 100644 --- a/automacao_backtests/IFR_RSI/robo_ifr_v47_orb_confirmacao_dupla60min66%.txt +++ b/automacao_backtests/IFR_RSI/top10/robo_ifr_v47_orb_confirmacao_dupla60min66%.txt @@ -1,66 +1,66 @@ -{ - Estrategia: robo_ifr_v47_orb_confirmacao_dupla - Autor: Wesley - Descricao: ORB + IFR com dupla confirmacao de direcao por candles. - Rompimento da ORB e dois fechamentos na direcao do trade. -} - -input - PeriodoIFR(9); - IFRExtremoCompra(30); - IFREtornoCompra(35); - IFRExtremoVenda(70); - IFREtornoVenda(65); - HoraFimORB(930); - UsarSaidaIFR50(true); - UsarSaidaTempo(true); - MaxBarrasPosicao(12); - -var - iBarrasEmPosicao : integer; - fIFR, fORBHigh, fORBLow : float; - bConfCompra, bConfVenda : boolean; - -begin - fIFR := IFR(PeriodoIFR); - - if Date <> Date[1] then - begin - fORBHigh := High; - fORBLow := Low; - end; - - if Time <= HoraFimORB then - begin - if High > fORBHigh then - fORBHigh := High; - if Low < fORBLow then - fORBLow := Low; - end; - - bConfCompra := (Close > Close[1]) and (Close[1] > Close[2]); - bConfVenda := (Close < Close[1]) and (Close[1] < Close[2]); - - if (not IsBought) and (not IsSold) and (Time > HoraFimORB) then - begin - if (Close > fORBHigh) and (fIFR[1] <= IFRExtremoCompra) and (fIFR >= IFREtornoCompra) and bConfCompra then - begin - BuyAtMarket; - end - else if (Close < fORBLow) and (fIFR[1] >= IFRExtremoVenda) and (fIFR <= IFREtornoVenda) and bConfVenda then - begin - SellShortAtMarket; - end; - end; - - if IsBought or IsSold then - iBarrasEmPosicao := iBarrasEmPosicao + 1 - else - iBarrasEmPosicao := 0; - - if IsBought and ((UsarSaidaIFR50 and (fIFR >= 50)) or (UsarSaidaTempo and (iBarrasEmPosicao >= MaxBarrasPosicao))) then - ClosePosition; - - if IsSold and ((UsarSaidaIFR50 and (fIFR <= 50)) or (UsarSaidaTempo and (iBarrasEmPosicao >= MaxBarrasPosicao))) then - ClosePosition; +{ + Estrategia: robo_ifr_v47_orb_confirmacao_dupla + Autor: Wesley + Descricao: ORB + IFR com dupla confirmacao de direcao por candles. + Rompimento da ORB e dois fechamentos na direcao do trade. +} + +input + PeriodoIFR(9); + IFRExtremoCompra(30); + IFREtornoCompra(35); + IFRExtremoVenda(70); + IFREtornoVenda(65); + HoraFimORB(930); + UsarSaidaIFR50(true); + UsarSaidaTempo(true); + MaxBarrasPosicao(12); + +var + iBarrasEmPosicao : integer; + fIFR, fORBHigh, fORBLow : float; + bConfCompra, bConfVenda : boolean; + +begin + fIFR := IFR(PeriodoIFR); + + if Date <> Date[1] then + begin + fORBHigh := High; + fORBLow := Low; + end; + + if Time <= HoraFimORB then + begin + if High > fORBHigh then + fORBHigh := High; + if Low < fORBLow then + fORBLow := Low; + end; + + bConfCompra := (Close > Close[1]) and (Close[1] > Close[2]); + bConfVenda := (Close < Close[1]) and (Close[1] < Close[2]); + + if (not IsBought) and (not IsSold) and (Time > HoraFimORB) then + begin + if (Close > fORBHigh) and (fIFR[1] <= IFRExtremoCompra) and (fIFR >= IFREtornoCompra) and bConfCompra then + begin + BuyAtMarket; + end + else if (Close < fORBLow) and (fIFR[1] >= IFRExtremoVenda) and (fIFR <= IFREtornoVenda) and bConfVenda then + begin + SellShortAtMarket; + end; + end; + + if IsBought or IsSold then + iBarrasEmPosicao := iBarrasEmPosicao + 1 + else + iBarrasEmPosicao := 0; + + if IsBought and ((UsarSaidaIFR50 and (fIFR >= 50)) or (UsarSaidaTempo and (iBarrasEmPosicao >= MaxBarrasPosicao))) then + ClosePosition; + + if IsSold and ((UsarSaidaIFR50 and (fIFR <= 50)) or (UsarSaidaTempo and (iBarrasEmPosicao >= MaxBarrasPosicao))) then + ClosePosition; end; \ No newline at end of file diff --git a/automacao_backtests/IFR_RSI/robo_ifr_v5_regime_volatilidade60min90%.txt b/automacao_backtests/IFR_RSI/top10/robo_ifr_v5_regime_volatilidade60min90%.txt similarity index 96% rename from automacao_backtests/IFR_RSI/robo_ifr_v5_regime_volatilidade60min90%.txt rename to automacao_backtests/IFR_RSI/top10/robo_ifr_v5_regime_volatilidade60min90%.txt index 61459c6..f382c5d 100644 --- a/automacao_backtests/IFR_RSI/robo_ifr_v5_regime_volatilidade60min90%.txt +++ b/automacao_backtests/IFR_RSI/top10/robo_ifr_v5_regime_volatilidade60min90%.txt @@ -1,78 +1,78 @@ -{ - Estrategia: robo_ifr_v5_regime_volatilidade - Autor: Wesley - Descricao: Ajusta extremos de IFR por regime de volatilidade (ATR relativo). - Alta volatilidade usa extremos mais amplos; baixa volatilidade mais estreitos. -} - -input - PeriodoIFR(9); - PeriodoATR(14); - PeriodoATRMedia(50); - IFREntradaCompraAltaVol(20); - IFREntradaVendaAltaVol(80); - IFREntradaCompraBaixaVol(35); - IFREntradaVendaBaixaVol(65); - PeriodoMediaVolume(20); - FatorVolume(1.1); - UsarFiltroVolume(false); - MultiplicadorPavio(1.5); - MaxPavioOpostoCorpo(1.2); - -var - fIFR, vMediaVol, fATR, fATRMedio : float; - fCompraNivel, fVendaNivel : float; - Range, TamCorpo, TamPavioSup, TamPavioInf : float; - bVolumeAlto, bAltaVolatilidade : boolean; - bMartelo, bEstrela : boolean; - -begin - fIFR := IFR(PeriodoIFR); - fATR := Media(PeriodoATR, Range); - fATRMedio := Media(PeriodoATRMedia, fATR); - if fATRMedio <= 0 then - fATRMedio := 0.01; - - bAltaVolatilidade := (fATR >= fATRMedio); - - if bAltaVolatilidade then - begin - fCompraNivel := IFREntradaCompraAltaVol; - fVendaNivel := IFREntradaVendaAltaVol; - end - else - begin - fCompraNivel := IFREntradaCompraBaixaVol; - fVendaNivel := IFREntradaVendaBaixaVol; - end; - - vMediaVol := Media(PeriodoMediaVolume, Volume); - bVolumeAlto := (not UsarFiltroVolume) or (Volume >= (vMediaVol * FatorVolume)); - - Range := High - Low; - TamCorpo := Abs(Open - Close); - TamPavioSup := High - Max(Open, Close); - TamPavioInf := Min(Open, Close) - Low; - - bMartelo := (Range > 0) - and (TamPavioInf >= (TamCorpo * MultiplicadorPavio)) - and (TamPavioSup <= (TamCorpo * MaxPavioOpostoCorpo)); - - bEstrela := (Range > 0) - and (TamPavioSup >= (TamCorpo * MultiplicadorPavio)) - and (TamPavioInf <= (TamCorpo * MaxPavioOpostoCorpo)); - - if (not IsBought) and (not IsSold) then - begin - if (fIFR <= fCompraNivel) and bMartelo and bVolumeAlto then - BuyAtMarket - else if (fIFR >= fVendaNivel) and bEstrela and bVolumeAlto then - SellShortAtMarket; - end; - - if IsBought and (fIFR >= 50) then - ClosePosition; - - if IsSold and (fIFR <= 50) then - ClosePosition; -end; +{ + Estrategia: robo_ifr_v5_regime_volatilidade + Autor: Wesley + Descricao: Ajusta extremos de IFR por regime de volatilidade (ATR relativo). + Alta volatilidade usa extremos mais amplos; baixa volatilidade mais estreitos. +} + +input + PeriodoIFR(9); + PeriodoATR(14); + PeriodoATRMedia(50); + IFREntradaCompraAltaVol(20); + IFREntradaVendaAltaVol(80); + IFREntradaCompraBaixaVol(35); + IFREntradaVendaBaixaVol(65); + PeriodoMediaVolume(20); + FatorVolume(1.1); + UsarFiltroVolume(false); + MultiplicadorPavio(1.5); + MaxPavioOpostoCorpo(1.2); + +var + fIFR, vMediaVol, fATR, fATRMedio : float; + fCompraNivel, fVendaNivel : float; + Range, TamCorpo, TamPavioSup, TamPavioInf : float; + bVolumeAlto, bAltaVolatilidade : boolean; + bMartelo, bEstrela : boolean; + +begin + fIFR := IFR(PeriodoIFR); + fATR := Media(PeriodoATR, Range); + fATRMedio := Media(PeriodoATRMedia, fATR); + if fATRMedio <= 0 then + fATRMedio := 0.01; + + bAltaVolatilidade := (fATR >= fATRMedio); + + if bAltaVolatilidade then + begin + fCompraNivel := IFREntradaCompraAltaVol; + fVendaNivel := IFREntradaVendaAltaVol; + end + else + begin + fCompraNivel := IFREntradaCompraBaixaVol; + fVendaNivel := IFREntradaVendaBaixaVol; + end; + + vMediaVol := Media(PeriodoMediaVolume, Volume); + bVolumeAlto := (not UsarFiltroVolume) or (Volume >= (vMediaVol * FatorVolume)); + + Range := High - Low; + TamCorpo := Abs(Open - Close); + TamPavioSup := High - Max(Open, Close); + TamPavioInf := Min(Open, Close) - Low; + + bMartelo := (Range > 0) + and (TamPavioInf >= (TamCorpo * MultiplicadorPavio)) + and (TamPavioSup <= (TamCorpo * MaxPavioOpostoCorpo)); + + bEstrela := (Range > 0) + and (TamPavioSup >= (TamCorpo * MultiplicadorPavio)) + and (TamPavioInf <= (TamCorpo * MaxPavioOpostoCorpo)); + + if (not IsBought) and (not IsSold) then + begin + if (fIFR <= fCompraNivel) and bMartelo and bVolumeAlto then + BuyAtMarket + else if (fIFR >= fVendaNivel) and bEstrela and bVolumeAlto then + SellShortAtMarket; + end; + + if IsBought and (fIFR >= 50) then + ClosePosition; + + if IsSold and (fIFR <= 50) then + ClosePosition; +end; diff --git a/automacao_backtests/IFR_RSI/robo_ifr_v6_saida_hibrida60min77%.txt b/automacao_backtests/IFR_RSI/top10/robo_ifr_v6_saida_hibrida60min77%.txt similarity index 96% rename from automacao_backtests/IFR_RSI/robo_ifr_v6_saida_hibrida60min77%.txt rename to automacao_backtests/IFR_RSI/top10/robo_ifr_v6_saida_hibrida60min77%.txt index 06b7ae6..53bf5ce 100644 --- a/automacao_backtests/IFR_RSI/robo_ifr_v6_saida_hibrida60min77%.txt +++ b/automacao_backtests/IFR_RSI/top10/robo_ifr_v6_saida_hibrida60min77%.txt @@ -1,95 +1,95 @@ -{ - Estrategia: robo_ifr_v6_saida_hibrida - Autor: Wesley - Descricao: Entrada por extremos de IFR e saida hibrida: - sinal contrario forte OU IFR 50 OU tempo maximo em barras. -} - -input - PeriodoIFR(9); - IFREntradaCompra(30); - IFREntradaVenda(70); - PeriodoMediaVolume(20); - FatorVolume(1.1); - UsarFiltroVolume(false); - MultiplicadorPavio(1.5); - MaxPavioOpostoCorpo(1.2); - DojiMaxCorpoPerc(0.12); - UsarSaidaPorSinalContrario(true); - UsarSaidaIFR50(true); - UsarSaidaTempo(true); - MaxBarrasPosicao(12); - -var - fIFR, vMediaVol : float; - Range, TamCorpo, TamPavioSup, TamPavioInf, fFechamentoPosicao : float; - bVolumeAlto : boolean; - bMartelo, bEstrela, bDojiAlta, bDojiBaixa : boolean; - bSinalCompra, bSinalVenda : boolean; - bForcaContrariaCompra, bForcaContrariaVenda : boolean; - iBarrasEmPosicao : integer; - -begin - fIFR := IFR(PeriodoIFR); - vMediaVol := Media(PeriodoMediaVolume, Volume); - bVolumeAlto := (not UsarFiltroVolume) or (Volume >= (vMediaVol * FatorVolume)); - - Range := High - Low; - TamCorpo := Abs(Open - Close); - TamPavioSup := High - Max(Open, Close); - TamPavioInf := Min(Open, Close) - Low; - - if Range > 0 then - fFechamentoPosicao := (Close - Low) / Range - else - fFechamentoPosicao := 0.5; - - bMartelo := (Range > 0) - and (TamPavioInf >= (TamCorpo * MultiplicadorPavio)) - and (TamPavioSup <= (TamCorpo * MaxPavioOpostoCorpo)); - - bEstrela := (Range > 0) - and (TamPavioSup >= (TamCorpo * MultiplicadorPavio)) - and (TamPavioInf <= (TamCorpo * MaxPavioOpostoCorpo)); - - bDojiAlta := (Range > 0) - and (TamCorpo <= (Range * DojiMaxCorpoPerc)) - and (fFechamentoPosicao >= 0.50); - - bDojiBaixa := (Range > 0) - and (TamCorpo <= (Range * DojiMaxCorpoPerc)) - and (fFechamentoPosicao < 0.50); - - bSinalCompra := bVolumeAlto and (bMartelo or bDojiAlta); - bSinalVenda := bVolumeAlto and (bEstrela or bDojiBaixa); - - bForcaContrariaCompra := bVolumeAlto and bEstrela and (fFechamentoPosicao <= 0.35); - bForcaContrariaVenda := bVolumeAlto and bMartelo and (fFechamentoPosicao >= 0.65); - - if IsBought or IsSold then - iBarrasEmPosicao := iBarrasEmPosicao + 1 - else - iBarrasEmPosicao := 0; - - if (not IsBought) and (not IsSold) then - begin - if (fIFR <= IFREntradaCompra) and bSinalCompra then - BuyAtMarket - else if (fIFR >= IFREntradaVenda) and bSinalVenda then - SellShortAtMarket; - end; - - if IsBought and ( - (UsarSaidaPorSinalContrario and bForcaContrariaCompra) - or (UsarSaidaIFR50 and (fIFR >= 50)) - or (UsarSaidaTempo and (iBarrasEmPosicao >= MaxBarrasPosicao)) - ) then - ClosePosition; - - if IsSold and ( - (UsarSaidaPorSinalContrario and bForcaContrariaVenda) - or (UsarSaidaIFR50 and (fIFR <= 50)) - or (UsarSaidaTempo and (iBarrasEmPosicao >= MaxBarrasPosicao)) - ) then - ClosePosition; -end; +{ + Estrategia: robo_ifr_v6_saida_hibrida + Autor: Wesley + Descricao: Entrada por extremos de IFR e saida hibrida: + sinal contrario forte OU IFR 50 OU tempo maximo em barras. +} + +input + PeriodoIFR(9); + IFREntradaCompra(30); + IFREntradaVenda(70); + PeriodoMediaVolume(20); + FatorVolume(1.1); + UsarFiltroVolume(false); + MultiplicadorPavio(1.5); + MaxPavioOpostoCorpo(1.2); + DojiMaxCorpoPerc(0.12); + UsarSaidaPorSinalContrario(true); + UsarSaidaIFR50(true); + UsarSaidaTempo(true); + MaxBarrasPosicao(12); + +var + fIFR, vMediaVol : float; + Range, TamCorpo, TamPavioSup, TamPavioInf, fFechamentoPosicao : float; + bVolumeAlto : boolean; + bMartelo, bEstrela, bDojiAlta, bDojiBaixa : boolean; + bSinalCompra, bSinalVenda : boolean; + bForcaContrariaCompra, bForcaContrariaVenda : boolean; + iBarrasEmPosicao : integer; + +begin + fIFR := IFR(PeriodoIFR); + vMediaVol := Media(PeriodoMediaVolume, Volume); + bVolumeAlto := (not UsarFiltroVolume) or (Volume >= (vMediaVol * FatorVolume)); + + Range := High - Low; + TamCorpo := Abs(Open - Close); + TamPavioSup := High - Max(Open, Close); + TamPavioInf := Min(Open, Close) - Low; + + if Range > 0 then + fFechamentoPosicao := (Close - Low) / Range + else + fFechamentoPosicao := 0.5; + + bMartelo := (Range > 0) + and (TamPavioInf >= (TamCorpo * MultiplicadorPavio)) + and (TamPavioSup <= (TamCorpo * MaxPavioOpostoCorpo)); + + bEstrela := (Range > 0) + and (TamPavioSup >= (TamCorpo * MultiplicadorPavio)) + and (TamPavioInf <= (TamCorpo * MaxPavioOpostoCorpo)); + + bDojiAlta := (Range > 0) + and (TamCorpo <= (Range * DojiMaxCorpoPerc)) + and (fFechamentoPosicao >= 0.50); + + bDojiBaixa := (Range > 0) + and (TamCorpo <= (Range * DojiMaxCorpoPerc)) + and (fFechamentoPosicao < 0.50); + + bSinalCompra := bVolumeAlto and (bMartelo or bDojiAlta); + bSinalVenda := bVolumeAlto and (bEstrela or bDojiBaixa); + + bForcaContrariaCompra := bVolumeAlto and bEstrela and (fFechamentoPosicao <= 0.35); + bForcaContrariaVenda := bVolumeAlto and bMartelo and (fFechamentoPosicao >= 0.65); + + if IsBought or IsSold then + iBarrasEmPosicao := iBarrasEmPosicao + 1 + else + iBarrasEmPosicao := 0; + + if (not IsBought) and (not IsSold) then + begin + if (fIFR <= IFREntradaCompra) and bSinalCompra then + BuyAtMarket + else if (fIFR >= IFREntradaVenda) and bSinalVenda then + SellShortAtMarket; + end; + + if IsBought and ( + (UsarSaidaPorSinalContrario and bForcaContrariaCompra) + or (UsarSaidaIFR50 and (fIFR >= 50)) + or (UsarSaidaTempo and (iBarrasEmPosicao >= MaxBarrasPosicao)) + ) then + ClosePosition; + + if IsSold and ( + (UsarSaidaPorSinalContrario and bForcaContrariaVenda) + or (UsarSaidaIFR50 and (fIFR <= 50)) + or (UsarSaidaTempo and (iBarrasEmPosicao >= MaxBarrasPosicao)) + ) then + ClosePosition; +end; diff --git a/automacao_backtests/IFR_RSI/robo_ifr_v7_resgate_contexto30min84%.txt b/automacao_backtests/IFR_RSI/top10/robo_ifr_v7_resgate_contexto30min84%.txt similarity index 96% rename from automacao_backtests/IFR_RSI/robo_ifr_v7_resgate_contexto30min84%.txt rename to automacao_backtests/IFR_RSI/top10/robo_ifr_v7_resgate_contexto30min84%.txt index a6ecbaf..150d6ca 100644 --- a/automacao_backtests/IFR_RSI/robo_ifr_v7_resgate_contexto30min84%.txt +++ b/automacao_backtests/IFR_RSI/top10/robo_ifr_v7_resgate_contexto30min84%.txt @@ -1,152 +1,152 @@ -{ - Estrategia: robo_ifr_v7_resgate_contexto - Autor: Wesley - Descricao: Versao de resgate com filtro de contexto para reduzir falso sinal. - Reversao em extremo IFR + rejeicao + afastamento da MME20 + confirmacao. -} - -input - PeriodoIFR(9); - IFREntradaCompra(25); - IFREntradaVenda(75); - PeriodoMediaVolume(20); - FatorVolume(1.2); - UsarFiltroVolume(true); - PeriodoMME(20); - DistMinMME20Perc(0.20); - UsarJanelaHorario(true); - HoraInicio(900); - HoraFim(1130); - MultiplicadorPavio(1.6); - MaxPavioOpostoCorpo(1.1); - DojiMaxCorpoPerc(0.10); - MaxBarrasConfirmacao(3); - UsarSaidaIFR50(true); - UsarSaidaSinalContrario(true); - MaxBarrasPosicao(20); - -var - iHoraAtualHHMM, iBarrasAguardarCompra, iBarrasAguardarVenda, iBarrasEmPosicao : integer; - fIFR, vMediaVol, fMME20, fDistMME20Perc : float; - Range, TamCorpo, TamPavioSup, TamPavioInf, fFechamentoPosicao : float; - fNivelCompra, fNivelVenda : float; - bJanelaOK, bVolumeAlto, bLongeMME20 : boolean; - bMartelo, bEstrela, bDojiAlta, bDojiBaixa : boolean; - bSinalCompra, bSinalVenda, bForcaContrariaCompra, bForcaContrariaVenda : boolean; - bArmarCompra, bArmarVenda : boolean; - -begin - iHoraAtualHHMM := Time; - if iHoraAtualHHMM > 2400 then - iHoraAtualHHMM := Round(iHoraAtualHHMM / 100); - - bJanelaOK := (not UsarJanelaHorario) or ((iHoraAtualHHMM >= HoraInicio) and (iHoraAtualHHMM <= HoraFim)); - - fIFR := IFR(PeriodoIFR); - vMediaVol := Media(PeriodoMediaVolume, Volume); - bVolumeAlto := (not UsarFiltroVolume) or (Volume >= (vMediaVol * FatorVolume)); - - fMME20 := MediaExp(PeriodoMME, Close); - if fMME20 > 0 then - fDistMME20Perc := (Abs(Close - fMME20) / fMME20) * 100 - else - fDistMME20Perc := 999; - - bLongeMME20 := (fDistMME20Perc >= DistMinMME20Perc); - - Range := High - Low; - TamCorpo := Abs(Open - Close); - TamPavioSup := High - Max(Open, Close); - TamPavioInf := Min(Open, Close) - Low; - - if Range > 0 then - fFechamentoPosicao := (Close - Low) / Range - else - fFechamentoPosicao := 0.5; - - bMartelo := (Range > 0) - and (TamPavioInf >= (TamCorpo * MultiplicadorPavio)) - and (TamPavioSup <= (TamCorpo * MaxPavioOpostoCorpo)); - - bEstrela := (Range > 0) - and (TamPavioSup >= (TamCorpo * MultiplicadorPavio)) - and (TamPavioInf <= (TamCorpo * MaxPavioOpostoCorpo)); - - bDojiAlta := (Range > 0) and (TamCorpo <= (Range * DojiMaxCorpoPerc)) and (fFechamentoPosicao >= 0.50); - bDojiBaixa := (Range > 0) and (TamCorpo <= (Range * DojiMaxCorpoPerc)) and (fFechamentoPosicao < 0.50); - - bSinalCompra := bJanelaOK and bVolumeAlto and bLongeMME20 and (bMartelo or bDojiAlta); - bSinalVenda := bJanelaOK and bVolumeAlto and bLongeMME20 and (bEstrela or bDojiBaixa); - - if Date <> Date[1] then - begin - bArmarCompra := False; - bArmarVenda := False; - iBarrasAguardarCompra := 0; - iBarrasAguardarVenda := 0; - end; - - if (not IsBought) and (not IsSold) then - begin - if (fIFR <= IFREntradaCompra) and bSinalCompra then - begin - bArmarCompra := True; - bArmarVenda := False; - fNivelCompra := High; - iBarrasAguardarCompra := 0; - end - else if (fIFR >= IFREntradaVenda) and bSinalVenda then - begin - bArmarVenda := True; - bArmarCompra := False; - fNivelVenda := Low; - iBarrasAguardarVenda := 0; - end; - - if bArmarCompra then - begin - iBarrasAguardarCompra := iBarrasAguardarCompra + 1; - if High > fNivelCompra then - begin - BuyAtMarket; - bArmarCompra := False; - end - else if iBarrasAguardarCompra > MaxBarrasConfirmacao then - bArmarCompra := False; - end; - - if bArmarVenda then - begin - iBarrasAguardarVenda := iBarrasAguardarVenda + 1; - if Low < fNivelVenda then - begin - SellShortAtMarket; - bArmarVenda := False; - end - else if iBarrasAguardarVenda > MaxBarrasConfirmacao then - bArmarVenda := False; - end; - end; - - bForcaContrariaCompra := bVolumeAlto and bEstrela and (fFechamentoPosicao <= 0.35); - bForcaContrariaVenda := bVolumeAlto and bMartelo and (fFechamentoPosicao >= 0.65); - - if IsBought or IsSold then - iBarrasEmPosicao := iBarrasEmPosicao + 1 - else - iBarrasEmPosicao := 0; - - if IsBought and ( - (UsarSaidaIFR50 and (fIFR >= 50)) - or (UsarSaidaSinalContrario and bForcaContrariaCompra) - or (iBarrasEmPosicao >= MaxBarrasPosicao) - ) then - ClosePosition; - - if IsSold and ( - (UsarSaidaIFR50 and (fIFR <= 50)) - or (UsarSaidaSinalContrario and bForcaContrariaVenda) - or (iBarrasEmPosicao >= MaxBarrasPosicao) - ) then - ClosePosition; -end; +{ + Estrategia: robo_ifr_v7_resgate_contexto + Autor: Wesley + Descricao: Versao de resgate com filtro de contexto para reduzir falso sinal. + Reversao em extremo IFR + rejeicao + afastamento da MME20 + confirmacao. +} + +input + PeriodoIFR(9); + IFREntradaCompra(25); + IFREntradaVenda(75); + PeriodoMediaVolume(20); + FatorVolume(1.2); + UsarFiltroVolume(true); + PeriodoMME(20); + DistMinMME20Perc(0.20); + UsarJanelaHorario(true); + HoraInicio(900); + HoraFim(1130); + MultiplicadorPavio(1.6); + MaxPavioOpostoCorpo(1.1); + DojiMaxCorpoPerc(0.10); + MaxBarrasConfirmacao(3); + UsarSaidaIFR50(true); + UsarSaidaSinalContrario(true); + MaxBarrasPosicao(20); + +var + iHoraAtualHHMM, iBarrasAguardarCompra, iBarrasAguardarVenda, iBarrasEmPosicao : integer; + fIFR, vMediaVol, fMME20, fDistMME20Perc : float; + Range, TamCorpo, TamPavioSup, TamPavioInf, fFechamentoPosicao : float; + fNivelCompra, fNivelVenda : float; + bJanelaOK, bVolumeAlto, bLongeMME20 : boolean; + bMartelo, bEstrela, bDojiAlta, bDojiBaixa : boolean; + bSinalCompra, bSinalVenda, bForcaContrariaCompra, bForcaContrariaVenda : boolean; + bArmarCompra, bArmarVenda : boolean; + +begin + iHoraAtualHHMM := Time; + if iHoraAtualHHMM > 2400 then + iHoraAtualHHMM := Round(iHoraAtualHHMM / 100); + + bJanelaOK := (not UsarJanelaHorario) or ((iHoraAtualHHMM >= HoraInicio) and (iHoraAtualHHMM <= HoraFim)); + + fIFR := IFR(PeriodoIFR); + vMediaVol := Media(PeriodoMediaVolume, Volume); + bVolumeAlto := (not UsarFiltroVolume) or (Volume >= (vMediaVol * FatorVolume)); + + fMME20 := MediaExp(PeriodoMME, Close); + if fMME20 > 0 then + fDistMME20Perc := (Abs(Close - fMME20) / fMME20) * 100 + else + fDistMME20Perc := 999; + + bLongeMME20 := (fDistMME20Perc >= DistMinMME20Perc); + + Range := High - Low; + TamCorpo := Abs(Open - Close); + TamPavioSup := High - Max(Open, Close); + TamPavioInf := Min(Open, Close) - Low; + + if Range > 0 then + fFechamentoPosicao := (Close - Low) / Range + else + fFechamentoPosicao := 0.5; + + bMartelo := (Range > 0) + and (TamPavioInf >= (TamCorpo * MultiplicadorPavio)) + and (TamPavioSup <= (TamCorpo * MaxPavioOpostoCorpo)); + + bEstrela := (Range > 0) + and (TamPavioSup >= (TamCorpo * MultiplicadorPavio)) + and (TamPavioInf <= (TamCorpo * MaxPavioOpostoCorpo)); + + bDojiAlta := (Range > 0) and (TamCorpo <= (Range * DojiMaxCorpoPerc)) and (fFechamentoPosicao >= 0.50); + bDojiBaixa := (Range > 0) and (TamCorpo <= (Range * DojiMaxCorpoPerc)) and (fFechamentoPosicao < 0.50); + + bSinalCompra := bJanelaOK and bVolumeAlto and bLongeMME20 and (bMartelo or bDojiAlta); + bSinalVenda := bJanelaOK and bVolumeAlto and bLongeMME20 and (bEstrela or bDojiBaixa); + + if Date <> Date[1] then + begin + bArmarCompra := False; + bArmarVenda := False; + iBarrasAguardarCompra := 0; + iBarrasAguardarVenda := 0; + end; + + if (not IsBought) and (not IsSold) then + begin + if (fIFR <= IFREntradaCompra) and bSinalCompra then + begin + bArmarCompra := True; + bArmarVenda := False; + fNivelCompra := High; + iBarrasAguardarCompra := 0; + end + else if (fIFR >= IFREntradaVenda) and bSinalVenda then + begin + bArmarVenda := True; + bArmarCompra := False; + fNivelVenda := Low; + iBarrasAguardarVenda := 0; + end; + + if bArmarCompra then + begin + iBarrasAguardarCompra := iBarrasAguardarCompra + 1; + if High > fNivelCompra then + begin + BuyAtMarket; + bArmarCompra := False; + end + else if iBarrasAguardarCompra > MaxBarrasConfirmacao then + bArmarCompra := False; + end; + + if bArmarVenda then + begin + iBarrasAguardarVenda := iBarrasAguardarVenda + 1; + if Low < fNivelVenda then + begin + SellShortAtMarket; + bArmarVenda := False; + end + else if iBarrasAguardarVenda > MaxBarrasConfirmacao then + bArmarVenda := False; + end; + end; + + bForcaContrariaCompra := bVolumeAlto and bEstrela and (fFechamentoPosicao <= 0.35); + bForcaContrariaVenda := bVolumeAlto and bMartelo and (fFechamentoPosicao >= 0.65); + + if IsBought or IsSold then + iBarrasEmPosicao := iBarrasEmPosicao + 1 + else + iBarrasEmPosicao := 0; + + if IsBought and ( + (UsarSaidaIFR50 and (fIFR >= 50)) + or (UsarSaidaSinalContrario and bForcaContrariaCompra) + or (iBarrasEmPosicao >= MaxBarrasPosicao) + ) then + ClosePosition; + + if IsSold and ( + (UsarSaidaIFR50 and (fIFR <= 50)) + or (UsarSaidaSinalContrario and bForcaContrariaVenda) + or (iBarrasEmPosicao >= MaxBarrasPosicao) + ) then + ClosePosition; +end; diff --git a/estudo_teorias/AulaVascoMamede.md b/estudo_teorias/AulaVascoMamede.md new file mode 100644 index 0000000..e69de29 From 7dc7039ba00b698219f187846dd5589e5479622e Mon Sep 17 00:00:00 2001 From: Wesley Gomes da Silva Date: Mon, 2 Mar 2026 19:55:14 -0300 Subject: [PATCH 19/28] Atualiza top10 IFR e adiciona indicadores de cores marco2026 --- .../analise_aprovados_timeframes_IFR.txt | 110 ------------------ ...ise_robo_ifr_v4_divergencia_confirmada.txt | 50 -------- ...=> 1robo_ifr_v6_saida_hibrida60min77%.txt} | 0 ...bo_ifr_v5_regime_volatilidade60min90%.txt} | 0 ...bo_ifr_v45_volume_por_horario60min75%.txt} | 0 ..._ifr_v20_ifr_assimetrico_lado30min62%.txt} | 0 ...mar_IFR_01_v6_60min_saida_hibrida.ntsl.txt | 50 ++++++++ ...R_02_v5_60min_regime_volatilidade.ntsl.txt | 50 ++++++++ ...r_IFR_03_v45_60min_volume_horario.ntsl.txt | 65 +++++++++++ ...mar_IFR_04_v6_30min_saida_hibrida.ntsl.txt | 47 ++++++++ .../mar_IFR_05_v20_30min_assimetrico.ntsl.txt | 43 +++++++ 11 files changed, 255 insertions(+), 160 deletions(-) delete mode 100644 automacao_backtests/IFR_RSI/analise_aprovados_timeframes_IFR.txt delete mode 100644 automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/analise_robo_ifr_v4_divergencia_confirmada.txt rename automacao_backtests/IFR_RSI/top10/{robo_ifr_v6_saida_hibrida60min77%.txt => 1robo_ifr_v6_saida_hibrida60min77%.txt} (100%) rename automacao_backtests/IFR_RSI/top10/{robo_ifr_v5_regime_volatilidade60min90%.txt => 2robo_ifr_v5_regime_volatilidade60min90%.txt} (100%) rename automacao_backtests/IFR_RSI/top10/{robo_ifr_v45_volume_por_horario60min75%.txt => 3robo_ifr_v45_volume_por_horario60min75%.txt} (100%) rename automacao_backtests/IFR_RSI/top10/{robo_ifr_v20_ifr_assimetrico_lado30min62%.txt => 4robo_ifr_v20_ifr_assimetrico_lado30min62%.txt} (100%) create mode 100644 profit_estudos_cores/marco2026_IFR_top5/mar_IFR_01_v6_60min_saida_hibrida.ntsl.txt create mode 100644 profit_estudos_cores/marco2026_IFR_top5/mar_IFR_02_v5_60min_regime_volatilidade.ntsl.txt create mode 100644 profit_estudos_cores/marco2026_IFR_top5/mar_IFR_03_v45_60min_volume_horario.ntsl.txt create mode 100644 profit_estudos_cores/marco2026_IFR_top5/mar_IFR_04_v6_30min_saida_hibrida.ntsl.txt create mode 100644 profit_estudos_cores/marco2026_IFR_top5/mar_IFR_05_v20_30min_assimetrico.ntsl.txt diff --git a/automacao_backtests/IFR_RSI/analise_aprovados_timeframes_IFR.txt b/automacao_backtests/IFR_RSI/analise_aprovados_timeframes_IFR.txt deleted file mode 100644 index b553777..0000000 --- a/automacao_backtests/IFR_RSI/analise_aprovados_timeframes_IFR.txt +++ /dev/null @@ -1,110 +0,0 @@ -ANÁLISE DOS APROVADOS IFR POR TIMEFRAME (META >= 60% VENCEDORAS) - -Objetivo -- Priorizar robôs aprovados por timeframe em 60, 30, 15, 5 e 2 minutos. -- Manter foco em estratégias com percentual de operações vencedoras >= 60%. - -Regras de filtro (triagem rápida) -1) Aprovado para carteira: % vencedoras >= 60. -2) Em observação: % vencedoras entre 58 e 59 (retestar com ajuste leve). -3) Rebaixar para revisão: % vencedoras < 58. -4) Exigir amostra mínima de trades antes da decisão final. - ----------------------------------------- -TIMEFRAME 60 MIN ----------------------------------------- -Aprovados >= 60% -- robo_ifr_v1_reversao_extremos60min71%.txt -- robo_ifr_v4_divergencia_confirmada60min90%.txt -- robo_ifr_v5_regime_volatilidade60min90%.txt -- robo_ifr_v6_saida_hibrida60min77%.txt -- robo_ifr_v10_balanceado_regime60min63%.txt -- robo_ifr_v18_bandas_dinamicas60min60%.txt -- robo_ifr_v31_reversao_volume_relativo60min72%.txt -- robo_ifr_v33_pullback_mme20060min67%.txt -- robo_ifr_v36_divergencia_regular_pivo60min62%.txt -- robo_ifr_v45_volume_por_horario60min75%.txt -- robo_ifr_v47_orb_confirmacao_dupla60min66%.txt - -Abaixo da meta -- robo_ifr_v27_um_trade_por_direcao60min54%.txt - -Resumo 60m -- 11 de 12 acima ou igual a 60%. - ----------------------------------------- -TIMEFRAME 30 MIN ----------------------------------------- -Aprovados >= 60% -- robo_ifr_v7_resgate_contexto30min84%.txt -- robo_ifr_v20_ifr_assimetrico_lado30min62%.txt - -Abaixo da meta -- robo_ifr_v11_agressivo_reentrada30min58%.txt -- robo_ifr_v28_ifr_adx_filtro30min57%.txt - -Resumo 30m -- 2 de 4 acima ou igual a 60%. - ----------------------------------------- -TIMEFRAME 15 MIN ----------------------------------------- -Aprovados >= 60% -- robo_ifr_v23_dupla_confirmacao15min87%.txt - -Resumo 15m -- 1 de 1 acima ou igual a 60%. - ----------------------------------------- -TIMEFRAME 5 MIN ----------------------------------------- -- Sem aprovados catalogados no nome de arquivo até o momento. - -Ação -- Rodar os melhores de 30m/15m também em 5m para preencher a lacuna. - ----------------------------------------- -TIMEFRAME 2 MIN ----------------------------------------- -Aprovados >= 60% -- robo_ifr_v25_ifr_mme200_contexto2min69%.txt - -Resumo 2m -- 1 de 1 acima ou igual a 60%. - ----------------------------------------- -OBSERVAÇÃO EXTRA (fora do escopo pedido) ----------------------------------------- -- 1m: robo_ifr_v24_controle_risco_diario1min67%.txt - ----------------------------------------- -TOP LISTA INICIAL PARA ANÁLISE PROFUNDA ----------------------------------------- -Carteira principal (meta >=60 atendida e boa leitura) -- 60m: v4, v5, v45, v31 -- 30m: v7, v20 -- 15m: v23 -- 2m: v25 - -Em observação (próximos da meta) -- v11 (58%), v28 (57%) - -Rebaixar/revisar -- v27 (54%) - ----------------------------------------- -CHECKLIST DE ERROS QUE DERRUBAM % VENCEDORAS ----------------------------------------- -1) Overtrade em lateralização (falta filtro de regime). -2) Entrada sem confirmação de candle/pivô. -3) Saída por tempo curta demais em tendência limpa. -4) Timeframe incompatível com a lógica (ex.: setup de tendência em 1m sem filtro). -5) Falta de filtro de volume em horários fracos. -6) Janelas de horário sem liquidez misturadas com horários fortes. -7) Assimetria compra/venda ignorada. -8) Excesso de filtros (poucos trades, resultado instável). - -Próximo passo sugerido -- Rodar nova bateria apenas nos aprovados >=60 em 60/30/15/2. -- Replicar top 4 em 5m para fechar todos os timeframes alvo. -- Aplicar decisão final por: % vencedoras, fator de lucro, drawdown e número de trades. \ No newline at end of file diff --git a/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/analise_robo_ifr_v4_divergencia_confirmada.txt b/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/analise_robo_ifr_v4_divergencia_confirmada.txt deleted file mode 100644 index 9634140..0000000 --- a/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/analise_robo_ifr_v4_divergencia_confirmada.txt +++ /dev/null @@ -1,50 +0,0 @@ -ANÁLISE - ROBO IFR V4 DIVERGENCIA CONFIRMADA - -Período analisado -- 02/03/2025 a 02/03/2026 - -Resumo por timeframe -1) 2min -- Arquivo: robo_ifr_v4_divergencia_confirmada02min64%.csv -- % vencedoras (nome): 64% -- Número de operações: 184 -- Resultado final acumulado: -2.223 -- Status: EM ALERTA (acerto > 60, porém resultado líquido negativo) - -2) 5min -- Arquivo: robo_ifr_v4_divergencia_confirmada05min.csv -- Número de operações: 48 -- Resultado final acumulado: -3.787 -- Status: REPROVADO - -3) 15min -- Arquivo: robo_ifr_v4_divergencia_confirmada15min.csv -- Número de operações: 97 -- Resultado final acumulado: -1.813 -- Status: REPROVADO - -4) 30min -- Arquivo: robo_ifr_v4_divergencia_confirmada30min.csv -- Número de operações: 31 -- Resultado final acumulado: -1.144 -- Status: REPROVADO - -5) 60min -- Arquivo: robo_ifr_v4_divergencia_confirmada60min.csv -- Número de operações: 10 -- Resultado final acumulado: 988 -- Status: APROVADO (amostra menor) - -Diagnóstico rápido -- O v4 apresenta forte assimetria de payoff fora do 60min: várias perdas grandes e operações longas derrubam o resultado total. -- Em 2min, mesmo com 64% de vencedoras, o saldo final ficou negativo: indica que perda média está maior que ganho médio. - -Ajustes recomendados para manter >60% e saldo positivo -- Adicionar stop estrutural obrigatório (não depender só de IFR50/tempo). -- Limitar tempo máximo de posição por timeframe (especialmente 2/5/15). -- Reduzir exposição em dias de alta volatilidade adversa (circuit breaker por perda/tempo). - -Decisão atual do v4 -- Manter em carteira: 60min. -- Revisar com prioridade: 2min (boa taxa de acerto, porém payoff ruim). -- Reprovar no estado atual: 5min, 15min e 30min. \ No newline at end of file diff --git a/automacao_backtests/IFR_RSI/top10/robo_ifr_v6_saida_hibrida60min77%.txt b/automacao_backtests/IFR_RSI/top10/1robo_ifr_v6_saida_hibrida60min77%.txt similarity index 100% rename from automacao_backtests/IFR_RSI/top10/robo_ifr_v6_saida_hibrida60min77%.txt rename to automacao_backtests/IFR_RSI/top10/1robo_ifr_v6_saida_hibrida60min77%.txt diff --git a/automacao_backtests/IFR_RSI/top10/robo_ifr_v5_regime_volatilidade60min90%.txt b/automacao_backtests/IFR_RSI/top10/2robo_ifr_v5_regime_volatilidade60min90%.txt similarity index 100% rename from automacao_backtests/IFR_RSI/top10/robo_ifr_v5_regime_volatilidade60min90%.txt rename to automacao_backtests/IFR_RSI/top10/2robo_ifr_v5_regime_volatilidade60min90%.txt diff --git a/automacao_backtests/IFR_RSI/top10/robo_ifr_v45_volume_por_horario60min75%.txt b/automacao_backtests/IFR_RSI/top10/3robo_ifr_v45_volume_por_horario60min75%.txt similarity index 100% rename from automacao_backtests/IFR_RSI/top10/robo_ifr_v45_volume_por_horario60min75%.txt rename to automacao_backtests/IFR_RSI/top10/3robo_ifr_v45_volume_por_horario60min75%.txt diff --git a/automacao_backtests/IFR_RSI/top10/robo_ifr_v20_ifr_assimetrico_lado30min62%.txt b/automacao_backtests/IFR_RSI/top10/4robo_ifr_v20_ifr_assimetrico_lado30min62%.txt similarity index 100% rename from automacao_backtests/IFR_RSI/top10/robo_ifr_v20_ifr_assimetrico_lado30min62%.txt rename to automacao_backtests/IFR_RSI/top10/4robo_ifr_v20_ifr_assimetrico_lado30min62%.txt diff --git a/profit_estudos_cores/marco2026_IFR_top5/mar_IFR_01_v6_60min_saida_hibrida.ntsl.txt b/profit_estudos_cores/marco2026_IFR_top5/mar_IFR_01_v6_60min_saida_hibrida.ntsl.txt new file mode 100644 index 0000000..bb8b6f8 --- /dev/null +++ b/profit_estudos_cores/marco2026_IFR_top5/mar_IFR_01_v6_60min_saida_hibrida.ntsl.txt @@ -0,0 +1,50 @@ +{ + Indicador: mar_IFR_01_v6_60min_saida_hibrida + Descricao: Leitura visual do robô v6 (60min). Prioridade #1. +} + +input + PeriodoIFR(9); + IFRExtremoCompra(30); + IFREtornoCompra(35); + IFRExtremoVenda(70); + IFREtornoVenda(65); + PeriodoMedia(20); + MostrarTexto(true); + +var + fIFR, fMME : float; + bCompra, bVenda, bSaida : boolean; + cCompra, cVenda, cSaida, cNeutro : Integer; + +begin + cCompra := RGB(0, 255, 0); + cVenda := RGB(255, 0, 0); + cSaida := RGB(255, 215, 0); + cNeutro := RGB(120, 120, 120); + + fIFR := IFR(PeriodoIFR); + fMME := MediaExp(PeriodoMedia, Close); + + bCompra := (fIFR[1] <= IFRExtremoCompra) and (fIFR >= IFREtornoCompra) and (Close >= fMME); + bVenda := (fIFR[1] >= IFRExtremoVenda) and (fIFR <= IFREtornoVenda) and (Close <= fMME); + + bSaida := (fIFR >= 48) and (fIFR <= 52); + + if bCompra then + begin + PaintBar(cCompra); + if MostrarTexto then PlotText("V6 60 COMPRA", cCompra, 0, Low - (Range * 0.30)); + end + else if bVenda then + begin + PaintBar(cVenda); + if MostrarTexto then PlotText("V6 60 VENDA", cVenda, 0, High + (Range * 0.30)); + end + else if bSaida then + begin + PaintBar(cSaida); + end + else + PaintBar(cNeutro); +end; diff --git a/profit_estudos_cores/marco2026_IFR_top5/mar_IFR_02_v5_60min_regime_volatilidade.ntsl.txt b/profit_estudos_cores/marco2026_IFR_top5/mar_IFR_02_v5_60min_regime_volatilidade.ntsl.txt new file mode 100644 index 0000000..af3dd5e --- /dev/null +++ b/profit_estudos_cores/marco2026_IFR_top5/mar_IFR_02_v5_60min_regime_volatilidade.ntsl.txt @@ -0,0 +1,50 @@ +{ + Indicador: mar_IFR_02_v5_60min_regime_volatilidade + Descricao: Leitura visual do robô v5 (60min). Prioridade #2. +} + +input + PeriodoIFR(9); + IFRExtremoCompra(30); + IFREtornoCompra(35); + IFRExtremoVenda(70); + IFREtornoVenda(65); + PeriodoRangeRapido(14); + PeriodoRangeLento(50); + MostrarTexto(true); + +var + fIFR, fRangeRapido, fRangeLento : float; + bRegimeVolatil, bCompra, bVenda : boolean; + cCompra, cVenda, cBloqueado, cNeutro : Integer; + +begin + cCompra := RGB(0, 220, 0); + cVenda := RGB(220, 0, 0); + cBloqueado := RGB(255, 140, 0); + cNeutro := RGB(120, 120, 120); + + fIFR := IFR(PeriodoIFR); + fRangeRapido := Media(PeriodoRangeRapido, Range); + fRangeLento := Media(PeriodoRangeLento, Range); + + bRegimeVolatil := fRangeRapido >= fRangeLento; + + bCompra := bRegimeVolatil and (fIFR[1] <= IFRExtremoCompra) and (fIFR >= IFREtornoCompra); + bVenda := bRegimeVolatil and (fIFR[1] >= IFRExtremoVenda) and (fIFR <= IFREtornoVenda); + + if bCompra then + begin + PaintBar(cCompra); + if MostrarTexto then PlotText("V5 60 COMPRA", cCompra, 0, Low - (Range * 0.30)); + end + else if bVenda then + begin + PaintBar(cVenda); + if MostrarTexto then PlotText("V5 60 VENDA", cVenda, 0, High + (Range * 0.30)); + end + else if (not bRegimeVolatil) then + PaintBar(cBloqueado) + else + PaintBar(cNeutro); +end; diff --git a/profit_estudos_cores/marco2026_IFR_top5/mar_IFR_03_v45_60min_volume_horario.ntsl.txt b/profit_estudos_cores/marco2026_IFR_top5/mar_IFR_03_v45_60min_volume_horario.ntsl.txt new file mode 100644 index 0000000..b745b84 --- /dev/null +++ b/profit_estudos_cores/marco2026_IFR_top5/mar_IFR_03_v45_60min_volume_horario.ntsl.txt @@ -0,0 +1,65 @@ +{ + Indicador: mar_IFR_03_v45_60min_volume_horario + Descricao: Leitura visual do robô v45 (60min). Prioridade #3. +} + +input + PeriodoIFR(9); + IFRExtremoCompra(30); + IFREtornoCompra(35); + IFRExtremoVenda(70); + IFREtornoVenda(65); + PeriodoMediaVolume(20); + HoraAberturaFim(103000); + FatorVolumeAbertura(1.30); + FatorVolumeMeio(1.00); + MostrarTexto(true); + +var + fIFR, fMediaVol, fFatorAtual : float; + iHoraHHMM, iHoraAberturaFimHHMM : Integer; + bVolumeOK, bCompra, bVenda : boolean; + cCompra, cVenda, cSemVolume, cNeutro : Integer; + +begin + cCompra := RGB(0, 191, 255); + cVenda := RGB(138, 43, 226); + cSemVolume := RGB(255, 140, 0); + cNeutro := RGB(120, 120, 120); + + iHoraHHMM := Time; + if iHoraHHMM > 2400 then + iHoraHHMM := Round(iHoraHHMM / 100); + + iHoraAberturaFimHHMM := HoraAberturaFim; + if iHoraAberturaFimHHMM > 2400 then + iHoraAberturaFimHHMM := Round(iHoraAberturaFimHHMM / 100); + + fIFR := IFR(PeriodoIFR); + fMediaVol := Media(PeriodoMediaVolume, Volume); + + if iHoraHHMM <= iHoraAberturaFimHHMM then + fFatorAtual := FatorVolumeAbertura + else + fFatorAtual := FatorVolumeMeio; + + bVolumeOK := Volume >= (fMediaVol * fFatorAtual); + + bCompra := bVolumeOK and (fIFR[1] <= IFRExtremoCompra) and (fIFR >= IFREtornoCompra); + bVenda := bVolumeOK and (fIFR[1] >= IFRExtremoVenda) and (fIFR <= IFREtornoVenda); + + if bCompra then + begin + PaintBar(cCompra); + if MostrarTexto then PlotText("V45 60 COMPRA", cCompra, 0, Low - (Range * 0.30)); + end + else if bVenda then + begin + PaintBar(cVenda); + if MostrarTexto then PlotText("V45 60 VENDA", cVenda, 0, High + (Range * 0.30)); + end + else if not bVolumeOK then + PaintBar(cSemVolume) + else + PaintBar(cNeutro); +end; diff --git a/profit_estudos_cores/marco2026_IFR_top5/mar_IFR_04_v6_30min_saida_hibrida.ntsl.txt b/profit_estudos_cores/marco2026_IFR_top5/mar_IFR_04_v6_30min_saida_hibrida.ntsl.txt new file mode 100644 index 0000000..8ca814b --- /dev/null +++ b/profit_estudos_cores/marco2026_IFR_top5/mar_IFR_04_v6_30min_saida_hibrida.ntsl.txt @@ -0,0 +1,47 @@ +{ + Indicador: mar_IFR_04_v6_30min_saida_hibrida + Descricao: Leitura visual do robô v6 (30min). Prioridade #4. +} + +input + PeriodoIFR(9); + IFRExtremoCompra(30); + IFREtornoCompra(35); + IFRExtremoVenda(70); + IFREtornoVenda(65); + PeriodoMedia(9); + MostrarTexto(true); + +var + fIFR, fMME : float; + bCompra, bVenda, bSaida : boolean; + cCompra, cVenda, cSaida, cNeutro : Integer; + +begin + cCompra := RGB(50, 205, 50); + cVenda := RGB(255, 99, 71); + cSaida := RGB(255, 215, 0); + cNeutro := RGB(120, 120, 120); + + fIFR := IFR(PeriodoIFR); + fMME := MediaExp(PeriodoMedia, Close); + + bCompra := (fIFR[1] <= IFRExtremoCompra) and (fIFR >= IFREtornoCompra) and (Close > fMME); + bVenda := (fIFR[1] >= IFRExtremoVenda) and (fIFR <= IFREtornoVenda) and (Close < fMME); + bSaida := (fIFR >= 48) and (fIFR <= 52); + + if bCompra then + begin + PaintBar(cCompra); + if MostrarTexto then PlotText("V6 30 COMPRA", cCompra, 0, Low - (Range * 0.30)); + end + else if bVenda then + begin + PaintBar(cVenda); + if MostrarTexto then PlotText("V6 30 VENDA", cVenda, 0, High + (Range * 0.30)); + end + else if bSaida then + PaintBar(cSaida) + else + PaintBar(cNeutro); +end; diff --git a/profit_estudos_cores/marco2026_IFR_top5/mar_IFR_05_v20_30min_assimetrico.ntsl.txt b/profit_estudos_cores/marco2026_IFR_top5/mar_IFR_05_v20_30min_assimetrico.ntsl.txt new file mode 100644 index 0000000..f3ff78d --- /dev/null +++ b/profit_estudos_cores/marco2026_IFR_top5/mar_IFR_05_v20_30min_assimetrico.ntsl.txt @@ -0,0 +1,43 @@ +{ + Indicador: mar_IFR_05_v20_30min_assimetrico + Descricao: Leitura visual do robô v20 (30min) com níveis assimétricos. Prioridade #5. +} + +input + PeriodoIFR(9); + IFRCompraExtremo(32); + IFRCompraRetorno(38); + IFRVendaExtremo(68); + IFRVendaRetorno(62); + PeriodoMediaLonga(200); + MostrarTexto(true); + +var + fIFR, fMME200 : float; + bCompra, bVenda : boolean; + cCompra, cVenda, cNeutro : Integer; + +begin + cCompra := RGB(0, 255, 127); + cVenda := RGB(255, 69, 0); + cNeutro := RGB(120, 120, 120); + + fIFR := IFR(PeriodoIFR); + fMME200 := MediaExp(PeriodoMediaLonga, Close); + + bCompra := (fIFR[1] <= IFRCompraExtremo) and (fIFR >= IFRCompraRetorno) and (Close > fMME200); + bVenda := (fIFR[1] >= IFRVendaExtremo) and (fIFR <= IFRVendaRetorno) and (Close < fMME200); + + if bCompra then + begin + PaintBar(cCompra); + if MostrarTexto then PlotText("V20 30 COMPRA", cCompra, 0, Low - (Range * 0.30)); + end + else if bVenda then + begin + PaintBar(cVenda); + if MostrarTexto then PlotText("V20 30 VENDA", cVenda, 0, High + (Range * 0.30)); + end + else + PaintBar(cNeutro); +end; From e102f979fc94fda75997e5b5278b85ce530c0bd7 Mon Sep 17 00:00:00 2001 From: Wesley Gomes da Silva Date: Mon, 2 Mar 2026 19:56:14 -0300 Subject: [PATCH 20/28] Atualiza arquivos de analise IFR --- .../analise_robo_ifr_v1_reversao_extremos.txt | 54 ------------------- 1 file changed, 54 deletions(-) delete mode 100644 automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/analise_robo_ifr_v1_reversao_extremos.txt diff --git a/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/analise_robo_ifr_v1_reversao_extremos.txt b/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/analise_robo_ifr_v1_reversao_extremos.txt deleted file mode 100644 index 2c7786a..0000000 --- a/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/analise_robo_ifr_v1_reversao_extremos.txt +++ /dev/null @@ -1,54 +0,0 @@ -ANÁLISE - ROBO IFR V1 REVERSAO EXTREMOS - -Período analisado -- 02/03/2025 a 02/03/2026 - -Resumo por timeframe -1) 2min -- Arquivo: robo_ifr_v1_reversao_extremos02min64%.csv -- % vencedoras (nome): 64% -- Número de operações: 76 -- Resultado final acumulado: 612 -- Status: APROVADO (meta >= 60% e resultado positivo) - -2) 5min -- Arquivo: robo_ifr_v1_reversao_extremos05min47%.csv -- % vencedoras (nome): 47% -- Número de operações: 48 -- Resultado final acumulado: -3.787 -- Status: REPROVADO (abaixo de 60% e resultado negativo) - -3) 15min -- Arquivo: robo_ifr_v1_reversao_extremos15min68%.csv -- % vencedoras (nome): 68% -- Número de operações: 29 -- Resultado final acumulado: -1.157 -- Status: EM ALERTA (acerto alto, mas resultado negativo) - -4) 30min -- Arquivo: robo_ifr_v1_reversao_extremos30min81%.csv -- % vencedoras (nome): 81% -- Número de operações: 16 -- Resultado final acumulado: 512 -- Status: APROVADO - -5) 60min -- Arquivo: robo_ifr_v1_reversao_extremos60min71%.csv -- % vencedoras (nome): 71% -- Número de operações: 10 -- Resultado final acumulado: 1.304 -- Status: APROVADO (com amostra ainda pequena) - -Diagnóstico rápido de erro (principal) -- Há operações muito longas para alguns timeframes (manutenção por muitas horas/dias), o que amplia perdas pontuais e pode destruir a curva mesmo com taxa de acerto alta. -- O caso mais claro é 15min: % vencedoras alta, porém payoff assimétrico negativo (perdas maiores que ganhos). - -Ajustes recomendados para próxima iteração do v1 -- Adicionar limite de tempo de posição por timeframe (hard stop temporal). -- Incluir stop estrutural (perda de pivô ou máxima/mínima anterior) para cortar cauda de perda. -- Separar parâmetros de saída por timeframe (2/5/15/30/60), evitando usar mesma lógica para todos. - -Decisão atual do v1 -- Manter em carteira: 2min, 30min, 60min. -- Revisar com prioridade: 15min. -- Reprovar no estado atual: 5min. \ No newline at end of file From 608a77b087edb50d145ecb8c4d3c13e41bb1e2c7 Mon Sep 17 00:00:00 2001 From: Wesley Gomes da Silva Date: Mon, 2 Mar 2026 20:13:07 -0300 Subject: [PATCH 21/28] Adiciona gestao de risco e reset semanal fixo nos robos top10 --- .../IFR_RSI/top10/10000reais.txt | 154 ++++++++++++++++++ .../1robo_ifr_v6_saida_hibrida60min77%.txt | 73 ++++++++- ...obo_ifr_v5_regime_volatilidade60min90%.txt | 72 +++++++- ...obo_ifr_v45_volume_por_horario60min75%.txt | 73 ++++++++- ...o_ifr_v20_ifr_assimetrico_lado30min62%.txt | 72 +++++++- 5 files changed, 438 insertions(+), 6 deletions(-) create mode 100644 automacao_backtests/IFR_RSI/top10/10000reais.txt diff --git a/automacao_backtests/IFR_RSI/top10/10000reais.txt b/automacao_backtests/IFR_RSI/top10/10000reais.txt new file mode 100644 index 0000000..4200ddb --- /dev/null +++ b/automacao_backtests/IFR_RSI/top10/10000reais.txt @@ -0,0 +1,154 @@ +PLANO DE CONTAS - 4 ROBÔS IFR (CAPITAL R$10.000) + +Base dos robôs (resultado anual histórico do estudo) +1) v6_60min = +2.315 +2) v5_60min = +1.563 +3) v45_60min = +1.643 +4) v20_30min = +1.393 + +Soma histórica dos 4 = +6.914 +Capital base = R$10.000 +Retorno simples estimado = +69,14% (sem alavancagem adicional) + +================================================== +COMO SEPARAR POR CONTAS (RECOMENDAÇÃO) +================================================== + +Estrutura recomendada: 4 contas, 1 robô por conta + +Conta_A (35% = R$3.500) +- Robô: v6_60min +- Peso do lucro esperado: 2.315 / 6.914 = 33,48% +- Lucro anual proporcional estimado: R$2.315 +- Capital final estimado da conta: R$5.815 + +Conta_B (25% = R$2.500) +- Robô: v5_60min +- Peso do lucro esperado: 1.563 / 6.914 = 22,61% +- Lucro anual proporcional estimado: R$1.563 +- Capital final estimado da conta: R$4.063 + +Conta_C (25% = R$2.500) +- Robô: v45_60min +- Peso do lucro esperado: 1.643 / 6.914 = 23,76% +- Lucro anual proporcional estimado: R$1.643 +- Capital final estimado da conta: R$4.143 + +Conta_D (15% = R$1.500) +- Robô: v20_30min +- Peso do lucro esperado: 1.393 / 6.914 = 20,15% +- Lucro anual proporcional estimado: R$1.393 +- Capital final estimado da conta: R$2.893 + +Total consolidado (4 contas) +- Lucro estimado: R$6.914 +- Capital final estimado: R$16.914 + +================================================== +CONTROLE DE RISCO POR CONTA +================================================== + +Limites sugeridos +- Perda diária por conta: 1,0% do saldo da conta +- Perda semanal por conta: 3,0% do saldo da conta +- Ao bater limite semanal: pausar a conta até semana seguinte + +Observação operacional +- Você pode rodar no máximo 2 robôs simultâneos no início. +- Ordem prática de ativação: + 1) v6_60min + 2) v5_60min + 3) v45_60min + 4) v20_30min + +================================================== +CENÁRIOS DE RESULTADO (ANUAL) +================================================== + +Cenário Base (100% do histórico) +- Lucro: +R$6.914 +- Final: R$16.914 + +Cenário Conservador (75% do histórico, custos/slippage) +- Lucro: +R$5.185,50 +- Final: R$15.185,50 + +Cenário Estressado (50% do histórico) +- Lucro: +R$3.457 +- Final: R$13.457 + +Nota importante +- Isso é projeção baseada no histórico analisado, não garantia de resultado futuro. + +================================================== +CONFIGURAÇÃO PRONTA PARA COLOCAR NOS ROBÔS +================================================== + +1) LIMITES EM R$ POR CONTA (usar no setup de cada robô) + +Conta_A (v6_60min | saldo R$3.500) +- Limite diário (1%): R$35,00 +- Limite semanal (3%): R$105,00 + +Conta_B (v5_60min | saldo R$2.500) +- Limite diário (1%): R$25,00 +- Limite semanal (3%): R$75,00 + +Conta_C (v45_60min | saldo R$2.500) +- Limite diário (1%): R$25,00 +- Limite semanal (3%): R$75,00 + +Conta_D (v20_30min | saldo R$1.500) +- Limite diário (1%): R$15,00 +- Limite semanal (3%): R$45,00 + +2) LÓGICA DE TRAVA (copiar para todos os robôs) + +Passo a passo operacional +- No início de cada dia: recalcular limite diário pelo saldo atual da conta. +- No início de cada semana: zerar acumulador semanal. +- Se resultado do dia <= -limite diário: bloquear novas entradas até o próximo dia. +- Se resultado da semana <= -limite semanal: bloquear novas entradas até a próxima semana. + +Template (adaptar nomes de variáveis à sua estratégia) + +input + SaldoConta(3500.0); + RiscoDiaPct(1.0); + RiscoSemanaPct(3.0); + +var + LimiteDia, LimiteSemana : float; + ResultadoDia, ResultadoSemana : float; + BloqueioDia, BloqueioSemana : boolean; + +begin + LimiteDia := SaldoConta * (RiscoDiaPct / 100.0); + LimiteSemana := SaldoConta * (RiscoSemanaPct / 100.0); + + // Atualizar ResultadoDia e ResultadoSemana com o PnL da sua lógica + + if ResultadoDia <= -LimiteDia then + BloqueioDia := true; + + if ResultadoSemana <= -LimiteSemana then + BloqueioSemana := true; + + if BloqueioDia or BloqueioSemana then + begin + // Não abrir novas posições + // Exemplo: pular bloco de entrada + end; +end; + +3) PARÂMETRO SaldoConta EM CADA ROBÔ + +- No robô da Conta_A (v6_60min), usar SaldoConta(3500.0) +- No robô da Conta_B (v5_60min), usar SaldoConta(2500.0) +- No robô da Conta_C (v45_60min), usar SaldoConta(2500.0) +- No robô da Conta_D (v20_30min), usar SaldoConta(1500.0) + +4) REGRA DE REATIVAÇÃO + +- Bloqueio diário: reativar no próximo pregão. +- Bloqueio semanal: reativar na segunda-feira seguinte. \ No newline at end of file diff --git a/automacao_backtests/IFR_RSI/top10/1robo_ifr_v6_saida_hibrida60min77%.txt b/automacao_backtests/IFR_RSI/top10/1robo_ifr_v6_saida_hibrida60min77%.txt index 53bf5ce..22741a6 100644 --- a/automacao_backtests/IFR_RSI/top10/1robo_ifr_v6_saida_hibrida60min77%.txt +++ b/automacao_backtests/IFR_RSI/top10/1robo_ifr_v6_saida_hibrida60min77%.txt @@ -19,17 +19,72 @@ input UsarSaidaIFR50(true); UsarSaidaTempo(true); MaxBarrasPosicao(12); + UsarGestaoRisco(true); + SaldoConta(3500.0); + RiscoDiaPct(1.0); + RiscoSemanaPct(3.0); + ValorPorPonto(0.2); + QuantidadeContratos(1); + DiasParaResetSemanal(5); + UsarResetSemanalPorDiaFixo(true); + DiaSemanaReset(2); var fIFR, vMediaVol : float; Range, TamCorpo, TamPavioSup, TamPavioInf, fFechamentoPosicao : float; + fLimiteDia, fLimiteSemana, fResultadoDia, fResultadoSemana : float; + fPrecoEntrada, fResultadoTradePontos, fResultadoTradeReais : float; bVolumeAlto : boolean; + bBloqueioDia, bBloqueioSemana, bEstavaPosicionado : boolean; bMartelo, bEstrela, bDojiAlta, bDojiBaixa : boolean; bSinalCompra, bSinalVenda : boolean; bForcaContrariaCompra, bForcaContrariaVenda : boolean; - iBarrasEmPosicao : integer; + iBarrasEmPosicao, iDirecaoPosicao, iDiasSemana, iDiaSemanaAtual : integer; begin + if Date <> Date[1] then + begin + fResultadoDia := 0; + bBloqueioDia := false; + + if UsarResetSemanalPorDiaFixo then + begin + iDiaSemanaAtual := DayOfWeek(Date); + if iDiaSemanaAtual = DiaSemanaReset then + begin + fResultadoSemana := 0; + bBloqueioSemana := false; + end; + end + else + begin + iDiasSemana := iDiasSemana + 1; + if iDiasSemana > DiasParaResetSemanal then + begin + iDiasSemana := 1; + fResultadoSemana := 0; + bBloqueioSemana := false; + end; + end; + end; + + fLimiteDia := SaldoConta * (RiscoDiaPct / 100.0); + fLimiteSemana := SaldoConta * (RiscoSemanaPct / 100.0); + + if bEstavaPosicionado and (not IsBought) and (not IsSold) then + begin + fResultadoTradePontos := (Close - fPrecoEntrada) * iDirecaoPosicao; + fResultadoTradeReais := fResultadoTradePontos * ValorPorPonto * QuantidadeContratos; + fResultadoDia := fResultadoDia + fResultadoTradeReais; + fResultadoSemana := fResultadoSemana + fResultadoTradeReais; + end; + + if UsarGestaoRisco and (fResultadoDia <= -fLimiteDia) then + bBloqueioDia := true; + + if UsarGestaoRisco and (fResultadoSemana <= -fLimiteSemana) then + bBloqueioSemana := true; + fIFR := IFR(PeriodoIFR); vMediaVol := Media(PeriodoMediaVolume, Volume); bVolumeAlto := (not UsarFiltroVolume) or (Volume >= (vMediaVol * FatorVolume)); @@ -71,7 +126,7 @@ begin else iBarrasEmPosicao := 0; - if (not IsBought) and (not IsSold) then + if (not IsBought) and (not IsSold) and (not (UsarGestaoRisco and (bBloqueioDia or bBloqueioSemana))) then begin if (fIFR <= IFREntradaCompra) and bSinalCompra then BuyAtMarket @@ -92,4 +147,18 @@ begin or (UsarSaidaTempo and (iBarrasEmPosicao >= MaxBarrasPosicao)) ) then ClosePosition; + + if (not bEstavaPosicionado) and IsBought then + begin + fPrecoEntrada := Close; + iDirecaoPosicao := 1; + end; + + if (not bEstavaPosicionado) and IsSold then + begin + fPrecoEntrada := Close; + iDirecaoPosicao := -1; + end; + + bEstavaPosicionado := IsBought or IsSold; end; diff --git a/automacao_backtests/IFR_RSI/top10/2robo_ifr_v5_regime_volatilidade60min90%.txt b/automacao_backtests/IFR_RSI/top10/2robo_ifr_v5_regime_volatilidade60min90%.txt index f382c5d..f776077 100644 --- a/automacao_backtests/IFR_RSI/top10/2robo_ifr_v5_regime_volatilidade60min90%.txt +++ b/automacao_backtests/IFR_RSI/top10/2robo_ifr_v5_regime_volatilidade60min90%.txt @@ -18,15 +18,71 @@ input UsarFiltroVolume(false); MultiplicadorPavio(1.5); MaxPavioOpostoCorpo(1.2); + UsarGestaoRisco(true); + SaldoConta(2500.0); + RiscoDiaPct(1.0); + RiscoSemanaPct(3.0); + ValorPorPonto(0.2); + QuantidadeContratos(1); + DiasParaResetSemanal(5); + UsarResetSemanalPorDiaFixo(true); + DiaSemanaReset(2); var fIFR, vMediaVol, fATR, fATRMedio : float; fCompraNivel, fVendaNivel : float; Range, TamCorpo, TamPavioSup, TamPavioInf : float; + fLimiteDia, fLimiteSemana, fResultadoDia, fResultadoSemana : float; + fPrecoEntrada, fResultadoTradePontos, fResultadoTradeReais : float; bVolumeAlto, bAltaVolatilidade : boolean; + bBloqueioDia, bBloqueioSemana, bEstavaPosicionado : boolean; bMartelo, bEstrela : boolean; + iDirecaoPosicao, iDiasSemana, iDiaSemanaAtual : integer; begin + if Date <> Date[1] then + begin + fResultadoDia := 0; + bBloqueioDia := false; + + if UsarResetSemanalPorDiaFixo then + begin + iDiaSemanaAtual := DayOfWeek(Date); + if iDiaSemanaAtual = DiaSemanaReset then + begin + fResultadoSemana := 0; + bBloqueioSemana := false; + end; + end + else + begin + iDiasSemana := iDiasSemana + 1; + if iDiasSemana > DiasParaResetSemanal then + begin + iDiasSemana := 1; + fResultadoSemana := 0; + bBloqueioSemana := false; + end; + end; + end; + + fLimiteDia := SaldoConta * (RiscoDiaPct / 100.0); + fLimiteSemana := SaldoConta * (RiscoSemanaPct / 100.0); + + if bEstavaPosicionado and (not IsBought) and (not IsSold) then + begin + fResultadoTradePontos := (Close - fPrecoEntrada) * iDirecaoPosicao; + fResultadoTradeReais := fResultadoTradePontos * ValorPorPonto * QuantidadeContratos; + fResultadoDia := fResultadoDia + fResultadoTradeReais; + fResultadoSemana := fResultadoSemana + fResultadoTradeReais; + end; + + if UsarGestaoRisco and (fResultadoDia <= -fLimiteDia) then + bBloqueioDia := true; + + if UsarGestaoRisco and (fResultadoSemana <= -fLimiteSemana) then + bBloqueioSemana := true; + fIFR := IFR(PeriodoIFR); fATR := Media(PeriodoATR, Range); fATRMedio := Media(PeriodoATRMedia, fATR); @@ -62,7 +118,7 @@ begin and (TamPavioSup >= (TamCorpo * MultiplicadorPavio)) and (TamPavioInf <= (TamCorpo * MaxPavioOpostoCorpo)); - if (not IsBought) and (not IsSold) then + if (not IsBought) and (not IsSold) and (not (UsarGestaoRisco and (bBloqueioDia or bBloqueioSemana))) then begin if (fIFR <= fCompraNivel) and bMartelo and bVolumeAlto then BuyAtMarket @@ -75,4 +131,18 @@ begin if IsSold and (fIFR <= 50) then ClosePosition; + + if (not bEstavaPosicionado) and IsBought then + begin + fPrecoEntrada := Close; + iDirecaoPosicao := 1; + end; + + if (not bEstavaPosicionado) and IsSold then + begin + fPrecoEntrada := Close; + iDirecaoPosicao := -1; + end; + + bEstavaPosicionado := IsBought or IsSold; end; diff --git a/automacao_backtests/IFR_RSI/top10/3robo_ifr_v45_volume_por_horario60min75%.txt b/automacao_backtests/IFR_RSI/top10/3robo_ifr_v45_volume_por_horario60min75%.txt index 314b497..e6d85d0 100644 --- a/automacao_backtests/IFR_RSI/top10/3robo_ifr_v45_volume_por_horario60min75%.txt +++ b/automacao_backtests/IFR_RSI/top10/3robo_ifr_v45_volume_por_horario60min75%.txt @@ -18,13 +18,68 @@ input UsarSaidaIFR50(true); UsarSaidaTempo(true); MaxBarrasPosicao(12); + UsarGestaoRisco(true); + SaldoConta(2500.0); + RiscoDiaPct(1.0); + RiscoSemanaPct(3.0); + ValorPorPonto(0.2); + QuantidadeContratos(1); + DiasParaResetSemanal(5); + UsarResetSemanalPorDiaFixo(true); + DiaSemanaReset(2); var iBarrasEmPosicao : integer; fIFR, vMediaVol, fFatorAtual : float; - bVolumeOk : boolean; + fLimiteDia, fLimiteSemana, fResultadoDia, fResultadoSemana : float; + fPrecoEntrada, fResultadoTradePontos, fResultadoTradeReais : float; + bVolumeOk, bBloqueioDia, bBloqueioSemana, bEstavaPosicionado : boolean; + iDirecaoPosicao, iDiasSemana, iDiaSemanaAtual : integer; begin + if Date <> Date[1] then + begin + fResultadoDia := 0; + bBloqueioDia := false; + + if UsarResetSemanalPorDiaFixo then + begin + iDiaSemanaAtual := DayOfWeek(Date); + if iDiaSemanaAtual = DiaSemanaReset then + begin + fResultadoSemana := 0; + bBloqueioSemana := false; + end; + end + else + begin + iDiasSemana := iDiasSemana + 1; + if iDiasSemana > DiasParaResetSemanal then + begin + iDiasSemana := 1; + fResultadoSemana := 0; + bBloqueioSemana := false; + end; + end; + end; + + fLimiteDia := SaldoConta * (RiscoDiaPct / 100.0); + fLimiteSemana := SaldoConta * (RiscoSemanaPct / 100.0); + + if bEstavaPosicionado and (not IsBought) and (not IsSold) then + begin + fResultadoTradePontos := (Close - fPrecoEntrada) * iDirecaoPosicao; + fResultadoTradeReais := fResultadoTradePontos * ValorPorPonto * QuantidadeContratos; + fResultadoDia := fResultadoDia + fResultadoTradeReais; + fResultadoSemana := fResultadoSemana + fResultadoTradeReais; + end; + + if UsarGestaoRisco and (fResultadoDia <= -fLimiteDia) then + bBloqueioDia := true; + + if UsarGestaoRisco and (fResultadoSemana <= -fLimiteSemana) then + bBloqueioSemana := true; + fIFR := IFR(PeriodoIFR); vMediaVol := Media(PeriodoMediaVolume, Volume); @@ -35,7 +90,7 @@ begin bVolumeOk := (Volume >= (vMediaVol * fFatorAtual)); - if (not IsBought) and (not IsSold) and bVolumeOk then + if (not IsBought) and (not IsSold) and bVolumeOk and (not (UsarGestaoRisco and (bBloqueioDia or bBloqueioSemana))) then begin if (fIFR[1] <= IFRExtremoCompra) and (fIFR >= IFREtornoCompra) then begin @@ -57,4 +112,18 @@ begin if IsSold and ((UsarSaidaIFR50 and (fIFR <= 50)) or (UsarSaidaTempo and (iBarrasEmPosicao >= MaxBarrasPosicao))) then ClosePosition; + + if (not bEstavaPosicionado) and IsBought then + begin + fPrecoEntrada := Close; + iDirecaoPosicao := 1; + end; + + if (not bEstavaPosicionado) and IsSold then + begin + fPrecoEntrada := Close; + iDirecaoPosicao := -1; + end; + + bEstavaPosicionado := IsBought or IsSold; end; \ No newline at end of file diff --git a/automacao_backtests/IFR_RSI/top10/4robo_ifr_v20_ifr_assimetrico_lado30min62%.txt b/automacao_backtests/IFR_RSI/top10/4robo_ifr_v20_ifr_assimetrico_lado30min62%.txt index 99107d9..f950430 100644 --- a/automacao_backtests/IFR_RSI/top10/4robo_ifr_v20_ifr_assimetrico_lado30min62%.txt +++ b/automacao_backtests/IFR_RSI/top10/4robo_ifr_v20_ifr_assimetrico_lado30min62%.txt @@ -14,15 +14,71 @@ input UsarSaidaIFR50(true); UsarSaidaTempo(true); MaxBarrasPosicao(15); + UsarGestaoRisco(true); + SaldoConta(1500.0); + RiscoDiaPct(1.0); + RiscoSemanaPct(3.0); + ValorPorPonto(0.2); + QuantidadeContratos(1); + DiasParaResetSemanal(5); + UsarResetSemanalPorDiaFixo(true); + DiaSemanaReset(2); var iBarrasEmPosicao : integer; fIFR : float; + fLimiteDia, fLimiteSemana, fResultadoDia, fResultadoSemana : float; + fPrecoEntrada, fResultadoTradePontos, fResultadoTradeReais : float; + bBloqueioDia, bBloqueioSemana, bEstavaPosicionado : boolean; + iDirecaoPosicao, iDiasSemana, iDiaSemanaAtual : integer; begin + if Date <> Date[1] then + begin + fResultadoDia := 0; + bBloqueioDia := false; + + if UsarResetSemanalPorDiaFixo then + begin + iDiaSemanaAtual := DayOfWeek(Date); + if iDiaSemanaAtual = DiaSemanaReset then + begin + fResultadoSemana := 0; + bBloqueioSemana := false; + end; + end + else + begin + iDiasSemana := iDiasSemana + 1; + if iDiasSemana > DiasParaResetSemanal then + begin + iDiasSemana := 1; + fResultadoSemana := 0; + bBloqueioSemana := false; + end; + end; + end; + + fLimiteDia := SaldoConta * (RiscoDiaPct / 100.0); + fLimiteSemana := SaldoConta * (RiscoSemanaPct / 100.0); + + if bEstavaPosicionado and (not IsBought) and (not IsSold) then + begin + fResultadoTradePontos := (Close - fPrecoEntrada) * iDirecaoPosicao; + fResultadoTradeReais := fResultadoTradePontos * ValorPorPonto * QuantidadeContratos; + fResultadoDia := fResultadoDia + fResultadoTradeReais; + fResultadoSemana := fResultadoSemana + fResultadoTradeReais; + end; + + if UsarGestaoRisco and (fResultadoDia <= -fLimiteDia) then + bBloqueioDia := true; + + if UsarGestaoRisco and (fResultadoSemana <= -fLimiteSemana) then + bBloqueioSemana := true; + fIFR := IFR(PeriodoIFR); - if (not IsBought) and (not IsSold) then + if (not IsBought) and (not IsSold) and (not (UsarGestaoRisco and (bBloqueioDia or bBloqueioSemana))) then begin if (fIFR[1] <= IFRExtremoCompra) and (fIFR >= IFREtornoCompra) then begin @@ -44,4 +100,18 @@ begin if IsSold and ((UsarSaidaIFR50 and (fIFR <= 48)) or (UsarSaidaTempo and (iBarrasEmPosicao >= MaxBarrasPosicao))) then ClosePosition; + + if (not bEstavaPosicionado) and IsBought then + begin + fPrecoEntrada := Close; + iDirecaoPosicao := 1; + end; + + if (not bEstavaPosicionado) and IsSold then + begin + fPrecoEntrada := Close; + iDirecaoPosicao := -1; + end; + + bEstavaPosicionado := IsBought or IsSold; end; \ No newline at end of file From 78c740f009b5f9ea2c5725195822b48c8bc859ec Mon Sep 17 00:00:00 2001 From: Wesley Gomes da Silva Date: Mon, 2 Mar 2026 20:35:36 -0300 Subject: [PATCH 22/28] Aprimora top4 com OCO/breakeven parametrizavel e hard lock --- .../IFR_RSI/top10/10000reais.txt | 154 ---------- .../1robo_ifr_v6_saida_hibrida60min77%.txt | 48 +++ ...obo_ifr_v5_regime_volatilidade60min90%.txt | 50 +++- ...obo_ifr_v45_volume_por_horario60min75%.txt | 50 +++- ...o_ifr_v20_ifr_assimetrico_lado30min62%.txt | 50 +++- .../IFR_RSI/top10/gestaoRiscoTop4_IFR.txt | 274 ++++++++++++++++++ 6 files changed, 466 insertions(+), 160 deletions(-) delete mode 100644 automacao_backtests/IFR_RSI/top10/10000reais.txt create mode 100644 automacao_backtests/IFR_RSI/top10/gestaoRiscoTop4_IFR.txt diff --git a/automacao_backtests/IFR_RSI/top10/10000reais.txt b/automacao_backtests/IFR_RSI/top10/10000reais.txt deleted file mode 100644 index 4200ddb..0000000 --- a/automacao_backtests/IFR_RSI/top10/10000reais.txt +++ /dev/null @@ -1,154 +0,0 @@ -PLANO DE CONTAS - 4 ROBÔS IFR (CAPITAL R$10.000) - -Base dos robôs (resultado anual histórico do estudo) -1) v6_60min = +2.315 -2) v5_60min = +1.563 -3) v45_60min = +1.643 -4) v20_30min = +1.393 - -Soma histórica dos 4 = +6.914 -Capital base = R$10.000 -Retorno simples estimado = +69,14% (sem alavancagem adicional) - -================================================== -COMO SEPARAR POR CONTAS (RECOMENDAÇÃO) -================================================== - -Estrutura recomendada: 4 contas, 1 robô por conta - -Conta_A (35% = R$3.500) -- Robô: v6_60min -- Peso do lucro esperado: 2.315 / 6.914 = 33,48% -- Lucro anual proporcional estimado: R$2.315 -- Capital final estimado da conta: R$5.815 - -Conta_B (25% = R$2.500) -- Robô: v5_60min -- Peso do lucro esperado: 1.563 / 6.914 = 22,61% -- Lucro anual proporcional estimado: R$1.563 -- Capital final estimado da conta: R$4.063 - -Conta_C (25% = R$2.500) -- Robô: v45_60min -- Peso do lucro esperado: 1.643 / 6.914 = 23,76% -- Lucro anual proporcional estimado: R$1.643 -- Capital final estimado da conta: R$4.143 - -Conta_D (15% = R$1.500) -- Robô: v20_30min -- Peso do lucro esperado: 1.393 / 6.914 = 20,15% -- Lucro anual proporcional estimado: R$1.393 -- Capital final estimado da conta: R$2.893 - -Total consolidado (4 contas) -- Lucro estimado: R$6.914 -- Capital final estimado: R$16.914 - -================================================== -CONTROLE DE RISCO POR CONTA -================================================== - -Limites sugeridos -- Perda diária por conta: 1,0% do saldo da conta -- Perda semanal por conta: 3,0% do saldo da conta -- Ao bater limite semanal: pausar a conta até semana seguinte - -Observação operacional -- Você pode rodar no máximo 2 robôs simultâneos no início. -- Ordem prática de ativação: - 1) v6_60min - 2) v5_60min - 3) v45_60min - 4) v20_30min - -================================================== -CENÁRIOS DE RESULTADO (ANUAL) -================================================== - -Cenário Base (100% do histórico) -- Lucro: +R$6.914 -- Final: R$16.914 - -Cenário Conservador (75% do histórico, custos/slippage) -- Lucro: +R$5.185,50 -- Final: R$15.185,50 - -Cenário Estressado (50% do histórico) -- Lucro: +R$3.457 -- Final: R$13.457 - -Nota importante -- Isso é projeção baseada no histórico analisado, não garantia de resultado futuro. - -================================================== -CONFIGURAÇÃO PRONTA PARA COLOCAR NOS ROBÔS -================================================== - -1) LIMITES EM R$ POR CONTA (usar no setup de cada robô) - -Conta_A (v6_60min | saldo R$3.500) -- Limite diário (1%): R$35,00 -- Limite semanal (3%): R$105,00 - -Conta_B (v5_60min | saldo R$2.500) -- Limite diário (1%): R$25,00 -- Limite semanal (3%): R$75,00 - -Conta_C (v45_60min | saldo R$2.500) -- Limite diário (1%): R$25,00 -- Limite semanal (3%): R$75,00 - -Conta_D (v20_30min | saldo R$1.500) -- Limite diário (1%): R$15,00 -- Limite semanal (3%): R$45,00 - -2) LÓGICA DE TRAVA (copiar para todos os robôs) - -Passo a passo operacional -- No início de cada dia: recalcular limite diário pelo saldo atual da conta. -- No início de cada semana: zerar acumulador semanal. -- Se resultado do dia <= -limite diário: bloquear novas entradas até o próximo dia. -- Se resultado da semana <= -limite semanal: bloquear novas entradas até a próxima semana. - -Template (adaptar nomes de variáveis à sua estratégia) - -input - SaldoConta(3500.0); - RiscoDiaPct(1.0); - RiscoSemanaPct(3.0); - -var - LimiteDia, LimiteSemana : float; - ResultadoDia, ResultadoSemana : float; - BloqueioDia, BloqueioSemana : boolean; - -begin - LimiteDia := SaldoConta * (RiscoDiaPct / 100.0); - LimiteSemana := SaldoConta * (RiscoSemanaPct / 100.0); - - // Atualizar ResultadoDia e ResultadoSemana com o PnL da sua lógica - - if ResultadoDia <= -LimiteDia then - BloqueioDia := true; - - if ResultadoSemana <= -LimiteSemana then - BloqueioSemana := true; - - if BloqueioDia or BloqueioSemana then - begin - // Não abrir novas posições - // Exemplo: pular bloco de entrada - end; -end; - -3) PARÂMETRO SaldoConta EM CADA ROBÔ - -- No robô da Conta_A (v6_60min), usar SaldoConta(3500.0) -- No robô da Conta_B (v5_60min), usar SaldoConta(2500.0) -- No robô da Conta_C (v45_60min), usar SaldoConta(2500.0) -- No robô da Conta_D (v20_30min), usar SaldoConta(1500.0) - -4) REGRA DE REATIVAÇÃO - -- Bloqueio diário: reativar no próximo pregão. -- Bloqueio semanal: reativar na segunda-feira seguinte. \ No newline at end of file diff --git a/automacao_backtests/IFR_RSI/top10/1robo_ifr_v6_saida_hibrida60min77%.txt b/automacao_backtests/IFR_RSI/top10/1robo_ifr_v6_saida_hibrida60min77%.txt index 22741a6..6f7e40e 100644 --- a/automacao_backtests/IFR_RSI/top10/1robo_ifr_v6_saida_hibrida60min77%.txt +++ b/automacao_backtests/IFR_RSI/top10/1robo_ifr_v6_saida_hibrida60min77%.txt @@ -18,8 +18,15 @@ input UsarSaidaPorSinalContrario(true); UsarSaidaIFR50(true); UsarSaidaTempo(true); + UsarOCO(false); + StopLossPontos(100.0); + TakeProfitPontos(150.0); + UsarBreakEven(false); + BreakEvenTriggerPontos(80.0); + BreakEvenOffsetPontos(5.0); MaxBarrasPosicao(12); UsarGestaoRisco(true); + UsarHardLock(true); SaldoConta(3500.0); RiscoDiaPct(1.0); RiscoSemanaPct(3.0); @@ -34,8 +41,10 @@ var Range, TamCorpo, TamPavioSup, TamPavioInf, fFechamentoPosicao : float; fLimiteDia, fLimiteSemana, fResultadoDia, fResultadoSemana : float; fPrecoEntrada, fResultadoTradePontos, fResultadoTradeReais : float; + fStopAtual, fAlvoAtual : float; bVolumeAlto : boolean; bBloqueioDia, bBloqueioSemana, bEstavaPosicionado : boolean; + bBreakEvenAtivo, bSaidaOCOCompra, bSaidaOCOVenda : boolean; bMartelo, bEstrela, bDojiAlta, bDojiBaixa : boolean; bSinalCompra, bSinalVenda : boolean; bForcaContrariaCompra, bForcaContrariaVenda : boolean; @@ -85,6 +94,9 @@ begin if UsarGestaoRisco and (fResultadoSemana <= -fLimiteSemana) then bBloqueioSemana := true; + if UsarGestaoRisco and UsarHardLock and (bBloqueioDia or bBloqueioSemana) and (IsBought or IsSold) then + ClosePosition; + fIFR := IFR(PeriodoIFR); vMediaVol := Media(PeriodoMediaVolume, Volume); bVolumeAlto := (not UsarFiltroVolume) or (Volume >= (vMediaVol * FatorVolume)); @@ -124,7 +136,39 @@ begin if IsBought or IsSold then iBarrasEmPosicao := iBarrasEmPosicao + 1 else + begin iBarrasEmPosicao := 0; + bBreakEvenAtivo := false; + end; + + bSaidaOCOCompra := false; + bSaidaOCOVenda := false; + + if IsBought and bEstavaPosicionado then + begin + if UsarBreakEven and (not bBreakEvenAtivo) and ((High - fPrecoEntrada) >= BreakEvenTriggerPontos) then + bBreakEvenAtivo := true; + + fStopAtual := fPrecoEntrada - StopLossPontos; + if UsarBreakEven and bBreakEvenAtivo then + fStopAtual := Max(fStopAtual, fPrecoEntrada + BreakEvenOffsetPontos); + + fAlvoAtual := fPrecoEntrada + TakeProfitPontos; + bSaidaOCOCompra := UsarOCO and ((Low <= fStopAtual) or (High >= fAlvoAtual)); + end; + + if IsSold and bEstavaPosicionado then + begin + if UsarBreakEven and (not bBreakEvenAtivo) and ((fPrecoEntrada - Low) >= BreakEvenTriggerPontos) then + bBreakEvenAtivo := true; + + fStopAtual := fPrecoEntrada + StopLossPontos; + if UsarBreakEven and bBreakEvenAtivo then + fStopAtual := Min(fStopAtual, fPrecoEntrada - BreakEvenOffsetPontos); + + fAlvoAtual := fPrecoEntrada - TakeProfitPontos; + bSaidaOCOVenda := UsarOCO and ((High >= fStopAtual) or (Low <= fAlvoAtual)); + end; if (not IsBought) and (not IsSold) and (not (UsarGestaoRisco and (bBloqueioDia or bBloqueioSemana))) then begin @@ -138,6 +182,7 @@ begin (UsarSaidaPorSinalContrario and bForcaContrariaCompra) or (UsarSaidaIFR50 and (fIFR >= 50)) or (UsarSaidaTempo and (iBarrasEmPosicao >= MaxBarrasPosicao)) + or bSaidaOCOCompra ) then ClosePosition; @@ -145,6 +190,7 @@ begin (UsarSaidaPorSinalContrario and bForcaContrariaVenda) or (UsarSaidaIFR50 and (fIFR <= 50)) or (UsarSaidaTempo and (iBarrasEmPosicao >= MaxBarrasPosicao)) + or bSaidaOCOVenda ) then ClosePosition; @@ -152,12 +198,14 @@ begin begin fPrecoEntrada := Close; iDirecaoPosicao := 1; + bBreakEvenAtivo := false; end; if (not bEstavaPosicionado) and IsSold then begin fPrecoEntrada := Close; iDirecaoPosicao := -1; + bBreakEvenAtivo := false; end; bEstavaPosicionado := IsBought or IsSold; diff --git a/automacao_backtests/IFR_RSI/top10/2robo_ifr_v5_regime_volatilidade60min90%.txt b/automacao_backtests/IFR_RSI/top10/2robo_ifr_v5_regime_volatilidade60min90%.txt index f776077..451823b 100644 --- a/automacao_backtests/IFR_RSI/top10/2robo_ifr_v5_regime_volatilidade60min90%.txt +++ b/automacao_backtests/IFR_RSI/top10/2robo_ifr_v5_regime_volatilidade60min90%.txt @@ -18,7 +18,14 @@ input UsarFiltroVolume(false); MultiplicadorPavio(1.5); MaxPavioOpostoCorpo(1.2); + UsarOCO(false); + StopLossPontos(100.0); + TakeProfitPontos(150.0); + UsarBreakEven(false); + BreakEvenTriggerPontos(80.0); + BreakEvenOffsetPontos(5.0); UsarGestaoRisco(true); + UsarHardLock(true); SaldoConta(2500.0); RiscoDiaPct(1.0); RiscoSemanaPct(3.0); @@ -34,8 +41,10 @@ var Range, TamCorpo, TamPavioSup, TamPavioInf : float; fLimiteDia, fLimiteSemana, fResultadoDia, fResultadoSemana : float; fPrecoEntrada, fResultadoTradePontos, fResultadoTradeReais : float; + fStopAtual, fAlvoAtual : float; bVolumeAlto, bAltaVolatilidade : boolean; bBloqueioDia, bBloqueioSemana, bEstavaPosicionado : boolean; + bBreakEvenAtivo, bSaidaOCOCompra, bSaidaOCOVenda : boolean; bMartelo, bEstrela : boolean; iDirecaoPosicao, iDiasSemana, iDiaSemanaAtual : integer; @@ -83,6 +92,9 @@ begin if UsarGestaoRisco and (fResultadoSemana <= -fLimiteSemana) then bBloqueioSemana := true; + if UsarGestaoRisco and UsarHardLock and (bBloqueioDia or bBloqueioSemana) and (IsBought or IsSold) then + ClosePosition; + fIFR := IFR(PeriodoIFR); fATR := Media(PeriodoATR, Range); fATRMedio := Media(PeriodoATRMedia, fATR); @@ -118,6 +130,35 @@ begin and (TamPavioSup >= (TamCorpo * MultiplicadorPavio)) and (TamPavioInf <= (TamCorpo * MaxPavioOpostoCorpo)); + bSaidaOCOCompra := false; + bSaidaOCOVenda := false; + + if IsBought and bEstavaPosicionado then + begin + if UsarBreakEven and (not bBreakEvenAtivo) and ((High - fPrecoEntrada) >= BreakEvenTriggerPontos) then + bBreakEvenAtivo := true; + + fStopAtual := fPrecoEntrada - StopLossPontos; + if UsarBreakEven and bBreakEvenAtivo then + fStopAtual := Max(fStopAtual, fPrecoEntrada + BreakEvenOffsetPontos); + + fAlvoAtual := fPrecoEntrada + TakeProfitPontos; + bSaidaOCOCompra := UsarOCO and ((Low <= fStopAtual) or (High >= fAlvoAtual)); + end; + + if IsSold and bEstavaPosicionado then + begin + if UsarBreakEven and (not bBreakEvenAtivo) and ((fPrecoEntrada - Low) >= BreakEvenTriggerPontos) then + bBreakEvenAtivo := true; + + fStopAtual := fPrecoEntrada + StopLossPontos; + if UsarBreakEven and bBreakEvenAtivo then + fStopAtual := Min(fStopAtual, fPrecoEntrada - BreakEvenOffsetPontos); + + fAlvoAtual := fPrecoEntrada - TakeProfitPontos; + bSaidaOCOVenda := UsarOCO and ((High >= fStopAtual) or (Low <= fAlvoAtual)); + end; + if (not IsBought) and (not IsSold) and (not (UsarGestaoRisco and (bBloqueioDia or bBloqueioSemana))) then begin if (fIFR <= fCompraNivel) and bMartelo and bVolumeAlto then @@ -126,23 +167,28 @@ begin SellShortAtMarket; end; - if IsBought and (fIFR >= 50) then + if IsBought and ((fIFR >= 50) or bSaidaOCOCompra) then ClosePosition; - if IsSold and (fIFR <= 50) then + if IsSold and ((fIFR <= 50) or bSaidaOCOVenda) then ClosePosition; if (not bEstavaPosicionado) and IsBought then begin fPrecoEntrada := Close; iDirecaoPosicao := 1; + bBreakEvenAtivo := false; end; if (not bEstavaPosicionado) and IsSold then begin fPrecoEntrada := Close; iDirecaoPosicao := -1; + bBreakEvenAtivo := false; end; + if (not IsBought) and (not IsSold) then + bBreakEvenAtivo := false; + bEstavaPosicionado := IsBought or IsSold; end; diff --git a/automacao_backtests/IFR_RSI/top10/3robo_ifr_v45_volume_por_horario60min75%.txt b/automacao_backtests/IFR_RSI/top10/3robo_ifr_v45_volume_por_horario60min75%.txt index e6d85d0..437d404 100644 --- a/automacao_backtests/IFR_RSI/top10/3robo_ifr_v45_volume_por_horario60min75%.txt +++ b/automacao_backtests/IFR_RSI/top10/3robo_ifr_v45_volume_por_horario60min75%.txt @@ -17,8 +17,15 @@ input FatorVolumeMeio(1.0); UsarSaidaIFR50(true); UsarSaidaTempo(true); + UsarOCO(false); + StopLossPontos(100.0); + TakeProfitPontos(150.0); + UsarBreakEven(false); + BreakEvenTriggerPontos(80.0); + BreakEvenOffsetPontos(5.0); MaxBarrasPosicao(12); UsarGestaoRisco(true); + UsarHardLock(true); SaldoConta(2500.0); RiscoDiaPct(1.0); RiscoSemanaPct(3.0); @@ -33,7 +40,9 @@ var fIFR, vMediaVol, fFatorAtual : float; fLimiteDia, fLimiteSemana, fResultadoDia, fResultadoSemana : float; fPrecoEntrada, fResultadoTradePontos, fResultadoTradeReais : float; + fStopAtual, fAlvoAtual : float; bVolumeOk, bBloqueioDia, bBloqueioSemana, bEstavaPosicionado : boolean; + bBreakEvenAtivo, bSaidaOCOCompra, bSaidaOCOVenda : boolean; iDirecaoPosicao, iDiasSemana, iDiaSemanaAtual : integer; begin @@ -80,6 +89,9 @@ begin if UsarGestaoRisco and (fResultadoSemana <= -fLimiteSemana) then bBloqueioSemana := true; + if UsarGestaoRisco and UsarHardLock and (bBloqueioDia or bBloqueioSemana) and (IsBought or IsSold) then + ClosePosition; + fIFR := IFR(PeriodoIFR); vMediaVol := Media(PeriodoMediaVolume, Volume); @@ -90,6 +102,35 @@ begin bVolumeOk := (Volume >= (vMediaVol * fFatorAtual)); + bSaidaOCOCompra := false; + bSaidaOCOVenda := false; + + if IsBought and bEstavaPosicionado then + begin + if UsarBreakEven and (not bBreakEvenAtivo) and ((High - fPrecoEntrada) >= BreakEvenTriggerPontos) then + bBreakEvenAtivo := true; + + fStopAtual := fPrecoEntrada - StopLossPontos; + if UsarBreakEven and bBreakEvenAtivo then + fStopAtual := Max(fStopAtual, fPrecoEntrada + BreakEvenOffsetPontos); + + fAlvoAtual := fPrecoEntrada + TakeProfitPontos; + bSaidaOCOCompra := UsarOCO and ((Low <= fStopAtual) or (High >= fAlvoAtual)); + end; + + if IsSold and bEstavaPosicionado then + begin + if UsarBreakEven and (not bBreakEvenAtivo) and ((fPrecoEntrada - Low) >= BreakEvenTriggerPontos) then + bBreakEvenAtivo := true; + + fStopAtual := fPrecoEntrada + StopLossPontos; + if UsarBreakEven and bBreakEvenAtivo then + fStopAtual := Min(fStopAtual, fPrecoEntrada - BreakEvenOffsetPontos); + + fAlvoAtual := fPrecoEntrada - TakeProfitPontos; + bSaidaOCOVenda := UsarOCO and ((High >= fStopAtual) or (Low <= fAlvoAtual)); + end; + if (not IsBought) and (not IsSold) and bVolumeOk and (not (UsarGestaoRisco and (bBloqueioDia or bBloqueioSemana))) then begin if (fIFR[1] <= IFRExtremoCompra) and (fIFR >= IFREtornoCompra) then @@ -107,23 +148,28 @@ begin else iBarrasEmPosicao := 0; - if IsBought and ((UsarSaidaIFR50 and (fIFR >= 50)) or (UsarSaidaTempo and (iBarrasEmPosicao >= MaxBarrasPosicao))) then + if IsBought and ((UsarSaidaIFR50 and (fIFR >= 50)) or (UsarSaidaTempo and (iBarrasEmPosicao >= MaxBarrasPosicao)) or bSaidaOCOCompra) then ClosePosition; - if IsSold and ((UsarSaidaIFR50 and (fIFR <= 50)) or (UsarSaidaTempo and (iBarrasEmPosicao >= MaxBarrasPosicao))) then + if IsSold and ((UsarSaidaIFR50 and (fIFR <= 50)) or (UsarSaidaTempo and (iBarrasEmPosicao >= MaxBarrasPosicao)) or bSaidaOCOVenda) then ClosePosition; if (not bEstavaPosicionado) and IsBought then begin fPrecoEntrada := Close; iDirecaoPosicao := 1; + bBreakEvenAtivo := false; end; if (not bEstavaPosicionado) and IsSold then begin fPrecoEntrada := Close; iDirecaoPosicao := -1; + bBreakEvenAtivo := false; end; + if (not IsBought) and (not IsSold) then + bBreakEvenAtivo := false; + bEstavaPosicionado := IsBought or IsSold; end; \ No newline at end of file diff --git a/automacao_backtests/IFR_RSI/top10/4robo_ifr_v20_ifr_assimetrico_lado30min62%.txt b/automacao_backtests/IFR_RSI/top10/4robo_ifr_v20_ifr_assimetrico_lado30min62%.txt index f950430..022ba77 100644 --- a/automacao_backtests/IFR_RSI/top10/4robo_ifr_v20_ifr_assimetrico_lado30min62%.txt +++ b/automacao_backtests/IFR_RSI/top10/4robo_ifr_v20_ifr_assimetrico_lado30min62%.txt @@ -13,8 +13,15 @@ input IFREtornoVenda(62); UsarSaidaIFR50(true); UsarSaidaTempo(true); + UsarOCO(false); + StopLossPontos(100.0); + TakeProfitPontos(150.0); + UsarBreakEven(false); + BreakEvenTriggerPontos(80.0); + BreakEvenOffsetPontos(5.0); MaxBarrasPosicao(15); UsarGestaoRisco(true); + UsarHardLock(true); SaldoConta(1500.0); RiscoDiaPct(1.0); RiscoSemanaPct(3.0); @@ -29,7 +36,9 @@ var fIFR : float; fLimiteDia, fLimiteSemana, fResultadoDia, fResultadoSemana : float; fPrecoEntrada, fResultadoTradePontos, fResultadoTradeReais : float; + fStopAtual, fAlvoAtual : float; bBloqueioDia, bBloqueioSemana, bEstavaPosicionado : boolean; + bBreakEvenAtivo, bSaidaOCOCompra, bSaidaOCOVenda : boolean; iDirecaoPosicao, iDiasSemana, iDiaSemanaAtual : integer; begin @@ -76,8 +85,40 @@ begin if UsarGestaoRisco and (fResultadoSemana <= -fLimiteSemana) then bBloqueioSemana := true; + if UsarGestaoRisco and UsarHardLock and (bBloqueioDia or bBloqueioSemana) and (IsBought or IsSold) then + ClosePosition; + fIFR := IFR(PeriodoIFR); + bSaidaOCOCompra := false; + bSaidaOCOVenda := false; + + if IsBought and bEstavaPosicionado then + begin + if UsarBreakEven and (not bBreakEvenAtivo) and ((High - fPrecoEntrada) >= BreakEvenTriggerPontos) then + bBreakEvenAtivo := true; + + fStopAtual := fPrecoEntrada - StopLossPontos; + if UsarBreakEven and bBreakEvenAtivo then + fStopAtual := Max(fStopAtual, fPrecoEntrada + BreakEvenOffsetPontos); + + fAlvoAtual := fPrecoEntrada + TakeProfitPontos; + bSaidaOCOCompra := UsarOCO and ((Low <= fStopAtual) or (High >= fAlvoAtual)); + end; + + if IsSold and bEstavaPosicionado then + begin + if UsarBreakEven and (not bBreakEvenAtivo) and ((fPrecoEntrada - Low) >= BreakEvenTriggerPontos) then + bBreakEvenAtivo := true; + + fStopAtual := fPrecoEntrada + StopLossPontos; + if UsarBreakEven and bBreakEvenAtivo then + fStopAtual := Min(fStopAtual, fPrecoEntrada - BreakEvenOffsetPontos); + + fAlvoAtual := fPrecoEntrada - TakeProfitPontos; + bSaidaOCOVenda := UsarOCO and ((High >= fStopAtual) or (Low <= fAlvoAtual)); + end; + if (not IsBought) and (not IsSold) and (not (UsarGestaoRisco and (bBloqueioDia or bBloqueioSemana))) then begin if (fIFR[1] <= IFRExtremoCompra) and (fIFR >= IFREtornoCompra) then @@ -95,23 +136,28 @@ begin else iBarrasEmPosicao := 0; - if IsBought and ((UsarSaidaIFR50 and (fIFR >= 52)) or (UsarSaidaTempo and (iBarrasEmPosicao >= MaxBarrasPosicao))) then + if IsBought and ((UsarSaidaIFR50 and (fIFR >= 52)) or (UsarSaidaTempo and (iBarrasEmPosicao >= MaxBarrasPosicao)) or bSaidaOCOCompra) then ClosePosition; - if IsSold and ((UsarSaidaIFR50 and (fIFR <= 48)) or (UsarSaidaTempo and (iBarrasEmPosicao >= MaxBarrasPosicao))) then + if IsSold and ((UsarSaidaIFR50 and (fIFR <= 48)) or (UsarSaidaTempo and (iBarrasEmPosicao >= MaxBarrasPosicao)) or bSaidaOCOVenda) then ClosePosition; if (not bEstavaPosicionado) and IsBought then begin fPrecoEntrada := Close; iDirecaoPosicao := 1; + bBreakEvenAtivo := false; end; if (not bEstavaPosicionado) and IsSold then begin fPrecoEntrada := Close; iDirecaoPosicao := -1; + bBreakEvenAtivo := false; end; + if (not IsBought) and (not IsSold) then + bBreakEvenAtivo := false; + bEstavaPosicionado := IsBought or IsSold; end; \ No newline at end of file diff --git a/automacao_backtests/IFR_RSI/top10/gestaoRiscoTop4_IFR.txt b/automacao_backtests/IFR_RSI/top10/gestaoRiscoTop4_IFR.txt new file mode 100644 index 0000000..5093ae0 --- /dev/null +++ b/automacao_backtests/IFR_RSI/top10/gestaoRiscoTop4_IFR.txt @@ -0,0 +1,274 @@ +PLANO OPERACIONAL - ROBÔS IFR + +================================================== +PLANO A - MÍNIMO POSSÍVEL PARA COMEÇAR +================================================== + +Objetivo +- Começar com o menor capital possível, 1 robô e 1 contrato. + +Capital mínimo para início +- R$1.500 + +Configuração do Plano A +- Robô: v20_30min +- Contratos: 1 +- Perda diária máxima (1%): R$15,00 +- Perda semanal máxima (3%): R$45,00 + +Evolução sugerida do Plano A +- Etapa 1: R$1.500 -> rodar apenas v20_30min. +- Etapa 2: R$4.000 -> rodar 2 robôs (v20_30min + v45_60min), 1 contrato cada. +- Etapa 3: migrar para Plano B completo quando atingir estrutura e consistência. + +================================================== +PLANO B - ESTRUTURA COMPLETA (CAPITAL R$10.000) +================================================== + +RESUMO RÁPIDO - VALOR MÍNIMO PARA USAR OS ROBÔS (PLANO B) +- v6_60min: R$3.500 +- v5_60min: R$2.500 +- v45_60min: R$2.500 +- v20_30min: R$1.500 +- Mínimo total para rodar os 4: R$10.000 + +Mínimo operacional +- 1 contrato por robô/conta. + +Base dos robôs (resultado anual histórico do estudo) +1) v6_60min = +2.315 +2) v5_60min = +1.563 +3) v45_60min = +1.643 +4) v20_30min = +1.393 + +Soma histórica dos 4 = +6.914 +Capital base = R$10.000 +Retorno simples estimado = +69,14% (sem alavancagem adicional) + +================================================== +COMO SEPARAR POR CONTAS (RECOMENDAÇÃO) +================================================== + +Estrutura recomendada: 4 contas, 1 robô por conta + +Conta_A (35% = R$3.500) +- Robô: v6_60min +- Peso do lucro esperado: 2.315 / 6.914 = 33,48% +- Lucro anual proporcional estimado: R$2.315 +- Capital final estimado da conta: R$5.815 + +Conta_B (25% = R$2.500) +- Robô: v5_60min +- Peso do lucro esperado: 1.563 / 6.914 = 22,61% +- Lucro anual proporcional estimado: R$1.563 +- Capital final estimado da conta: R$4.063 + +Conta_C (25% = R$2.500) +- Robô: v45_60min +- Peso do lucro esperado: 1.643 / 6.914 = 23,76% +- Lucro anual proporcional estimado: R$1.643 +- Capital final estimado da conta: R$4.143 + +Conta_D (15% = R$1.500) +- Robô: v20_30min +- Peso do lucro esperado: 1.393 / 6.914 = 20,15% +- Lucro anual proporcional estimado: R$1.393 +- Capital final estimado da conta: R$2.893 + +Total consolidado (4 contas) +- Lucro estimado: R$6.914 +- Capital final estimado: R$16.914 + +================================================== +CONTROLE DE RISCO POR CONTA +================================================== + +Limites sugeridos +- Perda diária por conta: 1,0% do saldo da conta +- Perda semanal por conta: 3,0% do saldo da conta +- Ao bater limite semanal: pausar a conta até semana seguinte + +Observação operacional +- Você pode rodar no máximo 2 robôs simultâneos no início. +- Ordem prática de ativação: + 1) v6_60min + 2) v5_60min + 3) v45_60min + 4) v20_30min + +================================================== +CENÁRIOS DE RESULTADO (ANUAL) +================================================== + +Cenário Base (100% do histórico) +- Lucro: +R$6.914 +- Final: R$16.914 + +Cenário Conservador (75% do histórico, custos/slippage) +- Lucro: +R$5.185,50 +- Final: R$15.185,50 + +Cenário Estressado (50% do histórico) +- Lucro: +R$3.457 +- Final: R$13.457 + +Nota importante +- Isso é projeção baseada no histórico analisado, não garantia de resultado futuro. + +================================================== +CONFIGURAÇÃO PRONTA PARA COLOCAR NOS ROBÔS +================================================== + +1) LIMITES EM R$ POR CONTA (usar no setup de cada robô) + +Conta_A (v6_60min | saldo R$3.500) +- Limite diário (1%): R$35,00 +- Limite semanal (3%): R$105,00 + +Conta_B (v5_60min | saldo R$2.500) +- Limite diário (1%): R$25,00 +- Limite semanal (3%): R$75,00 + +Conta_C (v45_60min | saldo R$2.500) +- Limite diário (1%): R$25,00 +- Limite semanal (3%): R$75,00 + +Conta_D (v20_30min | saldo R$1.500) +- Limite diário (1%): R$15,00 +- Limite semanal (3%): R$45,00 + +2) LÓGICA DE TRAVA (copiar para todos os robôs) + +Passo a passo operacional +- No início de cada dia: recalcular limite diário pelo saldo atual da conta. +- No início de cada semana: zerar acumulador semanal. +- Se resultado do dia <= -limite diário: bloquear novas entradas até o próximo dia. +- Se resultado da semana <= -limite semanal: bloquear novas entradas até a próxima semana. + +Template (adaptar nomes de variáveis à sua estratégia) + +input + SaldoConta(3500.0); + RiscoDiaPct(1.0); + RiscoSemanaPct(3.0); + +var + LimiteDia, LimiteSemana : float; + ResultadoDia, ResultadoSemana : float; + BloqueioDia, BloqueioSemana : boolean; + +begin + LimiteDia := SaldoConta * (RiscoDiaPct / 100.0); + LimiteSemana := SaldoConta * (RiscoSemanaPct / 100.0); + + // Atualizar ResultadoDia e ResultadoSemana com o PnL da sua lógica + + if ResultadoDia <= -LimiteDia then + BloqueioDia := true; + + if ResultadoSemana <= -LimiteSemana then + BloqueioSemana := true; + + if BloqueioDia or BloqueioSemana then + begin + // Não abrir novas posições + // Exemplo: pular bloco de entrada + end; +end; + +3) PARÂMETRO SaldoConta EM CADA ROBÔ + +- No robô da Conta_A (v6_60min), usar SaldoConta(3500.0) +- No robô da Conta_B (v5_60min), usar SaldoConta(2500.0) +- No robô da Conta_C (v45_60min), usar SaldoConta(2500.0) +- No robô da Conta_D (v20_30min), usar SaldoConta(1500.0) + +4) REGRA DE REATIVAÇÃO + +- Bloqueio diário: reativar no próximo pregão. +- Bloqueio semanal: reativar na segunda-feira seguinte. + +================================================== +VALOR MÍNIMO PARA INVESTIR (1 ROBÔ POR CONTA) +================================================== + +Premissas usadas neste cálculo +- 1 contrato de mini índice (WIN). +- Valor por ponto: R$0,20 por contrato. +- Custo operacional: R$0,80 por lado (R$1,60 ida + volta por contrato). +- Imposto: 20% sobre lucro líquido (estimativa simplificada). +- Regra de risco: perda diária máxima = 1% do saldo da conta. + +1) QUANTOS CONTRATOS NO MÍNIMO? + +- Mínimo operacional por robô/conta: 1 contrato. + +2) CAPITAL MÍNIMO POR CONTA (PARA 1 CONTRATO) + +Fórmula usada +- RiscoTrade(R$) = (StopPontos x 0,20) + 1,60 +- CapitalMínimo(R$) = RiscoTrade / 0,01 + +Tabela prática (1 contrato) +- Stop 50 pts -> risco por trade = R$11,60 -> capital mínimo = R$1.160 +- Stop 80 pts -> risco por trade = R$17,60 -> capital mínimo = R$1.760 +- Stop 100 pts -> risco por trade = R$21,60 -> capital mínimo = R$2.160 + +Leitura para suas contas atuais +- Conta_A (R$3.500): suporta 1 contrato com folga. +- Conta_B (R$2.500): suporta 1 contrato com folga. +- Conta_C (R$2.500): suporta 1 contrato com folga. +- Conta_D (R$1.500): suporta 1 contrato em stop curto; fica apertada em stops mais largos. + +3) RESUMO DO MÍNIMO PARA RODAR SUA ESTRUTURA + +- Mínimo por robô (1 contrato): + - v6_60min: R$3.500 (configurado) + - v5_60min: R$2.500 (configurado) + - v45_60min: R$2.500 (configurado) + - v20_30min: R$1.500 (configurado) +- Mínimo total para os 4 robôs: R$10.000 + +4) LUCRO ANUAL LÍQUIDO ESTIMADO (com custo + imposto) + +Base bruta do estudo +- v6_60min: +R$2.315 +- v5_60min: +R$1.563 +- v45_60min: +R$1.643 +- v20_30min: +R$1.393 +- Total bruto: +R$6.914 + +Estimativa líquida (após custos operacionais e 20% de imposto) +- Total líquido estimado: +R$5.427,52 + +Observação importante +- Este valor líquido é projeção com premissas simplificadas. +- Resultado real pode variar por corretagem, emolumentos, slippage e número de operações. + +================================================== +AJUSTES RECOMENDADOS PARA FICAR PRONTO PARA PRODUÇÃO +================================================== + +Status atual da gestão de risco +- Boa base: limite diário 1%, semanal 3%, bloqueio de novas entradas e reset semanal. +- OCO e breakeven já estão parametrizáveis nos 4 robôs (podem ser ligados/desligados em backtest). + +O que falta para robustez máxima +- Hard lock: ao bater limite diário/semanal, fechar posição aberta imediatamente e pausar. (IMPLEMENTADO nos 4 robôs com parâmetro UsarHardLock) +- Resultado realizado: preferir PnL realizado da execução (quando disponível), evitando proxy por fechamento de candle. +- Ordem de ativação da proteção: 1) OCO, 2) breakeven conservador, 3) breakeven agressivo (somente após validação). + +Parâmetros iniciais sugeridos para teste +- UsarOCO(true) +- StopLossPontos(100) +- TakeProfitPontos(150) +- UsarBreakEven(true) +- BreakEvenTriggerPontos(80) +- BreakEvenOffsetPontos(5) + +Checklist de validação antes de conta real +1) Backtest com e sem OCO (mesmo período). +2) Backtest com OCO + breakeven conservador. +3) Comparar: lucro líquido, drawdown, fator de lucro, sequência máxima de perdas. +4) Forward test por 2 semanas com 1 contrato. +5) Só escalar após manter disciplina de limite diário/semanal. \ No newline at end of file From e1af58a6cbcfe514dd93610c64807c8772ee32f2 Mon Sep 17 00:00:00 2001 From: Wesley Gomes da Silva Date: Mon, 2 Mar 2026 20:47:31 -0300 Subject: [PATCH 23/28] Adiciona ruleset JSON para proteger branch marco_Tradeoperador --- .../rulesets/marco_Tradeoperador.ruleset.json | 32 +++++++++++++++++++ 1 file changed, 32 insertions(+) create mode 100644 .github/rulesets/marco_Tradeoperador.ruleset.json diff --git a/.github/rulesets/marco_Tradeoperador.ruleset.json b/.github/rulesets/marco_Tradeoperador.ruleset.json new file mode 100644 index 0000000..c26a9f2 --- /dev/null +++ b/.github/rulesets/marco_Tradeoperador.ruleset.json @@ -0,0 +1,32 @@ +{ + "name": "protect-marco_Tradeoperador", + "target": "branch", + "enforcement": "active", + "bypass_actors": [], + "conditions": { + "ref_name": { + "include": [ + "refs/heads/marco_Tradeoperador" + ], + "exclude": [] + } + }, + "rules": [ + { + "type": "deletion" + }, + { + "type": "non_fast_forward" + }, + { + "type": "pull_request", + "parameters": { + "required_approving_review_count": 1, + "dismiss_stale_reviews_on_push": true, + "require_code_owner_review": false, + "require_last_push_approval": true, + "required_review_thread_resolution": true + } + } + ] +} From 5fc9a8ad0ae1adafa5cde90457f088670a60d767 Mon Sep 17 00:00:00 2001 From: Wesley Gomes da Silva Date: Mon, 2 Mar 2026 21:31:05 -0300 Subject: [PATCH 24/28] Atualiza ruleset, reorganiza teoria de medias e ajusta arquivo de estudo --- .../rulesets/marco_Tradeoperador.ruleset.json | 8 ++++++- ...coMamede_Mar\303\247o_Contexto_Gatilho.md" | 0 estudo_teorias/teoria_medias.md | 24 ++++++++++++++++++- 3 files changed, 30 insertions(+), 2 deletions(-) rename estudo_teorias/AulaVascoMamede.md => "estudo_teorias/AulaVascoMamede_Mar\303\247o_Contexto_Gatilho.md" (100%) diff --git a/.github/rulesets/marco_Tradeoperador.ruleset.json b/.github/rulesets/marco_Tradeoperador.ruleset.json index c26a9f2..9baa9e2 100644 --- a/.github/rulesets/marco_Tradeoperador.ruleset.json +++ b/.github/rulesets/marco_Tradeoperador.ruleset.json @@ -2,7 +2,13 @@ "name": "protect-marco_Tradeoperador", "target": "branch", "enforcement": "active", - "bypass_actors": [], + "bypass_actors": [ + { + "actor_id": 5, + "actor_type": "RepositoryRole", + "bypass_mode": "always" + } + ], "conditions": { "ref_name": { "include": [ diff --git a/estudo_teorias/AulaVascoMamede.md "b/estudo_teorias/AulaVascoMamede_Mar\303\247o_Contexto_Gatilho.md" similarity index 100% rename from estudo_teorias/AulaVascoMamede.md rename to "estudo_teorias/AulaVascoMamede_Mar\303\247o_Contexto_Gatilho.md" diff --git a/estudo_teorias/teoria_medias.md b/estudo_teorias/teoria_medias.md index 8566a39..77513ad 100644 --- a/estudo_teorias/teoria_medias.md +++ b/estudo_teorias/teoria_medias.md @@ -35,6 +35,7 @@ A dupla 50/200 é filtro de contexto, não gatilho de entrada curto. --- + ## 4. Estado de COMPRA (viés macro comprador) Confluência de compra: @@ -140,6 +141,7 @@ A lógica central: a média 20 mostra a direção operacional e a média 50 most - Reage mais rápido e mostra aceleração/desaceleração. - Serve como referência para pullback no intraday. +A media de 20 é utlizada para validar a probabilidade de rompimento quando ela estiver mais proxima. ### Média 50 (MMA ou MME) - É a média de defesa institucional. - Filtra ruído de curto prazo. @@ -751,4 +753,24 @@ Embora o "olhômetro" funcione bem, existem ferramentas para medir isso: | :--- | :--- | :--- | | **Esticado** | Grande espaço vazio | **Realizar Lucro / Não Entrar** | | **No Valor** | Tocando ou próximo | **Procurar Entrada (Gatilho)** | -| **Cruzando** | Cruzando com força | **Atenção (Possível Reversão)** | \ No newline at end of file +| **Cruzando** | Cruzando com força | **Atenção (Possível Reversão)** | + +Pivot de alta na 20 pode ocorrer um rompimento + + +## 6. Regras rápidas de leitura das médias + +Ao analisar médias móveis, priorize estes pontos: + +1. **Saída da média ou retorno à média:** + - Observe se o preço está se afastando da média (expansão) ou voltando para ela (pullback/retorno ao valor). + +2. **Rompimento da média longa em relação à média curta:** + - Quando a média curta ganha inclinação e rompe a média longa em região de suporte/resistência dinâmica, há sinal de possível mudança de fluxo. + +3. **Rompimento de resistência horizontal com confluência de médias:** + - O rompimento de uma resistência horizontal tem mais qualidade quando a distância da média de 20 para a média longa indica expansão favorável (evitando cenário de médias comprimidas). + +4. **Cruzamento da média de 200 com a média de 20 próxima:** + - Se o preço cruzou a média de 200 e a média de 20 está próxima, aceite operar contra a média curta quando houver estrutura confirmando. + - A leitura principal deve seguir o cenário do timeframe maior, que tem prioridade sobre o ruído do gráfico menor. \ No newline at end of file From b6fb8c693fb23c9d9b0308b7b94b665becc83197 Mon Sep 17 00:00:00 2001 From: Wesley Gomes da Silva Date: Tue, 3 Mar 2026 14:13:44 -0300 Subject: [PATCH 25/28] feat: gerar 50 robos de medias e atualizar docs/cores --- .../IFR_RSI/top10/gestaoRiscoTop4_IFR.txt | 101 +++++++- ...atalogo_estrategias_medias_9_20_50_200.txt | 34 +++ .../MEDIAS_9_20_50_200/gerar_robos_medias.ps1 | 221 ++++++++++++++++++ ...ranking_aprovados_reprovados_50_medias.txt | 68 ++++++ .../robo_medias_v05_leque.txt | 168 +++++++++++++ .../robo_medias_v06_leque.txt | 168 +++++++++++++ .../robo_medias_v07_leque.txt | 168 +++++++++++++ .../robo_medias_v08_leque.txt | 168 +++++++++++++ .../robo_medias_v09_leque.txt | 168 +++++++++++++ .../robo_medias_v10_leque.txt | 168 +++++++++++++ .../robo_medias_v11_leque.txt | 168 +++++++++++++ .../robo_medias_v12_leque.txt | 168 +++++++++++++ .../robo_medias_v13_leque.txt | 168 +++++++++++++ .../robo_medias_v14_leque.txt | 168 +++++++++++++ .../robo_medias_v15_pullback.txt | 168 +++++++++++++ .../robo_medias_v16_pullback.txt | 168 +++++++++++++ .../robo_medias_v17_pullback.txt | 168 +++++++++++++ .../robo_medias_v18_pullback.txt | 168 +++++++++++++ .../robo_medias_v19_pullback.txt | 168 +++++++++++++ .../robo_medias_v1_leque_tendencia.txt | 115 +++++++++ .../robo_medias_v20_pullback.txt | 168 +++++++++++++ .../robo_medias_v21_pullback.txt | 168 +++++++++++++ .../robo_medias_v22_pullback.txt | 168 +++++++++++++ .../robo_medias_v23_pullback.txt | 168 +++++++++++++ .../robo_medias_v24_pullback.txt | 168 +++++++++++++ .../robo_medias_v25_romp200.txt | 168 +++++++++++++ .../robo_medias_v26_romp200.txt | 168 +++++++++++++ .../robo_medias_v27_romp200.txt | 168 +++++++++++++ .../robo_medias_v28_romp200.txt | 168 +++++++++++++ .../robo_medias_v29_romp200.txt | 168 +++++++++++++ .../robo_medias_v2_pullback_20_regime.txt | 106 +++++++++ .../robo_medias_v30_romp200.txt | 168 +++++++++++++ .../robo_medias_v31_romp200.txt | 168 +++++++++++++ .../robo_medias_v32_romp200.txt | 168 +++++++++++++ .../robo_medias_v33_romp200.txt | 168 +++++++++++++ .../robo_medias_v34_romp200.txt | 168 +++++++++++++ .../robo_medias_v35_compressao.txt | 168 +++++++++++++ .../robo_medias_v36_compressao.txt | 168 +++++++++++++ .../robo_medias_v37_compressao.txt | 168 +++++++++++++ .../robo_medias_v38_compressao.txt | 168 +++++++++++++ .../robo_medias_v39_compressao.txt | 168 +++++++++++++ ...obo_medias_v3_rompimento_200_20proxima.txt | 103 ++++++++ .../robo_medias_v40_compressao.txt | 168 +++++++++++++ .../robo_medias_v41_compressao.txt | 168 +++++++++++++ .../robo_medias_v42_compressao.txt | 168 +++++++++++++ .../robo_medias_v43_compressao.txt | 168 +++++++++++++ .../robo_medias_v44_compressao.txt | 168 +++++++++++++ .../robo_medias_v45_hibrido.txt | 168 +++++++++++++ .../robo_medias_v46_hibrido.txt | 168 +++++++++++++ .../robo_medias_v47_hibrido.txt | 168 +++++++++++++ .../robo_medias_v48_hibrido.txt | 168 +++++++++++++ .../robo_medias_v49_hibrido.txt | 168 +++++++++++++ ...medias_v4_filtro_compressao_direcional.txt | 117 ++++++++++ .../robo_medias_v50_hibrido.txt | 168 +++++++++++++ estudo_teorias/plataformas_corretoras.txt | 206 ++++++++++++++++ ...mar_IFR_01_v6_60min_saida_hibrida.ntsl.txt | 6 +- ...r_IFR_03_v45_60min_volume_horario.ntsl.txt | 4 +- ...mar_IFR_04_v6_30min_saida_hibrida.ntsl.txt | 2 +- .../mar_IFR_05_v20_30min_assimetrico.ntsl.txt | 4 +- 59 files changed, 8806 insertions(+), 9 deletions(-) create mode 100644 automacao_backtests/MEDIAS_9_20_50_200/catalogo_estrategias_medias_9_20_50_200.txt create mode 100644 automacao_backtests/MEDIAS_9_20_50_200/gerar_robos_medias.ps1 create mode 100644 automacao_backtests/MEDIAS_9_20_50_200/ranking_aprovados_reprovados_50_medias.txt create mode 100644 automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v05_leque.txt create mode 100644 automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v06_leque.txt create mode 100644 automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v07_leque.txt create mode 100644 automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v08_leque.txt create mode 100644 automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v09_leque.txt create mode 100644 automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v10_leque.txt create mode 100644 automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v11_leque.txt create mode 100644 automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v12_leque.txt create mode 100644 automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v13_leque.txt create mode 100644 automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v14_leque.txt create mode 100644 automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v15_pullback.txt create mode 100644 automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v16_pullback.txt create mode 100644 automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v17_pullback.txt create mode 100644 automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v18_pullback.txt create mode 100644 automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v19_pullback.txt create mode 100644 automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v1_leque_tendencia.txt create mode 100644 automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v20_pullback.txt create mode 100644 automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v21_pullback.txt create mode 100644 automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v22_pullback.txt create mode 100644 automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v23_pullback.txt create mode 100644 automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v24_pullback.txt create mode 100644 automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v25_romp200.txt create mode 100644 automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v26_romp200.txt create mode 100644 automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v27_romp200.txt create mode 100644 automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v28_romp200.txt create mode 100644 automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v29_romp200.txt create mode 100644 automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v2_pullback_20_regime.txt create mode 100644 automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v30_romp200.txt create mode 100644 automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v31_romp200.txt create mode 100644 automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v32_romp200.txt create mode 100644 automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v33_romp200.txt create mode 100644 automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v34_romp200.txt create mode 100644 automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v35_compressao.txt create mode 100644 automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v36_compressao.txt create mode 100644 automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v37_compressao.txt create mode 100644 automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v38_compressao.txt create mode 100644 automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v39_compressao.txt create mode 100644 automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v3_rompimento_200_20proxima.txt create mode 100644 automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v40_compressao.txt create mode 100644 automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v41_compressao.txt create mode 100644 automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v42_compressao.txt create mode 100644 automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v43_compressao.txt create mode 100644 automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v44_compressao.txt create mode 100644 automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v45_hibrido.txt create mode 100644 automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v46_hibrido.txt create mode 100644 automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v47_hibrido.txt create mode 100644 automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v48_hibrido.txt create mode 100644 automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v49_hibrido.txt create mode 100644 automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v4_filtro_compressao_direcional.txt create mode 100644 automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v50_hibrido.txt create mode 100644 estudo_teorias/plataformas_corretoras.txt diff --git a/automacao_backtests/IFR_RSI/top10/gestaoRiscoTop4_IFR.txt b/automacao_backtests/IFR_RSI/top10/gestaoRiscoTop4_IFR.txt index 5093ae0..3d1f7c8 100644 --- a/automacao_backtests/IFR_RSI/top10/gestaoRiscoTop4_IFR.txt +++ b/automacao_backtests/IFR_RSI/top10/gestaoRiscoTop4_IFR.txt @@ -271,4 +271,103 @@ Checklist de validação antes de conta real 2) Backtest com OCO + breakeven conservador. 3) Comparar: lucro líquido, drawdown, fator de lucro, sequência máxima de perdas. 4) Forward test por 2 semanas com 1 contrato. -5) Só escalar após manter disciplina de limite diário/semanal. \ No newline at end of file +5) Só escalar após manter disciplina de limite diário/semanal. + +================================================== +DIFERENÇA ENTRE OS TOP4 (PONTOS POSITIVOS E NEGATIVOS) +================================================== + +1) v6_60min (saída híbrida) +- Lógica principal: + - Entrada por extremo de IFR com confirmação de candle (martelo/estrela/doji) + volume. + - Saída híbrida: IFR50, tempo em posição, sinal contrário forte e OCO opcional. +- Pontos positivos: + - Mais completo em filtros de entrada (qualidade de sinal). + - Saídas diversificadas ajudam a reduzir permanência em cenário ruim. + - Boa adaptação a diferentes fases (com OCO e breakeven parametrizáveis). +- Pontos negativos: + - Mais complexo (mais parâmetros para calibrar). + - Pode perder entradas rápidas por exigir mais confirmação. + - Maior risco de sobreajuste se otimizar parâmetros em excesso. + +2) v5_60min (regime de volatilidade) +- Lógica principal: + - Ajusta níveis de entrada do IFR conforme volatilidade (ATR atual versus ATR médio). + - Usa candle de reversão e filtro de volume. +- Pontos positivos: + - Ajuste dinâmico ao regime de mercado (alta/baixa volatilidade). + - Pode melhorar robustez em períodos de mudança de ritmo. + - Estrutura objetiva para evitar operar extremo igual em todo contexto. +- Pontos negativos: + - Dependência forte da leitura de ATR (pode alternar regime perto da fronteira). + - Em mercado “morno”, pode gerar menos operações. + - Necessita boa calibração dos níveis de alta e baixa volatilidade. + +3) v45_60min (volume por horário) +- Lógica principal: + - Só libera entrada quando volume da barra supera média de volume ajustada por fator horário. + - Exige mais volume na abertura e filtro moderado depois. +- Pontos positivos: + - Bom filtro contra operações em barras fracas (sem participação). + - Favorece entradas quando há fluxo mais consistente. + - Simples de interpretar e validar operacionalmente. +- Pontos negativos: + - Pode ficar “travado” em dias de volume abaixo da média (menos trades). + - Sensível à configuração de horário e fator da abertura. + - Pode filtrar demais em ativos/sessões com volume irregular. + +4) v20_30min (IFR assimétrico por lado) +- Lógica principal: + - Níveis diferentes para compra e venda (assimetria de IFR), sem filtro de candle/volume. + - Saída por IFR50 (faixa 48/52), tempo e OCO opcional. +- Pontos positivos: + - Estrutura simples e direta (fácil de operar e testar). + - Assimetria de níveis pode capturar melhor diferença entre lado comprador e vendedor. + - Timeframe 30min tende a dar mais frequência que os de 60min. +- Pontos negativos: + - Menos filtros de qualidade de entrada (pode aumentar ruído). + - Mais suscetível a falso sinal em lateralidade. + - Em tendência forte, reversão por IFR pode entrar cedo contra fluxo. + +Resumo prático de diferença +- v6_60min: mais completo e defensivo em filtro/saída. +- v5_60min: melhor adaptação por regime de volatilidade. +- v45_60min: melhor controle por participação de volume/horário. +- v20_30min: mais simples e frequente, porém mais sensível a ruído. + +Ordem sugerida por robustez operacional (qualidade de sinal) +1) v6_60min +2) v5_60min +3) v45_60min +4) v20_30min + +Ordem sugerida por simplicidade e frequência +1) v20_30min +2) v45_60min +3) v5_60min +4) v6_60min + +================================================== +CONSOLIDAÇÃO DE OPERAÇÕES (TOP4) +================================================== + +Período analisado +- 02/03/2025 a 02/03/2026 (conforme CSVs de resultados aprovados). + +Top4 nos timeframes principais do plano +- v6_60min: 18 operações +- v5_60min: 11 operações +- v45_60min: 12 operações +- v20_30min: 40 operações +- Total (timeframes principais): 81 operações no ano + +Top4 somando todos os timeframes disponíveis em CSV +- v6 (02/05/15/30/60): 358 operações +- v5 (02/05/15/30/60): 238 operações +- v45 (02/05/15/30/60): 273 operações +- v20 (02/05/15/30/60): 609 operações +- Total geral (todos os timeframes): 1.478 operações + +Leitura correta +- Sim: no recorte operacional principal (v6 60m, v5 60m, v45 60m e v20 30m), foram 81 operações em 1 ano. +- O número 1.478 representa a soma de todos os testes de timeframe desses mesmos 4 robôs. \ No newline at end of file diff --git a/automacao_backtests/MEDIAS_9_20_50_200/catalogo_estrategias_medias_9_20_50_200.txt b/automacao_backtests/MEDIAS_9_20_50_200/catalogo_estrategias_medias_9_20_50_200.txt new file mode 100644 index 0000000..4640167 --- /dev/null +++ b/automacao_backtests/MEDIAS_9_20_50_200/catalogo_estrategias_medias_9_20_50_200.txt @@ -0,0 +1,34 @@ +CATALOGO - ESTRATEGIAS DE MEDIAS (MME9, MME20, MMA50, MMA200) + +Objetivo +- Testar variacoes objetivas de leitura de medias para identificar cenarios saudaveis. +- Foco: direcionalidade, retorno ao valor e zona de decisao na media 200. + +Robos criados +1) robo_medias_v1_leque_tendencia.txt +- Ideia: continuidade com leque completo (9>20>50>200 ou inverso) e inclinacao favoravel. +- Melhor para: mercado direcional com expansao. + +2) robo_medias_v2_pullback_20_regime.txt +- Ideia: retorno na MME20 com filtro de regime (MMA50 x MMA200). +- Melhor para: tendencia saudavel com correcao controlada. + +3) robo_medias_v3_rompimento_200_20proxima.txt +- Ideia: rompimento da MMA200 quando MME20 estiver proxima (zona de decisao). +- Melhor para: transicao para novo fluxo direcional. + +4) robo_medias_v4_filtro_compressao_direcional.txt +- Ideia: bloqueia em compressao 20x200 e libera so apos alinhamento direcional. +- Melhor para: evitar operacao em mercado embolado. + +Sugestao de bateria inicial de backtest +- Timeframes: 15m, 30m, 60m. +- Janela: 12 a 24 meses. +- Ativos: WIN e WDO (separados). +- Custos: incluir corretagem, emolumentos e slippage. + +Parametros para otimizar primeiro +- StopLossPontos e TakeProfitPontos. +- Distancia de compressao (20x200). +- Barras minimas de confirmacao direcional. +- Distancia maxima do preco para MME20 (evitar esticamento). diff --git a/automacao_backtests/MEDIAS_9_20_50_200/gerar_robos_medias.ps1 b/automacao_backtests/MEDIAS_9_20_50_200/gerar_robos_medias.ps1 new file mode 100644 index 0000000..bf8a4a6 --- /dev/null +++ b/automacao_backtests/MEDIAS_9_20_50_200/gerar_robos_medias.ps1 @@ -0,0 +1,221 @@ +$base = "automacao_backtests/MEDIAS_9_20_50_200" + +$template = @' +{ + Estrategia: __STRATEGY__ + Autor: Wesley + Descricao: __DESC__ +} + +input + ModoEstrategia(__MODO__); + DistanciaMinimaLequePontos(__DISTLEQUE__); + DistanciaCompressao20x200(__DISTCOMP__); + DistanciaMaximaPrecoMME20(__DISTPRECO20__); + DistanciaToqueMME20(__DISTTOQUE20__); + MinBarrasConfirmacao(__MINBARRAS__); + ConfirmacoesRompimento(__CONF__); + UsarConfirmacaoCandle(true); + UsarOCO(true); + StopLossPontos(__STOP__); + TakeProfitPontos(__TAKE__); + UsarSaidaPorTempo(true); + MaxBarrasPosicao(__MAXBARRAS__); + +var + mme9, mme20, mma50, mma200 : float; + slope20, slope50, slope200 : float; + dist920, dist2050, dist20200, distPreco20 : float; + topoLookback, fundoLookback : float; + iAlta, iBaixa, iBarrasPosicao : integer; + bCompressao, bLequeAlta, bLequeBaixa : boolean; + bPullbackCompra, bPullbackVenda : boolean; + bRompAlta, bRompBaixa : boolean; + bCompra, bVenda, bConfCompra, bConfVenda : boolean; + bEstavaPosicionado, bSaidaOCOCompra, bSaidaOCOVenda : boolean; + fPrecoEntrada, fStopAtual, fAlvoAtual : float; + +begin + mme9 := MediaExp(9, Close); + mme20 := MediaExp(20, Close); + mma50 := Media(50, Close); + mma200 := Media(200, Close); + + slope20 := mme20 - mme20[1]; + slope50 := mma50 - mma50[1]; + slope200 := mma200 - mma200[1]; + + dist920 := Abs(mme9 - mme20); + dist2050 := Abs(mme20 - mma50); + dist20200 := Abs(mme20 - mma200); + distPreco20 := Abs(Close - mme20); + + topoLookback := Highest(High, 12); + fundoLookback := Lowest(Low, 12); + + bCompressao := dist20200 <= DistanciaCompressao20x200; + + bLequeAlta := (Close > mme9) and (mme9 > mme20) and (mme20 > mma50) and (mma50 > mma200) + and (slope20 > 0) and (slope50 > 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos); + + bLequeBaixa := (Close < mme9) and (mme9 < mme20) and (mme20 < mma50) and (mma50 < mma200) + and (slope20 < 0) and (slope50 < 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos); + + bPullbackCompra := (not bCompressao) and (mma50 > mma200) and (slope20 > 0) + and (Abs(Low - mme20) <= DistanciaToqueMME20) and (Close > mme20); + bPullbackVenda := (not bCompressao) and (mma50 < mma200) and (slope20 < 0) + and (Abs(High - mme20) <= DistanciaToqueMME20) and (Close < mme20); + + bRompAlta := (dist20200 <= DistanciaToqueMME20) and (Close > mma200) and (Close >= topoLookback[1]) and (mme9 > mme20); + bRompBaixa := (dist20200 <= DistanciaToqueMME20) and (Close < mma200) and (Close <= fundoLookback[1]) and (mme9 < mme20); + + bConfCompra := (not UsarConfirmacaoCandle) or (Close > High[1]); + bConfVenda := (not UsarConfirmacaoCandle) or (Close < Low[1]); + + if bLequeAlta or bPullbackCompra or bRompAlta then + iAlta := iAlta + 1 + else + iAlta := 0; + + if bLequeBaixa or bPullbackVenda or bRompBaixa then + iBaixa := iBaixa + 1 + else + iBaixa := 0; + + bCompra := false; + bVenda := false; + + if ModoEstrategia = 1 then + begin + bCompra := bLequeAlta and (not bCompressao) and (distPreco20 <= DistanciaMaximaPrecoMME20) and (iAlta >= MinBarrasConfirmacao); + bVenda := bLequeBaixa and (not bCompressao) and (distPreco20 <= DistanciaMaximaPrecoMME20) and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 2 then + begin + bCompra := bPullbackCompra and bConfCompra; + bVenda := bPullbackVenda and bConfVenda; + end + else if ModoEstrategia = 3 then + begin + bCompra := bRompAlta and (iAlta >= ConfirmacoesRompimento); + bVenda := bRompBaixa and (iBaixa >= ConfirmacoesRompimento); + end + else if ModoEstrategia = 4 then + begin + bCompra := (not bCompressao) and bLequeAlta and (slope200 >= 0) and (iAlta >= MinBarrasConfirmacao); + bVenda := (not bCompressao) and bLequeBaixa and (slope200 <= 0) and (iBaixa >= MinBarrasConfirmacao); + end + else + begin + bCompra := (bPullbackCompra or bRompAlta) and (not bCompressao) and bConfCompra; + bVenda := (bPullbackVenda or bRompBaixa) and (not bCompressao) and bConfVenda; + end; + + if IsBought or IsSold then + iBarrasPosicao := iBarrasPosicao + 1 + else + iBarrasPosicao := 0; + + if (not IsBought) and (not IsSold) then + begin + if bCompra then + BuyAtMarket + else if bVenda then + SellShortAtMarket; + end; + + bSaidaOCOCompra := false; + bSaidaOCOVenda := false; + + if IsBought and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada - StopLossPontos; + fAlvoAtual := fPrecoEntrada + TakeProfitPontos; + bSaidaOCOCompra := UsarOCO and ((Low <= fStopAtual) or (High >= fAlvoAtual)); + end; + + if IsSold and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada + StopLossPontos; + fAlvoAtual := fPrecoEntrada - TakeProfitPontos; + bSaidaOCOVenda := UsarOCO and ((High >= fStopAtual) or (Low <= fAlvoAtual)); + end; + + if IsBought and ( + bCompressao + or (Close < mme20) + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOCompra + ) then + ClosePosition; + + if IsSold and ( + bCompressao + or (Close > mme20) + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOVenda + ) then + ClosePosition; + + if (not bEstavaPosicionado) and IsBought then + fPrecoEntrada := Close; + + if (not bEstavaPosicionado) and IsSold then + fPrecoEntrada := Close; + + bEstavaPosicionado := IsBought or IsSold; +end; +'@ + +$familias = @( + @{ Prefix = 'leque'; Modo = 1; Desc = 'Leque direcional 9/20/50/200 com filtro de esticamento.' }, + @{ Prefix = 'pullback'; Modo = 2; Desc = 'Pullback na MME20 com regime por MMA50/200.' }, + @{ Prefix = 'romp200'; Modo = 3; Desc = 'Rompimento da MMA200 com MME20 proxima.' }, + @{ Prefix = 'compressao'; Modo = 4; Desc = 'Evita compressao 20x200 e opera so direcional.' }, + @{ Prefix = 'hibrido'; Modo = 5; Desc = 'Combinacao de pullback e rompimento com filtro de compressao.' } +) + +$index = 5 +foreach ($fam in $familias) { + for ($i = 1; $i -le 10; $i++) { + if ($index -gt 50) { break } + + $num = '{0:D2}' -f $index + $strategy = "robo_medias_v${num}_$($fam.Prefix)" + $file = Join-Path $base "$strategy.txt" + + $distLeque = 30 + (5 * ($i % 4)) + $distComp = 70 + (10 * ($i % 5)) + $distPreco = 180 + (30 * ($i % 5)) + $distToque = 35 + (10 * ($i % 4)) + $minBars = 1 + ($i % 3) + $conf = 1 + ($i % 2) + $stop = 120 + (15 * $i) + $take = [Math]::Round($stop * (1.6 + (0.1 * ($i % 3))), 1) + $maxBars = 8 + ($i % 6) + + $content = $template.Replace('__STRATEGY__', $strategy) + $content = $content.Replace('__DESC__', $fam.Desc) + $content = $content.Replace('__MODO__', [string]$fam.Modo) + $content = $content.Replace('__DISTLEQUE__', [string]$distLeque) + $content = $content.Replace('__DISTCOMP__', [string]$distComp) + $content = $content.Replace('__DISTPRECO20__', [string]$distPreco) + $content = $content.Replace('__DISTTOQUE20__', [string]$distToque) + $content = $content.Replace('__MINBARRAS__', [string]$minBars) + $content = $content.Replace('__CONF__', [string]$conf) + $content = $content.Replace('__STOP__', [string]$stop) + $content = $content.Replace('__TAKE__', [string]$take) + $content = $content.Replace('__MAXBARRAS__', [string]$maxBars) + + Set-Content -Path $file -Value $content -Encoding UTF8 + + $index++ + } +} + +$count = (Get-ChildItem $base -File | Where-Object { $_.Name -like 'robo_medias_v*.txt' }).Count +Write-Output "TOTAL_ROBOS=$count" diff --git a/automacao_backtests/MEDIAS_9_20_50_200/ranking_aprovados_reprovados_50_medias.txt b/automacao_backtests/MEDIAS_9_20_50_200/ranking_aprovados_reprovados_50_medias.txt new file mode 100644 index 0000000..d308dbc --- /dev/null +++ b/automacao_backtests/MEDIAS_9_20_50_200/ranking_aprovados_reprovados_50_medias.txt @@ -0,0 +1,68 @@ +RANKING - 50 ROBOS DE MEDIAS (MME9, MME20, MMA50, MMA200) + +Critérios sugeridos +- Aprovado: LucroLiquido > 0, ProfitFactor >= 1.20, Drawdown aceitavel para sua banca. +- Reprovado: LucroLiquido <= 0 ou ProfitFactor < 1.00 ou Drawdown excessivo. +- Em revisao: faixa intermediaria entre reprovado e aprovado. + +Campos recomendados por robo +- Timeframe +- LucroLiquido +- ProfitFactor +- WinRate +- DrawdownMax +- NumeroTrades +- Status (Aprovado / Em revisao / Reprovado) + +Tabela de controle +ID | Robo | Timeframe | LucroLiquido | ProfitFactor | WinRate | DrawdownMax | Trades | Status | Observacoes +01 | robo_medias_v1_leque_tendencia | | | | | | | | +02 | robo_medias_v2_pullback_20_regime | | | | | | | | +03 | robo_medias_v3_rompimento_200_20proxima | | | | | | | | +04 | robo_medias_v4_filtro_compressao_direcional | | | | | | | | +05 | robo_medias_v05_leque | | | | | | | | +06 | robo_medias_v06_leque | | | | | | | | +07 | robo_medias_v07_leque | | | | | | | | +08 | robo_medias_v08_leque | | | | | | | | +09 | robo_medias_v09_leque | | | | | | | | +10 | robo_medias_v10_leque | | | | | | | | +11 | robo_medias_v11_leque | | | | | | | | +12 | robo_medias_v12_leque | | | | | | | | +13 | robo_medias_v13_leque | | | | | | | | +14 | robo_medias_v14_leque | | | | | | | | +15 | robo_medias_v15_pullback | | | | | | | | +16 | robo_medias_v16_pullback | | | | | | | | +17 | robo_medias_v17_pullback | | | | | | | | +18 | robo_medias_v18_pullback | | | | | | | | +19 | robo_medias_v19_pullback | | | | | | | | +20 | robo_medias_v20_pullback | | | | | | | | +21 | robo_medias_v21_pullback | | | | | | | | +22 | robo_medias_v22_pullback | | | | | | | | +23 | robo_medias_v23_pullback | | | | | | | | +24 | robo_medias_v24_pullback | | | | | | | | +25 | robo_medias_v25_romp200 | | | | | | | | +26 | robo_medias_v26_romp200 | | | | | | | | +27 | robo_medias_v27_romp200 | | | | | | | | +28 | robo_medias_v28_romp200 | | | | | | | | +29 | robo_medias_v29_romp200 | | | | | | | | +30 | robo_medias_v30_romp200 | | | | | | | | +31 | robo_medias_v31_romp200 | | | | | | | | +32 | robo_medias_v32_romp200 | | | | | | | | +33 | robo_medias_v33_romp200 | | | | | | | | +34 | robo_medias_v34_romp200 | | | | | | | | +35 | robo_medias_v35_compressao | | | | | | | | +36 | robo_medias_v36_compressao | | | | | | | | +37 | robo_medias_v37_compressao | | | | | | | | +38 | robo_medias_v38_compressao | | | | | | | | +39 | robo_medias_v39_compressao | | | | | | | | +40 | robo_medias_v40_compressao | | | | | | | | +41 | robo_medias_v41_compressao | | | | | | | | +42 | robo_medias_v42_compressao | | | | | | | | +43 | robo_medias_v43_compressao | | | | | | | | +44 | robo_medias_v44_compressao | | | | | | | | +45 | robo_medias_v45_hibrido | | | | | | | | +46 | robo_medias_v46_hibrido | | | | | | | | +47 | robo_medias_v47_hibrido | | | | | | | | +48 | robo_medias_v48_hibrido | | | | | | | | +49 | robo_medias_v49_hibrido | | | | | | | | +50 | robo_medias_v50_hibrido | | | | | | | | diff --git a/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v05_leque.txt b/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v05_leque.txt new file mode 100644 index 0000000..7785c70 --- /dev/null +++ b/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v05_leque.txt @@ -0,0 +1,168 @@ +{ + Estrategia: robo_medias_v05_leque + Autor: Wesley + Descricao: Leque direcional 9/20/50/200 com filtro de esticamento. +} + +input + ModoEstrategia(1); + DistanciaMinimaLequePontos(35); + DistanciaCompressao20x200(80); + DistanciaMaximaPrecoMME20(210); + DistanciaToqueMME20(45); + MinBarrasConfirmacao(2); + ConfirmacoesRompimento(2); + UsarConfirmacaoCandle(true); + UsarOCO(true); + StopLossPontos(135); + TakeProfitPontos(229.5); + UsarSaidaPorTempo(true); + MaxBarrasPosicao(9); + +var + mme9, mme20, mma50, mma200 : float; + slope20, slope50, slope200 : float; + dist920, dist2050, dist20200, distPreco20 : float; + topoLookback, fundoLookback : float; + iAlta, iBaixa, iBarrasPosicao : integer; + bCompressao, bLequeAlta, bLequeBaixa : boolean; + bPullbackCompra, bPullbackVenda : boolean; + bRompAlta, bRompBaixa : boolean; + bCompra, bVenda, bConfCompra, bConfVenda : boolean; + bEstavaPosicionado, bSaidaOCOCompra, bSaidaOCOVenda : boolean; + fPrecoEntrada, fStopAtual, fAlvoAtual : float; + +begin + mme9 := MediaExp(9, Close); + mme20 := MediaExp(20, Close); + mma50 := Media(50, Close); + mma200 := Media(200, Close); + + slope20 := mme20 - mme20[1]; + slope50 := mma50 - mma50[1]; + slope200 := mma200 - mma200[1]; + + dist920 := Abs(mme9 - mme20); + dist2050 := Abs(mme20 - mma50); + dist20200 := Abs(mme20 - mma200); + distPreco20 := Abs(Close - mme20); + + topoLookback := Highest(High, 12); + fundoLookback := Lowest(Low, 12); + + bCompressao := dist20200 <= DistanciaCompressao20x200; + + bLequeAlta := (Close > mme9) and (mme9 > mme20) and (mme20 > mma50) and (mma50 > mma200) + and (slope20 > 0) and (slope50 > 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos); + + bLequeBaixa := (Close < mme9) and (mme9 < mme20) and (mme20 < mma50) and (mma50 < mma200) + and (slope20 < 0) and (slope50 < 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos); + + bPullbackCompra := (not bCompressao) and (mma50 > mma200) and (slope20 > 0) + and (Abs(Low - mme20) <= DistanciaToqueMME20) and (Close > mme20); + bPullbackVenda := (not bCompressao) and (mma50 < mma200) and (slope20 < 0) + and (Abs(High - mme20) <= DistanciaToqueMME20) and (Close < mme20); + + bRompAlta := (dist20200 <= DistanciaToqueMME20) and (Close > mma200) and (Close >= topoLookback[1]) and (mme9 > mme20); + bRompBaixa := (dist20200 <= DistanciaToqueMME20) and (Close < mma200) and (Close <= fundoLookback[1]) and (mme9 < mme20); + + bConfCompra := (not UsarConfirmacaoCandle) or (Close > High[1]); + bConfVenda := (not UsarConfirmacaoCandle) or (Close < Low[1]); + + if bLequeAlta or bPullbackCompra or bRompAlta then + iAlta := iAlta + 1 + else + iAlta := 0; + + if bLequeBaixa or bPullbackVenda or bRompBaixa then + iBaixa := iBaixa + 1 + else + iBaixa := 0; + + bCompra := false; + bVenda := false; + + if ModoEstrategia = 1 then + begin + bCompra := bLequeAlta and (not bCompressao) and (distPreco20 <= DistanciaMaximaPrecoMME20) and (iAlta >= MinBarrasConfirmacao); + bVenda := bLequeBaixa and (not bCompressao) and (distPreco20 <= DistanciaMaximaPrecoMME20) and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 2 then + begin + bCompra := bPullbackCompra and bConfCompra; + bVenda := bPullbackVenda and bConfVenda; + end + else if ModoEstrategia = 3 then + begin + bCompra := bRompAlta and (iAlta >= ConfirmacoesRompimento); + bVenda := bRompBaixa and (iBaixa >= ConfirmacoesRompimento); + end + else if ModoEstrategia = 4 then + begin + bCompra := (not bCompressao) and bLequeAlta and (slope200 >= 0) and (iAlta >= MinBarrasConfirmacao); + bVenda := (not bCompressao) and bLequeBaixa and (slope200 <= 0) and (iBaixa >= MinBarrasConfirmacao); + end + else + begin + bCompra := (bPullbackCompra or bRompAlta) and (not bCompressao) and bConfCompra; + bVenda := (bPullbackVenda or bRompBaixa) and (not bCompressao) and bConfVenda; + end; + + if IsBought or IsSold then + iBarrasPosicao := iBarrasPosicao + 1 + else + iBarrasPosicao := 0; + + if (not IsBought) and (not IsSold) then + begin + if bCompra then + BuyAtMarket + else if bVenda then + SellShortAtMarket; + end; + + bSaidaOCOCompra := false; + bSaidaOCOVenda := false; + + if IsBought and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada - StopLossPontos; + fAlvoAtual := fPrecoEntrada + TakeProfitPontos; + bSaidaOCOCompra := UsarOCO and ((Low <= fStopAtual) or (High >= fAlvoAtual)); + end; + + if IsSold and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada + StopLossPontos; + fAlvoAtual := fPrecoEntrada - TakeProfitPontos; + bSaidaOCOVenda := UsarOCO and ((High >= fStopAtual) or (Low <= fAlvoAtual)); + end; + + if IsBought and ( + bCompressao + or (Close < mme20) + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOCompra + ) then + ClosePosition; + + if IsSold and ( + bCompressao + or (Close > mme20) + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOVenda + ) then + ClosePosition; + + if (not bEstavaPosicionado) and IsBought then + fPrecoEntrada := Close; + + if (not bEstavaPosicionado) and IsSold then + fPrecoEntrada := Close; + + bEstavaPosicionado := IsBought or IsSold; +end; diff --git a/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v06_leque.txt b/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v06_leque.txt new file mode 100644 index 0000000..4ea8fa8 --- /dev/null +++ b/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v06_leque.txt @@ -0,0 +1,168 @@ +{ + Estrategia: robo_medias_v06_leque + Autor: Wesley + Descricao: Leque direcional 9/20/50/200 com filtro de esticamento. +} + +input + ModoEstrategia(1); + DistanciaMinimaLequePontos(40); + DistanciaCompressao20x200(90); + DistanciaMaximaPrecoMME20(240); + DistanciaToqueMME20(55); + MinBarrasConfirmacao(3); + ConfirmacoesRompimento(1); + UsarConfirmacaoCandle(true); + UsarOCO(true); + StopLossPontos(150); + TakeProfitPontos(270); + UsarSaidaPorTempo(true); + MaxBarrasPosicao(10); + +var + mme9, mme20, mma50, mma200 : float; + slope20, slope50, slope200 : float; + dist920, dist2050, dist20200, distPreco20 : float; + topoLookback, fundoLookback : float; + iAlta, iBaixa, iBarrasPosicao : integer; + bCompressao, bLequeAlta, bLequeBaixa : boolean; + bPullbackCompra, bPullbackVenda : boolean; + bRompAlta, bRompBaixa : boolean; + bCompra, bVenda, bConfCompra, bConfVenda : boolean; + bEstavaPosicionado, bSaidaOCOCompra, bSaidaOCOVenda : boolean; + fPrecoEntrada, fStopAtual, fAlvoAtual : float; + +begin + mme9 := MediaExp(9, Close); + mme20 := MediaExp(20, Close); + mma50 := Media(50, Close); + mma200 := Media(200, Close); + + slope20 := mme20 - mme20[1]; + slope50 := mma50 - mma50[1]; + slope200 := mma200 - mma200[1]; + + dist920 := Abs(mme9 - mme20); + dist2050 := Abs(mme20 - mma50); + dist20200 := Abs(mme20 - mma200); + distPreco20 := Abs(Close - mme20); + + topoLookback := Highest(High, 12); + fundoLookback := Lowest(Low, 12); + + bCompressao := dist20200 <= DistanciaCompressao20x200; + + bLequeAlta := (Close > mme9) and (mme9 > mme20) and (mme20 > mma50) and (mma50 > mma200) + and (slope20 > 0) and (slope50 > 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos); + + bLequeBaixa := (Close < mme9) and (mme9 < mme20) and (mme20 < mma50) and (mma50 < mma200) + and (slope20 < 0) and (slope50 < 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos); + + bPullbackCompra := (not bCompressao) and (mma50 > mma200) and (slope20 > 0) + and (Abs(Low - mme20) <= DistanciaToqueMME20) and (Close > mme20); + bPullbackVenda := (not bCompressao) and (mma50 < mma200) and (slope20 < 0) + and (Abs(High - mme20) <= DistanciaToqueMME20) and (Close < mme20); + + bRompAlta := (dist20200 <= DistanciaToqueMME20) and (Close > mma200) and (Close >= topoLookback[1]) and (mme9 > mme20); + bRompBaixa := (dist20200 <= DistanciaToqueMME20) and (Close < mma200) and (Close <= fundoLookback[1]) and (mme9 < mme20); + + bConfCompra := (not UsarConfirmacaoCandle) or (Close > High[1]); + bConfVenda := (not UsarConfirmacaoCandle) or (Close < Low[1]); + + if bLequeAlta or bPullbackCompra or bRompAlta then + iAlta := iAlta + 1 + else + iAlta := 0; + + if bLequeBaixa or bPullbackVenda or bRompBaixa then + iBaixa := iBaixa + 1 + else + iBaixa := 0; + + bCompra := false; + bVenda := false; + + if ModoEstrategia = 1 then + begin + bCompra := bLequeAlta and (not bCompressao) and (distPreco20 <= DistanciaMaximaPrecoMME20) and (iAlta >= MinBarrasConfirmacao); + bVenda := bLequeBaixa and (not bCompressao) and (distPreco20 <= DistanciaMaximaPrecoMME20) and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 2 then + begin + bCompra := bPullbackCompra and bConfCompra; + bVenda := bPullbackVenda and bConfVenda; + end + else if ModoEstrategia = 3 then + begin + bCompra := bRompAlta and (iAlta >= ConfirmacoesRompimento); + bVenda := bRompBaixa and (iBaixa >= ConfirmacoesRompimento); + end + else if ModoEstrategia = 4 then + begin + bCompra := (not bCompressao) and bLequeAlta and (slope200 >= 0) and (iAlta >= MinBarrasConfirmacao); + bVenda := (not bCompressao) and bLequeBaixa and (slope200 <= 0) and (iBaixa >= MinBarrasConfirmacao); + end + else + begin + bCompra := (bPullbackCompra or bRompAlta) and (not bCompressao) and bConfCompra; + bVenda := (bPullbackVenda or bRompBaixa) and (not bCompressao) and bConfVenda; + end; + + if IsBought or IsSold then + iBarrasPosicao := iBarrasPosicao + 1 + else + iBarrasPosicao := 0; + + if (not IsBought) and (not IsSold) then + begin + if bCompra then + BuyAtMarket + else if bVenda then + SellShortAtMarket; + end; + + bSaidaOCOCompra := false; + bSaidaOCOVenda := false; + + if IsBought and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada - StopLossPontos; + fAlvoAtual := fPrecoEntrada + TakeProfitPontos; + bSaidaOCOCompra := UsarOCO and ((Low <= fStopAtual) or (High >= fAlvoAtual)); + end; + + if IsSold and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada + StopLossPontos; + fAlvoAtual := fPrecoEntrada - TakeProfitPontos; + bSaidaOCOVenda := UsarOCO and ((High >= fStopAtual) or (Low <= fAlvoAtual)); + end; + + if IsBought and ( + bCompressao + or (Close < mme20) + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOCompra + ) then + ClosePosition; + + if IsSold and ( + bCompressao + or (Close > mme20) + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOVenda + ) then + ClosePosition; + + if (not bEstavaPosicionado) and IsBought then + fPrecoEntrada := Close; + + if (not bEstavaPosicionado) and IsSold then + fPrecoEntrada := Close; + + bEstavaPosicionado := IsBought or IsSold; +end; diff --git a/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v07_leque.txt b/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v07_leque.txt new file mode 100644 index 0000000..fa086b0 --- /dev/null +++ b/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v07_leque.txt @@ -0,0 +1,168 @@ +{ + Estrategia: robo_medias_v07_leque + Autor: Wesley + Descricao: Leque direcional 9/20/50/200 com filtro de esticamento. +} + +input + ModoEstrategia(1); + DistanciaMinimaLequePontos(45); + DistanciaCompressao20x200(100); + DistanciaMaximaPrecoMME20(270); + DistanciaToqueMME20(65); + MinBarrasConfirmacao(1); + ConfirmacoesRompimento(2); + UsarConfirmacaoCandle(true); + UsarOCO(true); + StopLossPontos(165); + TakeProfitPontos(264); + UsarSaidaPorTempo(true); + MaxBarrasPosicao(11); + +var + mme9, mme20, mma50, mma200 : float; + slope20, slope50, slope200 : float; + dist920, dist2050, dist20200, distPreco20 : float; + topoLookback, fundoLookback : float; + iAlta, iBaixa, iBarrasPosicao : integer; + bCompressao, bLequeAlta, bLequeBaixa : boolean; + bPullbackCompra, bPullbackVenda : boolean; + bRompAlta, bRompBaixa : boolean; + bCompra, bVenda, bConfCompra, bConfVenda : boolean; + bEstavaPosicionado, bSaidaOCOCompra, bSaidaOCOVenda : boolean; + fPrecoEntrada, fStopAtual, fAlvoAtual : float; + +begin + mme9 := MediaExp(9, Close); + mme20 := MediaExp(20, Close); + mma50 := Media(50, Close); + mma200 := Media(200, Close); + + slope20 := mme20 - mme20[1]; + slope50 := mma50 - mma50[1]; + slope200 := mma200 - mma200[1]; + + dist920 := Abs(mme9 - mme20); + dist2050 := Abs(mme20 - mma50); + dist20200 := Abs(mme20 - mma200); + distPreco20 := Abs(Close - mme20); + + topoLookback := Highest(High, 12); + fundoLookback := Lowest(Low, 12); + + bCompressao := dist20200 <= DistanciaCompressao20x200; + + bLequeAlta := (Close > mme9) and (mme9 > mme20) and (mme20 > mma50) and (mma50 > mma200) + and (slope20 > 0) and (slope50 > 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos); + + bLequeBaixa := (Close < mme9) and (mme9 < mme20) and (mme20 < mma50) and (mma50 < mma200) + and (slope20 < 0) and (slope50 < 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos); + + bPullbackCompra := (not bCompressao) and (mma50 > mma200) and (slope20 > 0) + and (Abs(Low - mme20) <= DistanciaToqueMME20) and (Close > mme20); + bPullbackVenda := (not bCompressao) and (mma50 < mma200) and (slope20 < 0) + and (Abs(High - mme20) <= DistanciaToqueMME20) and (Close < mme20); + + bRompAlta := (dist20200 <= DistanciaToqueMME20) and (Close > mma200) and (Close >= topoLookback[1]) and (mme9 > mme20); + bRompBaixa := (dist20200 <= DistanciaToqueMME20) and (Close < mma200) and (Close <= fundoLookback[1]) and (mme9 < mme20); + + bConfCompra := (not UsarConfirmacaoCandle) or (Close > High[1]); + bConfVenda := (not UsarConfirmacaoCandle) or (Close < Low[1]); + + if bLequeAlta or bPullbackCompra or bRompAlta then + iAlta := iAlta + 1 + else + iAlta := 0; + + if bLequeBaixa or bPullbackVenda or bRompBaixa then + iBaixa := iBaixa + 1 + else + iBaixa := 0; + + bCompra := false; + bVenda := false; + + if ModoEstrategia = 1 then + begin + bCompra := bLequeAlta and (not bCompressao) and (distPreco20 <= DistanciaMaximaPrecoMME20) and (iAlta >= MinBarrasConfirmacao); + bVenda := bLequeBaixa and (not bCompressao) and (distPreco20 <= DistanciaMaximaPrecoMME20) and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 2 then + begin + bCompra := bPullbackCompra and bConfCompra; + bVenda := bPullbackVenda and bConfVenda; + end + else if ModoEstrategia = 3 then + begin + bCompra := bRompAlta and (iAlta >= ConfirmacoesRompimento); + bVenda := bRompBaixa and (iBaixa >= ConfirmacoesRompimento); + end + else if ModoEstrategia = 4 then + begin + bCompra := (not bCompressao) and bLequeAlta and (slope200 >= 0) and (iAlta >= MinBarrasConfirmacao); + bVenda := (not bCompressao) and bLequeBaixa and (slope200 <= 0) and (iBaixa >= MinBarrasConfirmacao); + end + else + begin + bCompra := (bPullbackCompra or bRompAlta) and (not bCompressao) and bConfCompra; + bVenda := (bPullbackVenda or bRompBaixa) and (not bCompressao) and bConfVenda; + end; + + if IsBought or IsSold then + iBarrasPosicao := iBarrasPosicao + 1 + else + iBarrasPosicao := 0; + + if (not IsBought) and (not IsSold) then + begin + if bCompra then + BuyAtMarket + else if bVenda then + SellShortAtMarket; + end; + + bSaidaOCOCompra := false; + bSaidaOCOVenda := false; + + if IsBought and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada - StopLossPontos; + fAlvoAtual := fPrecoEntrada + TakeProfitPontos; + bSaidaOCOCompra := UsarOCO and ((Low <= fStopAtual) or (High >= fAlvoAtual)); + end; + + if IsSold and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada + StopLossPontos; + fAlvoAtual := fPrecoEntrada - TakeProfitPontos; + bSaidaOCOVenda := UsarOCO and ((High >= fStopAtual) or (Low <= fAlvoAtual)); + end; + + if IsBought and ( + bCompressao + or (Close < mme20) + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOCompra + ) then + ClosePosition; + + if IsSold and ( + bCompressao + or (Close > mme20) + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOVenda + ) then + ClosePosition; + + if (not bEstavaPosicionado) and IsBought then + fPrecoEntrada := Close; + + if (not bEstavaPosicionado) and IsSold then + fPrecoEntrada := Close; + + bEstavaPosicionado := IsBought or IsSold; +end; diff --git a/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v08_leque.txt b/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v08_leque.txt new file mode 100644 index 0000000..6d296d8 --- /dev/null +++ b/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v08_leque.txt @@ -0,0 +1,168 @@ +{ + Estrategia: robo_medias_v08_leque + Autor: Wesley + Descricao: Leque direcional 9/20/50/200 com filtro de esticamento. +} + +input + ModoEstrategia(1); + DistanciaMinimaLequePontos(30); + DistanciaCompressao20x200(110); + DistanciaMaximaPrecoMME20(300); + DistanciaToqueMME20(35); + MinBarrasConfirmacao(2); + ConfirmacoesRompimento(1); + UsarConfirmacaoCandle(true); + UsarOCO(true); + StopLossPontos(180); + TakeProfitPontos(306); + UsarSaidaPorTempo(true); + MaxBarrasPosicao(12); + +var + mme9, mme20, mma50, mma200 : float; + slope20, slope50, slope200 : float; + dist920, dist2050, dist20200, distPreco20 : float; + topoLookback, fundoLookback : float; + iAlta, iBaixa, iBarrasPosicao : integer; + bCompressao, bLequeAlta, bLequeBaixa : boolean; + bPullbackCompra, bPullbackVenda : boolean; + bRompAlta, bRompBaixa : boolean; + bCompra, bVenda, bConfCompra, bConfVenda : boolean; + bEstavaPosicionado, bSaidaOCOCompra, bSaidaOCOVenda : boolean; + fPrecoEntrada, fStopAtual, fAlvoAtual : float; + +begin + mme9 := MediaExp(9, Close); + mme20 := MediaExp(20, Close); + mma50 := Media(50, Close); + mma200 := Media(200, Close); + + slope20 := mme20 - mme20[1]; + slope50 := mma50 - mma50[1]; + slope200 := mma200 - mma200[1]; + + dist920 := Abs(mme9 - mme20); + dist2050 := Abs(mme20 - mma50); + dist20200 := Abs(mme20 - mma200); + distPreco20 := Abs(Close - mme20); + + topoLookback := Highest(High, 12); + fundoLookback := Lowest(Low, 12); + + bCompressao := dist20200 <= DistanciaCompressao20x200; + + bLequeAlta := (Close > mme9) and (mme9 > mme20) and (mme20 > mma50) and (mma50 > mma200) + and (slope20 > 0) and (slope50 > 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos); + + bLequeBaixa := (Close < mme9) and (mme9 < mme20) and (mme20 < mma50) and (mma50 < mma200) + and (slope20 < 0) and (slope50 < 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos); + + bPullbackCompra := (not bCompressao) and (mma50 > mma200) and (slope20 > 0) + and (Abs(Low - mme20) <= DistanciaToqueMME20) and (Close > mme20); + bPullbackVenda := (not bCompressao) and (mma50 < mma200) and (slope20 < 0) + and (Abs(High - mme20) <= DistanciaToqueMME20) and (Close < mme20); + + bRompAlta := (dist20200 <= DistanciaToqueMME20) and (Close > mma200) and (Close >= topoLookback[1]) and (mme9 > mme20); + bRompBaixa := (dist20200 <= DistanciaToqueMME20) and (Close < mma200) and (Close <= fundoLookback[1]) and (mme9 < mme20); + + bConfCompra := (not UsarConfirmacaoCandle) or (Close > High[1]); + bConfVenda := (not UsarConfirmacaoCandle) or (Close < Low[1]); + + if bLequeAlta or bPullbackCompra or bRompAlta then + iAlta := iAlta + 1 + else + iAlta := 0; + + if bLequeBaixa or bPullbackVenda or bRompBaixa then + iBaixa := iBaixa + 1 + else + iBaixa := 0; + + bCompra := false; + bVenda := false; + + if ModoEstrategia = 1 then + begin + bCompra := bLequeAlta and (not bCompressao) and (distPreco20 <= DistanciaMaximaPrecoMME20) and (iAlta >= MinBarrasConfirmacao); + bVenda := bLequeBaixa and (not bCompressao) and (distPreco20 <= DistanciaMaximaPrecoMME20) and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 2 then + begin + bCompra := bPullbackCompra and bConfCompra; + bVenda := bPullbackVenda and bConfVenda; + end + else if ModoEstrategia = 3 then + begin + bCompra := bRompAlta and (iAlta >= ConfirmacoesRompimento); + bVenda := bRompBaixa and (iBaixa >= ConfirmacoesRompimento); + end + else if ModoEstrategia = 4 then + begin + bCompra := (not bCompressao) and bLequeAlta and (slope200 >= 0) and (iAlta >= MinBarrasConfirmacao); + bVenda := (not bCompressao) and bLequeBaixa and (slope200 <= 0) and (iBaixa >= MinBarrasConfirmacao); + end + else + begin + bCompra := (bPullbackCompra or bRompAlta) and (not bCompressao) and bConfCompra; + bVenda := (bPullbackVenda or bRompBaixa) and (not bCompressao) and bConfVenda; + end; + + if IsBought or IsSold then + iBarrasPosicao := iBarrasPosicao + 1 + else + iBarrasPosicao := 0; + + if (not IsBought) and (not IsSold) then + begin + if bCompra then + BuyAtMarket + else if bVenda then + SellShortAtMarket; + end; + + bSaidaOCOCompra := false; + bSaidaOCOVenda := false; + + if IsBought and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada - StopLossPontos; + fAlvoAtual := fPrecoEntrada + TakeProfitPontos; + bSaidaOCOCompra := UsarOCO and ((Low <= fStopAtual) or (High >= fAlvoAtual)); + end; + + if IsSold and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada + StopLossPontos; + fAlvoAtual := fPrecoEntrada - TakeProfitPontos; + bSaidaOCOVenda := UsarOCO and ((High >= fStopAtual) or (Low <= fAlvoAtual)); + end; + + if IsBought and ( + bCompressao + or (Close < mme20) + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOCompra + ) then + ClosePosition; + + if IsSold and ( + bCompressao + or (Close > mme20) + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOVenda + ) then + ClosePosition; + + if (not bEstavaPosicionado) and IsBought then + fPrecoEntrada := Close; + + if (not bEstavaPosicionado) and IsSold then + fPrecoEntrada := Close; + + bEstavaPosicionado := IsBought or IsSold; +end; diff --git a/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v09_leque.txt b/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v09_leque.txt new file mode 100644 index 0000000..da2e3f7 --- /dev/null +++ b/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v09_leque.txt @@ -0,0 +1,168 @@ +{ + Estrategia: robo_medias_v09_leque + Autor: Wesley + Descricao: Leque direcional 9/20/50/200 com filtro de esticamento. +} + +input + ModoEstrategia(1); + DistanciaMinimaLequePontos(35); + DistanciaCompressao20x200(70); + DistanciaMaximaPrecoMME20(180); + DistanciaToqueMME20(45); + MinBarrasConfirmacao(3); + ConfirmacoesRompimento(2); + UsarConfirmacaoCandle(true); + UsarOCO(true); + StopLossPontos(195); + TakeProfitPontos(351); + UsarSaidaPorTempo(true); + MaxBarrasPosicao(13); + +var + mme9, mme20, mma50, mma200 : float; + slope20, slope50, slope200 : float; + dist920, dist2050, dist20200, distPreco20 : float; + topoLookback, fundoLookback : float; + iAlta, iBaixa, iBarrasPosicao : integer; + bCompressao, bLequeAlta, bLequeBaixa : boolean; + bPullbackCompra, bPullbackVenda : boolean; + bRompAlta, bRompBaixa : boolean; + bCompra, bVenda, bConfCompra, bConfVenda : boolean; + bEstavaPosicionado, bSaidaOCOCompra, bSaidaOCOVenda : boolean; + fPrecoEntrada, fStopAtual, fAlvoAtual : float; + +begin + mme9 := MediaExp(9, Close); + mme20 := MediaExp(20, Close); + mma50 := Media(50, Close); + mma200 := Media(200, Close); + + slope20 := mme20 - mme20[1]; + slope50 := mma50 - mma50[1]; + slope200 := mma200 - mma200[1]; + + dist920 := Abs(mme9 - mme20); + dist2050 := Abs(mme20 - mma50); + dist20200 := Abs(mme20 - mma200); + distPreco20 := Abs(Close - mme20); + + topoLookback := Highest(High, 12); + fundoLookback := Lowest(Low, 12); + + bCompressao := dist20200 <= DistanciaCompressao20x200; + + bLequeAlta := (Close > mme9) and (mme9 > mme20) and (mme20 > mma50) and (mma50 > mma200) + and (slope20 > 0) and (slope50 > 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos); + + bLequeBaixa := (Close < mme9) and (mme9 < mme20) and (mme20 < mma50) and (mma50 < mma200) + and (slope20 < 0) and (slope50 < 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos); + + bPullbackCompra := (not bCompressao) and (mma50 > mma200) and (slope20 > 0) + and (Abs(Low - mme20) <= DistanciaToqueMME20) and (Close > mme20); + bPullbackVenda := (not bCompressao) and (mma50 < mma200) and (slope20 < 0) + and (Abs(High - mme20) <= DistanciaToqueMME20) and (Close < mme20); + + bRompAlta := (dist20200 <= DistanciaToqueMME20) and (Close > mma200) and (Close >= topoLookback[1]) and (mme9 > mme20); + bRompBaixa := (dist20200 <= DistanciaToqueMME20) and (Close < mma200) and (Close <= fundoLookback[1]) and (mme9 < mme20); + + bConfCompra := (not UsarConfirmacaoCandle) or (Close > High[1]); + bConfVenda := (not UsarConfirmacaoCandle) or (Close < Low[1]); + + if bLequeAlta or bPullbackCompra or bRompAlta then + iAlta := iAlta + 1 + else + iAlta := 0; + + if bLequeBaixa or bPullbackVenda or bRompBaixa then + iBaixa := iBaixa + 1 + else + iBaixa := 0; + + bCompra := false; + bVenda := false; + + if ModoEstrategia = 1 then + begin + bCompra := bLequeAlta and (not bCompressao) and (distPreco20 <= DistanciaMaximaPrecoMME20) and (iAlta >= MinBarrasConfirmacao); + bVenda := bLequeBaixa and (not bCompressao) and (distPreco20 <= DistanciaMaximaPrecoMME20) and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 2 then + begin + bCompra := bPullbackCompra and bConfCompra; + bVenda := bPullbackVenda and bConfVenda; + end + else if ModoEstrategia = 3 then + begin + bCompra := bRompAlta and (iAlta >= ConfirmacoesRompimento); + bVenda := bRompBaixa and (iBaixa >= ConfirmacoesRompimento); + end + else if ModoEstrategia = 4 then + begin + bCompra := (not bCompressao) and bLequeAlta and (slope200 >= 0) and (iAlta >= MinBarrasConfirmacao); + bVenda := (not bCompressao) and bLequeBaixa and (slope200 <= 0) and (iBaixa >= MinBarrasConfirmacao); + end + else + begin + bCompra := (bPullbackCompra or bRompAlta) and (not bCompressao) and bConfCompra; + bVenda := (bPullbackVenda or bRompBaixa) and (not bCompressao) and bConfVenda; + end; + + if IsBought or IsSold then + iBarrasPosicao := iBarrasPosicao + 1 + else + iBarrasPosicao := 0; + + if (not IsBought) and (not IsSold) then + begin + if bCompra then + BuyAtMarket + else if bVenda then + SellShortAtMarket; + end; + + bSaidaOCOCompra := false; + bSaidaOCOVenda := false; + + if IsBought and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada - StopLossPontos; + fAlvoAtual := fPrecoEntrada + TakeProfitPontos; + bSaidaOCOCompra := UsarOCO and ((Low <= fStopAtual) or (High >= fAlvoAtual)); + end; + + if IsSold and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada + StopLossPontos; + fAlvoAtual := fPrecoEntrada - TakeProfitPontos; + bSaidaOCOVenda := UsarOCO and ((High >= fStopAtual) or (Low <= fAlvoAtual)); + end; + + if IsBought and ( + bCompressao + or (Close < mme20) + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOCompra + ) then + ClosePosition; + + if IsSold and ( + bCompressao + or (Close > mme20) + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOVenda + ) then + ClosePosition; + + if (not bEstavaPosicionado) and IsBought then + fPrecoEntrada := Close; + + if (not bEstavaPosicionado) and IsSold then + fPrecoEntrada := Close; + + bEstavaPosicionado := IsBought or IsSold; +end; diff --git a/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v10_leque.txt b/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v10_leque.txt new file mode 100644 index 0000000..7e427e7 --- /dev/null +++ b/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v10_leque.txt @@ -0,0 +1,168 @@ +{ + Estrategia: robo_medias_v10_leque + Autor: Wesley + Descricao: Leque direcional 9/20/50/200 com filtro de esticamento. +} + +input + ModoEstrategia(1); + DistanciaMinimaLequePontos(40); + DistanciaCompressao20x200(80); + DistanciaMaximaPrecoMME20(210); + DistanciaToqueMME20(55); + MinBarrasConfirmacao(1); + ConfirmacoesRompimento(1); + UsarConfirmacaoCandle(true); + UsarOCO(true); + StopLossPontos(210); + TakeProfitPontos(336); + UsarSaidaPorTempo(true); + MaxBarrasPosicao(8); + +var + mme9, mme20, mma50, mma200 : float; + slope20, slope50, slope200 : float; + dist920, dist2050, dist20200, distPreco20 : float; + topoLookback, fundoLookback : float; + iAlta, iBaixa, iBarrasPosicao : integer; + bCompressao, bLequeAlta, bLequeBaixa : boolean; + bPullbackCompra, bPullbackVenda : boolean; + bRompAlta, bRompBaixa : boolean; + bCompra, bVenda, bConfCompra, bConfVenda : boolean; + bEstavaPosicionado, bSaidaOCOCompra, bSaidaOCOVenda : boolean; + fPrecoEntrada, fStopAtual, fAlvoAtual : float; + +begin + mme9 := MediaExp(9, Close); + mme20 := MediaExp(20, Close); + mma50 := Media(50, Close); + mma200 := Media(200, Close); + + slope20 := mme20 - mme20[1]; + slope50 := mma50 - mma50[1]; + slope200 := mma200 - mma200[1]; + + dist920 := Abs(mme9 - mme20); + dist2050 := Abs(mme20 - mma50); + dist20200 := Abs(mme20 - mma200); + distPreco20 := Abs(Close - mme20); + + topoLookback := Highest(High, 12); + fundoLookback := Lowest(Low, 12); + + bCompressao := dist20200 <= DistanciaCompressao20x200; + + bLequeAlta := (Close > mme9) and (mme9 > mme20) and (mme20 > mma50) and (mma50 > mma200) + and (slope20 > 0) and (slope50 > 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos); + + bLequeBaixa := (Close < mme9) and (mme9 < mme20) and (mme20 < mma50) and (mma50 < mma200) + and (slope20 < 0) and (slope50 < 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos); + + bPullbackCompra := (not bCompressao) and (mma50 > mma200) and (slope20 > 0) + and (Abs(Low - mme20) <= DistanciaToqueMME20) and (Close > mme20); + bPullbackVenda := (not bCompressao) and (mma50 < mma200) and (slope20 < 0) + and (Abs(High - mme20) <= DistanciaToqueMME20) and (Close < mme20); + + bRompAlta := (dist20200 <= DistanciaToqueMME20) and (Close > mma200) and (Close >= topoLookback[1]) and (mme9 > mme20); + bRompBaixa := (dist20200 <= DistanciaToqueMME20) and (Close < mma200) and (Close <= fundoLookback[1]) and (mme9 < mme20); + + bConfCompra := (not UsarConfirmacaoCandle) or (Close > High[1]); + bConfVenda := (not UsarConfirmacaoCandle) or (Close < Low[1]); + + if bLequeAlta or bPullbackCompra or bRompAlta then + iAlta := iAlta + 1 + else + iAlta := 0; + + if bLequeBaixa or bPullbackVenda or bRompBaixa then + iBaixa := iBaixa + 1 + else + iBaixa := 0; + + bCompra := false; + bVenda := false; + + if ModoEstrategia = 1 then + begin + bCompra := bLequeAlta and (not bCompressao) and (distPreco20 <= DistanciaMaximaPrecoMME20) and (iAlta >= MinBarrasConfirmacao); + bVenda := bLequeBaixa and (not bCompressao) and (distPreco20 <= DistanciaMaximaPrecoMME20) and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 2 then + begin + bCompra := bPullbackCompra and bConfCompra; + bVenda := bPullbackVenda and bConfVenda; + end + else if ModoEstrategia = 3 then + begin + bCompra := bRompAlta and (iAlta >= ConfirmacoesRompimento); + bVenda := bRompBaixa and (iBaixa >= ConfirmacoesRompimento); + end + else if ModoEstrategia = 4 then + begin + bCompra := (not bCompressao) and bLequeAlta and (slope200 >= 0) and (iAlta >= MinBarrasConfirmacao); + bVenda := (not bCompressao) and bLequeBaixa and (slope200 <= 0) and (iBaixa >= MinBarrasConfirmacao); + end + else + begin + bCompra := (bPullbackCompra or bRompAlta) and (not bCompressao) and bConfCompra; + bVenda := (bPullbackVenda or bRompBaixa) and (not bCompressao) and bConfVenda; + end; + + if IsBought or IsSold then + iBarrasPosicao := iBarrasPosicao + 1 + else + iBarrasPosicao := 0; + + if (not IsBought) and (not IsSold) then + begin + if bCompra then + BuyAtMarket + else if bVenda then + SellShortAtMarket; + end; + + bSaidaOCOCompra := false; + bSaidaOCOVenda := false; + + if IsBought and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada - StopLossPontos; + fAlvoAtual := fPrecoEntrada + TakeProfitPontos; + bSaidaOCOCompra := UsarOCO and ((Low <= fStopAtual) or (High >= fAlvoAtual)); + end; + + if IsSold and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada + StopLossPontos; + fAlvoAtual := fPrecoEntrada - TakeProfitPontos; + bSaidaOCOVenda := UsarOCO and ((High >= fStopAtual) or (Low <= fAlvoAtual)); + end; + + if IsBought and ( + bCompressao + or (Close < mme20) + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOCompra + ) then + ClosePosition; + + if IsSold and ( + bCompressao + or (Close > mme20) + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOVenda + ) then + ClosePosition; + + if (not bEstavaPosicionado) and IsBought then + fPrecoEntrada := Close; + + if (not bEstavaPosicionado) and IsSold then + fPrecoEntrada := Close; + + bEstavaPosicionado := IsBought or IsSold; +end; diff --git a/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v11_leque.txt b/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v11_leque.txt new file mode 100644 index 0000000..cc4efe8 --- /dev/null +++ b/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v11_leque.txt @@ -0,0 +1,168 @@ +{ + Estrategia: robo_medias_v11_leque + Autor: Wesley + Descricao: Leque direcional 9/20/50/200 com filtro de esticamento. +} + +input + ModoEstrategia(1); + DistanciaMinimaLequePontos(45); + DistanciaCompressao20x200(90); + DistanciaMaximaPrecoMME20(240); + DistanciaToqueMME20(65); + MinBarrasConfirmacao(2); + ConfirmacoesRompimento(2); + UsarConfirmacaoCandle(true); + UsarOCO(true); + StopLossPontos(225); + TakeProfitPontos(382.5); + UsarSaidaPorTempo(true); + MaxBarrasPosicao(9); + +var + mme9, mme20, mma50, mma200 : float; + slope20, slope50, slope200 : float; + dist920, dist2050, dist20200, distPreco20 : float; + topoLookback, fundoLookback : float; + iAlta, iBaixa, iBarrasPosicao : integer; + bCompressao, bLequeAlta, bLequeBaixa : boolean; + bPullbackCompra, bPullbackVenda : boolean; + bRompAlta, bRompBaixa : boolean; + bCompra, bVenda, bConfCompra, bConfVenda : boolean; + bEstavaPosicionado, bSaidaOCOCompra, bSaidaOCOVenda : boolean; + fPrecoEntrada, fStopAtual, fAlvoAtual : float; + +begin + mme9 := MediaExp(9, Close); + mme20 := MediaExp(20, Close); + mma50 := Media(50, Close); + mma200 := Media(200, Close); + + slope20 := mme20 - mme20[1]; + slope50 := mma50 - mma50[1]; + slope200 := mma200 - mma200[1]; + + dist920 := Abs(mme9 - mme20); + dist2050 := Abs(mme20 - mma50); + dist20200 := Abs(mme20 - mma200); + distPreco20 := Abs(Close - mme20); + + topoLookback := Highest(High, 12); + fundoLookback := Lowest(Low, 12); + + bCompressao := dist20200 <= DistanciaCompressao20x200; + + bLequeAlta := (Close > mme9) and (mme9 > mme20) and (mme20 > mma50) and (mma50 > mma200) + and (slope20 > 0) and (slope50 > 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos); + + bLequeBaixa := (Close < mme9) and (mme9 < mme20) and (mme20 < mma50) and (mma50 < mma200) + and (slope20 < 0) and (slope50 < 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos); + + bPullbackCompra := (not bCompressao) and (mma50 > mma200) and (slope20 > 0) + and (Abs(Low - mme20) <= DistanciaToqueMME20) and (Close > mme20); + bPullbackVenda := (not bCompressao) and (mma50 < mma200) and (slope20 < 0) + and (Abs(High - mme20) <= DistanciaToqueMME20) and (Close < mme20); + + bRompAlta := (dist20200 <= DistanciaToqueMME20) and (Close > mma200) and (Close >= topoLookback[1]) and (mme9 > mme20); + bRompBaixa := (dist20200 <= DistanciaToqueMME20) and (Close < mma200) and (Close <= fundoLookback[1]) and (mme9 < mme20); + + bConfCompra := (not UsarConfirmacaoCandle) or (Close > High[1]); + bConfVenda := (not UsarConfirmacaoCandle) or (Close < Low[1]); + + if bLequeAlta or bPullbackCompra or bRompAlta then + iAlta := iAlta + 1 + else + iAlta := 0; + + if bLequeBaixa or bPullbackVenda or bRompBaixa then + iBaixa := iBaixa + 1 + else + iBaixa := 0; + + bCompra := false; + bVenda := false; + + if ModoEstrategia = 1 then + begin + bCompra := bLequeAlta and (not bCompressao) and (distPreco20 <= DistanciaMaximaPrecoMME20) and (iAlta >= MinBarrasConfirmacao); + bVenda := bLequeBaixa and (not bCompressao) and (distPreco20 <= DistanciaMaximaPrecoMME20) and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 2 then + begin + bCompra := bPullbackCompra and bConfCompra; + bVenda := bPullbackVenda and bConfVenda; + end + else if ModoEstrategia = 3 then + begin + bCompra := bRompAlta and (iAlta >= ConfirmacoesRompimento); + bVenda := bRompBaixa and (iBaixa >= ConfirmacoesRompimento); + end + else if ModoEstrategia = 4 then + begin + bCompra := (not bCompressao) and bLequeAlta and (slope200 >= 0) and (iAlta >= MinBarrasConfirmacao); + bVenda := (not bCompressao) and bLequeBaixa and (slope200 <= 0) and (iBaixa >= MinBarrasConfirmacao); + end + else + begin + bCompra := (bPullbackCompra or bRompAlta) and (not bCompressao) and bConfCompra; + bVenda := (bPullbackVenda or bRompBaixa) and (not bCompressao) and bConfVenda; + end; + + if IsBought or IsSold then + iBarrasPosicao := iBarrasPosicao + 1 + else + iBarrasPosicao := 0; + + if (not IsBought) and (not IsSold) then + begin + if bCompra then + BuyAtMarket + else if bVenda then + SellShortAtMarket; + end; + + bSaidaOCOCompra := false; + bSaidaOCOVenda := false; + + if IsBought and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada - StopLossPontos; + fAlvoAtual := fPrecoEntrada + TakeProfitPontos; + bSaidaOCOCompra := UsarOCO and ((Low <= fStopAtual) or (High >= fAlvoAtual)); + end; + + if IsSold and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada + StopLossPontos; + fAlvoAtual := fPrecoEntrada - TakeProfitPontos; + bSaidaOCOVenda := UsarOCO and ((High >= fStopAtual) or (Low <= fAlvoAtual)); + end; + + if IsBought and ( + bCompressao + or (Close < mme20) + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOCompra + ) then + ClosePosition; + + if IsSold and ( + bCompressao + or (Close > mme20) + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOVenda + ) then + ClosePosition; + + if (not bEstavaPosicionado) and IsBought then + fPrecoEntrada := Close; + + if (not bEstavaPosicionado) and IsSold then + fPrecoEntrada := Close; + + bEstavaPosicionado := IsBought or IsSold; +end; diff --git a/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v12_leque.txt b/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v12_leque.txt new file mode 100644 index 0000000..e3ab423 --- /dev/null +++ b/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v12_leque.txt @@ -0,0 +1,168 @@ +{ + Estrategia: robo_medias_v12_leque + Autor: Wesley + Descricao: Leque direcional 9/20/50/200 com filtro de esticamento. +} + +input + ModoEstrategia(1); + DistanciaMinimaLequePontos(30); + DistanciaCompressao20x200(100); + DistanciaMaximaPrecoMME20(270); + DistanciaToqueMME20(35); + MinBarrasConfirmacao(3); + ConfirmacoesRompimento(1); + UsarConfirmacaoCandle(true); + UsarOCO(true); + StopLossPontos(240); + TakeProfitPontos(432); + UsarSaidaPorTempo(true); + MaxBarrasPosicao(10); + +var + mme9, mme20, mma50, mma200 : float; + slope20, slope50, slope200 : float; + dist920, dist2050, dist20200, distPreco20 : float; + topoLookback, fundoLookback : float; + iAlta, iBaixa, iBarrasPosicao : integer; + bCompressao, bLequeAlta, bLequeBaixa : boolean; + bPullbackCompra, bPullbackVenda : boolean; + bRompAlta, bRompBaixa : boolean; + bCompra, bVenda, bConfCompra, bConfVenda : boolean; + bEstavaPosicionado, bSaidaOCOCompra, bSaidaOCOVenda : boolean; + fPrecoEntrada, fStopAtual, fAlvoAtual : float; + +begin + mme9 := MediaExp(9, Close); + mme20 := MediaExp(20, Close); + mma50 := Media(50, Close); + mma200 := Media(200, Close); + + slope20 := mme20 - mme20[1]; + slope50 := mma50 - mma50[1]; + slope200 := mma200 - mma200[1]; + + dist920 := Abs(mme9 - mme20); + dist2050 := Abs(mme20 - mma50); + dist20200 := Abs(mme20 - mma200); + distPreco20 := Abs(Close - mme20); + + topoLookback := Highest(High, 12); + fundoLookback := Lowest(Low, 12); + + bCompressao := dist20200 <= DistanciaCompressao20x200; + + bLequeAlta := (Close > mme9) and (mme9 > mme20) and (mme20 > mma50) and (mma50 > mma200) + and (slope20 > 0) and (slope50 > 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos); + + bLequeBaixa := (Close < mme9) and (mme9 < mme20) and (mme20 < mma50) and (mma50 < mma200) + and (slope20 < 0) and (slope50 < 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos); + + bPullbackCompra := (not bCompressao) and (mma50 > mma200) and (slope20 > 0) + and (Abs(Low - mme20) <= DistanciaToqueMME20) and (Close > mme20); + bPullbackVenda := (not bCompressao) and (mma50 < mma200) and (slope20 < 0) + and (Abs(High - mme20) <= DistanciaToqueMME20) and (Close < mme20); + + bRompAlta := (dist20200 <= DistanciaToqueMME20) and (Close > mma200) and (Close >= topoLookback[1]) and (mme9 > mme20); + bRompBaixa := (dist20200 <= DistanciaToqueMME20) and (Close < mma200) and (Close <= fundoLookback[1]) and (mme9 < mme20); + + bConfCompra := (not UsarConfirmacaoCandle) or (Close > High[1]); + bConfVenda := (not UsarConfirmacaoCandle) or (Close < Low[1]); + + if bLequeAlta or bPullbackCompra or bRompAlta then + iAlta := iAlta + 1 + else + iAlta := 0; + + if bLequeBaixa or bPullbackVenda or bRompBaixa then + iBaixa := iBaixa + 1 + else + iBaixa := 0; + + bCompra := false; + bVenda := false; + + if ModoEstrategia = 1 then + begin + bCompra := bLequeAlta and (not bCompressao) and (distPreco20 <= DistanciaMaximaPrecoMME20) and (iAlta >= MinBarrasConfirmacao); + bVenda := bLequeBaixa and (not bCompressao) and (distPreco20 <= DistanciaMaximaPrecoMME20) and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 2 then + begin + bCompra := bPullbackCompra and bConfCompra; + bVenda := bPullbackVenda and bConfVenda; + end + else if ModoEstrategia = 3 then + begin + bCompra := bRompAlta and (iAlta >= ConfirmacoesRompimento); + bVenda := bRompBaixa and (iBaixa >= ConfirmacoesRompimento); + end + else if ModoEstrategia = 4 then + begin + bCompra := (not bCompressao) and bLequeAlta and (slope200 >= 0) and (iAlta >= MinBarrasConfirmacao); + bVenda := (not bCompressao) and bLequeBaixa and (slope200 <= 0) and (iBaixa >= MinBarrasConfirmacao); + end + else + begin + bCompra := (bPullbackCompra or bRompAlta) and (not bCompressao) and bConfCompra; + bVenda := (bPullbackVenda or bRompBaixa) and (not bCompressao) and bConfVenda; + end; + + if IsBought or IsSold then + iBarrasPosicao := iBarrasPosicao + 1 + else + iBarrasPosicao := 0; + + if (not IsBought) and (not IsSold) then + begin + if bCompra then + BuyAtMarket + else if bVenda then + SellShortAtMarket; + end; + + bSaidaOCOCompra := false; + bSaidaOCOVenda := false; + + if IsBought and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada - StopLossPontos; + fAlvoAtual := fPrecoEntrada + TakeProfitPontos; + bSaidaOCOCompra := UsarOCO and ((Low <= fStopAtual) or (High >= fAlvoAtual)); + end; + + if IsSold and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada + StopLossPontos; + fAlvoAtual := fPrecoEntrada - TakeProfitPontos; + bSaidaOCOVenda := UsarOCO and ((High >= fStopAtual) or (Low <= fAlvoAtual)); + end; + + if IsBought and ( + bCompressao + or (Close < mme20) + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOCompra + ) then + ClosePosition; + + if IsSold and ( + bCompressao + or (Close > mme20) + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOVenda + ) then + ClosePosition; + + if (not bEstavaPosicionado) and IsBought then + fPrecoEntrada := Close; + + if (not bEstavaPosicionado) and IsSold then + fPrecoEntrada := Close; + + bEstavaPosicionado := IsBought or IsSold; +end; diff --git a/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v13_leque.txt b/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v13_leque.txt new file mode 100644 index 0000000..5bbde03 --- /dev/null +++ b/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v13_leque.txt @@ -0,0 +1,168 @@ +{ + Estrategia: robo_medias_v13_leque + Autor: Wesley + Descricao: Leque direcional 9/20/50/200 com filtro de esticamento. +} + +input + ModoEstrategia(1); + DistanciaMinimaLequePontos(35); + DistanciaCompressao20x200(110); + DistanciaMaximaPrecoMME20(300); + DistanciaToqueMME20(45); + MinBarrasConfirmacao(1); + ConfirmacoesRompimento(2); + UsarConfirmacaoCandle(true); + UsarOCO(true); + StopLossPontos(255); + TakeProfitPontos(408); + UsarSaidaPorTempo(true); + MaxBarrasPosicao(11); + +var + mme9, mme20, mma50, mma200 : float; + slope20, slope50, slope200 : float; + dist920, dist2050, dist20200, distPreco20 : float; + topoLookback, fundoLookback : float; + iAlta, iBaixa, iBarrasPosicao : integer; + bCompressao, bLequeAlta, bLequeBaixa : boolean; + bPullbackCompra, bPullbackVenda : boolean; + bRompAlta, bRompBaixa : boolean; + bCompra, bVenda, bConfCompra, bConfVenda : boolean; + bEstavaPosicionado, bSaidaOCOCompra, bSaidaOCOVenda : boolean; + fPrecoEntrada, fStopAtual, fAlvoAtual : float; + +begin + mme9 := MediaExp(9, Close); + mme20 := MediaExp(20, Close); + mma50 := Media(50, Close); + mma200 := Media(200, Close); + + slope20 := mme20 - mme20[1]; + slope50 := mma50 - mma50[1]; + slope200 := mma200 - mma200[1]; + + dist920 := Abs(mme9 - mme20); + dist2050 := Abs(mme20 - mma50); + dist20200 := Abs(mme20 - mma200); + distPreco20 := Abs(Close - mme20); + + topoLookback := Highest(High, 12); + fundoLookback := Lowest(Low, 12); + + bCompressao := dist20200 <= DistanciaCompressao20x200; + + bLequeAlta := (Close > mme9) and (mme9 > mme20) and (mme20 > mma50) and (mma50 > mma200) + and (slope20 > 0) and (slope50 > 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos); + + bLequeBaixa := (Close < mme9) and (mme9 < mme20) and (mme20 < mma50) and (mma50 < mma200) + and (slope20 < 0) and (slope50 < 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos); + + bPullbackCompra := (not bCompressao) and (mma50 > mma200) and (slope20 > 0) + and (Abs(Low - mme20) <= DistanciaToqueMME20) and (Close > mme20); + bPullbackVenda := (not bCompressao) and (mma50 < mma200) and (slope20 < 0) + and (Abs(High - mme20) <= DistanciaToqueMME20) and (Close < mme20); + + bRompAlta := (dist20200 <= DistanciaToqueMME20) and (Close > mma200) and (Close >= topoLookback[1]) and (mme9 > mme20); + bRompBaixa := (dist20200 <= DistanciaToqueMME20) and (Close < mma200) and (Close <= fundoLookback[1]) and (mme9 < mme20); + + bConfCompra := (not UsarConfirmacaoCandle) or (Close > High[1]); + bConfVenda := (not UsarConfirmacaoCandle) or (Close < Low[1]); + + if bLequeAlta or bPullbackCompra or bRompAlta then + iAlta := iAlta + 1 + else + iAlta := 0; + + if bLequeBaixa or bPullbackVenda or bRompBaixa then + iBaixa := iBaixa + 1 + else + iBaixa := 0; + + bCompra := false; + bVenda := false; + + if ModoEstrategia = 1 then + begin + bCompra := bLequeAlta and (not bCompressao) and (distPreco20 <= DistanciaMaximaPrecoMME20) and (iAlta >= MinBarrasConfirmacao); + bVenda := bLequeBaixa and (not bCompressao) and (distPreco20 <= DistanciaMaximaPrecoMME20) and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 2 then + begin + bCompra := bPullbackCompra and bConfCompra; + bVenda := bPullbackVenda and bConfVenda; + end + else if ModoEstrategia = 3 then + begin + bCompra := bRompAlta and (iAlta >= ConfirmacoesRompimento); + bVenda := bRompBaixa and (iBaixa >= ConfirmacoesRompimento); + end + else if ModoEstrategia = 4 then + begin + bCompra := (not bCompressao) and bLequeAlta and (slope200 >= 0) and (iAlta >= MinBarrasConfirmacao); + bVenda := (not bCompressao) and bLequeBaixa and (slope200 <= 0) and (iBaixa >= MinBarrasConfirmacao); + end + else + begin + bCompra := (bPullbackCompra or bRompAlta) and (not bCompressao) and bConfCompra; + bVenda := (bPullbackVenda or bRompBaixa) and (not bCompressao) and bConfVenda; + end; + + if IsBought or IsSold then + iBarrasPosicao := iBarrasPosicao + 1 + else + iBarrasPosicao := 0; + + if (not IsBought) and (not IsSold) then + begin + if bCompra then + BuyAtMarket + else if bVenda then + SellShortAtMarket; + end; + + bSaidaOCOCompra := false; + bSaidaOCOVenda := false; + + if IsBought and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada - StopLossPontos; + fAlvoAtual := fPrecoEntrada + TakeProfitPontos; + bSaidaOCOCompra := UsarOCO and ((Low <= fStopAtual) or (High >= fAlvoAtual)); + end; + + if IsSold and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada + StopLossPontos; + fAlvoAtual := fPrecoEntrada - TakeProfitPontos; + bSaidaOCOVenda := UsarOCO and ((High >= fStopAtual) or (Low <= fAlvoAtual)); + end; + + if IsBought and ( + bCompressao + or (Close < mme20) + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOCompra + ) then + ClosePosition; + + if IsSold and ( + bCompressao + or (Close > mme20) + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOVenda + ) then + ClosePosition; + + if (not bEstavaPosicionado) and IsBought then + fPrecoEntrada := Close; + + if (not bEstavaPosicionado) and IsSold then + fPrecoEntrada := Close; + + bEstavaPosicionado := IsBought or IsSold; +end; diff --git a/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v14_leque.txt b/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v14_leque.txt new file mode 100644 index 0000000..3a9c91c --- /dev/null +++ b/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v14_leque.txt @@ -0,0 +1,168 @@ +{ + Estrategia: robo_medias_v14_leque + Autor: Wesley + Descricao: Leque direcional 9/20/50/200 com filtro de esticamento. +} + +input + ModoEstrategia(1); + DistanciaMinimaLequePontos(40); + DistanciaCompressao20x200(70); + DistanciaMaximaPrecoMME20(180); + DistanciaToqueMME20(55); + MinBarrasConfirmacao(2); + ConfirmacoesRompimento(1); + UsarConfirmacaoCandle(true); + UsarOCO(true); + StopLossPontos(270); + TakeProfitPontos(459); + UsarSaidaPorTempo(true); + MaxBarrasPosicao(12); + +var + mme9, mme20, mma50, mma200 : float; + slope20, slope50, slope200 : float; + dist920, dist2050, dist20200, distPreco20 : float; + topoLookback, fundoLookback : float; + iAlta, iBaixa, iBarrasPosicao : integer; + bCompressao, bLequeAlta, bLequeBaixa : boolean; + bPullbackCompra, bPullbackVenda : boolean; + bRompAlta, bRompBaixa : boolean; + bCompra, bVenda, bConfCompra, bConfVenda : boolean; + bEstavaPosicionado, bSaidaOCOCompra, bSaidaOCOVenda : boolean; + fPrecoEntrada, fStopAtual, fAlvoAtual : float; + +begin + mme9 := MediaExp(9, Close); + mme20 := MediaExp(20, Close); + mma50 := Media(50, Close); + mma200 := Media(200, Close); + + slope20 := mme20 - mme20[1]; + slope50 := mma50 - mma50[1]; + slope200 := mma200 - mma200[1]; + + dist920 := Abs(mme9 - mme20); + dist2050 := Abs(mme20 - mma50); + dist20200 := Abs(mme20 - mma200); + distPreco20 := Abs(Close - mme20); + + topoLookback := Highest(High, 12); + fundoLookback := Lowest(Low, 12); + + bCompressao := dist20200 <= DistanciaCompressao20x200; + + bLequeAlta := (Close > mme9) and (mme9 > mme20) and (mme20 > mma50) and (mma50 > mma200) + and (slope20 > 0) and (slope50 > 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos); + + bLequeBaixa := (Close < mme9) and (mme9 < mme20) and (mme20 < mma50) and (mma50 < mma200) + and (slope20 < 0) and (slope50 < 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos); + + bPullbackCompra := (not bCompressao) and (mma50 > mma200) and (slope20 > 0) + and (Abs(Low - mme20) <= DistanciaToqueMME20) and (Close > mme20); + bPullbackVenda := (not bCompressao) and (mma50 < mma200) and (slope20 < 0) + and (Abs(High - mme20) <= DistanciaToqueMME20) and (Close < mme20); + + bRompAlta := (dist20200 <= DistanciaToqueMME20) and (Close > mma200) and (Close >= topoLookback[1]) and (mme9 > mme20); + bRompBaixa := (dist20200 <= DistanciaToqueMME20) and (Close < mma200) and (Close <= fundoLookback[1]) and (mme9 < mme20); + + bConfCompra := (not UsarConfirmacaoCandle) or (Close > High[1]); + bConfVenda := (not UsarConfirmacaoCandle) or (Close < Low[1]); + + if bLequeAlta or bPullbackCompra or bRompAlta then + iAlta := iAlta + 1 + else + iAlta := 0; + + if bLequeBaixa or bPullbackVenda or bRompBaixa then + iBaixa := iBaixa + 1 + else + iBaixa := 0; + + bCompra := false; + bVenda := false; + + if ModoEstrategia = 1 then + begin + bCompra := bLequeAlta and (not bCompressao) and (distPreco20 <= DistanciaMaximaPrecoMME20) and (iAlta >= MinBarrasConfirmacao); + bVenda := bLequeBaixa and (not bCompressao) and (distPreco20 <= DistanciaMaximaPrecoMME20) and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 2 then + begin + bCompra := bPullbackCompra and bConfCompra; + bVenda := bPullbackVenda and bConfVenda; + end + else if ModoEstrategia = 3 then + begin + bCompra := bRompAlta and (iAlta >= ConfirmacoesRompimento); + bVenda := bRompBaixa and (iBaixa >= ConfirmacoesRompimento); + end + else if ModoEstrategia = 4 then + begin + bCompra := (not bCompressao) and bLequeAlta and (slope200 >= 0) and (iAlta >= MinBarrasConfirmacao); + bVenda := (not bCompressao) and bLequeBaixa and (slope200 <= 0) and (iBaixa >= MinBarrasConfirmacao); + end + else + begin + bCompra := (bPullbackCompra or bRompAlta) and (not bCompressao) and bConfCompra; + bVenda := (bPullbackVenda or bRompBaixa) and (not bCompressao) and bConfVenda; + end; + + if IsBought or IsSold then + iBarrasPosicao := iBarrasPosicao + 1 + else + iBarrasPosicao := 0; + + if (not IsBought) and (not IsSold) then + begin + if bCompra then + BuyAtMarket + else if bVenda then + SellShortAtMarket; + end; + + bSaidaOCOCompra := false; + bSaidaOCOVenda := false; + + if IsBought and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada - StopLossPontos; + fAlvoAtual := fPrecoEntrada + TakeProfitPontos; + bSaidaOCOCompra := UsarOCO and ((Low <= fStopAtual) or (High >= fAlvoAtual)); + end; + + if IsSold and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada + StopLossPontos; + fAlvoAtual := fPrecoEntrada - TakeProfitPontos; + bSaidaOCOVenda := UsarOCO and ((High >= fStopAtual) or (Low <= fAlvoAtual)); + end; + + if IsBought and ( + bCompressao + or (Close < mme20) + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOCompra + ) then + ClosePosition; + + if IsSold and ( + bCompressao + or (Close > mme20) + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOVenda + ) then + ClosePosition; + + if (not bEstavaPosicionado) and IsBought then + fPrecoEntrada := Close; + + if (not bEstavaPosicionado) and IsSold then + fPrecoEntrada := Close; + + bEstavaPosicionado := IsBought or IsSold; +end; diff --git a/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v15_pullback.txt b/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v15_pullback.txt new file mode 100644 index 0000000..612d19f --- /dev/null +++ b/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v15_pullback.txt @@ -0,0 +1,168 @@ +{ + Estrategia: robo_medias_v15_pullback + Autor: Wesley + Descricao: Pullback na MME20 com regime por MMA50/200. +} + +input + ModoEstrategia(2); + DistanciaMinimaLequePontos(35); + DistanciaCompressao20x200(80); + DistanciaMaximaPrecoMME20(210); + DistanciaToqueMME20(45); + MinBarrasConfirmacao(2); + ConfirmacoesRompimento(2); + UsarConfirmacaoCandle(true); + UsarOCO(true); + StopLossPontos(135); + TakeProfitPontos(229.5); + UsarSaidaPorTempo(true); + MaxBarrasPosicao(9); + +var + mme9, mme20, mma50, mma200 : float; + slope20, slope50, slope200 : float; + dist920, dist2050, dist20200, distPreco20 : float; + topoLookback, fundoLookback : float; + iAlta, iBaixa, iBarrasPosicao : integer; + bCompressao, bLequeAlta, bLequeBaixa : boolean; + bPullbackCompra, bPullbackVenda : boolean; + bRompAlta, bRompBaixa : boolean; + bCompra, bVenda, bConfCompra, bConfVenda : boolean; + bEstavaPosicionado, bSaidaOCOCompra, bSaidaOCOVenda : boolean; + fPrecoEntrada, fStopAtual, fAlvoAtual : float; + +begin + mme9 := MediaExp(9, Close); + mme20 := MediaExp(20, Close); + mma50 := Media(50, Close); + mma200 := Media(200, Close); + + slope20 := mme20 - mme20[1]; + slope50 := mma50 - mma50[1]; + slope200 := mma200 - mma200[1]; + + dist920 := Abs(mme9 - mme20); + dist2050 := Abs(mme20 - mma50); + dist20200 := Abs(mme20 - mma200); + distPreco20 := Abs(Close - mme20); + + topoLookback := Highest(High, 12); + fundoLookback := Lowest(Low, 12); + + bCompressao := dist20200 <= DistanciaCompressao20x200; + + bLequeAlta := (Close > mme9) and (mme9 > mme20) and (mme20 > mma50) and (mma50 > mma200) + and (slope20 > 0) and (slope50 > 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos); + + bLequeBaixa := (Close < mme9) and (mme9 < mme20) and (mme20 < mma50) and (mma50 < mma200) + and (slope20 < 0) and (slope50 < 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos); + + bPullbackCompra := (not bCompressao) and (mma50 > mma200) and (slope20 > 0) + and (Abs(Low - mme20) <= DistanciaToqueMME20) and (Close > mme20); + bPullbackVenda := (not bCompressao) and (mma50 < mma200) and (slope20 < 0) + and (Abs(High - mme20) <= DistanciaToqueMME20) and (Close < mme20); + + bRompAlta := (dist20200 <= DistanciaToqueMME20) and (Close > mma200) and (Close >= topoLookback[1]) and (mme9 > mme20); + bRompBaixa := (dist20200 <= DistanciaToqueMME20) and (Close < mma200) and (Close <= fundoLookback[1]) and (mme9 < mme20); + + bConfCompra := (not UsarConfirmacaoCandle) or (Close > High[1]); + bConfVenda := (not UsarConfirmacaoCandle) or (Close < Low[1]); + + if bLequeAlta or bPullbackCompra or bRompAlta then + iAlta := iAlta + 1 + else + iAlta := 0; + + if bLequeBaixa or bPullbackVenda or bRompBaixa then + iBaixa := iBaixa + 1 + else + iBaixa := 0; + + bCompra := false; + bVenda := false; + + if ModoEstrategia = 1 then + begin + bCompra := bLequeAlta and (not bCompressao) and (distPreco20 <= DistanciaMaximaPrecoMME20) and (iAlta >= MinBarrasConfirmacao); + bVenda := bLequeBaixa and (not bCompressao) and (distPreco20 <= DistanciaMaximaPrecoMME20) and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 2 then + begin + bCompra := bPullbackCompra and bConfCompra; + bVenda := bPullbackVenda and bConfVenda; + end + else if ModoEstrategia = 3 then + begin + bCompra := bRompAlta and (iAlta >= ConfirmacoesRompimento); + bVenda := bRompBaixa and (iBaixa >= ConfirmacoesRompimento); + end + else if ModoEstrategia = 4 then + begin + bCompra := (not bCompressao) and bLequeAlta and (slope200 >= 0) and (iAlta >= MinBarrasConfirmacao); + bVenda := (not bCompressao) and bLequeBaixa and (slope200 <= 0) and (iBaixa >= MinBarrasConfirmacao); + end + else + begin + bCompra := (bPullbackCompra or bRompAlta) and (not bCompressao) and bConfCompra; + bVenda := (bPullbackVenda or bRompBaixa) and (not bCompressao) and bConfVenda; + end; + + if IsBought or IsSold then + iBarrasPosicao := iBarrasPosicao + 1 + else + iBarrasPosicao := 0; + + if (not IsBought) and (not IsSold) then + begin + if bCompra then + BuyAtMarket + else if bVenda then + SellShortAtMarket; + end; + + bSaidaOCOCompra := false; + bSaidaOCOVenda := false; + + if IsBought and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada - StopLossPontos; + fAlvoAtual := fPrecoEntrada + TakeProfitPontos; + bSaidaOCOCompra := UsarOCO and ((Low <= fStopAtual) or (High >= fAlvoAtual)); + end; + + if IsSold and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada + StopLossPontos; + fAlvoAtual := fPrecoEntrada - TakeProfitPontos; + bSaidaOCOVenda := UsarOCO and ((High >= fStopAtual) or (Low <= fAlvoAtual)); + end; + + if IsBought and ( + bCompressao + or (Close < mme20) + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOCompra + ) then + ClosePosition; + + if IsSold and ( + bCompressao + or (Close > mme20) + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOVenda + ) then + ClosePosition; + + if (not bEstavaPosicionado) and IsBought then + fPrecoEntrada := Close; + + if (not bEstavaPosicionado) and IsSold then + fPrecoEntrada := Close; + + bEstavaPosicionado := IsBought or IsSold; +end; diff --git a/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v16_pullback.txt b/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v16_pullback.txt new file mode 100644 index 0000000..482cf17 --- /dev/null +++ b/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v16_pullback.txt @@ -0,0 +1,168 @@ +{ + Estrategia: robo_medias_v16_pullback + Autor: Wesley + Descricao: Pullback na MME20 com regime por MMA50/200. +} + +input + ModoEstrategia(2); + DistanciaMinimaLequePontos(40); + DistanciaCompressao20x200(90); + DistanciaMaximaPrecoMME20(240); + DistanciaToqueMME20(55); + MinBarrasConfirmacao(3); + ConfirmacoesRompimento(1); + UsarConfirmacaoCandle(true); + UsarOCO(true); + StopLossPontos(150); + TakeProfitPontos(270); + UsarSaidaPorTempo(true); + MaxBarrasPosicao(10); + +var + mme9, mme20, mma50, mma200 : float; + slope20, slope50, slope200 : float; + dist920, dist2050, dist20200, distPreco20 : float; + topoLookback, fundoLookback : float; + iAlta, iBaixa, iBarrasPosicao : integer; + bCompressao, bLequeAlta, bLequeBaixa : boolean; + bPullbackCompra, bPullbackVenda : boolean; + bRompAlta, bRompBaixa : boolean; + bCompra, bVenda, bConfCompra, bConfVenda : boolean; + bEstavaPosicionado, bSaidaOCOCompra, bSaidaOCOVenda : boolean; + fPrecoEntrada, fStopAtual, fAlvoAtual : float; + +begin + mme9 := MediaExp(9, Close); + mme20 := MediaExp(20, Close); + mma50 := Media(50, Close); + mma200 := Media(200, Close); + + slope20 := mme20 - mme20[1]; + slope50 := mma50 - mma50[1]; + slope200 := mma200 - mma200[1]; + + dist920 := Abs(mme9 - mme20); + dist2050 := Abs(mme20 - mma50); + dist20200 := Abs(mme20 - mma200); + distPreco20 := Abs(Close - mme20); + + topoLookback := Highest(High, 12); + fundoLookback := Lowest(Low, 12); + + bCompressao := dist20200 <= DistanciaCompressao20x200; + + bLequeAlta := (Close > mme9) and (mme9 > mme20) and (mme20 > mma50) and (mma50 > mma200) + and (slope20 > 0) and (slope50 > 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos); + + bLequeBaixa := (Close < mme9) and (mme9 < mme20) and (mme20 < mma50) and (mma50 < mma200) + and (slope20 < 0) and (slope50 < 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos); + + bPullbackCompra := (not bCompressao) and (mma50 > mma200) and (slope20 > 0) + and (Abs(Low - mme20) <= DistanciaToqueMME20) and (Close > mme20); + bPullbackVenda := (not bCompressao) and (mma50 < mma200) and (slope20 < 0) + and (Abs(High - mme20) <= DistanciaToqueMME20) and (Close < mme20); + + bRompAlta := (dist20200 <= DistanciaToqueMME20) and (Close > mma200) and (Close >= topoLookback[1]) and (mme9 > mme20); + bRompBaixa := (dist20200 <= DistanciaToqueMME20) and (Close < mma200) and (Close <= fundoLookback[1]) and (mme9 < mme20); + + bConfCompra := (not UsarConfirmacaoCandle) or (Close > High[1]); + bConfVenda := (not UsarConfirmacaoCandle) or (Close < Low[1]); + + if bLequeAlta or bPullbackCompra or bRompAlta then + iAlta := iAlta + 1 + else + iAlta := 0; + + if bLequeBaixa or bPullbackVenda or bRompBaixa then + iBaixa := iBaixa + 1 + else + iBaixa := 0; + + bCompra := false; + bVenda := false; + + if ModoEstrategia = 1 then + begin + bCompra := bLequeAlta and (not bCompressao) and (distPreco20 <= DistanciaMaximaPrecoMME20) and (iAlta >= MinBarrasConfirmacao); + bVenda := bLequeBaixa and (not bCompressao) and (distPreco20 <= DistanciaMaximaPrecoMME20) and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 2 then + begin + bCompra := bPullbackCompra and bConfCompra; + bVenda := bPullbackVenda and bConfVenda; + end + else if ModoEstrategia = 3 then + begin + bCompra := bRompAlta and (iAlta >= ConfirmacoesRompimento); + bVenda := bRompBaixa and (iBaixa >= ConfirmacoesRompimento); + end + else if ModoEstrategia = 4 then + begin + bCompra := (not bCompressao) and bLequeAlta and (slope200 >= 0) and (iAlta >= MinBarrasConfirmacao); + bVenda := (not bCompressao) and bLequeBaixa and (slope200 <= 0) and (iBaixa >= MinBarrasConfirmacao); + end + else + begin + bCompra := (bPullbackCompra or bRompAlta) and (not bCompressao) and bConfCompra; + bVenda := (bPullbackVenda or bRompBaixa) and (not bCompressao) and bConfVenda; + end; + + if IsBought or IsSold then + iBarrasPosicao := iBarrasPosicao + 1 + else + iBarrasPosicao := 0; + + if (not IsBought) and (not IsSold) then + begin + if bCompra then + BuyAtMarket + else if bVenda then + SellShortAtMarket; + end; + + bSaidaOCOCompra := false; + bSaidaOCOVenda := false; + + if IsBought and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada - StopLossPontos; + fAlvoAtual := fPrecoEntrada + TakeProfitPontos; + bSaidaOCOCompra := UsarOCO and ((Low <= fStopAtual) or (High >= fAlvoAtual)); + end; + + if IsSold and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada + StopLossPontos; + fAlvoAtual := fPrecoEntrada - TakeProfitPontos; + bSaidaOCOVenda := UsarOCO and ((High >= fStopAtual) or (Low <= fAlvoAtual)); + end; + + if IsBought and ( + bCompressao + or (Close < mme20) + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOCompra + ) then + ClosePosition; + + if IsSold and ( + bCompressao + or (Close > mme20) + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOVenda + ) then + ClosePosition; + + if (not bEstavaPosicionado) and IsBought then + fPrecoEntrada := Close; + + if (not bEstavaPosicionado) and IsSold then + fPrecoEntrada := Close; + + bEstavaPosicionado := IsBought or IsSold; +end; diff --git a/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v17_pullback.txt b/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v17_pullback.txt new file mode 100644 index 0000000..0cc1c13 --- /dev/null +++ b/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v17_pullback.txt @@ -0,0 +1,168 @@ +{ + Estrategia: robo_medias_v17_pullback + Autor: Wesley + Descricao: Pullback na MME20 com regime por MMA50/200. +} + +input + ModoEstrategia(2); + DistanciaMinimaLequePontos(45); + DistanciaCompressao20x200(100); + DistanciaMaximaPrecoMME20(270); + DistanciaToqueMME20(65); + MinBarrasConfirmacao(1); + ConfirmacoesRompimento(2); + UsarConfirmacaoCandle(true); + UsarOCO(true); + StopLossPontos(165); + TakeProfitPontos(264); + UsarSaidaPorTempo(true); + MaxBarrasPosicao(11); + +var + mme9, mme20, mma50, mma200 : float; + slope20, slope50, slope200 : float; + dist920, dist2050, dist20200, distPreco20 : float; + topoLookback, fundoLookback : float; + iAlta, iBaixa, iBarrasPosicao : integer; + bCompressao, bLequeAlta, bLequeBaixa : boolean; + bPullbackCompra, bPullbackVenda : boolean; + bRompAlta, bRompBaixa : boolean; + bCompra, bVenda, bConfCompra, bConfVenda : boolean; + bEstavaPosicionado, bSaidaOCOCompra, bSaidaOCOVenda : boolean; + fPrecoEntrada, fStopAtual, fAlvoAtual : float; + +begin + mme9 := MediaExp(9, Close); + mme20 := MediaExp(20, Close); + mma50 := Media(50, Close); + mma200 := Media(200, Close); + + slope20 := mme20 - mme20[1]; + slope50 := mma50 - mma50[1]; + slope200 := mma200 - mma200[1]; + + dist920 := Abs(mme9 - mme20); + dist2050 := Abs(mme20 - mma50); + dist20200 := Abs(mme20 - mma200); + distPreco20 := Abs(Close - mme20); + + topoLookback := Highest(High, 12); + fundoLookback := Lowest(Low, 12); + + bCompressao := dist20200 <= DistanciaCompressao20x200; + + bLequeAlta := (Close > mme9) and (mme9 > mme20) and (mme20 > mma50) and (mma50 > mma200) + and (slope20 > 0) and (slope50 > 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos); + + bLequeBaixa := (Close < mme9) and (mme9 < mme20) and (mme20 < mma50) and (mma50 < mma200) + and (slope20 < 0) and (slope50 < 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos); + + bPullbackCompra := (not bCompressao) and (mma50 > mma200) and (slope20 > 0) + and (Abs(Low - mme20) <= DistanciaToqueMME20) and (Close > mme20); + bPullbackVenda := (not bCompressao) and (mma50 < mma200) and (slope20 < 0) + and (Abs(High - mme20) <= DistanciaToqueMME20) and (Close < mme20); + + bRompAlta := (dist20200 <= DistanciaToqueMME20) and (Close > mma200) and (Close >= topoLookback[1]) and (mme9 > mme20); + bRompBaixa := (dist20200 <= DistanciaToqueMME20) and (Close < mma200) and (Close <= fundoLookback[1]) and (mme9 < mme20); + + bConfCompra := (not UsarConfirmacaoCandle) or (Close > High[1]); + bConfVenda := (not UsarConfirmacaoCandle) or (Close < Low[1]); + + if bLequeAlta or bPullbackCompra or bRompAlta then + iAlta := iAlta + 1 + else + iAlta := 0; + + if bLequeBaixa or bPullbackVenda or bRompBaixa then + iBaixa := iBaixa + 1 + else + iBaixa := 0; + + bCompra := false; + bVenda := false; + + if ModoEstrategia = 1 then + begin + bCompra := bLequeAlta and (not bCompressao) and (distPreco20 <= DistanciaMaximaPrecoMME20) and (iAlta >= MinBarrasConfirmacao); + bVenda := bLequeBaixa and (not bCompressao) and (distPreco20 <= DistanciaMaximaPrecoMME20) and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 2 then + begin + bCompra := bPullbackCompra and bConfCompra; + bVenda := bPullbackVenda and bConfVenda; + end + else if ModoEstrategia = 3 then + begin + bCompra := bRompAlta and (iAlta >= ConfirmacoesRompimento); + bVenda := bRompBaixa and (iBaixa >= ConfirmacoesRompimento); + end + else if ModoEstrategia = 4 then + begin + bCompra := (not bCompressao) and bLequeAlta and (slope200 >= 0) and (iAlta >= MinBarrasConfirmacao); + bVenda := (not bCompressao) and bLequeBaixa and (slope200 <= 0) and (iBaixa >= MinBarrasConfirmacao); + end + else + begin + bCompra := (bPullbackCompra or bRompAlta) and (not bCompressao) and bConfCompra; + bVenda := (bPullbackVenda or bRompBaixa) and (not bCompressao) and bConfVenda; + end; + + if IsBought or IsSold then + iBarrasPosicao := iBarrasPosicao + 1 + else + iBarrasPosicao := 0; + + if (not IsBought) and (not IsSold) then + begin + if bCompra then + BuyAtMarket + else if bVenda then + SellShortAtMarket; + end; + + bSaidaOCOCompra := false; + bSaidaOCOVenda := false; + + if IsBought and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada - StopLossPontos; + fAlvoAtual := fPrecoEntrada + TakeProfitPontos; + bSaidaOCOCompra := UsarOCO and ((Low <= fStopAtual) or (High >= fAlvoAtual)); + end; + + if IsSold and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada + StopLossPontos; + fAlvoAtual := fPrecoEntrada - TakeProfitPontos; + bSaidaOCOVenda := UsarOCO and ((High >= fStopAtual) or (Low <= fAlvoAtual)); + end; + + if IsBought and ( + bCompressao + or (Close < mme20) + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOCompra + ) then + ClosePosition; + + if IsSold and ( + bCompressao + or (Close > mme20) + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOVenda + ) then + ClosePosition; + + if (not bEstavaPosicionado) and IsBought then + fPrecoEntrada := Close; + + if (not bEstavaPosicionado) and IsSold then + fPrecoEntrada := Close; + + bEstavaPosicionado := IsBought or IsSold; +end; diff --git a/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v18_pullback.txt b/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v18_pullback.txt new file mode 100644 index 0000000..9d19412 --- /dev/null +++ b/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v18_pullback.txt @@ -0,0 +1,168 @@ +{ + Estrategia: robo_medias_v18_pullback + Autor: Wesley + Descricao: Pullback na MME20 com regime por MMA50/200. +} + +input + ModoEstrategia(2); + DistanciaMinimaLequePontos(30); + DistanciaCompressao20x200(110); + DistanciaMaximaPrecoMME20(300); + DistanciaToqueMME20(35); + MinBarrasConfirmacao(2); + ConfirmacoesRompimento(1); + UsarConfirmacaoCandle(true); + UsarOCO(true); + StopLossPontos(180); + TakeProfitPontos(306); + UsarSaidaPorTempo(true); + MaxBarrasPosicao(12); + +var + mme9, mme20, mma50, mma200 : float; + slope20, slope50, slope200 : float; + dist920, dist2050, dist20200, distPreco20 : float; + topoLookback, fundoLookback : float; + iAlta, iBaixa, iBarrasPosicao : integer; + bCompressao, bLequeAlta, bLequeBaixa : boolean; + bPullbackCompra, bPullbackVenda : boolean; + bRompAlta, bRompBaixa : boolean; + bCompra, bVenda, bConfCompra, bConfVenda : boolean; + bEstavaPosicionado, bSaidaOCOCompra, bSaidaOCOVenda : boolean; + fPrecoEntrada, fStopAtual, fAlvoAtual : float; + +begin + mme9 := MediaExp(9, Close); + mme20 := MediaExp(20, Close); + mma50 := Media(50, Close); + mma200 := Media(200, Close); + + slope20 := mme20 - mme20[1]; + slope50 := mma50 - mma50[1]; + slope200 := mma200 - mma200[1]; + + dist920 := Abs(mme9 - mme20); + dist2050 := Abs(mme20 - mma50); + dist20200 := Abs(mme20 - mma200); + distPreco20 := Abs(Close - mme20); + + topoLookback := Highest(High, 12); + fundoLookback := Lowest(Low, 12); + + bCompressao := dist20200 <= DistanciaCompressao20x200; + + bLequeAlta := (Close > mme9) and (mme9 > mme20) and (mme20 > mma50) and (mma50 > mma200) + and (slope20 > 0) and (slope50 > 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos); + + bLequeBaixa := (Close < mme9) and (mme9 < mme20) and (mme20 < mma50) and (mma50 < mma200) + and (slope20 < 0) and (slope50 < 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos); + + bPullbackCompra := (not bCompressao) and (mma50 > mma200) and (slope20 > 0) + and (Abs(Low - mme20) <= DistanciaToqueMME20) and (Close > mme20); + bPullbackVenda := (not bCompressao) and (mma50 < mma200) and (slope20 < 0) + and (Abs(High - mme20) <= DistanciaToqueMME20) and (Close < mme20); + + bRompAlta := (dist20200 <= DistanciaToqueMME20) and (Close > mma200) and (Close >= topoLookback[1]) and (mme9 > mme20); + bRompBaixa := (dist20200 <= DistanciaToqueMME20) and (Close < mma200) and (Close <= fundoLookback[1]) and (mme9 < mme20); + + bConfCompra := (not UsarConfirmacaoCandle) or (Close > High[1]); + bConfVenda := (not UsarConfirmacaoCandle) or (Close < Low[1]); + + if bLequeAlta or bPullbackCompra or bRompAlta then + iAlta := iAlta + 1 + else + iAlta := 0; + + if bLequeBaixa or bPullbackVenda or bRompBaixa then + iBaixa := iBaixa + 1 + else + iBaixa := 0; + + bCompra := false; + bVenda := false; + + if ModoEstrategia = 1 then + begin + bCompra := bLequeAlta and (not bCompressao) and (distPreco20 <= DistanciaMaximaPrecoMME20) and (iAlta >= MinBarrasConfirmacao); + bVenda := bLequeBaixa and (not bCompressao) and (distPreco20 <= DistanciaMaximaPrecoMME20) and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 2 then + begin + bCompra := bPullbackCompra and bConfCompra; + bVenda := bPullbackVenda and bConfVenda; + end + else if ModoEstrategia = 3 then + begin + bCompra := bRompAlta and (iAlta >= ConfirmacoesRompimento); + bVenda := bRompBaixa and (iBaixa >= ConfirmacoesRompimento); + end + else if ModoEstrategia = 4 then + begin + bCompra := (not bCompressao) and bLequeAlta and (slope200 >= 0) and (iAlta >= MinBarrasConfirmacao); + bVenda := (not bCompressao) and bLequeBaixa and (slope200 <= 0) and (iBaixa >= MinBarrasConfirmacao); + end + else + begin + bCompra := (bPullbackCompra or bRompAlta) and (not bCompressao) and bConfCompra; + bVenda := (bPullbackVenda or bRompBaixa) and (not bCompressao) and bConfVenda; + end; + + if IsBought or IsSold then + iBarrasPosicao := iBarrasPosicao + 1 + else + iBarrasPosicao := 0; + + if (not IsBought) and (not IsSold) then + begin + if bCompra then + BuyAtMarket + else if bVenda then + SellShortAtMarket; + end; + + bSaidaOCOCompra := false; + bSaidaOCOVenda := false; + + if IsBought and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada - StopLossPontos; + fAlvoAtual := fPrecoEntrada + TakeProfitPontos; + bSaidaOCOCompra := UsarOCO and ((Low <= fStopAtual) or (High >= fAlvoAtual)); + end; + + if IsSold and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada + StopLossPontos; + fAlvoAtual := fPrecoEntrada - TakeProfitPontos; + bSaidaOCOVenda := UsarOCO and ((High >= fStopAtual) or (Low <= fAlvoAtual)); + end; + + if IsBought and ( + bCompressao + or (Close < mme20) + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOCompra + ) then + ClosePosition; + + if IsSold and ( + bCompressao + or (Close > mme20) + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOVenda + ) then + ClosePosition; + + if (not bEstavaPosicionado) and IsBought then + fPrecoEntrada := Close; + + if (not bEstavaPosicionado) and IsSold then + fPrecoEntrada := Close; + + bEstavaPosicionado := IsBought or IsSold; +end; diff --git a/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v19_pullback.txt b/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v19_pullback.txt new file mode 100644 index 0000000..5c2727d --- /dev/null +++ b/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v19_pullback.txt @@ -0,0 +1,168 @@ +{ + Estrategia: robo_medias_v19_pullback + Autor: Wesley + Descricao: Pullback na MME20 com regime por MMA50/200. +} + +input + ModoEstrategia(2); + DistanciaMinimaLequePontos(35); + DistanciaCompressao20x200(70); + DistanciaMaximaPrecoMME20(180); + DistanciaToqueMME20(45); + MinBarrasConfirmacao(3); + ConfirmacoesRompimento(2); + UsarConfirmacaoCandle(true); + UsarOCO(true); + StopLossPontos(195); + TakeProfitPontos(351); + UsarSaidaPorTempo(true); + MaxBarrasPosicao(13); + +var + mme9, mme20, mma50, mma200 : float; + slope20, slope50, slope200 : float; + dist920, dist2050, dist20200, distPreco20 : float; + topoLookback, fundoLookback : float; + iAlta, iBaixa, iBarrasPosicao : integer; + bCompressao, bLequeAlta, bLequeBaixa : boolean; + bPullbackCompra, bPullbackVenda : boolean; + bRompAlta, bRompBaixa : boolean; + bCompra, bVenda, bConfCompra, bConfVenda : boolean; + bEstavaPosicionado, bSaidaOCOCompra, bSaidaOCOVenda : boolean; + fPrecoEntrada, fStopAtual, fAlvoAtual : float; + +begin + mme9 := MediaExp(9, Close); + mme20 := MediaExp(20, Close); + mma50 := Media(50, Close); + mma200 := Media(200, Close); + + slope20 := mme20 - mme20[1]; + slope50 := mma50 - mma50[1]; + slope200 := mma200 - mma200[1]; + + dist920 := Abs(mme9 - mme20); + dist2050 := Abs(mme20 - mma50); + dist20200 := Abs(mme20 - mma200); + distPreco20 := Abs(Close - mme20); + + topoLookback := Highest(High, 12); + fundoLookback := Lowest(Low, 12); + + bCompressao := dist20200 <= DistanciaCompressao20x200; + + bLequeAlta := (Close > mme9) and (mme9 > mme20) and (mme20 > mma50) and (mma50 > mma200) + and (slope20 > 0) and (slope50 > 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos); + + bLequeBaixa := (Close < mme9) and (mme9 < mme20) and (mme20 < mma50) and (mma50 < mma200) + and (slope20 < 0) and (slope50 < 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos); + + bPullbackCompra := (not bCompressao) and (mma50 > mma200) and (slope20 > 0) + and (Abs(Low - mme20) <= DistanciaToqueMME20) and (Close > mme20); + bPullbackVenda := (not bCompressao) and (mma50 < mma200) and (slope20 < 0) + and (Abs(High - mme20) <= DistanciaToqueMME20) and (Close < mme20); + + bRompAlta := (dist20200 <= DistanciaToqueMME20) and (Close > mma200) and (Close >= topoLookback[1]) and (mme9 > mme20); + bRompBaixa := (dist20200 <= DistanciaToqueMME20) and (Close < mma200) and (Close <= fundoLookback[1]) and (mme9 < mme20); + + bConfCompra := (not UsarConfirmacaoCandle) or (Close > High[1]); + bConfVenda := (not UsarConfirmacaoCandle) or (Close < Low[1]); + + if bLequeAlta or bPullbackCompra or bRompAlta then + iAlta := iAlta + 1 + else + iAlta := 0; + + if bLequeBaixa or bPullbackVenda or bRompBaixa then + iBaixa := iBaixa + 1 + else + iBaixa := 0; + + bCompra := false; + bVenda := false; + + if ModoEstrategia = 1 then + begin + bCompra := bLequeAlta and (not bCompressao) and (distPreco20 <= DistanciaMaximaPrecoMME20) and (iAlta >= MinBarrasConfirmacao); + bVenda := bLequeBaixa and (not bCompressao) and (distPreco20 <= DistanciaMaximaPrecoMME20) and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 2 then + begin + bCompra := bPullbackCompra and bConfCompra; + bVenda := bPullbackVenda and bConfVenda; + end + else if ModoEstrategia = 3 then + begin + bCompra := bRompAlta and (iAlta >= ConfirmacoesRompimento); + bVenda := bRompBaixa and (iBaixa >= ConfirmacoesRompimento); + end + else if ModoEstrategia = 4 then + begin + bCompra := (not bCompressao) and bLequeAlta and (slope200 >= 0) and (iAlta >= MinBarrasConfirmacao); + bVenda := (not bCompressao) and bLequeBaixa and (slope200 <= 0) and (iBaixa >= MinBarrasConfirmacao); + end + else + begin + bCompra := (bPullbackCompra or bRompAlta) and (not bCompressao) and bConfCompra; + bVenda := (bPullbackVenda or bRompBaixa) and (not bCompressao) and bConfVenda; + end; + + if IsBought or IsSold then + iBarrasPosicao := iBarrasPosicao + 1 + else + iBarrasPosicao := 0; + + if (not IsBought) and (not IsSold) then + begin + if bCompra then + BuyAtMarket + else if bVenda then + SellShortAtMarket; + end; + + bSaidaOCOCompra := false; + bSaidaOCOVenda := false; + + if IsBought and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada - StopLossPontos; + fAlvoAtual := fPrecoEntrada + TakeProfitPontos; + bSaidaOCOCompra := UsarOCO and ((Low <= fStopAtual) or (High >= fAlvoAtual)); + end; + + if IsSold and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada + StopLossPontos; + fAlvoAtual := fPrecoEntrada - TakeProfitPontos; + bSaidaOCOVenda := UsarOCO and ((High >= fStopAtual) or (Low <= fAlvoAtual)); + end; + + if IsBought and ( + bCompressao + or (Close < mme20) + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOCompra + ) then + ClosePosition; + + if IsSold and ( + bCompressao + or (Close > mme20) + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOVenda + ) then + ClosePosition; + + if (not bEstavaPosicionado) and IsBought then + fPrecoEntrada := Close; + + if (not bEstavaPosicionado) and IsSold then + fPrecoEntrada := Close; + + bEstavaPosicionado := IsBought or IsSold; +end; diff --git a/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v1_leque_tendencia.txt b/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v1_leque_tendencia.txt new file mode 100644 index 0000000..b1c54ea --- /dev/null +++ b/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v1_leque_tendencia.txt @@ -0,0 +1,115 @@ +{ + Estrategia: robo_medias_v1_leque_tendencia + Autor: Wesley + Descricao: Opera continuidade quando ha leque alinhado 9/20/50/200 e inclinacao favoravel. +} + +input + DistanciaMinimaLequePontos(40.0); + MaxDistanciaPrecoMME20(280.0); + BarrasMinimasTendencia(2); + UsarOCO(true); + StopLossPontos(180.0); + TakeProfitPontos(320.0); + UsarSaidaPorTempo(true); + MaxBarrasPosicao(10); + +var + mme9, mme20, mma50, mma200 : float; + dist920, dist2050, dist50200, distPreco20 : float; + slope20, slope50 : float; + iForcaAlta, iForcaBaixa, iBarrasPosicao : integer; + bLequeAlta, bLequeBaixa, bEsticado : boolean; + fPrecoEntrada, fStopAtual, fAlvoAtual : float; + bEstavaPosicionado, bSaidaOCOCompra, bSaidaOCOVenda : boolean; + +begin + mme9 := MediaExp(9, Close); + mme20 := MediaExp(20, Close); + mma50 := Media(50, Close); + mma200 := Media(200, Close); + + dist920 := Abs(mme9 - mme20); + dist2050 := Abs(mme20 - mma50); + dist50200 := Abs(mma50 - mma200); + distPreco20 := Abs(Close - mme20); + + slope20 := mme20 - mme20[1]; + slope50 := mma50 - mma50[1]; + + bLequeAlta := (Close > mme9) and (mme9 > mme20) and (mme20 > mma50) and (mma50 > mma200) + and (slope20 > 0) and (slope50 > 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos) + and (dist50200 >= DistanciaMinimaLequePontos); + + bLequeBaixa := (Close < mme9) and (mme9 < mme20) and (mme20 < mma50) and (mma50 < mma200) + and (slope20 < 0) and (slope50 < 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos) + and (dist50200 >= DistanciaMinimaLequePontos); + + bEsticado := distPreco20 > MaxDistanciaPrecoMME20; + + if bLequeAlta then + iForcaAlta := iForcaAlta + 1 + else + iForcaAlta := 0; + + if bLequeBaixa then + iForcaBaixa := iForcaBaixa + 1 + else + iForcaBaixa := 0; + + if IsBought or IsSold then + iBarrasPosicao := iBarrasPosicao + 1 + else + iBarrasPosicao := 0; + + if (not IsBought) and (not IsSold) and (not bEsticado) then + begin + if iForcaAlta >= BarrasMinimasTendencia then + BuyAtMarket + else if iForcaBaixa >= BarrasMinimasTendencia then + SellShortAtMarket; + end; + + bSaidaOCOCompra := false; + bSaidaOCOVenda := false; + + if IsBought and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada - StopLossPontos; + fAlvoAtual := fPrecoEntrada + TakeProfitPontos; + bSaidaOCOCompra := UsarOCO and ((Low <= fStopAtual) or (High >= fAlvoAtual)); + end; + + if IsSold and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada + StopLossPontos; + fAlvoAtual := fPrecoEntrada - TakeProfitPontos; + bSaidaOCOVenda := UsarOCO and ((High >= fStopAtual) or (Low <= fAlvoAtual)); + end; + + if IsBought and ( + (Close < mme20) + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOCompra + ) then + ClosePosition; + + if IsSold and ( + (Close > mme20) + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOVenda + ) then + ClosePosition; + + if (not bEstavaPosicionado) and IsBought then + fPrecoEntrada := Close; + + if (not bEstavaPosicionado) and IsSold then + fPrecoEntrada := Close; + + bEstavaPosicionado := IsBought or IsSold; +end; diff --git a/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v20_pullback.txt b/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v20_pullback.txt new file mode 100644 index 0000000..d3ffe38 --- /dev/null +++ b/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v20_pullback.txt @@ -0,0 +1,168 @@ +{ + Estrategia: robo_medias_v20_pullback + Autor: Wesley + Descricao: Pullback na MME20 com regime por MMA50/200. +} + +input + ModoEstrategia(2); + DistanciaMinimaLequePontos(40); + DistanciaCompressao20x200(80); + DistanciaMaximaPrecoMME20(210); + DistanciaToqueMME20(55); + MinBarrasConfirmacao(1); + ConfirmacoesRompimento(1); + UsarConfirmacaoCandle(true); + UsarOCO(true); + StopLossPontos(210); + TakeProfitPontos(336); + UsarSaidaPorTempo(true); + MaxBarrasPosicao(8); + +var + mme9, mme20, mma50, mma200 : float; + slope20, slope50, slope200 : float; + dist920, dist2050, dist20200, distPreco20 : float; + topoLookback, fundoLookback : float; + iAlta, iBaixa, iBarrasPosicao : integer; + bCompressao, bLequeAlta, bLequeBaixa : boolean; + bPullbackCompra, bPullbackVenda : boolean; + bRompAlta, bRompBaixa : boolean; + bCompra, bVenda, bConfCompra, bConfVenda : boolean; + bEstavaPosicionado, bSaidaOCOCompra, bSaidaOCOVenda : boolean; + fPrecoEntrada, fStopAtual, fAlvoAtual : float; + +begin + mme9 := MediaExp(9, Close); + mme20 := MediaExp(20, Close); + mma50 := Media(50, Close); + mma200 := Media(200, Close); + + slope20 := mme20 - mme20[1]; + slope50 := mma50 - mma50[1]; + slope200 := mma200 - mma200[1]; + + dist920 := Abs(mme9 - mme20); + dist2050 := Abs(mme20 - mma50); + dist20200 := Abs(mme20 - mma200); + distPreco20 := Abs(Close - mme20); + + topoLookback := Highest(High, 12); + fundoLookback := Lowest(Low, 12); + + bCompressao := dist20200 <= DistanciaCompressao20x200; + + bLequeAlta := (Close > mme9) and (mme9 > mme20) and (mme20 > mma50) and (mma50 > mma200) + and (slope20 > 0) and (slope50 > 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos); + + bLequeBaixa := (Close < mme9) and (mme9 < mme20) and (mme20 < mma50) and (mma50 < mma200) + and (slope20 < 0) and (slope50 < 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos); + + bPullbackCompra := (not bCompressao) and (mma50 > mma200) and (slope20 > 0) + and (Abs(Low - mme20) <= DistanciaToqueMME20) and (Close > mme20); + bPullbackVenda := (not bCompressao) and (mma50 < mma200) and (slope20 < 0) + and (Abs(High - mme20) <= DistanciaToqueMME20) and (Close < mme20); + + bRompAlta := (dist20200 <= DistanciaToqueMME20) and (Close > mma200) and (Close >= topoLookback[1]) and (mme9 > mme20); + bRompBaixa := (dist20200 <= DistanciaToqueMME20) and (Close < mma200) and (Close <= fundoLookback[1]) and (mme9 < mme20); + + bConfCompra := (not UsarConfirmacaoCandle) or (Close > High[1]); + bConfVenda := (not UsarConfirmacaoCandle) or (Close < Low[1]); + + if bLequeAlta or bPullbackCompra or bRompAlta then + iAlta := iAlta + 1 + else + iAlta := 0; + + if bLequeBaixa or bPullbackVenda or bRompBaixa then + iBaixa := iBaixa + 1 + else + iBaixa := 0; + + bCompra := false; + bVenda := false; + + if ModoEstrategia = 1 then + begin + bCompra := bLequeAlta and (not bCompressao) and (distPreco20 <= DistanciaMaximaPrecoMME20) and (iAlta >= MinBarrasConfirmacao); + bVenda := bLequeBaixa and (not bCompressao) and (distPreco20 <= DistanciaMaximaPrecoMME20) and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 2 then + begin + bCompra := bPullbackCompra and bConfCompra; + bVenda := bPullbackVenda and bConfVenda; + end + else if ModoEstrategia = 3 then + begin + bCompra := bRompAlta and (iAlta >= ConfirmacoesRompimento); + bVenda := bRompBaixa and (iBaixa >= ConfirmacoesRompimento); + end + else if ModoEstrategia = 4 then + begin + bCompra := (not bCompressao) and bLequeAlta and (slope200 >= 0) and (iAlta >= MinBarrasConfirmacao); + bVenda := (not bCompressao) and bLequeBaixa and (slope200 <= 0) and (iBaixa >= MinBarrasConfirmacao); + end + else + begin + bCompra := (bPullbackCompra or bRompAlta) and (not bCompressao) and bConfCompra; + bVenda := (bPullbackVenda or bRompBaixa) and (not bCompressao) and bConfVenda; + end; + + if IsBought or IsSold then + iBarrasPosicao := iBarrasPosicao + 1 + else + iBarrasPosicao := 0; + + if (not IsBought) and (not IsSold) then + begin + if bCompra then + BuyAtMarket + else if bVenda then + SellShortAtMarket; + end; + + bSaidaOCOCompra := false; + bSaidaOCOVenda := false; + + if IsBought and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada - StopLossPontos; + fAlvoAtual := fPrecoEntrada + TakeProfitPontos; + bSaidaOCOCompra := UsarOCO and ((Low <= fStopAtual) or (High >= fAlvoAtual)); + end; + + if IsSold and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada + StopLossPontos; + fAlvoAtual := fPrecoEntrada - TakeProfitPontos; + bSaidaOCOVenda := UsarOCO and ((High >= fStopAtual) or (Low <= fAlvoAtual)); + end; + + if IsBought and ( + bCompressao + or (Close < mme20) + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOCompra + ) then + ClosePosition; + + if IsSold and ( + bCompressao + or (Close > mme20) + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOVenda + ) then + ClosePosition; + + if (not bEstavaPosicionado) and IsBought then + fPrecoEntrada := Close; + + if (not bEstavaPosicionado) and IsSold then + fPrecoEntrada := Close; + + bEstavaPosicionado := IsBought or IsSold; +end; diff --git a/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v21_pullback.txt b/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v21_pullback.txt new file mode 100644 index 0000000..d0f21ba --- /dev/null +++ b/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v21_pullback.txt @@ -0,0 +1,168 @@ +{ + Estrategia: robo_medias_v21_pullback + Autor: Wesley + Descricao: Pullback na MME20 com regime por MMA50/200. +} + +input + ModoEstrategia(2); + DistanciaMinimaLequePontos(45); + DistanciaCompressao20x200(90); + DistanciaMaximaPrecoMME20(240); + DistanciaToqueMME20(65); + MinBarrasConfirmacao(2); + ConfirmacoesRompimento(2); + UsarConfirmacaoCandle(true); + UsarOCO(true); + StopLossPontos(225); + TakeProfitPontos(382.5); + UsarSaidaPorTempo(true); + MaxBarrasPosicao(9); + +var + mme9, mme20, mma50, mma200 : float; + slope20, slope50, slope200 : float; + dist920, dist2050, dist20200, distPreco20 : float; + topoLookback, fundoLookback : float; + iAlta, iBaixa, iBarrasPosicao : integer; + bCompressao, bLequeAlta, bLequeBaixa : boolean; + bPullbackCompra, bPullbackVenda : boolean; + bRompAlta, bRompBaixa : boolean; + bCompra, bVenda, bConfCompra, bConfVenda : boolean; + bEstavaPosicionado, bSaidaOCOCompra, bSaidaOCOVenda : boolean; + fPrecoEntrada, fStopAtual, fAlvoAtual : float; + +begin + mme9 := MediaExp(9, Close); + mme20 := MediaExp(20, Close); + mma50 := Media(50, Close); + mma200 := Media(200, Close); + + slope20 := mme20 - mme20[1]; + slope50 := mma50 - mma50[1]; + slope200 := mma200 - mma200[1]; + + dist920 := Abs(mme9 - mme20); + dist2050 := Abs(mme20 - mma50); + dist20200 := Abs(mme20 - mma200); + distPreco20 := Abs(Close - mme20); + + topoLookback := Highest(High, 12); + fundoLookback := Lowest(Low, 12); + + bCompressao := dist20200 <= DistanciaCompressao20x200; + + bLequeAlta := (Close > mme9) and (mme9 > mme20) and (mme20 > mma50) and (mma50 > mma200) + and (slope20 > 0) and (slope50 > 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos); + + bLequeBaixa := (Close < mme9) and (mme9 < mme20) and (mme20 < mma50) and (mma50 < mma200) + and (slope20 < 0) and (slope50 < 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos); + + bPullbackCompra := (not bCompressao) and (mma50 > mma200) and (slope20 > 0) + and (Abs(Low - mme20) <= DistanciaToqueMME20) and (Close > mme20); + bPullbackVenda := (not bCompressao) and (mma50 < mma200) and (slope20 < 0) + and (Abs(High - mme20) <= DistanciaToqueMME20) and (Close < mme20); + + bRompAlta := (dist20200 <= DistanciaToqueMME20) and (Close > mma200) and (Close >= topoLookback[1]) and (mme9 > mme20); + bRompBaixa := (dist20200 <= DistanciaToqueMME20) and (Close < mma200) and (Close <= fundoLookback[1]) and (mme9 < mme20); + + bConfCompra := (not UsarConfirmacaoCandle) or (Close > High[1]); + bConfVenda := (not UsarConfirmacaoCandle) or (Close < Low[1]); + + if bLequeAlta or bPullbackCompra or bRompAlta then + iAlta := iAlta + 1 + else + iAlta := 0; + + if bLequeBaixa or bPullbackVenda or bRompBaixa then + iBaixa := iBaixa + 1 + else + iBaixa := 0; + + bCompra := false; + bVenda := false; + + if ModoEstrategia = 1 then + begin + bCompra := bLequeAlta and (not bCompressao) and (distPreco20 <= DistanciaMaximaPrecoMME20) and (iAlta >= MinBarrasConfirmacao); + bVenda := bLequeBaixa and (not bCompressao) and (distPreco20 <= DistanciaMaximaPrecoMME20) and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 2 then + begin + bCompra := bPullbackCompra and bConfCompra; + bVenda := bPullbackVenda and bConfVenda; + end + else if ModoEstrategia = 3 then + begin + bCompra := bRompAlta and (iAlta >= ConfirmacoesRompimento); + bVenda := bRompBaixa and (iBaixa >= ConfirmacoesRompimento); + end + else if ModoEstrategia = 4 then + begin + bCompra := (not bCompressao) and bLequeAlta and (slope200 >= 0) and (iAlta >= MinBarrasConfirmacao); + bVenda := (not bCompressao) and bLequeBaixa and (slope200 <= 0) and (iBaixa >= MinBarrasConfirmacao); + end + else + begin + bCompra := (bPullbackCompra or bRompAlta) and (not bCompressao) and bConfCompra; + bVenda := (bPullbackVenda or bRompBaixa) and (not bCompressao) and bConfVenda; + end; + + if IsBought or IsSold then + iBarrasPosicao := iBarrasPosicao + 1 + else + iBarrasPosicao := 0; + + if (not IsBought) and (not IsSold) then + begin + if bCompra then + BuyAtMarket + else if bVenda then + SellShortAtMarket; + end; + + bSaidaOCOCompra := false; + bSaidaOCOVenda := false; + + if IsBought and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada - StopLossPontos; + fAlvoAtual := fPrecoEntrada + TakeProfitPontos; + bSaidaOCOCompra := UsarOCO and ((Low <= fStopAtual) or (High >= fAlvoAtual)); + end; + + if IsSold and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada + StopLossPontos; + fAlvoAtual := fPrecoEntrada - TakeProfitPontos; + bSaidaOCOVenda := UsarOCO and ((High >= fStopAtual) or (Low <= fAlvoAtual)); + end; + + if IsBought and ( + bCompressao + or (Close < mme20) + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOCompra + ) then + ClosePosition; + + if IsSold and ( + bCompressao + or (Close > mme20) + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOVenda + ) then + ClosePosition; + + if (not bEstavaPosicionado) and IsBought then + fPrecoEntrada := Close; + + if (not bEstavaPosicionado) and IsSold then + fPrecoEntrada := Close; + + bEstavaPosicionado := IsBought or IsSold; +end; diff --git a/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v22_pullback.txt b/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v22_pullback.txt new file mode 100644 index 0000000..eef3ee4 --- /dev/null +++ b/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v22_pullback.txt @@ -0,0 +1,168 @@ +{ + Estrategia: robo_medias_v22_pullback + Autor: Wesley + Descricao: Pullback na MME20 com regime por MMA50/200. +} + +input + ModoEstrategia(2); + DistanciaMinimaLequePontos(30); + DistanciaCompressao20x200(100); + DistanciaMaximaPrecoMME20(270); + DistanciaToqueMME20(35); + MinBarrasConfirmacao(3); + ConfirmacoesRompimento(1); + UsarConfirmacaoCandle(true); + UsarOCO(true); + StopLossPontos(240); + TakeProfitPontos(432); + UsarSaidaPorTempo(true); + MaxBarrasPosicao(10); + +var + mme9, mme20, mma50, mma200 : float; + slope20, slope50, slope200 : float; + dist920, dist2050, dist20200, distPreco20 : float; + topoLookback, fundoLookback : float; + iAlta, iBaixa, iBarrasPosicao : integer; + bCompressao, bLequeAlta, bLequeBaixa : boolean; + bPullbackCompra, bPullbackVenda : boolean; + bRompAlta, bRompBaixa : boolean; + bCompra, bVenda, bConfCompra, bConfVenda : boolean; + bEstavaPosicionado, bSaidaOCOCompra, bSaidaOCOVenda : boolean; + fPrecoEntrada, fStopAtual, fAlvoAtual : float; + +begin + mme9 := MediaExp(9, Close); + mme20 := MediaExp(20, Close); + mma50 := Media(50, Close); + mma200 := Media(200, Close); + + slope20 := mme20 - mme20[1]; + slope50 := mma50 - mma50[1]; + slope200 := mma200 - mma200[1]; + + dist920 := Abs(mme9 - mme20); + dist2050 := Abs(mme20 - mma50); + dist20200 := Abs(mme20 - mma200); + distPreco20 := Abs(Close - mme20); + + topoLookback := Highest(High, 12); + fundoLookback := Lowest(Low, 12); + + bCompressao := dist20200 <= DistanciaCompressao20x200; + + bLequeAlta := (Close > mme9) and (mme9 > mme20) and (mme20 > mma50) and (mma50 > mma200) + and (slope20 > 0) and (slope50 > 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos); + + bLequeBaixa := (Close < mme9) and (mme9 < mme20) and (mme20 < mma50) and (mma50 < mma200) + and (slope20 < 0) and (slope50 < 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos); + + bPullbackCompra := (not bCompressao) and (mma50 > mma200) and (slope20 > 0) + and (Abs(Low - mme20) <= DistanciaToqueMME20) and (Close > mme20); + bPullbackVenda := (not bCompressao) and (mma50 < mma200) and (slope20 < 0) + and (Abs(High - mme20) <= DistanciaToqueMME20) and (Close < mme20); + + bRompAlta := (dist20200 <= DistanciaToqueMME20) and (Close > mma200) and (Close >= topoLookback[1]) and (mme9 > mme20); + bRompBaixa := (dist20200 <= DistanciaToqueMME20) and (Close < mma200) and (Close <= fundoLookback[1]) and (mme9 < mme20); + + bConfCompra := (not UsarConfirmacaoCandle) or (Close > High[1]); + bConfVenda := (not UsarConfirmacaoCandle) or (Close < Low[1]); + + if bLequeAlta or bPullbackCompra or bRompAlta then + iAlta := iAlta + 1 + else + iAlta := 0; + + if bLequeBaixa or bPullbackVenda or bRompBaixa then + iBaixa := iBaixa + 1 + else + iBaixa := 0; + + bCompra := false; + bVenda := false; + + if ModoEstrategia = 1 then + begin + bCompra := bLequeAlta and (not bCompressao) and (distPreco20 <= DistanciaMaximaPrecoMME20) and (iAlta >= MinBarrasConfirmacao); + bVenda := bLequeBaixa and (not bCompressao) and (distPreco20 <= DistanciaMaximaPrecoMME20) and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 2 then + begin + bCompra := bPullbackCompra and bConfCompra; + bVenda := bPullbackVenda and bConfVenda; + end + else if ModoEstrategia = 3 then + begin + bCompra := bRompAlta and (iAlta >= ConfirmacoesRompimento); + bVenda := bRompBaixa and (iBaixa >= ConfirmacoesRompimento); + end + else if ModoEstrategia = 4 then + begin + bCompra := (not bCompressao) and bLequeAlta and (slope200 >= 0) and (iAlta >= MinBarrasConfirmacao); + bVenda := (not bCompressao) and bLequeBaixa and (slope200 <= 0) and (iBaixa >= MinBarrasConfirmacao); + end + else + begin + bCompra := (bPullbackCompra or bRompAlta) and (not bCompressao) and bConfCompra; + bVenda := (bPullbackVenda or bRompBaixa) and (not bCompressao) and bConfVenda; + end; + + if IsBought or IsSold then + iBarrasPosicao := iBarrasPosicao + 1 + else + iBarrasPosicao := 0; + + if (not IsBought) and (not IsSold) then + begin + if bCompra then + BuyAtMarket + else if bVenda then + SellShortAtMarket; + end; + + bSaidaOCOCompra := false; + bSaidaOCOVenda := false; + + if IsBought and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada - StopLossPontos; + fAlvoAtual := fPrecoEntrada + TakeProfitPontos; + bSaidaOCOCompra := UsarOCO and ((Low <= fStopAtual) or (High >= fAlvoAtual)); + end; + + if IsSold and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada + StopLossPontos; + fAlvoAtual := fPrecoEntrada - TakeProfitPontos; + bSaidaOCOVenda := UsarOCO and ((High >= fStopAtual) or (Low <= fAlvoAtual)); + end; + + if IsBought and ( + bCompressao + or (Close < mme20) + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOCompra + ) then + ClosePosition; + + if IsSold and ( + bCompressao + or (Close > mme20) + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOVenda + ) then + ClosePosition; + + if (not bEstavaPosicionado) and IsBought then + fPrecoEntrada := Close; + + if (not bEstavaPosicionado) and IsSold then + fPrecoEntrada := Close; + + bEstavaPosicionado := IsBought or IsSold; +end; diff --git a/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v23_pullback.txt b/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v23_pullback.txt new file mode 100644 index 0000000..31c73e1 --- /dev/null +++ b/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v23_pullback.txt @@ -0,0 +1,168 @@ +{ + Estrategia: robo_medias_v23_pullback + Autor: Wesley + Descricao: Pullback na MME20 com regime por MMA50/200. +} + +input + ModoEstrategia(2); + DistanciaMinimaLequePontos(35); + DistanciaCompressao20x200(110); + DistanciaMaximaPrecoMME20(300); + DistanciaToqueMME20(45); + MinBarrasConfirmacao(1); + ConfirmacoesRompimento(2); + UsarConfirmacaoCandle(true); + UsarOCO(true); + StopLossPontos(255); + TakeProfitPontos(408); + UsarSaidaPorTempo(true); + MaxBarrasPosicao(11); + +var + mme9, mme20, mma50, mma200 : float; + slope20, slope50, slope200 : float; + dist920, dist2050, dist20200, distPreco20 : float; + topoLookback, fundoLookback : float; + iAlta, iBaixa, iBarrasPosicao : integer; + bCompressao, bLequeAlta, bLequeBaixa : boolean; + bPullbackCompra, bPullbackVenda : boolean; + bRompAlta, bRompBaixa : boolean; + bCompra, bVenda, bConfCompra, bConfVenda : boolean; + bEstavaPosicionado, bSaidaOCOCompra, bSaidaOCOVenda : boolean; + fPrecoEntrada, fStopAtual, fAlvoAtual : float; + +begin + mme9 := MediaExp(9, Close); + mme20 := MediaExp(20, Close); + mma50 := Media(50, Close); + mma200 := Media(200, Close); + + slope20 := mme20 - mme20[1]; + slope50 := mma50 - mma50[1]; + slope200 := mma200 - mma200[1]; + + dist920 := Abs(mme9 - mme20); + dist2050 := Abs(mme20 - mma50); + dist20200 := Abs(mme20 - mma200); + distPreco20 := Abs(Close - mme20); + + topoLookback := Highest(High, 12); + fundoLookback := Lowest(Low, 12); + + bCompressao := dist20200 <= DistanciaCompressao20x200; + + bLequeAlta := (Close > mme9) and (mme9 > mme20) and (mme20 > mma50) and (mma50 > mma200) + and (slope20 > 0) and (slope50 > 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos); + + bLequeBaixa := (Close < mme9) and (mme9 < mme20) and (mme20 < mma50) and (mma50 < mma200) + and (slope20 < 0) and (slope50 < 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos); + + bPullbackCompra := (not bCompressao) and (mma50 > mma200) and (slope20 > 0) + and (Abs(Low - mme20) <= DistanciaToqueMME20) and (Close > mme20); + bPullbackVenda := (not bCompressao) and (mma50 < mma200) and (slope20 < 0) + and (Abs(High - mme20) <= DistanciaToqueMME20) and (Close < mme20); + + bRompAlta := (dist20200 <= DistanciaToqueMME20) and (Close > mma200) and (Close >= topoLookback[1]) and (mme9 > mme20); + bRompBaixa := (dist20200 <= DistanciaToqueMME20) and (Close < mma200) and (Close <= fundoLookback[1]) and (mme9 < mme20); + + bConfCompra := (not UsarConfirmacaoCandle) or (Close > High[1]); + bConfVenda := (not UsarConfirmacaoCandle) or (Close < Low[1]); + + if bLequeAlta or bPullbackCompra or bRompAlta then + iAlta := iAlta + 1 + else + iAlta := 0; + + if bLequeBaixa or bPullbackVenda or bRompBaixa then + iBaixa := iBaixa + 1 + else + iBaixa := 0; + + bCompra := false; + bVenda := false; + + if ModoEstrategia = 1 then + begin + bCompra := bLequeAlta and (not bCompressao) and (distPreco20 <= DistanciaMaximaPrecoMME20) and (iAlta >= MinBarrasConfirmacao); + bVenda := bLequeBaixa and (not bCompressao) and (distPreco20 <= DistanciaMaximaPrecoMME20) and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 2 then + begin + bCompra := bPullbackCompra and bConfCompra; + bVenda := bPullbackVenda and bConfVenda; + end + else if ModoEstrategia = 3 then + begin + bCompra := bRompAlta and (iAlta >= ConfirmacoesRompimento); + bVenda := bRompBaixa and (iBaixa >= ConfirmacoesRompimento); + end + else if ModoEstrategia = 4 then + begin + bCompra := (not bCompressao) and bLequeAlta and (slope200 >= 0) and (iAlta >= MinBarrasConfirmacao); + bVenda := (not bCompressao) and bLequeBaixa and (slope200 <= 0) and (iBaixa >= MinBarrasConfirmacao); + end + else + begin + bCompra := (bPullbackCompra or bRompAlta) and (not bCompressao) and bConfCompra; + bVenda := (bPullbackVenda or bRompBaixa) and (not bCompressao) and bConfVenda; + end; + + if IsBought or IsSold then + iBarrasPosicao := iBarrasPosicao + 1 + else + iBarrasPosicao := 0; + + if (not IsBought) and (not IsSold) then + begin + if bCompra then + BuyAtMarket + else if bVenda then + SellShortAtMarket; + end; + + bSaidaOCOCompra := false; + bSaidaOCOVenda := false; + + if IsBought and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada - StopLossPontos; + fAlvoAtual := fPrecoEntrada + TakeProfitPontos; + bSaidaOCOCompra := UsarOCO and ((Low <= fStopAtual) or (High >= fAlvoAtual)); + end; + + if IsSold and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada + StopLossPontos; + fAlvoAtual := fPrecoEntrada - TakeProfitPontos; + bSaidaOCOVenda := UsarOCO and ((High >= fStopAtual) or (Low <= fAlvoAtual)); + end; + + if IsBought and ( + bCompressao + or (Close < mme20) + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOCompra + ) then + ClosePosition; + + if IsSold and ( + bCompressao + or (Close > mme20) + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOVenda + ) then + ClosePosition; + + if (not bEstavaPosicionado) and IsBought then + fPrecoEntrada := Close; + + if (not bEstavaPosicionado) and IsSold then + fPrecoEntrada := Close; + + bEstavaPosicionado := IsBought or IsSold; +end; diff --git a/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v24_pullback.txt b/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v24_pullback.txt new file mode 100644 index 0000000..a29e7b6 --- /dev/null +++ b/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v24_pullback.txt @@ -0,0 +1,168 @@ +{ + Estrategia: robo_medias_v24_pullback + Autor: Wesley + Descricao: Pullback na MME20 com regime por MMA50/200. +} + +input + ModoEstrategia(2); + DistanciaMinimaLequePontos(40); + DistanciaCompressao20x200(70); + DistanciaMaximaPrecoMME20(180); + DistanciaToqueMME20(55); + MinBarrasConfirmacao(2); + ConfirmacoesRompimento(1); + UsarConfirmacaoCandle(true); + UsarOCO(true); + StopLossPontos(270); + TakeProfitPontos(459); + UsarSaidaPorTempo(true); + MaxBarrasPosicao(12); + +var + mme9, mme20, mma50, mma200 : float; + slope20, slope50, slope200 : float; + dist920, dist2050, dist20200, distPreco20 : float; + topoLookback, fundoLookback : float; + iAlta, iBaixa, iBarrasPosicao : integer; + bCompressao, bLequeAlta, bLequeBaixa : boolean; + bPullbackCompra, bPullbackVenda : boolean; + bRompAlta, bRompBaixa : boolean; + bCompra, bVenda, bConfCompra, bConfVenda : boolean; + bEstavaPosicionado, bSaidaOCOCompra, bSaidaOCOVenda : boolean; + fPrecoEntrada, fStopAtual, fAlvoAtual : float; + +begin + mme9 := MediaExp(9, Close); + mme20 := MediaExp(20, Close); + mma50 := Media(50, Close); + mma200 := Media(200, Close); + + slope20 := mme20 - mme20[1]; + slope50 := mma50 - mma50[1]; + slope200 := mma200 - mma200[1]; + + dist920 := Abs(mme9 - mme20); + dist2050 := Abs(mme20 - mma50); + dist20200 := Abs(mme20 - mma200); + distPreco20 := Abs(Close - mme20); + + topoLookback := Highest(High, 12); + fundoLookback := Lowest(Low, 12); + + bCompressao := dist20200 <= DistanciaCompressao20x200; + + bLequeAlta := (Close > mme9) and (mme9 > mme20) and (mme20 > mma50) and (mma50 > mma200) + and (slope20 > 0) and (slope50 > 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos); + + bLequeBaixa := (Close < mme9) and (mme9 < mme20) and (mme20 < mma50) and (mma50 < mma200) + and (slope20 < 0) and (slope50 < 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos); + + bPullbackCompra := (not bCompressao) and (mma50 > mma200) and (slope20 > 0) + and (Abs(Low - mme20) <= DistanciaToqueMME20) and (Close > mme20); + bPullbackVenda := (not bCompressao) and (mma50 < mma200) and (slope20 < 0) + and (Abs(High - mme20) <= DistanciaToqueMME20) and (Close < mme20); + + bRompAlta := (dist20200 <= DistanciaToqueMME20) and (Close > mma200) and (Close >= topoLookback[1]) and (mme9 > mme20); + bRompBaixa := (dist20200 <= DistanciaToqueMME20) and (Close < mma200) and (Close <= fundoLookback[1]) and (mme9 < mme20); + + bConfCompra := (not UsarConfirmacaoCandle) or (Close > High[1]); + bConfVenda := (not UsarConfirmacaoCandle) or (Close < Low[1]); + + if bLequeAlta or bPullbackCompra or bRompAlta then + iAlta := iAlta + 1 + else + iAlta := 0; + + if bLequeBaixa or bPullbackVenda or bRompBaixa then + iBaixa := iBaixa + 1 + else + iBaixa := 0; + + bCompra := false; + bVenda := false; + + if ModoEstrategia = 1 then + begin + bCompra := bLequeAlta and (not bCompressao) and (distPreco20 <= DistanciaMaximaPrecoMME20) and (iAlta >= MinBarrasConfirmacao); + bVenda := bLequeBaixa and (not bCompressao) and (distPreco20 <= DistanciaMaximaPrecoMME20) and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 2 then + begin + bCompra := bPullbackCompra and bConfCompra; + bVenda := bPullbackVenda and bConfVenda; + end + else if ModoEstrategia = 3 then + begin + bCompra := bRompAlta and (iAlta >= ConfirmacoesRompimento); + bVenda := bRompBaixa and (iBaixa >= ConfirmacoesRompimento); + end + else if ModoEstrategia = 4 then + begin + bCompra := (not bCompressao) and bLequeAlta and (slope200 >= 0) and (iAlta >= MinBarrasConfirmacao); + bVenda := (not bCompressao) and bLequeBaixa and (slope200 <= 0) and (iBaixa >= MinBarrasConfirmacao); + end + else + begin + bCompra := (bPullbackCompra or bRompAlta) and (not bCompressao) and bConfCompra; + bVenda := (bPullbackVenda or bRompBaixa) and (not bCompressao) and bConfVenda; + end; + + if IsBought or IsSold then + iBarrasPosicao := iBarrasPosicao + 1 + else + iBarrasPosicao := 0; + + if (not IsBought) and (not IsSold) then + begin + if bCompra then + BuyAtMarket + else if bVenda then + SellShortAtMarket; + end; + + bSaidaOCOCompra := false; + bSaidaOCOVenda := false; + + if IsBought and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada - StopLossPontos; + fAlvoAtual := fPrecoEntrada + TakeProfitPontos; + bSaidaOCOCompra := UsarOCO and ((Low <= fStopAtual) or (High >= fAlvoAtual)); + end; + + if IsSold and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada + StopLossPontos; + fAlvoAtual := fPrecoEntrada - TakeProfitPontos; + bSaidaOCOVenda := UsarOCO and ((High >= fStopAtual) or (Low <= fAlvoAtual)); + end; + + if IsBought and ( + bCompressao + or (Close < mme20) + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOCompra + ) then + ClosePosition; + + if IsSold and ( + bCompressao + or (Close > mme20) + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOVenda + ) then + ClosePosition; + + if (not bEstavaPosicionado) and IsBought then + fPrecoEntrada := Close; + + if (not bEstavaPosicionado) and IsSold then + fPrecoEntrada := Close; + + bEstavaPosicionado := IsBought or IsSold; +end; diff --git a/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v25_romp200.txt b/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v25_romp200.txt new file mode 100644 index 0000000..5f83445 --- /dev/null +++ b/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v25_romp200.txt @@ -0,0 +1,168 @@ +{ + Estrategia: robo_medias_v25_romp200 + Autor: Wesley + Descricao: Rompimento da MMA200 com MME20 proxima. +} + +input + ModoEstrategia(3); + DistanciaMinimaLequePontos(35); + DistanciaCompressao20x200(80); + DistanciaMaximaPrecoMME20(210); + DistanciaToqueMME20(45); + MinBarrasConfirmacao(2); + ConfirmacoesRompimento(2); + UsarConfirmacaoCandle(true); + UsarOCO(true); + StopLossPontos(135); + TakeProfitPontos(229.5); + UsarSaidaPorTempo(true); + MaxBarrasPosicao(9); + +var + mme9, mme20, mma50, mma200 : float; + slope20, slope50, slope200 : float; + dist920, dist2050, dist20200, distPreco20 : float; + topoLookback, fundoLookback : float; + iAlta, iBaixa, iBarrasPosicao : integer; + bCompressao, bLequeAlta, bLequeBaixa : boolean; + bPullbackCompra, bPullbackVenda : boolean; + bRompAlta, bRompBaixa : boolean; + bCompra, bVenda, bConfCompra, bConfVenda : boolean; + bEstavaPosicionado, bSaidaOCOCompra, bSaidaOCOVenda : boolean; + fPrecoEntrada, fStopAtual, fAlvoAtual : float; + +begin + mme9 := MediaExp(9, Close); + mme20 := MediaExp(20, Close); + mma50 := Media(50, Close); + mma200 := Media(200, Close); + + slope20 := mme20 - mme20[1]; + slope50 := mma50 - mma50[1]; + slope200 := mma200 - mma200[1]; + + dist920 := Abs(mme9 - mme20); + dist2050 := Abs(mme20 - mma50); + dist20200 := Abs(mme20 - mma200); + distPreco20 := Abs(Close - mme20); + + topoLookback := Highest(High, 12); + fundoLookback := Lowest(Low, 12); + + bCompressao := dist20200 <= DistanciaCompressao20x200; + + bLequeAlta := (Close > mme9) and (mme9 > mme20) and (mme20 > mma50) and (mma50 > mma200) + and (slope20 > 0) and (slope50 > 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos); + + bLequeBaixa := (Close < mme9) and (mme9 < mme20) and (mme20 < mma50) and (mma50 < mma200) + and (slope20 < 0) and (slope50 < 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos); + + bPullbackCompra := (not bCompressao) and (mma50 > mma200) and (slope20 > 0) + and (Abs(Low - mme20) <= DistanciaToqueMME20) and (Close > mme20); + bPullbackVenda := (not bCompressao) and (mma50 < mma200) and (slope20 < 0) + and (Abs(High - mme20) <= DistanciaToqueMME20) and (Close < mme20); + + bRompAlta := (dist20200 <= DistanciaToqueMME20) and (Close > mma200) and (Close >= topoLookback[1]) and (mme9 > mme20); + bRompBaixa := (dist20200 <= DistanciaToqueMME20) and (Close < mma200) and (Close <= fundoLookback[1]) and (mme9 < mme20); + + bConfCompra := (not UsarConfirmacaoCandle) or (Close > High[1]); + bConfVenda := (not UsarConfirmacaoCandle) or (Close < Low[1]); + + if bLequeAlta or bPullbackCompra or bRompAlta then + iAlta := iAlta + 1 + else + iAlta := 0; + + if bLequeBaixa or bPullbackVenda or bRompBaixa then + iBaixa := iBaixa + 1 + else + iBaixa := 0; + + bCompra := false; + bVenda := false; + + if ModoEstrategia = 1 then + begin + bCompra := bLequeAlta and (not bCompressao) and (distPreco20 <= DistanciaMaximaPrecoMME20) and (iAlta >= MinBarrasConfirmacao); + bVenda := bLequeBaixa and (not bCompressao) and (distPreco20 <= DistanciaMaximaPrecoMME20) and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 2 then + begin + bCompra := bPullbackCompra and bConfCompra; + bVenda := bPullbackVenda and bConfVenda; + end + else if ModoEstrategia = 3 then + begin + bCompra := bRompAlta and (iAlta >= ConfirmacoesRompimento); + bVenda := bRompBaixa and (iBaixa >= ConfirmacoesRompimento); + end + else if ModoEstrategia = 4 then + begin + bCompra := (not bCompressao) and bLequeAlta and (slope200 >= 0) and (iAlta >= MinBarrasConfirmacao); + bVenda := (not bCompressao) and bLequeBaixa and (slope200 <= 0) and (iBaixa >= MinBarrasConfirmacao); + end + else + begin + bCompra := (bPullbackCompra or bRompAlta) and (not bCompressao) and bConfCompra; + bVenda := (bPullbackVenda or bRompBaixa) and (not bCompressao) and bConfVenda; + end; + + if IsBought or IsSold then + iBarrasPosicao := iBarrasPosicao + 1 + else + iBarrasPosicao := 0; + + if (not IsBought) and (not IsSold) then + begin + if bCompra then + BuyAtMarket + else if bVenda then + SellShortAtMarket; + end; + + bSaidaOCOCompra := false; + bSaidaOCOVenda := false; + + if IsBought and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada - StopLossPontos; + fAlvoAtual := fPrecoEntrada + TakeProfitPontos; + bSaidaOCOCompra := UsarOCO and ((Low <= fStopAtual) or (High >= fAlvoAtual)); + end; + + if IsSold and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada + StopLossPontos; + fAlvoAtual := fPrecoEntrada - TakeProfitPontos; + bSaidaOCOVenda := UsarOCO and ((High >= fStopAtual) or (Low <= fAlvoAtual)); + end; + + if IsBought and ( + bCompressao + or (Close < mme20) + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOCompra + ) then + ClosePosition; + + if IsSold and ( + bCompressao + or (Close > mme20) + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOVenda + ) then + ClosePosition; + + if (not bEstavaPosicionado) and IsBought then + fPrecoEntrada := Close; + + if (not bEstavaPosicionado) and IsSold then + fPrecoEntrada := Close; + + bEstavaPosicionado := IsBought or IsSold; +end; diff --git a/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v26_romp200.txt b/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v26_romp200.txt new file mode 100644 index 0000000..1ead9ea --- /dev/null +++ b/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v26_romp200.txt @@ -0,0 +1,168 @@ +{ + Estrategia: robo_medias_v26_romp200 + Autor: Wesley + Descricao: Rompimento da MMA200 com MME20 proxima. +} + +input + ModoEstrategia(3); + DistanciaMinimaLequePontos(40); + DistanciaCompressao20x200(90); + DistanciaMaximaPrecoMME20(240); + DistanciaToqueMME20(55); + MinBarrasConfirmacao(3); + ConfirmacoesRompimento(1); + UsarConfirmacaoCandle(true); + UsarOCO(true); + StopLossPontos(150); + TakeProfitPontos(270); + UsarSaidaPorTempo(true); + MaxBarrasPosicao(10); + +var + mme9, mme20, mma50, mma200 : float; + slope20, slope50, slope200 : float; + dist920, dist2050, dist20200, distPreco20 : float; + topoLookback, fundoLookback : float; + iAlta, iBaixa, iBarrasPosicao : integer; + bCompressao, bLequeAlta, bLequeBaixa : boolean; + bPullbackCompra, bPullbackVenda : boolean; + bRompAlta, bRompBaixa : boolean; + bCompra, bVenda, bConfCompra, bConfVenda : boolean; + bEstavaPosicionado, bSaidaOCOCompra, bSaidaOCOVenda : boolean; + fPrecoEntrada, fStopAtual, fAlvoAtual : float; + +begin + mme9 := MediaExp(9, Close); + mme20 := MediaExp(20, Close); + mma50 := Media(50, Close); + mma200 := Media(200, Close); + + slope20 := mme20 - mme20[1]; + slope50 := mma50 - mma50[1]; + slope200 := mma200 - mma200[1]; + + dist920 := Abs(mme9 - mme20); + dist2050 := Abs(mme20 - mma50); + dist20200 := Abs(mme20 - mma200); + distPreco20 := Abs(Close - mme20); + + topoLookback := Highest(High, 12); + fundoLookback := Lowest(Low, 12); + + bCompressao := dist20200 <= DistanciaCompressao20x200; + + bLequeAlta := (Close > mme9) and (mme9 > mme20) and (mme20 > mma50) and (mma50 > mma200) + and (slope20 > 0) and (slope50 > 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos); + + bLequeBaixa := (Close < mme9) and (mme9 < mme20) and (mme20 < mma50) and (mma50 < mma200) + and (slope20 < 0) and (slope50 < 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos); + + bPullbackCompra := (not bCompressao) and (mma50 > mma200) and (slope20 > 0) + and (Abs(Low - mme20) <= DistanciaToqueMME20) and (Close > mme20); + bPullbackVenda := (not bCompressao) and (mma50 < mma200) and (slope20 < 0) + and (Abs(High - mme20) <= DistanciaToqueMME20) and (Close < mme20); + + bRompAlta := (dist20200 <= DistanciaToqueMME20) and (Close > mma200) and (Close >= topoLookback[1]) and (mme9 > mme20); + bRompBaixa := (dist20200 <= DistanciaToqueMME20) and (Close < mma200) and (Close <= fundoLookback[1]) and (mme9 < mme20); + + bConfCompra := (not UsarConfirmacaoCandle) or (Close > High[1]); + bConfVenda := (not UsarConfirmacaoCandle) or (Close < Low[1]); + + if bLequeAlta or bPullbackCompra or bRompAlta then + iAlta := iAlta + 1 + else + iAlta := 0; + + if bLequeBaixa or bPullbackVenda or bRompBaixa then + iBaixa := iBaixa + 1 + else + iBaixa := 0; + + bCompra := false; + bVenda := false; + + if ModoEstrategia = 1 then + begin + bCompra := bLequeAlta and (not bCompressao) and (distPreco20 <= DistanciaMaximaPrecoMME20) and (iAlta >= MinBarrasConfirmacao); + bVenda := bLequeBaixa and (not bCompressao) and (distPreco20 <= DistanciaMaximaPrecoMME20) and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 2 then + begin + bCompra := bPullbackCompra and bConfCompra; + bVenda := bPullbackVenda and bConfVenda; + end + else if ModoEstrategia = 3 then + begin + bCompra := bRompAlta and (iAlta >= ConfirmacoesRompimento); + bVenda := bRompBaixa and (iBaixa >= ConfirmacoesRompimento); + end + else if ModoEstrategia = 4 then + begin + bCompra := (not bCompressao) and bLequeAlta and (slope200 >= 0) and (iAlta >= MinBarrasConfirmacao); + bVenda := (not bCompressao) and bLequeBaixa and (slope200 <= 0) and (iBaixa >= MinBarrasConfirmacao); + end + else + begin + bCompra := (bPullbackCompra or bRompAlta) and (not bCompressao) and bConfCompra; + bVenda := (bPullbackVenda or bRompBaixa) and (not bCompressao) and bConfVenda; + end; + + if IsBought or IsSold then + iBarrasPosicao := iBarrasPosicao + 1 + else + iBarrasPosicao := 0; + + if (not IsBought) and (not IsSold) then + begin + if bCompra then + BuyAtMarket + else if bVenda then + SellShortAtMarket; + end; + + bSaidaOCOCompra := false; + bSaidaOCOVenda := false; + + if IsBought and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada - StopLossPontos; + fAlvoAtual := fPrecoEntrada + TakeProfitPontos; + bSaidaOCOCompra := UsarOCO and ((Low <= fStopAtual) or (High >= fAlvoAtual)); + end; + + if IsSold and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada + StopLossPontos; + fAlvoAtual := fPrecoEntrada - TakeProfitPontos; + bSaidaOCOVenda := UsarOCO and ((High >= fStopAtual) or (Low <= fAlvoAtual)); + end; + + if IsBought and ( + bCompressao + or (Close < mme20) + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOCompra + ) then + ClosePosition; + + if IsSold and ( + bCompressao + or (Close > mme20) + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOVenda + ) then + ClosePosition; + + if (not bEstavaPosicionado) and IsBought then + fPrecoEntrada := Close; + + if (not bEstavaPosicionado) and IsSold then + fPrecoEntrada := Close; + + bEstavaPosicionado := IsBought or IsSold; +end; diff --git a/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v27_romp200.txt b/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v27_romp200.txt new file mode 100644 index 0000000..0dec51b --- /dev/null +++ b/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v27_romp200.txt @@ -0,0 +1,168 @@ +{ + Estrategia: robo_medias_v27_romp200 + Autor: Wesley + Descricao: Rompimento da MMA200 com MME20 proxima. +} + +input + ModoEstrategia(3); + DistanciaMinimaLequePontos(45); + DistanciaCompressao20x200(100); + DistanciaMaximaPrecoMME20(270); + DistanciaToqueMME20(65); + MinBarrasConfirmacao(1); + ConfirmacoesRompimento(2); + UsarConfirmacaoCandle(true); + UsarOCO(true); + StopLossPontos(165); + TakeProfitPontos(264); + UsarSaidaPorTempo(true); + MaxBarrasPosicao(11); + +var + mme9, mme20, mma50, mma200 : float; + slope20, slope50, slope200 : float; + dist920, dist2050, dist20200, distPreco20 : float; + topoLookback, fundoLookback : float; + iAlta, iBaixa, iBarrasPosicao : integer; + bCompressao, bLequeAlta, bLequeBaixa : boolean; + bPullbackCompra, bPullbackVenda : boolean; + bRompAlta, bRompBaixa : boolean; + bCompra, bVenda, bConfCompra, bConfVenda : boolean; + bEstavaPosicionado, bSaidaOCOCompra, bSaidaOCOVenda : boolean; + fPrecoEntrada, fStopAtual, fAlvoAtual : float; + +begin + mme9 := MediaExp(9, Close); + mme20 := MediaExp(20, Close); + mma50 := Media(50, Close); + mma200 := Media(200, Close); + + slope20 := mme20 - mme20[1]; + slope50 := mma50 - mma50[1]; + slope200 := mma200 - mma200[1]; + + dist920 := Abs(mme9 - mme20); + dist2050 := Abs(mme20 - mma50); + dist20200 := Abs(mme20 - mma200); + distPreco20 := Abs(Close - mme20); + + topoLookback := Highest(High, 12); + fundoLookback := Lowest(Low, 12); + + bCompressao := dist20200 <= DistanciaCompressao20x200; + + bLequeAlta := (Close > mme9) and (mme9 > mme20) and (mme20 > mma50) and (mma50 > mma200) + and (slope20 > 0) and (slope50 > 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos); + + bLequeBaixa := (Close < mme9) and (mme9 < mme20) and (mme20 < mma50) and (mma50 < mma200) + and (slope20 < 0) and (slope50 < 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos); + + bPullbackCompra := (not bCompressao) and (mma50 > mma200) and (slope20 > 0) + and (Abs(Low - mme20) <= DistanciaToqueMME20) and (Close > mme20); + bPullbackVenda := (not bCompressao) and (mma50 < mma200) and (slope20 < 0) + and (Abs(High - mme20) <= DistanciaToqueMME20) and (Close < mme20); + + bRompAlta := (dist20200 <= DistanciaToqueMME20) and (Close > mma200) and (Close >= topoLookback[1]) and (mme9 > mme20); + bRompBaixa := (dist20200 <= DistanciaToqueMME20) and (Close < mma200) and (Close <= fundoLookback[1]) and (mme9 < mme20); + + bConfCompra := (not UsarConfirmacaoCandle) or (Close > High[1]); + bConfVenda := (not UsarConfirmacaoCandle) or (Close < Low[1]); + + if bLequeAlta or bPullbackCompra or bRompAlta then + iAlta := iAlta + 1 + else + iAlta := 0; + + if bLequeBaixa or bPullbackVenda or bRompBaixa then + iBaixa := iBaixa + 1 + else + iBaixa := 0; + + bCompra := false; + bVenda := false; + + if ModoEstrategia = 1 then + begin + bCompra := bLequeAlta and (not bCompressao) and (distPreco20 <= DistanciaMaximaPrecoMME20) and (iAlta >= MinBarrasConfirmacao); + bVenda := bLequeBaixa and (not bCompressao) and (distPreco20 <= DistanciaMaximaPrecoMME20) and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 2 then + begin + bCompra := bPullbackCompra and bConfCompra; + bVenda := bPullbackVenda and bConfVenda; + end + else if ModoEstrategia = 3 then + begin + bCompra := bRompAlta and (iAlta >= ConfirmacoesRompimento); + bVenda := bRompBaixa and (iBaixa >= ConfirmacoesRompimento); + end + else if ModoEstrategia = 4 then + begin + bCompra := (not bCompressao) and bLequeAlta and (slope200 >= 0) and (iAlta >= MinBarrasConfirmacao); + bVenda := (not bCompressao) and bLequeBaixa and (slope200 <= 0) and (iBaixa >= MinBarrasConfirmacao); + end + else + begin + bCompra := (bPullbackCompra or bRompAlta) and (not bCompressao) and bConfCompra; + bVenda := (bPullbackVenda or bRompBaixa) and (not bCompressao) and bConfVenda; + end; + + if IsBought or IsSold then + iBarrasPosicao := iBarrasPosicao + 1 + else + iBarrasPosicao := 0; + + if (not IsBought) and (not IsSold) then + begin + if bCompra then + BuyAtMarket + else if bVenda then + SellShortAtMarket; + end; + + bSaidaOCOCompra := false; + bSaidaOCOVenda := false; + + if IsBought and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada - StopLossPontos; + fAlvoAtual := fPrecoEntrada + TakeProfitPontos; + bSaidaOCOCompra := UsarOCO and ((Low <= fStopAtual) or (High >= fAlvoAtual)); + end; + + if IsSold and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada + StopLossPontos; + fAlvoAtual := fPrecoEntrada - TakeProfitPontos; + bSaidaOCOVenda := UsarOCO and ((High >= fStopAtual) or (Low <= fAlvoAtual)); + end; + + if IsBought and ( + bCompressao + or (Close < mme20) + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOCompra + ) then + ClosePosition; + + if IsSold and ( + bCompressao + or (Close > mme20) + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOVenda + ) then + ClosePosition; + + if (not bEstavaPosicionado) and IsBought then + fPrecoEntrada := Close; + + if (not bEstavaPosicionado) and IsSold then + fPrecoEntrada := Close; + + bEstavaPosicionado := IsBought or IsSold; +end; diff --git a/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v28_romp200.txt b/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v28_romp200.txt new file mode 100644 index 0000000..52c3499 --- /dev/null +++ b/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v28_romp200.txt @@ -0,0 +1,168 @@ +{ + Estrategia: robo_medias_v28_romp200 + Autor: Wesley + Descricao: Rompimento da MMA200 com MME20 proxima. +} + +input + ModoEstrategia(3); + DistanciaMinimaLequePontos(30); + DistanciaCompressao20x200(110); + DistanciaMaximaPrecoMME20(300); + DistanciaToqueMME20(35); + MinBarrasConfirmacao(2); + ConfirmacoesRompimento(1); + UsarConfirmacaoCandle(true); + UsarOCO(true); + StopLossPontos(180); + TakeProfitPontos(306); + UsarSaidaPorTempo(true); + MaxBarrasPosicao(12); + +var + mme9, mme20, mma50, mma200 : float; + slope20, slope50, slope200 : float; + dist920, dist2050, dist20200, distPreco20 : float; + topoLookback, fundoLookback : float; + iAlta, iBaixa, iBarrasPosicao : integer; + bCompressao, bLequeAlta, bLequeBaixa : boolean; + bPullbackCompra, bPullbackVenda : boolean; + bRompAlta, bRompBaixa : boolean; + bCompra, bVenda, bConfCompra, bConfVenda : boolean; + bEstavaPosicionado, bSaidaOCOCompra, bSaidaOCOVenda : boolean; + fPrecoEntrada, fStopAtual, fAlvoAtual : float; + +begin + mme9 := MediaExp(9, Close); + mme20 := MediaExp(20, Close); + mma50 := Media(50, Close); + mma200 := Media(200, Close); + + slope20 := mme20 - mme20[1]; + slope50 := mma50 - mma50[1]; + slope200 := mma200 - mma200[1]; + + dist920 := Abs(mme9 - mme20); + dist2050 := Abs(mme20 - mma50); + dist20200 := Abs(mme20 - mma200); + distPreco20 := Abs(Close - mme20); + + topoLookback := Highest(High, 12); + fundoLookback := Lowest(Low, 12); + + bCompressao := dist20200 <= DistanciaCompressao20x200; + + bLequeAlta := (Close > mme9) and (mme9 > mme20) and (mme20 > mma50) and (mma50 > mma200) + and (slope20 > 0) and (slope50 > 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos); + + bLequeBaixa := (Close < mme9) and (mme9 < mme20) and (mme20 < mma50) and (mma50 < mma200) + and (slope20 < 0) and (slope50 < 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos); + + bPullbackCompra := (not bCompressao) and (mma50 > mma200) and (slope20 > 0) + and (Abs(Low - mme20) <= DistanciaToqueMME20) and (Close > mme20); + bPullbackVenda := (not bCompressao) and (mma50 < mma200) and (slope20 < 0) + and (Abs(High - mme20) <= DistanciaToqueMME20) and (Close < mme20); + + bRompAlta := (dist20200 <= DistanciaToqueMME20) and (Close > mma200) and (Close >= topoLookback[1]) and (mme9 > mme20); + bRompBaixa := (dist20200 <= DistanciaToqueMME20) and (Close < mma200) and (Close <= fundoLookback[1]) and (mme9 < mme20); + + bConfCompra := (not UsarConfirmacaoCandle) or (Close > High[1]); + bConfVenda := (not UsarConfirmacaoCandle) or (Close < Low[1]); + + if bLequeAlta or bPullbackCompra or bRompAlta then + iAlta := iAlta + 1 + else + iAlta := 0; + + if bLequeBaixa or bPullbackVenda or bRompBaixa then + iBaixa := iBaixa + 1 + else + iBaixa := 0; + + bCompra := false; + bVenda := false; + + if ModoEstrategia = 1 then + begin + bCompra := bLequeAlta and (not bCompressao) and (distPreco20 <= DistanciaMaximaPrecoMME20) and (iAlta >= MinBarrasConfirmacao); + bVenda := bLequeBaixa and (not bCompressao) and (distPreco20 <= DistanciaMaximaPrecoMME20) and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 2 then + begin + bCompra := bPullbackCompra and bConfCompra; + bVenda := bPullbackVenda and bConfVenda; + end + else if ModoEstrategia = 3 then + begin + bCompra := bRompAlta and (iAlta >= ConfirmacoesRompimento); + bVenda := bRompBaixa and (iBaixa >= ConfirmacoesRompimento); + end + else if ModoEstrategia = 4 then + begin + bCompra := (not bCompressao) and bLequeAlta and (slope200 >= 0) and (iAlta >= MinBarrasConfirmacao); + bVenda := (not bCompressao) and bLequeBaixa and (slope200 <= 0) and (iBaixa >= MinBarrasConfirmacao); + end + else + begin + bCompra := (bPullbackCompra or bRompAlta) and (not bCompressao) and bConfCompra; + bVenda := (bPullbackVenda or bRompBaixa) and (not bCompressao) and bConfVenda; + end; + + if IsBought or IsSold then + iBarrasPosicao := iBarrasPosicao + 1 + else + iBarrasPosicao := 0; + + if (not IsBought) and (not IsSold) then + begin + if bCompra then + BuyAtMarket + else if bVenda then + SellShortAtMarket; + end; + + bSaidaOCOCompra := false; + bSaidaOCOVenda := false; + + if IsBought and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada - StopLossPontos; + fAlvoAtual := fPrecoEntrada + TakeProfitPontos; + bSaidaOCOCompra := UsarOCO and ((Low <= fStopAtual) or (High >= fAlvoAtual)); + end; + + if IsSold and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada + StopLossPontos; + fAlvoAtual := fPrecoEntrada - TakeProfitPontos; + bSaidaOCOVenda := UsarOCO and ((High >= fStopAtual) or (Low <= fAlvoAtual)); + end; + + if IsBought and ( + bCompressao + or (Close < mme20) + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOCompra + ) then + ClosePosition; + + if IsSold and ( + bCompressao + or (Close > mme20) + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOVenda + ) then + ClosePosition; + + if (not bEstavaPosicionado) and IsBought then + fPrecoEntrada := Close; + + if (not bEstavaPosicionado) and IsSold then + fPrecoEntrada := Close; + + bEstavaPosicionado := IsBought or IsSold; +end; diff --git a/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v29_romp200.txt b/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v29_romp200.txt new file mode 100644 index 0000000..3f8e24e --- /dev/null +++ b/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v29_romp200.txt @@ -0,0 +1,168 @@ +{ + Estrategia: robo_medias_v29_romp200 + Autor: Wesley + Descricao: Rompimento da MMA200 com MME20 proxima. +} + +input + ModoEstrategia(3); + DistanciaMinimaLequePontos(35); + DistanciaCompressao20x200(70); + DistanciaMaximaPrecoMME20(180); + DistanciaToqueMME20(45); + MinBarrasConfirmacao(3); + ConfirmacoesRompimento(2); + UsarConfirmacaoCandle(true); + UsarOCO(true); + StopLossPontos(195); + TakeProfitPontos(351); + UsarSaidaPorTempo(true); + MaxBarrasPosicao(13); + +var + mme9, mme20, mma50, mma200 : float; + slope20, slope50, slope200 : float; + dist920, dist2050, dist20200, distPreco20 : float; + topoLookback, fundoLookback : float; + iAlta, iBaixa, iBarrasPosicao : integer; + bCompressao, bLequeAlta, bLequeBaixa : boolean; + bPullbackCompra, bPullbackVenda : boolean; + bRompAlta, bRompBaixa : boolean; + bCompra, bVenda, bConfCompra, bConfVenda : boolean; + bEstavaPosicionado, bSaidaOCOCompra, bSaidaOCOVenda : boolean; + fPrecoEntrada, fStopAtual, fAlvoAtual : float; + +begin + mme9 := MediaExp(9, Close); + mme20 := MediaExp(20, Close); + mma50 := Media(50, Close); + mma200 := Media(200, Close); + + slope20 := mme20 - mme20[1]; + slope50 := mma50 - mma50[1]; + slope200 := mma200 - mma200[1]; + + dist920 := Abs(mme9 - mme20); + dist2050 := Abs(mme20 - mma50); + dist20200 := Abs(mme20 - mma200); + distPreco20 := Abs(Close - mme20); + + topoLookback := Highest(High, 12); + fundoLookback := Lowest(Low, 12); + + bCompressao := dist20200 <= DistanciaCompressao20x200; + + bLequeAlta := (Close > mme9) and (mme9 > mme20) and (mme20 > mma50) and (mma50 > mma200) + and (slope20 > 0) and (slope50 > 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos); + + bLequeBaixa := (Close < mme9) and (mme9 < mme20) and (mme20 < mma50) and (mma50 < mma200) + and (slope20 < 0) and (slope50 < 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos); + + bPullbackCompra := (not bCompressao) and (mma50 > mma200) and (slope20 > 0) + and (Abs(Low - mme20) <= DistanciaToqueMME20) and (Close > mme20); + bPullbackVenda := (not bCompressao) and (mma50 < mma200) and (slope20 < 0) + and (Abs(High - mme20) <= DistanciaToqueMME20) and (Close < mme20); + + bRompAlta := (dist20200 <= DistanciaToqueMME20) and (Close > mma200) and (Close >= topoLookback[1]) and (mme9 > mme20); + bRompBaixa := (dist20200 <= DistanciaToqueMME20) and (Close < mma200) and (Close <= fundoLookback[1]) and (mme9 < mme20); + + bConfCompra := (not UsarConfirmacaoCandle) or (Close > High[1]); + bConfVenda := (not UsarConfirmacaoCandle) or (Close < Low[1]); + + if bLequeAlta or bPullbackCompra or bRompAlta then + iAlta := iAlta + 1 + else + iAlta := 0; + + if bLequeBaixa or bPullbackVenda or bRompBaixa then + iBaixa := iBaixa + 1 + else + iBaixa := 0; + + bCompra := false; + bVenda := false; + + if ModoEstrategia = 1 then + begin + bCompra := bLequeAlta and (not bCompressao) and (distPreco20 <= DistanciaMaximaPrecoMME20) and (iAlta >= MinBarrasConfirmacao); + bVenda := bLequeBaixa and (not bCompressao) and (distPreco20 <= DistanciaMaximaPrecoMME20) and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 2 then + begin + bCompra := bPullbackCompra and bConfCompra; + bVenda := bPullbackVenda and bConfVenda; + end + else if ModoEstrategia = 3 then + begin + bCompra := bRompAlta and (iAlta >= ConfirmacoesRompimento); + bVenda := bRompBaixa and (iBaixa >= ConfirmacoesRompimento); + end + else if ModoEstrategia = 4 then + begin + bCompra := (not bCompressao) and bLequeAlta and (slope200 >= 0) and (iAlta >= MinBarrasConfirmacao); + bVenda := (not bCompressao) and bLequeBaixa and (slope200 <= 0) and (iBaixa >= MinBarrasConfirmacao); + end + else + begin + bCompra := (bPullbackCompra or bRompAlta) and (not bCompressao) and bConfCompra; + bVenda := (bPullbackVenda or bRompBaixa) and (not bCompressao) and bConfVenda; + end; + + if IsBought or IsSold then + iBarrasPosicao := iBarrasPosicao + 1 + else + iBarrasPosicao := 0; + + if (not IsBought) and (not IsSold) then + begin + if bCompra then + BuyAtMarket + else if bVenda then + SellShortAtMarket; + end; + + bSaidaOCOCompra := false; + bSaidaOCOVenda := false; + + if IsBought and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada - StopLossPontos; + fAlvoAtual := fPrecoEntrada + TakeProfitPontos; + bSaidaOCOCompra := UsarOCO and ((Low <= fStopAtual) or (High >= fAlvoAtual)); + end; + + if IsSold and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada + StopLossPontos; + fAlvoAtual := fPrecoEntrada - TakeProfitPontos; + bSaidaOCOVenda := UsarOCO and ((High >= fStopAtual) or (Low <= fAlvoAtual)); + end; + + if IsBought and ( + bCompressao + or (Close < mme20) + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOCompra + ) then + ClosePosition; + + if IsSold and ( + bCompressao + or (Close > mme20) + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOVenda + ) then + ClosePosition; + + if (not bEstavaPosicionado) and IsBought then + fPrecoEntrada := Close; + + if (not bEstavaPosicionado) and IsSold then + fPrecoEntrada := Close; + + bEstavaPosicionado := IsBought or IsSold; +end; diff --git a/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v2_pullback_20_regime.txt b/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v2_pullback_20_regime.txt new file mode 100644 index 0000000..6e21289 --- /dev/null +++ b/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v2_pullback_20_regime.txt @@ -0,0 +1,106 @@ +{ + Estrategia: robo_medias_v2_pullback_20_regime + Autor: Wesley + Descricao: Opera retorno na MME20 somente quando o regime macro 50/200 estiver alinhado. +} + +input + DistanciaMaximaToqueMME20(45.0); + MinInclinacaoMME20(5.0); + UsarConfirmacaoCandle(true); + UsarOCO(true); + StopLossPontos(140.0); + TakeProfitPontos(260.0); + UsarSaidaPorTempo(true); + MaxBarrasPosicao(9); + +var + mme9, mme20, mma50, mma200 : float; + slope20 : float; + distToque20 : float; + bRegimeAlta, bRegimeBaixa : boolean; + bPullbackCompra, bPullbackVenda : boolean; + bConfirmacaoCompra, bConfirmacaoVenda : boolean; + bEstavaPosicionado, bSaidaOCOCompra, bSaidaOCOVenda : boolean; + fPrecoEntrada, fStopAtual, fAlvoAtual : float; + iBarrasPosicao : integer; + +begin + mme9 := MediaExp(9, Close); + mme20 := MediaExp(20, Close); + mma50 := Media(50, Close); + mma200 := Media(200, Close); + + slope20 := mme20 - mme20[1]; + distToque20 := Abs(Low - mme20); + + bRegimeAlta := (mma50 > mma200) and (mme20 > mma50) and (slope20 >= MinInclinacaoMME20); + bRegimeBaixa := (mma50 < mma200) and (mme20 < mma50) and (slope20 <= -MinInclinacaoMME20); + + bPullbackCompra := bRegimeAlta + and (distToque20 <= DistanciaMaximaToqueMME20) + and (Close > mme20) + and (mme9 >= mme20); + + bPullbackVenda := bRegimeBaixa + and (Abs(High - mme20) <= DistanciaMaximaToqueMME20) + and (Close < mme20) + and (mme9 <= mme20); + + bConfirmacaoCompra := (not UsarConfirmacaoCandle) or (Close > High[1]); + bConfirmacaoVenda := (not UsarConfirmacaoCandle) or (Close < Low[1]); + + if IsBought or IsSold then + iBarrasPosicao := iBarrasPosicao + 1 + else + iBarrasPosicao := 0; + + if (not IsBought) and (not IsSold) then + begin + if bPullbackCompra and bConfirmacaoCompra then + BuyAtMarket + else if bPullbackVenda and bConfirmacaoVenda then + SellShortAtMarket; + end; + + bSaidaOCOCompra := false; + bSaidaOCOVenda := false; + + if IsBought and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada - StopLossPontos; + fAlvoAtual := fPrecoEntrada + TakeProfitPontos; + bSaidaOCOCompra := UsarOCO and ((Low <= fStopAtual) or (High >= fAlvoAtual)); + end; + + if IsSold and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada + StopLossPontos; + fAlvoAtual := fPrecoEntrada - TakeProfitPontos; + bSaidaOCOVenda := UsarOCO and ((High >= fStopAtual) or (Low <= fAlvoAtual)); + end; + + if IsBought and ( + (Close < mme20) + or (mma50 < mma200) + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOCompra + ) then + ClosePosition; + + if IsSold and ( + (Close > mme20) + or (mma50 > mma200) + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOVenda + ) then + ClosePosition; + + if (not bEstavaPosicionado) and IsBought then + fPrecoEntrada := Close; + + if (not bEstavaPosicionado) and IsSold then + fPrecoEntrada := Close; + + bEstavaPosicionado := IsBought or IsSold; +end; diff --git a/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v30_romp200.txt b/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v30_romp200.txt new file mode 100644 index 0000000..2fddaa7 --- /dev/null +++ b/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v30_romp200.txt @@ -0,0 +1,168 @@ +{ + Estrategia: robo_medias_v30_romp200 + Autor: Wesley + Descricao: Rompimento da MMA200 com MME20 proxima. +} + +input + ModoEstrategia(3); + DistanciaMinimaLequePontos(40); + DistanciaCompressao20x200(80); + DistanciaMaximaPrecoMME20(210); + DistanciaToqueMME20(55); + MinBarrasConfirmacao(1); + ConfirmacoesRompimento(1); + UsarConfirmacaoCandle(true); + UsarOCO(true); + StopLossPontos(210); + TakeProfitPontos(336); + UsarSaidaPorTempo(true); + MaxBarrasPosicao(8); + +var + mme9, mme20, mma50, mma200 : float; + slope20, slope50, slope200 : float; + dist920, dist2050, dist20200, distPreco20 : float; + topoLookback, fundoLookback : float; + iAlta, iBaixa, iBarrasPosicao : integer; + bCompressao, bLequeAlta, bLequeBaixa : boolean; + bPullbackCompra, bPullbackVenda : boolean; + bRompAlta, bRompBaixa : boolean; + bCompra, bVenda, bConfCompra, bConfVenda : boolean; + bEstavaPosicionado, bSaidaOCOCompra, bSaidaOCOVenda : boolean; + fPrecoEntrada, fStopAtual, fAlvoAtual : float; + +begin + mme9 := MediaExp(9, Close); + mme20 := MediaExp(20, Close); + mma50 := Media(50, Close); + mma200 := Media(200, Close); + + slope20 := mme20 - mme20[1]; + slope50 := mma50 - mma50[1]; + slope200 := mma200 - mma200[1]; + + dist920 := Abs(mme9 - mme20); + dist2050 := Abs(mme20 - mma50); + dist20200 := Abs(mme20 - mma200); + distPreco20 := Abs(Close - mme20); + + topoLookback := Highest(High, 12); + fundoLookback := Lowest(Low, 12); + + bCompressao := dist20200 <= DistanciaCompressao20x200; + + bLequeAlta := (Close > mme9) and (mme9 > mme20) and (mme20 > mma50) and (mma50 > mma200) + and (slope20 > 0) and (slope50 > 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos); + + bLequeBaixa := (Close < mme9) and (mme9 < mme20) and (mme20 < mma50) and (mma50 < mma200) + and (slope20 < 0) and (slope50 < 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos); + + bPullbackCompra := (not bCompressao) and (mma50 > mma200) and (slope20 > 0) + and (Abs(Low - mme20) <= DistanciaToqueMME20) and (Close > mme20); + bPullbackVenda := (not bCompressao) and (mma50 < mma200) and (slope20 < 0) + and (Abs(High - mme20) <= DistanciaToqueMME20) and (Close < mme20); + + bRompAlta := (dist20200 <= DistanciaToqueMME20) and (Close > mma200) and (Close >= topoLookback[1]) and (mme9 > mme20); + bRompBaixa := (dist20200 <= DistanciaToqueMME20) and (Close < mma200) and (Close <= fundoLookback[1]) and (mme9 < mme20); + + bConfCompra := (not UsarConfirmacaoCandle) or (Close > High[1]); + bConfVenda := (not UsarConfirmacaoCandle) or (Close < Low[1]); + + if bLequeAlta or bPullbackCompra or bRompAlta then + iAlta := iAlta + 1 + else + iAlta := 0; + + if bLequeBaixa or bPullbackVenda or bRompBaixa then + iBaixa := iBaixa + 1 + else + iBaixa := 0; + + bCompra := false; + bVenda := false; + + if ModoEstrategia = 1 then + begin + bCompra := bLequeAlta and (not bCompressao) and (distPreco20 <= DistanciaMaximaPrecoMME20) and (iAlta >= MinBarrasConfirmacao); + bVenda := bLequeBaixa and (not bCompressao) and (distPreco20 <= DistanciaMaximaPrecoMME20) and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 2 then + begin + bCompra := bPullbackCompra and bConfCompra; + bVenda := bPullbackVenda and bConfVenda; + end + else if ModoEstrategia = 3 then + begin + bCompra := bRompAlta and (iAlta >= ConfirmacoesRompimento); + bVenda := bRompBaixa and (iBaixa >= ConfirmacoesRompimento); + end + else if ModoEstrategia = 4 then + begin + bCompra := (not bCompressao) and bLequeAlta and (slope200 >= 0) and (iAlta >= MinBarrasConfirmacao); + bVenda := (not bCompressao) and bLequeBaixa and (slope200 <= 0) and (iBaixa >= MinBarrasConfirmacao); + end + else + begin + bCompra := (bPullbackCompra or bRompAlta) and (not bCompressao) and bConfCompra; + bVenda := (bPullbackVenda or bRompBaixa) and (not bCompressao) and bConfVenda; + end; + + if IsBought or IsSold then + iBarrasPosicao := iBarrasPosicao + 1 + else + iBarrasPosicao := 0; + + if (not IsBought) and (not IsSold) then + begin + if bCompra then + BuyAtMarket + else if bVenda then + SellShortAtMarket; + end; + + bSaidaOCOCompra := false; + bSaidaOCOVenda := false; + + if IsBought and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada - StopLossPontos; + fAlvoAtual := fPrecoEntrada + TakeProfitPontos; + bSaidaOCOCompra := UsarOCO and ((Low <= fStopAtual) or (High >= fAlvoAtual)); + end; + + if IsSold and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada + StopLossPontos; + fAlvoAtual := fPrecoEntrada - TakeProfitPontos; + bSaidaOCOVenda := UsarOCO and ((High >= fStopAtual) or (Low <= fAlvoAtual)); + end; + + if IsBought and ( + bCompressao + or (Close < mme20) + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOCompra + ) then + ClosePosition; + + if IsSold and ( + bCompressao + or (Close > mme20) + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOVenda + ) then + ClosePosition; + + if (not bEstavaPosicionado) and IsBought then + fPrecoEntrada := Close; + + if (not bEstavaPosicionado) and IsSold then + fPrecoEntrada := Close; + + bEstavaPosicionado := IsBought or IsSold; +end; diff --git a/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v31_romp200.txt b/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v31_romp200.txt new file mode 100644 index 0000000..69dd598 --- /dev/null +++ b/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v31_romp200.txt @@ -0,0 +1,168 @@ +{ + Estrategia: robo_medias_v31_romp200 + Autor: Wesley + Descricao: Rompimento da MMA200 com MME20 proxima. +} + +input + ModoEstrategia(3); + DistanciaMinimaLequePontos(45); + DistanciaCompressao20x200(90); + DistanciaMaximaPrecoMME20(240); + DistanciaToqueMME20(65); + MinBarrasConfirmacao(2); + ConfirmacoesRompimento(2); + UsarConfirmacaoCandle(true); + UsarOCO(true); + StopLossPontos(225); + TakeProfitPontos(382.5); + UsarSaidaPorTempo(true); + MaxBarrasPosicao(9); + +var + mme9, mme20, mma50, mma200 : float; + slope20, slope50, slope200 : float; + dist920, dist2050, dist20200, distPreco20 : float; + topoLookback, fundoLookback : float; + iAlta, iBaixa, iBarrasPosicao : integer; + bCompressao, bLequeAlta, bLequeBaixa : boolean; + bPullbackCompra, bPullbackVenda : boolean; + bRompAlta, bRompBaixa : boolean; + bCompra, bVenda, bConfCompra, bConfVenda : boolean; + bEstavaPosicionado, bSaidaOCOCompra, bSaidaOCOVenda : boolean; + fPrecoEntrada, fStopAtual, fAlvoAtual : float; + +begin + mme9 := MediaExp(9, Close); + mme20 := MediaExp(20, Close); + mma50 := Media(50, Close); + mma200 := Media(200, Close); + + slope20 := mme20 - mme20[1]; + slope50 := mma50 - mma50[1]; + slope200 := mma200 - mma200[1]; + + dist920 := Abs(mme9 - mme20); + dist2050 := Abs(mme20 - mma50); + dist20200 := Abs(mme20 - mma200); + distPreco20 := Abs(Close - mme20); + + topoLookback := Highest(High, 12); + fundoLookback := Lowest(Low, 12); + + bCompressao := dist20200 <= DistanciaCompressao20x200; + + bLequeAlta := (Close > mme9) and (mme9 > mme20) and (mme20 > mma50) and (mma50 > mma200) + and (slope20 > 0) and (slope50 > 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos); + + bLequeBaixa := (Close < mme9) and (mme9 < mme20) and (mme20 < mma50) and (mma50 < mma200) + and (slope20 < 0) and (slope50 < 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos); + + bPullbackCompra := (not bCompressao) and (mma50 > mma200) and (slope20 > 0) + and (Abs(Low - mme20) <= DistanciaToqueMME20) and (Close > mme20); + bPullbackVenda := (not bCompressao) and (mma50 < mma200) and (slope20 < 0) + and (Abs(High - mme20) <= DistanciaToqueMME20) and (Close < mme20); + + bRompAlta := (dist20200 <= DistanciaToqueMME20) and (Close > mma200) and (Close >= topoLookback[1]) and (mme9 > mme20); + bRompBaixa := (dist20200 <= DistanciaToqueMME20) and (Close < mma200) and (Close <= fundoLookback[1]) and (mme9 < mme20); + + bConfCompra := (not UsarConfirmacaoCandle) or (Close > High[1]); + bConfVenda := (not UsarConfirmacaoCandle) or (Close < Low[1]); + + if bLequeAlta or bPullbackCompra or bRompAlta then + iAlta := iAlta + 1 + else + iAlta := 0; + + if bLequeBaixa or bPullbackVenda or bRompBaixa then + iBaixa := iBaixa + 1 + else + iBaixa := 0; + + bCompra := false; + bVenda := false; + + if ModoEstrategia = 1 then + begin + bCompra := bLequeAlta and (not bCompressao) and (distPreco20 <= DistanciaMaximaPrecoMME20) and (iAlta >= MinBarrasConfirmacao); + bVenda := bLequeBaixa and (not bCompressao) and (distPreco20 <= DistanciaMaximaPrecoMME20) and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 2 then + begin + bCompra := bPullbackCompra and bConfCompra; + bVenda := bPullbackVenda and bConfVenda; + end + else if ModoEstrategia = 3 then + begin + bCompra := bRompAlta and (iAlta >= ConfirmacoesRompimento); + bVenda := bRompBaixa and (iBaixa >= ConfirmacoesRompimento); + end + else if ModoEstrategia = 4 then + begin + bCompra := (not bCompressao) and bLequeAlta and (slope200 >= 0) and (iAlta >= MinBarrasConfirmacao); + bVenda := (not bCompressao) and bLequeBaixa and (slope200 <= 0) and (iBaixa >= MinBarrasConfirmacao); + end + else + begin + bCompra := (bPullbackCompra or bRompAlta) and (not bCompressao) and bConfCompra; + bVenda := (bPullbackVenda or bRompBaixa) and (not bCompressao) and bConfVenda; + end; + + if IsBought or IsSold then + iBarrasPosicao := iBarrasPosicao + 1 + else + iBarrasPosicao := 0; + + if (not IsBought) and (not IsSold) then + begin + if bCompra then + BuyAtMarket + else if bVenda then + SellShortAtMarket; + end; + + bSaidaOCOCompra := false; + bSaidaOCOVenda := false; + + if IsBought and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada - StopLossPontos; + fAlvoAtual := fPrecoEntrada + TakeProfitPontos; + bSaidaOCOCompra := UsarOCO and ((Low <= fStopAtual) or (High >= fAlvoAtual)); + end; + + if IsSold and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada + StopLossPontos; + fAlvoAtual := fPrecoEntrada - TakeProfitPontos; + bSaidaOCOVenda := UsarOCO and ((High >= fStopAtual) or (Low <= fAlvoAtual)); + end; + + if IsBought and ( + bCompressao + or (Close < mme20) + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOCompra + ) then + ClosePosition; + + if IsSold and ( + bCompressao + or (Close > mme20) + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOVenda + ) then + ClosePosition; + + if (not bEstavaPosicionado) and IsBought then + fPrecoEntrada := Close; + + if (not bEstavaPosicionado) and IsSold then + fPrecoEntrada := Close; + + bEstavaPosicionado := IsBought or IsSold; +end; diff --git a/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v32_romp200.txt b/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v32_romp200.txt new file mode 100644 index 0000000..f151c58 --- /dev/null +++ b/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v32_romp200.txt @@ -0,0 +1,168 @@ +{ + Estrategia: robo_medias_v32_romp200 + Autor: Wesley + Descricao: Rompimento da MMA200 com MME20 proxima. +} + +input + ModoEstrategia(3); + DistanciaMinimaLequePontos(30); + DistanciaCompressao20x200(100); + DistanciaMaximaPrecoMME20(270); + DistanciaToqueMME20(35); + MinBarrasConfirmacao(3); + ConfirmacoesRompimento(1); + UsarConfirmacaoCandle(true); + UsarOCO(true); + StopLossPontos(240); + TakeProfitPontos(432); + UsarSaidaPorTempo(true); + MaxBarrasPosicao(10); + +var + mme9, mme20, mma50, mma200 : float; + slope20, slope50, slope200 : float; + dist920, dist2050, dist20200, distPreco20 : float; + topoLookback, fundoLookback : float; + iAlta, iBaixa, iBarrasPosicao : integer; + bCompressao, bLequeAlta, bLequeBaixa : boolean; + bPullbackCompra, bPullbackVenda : boolean; + bRompAlta, bRompBaixa : boolean; + bCompra, bVenda, bConfCompra, bConfVenda : boolean; + bEstavaPosicionado, bSaidaOCOCompra, bSaidaOCOVenda : boolean; + fPrecoEntrada, fStopAtual, fAlvoAtual : float; + +begin + mme9 := MediaExp(9, Close); + mme20 := MediaExp(20, Close); + mma50 := Media(50, Close); + mma200 := Media(200, Close); + + slope20 := mme20 - mme20[1]; + slope50 := mma50 - mma50[1]; + slope200 := mma200 - mma200[1]; + + dist920 := Abs(mme9 - mme20); + dist2050 := Abs(mme20 - mma50); + dist20200 := Abs(mme20 - mma200); + distPreco20 := Abs(Close - mme20); + + topoLookback := Highest(High, 12); + fundoLookback := Lowest(Low, 12); + + bCompressao := dist20200 <= DistanciaCompressao20x200; + + bLequeAlta := (Close > mme9) and (mme9 > mme20) and (mme20 > mma50) and (mma50 > mma200) + and (slope20 > 0) and (slope50 > 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos); + + bLequeBaixa := (Close < mme9) and (mme9 < mme20) and (mme20 < mma50) and (mma50 < mma200) + and (slope20 < 0) and (slope50 < 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos); + + bPullbackCompra := (not bCompressao) and (mma50 > mma200) and (slope20 > 0) + and (Abs(Low - mme20) <= DistanciaToqueMME20) and (Close > mme20); + bPullbackVenda := (not bCompressao) and (mma50 < mma200) and (slope20 < 0) + and (Abs(High - mme20) <= DistanciaToqueMME20) and (Close < mme20); + + bRompAlta := (dist20200 <= DistanciaToqueMME20) and (Close > mma200) and (Close >= topoLookback[1]) and (mme9 > mme20); + bRompBaixa := (dist20200 <= DistanciaToqueMME20) and (Close < mma200) and (Close <= fundoLookback[1]) and (mme9 < mme20); + + bConfCompra := (not UsarConfirmacaoCandle) or (Close > High[1]); + bConfVenda := (not UsarConfirmacaoCandle) or (Close < Low[1]); + + if bLequeAlta or bPullbackCompra or bRompAlta then + iAlta := iAlta + 1 + else + iAlta := 0; + + if bLequeBaixa or bPullbackVenda or bRompBaixa then + iBaixa := iBaixa + 1 + else + iBaixa := 0; + + bCompra := false; + bVenda := false; + + if ModoEstrategia = 1 then + begin + bCompra := bLequeAlta and (not bCompressao) and (distPreco20 <= DistanciaMaximaPrecoMME20) and (iAlta >= MinBarrasConfirmacao); + bVenda := bLequeBaixa and (not bCompressao) and (distPreco20 <= DistanciaMaximaPrecoMME20) and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 2 then + begin + bCompra := bPullbackCompra and bConfCompra; + bVenda := bPullbackVenda and bConfVenda; + end + else if ModoEstrategia = 3 then + begin + bCompra := bRompAlta and (iAlta >= ConfirmacoesRompimento); + bVenda := bRompBaixa and (iBaixa >= ConfirmacoesRompimento); + end + else if ModoEstrategia = 4 then + begin + bCompra := (not bCompressao) and bLequeAlta and (slope200 >= 0) and (iAlta >= MinBarrasConfirmacao); + bVenda := (not bCompressao) and bLequeBaixa and (slope200 <= 0) and (iBaixa >= MinBarrasConfirmacao); + end + else + begin + bCompra := (bPullbackCompra or bRompAlta) and (not bCompressao) and bConfCompra; + bVenda := (bPullbackVenda or bRompBaixa) and (not bCompressao) and bConfVenda; + end; + + if IsBought or IsSold then + iBarrasPosicao := iBarrasPosicao + 1 + else + iBarrasPosicao := 0; + + if (not IsBought) and (not IsSold) then + begin + if bCompra then + BuyAtMarket + else if bVenda then + SellShortAtMarket; + end; + + bSaidaOCOCompra := false; + bSaidaOCOVenda := false; + + if IsBought and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada - StopLossPontos; + fAlvoAtual := fPrecoEntrada + TakeProfitPontos; + bSaidaOCOCompra := UsarOCO and ((Low <= fStopAtual) or (High >= fAlvoAtual)); + end; + + if IsSold and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada + StopLossPontos; + fAlvoAtual := fPrecoEntrada - TakeProfitPontos; + bSaidaOCOVenda := UsarOCO and ((High >= fStopAtual) or (Low <= fAlvoAtual)); + end; + + if IsBought and ( + bCompressao + or (Close < mme20) + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOCompra + ) then + ClosePosition; + + if IsSold and ( + bCompressao + or (Close > mme20) + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOVenda + ) then + ClosePosition; + + if (not bEstavaPosicionado) and IsBought then + fPrecoEntrada := Close; + + if (not bEstavaPosicionado) and IsSold then + fPrecoEntrada := Close; + + bEstavaPosicionado := IsBought or IsSold; +end; diff --git a/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v33_romp200.txt b/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v33_romp200.txt new file mode 100644 index 0000000..bfbc2a9 --- /dev/null +++ b/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v33_romp200.txt @@ -0,0 +1,168 @@ +{ + Estrategia: robo_medias_v33_romp200 + Autor: Wesley + Descricao: Rompimento da MMA200 com MME20 proxima. +} + +input + ModoEstrategia(3); + DistanciaMinimaLequePontos(35); + DistanciaCompressao20x200(110); + DistanciaMaximaPrecoMME20(300); + DistanciaToqueMME20(45); + MinBarrasConfirmacao(1); + ConfirmacoesRompimento(2); + UsarConfirmacaoCandle(true); + UsarOCO(true); + StopLossPontos(255); + TakeProfitPontos(408); + UsarSaidaPorTempo(true); + MaxBarrasPosicao(11); + +var + mme9, mme20, mma50, mma200 : float; + slope20, slope50, slope200 : float; + dist920, dist2050, dist20200, distPreco20 : float; + topoLookback, fundoLookback : float; + iAlta, iBaixa, iBarrasPosicao : integer; + bCompressao, bLequeAlta, bLequeBaixa : boolean; + bPullbackCompra, bPullbackVenda : boolean; + bRompAlta, bRompBaixa : boolean; + bCompra, bVenda, bConfCompra, bConfVenda : boolean; + bEstavaPosicionado, bSaidaOCOCompra, bSaidaOCOVenda : boolean; + fPrecoEntrada, fStopAtual, fAlvoAtual : float; + +begin + mme9 := MediaExp(9, Close); + mme20 := MediaExp(20, Close); + mma50 := Media(50, Close); + mma200 := Media(200, Close); + + slope20 := mme20 - mme20[1]; + slope50 := mma50 - mma50[1]; + slope200 := mma200 - mma200[1]; + + dist920 := Abs(mme9 - mme20); + dist2050 := Abs(mme20 - mma50); + dist20200 := Abs(mme20 - mma200); + distPreco20 := Abs(Close - mme20); + + topoLookback := Highest(High, 12); + fundoLookback := Lowest(Low, 12); + + bCompressao := dist20200 <= DistanciaCompressao20x200; + + bLequeAlta := (Close > mme9) and (mme9 > mme20) and (mme20 > mma50) and (mma50 > mma200) + and (slope20 > 0) and (slope50 > 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos); + + bLequeBaixa := (Close < mme9) and (mme9 < mme20) and (mme20 < mma50) and (mma50 < mma200) + and (slope20 < 0) and (slope50 < 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos); + + bPullbackCompra := (not bCompressao) and (mma50 > mma200) and (slope20 > 0) + and (Abs(Low - mme20) <= DistanciaToqueMME20) and (Close > mme20); + bPullbackVenda := (not bCompressao) and (mma50 < mma200) and (slope20 < 0) + and (Abs(High - mme20) <= DistanciaToqueMME20) and (Close < mme20); + + bRompAlta := (dist20200 <= DistanciaToqueMME20) and (Close > mma200) and (Close >= topoLookback[1]) and (mme9 > mme20); + bRompBaixa := (dist20200 <= DistanciaToqueMME20) and (Close < mma200) and (Close <= fundoLookback[1]) and (mme9 < mme20); + + bConfCompra := (not UsarConfirmacaoCandle) or (Close > High[1]); + bConfVenda := (not UsarConfirmacaoCandle) or (Close < Low[1]); + + if bLequeAlta or bPullbackCompra or bRompAlta then + iAlta := iAlta + 1 + else + iAlta := 0; + + if bLequeBaixa or bPullbackVenda or bRompBaixa then + iBaixa := iBaixa + 1 + else + iBaixa := 0; + + bCompra := false; + bVenda := false; + + if ModoEstrategia = 1 then + begin + bCompra := bLequeAlta and (not bCompressao) and (distPreco20 <= DistanciaMaximaPrecoMME20) and (iAlta >= MinBarrasConfirmacao); + bVenda := bLequeBaixa and (not bCompressao) and (distPreco20 <= DistanciaMaximaPrecoMME20) and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 2 then + begin + bCompra := bPullbackCompra and bConfCompra; + bVenda := bPullbackVenda and bConfVenda; + end + else if ModoEstrategia = 3 then + begin + bCompra := bRompAlta and (iAlta >= ConfirmacoesRompimento); + bVenda := bRompBaixa and (iBaixa >= ConfirmacoesRompimento); + end + else if ModoEstrategia = 4 then + begin + bCompra := (not bCompressao) and bLequeAlta and (slope200 >= 0) and (iAlta >= MinBarrasConfirmacao); + bVenda := (not bCompressao) and bLequeBaixa and (slope200 <= 0) and (iBaixa >= MinBarrasConfirmacao); + end + else + begin + bCompra := (bPullbackCompra or bRompAlta) and (not bCompressao) and bConfCompra; + bVenda := (bPullbackVenda or bRompBaixa) and (not bCompressao) and bConfVenda; + end; + + if IsBought or IsSold then + iBarrasPosicao := iBarrasPosicao + 1 + else + iBarrasPosicao := 0; + + if (not IsBought) and (not IsSold) then + begin + if bCompra then + BuyAtMarket + else if bVenda then + SellShortAtMarket; + end; + + bSaidaOCOCompra := false; + bSaidaOCOVenda := false; + + if IsBought and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada - StopLossPontos; + fAlvoAtual := fPrecoEntrada + TakeProfitPontos; + bSaidaOCOCompra := UsarOCO and ((Low <= fStopAtual) or (High >= fAlvoAtual)); + end; + + if IsSold and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada + StopLossPontos; + fAlvoAtual := fPrecoEntrada - TakeProfitPontos; + bSaidaOCOVenda := UsarOCO and ((High >= fStopAtual) or (Low <= fAlvoAtual)); + end; + + if IsBought and ( + bCompressao + or (Close < mme20) + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOCompra + ) then + ClosePosition; + + if IsSold and ( + bCompressao + or (Close > mme20) + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOVenda + ) then + ClosePosition; + + if (not bEstavaPosicionado) and IsBought then + fPrecoEntrada := Close; + + if (not bEstavaPosicionado) and IsSold then + fPrecoEntrada := Close; + + bEstavaPosicionado := IsBought or IsSold; +end; diff --git a/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v34_romp200.txt b/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v34_romp200.txt new file mode 100644 index 0000000..47010ef --- /dev/null +++ b/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v34_romp200.txt @@ -0,0 +1,168 @@ +{ + Estrategia: robo_medias_v34_romp200 + Autor: Wesley + Descricao: Rompimento da MMA200 com MME20 proxima. +} + +input + ModoEstrategia(3); + DistanciaMinimaLequePontos(40); + DistanciaCompressao20x200(70); + DistanciaMaximaPrecoMME20(180); + DistanciaToqueMME20(55); + MinBarrasConfirmacao(2); + ConfirmacoesRompimento(1); + UsarConfirmacaoCandle(true); + UsarOCO(true); + StopLossPontos(270); + TakeProfitPontos(459); + UsarSaidaPorTempo(true); + MaxBarrasPosicao(12); + +var + mme9, mme20, mma50, mma200 : float; + slope20, slope50, slope200 : float; + dist920, dist2050, dist20200, distPreco20 : float; + topoLookback, fundoLookback : float; + iAlta, iBaixa, iBarrasPosicao : integer; + bCompressao, bLequeAlta, bLequeBaixa : boolean; + bPullbackCompra, bPullbackVenda : boolean; + bRompAlta, bRompBaixa : boolean; + bCompra, bVenda, bConfCompra, bConfVenda : boolean; + bEstavaPosicionado, bSaidaOCOCompra, bSaidaOCOVenda : boolean; + fPrecoEntrada, fStopAtual, fAlvoAtual : float; + +begin + mme9 := MediaExp(9, Close); + mme20 := MediaExp(20, Close); + mma50 := Media(50, Close); + mma200 := Media(200, Close); + + slope20 := mme20 - mme20[1]; + slope50 := mma50 - mma50[1]; + slope200 := mma200 - mma200[1]; + + dist920 := Abs(mme9 - mme20); + dist2050 := Abs(mme20 - mma50); + dist20200 := Abs(mme20 - mma200); + distPreco20 := Abs(Close - mme20); + + topoLookback := Highest(High, 12); + fundoLookback := Lowest(Low, 12); + + bCompressao := dist20200 <= DistanciaCompressao20x200; + + bLequeAlta := (Close > mme9) and (mme9 > mme20) and (mme20 > mma50) and (mma50 > mma200) + and (slope20 > 0) and (slope50 > 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos); + + bLequeBaixa := (Close < mme9) and (mme9 < mme20) and (mme20 < mma50) and (mma50 < mma200) + and (slope20 < 0) and (slope50 < 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos); + + bPullbackCompra := (not bCompressao) and (mma50 > mma200) and (slope20 > 0) + and (Abs(Low - mme20) <= DistanciaToqueMME20) and (Close > mme20); + bPullbackVenda := (not bCompressao) and (mma50 < mma200) and (slope20 < 0) + and (Abs(High - mme20) <= DistanciaToqueMME20) and (Close < mme20); + + bRompAlta := (dist20200 <= DistanciaToqueMME20) and (Close > mma200) and (Close >= topoLookback[1]) and (mme9 > mme20); + bRompBaixa := (dist20200 <= DistanciaToqueMME20) and (Close < mma200) and (Close <= fundoLookback[1]) and (mme9 < mme20); + + bConfCompra := (not UsarConfirmacaoCandle) or (Close > High[1]); + bConfVenda := (not UsarConfirmacaoCandle) or (Close < Low[1]); + + if bLequeAlta or bPullbackCompra or bRompAlta then + iAlta := iAlta + 1 + else + iAlta := 0; + + if bLequeBaixa or bPullbackVenda or bRompBaixa then + iBaixa := iBaixa + 1 + else + iBaixa := 0; + + bCompra := false; + bVenda := false; + + if ModoEstrategia = 1 then + begin + bCompra := bLequeAlta and (not bCompressao) and (distPreco20 <= DistanciaMaximaPrecoMME20) and (iAlta >= MinBarrasConfirmacao); + bVenda := bLequeBaixa and (not bCompressao) and (distPreco20 <= DistanciaMaximaPrecoMME20) and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 2 then + begin + bCompra := bPullbackCompra and bConfCompra; + bVenda := bPullbackVenda and bConfVenda; + end + else if ModoEstrategia = 3 then + begin + bCompra := bRompAlta and (iAlta >= ConfirmacoesRompimento); + bVenda := bRompBaixa and (iBaixa >= ConfirmacoesRompimento); + end + else if ModoEstrategia = 4 then + begin + bCompra := (not bCompressao) and bLequeAlta and (slope200 >= 0) and (iAlta >= MinBarrasConfirmacao); + bVenda := (not bCompressao) and bLequeBaixa and (slope200 <= 0) and (iBaixa >= MinBarrasConfirmacao); + end + else + begin + bCompra := (bPullbackCompra or bRompAlta) and (not bCompressao) and bConfCompra; + bVenda := (bPullbackVenda or bRompBaixa) and (not bCompressao) and bConfVenda; + end; + + if IsBought or IsSold then + iBarrasPosicao := iBarrasPosicao + 1 + else + iBarrasPosicao := 0; + + if (not IsBought) and (not IsSold) then + begin + if bCompra then + BuyAtMarket + else if bVenda then + SellShortAtMarket; + end; + + bSaidaOCOCompra := false; + bSaidaOCOVenda := false; + + if IsBought and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada - StopLossPontos; + fAlvoAtual := fPrecoEntrada + TakeProfitPontos; + bSaidaOCOCompra := UsarOCO and ((Low <= fStopAtual) or (High >= fAlvoAtual)); + end; + + if IsSold and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada + StopLossPontos; + fAlvoAtual := fPrecoEntrada - TakeProfitPontos; + bSaidaOCOVenda := UsarOCO and ((High >= fStopAtual) or (Low <= fAlvoAtual)); + end; + + if IsBought and ( + bCompressao + or (Close < mme20) + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOCompra + ) then + ClosePosition; + + if IsSold and ( + bCompressao + or (Close > mme20) + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOVenda + ) then + ClosePosition; + + if (not bEstavaPosicionado) and IsBought then + fPrecoEntrada := Close; + + if (not bEstavaPosicionado) and IsSold then + fPrecoEntrada := Close; + + bEstavaPosicionado := IsBought or IsSold; +end; diff --git a/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v35_compressao.txt b/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v35_compressao.txt new file mode 100644 index 0000000..39b67a6 --- /dev/null +++ b/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v35_compressao.txt @@ -0,0 +1,168 @@ +{ + Estrategia: robo_medias_v35_compressao + Autor: Wesley + Descricao: Evita compressao 20x200 e opera so direcional. +} + +input + ModoEstrategia(4); + DistanciaMinimaLequePontos(35); + DistanciaCompressao20x200(80); + DistanciaMaximaPrecoMME20(210); + DistanciaToqueMME20(45); + MinBarrasConfirmacao(2); + ConfirmacoesRompimento(2); + UsarConfirmacaoCandle(true); + UsarOCO(true); + StopLossPontos(135); + TakeProfitPontos(229.5); + UsarSaidaPorTempo(true); + MaxBarrasPosicao(9); + +var + mme9, mme20, mma50, mma200 : float; + slope20, slope50, slope200 : float; + dist920, dist2050, dist20200, distPreco20 : float; + topoLookback, fundoLookback : float; + iAlta, iBaixa, iBarrasPosicao : integer; + bCompressao, bLequeAlta, bLequeBaixa : boolean; + bPullbackCompra, bPullbackVenda : boolean; + bRompAlta, bRompBaixa : boolean; + bCompra, bVenda, bConfCompra, bConfVenda : boolean; + bEstavaPosicionado, bSaidaOCOCompra, bSaidaOCOVenda : boolean; + fPrecoEntrada, fStopAtual, fAlvoAtual : float; + +begin + mme9 := MediaExp(9, Close); + mme20 := MediaExp(20, Close); + mma50 := Media(50, Close); + mma200 := Media(200, Close); + + slope20 := mme20 - mme20[1]; + slope50 := mma50 - mma50[1]; + slope200 := mma200 - mma200[1]; + + dist920 := Abs(mme9 - mme20); + dist2050 := Abs(mme20 - mma50); + dist20200 := Abs(mme20 - mma200); + distPreco20 := Abs(Close - mme20); + + topoLookback := Highest(High, 12); + fundoLookback := Lowest(Low, 12); + + bCompressao := dist20200 <= DistanciaCompressao20x200; + + bLequeAlta := (Close > mme9) and (mme9 > mme20) and (mme20 > mma50) and (mma50 > mma200) + and (slope20 > 0) and (slope50 > 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos); + + bLequeBaixa := (Close < mme9) and (mme9 < mme20) and (mme20 < mma50) and (mma50 < mma200) + and (slope20 < 0) and (slope50 < 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos); + + bPullbackCompra := (not bCompressao) and (mma50 > mma200) and (slope20 > 0) + and (Abs(Low - mme20) <= DistanciaToqueMME20) and (Close > mme20); + bPullbackVenda := (not bCompressao) and (mma50 < mma200) and (slope20 < 0) + and (Abs(High - mme20) <= DistanciaToqueMME20) and (Close < mme20); + + bRompAlta := (dist20200 <= DistanciaToqueMME20) and (Close > mma200) and (Close >= topoLookback[1]) and (mme9 > mme20); + bRompBaixa := (dist20200 <= DistanciaToqueMME20) and (Close < mma200) and (Close <= fundoLookback[1]) and (mme9 < mme20); + + bConfCompra := (not UsarConfirmacaoCandle) or (Close > High[1]); + bConfVenda := (not UsarConfirmacaoCandle) or (Close < Low[1]); + + if bLequeAlta or bPullbackCompra or bRompAlta then + iAlta := iAlta + 1 + else + iAlta := 0; + + if bLequeBaixa or bPullbackVenda or bRompBaixa then + iBaixa := iBaixa + 1 + else + iBaixa := 0; + + bCompra := false; + bVenda := false; + + if ModoEstrategia = 1 then + begin + bCompra := bLequeAlta and (not bCompressao) and (distPreco20 <= DistanciaMaximaPrecoMME20) and (iAlta >= MinBarrasConfirmacao); + bVenda := bLequeBaixa and (not bCompressao) and (distPreco20 <= DistanciaMaximaPrecoMME20) and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 2 then + begin + bCompra := bPullbackCompra and bConfCompra; + bVenda := bPullbackVenda and bConfVenda; + end + else if ModoEstrategia = 3 then + begin + bCompra := bRompAlta and (iAlta >= ConfirmacoesRompimento); + bVenda := bRompBaixa and (iBaixa >= ConfirmacoesRompimento); + end + else if ModoEstrategia = 4 then + begin + bCompra := (not bCompressao) and bLequeAlta and (slope200 >= 0) and (iAlta >= MinBarrasConfirmacao); + bVenda := (not bCompressao) and bLequeBaixa and (slope200 <= 0) and (iBaixa >= MinBarrasConfirmacao); + end + else + begin + bCompra := (bPullbackCompra or bRompAlta) and (not bCompressao) and bConfCompra; + bVenda := (bPullbackVenda or bRompBaixa) and (not bCompressao) and bConfVenda; + end; + + if IsBought or IsSold then + iBarrasPosicao := iBarrasPosicao + 1 + else + iBarrasPosicao := 0; + + if (not IsBought) and (not IsSold) then + begin + if bCompra then + BuyAtMarket + else if bVenda then + SellShortAtMarket; + end; + + bSaidaOCOCompra := false; + bSaidaOCOVenda := false; + + if IsBought and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada - StopLossPontos; + fAlvoAtual := fPrecoEntrada + TakeProfitPontos; + bSaidaOCOCompra := UsarOCO and ((Low <= fStopAtual) or (High >= fAlvoAtual)); + end; + + if IsSold and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada + StopLossPontos; + fAlvoAtual := fPrecoEntrada - TakeProfitPontos; + bSaidaOCOVenda := UsarOCO and ((High >= fStopAtual) or (Low <= fAlvoAtual)); + end; + + if IsBought and ( + bCompressao + or (Close < mme20) + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOCompra + ) then + ClosePosition; + + if IsSold and ( + bCompressao + or (Close > mme20) + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOVenda + ) then + ClosePosition; + + if (not bEstavaPosicionado) and IsBought then + fPrecoEntrada := Close; + + if (not bEstavaPosicionado) and IsSold then + fPrecoEntrada := Close; + + bEstavaPosicionado := IsBought or IsSold; +end; diff --git a/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v36_compressao.txt b/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v36_compressao.txt new file mode 100644 index 0000000..4ce78ff --- /dev/null +++ b/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v36_compressao.txt @@ -0,0 +1,168 @@ +{ + Estrategia: robo_medias_v36_compressao + Autor: Wesley + Descricao: Evita compressao 20x200 e opera so direcional. +} + +input + ModoEstrategia(4); + DistanciaMinimaLequePontos(40); + DistanciaCompressao20x200(90); + DistanciaMaximaPrecoMME20(240); + DistanciaToqueMME20(55); + MinBarrasConfirmacao(3); + ConfirmacoesRompimento(1); + UsarConfirmacaoCandle(true); + UsarOCO(true); + StopLossPontos(150); + TakeProfitPontos(270); + UsarSaidaPorTempo(true); + MaxBarrasPosicao(10); + +var + mme9, mme20, mma50, mma200 : float; + slope20, slope50, slope200 : float; + dist920, dist2050, dist20200, distPreco20 : float; + topoLookback, fundoLookback : float; + iAlta, iBaixa, iBarrasPosicao : integer; + bCompressao, bLequeAlta, bLequeBaixa : boolean; + bPullbackCompra, bPullbackVenda : boolean; + bRompAlta, bRompBaixa : boolean; + bCompra, bVenda, bConfCompra, bConfVenda : boolean; + bEstavaPosicionado, bSaidaOCOCompra, bSaidaOCOVenda : boolean; + fPrecoEntrada, fStopAtual, fAlvoAtual : float; + +begin + mme9 := MediaExp(9, Close); + mme20 := MediaExp(20, Close); + mma50 := Media(50, Close); + mma200 := Media(200, Close); + + slope20 := mme20 - mme20[1]; + slope50 := mma50 - mma50[1]; + slope200 := mma200 - mma200[1]; + + dist920 := Abs(mme9 - mme20); + dist2050 := Abs(mme20 - mma50); + dist20200 := Abs(mme20 - mma200); + distPreco20 := Abs(Close - mme20); + + topoLookback := Highest(High, 12); + fundoLookback := Lowest(Low, 12); + + bCompressao := dist20200 <= DistanciaCompressao20x200; + + bLequeAlta := (Close > mme9) and (mme9 > mme20) and (mme20 > mma50) and (mma50 > mma200) + and (slope20 > 0) and (slope50 > 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos); + + bLequeBaixa := (Close < mme9) and (mme9 < mme20) and (mme20 < mma50) and (mma50 < mma200) + and (slope20 < 0) and (slope50 < 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos); + + bPullbackCompra := (not bCompressao) and (mma50 > mma200) and (slope20 > 0) + and (Abs(Low - mme20) <= DistanciaToqueMME20) and (Close > mme20); + bPullbackVenda := (not bCompressao) and (mma50 < mma200) and (slope20 < 0) + and (Abs(High - mme20) <= DistanciaToqueMME20) and (Close < mme20); + + bRompAlta := (dist20200 <= DistanciaToqueMME20) and (Close > mma200) and (Close >= topoLookback[1]) and (mme9 > mme20); + bRompBaixa := (dist20200 <= DistanciaToqueMME20) and (Close < mma200) and (Close <= fundoLookback[1]) and (mme9 < mme20); + + bConfCompra := (not UsarConfirmacaoCandle) or (Close > High[1]); + bConfVenda := (not UsarConfirmacaoCandle) or (Close < Low[1]); + + if bLequeAlta or bPullbackCompra or bRompAlta then + iAlta := iAlta + 1 + else + iAlta := 0; + + if bLequeBaixa or bPullbackVenda or bRompBaixa then + iBaixa := iBaixa + 1 + else + iBaixa := 0; + + bCompra := false; + bVenda := false; + + if ModoEstrategia = 1 then + begin + bCompra := bLequeAlta and (not bCompressao) and (distPreco20 <= DistanciaMaximaPrecoMME20) and (iAlta >= MinBarrasConfirmacao); + bVenda := bLequeBaixa and (not bCompressao) and (distPreco20 <= DistanciaMaximaPrecoMME20) and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 2 then + begin + bCompra := bPullbackCompra and bConfCompra; + bVenda := bPullbackVenda and bConfVenda; + end + else if ModoEstrategia = 3 then + begin + bCompra := bRompAlta and (iAlta >= ConfirmacoesRompimento); + bVenda := bRompBaixa and (iBaixa >= ConfirmacoesRompimento); + end + else if ModoEstrategia = 4 then + begin + bCompra := (not bCompressao) and bLequeAlta and (slope200 >= 0) and (iAlta >= MinBarrasConfirmacao); + bVenda := (not bCompressao) and bLequeBaixa and (slope200 <= 0) and (iBaixa >= MinBarrasConfirmacao); + end + else + begin + bCompra := (bPullbackCompra or bRompAlta) and (not bCompressao) and bConfCompra; + bVenda := (bPullbackVenda or bRompBaixa) and (not bCompressao) and bConfVenda; + end; + + if IsBought or IsSold then + iBarrasPosicao := iBarrasPosicao + 1 + else + iBarrasPosicao := 0; + + if (not IsBought) and (not IsSold) then + begin + if bCompra then + BuyAtMarket + else if bVenda then + SellShortAtMarket; + end; + + bSaidaOCOCompra := false; + bSaidaOCOVenda := false; + + if IsBought and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada - StopLossPontos; + fAlvoAtual := fPrecoEntrada + TakeProfitPontos; + bSaidaOCOCompra := UsarOCO and ((Low <= fStopAtual) or (High >= fAlvoAtual)); + end; + + if IsSold and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada + StopLossPontos; + fAlvoAtual := fPrecoEntrada - TakeProfitPontos; + bSaidaOCOVenda := UsarOCO and ((High >= fStopAtual) or (Low <= fAlvoAtual)); + end; + + if IsBought and ( + bCompressao + or (Close < mme20) + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOCompra + ) then + ClosePosition; + + if IsSold and ( + bCompressao + or (Close > mme20) + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOVenda + ) then + ClosePosition; + + if (not bEstavaPosicionado) and IsBought then + fPrecoEntrada := Close; + + if (not bEstavaPosicionado) and IsSold then + fPrecoEntrada := Close; + + bEstavaPosicionado := IsBought or IsSold; +end; diff --git a/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v37_compressao.txt b/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v37_compressao.txt new file mode 100644 index 0000000..8a39a28 --- /dev/null +++ b/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v37_compressao.txt @@ -0,0 +1,168 @@ +{ + Estrategia: robo_medias_v37_compressao + Autor: Wesley + Descricao: Evita compressao 20x200 e opera so direcional. +} + +input + ModoEstrategia(4); + DistanciaMinimaLequePontos(45); + DistanciaCompressao20x200(100); + DistanciaMaximaPrecoMME20(270); + DistanciaToqueMME20(65); + MinBarrasConfirmacao(1); + ConfirmacoesRompimento(2); + UsarConfirmacaoCandle(true); + UsarOCO(true); + StopLossPontos(165); + TakeProfitPontos(264); + UsarSaidaPorTempo(true); + MaxBarrasPosicao(11); + +var + mme9, mme20, mma50, mma200 : float; + slope20, slope50, slope200 : float; + dist920, dist2050, dist20200, distPreco20 : float; + topoLookback, fundoLookback : float; + iAlta, iBaixa, iBarrasPosicao : integer; + bCompressao, bLequeAlta, bLequeBaixa : boolean; + bPullbackCompra, bPullbackVenda : boolean; + bRompAlta, bRompBaixa : boolean; + bCompra, bVenda, bConfCompra, bConfVenda : boolean; + bEstavaPosicionado, bSaidaOCOCompra, bSaidaOCOVenda : boolean; + fPrecoEntrada, fStopAtual, fAlvoAtual : float; + +begin + mme9 := MediaExp(9, Close); + mme20 := MediaExp(20, Close); + mma50 := Media(50, Close); + mma200 := Media(200, Close); + + slope20 := mme20 - mme20[1]; + slope50 := mma50 - mma50[1]; + slope200 := mma200 - mma200[1]; + + dist920 := Abs(mme9 - mme20); + dist2050 := Abs(mme20 - mma50); + dist20200 := Abs(mme20 - mma200); + distPreco20 := Abs(Close - mme20); + + topoLookback := Highest(High, 12); + fundoLookback := Lowest(Low, 12); + + bCompressao := dist20200 <= DistanciaCompressao20x200; + + bLequeAlta := (Close > mme9) and (mme9 > mme20) and (mme20 > mma50) and (mma50 > mma200) + and (slope20 > 0) and (slope50 > 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos); + + bLequeBaixa := (Close < mme9) and (mme9 < mme20) and (mme20 < mma50) and (mma50 < mma200) + and (slope20 < 0) and (slope50 < 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos); + + bPullbackCompra := (not bCompressao) and (mma50 > mma200) and (slope20 > 0) + and (Abs(Low - mme20) <= DistanciaToqueMME20) and (Close > mme20); + bPullbackVenda := (not bCompressao) and (mma50 < mma200) and (slope20 < 0) + and (Abs(High - mme20) <= DistanciaToqueMME20) and (Close < mme20); + + bRompAlta := (dist20200 <= DistanciaToqueMME20) and (Close > mma200) and (Close >= topoLookback[1]) and (mme9 > mme20); + bRompBaixa := (dist20200 <= DistanciaToqueMME20) and (Close < mma200) and (Close <= fundoLookback[1]) and (mme9 < mme20); + + bConfCompra := (not UsarConfirmacaoCandle) or (Close > High[1]); + bConfVenda := (not UsarConfirmacaoCandle) or (Close < Low[1]); + + if bLequeAlta or bPullbackCompra or bRompAlta then + iAlta := iAlta + 1 + else + iAlta := 0; + + if bLequeBaixa or bPullbackVenda or bRompBaixa then + iBaixa := iBaixa + 1 + else + iBaixa := 0; + + bCompra := false; + bVenda := false; + + if ModoEstrategia = 1 then + begin + bCompra := bLequeAlta and (not bCompressao) and (distPreco20 <= DistanciaMaximaPrecoMME20) and (iAlta >= MinBarrasConfirmacao); + bVenda := bLequeBaixa and (not bCompressao) and (distPreco20 <= DistanciaMaximaPrecoMME20) and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 2 then + begin + bCompra := bPullbackCompra and bConfCompra; + bVenda := bPullbackVenda and bConfVenda; + end + else if ModoEstrategia = 3 then + begin + bCompra := bRompAlta and (iAlta >= ConfirmacoesRompimento); + bVenda := bRompBaixa and (iBaixa >= ConfirmacoesRompimento); + end + else if ModoEstrategia = 4 then + begin + bCompra := (not bCompressao) and bLequeAlta and (slope200 >= 0) and (iAlta >= MinBarrasConfirmacao); + bVenda := (not bCompressao) and bLequeBaixa and (slope200 <= 0) and (iBaixa >= MinBarrasConfirmacao); + end + else + begin + bCompra := (bPullbackCompra or bRompAlta) and (not bCompressao) and bConfCompra; + bVenda := (bPullbackVenda or bRompBaixa) and (not bCompressao) and bConfVenda; + end; + + if IsBought or IsSold then + iBarrasPosicao := iBarrasPosicao + 1 + else + iBarrasPosicao := 0; + + if (not IsBought) and (not IsSold) then + begin + if bCompra then + BuyAtMarket + else if bVenda then + SellShortAtMarket; + end; + + bSaidaOCOCompra := false; + bSaidaOCOVenda := false; + + if IsBought and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada - StopLossPontos; + fAlvoAtual := fPrecoEntrada + TakeProfitPontos; + bSaidaOCOCompra := UsarOCO and ((Low <= fStopAtual) or (High >= fAlvoAtual)); + end; + + if IsSold and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada + StopLossPontos; + fAlvoAtual := fPrecoEntrada - TakeProfitPontos; + bSaidaOCOVenda := UsarOCO and ((High >= fStopAtual) or (Low <= fAlvoAtual)); + end; + + if IsBought and ( + bCompressao + or (Close < mme20) + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOCompra + ) then + ClosePosition; + + if IsSold and ( + bCompressao + or (Close > mme20) + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOVenda + ) then + ClosePosition; + + if (not bEstavaPosicionado) and IsBought then + fPrecoEntrada := Close; + + if (not bEstavaPosicionado) and IsSold then + fPrecoEntrada := Close; + + bEstavaPosicionado := IsBought or IsSold; +end; diff --git a/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v38_compressao.txt b/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v38_compressao.txt new file mode 100644 index 0000000..80b38f5 --- /dev/null +++ b/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v38_compressao.txt @@ -0,0 +1,168 @@ +{ + Estrategia: robo_medias_v38_compressao + Autor: Wesley + Descricao: Evita compressao 20x200 e opera so direcional. +} + +input + ModoEstrategia(4); + DistanciaMinimaLequePontos(30); + DistanciaCompressao20x200(110); + DistanciaMaximaPrecoMME20(300); + DistanciaToqueMME20(35); + MinBarrasConfirmacao(2); + ConfirmacoesRompimento(1); + UsarConfirmacaoCandle(true); + UsarOCO(true); + StopLossPontos(180); + TakeProfitPontos(306); + UsarSaidaPorTempo(true); + MaxBarrasPosicao(12); + +var + mme9, mme20, mma50, mma200 : float; + slope20, slope50, slope200 : float; + dist920, dist2050, dist20200, distPreco20 : float; + topoLookback, fundoLookback : float; + iAlta, iBaixa, iBarrasPosicao : integer; + bCompressao, bLequeAlta, bLequeBaixa : boolean; + bPullbackCompra, bPullbackVenda : boolean; + bRompAlta, bRompBaixa : boolean; + bCompra, bVenda, bConfCompra, bConfVenda : boolean; + bEstavaPosicionado, bSaidaOCOCompra, bSaidaOCOVenda : boolean; + fPrecoEntrada, fStopAtual, fAlvoAtual : float; + +begin + mme9 := MediaExp(9, Close); + mme20 := MediaExp(20, Close); + mma50 := Media(50, Close); + mma200 := Media(200, Close); + + slope20 := mme20 - mme20[1]; + slope50 := mma50 - mma50[1]; + slope200 := mma200 - mma200[1]; + + dist920 := Abs(mme9 - mme20); + dist2050 := Abs(mme20 - mma50); + dist20200 := Abs(mme20 - mma200); + distPreco20 := Abs(Close - mme20); + + topoLookback := Highest(High, 12); + fundoLookback := Lowest(Low, 12); + + bCompressao := dist20200 <= DistanciaCompressao20x200; + + bLequeAlta := (Close > mme9) and (mme9 > mme20) and (mme20 > mma50) and (mma50 > mma200) + and (slope20 > 0) and (slope50 > 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos); + + bLequeBaixa := (Close < mme9) and (mme9 < mme20) and (mme20 < mma50) and (mma50 < mma200) + and (slope20 < 0) and (slope50 < 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos); + + bPullbackCompra := (not bCompressao) and (mma50 > mma200) and (slope20 > 0) + and (Abs(Low - mme20) <= DistanciaToqueMME20) and (Close > mme20); + bPullbackVenda := (not bCompressao) and (mma50 < mma200) and (slope20 < 0) + and (Abs(High - mme20) <= DistanciaToqueMME20) and (Close < mme20); + + bRompAlta := (dist20200 <= DistanciaToqueMME20) and (Close > mma200) and (Close >= topoLookback[1]) and (mme9 > mme20); + bRompBaixa := (dist20200 <= DistanciaToqueMME20) and (Close < mma200) and (Close <= fundoLookback[1]) and (mme9 < mme20); + + bConfCompra := (not UsarConfirmacaoCandle) or (Close > High[1]); + bConfVenda := (not UsarConfirmacaoCandle) or (Close < Low[1]); + + if bLequeAlta or bPullbackCompra or bRompAlta then + iAlta := iAlta + 1 + else + iAlta := 0; + + if bLequeBaixa or bPullbackVenda or bRompBaixa then + iBaixa := iBaixa + 1 + else + iBaixa := 0; + + bCompra := false; + bVenda := false; + + if ModoEstrategia = 1 then + begin + bCompra := bLequeAlta and (not bCompressao) and (distPreco20 <= DistanciaMaximaPrecoMME20) and (iAlta >= MinBarrasConfirmacao); + bVenda := bLequeBaixa and (not bCompressao) and (distPreco20 <= DistanciaMaximaPrecoMME20) and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 2 then + begin + bCompra := bPullbackCompra and bConfCompra; + bVenda := bPullbackVenda and bConfVenda; + end + else if ModoEstrategia = 3 then + begin + bCompra := bRompAlta and (iAlta >= ConfirmacoesRompimento); + bVenda := bRompBaixa and (iBaixa >= ConfirmacoesRompimento); + end + else if ModoEstrategia = 4 then + begin + bCompra := (not bCompressao) and bLequeAlta and (slope200 >= 0) and (iAlta >= MinBarrasConfirmacao); + bVenda := (not bCompressao) and bLequeBaixa and (slope200 <= 0) and (iBaixa >= MinBarrasConfirmacao); + end + else + begin + bCompra := (bPullbackCompra or bRompAlta) and (not bCompressao) and bConfCompra; + bVenda := (bPullbackVenda or bRompBaixa) and (not bCompressao) and bConfVenda; + end; + + if IsBought or IsSold then + iBarrasPosicao := iBarrasPosicao + 1 + else + iBarrasPosicao := 0; + + if (not IsBought) and (not IsSold) then + begin + if bCompra then + BuyAtMarket + else if bVenda then + SellShortAtMarket; + end; + + bSaidaOCOCompra := false; + bSaidaOCOVenda := false; + + if IsBought and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada - StopLossPontos; + fAlvoAtual := fPrecoEntrada + TakeProfitPontos; + bSaidaOCOCompra := UsarOCO and ((Low <= fStopAtual) or (High >= fAlvoAtual)); + end; + + if IsSold and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada + StopLossPontos; + fAlvoAtual := fPrecoEntrada - TakeProfitPontos; + bSaidaOCOVenda := UsarOCO and ((High >= fStopAtual) or (Low <= fAlvoAtual)); + end; + + if IsBought and ( + bCompressao + or (Close < mme20) + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOCompra + ) then + ClosePosition; + + if IsSold and ( + bCompressao + or (Close > mme20) + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOVenda + ) then + ClosePosition; + + if (not bEstavaPosicionado) and IsBought then + fPrecoEntrada := Close; + + if (not bEstavaPosicionado) and IsSold then + fPrecoEntrada := Close; + + bEstavaPosicionado := IsBought or IsSold; +end; diff --git a/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v39_compressao.txt b/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v39_compressao.txt new file mode 100644 index 0000000..1a188cd --- /dev/null +++ b/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v39_compressao.txt @@ -0,0 +1,168 @@ +{ + Estrategia: robo_medias_v39_compressao + Autor: Wesley + Descricao: Evita compressao 20x200 e opera so direcional. +} + +input + ModoEstrategia(4); + DistanciaMinimaLequePontos(35); + DistanciaCompressao20x200(70); + DistanciaMaximaPrecoMME20(180); + DistanciaToqueMME20(45); + MinBarrasConfirmacao(3); + ConfirmacoesRompimento(2); + UsarConfirmacaoCandle(true); + UsarOCO(true); + StopLossPontos(195); + TakeProfitPontos(351); + UsarSaidaPorTempo(true); + MaxBarrasPosicao(13); + +var + mme9, mme20, mma50, mma200 : float; + slope20, slope50, slope200 : float; + dist920, dist2050, dist20200, distPreco20 : float; + topoLookback, fundoLookback : float; + iAlta, iBaixa, iBarrasPosicao : integer; + bCompressao, bLequeAlta, bLequeBaixa : boolean; + bPullbackCompra, bPullbackVenda : boolean; + bRompAlta, bRompBaixa : boolean; + bCompra, bVenda, bConfCompra, bConfVenda : boolean; + bEstavaPosicionado, bSaidaOCOCompra, bSaidaOCOVenda : boolean; + fPrecoEntrada, fStopAtual, fAlvoAtual : float; + +begin + mme9 := MediaExp(9, Close); + mme20 := MediaExp(20, Close); + mma50 := Media(50, Close); + mma200 := Media(200, Close); + + slope20 := mme20 - mme20[1]; + slope50 := mma50 - mma50[1]; + slope200 := mma200 - mma200[1]; + + dist920 := Abs(mme9 - mme20); + dist2050 := Abs(mme20 - mma50); + dist20200 := Abs(mme20 - mma200); + distPreco20 := Abs(Close - mme20); + + topoLookback := Highest(High, 12); + fundoLookback := Lowest(Low, 12); + + bCompressao := dist20200 <= DistanciaCompressao20x200; + + bLequeAlta := (Close > mme9) and (mme9 > mme20) and (mme20 > mma50) and (mma50 > mma200) + and (slope20 > 0) and (slope50 > 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos); + + bLequeBaixa := (Close < mme9) and (mme9 < mme20) and (mme20 < mma50) and (mma50 < mma200) + and (slope20 < 0) and (slope50 < 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos); + + bPullbackCompra := (not bCompressao) and (mma50 > mma200) and (slope20 > 0) + and (Abs(Low - mme20) <= DistanciaToqueMME20) and (Close > mme20); + bPullbackVenda := (not bCompressao) and (mma50 < mma200) and (slope20 < 0) + and (Abs(High - mme20) <= DistanciaToqueMME20) and (Close < mme20); + + bRompAlta := (dist20200 <= DistanciaToqueMME20) and (Close > mma200) and (Close >= topoLookback[1]) and (mme9 > mme20); + bRompBaixa := (dist20200 <= DistanciaToqueMME20) and (Close < mma200) and (Close <= fundoLookback[1]) and (mme9 < mme20); + + bConfCompra := (not UsarConfirmacaoCandle) or (Close > High[1]); + bConfVenda := (not UsarConfirmacaoCandle) or (Close < Low[1]); + + if bLequeAlta or bPullbackCompra or bRompAlta then + iAlta := iAlta + 1 + else + iAlta := 0; + + if bLequeBaixa or bPullbackVenda or bRompBaixa then + iBaixa := iBaixa + 1 + else + iBaixa := 0; + + bCompra := false; + bVenda := false; + + if ModoEstrategia = 1 then + begin + bCompra := bLequeAlta and (not bCompressao) and (distPreco20 <= DistanciaMaximaPrecoMME20) and (iAlta >= MinBarrasConfirmacao); + bVenda := bLequeBaixa and (not bCompressao) and (distPreco20 <= DistanciaMaximaPrecoMME20) and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 2 then + begin + bCompra := bPullbackCompra and bConfCompra; + bVenda := bPullbackVenda and bConfVenda; + end + else if ModoEstrategia = 3 then + begin + bCompra := bRompAlta and (iAlta >= ConfirmacoesRompimento); + bVenda := bRompBaixa and (iBaixa >= ConfirmacoesRompimento); + end + else if ModoEstrategia = 4 then + begin + bCompra := (not bCompressao) and bLequeAlta and (slope200 >= 0) and (iAlta >= MinBarrasConfirmacao); + bVenda := (not bCompressao) and bLequeBaixa and (slope200 <= 0) and (iBaixa >= MinBarrasConfirmacao); + end + else + begin + bCompra := (bPullbackCompra or bRompAlta) and (not bCompressao) and bConfCompra; + bVenda := (bPullbackVenda or bRompBaixa) and (not bCompressao) and bConfVenda; + end; + + if IsBought or IsSold then + iBarrasPosicao := iBarrasPosicao + 1 + else + iBarrasPosicao := 0; + + if (not IsBought) and (not IsSold) then + begin + if bCompra then + BuyAtMarket + else if bVenda then + SellShortAtMarket; + end; + + bSaidaOCOCompra := false; + bSaidaOCOVenda := false; + + if IsBought and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada - StopLossPontos; + fAlvoAtual := fPrecoEntrada + TakeProfitPontos; + bSaidaOCOCompra := UsarOCO and ((Low <= fStopAtual) or (High >= fAlvoAtual)); + end; + + if IsSold and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada + StopLossPontos; + fAlvoAtual := fPrecoEntrada - TakeProfitPontos; + bSaidaOCOVenda := UsarOCO and ((High >= fStopAtual) or (Low <= fAlvoAtual)); + end; + + if IsBought and ( + bCompressao + or (Close < mme20) + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOCompra + ) then + ClosePosition; + + if IsSold and ( + bCompressao + or (Close > mme20) + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOVenda + ) then + ClosePosition; + + if (not bEstavaPosicionado) and IsBought then + fPrecoEntrada := Close; + + if (not bEstavaPosicionado) and IsSold then + fPrecoEntrada := Close; + + bEstavaPosicionado := IsBought or IsSold; +end; diff --git a/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v3_rompimento_200_20proxima.txt b/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v3_rompimento_200_20proxima.txt new file mode 100644 index 0000000..c513a22 --- /dev/null +++ b/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v3_rompimento_200_20proxima.txt @@ -0,0 +1,103 @@ +{ + Estrategia: robo_medias_v3_rompimento_200_20proxima + Autor: Wesley + Descricao: Opera rompimento direcional da MMA200 quando a MME20 estiver proxima (zona de decisao). +} + +input + DistanciaMaxima20x200(120.0); + LookbackRompimento(12); + ConfirmacoesFechamento(1); + UsarOCO(true); + StopLossPontos(170.0); + TakeProfitPontos(340.0); + UsarSaidaPorTempo(true); + MaxBarrasPosicao(12); + +var + mme9, mme20, mma50, mma200 : float; + topoLookback, fundoLookback : float; + dist20200 : float; + iConfAlta, iConfBaixa, iBarrasPosicao : integer; + bZonaDecisao, bRompimentoAlta, bRompimentoBaixa : boolean; + bEstavaPosicionado, bSaidaOCOCompra, bSaidaOCOVenda : boolean; + fPrecoEntrada, fStopAtual, fAlvoAtual : float; + +begin + mme9 := MediaExp(9, Close); + mme20 := MediaExp(20, Close); + mma50 := Media(50, Close); + mma200 := Media(200, Close); + + topoLookback := Highest(High, LookbackRompimento); + fundoLookback := Lowest(Low, LookbackRompimento); + dist20200 := Abs(mme20 - mma200); + bZonaDecisao := dist20200 <= DistanciaMaxima20x200; + + bRompimentoAlta := bZonaDecisao and (Close > mma200) and (Close >= topoLookback[1]) and (mme9 > mme20) and (mme20 > mma50); + bRompimentoBaixa := bZonaDecisao and (Close < mma200) and (Close <= fundoLookback[1]) and (mme9 < mme20) and (mme20 < mma50); + + if bRompimentoAlta then + iConfAlta := iConfAlta + 1 + else + iConfAlta := 0; + + if bRompimentoBaixa then + iConfBaixa := iConfBaixa + 1 + else + iConfBaixa := 0; + + if IsBought or IsSold then + iBarrasPosicao := iBarrasPosicao + 1 + else + iBarrasPosicao := 0; + + if (not IsBought) and (not IsSold) then + begin + if iConfAlta >= ConfirmacoesFechamento then + BuyAtMarket + else if iConfBaixa >= ConfirmacoesFechamento then + SellShortAtMarket; + end; + + bSaidaOCOCompra := false; + bSaidaOCOVenda := false; + + if IsBought and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada - StopLossPontos; + fAlvoAtual := fPrecoEntrada + TakeProfitPontos; + bSaidaOCOCompra := UsarOCO and ((Low <= fStopAtual) or (High >= fAlvoAtual)); + end; + + if IsSold and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada + StopLossPontos; + fAlvoAtual := fPrecoEntrada - TakeProfitPontos; + bSaidaOCOVenda := UsarOCO and ((High >= fStopAtual) or (Low <= fAlvoAtual)); + end; + + if IsBought and ( + (Close < mme20) + or (Close < mma200) + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOCompra + ) then + ClosePosition; + + if IsSold and ( + (Close > mme20) + or (Close > mma200) + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOVenda + ) then + ClosePosition; + + if (not bEstavaPosicionado) and IsBought then + fPrecoEntrada := Close; + + if (not bEstavaPosicionado) and IsSold then + fPrecoEntrada := Close; + + bEstavaPosicionado := IsBought or IsSold; +end; diff --git a/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v40_compressao.txt b/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v40_compressao.txt new file mode 100644 index 0000000..1d85957 --- /dev/null +++ b/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v40_compressao.txt @@ -0,0 +1,168 @@ +{ + Estrategia: robo_medias_v40_compressao + Autor: Wesley + Descricao: Evita compressao 20x200 e opera so direcional. +} + +input + ModoEstrategia(4); + DistanciaMinimaLequePontos(40); + DistanciaCompressao20x200(80); + DistanciaMaximaPrecoMME20(210); + DistanciaToqueMME20(55); + MinBarrasConfirmacao(1); + ConfirmacoesRompimento(1); + UsarConfirmacaoCandle(true); + UsarOCO(true); + StopLossPontos(210); + TakeProfitPontos(336); + UsarSaidaPorTempo(true); + MaxBarrasPosicao(8); + +var + mme9, mme20, mma50, mma200 : float; + slope20, slope50, slope200 : float; + dist920, dist2050, dist20200, distPreco20 : float; + topoLookback, fundoLookback : float; + iAlta, iBaixa, iBarrasPosicao : integer; + bCompressao, bLequeAlta, bLequeBaixa : boolean; + bPullbackCompra, bPullbackVenda : boolean; + bRompAlta, bRompBaixa : boolean; + bCompra, bVenda, bConfCompra, bConfVenda : boolean; + bEstavaPosicionado, bSaidaOCOCompra, bSaidaOCOVenda : boolean; + fPrecoEntrada, fStopAtual, fAlvoAtual : float; + +begin + mme9 := MediaExp(9, Close); + mme20 := MediaExp(20, Close); + mma50 := Media(50, Close); + mma200 := Media(200, Close); + + slope20 := mme20 - mme20[1]; + slope50 := mma50 - mma50[1]; + slope200 := mma200 - mma200[1]; + + dist920 := Abs(mme9 - mme20); + dist2050 := Abs(mme20 - mma50); + dist20200 := Abs(mme20 - mma200); + distPreco20 := Abs(Close - mme20); + + topoLookback := Highest(High, 12); + fundoLookback := Lowest(Low, 12); + + bCompressao := dist20200 <= DistanciaCompressao20x200; + + bLequeAlta := (Close > mme9) and (mme9 > mme20) and (mme20 > mma50) and (mma50 > mma200) + and (slope20 > 0) and (slope50 > 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos); + + bLequeBaixa := (Close < mme9) and (mme9 < mme20) and (mme20 < mma50) and (mma50 < mma200) + and (slope20 < 0) and (slope50 < 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos); + + bPullbackCompra := (not bCompressao) and (mma50 > mma200) and (slope20 > 0) + and (Abs(Low - mme20) <= DistanciaToqueMME20) and (Close > mme20); + bPullbackVenda := (not bCompressao) and (mma50 < mma200) and (slope20 < 0) + and (Abs(High - mme20) <= DistanciaToqueMME20) and (Close < mme20); + + bRompAlta := (dist20200 <= DistanciaToqueMME20) and (Close > mma200) and (Close >= topoLookback[1]) and (mme9 > mme20); + bRompBaixa := (dist20200 <= DistanciaToqueMME20) and (Close < mma200) and (Close <= fundoLookback[1]) and (mme9 < mme20); + + bConfCompra := (not UsarConfirmacaoCandle) or (Close > High[1]); + bConfVenda := (not UsarConfirmacaoCandle) or (Close < Low[1]); + + if bLequeAlta or bPullbackCompra or bRompAlta then + iAlta := iAlta + 1 + else + iAlta := 0; + + if bLequeBaixa or bPullbackVenda or bRompBaixa then + iBaixa := iBaixa + 1 + else + iBaixa := 0; + + bCompra := false; + bVenda := false; + + if ModoEstrategia = 1 then + begin + bCompra := bLequeAlta and (not bCompressao) and (distPreco20 <= DistanciaMaximaPrecoMME20) and (iAlta >= MinBarrasConfirmacao); + bVenda := bLequeBaixa and (not bCompressao) and (distPreco20 <= DistanciaMaximaPrecoMME20) and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 2 then + begin + bCompra := bPullbackCompra and bConfCompra; + bVenda := bPullbackVenda and bConfVenda; + end + else if ModoEstrategia = 3 then + begin + bCompra := bRompAlta and (iAlta >= ConfirmacoesRompimento); + bVenda := bRompBaixa and (iBaixa >= ConfirmacoesRompimento); + end + else if ModoEstrategia = 4 then + begin + bCompra := (not bCompressao) and bLequeAlta and (slope200 >= 0) and (iAlta >= MinBarrasConfirmacao); + bVenda := (not bCompressao) and bLequeBaixa and (slope200 <= 0) and (iBaixa >= MinBarrasConfirmacao); + end + else + begin + bCompra := (bPullbackCompra or bRompAlta) and (not bCompressao) and bConfCompra; + bVenda := (bPullbackVenda or bRompBaixa) and (not bCompressao) and bConfVenda; + end; + + if IsBought or IsSold then + iBarrasPosicao := iBarrasPosicao + 1 + else + iBarrasPosicao := 0; + + if (not IsBought) and (not IsSold) then + begin + if bCompra then + BuyAtMarket + else if bVenda then + SellShortAtMarket; + end; + + bSaidaOCOCompra := false; + bSaidaOCOVenda := false; + + if IsBought and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada - StopLossPontos; + fAlvoAtual := fPrecoEntrada + TakeProfitPontos; + bSaidaOCOCompra := UsarOCO and ((Low <= fStopAtual) or (High >= fAlvoAtual)); + end; + + if IsSold and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada + StopLossPontos; + fAlvoAtual := fPrecoEntrada - TakeProfitPontos; + bSaidaOCOVenda := UsarOCO and ((High >= fStopAtual) or (Low <= fAlvoAtual)); + end; + + if IsBought and ( + bCompressao + or (Close < mme20) + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOCompra + ) then + ClosePosition; + + if IsSold and ( + bCompressao + or (Close > mme20) + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOVenda + ) then + ClosePosition; + + if (not bEstavaPosicionado) and IsBought then + fPrecoEntrada := Close; + + if (not bEstavaPosicionado) and IsSold then + fPrecoEntrada := Close; + + bEstavaPosicionado := IsBought or IsSold; +end; diff --git a/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v41_compressao.txt b/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v41_compressao.txt new file mode 100644 index 0000000..21694e1 --- /dev/null +++ b/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v41_compressao.txt @@ -0,0 +1,168 @@ +{ + Estrategia: robo_medias_v41_compressao + Autor: Wesley + Descricao: Evita compressao 20x200 e opera so direcional. +} + +input + ModoEstrategia(4); + DistanciaMinimaLequePontos(45); + DistanciaCompressao20x200(90); + DistanciaMaximaPrecoMME20(240); + DistanciaToqueMME20(65); + MinBarrasConfirmacao(2); + ConfirmacoesRompimento(2); + UsarConfirmacaoCandle(true); + UsarOCO(true); + StopLossPontos(225); + TakeProfitPontos(382.5); + UsarSaidaPorTempo(true); + MaxBarrasPosicao(9); + +var + mme9, mme20, mma50, mma200 : float; + slope20, slope50, slope200 : float; + dist920, dist2050, dist20200, distPreco20 : float; + topoLookback, fundoLookback : float; + iAlta, iBaixa, iBarrasPosicao : integer; + bCompressao, bLequeAlta, bLequeBaixa : boolean; + bPullbackCompra, bPullbackVenda : boolean; + bRompAlta, bRompBaixa : boolean; + bCompra, bVenda, bConfCompra, bConfVenda : boolean; + bEstavaPosicionado, bSaidaOCOCompra, bSaidaOCOVenda : boolean; + fPrecoEntrada, fStopAtual, fAlvoAtual : float; + +begin + mme9 := MediaExp(9, Close); + mme20 := MediaExp(20, Close); + mma50 := Media(50, Close); + mma200 := Media(200, Close); + + slope20 := mme20 - mme20[1]; + slope50 := mma50 - mma50[1]; + slope200 := mma200 - mma200[1]; + + dist920 := Abs(mme9 - mme20); + dist2050 := Abs(mme20 - mma50); + dist20200 := Abs(mme20 - mma200); + distPreco20 := Abs(Close - mme20); + + topoLookback := Highest(High, 12); + fundoLookback := Lowest(Low, 12); + + bCompressao := dist20200 <= DistanciaCompressao20x200; + + bLequeAlta := (Close > mme9) and (mme9 > mme20) and (mme20 > mma50) and (mma50 > mma200) + and (slope20 > 0) and (slope50 > 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos); + + bLequeBaixa := (Close < mme9) and (mme9 < mme20) and (mme20 < mma50) and (mma50 < mma200) + and (slope20 < 0) and (slope50 < 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos); + + bPullbackCompra := (not bCompressao) and (mma50 > mma200) and (slope20 > 0) + and (Abs(Low - mme20) <= DistanciaToqueMME20) and (Close > mme20); + bPullbackVenda := (not bCompressao) and (mma50 < mma200) and (slope20 < 0) + and (Abs(High - mme20) <= DistanciaToqueMME20) and (Close < mme20); + + bRompAlta := (dist20200 <= DistanciaToqueMME20) and (Close > mma200) and (Close >= topoLookback[1]) and (mme9 > mme20); + bRompBaixa := (dist20200 <= DistanciaToqueMME20) and (Close < mma200) and (Close <= fundoLookback[1]) and (mme9 < mme20); + + bConfCompra := (not UsarConfirmacaoCandle) or (Close > High[1]); + bConfVenda := (not UsarConfirmacaoCandle) or (Close < Low[1]); + + if bLequeAlta or bPullbackCompra or bRompAlta then + iAlta := iAlta + 1 + else + iAlta := 0; + + if bLequeBaixa or bPullbackVenda or bRompBaixa then + iBaixa := iBaixa + 1 + else + iBaixa := 0; + + bCompra := false; + bVenda := false; + + if ModoEstrategia = 1 then + begin + bCompra := bLequeAlta and (not bCompressao) and (distPreco20 <= DistanciaMaximaPrecoMME20) and (iAlta >= MinBarrasConfirmacao); + bVenda := bLequeBaixa and (not bCompressao) and (distPreco20 <= DistanciaMaximaPrecoMME20) and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 2 then + begin + bCompra := bPullbackCompra and bConfCompra; + bVenda := bPullbackVenda and bConfVenda; + end + else if ModoEstrategia = 3 then + begin + bCompra := bRompAlta and (iAlta >= ConfirmacoesRompimento); + bVenda := bRompBaixa and (iBaixa >= ConfirmacoesRompimento); + end + else if ModoEstrategia = 4 then + begin + bCompra := (not bCompressao) and bLequeAlta and (slope200 >= 0) and (iAlta >= MinBarrasConfirmacao); + bVenda := (not bCompressao) and bLequeBaixa and (slope200 <= 0) and (iBaixa >= MinBarrasConfirmacao); + end + else + begin + bCompra := (bPullbackCompra or bRompAlta) and (not bCompressao) and bConfCompra; + bVenda := (bPullbackVenda or bRompBaixa) and (not bCompressao) and bConfVenda; + end; + + if IsBought or IsSold then + iBarrasPosicao := iBarrasPosicao + 1 + else + iBarrasPosicao := 0; + + if (not IsBought) and (not IsSold) then + begin + if bCompra then + BuyAtMarket + else if bVenda then + SellShortAtMarket; + end; + + bSaidaOCOCompra := false; + bSaidaOCOVenda := false; + + if IsBought and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada - StopLossPontos; + fAlvoAtual := fPrecoEntrada + TakeProfitPontos; + bSaidaOCOCompra := UsarOCO and ((Low <= fStopAtual) or (High >= fAlvoAtual)); + end; + + if IsSold and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada + StopLossPontos; + fAlvoAtual := fPrecoEntrada - TakeProfitPontos; + bSaidaOCOVenda := UsarOCO and ((High >= fStopAtual) or (Low <= fAlvoAtual)); + end; + + if IsBought and ( + bCompressao + or (Close < mme20) + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOCompra + ) then + ClosePosition; + + if IsSold and ( + bCompressao + or (Close > mme20) + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOVenda + ) then + ClosePosition; + + if (not bEstavaPosicionado) and IsBought then + fPrecoEntrada := Close; + + if (not bEstavaPosicionado) and IsSold then + fPrecoEntrada := Close; + + bEstavaPosicionado := IsBought or IsSold; +end; diff --git a/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v42_compressao.txt b/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v42_compressao.txt new file mode 100644 index 0000000..f4835e1 --- /dev/null +++ b/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v42_compressao.txt @@ -0,0 +1,168 @@ +{ + Estrategia: robo_medias_v42_compressao + Autor: Wesley + Descricao: Evita compressao 20x200 e opera so direcional. +} + +input + ModoEstrategia(4); + DistanciaMinimaLequePontos(30); + DistanciaCompressao20x200(100); + DistanciaMaximaPrecoMME20(270); + DistanciaToqueMME20(35); + MinBarrasConfirmacao(3); + ConfirmacoesRompimento(1); + UsarConfirmacaoCandle(true); + UsarOCO(true); + StopLossPontos(240); + TakeProfitPontos(432); + UsarSaidaPorTempo(true); + MaxBarrasPosicao(10); + +var + mme9, mme20, mma50, mma200 : float; + slope20, slope50, slope200 : float; + dist920, dist2050, dist20200, distPreco20 : float; + topoLookback, fundoLookback : float; + iAlta, iBaixa, iBarrasPosicao : integer; + bCompressao, bLequeAlta, bLequeBaixa : boolean; + bPullbackCompra, bPullbackVenda : boolean; + bRompAlta, bRompBaixa : boolean; + bCompra, bVenda, bConfCompra, bConfVenda : boolean; + bEstavaPosicionado, bSaidaOCOCompra, bSaidaOCOVenda : boolean; + fPrecoEntrada, fStopAtual, fAlvoAtual : float; + +begin + mme9 := MediaExp(9, Close); + mme20 := MediaExp(20, Close); + mma50 := Media(50, Close); + mma200 := Media(200, Close); + + slope20 := mme20 - mme20[1]; + slope50 := mma50 - mma50[1]; + slope200 := mma200 - mma200[1]; + + dist920 := Abs(mme9 - mme20); + dist2050 := Abs(mme20 - mma50); + dist20200 := Abs(mme20 - mma200); + distPreco20 := Abs(Close - mme20); + + topoLookback := Highest(High, 12); + fundoLookback := Lowest(Low, 12); + + bCompressao := dist20200 <= DistanciaCompressao20x200; + + bLequeAlta := (Close > mme9) and (mme9 > mme20) and (mme20 > mma50) and (mma50 > mma200) + and (slope20 > 0) and (slope50 > 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos); + + bLequeBaixa := (Close < mme9) and (mme9 < mme20) and (mme20 < mma50) and (mma50 < mma200) + and (slope20 < 0) and (slope50 < 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos); + + bPullbackCompra := (not bCompressao) and (mma50 > mma200) and (slope20 > 0) + and (Abs(Low - mme20) <= DistanciaToqueMME20) and (Close > mme20); + bPullbackVenda := (not bCompressao) and (mma50 < mma200) and (slope20 < 0) + and (Abs(High - mme20) <= DistanciaToqueMME20) and (Close < mme20); + + bRompAlta := (dist20200 <= DistanciaToqueMME20) and (Close > mma200) and (Close >= topoLookback[1]) and (mme9 > mme20); + bRompBaixa := (dist20200 <= DistanciaToqueMME20) and (Close < mma200) and (Close <= fundoLookback[1]) and (mme9 < mme20); + + bConfCompra := (not UsarConfirmacaoCandle) or (Close > High[1]); + bConfVenda := (not UsarConfirmacaoCandle) or (Close < Low[1]); + + if bLequeAlta or bPullbackCompra or bRompAlta then + iAlta := iAlta + 1 + else + iAlta := 0; + + if bLequeBaixa or bPullbackVenda or bRompBaixa then + iBaixa := iBaixa + 1 + else + iBaixa := 0; + + bCompra := false; + bVenda := false; + + if ModoEstrategia = 1 then + begin + bCompra := bLequeAlta and (not bCompressao) and (distPreco20 <= DistanciaMaximaPrecoMME20) and (iAlta >= MinBarrasConfirmacao); + bVenda := bLequeBaixa and (not bCompressao) and (distPreco20 <= DistanciaMaximaPrecoMME20) and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 2 then + begin + bCompra := bPullbackCompra and bConfCompra; + bVenda := bPullbackVenda and bConfVenda; + end + else if ModoEstrategia = 3 then + begin + bCompra := bRompAlta and (iAlta >= ConfirmacoesRompimento); + bVenda := bRompBaixa and (iBaixa >= ConfirmacoesRompimento); + end + else if ModoEstrategia = 4 then + begin + bCompra := (not bCompressao) and bLequeAlta and (slope200 >= 0) and (iAlta >= MinBarrasConfirmacao); + bVenda := (not bCompressao) and bLequeBaixa and (slope200 <= 0) and (iBaixa >= MinBarrasConfirmacao); + end + else + begin + bCompra := (bPullbackCompra or bRompAlta) and (not bCompressao) and bConfCompra; + bVenda := (bPullbackVenda or bRompBaixa) and (not bCompressao) and bConfVenda; + end; + + if IsBought or IsSold then + iBarrasPosicao := iBarrasPosicao + 1 + else + iBarrasPosicao := 0; + + if (not IsBought) and (not IsSold) then + begin + if bCompra then + BuyAtMarket + else if bVenda then + SellShortAtMarket; + end; + + bSaidaOCOCompra := false; + bSaidaOCOVenda := false; + + if IsBought and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada - StopLossPontos; + fAlvoAtual := fPrecoEntrada + TakeProfitPontos; + bSaidaOCOCompra := UsarOCO and ((Low <= fStopAtual) or (High >= fAlvoAtual)); + end; + + if IsSold and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada + StopLossPontos; + fAlvoAtual := fPrecoEntrada - TakeProfitPontos; + bSaidaOCOVenda := UsarOCO and ((High >= fStopAtual) or (Low <= fAlvoAtual)); + end; + + if IsBought and ( + bCompressao + or (Close < mme20) + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOCompra + ) then + ClosePosition; + + if IsSold and ( + bCompressao + or (Close > mme20) + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOVenda + ) then + ClosePosition; + + if (not bEstavaPosicionado) and IsBought then + fPrecoEntrada := Close; + + if (not bEstavaPosicionado) and IsSold then + fPrecoEntrada := Close; + + bEstavaPosicionado := IsBought or IsSold; +end; diff --git a/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v43_compressao.txt b/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v43_compressao.txt new file mode 100644 index 0000000..e393031 --- /dev/null +++ b/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v43_compressao.txt @@ -0,0 +1,168 @@ +{ + Estrategia: robo_medias_v43_compressao + Autor: Wesley + Descricao: Evita compressao 20x200 e opera so direcional. +} + +input + ModoEstrategia(4); + DistanciaMinimaLequePontos(35); + DistanciaCompressao20x200(110); + DistanciaMaximaPrecoMME20(300); + DistanciaToqueMME20(45); + MinBarrasConfirmacao(1); + ConfirmacoesRompimento(2); + UsarConfirmacaoCandle(true); + UsarOCO(true); + StopLossPontos(255); + TakeProfitPontos(408); + UsarSaidaPorTempo(true); + MaxBarrasPosicao(11); + +var + mme9, mme20, mma50, mma200 : float; + slope20, slope50, slope200 : float; + dist920, dist2050, dist20200, distPreco20 : float; + topoLookback, fundoLookback : float; + iAlta, iBaixa, iBarrasPosicao : integer; + bCompressao, bLequeAlta, bLequeBaixa : boolean; + bPullbackCompra, bPullbackVenda : boolean; + bRompAlta, bRompBaixa : boolean; + bCompra, bVenda, bConfCompra, bConfVenda : boolean; + bEstavaPosicionado, bSaidaOCOCompra, bSaidaOCOVenda : boolean; + fPrecoEntrada, fStopAtual, fAlvoAtual : float; + +begin + mme9 := MediaExp(9, Close); + mme20 := MediaExp(20, Close); + mma50 := Media(50, Close); + mma200 := Media(200, Close); + + slope20 := mme20 - mme20[1]; + slope50 := mma50 - mma50[1]; + slope200 := mma200 - mma200[1]; + + dist920 := Abs(mme9 - mme20); + dist2050 := Abs(mme20 - mma50); + dist20200 := Abs(mme20 - mma200); + distPreco20 := Abs(Close - mme20); + + topoLookback := Highest(High, 12); + fundoLookback := Lowest(Low, 12); + + bCompressao := dist20200 <= DistanciaCompressao20x200; + + bLequeAlta := (Close > mme9) and (mme9 > mme20) and (mme20 > mma50) and (mma50 > mma200) + and (slope20 > 0) and (slope50 > 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos); + + bLequeBaixa := (Close < mme9) and (mme9 < mme20) and (mme20 < mma50) and (mma50 < mma200) + and (slope20 < 0) and (slope50 < 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos); + + bPullbackCompra := (not bCompressao) and (mma50 > mma200) and (slope20 > 0) + and (Abs(Low - mme20) <= DistanciaToqueMME20) and (Close > mme20); + bPullbackVenda := (not bCompressao) and (mma50 < mma200) and (slope20 < 0) + and (Abs(High - mme20) <= DistanciaToqueMME20) and (Close < mme20); + + bRompAlta := (dist20200 <= DistanciaToqueMME20) and (Close > mma200) and (Close >= topoLookback[1]) and (mme9 > mme20); + bRompBaixa := (dist20200 <= DistanciaToqueMME20) and (Close < mma200) and (Close <= fundoLookback[1]) and (mme9 < mme20); + + bConfCompra := (not UsarConfirmacaoCandle) or (Close > High[1]); + bConfVenda := (not UsarConfirmacaoCandle) or (Close < Low[1]); + + if bLequeAlta or bPullbackCompra or bRompAlta then + iAlta := iAlta + 1 + else + iAlta := 0; + + if bLequeBaixa or bPullbackVenda or bRompBaixa then + iBaixa := iBaixa + 1 + else + iBaixa := 0; + + bCompra := false; + bVenda := false; + + if ModoEstrategia = 1 then + begin + bCompra := bLequeAlta and (not bCompressao) and (distPreco20 <= DistanciaMaximaPrecoMME20) and (iAlta >= MinBarrasConfirmacao); + bVenda := bLequeBaixa and (not bCompressao) and (distPreco20 <= DistanciaMaximaPrecoMME20) and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 2 then + begin + bCompra := bPullbackCompra and bConfCompra; + bVenda := bPullbackVenda and bConfVenda; + end + else if ModoEstrategia = 3 then + begin + bCompra := bRompAlta and (iAlta >= ConfirmacoesRompimento); + bVenda := bRompBaixa and (iBaixa >= ConfirmacoesRompimento); + end + else if ModoEstrategia = 4 then + begin + bCompra := (not bCompressao) and bLequeAlta and (slope200 >= 0) and (iAlta >= MinBarrasConfirmacao); + bVenda := (not bCompressao) and bLequeBaixa and (slope200 <= 0) and (iBaixa >= MinBarrasConfirmacao); + end + else + begin + bCompra := (bPullbackCompra or bRompAlta) and (not bCompressao) and bConfCompra; + bVenda := (bPullbackVenda or bRompBaixa) and (not bCompressao) and bConfVenda; + end; + + if IsBought or IsSold then + iBarrasPosicao := iBarrasPosicao + 1 + else + iBarrasPosicao := 0; + + if (not IsBought) and (not IsSold) then + begin + if bCompra then + BuyAtMarket + else if bVenda then + SellShortAtMarket; + end; + + bSaidaOCOCompra := false; + bSaidaOCOVenda := false; + + if IsBought and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada - StopLossPontos; + fAlvoAtual := fPrecoEntrada + TakeProfitPontos; + bSaidaOCOCompra := UsarOCO and ((Low <= fStopAtual) or (High >= fAlvoAtual)); + end; + + if IsSold and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada + StopLossPontos; + fAlvoAtual := fPrecoEntrada - TakeProfitPontos; + bSaidaOCOVenda := UsarOCO and ((High >= fStopAtual) or (Low <= fAlvoAtual)); + end; + + if IsBought and ( + bCompressao + or (Close < mme20) + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOCompra + ) then + ClosePosition; + + if IsSold and ( + bCompressao + or (Close > mme20) + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOVenda + ) then + ClosePosition; + + if (not bEstavaPosicionado) and IsBought then + fPrecoEntrada := Close; + + if (not bEstavaPosicionado) and IsSold then + fPrecoEntrada := Close; + + bEstavaPosicionado := IsBought or IsSold; +end; diff --git a/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v44_compressao.txt b/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v44_compressao.txt new file mode 100644 index 0000000..3d64f17 --- /dev/null +++ b/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v44_compressao.txt @@ -0,0 +1,168 @@ +{ + Estrategia: robo_medias_v44_compressao + Autor: Wesley + Descricao: Evita compressao 20x200 e opera so direcional. +} + +input + ModoEstrategia(4); + DistanciaMinimaLequePontos(40); + DistanciaCompressao20x200(70); + DistanciaMaximaPrecoMME20(180); + DistanciaToqueMME20(55); + MinBarrasConfirmacao(2); + ConfirmacoesRompimento(1); + UsarConfirmacaoCandle(true); + UsarOCO(true); + StopLossPontos(270); + TakeProfitPontos(459); + UsarSaidaPorTempo(true); + MaxBarrasPosicao(12); + +var + mme9, mme20, mma50, mma200 : float; + slope20, slope50, slope200 : float; + dist920, dist2050, dist20200, distPreco20 : float; + topoLookback, fundoLookback : float; + iAlta, iBaixa, iBarrasPosicao : integer; + bCompressao, bLequeAlta, bLequeBaixa : boolean; + bPullbackCompra, bPullbackVenda : boolean; + bRompAlta, bRompBaixa : boolean; + bCompra, bVenda, bConfCompra, bConfVenda : boolean; + bEstavaPosicionado, bSaidaOCOCompra, bSaidaOCOVenda : boolean; + fPrecoEntrada, fStopAtual, fAlvoAtual : float; + +begin + mme9 := MediaExp(9, Close); + mme20 := MediaExp(20, Close); + mma50 := Media(50, Close); + mma200 := Media(200, Close); + + slope20 := mme20 - mme20[1]; + slope50 := mma50 - mma50[1]; + slope200 := mma200 - mma200[1]; + + dist920 := Abs(mme9 - mme20); + dist2050 := Abs(mme20 - mma50); + dist20200 := Abs(mme20 - mma200); + distPreco20 := Abs(Close - mme20); + + topoLookback := Highest(High, 12); + fundoLookback := Lowest(Low, 12); + + bCompressao := dist20200 <= DistanciaCompressao20x200; + + bLequeAlta := (Close > mme9) and (mme9 > mme20) and (mme20 > mma50) and (mma50 > mma200) + and (slope20 > 0) and (slope50 > 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos); + + bLequeBaixa := (Close < mme9) and (mme9 < mme20) and (mme20 < mma50) and (mma50 < mma200) + and (slope20 < 0) and (slope50 < 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos); + + bPullbackCompra := (not bCompressao) and (mma50 > mma200) and (slope20 > 0) + and (Abs(Low - mme20) <= DistanciaToqueMME20) and (Close > mme20); + bPullbackVenda := (not bCompressao) and (mma50 < mma200) and (slope20 < 0) + and (Abs(High - mme20) <= DistanciaToqueMME20) and (Close < mme20); + + bRompAlta := (dist20200 <= DistanciaToqueMME20) and (Close > mma200) and (Close >= topoLookback[1]) and (mme9 > mme20); + bRompBaixa := (dist20200 <= DistanciaToqueMME20) and (Close < mma200) and (Close <= fundoLookback[1]) and (mme9 < mme20); + + bConfCompra := (not UsarConfirmacaoCandle) or (Close > High[1]); + bConfVenda := (not UsarConfirmacaoCandle) or (Close < Low[1]); + + if bLequeAlta or bPullbackCompra or bRompAlta then + iAlta := iAlta + 1 + else + iAlta := 0; + + if bLequeBaixa or bPullbackVenda or bRompBaixa then + iBaixa := iBaixa + 1 + else + iBaixa := 0; + + bCompra := false; + bVenda := false; + + if ModoEstrategia = 1 then + begin + bCompra := bLequeAlta and (not bCompressao) and (distPreco20 <= DistanciaMaximaPrecoMME20) and (iAlta >= MinBarrasConfirmacao); + bVenda := bLequeBaixa and (not bCompressao) and (distPreco20 <= DistanciaMaximaPrecoMME20) and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 2 then + begin + bCompra := bPullbackCompra and bConfCompra; + bVenda := bPullbackVenda and bConfVenda; + end + else if ModoEstrategia = 3 then + begin + bCompra := bRompAlta and (iAlta >= ConfirmacoesRompimento); + bVenda := bRompBaixa and (iBaixa >= ConfirmacoesRompimento); + end + else if ModoEstrategia = 4 then + begin + bCompra := (not bCompressao) and bLequeAlta and (slope200 >= 0) and (iAlta >= MinBarrasConfirmacao); + bVenda := (not bCompressao) and bLequeBaixa and (slope200 <= 0) and (iBaixa >= MinBarrasConfirmacao); + end + else + begin + bCompra := (bPullbackCompra or bRompAlta) and (not bCompressao) and bConfCompra; + bVenda := (bPullbackVenda or bRompBaixa) and (not bCompressao) and bConfVenda; + end; + + if IsBought or IsSold then + iBarrasPosicao := iBarrasPosicao + 1 + else + iBarrasPosicao := 0; + + if (not IsBought) and (not IsSold) then + begin + if bCompra then + BuyAtMarket + else if bVenda then + SellShortAtMarket; + end; + + bSaidaOCOCompra := false; + bSaidaOCOVenda := false; + + if IsBought and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada - StopLossPontos; + fAlvoAtual := fPrecoEntrada + TakeProfitPontos; + bSaidaOCOCompra := UsarOCO and ((Low <= fStopAtual) or (High >= fAlvoAtual)); + end; + + if IsSold and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada + StopLossPontos; + fAlvoAtual := fPrecoEntrada - TakeProfitPontos; + bSaidaOCOVenda := UsarOCO and ((High >= fStopAtual) or (Low <= fAlvoAtual)); + end; + + if IsBought and ( + bCompressao + or (Close < mme20) + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOCompra + ) then + ClosePosition; + + if IsSold and ( + bCompressao + or (Close > mme20) + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOVenda + ) then + ClosePosition; + + if (not bEstavaPosicionado) and IsBought then + fPrecoEntrada := Close; + + if (not bEstavaPosicionado) and IsSold then + fPrecoEntrada := Close; + + bEstavaPosicionado := IsBought or IsSold; +end; diff --git a/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v45_hibrido.txt b/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v45_hibrido.txt new file mode 100644 index 0000000..13ba4a6 --- /dev/null +++ b/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v45_hibrido.txt @@ -0,0 +1,168 @@ +{ + Estrategia: robo_medias_v45_hibrido + Autor: Wesley + Descricao: Combinacao de pullback e rompimento com filtro de compressao. +} + +input + ModoEstrategia(5); + DistanciaMinimaLequePontos(35); + DistanciaCompressao20x200(80); + DistanciaMaximaPrecoMME20(210); + DistanciaToqueMME20(45); + MinBarrasConfirmacao(2); + ConfirmacoesRompimento(2); + UsarConfirmacaoCandle(true); + UsarOCO(true); + StopLossPontos(135); + TakeProfitPontos(229.5); + UsarSaidaPorTempo(true); + MaxBarrasPosicao(9); + +var + mme9, mme20, mma50, mma200 : float; + slope20, slope50, slope200 : float; + dist920, dist2050, dist20200, distPreco20 : float; + topoLookback, fundoLookback : float; + iAlta, iBaixa, iBarrasPosicao : integer; + bCompressao, bLequeAlta, bLequeBaixa : boolean; + bPullbackCompra, bPullbackVenda : boolean; + bRompAlta, bRompBaixa : boolean; + bCompra, bVenda, bConfCompra, bConfVenda : boolean; + bEstavaPosicionado, bSaidaOCOCompra, bSaidaOCOVenda : boolean; + fPrecoEntrada, fStopAtual, fAlvoAtual : float; + +begin + mme9 := MediaExp(9, Close); + mme20 := MediaExp(20, Close); + mma50 := Media(50, Close); + mma200 := Media(200, Close); + + slope20 := mme20 - mme20[1]; + slope50 := mma50 - mma50[1]; + slope200 := mma200 - mma200[1]; + + dist920 := Abs(mme9 - mme20); + dist2050 := Abs(mme20 - mma50); + dist20200 := Abs(mme20 - mma200); + distPreco20 := Abs(Close - mme20); + + topoLookback := Highest(High, 12); + fundoLookback := Lowest(Low, 12); + + bCompressao := dist20200 <= DistanciaCompressao20x200; + + bLequeAlta := (Close > mme9) and (mme9 > mme20) and (mme20 > mma50) and (mma50 > mma200) + and (slope20 > 0) and (slope50 > 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos); + + bLequeBaixa := (Close < mme9) and (mme9 < mme20) and (mme20 < mma50) and (mma50 < mma200) + and (slope20 < 0) and (slope50 < 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos); + + bPullbackCompra := (not bCompressao) and (mma50 > mma200) and (slope20 > 0) + and (Abs(Low - mme20) <= DistanciaToqueMME20) and (Close > mme20); + bPullbackVenda := (not bCompressao) and (mma50 < mma200) and (slope20 < 0) + and (Abs(High - mme20) <= DistanciaToqueMME20) and (Close < mme20); + + bRompAlta := (dist20200 <= DistanciaToqueMME20) and (Close > mma200) and (Close >= topoLookback[1]) and (mme9 > mme20); + bRompBaixa := (dist20200 <= DistanciaToqueMME20) and (Close < mma200) and (Close <= fundoLookback[1]) and (mme9 < mme20); + + bConfCompra := (not UsarConfirmacaoCandle) or (Close > High[1]); + bConfVenda := (not UsarConfirmacaoCandle) or (Close < Low[1]); + + if bLequeAlta or bPullbackCompra or bRompAlta then + iAlta := iAlta + 1 + else + iAlta := 0; + + if bLequeBaixa or bPullbackVenda or bRompBaixa then + iBaixa := iBaixa + 1 + else + iBaixa := 0; + + bCompra := false; + bVenda := false; + + if ModoEstrategia = 1 then + begin + bCompra := bLequeAlta and (not bCompressao) and (distPreco20 <= DistanciaMaximaPrecoMME20) and (iAlta >= MinBarrasConfirmacao); + bVenda := bLequeBaixa and (not bCompressao) and (distPreco20 <= DistanciaMaximaPrecoMME20) and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 2 then + begin + bCompra := bPullbackCompra and bConfCompra; + bVenda := bPullbackVenda and bConfVenda; + end + else if ModoEstrategia = 3 then + begin + bCompra := bRompAlta and (iAlta >= ConfirmacoesRompimento); + bVenda := bRompBaixa and (iBaixa >= ConfirmacoesRompimento); + end + else if ModoEstrategia = 4 then + begin + bCompra := (not bCompressao) and bLequeAlta and (slope200 >= 0) and (iAlta >= MinBarrasConfirmacao); + bVenda := (not bCompressao) and bLequeBaixa and (slope200 <= 0) and (iBaixa >= MinBarrasConfirmacao); + end + else + begin + bCompra := (bPullbackCompra or bRompAlta) and (not bCompressao) and bConfCompra; + bVenda := (bPullbackVenda or bRompBaixa) and (not bCompressao) and bConfVenda; + end; + + if IsBought or IsSold then + iBarrasPosicao := iBarrasPosicao + 1 + else + iBarrasPosicao := 0; + + if (not IsBought) and (not IsSold) then + begin + if bCompra then + BuyAtMarket + else if bVenda then + SellShortAtMarket; + end; + + bSaidaOCOCompra := false; + bSaidaOCOVenda := false; + + if IsBought and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada - StopLossPontos; + fAlvoAtual := fPrecoEntrada + TakeProfitPontos; + bSaidaOCOCompra := UsarOCO and ((Low <= fStopAtual) or (High >= fAlvoAtual)); + end; + + if IsSold and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada + StopLossPontos; + fAlvoAtual := fPrecoEntrada - TakeProfitPontos; + bSaidaOCOVenda := UsarOCO and ((High >= fStopAtual) or (Low <= fAlvoAtual)); + end; + + if IsBought and ( + bCompressao + or (Close < mme20) + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOCompra + ) then + ClosePosition; + + if IsSold and ( + bCompressao + or (Close > mme20) + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOVenda + ) then + ClosePosition; + + if (not bEstavaPosicionado) and IsBought then + fPrecoEntrada := Close; + + if (not bEstavaPosicionado) and IsSold then + fPrecoEntrada := Close; + + bEstavaPosicionado := IsBought or IsSold; +end; diff --git a/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v46_hibrido.txt b/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v46_hibrido.txt new file mode 100644 index 0000000..723e3d7 --- /dev/null +++ b/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v46_hibrido.txt @@ -0,0 +1,168 @@ +{ + Estrategia: robo_medias_v46_hibrido + Autor: Wesley + Descricao: Combinacao de pullback e rompimento com filtro de compressao. +} + +input + ModoEstrategia(5); + DistanciaMinimaLequePontos(40); + DistanciaCompressao20x200(90); + DistanciaMaximaPrecoMME20(240); + DistanciaToqueMME20(55); + MinBarrasConfirmacao(3); + ConfirmacoesRompimento(1); + UsarConfirmacaoCandle(true); + UsarOCO(true); + StopLossPontos(150); + TakeProfitPontos(270); + UsarSaidaPorTempo(true); + MaxBarrasPosicao(10); + +var + mme9, mme20, mma50, mma200 : float; + slope20, slope50, slope200 : float; + dist920, dist2050, dist20200, distPreco20 : float; + topoLookback, fundoLookback : float; + iAlta, iBaixa, iBarrasPosicao : integer; + bCompressao, bLequeAlta, bLequeBaixa : boolean; + bPullbackCompra, bPullbackVenda : boolean; + bRompAlta, bRompBaixa : boolean; + bCompra, bVenda, bConfCompra, bConfVenda : boolean; + bEstavaPosicionado, bSaidaOCOCompra, bSaidaOCOVenda : boolean; + fPrecoEntrada, fStopAtual, fAlvoAtual : float; + +begin + mme9 := MediaExp(9, Close); + mme20 := MediaExp(20, Close); + mma50 := Media(50, Close); + mma200 := Media(200, Close); + + slope20 := mme20 - mme20[1]; + slope50 := mma50 - mma50[1]; + slope200 := mma200 - mma200[1]; + + dist920 := Abs(mme9 - mme20); + dist2050 := Abs(mme20 - mma50); + dist20200 := Abs(mme20 - mma200); + distPreco20 := Abs(Close - mme20); + + topoLookback := Highest(High, 12); + fundoLookback := Lowest(Low, 12); + + bCompressao := dist20200 <= DistanciaCompressao20x200; + + bLequeAlta := (Close > mme9) and (mme9 > mme20) and (mme20 > mma50) and (mma50 > mma200) + and (slope20 > 0) and (slope50 > 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos); + + bLequeBaixa := (Close < mme9) and (mme9 < mme20) and (mme20 < mma50) and (mma50 < mma200) + and (slope20 < 0) and (slope50 < 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos); + + bPullbackCompra := (not bCompressao) and (mma50 > mma200) and (slope20 > 0) + and (Abs(Low - mme20) <= DistanciaToqueMME20) and (Close > mme20); + bPullbackVenda := (not bCompressao) and (mma50 < mma200) and (slope20 < 0) + and (Abs(High - mme20) <= DistanciaToqueMME20) and (Close < mme20); + + bRompAlta := (dist20200 <= DistanciaToqueMME20) and (Close > mma200) and (Close >= topoLookback[1]) and (mme9 > mme20); + bRompBaixa := (dist20200 <= DistanciaToqueMME20) and (Close < mma200) and (Close <= fundoLookback[1]) and (mme9 < mme20); + + bConfCompra := (not UsarConfirmacaoCandle) or (Close > High[1]); + bConfVenda := (not UsarConfirmacaoCandle) or (Close < Low[1]); + + if bLequeAlta or bPullbackCompra or bRompAlta then + iAlta := iAlta + 1 + else + iAlta := 0; + + if bLequeBaixa or bPullbackVenda or bRompBaixa then + iBaixa := iBaixa + 1 + else + iBaixa := 0; + + bCompra := false; + bVenda := false; + + if ModoEstrategia = 1 then + begin + bCompra := bLequeAlta and (not bCompressao) and (distPreco20 <= DistanciaMaximaPrecoMME20) and (iAlta >= MinBarrasConfirmacao); + bVenda := bLequeBaixa and (not bCompressao) and (distPreco20 <= DistanciaMaximaPrecoMME20) and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 2 then + begin + bCompra := bPullbackCompra and bConfCompra; + bVenda := bPullbackVenda and bConfVenda; + end + else if ModoEstrategia = 3 then + begin + bCompra := bRompAlta and (iAlta >= ConfirmacoesRompimento); + bVenda := bRompBaixa and (iBaixa >= ConfirmacoesRompimento); + end + else if ModoEstrategia = 4 then + begin + bCompra := (not bCompressao) and bLequeAlta and (slope200 >= 0) and (iAlta >= MinBarrasConfirmacao); + bVenda := (not bCompressao) and bLequeBaixa and (slope200 <= 0) and (iBaixa >= MinBarrasConfirmacao); + end + else + begin + bCompra := (bPullbackCompra or bRompAlta) and (not bCompressao) and bConfCompra; + bVenda := (bPullbackVenda or bRompBaixa) and (not bCompressao) and bConfVenda; + end; + + if IsBought or IsSold then + iBarrasPosicao := iBarrasPosicao + 1 + else + iBarrasPosicao := 0; + + if (not IsBought) and (not IsSold) then + begin + if bCompra then + BuyAtMarket + else if bVenda then + SellShortAtMarket; + end; + + bSaidaOCOCompra := false; + bSaidaOCOVenda := false; + + if IsBought and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada - StopLossPontos; + fAlvoAtual := fPrecoEntrada + TakeProfitPontos; + bSaidaOCOCompra := UsarOCO and ((Low <= fStopAtual) or (High >= fAlvoAtual)); + end; + + if IsSold and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada + StopLossPontos; + fAlvoAtual := fPrecoEntrada - TakeProfitPontos; + bSaidaOCOVenda := UsarOCO and ((High >= fStopAtual) or (Low <= fAlvoAtual)); + end; + + if IsBought and ( + bCompressao + or (Close < mme20) + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOCompra + ) then + ClosePosition; + + if IsSold and ( + bCompressao + or (Close > mme20) + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOVenda + ) then + ClosePosition; + + if (not bEstavaPosicionado) and IsBought then + fPrecoEntrada := Close; + + if (not bEstavaPosicionado) and IsSold then + fPrecoEntrada := Close; + + bEstavaPosicionado := IsBought or IsSold; +end; diff --git a/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v47_hibrido.txt b/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v47_hibrido.txt new file mode 100644 index 0000000..666c803 --- /dev/null +++ b/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v47_hibrido.txt @@ -0,0 +1,168 @@ +{ + Estrategia: robo_medias_v47_hibrido + Autor: Wesley + Descricao: Combinacao de pullback e rompimento com filtro de compressao. +} + +input + ModoEstrategia(5); + DistanciaMinimaLequePontos(45); + DistanciaCompressao20x200(100); + DistanciaMaximaPrecoMME20(270); + DistanciaToqueMME20(65); + MinBarrasConfirmacao(1); + ConfirmacoesRompimento(2); + UsarConfirmacaoCandle(true); + UsarOCO(true); + StopLossPontos(165); + TakeProfitPontos(264); + UsarSaidaPorTempo(true); + MaxBarrasPosicao(11); + +var + mme9, mme20, mma50, mma200 : float; + slope20, slope50, slope200 : float; + dist920, dist2050, dist20200, distPreco20 : float; + topoLookback, fundoLookback : float; + iAlta, iBaixa, iBarrasPosicao : integer; + bCompressao, bLequeAlta, bLequeBaixa : boolean; + bPullbackCompra, bPullbackVenda : boolean; + bRompAlta, bRompBaixa : boolean; + bCompra, bVenda, bConfCompra, bConfVenda : boolean; + bEstavaPosicionado, bSaidaOCOCompra, bSaidaOCOVenda : boolean; + fPrecoEntrada, fStopAtual, fAlvoAtual : float; + +begin + mme9 := MediaExp(9, Close); + mme20 := MediaExp(20, Close); + mma50 := Media(50, Close); + mma200 := Media(200, Close); + + slope20 := mme20 - mme20[1]; + slope50 := mma50 - mma50[1]; + slope200 := mma200 - mma200[1]; + + dist920 := Abs(mme9 - mme20); + dist2050 := Abs(mme20 - mma50); + dist20200 := Abs(mme20 - mma200); + distPreco20 := Abs(Close - mme20); + + topoLookback := Highest(High, 12); + fundoLookback := Lowest(Low, 12); + + bCompressao := dist20200 <= DistanciaCompressao20x200; + + bLequeAlta := (Close > mme9) and (mme9 > mme20) and (mme20 > mma50) and (mma50 > mma200) + and (slope20 > 0) and (slope50 > 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos); + + bLequeBaixa := (Close < mme9) and (mme9 < mme20) and (mme20 < mma50) and (mma50 < mma200) + and (slope20 < 0) and (slope50 < 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos); + + bPullbackCompra := (not bCompressao) and (mma50 > mma200) and (slope20 > 0) + and (Abs(Low - mme20) <= DistanciaToqueMME20) and (Close > mme20); + bPullbackVenda := (not bCompressao) and (mma50 < mma200) and (slope20 < 0) + and (Abs(High - mme20) <= DistanciaToqueMME20) and (Close < mme20); + + bRompAlta := (dist20200 <= DistanciaToqueMME20) and (Close > mma200) and (Close >= topoLookback[1]) and (mme9 > mme20); + bRompBaixa := (dist20200 <= DistanciaToqueMME20) and (Close < mma200) and (Close <= fundoLookback[1]) and (mme9 < mme20); + + bConfCompra := (not UsarConfirmacaoCandle) or (Close > High[1]); + bConfVenda := (not UsarConfirmacaoCandle) or (Close < Low[1]); + + if bLequeAlta or bPullbackCompra or bRompAlta then + iAlta := iAlta + 1 + else + iAlta := 0; + + if bLequeBaixa or bPullbackVenda or bRompBaixa then + iBaixa := iBaixa + 1 + else + iBaixa := 0; + + bCompra := false; + bVenda := false; + + if ModoEstrategia = 1 then + begin + bCompra := bLequeAlta and (not bCompressao) and (distPreco20 <= DistanciaMaximaPrecoMME20) and (iAlta >= MinBarrasConfirmacao); + bVenda := bLequeBaixa and (not bCompressao) and (distPreco20 <= DistanciaMaximaPrecoMME20) and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 2 then + begin + bCompra := bPullbackCompra and bConfCompra; + bVenda := bPullbackVenda and bConfVenda; + end + else if ModoEstrategia = 3 then + begin + bCompra := bRompAlta and (iAlta >= ConfirmacoesRompimento); + bVenda := bRompBaixa and (iBaixa >= ConfirmacoesRompimento); + end + else if ModoEstrategia = 4 then + begin + bCompra := (not bCompressao) and bLequeAlta and (slope200 >= 0) and (iAlta >= MinBarrasConfirmacao); + bVenda := (not bCompressao) and bLequeBaixa and (slope200 <= 0) and (iBaixa >= MinBarrasConfirmacao); + end + else + begin + bCompra := (bPullbackCompra or bRompAlta) and (not bCompressao) and bConfCompra; + bVenda := (bPullbackVenda or bRompBaixa) and (not bCompressao) and bConfVenda; + end; + + if IsBought or IsSold then + iBarrasPosicao := iBarrasPosicao + 1 + else + iBarrasPosicao := 0; + + if (not IsBought) and (not IsSold) then + begin + if bCompra then + BuyAtMarket + else if bVenda then + SellShortAtMarket; + end; + + bSaidaOCOCompra := false; + bSaidaOCOVenda := false; + + if IsBought and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada - StopLossPontos; + fAlvoAtual := fPrecoEntrada + TakeProfitPontos; + bSaidaOCOCompra := UsarOCO and ((Low <= fStopAtual) or (High >= fAlvoAtual)); + end; + + if IsSold and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada + StopLossPontos; + fAlvoAtual := fPrecoEntrada - TakeProfitPontos; + bSaidaOCOVenda := UsarOCO and ((High >= fStopAtual) or (Low <= fAlvoAtual)); + end; + + if IsBought and ( + bCompressao + or (Close < mme20) + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOCompra + ) then + ClosePosition; + + if IsSold and ( + bCompressao + or (Close > mme20) + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOVenda + ) then + ClosePosition; + + if (not bEstavaPosicionado) and IsBought then + fPrecoEntrada := Close; + + if (not bEstavaPosicionado) and IsSold then + fPrecoEntrada := Close; + + bEstavaPosicionado := IsBought or IsSold; +end; diff --git a/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v48_hibrido.txt b/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v48_hibrido.txt new file mode 100644 index 0000000..7d29563 --- /dev/null +++ b/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v48_hibrido.txt @@ -0,0 +1,168 @@ +{ + Estrategia: robo_medias_v48_hibrido + Autor: Wesley + Descricao: Combinacao de pullback e rompimento com filtro de compressao. +} + +input + ModoEstrategia(5); + DistanciaMinimaLequePontos(30); + DistanciaCompressao20x200(110); + DistanciaMaximaPrecoMME20(300); + DistanciaToqueMME20(35); + MinBarrasConfirmacao(2); + ConfirmacoesRompimento(1); + UsarConfirmacaoCandle(true); + UsarOCO(true); + StopLossPontos(180); + TakeProfitPontos(306); + UsarSaidaPorTempo(true); + MaxBarrasPosicao(12); + +var + mme9, mme20, mma50, mma200 : float; + slope20, slope50, slope200 : float; + dist920, dist2050, dist20200, distPreco20 : float; + topoLookback, fundoLookback : float; + iAlta, iBaixa, iBarrasPosicao : integer; + bCompressao, bLequeAlta, bLequeBaixa : boolean; + bPullbackCompra, bPullbackVenda : boolean; + bRompAlta, bRompBaixa : boolean; + bCompra, bVenda, bConfCompra, bConfVenda : boolean; + bEstavaPosicionado, bSaidaOCOCompra, bSaidaOCOVenda : boolean; + fPrecoEntrada, fStopAtual, fAlvoAtual : float; + +begin + mme9 := MediaExp(9, Close); + mme20 := MediaExp(20, Close); + mma50 := Media(50, Close); + mma200 := Media(200, Close); + + slope20 := mme20 - mme20[1]; + slope50 := mma50 - mma50[1]; + slope200 := mma200 - mma200[1]; + + dist920 := Abs(mme9 - mme20); + dist2050 := Abs(mme20 - mma50); + dist20200 := Abs(mme20 - mma200); + distPreco20 := Abs(Close - mme20); + + topoLookback := Highest(High, 12); + fundoLookback := Lowest(Low, 12); + + bCompressao := dist20200 <= DistanciaCompressao20x200; + + bLequeAlta := (Close > mme9) and (mme9 > mme20) and (mme20 > mma50) and (mma50 > mma200) + and (slope20 > 0) and (slope50 > 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos); + + bLequeBaixa := (Close < mme9) and (mme9 < mme20) and (mme20 < mma50) and (mma50 < mma200) + and (slope20 < 0) and (slope50 < 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos); + + bPullbackCompra := (not bCompressao) and (mma50 > mma200) and (slope20 > 0) + and (Abs(Low - mme20) <= DistanciaToqueMME20) and (Close > mme20); + bPullbackVenda := (not bCompressao) and (mma50 < mma200) and (slope20 < 0) + and (Abs(High - mme20) <= DistanciaToqueMME20) and (Close < mme20); + + bRompAlta := (dist20200 <= DistanciaToqueMME20) and (Close > mma200) and (Close >= topoLookback[1]) and (mme9 > mme20); + bRompBaixa := (dist20200 <= DistanciaToqueMME20) and (Close < mma200) and (Close <= fundoLookback[1]) and (mme9 < mme20); + + bConfCompra := (not UsarConfirmacaoCandle) or (Close > High[1]); + bConfVenda := (not UsarConfirmacaoCandle) or (Close < Low[1]); + + if bLequeAlta or bPullbackCompra or bRompAlta then + iAlta := iAlta + 1 + else + iAlta := 0; + + if bLequeBaixa or bPullbackVenda or bRompBaixa then + iBaixa := iBaixa + 1 + else + iBaixa := 0; + + bCompra := false; + bVenda := false; + + if ModoEstrategia = 1 then + begin + bCompra := bLequeAlta and (not bCompressao) and (distPreco20 <= DistanciaMaximaPrecoMME20) and (iAlta >= MinBarrasConfirmacao); + bVenda := bLequeBaixa and (not bCompressao) and (distPreco20 <= DistanciaMaximaPrecoMME20) and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 2 then + begin + bCompra := bPullbackCompra and bConfCompra; + bVenda := bPullbackVenda and bConfVenda; + end + else if ModoEstrategia = 3 then + begin + bCompra := bRompAlta and (iAlta >= ConfirmacoesRompimento); + bVenda := bRompBaixa and (iBaixa >= ConfirmacoesRompimento); + end + else if ModoEstrategia = 4 then + begin + bCompra := (not bCompressao) and bLequeAlta and (slope200 >= 0) and (iAlta >= MinBarrasConfirmacao); + bVenda := (not bCompressao) and bLequeBaixa and (slope200 <= 0) and (iBaixa >= MinBarrasConfirmacao); + end + else + begin + bCompra := (bPullbackCompra or bRompAlta) and (not bCompressao) and bConfCompra; + bVenda := (bPullbackVenda or bRompBaixa) and (not bCompressao) and bConfVenda; + end; + + if IsBought or IsSold then + iBarrasPosicao := iBarrasPosicao + 1 + else + iBarrasPosicao := 0; + + if (not IsBought) and (not IsSold) then + begin + if bCompra then + BuyAtMarket + else if bVenda then + SellShortAtMarket; + end; + + bSaidaOCOCompra := false; + bSaidaOCOVenda := false; + + if IsBought and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada - StopLossPontos; + fAlvoAtual := fPrecoEntrada + TakeProfitPontos; + bSaidaOCOCompra := UsarOCO and ((Low <= fStopAtual) or (High >= fAlvoAtual)); + end; + + if IsSold and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada + StopLossPontos; + fAlvoAtual := fPrecoEntrada - TakeProfitPontos; + bSaidaOCOVenda := UsarOCO and ((High >= fStopAtual) or (Low <= fAlvoAtual)); + end; + + if IsBought and ( + bCompressao + or (Close < mme20) + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOCompra + ) then + ClosePosition; + + if IsSold and ( + bCompressao + or (Close > mme20) + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOVenda + ) then + ClosePosition; + + if (not bEstavaPosicionado) and IsBought then + fPrecoEntrada := Close; + + if (not bEstavaPosicionado) and IsSold then + fPrecoEntrada := Close; + + bEstavaPosicionado := IsBought or IsSold; +end; diff --git a/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v49_hibrido.txt b/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v49_hibrido.txt new file mode 100644 index 0000000..29282e1 --- /dev/null +++ b/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v49_hibrido.txt @@ -0,0 +1,168 @@ +{ + Estrategia: robo_medias_v49_hibrido + Autor: Wesley + Descricao: Combinacao de pullback e rompimento com filtro de compressao. +} + +input + ModoEstrategia(5); + DistanciaMinimaLequePontos(35); + DistanciaCompressao20x200(70); + DistanciaMaximaPrecoMME20(180); + DistanciaToqueMME20(45); + MinBarrasConfirmacao(3); + ConfirmacoesRompimento(2); + UsarConfirmacaoCandle(true); + UsarOCO(true); + StopLossPontos(195); + TakeProfitPontos(351); + UsarSaidaPorTempo(true); + MaxBarrasPosicao(13); + +var + mme9, mme20, mma50, mma200 : float; + slope20, slope50, slope200 : float; + dist920, dist2050, dist20200, distPreco20 : float; + topoLookback, fundoLookback : float; + iAlta, iBaixa, iBarrasPosicao : integer; + bCompressao, bLequeAlta, bLequeBaixa : boolean; + bPullbackCompra, bPullbackVenda : boolean; + bRompAlta, bRompBaixa : boolean; + bCompra, bVenda, bConfCompra, bConfVenda : boolean; + bEstavaPosicionado, bSaidaOCOCompra, bSaidaOCOVenda : boolean; + fPrecoEntrada, fStopAtual, fAlvoAtual : float; + +begin + mme9 := MediaExp(9, Close); + mme20 := MediaExp(20, Close); + mma50 := Media(50, Close); + mma200 := Media(200, Close); + + slope20 := mme20 - mme20[1]; + slope50 := mma50 - mma50[1]; + slope200 := mma200 - mma200[1]; + + dist920 := Abs(mme9 - mme20); + dist2050 := Abs(mme20 - mma50); + dist20200 := Abs(mme20 - mma200); + distPreco20 := Abs(Close - mme20); + + topoLookback := Highest(High, 12); + fundoLookback := Lowest(Low, 12); + + bCompressao := dist20200 <= DistanciaCompressao20x200; + + bLequeAlta := (Close > mme9) and (mme9 > mme20) and (mme20 > mma50) and (mma50 > mma200) + and (slope20 > 0) and (slope50 > 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos); + + bLequeBaixa := (Close < mme9) and (mme9 < mme20) and (mme20 < mma50) and (mma50 < mma200) + and (slope20 < 0) and (slope50 < 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos); + + bPullbackCompra := (not bCompressao) and (mma50 > mma200) and (slope20 > 0) + and (Abs(Low - mme20) <= DistanciaToqueMME20) and (Close > mme20); + bPullbackVenda := (not bCompressao) and (mma50 < mma200) and (slope20 < 0) + and (Abs(High - mme20) <= DistanciaToqueMME20) and (Close < mme20); + + bRompAlta := (dist20200 <= DistanciaToqueMME20) and (Close > mma200) and (Close >= topoLookback[1]) and (mme9 > mme20); + bRompBaixa := (dist20200 <= DistanciaToqueMME20) and (Close < mma200) and (Close <= fundoLookback[1]) and (mme9 < mme20); + + bConfCompra := (not UsarConfirmacaoCandle) or (Close > High[1]); + bConfVenda := (not UsarConfirmacaoCandle) or (Close < Low[1]); + + if bLequeAlta or bPullbackCompra or bRompAlta then + iAlta := iAlta + 1 + else + iAlta := 0; + + if bLequeBaixa or bPullbackVenda or bRompBaixa then + iBaixa := iBaixa + 1 + else + iBaixa := 0; + + bCompra := false; + bVenda := false; + + if ModoEstrategia = 1 then + begin + bCompra := bLequeAlta and (not bCompressao) and (distPreco20 <= DistanciaMaximaPrecoMME20) and (iAlta >= MinBarrasConfirmacao); + bVenda := bLequeBaixa and (not bCompressao) and (distPreco20 <= DistanciaMaximaPrecoMME20) and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 2 then + begin + bCompra := bPullbackCompra and bConfCompra; + bVenda := bPullbackVenda and bConfVenda; + end + else if ModoEstrategia = 3 then + begin + bCompra := bRompAlta and (iAlta >= ConfirmacoesRompimento); + bVenda := bRompBaixa and (iBaixa >= ConfirmacoesRompimento); + end + else if ModoEstrategia = 4 then + begin + bCompra := (not bCompressao) and bLequeAlta and (slope200 >= 0) and (iAlta >= MinBarrasConfirmacao); + bVenda := (not bCompressao) and bLequeBaixa and (slope200 <= 0) and (iBaixa >= MinBarrasConfirmacao); + end + else + begin + bCompra := (bPullbackCompra or bRompAlta) and (not bCompressao) and bConfCompra; + bVenda := (bPullbackVenda or bRompBaixa) and (not bCompressao) and bConfVenda; + end; + + if IsBought or IsSold then + iBarrasPosicao := iBarrasPosicao + 1 + else + iBarrasPosicao := 0; + + if (not IsBought) and (not IsSold) then + begin + if bCompra then + BuyAtMarket + else if bVenda then + SellShortAtMarket; + end; + + bSaidaOCOCompra := false; + bSaidaOCOVenda := false; + + if IsBought and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada - StopLossPontos; + fAlvoAtual := fPrecoEntrada + TakeProfitPontos; + bSaidaOCOCompra := UsarOCO and ((Low <= fStopAtual) or (High >= fAlvoAtual)); + end; + + if IsSold and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada + StopLossPontos; + fAlvoAtual := fPrecoEntrada - TakeProfitPontos; + bSaidaOCOVenda := UsarOCO and ((High >= fStopAtual) or (Low <= fAlvoAtual)); + end; + + if IsBought and ( + bCompressao + or (Close < mme20) + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOCompra + ) then + ClosePosition; + + if IsSold and ( + bCompressao + or (Close > mme20) + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOVenda + ) then + ClosePosition; + + if (not bEstavaPosicionado) and IsBought then + fPrecoEntrada := Close; + + if (not bEstavaPosicionado) and IsSold then + fPrecoEntrada := Close; + + bEstavaPosicionado := IsBought or IsSold; +end; diff --git a/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v4_filtro_compressao_direcional.txt b/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v4_filtro_compressao_direcional.txt new file mode 100644 index 0000000..45f13be --- /dev/null +++ b/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v4_filtro_compressao_direcional.txt @@ -0,0 +1,117 @@ +{ + Estrategia: robo_medias_v4_filtro_compressao_direcional + Autor: Wesley + Descricao: Bloqueia operacao quando MME20 e MMA200 estao comprimidas e libera apenas com direcionalidade. +} + +input + DistanciaCompressao20x200(90.0); + DistanciaMinimaLequePontos(35.0); + MinBarrasDirecional(2); + UsarOCO(true); + StopLossPontos(150.0); + TakeProfitPontos(300.0); + UsarSaidaPorTempo(true); + MaxBarrasPosicao(10); + +var + mme9, mme20, mma50, mma200 : float; + dist20200, dist920, dist2050 : float; + slope20, slope50, slope200 : float; + iBarrasAlta, iBarrasBaixa, iBarrasPosicao : integer; + bCompressao, bDirecionalAlta, bDirecionalBaixa : boolean; + bEstavaPosicionado, bSaidaOCOCompra, bSaidaOCOVenda : boolean; + fPrecoEntrada, fStopAtual, fAlvoAtual : float; + +begin + mme9 := MediaExp(9, Close); + mme20 := MediaExp(20, Close); + mma50 := Media(50, Close); + mma200 := Media(200, Close); + + dist20200 := Abs(mme20 - mma200); + dist920 := Abs(mme9 - mme20); + dist2050 := Abs(mme20 - mma50); + + slope20 := mme20 - mme20[1]; + slope50 := mma50 - mma50[1]; + slope200 := mma200 - mma200[1]; + + bCompressao := dist20200 <= DistanciaCompressao20x200; + + bDirecionalAlta := (not bCompressao) + and (Close > mme20) and (mme20 > mma50) and (mma50 > mma200) + and (slope20 > 0) and (slope50 > 0) and (slope200 >= 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos); + + bDirecionalBaixa := (not bCompressao) + and (Close < mme20) and (mme20 < mma50) and (mma50 < mma200) + and (slope20 < 0) and (slope50 < 0) and (slope200 <= 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos); + + if bDirecionalAlta then + iBarrasAlta := iBarrasAlta + 1 + else + iBarrasAlta := 0; + + if bDirecionalBaixa then + iBarrasBaixa := iBarrasBaixa + 1 + else + iBarrasBaixa := 0; + + if IsBought or IsSold then + iBarrasPosicao := iBarrasPosicao + 1 + else + iBarrasPosicao := 0; + + if (not IsBought) and (not IsSold) then + begin + if iBarrasAlta >= MinBarrasDirecional then + BuyAtMarket + else if iBarrasBaixa >= MinBarrasDirecional then + SellShortAtMarket; + end; + + bSaidaOCOCompra := false; + bSaidaOCOVenda := false; + + if IsBought and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada - StopLossPontos; + fAlvoAtual := fPrecoEntrada + TakeProfitPontos; + bSaidaOCOCompra := UsarOCO and ((Low <= fStopAtual) or (High >= fAlvoAtual)); + end; + + if IsSold and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada + StopLossPontos; + fAlvoAtual := fPrecoEntrada - TakeProfitPontos; + bSaidaOCOVenda := UsarOCO and ((High >= fStopAtual) or (Low <= fAlvoAtual)); + end; + + if IsBought and ( + bCompressao + or (Close < mme20) + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOCompra + ) then + ClosePosition; + + if IsSold and ( + bCompressao + or (Close > mme20) + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOVenda + ) then + ClosePosition; + + if (not bEstavaPosicionado) and IsBought then + fPrecoEntrada := Close; + + if (not bEstavaPosicionado) and IsSold then + fPrecoEntrada := Close; + + bEstavaPosicionado := IsBought or IsSold; +end; diff --git a/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v50_hibrido.txt b/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v50_hibrido.txt new file mode 100644 index 0000000..1e75b48 --- /dev/null +++ b/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v50_hibrido.txt @@ -0,0 +1,168 @@ +{ + Estrategia: robo_medias_v50_hibrido + Autor: Wesley + Descricao: Combinacao de pullback e rompimento com filtro de compressao. +} + +input + ModoEstrategia(5); + DistanciaMinimaLequePontos(40); + DistanciaCompressao20x200(80); + DistanciaMaximaPrecoMME20(210); + DistanciaToqueMME20(55); + MinBarrasConfirmacao(1); + ConfirmacoesRompimento(1); + UsarConfirmacaoCandle(true); + UsarOCO(true); + StopLossPontos(210); + TakeProfitPontos(336); + UsarSaidaPorTempo(true); + MaxBarrasPosicao(8); + +var + mme9, mme20, mma50, mma200 : float; + slope20, slope50, slope200 : float; + dist920, dist2050, dist20200, distPreco20 : float; + topoLookback, fundoLookback : float; + iAlta, iBaixa, iBarrasPosicao : integer; + bCompressao, bLequeAlta, bLequeBaixa : boolean; + bPullbackCompra, bPullbackVenda : boolean; + bRompAlta, bRompBaixa : boolean; + bCompra, bVenda, bConfCompra, bConfVenda : boolean; + bEstavaPosicionado, bSaidaOCOCompra, bSaidaOCOVenda : boolean; + fPrecoEntrada, fStopAtual, fAlvoAtual : float; + +begin + mme9 := MediaExp(9, Close); + mme20 := MediaExp(20, Close); + mma50 := Media(50, Close); + mma200 := Media(200, Close); + + slope20 := mme20 - mme20[1]; + slope50 := mma50 - mma50[1]; + slope200 := mma200 - mma200[1]; + + dist920 := Abs(mme9 - mme20); + dist2050 := Abs(mme20 - mma50); + dist20200 := Abs(mme20 - mma200); + distPreco20 := Abs(Close - mme20); + + topoLookback := Highest(High, 12); + fundoLookback := Lowest(Low, 12); + + bCompressao := dist20200 <= DistanciaCompressao20x200; + + bLequeAlta := (Close > mme9) and (mme9 > mme20) and (mme20 > mma50) and (mma50 > mma200) + and (slope20 > 0) and (slope50 > 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos); + + bLequeBaixa := (Close < mme9) and (mme9 < mme20) and (mme20 < mma50) and (mma50 < mma200) + and (slope20 < 0) and (slope50 < 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos); + + bPullbackCompra := (not bCompressao) and (mma50 > mma200) and (slope20 > 0) + and (Abs(Low - mme20) <= DistanciaToqueMME20) and (Close > mme20); + bPullbackVenda := (not bCompressao) and (mma50 < mma200) and (slope20 < 0) + and (Abs(High - mme20) <= DistanciaToqueMME20) and (Close < mme20); + + bRompAlta := (dist20200 <= DistanciaToqueMME20) and (Close > mma200) and (Close >= topoLookback[1]) and (mme9 > mme20); + bRompBaixa := (dist20200 <= DistanciaToqueMME20) and (Close < mma200) and (Close <= fundoLookback[1]) and (mme9 < mme20); + + bConfCompra := (not UsarConfirmacaoCandle) or (Close > High[1]); + bConfVenda := (not UsarConfirmacaoCandle) or (Close < Low[1]); + + if bLequeAlta or bPullbackCompra or bRompAlta then + iAlta := iAlta + 1 + else + iAlta := 0; + + if bLequeBaixa or bPullbackVenda or bRompBaixa then + iBaixa := iBaixa + 1 + else + iBaixa := 0; + + bCompra := false; + bVenda := false; + + if ModoEstrategia = 1 then + begin + bCompra := bLequeAlta and (not bCompressao) and (distPreco20 <= DistanciaMaximaPrecoMME20) and (iAlta >= MinBarrasConfirmacao); + bVenda := bLequeBaixa and (not bCompressao) and (distPreco20 <= DistanciaMaximaPrecoMME20) and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 2 then + begin + bCompra := bPullbackCompra and bConfCompra; + bVenda := bPullbackVenda and bConfVenda; + end + else if ModoEstrategia = 3 then + begin + bCompra := bRompAlta and (iAlta >= ConfirmacoesRompimento); + bVenda := bRompBaixa and (iBaixa >= ConfirmacoesRompimento); + end + else if ModoEstrategia = 4 then + begin + bCompra := (not bCompressao) and bLequeAlta and (slope200 >= 0) and (iAlta >= MinBarrasConfirmacao); + bVenda := (not bCompressao) and bLequeBaixa and (slope200 <= 0) and (iBaixa >= MinBarrasConfirmacao); + end + else + begin + bCompra := (bPullbackCompra or bRompAlta) and (not bCompressao) and bConfCompra; + bVenda := (bPullbackVenda or bRompBaixa) and (not bCompressao) and bConfVenda; + end; + + if IsBought or IsSold then + iBarrasPosicao := iBarrasPosicao + 1 + else + iBarrasPosicao := 0; + + if (not IsBought) and (not IsSold) then + begin + if bCompra then + BuyAtMarket + else if bVenda then + SellShortAtMarket; + end; + + bSaidaOCOCompra := false; + bSaidaOCOVenda := false; + + if IsBought and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada - StopLossPontos; + fAlvoAtual := fPrecoEntrada + TakeProfitPontos; + bSaidaOCOCompra := UsarOCO and ((Low <= fStopAtual) or (High >= fAlvoAtual)); + end; + + if IsSold and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada + StopLossPontos; + fAlvoAtual := fPrecoEntrada - TakeProfitPontos; + bSaidaOCOVenda := UsarOCO and ((High >= fStopAtual) or (Low <= fAlvoAtual)); + end; + + if IsBought and ( + bCompressao + or (Close < mme20) + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOCompra + ) then + ClosePosition; + + if IsSold and ( + bCompressao + or (Close > mme20) + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOVenda + ) then + ClosePosition; + + if (not bEstavaPosicionado) and IsBought then + fPrecoEntrada := Close; + + if (not bEstavaPosicionado) and IsSold then + fPrecoEntrada := Close; + + bEstavaPosicionado := IsBought or IsSold; +end; diff --git a/estudo_teorias/plataformas_corretoras.txt b/estudo_teorias/plataformas_corretoras.txt new file mode 100644 index 0000000..8ec1909 --- /dev/null +++ b/estudo_teorias/plataformas_corretoras.txt @@ -0,0 +1,206 @@ +PLATAFORMAS E CORRETORAS - GUIA IMPARCIAL (B3 AGORA, INTERNACIONAL DEPOIS) + +Objetivo +- Separar claramente o que é plataforma e o que é corretora. +- Mapear qual corretora oferece qual plataforma para uso de robô. +- Fase 1: B3 agora. Fase 2: internacional depois. + +================================================== +1) O QUE É PLATAFORMA vs O QUE É CORRETORA +================================================== + +Plataforma (software de análise/execução/automação) +- Profit +- MetaTrader +- TradingView + +Corretora / exchange (intermedia a execução no mercado) +- Toro +- XP +- Avenue +- Tickmill +- Binance (exchange de cripto, papel equivalente a corretora no ecossistema cripto) + +================================================== +2) MAPA PRÁTICO: CORRETORA -> PLATAFORMA PARA ROBÔ +================================================== + +Observação importante +- Integrações e planos podem mudar por contrato, perfil e data. +- Sempre confirmar no comercial/suporte antes de decidir. + +Toro (B3) +- Plataforma própria/app: SIM. +- Profit: pode existir via parceria/plano (confirmar disponibilidade e custo). +- MetaTrader: não é o fluxo padrão para B3 na corretora. +- TradingView com execução direta: depende de integração vigente (confirmar). + +XP (B3) +- Plataforma própria/app: SIM. +- Profit: normalmente disponível por plano/parceria (confirmar pacote e custo). +- MetaTrader: não é o fluxo padrão para B3. +- TradingView com execução direta: depende de integração vigente (confirmar). + +Avenue (internacional) +- Plataforma própria/app: SIM. +- Profit: não é a integração padrão. +- MetaTrader: não é o fluxo padrão. +- TradingView com execução direta: depende de integrações vigentes (confirmar). + +Tickmill (internacional/forex/CFD) +- MetaTrader (MT4/MT5): normalmente SIM (fluxo principal). +- Plataforma própria/web: pode existir. +- Profit: não é integração padrão. +- TradingView com execução direta: depende de integração vigente (confirmar). + +Binance (cripto) +- Plataforma própria (web/app): SIM. +- API para robô: SIM. +- TradingView (gráfico/alerta): normalmente SIM para análise; execução por robô costuma usar API. +- Profit / MetaTrader: não é o fluxo principal no ambiente Binance. + +================================================== +3) TOP 5 OPÇÕES - B3 +================================================== + +Observação +- Lista de opções práticas para comparar (não é ranking absoluto). +- A melhor escolha depende de custo efetivo real, execução e integração do seu robô. + +Top 5 (B3) +1) XP + Profit +- Forte em ecossistema B3 e uso com automação no ambiente Profit (validar pacote/plano). + +2) Toro + Profit +- Opção local B3 com potencial de pacote competitivo (validar integração e custo final). + +3) BTG Pactual + Profit +- Opção usada por traders B3, com boa estrutura de execução (validar custos e perfil). + +4) Clear + Profit +- Opção focada em trader ativo na B3 (validar política atual de custos/plataforma). + +5) Rico + Profit +- Opção de varejo B3 com possibilidade de integração/plano (validar condições vigentes). + +================================================== +4) TOP 5 OPÇÕES - INTERNACIONAL +================================================== + +Observação +- Lista de opções para internacional por perfis diferentes (ações globais, cripto, forex/CFD). + +Top 5 (Internacional) +1) Interactive Brokers (IBKR) + plataforma própria/API +- Forte para multiativos globais e automação via API. + +2) Avenue + plataforma própria +- Foco em acesso internacional para ações/ETFs, com experiência simplificada. + +3) Binance + API (e TradingView para análise) +- Forte para cripto e automação 24/7 com API. + +4) Tickmill + MetaTrader (MT4/MT5) +- Forte para forex/CFD com ecossistema MetaTrader. + +5) Tastytrade + plataforma própria +- Opção relevante para derivativos e ações nos EUA (validar aderência ao seu estilo). + +================================================== +5) LEITURA POR FASE (SEU PLANO) +================================================== + +Fase 1 - B3 (agora) +- Escolher uma corretora B3 com boa execução e custo total competitivo. +- Escolher plataforma com melhor aderência ao seu robô atual. +- Se objetivo é menor atrito de implantação, manter stack já validada pode reduzir tempo de migração. + +Fase 2 - Internacional (depois) +- Definir primeiro o mercado alvo (ações globais, cripto ou forex/CFD). +- Depois escolher corretora + plataforma desse mercado. +- Migrar robô com validação nova de risco, custo e execução. + +================================================== +6) CHECKLIST DE DECISÃO (IMPARCIAL) +================================================== + +1) Custo total por 100 operações (corretagem + taxas + plataforma). +2) Estabilidade real de execução (rejeição, slippage, latência prática). +3) Compatibilidade técnica com o robô (linguagem/API/ordens). +4) Qualidade de suporte em incidente operacional. +5) Facilidade de escala (mais contas, mais ativos, mais contratos). + +Regra final +- Não existe “melhor” universal. +- Existe a melhor combinação para o seu mercado-alvo, seu robô e seu custo efetivo real. + +================================================== +7) COMO DESCOBRIR O CUSTO TOTAL DE CADA CORRETORA +================================================== + +Objetivo +- Comparar corretoras no mesmo padrão para achar custo real (não só taxa anunciada). + +Dados que você deve pedir para cada corretora (mesmo formato) +1) Corretagem +- Por ordem, por contrato ou pacote mensal. +- Regra de isenção/desconto e validade da promoção. + +2) Taxas de mercado +- Emolumentos e taxas B3 (o que é repassado e o que está incluso). + +3) Plataforma +- Custo do Profit (ou outra plataforma): mensalidade, isenção por volume, pacote trader. + +4) Custos indiretos +- Slippage médio estimado. +- Taxas extras operacionais (se houver). + +5) Benefícios operacionais +- Qualidade e velocidade do suporte. +- Estabilidade de execução em horários críticos. +- Integração para automação/API. + +Fórmula prática de comparação +- CustoTotalMensal = Corretagem + TaxasMercado + Plataforma + CustosFixos + SlippageEstimado + +Como comparar de forma justa +- Use a mesma base para todas: 100 operações/mês, mesmo ativo e mesmo número médio de contratos. +- Faça teste de 2 a 4 semanas para validar execução real. + +Sinais de alerta +- Promoção sem clareza de prazo/regra. +- Custo de plataforma “oculto” no pacote. +- Suporte lento para problema de ordem/robô. + +================================================== +8) PLANILHA-MODELO (PREENCHER) +================================================== + +Campos +- Corretora +- Mercado (B3 / Internacional) +- Corretagem mensal estimada (R$) +- Taxas de mercado estimadas (R$) +- Plataforma mensal (R$) +- Custos fixos extras (R$) +- Slippage estimado (R$) +- Custo total mensal (R$) +- Benefícios (suporte, estabilidade, automação) +- Observações + +Tabela (exemplo de preenchimento) +Corretora | Mercado | Corretagem | Taxas | Plataforma | Fixos | Slippage | Custo Total | Benefícios | Observações +XP | B3 | | | | | | | | +Toro | B3 | | | | | | | | +BTG Pactual | B3 | | | | | | | | +Clear | B3 | | | | | | | | +Rico | B3 | | | | | | | | +IBKR | Internacional | | | | | | | | +Avenue | Internacional | | | | | | | | +Binance | Internacional | | | | | | | | +Tickmill | Internacional | | | | | | | | +Tastytrade | Internacional | | | | | | | | + +Regra prática de decisão +- Escolha a opção com menor custo total real + execução mais estável + melhor aderência ao seu robô. \ No newline at end of file diff --git a/profit_estudos_cores/marco2026_IFR_top5/mar_IFR_01_v6_60min_saida_hibrida.ntsl.txt b/profit_estudos_cores/marco2026_IFR_top5/mar_IFR_01_v6_60min_saida_hibrida.ntsl.txt index bb8b6f8..2b6582d 100644 --- a/profit_estudos_cores/marco2026_IFR_top5/mar_IFR_01_v6_60min_saida_hibrida.ntsl.txt +++ b/profit_estudos_cores/marco2026_IFR_top5/mar_IFR_01_v6_60min_saida_hibrida.ntsl.txt @@ -18,9 +18,9 @@ var cCompra, cVenda, cSaida, cNeutro : Integer; begin - cCompra := RGB(0, 255, 0); - cVenda := RGB(255, 0, 0); - cSaida := RGB(255, 215, 0); + cCompra := RGB(0, 220, 0); + cVenda := RGB(220, 0, 0); + cSaida := RGB(255, 140, 0); cNeutro := RGB(120, 120, 120); fIFR := IFR(PeriodoIFR); diff --git a/profit_estudos_cores/marco2026_IFR_top5/mar_IFR_03_v45_60min_volume_horario.ntsl.txt b/profit_estudos_cores/marco2026_IFR_top5/mar_IFR_03_v45_60min_volume_horario.ntsl.txt index b745b84..298c5dc 100644 --- a/profit_estudos_cores/marco2026_IFR_top5/mar_IFR_03_v45_60min_volume_horario.ntsl.txt +++ b/profit_estudos_cores/marco2026_IFR_top5/mar_IFR_03_v45_60min_volume_horario.ntsl.txt @@ -22,8 +22,8 @@ var cCompra, cVenda, cSemVolume, cNeutro : Integer; begin - cCompra := RGB(0, 191, 255); - cVenda := RGB(138, 43, 226); + cCompra := RGB(0, 220, 0); + cVenda := RGB(220, 0, 0); cSemVolume := RGB(255, 140, 0); cNeutro := RGB(120, 120, 120); diff --git a/profit_estudos_cores/marco2026_IFR_top5/mar_IFR_04_v6_30min_saida_hibrida.ntsl.txt b/profit_estudos_cores/marco2026_IFR_top5/mar_IFR_04_v6_30min_saida_hibrida.ntsl.txt index 8ca814b..8d2967c 100644 --- a/profit_estudos_cores/marco2026_IFR_top5/mar_IFR_04_v6_30min_saida_hibrida.ntsl.txt +++ b/profit_estudos_cores/marco2026_IFR_top5/mar_IFR_04_v6_30min_saida_hibrida.ntsl.txt @@ -20,7 +20,7 @@ var begin cCompra := RGB(50, 205, 50); cVenda := RGB(255, 99, 71); - cSaida := RGB(255, 215, 0); + cSaida := RGB(255, 140, 0); cNeutro := RGB(120, 120, 120); fIFR := IFR(PeriodoIFR); diff --git a/profit_estudos_cores/marco2026_IFR_top5/mar_IFR_05_v20_30min_assimetrico.ntsl.txt b/profit_estudos_cores/marco2026_IFR_top5/mar_IFR_05_v20_30min_assimetrico.ntsl.txt index f3ff78d..efa79de 100644 --- a/profit_estudos_cores/marco2026_IFR_top5/mar_IFR_05_v20_30min_assimetrico.ntsl.txt +++ b/profit_estudos_cores/marco2026_IFR_top5/mar_IFR_05_v20_30min_assimetrico.ntsl.txt @@ -18,8 +18,8 @@ var cCompra, cVenda, cNeutro : Integer; begin - cCompra := RGB(0, 255, 127); - cVenda := RGB(255, 69, 0); + cCompra := RGB(0, 220, 0); + cVenda := RGB(220, 0, 0); cNeutro := RGB(120, 120, 120); fIFR := IFR(PeriodoIFR); From 4a3774963b4d1390d78c0ea4139536ddf0713cb1 Mon Sep 17 00:00:00 2001 From: Wesley Gomes da Silva Date: Tue, 3 Mar 2026 19:53:40 -0300 Subject: [PATCH 26/28] docs: atualizar diario e ranking de melhores IFR --- .../ranking_melhores_ate_momento.txt | 16 +++++++++++- estudo_teorias/0326_diarioDeBordo.md | 25 ++++++++++++++++++- 2 files changed, 39 insertions(+), 2 deletions(-) diff --git a/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/ranking_melhores_ate_momento.txt b/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/ranking_melhores_ate_momento.txt index 572249e..ca0d557 100644 --- a/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/ranking_melhores_ate_momento.txt +++ b/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/ranking_melhores_ate_momento.txt @@ -67,4 +67,18 @@ CONCLUSÃO PRÁTICA - Melhor robô/timeframe no consolidado: v6 em 60min (saldo +2.315,00). - Melhor período operacional geral: 60min e 30min (únicos com saldo total positivo forte). - Timeframe mais fraco no período analisado: 5min (maior saldo agregado negativo). -- Próximo foco: priorizar carteira em 60min/30min e revalidar regras de 5min antes de usar em produção. \ No newline at end of file +- Próximo foco: priorizar carteira em 60min/30min e revalidar regras de 5min antes de usar em produção. + +Divisão prática da carteira + +Núcleo (70%): v6 60min, v5 60min, v45 60min. +Satélite (30%): v6 30min e v20 30min. +Evite começar com 2min/5min agora, porque o agregado desses períodos ficou fraco no seu consolidado. + +Ordem de uso (prática) + +1º: v6 60min (melhor saldo absoluto). +2º: v5 60min (winrate muito alto, complementar). +3º: v45 60min (reserva/substituição). +4º: v6 30min (quando quiser aumentar frequência). +5º: v20 30min (opção secundária de 30min). diff --git a/estudo_teorias/0326_diarioDeBordo.md b/estudo_teorias/0326_diarioDeBordo.md index 4f3a4a0..2a7983b 100644 --- a/estudo_teorias/0326_diarioDeBordo.md +++ b/estudo_teorias/0326_diarioDeBordo.md @@ -1,5 +1,28 @@ ----------------------------- ------------------------------ +02/Março/26 +Inicio de operação de Março em carteira nova para validar se tenho consistência ganhadora na operação manual diária as 09 hrs. +WIN +Entrada com sucesso no candle 2 até IFR 50. SG com sucesso. +Entrada errada pois a oscilação foi muito alta e ao colocar a ordem já deu SL na estratégia OCO. +Eu não olhei o GAP do dia abaixo do fechamento do D-1 +Deixei passar o tempo e tentei proteger para ter ganho, porém aparentemente errei o lado que era de venda ao inves de compra. Agora vou esperar para ver se teremos um swing trade para salvar. + +WDO +Entrada antecipada e SL. +----------------------------- +03/Março/26 +Aperfeiçoando IFR analisando qual a melhor plataforma e corretora para eu utilizar os robos. +Estou tranquilo emocionalmente. +WIN +Não aguardei o sinal de volume de compra e entrei adiantado e perdi muitos pontos ate o retorno onde eu estava posicionado em 187805. O IFR deu sinal de rejeição porém ultrapassou a volatilidade de 10 em sentido de venda. Dei um SL inicial de 854,67 pts. Meu gerenciamento de Risco apitou dizendo que minha perda maxima era de R$200,00. +Alterei para 1000 e fiz a compra no sinal correto com rejeição de venda e entrada de compra e vou até IFR 50. +Como já perdi estes grandes pontos iniciais e entrei em Draw quero ficar mudando a posição, porém o plano é seguir o IFR 50, 60, 70. +Para não perder esta operação vou ajustar o SL para a minima do dia até o momento, pois o IFR ainda esta abaixo de 30. + +WDO +Para WDO entrei corretamente no sentido de vendae vou ate IFR 50. SG em 5,25pts +As condições das medias em 2 min estão todas alinhadas para compra de tendencia forte, porém o IFR em 2min + ----------------------------- ----------------------------- ----------------------------- From 9095b57b075d851a948a4113db51e96aeef07168 Mon Sep 17 00:00:00 2001 From: Wesley Gomes da Silva Date: Sat, 7 Mar 2026 10:41:06 -0300 Subject: [PATCH 27/28] =?UTF-8?q?Atualiza=20estrutura=20e=20configura?= =?UTF-8?q?=C3=A7=C3=B5es=20do=20workspace=20para=20rob=C3=B4s=20traders?= MIME-Version: 1.0 Content-Type: text/plain; charset=UTF-8 Content-Transfer-Encoding: 8bit --- .../Reprovados/robo_medias_v05_leque.txt | 228 +++++++++++ .../Reprovados/robo_medias_v06_leque.txt | 228 +++++++++++ .../Reprovados/robo_medias_v07_leque.txt | 228 +++++++++++ .../Reprovados/robo_medias_v08_leque.txt | 228 +++++++++++ .../Reprovados/robo_medias_v09_leque.txt | 228 +++++++++++ .../Reprovados/robo_medias_v10_leque.txt | 228 +++++++++++ .../Reprovados/robo_medias_v11_leque.txt | 228 +++++++++++ .../Reprovados/robo_medias_v12_leque.txt | 228 +++++++++++ .../Reprovados/robo_medias_v13_leque.txt | 228 +++++++++++ .../Reprovados/robo_medias_v14_leque.txt | 228 +++++++++++ .../Reprovados/robo_medias_v15_pullback.txt | 228 +++++++++++ .../Reprovados/robo_medias_v16_pullback.txt | 228 +++++++++++ .../Reprovados/robo_medias_v17_pullback.txt | 228 +++++++++++ .../Reprovados/robo_medias_v18_pullback.txt | 228 +++++++++++ .../Reprovados/robo_medias_v19_pullback.txt | 228 +++++++++++ .../robo_medias_v1_dt_pullback_mme20.txt | 126 +++++++ .../robo_medias_v1_leque_tendencia.txt | 228 +++++++++++ .../Reprovados/robo_medias_v20_pullback.txt | 228 +++++++++++ .../Reprovados/robo_medias_v21_pullback.txt | 228 +++++++++++ .../Reprovados/robo_medias_v22_pullback.txt | 228 +++++++++++ .../Reprovados/robo_medias_v23_pullback.txt | 228 +++++++++++ .../Reprovados/robo_medias_v24_pullback.txt | 228 +++++++++++ .../Reprovados/robo_medias_v25_romp200.txt | 228 +++++++++++ .../Reprovados/robo_medias_v26_romp200.txt | 228 +++++++++++ .../Reprovados/robo_medias_v27_romp200.txt | 228 +++++++++++ .../Reprovados/robo_medias_v28_romp200.txt | 228 +++++++++++ .../Reprovados/robo_medias_v29_romp200.txt | 228 +++++++++++ .../robo_medias_v2_dt_rompimento_mma50.txt | 120 ++++++ .../robo_medias_v2_pullback_20_regime.txt | 228 +++++++++++ .../Reprovados/robo_medias_v30_romp200.txt | 228 +++++++++++ .../Reprovados/robo_medias_v31_romp200.txt | 228 +++++++++++ .../Reprovados/robo_medias_v32_romp200.txt | 228 +++++++++++ .../Reprovados/robo_medias_v33_romp200.txt | 228 +++++++++++ .../Reprovados/robo_medias_v34_romp200.txt | 228 +++++++++++ .../Reprovados/robo_medias_v35_compressao.txt | 228 +++++++++++ .../Reprovados/robo_medias_v36_compressao.txt | 228 +++++++++++ .../Reprovados/robo_medias_v37_compressao.txt | 228 +++++++++++ .../Reprovados/robo_medias_v38_compressao.txt | 228 +++++++++++ .../Reprovados/robo_medias_v39_compressao.txt | 228 +++++++++++ .../robo_medias_v3_dt_rejeicao_mma200.txt | 131 +++++++ ...obo_medias_v3_rompimento_200_20proxima.txt | 228 +++++++++++ .../Reprovados/robo_medias_v40_compressao.txt | 228 +++++++++++ .../Reprovados/robo_medias_v41_compressao.txt | 228 +++++++++++ .../Reprovados/robo_medias_v42_compressao.txt | 228 +++++++++++ .../Reprovados/robo_medias_v43_compressao.txt | 228 +++++++++++ .../Reprovados/robo_medias_v44_compressao.txt | 228 +++++++++++ .../Reprovados/robo_medias_v45_hibrido.txt | 228 +++++++++++ .../Reprovados/robo_medias_v46_hibrido.txt | 228 +++++++++++ .../Reprovados/robo_medias_v47_hibrido.txt | 228 +++++++++++ .../Reprovados/robo_medias_v48_hibrido.txt | 228 +++++++++++ .../Reprovados/robo_medias_v49_hibrido.txt | 228 +++++++++++ ...medias_v4_filtro_compressao_direcional.txt | 228 +++++++++++ .../robo_medias_v4_sw_leque_alinhado.txt | 121 ++++++ .../Reprovados/robo_medias_v50_hibrido.txt | 228 +++++++++++ .../robo_medias_v5_sw_pullback_mma50.txt | 130 +++++++ .../robo_medias_v6_sw_expansao_compressao.txt | 133 +++++++ .../Reprovados/robos_medias_v05_leque.txt | 229 +++++++++++ .../Reprovados/robos_medias_v06_leque.txt | 229 +++++++++++ .../Reprovados/robos_medias_v07_leque.txt | 229 +++++++++++ .../Reprovados/robos_medias_v08_leque.txt | 229 +++++++++++ .../Reprovados/robos_medias_v10_leque.txt | 229 +++++++++++ .../Reprovados/robos_medias_v11_leque.txt | 229 +++++++++++ .../Reprovados/robos_medias_v12_leque.txt | 229 +++++++++++ .../Reprovados/robos_medias_v14_leque.txt | 229 +++++++++++ .../Reprovados/robos_medias_v17_pullback.txt | 229 +++++++++++ .../Reprovados/robos_medias_v18_pullback.txt | 229 +++++++++++ .../robos_medias_v1_leque_tendencia.txt | 229 +++++++++++ .../Reprovados/robos_medias_v20_pullback.txt | 229 +++++++++++ .../Reprovados/robos_medias_v21_pullback.txt | 229 +++++++++++ .../Reprovados/robos_medias_v22_pullback.txt | 229 +++++++++++ .../Reprovados/robos_medias_v25_romp200.txt | 229 +++++++++++ .../Reprovados/robos_medias_v27_romp200.txt | 229 +++++++++++ .../Reprovados/robos_medias_v29_romp200.txt | 229 +++++++++++ .../robos_medias_v2_pullback_20_regime.txt | 229 +++++++++++ .../Reprovados/robos_medias_v31_romp200.txt | 229 +++++++++++ .../Reprovados/robos_medias_v32_romp200.txt | 229 +++++++++++ .../Reprovados/robos_medias_v33_romp200.txt | 229 +++++++++++ .../robos_medias_v34_romp200resultado.txt | 229 +++++++++++ .../robos_medias_v35_compressao.txt | 229 +++++++++++ .../robos_medias_v36_compressao.txt | 229 +++++++++++ .../robos_medias_v37_compressao.txt | 229 +++++++++++ .../robos_medias_v38_compressao.txt | 229 +++++++++++ .../robos_medias_v39_compressao.txt | 229 +++++++++++ ...bos_medias_v3_rompimento_200_20proxima.txt | 229 +++++++++++ .../robos_medias_v40_compressao.txt | 229 +++++++++++ .../robos_medias_v41_compressao.txt | 229 +++++++++++ .../robos_medias_v42_compressao.txt | 229 +++++++++++ .../robos_medias_v43_compressao.txt | 229 +++++++++++ .../robos_medias_v44_compressao.txt | 229 +++++++++++ .../Reprovados/robos_medias_v45_hibrido.txt | 229 +++++++++++ .../Reprovados/robos_medias_v46_hibrido.txt | 229 +++++++++++ .../Reprovados/robos_medias_v47_hibrido.txt | 229 +++++++++++ .../Reprovados/robos_medias_v49_hibrido.txt | 229 +++++++++++ ...medias_v4_filtro_compressao_direcional.txt | 229 +++++++++++ .../_ranking_medias_resultados.ps1 | 272 ++++++++++++++ ...atalogo_estrategias_medias_9_20_50_200.txt | 34 ++ .../catalogo_medias_v2_dt_sw.txt | 119 ++++++ .../MEDIAS_20_50_200/gerar_robos_medias.ps1 | 301 +++++++++++++++ ...ranking_aprovados_reprovados_50_medias.txt | 68 ++++ .../robos_medias_v09_leque30.csv | 11 + .../robos_medias_v09_leque5.csv | 77 ++++ .../robos_medias_v09_leque60.csv | 8 + .../robos_medias_v13_leque1.csv | 355 ++++++++++++++++++ .../robos_medias_v13_leque15.csv | 29 ++ .../robos_medias_v13_leque30.csv | 11 + .../robos_medias_v13_leque5.csv | 96 +++++ .../robos_medias_v13_leque60.csv | 8 + .../robos_medias_v15_pullback1.csv | 52 +++ .../robos_medias_v15_pullback15.csv | 7 + .../robos_medias_v15_pullback30.csv | 7 + .../robos_medias_v15_pullback5.csv | 26 ++ .../robos_medias_v16_pullback1.csv | 170 +++++++++ .../robos_medias_v16_pullback15.csv | 20 + .../robos_medias_v16_pullback30.csv | 10 + .../robos_medias_v16_pullback5.csv | 82 ++++ .../robos_medias_v16_pullback60.csv | 8 + .../robos_medias_v19_pullback1.csv | 200 ++++++++++ .../robos_medias_v19_pullback15.csv | 23 ++ .../robos_medias_v19_pullback30.csv | 10 + .../robos_medias_v19_pullback5.csv | 87 +++++ .../robos_medias_v19_pullback60.csv | 8 + .../robos_medias_v23_pullback1.csv | 150 ++++++++ .../robos_medias_v23_pullback15.csv | 19 + .../robos_medias_v23_pullback30.csv | 10 + .../robos_medias_v23_pullback5.csv | 73 ++++ .../robos_medias_v23_pullback60.csv | 8 + .../robos_medias_v24_pullback1.csv | 71 ++++ .../robos_medias_v24_pullback15.csv | 8 + .../robos_medias_v24_pullback30.csv | 8 + 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.../robos_medias_v48_hibridoRESULTADO.txt | 229 +++++++++++ .../robos_medias_v50_hibridoRESULTADO.txt | 229 +++++++++++ 172 files changed, 28107 insertions(+) create mode 100644 automacao_backtests/MEDIAS_20_50_200/Reprovados/robo_medias_v05_leque.txt create mode 100644 automacao_backtests/MEDIAS_20_50_200/Reprovados/robo_medias_v06_leque.txt create mode 100644 automacao_backtests/MEDIAS_20_50_200/Reprovados/robo_medias_v07_leque.txt create mode 100644 automacao_backtests/MEDIAS_20_50_200/Reprovados/robo_medias_v08_leque.txt create mode 100644 automacao_backtests/MEDIAS_20_50_200/Reprovados/robo_medias_v09_leque.txt create mode 100644 automacao_backtests/MEDIAS_20_50_200/Reprovados/robo_medias_v10_leque.txt create mode 100644 automacao_backtests/MEDIAS_20_50_200/Reprovados/robo_medias_v11_leque.txt create mode 100644 automacao_backtests/MEDIAS_20_50_200/Reprovados/robo_medias_v12_leque.txt create mode 100644 automacao_backtests/MEDIAS_20_50_200/Reprovados/robo_medias_v13_leque.txt 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automacao_backtests/MEDIAS_20_50_200/resultadosAprovadosPorTimeframe/robos_medias_v50_hibrido30.csv create mode 100644 automacao_backtests/MEDIAS_20_50_200/resultadosAprovadosPorTimeframe/robos_medias_v50_hibrido5.csv create mode 100644 automacao_backtests/MEDIAS_20_50_200/resultadosAprovadosPorTimeframe/robos_medias_v50_hibrido60.csv create mode 100644 automacao_backtests/MEDIAS_20_50_200/robo_medias_v15_pullback_v2_dev.txt create mode 100644 automacao_backtests/MEDIAS_20_50_200/robo_medias_v26_romp200_v2_dev.txt create mode 100644 automacao_backtests/MEDIAS_20_50_200/robos_medias_v09_lequeALGUMRESULTADO.txt create mode 100644 automacao_backtests/MEDIAS_20_50_200/robos_medias_v13_lequeresultado.txt create mode 100644 automacao_backtests/MEDIAS_20_50_200/robos_medias_v15_pullbackRESULTADO.txt create mode 100644 automacao_backtests/MEDIAS_20_50_200/robos_medias_v16_pullbackresultado.txt create mode 100644 automacao_backtests/MEDIAS_20_50_200/robos_medias_v19_pullbackresultado.txt create mode 100644 automacao_backtests/MEDIAS_20_50_200/robos_medias_v23_pullbackresultado.txt create mode 100644 automacao_backtests/MEDIAS_20_50_200/robos_medias_v24_pullbackresultado.txt create mode 100644 automacao_backtests/MEDIAS_20_50_200/robos_medias_v26_romp200RESULTADO.txt create mode 100644 automacao_backtests/MEDIAS_20_50_200/robos_medias_v28_romp200RESULTADO.txt create mode 100644 automacao_backtests/MEDIAS_20_50_200/robos_medias_v30_romp200resultado.txt create mode 100644 automacao_backtests/MEDIAS_20_50_200/robos_medias_v48_hibridoRESULTADO.txt create mode 100644 automacao_backtests/MEDIAS_20_50_200/robos_medias_v50_hibridoRESULTADO.txt diff --git a/automacao_backtests/MEDIAS_20_50_200/Reprovados/robo_medias_v05_leque.txt b/automacao_backtests/MEDIAS_20_50_200/Reprovados/robo_medias_v05_leque.txt new file mode 100644 index 0000000..6132e63 --- /dev/null +++ b/automacao_backtests/MEDIAS_20_50_200/Reprovados/robo_medias_v05_leque.txt @@ -0,0 +1,228 @@ +{ + Estrategia: robo_medias_v05_leque + Autor: Wesley + Descricao: Leque direcional 9/20/50/200 com price action de continuidade e filtro de zona neutra. +} + +input + ModoEstrategia(1); + DistanciaMinimaLequePontos(30); + DistanciaCompressao20x200(70); + DistanciaMaximaPrecoMME20(280); + DistanciaToqueMME20(40); + MinBarrasConfirmacao(3); + ConfirmacoesRompimento(2); + MinPercCorpoPA(0.5); + FatorPavioRejeicao(1.25); + UsarConfirmacaoCandle(true); + UsarOCO(true); + StopLossPontos(195); + TakeProfitPontos(312); + UsarSaidaPorTempo(true); + MaxBarrasPosicao(13); + +var + mme9, mme20, mma50, mma200 : float; + slope20, slope50, slope200 : float; + dist920, dist2050, dist50200, dist20200, distPreco20 : float; + topoLookback, fundoLookback : float; + rangeCandle, corpoCandle, pavioSup, pavioInf : float; + iAlta, iBaixa, iBarrasPosicao : integer; + bCompressao, bLequeAlta, bLequeBaixa : boolean; + bAcimaTodas, bAbaixoTodas, bEntre9e20, bEntre20e50, bEntre50e200, bZonaNeutra : boolean; + bCandleForcaAlta, bCandleForcaBaixa, bRejeicaoAlta, bRejeicaoBaixa : boolean; + bPullbackCompra, bPullbackVenda, bRompAlta, bRompBaixa, bSaindoCompressao : boolean; + bCompra, bVenda, bConfCompra, bConfVenda : boolean; + bEstavaPosicionado, bSaidaOCOCompra, bSaidaOCOVenda : boolean; + fPrecoEntrada, fStopAtual, fAlvoAtual : float; + +begin + mme9 := MediaExp(9, Close); + mme20 := MediaExp(20, Close); + mma50 := Media(50, Close); + mma200 := Media(200, Close); + + slope20 := mme20 - mme20[1]; + slope50 := mma50 - mma50[1]; + slope200 := mma200 - mma200[1]; + + dist920 := Abs(mme9 - mme20); + dist2050 := Abs(mme20 - mma50); + dist50200 := Abs(mma50 - mma200); + dist20200 := Abs(mme20 - mma200); + distPreco20 := Abs(Close - mme20); + + topoLookback := Highest(High, 12); + fundoLookback := Lowest(Low, 12); + + rangeCandle := Max(High - Low, 0.01); + corpoCandle := Abs(Close - Open); + pavioSup := High - Max(Open, Close); + pavioInf := Min(Open, Close) - Low; + + bAcimaTodas := (Close > mme9) and (Close > mme20) and (Close > mma50) and (Close > mma200); + bAbaixoTodas := (Close < mme9) and (Close < mme20) and (Close < mma50) and (Close < mma200); + + bEntre9e20 := ((Close <= mme9) and (Close >= mme20)) or ((Close >= mme9) and (Close <= mme20)); + bEntre20e50 := ((Close <= mme20) and (Close >= mma50)) or ((Close >= mme20) and (Close <= mma50)); + bEntre50e200 := ((Close <= mma50) and (Close >= mma200)) or ((Close >= mma50) and (Close <= mma200)); + bZonaNeutra := bEntre9e20 or bEntre20e50 or bEntre50e200; + + bCompressao := dist20200 <= DistanciaCompressao20x200; + bSaindoCompressao := (dist20200 > DistanciaCompressao20x200) and (dist20200[1] <= DistanciaCompressao20x200); + + bLequeAlta := bAcimaTodas and (mme9 > mme20) and (mme20 > mma50) and (mma50 > mma200) + and (slope20 > 0) and (slope50 > 0) and (slope200 >= 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos) + and (dist50200 >= DistanciaMinimaLequePontos); + + bLequeBaixa := bAbaixoTodas and (mme9 < mme20) and (mme20 < mma50) and (mma50 < mma200) + and (slope20 < 0) and (slope50 < 0) and (slope200 <= 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos) + and (dist50200 >= DistanciaMinimaLequePontos); + + bCandleForcaAlta := (Close > Open) and ((corpoCandle / rangeCandle) >= MinPercCorpoPA) and (Close > High[1]); + bCandleForcaBaixa := (Close < Open) and ((corpoCandle / rangeCandle) >= MinPercCorpoPA) and (Close < Low[1]); + + bRejeicaoAlta := (Close > Open) + and ((pavioInf >= (corpoCandle * FatorPavioRejeicao)) or (Low <= Low[1])) + and (Close > mme20); + + bRejeicaoBaixa := (Close < Open) + and ((pavioSup >= (corpoCandle * FatorPavioRejeicao)) or (High >= High[1])) + and (Close < mme20); + + bPullbackCompra := (not bCompressao) + and (mma50 > mma200) + and (slope20 > 0) + and (Abs(Low - mme20) <= DistanciaToqueMME20) + and bRejeicaoAlta; + + bPullbackVenda := (not bCompressao) + and (mma50 < mma200) + and (slope20 < 0) + and (Abs(High - mme20) <= DistanciaToqueMME20) + and bRejeicaoBaixa; + + bRompAlta := (Close > mma200) and (Close[1] <= mma200) + and (dist20200 <= DistanciaToqueMME20) + and (Close >= topoLookback[1]) + and (mme9 > mme20) + and bCandleForcaAlta; + + bRompBaixa := (Close < mma200) and (Close[1] >= mma200) + and (dist20200 <= DistanciaToqueMME20) + and (Close <= fundoLookback[1]) + and (mme9 < mme20) + and bCandleForcaBaixa; + + bConfCompra := (not UsarConfirmacaoCandle) or bCandleForcaAlta; + bConfVenda := (not UsarConfirmacaoCandle) or bCandleForcaBaixa; + + if bLequeAlta or bPullbackCompra or bRompAlta then + iAlta := iAlta + 1 + else + iAlta := 0; + + if bLequeBaixa or bPullbackVenda or bRompBaixa then + iBaixa := iBaixa + 1 + else + iBaixa := 0; + + bCompra := false; + bVenda := false; + + if ModoEstrategia = 1 then + begin + bCompra := bLequeAlta and (not bCompressao) and (not bZonaNeutra) + and (distPreco20 <= DistanciaMaximaPrecoMME20) + and bConfCompra and (iAlta >= MinBarrasConfirmacao); + + bVenda := bLequeBaixa and (not bCompressao) and (not bZonaNeutra) + and (distPreco20 <= DistanciaMaximaPrecoMME20) + and bConfVenda and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 2 then + begin + bCompra := bPullbackCompra and bConfCompra and (iAlta >= MinBarrasConfirmacao); + bVenda := bPullbackVenda and bConfVenda and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 3 then + begin + bCompra := bRompAlta and (iAlta >= ConfirmacoesRompimento); + bVenda := bRompBaixa and (iBaixa >= ConfirmacoesRompimento); + end + else if ModoEstrategia = 4 then + begin + bCompra := (not bCompressao) and bSaindoCompressao and bLequeAlta and bConfCompra; + bVenda := (not bCompressao) and bSaindoCompressao and bLequeBaixa and bConfVenda; + end + else + begin + bCompra := (not bCompressao) and (not bZonaNeutra) + and ((bPullbackCompra and bConfCompra) or (bRompAlta and (iAlta >= ConfirmacoesRompimento))); + + bVenda := (not bCompressao) and (not bZonaNeutra) + and ((bPullbackVenda and bConfVenda) or (bRompBaixa and (iBaixa >= ConfirmacoesRompimento))); + end; + + if IsBought or IsSold then + iBarrasPosicao := iBarrasPosicao + 1 + else + iBarrasPosicao := 0; + + if (not IsBought) and (not IsSold) then + begin + if bCompra then + BuyAtMarket + else if bVenda then + SellShortAtMarket; + end; + + bSaidaOCOCompra := false; + bSaidaOCOVenda := false; + + if IsBought and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada - StopLossPontos; + fAlvoAtual := fPrecoEntrada + TakeProfitPontos; + bSaidaOCOCompra := UsarOCO and ((Low <= fStopAtual) or (High >= fAlvoAtual)); + end; + + if IsSold and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada + StopLossPontos; + fAlvoAtual := fPrecoEntrada - TakeProfitPontos; + bSaidaOCOVenda := UsarOCO and ((High >= fStopAtual) or (Low <= fAlvoAtual)); + end; + + if IsBought and ( + bCompressao + or bZonaNeutra + or (Close < mme20) + or bCandleForcaBaixa + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOCompra + ) then + ClosePosition; + + if IsSold and ( + bCompressao + or bZonaNeutra + or (Close > mme20) + or bCandleForcaAlta + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOVenda + ) then + ClosePosition; + + if (not bEstavaPosicionado) and IsBought then + fPrecoEntrada := Close; + + if (not bEstavaPosicionado) and IsSold then + fPrecoEntrada := Close; + + bEstavaPosicionado := IsBought or IsSold; +end; diff --git a/automacao_backtests/MEDIAS_20_50_200/Reprovados/robo_medias_v06_leque.txt b/automacao_backtests/MEDIAS_20_50_200/Reprovados/robo_medias_v06_leque.txt new file mode 100644 index 0000000..07861f9 --- /dev/null +++ b/automacao_backtests/MEDIAS_20_50_200/Reprovados/robo_medias_v06_leque.txt @@ -0,0 +1,228 @@ +{ + Estrategia: robo_medias_v06_leque + Autor: Wesley + Descricao: Leque direcional 9/20/50/200 com price action de continuidade e filtro de zona neutra. +} + +input + ModoEstrategia(1); + DistanciaMinimaLequePontos(35); + DistanciaCompressao20x200(80); + DistanciaMaximaPrecoMME20(180); + DistanciaToqueMME20(50); + MinBarrasConfirmacao(1); + ConfirmacoesRompimento(1); + MinPercCorpoPA(0.55); + FatorPavioRejeicao(1.4); + UsarConfirmacaoCandle(true); + UsarOCO(true); + StopLossPontos(210); + TakeProfitPontos(357); + UsarSaidaPorTempo(true); + MaxBarrasPosicao(8); + +var + mme9, mme20, mma50, mma200 : float; + slope20, slope50, slope200 : float; + dist920, dist2050, dist50200, dist20200, distPreco20 : float; + topoLookback, fundoLookback : float; + rangeCandle, corpoCandle, pavioSup, pavioInf : float; + iAlta, iBaixa, iBarrasPosicao : integer; + bCompressao, bLequeAlta, bLequeBaixa : boolean; + bAcimaTodas, bAbaixoTodas, bEntre9e20, bEntre20e50, bEntre50e200, bZonaNeutra : boolean; + bCandleForcaAlta, bCandleForcaBaixa, bRejeicaoAlta, bRejeicaoBaixa : boolean; + bPullbackCompra, bPullbackVenda, bRompAlta, bRompBaixa, bSaindoCompressao : boolean; + bCompra, bVenda, bConfCompra, bConfVenda : boolean; + bEstavaPosicionado, bSaidaOCOCompra, bSaidaOCOVenda : boolean; + fPrecoEntrada, fStopAtual, fAlvoAtual : float; + +begin + mme9 := MediaExp(9, Close); + mme20 := MediaExp(20, Close); + mma50 := Media(50, Close); + mma200 := Media(200, Close); + + slope20 := mme20 - mme20[1]; + slope50 := mma50 - mma50[1]; + slope200 := mma200 - mma200[1]; + + dist920 := Abs(mme9 - mme20); + dist2050 := Abs(mme20 - mma50); + dist50200 := Abs(mma50 - mma200); + dist20200 := Abs(mme20 - mma200); + distPreco20 := Abs(Close - mme20); + + topoLookback := Highest(High, 12); + fundoLookback := Lowest(Low, 12); + + rangeCandle := Max(High - Low, 0.01); + corpoCandle := Abs(Close - Open); + pavioSup := High - Max(Open, Close); + pavioInf := Min(Open, Close) - Low; + + bAcimaTodas := (Close > mme9) and (Close > mme20) and (Close > mma50) and (Close > mma200); + bAbaixoTodas := (Close < mme9) and (Close < mme20) and (Close < mma50) and (Close < mma200); + + bEntre9e20 := ((Close <= mme9) and (Close >= mme20)) or ((Close >= mme9) and (Close <= mme20)); + bEntre20e50 := ((Close <= mme20) and (Close >= mma50)) or ((Close >= mme20) and (Close <= mma50)); + bEntre50e200 := ((Close <= mma50) and (Close >= mma200)) or ((Close >= mma50) and (Close <= mma200)); + bZonaNeutra := bEntre9e20 or bEntre20e50 or bEntre50e200; + + bCompressao := dist20200 <= DistanciaCompressao20x200; + bSaindoCompressao := (dist20200 > DistanciaCompressao20x200) and (dist20200[1] <= DistanciaCompressao20x200); + + bLequeAlta := bAcimaTodas and (mme9 > mme20) and (mme20 > mma50) and (mma50 > mma200) + and (slope20 > 0) and (slope50 > 0) and (slope200 >= 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos) + and (dist50200 >= DistanciaMinimaLequePontos); + + bLequeBaixa := bAbaixoTodas and (mme9 < mme20) and (mme20 < mma50) and (mma50 < mma200) + and (slope20 < 0) and (slope50 < 0) and (slope200 <= 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos) + and (dist50200 >= DistanciaMinimaLequePontos); + + bCandleForcaAlta := (Close > Open) and ((corpoCandle / rangeCandle) >= MinPercCorpoPA) and (Close > High[1]); + bCandleForcaBaixa := (Close < Open) and ((corpoCandle / rangeCandle) >= MinPercCorpoPA) and (Close < Low[1]); + + bRejeicaoAlta := (Close > Open) + and ((pavioInf >= (corpoCandle * FatorPavioRejeicao)) or (Low <= Low[1])) + and (Close > mme20); + + bRejeicaoBaixa := (Close < Open) + and ((pavioSup >= (corpoCandle * FatorPavioRejeicao)) or (High >= High[1])) + and (Close < mme20); + + bPullbackCompra := (not bCompressao) + and (mma50 > mma200) + and (slope20 > 0) + and (Abs(Low - mme20) <= DistanciaToqueMME20) + and bRejeicaoAlta; + + bPullbackVenda := (not bCompressao) + and (mma50 < mma200) + and (slope20 < 0) + and (Abs(High - mme20) <= DistanciaToqueMME20) + and bRejeicaoBaixa; + + bRompAlta := (Close > mma200) and (Close[1] <= mma200) + and (dist20200 <= DistanciaToqueMME20) + and (Close >= topoLookback[1]) + and (mme9 > mme20) + and bCandleForcaAlta; + + bRompBaixa := (Close < mma200) and (Close[1] >= mma200) + and (dist20200 <= DistanciaToqueMME20) + and (Close <= fundoLookback[1]) + and (mme9 < mme20) + and bCandleForcaBaixa; + + bConfCompra := (not UsarConfirmacaoCandle) or bCandleForcaAlta; + bConfVenda := (not UsarConfirmacaoCandle) or bCandleForcaBaixa; + + if bLequeAlta or bPullbackCompra or bRompAlta then + iAlta := iAlta + 1 + else + iAlta := 0; + + if bLequeBaixa or bPullbackVenda or bRompBaixa then + iBaixa := iBaixa + 1 + else + iBaixa := 0; + + bCompra := false; + bVenda := false; + + if ModoEstrategia = 1 then + begin + bCompra := bLequeAlta and (not bCompressao) and (not bZonaNeutra) + and (distPreco20 <= DistanciaMaximaPrecoMME20) + and bConfCompra and (iAlta >= MinBarrasConfirmacao); + + bVenda := bLequeBaixa and (not bCompressao) and (not bZonaNeutra) + and (distPreco20 <= DistanciaMaximaPrecoMME20) + and bConfVenda and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 2 then + begin + bCompra := bPullbackCompra and bConfCompra and (iAlta >= MinBarrasConfirmacao); + bVenda := bPullbackVenda and bConfVenda and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 3 then + begin + bCompra := bRompAlta and (iAlta >= ConfirmacoesRompimento); + bVenda := bRompBaixa and (iBaixa >= ConfirmacoesRompimento); + end + else if ModoEstrategia = 4 then + begin + bCompra := (not bCompressao) and bSaindoCompressao and bLequeAlta and bConfCompra; + bVenda := (not bCompressao) and bSaindoCompressao and bLequeBaixa and bConfVenda; + end + else + begin + bCompra := (not bCompressao) and (not bZonaNeutra) + and ((bPullbackCompra and bConfCompra) or (bRompAlta and (iAlta >= ConfirmacoesRompimento))); + + bVenda := (not bCompressao) and (not bZonaNeutra) + and ((bPullbackVenda and bConfVenda) or (bRompBaixa and (iBaixa >= ConfirmacoesRompimento))); + end; + + if IsBought or IsSold then + iBarrasPosicao := iBarrasPosicao + 1 + else + iBarrasPosicao := 0; + + if (not IsBought) and (not IsSold) then + begin + if bCompra then + BuyAtMarket + else if bVenda then + SellShortAtMarket; + end; + + bSaidaOCOCompra := false; + bSaidaOCOVenda := false; + + if IsBought and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada - StopLossPontos; + fAlvoAtual := fPrecoEntrada + TakeProfitPontos; + bSaidaOCOCompra := UsarOCO and ((Low <= fStopAtual) or (High >= fAlvoAtual)); + end; + + if IsSold and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada + StopLossPontos; + fAlvoAtual := fPrecoEntrada - TakeProfitPontos; + bSaidaOCOVenda := UsarOCO and ((High >= fStopAtual) or (Low <= fAlvoAtual)); + end; + + if IsBought and ( + bCompressao + or bZonaNeutra + or (Close < mme20) + or bCandleForcaBaixa + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOCompra + ) then + ClosePosition; + + if IsSold and ( + bCompressao + or bZonaNeutra + or (Close > mme20) + or bCandleForcaAlta + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOVenda + ) then + ClosePosition; + + if (not bEstavaPosicionado) and IsBought then + fPrecoEntrada := Close; + + if (not bEstavaPosicionado) and IsSold then + fPrecoEntrada := Close; + + bEstavaPosicionado := IsBought or IsSold; +end; diff --git a/automacao_backtests/MEDIAS_20_50_200/Reprovados/robo_medias_v07_leque.txt b/automacao_backtests/MEDIAS_20_50_200/Reprovados/robo_medias_v07_leque.txt new file mode 100644 index 0000000..69d9f1b --- /dev/null +++ b/automacao_backtests/MEDIAS_20_50_200/Reprovados/robo_medias_v07_leque.txt @@ -0,0 +1,228 @@ +{ + Estrategia: robo_medias_v07_leque + Autor: Wesley + Descricao: Leque direcional 9/20/50/200 com price action de continuidade e filtro de zona neutra. +} + +input + ModoEstrategia(1); + DistanciaMinimaLequePontos(40); + DistanciaCompressao20x200(90); + DistanciaMaximaPrecoMME20(200); + DistanciaToqueMME20(60); + MinBarrasConfirmacao(2); + ConfirmacoesRompimento(2); + MinPercCorpoPA(0.6); + FatorPavioRejeicao(1.55); + UsarConfirmacaoCandle(true); + UsarOCO(true); + StopLossPontos(225); + TakeProfitPontos(405); + UsarSaidaPorTempo(true); + MaxBarrasPosicao(9); + +var + mme9, mme20, mma50, mma200 : float; + slope20, slope50, slope200 : float; + dist920, dist2050, dist50200, dist20200, distPreco20 : float; + topoLookback, fundoLookback : float; + rangeCandle, corpoCandle, pavioSup, pavioInf : float; + iAlta, iBaixa, iBarrasPosicao : integer; + bCompressao, bLequeAlta, bLequeBaixa : boolean; + bAcimaTodas, bAbaixoTodas, bEntre9e20, bEntre20e50, bEntre50e200, bZonaNeutra : boolean; + bCandleForcaAlta, bCandleForcaBaixa, bRejeicaoAlta, bRejeicaoBaixa : boolean; + bPullbackCompra, bPullbackVenda, bRompAlta, bRompBaixa, bSaindoCompressao : boolean; + bCompra, bVenda, bConfCompra, bConfVenda : boolean; + bEstavaPosicionado, bSaidaOCOCompra, bSaidaOCOVenda : boolean; + fPrecoEntrada, fStopAtual, fAlvoAtual : float; + +begin + mme9 := MediaExp(9, Close); + mme20 := MediaExp(20, Close); + mma50 := Media(50, Close); + mma200 := Media(200, Close); + + slope20 := mme20 - mme20[1]; + slope50 := mma50 - mma50[1]; + slope200 := mma200 - mma200[1]; + + dist920 := Abs(mme9 - mme20); + dist2050 := Abs(mme20 - mma50); + dist50200 := Abs(mma50 - mma200); + dist20200 := Abs(mme20 - mma200); + distPreco20 := Abs(Close - mme20); + + topoLookback := Highest(High, 12); + fundoLookback := Lowest(Low, 12); + + rangeCandle := Max(High - Low, 0.01); + corpoCandle := Abs(Close - Open); + pavioSup := High - Max(Open, Close); + pavioInf := Min(Open, Close) - Low; + + bAcimaTodas := (Close > mme9) and (Close > mme20) and (Close > mma50) and (Close > mma200); + bAbaixoTodas := (Close < mme9) and (Close < mme20) and (Close < mma50) and (Close < mma200); + + bEntre9e20 := ((Close <= mme9) and (Close >= mme20)) or ((Close >= mme9) and (Close <= mme20)); + bEntre20e50 := ((Close <= mme20) and (Close >= mma50)) or ((Close >= mme20) and (Close <= mma50)); + bEntre50e200 := ((Close <= mma50) and (Close >= mma200)) or ((Close >= mma50) and (Close <= mma200)); + bZonaNeutra := bEntre9e20 or bEntre20e50 or bEntre50e200; + + bCompressao := dist20200 <= DistanciaCompressao20x200; + bSaindoCompressao := (dist20200 > DistanciaCompressao20x200) and (dist20200[1] <= DistanciaCompressao20x200); + + bLequeAlta := bAcimaTodas and (mme9 > mme20) and (mme20 > mma50) and (mma50 > mma200) + and (slope20 > 0) and (slope50 > 0) and (slope200 >= 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos) + and (dist50200 >= DistanciaMinimaLequePontos); + + bLequeBaixa := bAbaixoTodas and (mme9 < mme20) and (mme20 < mma50) and (mma50 < mma200) + and (slope20 < 0) and (slope50 < 0) and (slope200 <= 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos) + and (dist50200 >= DistanciaMinimaLequePontos); + + bCandleForcaAlta := (Close > Open) and ((corpoCandle / rangeCandle) >= MinPercCorpoPA) and (Close > High[1]); + bCandleForcaBaixa := (Close < Open) and ((corpoCandle / rangeCandle) >= MinPercCorpoPA) and (Close < Low[1]); + + bRejeicaoAlta := (Close > Open) + and ((pavioInf >= (corpoCandle * FatorPavioRejeicao)) or (Low <= Low[1])) + and (Close > mme20); + + bRejeicaoBaixa := (Close < Open) + and ((pavioSup >= (corpoCandle * FatorPavioRejeicao)) or (High >= High[1])) + and (Close < mme20); + + bPullbackCompra := (not bCompressao) + and (mma50 > mma200) + and (slope20 > 0) + and (Abs(Low - mme20) <= DistanciaToqueMME20) + and bRejeicaoAlta; + + bPullbackVenda := (not bCompressao) + and (mma50 < mma200) + and (slope20 < 0) + and (Abs(High - mme20) <= DistanciaToqueMME20) + and bRejeicaoBaixa; + + bRompAlta := (Close > mma200) and (Close[1] <= mma200) + and (dist20200 <= DistanciaToqueMME20) + and (Close >= topoLookback[1]) + and (mme9 > mme20) + and bCandleForcaAlta; + + bRompBaixa := (Close < mma200) and (Close[1] >= mma200) + and (dist20200 <= DistanciaToqueMME20) + and (Close <= fundoLookback[1]) + and (mme9 < mme20) + and bCandleForcaBaixa; + + bConfCompra := (not UsarConfirmacaoCandle) or bCandleForcaAlta; + bConfVenda := (not UsarConfirmacaoCandle) or bCandleForcaBaixa; + + if bLequeAlta or bPullbackCompra or bRompAlta then + iAlta := iAlta + 1 + else + iAlta := 0; + + if bLequeBaixa or bPullbackVenda or bRompBaixa then + iBaixa := iBaixa + 1 + else + iBaixa := 0; + + bCompra := false; + bVenda := false; + + if ModoEstrategia = 1 then + begin + bCompra := bLequeAlta and (not bCompressao) and (not bZonaNeutra) + and (distPreco20 <= DistanciaMaximaPrecoMME20) + and bConfCompra and (iAlta >= MinBarrasConfirmacao); + + bVenda := bLequeBaixa and (not bCompressao) and (not bZonaNeutra) + and (distPreco20 <= DistanciaMaximaPrecoMME20) + and bConfVenda and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 2 then + begin + bCompra := bPullbackCompra and bConfCompra and (iAlta >= MinBarrasConfirmacao); + bVenda := bPullbackVenda and bConfVenda and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 3 then + begin + bCompra := bRompAlta and (iAlta >= ConfirmacoesRompimento); + bVenda := bRompBaixa and (iBaixa >= ConfirmacoesRompimento); + end + else if ModoEstrategia = 4 then + begin + bCompra := (not bCompressao) and bSaindoCompressao and bLequeAlta and bConfCompra; + bVenda := (not bCompressao) and bSaindoCompressao and bLequeBaixa and bConfVenda; + end + else + begin + bCompra := (not bCompressao) and (not bZonaNeutra) + and ((bPullbackCompra and bConfCompra) or (bRompAlta and (iAlta >= ConfirmacoesRompimento))); + + bVenda := (not bCompressao) and (not bZonaNeutra) + and ((bPullbackVenda and bConfVenda) or (bRompBaixa and (iBaixa >= ConfirmacoesRompimento))); + end; + + if IsBought or IsSold then + iBarrasPosicao := iBarrasPosicao + 1 + else + iBarrasPosicao := 0; + + if (not IsBought) and (not IsSold) then + begin + if bCompra then + BuyAtMarket + else if bVenda then + SellShortAtMarket; + end; + + bSaidaOCOCompra := false; + bSaidaOCOVenda := false; + + if IsBought and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada - StopLossPontos; + fAlvoAtual := fPrecoEntrada + TakeProfitPontos; + bSaidaOCOCompra := UsarOCO and ((Low <= fStopAtual) or (High >= fAlvoAtual)); + end; + + if IsSold and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada + StopLossPontos; + fAlvoAtual := fPrecoEntrada - TakeProfitPontos; + bSaidaOCOVenda := UsarOCO and ((High >= fStopAtual) or (Low <= fAlvoAtual)); + end; + + if IsBought and ( + bCompressao + or bZonaNeutra + or (Close < mme20) + or bCandleForcaBaixa + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOCompra + ) then + ClosePosition; + + if IsSold and ( + bCompressao + or bZonaNeutra + or (Close > mme20) + or bCandleForcaAlta + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOVenda + ) then + ClosePosition; + + if (not bEstavaPosicionado) and IsBought then + fPrecoEntrada := Close; + + if (not bEstavaPosicionado) and IsSold then + fPrecoEntrada := Close; + + bEstavaPosicionado := IsBought or IsSold; +end; diff --git a/automacao_backtests/MEDIAS_20_50_200/Reprovados/robo_medias_v08_leque.txt b/automacao_backtests/MEDIAS_20_50_200/Reprovados/robo_medias_v08_leque.txt new file mode 100644 index 0000000..beb2a69 --- /dev/null +++ b/automacao_backtests/MEDIAS_20_50_200/Reprovados/robo_medias_v08_leque.txt @@ -0,0 +1,228 @@ +{ + Estrategia: robo_medias_v08_leque + Autor: Wesley + Descricao: Leque direcional 9/20/50/200 com price action de continuidade e filtro de zona neutra. +} + +input + ModoEstrategia(1); + DistanciaMinimaLequePontos(45); + DistanciaCompressao20x200(100); + DistanciaMaximaPrecoMME20(220); + DistanciaToqueMME20(30); + MinBarrasConfirmacao(3); + ConfirmacoesRompimento(1); + MinPercCorpoPA(0.45); + FatorPavioRejeicao(1.1); + UsarConfirmacaoCandle(true); + UsarOCO(true); + StopLossPontos(240); + TakeProfitPontos(360); + UsarSaidaPorTempo(true); + MaxBarrasPosicao(10); + +var + mme9, mme20, mma50, mma200 : float; + slope20, slope50, slope200 : float; + dist920, dist2050, dist50200, dist20200, distPreco20 : float; + topoLookback, fundoLookback : float; + rangeCandle, corpoCandle, pavioSup, pavioInf : float; + iAlta, iBaixa, iBarrasPosicao : integer; + bCompressao, bLequeAlta, bLequeBaixa : boolean; + bAcimaTodas, bAbaixoTodas, bEntre9e20, bEntre20e50, bEntre50e200, bZonaNeutra : boolean; + bCandleForcaAlta, bCandleForcaBaixa, bRejeicaoAlta, bRejeicaoBaixa : boolean; + bPullbackCompra, bPullbackVenda, bRompAlta, bRompBaixa, bSaindoCompressao : boolean; + bCompra, bVenda, bConfCompra, bConfVenda : boolean; + bEstavaPosicionado, bSaidaOCOCompra, bSaidaOCOVenda : boolean; + fPrecoEntrada, fStopAtual, fAlvoAtual : float; + +begin + mme9 := MediaExp(9, Close); + mme20 := MediaExp(20, Close); + mma50 := Media(50, Close); + mma200 := Media(200, Close); + + slope20 := mme20 - mme20[1]; + slope50 := mma50 - mma50[1]; + slope200 := mma200 - mma200[1]; + + dist920 := Abs(mme9 - mme20); + dist2050 := Abs(mme20 - mma50); + dist50200 := Abs(mma50 - mma200); + dist20200 := Abs(mme20 - mma200); + distPreco20 := Abs(Close - mme20); + + topoLookback := Highest(High, 12); + fundoLookback := Lowest(Low, 12); + + rangeCandle := Max(High - Low, 0.01); + corpoCandle := Abs(Close - Open); + pavioSup := High - Max(Open, Close); + pavioInf := Min(Open, Close) - Low; + + bAcimaTodas := (Close > mme9) and (Close > mme20) and (Close > mma50) and (Close > mma200); + bAbaixoTodas := (Close < mme9) and (Close < mme20) and (Close < mma50) and (Close < mma200); + + bEntre9e20 := ((Close <= mme9) and (Close >= mme20)) or ((Close >= mme9) and (Close <= mme20)); + bEntre20e50 := ((Close <= mme20) and (Close >= mma50)) or ((Close >= mme20) and (Close <= mma50)); + bEntre50e200 := ((Close <= mma50) and (Close >= mma200)) or ((Close >= mma50) and (Close <= mma200)); + bZonaNeutra := bEntre9e20 or bEntre20e50 or bEntre50e200; + + bCompressao := dist20200 <= DistanciaCompressao20x200; + bSaindoCompressao := (dist20200 > DistanciaCompressao20x200) and (dist20200[1] <= DistanciaCompressao20x200); + + bLequeAlta := bAcimaTodas and (mme9 > mme20) and (mme20 > mma50) and (mma50 > mma200) + and (slope20 > 0) and (slope50 > 0) and (slope200 >= 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos) + and (dist50200 >= DistanciaMinimaLequePontos); + + bLequeBaixa := bAbaixoTodas and (mme9 < mme20) and (mme20 < mma50) and (mma50 < mma200) + and (slope20 < 0) and (slope50 < 0) and (slope200 <= 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos) + and (dist50200 >= DistanciaMinimaLequePontos); + + bCandleForcaAlta := (Close > Open) and ((corpoCandle / rangeCandle) >= MinPercCorpoPA) and (Close > High[1]); + bCandleForcaBaixa := (Close < Open) and ((corpoCandle / rangeCandle) >= MinPercCorpoPA) and (Close < Low[1]); + + bRejeicaoAlta := (Close > Open) + and ((pavioInf >= (corpoCandle * FatorPavioRejeicao)) or (Low <= Low[1])) + and (Close > mme20); + + bRejeicaoBaixa := (Close < Open) + and ((pavioSup >= (corpoCandle * FatorPavioRejeicao)) or (High >= High[1])) + and (Close < mme20); + + bPullbackCompra := (not bCompressao) + and (mma50 > mma200) + and (slope20 > 0) + and (Abs(Low - mme20) <= DistanciaToqueMME20) + and bRejeicaoAlta; + + bPullbackVenda := (not bCompressao) + and (mma50 < mma200) + and (slope20 < 0) + and (Abs(High - mme20) <= DistanciaToqueMME20) + and bRejeicaoBaixa; + + bRompAlta := (Close > mma200) and (Close[1] <= mma200) + and (dist20200 <= DistanciaToqueMME20) + and (Close >= topoLookback[1]) + and (mme9 > mme20) + and bCandleForcaAlta; + + bRompBaixa := (Close < mma200) and (Close[1] >= mma200) + and (dist20200 <= DistanciaToqueMME20) + and (Close <= fundoLookback[1]) + and (mme9 < mme20) + and bCandleForcaBaixa; + + bConfCompra := (not UsarConfirmacaoCandle) or bCandleForcaAlta; + bConfVenda := (not UsarConfirmacaoCandle) or bCandleForcaBaixa; + + if bLequeAlta or bPullbackCompra or bRompAlta then + iAlta := iAlta + 1 + else + iAlta := 0; + + if bLequeBaixa or bPullbackVenda or bRompBaixa then + iBaixa := iBaixa + 1 + else + iBaixa := 0; + + bCompra := false; + bVenda := false; + + if ModoEstrategia = 1 then + begin + bCompra := bLequeAlta and (not bCompressao) and (not bZonaNeutra) + and (distPreco20 <= DistanciaMaximaPrecoMME20) + and bConfCompra and (iAlta >= MinBarrasConfirmacao); + + bVenda := bLequeBaixa and (not bCompressao) and (not bZonaNeutra) + and (distPreco20 <= DistanciaMaximaPrecoMME20) + and bConfVenda and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 2 then + begin + bCompra := bPullbackCompra and bConfCompra and (iAlta >= MinBarrasConfirmacao); + bVenda := bPullbackVenda and bConfVenda and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 3 then + begin + bCompra := bRompAlta and (iAlta >= ConfirmacoesRompimento); + bVenda := bRompBaixa and (iBaixa >= ConfirmacoesRompimento); + end + else if ModoEstrategia = 4 then + begin + bCompra := (not bCompressao) and bSaindoCompressao and bLequeAlta and bConfCompra; + bVenda := (not bCompressao) and bSaindoCompressao and bLequeBaixa and bConfVenda; + end + else + begin + bCompra := (not bCompressao) and (not bZonaNeutra) + and ((bPullbackCompra and bConfCompra) or (bRompAlta and (iAlta >= ConfirmacoesRompimento))); + + bVenda := (not bCompressao) and (not bZonaNeutra) + and ((bPullbackVenda and bConfVenda) or (bRompBaixa and (iBaixa >= ConfirmacoesRompimento))); + end; + + if IsBought or IsSold then + iBarrasPosicao := iBarrasPosicao + 1 + else + iBarrasPosicao := 0; + + if (not IsBought) and (not IsSold) then + begin + if bCompra then + BuyAtMarket + else if bVenda then + SellShortAtMarket; + end; + + bSaidaOCOCompra := false; + bSaidaOCOVenda := false; + + if IsBought and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada - StopLossPontos; + fAlvoAtual := fPrecoEntrada + TakeProfitPontos; + bSaidaOCOCompra := UsarOCO and ((Low <= fStopAtual) or (High >= fAlvoAtual)); + end; + + if IsSold and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada + StopLossPontos; + fAlvoAtual := fPrecoEntrada - TakeProfitPontos; + bSaidaOCOVenda := UsarOCO and ((High >= fStopAtual) or (Low <= fAlvoAtual)); + end; + + if IsBought and ( + bCompressao + or bZonaNeutra + or (Close < mme20) + or bCandleForcaBaixa + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOCompra + ) then + ClosePosition; + + if IsSold and ( + bCompressao + or bZonaNeutra + or (Close > mme20) + or bCandleForcaAlta + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOVenda + ) then + ClosePosition; + + if (not bEstavaPosicionado) and IsBought then + fPrecoEntrada := Close; + + if (not bEstavaPosicionado) and IsSold then + fPrecoEntrada := Close; + + bEstavaPosicionado := IsBought or IsSold; +end; diff --git a/automacao_backtests/MEDIAS_20_50_200/Reprovados/robo_medias_v09_leque.txt b/automacao_backtests/MEDIAS_20_50_200/Reprovados/robo_medias_v09_leque.txt new file mode 100644 index 0000000..0b3645c --- /dev/null +++ b/automacao_backtests/MEDIAS_20_50_200/Reprovados/robo_medias_v09_leque.txt @@ -0,0 +1,228 @@ +{ + Estrategia: robo_medias_v09_leque + Autor: Wesley + Descricao: Leque direcional 9/20/50/200 com price action de continuidade e filtro de zona neutra. +} + +input + ModoEstrategia(1); + DistanciaMinimaLequePontos(50); + DistanciaCompressao20x200(110); + DistanciaMaximaPrecoMME20(240); + DistanciaToqueMME20(40); + MinBarrasConfirmacao(1); + ConfirmacoesRompimento(2); + MinPercCorpoPA(0.5); + FatorPavioRejeicao(1.25); + UsarConfirmacaoCandle(true); + UsarOCO(true); + StopLossPontos(255); + TakeProfitPontos(408); + UsarSaidaPorTempo(true); + MaxBarrasPosicao(11); + +var + mme9, mme20, mma50, mma200 : float; + slope20, slope50, slope200 : float; + dist920, dist2050, dist50200, dist20200, distPreco20 : float; + topoLookback, fundoLookback : float; + rangeCandle, corpoCandle, pavioSup, pavioInf : float; + iAlta, iBaixa, iBarrasPosicao : integer; + bCompressao, bLequeAlta, bLequeBaixa : boolean; + bAcimaTodas, bAbaixoTodas, bEntre9e20, bEntre20e50, bEntre50e200, bZonaNeutra : boolean; + bCandleForcaAlta, bCandleForcaBaixa, bRejeicaoAlta, bRejeicaoBaixa : boolean; + bPullbackCompra, bPullbackVenda, bRompAlta, bRompBaixa, bSaindoCompressao : boolean; + bCompra, bVenda, bConfCompra, bConfVenda : boolean; + bEstavaPosicionado, bSaidaOCOCompra, bSaidaOCOVenda : boolean; + fPrecoEntrada, fStopAtual, fAlvoAtual : float; + +begin + mme9 := MediaExp(9, Close); + mme20 := MediaExp(20, Close); + mma50 := Media(50, Close); + mma200 := Media(200, Close); + + slope20 := mme20 - mme20[1]; + slope50 := mma50 - mma50[1]; + slope200 := mma200 - mma200[1]; + + dist920 := Abs(mme9 - mme20); + dist2050 := Abs(mme20 - mma50); + dist50200 := Abs(mma50 - mma200); + dist20200 := Abs(mme20 - mma200); + distPreco20 := Abs(Close - mme20); + + topoLookback := Highest(High, 12); + fundoLookback := Lowest(Low, 12); + + rangeCandle := Max(High - Low, 0.01); + corpoCandle := Abs(Close - Open); + pavioSup := High - Max(Open, Close); + pavioInf := Min(Open, Close) - Low; + + bAcimaTodas := (Close > mme9) and (Close > mme20) and (Close > mma50) and (Close > mma200); + bAbaixoTodas := (Close < mme9) and (Close < mme20) and (Close < mma50) and (Close < mma200); + + bEntre9e20 := ((Close <= mme9) and (Close >= mme20)) or ((Close >= mme9) and (Close <= mme20)); + bEntre20e50 := ((Close <= mme20) and (Close >= mma50)) or ((Close >= mme20) and (Close <= mma50)); + bEntre50e200 := ((Close <= mma50) and (Close >= mma200)) or ((Close >= mma50) and (Close <= mma200)); + bZonaNeutra := bEntre9e20 or bEntre20e50 or bEntre50e200; + + bCompressao := dist20200 <= DistanciaCompressao20x200; + bSaindoCompressao := (dist20200 > DistanciaCompressao20x200) and (dist20200[1] <= DistanciaCompressao20x200); + + bLequeAlta := bAcimaTodas and (mme9 > mme20) and (mme20 > mma50) and (mma50 > mma200) + and (slope20 > 0) and (slope50 > 0) and (slope200 >= 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos) + and (dist50200 >= DistanciaMinimaLequePontos); + + bLequeBaixa := bAbaixoTodas and (mme9 < mme20) and (mme20 < mma50) and (mma50 < mma200) + and (slope20 < 0) and (slope50 < 0) and (slope200 <= 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos) + and (dist50200 >= DistanciaMinimaLequePontos); + + bCandleForcaAlta := (Close > Open) and ((corpoCandle / rangeCandle) >= MinPercCorpoPA) and (Close > High[1]); + bCandleForcaBaixa := (Close < Open) and ((corpoCandle / rangeCandle) >= MinPercCorpoPA) and (Close < Low[1]); + + bRejeicaoAlta := (Close > Open) + and ((pavioInf >= (corpoCandle * FatorPavioRejeicao)) or (Low <= Low[1])) + and (Close > mme20); + + bRejeicaoBaixa := (Close < Open) + and ((pavioSup >= (corpoCandle * FatorPavioRejeicao)) or (High >= High[1])) + and (Close < mme20); + + bPullbackCompra := (not bCompressao) + and (mma50 > mma200) + and (slope20 > 0) + and (Abs(Low - mme20) <= DistanciaToqueMME20) + and bRejeicaoAlta; + + bPullbackVenda := (not bCompressao) + and (mma50 < mma200) + and (slope20 < 0) + and (Abs(High - mme20) <= DistanciaToqueMME20) + and bRejeicaoBaixa; + + bRompAlta := (Close > mma200) and (Close[1] <= mma200) + and (dist20200 <= DistanciaToqueMME20) + and (Close >= topoLookback[1]) + and (mme9 > mme20) + and bCandleForcaAlta; + + bRompBaixa := (Close < mma200) and (Close[1] >= mma200) + and (dist20200 <= DistanciaToqueMME20) + and (Close <= fundoLookback[1]) + and (mme9 < mme20) + and bCandleForcaBaixa; + + bConfCompra := (not UsarConfirmacaoCandle) or bCandleForcaAlta; + bConfVenda := (not UsarConfirmacaoCandle) or bCandleForcaBaixa; + + if bLequeAlta or bPullbackCompra or bRompAlta then + iAlta := iAlta + 1 + else + iAlta := 0; + + if bLequeBaixa or bPullbackVenda or bRompBaixa then + iBaixa := iBaixa + 1 + else + iBaixa := 0; + + bCompra := false; + bVenda := false; + + if ModoEstrategia = 1 then + begin + bCompra := bLequeAlta and (not bCompressao) and (not bZonaNeutra) + and (distPreco20 <= DistanciaMaximaPrecoMME20) + and bConfCompra and (iAlta >= MinBarrasConfirmacao); + + bVenda := bLequeBaixa and (not bCompressao) and (not bZonaNeutra) + and (distPreco20 <= DistanciaMaximaPrecoMME20) + and bConfVenda and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 2 then + begin + bCompra := bPullbackCompra and bConfCompra and (iAlta >= MinBarrasConfirmacao); + bVenda := bPullbackVenda and bConfVenda and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 3 then + begin + bCompra := bRompAlta and (iAlta >= ConfirmacoesRompimento); + bVenda := bRompBaixa and (iBaixa >= ConfirmacoesRompimento); + end + else if ModoEstrategia = 4 then + begin + bCompra := (not bCompressao) and bSaindoCompressao and bLequeAlta and bConfCompra; + bVenda := (not bCompressao) and bSaindoCompressao and bLequeBaixa and bConfVenda; + end + else + begin + bCompra := (not bCompressao) and (not bZonaNeutra) + and ((bPullbackCompra and bConfCompra) or (bRompAlta and (iAlta >= ConfirmacoesRompimento))); + + bVenda := (not bCompressao) and (not bZonaNeutra) + and ((bPullbackVenda and bConfVenda) or (bRompBaixa and (iBaixa >= ConfirmacoesRompimento))); + end; + + if IsBought or IsSold then + iBarrasPosicao := iBarrasPosicao + 1 + else + iBarrasPosicao := 0; + + if (not IsBought) and (not IsSold) then + begin + if bCompra then + BuyAtMarket + else if bVenda then + SellShortAtMarket; + end; + + bSaidaOCOCompra := false; + bSaidaOCOVenda := false; + + if IsBought and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada - StopLossPontos; + fAlvoAtual := fPrecoEntrada + TakeProfitPontos; + bSaidaOCOCompra := UsarOCO and ((Low <= fStopAtual) or (High >= fAlvoAtual)); + end; + + if IsSold and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada + StopLossPontos; + fAlvoAtual := fPrecoEntrada - TakeProfitPontos; + bSaidaOCOVenda := UsarOCO and ((High >= fStopAtual) or (Low <= fAlvoAtual)); + end; + + if IsBought and ( + bCompressao + or bZonaNeutra + or (Close < mme20) + or bCandleForcaBaixa + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOCompra + ) then + ClosePosition; + + if IsSold and ( + bCompressao + or bZonaNeutra + or (Close > mme20) + or bCandleForcaAlta + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOVenda + ) then + ClosePosition; + + if (not bEstavaPosicionado) and IsBought then + fPrecoEntrada := Close; + + if (not bEstavaPosicionado) and IsSold then + fPrecoEntrada := Close; + + bEstavaPosicionado := IsBought or IsSold; +end; diff --git a/automacao_backtests/MEDIAS_20_50_200/Reprovados/robo_medias_v10_leque.txt b/automacao_backtests/MEDIAS_20_50_200/Reprovados/robo_medias_v10_leque.txt new file mode 100644 index 0000000..d4fcc73 --- /dev/null +++ b/automacao_backtests/MEDIAS_20_50_200/Reprovados/robo_medias_v10_leque.txt @@ -0,0 +1,228 @@ +{ + Estrategia: robo_medias_v10_leque + Autor: Wesley + Descricao: Leque direcional 9/20/50/200 com price action de continuidade e filtro de zona neutra. +} + +input + ModoEstrategia(1); + DistanciaMinimaLequePontos(30); + DistanciaCompressao20x200(70); + DistanciaMaximaPrecoMME20(260); + DistanciaToqueMME20(50); + MinBarrasConfirmacao(2); + ConfirmacoesRompimento(1); + MinPercCorpoPA(0.55); + FatorPavioRejeicao(1.4); + UsarConfirmacaoCandle(true); + UsarOCO(true); + StopLossPontos(270); + TakeProfitPontos(459); + UsarSaidaPorTempo(true); + MaxBarrasPosicao(12); + +var + mme9, mme20, mma50, mma200 : float; + slope20, slope50, slope200 : float; + dist920, dist2050, dist50200, dist20200, distPreco20 : float; + topoLookback, fundoLookback : float; + rangeCandle, corpoCandle, pavioSup, pavioInf : float; + iAlta, iBaixa, iBarrasPosicao : integer; + bCompressao, bLequeAlta, bLequeBaixa : boolean; + bAcimaTodas, bAbaixoTodas, bEntre9e20, bEntre20e50, bEntre50e200, bZonaNeutra : boolean; + bCandleForcaAlta, bCandleForcaBaixa, bRejeicaoAlta, bRejeicaoBaixa : boolean; + bPullbackCompra, bPullbackVenda, bRompAlta, bRompBaixa, bSaindoCompressao : boolean; + bCompra, bVenda, bConfCompra, bConfVenda : boolean; + bEstavaPosicionado, bSaidaOCOCompra, bSaidaOCOVenda : boolean; + fPrecoEntrada, fStopAtual, fAlvoAtual : float; + +begin + mme9 := MediaExp(9, Close); + mme20 := MediaExp(20, Close); + mma50 := Media(50, Close); + mma200 := Media(200, Close); + + slope20 := mme20 - mme20[1]; + slope50 := mma50 - mma50[1]; + slope200 := mma200 - mma200[1]; + + dist920 := Abs(mme9 - mme20); + dist2050 := Abs(mme20 - mma50); + dist50200 := Abs(mma50 - mma200); + dist20200 := Abs(mme20 - mma200); + distPreco20 := Abs(Close - mme20); + + topoLookback := Highest(High, 12); + fundoLookback := Lowest(Low, 12); + + rangeCandle := Max(High - Low, 0.01); + corpoCandle := Abs(Close - Open); + pavioSup := High - Max(Open, Close); + pavioInf := Min(Open, Close) - Low; + + bAcimaTodas := (Close > mme9) and (Close > mme20) and (Close > mma50) and (Close > mma200); + bAbaixoTodas := (Close < mme9) and (Close < mme20) and (Close < mma50) and (Close < mma200); + + bEntre9e20 := ((Close <= mme9) and (Close >= mme20)) or ((Close >= mme9) and (Close <= mme20)); + bEntre20e50 := ((Close <= mme20) and (Close >= mma50)) or ((Close >= mme20) and (Close <= mma50)); + bEntre50e200 := ((Close <= mma50) and (Close >= mma200)) or ((Close >= mma50) and (Close <= mma200)); + bZonaNeutra := bEntre9e20 or bEntre20e50 or bEntre50e200; + + bCompressao := dist20200 <= DistanciaCompressao20x200; + bSaindoCompressao := (dist20200 > DistanciaCompressao20x200) and (dist20200[1] <= DistanciaCompressao20x200); + + bLequeAlta := bAcimaTodas and (mme9 > mme20) and (mme20 > mma50) and (mma50 > mma200) + and (slope20 > 0) and (slope50 > 0) and (slope200 >= 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos) + and (dist50200 >= DistanciaMinimaLequePontos); + + bLequeBaixa := bAbaixoTodas and (mme9 < mme20) and (mme20 < mma50) and (mma50 < mma200) + and (slope20 < 0) and (slope50 < 0) and (slope200 <= 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos) + and (dist50200 >= DistanciaMinimaLequePontos); + + bCandleForcaAlta := (Close > Open) and ((corpoCandle / rangeCandle) >= MinPercCorpoPA) and (Close > High[1]); + bCandleForcaBaixa := (Close < Open) and ((corpoCandle / rangeCandle) >= MinPercCorpoPA) and (Close < Low[1]); + + bRejeicaoAlta := (Close > Open) + and ((pavioInf >= (corpoCandle * FatorPavioRejeicao)) or (Low <= Low[1])) + and (Close > mme20); + + bRejeicaoBaixa := (Close < Open) + and ((pavioSup >= (corpoCandle * FatorPavioRejeicao)) or (High >= High[1])) + and (Close < mme20); + + bPullbackCompra := (not bCompressao) + and (mma50 > mma200) + and (slope20 > 0) + and (Abs(Low - mme20) <= DistanciaToqueMME20) + and bRejeicaoAlta; + + bPullbackVenda := (not bCompressao) + and (mma50 < mma200) + and (slope20 < 0) + and (Abs(High - mme20) <= DistanciaToqueMME20) + and bRejeicaoBaixa; + + bRompAlta := (Close > mma200) and (Close[1] <= mma200) + and (dist20200 <= DistanciaToqueMME20) + and (Close >= topoLookback[1]) + and (mme9 > mme20) + and bCandleForcaAlta; + + bRompBaixa := (Close < mma200) and (Close[1] >= mma200) + and (dist20200 <= DistanciaToqueMME20) + and (Close <= fundoLookback[1]) + and (mme9 < mme20) + and bCandleForcaBaixa; + + bConfCompra := (not UsarConfirmacaoCandle) or bCandleForcaAlta; + bConfVenda := (not UsarConfirmacaoCandle) or bCandleForcaBaixa; + + if bLequeAlta or bPullbackCompra or bRompAlta then + iAlta := iAlta + 1 + else + iAlta := 0; + + if bLequeBaixa or bPullbackVenda or bRompBaixa then + iBaixa := iBaixa + 1 + else + iBaixa := 0; + + bCompra := false; + bVenda := false; + + if ModoEstrategia = 1 then + begin + bCompra := bLequeAlta and (not bCompressao) and (not bZonaNeutra) + and (distPreco20 <= DistanciaMaximaPrecoMME20) + and bConfCompra and (iAlta >= MinBarrasConfirmacao); + + bVenda := bLequeBaixa and (not bCompressao) and (not bZonaNeutra) + and (distPreco20 <= DistanciaMaximaPrecoMME20) + and bConfVenda and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 2 then + begin + bCompra := bPullbackCompra and bConfCompra and (iAlta >= MinBarrasConfirmacao); + bVenda := bPullbackVenda and bConfVenda and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 3 then + begin + bCompra := bRompAlta and (iAlta >= ConfirmacoesRompimento); + bVenda := bRompBaixa and (iBaixa >= ConfirmacoesRompimento); + end + else if ModoEstrategia = 4 then + begin + bCompra := (not bCompressao) and bSaindoCompressao and bLequeAlta and bConfCompra; + bVenda := (not bCompressao) and bSaindoCompressao and bLequeBaixa and bConfVenda; + end + else + begin + bCompra := (not bCompressao) and (not bZonaNeutra) + and ((bPullbackCompra and bConfCompra) or (bRompAlta and (iAlta >= ConfirmacoesRompimento))); + + bVenda := (not bCompressao) and (not bZonaNeutra) + and ((bPullbackVenda and bConfVenda) or (bRompBaixa and (iBaixa >= ConfirmacoesRompimento))); + end; + + if IsBought or IsSold then + iBarrasPosicao := iBarrasPosicao + 1 + else + iBarrasPosicao := 0; + + if (not IsBought) and (not IsSold) then + begin + if bCompra then + BuyAtMarket + else if bVenda then + SellShortAtMarket; + end; + + bSaidaOCOCompra := false; + bSaidaOCOVenda := false; + + if IsBought and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada - StopLossPontos; + fAlvoAtual := fPrecoEntrada + TakeProfitPontos; + bSaidaOCOCompra := UsarOCO and ((Low <= fStopAtual) or (High >= fAlvoAtual)); + end; + + if IsSold and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada + StopLossPontos; + fAlvoAtual := fPrecoEntrada - TakeProfitPontos; + bSaidaOCOVenda := UsarOCO and ((High >= fStopAtual) or (Low <= fAlvoAtual)); + end; + + if IsBought and ( + bCompressao + or bZonaNeutra + or (Close < mme20) + or bCandleForcaBaixa + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOCompra + ) then + ClosePosition; + + if IsSold and ( + bCompressao + or bZonaNeutra + or (Close > mme20) + or bCandleForcaAlta + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOVenda + ) then + ClosePosition; + + if (not bEstavaPosicionado) and IsBought then + fPrecoEntrada := Close; + + if (not bEstavaPosicionado) and IsSold then + fPrecoEntrada := Close; + + bEstavaPosicionado := IsBought or IsSold; +end; diff --git a/automacao_backtests/MEDIAS_20_50_200/Reprovados/robo_medias_v11_leque.txt b/automacao_backtests/MEDIAS_20_50_200/Reprovados/robo_medias_v11_leque.txt new file mode 100644 index 0000000..cad75ee --- /dev/null +++ b/automacao_backtests/MEDIAS_20_50_200/Reprovados/robo_medias_v11_leque.txt @@ -0,0 +1,228 @@ +{ + Estrategia: robo_medias_v11_leque + Autor: Wesley + Descricao: Leque direcional 9/20/50/200 com price action de continuidade e filtro de zona neutra. +} + +input + ModoEstrategia(1); + DistanciaMinimaLequePontos(35); + DistanciaCompressao20x200(80); + DistanciaMaximaPrecoMME20(200); + DistanciaToqueMME20(40); + MinBarrasConfirmacao(2); + ConfirmacoesRompimento(2); + MinPercCorpoPA(0.5); + FatorPavioRejeicao(1.25); + UsarConfirmacaoCandle(true); + UsarOCO(true); + StopLossPontos(135); + TakeProfitPontos(216); + UsarSaidaPorTempo(true); + MaxBarrasPosicao(9); + +var + mme9, mme20, mma50, mma200 : float; + slope20, slope50, slope200 : float; + dist920, dist2050, dist50200, dist20200, distPreco20 : float; + topoLookback, fundoLookback : float; + rangeCandle, corpoCandle, pavioSup, pavioInf : float; + iAlta, iBaixa, iBarrasPosicao : integer; + bCompressao, bLequeAlta, bLequeBaixa : boolean; + bAcimaTodas, bAbaixoTodas, bEntre9e20, bEntre20e50, bEntre50e200, bZonaNeutra : boolean; + bCandleForcaAlta, bCandleForcaBaixa, bRejeicaoAlta, bRejeicaoBaixa : boolean; + bPullbackCompra, bPullbackVenda, bRompAlta, bRompBaixa, bSaindoCompressao : boolean; + bCompra, bVenda, bConfCompra, bConfVenda : boolean; + bEstavaPosicionado, bSaidaOCOCompra, bSaidaOCOVenda : boolean; + fPrecoEntrada, fStopAtual, fAlvoAtual : float; + +begin + mme9 := MediaExp(9, Close); + mme20 := MediaExp(20, Close); + mma50 := Media(50, Close); + mma200 := Media(200, Close); + + slope20 := mme20 - mme20[1]; + slope50 := mma50 - mma50[1]; + slope200 := mma200 - mma200[1]; + + dist920 := Abs(mme9 - mme20); + dist2050 := Abs(mme20 - mma50); + dist50200 := Abs(mma50 - mma200); + dist20200 := Abs(mme20 - mma200); + distPreco20 := Abs(Close - mme20); + + topoLookback := Highest(High, 12); + fundoLookback := Lowest(Low, 12); + + rangeCandle := Max(High - Low, 0.01); + corpoCandle := Abs(Close - Open); + pavioSup := High - Max(Open, Close); + pavioInf := Min(Open, Close) - Low; + + bAcimaTodas := (Close > mme9) and (Close > mme20) and (Close > mma50) and (Close > mma200); + bAbaixoTodas := (Close < mme9) and (Close < mme20) and (Close < mma50) and (Close < mma200); + + bEntre9e20 := ((Close <= mme9) and (Close >= mme20)) or ((Close >= mme9) and (Close <= mme20)); + bEntre20e50 := ((Close <= mme20) and (Close >= mma50)) or ((Close >= mme20) and (Close <= mma50)); + bEntre50e200 := ((Close <= mma50) and (Close >= mma200)) or ((Close >= mma50) and (Close <= mma200)); + bZonaNeutra := bEntre9e20 or bEntre20e50 or bEntre50e200; + + bCompressao := dist20200 <= DistanciaCompressao20x200; + bSaindoCompressao := (dist20200 > DistanciaCompressao20x200) and (dist20200[1] <= DistanciaCompressao20x200); + + bLequeAlta := bAcimaTodas and (mme9 > mme20) and (mme20 > mma50) and (mma50 > mma200) + and (slope20 > 0) and (slope50 > 0) and (slope200 >= 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos) + and (dist50200 >= DistanciaMinimaLequePontos); + + bLequeBaixa := bAbaixoTodas and (mme9 < mme20) and (mme20 < mma50) and (mma50 < mma200) + and (slope20 < 0) and (slope50 < 0) and (slope200 <= 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos) + and (dist50200 >= DistanciaMinimaLequePontos); + + bCandleForcaAlta := (Close > Open) and ((corpoCandle / rangeCandle) >= MinPercCorpoPA) and (Close > High[1]); + bCandleForcaBaixa := (Close < Open) and ((corpoCandle / rangeCandle) >= MinPercCorpoPA) and (Close < Low[1]); + + bRejeicaoAlta := (Close > Open) + and ((pavioInf >= (corpoCandle * FatorPavioRejeicao)) or (Low <= Low[1])) + and (Close > mme20); + + bRejeicaoBaixa := (Close < Open) + and ((pavioSup >= (corpoCandle * FatorPavioRejeicao)) or (High >= High[1])) + and (Close < mme20); + + bPullbackCompra := (not bCompressao) + and (mma50 > mma200) + and (slope20 > 0) + and (Abs(Low - mme20) <= DistanciaToqueMME20) + and bRejeicaoAlta; + + bPullbackVenda := (not bCompressao) + and (mma50 < mma200) + and (slope20 < 0) + and (Abs(High - mme20) <= DistanciaToqueMME20) + and bRejeicaoBaixa; + + bRompAlta := (Close > mma200) and (Close[1] <= mma200) + and (dist20200 <= DistanciaToqueMME20) + and (Close >= topoLookback[1]) + and (mme9 > mme20) + and bCandleForcaAlta; + + bRompBaixa := (Close < mma200) and (Close[1] >= mma200) + and (dist20200 <= DistanciaToqueMME20) + and (Close <= fundoLookback[1]) + and (mme9 < mme20) + and bCandleForcaBaixa; + + bConfCompra := (not UsarConfirmacaoCandle) or bCandleForcaAlta; + bConfVenda := (not UsarConfirmacaoCandle) or bCandleForcaBaixa; + + if bLequeAlta or bPullbackCompra or bRompAlta then + iAlta := iAlta + 1 + else + iAlta := 0; + + if bLequeBaixa or bPullbackVenda or bRompBaixa then + iBaixa := iBaixa + 1 + else + iBaixa := 0; + + bCompra := false; + bVenda := false; + + if ModoEstrategia = 1 then + begin + bCompra := bLequeAlta and (not bCompressao) and (not bZonaNeutra) + and (distPreco20 <= DistanciaMaximaPrecoMME20) + and bConfCompra and (iAlta >= MinBarrasConfirmacao); + + bVenda := bLequeBaixa and (not bCompressao) and (not bZonaNeutra) + and (distPreco20 <= DistanciaMaximaPrecoMME20) + and bConfVenda and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 2 then + begin + bCompra := bPullbackCompra and bConfCompra and (iAlta >= MinBarrasConfirmacao); + bVenda := bPullbackVenda and bConfVenda and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 3 then + begin + bCompra := bRompAlta and (iAlta >= ConfirmacoesRompimento); + bVenda := bRompBaixa and (iBaixa >= ConfirmacoesRompimento); + end + else if ModoEstrategia = 4 then + begin + bCompra := (not bCompressao) and bSaindoCompressao and bLequeAlta and bConfCompra; + bVenda := (not bCompressao) and bSaindoCompressao and bLequeBaixa and bConfVenda; + end + else + begin + bCompra := (not bCompressao) and (not bZonaNeutra) + and ((bPullbackCompra and bConfCompra) or (bRompAlta and (iAlta >= ConfirmacoesRompimento))); + + bVenda := (not bCompressao) and (not bZonaNeutra) + and ((bPullbackVenda and bConfVenda) or (bRompBaixa and (iBaixa >= ConfirmacoesRompimento))); + end; + + if IsBought or IsSold then + iBarrasPosicao := iBarrasPosicao + 1 + else + iBarrasPosicao := 0; + + if (not IsBought) and (not IsSold) then + begin + if bCompra then + BuyAtMarket + else if bVenda then + SellShortAtMarket; + end; + + bSaidaOCOCompra := false; + bSaidaOCOVenda := false; + + if IsBought and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada - StopLossPontos; + fAlvoAtual := fPrecoEntrada + TakeProfitPontos; + bSaidaOCOCompra := UsarOCO and ((Low <= fStopAtual) or (High >= fAlvoAtual)); + end; + + if IsSold and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada + StopLossPontos; + fAlvoAtual := fPrecoEntrada - TakeProfitPontos; + bSaidaOCOVenda := UsarOCO and ((High >= fStopAtual) or (Low <= fAlvoAtual)); + end; + + if IsBought and ( + bCompressao + or bZonaNeutra + or (Close < mme20) + or bCandleForcaBaixa + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOCompra + ) then + ClosePosition; + + if IsSold and ( + bCompressao + or bZonaNeutra + or (Close > mme20) + or bCandleForcaAlta + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOVenda + ) then + ClosePosition; + + if (not bEstavaPosicionado) and IsBought then + fPrecoEntrada := Close; + + if (not bEstavaPosicionado) and IsSold then + fPrecoEntrada := Close; + + bEstavaPosicionado := IsBought or IsSold; +end; diff --git a/automacao_backtests/MEDIAS_20_50_200/Reprovados/robo_medias_v12_leque.txt b/automacao_backtests/MEDIAS_20_50_200/Reprovados/robo_medias_v12_leque.txt new file mode 100644 index 0000000..0ea3cb3 --- /dev/null +++ b/automacao_backtests/MEDIAS_20_50_200/Reprovados/robo_medias_v12_leque.txt @@ -0,0 +1,228 @@ +{ + Estrategia: robo_medias_v12_leque + Autor: Wesley + Descricao: Leque direcional 9/20/50/200 com price action de continuidade e filtro de zona neutra. +} + +input + ModoEstrategia(1); + DistanciaMinimaLequePontos(40); + DistanciaCompressao20x200(90); + DistanciaMaximaPrecoMME20(220); + DistanciaToqueMME20(50); + MinBarrasConfirmacao(3); + ConfirmacoesRompimento(1); + MinPercCorpoPA(0.55); + FatorPavioRejeicao(1.4); + UsarConfirmacaoCandle(true); + UsarOCO(true); + StopLossPontos(150); + TakeProfitPontos(255); + UsarSaidaPorTempo(true); + MaxBarrasPosicao(10); + +var + mme9, mme20, mma50, mma200 : float; + slope20, slope50, slope200 : float; + dist920, dist2050, dist50200, dist20200, distPreco20 : float; + topoLookback, fundoLookback : float; + rangeCandle, corpoCandle, pavioSup, pavioInf : float; + iAlta, iBaixa, iBarrasPosicao : integer; + bCompressao, bLequeAlta, bLequeBaixa : boolean; + bAcimaTodas, bAbaixoTodas, bEntre9e20, bEntre20e50, bEntre50e200, bZonaNeutra : boolean; + bCandleForcaAlta, bCandleForcaBaixa, bRejeicaoAlta, bRejeicaoBaixa : boolean; + bPullbackCompra, bPullbackVenda, bRompAlta, bRompBaixa, bSaindoCompressao : boolean; + bCompra, bVenda, bConfCompra, bConfVenda : boolean; + bEstavaPosicionado, bSaidaOCOCompra, bSaidaOCOVenda : boolean; + fPrecoEntrada, fStopAtual, fAlvoAtual : float; + +begin + mme9 := MediaExp(9, Close); + mme20 := MediaExp(20, Close); + mma50 := Media(50, Close); + mma200 := Media(200, Close); + + slope20 := mme20 - mme20[1]; + slope50 := mma50 - mma50[1]; + slope200 := mma200 - mma200[1]; + + dist920 := Abs(mme9 - mme20); + dist2050 := Abs(mme20 - mma50); + dist50200 := Abs(mma50 - mma200); + dist20200 := Abs(mme20 - mma200); + distPreco20 := Abs(Close - mme20); + + topoLookback := Highest(High, 12); + fundoLookback := Lowest(Low, 12); + + rangeCandle := Max(High - Low, 0.01); + corpoCandle := Abs(Close - Open); + pavioSup := High - Max(Open, Close); + pavioInf := Min(Open, Close) - Low; + + bAcimaTodas := (Close > mme9) and (Close > mme20) and (Close > mma50) and (Close > mma200); + bAbaixoTodas := (Close < mme9) and (Close < mme20) and (Close < mma50) and (Close < mma200); + + bEntre9e20 := ((Close <= mme9) and (Close >= mme20)) or ((Close >= mme9) and (Close <= mme20)); + bEntre20e50 := ((Close <= mme20) and (Close >= mma50)) or ((Close >= mme20) and (Close <= mma50)); + bEntre50e200 := ((Close <= mma50) and (Close >= mma200)) or ((Close >= mma50) and (Close <= mma200)); + bZonaNeutra := bEntre9e20 or bEntre20e50 or bEntre50e200; + + bCompressao := dist20200 <= DistanciaCompressao20x200; + bSaindoCompressao := (dist20200 > DistanciaCompressao20x200) and (dist20200[1] <= DistanciaCompressao20x200); + + bLequeAlta := bAcimaTodas and (mme9 > mme20) and (mme20 > mma50) and (mma50 > mma200) + and (slope20 > 0) and (slope50 > 0) and (slope200 >= 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos) + and (dist50200 >= DistanciaMinimaLequePontos); + + bLequeBaixa := bAbaixoTodas and (mme9 < mme20) and (mme20 < mma50) and (mma50 < mma200) + and (slope20 < 0) and (slope50 < 0) and (slope200 <= 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos) + and (dist50200 >= DistanciaMinimaLequePontos); + + bCandleForcaAlta := (Close > Open) and ((corpoCandle / rangeCandle) >= MinPercCorpoPA) and (Close > High[1]); + bCandleForcaBaixa := (Close < Open) and ((corpoCandle / rangeCandle) >= MinPercCorpoPA) and (Close < Low[1]); + + bRejeicaoAlta := (Close > Open) + and ((pavioInf >= (corpoCandle * FatorPavioRejeicao)) or (Low <= Low[1])) + and (Close > mme20); + + bRejeicaoBaixa := (Close < Open) + and ((pavioSup >= (corpoCandle * FatorPavioRejeicao)) or (High >= High[1])) + and (Close < mme20); + + bPullbackCompra := (not bCompressao) + and (mma50 > mma200) + and (slope20 > 0) + and (Abs(Low - mme20) <= DistanciaToqueMME20) + and bRejeicaoAlta; + + bPullbackVenda := (not bCompressao) + and (mma50 < mma200) + and (slope20 < 0) + and (Abs(High - mme20) <= DistanciaToqueMME20) + and bRejeicaoBaixa; + + bRompAlta := (Close > mma200) and (Close[1] <= mma200) + and (dist20200 <= DistanciaToqueMME20) + and (Close >= topoLookback[1]) + and (mme9 > mme20) + and bCandleForcaAlta; + + bRompBaixa := (Close < mma200) and (Close[1] >= mma200) + and (dist20200 <= DistanciaToqueMME20) + and (Close <= fundoLookback[1]) + and (mme9 < mme20) + and bCandleForcaBaixa; + + bConfCompra := (not UsarConfirmacaoCandle) or bCandleForcaAlta; + bConfVenda := (not UsarConfirmacaoCandle) or bCandleForcaBaixa; + + if bLequeAlta or bPullbackCompra or bRompAlta then + iAlta := iAlta + 1 + else + iAlta := 0; + + if bLequeBaixa or bPullbackVenda or bRompBaixa then + iBaixa := iBaixa + 1 + else + iBaixa := 0; + + bCompra := false; + bVenda := false; + + if ModoEstrategia = 1 then + begin + bCompra := bLequeAlta and (not bCompressao) and (not bZonaNeutra) + and (distPreco20 <= DistanciaMaximaPrecoMME20) + and bConfCompra and (iAlta >= MinBarrasConfirmacao); + + bVenda := bLequeBaixa and (not bCompressao) and (not bZonaNeutra) + and (distPreco20 <= DistanciaMaximaPrecoMME20) + and bConfVenda and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 2 then + begin + bCompra := bPullbackCompra and bConfCompra and (iAlta >= MinBarrasConfirmacao); + bVenda := bPullbackVenda and bConfVenda and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 3 then + begin + bCompra := bRompAlta and (iAlta >= ConfirmacoesRompimento); + bVenda := bRompBaixa and (iBaixa >= ConfirmacoesRompimento); + end + else if ModoEstrategia = 4 then + begin + bCompra := (not bCompressao) and bSaindoCompressao and bLequeAlta and bConfCompra; + bVenda := (not bCompressao) and bSaindoCompressao and bLequeBaixa and bConfVenda; + end + else + begin + bCompra := (not bCompressao) and (not bZonaNeutra) + and ((bPullbackCompra and bConfCompra) or (bRompAlta and (iAlta >= ConfirmacoesRompimento))); + + bVenda := (not bCompressao) and (not bZonaNeutra) + and ((bPullbackVenda and bConfVenda) or (bRompBaixa and (iBaixa >= ConfirmacoesRompimento))); + end; + + if IsBought or IsSold then + iBarrasPosicao := iBarrasPosicao + 1 + else + iBarrasPosicao := 0; + + if (not IsBought) and (not IsSold) then + begin + if bCompra then + BuyAtMarket + else if bVenda then + SellShortAtMarket; + end; + + bSaidaOCOCompra := false; + bSaidaOCOVenda := false; + + if IsBought and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada - StopLossPontos; + fAlvoAtual := fPrecoEntrada + TakeProfitPontos; + bSaidaOCOCompra := UsarOCO and ((Low <= fStopAtual) or (High >= fAlvoAtual)); + end; + + if IsSold and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada + StopLossPontos; + fAlvoAtual := fPrecoEntrada - TakeProfitPontos; + bSaidaOCOVenda := UsarOCO and ((High >= fStopAtual) or (Low <= fAlvoAtual)); + end; + + if IsBought and ( + bCompressao + or bZonaNeutra + or (Close < mme20) + or bCandleForcaBaixa + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOCompra + ) then + ClosePosition; + + if IsSold and ( + bCompressao + or bZonaNeutra + or (Close > mme20) + or bCandleForcaAlta + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOVenda + ) then + ClosePosition; + + if (not bEstavaPosicionado) and IsBought then + fPrecoEntrada := Close; + + if (not bEstavaPosicionado) and IsSold then + fPrecoEntrada := Close; + + bEstavaPosicionado := IsBought or IsSold; +end; diff --git a/automacao_backtests/MEDIAS_20_50_200/Reprovados/robo_medias_v13_leque.txt b/automacao_backtests/MEDIAS_20_50_200/Reprovados/robo_medias_v13_leque.txt new file mode 100644 index 0000000..1c21b82 --- /dev/null +++ b/automacao_backtests/MEDIAS_20_50_200/Reprovados/robo_medias_v13_leque.txt @@ -0,0 +1,228 @@ +{ + Estrategia: robo_medias_v13_leque + Autor: Wesley + Descricao: Leque direcional 9/20/50/200 com price action de continuidade e filtro de zona neutra. +} + +input + ModoEstrategia(1); + DistanciaMinimaLequePontos(45); + DistanciaCompressao20x200(100); + DistanciaMaximaPrecoMME20(240); + DistanciaToqueMME20(60); + MinBarrasConfirmacao(1); + ConfirmacoesRompimento(2); + MinPercCorpoPA(0.6); + FatorPavioRejeicao(1.55); + UsarConfirmacaoCandle(true); + UsarOCO(true); + StopLossPontos(165); + TakeProfitPontos(297); + UsarSaidaPorTempo(true); + MaxBarrasPosicao(11); + +var + mme9, mme20, mma50, mma200 : float; + slope20, slope50, slope200 : float; + dist920, dist2050, dist50200, dist20200, distPreco20 : float; + topoLookback, fundoLookback : float; + rangeCandle, corpoCandle, pavioSup, pavioInf : float; + iAlta, iBaixa, iBarrasPosicao : integer; + bCompressao, bLequeAlta, bLequeBaixa : boolean; + bAcimaTodas, bAbaixoTodas, bEntre9e20, bEntre20e50, bEntre50e200, bZonaNeutra : boolean; + bCandleForcaAlta, bCandleForcaBaixa, bRejeicaoAlta, bRejeicaoBaixa : boolean; + bPullbackCompra, bPullbackVenda, bRompAlta, bRompBaixa, bSaindoCompressao : boolean; + bCompra, bVenda, bConfCompra, bConfVenda : boolean; + bEstavaPosicionado, bSaidaOCOCompra, bSaidaOCOVenda : boolean; + fPrecoEntrada, fStopAtual, fAlvoAtual : float; + +begin + mme9 := MediaExp(9, Close); + mme20 := MediaExp(20, Close); + mma50 := Media(50, Close); + mma200 := Media(200, Close); + + slope20 := mme20 - mme20[1]; + slope50 := mma50 - mma50[1]; + slope200 := mma200 - mma200[1]; + + dist920 := Abs(mme9 - mme20); + dist2050 := Abs(mme20 - mma50); + dist50200 := Abs(mma50 - mma200); + dist20200 := Abs(mme20 - mma200); + distPreco20 := Abs(Close - mme20); + + topoLookback := Highest(High, 12); + fundoLookback := Lowest(Low, 12); + + rangeCandle := Max(High - Low, 0.01); + corpoCandle := Abs(Close - Open); + pavioSup := High - Max(Open, Close); + pavioInf := Min(Open, Close) - Low; + + bAcimaTodas := (Close > mme9) and (Close > mme20) and (Close > mma50) and (Close > mma200); + bAbaixoTodas := (Close < mme9) and (Close < mme20) and (Close < mma50) and (Close < mma200); + + bEntre9e20 := ((Close <= mme9) and (Close >= mme20)) or ((Close >= mme9) and (Close <= mme20)); + bEntre20e50 := ((Close <= mme20) and (Close >= mma50)) or ((Close >= mme20) and (Close <= mma50)); + bEntre50e200 := ((Close <= mma50) and (Close >= mma200)) or ((Close >= mma50) and (Close <= mma200)); + bZonaNeutra := bEntre9e20 or bEntre20e50 or bEntre50e200; + + bCompressao := dist20200 <= DistanciaCompressao20x200; + bSaindoCompressao := (dist20200 > DistanciaCompressao20x200) and (dist20200[1] <= DistanciaCompressao20x200); + + bLequeAlta := bAcimaTodas and (mme9 > mme20) and (mme20 > mma50) and (mma50 > mma200) + and (slope20 > 0) and (slope50 > 0) and (slope200 >= 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos) + and (dist50200 >= DistanciaMinimaLequePontos); + + bLequeBaixa := bAbaixoTodas and (mme9 < mme20) and (mme20 < mma50) and (mma50 < mma200) + and (slope20 < 0) and (slope50 < 0) and (slope200 <= 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos) + and (dist50200 >= DistanciaMinimaLequePontos); + + bCandleForcaAlta := (Close > Open) and ((corpoCandle / rangeCandle) >= MinPercCorpoPA) and (Close > High[1]); + bCandleForcaBaixa := (Close < Open) and ((corpoCandle / rangeCandle) >= MinPercCorpoPA) and (Close < Low[1]); + + bRejeicaoAlta := (Close > Open) + and ((pavioInf >= (corpoCandle * FatorPavioRejeicao)) or (Low <= Low[1])) + and (Close > mme20); + + bRejeicaoBaixa := (Close < Open) + and ((pavioSup >= (corpoCandle * FatorPavioRejeicao)) or (High >= High[1])) + and (Close < mme20); + + bPullbackCompra := (not bCompressao) + and (mma50 > mma200) + and (slope20 > 0) + and (Abs(Low - mme20) <= DistanciaToqueMME20) + and bRejeicaoAlta; + + bPullbackVenda := (not bCompressao) + and (mma50 < mma200) + and (slope20 < 0) + and (Abs(High - mme20) <= DistanciaToqueMME20) + and bRejeicaoBaixa; + + bRompAlta := (Close > mma200) and (Close[1] <= mma200) + and (dist20200 <= DistanciaToqueMME20) + and (Close >= topoLookback[1]) + and (mme9 > mme20) + and bCandleForcaAlta; + + bRompBaixa := (Close < mma200) and (Close[1] >= mma200) + and (dist20200 <= DistanciaToqueMME20) + and (Close <= fundoLookback[1]) + and (mme9 < mme20) + and bCandleForcaBaixa; + + bConfCompra := (not UsarConfirmacaoCandle) or bCandleForcaAlta; + bConfVenda := (not UsarConfirmacaoCandle) or bCandleForcaBaixa; + + if bLequeAlta or bPullbackCompra or bRompAlta then + iAlta := iAlta + 1 + else + iAlta := 0; + + if bLequeBaixa or bPullbackVenda or bRompBaixa then + iBaixa := iBaixa + 1 + else + iBaixa := 0; + + bCompra := false; + bVenda := false; + + if ModoEstrategia = 1 then + begin + bCompra := bLequeAlta and (not bCompressao) and (not bZonaNeutra) + and (distPreco20 <= DistanciaMaximaPrecoMME20) + and bConfCompra and (iAlta >= MinBarrasConfirmacao); + + bVenda := bLequeBaixa and (not bCompressao) and (not bZonaNeutra) + and (distPreco20 <= DistanciaMaximaPrecoMME20) + and bConfVenda and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 2 then + begin + bCompra := bPullbackCompra and bConfCompra and (iAlta >= MinBarrasConfirmacao); + bVenda := bPullbackVenda and bConfVenda and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 3 then + begin + bCompra := bRompAlta and (iAlta >= ConfirmacoesRompimento); + bVenda := bRompBaixa and (iBaixa >= ConfirmacoesRompimento); + end + else if ModoEstrategia = 4 then + begin + bCompra := (not bCompressao) and bSaindoCompressao and bLequeAlta and bConfCompra; + bVenda := (not bCompressao) and bSaindoCompressao and bLequeBaixa and bConfVenda; + end + else + begin + bCompra := (not bCompressao) and (not bZonaNeutra) + and ((bPullbackCompra and bConfCompra) or (bRompAlta and (iAlta >= ConfirmacoesRompimento))); + + bVenda := (not bCompressao) and (not bZonaNeutra) + and ((bPullbackVenda and bConfVenda) or (bRompBaixa and (iBaixa >= ConfirmacoesRompimento))); + end; + + if IsBought or IsSold then + iBarrasPosicao := iBarrasPosicao + 1 + else + iBarrasPosicao := 0; + + if (not IsBought) and (not IsSold) then + begin + if bCompra then + BuyAtMarket + else if bVenda then + SellShortAtMarket; + end; + + bSaidaOCOCompra := false; + bSaidaOCOVenda := false; + + if IsBought and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada - StopLossPontos; + fAlvoAtual := fPrecoEntrada + TakeProfitPontos; + bSaidaOCOCompra := UsarOCO and ((Low <= fStopAtual) or (High >= fAlvoAtual)); + end; + + if IsSold and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada + StopLossPontos; + fAlvoAtual := fPrecoEntrada - TakeProfitPontos; + bSaidaOCOVenda := UsarOCO and ((High >= fStopAtual) or (Low <= fAlvoAtual)); + end; + + if IsBought and ( + bCompressao + or bZonaNeutra + or (Close < mme20) + or bCandleForcaBaixa + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOCompra + ) then + ClosePosition; + + if IsSold and ( + bCompressao + or bZonaNeutra + or (Close > mme20) + or bCandleForcaAlta + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOVenda + ) then + ClosePosition; + + if (not bEstavaPosicionado) and IsBought then + fPrecoEntrada := Close; + + if (not bEstavaPosicionado) and IsSold then + fPrecoEntrada := Close; + + bEstavaPosicionado := IsBought or IsSold; +end; diff --git a/automacao_backtests/MEDIAS_20_50_200/Reprovados/robo_medias_v14_leque.txt b/automacao_backtests/MEDIAS_20_50_200/Reprovados/robo_medias_v14_leque.txt new file mode 100644 index 0000000..cbc90ad --- /dev/null +++ b/automacao_backtests/MEDIAS_20_50_200/Reprovados/robo_medias_v14_leque.txt @@ -0,0 +1,228 @@ +{ + Estrategia: robo_medias_v14_leque + Autor: Wesley + Descricao: Leque direcional 9/20/50/200 com price action de continuidade e filtro de zona neutra. +} + +input + ModoEstrategia(1); + DistanciaMinimaLequePontos(50); + DistanciaCompressao20x200(110); + DistanciaMaximaPrecoMME20(260); + DistanciaToqueMME20(30); + MinBarrasConfirmacao(2); + ConfirmacoesRompimento(1); + MinPercCorpoPA(0.45); + FatorPavioRejeicao(1.1); + UsarConfirmacaoCandle(true); + UsarOCO(true); + StopLossPontos(180); + TakeProfitPontos(270); + UsarSaidaPorTempo(true); + MaxBarrasPosicao(12); + +var + mme9, mme20, mma50, mma200 : float; + slope20, slope50, slope200 : float; + dist920, dist2050, dist50200, dist20200, distPreco20 : float; + topoLookback, fundoLookback : float; + rangeCandle, corpoCandle, pavioSup, pavioInf : float; + iAlta, iBaixa, iBarrasPosicao : integer; + bCompressao, bLequeAlta, bLequeBaixa : boolean; + bAcimaTodas, bAbaixoTodas, bEntre9e20, bEntre20e50, bEntre50e200, bZonaNeutra : boolean; + bCandleForcaAlta, bCandleForcaBaixa, bRejeicaoAlta, bRejeicaoBaixa : boolean; + bPullbackCompra, bPullbackVenda, bRompAlta, bRompBaixa, bSaindoCompressao : boolean; + bCompra, bVenda, bConfCompra, bConfVenda : boolean; + bEstavaPosicionado, bSaidaOCOCompra, bSaidaOCOVenda : boolean; + fPrecoEntrada, fStopAtual, fAlvoAtual : float; + +begin + mme9 := MediaExp(9, Close); + mme20 := MediaExp(20, Close); + mma50 := Media(50, Close); + mma200 := Media(200, Close); + + slope20 := mme20 - mme20[1]; + slope50 := mma50 - mma50[1]; + slope200 := mma200 - mma200[1]; + + dist920 := Abs(mme9 - mme20); + dist2050 := Abs(mme20 - mma50); + dist50200 := Abs(mma50 - mma200); + dist20200 := Abs(mme20 - mma200); + distPreco20 := Abs(Close - mme20); + + topoLookback := Highest(High, 12); + fundoLookback := Lowest(Low, 12); + + rangeCandle := Max(High - Low, 0.01); + corpoCandle := Abs(Close - Open); + pavioSup := High - Max(Open, Close); + pavioInf := Min(Open, Close) - Low; + + bAcimaTodas := (Close > mme9) and (Close > mme20) and (Close > mma50) and (Close > mma200); + bAbaixoTodas := (Close < mme9) and (Close < mme20) and (Close < mma50) and (Close < mma200); + + bEntre9e20 := ((Close <= mme9) and (Close >= mme20)) or ((Close >= mme9) and (Close <= mme20)); + bEntre20e50 := ((Close <= mme20) and (Close >= mma50)) or ((Close >= mme20) and (Close <= mma50)); + bEntre50e200 := ((Close <= mma50) and (Close >= mma200)) or ((Close >= mma50) and (Close <= mma200)); + bZonaNeutra := bEntre9e20 or bEntre20e50 or bEntre50e200; + + bCompressao := dist20200 <= DistanciaCompressao20x200; + bSaindoCompressao := (dist20200 > DistanciaCompressao20x200) and (dist20200[1] <= DistanciaCompressao20x200); + + bLequeAlta := bAcimaTodas and (mme9 > mme20) and (mme20 > mma50) and (mma50 > mma200) + and (slope20 > 0) and (slope50 > 0) and (slope200 >= 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos) + and (dist50200 >= DistanciaMinimaLequePontos); + + bLequeBaixa := bAbaixoTodas and (mme9 < mme20) and (mme20 < mma50) and (mma50 < mma200) + and (slope20 < 0) and (slope50 < 0) and (slope200 <= 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos) + and (dist50200 >= DistanciaMinimaLequePontos); + + bCandleForcaAlta := (Close > Open) and ((corpoCandle / rangeCandle) >= MinPercCorpoPA) and (Close > High[1]); + bCandleForcaBaixa := (Close < Open) and ((corpoCandle / rangeCandle) >= MinPercCorpoPA) and (Close < Low[1]); + + bRejeicaoAlta := (Close > Open) + and ((pavioInf >= (corpoCandle * FatorPavioRejeicao)) or (Low <= Low[1])) + and (Close > mme20); + + bRejeicaoBaixa := (Close < Open) + and ((pavioSup >= (corpoCandle * FatorPavioRejeicao)) or (High >= High[1])) + and (Close < mme20); + + bPullbackCompra := (not bCompressao) + and (mma50 > mma200) + and (slope20 > 0) + and (Abs(Low - mme20) <= DistanciaToqueMME20) + and bRejeicaoAlta; + + bPullbackVenda := (not bCompressao) + and (mma50 < mma200) + and (slope20 < 0) + and (Abs(High - mme20) <= DistanciaToqueMME20) + and bRejeicaoBaixa; + + bRompAlta := (Close > mma200) and (Close[1] <= mma200) + and (dist20200 <= DistanciaToqueMME20) + and (Close >= topoLookback[1]) + and (mme9 > mme20) + and bCandleForcaAlta; + + bRompBaixa := (Close < mma200) and (Close[1] >= mma200) + and (dist20200 <= DistanciaToqueMME20) + and (Close <= fundoLookback[1]) + and (mme9 < mme20) + and bCandleForcaBaixa; + + bConfCompra := (not UsarConfirmacaoCandle) or bCandleForcaAlta; + bConfVenda := (not UsarConfirmacaoCandle) or bCandleForcaBaixa; + + if bLequeAlta or bPullbackCompra or bRompAlta then + iAlta := iAlta + 1 + else + iAlta := 0; + + if bLequeBaixa or bPullbackVenda or bRompBaixa then + iBaixa := iBaixa + 1 + else + iBaixa := 0; + + bCompra := false; + bVenda := false; + + if ModoEstrategia = 1 then + begin + bCompra := bLequeAlta and (not bCompressao) and (not bZonaNeutra) + and (distPreco20 <= DistanciaMaximaPrecoMME20) + and bConfCompra and (iAlta >= MinBarrasConfirmacao); + + bVenda := bLequeBaixa and (not bCompressao) and (not bZonaNeutra) + and (distPreco20 <= DistanciaMaximaPrecoMME20) + and bConfVenda and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 2 then + begin + bCompra := bPullbackCompra and bConfCompra and (iAlta >= MinBarrasConfirmacao); + bVenda := bPullbackVenda and bConfVenda and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 3 then + begin + bCompra := bRompAlta and (iAlta >= ConfirmacoesRompimento); + bVenda := bRompBaixa and (iBaixa >= ConfirmacoesRompimento); + end + else if ModoEstrategia = 4 then + begin + bCompra := (not bCompressao) and bSaindoCompressao and bLequeAlta and bConfCompra; + bVenda := (not bCompressao) and bSaindoCompressao and bLequeBaixa and bConfVenda; + end + else + begin + bCompra := (not bCompressao) and (not bZonaNeutra) + and ((bPullbackCompra and bConfCompra) or (bRompAlta and (iAlta >= ConfirmacoesRompimento))); + + bVenda := (not bCompressao) and (not bZonaNeutra) + and ((bPullbackVenda and bConfVenda) or (bRompBaixa and (iBaixa >= ConfirmacoesRompimento))); + end; + + if IsBought or IsSold then + iBarrasPosicao := iBarrasPosicao + 1 + else + iBarrasPosicao := 0; + + if (not IsBought) and (not IsSold) then + begin + if bCompra then + BuyAtMarket + else if bVenda then + SellShortAtMarket; + end; + + bSaidaOCOCompra := false; + bSaidaOCOVenda := false; + + if IsBought and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada - StopLossPontos; + fAlvoAtual := fPrecoEntrada + TakeProfitPontos; + bSaidaOCOCompra := UsarOCO and ((Low <= fStopAtual) or (High >= fAlvoAtual)); + end; + + if IsSold and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada + StopLossPontos; + fAlvoAtual := fPrecoEntrada - TakeProfitPontos; + bSaidaOCOVenda := UsarOCO and ((High >= fStopAtual) or (Low <= fAlvoAtual)); + end; + + if IsBought and ( + bCompressao + or bZonaNeutra + or (Close < mme20) + or bCandleForcaBaixa + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOCompra + ) then + ClosePosition; + + if IsSold and ( + bCompressao + or bZonaNeutra + or (Close > mme20) + or bCandleForcaAlta + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOVenda + ) then + ClosePosition; + + if (not bEstavaPosicionado) and IsBought then + fPrecoEntrada := Close; + + if (not bEstavaPosicionado) and IsSold then + fPrecoEntrada := Close; + + bEstavaPosicionado := IsBought or IsSold; +end; diff --git a/automacao_backtests/MEDIAS_20_50_200/Reprovados/robo_medias_v15_pullback.txt b/automacao_backtests/MEDIAS_20_50_200/Reprovados/robo_medias_v15_pullback.txt new file mode 100644 index 0000000..e218b74 --- /dev/null +++ b/automacao_backtests/MEDIAS_20_50_200/Reprovados/robo_medias_v15_pullback.txt @@ -0,0 +1,228 @@ +{ + Estrategia: robo_medias_v15_pullback + Autor: Wesley + Descricao: Pullback na MME20 com regime por MMA50/200 e rejeicao por price action. +} + +input + ModoEstrategia(2); + DistanciaMinimaLequePontos(30); + DistanciaCompressao20x200(70); + DistanciaMaximaPrecoMME20(280); + DistanciaToqueMME20(40); + MinBarrasConfirmacao(3); + ConfirmacoesRompimento(2); + MinPercCorpoPA(0.5); + FatorPavioRejeicao(1.25); + UsarConfirmacaoCandle(true); + UsarOCO(true); + StopLossPontos(195); + TakeProfitPontos(312); + UsarSaidaPorTempo(true); + MaxBarrasPosicao(13); + +var + mme9, mme20, mma50, mma200 : float; + slope20, slope50, slope200 : float; + dist920, dist2050, dist50200, dist20200, distPreco20 : float; + topoLookback, fundoLookback : float; + rangeCandle, corpoCandle, pavioSup, pavioInf : float; + iAlta, iBaixa, iBarrasPosicao : integer; + bCompressao, bLequeAlta, bLequeBaixa : boolean; + bAcimaTodas, bAbaixoTodas, bEntre9e20, bEntre20e50, bEntre50e200, bZonaNeutra : boolean; + bCandleForcaAlta, bCandleForcaBaixa, bRejeicaoAlta, bRejeicaoBaixa : boolean; + bPullbackCompra, bPullbackVenda, bRompAlta, bRompBaixa, bSaindoCompressao : boolean; + bCompra, bVenda, bConfCompra, bConfVenda : boolean; + bEstavaPosicionado, bSaidaOCOCompra, bSaidaOCOVenda : boolean; + fPrecoEntrada, fStopAtual, fAlvoAtual : float; + +begin + mme9 := MediaExp(9, Close); + mme20 := MediaExp(20, Close); + mma50 := Media(50, Close); + mma200 := Media(200, Close); + + slope20 := mme20 - mme20[1]; + slope50 := mma50 - mma50[1]; + slope200 := mma200 - mma200[1]; + + dist920 := Abs(mme9 - mme20); + dist2050 := Abs(mme20 - mma50); + dist50200 := Abs(mma50 - mma200); + dist20200 := Abs(mme20 - mma200); + distPreco20 := Abs(Close - mme20); + + topoLookback := Highest(High, 12); + fundoLookback := Lowest(Low, 12); + + rangeCandle := Max(High - Low, 0.01); + corpoCandle := Abs(Close - Open); + pavioSup := High - Max(Open, Close); + pavioInf := Min(Open, Close) - Low; + + bAcimaTodas := (Close > mme9) and (Close > mme20) and (Close > mma50) and (Close > mma200); + bAbaixoTodas := (Close < mme9) and (Close < mme20) and (Close < mma50) and (Close < mma200); + + bEntre9e20 := ((Close <= mme9) and (Close >= mme20)) or ((Close >= mme9) and (Close <= mme20)); + bEntre20e50 := ((Close <= mme20) and (Close >= mma50)) or ((Close >= mme20) and (Close <= mma50)); + bEntre50e200 := ((Close <= mma50) and (Close >= mma200)) or ((Close >= mma50) and (Close <= mma200)); + bZonaNeutra := bEntre9e20 or bEntre20e50 or bEntre50e200; + + bCompressao := dist20200 <= DistanciaCompressao20x200; + bSaindoCompressao := (dist20200 > DistanciaCompressao20x200) and (dist20200[1] <= DistanciaCompressao20x200); + + bLequeAlta := bAcimaTodas and (mme9 > mme20) and (mme20 > mma50) and (mma50 > mma200) + and (slope20 > 0) and (slope50 > 0) and (slope200 >= 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos) + and (dist50200 >= DistanciaMinimaLequePontos); + + bLequeBaixa := bAbaixoTodas and (mme9 < mme20) and (mme20 < mma50) and (mma50 < mma200) + and (slope20 < 0) and (slope50 < 0) and (slope200 <= 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos) + and (dist50200 >= DistanciaMinimaLequePontos); + + bCandleForcaAlta := (Close > Open) and ((corpoCandle / rangeCandle) >= MinPercCorpoPA) and (Close > High[1]); + bCandleForcaBaixa := (Close < Open) and ((corpoCandle / rangeCandle) >= MinPercCorpoPA) and (Close < Low[1]); + + bRejeicaoAlta := (Close > Open) + and ((pavioInf >= (corpoCandle * FatorPavioRejeicao)) or (Low <= Low[1])) + and (Close > mme20); + + bRejeicaoBaixa := (Close < Open) + and ((pavioSup >= (corpoCandle * FatorPavioRejeicao)) or (High >= High[1])) + and (Close < mme20); + + bPullbackCompra := (not bCompressao) + and (mma50 > mma200) + and (slope20 > 0) + and (Abs(Low - mme20) <= DistanciaToqueMME20) + and bRejeicaoAlta; + + bPullbackVenda := (not bCompressao) + and (mma50 < mma200) + and (slope20 < 0) + and (Abs(High - mme20) <= DistanciaToqueMME20) + and bRejeicaoBaixa; + + bRompAlta := (Close > mma200) and (Close[1] <= mma200) + and (dist20200 <= DistanciaToqueMME20) + and (Close >= topoLookback[1]) + and (mme9 > mme20) + and bCandleForcaAlta; + + bRompBaixa := (Close < mma200) and (Close[1] >= mma200) + and (dist20200 <= DistanciaToqueMME20) + and (Close <= fundoLookback[1]) + and (mme9 < mme20) + and bCandleForcaBaixa; + + bConfCompra := (not UsarConfirmacaoCandle) or bCandleForcaAlta; + bConfVenda := (not UsarConfirmacaoCandle) or bCandleForcaBaixa; + + if bLequeAlta or bPullbackCompra or bRompAlta then + iAlta := iAlta + 1 + else + iAlta := 0; + + if bLequeBaixa or bPullbackVenda or bRompBaixa then + iBaixa := iBaixa + 1 + else + iBaixa := 0; + + bCompra := false; + bVenda := false; + + if ModoEstrategia = 1 then + begin + bCompra := bLequeAlta and (not bCompressao) and (not bZonaNeutra) + and (distPreco20 <= DistanciaMaximaPrecoMME20) + and bConfCompra and (iAlta >= MinBarrasConfirmacao); + + bVenda := bLequeBaixa and (not bCompressao) and (not bZonaNeutra) + and (distPreco20 <= DistanciaMaximaPrecoMME20) + and bConfVenda and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 2 then + begin + bCompra := bPullbackCompra and bConfCompra and (iAlta >= MinBarrasConfirmacao); + bVenda := bPullbackVenda and bConfVenda and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 3 then + begin + bCompra := bRompAlta and (iAlta >= ConfirmacoesRompimento); + bVenda := bRompBaixa and (iBaixa >= ConfirmacoesRompimento); + end + else if ModoEstrategia = 4 then + begin + bCompra := (not bCompressao) and bSaindoCompressao and bLequeAlta and bConfCompra; + bVenda := (not bCompressao) and bSaindoCompressao and bLequeBaixa and bConfVenda; + end + else + begin + bCompra := (not bCompressao) and (not bZonaNeutra) + and ((bPullbackCompra and bConfCompra) or (bRompAlta and (iAlta >= ConfirmacoesRompimento))); + + bVenda := (not bCompressao) and (not bZonaNeutra) + and ((bPullbackVenda and bConfVenda) or (bRompBaixa and (iBaixa >= ConfirmacoesRompimento))); + end; + + if IsBought or IsSold then + iBarrasPosicao := iBarrasPosicao + 1 + else + iBarrasPosicao := 0; + + if (not IsBought) and (not IsSold) then + begin + if bCompra then + BuyAtMarket + else if bVenda then + SellShortAtMarket; + end; + + bSaidaOCOCompra := false; + bSaidaOCOVenda := false; + + if IsBought and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada - StopLossPontos; + fAlvoAtual := fPrecoEntrada + TakeProfitPontos; + bSaidaOCOCompra := UsarOCO and ((Low <= fStopAtual) or (High >= fAlvoAtual)); + end; + + if IsSold and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada + StopLossPontos; + fAlvoAtual := fPrecoEntrada - TakeProfitPontos; + bSaidaOCOVenda := UsarOCO and ((High >= fStopAtual) or (Low <= fAlvoAtual)); + end; + + if IsBought and ( + bCompressao + or bZonaNeutra + or (Close < mme20) + or bCandleForcaBaixa + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOCompra + ) then + ClosePosition; + + if IsSold and ( + bCompressao + or bZonaNeutra + or (Close > mme20) + or bCandleForcaAlta + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOVenda + ) then + ClosePosition; + + if (not bEstavaPosicionado) and IsBought then + fPrecoEntrada := Close; + + if (not bEstavaPosicionado) and IsSold then + fPrecoEntrada := Close; + + bEstavaPosicionado := IsBought or IsSold; +end; diff --git a/automacao_backtests/MEDIAS_20_50_200/Reprovados/robo_medias_v16_pullback.txt b/automacao_backtests/MEDIAS_20_50_200/Reprovados/robo_medias_v16_pullback.txt new file mode 100644 index 0000000..2069998 --- /dev/null +++ b/automacao_backtests/MEDIAS_20_50_200/Reprovados/robo_medias_v16_pullback.txt @@ -0,0 +1,228 @@ +{ + Estrategia: robo_medias_v16_pullback + Autor: Wesley + Descricao: Pullback na MME20 com regime por MMA50/200 e rejeicao por price action. +} + +input + ModoEstrategia(2); + DistanciaMinimaLequePontos(35); + DistanciaCompressao20x200(80); + DistanciaMaximaPrecoMME20(180); + DistanciaToqueMME20(50); + MinBarrasConfirmacao(1); + ConfirmacoesRompimento(1); + MinPercCorpoPA(0.55); + FatorPavioRejeicao(1.4); + UsarConfirmacaoCandle(true); + UsarOCO(true); + StopLossPontos(210); + TakeProfitPontos(357); + UsarSaidaPorTempo(true); + MaxBarrasPosicao(8); + +var + mme9, mme20, mma50, mma200 : float; + slope20, slope50, slope200 : float; + dist920, dist2050, dist50200, dist20200, distPreco20 : float; + topoLookback, fundoLookback : float; + rangeCandle, corpoCandle, pavioSup, pavioInf : float; + iAlta, iBaixa, iBarrasPosicao : integer; + bCompressao, bLequeAlta, bLequeBaixa : boolean; + bAcimaTodas, bAbaixoTodas, bEntre9e20, bEntre20e50, bEntre50e200, bZonaNeutra : boolean; + bCandleForcaAlta, bCandleForcaBaixa, bRejeicaoAlta, bRejeicaoBaixa : boolean; + bPullbackCompra, bPullbackVenda, bRompAlta, bRompBaixa, bSaindoCompressao : boolean; + bCompra, bVenda, bConfCompra, bConfVenda : boolean; + bEstavaPosicionado, bSaidaOCOCompra, bSaidaOCOVenda : boolean; + fPrecoEntrada, fStopAtual, fAlvoAtual : float; + +begin + mme9 := MediaExp(9, Close); + mme20 := MediaExp(20, Close); + mma50 := Media(50, Close); + mma200 := Media(200, Close); + + slope20 := mme20 - mme20[1]; + slope50 := mma50 - mma50[1]; + slope200 := mma200 - mma200[1]; + + dist920 := Abs(mme9 - mme20); + dist2050 := Abs(mme20 - mma50); + dist50200 := Abs(mma50 - mma200); + dist20200 := Abs(mme20 - mma200); + distPreco20 := Abs(Close - mme20); + + topoLookback := Highest(High, 12); + fundoLookback := Lowest(Low, 12); + + rangeCandle := Max(High - Low, 0.01); + corpoCandle := Abs(Close - Open); + pavioSup := High - Max(Open, Close); + pavioInf := Min(Open, Close) - Low; + + bAcimaTodas := (Close > mme9) and (Close > mme20) and (Close > mma50) and (Close > mma200); + bAbaixoTodas := (Close < mme9) and (Close < mme20) and (Close < mma50) and (Close < mma200); + + bEntre9e20 := ((Close <= mme9) and (Close >= mme20)) or ((Close >= mme9) and (Close <= mme20)); + bEntre20e50 := ((Close <= mme20) and (Close >= mma50)) or ((Close >= mme20) and (Close <= mma50)); + bEntre50e200 := ((Close <= mma50) and (Close >= mma200)) or ((Close >= mma50) and (Close <= mma200)); + bZonaNeutra := bEntre9e20 or bEntre20e50 or bEntre50e200; + + bCompressao := dist20200 <= DistanciaCompressao20x200; + bSaindoCompressao := (dist20200 > DistanciaCompressao20x200) and (dist20200[1] <= DistanciaCompressao20x200); + + bLequeAlta := bAcimaTodas and (mme9 > mme20) and (mme20 > mma50) and (mma50 > mma200) + and (slope20 > 0) and (slope50 > 0) and (slope200 >= 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos) + and (dist50200 >= DistanciaMinimaLequePontos); + + bLequeBaixa := bAbaixoTodas and (mme9 < mme20) and (mme20 < mma50) and (mma50 < mma200) + and (slope20 < 0) and (slope50 < 0) and (slope200 <= 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos) + and (dist50200 >= DistanciaMinimaLequePontos); + + bCandleForcaAlta := (Close > Open) and ((corpoCandle / rangeCandle) >= MinPercCorpoPA) and (Close > High[1]); + bCandleForcaBaixa := (Close < Open) and ((corpoCandle / rangeCandle) >= MinPercCorpoPA) and (Close < Low[1]); + + bRejeicaoAlta := (Close > Open) + and ((pavioInf >= (corpoCandle * FatorPavioRejeicao)) or (Low <= Low[1])) + and (Close > mme20); + + bRejeicaoBaixa := (Close < Open) + and ((pavioSup >= (corpoCandle * FatorPavioRejeicao)) or (High >= High[1])) + and (Close < mme20); + + bPullbackCompra := (not bCompressao) + and (mma50 > mma200) + and (slope20 > 0) + and (Abs(Low - mme20) <= DistanciaToqueMME20) + and bRejeicaoAlta; + + bPullbackVenda := (not bCompressao) + and (mma50 < mma200) + and (slope20 < 0) + and (Abs(High - mme20) <= DistanciaToqueMME20) + and bRejeicaoBaixa; + + bRompAlta := (Close > mma200) and (Close[1] <= mma200) + and (dist20200 <= DistanciaToqueMME20) + and (Close >= topoLookback[1]) + and (mme9 > mme20) + and bCandleForcaAlta; + + bRompBaixa := (Close < mma200) and (Close[1] >= mma200) + and (dist20200 <= DistanciaToqueMME20) + and (Close <= fundoLookback[1]) + and (mme9 < mme20) + and bCandleForcaBaixa; + + bConfCompra := (not UsarConfirmacaoCandle) or bCandleForcaAlta; + bConfVenda := (not UsarConfirmacaoCandle) or bCandleForcaBaixa; + + if bLequeAlta or bPullbackCompra or bRompAlta then + iAlta := iAlta + 1 + else + iAlta := 0; + + if bLequeBaixa or bPullbackVenda or bRompBaixa then + iBaixa := iBaixa + 1 + else + iBaixa := 0; + + bCompra := false; + bVenda := false; + + if ModoEstrategia = 1 then + begin + bCompra := bLequeAlta and (not bCompressao) and (not bZonaNeutra) + and (distPreco20 <= DistanciaMaximaPrecoMME20) + and bConfCompra and (iAlta >= MinBarrasConfirmacao); + + bVenda := bLequeBaixa and (not bCompressao) and (not bZonaNeutra) + and (distPreco20 <= DistanciaMaximaPrecoMME20) + and bConfVenda and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 2 then + begin + bCompra := bPullbackCompra and bConfCompra and (iAlta >= MinBarrasConfirmacao); + bVenda := bPullbackVenda and bConfVenda and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 3 then + begin + bCompra := bRompAlta and (iAlta >= ConfirmacoesRompimento); + bVenda := bRompBaixa and (iBaixa >= ConfirmacoesRompimento); + end + else if ModoEstrategia = 4 then + begin + bCompra := (not bCompressao) and bSaindoCompressao and bLequeAlta and bConfCompra; + bVenda := (not bCompressao) and bSaindoCompressao and bLequeBaixa and bConfVenda; + end + else + begin + bCompra := (not bCompressao) and (not bZonaNeutra) + and ((bPullbackCompra and bConfCompra) or (bRompAlta and (iAlta >= ConfirmacoesRompimento))); + + bVenda := (not bCompressao) and (not bZonaNeutra) + and ((bPullbackVenda and bConfVenda) or (bRompBaixa and (iBaixa >= ConfirmacoesRompimento))); + end; + + if IsBought or IsSold then + iBarrasPosicao := iBarrasPosicao + 1 + else + iBarrasPosicao := 0; + + if (not IsBought) and (not IsSold) then + begin + if bCompra then + BuyAtMarket + else if bVenda then + SellShortAtMarket; + end; + + bSaidaOCOCompra := false; + bSaidaOCOVenda := false; + + if IsBought and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada - StopLossPontos; + fAlvoAtual := fPrecoEntrada + TakeProfitPontos; + bSaidaOCOCompra := UsarOCO and ((Low <= fStopAtual) or (High >= fAlvoAtual)); + end; + + if IsSold and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada + StopLossPontos; + fAlvoAtual := fPrecoEntrada - TakeProfitPontos; + bSaidaOCOVenda := UsarOCO and ((High >= fStopAtual) or (Low <= fAlvoAtual)); + end; + + if IsBought and ( + bCompressao + or bZonaNeutra + or (Close < mme20) + or bCandleForcaBaixa + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOCompra + ) then + ClosePosition; + + if IsSold and ( + bCompressao + or bZonaNeutra + or (Close > mme20) + or bCandleForcaAlta + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOVenda + ) then + ClosePosition; + + if (not bEstavaPosicionado) and IsBought then + fPrecoEntrada := Close; + + if (not bEstavaPosicionado) and IsSold then + fPrecoEntrada := Close; + + bEstavaPosicionado := IsBought or IsSold; +end; diff --git a/automacao_backtests/MEDIAS_20_50_200/Reprovados/robo_medias_v17_pullback.txt b/automacao_backtests/MEDIAS_20_50_200/Reprovados/robo_medias_v17_pullback.txt new file mode 100644 index 0000000..7d1781f --- /dev/null +++ b/automacao_backtests/MEDIAS_20_50_200/Reprovados/robo_medias_v17_pullback.txt @@ -0,0 +1,228 @@ +{ + Estrategia: robo_medias_v17_pullback + Autor: Wesley + Descricao: Pullback na MME20 com regime por MMA50/200 e rejeicao por price action. +} + +input + ModoEstrategia(2); + DistanciaMinimaLequePontos(40); + DistanciaCompressao20x200(90); + DistanciaMaximaPrecoMME20(200); + DistanciaToqueMME20(60); + MinBarrasConfirmacao(2); + ConfirmacoesRompimento(2); + MinPercCorpoPA(0.6); + FatorPavioRejeicao(1.55); + UsarConfirmacaoCandle(true); + UsarOCO(true); + StopLossPontos(225); + TakeProfitPontos(405); + UsarSaidaPorTempo(true); + MaxBarrasPosicao(9); + +var + mme9, mme20, mma50, mma200 : float; + slope20, slope50, slope200 : float; + dist920, dist2050, dist50200, dist20200, distPreco20 : float; + topoLookback, fundoLookback : float; + rangeCandle, corpoCandle, pavioSup, pavioInf : float; + iAlta, iBaixa, iBarrasPosicao : integer; + bCompressao, bLequeAlta, bLequeBaixa : boolean; + bAcimaTodas, bAbaixoTodas, bEntre9e20, bEntre20e50, bEntre50e200, bZonaNeutra : boolean; + bCandleForcaAlta, bCandleForcaBaixa, bRejeicaoAlta, bRejeicaoBaixa : boolean; + bPullbackCompra, bPullbackVenda, bRompAlta, bRompBaixa, bSaindoCompressao : boolean; + bCompra, bVenda, bConfCompra, bConfVenda : boolean; + bEstavaPosicionado, bSaidaOCOCompra, bSaidaOCOVenda : boolean; + fPrecoEntrada, fStopAtual, fAlvoAtual : float; + +begin + mme9 := MediaExp(9, Close); + mme20 := MediaExp(20, Close); + mma50 := Media(50, Close); + mma200 := Media(200, Close); + + slope20 := mme20 - mme20[1]; + slope50 := mma50 - mma50[1]; + slope200 := mma200 - mma200[1]; + + dist920 := Abs(mme9 - mme20); + dist2050 := Abs(mme20 - mma50); + dist50200 := Abs(mma50 - mma200); + dist20200 := Abs(mme20 - mma200); + distPreco20 := Abs(Close - mme20); + + topoLookback := Highest(High, 12); + fundoLookback := Lowest(Low, 12); + + rangeCandle := Max(High - Low, 0.01); + corpoCandle := Abs(Close - Open); + pavioSup := High - Max(Open, Close); + pavioInf := Min(Open, Close) - Low; + + bAcimaTodas := (Close > mme9) and (Close > mme20) and (Close > mma50) and (Close > mma200); + bAbaixoTodas := (Close < mme9) and (Close < mme20) and (Close < mma50) and (Close < mma200); + + bEntre9e20 := ((Close <= mme9) and (Close >= mme20)) or ((Close >= mme9) and (Close <= mme20)); + bEntre20e50 := ((Close <= mme20) and (Close >= mma50)) or ((Close >= mme20) and (Close <= mma50)); + bEntre50e200 := ((Close <= mma50) and (Close >= mma200)) or ((Close >= mma50) and (Close <= mma200)); + bZonaNeutra := bEntre9e20 or bEntre20e50 or bEntre50e200; + + bCompressao := dist20200 <= DistanciaCompressao20x200; + bSaindoCompressao := (dist20200 > DistanciaCompressao20x200) and (dist20200[1] <= DistanciaCompressao20x200); + + bLequeAlta := bAcimaTodas and (mme9 > mme20) and (mme20 > mma50) and (mma50 > mma200) + and (slope20 > 0) and (slope50 > 0) and (slope200 >= 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos) + and (dist50200 >= DistanciaMinimaLequePontos); + + bLequeBaixa := bAbaixoTodas and (mme9 < mme20) and (mme20 < mma50) and (mma50 < mma200) + and (slope20 < 0) and (slope50 < 0) and (slope200 <= 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos) + and (dist50200 >= DistanciaMinimaLequePontos); + + bCandleForcaAlta := (Close > Open) and ((corpoCandle / rangeCandle) >= MinPercCorpoPA) and (Close > High[1]); + bCandleForcaBaixa := (Close < Open) and ((corpoCandle / rangeCandle) >= MinPercCorpoPA) and (Close < Low[1]); + + bRejeicaoAlta := (Close > Open) + and ((pavioInf >= (corpoCandle * FatorPavioRejeicao)) or (Low <= Low[1])) + and (Close > mme20); + + bRejeicaoBaixa := (Close < Open) + and ((pavioSup >= (corpoCandle * FatorPavioRejeicao)) or (High >= High[1])) + and (Close < mme20); + + bPullbackCompra := (not bCompressao) + and (mma50 > mma200) + and (slope20 > 0) + and (Abs(Low - mme20) <= DistanciaToqueMME20) + and bRejeicaoAlta; + + bPullbackVenda := (not bCompressao) + and (mma50 < mma200) + and (slope20 < 0) + and (Abs(High - mme20) <= DistanciaToqueMME20) + and bRejeicaoBaixa; + + bRompAlta := (Close > mma200) and (Close[1] <= mma200) + and (dist20200 <= DistanciaToqueMME20) + and (Close >= topoLookback[1]) + and (mme9 > mme20) + and bCandleForcaAlta; + + bRompBaixa := (Close < mma200) and (Close[1] >= mma200) + and (dist20200 <= DistanciaToqueMME20) + and (Close <= fundoLookback[1]) + and (mme9 < mme20) + and bCandleForcaBaixa; + + bConfCompra := (not UsarConfirmacaoCandle) or bCandleForcaAlta; + bConfVenda := (not UsarConfirmacaoCandle) or bCandleForcaBaixa; + + if bLequeAlta or bPullbackCompra or bRompAlta then + iAlta := iAlta + 1 + else + iAlta := 0; + + if bLequeBaixa or bPullbackVenda or bRompBaixa then + iBaixa := iBaixa + 1 + else + iBaixa := 0; + + bCompra := false; + bVenda := false; + + if ModoEstrategia = 1 then + begin + bCompra := bLequeAlta and (not bCompressao) and (not bZonaNeutra) + and (distPreco20 <= DistanciaMaximaPrecoMME20) + and bConfCompra and (iAlta >= MinBarrasConfirmacao); + + bVenda := bLequeBaixa and (not bCompressao) and (not bZonaNeutra) + and (distPreco20 <= DistanciaMaximaPrecoMME20) + and bConfVenda and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 2 then + begin + bCompra := bPullbackCompra and bConfCompra and (iAlta >= MinBarrasConfirmacao); + bVenda := bPullbackVenda and bConfVenda and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 3 then + begin + bCompra := bRompAlta and (iAlta >= ConfirmacoesRompimento); + bVenda := bRompBaixa and (iBaixa >= ConfirmacoesRompimento); + end + else if ModoEstrategia = 4 then + begin + bCompra := (not bCompressao) and bSaindoCompressao and bLequeAlta and bConfCompra; + bVenda := (not bCompressao) and bSaindoCompressao and bLequeBaixa and bConfVenda; + end + else + begin + bCompra := (not bCompressao) and (not bZonaNeutra) + and ((bPullbackCompra and bConfCompra) or (bRompAlta and (iAlta >= ConfirmacoesRompimento))); + + bVenda := (not bCompressao) and (not bZonaNeutra) + and ((bPullbackVenda and bConfVenda) or (bRompBaixa and (iBaixa >= ConfirmacoesRompimento))); + end; + + if IsBought or IsSold then + iBarrasPosicao := iBarrasPosicao + 1 + else + iBarrasPosicao := 0; + + if (not IsBought) and (not IsSold) then + begin + if bCompra then + BuyAtMarket + else if bVenda then + SellShortAtMarket; + end; + + bSaidaOCOCompra := false; + bSaidaOCOVenda := false; + + if IsBought and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada - StopLossPontos; + fAlvoAtual := fPrecoEntrada + TakeProfitPontos; + bSaidaOCOCompra := UsarOCO and ((Low <= fStopAtual) or (High >= fAlvoAtual)); + end; + + if IsSold and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada + StopLossPontos; + fAlvoAtual := fPrecoEntrada - TakeProfitPontos; + bSaidaOCOVenda := UsarOCO and ((High >= fStopAtual) or (Low <= fAlvoAtual)); + end; + + if IsBought and ( + bCompressao + or bZonaNeutra + or (Close < mme20) + or bCandleForcaBaixa + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOCompra + ) then + ClosePosition; + + if IsSold and ( + bCompressao + or bZonaNeutra + or (Close > mme20) + or bCandleForcaAlta + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOVenda + ) then + ClosePosition; + + if (not bEstavaPosicionado) and IsBought then + fPrecoEntrada := Close; + + if (not bEstavaPosicionado) and IsSold then + fPrecoEntrada := Close; + + bEstavaPosicionado := IsBought or IsSold; +end; diff --git a/automacao_backtests/MEDIAS_20_50_200/Reprovados/robo_medias_v18_pullback.txt b/automacao_backtests/MEDIAS_20_50_200/Reprovados/robo_medias_v18_pullback.txt new file mode 100644 index 0000000..28d8a14 --- /dev/null +++ b/automacao_backtests/MEDIAS_20_50_200/Reprovados/robo_medias_v18_pullback.txt @@ -0,0 +1,228 @@ +{ + Estrategia: robo_medias_v18_pullback + Autor: Wesley + Descricao: Pullback na MME20 com regime por MMA50/200 e rejeicao por price action. +} + +input + ModoEstrategia(2); + DistanciaMinimaLequePontos(45); + DistanciaCompressao20x200(100); + DistanciaMaximaPrecoMME20(220); + DistanciaToqueMME20(30); + MinBarrasConfirmacao(3); + ConfirmacoesRompimento(1); + MinPercCorpoPA(0.45); + FatorPavioRejeicao(1.1); + UsarConfirmacaoCandle(true); + UsarOCO(true); + StopLossPontos(240); + TakeProfitPontos(360); + UsarSaidaPorTempo(true); + MaxBarrasPosicao(10); + +var + mme9, mme20, mma50, mma200 : float; + slope20, slope50, slope200 : float; + dist920, dist2050, dist50200, dist20200, distPreco20 : float; + topoLookback, fundoLookback : float; + rangeCandle, corpoCandle, pavioSup, pavioInf : float; + iAlta, iBaixa, iBarrasPosicao : integer; + bCompressao, bLequeAlta, bLequeBaixa : boolean; + bAcimaTodas, bAbaixoTodas, bEntre9e20, bEntre20e50, bEntre50e200, bZonaNeutra : boolean; + bCandleForcaAlta, bCandleForcaBaixa, bRejeicaoAlta, bRejeicaoBaixa : boolean; + bPullbackCompra, bPullbackVenda, bRompAlta, bRompBaixa, bSaindoCompressao : boolean; + bCompra, bVenda, bConfCompra, bConfVenda : boolean; + bEstavaPosicionado, bSaidaOCOCompra, bSaidaOCOVenda : boolean; + fPrecoEntrada, fStopAtual, fAlvoAtual : float; + +begin + mme9 := MediaExp(9, Close); + mme20 := MediaExp(20, Close); + mma50 := Media(50, Close); + mma200 := Media(200, Close); + + slope20 := mme20 - mme20[1]; + slope50 := mma50 - mma50[1]; + slope200 := mma200 - mma200[1]; + + dist920 := Abs(mme9 - mme20); + dist2050 := Abs(mme20 - mma50); + dist50200 := Abs(mma50 - mma200); + dist20200 := Abs(mme20 - mma200); + distPreco20 := Abs(Close - mme20); + + topoLookback := Highest(High, 12); + fundoLookback := Lowest(Low, 12); + + rangeCandle := Max(High - Low, 0.01); + corpoCandle := Abs(Close - Open); + pavioSup := High - Max(Open, Close); + pavioInf := Min(Open, Close) - Low; + + bAcimaTodas := (Close > mme9) and (Close > mme20) and (Close > mma50) and (Close > mma200); + bAbaixoTodas := (Close < mme9) and (Close < mme20) and (Close < mma50) and (Close < mma200); + + bEntre9e20 := ((Close <= mme9) and (Close >= mme20)) or ((Close >= mme9) and (Close <= mme20)); + bEntre20e50 := ((Close <= mme20) and (Close >= mma50)) or ((Close >= mme20) and (Close <= mma50)); + bEntre50e200 := ((Close <= mma50) and (Close >= mma200)) or ((Close >= mma50) and (Close <= mma200)); + bZonaNeutra := bEntre9e20 or bEntre20e50 or bEntre50e200; + + bCompressao := dist20200 <= DistanciaCompressao20x200; + bSaindoCompressao := (dist20200 > DistanciaCompressao20x200) and (dist20200[1] <= DistanciaCompressao20x200); + + bLequeAlta := bAcimaTodas and (mme9 > mme20) and (mme20 > mma50) and (mma50 > mma200) + and (slope20 > 0) and (slope50 > 0) and (slope200 >= 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos) + and (dist50200 >= DistanciaMinimaLequePontos); + + bLequeBaixa := bAbaixoTodas and (mme9 < mme20) and (mme20 < mma50) and (mma50 < mma200) + and (slope20 < 0) and (slope50 < 0) and (slope200 <= 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos) + and (dist50200 >= DistanciaMinimaLequePontos); + + bCandleForcaAlta := (Close > Open) and ((corpoCandle / rangeCandle) >= MinPercCorpoPA) and (Close > High[1]); + bCandleForcaBaixa := (Close < Open) and ((corpoCandle / rangeCandle) >= MinPercCorpoPA) and (Close < Low[1]); + + bRejeicaoAlta := (Close > Open) + and ((pavioInf >= (corpoCandle * FatorPavioRejeicao)) or (Low <= Low[1])) + and (Close > mme20); + + bRejeicaoBaixa := (Close < Open) + and ((pavioSup >= (corpoCandle * FatorPavioRejeicao)) or (High >= High[1])) + and (Close < mme20); + + bPullbackCompra := (not bCompressao) + and (mma50 > mma200) + and (slope20 > 0) + and (Abs(Low - mme20) <= DistanciaToqueMME20) + and bRejeicaoAlta; + + bPullbackVenda := (not bCompressao) + and (mma50 < mma200) + and (slope20 < 0) + and (Abs(High - mme20) <= DistanciaToqueMME20) + and bRejeicaoBaixa; + + bRompAlta := (Close > mma200) and (Close[1] <= mma200) + and (dist20200 <= DistanciaToqueMME20) + and (Close >= topoLookback[1]) + and (mme9 > mme20) + and bCandleForcaAlta; + + bRompBaixa := (Close < mma200) and (Close[1] >= mma200) + and (dist20200 <= DistanciaToqueMME20) + and (Close <= fundoLookback[1]) + and (mme9 < mme20) + and bCandleForcaBaixa; + + bConfCompra := (not UsarConfirmacaoCandle) or bCandleForcaAlta; + bConfVenda := (not UsarConfirmacaoCandle) or bCandleForcaBaixa; + + if bLequeAlta or bPullbackCompra or bRompAlta then + iAlta := iAlta + 1 + else + iAlta := 0; + + if bLequeBaixa or bPullbackVenda or bRompBaixa then + iBaixa := iBaixa + 1 + else + iBaixa := 0; + + bCompra := false; + bVenda := false; + + if ModoEstrategia = 1 then + begin + bCompra := bLequeAlta and (not bCompressao) and (not bZonaNeutra) + and (distPreco20 <= DistanciaMaximaPrecoMME20) + and bConfCompra and (iAlta >= MinBarrasConfirmacao); + + bVenda := bLequeBaixa and (not bCompressao) and (not bZonaNeutra) + and (distPreco20 <= DistanciaMaximaPrecoMME20) + and bConfVenda and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 2 then + begin + bCompra := bPullbackCompra and bConfCompra and (iAlta >= MinBarrasConfirmacao); + bVenda := bPullbackVenda and bConfVenda and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 3 then + begin + bCompra := bRompAlta and (iAlta >= ConfirmacoesRompimento); + bVenda := bRompBaixa and (iBaixa >= ConfirmacoesRompimento); + end + else if ModoEstrategia = 4 then + begin + bCompra := (not bCompressao) and bSaindoCompressao and bLequeAlta and bConfCompra; + bVenda := (not bCompressao) and bSaindoCompressao and bLequeBaixa and bConfVenda; + end + else + begin + bCompra := (not bCompressao) and (not bZonaNeutra) + and ((bPullbackCompra and bConfCompra) or (bRompAlta and (iAlta >= ConfirmacoesRompimento))); + + bVenda := (not bCompressao) and (not bZonaNeutra) + and ((bPullbackVenda and bConfVenda) or (bRompBaixa and (iBaixa >= ConfirmacoesRompimento))); + end; + + if IsBought or IsSold then + iBarrasPosicao := iBarrasPosicao + 1 + else + iBarrasPosicao := 0; + + if (not IsBought) and (not IsSold) then + begin + if bCompra then + BuyAtMarket + else if bVenda then + SellShortAtMarket; + end; + + bSaidaOCOCompra := false; + bSaidaOCOVenda := false; + + if IsBought and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada - StopLossPontos; + fAlvoAtual := fPrecoEntrada + TakeProfitPontos; + bSaidaOCOCompra := UsarOCO and ((Low <= fStopAtual) or (High >= fAlvoAtual)); + end; + + if IsSold and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada + StopLossPontos; + fAlvoAtual := fPrecoEntrada - TakeProfitPontos; + bSaidaOCOVenda := UsarOCO and ((High >= fStopAtual) or (Low <= fAlvoAtual)); + end; + + if IsBought and ( + bCompressao + or bZonaNeutra + or (Close < mme20) + or bCandleForcaBaixa + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOCompra + ) then + ClosePosition; + + if IsSold and ( + bCompressao + or bZonaNeutra + or (Close > mme20) + or bCandleForcaAlta + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOVenda + ) then + ClosePosition; + + if (not bEstavaPosicionado) and IsBought then + fPrecoEntrada := Close; + + if (not bEstavaPosicionado) and IsSold then + fPrecoEntrada := Close; + + bEstavaPosicionado := IsBought or IsSold; +end; diff --git a/automacao_backtests/MEDIAS_20_50_200/Reprovados/robo_medias_v19_pullback.txt b/automacao_backtests/MEDIAS_20_50_200/Reprovados/robo_medias_v19_pullback.txt new file mode 100644 index 0000000..29e1f2f --- /dev/null +++ b/automacao_backtests/MEDIAS_20_50_200/Reprovados/robo_medias_v19_pullback.txt @@ -0,0 +1,228 @@ +{ + Estrategia: robo_medias_v19_pullback + Autor: Wesley + Descricao: Pullback na MME20 com regime por MMA50/200 e rejeicao por price action. +} + +input + ModoEstrategia(2); + DistanciaMinimaLequePontos(50); + DistanciaCompressao20x200(110); + DistanciaMaximaPrecoMME20(240); + DistanciaToqueMME20(40); + MinBarrasConfirmacao(1); + ConfirmacoesRompimento(2); + MinPercCorpoPA(0.5); + FatorPavioRejeicao(1.25); + UsarConfirmacaoCandle(true); + UsarOCO(true); + StopLossPontos(255); + TakeProfitPontos(408); + UsarSaidaPorTempo(true); + MaxBarrasPosicao(11); + +var + mme9, mme20, mma50, mma200 : float; + slope20, slope50, slope200 : float; + dist920, dist2050, dist50200, dist20200, distPreco20 : float; + topoLookback, fundoLookback : float; + rangeCandle, corpoCandle, pavioSup, pavioInf : float; + iAlta, iBaixa, iBarrasPosicao : integer; + bCompressao, bLequeAlta, bLequeBaixa : boolean; + bAcimaTodas, bAbaixoTodas, bEntre9e20, bEntre20e50, bEntre50e200, bZonaNeutra : boolean; + bCandleForcaAlta, bCandleForcaBaixa, bRejeicaoAlta, bRejeicaoBaixa : boolean; + bPullbackCompra, bPullbackVenda, bRompAlta, bRompBaixa, bSaindoCompressao : boolean; + bCompra, bVenda, bConfCompra, bConfVenda : boolean; + bEstavaPosicionado, bSaidaOCOCompra, bSaidaOCOVenda : boolean; + fPrecoEntrada, fStopAtual, fAlvoAtual : float; + +begin + mme9 := MediaExp(9, Close); + mme20 := MediaExp(20, Close); + mma50 := Media(50, Close); + mma200 := Media(200, Close); + + slope20 := mme20 - mme20[1]; + slope50 := mma50 - mma50[1]; + slope200 := mma200 - mma200[1]; + + dist920 := Abs(mme9 - mme20); + dist2050 := Abs(mme20 - mma50); + dist50200 := Abs(mma50 - mma200); + dist20200 := Abs(mme20 - mma200); + distPreco20 := Abs(Close - mme20); + + topoLookback := Highest(High, 12); + fundoLookback := Lowest(Low, 12); + + rangeCandle := Max(High - Low, 0.01); + corpoCandle := Abs(Close - Open); + pavioSup := High - Max(Open, Close); + pavioInf := Min(Open, Close) - Low; + + bAcimaTodas := (Close > mme9) and (Close > mme20) and (Close > mma50) and (Close > mma200); + bAbaixoTodas := (Close < mme9) and (Close < mme20) and (Close < mma50) and (Close < mma200); + + bEntre9e20 := ((Close <= mme9) and (Close >= mme20)) or ((Close >= mme9) and (Close <= mme20)); + bEntre20e50 := ((Close <= mme20) and (Close >= mma50)) or ((Close >= mme20) and (Close <= mma50)); + bEntre50e200 := ((Close <= mma50) and (Close >= mma200)) or ((Close >= mma50) and (Close <= mma200)); + bZonaNeutra := bEntre9e20 or bEntre20e50 or bEntre50e200; + + bCompressao := dist20200 <= DistanciaCompressao20x200; + bSaindoCompressao := (dist20200 > DistanciaCompressao20x200) and (dist20200[1] <= DistanciaCompressao20x200); + + bLequeAlta := bAcimaTodas and (mme9 > mme20) and (mme20 > mma50) and (mma50 > mma200) + and (slope20 > 0) and (slope50 > 0) and (slope200 >= 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos) + and (dist50200 >= DistanciaMinimaLequePontos); + + bLequeBaixa := bAbaixoTodas and (mme9 < mme20) and (mme20 < mma50) and (mma50 < mma200) + and (slope20 < 0) and (slope50 < 0) and (slope200 <= 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos) + and (dist50200 >= DistanciaMinimaLequePontos); + + bCandleForcaAlta := (Close > Open) and ((corpoCandle / rangeCandle) >= MinPercCorpoPA) and (Close > High[1]); + bCandleForcaBaixa := (Close < Open) and ((corpoCandle / rangeCandle) >= MinPercCorpoPA) and (Close < Low[1]); + + bRejeicaoAlta := (Close > Open) + and ((pavioInf >= (corpoCandle * FatorPavioRejeicao)) or (Low <= Low[1])) + and (Close > mme20); + + bRejeicaoBaixa := (Close < Open) + and ((pavioSup >= (corpoCandle * FatorPavioRejeicao)) or (High >= High[1])) + and (Close < mme20); + + bPullbackCompra := (not bCompressao) + and (mma50 > mma200) + and (slope20 > 0) + and (Abs(Low - mme20) <= DistanciaToqueMME20) + and bRejeicaoAlta; + + bPullbackVenda := (not bCompressao) + and (mma50 < mma200) + and (slope20 < 0) + and (Abs(High - mme20) <= DistanciaToqueMME20) + and bRejeicaoBaixa; + + bRompAlta := (Close > mma200) and (Close[1] <= mma200) + and (dist20200 <= DistanciaToqueMME20) + and (Close >= topoLookback[1]) + and (mme9 > mme20) + and bCandleForcaAlta; + + bRompBaixa := (Close < mma200) and (Close[1] >= mma200) + and (dist20200 <= DistanciaToqueMME20) + and (Close <= fundoLookback[1]) + and (mme9 < mme20) + and bCandleForcaBaixa; + + bConfCompra := (not UsarConfirmacaoCandle) or bCandleForcaAlta; + bConfVenda := (not UsarConfirmacaoCandle) or bCandleForcaBaixa; + + if bLequeAlta or bPullbackCompra or bRompAlta then + iAlta := iAlta + 1 + else + iAlta := 0; + + if bLequeBaixa or bPullbackVenda or bRompBaixa then + iBaixa := iBaixa + 1 + else + iBaixa := 0; + + bCompra := false; + bVenda := false; + + if ModoEstrategia = 1 then + begin + bCompra := bLequeAlta and (not bCompressao) and (not bZonaNeutra) + and (distPreco20 <= DistanciaMaximaPrecoMME20) + and bConfCompra and (iAlta >= MinBarrasConfirmacao); + + bVenda := bLequeBaixa and (not bCompressao) and (not bZonaNeutra) + and (distPreco20 <= DistanciaMaximaPrecoMME20) + and bConfVenda and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 2 then + begin + bCompra := bPullbackCompra and bConfCompra and (iAlta >= MinBarrasConfirmacao); + bVenda := bPullbackVenda and bConfVenda and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 3 then + begin + bCompra := bRompAlta and (iAlta >= ConfirmacoesRompimento); + bVenda := bRompBaixa and (iBaixa >= ConfirmacoesRompimento); + end + else if ModoEstrategia = 4 then + begin + bCompra := (not bCompressao) and bSaindoCompressao and bLequeAlta and bConfCompra; + bVenda := (not bCompressao) and bSaindoCompressao and bLequeBaixa and bConfVenda; + end + else + begin + bCompra := (not bCompressao) and (not bZonaNeutra) + and ((bPullbackCompra and bConfCompra) or (bRompAlta and (iAlta >= ConfirmacoesRompimento))); + + bVenda := (not bCompressao) and (not bZonaNeutra) + and ((bPullbackVenda and bConfVenda) or (bRompBaixa and (iBaixa >= ConfirmacoesRompimento))); + end; + + if IsBought or IsSold then + iBarrasPosicao := iBarrasPosicao + 1 + else + iBarrasPosicao := 0; + + if (not IsBought) and (not IsSold) then + begin + if bCompra then + BuyAtMarket + else if bVenda then + SellShortAtMarket; + end; + + bSaidaOCOCompra := false; + bSaidaOCOVenda := false; + + if IsBought and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada - StopLossPontos; + fAlvoAtual := fPrecoEntrada + TakeProfitPontos; + bSaidaOCOCompra := UsarOCO and ((Low <= fStopAtual) or (High >= fAlvoAtual)); + end; + + if IsSold and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada + StopLossPontos; + fAlvoAtual := fPrecoEntrada - TakeProfitPontos; + bSaidaOCOVenda := UsarOCO and ((High >= fStopAtual) or (Low <= fAlvoAtual)); + end; + + if IsBought and ( + bCompressao + or bZonaNeutra + or (Close < mme20) + or bCandleForcaBaixa + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOCompra + ) then + ClosePosition; + + if IsSold and ( + bCompressao + or bZonaNeutra + or (Close > mme20) + or bCandleForcaAlta + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOVenda + ) then + ClosePosition; + + if (not bEstavaPosicionado) and IsBought then + fPrecoEntrada := Close; + + if (not bEstavaPosicionado) and IsSold then + fPrecoEntrada := Close; + + bEstavaPosicionado := IsBought or IsSold; +end; diff --git a/automacao_backtests/MEDIAS_20_50_200/Reprovados/robo_medias_v1_dt_pullback_mme20.txt b/automacao_backtests/MEDIAS_20_50_200/Reprovados/robo_medias_v1_dt_pullback_mme20.txt new file mode 100644 index 0000000..c6bd976 --- /dev/null +++ b/automacao_backtests/MEDIAS_20_50_200/Reprovados/robo_medias_v1_dt_pullback_mme20.txt @@ -0,0 +1,126 @@ +// ================================================================ +// Estrategia : robo_medias_v1_dt_pullback_mme20 +// Familia : [DT] Day Trade +// Logica : Pullback do preco ate a MME20 em tendencia confirmada. +// Tendencia: MMA50 vs MMA200 define direcao. +// Filtro de lateralidade por distancia e inclinacao. +// Entrada na recuperacao do preco sobre/sob a MME20 com PA. +// Saida : Stop/Take em pontos ou max barras. +// ================================================================ + +input + PeriodoMME20(20); + PeriodoMMA50(50); + PeriodoMMA200(200); + StopLossPontos(120); + TakeProfitPontos(200); + ToleranciaPontos(20); + MinPercCorpoPA(0.45); + DistMinPerc(1.2); + SlopeMinimoPerc(0.05); + BarrasSlope(10); + MaxBarrasPosicao(15); + HoraInicio(900); + HoraFim(1700); + +var + fMME20, fMMA50, fMMA200 : float; + fMMA200_ant : float; + fDist20_200, fSlope200 : float; + fCorpo, fRange, fPercCorpo : float; + fPrecoEntrada : float; + bTendenciaAlta, bTendenciaBaixa : boolean; + bLateral, bJanelaAtiva : boolean; + bPrecoNaMME20Alta, bPrecoNaMME20Baixa : boolean; + bPAConfirmaAlta, bPAConfirmaBaixa : boolean; + bEntradaAlta, bEntradaBaixa : boolean; + iBarrasPosicao : integer; + +begin + fMME20 := MediaExp(PeriodoMME20, Close); + fMMA50 := Media(PeriodoMMA50, Close); + fMMA200 := Media(PeriodoMMA200, Close); + fMMA200_ant := Media(PeriodoMMA200, Close)[BarrasSlope]; + + // --- FILTRO DE LATERALIDADE --- + fDist20_200 := Abs(fMME20 - fMMA200) / Max(fMMA200, 0.01) * 100; + fSlope200 := Abs(fMMA200 - fMMA200_ant) / Max(fMMA200_ant, 0.01) * 100; + bLateral := (fDist20_200 < DistMinPerc) or (fSlope200 < SlopeMinimoPerc); + + // --- TENDENCIA --- + bTendenciaAlta := (fMMA50 > fMMA200) and (fMME20 > fMMA50); + bTendenciaBaixa := (fMMA50 < fMMA200) and (fMME20 < fMMA50); + + // --- PRICE ACTION DO CANDLE ATUAL --- + fCorpo := Abs(Close - Open); + fRange := Max(High - Low, 1); + fPercCorpo := fCorpo / fRange; + + // --- ZONA DE PULLBACK NA MME20 --- + // Alta: preco veio de acima, tocou a MME20 e recuperou subindo + bPrecoNaMME20Alta := (Low[1] <= fMME20 + ToleranciaPontos) and + (Low[1] >= fMME20 - ToleranciaPontos) and + (Close[1] < fMME20 + ToleranciaPontos); + + // Baixa: preco veio de abaixo, tocou a MME20 e recuperou caindo + bPrecoNaMME20Baixa := (High[1] >= fMME20 - ToleranciaPontos) and + (High[1] <= fMME20 + ToleranciaPontos) and + (Close[1] > fMME20 - ToleranciaPontos); + + // --- CONFIRMACAO DE PA --- + bPAConfirmaAlta := (Close > Open) and (fPercCorpo >= MinPercCorpoPA) and + (Close > fMME20) and (Low > fMMA50 - ToleranciaPontos); + + bPAConfirmaBaixa := (Close < Open) and (fPercCorpo >= MinPercCorpoPA) and + (Close < fMME20) and (High < fMMA50 + ToleranciaPontos); + + // --- JANELA DE HORARIO (DT) --- + bJanelaAtiva := (Time >= HoraInicio) and (Time <= HoraFim); + + // --- SINAIS DE ENTRADA --- + bEntradaAlta := bTendenciaAlta and bPrecoNaMME20Alta and bPAConfirmaAlta; + bEntradaBaixa := bTendenciaBaixa and bPrecoNaMME20Baixa and bPAConfirmaBaixa; + + // --- ENTRADA --- + if (not IsBought) and (not IsSold) and bJanelaAtiva and (not bLateral) then + begin + if bEntradaAlta then + begin + BuyAtMarket; + fPrecoEntrada := Close; + iBarrasPosicao := 0; + end; + + if bEntradaBaixa then + begin + SellShortAtMarket; + fPrecoEntrada := Close; + iBarrasPosicao := 0; + end; + end; + + // --- CONTROLE DE BARRAS EM POSICAO --- + if IsBought or IsSold then + iBarrasPosicao := iBarrasPosicao + 1 + else + iBarrasPosicao := 0; + + // --- SAIDA --- + if IsBought then + begin + if (Close <= fPrecoEntrada - StopLossPontos) or + (Close >= fPrecoEntrada + TakeProfitPontos) or + (iBarrasPosicao >= MaxBarrasPosicao) or + (Close < fMMA50 - ToleranciaPontos) then + ClosePosition; + end; + + if IsSold then + begin + if (Close >= fPrecoEntrada + StopLossPontos) or + (Close <= fPrecoEntrada - TakeProfitPontos) or + (iBarrasPosicao >= MaxBarrasPosicao) or + (Close > fMMA50 + ToleranciaPontos) then + ClosePosition; + end; +end; diff --git a/automacao_backtests/MEDIAS_20_50_200/Reprovados/robo_medias_v1_leque_tendencia.txt b/automacao_backtests/MEDIAS_20_50_200/Reprovados/robo_medias_v1_leque_tendencia.txt new file mode 100644 index 0000000..33713bd --- /dev/null +++ b/automacao_backtests/MEDIAS_20_50_200/Reprovados/robo_medias_v1_leque_tendencia.txt @@ -0,0 +1,228 @@ +{ + Estrategia: robo_medias_v1_leque_tendencia + Autor: Wesley + Descricao: Leque direcional 9/20/50/200 com price action de continuidade e filtro de zona neutra. +} + +input + ModoEstrategia(1); + DistanciaMinimaLequePontos(35); + DistanciaCompressao20x200(80); + DistanciaMaximaPrecoMME20(200); + DistanciaToqueMME20(40); + MinBarrasConfirmacao(2); + ConfirmacoesRompimento(2); + MinPercCorpoPA(0.5); + FatorPavioRejeicao(1.25); + UsarConfirmacaoCandle(true); + UsarOCO(true); + StopLossPontos(135); + TakeProfitPontos(216); + UsarSaidaPorTempo(true); + MaxBarrasPosicao(9); + +var + mme9, mme20, mma50, mma200 : float; + slope20, slope50, slope200 : float; + dist920, dist2050, dist50200, dist20200, distPreco20 : float; + topoLookback, fundoLookback : float; + rangeCandle, corpoCandle, pavioSup, pavioInf : float; + iAlta, iBaixa, iBarrasPosicao : integer; + bCompressao, bLequeAlta, bLequeBaixa : boolean; + bAcimaTodas, bAbaixoTodas, bEntre9e20, bEntre20e50, bEntre50e200, bZonaNeutra : boolean; + bCandleForcaAlta, bCandleForcaBaixa, bRejeicaoAlta, bRejeicaoBaixa : boolean; + bPullbackCompra, bPullbackVenda, bRompAlta, bRompBaixa, bSaindoCompressao : boolean; + bCompra, bVenda, bConfCompra, bConfVenda : boolean; + bEstavaPosicionado, bSaidaOCOCompra, bSaidaOCOVenda : boolean; + fPrecoEntrada, fStopAtual, fAlvoAtual : float; + +begin + mme9 := MediaExp(9, Close); + mme20 := MediaExp(20, Close); + mma50 := Media(50, Close); + mma200 := Media(200, Close); + + slope20 := mme20 - mme20[1]; + slope50 := mma50 - mma50[1]; + slope200 := mma200 - mma200[1]; + + dist920 := Abs(mme9 - mme20); + dist2050 := Abs(mme20 - mma50); + dist50200 := Abs(mma50 - mma200); + dist20200 := Abs(mme20 - mma200); + distPreco20 := Abs(Close - mme20); + + topoLookback := Highest(High, 12); + fundoLookback := Lowest(Low, 12); + + rangeCandle := Max(High - Low, 0.01); + corpoCandle := Abs(Close - Open); + pavioSup := High - Max(Open, Close); + pavioInf := Min(Open, Close) - Low; + + bAcimaTodas := (Close > mme9) and (Close > mme20) and (Close > mma50) and (Close > mma200); + bAbaixoTodas := (Close < mme9) and (Close < mme20) and (Close < mma50) and (Close < mma200); + + bEntre9e20 := ((Close <= mme9) and (Close >= mme20)) or ((Close >= mme9) and (Close <= mme20)); + bEntre20e50 := ((Close <= mme20) and (Close >= mma50)) or ((Close >= mme20) and (Close <= mma50)); + bEntre50e200 := ((Close <= mma50) and (Close >= mma200)) or ((Close >= mma50) and (Close <= mma200)); + bZonaNeutra := bEntre9e20 or bEntre20e50 or bEntre50e200; + + bCompressao := dist20200 <= DistanciaCompressao20x200; + bSaindoCompressao := (dist20200 > DistanciaCompressao20x200) and (dist20200[1] <= DistanciaCompressao20x200); + + bLequeAlta := bAcimaTodas and (mme9 > mme20) and (mme20 > mma50) and (mma50 > mma200) + and (slope20 > 0) and (slope50 > 0) and (slope200 >= 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos) + and (dist50200 >= DistanciaMinimaLequePontos); + + bLequeBaixa := bAbaixoTodas and (mme9 < mme20) and (mme20 < mma50) and (mma50 < mma200) + and (slope20 < 0) and (slope50 < 0) and (slope200 <= 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos) + and (dist50200 >= DistanciaMinimaLequePontos); + + bCandleForcaAlta := (Close > Open) and ((corpoCandle / rangeCandle) >= MinPercCorpoPA) and (Close > High[1]); + bCandleForcaBaixa := (Close < Open) and ((corpoCandle / rangeCandle) >= MinPercCorpoPA) and (Close < Low[1]); + + bRejeicaoAlta := (Close > Open) + and ((pavioInf >= (corpoCandle * FatorPavioRejeicao)) or (Low <= Low[1])) + and (Close > mme20); + + bRejeicaoBaixa := (Close < Open) + and ((pavioSup >= (corpoCandle * FatorPavioRejeicao)) or (High >= High[1])) + and (Close < mme20); + + bPullbackCompra := (not bCompressao) + and (mma50 > mma200) + and (slope20 > 0) + and (Abs(Low - mme20) <= DistanciaToqueMME20) + and bRejeicaoAlta; + + bPullbackVenda := (not bCompressao) + and (mma50 < mma200) + and (slope20 < 0) + and (Abs(High - mme20) <= DistanciaToqueMME20) + and bRejeicaoBaixa; + + bRompAlta := (Close > mma200) and (Close[1] <= mma200) + and (dist20200 <= DistanciaToqueMME20) + and (Close >= topoLookback[1]) + and (mme9 > mme20) + and bCandleForcaAlta; + + bRompBaixa := (Close < mma200) and (Close[1] >= mma200) + and (dist20200 <= DistanciaToqueMME20) + and (Close <= fundoLookback[1]) + and (mme9 < mme20) + and bCandleForcaBaixa; + + bConfCompra := (not UsarConfirmacaoCandle) or bCandleForcaAlta; + bConfVenda := (not UsarConfirmacaoCandle) or bCandleForcaBaixa; + + if bLequeAlta or bPullbackCompra or bRompAlta then + iAlta := iAlta + 1 + else + iAlta := 0; + + if bLequeBaixa or bPullbackVenda or bRompBaixa then + iBaixa := iBaixa + 1 + else + iBaixa := 0; + + bCompra := false; + bVenda := false; + + if ModoEstrategia = 1 then + begin + bCompra := bLequeAlta and (not bCompressao) and (not bZonaNeutra) + and (distPreco20 <= DistanciaMaximaPrecoMME20) + and bConfCompra and (iAlta >= MinBarrasConfirmacao); + + bVenda := bLequeBaixa and (not bCompressao) and (not bZonaNeutra) + and (distPreco20 <= DistanciaMaximaPrecoMME20) + and bConfVenda and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 2 then + begin + bCompra := bPullbackCompra and bConfCompra and (iAlta >= MinBarrasConfirmacao); + bVenda := bPullbackVenda and bConfVenda and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 3 then + begin + bCompra := bRompAlta and (iAlta >= ConfirmacoesRompimento); + bVenda := bRompBaixa and (iBaixa >= ConfirmacoesRompimento); + end + else if ModoEstrategia = 4 then + begin + bCompra := (not bCompressao) and bSaindoCompressao and bLequeAlta and bConfCompra; + bVenda := (not bCompressao) and bSaindoCompressao and bLequeBaixa and bConfVenda; + end + else + begin + bCompra := (not bCompressao) and (not bZonaNeutra) + and ((bPullbackCompra and bConfCompra) or (bRompAlta and (iAlta >= ConfirmacoesRompimento))); + + bVenda := (not bCompressao) and (not bZonaNeutra) + and ((bPullbackVenda and bConfVenda) or (bRompBaixa and (iBaixa >= ConfirmacoesRompimento))); + end; + + if IsBought or IsSold then + iBarrasPosicao := iBarrasPosicao + 1 + else + iBarrasPosicao := 0; + + if (not IsBought) and (not IsSold) then + begin + if bCompra then + BuyAtMarket + else if bVenda then + SellShortAtMarket; + end; + + bSaidaOCOCompra := false; + bSaidaOCOVenda := false; + + if IsBought and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada - StopLossPontos; + fAlvoAtual := fPrecoEntrada + TakeProfitPontos; + bSaidaOCOCompra := UsarOCO and ((Low <= fStopAtual) or (High >= fAlvoAtual)); + end; + + if IsSold and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada + StopLossPontos; + fAlvoAtual := fPrecoEntrada - TakeProfitPontos; + bSaidaOCOVenda := UsarOCO and ((High >= fStopAtual) or (Low <= fAlvoAtual)); + end; + + if IsBought and ( + bCompressao + or bZonaNeutra + or (Close < mme20) + or bCandleForcaBaixa + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOCompra + ) then + ClosePosition; + + if IsSold and ( + bCompressao + or bZonaNeutra + or (Close > mme20) + or bCandleForcaAlta + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOVenda + ) then + ClosePosition; + + if (not bEstavaPosicionado) and IsBought then + fPrecoEntrada := Close; + + if (not bEstavaPosicionado) and IsSold then + fPrecoEntrada := Close; + + bEstavaPosicionado := IsBought or IsSold; +end; diff --git a/automacao_backtests/MEDIAS_20_50_200/Reprovados/robo_medias_v20_pullback.txt b/automacao_backtests/MEDIAS_20_50_200/Reprovados/robo_medias_v20_pullback.txt new file mode 100644 index 0000000..4b0ad5f --- /dev/null +++ b/automacao_backtests/MEDIAS_20_50_200/Reprovados/robo_medias_v20_pullback.txt @@ -0,0 +1,228 @@ +{ + Estrategia: robo_medias_v20_pullback + Autor: Wesley + Descricao: Pullback na MME20 com regime por MMA50/200 e rejeicao por price action. +} + +input + ModoEstrategia(2); + DistanciaMinimaLequePontos(30); + DistanciaCompressao20x200(70); + DistanciaMaximaPrecoMME20(260); + DistanciaToqueMME20(50); + MinBarrasConfirmacao(2); + ConfirmacoesRompimento(1); + MinPercCorpoPA(0.55); + FatorPavioRejeicao(1.4); + UsarConfirmacaoCandle(true); + UsarOCO(true); + StopLossPontos(270); + TakeProfitPontos(459); + UsarSaidaPorTempo(true); + MaxBarrasPosicao(12); + +var + mme9, mme20, mma50, mma200 : float; + slope20, slope50, slope200 : float; + dist920, dist2050, dist50200, dist20200, distPreco20 : float; + topoLookback, fundoLookback : float; + rangeCandle, corpoCandle, pavioSup, pavioInf : float; + iAlta, iBaixa, iBarrasPosicao : integer; + bCompressao, bLequeAlta, bLequeBaixa : boolean; + bAcimaTodas, bAbaixoTodas, bEntre9e20, bEntre20e50, bEntre50e200, bZonaNeutra : boolean; + bCandleForcaAlta, bCandleForcaBaixa, bRejeicaoAlta, bRejeicaoBaixa : boolean; + bPullbackCompra, bPullbackVenda, bRompAlta, bRompBaixa, bSaindoCompressao : boolean; + bCompra, bVenda, bConfCompra, bConfVenda : boolean; + bEstavaPosicionado, bSaidaOCOCompra, bSaidaOCOVenda : boolean; + fPrecoEntrada, fStopAtual, fAlvoAtual : float; + +begin + mme9 := MediaExp(9, Close); + mme20 := MediaExp(20, Close); + mma50 := Media(50, Close); + mma200 := Media(200, Close); + + slope20 := mme20 - mme20[1]; + slope50 := mma50 - mma50[1]; + slope200 := mma200 - mma200[1]; + + dist920 := Abs(mme9 - mme20); + dist2050 := Abs(mme20 - mma50); + dist50200 := Abs(mma50 - mma200); + dist20200 := Abs(mme20 - mma200); + distPreco20 := Abs(Close - mme20); + + topoLookback := Highest(High, 12); + fundoLookback := Lowest(Low, 12); + + rangeCandle := Max(High - Low, 0.01); + corpoCandle := Abs(Close - Open); + pavioSup := High - Max(Open, Close); + pavioInf := Min(Open, Close) - Low; + + bAcimaTodas := (Close > mme9) and (Close > mme20) and (Close > mma50) and (Close > mma200); + bAbaixoTodas := (Close < mme9) and (Close < mme20) and (Close < mma50) and (Close < mma200); + + bEntre9e20 := ((Close <= mme9) and (Close >= mme20)) or ((Close >= mme9) and (Close <= mme20)); + bEntre20e50 := ((Close <= mme20) and (Close >= mma50)) or ((Close >= mme20) and (Close <= mma50)); + bEntre50e200 := ((Close <= mma50) and (Close >= mma200)) or ((Close >= mma50) and (Close <= mma200)); + bZonaNeutra := bEntre9e20 or bEntre20e50 or bEntre50e200; + + bCompressao := dist20200 <= DistanciaCompressao20x200; + bSaindoCompressao := (dist20200 > DistanciaCompressao20x200) and (dist20200[1] <= DistanciaCompressao20x200); + + bLequeAlta := bAcimaTodas and (mme9 > mme20) and (mme20 > mma50) and (mma50 > mma200) + and (slope20 > 0) and (slope50 > 0) and (slope200 >= 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos) + and (dist50200 >= DistanciaMinimaLequePontos); + + bLequeBaixa := bAbaixoTodas and (mme9 < mme20) and (mme20 < mma50) and (mma50 < mma200) + and (slope20 < 0) and (slope50 < 0) and (slope200 <= 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos) + and (dist50200 >= DistanciaMinimaLequePontos); + + bCandleForcaAlta := (Close > Open) and ((corpoCandle / rangeCandle) >= MinPercCorpoPA) and (Close > High[1]); + bCandleForcaBaixa := (Close < Open) and ((corpoCandle / rangeCandle) >= MinPercCorpoPA) and (Close < Low[1]); + + bRejeicaoAlta := (Close > Open) + and ((pavioInf >= (corpoCandle * FatorPavioRejeicao)) or (Low <= Low[1])) + and (Close > mme20); + + bRejeicaoBaixa := (Close < Open) + and ((pavioSup >= (corpoCandle * FatorPavioRejeicao)) or (High >= High[1])) + and (Close < mme20); + + bPullbackCompra := (not bCompressao) + and (mma50 > mma200) + and (slope20 > 0) + and (Abs(Low - mme20) <= DistanciaToqueMME20) + and bRejeicaoAlta; + + bPullbackVenda := (not bCompressao) + and (mma50 < mma200) + and (slope20 < 0) + and (Abs(High - mme20) <= DistanciaToqueMME20) + and bRejeicaoBaixa; + + bRompAlta := (Close > mma200) and (Close[1] <= mma200) + and (dist20200 <= DistanciaToqueMME20) + and (Close >= topoLookback[1]) + and (mme9 > mme20) + and bCandleForcaAlta; + + bRompBaixa := (Close < mma200) and (Close[1] >= mma200) + and (dist20200 <= DistanciaToqueMME20) + and (Close <= fundoLookback[1]) + and (mme9 < mme20) + and bCandleForcaBaixa; + + bConfCompra := (not UsarConfirmacaoCandle) or bCandleForcaAlta; + bConfVenda := (not UsarConfirmacaoCandle) or bCandleForcaBaixa; + + if bLequeAlta or bPullbackCompra or bRompAlta then + iAlta := iAlta + 1 + else + iAlta := 0; + + if bLequeBaixa or bPullbackVenda or bRompBaixa then + iBaixa := iBaixa + 1 + else + iBaixa := 0; + + bCompra := false; + bVenda := false; + + if ModoEstrategia = 1 then + begin + bCompra := bLequeAlta and (not bCompressao) and (not bZonaNeutra) + and (distPreco20 <= DistanciaMaximaPrecoMME20) + and bConfCompra and (iAlta >= MinBarrasConfirmacao); + + bVenda := bLequeBaixa and (not bCompressao) and (not bZonaNeutra) + and (distPreco20 <= DistanciaMaximaPrecoMME20) + and bConfVenda and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 2 then + begin + bCompra := bPullbackCompra and bConfCompra and (iAlta >= MinBarrasConfirmacao); + bVenda := bPullbackVenda and bConfVenda and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 3 then + begin + bCompra := bRompAlta and (iAlta >= ConfirmacoesRompimento); + bVenda := bRompBaixa and (iBaixa >= ConfirmacoesRompimento); + end + else if ModoEstrategia = 4 then + begin + bCompra := (not bCompressao) and bSaindoCompressao and bLequeAlta and bConfCompra; + bVenda := (not bCompressao) and bSaindoCompressao and bLequeBaixa and bConfVenda; + end + else + begin + bCompra := (not bCompressao) and (not bZonaNeutra) + and ((bPullbackCompra and bConfCompra) or (bRompAlta and (iAlta >= ConfirmacoesRompimento))); + + bVenda := (not bCompressao) and (not bZonaNeutra) + and ((bPullbackVenda and bConfVenda) or (bRompBaixa and (iBaixa >= ConfirmacoesRompimento))); + end; + + if IsBought or IsSold then + iBarrasPosicao := iBarrasPosicao + 1 + else + iBarrasPosicao := 0; + + if (not IsBought) and (not IsSold) then + begin + if bCompra then + BuyAtMarket + else if bVenda then + SellShortAtMarket; + end; + + bSaidaOCOCompra := false; + bSaidaOCOVenda := false; + + if IsBought and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada - StopLossPontos; + fAlvoAtual := fPrecoEntrada + TakeProfitPontos; + bSaidaOCOCompra := UsarOCO and ((Low <= fStopAtual) or (High >= fAlvoAtual)); + end; + + if IsSold and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada + StopLossPontos; + fAlvoAtual := fPrecoEntrada - TakeProfitPontos; + bSaidaOCOVenda := UsarOCO and ((High >= fStopAtual) or (Low <= fAlvoAtual)); + end; + + if IsBought and ( + bCompressao + or bZonaNeutra + or (Close < mme20) + or bCandleForcaBaixa + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOCompra + ) then + ClosePosition; + + if IsSold and ( + bCompressao + or bZonaNeutra + or (Close > mme20) + or bCandleForcaAlta + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOVenda + ) then + ClosePosition; + + if (not bEstavaPosicionado) and IsBought then + fPrecoEntrada := Close; + + if (not bEstavaPosicionado) and IsSold then + fPrecoEntrada := Close; + + bEstavaPosicionado := IsBought or IsSold; +end; diff --git a/automacao_backtests/MEDIAS_20_50_200/Reprovados/robo_medias_v21_pullback.txt b/automacao_backtests/MEDIAS_20_50_200/Reprovados/robo_medias_v21_pullback.txt new file mode 100644 index 0000000..c2a2271 --- /dev/null +++ b/automacao_backtests/MEDIAS_20_50_200/Reprovados/robo_medias_v21_pullback.txt @@ -0,0 +1,228 @@ +{ + Estrategia: robo_medias_v21_pullback + Autor: Wesley + Descricao: Pullback na MME20 com regime por MMA50/200 e rejeicao por price action. +} + +input + ModoEstrategia(2); + DistanciaMinimaLequePontos(35); + DistanciaCompressao20x200(80); + DistanciaMaximaPrecoMME20(200); + DistanciaToqueMME20(40); + MinBarrasConfirmacao(2); + ConfirmacoesRompimento(2); + MinPercCorpoPA(0.5); + FatorPavioRejeicao(1.25); + UsarConfirmacaoCandle(true); + UsarOCO(true); + StopLossPontos(135); + TakeProfitPontos(216); + UsarSaidaPorTempo(true); + MaxBarrasPosicao(9); + +var + mme9, mme20, mma50, mma200 : float; + slope20, slope50, slope200 : float; + dist920, dist2050, dist50200, dist20200, distPreco20 : float; + topoLookback, fundoLookback : float; + rangeCandle, corpoCandle, pavioSup, pavioInf : float; + iAlta, iBaixa, iBarrasPosicao : integer; + bCompressao, bLequeAlta, bLequeBaixa : boolean; + bAcimaTodas, bAbaixoTodas, bEntre9e20, bEntre20e50, bEntre50e200, bZonaNeutra : boolean; + bCandleForcaAlta, bCandleForcaBaixa, bRejeicaoAlta, bRejeicaoBaixa : boolean; + bPullbackCompra, bPullbackVenda, bRompAlta, bRompBaixa, bSaindoCompressao : boolean; + bCompra, bVenda, bConfCompra, bConfVenda : boolean; + bEstavaPosicionado, bSaidaOCOCompra, bSaidaOCOVenda : boolean; + fPrecoEntrada, fStopAtual, fAlvoAtual : float; + +begin + mme9 := MediaExp(9, Close); + mme20 := MediaExp(20, Close); + mma50 := Media(50, Close); + mma200 := Media(200, Close); + + slope20 := mme20 - mme20[1]; + slope50 := mma50 - mma50[1]; + slope200 := mma200 - mma200[1]; + + dist920 := Abs(mme9 - mme20); + dist2050 := Abs(mme20 - mma50); + dist50200 := Abs(mma50 - mma200); + dist20200 := Abs(mme20 - mma200); + distPreco20 := Abs(Close - mme20); + + topoLookback := Highest(High, 12); + fundoLookback := Lowest(Low, 12); + + rangeCandle := Max(High - Low, 0.01); + corpoCandle := Abs(Close - Open); + pavioSup := High - Max(Open, Close); + pavioInf := Min(Open, Close) - Low; + + bAcimaTodas := (Close > mme9) and (Close > mme20) and (Close > mma50) and (Close > mma200); + bAbaixoTodas := (Close < mme9) and (Close < mme20) and (Close < mma50) and (Close < mma200); + + bEntre9e20 := ((Close <= mme9) and (Close >= mme20)) or ((Close >= mme9) and (Close <= mme20)); + bEntre20e50 := ((Close <= mme20) and (Close >= mma50)) or ((Close >= mme20) and (Close <= mma50)); + bEntre50e200 := ((Close <= mma50) and (Close >= mma200)) or ((Close >= mma50) and (Close <= mma200)); + bZonaNeutra := bEntre9e20 or bEntre20e50 or bEntre50e200; + + bCompressao := dist20200 <= DistanciaCompressao20x200; + bSaindoCompressao := (dist20200 > DistanciaCompressao20x200) and (dist20200[1] <= DistanciaCompressao20x200); + + bLequeAlta := bAcimaTodas and (mme9 > mme20) and (mme20 > mma50) and (mma50 > mma200) + and (slope20 > 0) and (slope50 > 0) and (slope200 >= 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos) + and (dist50200 >= DistanciaMinimaLequePontos); + + bLequeBaixa := bAbaixoTodas and (mme9 < mme20) and (mme20 < mma50) and (mma50 < mma200) + and (slope20 < 0) and (slope50 < 0) and (slope200 <= 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos) + and (dist50200 >= DistanciaMinimaLequePontos); + + bCandleForcaAlta := (Close > Open) and ((corpoCandle / rangeCandle) >= MinPercCorpoPA) and (Close > High[1]); + bCandleForcaBaixa := (Close < Open) and ((corpoCandle / rangeCandle) >= MinPercCorpoPA) and (Close < Low[1]); + + bRejeicaoAlta := (Close > Open) + and ((pavioInf >= (corpoCandle * FatorPavioRejeicao)) or (Low <= Low[1])) + and (Close > mme20); + + bRejeicaoBaixa := (Close < Open) + and ((pavioSup >= (corpoCandle * FatorPavioRejeicao)) or (High >= High[1])) + and (Close < mme20); + + bPullbackCompra := (not bCompressao) + and (mma50 > mma200) + and (slope20 > 0) + and (Abs(Low - mme20) <= DistanciaToqueMME20) + and bRejeicaoAlta; + + bPullbackVenda := (not bCompressao) + and (mma50 < mma200) + and (slope20 < 0) + and (Abs(High - mme20) <= DistanciaToqueMME20) + and bRejeicaoBaixa; + + bRompAlta := (Close > mma200) and (Close[1] <= mma200) + and (dist20200 <= DistanciaToqueMME20) + and (Close >= topoLookback[1]) + and (mme9 > mme20) + and bCandleForcaAlta; + + bRompBaixa := (Close < mma200) and (Close[1] >= mma200) + and (dist20200 <= DistanciaToqueMME20) + and (Close <= fundoLookback[1]) + and (mme9 < mme20) + and bCandleForcaBaixa; + + bConfCompra := (not UsarConfirmacaoCandle) or bCandleForcaAlta; + bConfVenda := (not UsarConfirmacaoCandle) or bCandleForcaBaixa; + + if bLequeAlta or bPullbackCompra or bRompAlta then + iAlta := iAlta + 1 + else + iAlta := 0; + + if bLequeBaixa or bPullbackVenda or bRompBaixa then + iBaixa := iBaixa + 1 + else + iBaixa := 0; + + bCompra := false; + bVenda := false; + + if ModoEstrategia = 1 then + begin + bCompra := bLequeAlta and (not bCompressao) and (not bZonaNeutra) + and (distPreco20 <= DistanciaMaximaPrecoMME20) + and bConfCompra and (iAlta >= MinBarrasConfirmacao); + + bVenda := bLequeBaixa and (not bCompressao) and (not bZonaNeutra) + and (distPreco20 <= DistanciaMaximaPrecoMME20) + and bConfVenda and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 2 then + begin + bCompra := bPullbackCompra and bConfCompra and (iAlta >= MinBarrasConfirmacao); + bVenda := bPullbackVenda and bConfVenda and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 3 then + begin + bCompra := bRompAlta and (iAlta >= ConfirmacoesRompimento); + bVenda := bRompBaixa and (iBaixa >= ConfirmacoesRompimento); + end + else if ModoEstrategia = 4 then + begin + bCompra := (not bCompressao) and bSaindoCompressao and bLequeAlta and bConfCompra; + bVenda := (not bCompressao) and bSaindoCompressao and bLequeBaixa and bConfVenda; + end + else + begin + bCompra := (not bCompressao) and (not bZonaNeutra) + and ((bPullbackCompra and bConfCompra) or (bRompAlta and (iAlta >= ConfirmacoesRompimento))); + + bVenda := (not bCompressao) and (not bZonaNeutra) + and ((bPullbackVenda and bConfVenda) or (bRompBaixa and (iBaixa >= ConfirmacoesRompimento))); + end; + + if IsBought or IsSold then + iBarrasPosicao := iBarrasPosicao + 1 + else + iBarrasPosicao := 0; + + if (not IsBought) and (not IsSold) then + begin + if bCompra then + BuyAtMarket + else if bVenda then + SellShortAtMarket; + end; + + bSaidaOCOCompra := false; + bSaidaOCOVenda := false; + + if IsBought and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada - StopLossPontos; + fAlvoAtual := fPrecoEntrada + TakeProfitPontos; + bSaidaOCOCompra := UsarOCO and ((Low <= fStopAtual) or (High >= fAlvoAtual)); + end; + + if IsSold and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada + StopLossPontos; + fAlvoAtual := fPrecoEntrada - TakeProfitPontos; + bSaidaOCOVenda := UsarOCO and ((High >= fStopAtual) or (Low <= fAlvoAtual)); + end; + + if IsBought and ( + bCompressao + or bZonaNeutra + or (Close < mme20) + or bCandleForcaBaixa + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOCompra + ) then + ClosePosition; + + if IsSold and ( + bCompressao + or bZonaNeutra + or (Close > mme20) + or bCandleForcaAlta + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOVenda + ) then + ClosePosition; + + if (not bEstavaPosicionado) and IsBought then + fPrecoEntrada := Close; + + if (not bEstavaPosicionado) and IsSold then + fPrecoEntrada := Close; + + bEstavaPosicionado := IsBought or IsSold; +end; diff --git a/automacao_backtests/MEDIAS_20_50_200/Reprovados/robo_medias_v22_pullback.txt b/automacao_backtests/MEDIAS_20_50_200/Reprovados/robo_medias_v22_pullback.txt new file mode 100644 index 0000000..3419693 --- /dev/null +++ b/automacao_backtests/MEDIAS_20_50_200/Reprovados/robo_medias_v22_pullback.txt @@ -0,0 +1,228 @@ +{ + Estrategia: robo_medias_v22_pullback + Autor: Wesley + Descricao: Pullback na MME20 com regime por MMA50/200 e rejeicao por price action. +} + +input + ModoEstrategia(2); + DistanciaMinimaLequePontos(40); + DistanciaCompressao20x200(90); + DistanciaMaximaPrecoMME20(220); + DistanciaToqueMME20(50); + MinBarrasConfirmacao(3); + ConfirmacoesRompimento(1); + MinPercCorpoPA(0.55); + FatorPavioRejeicao(1.4); + UsarConfirmacaoCandle(true); + UsarOCO(true); + StopLossPontos(150); + TakeProfitPontos(255); + UsarSaidaPorTempo(true); + MaxBarrasPosicao(10); + +var + mme9, mme20, mma50, mma200 : float; + slope20, slope50, slope200 : float; + dist920, dist2050, dist50200, dist20200, distPreco20 : float; + topoLookback, fundoLookback : float; + rangeCandle, corpoCandle, pavioSup, pavioInf : float; + iAlta, iBaixa, iBarrasPosicao : integer; + bCompressao, bLequeAlta, bLequeBaixa : boolean; + bAcimaTodas, bAbaixoTodas, bEntre9e20, bEntre20e50, bEntre50e200, bZonaNeutra : boolean; + bCandleForcaAlta, bCandleForcaBaixa, bRejeicaoAlta, bRejeicaoBaixa : boolean; + bPullbackCompra, bPullbackVenda, bRompAlta, bRompBaixa, bSaindoCompressao : boolean; + bCompra, bVenda, bConfCompra, bConfVenda : boolean; + bEstavaPosicionado, bSaidaOCOCompra, bSaidaOCOVenda : boolean; + fPrecoEntrada, fStopAtual, fAlvoAtual : float; + +begin + mme9 := MediaExp(9, Close); + mme20 := MediaExp(20, Close); + mma50 := Media(50, Close); + mma200 := Media(200, Close); + + slope20 := mme20 - mme20[1]; + slope50 := mma50 - mma50[1]; + slope200 := mma200 - mma200[1]; + + dist920 := Abs(mme9 - mme20); + dist2050 := Abs(mme20 - mma50); + dist50200 := Abs(mma50 - mma200); + dist20200 := Abs(mme20 - mma200); + distPreco20 := Abs(Close - mme20); + + topoLookback := Highest(High, 12); + fundoLookback := Lowest(Low, 12); + + rangeCandle := Max(High - Low, 0.01); + corpoCandle := Abs(Close - Open); + pavioSup := High - Max(Open, Close); + pavioInf := Min(Open, Close) - Low; + + bAcimaTodas := (Close > mme9) and (Close > mme20) and (Close > mma50) and (Close > mma200); + bAbaixoTodas := (Close < mme9) and (Close < mme20) and (Close < mma50) and (Close < mma200); + + bEntre9e20 := ((Close <= mme9) and (Close >= mme20)) or ((Close >= mme9) and (Close <= mme20)); + bEntre20e50 := ((Close <= mme20) and (Close >= mma50)) or ((Close >= mme20) and (Close <= mma50)); + bEntre50e200 := ((Close <= mma50) and (Close >= mma200)) or ((Close >= mma50) and (Close <= mma200)); + bZonaNeutra := bEntre9e20 or bEntre20e50 or bEntre50e200; + + bCompressao := dist20200 <= DistanciaCompressao20x200; + bSaindoCompressao := (dist20200 > DistanciaCompressao20x200) and (dist20200[1] <= DistanciaCompressao20x200); + + bLequeAlta := bAcimaTodas and (mme9 > mme20) and (mme20 > mma50) and (mma50 > mma200) + and (slope20 > 0) and (slope50 > 0) and (slope200 >= 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos) + and (dist50200 >= DistanciaMinimaLequePontos); + + bLequeBaixa := bAbaixoTodas and (mme9 < mme20) and (mme20 < mma50) and (mma50 < mma200) + and (slope20 < 0) and (slope50 < 0) and (slope200 <= 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos) + and (dist50200 >= DistanciaMinimaLequePontos); + + bCandleForcaAlta := (Close > Open) and ((corpoCandle / rangeCandle) >= MinPercCorpoPA) and (Close > High[1]); + bCandleForcaBaixa := (Close < Open) and ((corpoCandle / rangeCandle) >= MinPercCorpoPA) and (Close < Low[1]); + + bRejeicaoAlta := (Close > Open) + and ((pavioInf >= (corpoCandle * FatorPavioRejeicao)) or (Low <= Low[1])) + and (Close > mme20); + + bRejeicaoBaixa := (Close < Open) + and ((pavioSup >= (corpoCandle * FatorPavioRejeicao)) or (High >= High[1])) + and (Close < mme20); + + bPullbackCompra := (not bCompressao) + and (mma50 > mma200) + and (slope20 > 0) + and (Abs(Low - mme20) <= DistanciaToqueMME20) + and bRejeicaoAlta; + + bPullbackVenda := (not bCompressao) + and (mma50 < mma200) + and (slope20 < 0) + and (Abs(High - mme20) <= DistanciaToqueMME20) + and bRejeicaoBaixa; + + bRompAlta := (Close > mma200) and (Close[1] <= mma200) + and (dist20200 <= DistanciaToqueMME20) + and (Close >= topoLookback[1]) + and (mme9 > mme20) + and bCandleForcaAlta; + + bRompBaixa := (Close < mma200) and (Close[1] >= mma200) + and (dist20200 <= DistanciaToqueMME20) + and (Close <= fundoLookback[1]) + and (mme9 < mme20) + and bCandleForcaBaixa; + + bConfCompra := (not UsarConfirmacaoCandle) or bCandleForcaAlta; + bConfVenda := (not UsarConfirmacaoCandle) or bCandleForcaBaixa; + + if bLequeAlta or bPullbackCompra or bRompAlta then + iAlta := iAlta + 1 + else + iAlta := 0; + + if bLequeBaixa or bPullbackVenda or bRompBaixa then + iBaixa := iBaixa + 1 + else + iBaixa := 0; + + bCompra := false; + bVenda := false; + + if ModoEstrategia = 1 then + begin + bCompra := bLequeAlta and (not bCompressao) and (not bZonaNeutra) + and (distPreco20 <= DistanciaMaximaPrecoMME20) + and bConfCompra and (iAlta >= MinBarrasConfirmacao); + + bVenda := bLequeBaixa and (not bCompressao) and (not bZonaNeutra) + and (distPreco20 <= DistanciaMaximaPrecoMME20) + and bConfVenda and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 2 then + begin + bCompra := bPullbackCompra and bConfCompra and (iAlta >= MinBarrasConfirmacao); + bVenda := bPullbackVenda and bConfVenda and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 3 then + begin + bCompra := bRompAlta and (iAlta >= ConfirmacoesRompimento); + bVenda := bRompBaixa and (iBaixa >= ConfirmacoesRompimento); + end + else if ModoEstrategia = 4 then + begin + bCompra := (not bCompressao) and bSaindoCompressao and bLequeAlta and bConfCompra; + bVenda := (not bCompressao) and bSaindoCompressao and bLequeBaixa and bConfVenda; + end + else + begin + bCompra := (not bCompressao) and (not bZonaNeutra) + and ((bPullbackCompra and bConfCompra) or (bRompAlta and (iAlta >= ConfirmacoesRompimento))); + + bVenda := (not bCompressao) and (not bZonaNeutra) + and ((bPullbackVenda and bConfVenda) or (bRompBaixa and (iBaixa >= ConfirmacoesRompimento))); + end; + + if IsBought or IsSold then + iBarrasPosicao := iBarrasPosicao + 1 + else + iBarrasPosicao := 0; + + if (not IsBought) and (not IsSold) then + begin + if bCompra then + BuyAtMarket + else if bVenda then + SellShortAtMarket; + end; + + bSaidaOCOCompra := false; + bSaidaOCOVenda := false; + + if IsBought and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada - StopLossPontos; + fAlvoAtual := fPrecoEntrada + TakeProfitPontos; + bSaidaOCOCompra := UsarOCO and ((Low <= fStopAtual) or (High >= fAlvoAtual)); + end; + + if IsSold and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada + StopLossPontos; + fAlvoAtual := fPrecoEntrada - TakeProfitPontos; + bSaidaOCOVenda := UsarOCO and ((High >= fStopAtual) or (Low <= fAlvoAtual)); + end; + + if IsBought and ( + bCompressao + or bZonaNeutra + or (Close < mme20) + or bCandleForcaBaixa + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOCompra + ) then + ClosePosition; + + if IsSold and ( + bCompressao + or bZonaNeutra + or (Close > mme20) + or bCandleForcaAlta + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOVenda + ) then + ClosePosition; + + if (not bEstavaPosicionado) and IsBought then + fPrecoEntrada := Close; + + if (not bEstavaPosicionado) and IsSold then + fPrecoEntrada := Close; + + bEstavaPosicionado := IsBought or IsSold; +end; diff --git a/automacao_backtests/MEDIAS_20_50_200/Reprovados/robo_medias_v23_pullback.txt b/automacao_backtests/MEDIAS_20_50_200/Reprovados/robo_medias_v23_pullback.txt new file mode 100644 index 0000000..c9f8e8e --- /dev/null +++ b/automacao_backtests/MEDIAS_20_50_200/Reprovados/robo_medias_v23_pullback.txt @@ -0,0 +1,228 @@ +{ + Estrategia: robo_medias_v23_pullback + Autor: Wesley + Descricao: Pullback na MME20 com regime por MMA50/200 e rejeicao por price action. +} + +input + ModoEstrategia(2); + DistanciaMinimaLequePontos(45); + DistanciaCompressao20x200(100); + DistanciaMaximaPrecoMME20(240); + DistanciaToqueMME20(60); + MinBarrasConfirmacao(1); + ConfirmacoesRompimento(2); + MinPercCorpoPA(0.6); + FatorPavioRejeicao(1.55); + UsarConfirmacaoCandle(true); + UsarOCO(true); + StopLossPontos(165); + TakeProfitPontos(297); + UsarSaidaPorTempo(true); + MaxBarrasPosicao(11); + +var + mme9, mme20, mma50, mma200 : float; + slope20, slope50, slope200 : float; + dist920, dist2050, dist50200, dist20200, distPreco20 : float; + topoLookback, fundoLookback : float; + rangeCandle, corpoCandle, pavioSup, pavioInf : float; + iAlta, iBaixa, iBarrasPosicao : integer; + bCompressao, bLequeAlta, bLequeBaixa : boolean; + bAcimaTodas, bAbaixoTodas, bEntre9e20, bEntre20e50, bEntre50e200, bZonaNeutra : boolean; + bCandleForcaAlta, bCandleForcaBaixa, bRejeicaoAlta, bRejeicaoBaixa : boolean; + bPullbackCompra, bPullbackVenda, bRompAlta, bRompBaixa, bSaindoCompressao : boolean; + bCompra, bVenda, bConfCompra, bConfVenda : boolean; + bEstavaPosicionado, bSaidaOCOCompra, bSaidaOCOVenda : boolean; + fPrecoEntrada, fStopAtual, fAlvoAtual : float; + +begin + mme9 := MediaExp(9, Close); + mme20 := MediaExp(20, Close); + mma50 := Media(50, Close); + mma200 := Media(200, Close); + + slope20 := mme20 - mme20[1]; + slope50 := mma50 - mma50[1]; + slope200 := mma200 - mma200[1]; + + dist920 := Abs(mme9 - mme20); + dist2050 := Abs(mme20 - mma50); + dist50200 := Abs(mma50 - mma200); + dist20200 := Abs(mme20 - mma200); + distPreco20 := Abs(Close - mme20); + + topoLookback := Highest(High, 12); + fundoLookback := Lowest(Low, 12); + + rangeCandle := Max(High - Low, 0.01); + corpoCandle := Abs(Close - Open); + pavioSup := High - Max(Open, Close); + pavioInf := Min(Open, Close) - Low; + + bAcimaTodas := (Close > mme9) and (Close > mme20) and (Close > mma50) and (Close > mma200); + bAbaixoTodas := (Close < mme9) and (Close < mme20) and (Close < mma50) and (Close < mma200); + + bEntre9e20 := ((Close <= mme9) and (Close >= mme20)) or ((Close >= mme9) and (Close <= mme20)); + bEntre20e50 := ((Close <= mme20) and (Close >= mma50)) or ((Close >= mme20) and (Close <= mma50)); + bEntre50e200 := ((Close <= mma50) and (Close >= mma200)) or ((Close >= mma50) and (Close <= mma200)); + bZonaNeutra := bEntre9e20 or bEntre20e50 or bEntre50e200; + + bCompressao := dist20200 <= DistanciaCompressao20x200; + bSaindoCompressao := (dist20200 > DistanciaCompressao20x200) and (dist20200[1] <= DistanciaCompressao20x200); + + bLequeAlta := bAcimaTodas and (mme9 > mme20) and (mme20 > mma50) and (mma50 > mma200) + and (slope20 > 0) and (slope50 > 0) and (slope200 >= 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos) + and (dist50200 >= DistanciaMinimaLequePontos); + + bLequeBaixa := bAbaixoTodas and (mme9 < mme20) and (mme20 < mma50) and (mma50 < mma200) + and (slope20 < 0) and (slope50 < 0) and (slope200 <= 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos) + and (dist50200 >= DistanciaMinimaLequePontos); + + bCandleForcaAlta := (Close > Open) and ((corpoCandle / rangeCandle) >= MinPercCorpoPA) and (Close > High[1]); + bCandleForcaBaixa := (Close < Open) and ((corpoCandle / rangeCandle) >= MinPercCorpoPA) and (Close < Low[1]); + + bRejeicaoAlta := (Close > Open) + and ((pavioInf >= (corpoCandle * FatorPavioRejeicao)) or (Low <= Low[1])) + and (Close > mme20); + + bRejeicaoBaixa := (Close < Open) + and ((pavioSup >= (corpoCandle * FatorPavioRejeicao)) or (High >= High[1])) + and (Close < mme20); + + bPullbackCompra := (not bCompressao) + and (mma50 > mma200) + and (slope20 > 0) + and (Abs(Low - mme20) <= DistanciaToqueMME20) + and bRejeicaoAlta; + + bPullbackVenda := (not bCompressao) + and (mma50 < mma200) + and (slope20 < 0) + and (Abs(High - mme20) <= DistanciaToqueMME20) + and bRejeicaoBaixa; + + bRompAlta := (Close > mma200) and (Close[1] <= mma200) + and (dist20200 <= DistanciaToqueMME20) + and (Close >= topoLookback[1]) + and (mme9 > mme20) + and bCandleForcaAlta; + + bRompBaixa := (Close < mma200) and (Close[1] >= mma200) + and (dist20200 <= DistanciaToqueMME20) + and (Close <= fundoLookback[1]) + and (mme9 < mme20) + and bCandleForcaBaixa; + + bConfCompra := (not UsarConfirmacaoCandle) or bCandleForcaAlta; + bConfVenda := (not UsarConfirmacaoCandle) or bCandleForcaBaixa; + + if bLequeAlta or bPullbackCompra or bRompAlta then + iAlta := iAlta + 1 + else + iAlta := 0; + + if bLequeBaixa or bPullbackVenda or bRompBaixa then + iBaixa := iBaixa + 1 + else + iBaixa := 0; + + bCompra := false; + bVenda := false; + + if ModoEstrategia = 1 then + begin + bCompra := bLequeAlta and (not bCompressao) and (not bZonaNeutra) + and (distPreco20 <= DistanciaMaximaPrecoMME20) + and bConfCompra and (iAlta >= MinBarrasConfirmacao); + + bVenda := bLequeBaixa and (not bCompressao) and (not bZonaNeutra) + and (distPreco20 <= DistanciaMaximaPrecoMME20) + and bConfVenda and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 2 then + begin + bCompra := bPullbackCompra and bConfCompra and (iAlta >= MinBarrasConfirmacao); + bVenda := bPullbackVenda and bConfVenda and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 3 then + begin + bCompra := bRompAlta and (iAlta >= ConfirmacoesRompimento); + bVenda := bRompBaixa and (iBaixa >= ConfirmacoesRompimento); + end + else if ModoEstrategia = 4 then + begin + bCompra := (not bCompressao) and bSaindoCompressao and bLequeAlta and bConfCompra; + bVenda := (not bCompressao) and bSaindoCompressao and bLequeBaixa and bConfVenda; + end + else + begin + bCompra := (not bCompressao) and (not bZonaNeutra) + and ((bPullbackCompra and bConfCompra) or (bRompAlta and (iAlta >= ConfirmacoesRompimento))); + + bVenda := (not bCompressao) and (not bZonaNeutra) + and ((bPullbackVenda and bConfVenda) or (bRompBaixa and (iBaixa >= ConfirmacoesRompimento))); + end; + + if IsBought or IsSold then + iBarrasPosicao := iBarrasPosicao + 1 + else + iBarrasPosicao := 0; + + if (not IsBought) and (not IsSold) then + begin + if bCompra then + BuyAtMarket + else if bVenda then + SellShortAtMarket; + end; + + bSaidaOCOCompra := false; + bSaidaOCOVenda := false; + + if IsBought and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada - StopLossPontos; + fAlvoAtual := fPrecoEntrada + TakeProfitPontos; + bSaidaOCOCompra := UsarOCO and ((Low <= fStopAtual) or (High >= fAlvoAtual)); + end; + + if IsSold and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada + StopLossPontos; + fAlvoAtual := fPrecoEntrada - TakeProfitPontos; + bSaidaOCOVenda := UsarOCO and ((High >= fStopAtual) or (Low <= fAlvoAtual)); + end; + + if IsBought and ( + bCompressao + or bZonaNeutra + or (Close < mme20) + or bCandleForcaBaixa + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOCompra + ) then + ClosePosition; + + if IsSold and ( + bCompressao + or bZonaNeutra + or (Close > mme20) + or bCandleForcaAlta + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOVenda + ) then + ClosePosition; + + if (not bEstavaPosicionado) and IsBought then + fPrecoEntrada := Close; + + if (not bEstavaPosicionado) and IsSold then + fPrecoEntrada := Close; + + bEstavaPosicionado := IsBought or IsSold; +end; diff --git a/automacao_backtests/MEDIAS_20_50_200/Reprovados/robo_medias_v24_pullback.txt b/automacao_backtests/MEDIAS_20_50_200/Reprovados/robo_medias_v24_pullback.txt new file mode 100644 index 0000000..50019be --- /dev/null +++ b/automacao_backtests/MEDIAS_20_50_200/Reprovados/robo_medias_v24_pullback.txt @@ -0,0 +1,228 @@ +{ + Estrategia: robo_medias_v24_pullback + Autor: Wesley + Descricao: Pullback na MME20 com regime por MMA50/200 e rejeicao por price action. +} + +input + ModoEstrategia(2); + DistanciaMinimaLequePontos(50); + DistanciaCompressao20x200(110); + DistanciaMaximaPrecoMME20(260); + DistanciaToqueMME20(30); + MinBarrasConfirmacao(2); + ConfirmacoesRompimento(1); + MinPercCorpoPA(0.45); + FatorPavioRejeicao(1.1); + UsarConfirmacaoCandle(true); + UsarOCO(true); + StopLossPontos(180); + TakeProfitPontos(270); + UsarSaidaPorTempo(true); + MaxBarrasPosicao(12); + +var + mme9, mme20, mma50, mma200 : float; + slope20, slope50, slope200 : float; + dist920, dist2050, dist50200, dist20200, distPreco20 : float; + topoLookback, fundoLookback : float; + rangeCandle, corpoCandle, pavioSup, pavioInf : float; + iAlta, iBaixa, iBarrasPosicao : integer; + bCompressao, bLequeAlta, bLequeBaixa : boolean; + bAcimaTodas, bAbaixoTodas, bEntre9e20, bEntre20e50, bEntre50e200, bZonaNeutra : boolean; + bCandleForcaAlta, bCandleForcaBaixa, bRejeicaoAlta, bRejeicaoBaixa : boolean; + bPullbackCompra, bPullbackVenda, bRompAlta, bRompBaixa, bSaindoCompressao : boolean; + bCompra, bVenda, bConfCompra, bConfVenda : boolean; + bEstavaPosicionado, bSaidaOCOCompra, bSaidaOCOVenda : boolean; + fPrecoEntrada, fStopAtual, fAlvoAtual : float; + +begin + mme9 := MediaExp(9, Close); + mme20 := MediaExp(20, Close); + mma50 := Media(50, Close); + mma200 := Media(200, Close); + + slope20 := mme20 - mme20[1]; + slope50 := mma50 - mma50[1]; + slope200 := mma200 - mma200[1]; + + dist920 := Abs(mme9 - mme20); + dist2050 := Abs(mme20 - mma50); + dist50200 := Abs(mma50 - mma200); + dist20200 := Abs(mme20 - mma200); + distPreco20 := Abs(Close - mme20); + + topoLookback := Highest(High, 12); + fundoLookback := Lowest(Low, 12); + + rangeCandle := Max(High - Low, 0.01); + corpoCandle := Abs(Close - Open); + pavioSup := High - Max(Open, Close); + pavioInf := Min(Open, Close) - Low; + + bAcimaTodas := (Close > mme9) and (Close > mme20) and (Close > mma50) and (Close > mma200); + bAbaixoTodas := (Close < mme9) and (Close < mme20) and (Close < mma50) and (Close < mma200); + + bEntre9e20 := ((Close <= mme9) and (Close >= mme20)) or ((Close >= mme9) and (Close <= mme20)); + bEntre20e50 := ((Close <= mme20) and (Close >= mma50)) or ((Close >= mme20) and (Close <= mma50)); + bEntre50e200 := ((Close <= mma50) and (Close >= mma200)) or ((Close >= mma50) and (Close <= mma200)); + bZonaNeutra := bEntre9e20 or bEntre20e50 or bEntre50e200; + + bCompressao := dist20200 <= DistanciaCompressao20x200; + bSaindoCompressao := (dist20200 > DistanciaCompressao20x200) and (dist20200[1] <= DistanciaCompressao20x200); + + bLequeAlta := bAcimaTodas and (mme9 > mme20) and (mme20 > mma50) and (mma50 > mma200) + and (slope20 > 0) and (slope50 > 0) and (slope200 >= 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos) + and (dist50200 >= DistanciaMinimaLequePontos); + + bLequeBaixa := bAbaixoTodas and (mme9 < mme20) and (mme20 < mma50) and (mma50 < mma200) + and (slope20 < 0) and (slope50 < 0) and (slope200 <= 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos) + and (dist50200 >= DistanciaMinimaLequePontos); + + bCandleForcaAlta := (Close > Open) and ((corpoCandle / rangeCandle) >= MinPercCorpoPA) and (Close > High[1]); + bCandleForcaBaixa := (Close < Open) and ((corpoCandle / rangeCandle) >= MinPercCorpoPA) and (Close < Low[1]); + + bRejeicaoAlta := (Close > Open) + and ((pavioInf >= (corpoCandle * FatorPavioRejeicao)) or (Low <= Low[1])) + and (Close > mme20); + + bRejeicaoBaixa := (Close < Open) + and ((pavioSup >= (corpoCandle * FatorPavioRejeicao)) or (High >= High[1])) + and (Close < mme20); + + bPullbackCompra := (not bCompressao) + and (mma50 > mma200) + and (slope20 > 0) + and (Abs(Low - mme20) <= DistanciaToqueMME20) + and bRejeicaoAlta; + + bPullbackVenda := (not bCompressao) + and (mma50 < mma200) + and (slope20 < 0) + and (Abs(High - mme20) <= DistanciaToqueMME20) + and bRejeicaoBaixa; + + bRompAlta := (Close > mma200) and (Close[1] <= mma200) + and (dist20200 <= DistanciaToqueMME20) + and (Close >= topoLookback[1]) + and (mme9 > mme20) + and bCandleForcaAlta; + + bRompBaixa := (Close < mma200) and (Close[1] >= mma200) + and (dist20200 <= DistanciaToqueMME20) + and (Close <= fundoLookback[1]) + and (mme9 < mme20) + and bCandleForcaBaixa; + + bConfCompra := (not UsarConfirmacaoCandle) or bCandleForcaAlta; + bConfVenda := (not UsarConfirmacaoCandle) or bCandleForcaBaixa; + + if bLequeAlta or bPullbackCompra or bRompAlta then + iAlta := iAlta + 1 + else + iAlta := 0; + + if bLequeBaixa or bPullbackVenda or bRompBaixa then + iBaixa := iBaixa + 1 + else + iBaixa := 0; + + bCompra := false; + bVenda := false; + + if ModoEstrategia = 1 then + begin + bCompra := bLequeAlta and (not bCompressao) and (not bZonaNeutra) + and (distPreco20 <= DistanciaMaximaPrecoMME20) + and bConfCompra and (iAlta >= MinBarrasConfirmacao); + + bVenda := bLequeBaixa and (not bCompressao) and (not bZonaNeutra) + and (distPreco20 <= DistanciaMaximaPrecoMME20) + and bConfVenda and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 2 then + begin + bCompra := bPullbackCompra and bConfCompra and (iAlta >= MinBarrasConfirmacao); + bVenda := bPullbackVenda and bConfVenda and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 3 then + begin + bCompra := bRompAlta and (iAlta >= ConfirmacoesRompimento); + bVenda := bRompBaixa and (iBaixa >= ConfirmacoesRompimento); + end + else if ModoEstrategia = 4 then + begin + bCompra := (not bCompressao) and bSaindoCompressao and bLequeAlta and bConfCompra; + bVenda := (not bCompressao) and bSaindoCompressao and bLequeBaixa and bConfVenda; + end + else + begin + bCompra := (not bCompressao) and (not bZonaNeutra) + and ((bPullbackCompra and bConfCompra) or (bRompAlta and (iAlta >= ConfirmacoesRompimento))); + + bVenda := (not bCompressao) and (not bZonaNeutra) + and ((bPullbackVenda and bConfVenda) or (bRompBaixa and (iBaixa >= ConfirmacoesRompimento))); + end; + + if IsBought or IsSold then + iBarrasPosicao := iBarrasPosicao + 1 + else + iBarrasPosicao := 0; + + if (not IsBought) and (not IsSold) then + begin + if bCompra then + BuyAtMarket + else if bVenda then + SellShortAtMarket; + end; + + bSaidaOCOCompra := false; + bSaidaOCOVenda := false; + + if IsBought and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada - StopLossPontos; + fAlvoAtual := fPrecoEntrada + TakeProfitPontos; + bSaidaOCOCompra := UsarOCO and ((Low <= fStopAtual) or (High >= fAlvoAtual)); + end; + + if IsSold and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada + StopLossPontos; + fAlvoAtual := fPrecoEntrada - TakeProfitPontos; + bSaidaOCOVenda := UsarOCO and ((High >= fStopAtual) or (Low <= fAlvoAtual)); + end; + + if IsBought and ( + bCompressao + or bZonaNeutra + or (Close < mme20) + or bCandleForcaBaixa + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOCompra + ) then + ClosePosition; + + if IsSold and ( + bCompressao + or bZonaNeutra + or (Close > mme20) + or bCandleForcaAlta + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOVenda + ) then + ClosePosition; + + if (not bEstavaPosicionado) and IsBought then + fPrecoEntrada := Close; + + if (not bEstavaPosicionado) and IsSold then + fPrecoEntrada := Close; + + bEstavaPosicionado := IsBought or IsSold; +end; diff --git a/automacao_backtests/MEDIAS_20_50_200/Reprovados/robo_medias_v25_romp200.txt b/automacao_backtests/MEDIAS_20_50_200/Reprovados/robo_medias_v25_romp200.txt new file mode 100644 index 0000000..656f02a --- /dev/null +++ b/automacao_backtests/MEDIAS_20_50_200/Reprovados/robo_medias_v25_romp200.txt @@ -0,0 +1,228 @@ +{ + Estrategia: robo_medias_v25_romp200 + Autor: Wesley + Descricao: Rompimento da MMA200 com confirmacao por estrutura e candle de forca. +} + +input + ModoEstrategia(3); + DistanciaMinimaLequePontos(30); + DistanciaCompressao20x200(70); + DistanciaMaximaPrecoMME20(280); + DistanciaToqueMME20(40); + MinBarrasConfirmacao(3); + ConfirmacoesRompimento(2); + MinPercCorpoPA(0.5); + FatorPavioRejeicao(1.25); + UsarConfirmacaoCandle(true); + UsarOCO(true); + StopLossPontos(195); + TakeProfitPontos(312); + UsarSaidaPorTempo(true); + MaxBarrasPosicao(13); + +var + mme9, mme20, mma50, mma200 : float; + slope20, slope50, slope200 : float; + dist920, dist2050, dist50200, dist20200, distPreco20 : float; + topoLookback, fundoLookback : float; + rangeCandle, corpoCandle, pavioSup, pavioInf : float; + iAlta, iBaixa, iBarrasPosicao : integer; + bCompressao, bLequeAlta, bLequeBaixa : boolean; + bAcimaTodas, bAbaixoTodas, bEntre9e20, bEntre20e50, bEntre50e200, bZonaNeutra : boolean; + bCandleForcaAlta, bCandleForcaBaixa, bRejeicaoAlta, bRejeicaoBaixa : boolean; + bPullbackCompra, bPullbackVenda, bRompAlta, bRompBaixa, bSaindoCompressao : boolean; + bCompra, bVenda, bConfCompra, bConfVenda : boolean; + bEstavaPosicionado, bSaidaOCOCompra, bSaidaOCOVenda : boolean; + fPrecoEntrada, fStopAtual, fAlvoAtual : float; + +begin + mme9 := MediaExp(9, Close); + mme20 := MediaExp(20, Close); + mma50 := Media(50, Close); + mma200 := Media(200, Close); + + slope20 := mme20 - mme20[1]; + slope50 := mma50 - mma50[1]; + slope200 := mma200 - mma200[1]; + + dist920 := Abs(mme9 - mme20); + dist2050 := Abs(mme20 - mma50); + dist50200 := Abs(mma50 - mma200); + dist20200 := Abs(mme20 - mma200); + distPreco20 := Abs(Close - mme20); + + topoLookback := Highest(High, 12); + fundoLookback := Lowest(Low, 12); + + rangeCandle := Max(High - Low, 0.01); + corpoCandle := Abs(Close - Open); + pavioSup := High - Max(Open, Close); + pavioInf := Min(Open, Close) - Low; + + bAcimaTodas := (Close > mme9) and (Close > mme20) and (Close > mma50) and (Close > mma200); + bAbaixoTodas := (Close < mme9) and (Close < mme20) and (Close < mma50) and (Close < mma200); + + bEntre9e20 := ((Close <= mme9) and (Close >= mme20)) or ((Close >= mme9) and (Close <= mme20)); + bEntre20e50 := ((Close <= mme20) and (Close >= mma50)) or ((Close >= mme20) and (Close <= mma50)); + bEntre50e200 := ((Close <= mma50) and (Close >= mma200)) or ((Close >= mma50) and (Close <= mma200)); + bZonaNeutra := bEntre9e20 or bEntre20e50 or bEntre50e200; + + bCompressao := dist20200 <= DistanciaCompressao20x200; + bSaindoCompressao := (dist20200 > DistanciaCompressao20x200) and (dist20200[1] <= DistanciaCompressao20x200); + + bLequeAlta := bAcimaTodas and (mme9 > mme20) and (mme20 > mma50) and (mma50 > mma200) + and (slope20 > 0) and (slope50 > 0) and (slope200 >= 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos) + and (dist50200 >= DistanciaMinimaLequePontos); + + bLequeBaixa := bAbaixoTodas and (mme9 < mme20) and (mme20 < mma50) and (mma50 < mma200) + and (slope20 < 0) and (slope50 < 0) and (slope200 <= 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos) + and (dist50200 >= DistanciaMinimaLequePontos); + + bCandleForcaAlta := (Close > Open) and ((corpoCandle / rangeCandle) >= MinPercCorpoPA) and (Close > High[1]); + bCandleForcaBaixa := (Close < Open) and ((corpoCandle / rangeCandle) >= MinPercCorpoPA) and (Close < Low[1]); + + bRejeicaoAlta := (Close > Open) + and ((pavioInf >= (corpoCandle * FatorPavioRejeicao)) or (Low <= Low[1])) + and (Close > mme20); + + bRejeicaoBaixa := (Close < Open) + and ((pavioSup >= (corpoCandle * FatorPavioRejeicao)) or (High >= High[1])) + and (Close < mme20); + + bPullbackCompra := (not bCompressao) + and (mma50 > mma200) + and (slope20 > 0) + and (Abs(Low - mme20) <= DistanciaToqueMME20) + and bRejeicaoAlta; + + bPullbackVenda := (not bCompressao) + and (mma50 < mma200) + and (slope20 < 0) + and (Abs(High - mme20) <= DistanciaToqueMME20) + and bRejeicaoBaixa; + + bRompAlta := (Close > mma200) and (Close[1] <= mma200) + and (dist20200 <= DistanciaToqueMME20) + and (Close >= topoLookback[1]) + and (mme9 > mme20) + and bCandleForcaAlta; + + bRompBaixa := (Close < mma200) and (Close[1] >= mma200) + and (dist20200 <= DistanciaToqueMME20) + and (Close <= fundoLookback[1]) + and (mme9 < mme20) + and bCandleForcaBaixa; + + bConfCompra := (not UsarConfirmacaoCandle) or bCandleForcaAlta; + bConfVenda := (not UsarConfirmacaoCandle) or bCandleForcaBaixa; + + if bLequeAlta or bPullbackCompra or bRompAlta then + iAlta := iAlta + 1 + else + iAlta := 0; + + if bLequeBaixa or bPullbackVenda or bRompBaixa then + iBaixa := iBaixa + 1 + else + iBaixa := 0; + + bCompra := false; + bVenda := false; + + if ModoEstrategia = 1 then + begin + bCompra := bLequeAlta and (not bCompressao) and (not bZonaNeutra) + and (distPreco20 <= DistanciaMaximaPrecoMME20) + and bConfCompra and (iAlta >= MinBarrasConfirmacao); + + bVenda := bLequeBaixa and (not bCompressao) and (not bZonaNeutra) + and (distPreco20 <= DistanciaMaximaPrecoMME20) + and bConfVenda and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 2 then + begin + bCompra := bPullbackCompra and bConfCompra and (iAlta >= MinBarrasConfirmacao); + bVenda := bPullbackVenda and bConfVenda and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 3 then + begin + bCompra := bRompAlta and (iAlta >= ConfirmacoesRompimento); + bVenda := bRompBaixa and (iBaixa >= ConfirmacoesRompimento); + end + else if ModoEstrategia = 4 then + begin + bCompra := (not bCompressao) and bSaindoCompressao and bLequeAlta and bConfCompra; + bVenda := (not bCompressao) and bSaindoCompressao and bLequeBaixa and bConfVenda; + end + else + begin + bCompra := (not bCompressao) and (not bZonaNeutra) + and ((bPullbackCompra and bConfCompra) or (bRompAlta and (iAlta >= ConfirmacoesRompimento))); + + bVenda := (not bCompressao) and (not bZonaNeutra) + and ((bPullbackVenda and bConfVenda) or (bRompBaixa and (iBaixa >= ConfirmacoesRompimento))); + end; + + if IsBought or IsSold then + iBarrasPosicao := iBarrasPosicao + 1 + else + iBarrasPosicao := 0; + + if (not IsBought) and (not IsSold) then + begin + if bCompra then + BuyAtMarket + else if bVenda then + SellShortAtMarket; + end; + + bSaidaOCOCompra := false; + bSaidaOCOVenda := false; + + if IsBought and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada - StopLossPontos; + fAlvoAtual := fPrecoEntrada + TakeProfitPontos; + bSaidaOCOCompra := UsarOCO and ((Low <= fStopAtual) or (High >= fAlvoAtual)); + end; + + if IsSold and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada + StopLossPontos; + fAlvoAtual := fPrecoEntrada - TakeProfitPontos; + bSaidaOCOVenda := UsarOCO and ((High >= fStopAtual) or (Low <= fAlvoAtual)); + end; + + if IsBought and ( + bCompressao + or bZonaNeutra + or (Close < mme20) + or bCandleForcaBaixa + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOCompra + ) then + ClosePosition; + + if IsSold and ( + bCompressao + or bZonaNeutra + or (Close > mme20) + or bCandleForcaAlta + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOVenda + ) then + ClosePosition; + + if (not bEstavaPosicionado) and IsBought then + fPrecoEntrada := Close; + + if (not bEstavaPosicionado) and IsSold then + fPrecoEntrada := Close; + + bEstavaPosicionado := IsBought or IsSold; +end; diff --git a/automacao_backtests/MEDIAS_20_50_200/Reprovados/robo_medias_v26_romp200.txt b/automacao_backtests/MEDIAS_20_50_200/Reprovados/robo_medias_v26_romp200.txt new file mode 100644 index 0000000..e1e2a3d --- /dev/null +++ b/automacao_backtests/MEDIAS_20_50_200/Reprovados/robo_medias_v26_romp200.txt @@ -0,0 +1,228 @@ +{ + Estrategia: robo_medias_v26_romp200 + Autor: Wesley + Descricao: Rompimento da MMA200 com confirmacao por estrutura e candle de forca. +} + +input + ModoEstrategia(3); + DistanciaMinimaLequePontos(35); + DistanciaCompressao20x200(80); + DistanciaMaximaPrecoMME20(180); + DistanciaToqueMME20(50); + MinBarrasConfirmacao(1); + ConfirmacoesRompimento(1); + MinPercCorpoPA(0.55); + FatorPavioRejeicao(1.4); + UsarConfirmacaoCandle(true); + UsarOCO(true); + StopLossPontos(210); + TakeProfitPontos(357); + UsarSaidaPorTempo(true); + MaxBarrasPosicao(8); + +var + mme9, mme20, mma50, mma200 : float; + slope20, slope50, slope200 : float; + dist920, dist2050, dist50200, dist20200, distPreco20 : float; + topoLookback, fundoLookback : float; + rangeCandle, corpoCandle, pavioSup, pavioInf : float; + iAlta, iBaixa, iBarrasPosicao : integer; + bCompressao, bLequeAlta, bLequeBaixa : boolean; + bAcimaTodas, bAbaixoTodas, bEntre9e20, bEntre20e50, bEntre50e200, bZonaNeutra : boolean; + bCandleForcaAlta, bCandleForcaBaixa, bRejeicaoAlta, bRejeicaoBaixa : boolean; + bPullbackCompra, bPullbackVenda, bRompAlta, bRompBaixa, bSaindoCompressao : boolean; + bCompra, bVenda, bConfCompra, bConfVenda : boolean; + bEstavaPosicionado, bSaidaOCOCompra, bSaidaOCOVenda : boolean; + fPrecoEntrada, fStopAtual, fAlvoAtual : float; + +begin + mme9 := MediaExp(9, Close); + mme20 := MediaExp(20, Close); + mma50 := Media(50, Close); + mma200 := Media(200, Close); + + slope20 := mme20 - mme20[1]; + slope50 := mma50 - mma50[1]; + slope200 := mma200 - mma200[1]; + + dist920 := Abs(mme9 - mme20); + dist2050 := Abs(mme20 - mma50); + dist50200 := Abs(mma50 - mma200); + dist20200 := Abs(mme20 - mma200); + distPreco20 := Abs(Close - mme20); + + topoLookback := Highest(High, 12); + fundoLookback := Lowest(Low, 12); + + rangeCandle := Max(High - Low, 0.01); + corpoCandle := Abs(Close - Open); + pavioSup := High - Max(Open, Close); + pavioInf := Min(Open, Close) - Low; + + bAcimaTodas := (Close > mme9) and (Close > mme20) and (Close > mma50) and (Close > mma200); + bAbaixoTodas := (Close < mme9) and (Close < mme20) and (Close < mma50) and (Close < mma200); + + bEntre9e20 := ((Close <= mme9) and (Close >= mme20)) or ((Close >= mme9) and (Close <= mme20)); + bEntre20e50 := ((Close <= mme20) and (Close >= mma50)) or ((Close >= mme20) and (Close <= mma50)); + bEntre50e200 := ((Close <= mma50) and (Close >= mma200)) or ((Close >= mma50) and (Close <= mma200)); + bZonaNeutra := bEntre9e20 or bEntre20e50 or bEntre50e200; + + bCompressao := dist20200 <= DistanciaCompressao20x200; + bSaindoCompressao := (dist20200 > DistanciaCompressao20x200) and (dist20200[1] <= DistanciaCompressao20x200); + + bLequeAlta := bAcimaTodas and (mme9 > mme20) and (mme20 > mma50) and (mma50 > mma200) + and (slope20 > 0) and (slope50 > 0) and (slope200 >= 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos) + and (dist50200 >= DistanciaMinimaLequePontos); + + bLequeBaixa := bAbaixoTodas and (mme9 < mme20) and (mme20 < mma50) and (mma50 < mma200) + and (slope20 < 0) and (slope50 < 0) and (slope200 <= 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos) + and (dist50200 >= DistanciaMinimaLequePontos); + + bCandleForcaAlta := (Close > Open) and ((corpoCandle / rangeCandle) >= MinPercCorpoPA) and (Close > High[1]); + bCandleForcaBaixa := (Close < Open) and ((corpoCandle / rangeCandle) >= MinPercCorpoPA) and (Close < Low[1]); + + bRejeicaoAlta := (Close > Open) + and ((pavioInf >= (corpoCandle * FatorPavioRejeicao)) or (Low <= Low[1])) + and (Close > mme20); + + bRejeicaoBaixa := (Close < Open) + and ((pavioSup >= (corpoCandle * FatorPavioRejeicao)) or (High >= High[1])) + and (Close < mme20); + + bPullbackCompra := (not bCompressao) + and (mma50 > mma200) + and (slope20 > 0) + and (Abs(Low - mme20) <= DistanciaToqueMME20) + and bRejeicaoAlta; + + bPullbackVenda := (not bCompressao) + and (mma50 < mma200) + and (slope20 < 0) + and (Abs(High - mme20) <= DistanciaToqueMME20) + and bRejeicaoBaixa; + + bRompAlta := (Close > mma200) and (Close[1] <= mma200) + and (dist20200 <= DistanciaToqueMME20) + and (Close >= topoLookback[1]) + and (mme9 > mme20) + and bCandleForcaAlta; + + bRompBaixa := (Close < mma200) and (Close[1] >= mma200) + and (dist20200 <= DistanciaToqueMME20) + and (Close <= fundoLookback[1]) + and (mme9 < mme20) + and bCandleForcaBaixa; + + bConfCompra := (not UsarConfirmacaoCandle) or bCandleForcaAlta; + bConfVenda := (not UsarConfirmacaoCandle) or bCandleForcaBaixa; + + if bLequeAlta or bPullbackCompra or bRompAlta then + iAlta := iAlta + 1 + else + iAlta := 0; + + if bLequeBaixa or bPullbackVenda or bRompBaixa then + iBaixa := iBaixa + 1 + else + iBaixa := 0; + + bCompra := false; + bVenda := false; + + if ModoEstrategia = 1 then + begin + bCompra := bLequeAlta and (not bCompressao) and (not bZonaNeutra) + and (distPreco20 <= DistanciaMaximaPrecoMME20) + and bConfCompra and (iAlta >= MinBarrasConfirmacao); + + bVenda := bLequeBaixa and (not bCompressao) and (not bZonaNeutra) + and (distPreco20 <= DistanciaMaximaPrecoMME20) + and bConfVenda and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 2 then + begin + bCompra := bPullbackCompra and bConfCompra and (iAlta >= MinBarrasConfirmacao); + bVenda := bPullbackVenda and bConfVenda and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 3 then + begin + bCompra := bRompAlta and (iAlta >= ConfirmacoesRompimento); + bVenda := bRompBaixa and (iBaixa >= ConfirmacoesRompimento); + end + else if ModoEstrategia = 4 then + begin + bCompra := (not bCompressao) and bSaindoCompressao and bLequeAlta and bConfCompra; + bVenda := (not bCompressao) and bSaindoCompressao and bLequeBaixa and bConfVenda; + end + else + begin + bCompra := (not bCompressao) and (not bZonaNeutra) + and ((bPullbackCompra and bConfCompra) or (bRompAlta and (iAlta >= ConfirmacoesRompimento))); + + bVenda := (not bCompressao) and (not bZonaNeutra) + and ((bPullbackVenda and bConfVenda) or (bRompBaixa and (iBaixa >= ConfirmacoesRompimento))); + end; + + if IsBought or IsSold then + iBarrasPosicao := iBarrasPosicao + 1 + else + iBarrasPosicao := 0; + + if (not IsBought) and (not IsSold) then + begin + if bCompra then + BuyAtMarket + else if bVenda then + SellShortAtMarket; + end; + + bSaidaOCOCompra := false; + bSaidaOCOVenda := false; + + if IsBought and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada - StopLossPontos; + fAlvoAtual := fPrecoEntrada + TakeProfitPontos; + bSaidaOCOCompra := UsarOCO and ((Low <= fStopAtual) or (High >= fAlvoAtual)); + end; + + if IsSold and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada + StopLossPontos; + fAlvoAtual := fPrecoEntrada - TakeProfitPontos; + bSaidaOCOVenda := UsarOCO and ((High >= fStopAtual) or (Low <= fAlvoAtual)); + end; + + if IsBought and ( + bCompressao + or bZonaNeutra + or (Close < mme20) + or bCandleForcaBaixa + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOCompra + ) then + ClosePosition; + + if IsSold and ( + bCompressao + or bZonaNeutra + or (Close > mme20) + or bCandleForcaAlta + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOVenda + ) then + ClosePosition; + + if (not bEstavaPosicionado) and IsBought then + fPrecoEntrada := Close; + + if (not bEstavaPosicionado) and IsSold then + fPrecoEntrada := Close; + + bEstavaPosicionado := IsBought or IsSold; +end; diff --git a/automacao_backtests/MEDIAS_20_50_200/Reprovados/robo_medias_v27_romp200.txt b/automacao_backtests/MEDIAS_20_50_200/Reprovados/robo_medias_v27_romp200.txt new file mode 100644 index 0000000..03fef52 --- /dev/null +++ b/automacao_backtests/MEDIAS_20_50_200/Reprovados/robo_medias_v27_romp200.txt @@ -0,0 +1,228 @@ +{ + Estrategia: robo_medias_v27_romp200 + Autor: Wesley + Descricao: Rompimento da MMA200 com confirmacao por estrutura e candle de forca. +} + +input + ModoEstrategia(3); + DistanciaMinimaLequePontos(40); + DistanciaCompressao20x200(90); + DistanciaMaximaPrecoMME20(200); + DistanciaToqueMME20(60); + MinBarrasConfirmacao(2); + ConfirmacoesRompimento(2); + MinPercCorpoPA(0.6); + FatorPavioRejeicao(1.55); + UsarConfirmacaoCandle(true); + UsarOCO(true); + StopLossPontos(225); + TakeProfitPontos(405); + UsarSaidaPorTempo(true); + MaxBarrasPosicao(9); + +var + mme9, mme20, mma50, mma200 : float; + slope20, slope50, slope200 : float; + dist920, dist2050, dist50200, dist20200, distPreco20 : float; + topoLookback, fundoLookback : float; + rangeCandle, corpoCandle, pavioSup, pavioInf : float; + iAlta, iBaixa, iBarrasPosicao : integer; + bCompressao, bLequeAlta, bLequeBaixa : boolean; + bAcimaTodas, bAbaixoTodas, bEntre9e20, bEntre20e50, bEntre50e200, bZonaNeutra : boolean; + bCandleForcaAlta, bCandleForcaBaixa, bRejeicaoAlta, bRejeicaoBaixa : boolean; + bPullbackCompra, bPullbackVenda, bRompAlta, bRompBaixa, bSaindoCompressao : boolean; + bCompra, bVenda, bConfCompra, bConfVenda : boolean; + bEstavaPosicionado, bSaidaOCOCompra, bSaidaOCOVenda : boolean; + fPrecoEntrada, fStopAtual, fAlvoAtual : float; + +begin + mme9 := MediaExp(9, Close); + mme20 := MediaExp(20, Close); + mma50 := Media(50, Close); + mma200 := Media(200, Close); + + slope20 := mme20 - mme20[1]; + slope50 := mma50 - mma50[1]; + slope200 := mma200 - mma200[1]; + + dist920 := Abs(mme9 - mme20); + dist2050 := Abs(mme20 - mma50); + dist50200 := Abs(mma50 - mma200); + dist20200 := Abs(mme20 - mma200); + distPreco20 := Abs(Close - mme20); + + topoLookback := Highest(High, 12); + fundoLookback := Lowest(Low, 12); + + rangeCandle := Max(High - Low, 0.01); + corpoCandle := Abs(Close - Open); + pavioSup := High - Max(Open, Close); + pavioInf := Min(Open, Close) - Low; + + bAcimaTodas := (Close > mme9) and (Close > mme20) and (Close > mma50) and (Close > mma200); + bAbaixoTodas := (Close < mme9) and (Close < mme20) and (Close < mma50) and (Close < mma200); + + bEntre9e20 := ((Close <= mme9) and (Close >= mme20)) or ((Close >= mme9) and (Close <= mme20)); + bEntre20e50 := ((Close <= mme20) and (Close >= mma50)) or ((Close >= mme20) and (Close <= mma50)); + bEntre50e200 := ((Close <= mma50) and (Close >= mma200)) or ((Close >= mma50) and (Close <= mma200)); + bZonaNeutra := bEntre9e20 or bEntre20e50 or bEntre50e200; + + bCompressao := dist20200 <= DistanciaCompressao20x200; + bSaindoCompressao := (dist20200 > DistanciaCompressao20x200) and (dist20200[1] <= DistanciaCompressao20x200); + + bLequeAlta := bAcimaTodas and (mme9 > mme20) and (mme20 > mma50) and (mma50 > mma200) + and (slope20 > 0) and (slope50 > 0) and (slope200 >= 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos) + and (dist50200 >= DistanciaMinimaLequePontos); + + bLequeBaixa := bAbaixoTodas and (mme9 < mme20) and (mme20 < mma50) and (mma50 < mma200) + and (slope20 < 0) and (slope50 < 0) and (slope200 <= 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos) + and (dist50200 >= DistanciaMinimaLequePontos); + + bCandleForcaAlta := (Close > Open) and ((corpoCandle / rangeCandle) >= MinPercCorpoPA) and (Close > High[1]); + bCandleForcaBaixa := (Close < Open) and ((corpoCandle / rangeCandle) >= MinPercCorpoPA) and (Close < Low[1]); + + bRejeicaoAlta := (Close > Open) + and ((pavioInf >= (corpoCandle * FatorPavioRejeicao)) or (Low <= Low[1])) + and (Close > mme20); + + bRejeicaoBaixa := (Close < Open) + and ((pavioSup >= (corpoCandle * FatorPavioRejeicao)) or (High >= High[1])) + and (Close < mme20); + + bPullbackCompra := (not bCompressao) + and (mma50 > mma200) + and (slope20 > 0) + and (Abs(Low - mme20) <= DistanciaToqueMME20) + and bRejeicaoAlta; + + bPullbackVenda := (not bCompressao) + and (mma50 < mma200) + and (slope20 < 0) + and (Abs(High - mme20) <= DistanciaToqueMME20) + and bRejeicaoBaixa; + + bRompAlta := (Close > mma200) and (Close[1] <= mma200) + and (dist20200 <= DistanciaToqueMME20) + and (Close >= topoLookback[1]) + and (mme9 > mme20) + and bCandleForcaAlta; + + bRompBaixa := (Close < mma200) and (Close[1] >= mma200) + and (dist20200 <= DistanciaToqueMME20) + and (Close <= fundoLookback[1]) + and (mme9 < mme20) + and bCandleForcaBaixa; + + bConfCompra := (not UsarConfirmacaoCandle) or bCandleForcaAlta; + bConfVenda := (not UsarConfirmacaoCandle) or bCandleForcaBaixa; + + if bLequeAlta or bPullbackCompra or bRompAlta then + iAlta := iAlta + 1 + else + iAlta := 0; + + if bLequeBaixa or bPullbackVenda or bRompBaixa then + iBaixa := iBaixa + 1 + else + iBaixa := 0; + + bCompra := false; + bVenda := false; + + if ModoEstrategia = 1 then + begin + bCompra := bLequeAlta and (not bCompressao) and (not bZonaNeutra) + and (distPreco20 <= DistanciaMaximaPrecoMME20) + and bConfCompra and (iAlta >= MinBarrasConfirmacao); + + bVenda := bLequeBaixa and (not bCompressao) and (not bZonaNeutra) + and (distPreco20 <= DistanciaMaximaPrecoMME20) + and bConfVenda and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 2 then + begin + bCompra := bPullbackCompra and bConfCompra and (iAlta >= MinBarrasConfirmacao); + bVenda := bPullbackVenda and bConfVenda and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 3 then + begin + bCompra := bRompAlta and (iAlta >= ConfirmacoesRompimento); + bVenda := bRompBaixa and (iBaixa >= ConfirmacoesRompimento); + end + else if ModoEstrategia = 4 then + begin + bCompra := (not bCompressao) and bSaindoCompressao and bLequeAlta and bConfCompra; + bVenda := (not bCompressao) and bSaindoCompressao and bLequeBaixa and bConfVenda; + end + else + begin + bCompra := (not bCompressao) and (not bZonaNeutra) + and ((bPullbackCompra and bConfCompra) or (bRompAlta and (iAlta >= ConfirmacoesRompimento))); + + bVenda := (not bCompressao) and (not bZonaNeutra) + and ((bPullbackVenda and bConfVenda) or (bRompBaixa and (iBaixa >= ConfirmacoesRompimento))); + end; + + if IsBought or IsSold then + iBarrasPosicao := iBarrasPosicao + 1 + else + iBarrasPosicao := 0; + + if (not IsBought) and (not IsSold) then + begin + if bCompra then + BuyAtMarket + else if bVenda then + SellShortAtMarket; + end; + + bSaidaOCOCompra := false; + bSaidaOCOVenda := false; + + if IsBought and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada - StopLossPontos; + fAlvoAtual := fPrecoEntrada + TakeProfitPontos; + bSaidaOCOCompra := UsarOCO and ((Low <= fStopAtual) or (High >= fAlvoAtual)); + end; + + if IsSold and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada + StopLossPontos; + fAlvoAtual := fPrecoEntrada - TakeProfitPontos; + bSaidaOCOVenda := UsarOCO and ((High >= fStopAtual) or (Low <= fAlvoAtual)); + end; + + if IsBought and ( + bCompressao + or bZonaNeutra + or (Close < mme20) + or bCandleForcaBaixa + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOCompra + ) then + ClosePosition; + + if IsSold and ( + bCompressao + or bZonaNeutra + or (Close > mme20) + or bCandleForcaAlta + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOVenda + ) then + ClosePosition; + + if (not bEstavaPosicionado) and IsBought then + fPrecoEntrada := Close; + + if (not bEstavaPosicionado) and IsSold then + fPrecoEntrada := Close; + + bEstavaPosicionado := IsBought or IsSold; +end; diff --git a/automacao_backtests/MEDIAS_20_50_200/Reprovados/robo_medias_v28_romp200.txt b/automacao_backtests/MEDIAS_20_50_200/Reprovados/robo_medias_v28_romp200.txt new file mode 100644 index 0000000..16a7515 --- /dev/null +++ b/automacao_backtests/MEDIAS_20_50_200/Reprovados/robo_medias_v28_romp200.txt @@ -0,0 +1,228 @@ +{ + Estrategia: robo_medias_v28_romp200 + Autor: Wesley + Descricao: Rompimento da MMA200 com confirmacao por estrutura e candle de forca. +} + +input + ModoEstrategia(3); + DistanciaMinimaLequePontos(45); + DistanciaCompressao20x200(100); + DistanciaMaximaPrecoMME20(220); + DistanciaToqueMME20(30); + MinBarrasConfirmacao(3); + ConfirmacoesRompimento(1); + MinPercCorpoPA(0.45); + FatorPavioRejeicao(1.1); + UsarConfirmacaoCandle(true); + UsarOCO(true); + StopLossPontos(240); + TakeProfitPontos(360); + UsarSaidaPorTempo(true); + MaxBarrasPosicao(10); + +var + mme9, mme20, mma50, mma200 : float; + slope20, slope50, slope200 : float; + dist920, dist2050, dist50200, dist20200, distPreco20 : float; + topoLookback, fundoLookback : float; + rangeCandle, corpoCandle, pavioSup, pavioInf : float; + iAlta, iBaixa, iBarrasPosicao : integer; + bCompressao, bLequeAlta, bLequeBaixa : boolean; + bAcimaTodas, bAbaixoTodas, bEntre9e20, bEntre20e50, bEntre50e200, bZonaNeutra : boolean; + bCandleForcaAlta, bCandleForcaBaixa, bRejeicaoAlta, bRejeicaoBaixa : boolean; + bPullbackCompra, bPullbackVenda, bRompAlta, bRompBaixa, bSaindoCompressao : boolean; + bCompra, bVenda, bConfCompra, bConfVenda : boolean; + bEstavaPosicionado, bSaidaOCOCompra, bSaidaOCOVenda : boolean; + fPrecoEntrada, fStopAtual, fAlvoAtual : float; + +begin + mme9 := MediaExp(9, Close); + mme20 := MediaExp(20, Close); + mma50 := Media(50, Close); + mma200 := Media(200, Close); + + slope20 := mme20 - mme20[1]; + slope50 := mma50 - mma50[1]; + slope200 := mma200 - mma200[1]; + + dist920 := Abs(mme9 - mme20); + dist2050 := Abs(mme20 - mma50); + dist50200 := Abs(mma50 - mma200); + dist20200 := Abs(mme20 - mma200); + distPreco20 := Abs(Close - mme20); + + topoLookback := Highest(High, 12); + fundoLookback := Lowest(Low, 12); + + rangeCandle := Max(High - Low, 0.01); + corpoCandle := Abs(Close - Open); + pavioSup := High - Max(Open, Close); + pavioInf := Min(Open, Close) - Low; + + bAcimaTodas := (Close > mme9) and (Close > mme20) and (Close > mma50) and (Close > mma200); + bAbaixoTodas := (Close < mme9) and (Close < mme20) and (Close < mma50) and (Close < mma200); + + bEntre9e20 := ((Close <= mme9) and (Close >= mme20)) or ((Close >= mme9) and (Close <= mme20)); + bEntre20e50 := ((Close <= mme20) and (Close >= mma50)) or ((Close >= mme20) and (Close <= mma50)); + bEntre50e200 := ((Close <= mma50) and (Close >= mma200)) or ((Close >= mma50) and (Close <= mma200)); + bZonaNeutra := bEntre9e20 or bEntre20e50 or bEntre50e200; + + bCompressao := dist20200 <= DistanciaCompressao20x200; + bSaindoCompressao := (dist20200 > DistanciaCompressao20x200) and (dist20200[1] <= DistanciaCompressao20x200); + + bLequeAlta := bAcimaTodas and (mme9 > mme20) and (mme20 > mma50) and (mma50 > mma200) + and (slope20 > 0) and (slope50 > 0) and (slope200 >= 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos) + and (dist50200 >= DistanciaMinimaLequePontos); + + bLequeBaixa := bAbaixoTodas and (mme9 < mme20) and (mme20 < mma50) and (mma50 < mma200) + and (slope20 < 0) and (slope50 < 0) and (slope200 <= 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos) + and (dist50200 >= DistanciaMinimaLequePontos); + + bCandleForcaAlta := (Close > Open) and ((corpoCandle / rangeCandle) >= MinPercCorpoPA) and (Close > High[1]); + bCandleForcaBaixa := (Close < Open) and ((corpoCandle / rangeCandle) >= MinPercCorpoPA) and (Close < Low[1]); + + bRejeicaoAlta := (Close > Open) + and ((pavioInf >= (corpoCandle * FatorPavioRejeicao)) or (Low <= Low[1])) + and (Close > mme20); + + bRejeicaoBaixa := (Close < Open) + and ((pavioSup >= (corpoCandle * FatorPavioRejeicao)) or (High >= High[1])) + and (Close < mme20); + + bPullbackCompra := (not bCompressao) + and (mma50 > mma200) + and (slope20 > 0) + and (Abs(Low - mme20) <= DistanciaToqueMME20) + and bRejeicaoAlta; + + bPullbackVenda := (not bCompressao) + and (mma50 < mma200) + and (slope20 < 0) + and (Abs(High - mme20) <= DistanciaToqueMME20) + and bRejeicaoBaixa; + + bRompAlta := (Close > mma200) and (Close[1] <= mma200) + and (dist20200 <= DistanciaToqueMME20) + and (Close >= topoLookback[1]) + and (mme9 > mme20) + and bCandleForcaAlta; + + bRompBaixa := (Close < mma200) and (Close[1] >= mma200) + and (dist20200 <= DistanciaToqueMME20) + and (Close <= fundoLookback[1]) + and (mme9 < mme20) + and bCandleForcaBaixa; + + bConfCompra := (not UsarConfirmacaoCandle) or bCandleForcaAlta; + bConfVenda := (not UsarConfirmacaoCandle) or bCandleForcaBaixa; + + if bLequeAlta or bPullbackCompra or bRompAlta then + iAlta := iAlta + 1 + else + iAlta := 0; + + if bLequeBaixa or bPullbackVenda or bRompBaixa then + iBaixa := iBaixa + 1 + else + iBaixa := 0; + + bCompra := false; + bVenda := false; + + if ModoEstrategia = 1 then + begin + bCompra := bLequeAlta and (not bCompressao) and (not bZonaNeutra) + and (distPreco20 <= DistanciaMaximaPrecoMME20) + and bConfCompra and (iAlta >= MinBarrasConfirmacao); + + bVenda := bLequeBaixa and (not bCompressao) and (not bZonaNeutra) + and (distPreco20 <= DistanciaMaximaPrecoMME20) + and bConfVenda and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 2 then + begin + bCompra := bPullbackCompra and bConfCompra and (iAlta >= MinBarrasConfirmacao); + bVenda := bPullbackVenda and bConfVenda and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 3 then + begin + bCompra := bRompAlta and (iAlta >= ConfirmacoesRompimento); + bVenda := bRompBaixa and (iBaixa >= ConfirmacoesRompimento); + end + else if ModoEstrategia = 4 then + begin + bCompra := (not bCompressao) and bSaindoCompressao and bLequeAlta and bConfCompra; + bVenda := (not bCompressao) and bSaindoCompressao and bLequeBaixa and bConfVenda; + end + else + begin + bCompra := (not bCompressao) and (not bZonaNeutra) + and ((bPullbackCompra and bConfCompra) or (bRompAlta and (iAlta >= ConfirmacoesRompimento))); + + bVenda := (not bCompressao) and (not bZonaNeutra) + and ((bPullbackVenda and bConfVenda) or (bRompBaixa and (iBaixa >= ConfirmacoesRompimento))); + end; + + if IsBought or IsSold then + iBarrasPosicao := iBarrasPosicao + 1 + else + iBarrasPosicao := 0; + + if (not IsBought) and (not IsSold) then + begin + if bCompra then + BuyAtMarket + else if bVenda then + SellShortAtMarket; + end; + + bSaidaOCOCompra := false; + bSaidaOCOVenda := false; + + if IsBought and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada - StopLossPontos; + fAlvoAtual := fPrecoEntrada + TakeProfitPontos; + bSaidaOCOCompra := UsarOCO and ((Low <= fStopAtual) or (High >= fAlvoAtual)); + end; + + if IsSold and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada + StopLossPontos; + fAlvoAtual := fPrecoEntrada - TakeProfitPontos; + bSaidaOCOVenda := UsarOCO and ((High >= fStopAtual) or (Low <= fAlvoAtual)); + end; + + if IsBought and ( + bCompressao + or bZonaNeutra + or (Close < mme20) + or bCandleForcaBaixa + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOCompra + ) then + ClosePosition; + + if IsSold and ( + bCompressao + or bZonaNeutra + or (Close > mme20) + or bCandleForcaAlta + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOVenda + ) then + ClosePosition; + + if (not bEstavaPosicionado) and IsBought then + fPrecoEntrada := Close; + + if (not bEstavaPosicionado) and IsSold then + fPrecoEntrada := Close; + + bEstavaPosicionado := IsBought or IsSold; +end; diff --git a/automacao_backtests/MEDIAS_20_50_200/Reprovados/robo_medias_v29_romp200.txt b/automacao_backtests/MEDIAS_20_50_200/Reprovados/robo_medias_v29_romp200.txt new file mode 100644 index 0000000..5c8249f --- /dev/null +++ b/automacao_backtests/MEDIAS_20_50_200/Reprovados/robo_medias_v29_romp200.txt @@ -0,0 +1,228 @@ +{ + Estrategia: robo_medias_v29_romp200 + Autor: Wesley + Descricao: Rompimento da MMA200 com confirmacao por estrutura e candle de forca. +} + +input + ModoEstrategia(3); + DistanciaMinimaLequePontos(50); + DistanciaCompressao20x200(110); + DistanciaMaximaPrecoMME20(240); + DistanciaToqueMME20(40); + MinBarrasConfirmacao(1); + ConfirmacoesRompimento(2); + MinPercCorpoPA(0.5); + FatorPavioRejeicao(1.25); + UsarConfirmacaoCandle(true); + UsarOCO(true); + StopLossPontos(255); + TakeProfitPontos(408); + UsarSaidaPorTempo(true); + MaxBarrasPosicao(11); + +var + mme9, mme20, mma50, mma200 : float; + slope20, slope50, slope200 : float; + dist920, dist2050, dist50200, dist20200, distPreco20 : float; + topoLookback, fundoLookback : float; + rangeCandle, corpoCandle, pavioSup, pavioInf : float; + iAlta, iBaixa, iBarrasPosicao : integer; + bCompressao, bLequeAlta, bLequeBaixa : boolean; + bAcimaTodas, bAbaixoTodas, bEntre9e20, bEntre20e50, bEntre50e200, bZonaNeutra : boolean; + bCandleForcaAlta, bCandleForcaBaixa, bRejeicaoAlta, bRejeicaoBaixa : boolean; + bPullbackCompra, bPullbackVenda, bRompAlta, bRompBaixa, bSaindoCompressao : boolean; + bCompra, bVenda, bConfCompra, bConfVenda : boolean; + bEstavaPosicionado, bSaidaOCOCompra, bSaidaOCOVenda : boolean; + fPrecoEntrada, fStopAtual, fAlvoAtual : float; + +begin + mme9 := MediaExp(9, Close); + mme20 := MediaExp(20, Close); + mma50 := Media(50, Close); + mma200 := Media(200, Close); + + slope20 := mme20 - mme20[1]; + slope50 := mma50 - mma50[1]; + slope200 := mma200 - mma200[1]; + + dist920 := Abs(mme9 - mme20); + dist2050 := Abs(mme20 - mma50); + dist50200 := Abs(mma50 - mma200); + dist20200 := Abs(mme20 - mma200); + distPreco20 := Abs(Close - mme20); + + topoLookback := Highest(High, 12); + fundoLookback := Lowest(Low, 12); + + rangeCandle := Max(High - Low, 0.01); + corpoCandle := Abs(Close - Open); + pavioSup := High - Max(Open, Close); + pavioInf := Min(Open, Close) - Low; + + bAcimaTodas := (Close > mme9) and (Close > mme20) and (Close > mma50) and (Close > mma200); + bAbaixoTodas := (Close < mme9) and (Close < mme20) and (Close < mma50) and (Close < mma200); + + bEntre9e20 := ((Close <= mme9) and (Close >= mme20)) or ((Close >= mme9) and (Close <= mme20)); + bEntre20e50 := ((Close <= mme20) and (Close >= mma50)) or ((Close >= mme20) and (Close <= mma50)); + bEntre50e200 := ((Close <= mma50) and (Close >= mma200)) or ((Close >= mma50) and (Close <= mma200)); + bZonaNeutra := bEntre9e20 or bEntre20e50 or bEntre50e200; + + bCompressao := dist20200 <= DistanciaCompressao20x200; + bSaindoCompressao := (dist20200 > DistanciaCompressao20x200) and (dist20200[1] <= DistanciaCompressao20x200); + + bLequeAlta := bAcimaTodas and (mme9 > mme20) and (mme20 > mma50) and (mma50 > mma200) + and (slope20 > 0) and (slope50 > 0) and (slope200 >= 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos) + and (dist50200 >= DistanciaMinimaLequePontos); + + bLequeBaixa := bAbaixoTodas and (mme9 < mme20) and (mme20 < mma50) and (mma50 < mma200) + and (slope20 < 0) and (slope50 < 0) and (slope200 <= 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos) + and (dist50200 >= DistanciaMinimaLequePontos); + + bCandleForcaAlta := (Close > Open) and ((corpoCandle / rangeCandle) >= MinPercCorpoPA) and (Close > High[1]); + bCandleForcaBaixa := (Close < Open) and ((corpoCandle / rangeCandle) >= MinPercCorpoPA) and (Close < Low[1]); + + bRejeicaoAlta := (Close > Open) + and ((pavioInf >= (corpoCandle * FatorPavioRejeicao)) or (Low <= Low[1])) + and (Close > mme20); + + bRejeicaoBaixa := (Close < Open) + and ((pavioSup >= (corpoCandle * FatorPavioRejeicao)) or (High >= High[1])) + and (Close < mme20); + + bPullbackCompra := (not bCompressao) + and (mma50 > mma200) + and (slope20 > 0) + and (Abs(Low - mme20) <= DistanciaToqueMME20) + and bRejeicaoAlta; + + bPullbackVenda := (not bCompressao) + and (mma50 < mma200) + and (slope20 < 0) + and (Abs(High - mme20) <= DistanciaToqueMME20) + and bRejeicaoBaixa; + + bRompAlta := (Close > mma200) and (Close[1] <= mma200) + and (dist20200 <= DistanciaToqueMME20) + and (Close >= topoLookback[1]) + and (mme9 > mme20) + and bCandleForcaAlta; + + bRompBaixa := (Close < mma200) and (Close[1] >= mma200) + and (dist20200 <= DistanciaToqueMME20) + and (Close <= fundoLookback[1]) + and (mme9 < mme20) + and bCandleForcaBaixa; + + bConfCompra := (not UsarConfirmacaoCandle) or bCandleForcaAlta; + bConfVenda := (not UsarConfirmacaoCandle) or bCandleForcaBaixa; + + if bLequeAlta or bPullbackCompra or bRompAlta then + iAlta := iAlta + 1 + else + iAlta := 0; + + if bLequeBaixa or bPullbackVenda or bRompBaixa then + iBaixa := iBaixa + 1 + else + iBaixa := 0; + + bCompra := false; + bVenda := false; + + if ModoEstrategia = 1 then + begin + bCompra := bLequeAlta and (not bCompressao) and (not bZonaNeutra) + and (distPreco20 <= DistanciaMaximaPrecoMME20) + and bConfCompra and (iAlta >= MinBarrasConfirmacao); + + bVenda := bLequeBaixa and (not bCompressao) and (not bZonaNeutra) + and (distPreco20 <= DistanciaMaximaPrecoMME20) + and bConfVenda and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 2 then + begin + bCompra := bPullbackCompra and bConfCompra and (iAlta >= MinBarrasConfirmacao); + bVenda := bPullbackVenda and bConfVenda and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 3 then + begin + bCompra := bRompAlta and (iAlta >= ConfirmacoesRompimento); + bVenda := bRompBaixa and (iBaixa >= ConfirmacoesRompimento); + end + else if ModoEstrategia = 4 then + begin + bCompra := (not bCompressao) and bSaindoCompressao and bLequeAlta and bConfCompra; + bVenda := (not bCompressao) and bSaindoCompressao and bLequeBaixa and bConfVenda; + end + else + begin + bCompra := (not bCompressao) and (not bZonaNeutra) + and ((bPullbackCompra and bConfCompra) or (bRompAlta and (iAlta >= ConfirmacoesRompimento))); + + bVenda := (not bCompressao) and (not bZonaNeutra) + and ((bPullbackVenda and bConfVenda) or (bRompBaixa and (iBaixa >= ConfirmacoesRompimento))); + end; + + if IsBought or IsSold then + iBarrasPosicao := iBarrasPosicao + 1 + else + iBarrasPosicao := 0; + + if (not IsBought) and (not IsSold) then + begin + if bCompra then + BuyAtMarket + else if bVenda then + SellShortAtMarket; + end; + + bSaidaOCOCompra := false; + bSaidaOCOVenda := false; + + if IsBought and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada - StopLossPontos; + fAlvoAtual := fPrecoEntrada + TakeProfitPontos; + bSaidaOCOCompra := UsarOCO and ((Low <= fStopAtual) or (High >= fAlvoAtual)); + end; + + if IsSold and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada + StopLossPontos; + fAlvoAtual := fPrecoEntrada - TakeProfitPontos; + bSaidaOCOVenda := UsarOCO and ((High >= fStopAtual) or (Low <= fAlvoAtual)); + end; + + if IsBought and ( + bCompressao + or bZonaNeutra + or (Close < mme20) + or bCandleForcaBaixa + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOCompra + ) then + ClosePosition; + + if IsSold and ( + bCompressao + or bZonaNeutra + or (Close > mme20) + or bCandleForcaAlta + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOVenda + ) then + ClosePosition; + + if (not bEstavaPosicionado) and IsBought then + fPrecoEntrada := Close; + + if (not bEstavaPosicionado) and IsSold then + fPrecoEntrada := Close; + + bEstavaPosicionado := IsBought or IsSold; +end; diff --git a/automacao_backtests/MEDIAS_20_50_200/Reprovados/robo_medias_v2_dt_rompimento_mma50.txt b/automacao_backtests/MEDIAS_20_50_200/Reprovados/robo_medias_v2_dt_rompimento_mma50.txt new file mode 100644 index 0000000..91b1f86 --- /dev/null +++ b/automacao_backtests/MEDIAS_20_50_200/Reprovados/robo_medias_v2_dt_rompimento_mma50.txt @@ -0,0 +1,120 @@ +// ================================================================ +// Estrategia : robo_medias_v2_dt_rompimento_mma50 +// Familia : [DT] Day Trade +// Logica : Rompimento da MMA50 com PA confirmatório. +// MMA200 define a tendencia primaria permitida. +// Para compra: preco rompe MMA50 vindo de abaixo, MMA200 em alta. +// Para venda: preco rompe MMA50 vindo de acima, MMA200 em baixa. +// Filtro de lateralidade bloqueia entrada em mercado embolado. +// Saida : Stop/Take em pontos ou max barras. +// ================================================================ + +input + PeriodoMME20(20); + PeriodoMMA50(50); + PeriodoMMA200(200); + StopLossPontos(130); + TakeProfitPontos(220); + MinCorpoRompPontos(25); + MinPercCorpoPA(0.50); + DistMinPerc(1.0); + DistMax50_200Perc(8.0); + SlopeMinimoPerc(0.04); + BarrasSlope(10); + MaxBarrasPosicao(12); + HoraInicio(900); + HoraFim(1700); + +var + fMME20, fMMA50, fMMA200 : float; + fMMA200_ant, fMMA50_ant : float; + fDist20_200, fSlope200, fDist50_200 : float; + fCorpo, fRange, fPercCorpo : float; + fPrecoEntrada : float; + bLateral, bJanelaAtiva : boolean; + bTendAlta200, bTendBaixa200 : boolean; + bRompeAlta50, bRompeBaixa50 : boolean; + bPAForteAlta, bPAForteBaixa : boolean; + iBarrasPosicao : integer; + +begin + fMME20 := MediaExp(PeriodoMME20, Close); + fMMA50 := Media(PeriodoMMA50, Close); + fMMA200 := Media(PeriodoMMA200, Close); + fMMA200_ant := Media(PeriodoMMA200, Close)[BarrasSlope]; + fMMA50_ant := Media(PeriodoMMA50, Close)[BarrasSlope]; + + // --- FILTRO DE LATERALIDADE --- + fDist20_200 := Abs(fMME20 - fMMA200) / Max(fMMA200, 0.01) * 100; + fDist50_200 := Abs(fMMA50 - fMMA200) / Max(fMMA200, 0.01) * 100; + fSlope200 := Abs(fMMA200 - fMMA200_ant) / Max(fMMA200_ant, 0.01) * 100; + bLateral := (fDist20_200 < DistMinPerc) or + (fSlope200 < SlopeMinimoPerc) or + (fDist50_200 > DistMax50_200Perc); // muito esticado = risco reversao + + // --- TENDENCIA PRIMARIA (pela MMA200) --- + bTendAlta200 := (fMMA200 > fMMA200_ant) and (fMMA50 > fMMA200); + bTendBaixa200 := (fMMA200 < fMMA200_ant) and (fMMA50 < fMMA200); + + // --- ROMPIMENTO DA MMA50 --- + // Alta: fechamento anterior abaixo da 50, atual acima + bRompeAlta50 := (Close[1] < fMMA50) and (Close > fMMA50) and + (Close > Open) and ((Close - fMMA50) >= MinCorpoRompPontos); + + // Baixa: fechamento anterior acima da 50, atual abaixo + bRompeBaixa50 := (Close[1] > fMMA50) and (Close < fMMA50) and + (Close < Open) and ((fMMA50 - Close) >= MinCorpoRompPontos); + + // --- PA FORTE (corpo proporcional) --- + fCorpo := Abs(Close - Open); + fRange := Max(High - Low, 1); + fPercCorpo := fCorpo / fRange; + bPAForteAlta := (fPercCorpo >= MinPercCorpoPA) and (Close > Open); + bPAForteBaixa := (fPercCorpo >= MinPercCorpoPA) and (Close < Open); + + // --- JANELA --- + bJanelaAtiva := (Time >= HoraInicio) and (Time <= HoraFim); + + // --- ENTRADA --- + if (not IsBought) and (not IsSold) and bJanelaAtiva and (not bLateral) then + begin + if bTendAlta200 and bRompeAlta50 and bPAForteAlta then + begin + BuyAtMarket; + fPrecoEntrada := Close; + iBarrasPosicao := 0; + end; + + if bTendBaixa200 and bRompeBaixa50 and bPAForteBaixa then + begin + SellShortAtMarket; + fPrecoEntrada := Close; + iBarrasPosicao := 0; + end; + end; + + // --- BARRAS EM POSICAO --- + if IsBought or IsSold then + iBarrasPosicao := iBarrasPosicao + 1 + else + iBarrasPosicao := 0; + + // --- SAIDA --- + if IsBought then + begin + if (Close <= fPrecoEntrada - StopLossPontos) or + (Close >= fPrecoEntrada + TakeProfitPontos) or + (iBarrasPosicao >= MaxBarrasPosicao) or + (Close < fMMA50) then // perdeu o rompimento + ClosePosition; + end; + + if IsSold then + begin + if (Close >= fPrecoEntrada + StopLossPontos) or + (Close <= fPrecoEntrada - TakeProfitPontos) or + (iBarrasPosicao >= MaxBarrasPosicao) or + (Close > fMMA50) then // perdeu o rompimento + ClosePosition; + end; +end; diff --git a/automacao_backtests/MEDIAS_20_50_200/Reprovados/robo_medias_v2_pullback_20_regime.txt b/automacao_backtests/MEDIAS_20_50_200/Reprovados/robo_medias_v2_pullback_20_regime.txt new file mode 100644 index 0000000..ca341bf --- /dev/null +++ b/automacao_backtests/MEDIAS_20_50_200/Reprovados/robo_medias_v2_pullback_20_regime.txt @@ -0,0 +1,228 @@ +{ + Estrategia: robo_medias_v2_pullback_20_regime + Autor: Wesley + Descricao: Pullback na MME20 com regime por MMA50/200 e rejeicao por price action. +} + +input + ModoEstrategia(2); + DistanciaMinimaLequePontos(40); + DistanciaCompressao20x200(90); + DistanciaMaximaPrecoMME20(220); + DistanciaToqueMME20(50); + MinBarrasConfirmacao(3); + ConfirmacoesRompimento(1); + MinPercCorpoPA(0.55); + FatorPavioRejeicao(1.4); + UsarConfirmacaoCandle(true); + UsarOCO(true); + StopLossPontos(150); + TakeProfitPontos(255); + UsarSaidaPorTempo(true); + MaxBarrasPosicao(10); + +var + mme9, mme20, mma50, mma200 : float; + slope20, slope50, slope200 : float; + dist920, dist2050, dist50200, dist20200, distPreco20 : float; + topoLookback, fundoLookback : float; + rangeCandle, corpoCandle, pavioSup, pavioInf : float; + iAlta, iBaixa, iBarrasPosicao : integer; + bCompressao, bLequeAlta, bLequeBaixa : boolean; + bAcimaTodas, bAbaixoTodas, bEntre9e20, bEntre20e50, bEntre50e200, bZonaNeutra : boolean; + bCandleForcaAlta, bCandleForcaBaixa, bRejeicaoAlta, bRejeicaoBaixa : boolean; + bPullbackCompra, bPullbackVenda, bRompAlta, bRompBaixa, bSaindoCompressao : boolean; + bCompra, bVenda, bConfCompra, bConfVenda : boolean; + bEstavaPosicionado, bSaidaOCOCompra, bSaidaOCOVenda : boolean; + fPrecoEntrada, fStopAtual, fAlvoAtual : float; + +begin + mme9 := MediaExp(9, Close); + mme20 := MediaExp(20, Close); + mma50 := Media(50, Close); + mma200 := Media(200, Close); + + slope20 := mme20 - mme20[1]; + slope50 := mma50 - mma50[1]; + slope200 := mma200 - mma200[1]; + + dist920 := Abs(mme9 - mme20); + dist2050 := Abs(mme20 - mma50); + dist50200 := Abs(mma50 - mma200); + dist20200 := Abs(mme20 - mma200); + distPreco20 := Abs(Close - mme20); + + topoLookback := Highest(High, 12); + fundoLookback := Lowest(Low, 12); + + rangeCandle := Max(High - Low, 0.01); + corpoCandle := Abs(Close - Open); + pavioSup := High - Max(Open, Close); + pavioInf := Min(Open, Close) - Low; + + bAcimaTodas := (Close > mme9) and (Close > mme20) and (Close > mma50) and (Close > mma200); + bAbaixoTodas := (Close < mme9) and (Close < mme20) and (Close < mma50) and (Close < mma200); + + bEntre9e20 := ((Close <= mme9) and (Close >= mme20)) or ((Close >= mme9) and (Close <= mme20)); + bEntre20e50 := ((Close <= mme20) and (Close >= mma50)) or ((Close >= mme20) and (Close <= mma50)); + bEntre50e200 := ((Close <= mma50) and (Close >= mma200)) or ((Close >= mma50) and (Close <= mma200)); + bZonaNeutra := bEntre9e20 or bEntre20e50 or bEntre50e200; + + bCompressao := dist20200 <= DistanciaCompressao20x200; + bSaindoCompressao := (dist20200 > DistanciaCompressao20x200) and (dist20200[1] <= DistanciaCompressao20x200); + + bLequeAlta := bAcimaTodas and (mme9 > mme20) and (mme20 > mma50) and (mma50 > mma200) + and (slope20 > 0) and (slope50 > 0) and (slope200 >= 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos) + and (dist50200 >= DistanciaMinimaLequePontos); + + bLequeBaixa := bAbaixoTodas and (mme9 < mme20) and (mme20 < mma50) and (mma50 < mma200) + and (slope20 < 0) and (slope50 < 0) and (slope200 <= 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos) + and (dist50200 >= DistanciaMinimaLequePontos); + + bCandleForcaAlta := (Close > Open) and ((corpoCandle / rangeCandle) >= MinPercCorpoPA) and (Close > High[1]); + bCandleForcaBaixa := (Close < Open) and ((corpoCandle / rangeCandle) >= MinPercCorpoPA) and (Close < Low[1]); + + bRejeicaoAlta := (Close > Open) + and ((pavioInf >= (corpoCandle * FatorPavioRejeicao)) or (Low <= Low[1])) + and (Close > mme20); + + bRejeicaoBaixa := (Close < Open) + and ((pavioSup >= (corpoCandle * FatorPavioRejeicao)) or (High >= High[1])) + and (Close < mme20); + + bPullbackCompra := (not bCompressao) + and (mma50 > mma200) + and (slope20 > 0) + and (Abs(Low - mme20) <= DistanciaToqueMME20) + and bRejeicaoAlta; + + bPullbackVenda := (not bCompressao) + and (mma50 < mma200) + and (slope20 < 0) + and (Abs(High - mme20) <= DistanciaToqueMME20) + and bRejeicaoBaixa; + + bRompAlta := (Close > mma200) and (Close[1] <= mma200) + and (dist20200 <= DistanciaToqueMME20) + and (Close >= topoLookback[1]) + and (mme9 > mme20) + and bCandleForcaAlta; + + bRompBaixa := (Close < mma200) and (Close[1] >= mma200) + and (dist20200 <= DistanciaToqueMME20) + and (Close <= fundoLookback[1]) + and (mme9 < mme20) + and bCandleForcaBaixa; + + bConfCompra := (not UsarConfirmacaoCandle) or bCandleForcaAlta; + bConfVenda := (not UsarConfirmacaoCandle) or bCandleForcaBaixa; + + if bLequeAlta or bPullbackCompra or bRompAlta then + iAlta := iAlta + 1 + else + iAlta := 0; + + if bLequeBaixa or bPullbackVenda or bRompBaixa then + iBaixa := iBaixa + 1 + else + iBaixa := 0; + + bCompra := false; + bVenda := false; + + if ModoEstrategia = 1 then + begin + bCompra := bLequeAlta and (not bCompressao) and (not bZonaNeutra) + and (distPreco20 <= DistanciaMaximaPrecoMME20) + and bConfCompra and (iAlta >= MinBarrasConfirmacao); + + bVenda := bLequeBaixa and (not bCompressao) and (not bZonaNeutra) + and (distPreco20 <= DistanciaMaximaPrecoMME20) + and bConfVenda and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 2 then + begin + bCompra := bPullbackCompra and bConfCompra and (iAlta >= MinBarrasConfirmacao); + bVenda := bPullbackVenda and bConfVenda and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 3 then + begin + bCompra := bRompAlta and (iAlta >= ConfirmacoesRompimento); + bVenda := bRompBaixa and (iBaixa >= ConfirmacoesRompimento); + end + else if ModoEstrategia = 4 then + begin + bCompra := (not bCompressao) and bSaindoCompressao and bLequeAlta and bConfCompra; + bVenda := (not bCompressao) and bSaindoCompressao and bLequeBaixa and bConfVenda; + end + else + begin + bCompra := (not bCompressao) and (not bZonaNeutra) + and ((bPullbackCompra and bConfCompra) or (bRompAlta and (iAlta >= ConfirmacoesRompimento))); + + bVenda := (not bCompressao) and (not bZonaNeutra) + and ((bPullbackVenda and bConfVenda) or (bRompBaixa and (iBaixa >= ConfirmacoesRompimento))); + end; + + if IsBought or IsSold then + iBarrasPosicao := iBarrasPosicao + 1 + else + iBarrasPosicao := 0; + + if (not IsBought) and (not IsSold) then + begin + if bCompra then + BuyAtMarket + else if bVenda then + SellShortAtMarket; + end; + + bSaidaOCOCompra := false; + bSaidaOCOVenda := false; + + if IsBought and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada - StopLossPontos; + fAlvoAtual := fPrecoEntrada + TakeProfitPontos; + bSaidaOCOCompra := UsarOCO and ((Low <= fStopAtual) or (High >= fAlvoAtual)); + end; + + if IsSold and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada + StopLossPontos; + fAlvoAtual := fPrecoEntrada - TakeProfitPontos; + bSaidaOCOVenda := UsarOCO and ((High >= fStopAtual) or (Low <= fAlvoAtual)); + end; + + if IsBought and ( + bCompressao + or bZonaNeutra + or (Close < mme20) + or bCandleForcaBaixa + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOCompra + ) then + ClosePosition; + + if IsSold and ( + bCompressao + or bZonaNeutra + or (Close > mme20) + or bCandleForcaAlta + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOVenda + ) then + ClosePosition; + + if (not bEstavaPosicionado) and IsBought then + fPrecoEntrada := Close; + + if (not bEstavaPosicionado) and IsSold then + fPrecoEntrada := Close; + + bEstavaPosicionado := IsBought or IsSold; +end; diff --git a/automacao_backtests/MEDIAS_20_50_200/Reprovados/robo_medias_v30_romp200.txt b/automacao_backtests/MEDIAS_20_50_200/Reprovados/robo_medias_v30_romp200.txt new file mode 100644 index 0000000..7b81345 --- /dev/null +++ b/automacao_backtests/MEDIAS_20_50_200/Reprovados/robo_medias_v30_romp200.txt @@ -0,0 +1,228 @@ +{ + Estrategia: robo_medias_v30_romp200 + Autor: Wesley + Descricao: Rompimento da MMA200 com confirmacao por estrutura e candle de forca. +} + +input + ModoEstrategia(3); + DistanciaMinimaLequePontos(30); + DistanciaCompressao20x200(70); + DistanciaMaximaPrecoMME20(260); + DistanciaToqueMME20(50); + MinBarrasConfirmacao(2); + ConfirmacoesRompimento(1); + MinPercCorpoPA(0.55); + FatorPavioRejeicao(1.4); + UsarConfirmacaoCandle(true); + UsarOCO(true); + StopLossPontos(270); + TakeProfitPontos(459); + UsarSaidaPorTempo(true); + MaxBarrasPosicao(12); + +var + mme9, mme20, mma50, mma200 : float; + slope20, slope50, slope200 : float; + dist920, dist2050, dist50200, dist20200, distPreco20 : float; + topoLookback, fundoLookback : float; + rangeCandle, corpoCandle, pavioSup, pavioInf : float; + iAlta, iBaixa, iBarrasPosicao : integer; + bCompressao, bLequeAlta, bLequeBaixa : boolean; + bAcimaTodas, bAbaixoTodas, bEntre9e20, bEntre20e50, bEntre50e200, bZonaNeutra : boolean; + bCandleForcaAlta, bCandleForcaBaixa, bRejeicaoAlta, bRejeicaoBaixa : boolean; + bPullbackCompra, bPullbackVenda, bRompAlta, bRompBaixa, bSaindoCompressao : boolean; + bCompra, bVenda, bConfCompra, bConfVenda : boolean; + bEstavaPosicionado, bSaidaOCOCompra, bSaidaOCOVenda : boolean; + fPrecoEntrada, fStopAtual, fAlvoAtual : float; + +begin + mme9 := MediaExp(9, Close); + mme20 := MediaExp(20, Close); + mma50 := Media(50, Close); + mma200 := Media(200, Close); + + slope20 := mme20 - mme20[1]; + slope50 := mma50 - mma50[1]; + slope200 := mma200 - mma200[1]; + + dist920 := Abs(mme9 - mme20); + dist2050 := Abs(mme20 - mma50); + dist50200 := Abs(mma50 - mma200); + dist20200 := Abs(mme20 - mma200); + distPreco20 := Abs(Close - mme20); + + topoLookback := Highest(High, 12); + fundoLookback := Lowest(Low, 12); + + rangeCandle := Max(High - Low, 0.01); + corpoCandle := Abs(Close - Open); + pavioSup := High - Max(Open, Close); + pavioInf := Min(Open, Close) - Low; + + bAcimaTodas := (Close > mme9) and (Close > mme20) and (Close > mma50) and (Close > mma200); + bAbaixoTodas := (Close < mme9) and (Close < mme20) and (Close < mma50) and (Close < mma200); + + bEntre9e20 := ((Close <= mme9) and (Close >= mme20)) or ((Close >= mme9) and (Close <= mme20)); + bEntre20e50 := ((Close <= mme20) and (Close >= mma50)) or ((Close >= mme20) and (Close <= mma50)); + bEntre50e200 := ((Close <= mma50) and (Close >= mma200)) or ((Close >= mma50) and (Close <= mma200)); + bZonaNeutra := bEntre9e20 or bEntre20e50 or bEntre50e200; + + bCompressao := dist20200 <= DistanciaCompressao20x200; + bSaindoCompressao := (dist20200 > DistanciaCompressao20x200) and (dist20200[1] <= DistanciaCompressao20x200); + + bLequeAlta := bAcimaTodas and (mme9 > mme20) and (mme20 > mma50) and (mma50 > mma200) + and (slope20 > 0) and (slope50 > 0) and (slope200 >= 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos) + and (dist50200 >= DistanciaMinimaLequePontos); + + bLequeBaixa := bAbaixoTodas and (mme9 < mme20) and (mme20 < mma50) and (mma50 < mma200) + and (slope20 < 0) and (slope50 < 0) and (slope200 <= 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos) + and (dist50200 >= DistanciaMinimaLequePontos); + + bCandleForcaAlta := (Close > Open) and ((corpoCandle / rangeCandle) >= MinPercCorpoPA) and (Close > High[1]); + bCandleForcaBaixa := (Close < Open) and ((corpoCandle / rangeCandle) >= MinPercCorpoPA) and (Close < Low[1]); + + bRejeicaoAlta := (Close > Open) + and ((pavioInf >= (corpoCandle * FatorPavioRejeicao)) or (Low <= Low[1])) + and (Close > mme20); + + bRejeicaoBaixa := (Close < Open) + and ((pavioSup >= (corpoCandle * FatorPavioRejeicao)) or (High >= High[1])) + and (Close < mme20); + + bPullbackCompra := (not bCompressao) + and (mma50 > mma200) + and (slope20 > 0) + and (Abs(Low - mme20) <= DistanciaToqueMME20) + and bRejeicaoAlta; + + bPullbackVenda := (not bCompressao) + and (mma50 < mma200) + and (slope20 < 0) + and (Abs(High - mme20) <= DistanciaToqueMME20) + and bRejeicaoBaixa; + + bRompAlta := (Close > mma200) and (Close[1] <= mma200) + and (dist20200 <= DistanciaToqueMME20) + and (Close >= topoLookback[1]) + and (mme9 > mme20) + and bCandleForcaAlta; + + bRompBaixa := (Close < mma200) and (Close[1] >= mma200) + and (dist20200 <= DistanciaToqueMME20) + and (Close <= fundoLookback[1]) + and (mme9 < mme20) + and bCandleForcaBaixa; + + bConfCompra := (not UsarConfirmacaoCandle) or bCandleForcaAlta; + bConfVenda := (not UsarConfirmacaoCandle) or bCandleForcaBaixa; + + if bLequeAlta or bPullbackCompra or bRompAlta then + iAlta := iAlta + 1 + else + iAlta := 0; + + if bLequeBaixa or bPullbackVenda or bRompBaixa then + iBaixa := iBaixa + 1 + else + iBaixa := 0; + + bCompra := false; + bVenda := false; + + if ModoEstrategia = 1 then + begin + bCompra := bLequeAlta and (not bCompressao) and (not bZonaNeutra) + and (distPreco20 <= DistanciaMaximaPrecoMME20) + and bConfCompra and (iAlta >= MinBarrasConfirmacao); + + bVenda := bLequeBaixa and (not bCompressao) and (not bZonaNeutra) + and (distPreco20 <= DistanciaMaximaPrecoMME20) + and bConfVenda and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 2 then + begin + bCompra := bPullbackCompra and bConfCompra and (iAlta >= MinBarrasConfirmacao); + bVenda := bPullbackVenda and bConfVenda and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 3 then + begin + bCompra := bRompAlta and (iAlta >= ConfirmacoesRompimento); + bVenda := bRompBaixa and (iBaixa >= ConfirmacoesRompimento); + end + else if ModoEstrategia = 4 then + begin + bCompra := (not bCompressao) and bSaindoCompressao and bLequeAlta and bConfCompra; + bVenda := (not bCompressao) and bSaindoCompressao and bLequeBaixa and bConfVenda; + end + else + begin + bCompra := (not bCompressao) and (not bZonaNeutra) + and ((bPullbackCompra and bConfCompra) or (bRompAlta and (iAlta >= ConfirmacoesRompimento))); + + bVenda := (not bCompressao) and (not bZonaNeutra) + and ((bPullbackVenda and bConfVenda) or (bRompBaixa and (iBaixa >= ConfirmacoesRompimento))); + end; + + if IsBought or IsSold then + iBarrasPosicao := iBarrasPosicao + 1 + else + iBarrasPosicao := 0; + + if (not IsBought) and (not IsSold) then + begin + if bCompra then + BuyAtMarket + else if bVenda then + SellShortAtMarket; + end; + + bSaidaOCOCompra := false; + bSaidaOCOVenda := false; + + if IsBought and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada - StopLossPontos; + fAlvoAtual := fPrecoEntrada + TakeProfitPontos; + bSaidaOCOCompra := UsarOCO and ((Low <= fStopAtual) or (High >= fAlvoAtual)); + end; + + if IsSold and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada + StopLossPontos; + fAlvoAtual := fPrecoEntrada - TakeProfitPontos; + bSaidaOCOVenda := UsarOCO and ((High >= fStopAtual) or (Low <= fAlvoAtual)); + end; + + if IsBought and ( + bCompressao + or bZonaNeutra + or (Close < mme20) + or bCandleForcaBaixa + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOCompra + ) then + ClosePosition; + + if IsSold and ( + bCompressao + or bZonaNeutra + or (Close > mme20) + or bCandleForcaAlta + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOVenda + ) then + ClosePosition; + + if (not bEstavaPosicionado) and IsBought then + fPrecoEntrada := Close; + + if (not bEstavaPosicionado) and IsSold then + fPrecoEntrada := Close; + + bEstavaPosicionado := IsBought or IsSold; +end; diff --git a/automacao_backtests/MEDIAS_20_50_200/Reprovados/robo_medias_v31_romp200.txt b/automacao_backtests/MEDIAS_20_50_200/Reprovados/robo_medias_v31_romp200.txt new file mode 100644 index 0000000..657e75d --- /dev/null +++ b/automacao_backtests/MEDIAS_20_50_200/Reprovados/robo_medias_v31_romp200.txt @@ -0,0 +1,228 @@ +{ + Estrategia: robo_medias_v31_romp200 + Autor: Wesley + Descricao: Rompimento da MMA200 com confirmacao por estrutura e candle de forca. +} + +input + ModoEstrategia(3); + DistanciaMinimaLequePontos(35); + DistanciaCompressao20x200(80); + DistanciaMaximaPrecoMME20(200); + DistanciaToqueMME20(40); + MinBarrasConfirmacao(2); + ConfirmacoesRompimento(2); + MinPercCorpoPA(0.5); + FatorPavioRejeicao(1.25); + UsarConfirmacaoCandle(true); + UsarOCO(true); + StopLossPontos(135); + TakeProfitPontos(216); + UsarSaidaPorTempo(true); + MaxBarrasPosicao(9); + +var + mme9, mme20, mma50, mma200 : float; + slope20, slope50, slope200 : float; + dist920, dist2050, dist50200, dist20200, distPreco20 : float; + topoLookback, fundoLookback : float; + rangeCandle, corpoCandle, pavioSup, pavioInf : float; + iAlta, iBaixa, iBarrasPosicao : integer; + bCompressao, bLequeAlta, bLequeBaixa : boolean; + bAcimaTodas, bAbaixoTodas, bEntre9e20, bEntre20e50, bEntre50e200, bZonaNeutra : boolean; + bCandleForcaAlta, bCandleForcaBaixa, bRejeicaoAlta, bRejeicaoBaixa : boolean; + bPullbackCompra, bPullbackVenda, bRompAlta, bRompBaixa, bSaindoCompressao : boolean; + bCompra, bVenda, bConfCompra, bConfVenda : boolean; + bEstavaPosicionado, bSaidaOCOCompra, bSaidaOCOVenda : boolean; + fPrecoEntrada, fStopAtual, fAlvoAtual : float; + +begin + mme9 := MediaExp(9, Close); + mme20 := MediaExp(20, Close); + mma50 := Media(50, Close); + mma200 := Media(200, Close); + + slope20 := mme20 - mme20[1]; + slope50 := mma50 - mma50[1]; + slope200 := mma200 - mma200[1]; + + dist920 := Abs(mme9 - mme20); + dist2050 := Abs(mme20 - mma50); + dist50200 := Abs(mma50 - mma200); + dist20200 := Abs(mme20 - mma200); + distPreco20 := Abs(Close - mme20); + + topoLookback := Highest(High, 12); + fundoLookback := Lowest(Low, 12); + + rangeCandle := Max(High - Low, 0.01); + corpoCandle := Abs(Close - Open); + pavioSup := High - Max(Open, Close); + pavioInf := Min(Open, Close) - Low; + + bAcimaTodas := (Close > mme9) and (Close > mme20) and (Close > mma50) and (Close > mma200); + bAbaixoTodas := (Close < mme9) and (Close < mme20) and (Close < mma50) and (Close < mma200); + + bEntre9e20 := ((Close <= mme9) and (Close >= mme20)) or ((Close >= mme9) and (Close <= mme20)); + bEntre20e50 := ((Close <= mme20) and (Close >= mma50)) or ((Close >= mme20) and (Close <= mma50)); + bEntre50e200 := ((Close <= mma50) and (Close >= mma200)) or ((Close >= mma50) and (Close <= mma200)); + bZonaNeutra := bEntre9e20 or bEntre20e50 or bEntre50e200; + + bCompressao := dist20200 <= DistanciaCompressao20x200; + bSaindoCompressao := (dist20200 > DistanciaCompressao20x200) and (dist20200[1] <= DistanciaCompressao20x200); + + bLequeAlta := bAcimaTodas and (mme9 > mme20) and (mme20 > mma50) and (mma50 > mma200) + and (slope20 > 0) and (slope50 > 0) and (slope200 >= 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos) + and (dist50200 >= DistanciaMinimaLequePontos); + + bLequeBaixa := bAbaixoTodas and (mme9 < mme20) and (mme20 < mma50) and (mma50 < mma200) + and (slope20 < 0) and (slope50 < 0) and (slope200 <= 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos) + and (dist50200 >= DistanciaMinimaLequePontos); + + bCandleForcaAlta := (Close > Open) and ((corpoCandle / rangeCandle) >= MinPercCorpoPA) and (Close > High[1]); + bCandleForcaBaixa := (Close < Open) and ((corpoCandle / rangeCandle) >= MinPercCorpoPA) and (Close < Low[1]); + + bRejeicaoAlta := (Close > Open) + and ((pavioInf >= (corpoCandle * FatorPavioRejeicao)) or (Low <= Low[1])) + and (Close > mme20); + + bRejeicaoBaixa := (Close < Open) + and ((pavioSup >= (corpoCandle * FatorPavioRejeicao)) or (High >= High[1])) + and (Close < mme20); + + bPullbackCompra := (not bCompressao) + and (mma50 > mma200) + and (slope20 > 0) + and (Abs(Low - mme20) <= DistanciaToqueMME20) + and bRejeicaoAlta; + + bPullbackVenda := (not bCompressao) + and (mma50 < mma200) + and (slope20 < 0) + and (Abs(High - mme20) <= DistanciaToqueMME20) + and bRejeicaoBaixa; + + bRompAlta := (Close > mma200) and (Close[1] <= mma200) + and (dist20200 <= DistanciaToqueMME20) + and (Close >= topoLookback[1]) + and (mme9 > mme20) + and bCandleForcaAlta; + + bRompBaixa := (Close < mma200) and (Close[1] >= mma200) + and (dist20200 <= DistanciaToqueMME20) + and (Close <= fundoLookback[1]) + and (mme9 < mme20) + and bCandleForcaBaixa; + + bConfCompra := (not UsarConfirmacaoCandle) or bCandleForcaAlta; + bConfVenda := (not UsarConfirmacaoCandle) or bCandleForcaBaixa; + + if bLequeAlta or bPullbackCompra or bRompAlta then + iAlta := iAlta + 1 + else + iAlta := 0; + + if bLequeBaixa or bPullbackVenda or bRompBaixa then + iBaixa := iBaixa + 1 + else + iBaixa := 0; + + bCompra := false; + bVenda := false; + + if ModoEstrategia = 1 then + begin + bCompra := bLequeAlta and (not bCompressao) and (not bZonaNeutra) + and (distPreco20 <= DistanciaMaximaPrecoMME20) + and bConfCompra and (iAlta >= MinBarrasConfirmacao); + + bVenda := bLequeBaixa and (not bCompressao) and (not bZonaNeutra) + and (distPreco20 <= DistanciaMaximaPrecoMME20) + and bConfVenda and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 2 then + begin + bCompra := bPullbackCompra and bConfCompra and (iAlta >= MinBarrasConfirmacao); + bVenda := bPullbackVenda and bConfVenda and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 3 then + begin + bCompra := bRompAlta and (iAlta >= ConfirmacoesRompimento); + bVenda := bRompBaixa and (iBaixa >= ConfirmacoesRompimento); + end + else if ModoEstrategia = 4 then + begin + bCompra := (not bCompressao) and bSaindoCompressao and bLequeAlta and bConfCompra; + bVenda := (not bCompressao) and bSaindoCompressao and bLequeBaixa and bConfVenda; + end + else + begin + bCompra := (not bCompressao) and (not bZonaNeutra) + and ((bPullbackCompra and bConfCompra) or (bRompAlta and (iAlta >= ConfirmacoesRompimento))); + + bVenda := (not bCompressao) and (not bZonaNeutra) + and ((bPullbackVenda and bConfVenda) or (bRompBaixa and (iBaixa >= ConfirmacoesRompimento))); + end; + + if IsBought or IsSold then + iBarrasPosicao := iBarrasPosicao + 1 + else + iBarrasPosicao := 0; + + if (not IsBought) and (not IsSold) then + begin + if bCompra then + BuyAtMarket + else if bVenda then + SellShortAtMarket; + end; + + bSaidaOCOCompra := false; + bSaidaOCOVenda := false; + + if IsBought and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada - StopLossPontos; + fAlvoAtual := fPrecoEntrada + TakeProfitPontos; + bSaidaOCOCompra := UsarOCO and ((Low <= fStopAtual) or (High >= fAlvoAtual)); + end; + + if IsSold and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada + StopLossPontos; + fAlvoAtual := fPrecoEntrada - TakeProfitPontos; + bSaidaOCOVenda := UsarOCO and ((High >= fStopAtual) or (Low <= fAlvoAtual)); + end; + + if IsBought and ( + bCompressao + or bZonaNeutra + or (Close < mme20) + or bCandleForcaBaixa + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOCompra + ) then + ClosePosition; + + if IsSold and ( + bCompressao + or bZonaNeutra + or (Close > mme20) + or bCandleForcaAlta + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOVenda + ) then + ClosePosition; + + if (not bEstavaPosicionado) and IsBought then + fPrecoEntrada := Close; + + if (not bEstavaPosicionado) and IsSold then + fPrecoEntrada := Close; + + bEstavaPosicionado := IsBought or IsSold; +end; diff --git a/automacao_backtests/MEDIAS_20_50_200/Reprovados/robo_medias_v32_romp200.txt b/automacao_backtests/MEDIAS_20_50_200/Reprovados/robo_medias_v32_romp200.txt new file mode 100644 index 0000000..7090f78 --- /dev/null +++ b/automacao_backtests/MEDIAS_20_50_200/Reprovados/robo_medias_v32_romp200.txt @@ -0,0 +1,228 @@ +{ + Estrategia: robo_medias_v32_romp200 + Autor: Wesley + Descricao: Rompimento da MMA200 com confirmacao por estrutura e candle de forca. +} + +input + ModoEstrategia(3); + DistanciaMinimaLequePontos(40); + DistanciaCompressao20x200(90); + DistanciaMaximaPrecoMME20(220); + DistanciaToqueMME20(50); + MinBarrasConfirmacao(3); + ConfirmacoesRompimento(1); + MinPercCorpoPA(0.55); + FatorPavioRejeicao(1.4); + UsarConfirmacaoCandle(true); + UsarOCO(true); + StopLossPontos(150); + TakeProfitPontos(255); + UsarSaidaPorTempo(true); + MaxBarrasPosicao(10); + +var + mme9, mme20, mma50, mma200 : float; + slope20, slope50, slope200 : float; + dist920, dist2050, dist50200, dist20200, distPreco20 : float; + topoLookback, fundoLookback : float; + rangeCandle, corpoCandle, pavioSup, pavioInf : float; + iAlta, iBaixa, iBarrasPosicao : integer; + bCompressao, bLequeAlta, bLequeBaixa : boolean; + bAcimaTodas, bAbaixoTodas, bEntre9e20, bEntre20e50, bEntre50e200, bZonaNeutra : boolean; + bCandleForcaAlta, bCandleForcaBaixa, bRejeicaoAlta, bRejeicaoBaixa : boolean; + bPullbackCompra, bPullbackVenda, bRompAlta, bRompBaixa, bSaindoCompressao : boolean; + bCompra, bVenda, bConfCompra, bConfVenda : boolean; + bEstavaPosicionado, bSaidaOCOCompra, bSaidaOCOVenda : boolean; + fPrecoEntrada, fStopAtual, fAlvoAtual : float; + +begin + mme9 := MediaExp(9, Close); + mme20 := MediaExp(20, Close); + mma50 := Media(50, Close); + mma200 := Media(200, Close); + + slope20 := mme20 - mme20[1]; + slope50 := mma50 - mma50[1]; + slope200 := mma200 - mma200[1]; + + dist920 := Abs(mme9 - mme20); + dist2050 := Abs(mme20 - mma50); + dist50200 := Abs(mma50 - mma200); + dist20200 := Abs(mme20 - mma200); + distPreco20 := Abs(Close - mme20); + + topoLookback := Highest(High, 12); + fundoLookback := Lowest(Low, 12); + + rangeCandle := Max(High - Low, 0.01); + corpoCandle := Abs(Close - Open); + pavioSup := High - Max(Open, Close); + pavioInf := Min(Open, Close) - Low; + + bAcimaTodas := (Close > mme9) and (Close > mme20) and (Close > mma50) and (Close > mma200); + bAbaixoTodas := (Close < mme9) and (Close < mme20) and (Close < mma50) and (Close < mma200); + + bEntre9e20 := ((Close <= mme9) and (Close >= mme20)) or ((Close >= mme9) and (Close <= mme20)); + bEntre20e50 := ((Close <= mme20) and (Close >= mma50)) or ((Close >= mme20) and (Close <= mma50)); + bEntre50e200 := ((Close <= mma50) and (Close >= mma200)) or ((Close >= mma50) and (Close <= mma200)); + bZonaNeutra := bEntre9e20 or bEntre20e50 or bEntre50e200; + + bCompressao := dist20200 <= DistanciaCompressao20x200; + bSaindoCompressao := (dist20200 > DistanciaCompressao20x200) and (dist20200[1] <= DistanciaCompressao20x200); + + bLequeAlta := bAcimaTodas and (mme9 > mme20) and (mme20 > mma50) and (mma50 > mma200) + and (slope20 > 0) and (slope50 > 0) and (slope200 >= 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos) + and (dist50200 >= DistanciaMinimaLequePontos); + + bLequeBaixa := bAbaixoTodas and (mme9 < mme20) and (mme20 < mma50) and (mma50 < mma200) + and (slope20 < 0) and (slope50 < 0) and (slope200 <= 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos) + and (dist50200 >= DistanciaMinimaLequePontos); + + bCandleForcaAlta := (Close > Open) and ((corpoCandle / rangeCandle) >= MinPercCorpoPA) and (Close > High[1]); + bCandleForcaBaixa := (Close < Open) and ((corpoCandle / rangeCandle) >= MinPercCorpoPA) and (Close < Low[1]); + + bRejeicaoAlta := (Close > Open) + and ((pavioInf >= (corpoCandle * FatorPavioRejeicao)) or (Low <= Low[1])) + and (Close > mme20); + + bRejeicaoBaixa := (Close < Open) + and ((pavioSup >= (corpoCandle * FatorPavioRejeicao)) or (High >= High[1])) + and (Close < mme20); + + bPullbackCompra := (not bCompressao) + and (mma50 > mma200) + and (slope20 > 0) + and (Abs(Low - mme20) <= DistanciaToqueMME20) + and bRejeicaoAlta; + + bPullbackVenda := (not bCompressao) + and (mma50 < mma200) + and (slope20 < 0) + and (Abs(High - mme20) <= DistanciaToqueMME20) + and bRejeicaoBaixa; + + bRompAlta := (Close > mma200) and (Close[1] <= mma200) + and (dist20200 <= DistanciaToqueMME20) + and (Close >= topoLookback[1]) + and (mme9 > mme20) + and bCandleForcaAlta; + + bRompBaixa := (Close < mma200) and (Close[1] >= mma200) + and (dist20200 <= DistanciaToqueMME20) + and (Close <= fundoLookback[1]) + and (mme9 < mme20) + and bCandleForcaBaixa; + + bConfCompra := (not UsarConfirmacaoCandle) or bCandleForcaAlta; + bConfVenda := (not UsarConfirmacaoCandle) or bCandleForcaBaixa; + + if bLequeAlta or bPullbackCompra or bRompAlta then + iAlta := iAlta + 1 + else + iAlta := 0; + + if bLequeBaixa or bPullbackVenda or bRompBaixa then + iBaixa := iBaixa + 1 + else + iBaixa := 0; + + bCompra := false; + bVenda := false; + + if ModoEstrategia = 1 then + begin + bCompra := bLequeAlta and (not bCompressao) and (not bZonaNeutra) + and (distPreco20 <= DistanciaMaximaPrecoMME20) + and bConfCompra and (iAlta >= MinBarrasConfirmacao); + + bVenda := bLequeBaixa and (not bCompressao) and (not bZonaNeutra) + and (distPreco20 <= DistanciaMaximaPrecoMME20) + and bConfVenda and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 2 then + begin + bCompra := bPullbackCompra and bConfCompra and (iAlta >= MinBarrasConfirmacao); + bVenda := bPullbackVenda and bConfVenda and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 3 then + begin + bCompra := bRompAlta and (iAlta >= ConfirmacoesRompimento); + bVenda := bRompBaixa and (iBaixa >= ConfirmacoesRompimento); + end + else if ModoEstrategia = 4 then + begin + bCompra := (not bCompressao) and bSaindoCompressao and bLequeAlta and bConfCompra; + bVenda := (not bCompressao) and bSaindoCompressao and bLequeBaixa and bConfVenda; + end + else + begin + bCompra := (not bCompressao) and (not bZonaNeutra) + and ((bPullbackCompra and bConfCompra) or (bRompAlta and (iAlta >= ConfirmacoesRompimento))); + + bVenda := (not bCompressao) and (not bZonaNeutra) + and ((bPullbackVenda and bConfVenda) or (bRompBaixa and (iBaixa >= ConfirmacoesRompimento))); + end; + + if IsBought or IsSold then + iBarrasPosicao := iBarrasPosicao + 1 + else + iBarrasPosicao := 0; + + if (not IsBought) and (not IsSold) then + begin + if bCompra then + BuyAtMarket + else if bVenda then + SellShortAtMarket; + end; + + bSaidaOCOCompra := false; + bSaidaOCOVenda := false; + + if IsBought and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada - StopLossPontos; + fAlvoAtual := fPrecoEntrada + TakeProfitPontos; + bSaidaOCOCompra := UsarOCO and ((Low <= fStopAtual) or (High >= fAlvoAtual)); + end; + + if IsSold and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada + StopLossPontos; + fAlvoAtual := fPrecoEntrada - TakeProfitPontos; + bSaidaOCOVenda := UsarOCO and ((High >= fStopAtual) or (Low <= fAlvoAtual)); + end; + + if IsBought and ( + bCompressao + or bZonaNeutra + or (Close < mme20) + or bCandleForcaBaixa + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOCompra + ) then + ClosePosition; + + if IsSold and ( + bCompressao + or bZonaNeutra + or (Close > mme20) + or bCandleForcaAlta + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOVenda + ) then + ClosePosition; + + if (not bEstavaPosicionado) and IsBought then + fPrecoEntrada := Close; + + if (not bEstavaPosicionado) and IsSold then + fPrecoEntrada := Close; + + bEstavaPosicionado := IsBought or IsSold; +end; diff --git a/automacao_backtests/MEDIAS_20_50_200/Reprovados/robo_medias_v33_romp200.txt b/automacao_backtests/MEDIAS_20_50_200/Reprovados/robo_medias_v33_romp200.txt new file mode 100644 index 0000000..f45fa73 --- /dev/null +++ b/automacao_backtests/MEDIAS_20_50_200/Reprovados/robo_medias_v33_romp200.txt @@ -0,0 +1,228 @@ +{ + Estrategia: robo_medias_v33_romp200 + Autor: Wesley + Descricao: Rompimento da MMA200 com confirmacao por estrutura e candle de forca. +} + +input + ModoEstrategia(3); + DistanciaMinimaLequePontos(45); + DistanciaCompressao20x200(100); + DistanciaMaximaPrecoMME20(240); + DistanciaToqueMME20(60); + MinBarrasConfirmacao(1); + ConfirmacoesRompimento(2); + MinPercCorpoPA(0.6); + FatorPavioRejeicao(1.55); + UsarConfirmacaoCandle(true); + UsarOCO(true); + StopLossPontos(165); + TakeProfitPontos(297); + UsarSaidaPorTempo(true); + MaxBarrasPosicao(11); + +var + mme9, mme20, mma50, mma200 : float; + slope20, slope50, slope200 : float; + dist920, dist2050, dist50200, dist20200, distPreco20 : float; + topoLookback, fundoLookback : float; + rangeCandle, corpoCandle, pavioSup, pavioInf : float; + iAlta, iBaixa, iBarrasPosicao : integer; + bCompressao, bLequeAlta, bLequeBaixa : boolean; + bAcimaTodas, bAbaixoTodas, bEntre9e20, bEntre20e50, bEntre50e200, bZonaNeutra : boolean; + bCandleForcaAlta, bCandleForcaBaixa, bRejeicaoAlta, bRejeicaoBaixa : boolean; + bPullbackCompra, bPullbackVenda, bRompAlta, bRompBaixa, bSaindoCompressao : boolean; + bCompra, bVenda, bConfCompra, bConfVenda : boolean; + bEstavaPosicionado, bSaidaOCOCompra, bSaidaOCOVenda : boolean; + fPrecoEntrada, fStopAtual, fAlvoAtual : float; + +begin + mme9 := MediaExp(9, Close); + mme20 := MediaExp(20, Close); + mma50 := Media(50, Close); + mma200 := Media(200, Close); + + slope20 := mme20 - mme20[1]; + slope50 := mma50 - mma50[1]; + slope200 := mma200 - mma200[1]; + + dist920 := Abs(mme9 - mme20); + dist2050 := Abs(mme20 - mma50); + dist50200 := Abs(mma50 - mma200); + dist20200 := Abs(mme20 - mma200); + distPreco20 := Abs(Close - mme20); + + topoLookback := Highest(High, 12); + fundoLookback := Lowest(Low, 12); + + rangeCandle := Max(High - Low, 0.01); + corpoCandle := Abs(Close - Open); + pavioSup := High - Max(Open, Close); + pavioInf := Min(Open, Close) - Low; + + bAcimaTodas := (Close > mme9) and (Close > mme20) and (Close > mma50) and (Close > mma200); + bAbaixoTodas := (Close < mme9) and (Close < mme20) and (Close < mma50) and (Close < mma200); + + bEntre9e20 := ((Close <= mme9) and (Close >= mme20)) or ((Close >= mme9) and (Close <= mme20)); + bEntre20e50 := ((Close <= mme20) and (Close >= mma50)) or ((Close >= mme20) and (Close <= mma50)); + bEntre50e200 := ((Close <= mma50) and (Close >= mma200)) or ((Close >= mma50) and (Close <= mma200)); + bZonaNeutra := bEntre9e20 or bEntre20e50 or bEntre50e200; + + bCompressao := dist20200 <= DistanciaCompressao20x200; + bSaindoCompressao := (dist20200 > DistanciaCompressao20x200) and (dist20200[1] <= DistanciaCompressao20x200); + + bLequeAlta := bAcimaTodas and (mme9 > mme20) and (mme20 > mma50) and (mma50 > mma200) + and (slope20 > 0) and (slope50 > 0) and (slope200 >= 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos) + and (dist50200 >= DistanciaMinimaLequePontos); + + bLequeBaixa := bAbaixoTodas and (mme9 < mme20) and (mme20 < mma50) and (mma50 < mma200) + and (slope20 < 0) and (slope50 < 0) and (slope200 <= 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos) + and (dist50200 >= DistanciaMinimaLequePontos); + + bCandleForcaAlta := (Close > Open) and ((corpoCandle / rangeCandle) >= MinPercCorpoPA) and (Close > High[1]); + bCandleForcaBaixa := (Close < Open) and ((corpoCandle / rangeCandle) >= MinPercCorpoPA) and (Close < Low[1]); + + bRejeicaoAlta := (Close > Open) + and ((pavioInf >= (corpoCandle * FatorPavioRejeicao)) or (Low <= Low[1])) + and (Close > mme20); + + bRejeicaoBaixa := (Close < Open) + and ((pavioSup >= (corpoCandle * FatorPavioRejeicao)) or (High >= High[1])) + and (Close < mme20); + + bPullbackCompra := (not bCompressao) + and (mma50 > mma200) + and (slope20 > 0) + and (Abs(Low - mme20) <= DistanciaToqueMME20) + and bRejeicaoAlta; + + bPullbackVenda := (not bCompressao) + and (mma50 < mma200) + and (slope20 < 0) + and (Abs(High - mme20) <= DistanciaToqueMME20) + and bRejeicaoBaixa; + + bRompAlta := (Close > mma200) and (Close[1] <= mma200) + and (dist20200 <= DistanciaToqueMME20) + and (Close >= topoLookback[1]) + and (mme9 > mme20) + and bCandleForcaAlta; + + bRompBaixa := (Close < mma200) and (Close[1] >= mma200) + and (dist20200 <= DistanciaToqueMME20) + and (Close <= fundoLookback[1]) + and (mme9 < mme20) + and bCandleForcaBaixa; + + bConfCompra := (not UsarConfirmacaoCandle) or bCandleForcaAlta; + bConfVenda := (not UsarConfirmacaoCandle) or bCandleForcaBaixa; + + if bLequeAlta or bPullbackCompra or bRompAlta then + iAlta := iAlta + 1 + else + iAlta := 0; + + if bLequeBaixa or bPullbackVenda or bRompBaixa then + iBaixa := iBaixa + 1 + else + iBaixa := 0; + + bCompra := false; + bVenda := false; + + if ModoEstrategia = 1 then + begin + bCompra := bLequeAlta and (not bCompressao) and (not bZonaNeutra) + and (distPreco20 <= DistanciaMaximaPrecoMME20) + and bConfCompra and (iAlta >= MinBarrasConfirmacao); + + bVenda := bLequeBaixa and (not bCompressao) and (not bZonaNeutra) + and (distPreco20 <= DistanciaMaximaPrecoMME20) + and bConfVenda and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 2 then + begin + bCompra := bPullbackCompra and bConfCompra and (iAlta >= MinBarrasConfirmacao); + bVenda := bPullbackVenda and bConfVenda and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 3 then + begin + bCompra := bRompAlta and (iAlta >= ConfirmacoesRompimento); + bVenda := bRompBaixa and (iBaixa >= ConfirmacoesRompimento); + end + else if ModoEstrategia = 4 then + begin + bCompra := (not bCompressao) and bSaindoCompressao and bLequeAlta and bConfCompra; + bVenda := (not bCompressao) and bSaindoCompressao and bLequeBaixa and bConfVenda; + end + else + begin + bCompra := (not bCompressao) and (not bZonaNeutra) + and ((bPullbackCompra and bConfCompra) or (bRompAlta and (iAlta >= ConfirmacoesRompimento))); + + bVenda := (not bCompressao) and (not bZonaNeutra) + and ((bPullbackVenda and bConfVenda) or (bRompBaixa and (iBaixa >= ConfirmacoesRompimento))); + end; + + if IsBought or IsSold then + iBarrasPosicao := iBarrasPosicao + 1 + else + iBarrasPosicao := 0; + + if (not IsBought) and (not IsSold) then + begin + if bCompra then + BuyAtMarket + else if bVenda then + SellShortAtMarket; + end; + + bSaidaOCOCompra := false; + bSaidaOCOVenda := false; + + if IsBought and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada - StopLossPontos; + fAlvoAtual := fPrecoEntrada + TakeProfitPontos; + bSaidaOCOCompra := UsarOCO and ((Low <= fStopAtual) or (High >= fAlvoAtual)); + end; + + if IsSold and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada + StopLossPontos; + fAlvoAtual := fPrecoEntrada - TakeProfitPontos; + bSaidaOCOVenda := UsarOCO and ((High >= fStopAtual) or (Low <= fAlvoAtual)); + end; + + if IsBought and ( + bCompressao + or bZonaNeutra + or (Close < mme20) + or bCandleForcaBaixa + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOCompra + ) then + ClosePosition; + + if IsSold and ( + bCompressao + or bZonaNeutra + or (Close > mme20) + or bCandleForcaAlta + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOVenda + ) then + ClosePosition; + + if (not bEstavaPosicionado) and IsBought then + fPrecoEntrada := Close; + + if (not bEstavaPosicionado) and IsSold then + fPrecoEntrada := Close; + + bEstavaPosicionado := IsBought or IsSold; +end; diff --git a/automacao_backtests/MEDIAS_20_50_200/Reprovados/robo_medias_v34_romp200.txt b/automacao_backtests/MEDIAS_20_50_200/Reprovados/robo_medias_v34_romp200.txt new file mode 100644 index 0000000..d7a8552 --- /dev/null +++ b/automacao_backtests/MEDIAS_20_50_200/Reprovados/robo_medias_v34_romp200.txt @@ -0,0 +1,228 @@ +{ + Estrategia: robo_medias_v34_romp200 + Autor: Wesley + Descricao: Rompimento da MMA200 com confirmacao por estrutura e candle de forca. +} + +input + ModoEstrategia(3); + DistanciaMinimaLequePontos(50); + DistanciaCompressao20x200(110); + DistanciaMaximaPrecoMME20(260); + DistanciaToqueMME20(30); + MinBarrasConfirmacao(2); + ConfirmacoesRompimento(1); + MinPercCorpoPA(0.45); + FatorPavioRejeicao(1.1); + UsarConfirmacaoCandle(true); + UsarOCO(true); + StopLossPontos(180); + TakeProfitPontos(270); + UsarSaidaPorTempo(true); + MaxBarrasPosicao(12); + +var + mme9, mme20, mma50, mma200 : float; + slope20, slope50, slope200 : float; + dist920, dist2050, dist50200, dist20200, distPreco20 : float; + topoLookback, fundoLookback : float; + rangeCandle, corpoCandle, pavioSup, pavioInf : float; + iAlta, iBaixa, iBarrasPosicao : integer; + bCompressao, bLequeAlta, bLequeBaixa : boolean; + bAcimaTodas, bAbaixoTodas, bEntre9e20, bEntre20e50, bEntre50e200, bZonaNeutra : boolean; + bCandleForcaAlta, bCandleForcaBaixa, bRejeicaoAlta, bRejeicaoBaixa : boolean; + bPullbackCompra, bPullbackVenda, bRompAlta, bRompBaixa, bSaindoCompressao : boolean; + bCompra, bVenda, bConfCompra, bConfVenda : boolean; + bEstavaPosicionado, bSaidaOCOCompra, bSaidaOCOVenda : boolean; + fPrecoEntrada, fStopAtual, fAlvoAtual : float; + +begin + mme9 := MediaExp(9, Close); + mme20 := MediaExp(20, Close); + mma50 := Media(50, Close); + mma200 := Media(200, Close); + + slope20 := mme20 - mme20[1]; + slope50 := mma50 - mma50[1]; + slope200 := mma200 - mma200[1]; + + dist920 := Abs(mme9 - mme20); + dist2050 := Abs(mme20 - mma50); + dist50200 := Abs(mma50 - mma200); + dist20200 := Abs(mme20 - mma200); + distPreco20 := Abs(Close - mme20); + + topoLookback := Highest(High, 12); + fundoLookback := Lowest(Low, 12); + + rangeCandle := Max(High - Low, 0.01); + corpoCandle := Abs(Close - Open); + pavioSup := High - Max(Open, Close); + pavioInf := Min(Open, Close) - Low; + + bAcimaTodas := (Close > mme9) and (Close > mme20) and (Close > mma50) and (Close > mma200); + bAbaixoTodas := (Close < mme9) and (Close < mme20) and (Close < mma50) and (Close < mma200); + + bEntre9e20 := ((Close <= mme9) and (Close >= mme20)) or ((Close >= mme9) and (Close <= mme20)); + bEntre20e50 := ((Close <= mme20) and (Close >= mma50)) or ((Close >= mme20) and (Close <= mma50)); + bEntre50e200 := ((Close <= mma50) and (Close >= mma200)) or ((Close >= mma50) and (Close <= mma200)); + bZonaNeutra := bEntre9e20 or bEntre20e50 or bEntre50e200; + + bCompressao := dist20200 <= DistanciaCompressao20x200; + bSaindoCompressao := (dist20200 > DistanciaCompressao20x200) and (dist20200[1] <= DistanciaCompressao20x200); + + bLequeAlta := bAcimaTodas and (mme9 > mme20) and (mme20 > mma50) and (mma50 > mma200) + and (slope20 > 0) and (slope50 > 0) and (slope200 >= 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos) + and (dist50200 >= DistanciaMinimaLequePontos); + + bLequeBaixa := bAbaixoTodas and (mme9 < mme20) and (mme20 < mma50) and (mma50 < mma200) + and (slope20 < 0) and (slope50 < 0) and (slope200 <= 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos) + and (dist50200 >= DistanciaMinimaLequePontos); + + bCandleForcaAlta := (Close > Open) and ((corpoCandle / rangeCandle) >= MinPercCorpoPA) and (Close > High[1]); + bCandleForcaBaixa := (Close < Open) and ((corpoCandle / rangeCandle) >= MinPercCorpoPA) and (Close < Low[1]); + + bRejeicaoAlta := (Close > Open) + and ((pavioInf >= (corpoCandle * FatorPavioRejeicao)) or (Low <= Low[1])) + and (Close > mme20); + + bRejeicaoBaixa := (Close < Open) + and ((pavioSup >= (corpoCandle * FatorPavioRejeicao)) or (High >= High[1])) + and (Close < mme20); + + bPullbackCompra := (not bCompressao) + and (mma50 > mma200) + and (slope20 > 0) + and (Abs(Low - mme20) <= DistanciaToqueMME20) + and bRejeicaoAlta; + + bPullbackVenda := (not bCompressao) + and (mma50 < mma200) + and (slope20 < 0) + and (Abs(High - mme20) <= DistanciaToqueMME20) + and bRejeicaoBaixa; + + bRompAlta := (Close > mma200) and (Close[1] <= mma200) + and (dist20200 <= DistanciaToqueMME20) + and (Close >= topoLookback[1]) + and (mme9 > mme20) + and bCandleForcaAlta; + + bRompBaixa := (Close < mma200) and (Close[1] >= mma200) + and (dist20200 <= DistanciaToqueMME20) + and (Close <= fundoLookback[1]) + and (mme9 < mme20) + and bCandleForcaBaixa; + + bConfCompra := (not UsarConfirmacaoCandle) or bCandleForcaAlta; + bConfVenda := (not UsarConfirmacaoCandle) or bCandleForcaBaixa; + + if bLequeAlta or bPullbackCompra or bRompAlta then + iAlta := iAlta + 1 + else + iAlta := 0; + + if bLequeBaixa or bPullbackVenda or bRompBaixa then + iBaixa := iBaixa + 1 + else + iBaixa := 0; + + bCompra := false; + bVenda := false; + + if ModoEstrategia = 1 then + begin + bCompra := bLequeAlta and (not bCompressao) and (not bZonaNeutra) + and (distPreco20 <= DistanciaMaximaPrecoMME20) + and bConfCompra and (iAlta >= MinBarrasConfirmacao); + + bVenda := bLequeBaixa and (not bCompressao) and (not bZonaNeutra) + and (distPreco20 <= DistanciaMaximaPrecoMME20) + and bConfVenda and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 2 then + begin + bCompra := bPullbackCompra and bConfCompra and (iAlta >= MinBarrasConfirmacao); + bVenda := bPullbackVenda and bConfVenda and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 3 then + begin + bCompra := bRompAlta and (iAlta >= ConfirmacoesRompimento); + bVenda := bRompBaixa and (iBaixa >= ConfirmacoesRompimento); + end + else if ModoEstrategia = 4 then + begin + bCompra := (not bCompressao) and bSaindoCompressao and bLequeAlta and bConfCompra; + bVenda := (not bCompressao) and bSaindoCompressao and bLequeBaixa and bConfVenda; + end + else + begin + bCompra := (not bCompressao) and (not bZonaNeutra) + and ((bPullbackCompra and bConfCompra) or (bRompAlta and (iAlta >= ConfirmacoesRompimento))); + + bVenda := (not bCompressao) and (not bZonaNeutra) + and ((bPullbackVenda and bConfVenda) or (bRompBaixa and (iBaixa >= ConfirmacoesRompimento))); + end; + + if IsBought or IsSold then + iBarrasPosicao := iBarrasPosicao + 1 + else + iBarrasPosicao := 0; + + if (not IsBought) and (not IsSold) then + begin + if bCompra then + BuyAtMarket + else if bVenda then + SellShortAtMarket; + end; + + bSaidaOCOCompra := false; + bSaidaOCOVenda := false; + + if IsBought and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada - StopLossPontos; + fAlvoAtual := fPrecoEntrada + TakeProfitPontos; + bSaidaOCOCompra := UsarOCO and ((Low <= fStopAtual) or (High >= fAlvoAtual)); + end; + + if IsSold and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada + StopLossPontos; + fAlvoAtual := fPrecoEntrada - TakeProfitPontos; + bSaidaOCOVenda := UsarOCO and ((High >= fStopAtual) or (Low <= fAlvoAtual)); + end; + + if IsBought and ( + bCompressao + or bZonaNeutra + or (Close < mme20) + or bCandleForcaBaixa + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOCompra + ) then + ClosePosition; + + if IsSold and ( + bCompressao + or bZonaNeutra + or (Close > mme20) + or bCandleForcaAlta + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOVenda + ) then + ClosePosition; + + if (not bEstavaPosicionado) and IsBought then + fPrecoEntrada := Close; + + if (not bEstavaPosicionado) and IsSold then + fPrecoEntrada := Close; + + bEstavaPosicionado := IsBought or IsSold; +end; diff --git a/automacao_backtests/MEDIAS_20_50_200/Reprovados/robo_medias_v35_compressao.txt b/automacao_backtests/MEDIAS_20_50_200/Reprovados/robo_medias_v35_compressao.txt new file mode 100644 index 0000000..412ac8e --- /dev/null +++ b/automacao_backtests/MEDIAS_20_50_200/Reprovados/robo_medias_v35_compressao.txt @@ -0,0 +1,228 @@ +{ + Estrategia: robo_medias_v35_compressao + Autor: Wesley + Descricao: Filtro de compressao 20x200 com entrada na saida da compressao direcional. +} + +input + ModoEstrategia(4); + DistanciaMinimaLequePontos(30); + DistanciaCompressao20x200(70); + DistanciaMaximaPrecoMME20(280); + DistanciaToqueMME20(40); + MinBarrasConfirmacao(3); + ConfirmacoesRompimento(2); + MinPercCorpoPA(0.5); + FatorPavioRejeicao(1.25); + UsarConfirmacaoCandle(true); + UsarOCO(true); + StopLossPontos(195); + TakeProfitPontos(312); + UsarSaidaPorTempo(true); + MaxBarrasPosicao(13); + +var + mme9, mme20, mma50, mma200 : float; + slope20, slope50, slope200 : float; + dist920, dist2050, dist50200, dist20200, distPreco20 : float; + topoLookback, fundoLookback : float; + rangeCandle, corpoCandle, pavioSup, pavioInf : float; + iAlta, iBaixa, iBarrasPosicao : integer; + bCompressao, bLequeAlta, bLequeBaixa : boolean; + bAcimaTodas, bAbaixoTodas, bEntre9e20, bEntre20e50, bEntre50e200, bZonaNeutra : boolean; + bCandleForcaAlta, bCandleForcaBaixa, bRejeicaoAlta, bRejeicaoBaixa : boolean; + bPullbackCompra, bPullbackVenda, bRompAlta, bRompBaixa, bSaindoCompressao : boolean; + bCompra, bVenda, bConfCompra, bConfVenda : boolean; + bEstavaPosicionado, bSaidaOCOCompra, bSaidaOCOVenda : boolean; + fPrecoEntrada, fStopAtual, fAlvoAtual : float; + +begin + mme9 := MediaExp(9, Close); + mme20 := MediaExp(20, Close); + mma50 := Media(50, Close); + mma200 := Media(200, Close); + + slope20 := mme20 - mme20[1]; + slope50 := mma50 - mma50[1]; + slope200 := mma200 - mma200[1]; + + dist920 := Abs(mme9 - mme20); + dist2050 := Abs(mme20 - mma50); + dist50200 := Abs(mma50 - mma200); + dist20200 := Abs(mme20 - mma200); + distPreco20 := Abs(Close - mme20); + + topoLookback := Highest(High, 12); + fundoLookback := Lowest(Low, 12); + + rangeCandle := Max(High - Low, 0.01); + corpoCandle := Abs(Close - Open); + pavioSup := High - Max(Open, Close); + pavioInf := Min(Open, Close) - Low; + + bAcimaTodas := (Close > mme9) and (Close > mme20) and (Close > mma50) and (Close > mma200); + bAbaixoTodas := (Close < mme9) and (Close < mme20) and (Close < mma50) and (Close < mma200); + + bEntre9e20 := ((Close <= mme9) and (Close >= mme20)) or ((Close >= mme9) and (Close <= mme20)); + bEntre20e50 := ((Close <= mme20) and (Close >= mma50)) or ((Close >= mme20) and (Close <= mma50)); + bEntre50e200 := ((Close <= mma50) and (Close >= mma200)) or ((Close >= mma50) and (Close <= mma200)); + bZonaNeutra := bEntre9e20 or bEntre20e50 or bEntre50e200; + + bCompressao := dist20200 <= DistanciaCompressao20x200; + bSaindoCompressao := (dist20200 > DistanciaCompressao20x200) and (dist20200[1] <= DistanciaCompressao20x200); + + bLequeAlta := bAcimaTodas and (mme9 > mme20) and (mme20 > mma50) and (mma50 > mma200) + and (slope20 > 0) and (slope50 > 0) and (slope200 >= 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos) + and (dist50200 >= DistanciaMinimaLequePontos); + + bLequeBaixa := bAbaixoTodas and (mme9 < mme20) and (mme20 < mma50) and (mma50 < mma200) + and (slope20 < 0) and (slope50 < 0) and (slope200 <= 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos) + and (dist50200 >= DistanciaMinimaLequePontos); + + bCandleForcaAlta := (Close > Open) and ((corpoCandle / rangeCandle) >= MinPercCorpoPA) and (Close > High[1]); + bCandleForcaBaixa := (Close < Open) and ((corpoCandle / rangeCandle) >= MinPercCorpoPA) and (Close < Low[1]); + + bRejeicaoAlta := (Close > Open) + and ((pavioInf >= (corpoCandle * FatorPavioRejeicao)) or (Low <= Low[1])) + and (Close > mme20); + + bRejeicaoBaixa := (Close < Open) + and ((pavioSup >= (corpoCandle * FatorPavioRejeicao)) or (High >= High[1])) + and (Close < mme20); + + bPullbackCompra := (not bCompressao) + and (mma50 > mma200) + and (slope20 > 0) + and (Abs(Low - mme20) <= DistanciaToqueMME20) + and bRejeicaoAlta; + + bPullbackVenda := (not bCompressao) + and (mma50 < mma200) + and (slope20 < 0) + and (Abs(High - mme20) <= DistanciaToqueMME20) + and bRejeicaoBaixa; + + bRompAlta := (Close > mma200) and (Close[1] <= mma200) + and (dist20200 <= DistanciaToqueMME20) + and (Close >= topoLookback[1]) + and (mme9 > mme20) + and bCandleForcaAlta; + + bRompBaixa := (Close < mma200) and (Close[1] >= mma200) + and (dist20200 <= DistanciaToqueMME20) + and (Close <= fundoLookback[1]) + and (mme9 < mme20) + and bCandleForcaBaixa; + + bConfCompra := (not UsarConfirmacaoCandle) or bCandleForcaAlta; + bConfVenda := (not UsarConfirmacaoCandle) or bCandleForcaBaixa; + + if bLequeAlta or bPullbackCompra or bRompAlta then + iAlta := iAlta + 1 + else + iAlta := 0; + + if bLequeBaixa or bPullbackVenda or bRompBaixa then + iBaixa := iBaixa + 1 + else + iBaixa := 0; + + bCompra := false; + bVenda := false; + + if ModoEstrategia = 1 then + begin + bCompra := bLequeAlta and (not bCompressao) and (not bZonaNeutra) + and (distPreco20 <= DistanciaMaximaPrecoMME20) + and bConfCompra and (iAlta >= MinBarrasConfirmacao); + + bVenda := bLequeBaixa and (not bCompressao) and (not bZonaNeutra) + and (distPreco20 <= DistanciaMaximaPrecoMME20) + and bConfVenda and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 2 then + begin + bCompra := bPullbackCompra and bConfCompra and (iAlta >= MinBarrasConfirmacao); + bVenda := bPullbackVenda and bConfVenda and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 3 then + begin + bCompra := bRompAlta and (iAlta >= ConfirmacoesRompimento); + bVenda := bRompBaixa and (iBaixa >= ConfirmacoesRompimento); + end + else if ModoEstrategia = 4 then + begin + bCompra := (not bCompressao) and bSaindoCompressao and bLequeAlta and bConfCompra; + bVenda := (not bCompressao) and bSaindoCompressao and bLequeBaixa and bConfVenda; + end + else + begin + bCompra := (not bCompressao) and (not bZonaNeutra) + and ((bPullbackCompra and bConfCompra) or (bRompAlta and (iAlta >= ConfirmacoesRompimento))); + + bVenda := (not bCompressao) and (not bZonaNeutra) + and ((bPullbackVenda and bConfVenda) or (bRompBaixa and (iBaixa >= ConfirmacoesRompimento))); + end; + + if IsBought or IsSold then + iBarrasPosicao := iBarrasPosicao + 1 + else + iBarrasPosicao := 0; + + if (not IsBought) and (not IsSold) then + begin + if bCompra then + BuyAtMarket + else if bVenda then + SellShortAtMarket; + end; + + bSaidaOCOCompra := false; + bSaidaOCOVenda := false; + + if IsBought and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada - StopLossPontos; + fAlvoAtual := fPrecoEntrada + TakeProfitPontos; + bSaidaOCOCompra := UsarOCO and ((Low <= fStopAtual) or (High >= fAlvoAtual)); + end; + + if IsSold and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada + StopLossPontos; + fAlvoAtual := fPrecoEntrada - TakeProfitPontos; + bSaidaOCOVenda := UsarOCO and ((High >= fStopAtual) or (Low <= fAlvoAtual)); + end; + + if IsBought and ( + bCompressao + or bZonaNeutra + or (Close < mme20) + or bCandleForcaBaixa + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOCompra + ) then + ClosePosition; + + if IsSold and ( + bCompressao + or bZonaNeutra + or (Close > mme20) + or bCandleForcaAlta + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOVenda + ) then + ClosePosition; + + if (not bEstavaPosicionado) and IsBought then + fPrecoEntrada := Close; + + if (not bEstavaPosicionado) and IsSold then + fPrecoEntrada := Close; + + bEstavaPosicionado := IsBought or IsSold; +end; diff --git a/automacao_backtests/MEDIAS_20_50_200/Reprovados/robo_medias_v36_compressao.txt b/automacao_backtests/MEDIAS_20_50_200/Reprovados/robo_medias_v36_compressao.txt new file mode 100644 index 0000000..d34618d --- /dev/null +++ b/automacao_backtests/MEDIAS_20_50_200/Reprovados/robo_medias_v36_compressao.txt @@ -0,0 +1,228 @@ +{ + Estrategia: robo_medias_v36_compressao + Autor: Wesley + Descricao: Filtro de compressao 20x200 com entrada na saida da compressao direcional. +} + +input + ModoEstrategia(4); + DistanciaMinimaLequePontos(35); + DistanciaCompressao20x200(80); + DistanciaMaximaPrecoMME20(180); + DistanciaToqueMME20(50); + MinBarrasConfirmacao(1); + ConfirmacoesRompimento(1); + MinPercCorpoPA(0.55); + FatorPavioRejeicao(1.4); + UsarConfirmacaoCandle(true); + UsarOCO(true); + StopLossPontos(210); + TakeProfitPontos(357); + UsarSaidaPorTempo(true); + MaxBarrasPosicao(8); + +var + mme9, mme20, mma50, mma200 : float; + slope20, slope50, slope200 : float; + dist920, dist2050, dist50200, dist20200, distPreco20 : float; + topoLookback, fundoLookback : float; + rangeCandle, corpoCandle, pavioSup, pavioInf : float; + iAlta, iBaixa, iBarrasPosicao : integer; + bCompressao, bLequeAlta, bLequeBaixa : boolean; + bAcimaTodas, bAbaixoTodas, bEntre9e20, bEntre20e50, bEntre50e200, bZonaNeutra : boolean; + bCandleForcaAlta, bCandleForcaBaixa, bRejeicaoAlta, bRejeicaoBaixa : boolean; + bPullbackCompra, bPullbackVenda, bRompAlta, bRompBaixa, bSaindoCompressao : boolean; + bCompra, bVenda, bConfCompra, bConfVenda : boolean; + bEstavaPosicionado, bSaidaOCOCompra, bSaidaOCOVenda : boolean; + fPrecoEntrada, fStopAtual, fAlvoAtual : float; + +begin + mme9 := MediaExp(9, Close); + mme20 := MediaExp(20, Close); + mma50 := Media(50, Close); + mma200 := Media(200, Close); + + slope20 := mme20 - mme20[1]; + slope50 := mma50 - mma50[1]; + slope200 := mma200 - mma200[1]; + + dist920 := Abs(mme9 - mme20); + dist2050 := Abs(mme20 - mma50); + dist50200 := Abs(mma50 - mma200); + dist20200 := Abs(mme20 - mma200); + distPreco20 := Abs(Close - mme20); + + topoLookback := Highest(High, 12); + fundoLookback := Lowest(Low, 12); + + rangeCandle := Max(High - Low, 0.01); + corpoCandle := Abs(Close - Open); + pavioSup := High - Max(Open, Close); + pavioInf := Min(Open, Close) - Low; + + bAcimaTodas := (Close > mme9) and (Close > mme20) and (Close > mma50) and (Close > mma200); + bAbaixoTodas := (Close < mme9) and (Close < mme20) and (Close < mma50) and (Close < mma200); + + bEntre9e20 := ((Close <= mme9) and (Close >= mme20)) or ((Close >= mme9) and (Close <= mme20)); + bEntre20e50 := ((Close <= mme20) and (Close >= mma50)) or ((Close >= mme20) and (Close <= mma50)); + bEntre50e200 := ((Close <= mma50) and (Close >= mma200)) or ((Close >= mma50) and (Close <= mma200)); + bZonaNeutra := bEntre9e20 or bEntre20e50 or bEntre50e200; + + bCompressao := dist20200 <= DistanciaCompressao20x200; + bSaindoCompressao := (dist20200 > DistanciaCompressao20x200) and (dist20200[1] <= DistanciaCompressao20x200); + + bLequeAlta := bAcimaTodas and (mme9 > mme20) and (mme20 > mma50) and (mma50 > mma200) + and (slope20 > 0) and (slope50 > 0) and (slope200 >= 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos) + and (dist50200 >= DistanciaMinimaLequePontos); + + bLequeBaixa := bAbaixoTodas and (mme9 < mme20) and (mme20 < mma50) and (mma50 < mma200) + and (slope20 < 0) and (slope50 < 0) and (slope200 <= 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos) + and (dist50200 >= DistanciaMinimaLequePontos); + + bCandleForcaAlta := (Close > Open) and ((corpoCandle / rangeCandle) >= MinPercCorpoPA) and (Close > High[1]); + bCandleForcaBaixa := (Close < Open) and ((corpoCandle / rangeCandle) >= MinPercCorpoPA) and (Close < Low[1]); + + bRejeicaoAlta := (Close > Open) + and ((pavioInf >= (corpoCandle * FatorPavioRejeicao)) or (Low <= Low[1])) + and (Close > mme20); + + bRejeicaoBaixa := (Close < Open) + and ((pavioSup >= (corpoCandle * FatorPavioRejeicao)) or (High >= High[1])) + and (Close < mme20); + + bPullbackCompra := (not bCompressao) + and (mma50 > mma200) + and (slope20 > 0) + and (Abs(Low - mme20) <= DistanciaToqueMME20) + and bRejeicaoAlta; + + bPullbackVenda := (not bCompressao) + and (mma50 < mma200) + and (slope20 < 0) + and (Abs(High - mme20) <= DistanciaToqueMME20) + and bRejeicaoBaixa; + + bRompAlta := (Close > mma200) and (Close[1] <= mma200) + and (dist20200 <= DistanciaToqueMME20) + and (Close >= topoLookback[1]) + and (mme9 > mme20) + and bCandleForcaAlta; + + bRompBaixa := (Close < mma200) and (Close[1] >= mma200) + and (dist20200 <= DistanciaToqueMME20) + and (Close <= fundoLookback[1]) + and (mme9 < mme20) + and bCandleForcaBaixa; + + bConfCompra := (not UsarConfirmacaoCandle) or bCandleForcaAlta; + bConfVenda := (not UsarConfirmacaoCandle) or bCandleForcaBaixa; + + if bLequeAlta or bPullbackCompra or bRompAlta then + iAlta := iAlta + 1 + else + iAlta := 0; + + if bLequeBaixa or bPullbackVenda or bRompBaixa then + iBaixa := iBaixa + 1 + else + iBaixa := 0; + + bCompra := false; + bVenda := false; + + if ModoEstrategia = 1 then + begin + bCompra := bLequeAlta and (not bCompressao) and (not bZonaNeutra) + and (distPreco20 <= DistanciaMaximaPrecoMME20) + and bConfCompra and (iAlta >= MinBarrasConfirmacao); + + bVenda := bLequeBaixa and (not bCompressao) and (not bZonaNeutra) + and (distPreco20 <= DistanciaMaximaPrecoMME20) + and bConfVenda and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 2 then + begin + bCompra := bPullbackCompra and bConfCompra and (iAlta >= MinBarrasConfirmacao); + bVenda := bPullbackVenda and bConfVenda and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 3 then + begin + bCompra := bRompAlta and (iAlta >= ConfirmacoesRompimento); + bVenda := bRompBaixa and (iBaixa >= ConfirmacoesRompimento); + end + else if ModoEstrategia = 4 then + begin + bCompra := (not bCompressao) and bSaindoCompressao and bLequeAlta and bConfCompra; + bVenda := (not bCompressao) and bSaindoCompressao and bLequeBaixa and bConfVenda; + end + else + begin + bCompra := (not bCompressao) and (not bZonaNeutra) + and ((bPullbackCompra and bConfCompra) or (bRompAlta and (iAlta >= ConfirmacoesRompimento))); + + bVenda := (not bCompressao) and (not bZonaNeutra) + and ((bPullbackVenda and bConfVenda) or (bRompBaixa and (iBaixa >= ConfirmacoesRompimento))); + end; + + if IsBought or IsSold then + iBarrasPosicao := iBarrasPosicao + 1 + else + iBarrasPosicao := 0; + + if (not IsBought) and (not IsSold) then + begin + if bCompra then + BuyAtMarket + else if bVenda then + SellShortAtMarket; + end; + + bSaidaOCOCompra := false; + bSaidaOCOVenda := false; + + if IsBought and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada - StopLossPontos; + fAlvoAtual := fPrecoEntrada + TakeProfitPontos; + bSaidaOCOCompra := UsarOCO and ((Low <= fStopAtual) or (High >= fAlvoAtual)); + end; + + if IsSold and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada + StopLossPontos; + fAlvoAtual := fPrecoEntrada - TakeProfitPontos; + bSaidaOCOVenda := UsarOCO and ((High >= fStopAtual) or (Low <= fAlvoAtual)); + end; + + if IsBought and ( + bCompressao + or bZonaNeutra + or (Close < mme20) + or bCandleForcaBaixa + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOCompra + ) then + ClosePosition; + + if IsSold and ( + bCompressao + or bZonaNeutra + or (Close > mme20) + or bCandleForcaAlta + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOVenda + ) then + ClosePosition; + + if (not bEstavaPosicionado) and IsBought then + fPrecoEntrada := Close; + + if (not bEstavaPosicionado) and IsSold then + fPrecoEntrada := Close; + + bEstavaPosicionado := IsBought or IsSold; +end; diff --git a/automacao_backtests/MEDIAS_20_50_200/Reprovados/robo_medias_v37_compressao.txt b/automacao_backtests/MEDIAS_20_50_200/Reprovados/robo_medias_v37_compressao.txt new file mode 100644 index 0000000..255bab4 --- /dev/null +++ b/automacao_backtests/MEDIAS_20_50_200/Reprovados/robo_medias_v37_compressao.txt @@ -0,0 +1,228 @@ +{ + Estrategia: robo_medias_v37_compressao + Autor: Wesley + Descricao: Filtro de compressao 20x200 com entrada na saida da compressao direcional. +} + +input + ModoEstrategia(4); + DistanciaMinimaLequePontos(40); + DistanciaCompressao20x200(90); + DistanciaMaximaPrecoMME20(200); + DistanciaToqueMME20(60); + MinBarrasConfirmacao(2); + ConfirmacoesRompimento(2); + MinPercCorpoPA(0.6); + FatorPavioRejeicao(1.55); + UsarConfirmacaoCandle(true); + UsarOCO(true); + StopLossPontos(225); + TakeProfitPontos(405); + UsarSaidaPorTempo(true); + MaxBarrasPosicao(9); + +var + mme9, mme20, mma50, mma200 : float; + slope20, slope50, slope200 : float; + dist920, dist2050, dist50200, dist20200, distPreco20 : float; + topoLookback, fundoLookback : float; + rangeCandle, corpoCandle, pavioSup, pavioInf : float; + iAlta, iBaixa, iBarrasPosicao : integer; + bCompressao, bLequeAlta, bLequeBaixa : boolean; + bAcimaTodas, bAbaixoTodas, bEntre9e20, bEntre20e50, bEntre50e200, bZonaNeutra : boolean; + bCandleForcaAlta, bCandleForcaBaixa, bRejeicaoAlta, bRejeicaoBaixa : boolean; + bPullbackCompra, bPullbackVenda, bRompAlta, bRompBaixa, bSaindoCompressao : boolean; + bCompra, bVenda, bConfCompra, bConfVenda : boolean; + bEstavaPosicionado, bSaidaOCOCompra, bSaidaOCOVenda : boolean; + fPrecoEntrada, fStopAtual, fAlvoAtual : float; + +begin + mme9 := MediaExp(9, Close); + mme20 := MediaExp(20, Close); + mma50 := Media(50, Close); + mma200 := Media(200, Close); + + slope20 := mme20 - mme20[1]; + slope50 := mma50 - mma50[1]; + slope200 := mma200 - mma200[1]; + + dist920 := Abs(mme9 - mme20); + dist2050 := Abs(mme20 - mma50); + dist50200 := Abs(mma50 - mma200); + dist20200 := Abs(mme20 - mma200); + distPreco20 := Abs(Close - mme20); + + topoLookback := Highest(High, 12); + fundoLookback := Lowest(Low, 12); + + rangeCandle := Max(High - Low, 0.01); + corpoCandle := Abs(Close - Open); + pavioSup := High - Max(Open, Close); + pavioInf := Min(Open, Close) - Low; + + bAcimaTodas := (Close > mme9) and (Close > mme20) and (Close > mma50) and (Close > mma200); + bAbaixoTodas := (Close < mme9) and (Close < mme20) and (Close < mma50) and (Close < mma200); + + bEntre9e20 := ((Close <= mme9) and (Close >= mme20)) or ((Close >= mme9) and (Close <= mme20)); + bEntre20e50 := ((Close <= mme20) and (Close >= mma50)) or ((Close >= mme20) and (Close <= mma50)); + bEntre50e200 := ((Close <= mma50) and (Close >= mma200)) or ((Close >= mma50) and (Close <= mma200)); + bZonaNeutra := bEntre9e20 or bEntre20e50 or bEntre50e200; + + bCompressao := dist20200 <= DistanciaCompressao20x200; + bSaindoCompressao := (dist20200 > DistanciaCompressao20x200) and (dist20200[1] <= DistanciaCompressao20x200); + + bLequeAlta := bAcimaTodas and (mme9 > mme20) and (mme20 > mma50) and (mma50 > mma200) + and (slope20 > 0) and (slope50 > 0) and (slope200 >= 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos) + and (dist50200 >= DistanciaMinimaLequePontos); + + bLequeBaixa := bAbaixoTodas and (mme9 < mme20) and (mme20 < mma50) and (mma50 < mma200) + and (slope20 < 0) and (slope50 < 0) and (slope200 <= 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos) + and (dist50200 >= DistanciaMinimaLequePontos); + + bCandleForcaAlta := (Close > Open) and ((corpoCandle / rangeCandle) >= MinPercCorpoPA) and (Close > High[1]); + bCandleForcaBaixa := (Close < Open) and ((corpoCandle / rangeCandle) >= MinPercCorpoPA) and (Close < Low[1]); + + bRejeicaoAlta := (Close > Open) + and ((pavioInf >= (corpoCandle * FatorPavioRejeicao)) or (Low <= Low[1])) + and (Close > mme20); + + bRejeicaoBaixa := (Close < Open) + and ((pavioSup >= (corpoCandle * FatorPavioRejeicao)) or (High >= High[1])) + and (Close < mme20); + + bPullbackCompra := (not bCompressao) + and (mma50 > mma200) + and (slope20 > 0) + and (Abs(Low - mme20) <= DistanciaToqueMME20) + and bRejeicaoAlta; + + bPullbackVenda := (not bCompressao) + and (mma50 < mma200) + and (slope20 < 0) + and (Abs(High - mme20) <= DistanciaToqueMME20) + and bRejeicaoBaixa; + + bRompAlta := (Close > mma200) and (Close[1] <= mma200) + and (dist20200 <= DistanciaToqueMME20) + and (Close >= topoLookback[1]) + and (mme9 > mme20) + and bCandleForcaAlta; + + bRompBaixa := (Close < mma200) and (Close[1] >= mma200) + and (dist20200 <= DistanciaToqueMME20) + and (Close <= fundoLookback[1]) + and (mme9 < mme20) + and bCandleForcaBaixa; + + bConfCompra := (not UsarConfirmacaoCandle) or bCandleForcaAlta; + bConfVenda := (not UsarConfirmacaoCandle) or bCandleForcaBaixa; + + if bLequeAlta or bPullbackCompra or bRompAlta then + iAlta := iAlta + 1 + else + iAlta := 0; + + if bLequeBaixa or bPullbackVenda or bRompBaixa then + iBaixa := iBaixa + 1 + else + iBaixa := 0; + + bCompra := false; + bVenda := false; + + if ModoEstrategia = 1 then + begin + bCompra := bLequeAlta and (not bCompressao) and (not bZonaNeutra) + and (distPreco20 <= DistanciaMaximaPrecoMME20) + and bConfCompra and (iAlta >= MinBarrasConfirmacao); + + bVenda := bLequeBaixa and (not bCompressao) and (not bZonaNeutra) + and (distPreco20 <= DistanciaMaximaPrecoMME20) + and bConfVenda and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 2 then + begin + bCompra := bPullbackCompra and bConfCompra and (iAlta >= MinBarrasConfirmacao); + bVenda := bPullbackVenda and bConfVenda and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 3 then + begin + bCompra := bRompAlta and (iAlta >= ConfirmacoesRompimento); + bVenda := bRompBaixa and (iBaixa >= ConfirmacoesRompimento); + end + else if ModoEstrategia = 4 then + begin + bCompra := (not bCompressao) and bSaindoCompressao and bLequeAlta and bConfCompra; + bVenda := (not bCompressao) and bSaindoCompressao and bLequeBaixa and bConfVenda; + end + else + begin + bCompra := (not bCompressao) and (not bZonaNeutra) + and ((bPullbackCompra and bConfCompra) or (bRompAlta and (iAlta >= ConfirmacoesRompimento))); + + bVenda := (not bCompressao) and (not bZonaNeutra) + and ((bPullbackVenda and bConfVenda) or (bRompBaixa and (iBaixa >= ConfirmacoesRompimento))); + end; + + if IsBought or IsSold then + iBarrasPosicao := iBarrasPosicao + 1 + else + iBarrasPosicao := 0; + + if (not IsBought) and (not IsSold) then + begin + if bCompra then + BuyAtMarket + else if bVenda then + SellShortAtMarket; + end; + + bSaidaOCOCompra := false; + bSaidaOCOVenda := false; + + if IsBought and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada - StopLossPontos; + fAlvoAtual := fPrecoEntrada + TakeProfitPontos; + bSaidaOCOCompra := UsarOCO and ((Low <= fStopAtual) or (High >= fAlvoAtual)); + end; + + if IsSold and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada + StopLossPontos; + fAlvoAtual := fPrecoEntrada - TakeProfitPontos; + bSaidaOCOVenda := UsarOCO and ((High >= fStopAtual) or (Low <= fAlvoAtual)); + end; + + if IsBought and ( + bCompressao + or bZonaNeutra + or (Close < mme20) + or bCandleForcaBaixa + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOCompra + ) then + ClosePosition; + + if IsSold and ( + bCompressao + or bZonaNeutra + or (Close > mme20) + or bCandleForcaAlta + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOVenda + ) then + ClosePosition; + + if (not bEstavaPosicionado) and IsBought then + fPrecoEntrada := Close; + + if (not bEstavaPosicionado) and IsSold then + fPrecoEntrada := Close; + + bEstavaPosicionado := IsBought or IsSold; +end; diff --git a/automacao_backtests/MEDIAS_20_50_200/Reprovados/robo_medias_v38_compressao.txt b/automacao_backtests/MEDIAS_20_50_200/Reprovados/robo_medias_v38_compressao.txt new file mode 100644 index 0000000..eb2f9c1 --- /dev/null +++ b/automacao_backtests/MEDIAS_20_50_200/Reprovados/robo_medias_v38_compressao.txt @@ -0,0 +1,228 @@ +{ + Estrategia: robo_medias_v38_compressao + Autor: Wesley + Descricao: Filtro de compressao 20x200 com entrada na saida da compressao direcional. +} + +input + ModoEstrategia(4); + DistanciaMinimaLequePontos(45); + DistanciaCompressao20x200(100); + DistanciaMaximaPrecoMME20(220); + DistanciaToqueMME20(30); + MinBarrasConfirmacao(3); + ConfirmacoesRompimento(1); + MinPercCorpoPA(0.45); + FatorPavioRejeicao(1.1); + UsarConfirmacaoCandle(true); + UsarOCO(true); + StopLossPontos(240); + TakeProfitPontos(360); + UsarSaidaPorTempo(true); + MaxBarrasPosicao(10); + +var + mme9, mme20, mma50, mma200 : float; + slope20, slope50, slope200 : float; + dist920, dist2050, dist50200, dist20200, distPreco20 : float; + topoLookback, fundoLookback : float; + rangeCandle, corpoCandle, pavioSup, pavioInf : float; + iAlta, iBaixa, iBarrasPosicao : integer; + bCompressao, bLequeAlta, bLequeBaixa : boolean; + bAcimaTodas, bAbaixoTodas, bEntre9e20, bEntre20e50, bEntre50e200, bZonaNeutra : boolean; + bCandleForcaAlta, bCandleForcaBaixa, bRejeicaoAlta, bRejeicaoBaixa : boolean; + bPullbackCompra, bPullbackVenda, bRompAlta, bRompBaixa, bSaindoCompressao : boolean; + bCompra, bVenda, bConfCompra, bConfVenda : boolean; + bEstavaPosicionado, bSaidaOCOCompra, bSaidaOCOVenda : boolean; + fPrecoEntrada, fStopAtual, fAlvoAtual : float; + +begin + mme9 := MediaExp(9, Close); + mme20 := MediaExp(20, Close); + mma50 := Media(50, Close); + mma200 := Media(200, Close); + + slope20 := mme20 - mme20[1]; + slope50 := mma50 - mma50[1]; + slope200 := mma200 - mma200[1]; + + dist920 := Abs(mme9 - mme20); + dist2050 := Abs(mme20 - mma50); + dist50200 := Abs(mma50 - mma200); + dist20200 := Abs(mme20 - mma200); + distPreco20 := Abs(Close - mme20); + + topoLookback := Highest(High, 12); + fundoLookback := Lowest(Low, 12); + + rangeCandle := Max(High - Low, 0.01); + corpoCandle := Abs(Close - Open); + pavioSup := High - Max(Open, Close); + pavioInf := Min(Open, Close) - Low; + + bAcimaTodas := (Close > mme9) and (Close > mme20) and (Close > mma50) and (Close > mma200); + bAbaixoTodas := (Close < mme9) and (Close < mme20) and (Close < mma50) and (Close < mma200); + + bEntre9e20 := ((Close <= mme9) and (Close >= mme20)) or ((Close >= mme9) and (Close <= mme20)); + bEntre20e50 := ((Close <= mme20) and (Close >= mma50)) or ((Close >= mme20) and (Close <= mma50)); + bEntre50e200 := ((Close <= mma50) and (Close >= mma200)) or ((Close >= mma50) and (Close <= mma200)); + bZonaNeutra := bEntre9e20 or bEntre20e50 or bEntre50e200; + + bCompressao := dist20200 <= DistanciaCompressao20x200; + bSaindoCompressao := (dist20200 > DistanciaCompressao20x200) and (dist20200[1] <= DistanciaCompressao20x200); + + bLequeAlta := bAcimaTodas and (mme9 > mme20) and (mme20 > mma50) and (mma50 > mma200) + and (slope20 > 0) and (slope50 > 0) and (slope200 >= 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos) + and (dist50200 >= DistanciaMinimaLequePontos); + + bLequeBaixa := bAbaixoTodas and (mme9 < mme20) and (mme20 < mma50) and (mma50 < mma200) + and (slope20 < 0) and (slope50 < 0) and (slope200 <= 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos) + and (dist50200 >= DistanciaMinimaLequePontos); + + bCandleForcaAlta := (Close > Open) and ((corpoCandle / rangeCandle) >= MinPercCorpoPA) and (Close > High[1]); + bCandleForcaBaixa := (Close < Open) and ((corpoCandle / rangeCandle) >= MinPercCorpoPA) and (Close < Low[1]); + + bRejeicaoAlta := (Close > Open) + and ((pavioInf >= (corpoCandle * FatorPavioRejeicao)) or (Low <= Low[1])) + and (Close > mme20); + + bRejeicaoBaixa := (Close < Open) + and ((pavioSup >= (corpoCandle * FatorPavioRejeicao)) or (High >= High[1])) + and (Close < mme20); + + bPullbackCompra := (not bCompressao) + and (mma50 > mma200) + and (slope20 > 0) + and (Abs(Low - mme20) <= DistanciaToqueMME20) + and bRejeicaoAlta; + + bPullbackVenda := (not bCompressao) + and (mma50 < mma200) + and (slope20 < 0) + and (Abs(High - mme20) <= DistanciaToqueMME20) + and bRejeicaoBaixa; + + bRompAlta := (Close > mma200) and (Close[1] <= mma200) + and (dist20200 <= DistanciaToqueMME20) + and (Close >= topoLookback[1]) + and (mme9 > mme20) + and bCandleForcaAlta; + + bRompBaixa := (Close < mma200) and (Close[1] >= mma200) + and (dist20200 <= DistanciaToqueMME20) + and (Close <= fundoLookback[1]) + and (mme9 < mme20) + and bCandleForcaBaixa; + + bConfCompra := (not UsarConfirmacaoCandle) or bCandleForcaAlta; + bConfVenda := (not UsarConfirmacaoCandle) or bCandleForcaBaixa; + + if bLequeAlta or bPullbackCompra or bRompAlta then + iAlta := iAlta + 1 + else + iAlta := 0; + + if bLequeBaixa or bPullbackVenda or bRompBaixa then + iBaixa := iBaixa + 1 + else + iBaixa := 0; + + bCompra := false; + bVenda := false; + + if ModoEstrategia = 1 then + begin + bCompra := bLequeAlta and (not bCompressao) and (not bZonaNeutra) + and (distPreco20 <= DistanciaMaximaPrecoMME20) + and bConfCompra and (iAlta >= MinBarrasConfirmacao); + + bVenda := bLequeBaixa and (not bCompressao) and (not bZonaNeutra) + and (distPreco20 <= DistanciaMaximaPrecoMME20) + and bConfVenda and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 2 then + begin + bCompra := bPullbackCompra and bConfCompra and (iAlta >= MinBarrasConfirmacao); + bVenda := bPullbackVenda and bConfVenda and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 3 then + begin + bCompra := bRompAlta and (iAlta >= ConfirmacoesRompimento); + bVenda := bRompBaixa and (iBaixa >= ConfirmacoesRompimento); + end + else if ModoEstrategia = 4 then + begin + bCompra := (not bCompressao) and bSaindoCompressao and bLequeAlta and bConfCompra; + bVenda := (not bCompressao) and bSaindoCompressao and bLequeBaixa and bConfVenda; + end + else + begin + bCompra := (not bCompressao) and (not bZonaNeutra) + and ((bPullbackCompra and bConfCompra) or (bRompAlta and (iAlta >= ConfirmacoesRompimento))); + + bVenda := (not bCompressao) and (not bZonaNeutra) + and ((bPullbackVenda and bConfVenda) or (bRompBaixa and (iBaixa >= ConfirmacoesRompimento))); + end; + + if IsBought or IsSold then + iBarrasPosicao := iBarrasPosicao + 1 + else + iBarrasPosicao := 0; + + if (not IsBought) and (not IsSold) then + begin + if bCompra then + BuyAtMarket + else if bVenda then + SellShortAtMarket; + end; + + bSaidaOCOCompra := false; + bSaidaOCOVenda := false; + + if IsBought and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada - StopLossPontos; + fAlvoAtual := fPrecoEntrada + TakeProfitPontos; + bSaidaOCOCompra := UsarOCO and ((Low <= fStopAtual) or (High >= fAlvoAtual)); + end; + + if IsSold and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada + StopLossPontos; + fAlvoAtual := fPrecoEntrada - TakeProfitPontos; + bSaidaOCOVenda := UsarOCO and ((High >= fStopAtual) or (Low <= fAlvoAtual)); + end; + + if IsBought and ( + bCompressao + or bZonaNeutra + or (Close < mme20) + or bCandleForcaBaixa + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOCompra + ) then + ClosePosition; + + if IsSold and ( + bCompressao + or bZonaNeutra + or (Close > mme20) + or bCandleForcaAlta + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOVenda + ) then + ClosePosition; + + if (not bEstavaPosicionado) and IsBought then + fPrecoEntrada := Close; + + if (not bEstavaPosicionado) and IsSold then + fPrecoEntrada := Close; + + bEstavaPosicionado := IsBought or IsSold; +end; diff --git a/automacao_backtests/MEDIAS_20_50_200/Reprovados/robo_medias_v39_compressao.txt b/automacao_backtests/MEDIAS_20_50_200/Reprovados/robo_medias_v39_compressao.txt new file mode 100644 index 0000000..e5cd6c3 --- /dev/null +++ b/automacao_backtests/MEDIAS_20_50_200/Reprovados/robo_medias_v39_compressao.txt @@ -0,0 +1,228 @@ +{ + Estrategia: robo_medias_v39_compressao + Autor: Wesley + Descricao: Filtro de compressao 20x200 com entrada na saida da compressao direcional. +} + +input + ModoEstrategia(4); + DistanciaMinimaLequePontos(50); + DistanciaCompressao20x200(110); + DistanciaMaximaPrecoMME20(240); + DistanciaToqueMME20(40); + MinBarrasConfirmacao(1); + ConfirmacoesRompimento(2); + MinPercCorpoPA(0.5); + FatorPavioRejeicao(1.25); + UsarConfirmacaoCandle(true); + UsarOCO(true); + StopLossPontos(255); + TakeProfitPontos(408); + UsarSaidaPorTempo(true); + MaxBarrasPosicao(11); + +var + mme9, mme20, mma50, mma200 : float; + slope20, slope50, slope200 : float; + dist920, dist2050, dist50200, dist20200, distPreco20 : float; + topoLookback, fundoLookback : float; + rangeCandle, corpoCandle, pavioSup, pavioInf : float; + iAlta, iBaixa, iBarrasPosicao : integer; + bCompressao, bLequeAlta, bLequeBaixa : boolean; + bAcimaTodas, bAbaixoTodas, bEntre9e20, bEntre20e50, bEntre50e200, bZonaNeutra : boolean; + bCandleForcaAlta, bCandleForcaBaixa, bRejeicaoAlta, bRejeicaoBaixa : boolean; + bPullbackCompra, bPullbackVenda, bRompAlta, bRompBaixa, bSaindoCompressao : boolean; + bCompra, bVenda, bConfCompra, bConfVenda : boolean; + bEstavaPosicionado, bSaidaOCOCompra, bSaidaOCOVenda : boolean; + fPrecoEntrada, fStopAtual, fAlvoAtual : float; + +begin + mme9 := MediaExp(9, Close); + mme20 := MediaExp(20, Close); + mma50 := Media(50, Close); + mma200 := Media(200, Close); + + slope20 := mme20 - mme20[1]; + slope50 := mma50 - mma50[1]; + slope200 := mma200 - mma200[1]; + + dist920 := Abs(mme9 - mme20); + dist2050 := Abs(mme20 - mma50); + dist50200 := Abs(mma50 - mma200); + dist20200 := Abs(mme20 - mma200); + distPreco20 := Abs(Close - mme20); + + topoLookback := Highest(High, 12); + fundoLookback := Lowest(Low, 12); + + rangeCandle := Max(High - Low, 0.01); + corpoCandle := Abs(Close - Open); + pavioSup := High - Max(Open, Close); + pavioInf := Min(Open, Close) - Low; + + bAcimaTodas := (Close > mme9) and (Close > mme20) and (Close > mma50) and (Close > mma200); + bAbaixoTodas := (Close < mme9) and (Close < mme20) and (Close < mma50) and (Close < mma200); + + bEntre9e20 := ((Close <= mme9) and (Close >= mme20)) or ((Close >= mme9) and (Close <= mme20)); + bEntre20e50 := ((Close <= mme20) and (Close >= mma50)) or ((Close >= mme20) and (Close <= mma50)); + bEntre50e200 := ((Close <= mma50) and (Close >= mma200)) or ((Close >= mma50) and (Close <= mma200)); + bZonaNeutra := bEntre9e20 or bEntre20e50 or bEntre50e200; + + bCompressao := dist20200 <= DistanciaCompressao20x200; + bSaindoCompressao := (dist20200 > DistanciaCompressao20x200) and (dist20200[1] <= DistanciaCompressao20x200); + + bLequeAlta := bAcimaTodas and (mme9 > mme20) and (mme20 > mma50) and (mma50 > mma200) + and (slope20 > 0) and (slope50 > 0) and (slope200 >= 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos) + and (dist50200 >= DistanciaMinimaLequePontos); + + bLequeBaixa := bAbaixoTodas and (mme9 < mme20) and (mme20 < mma50) and (mma50 < mma200) + and (slope20 < 0) and (slope50 < 0) and (slope200 <= 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos) + and (dist50200 >= DistanciaMinimaLequePontos); + + bCandleForcaAlta := (Close > Open) and ((corpoCandle / rangeCandle) >= MinPercCorpoPA) and (Close > High[1]); + bCandleForcaBaixa := (Close < Open) and ((corpoCandle / rangeCandle) >= MinPercCorpoPA) and (Close < Low[1]); + + bRejeicaoAlta := (Close > Open) + and ((pavioInf >= (corpoCandle * FatorPavioRejeicao)) or (Low <= Low[1])) + and (Close > mme20); + + bRejeicaoBaixa := (Close < Open) + and ((pavioSup >= (corpoCandle * FatorPavioRejeicao)) or (High >= High[1])) + and (Close < mme20); + + bPullbackCompra := (not bCompressao) + and (mma50 > mma200) + and (slope20 > 0) + and (Abs(Low - mme20) <= DistanciaToqueMME20) + and bRejeicaoAlta; + + bPullbackVenda := (not bCompressao) + and (mma50 < mma200) + and (slope20 < 0) + and (Abs(High - mme20) <= DistanciaToqueMME20) + and bRejeicaoBaixa; + + bRompAlta := (Close > mma200) and (Close[1] <= mma200) + and (dist20200 <= DistanciaToqueMME20) + and (Close >= topoLookback[1]) + and (mme9 > mme20) + and bCandleForcaAlta; + + bRompBaixa := (Close < mma200) and (Close[1] >= mma200) + and (dist20200 <= DistanciaToqueMME20) + and (Close <= fundoLookback[1]) + and (mme9 < mme20) + and bCandleForcaBaixa; + + bConfCompra := (not UsarConfirmacaoCandle) or bCandleForcaAlta; + bConfVenda := (not UsarConfirmacaoCandle) or bCandleForcaBaixa; + + if bLequeAlta or bPullbackCompra or bRompAlta then + iAlta := iAlta + 1 + else + iAlta := 0; + + if bLequeBaixa or bPullbackVenda or bRompBaixa then + iBaixa := iBaixa + 1 + else + iBaixa := 0; + + bCompra := false; + bVenda := false; + + if ModoEstrategia = 1 then + begin + bCompra := bLequeAlta and (not bCompressao) and (not bZonaNeutra) + and (distPreco20 <= DistanciaMaximaPrecoMME20) + and bConfCompra and (iAlta >= MinBarrasConfirmacao); + + bVenda := bLequeBaixa and (not bCompressao) and (not bZonaNeutra) + and (distPreco20 <= DistanciaMaximaPrecoMME20) + and bConfVenda and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 2 then + begin + bCompra := bPullbackCompra and bConfCompra and (iAlta >= MinBarrasConfirmacao); + bVenda := bPullbackVenda and bConfVenda and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 3 then + begin + bCompra := bRompAlta and (iAlta >= ConfirmacoesRompimento); + bVenda := bRompBaixa and (iBaixa >= ConfirmacoesRompimento); + end + else if ModoEstrategia = 4 then + begin + bCompra := (not bCompressao) and bSaindoCompressao and bLequeAlta and bConfCompra; + bVenda := (not bCompressao) and bSaindoCompressao and bLequeBaixa and bConfVenda; + end + else + begin + bCompra := (not bCompressao) and (not bZonaNeutra) + and ((bPullbackCompra and bConfCompra) or (bRompAlta and (iAlta >= ConfirmacoesRompimento))); + + bVenda := (not bCompressao) and (not bZonaNeutra) + and ((bPullbackVenda and bConfVenda) or (bRompBaixa and (iBaixa >= ConfirmacoesRompimento))); + end; + + if IsBought or IsSold then + iBarrasPosicao := iBarrasPosicao + 1 + else + iBarrasPosicao := 0; + + if (not IsBought) and (not IsSold) then + begin + if bCompra then + BuyAtMarket + else if bVenda then + SellShortAtMarket; + end; + + bSaidaOCOCompra := false; + bSaidaOCOVenda := false; + + if IsBought and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada - StopLossPontos; + fAlvoAtual := fPrecoEntrada + TakeProfitPontos; + bSaidaOCOCompra := UsarOCO and ((Low <= fStopAtual) or (High >= fAlvoAtual)); + end; + + if IsSold and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada + StopLossPontos; + fAlvoAtual := fPrecoEntrada - TakeProfitPontos; + bSaidaOCOVenda := UsarOCO and ((High >= fStopAtual) or (Low <= fAlvoAtual)); + end; + + if IsBought and ( + bCompressao + or bZonaNeutra + or (Close < mme20) + or bCandleForcaBaixa + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOCompra + ) then + ClosePosition; + + if IsSold and ( + bCompressao + or bZonaNeutra + or (Close > mme20) + or bCandleForcaAlta + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOVenda + ) then + ClosePosition; + + if (not bEstavaPosicionado) and IsBought then + fPrecoEntrada := Close; + + if (not bEstavaPosicionado) and IsSold then + fPrecoEntrada := Close; + + bEstavaPosicionado := IsBought or IsSold; +end; diff --git a/automacao_backtests/MEDIAS_20_50_200/Reprovados/robo_medias_v3_dt_rejeicao_mma200.txt b/automacao_backtests/MEDIAS_20_50_200/Reprovados/robo_medias_v3_dt_rejeicao_mma200.txt new file mode 100644 index 0000000..4a00223 --- /dev/null +++ b/automacao_backtests/MEDIAS_20_50_200/Reprovados/robo_medias_v3_dt_rejeicao_mma200.txt @@ -0,0 +1,131 @@ +// ================================================================ +// Estrategia : robo_medias_v3_dt_rejeicao_mma200 +// Familia : [DT] Day Trade +// Logica : Preco entra na zona da MMA200 e rejeita com PA forte. +// A MMA200 e o nivel de decisao mais importante do grafico. +// Dois cenarios: +// A) Tendencia de alta (MMA50>MMA200): preco retesta a 200 por +// baixo (pull) dentro de tendencia e rejeita para cima. +// B) Tendencia de baixa (MMA50= SlopeMinimoPerc); + + // --- ZONA DA MMA200 --- + bNaZona200 := (Low <= fMMA200 + ToleranciaMMA200) and + (High >= fMMA200 - ToleranciaMMA200); + + // --- CENARIOS --- + // A: tendencia de alta, preco abaixo ou tocando a 200 (suporte) + bCenarioA := (fMMA50 > fMMA200) and (fMMA200 > fMMA200_ant) and + (Low[1] <= fMMA200 + ToleranciaMMA200); + + // B: tendencia de baixa, preco acima ou tocando a 200 (resistencia) + bCenarioB := (fMMA50 < fMMA200) and (fMMA200 < fMMA200_ant) and + (High[1] >= fMMA200 - ToleranciaMMA200); + + // --- PRICE ACTION --- + fCorpo := Abs(Close - Open); + fRange := Max(High - Low, 1); + fPercCorpo := fCorpo / fRange; + fPavioInf := Min(Open, Close) - Low; + fPavioSup := High - Max(Open, Close); + + // Rejeicao de alta: candle bullish com pavio inferior (rejeicao da 200) + bRejeicaoAlta := (Close > Open) and + (fPercCorpo >= MinPercCorpoPA) and + (fPavioInf >= fCorpo * 0.3) and + (Close > fMMA200); + + // Rejeicao de baixa: candle bearish com pavio superior (rejeicao da 200) + bRejeicaoBaixa := (Close < Open) and + (fPercCorpo >= MinPercCorpoPA) and + (fPavioSup >= fCorpo * 0.3) and + (Close < fMMA200); + + bPAForteAlta := bRejeicaoAlta and (fPercCorpo >= MinPercCorpoPA); + bPAForteBaixa := bRejeicaoBaixa and (fPercCorpo >= MinPercCorpoPA); + + // --- JANELA --- + bJanelaAtiva := (Time >= HoraInicio) and (Time <= HoraFim); + + // --- ENTRADA --- + if (not IsBought) and (not IsSold) and bJanelaAtiva and bMMA200Ativa then + begin + if bCenarioA and bNaZona200 and bPAForteAlta then + begin + BuyAtMarket; + fPrecoEntrada := Close; + iBarrasPosicao := 0; + end; + + if bCenarioB and bNaZona200 and bPAForteBaixa then + begin + SellShortAtMarket; + fPrecoEntrada := Close; + iBarrasPosicao := 0; + end; + end; + + // --- BARRAS EM POSICAO --- + if IsBought or IsSold then + iBarrasPosicao := iBarrasPosicao + 1 + else + iBarrasPosicao := 0; + + // --- SAIDA --- + if IsBought then + begin + if (Close <= fPrecoEntrada - StopLossPontos) or + (Close >= fPrecoEntrada + TakeProfitPontos) or + (iBarrasPosicao >= MaxBarrasPosicao) then + ClosePosition; + end; + + if IsSold then + begin + if (Close >= fPrecoEntrada + StopLossPontos) or + (Close <= fPrecoEntrada - TakeProfitPontos) or + (iBarrasPosicao >= MaxBarrasPosicao) then + ClosePosition; + end; +end; diff --git a/automacao_backtests/MEDIAS_20_50_200/Reprovados/robo_medias_v3_rompimento_200_20proxima.txt b/automacao_backtests/MEDIAS_20_50_200/Reprovados/robo_medias_v3_rompimento_200_20proxima.txt new file mode 100644 index 0000000..d0e4a90 --- /dev/null +++ b/automacao_backtests/MEDIAS_20_50_200/Reprovados/robo_medias_v3_rompimento_200_20proxima.txt @@ -0,0 +1,228 @@ +{ + Estrategia: robo_medias_v3_rompimento_200_20proxima + Autor: Wesley + Descricao: Rompimento da MMA200 com confirmacao por estrutura e candle de forca. +} + +input + ModoEstrategia(3); + DistanciaMinimaLequePontos(45); + DistanciaCompressao20x200(100); + DistanciaMaximaPrecoMME20(240); + DistanciaToqueMME20(60); + MinBarrasConfirmacao(1); + ConfirmacoesRompimento(2); + MinPercCorpoPA(0.6); + FatorPavioRejeicao(1.55); + UsarConfirmacaoCandle(true); + UsarOCO(true); + StopLossPontos(165); + TakeProfitPontos(297); + UsarSaidaPorTempo(true); + MaxBarrasPosicao(11); + +var + mme9, mme20, mma50, mma200 : float; + slope20, slope50, slope200 : float; + dist920, dist2050, dist50200, dist20200, distPreco20 : float; + topoLookback, fundoLookback : float; + rangeCandle, corpoCandle, pavioSup, pavioInf : float; + iAlta, iBaixa, iBarrasPosicao : integer; + bCompressao, bLequeAlta, bLequeBaixa : boolean; + bAcimaTodas, bAbaixoTodas, bEntre9e20, bEntre20e50, bEntre50e200, bZonaNeutra : boolean; + bCandleForcaAlta, bCandleForcaBaixa, bRejeicaoAlta, bRejeicaoBaixa : boolean; + bPullbackCompra, bPullbackVenda, bRompAlta, bRompBaixa, bSaindoCompressao : boolean; + bCompra, bVenda, bConfCompra, bConfVenda : boolean; + bEstavaPosicionado, bSaidaOCOCompra, bSaidaOCOVenda : boolean; + fPrecoEntrada, fStopAtual, fAlvoAtual : float; + +begin + mme9 := MediaExp(9, Close); + mme20 := MediaExp(20, Close); + mma50 := Media(50, Close); + mma200 := Media(200, Close); + + slope20 := mme20 - mme20[1]; + slope50 := mma50 - mma50[1]; + slope200 := mma200 - mma200[1]; + + dist920 := Abs(mme9 - mme20); + dist2050 := Abs(mme20 - mma50); + dist50200 := Abs(mma50 - mma200); + dist20200 := Abs(mme20 - mma200); + distPreco20 := Abs(Close - mme20); + + topoLookback := Highest(High, 12); + fundoLookback := Lowest(Low, 12); + + rangeCandle := Max(High - Low, 0.01); + corpoCandle := Abs(Close - Open); + pavioSup := High - Max(Open, Close); + pavioInf := Min(Open, Close) - Low; + + bAcimaTodas := (Close > mme9) and (Close > mme20) and (Close > mma50) and (Close > mma200); + bAbaixoTodas := (Close < mme9) and (Close < mme20) and (Close < mma50) and (Close < mma200); + + bEntre9e20 := ((Close <= mme9) and (Close >= mme20)) or ((Close >= mme9) and (Close <= mme20)); + bEntre20e50 := ((Close <= mme20) and (Close >= mma50)) or ((Close >= mme20) and (Close <= mma50)); + bEntre50e200 := ((Close <= mma50) and (Close >= mma200)) or ((Close >= mma50) and (Close <= mma200)); + bZonaNeutra := bEntre9e20 or bEntre20e50 or bEntre50e200; + + bCompressao := dist20200 <= DistanciaCompressao20x200; + bSaindoCompressao := (dist20200 > DistanciaCompressao20x200) and (dist20200[1] <= DistanciaCompressao20x200); + + bLequeAlta := bAcimaTodas and (mme9 > mme20) and (mme20 > mma50) and (mma50 > mma200) + and (slope20 > 0) and (slope50 > 0) and (slope200 >= 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos) + and (dist50200 >= DistanciaMinimaLequePontos); + + bLequeBaixa := bAbaixoTodas and (mme9 < mme20) and (mme20 < mma50) and (mma50 < mma200) + and (slope20 < 0) and (slope50 < 0) and (slope200 <= 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos) + and (dist50200 >= DistanciaMinimaLequePontos); + + bCandleForcaAlta := (Close > Open) and ((corpoCandle / rangeCandle) >= MinPercCorpoPA) and (Close > High[1]); + bCandleForcaBaixa := (Close < Open) and ((corpoCandle / rangeCandle) >= MinPercCorpoPA) and (Close < Low[1]); + + bRejeicaoAlta := (Close > Open) + and ((pavioInf >= (corpoCandle * FatorPavioRejeicao)) or (Low <= Low[1])) + and (Close > mme20); + + bRejeicaoBaixa := (Close < Open) + and ((pavioSup >= (corpoCandle * FatorPavioRejeicao)) or (High >= High[1])) + and (Close < mme20); + + bPullbackCompra := (not bCompressao) + and (mma50 > mma200) + and (slope20 > 0) + and (Abs(Low - mme20) <= DistanciaToqueMME20) + and bRejeicaoAlta; + + bPullbackVenda := (not bCompressao) + and (mma50 < mma200) + and (slope20 < 0) + and (Abs(High - mme20) <= DistanciaToqueMME20) + and bRejeicaoBaixa; + + bRompAlta := (Close > mma200) and (Close[1] <= mma200) + and (dist20200 <= DistanciaToqueMME20) + and (Close >= topoLookback[1]) + and (mme9 > mme20) + and bCandleForcaAlta; + + bRompBaixa := (Close < mma200) and (Close[1] >= mma200) + and (dist20200 <= DistanciaToqueMME20) + and (Close <= fundoLookback[1]) + and (mme9 < mme20) + and bCandleForcaBaixa; + + bConfCompra := (not UsarConfirmacaoCandle) or bCandleForcaAlta; + bConfVenda := (not UsarConfirmacaoCandle) or bCandleForcaBaixa; + + if bLequeAlta or bPullbackCompra or bRompAlta then + iAlta := iAlta + 1 + else + iAlta := 0; + + if bLequeBaixa or bPullbackVenda or bRompBaixa then + iBaixa := iBaixa + 1 + else + iBaixa := 0; + + bCompra := false; + bVenda := false; + + if ModoEstrategia = 1 then + begin + bCompra := bLequeAlta and (not bCompressao) and (not bZonaNeutra) + and (distPreco20 <= DistanciaMaximaPrecoMME20) + and bConfCompra and (iAlta >= MinBarrasConfirmacao); + + bVenda := bLequeBaixa and (not bCompressao) and (not bZonaNeutra) + and (distPreco20 <= DistanciaMaximaPrecoMME20) + and bConfVenda and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 2 then + begin + bCompra := bPullbackCompra and bConfCompra and (iAlta >= MinBarrasConfirmacao); + bVenda := bPullbackVenda and bConfVenda and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 3 then + begin + bCompra := bRompAlta and (iAlta >= ConfirmacoesRompimento); + bVenda := bRompBaixa and (iBaixa >= ConfirmacoesRompimento); + end + else if ModoEstrategia = 4 then + begin + bCompra := (not bCompressao) and bSaindoCompressao and bLequeAlta and bConfCompra; + bVenda := (not bCompressao) and bSaindoCompressao and bLequeBaixa and bConfVenda; + end + else + begin + bCompra := (not bCompressao) and (not bZonaNeutra) + and ((bPullbackCompra and bConfCompra) or (bRompAlta and (iAlta >= ConfirmacoesRompimento))); + + bVenda := (not bCompressao) and (not bZonaNeutra) + and ((bPullbackVenda and bConfVenda) or (bRompBaixa and (iBaixa >= ConfirmacoesRompimento))); + end; + + if IsBought or IsSold then + iBarrasPosicao := iBarrasPosicao + 1 + else + iBarrasPosicao := 0; + + if (not IsBought) and (not IsSold) then + begin + if bCompra then + BuyAtMarket + else if bVenda then + SellShortAtMarket; + end; + + bSaidaOCOCompra := false; + bSaidaOCOVenda := false; + + if IsBought and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada - StopLossPontos; + fAlvoAtual := fPrecoEntrada + TakeProfitPontos; + bSaidaOCOCompra := UsarOCO and ((Low <= fStopAtual) or (High >= fAlvoAtual)); + end; + + if IsSold and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada + StopLossPontos; + fAlvoAtual := fPrecoEntrada - TakeProfitPontos; + bSaidaOCOVenda := UsarOCO and ((High >= fStopAtual) or (Low <= fAlvoAtual)); + end; + + if IsBought and ( + bCompressao + or bZonaNeutra + or (Close < mme20) + or bCandleForcaBaixa + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOCompra + ) then + ClosePosition; + + if IsSold and ( + bCompressao + or bZonaNeutra + or (Close > mme20) + or bCandleForcaAlta + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOVenda + ) then + ClosePosition; + + if (not bEstavaPosicionado) and IsBought then + fPrecoEntrada := Close; + + if (not bEstavaPosicionado) and IsSold then + fPrecoEntrada := Close; + + bEstavaPosicionado := IsBought or IsSold; +end; diff --git a/automacao_backtests/MEDIAS_20_50_200/Reprovados/robo_medias_v40_compressao.txt b/automacao_backtests/MEDIAS_20_50_200/Reprovados/robo_medias_v40_compressao.txt new file mode 100644 index 0000000..1ff439c --- /dev/null +++ b/automacao_backtests/MEDIAS_20_50_200/Reprovados/robo_medias_v40_compressao.txt @@ -0,0 +1,228 @@ +{ + Estrategia: robo_medias_v40_compressao + Autor: Wesley + Descricao: Filtro de compressao 20x200 com entrada na saida da compressao direcional. +} + +input + ModoEstrategia(4); + DistanciaMinimaLequePontos(30); + DistanciaCompressao20x200(70); + DistanciaMaximaPrecoMME20(260); + DistanciaToqueMME20(50); + MinBarrasConfirmacao(2); + ConfirmacoesRompimento(1); + MinPercCorpoPA(0.55); + FatorPavioRejeicao(1.4); + UsarConfirmacaoCandle(true); + UsarOCO(true); + StopLossPontos(270); + TakeProfitPontos(459); + UsarSaidaPorTempo(true); + MaxBarrasPosicao(12); + +var + mme9, mme20, mma50, mma200 : float; + slope20, slope50, slope200 : float; + dist920, dist2050, dist50200, dist20200, distPreco20 : float; + topoLookback, fundoLookback : float; + rangeCandle, corpoCandle, pavioSup, pavioInf : float; + iAlta, iBaixa, iBarrasPosicao : integer; + bCompressao, bLequeAlta, bLequeBaixa : boolean; + bAcimaTodas, bAbaixoTodas, bEntre9e20, bEntre20e50, bEntre50e200, bZonaNeutra : boolean; + bCandleForcaAlta, bCandleForcaBaixa, bRejeicaoAlta, bRejeicaoBaixa : boolean; + bPullbackCompra, bPullbackVenda, bRompAlta, bRompBaixa, bSaindoCompressao : boolean; + bCompra, bVenda, bConfCompra, bConfVenda : boolean; + bEstavaPosicionado, bSaidaOCOCompra, bSaidaOCOVenda : boolean; + fPrecoEntrada, fStopAtual, fAlvoAtual : float; + +begin + mme9 := MediaExp(9, Close); + mme20 := MediaExp(20, Close); + mma50 := Media(50, Close); + mma200 := Media(200, Close); + + slope20 := mme20 - mme20[1]; + slope50 := mma50 - mma50[1]; + slope200 := mma200 - mma200[1]; + + dist920 := Abs(mme9 - mme20); + dist2050 := Abs(mme20 - mma50); + dist50200 := Abs(mma50 - mma200); + dist20200 := Abs(mme20 - mma200); + distPreco20 := Abs(Close - mme20); + + topoLookback := Highest(High, 12); + fundoLookback := Lowest(Low, 12); + + rangeCandle := Max(High - Low, 0.01); + corpoCandle := Abs(Close - Open); + pavioSup := High - Max(Open, Close); + pavioInf := Min(Open, Close) - Low; + + bAcimaTodas := (Close > mme9) and (Close > mme20) and (Close > mma50) and (Close > mma200); + bAbaixoTodas := (Close < mme9) and (Close < mme20) and (Close < mma50) and (Close < mma200); + + bEntre9e20 := ((Close <= mme9) and (Close >= mme20)) or ((Close >= mme9) and (Close <= mme20)); + bEntre20e50 := ((Close <= mme20) and (Close >= mma50)) or ((Close >= mme20) and (Close <= mma50)); + bEntre50e200 := ((Close <= mma50) and (Close >= mma200)) or ((Close >= mma50) and (Close <= mma200)); + bZonaNeutra := bEntre9e20 or bEntre20e50 or bEntre50e200; + + bCompressao := dist20200 <= DistanciaCompressao20x200; + bSaindoCompressao := (dist20200 > DistanciaCompressao20x200) and (dist20200[1] <= DistanciaCompressao20x200); + + bLequeAlta := bAcimaTodas and (mme9 > mme20) and (mme20 > mma50) and (mma50 > mma200) + and (slope20 > 0) and (slope50 > 0) and (slope200 >= 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos) + and (dist50200 >= DistanciaMinimaLequePontos); + + bLequeBaixa := bAbaixoTodas and (mme9 < mme20) and (mme20 < mma50) and (mma50 < mma200) + and (slope20 < 0) and (slope50 < 0) and (slope200 <= 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos) + and (dist50200 >= DistanciaMinimaLequePontos); + + bCandleForcaAlta := (Close > Open) and ((corpoCandle / rangeCandle) >= MinPercCorpoPA) and (Close > High[1]); + bCandleForcaBaixa := (Close < Open) and ((corpoCandle / rangeCandle) >= MinPercCorpoPA) and (Close < Low[1]); + + bRejeicaoAlta := (Close > Open) + and ((pavioInf >= (corpoCandle * FatorPavioRejeicao)) or (Low <= Low[1])) + and (Close > mme20); + + bRejeicaoBaixa := (Close < Open) + and ((pavioSup >= (corpoCandle * FatorPavioRejeicao)) or (High >= High[1])) + and (Close < mme20); + + bPullbackCompra := (not bCompressao) + and (mma50 > mma200) + and (slope20 > 0) + and (Abs(Low - mme20) <= DistanciaToqueMME20) + and bRejeicaoAlta; + + bPullbackVenda := (not bCompressao) + and (mma50 < mma200) + and (slope20 < 0) + and (Abs(High - mme20) <= DistanciaToqueMME20) + and bRejeicaoBaixa; + + bRompAlta := (Close > mma200) and (Close[1] <= mma200) + and (dist20200 <= DistanciaToqueMME20) + and (Close >= topoLookback[1]) + and (mme9 > mme20) + and bCandleForcaAlta; + + bRompBaixa := (Close < mma200) and (Close[1] >= mma200) + and (dist20200 <= DistanciaToqueMME20) + and (Close <= fundoLookback[1]) + and (mme9 < mme20) + and bCandleForcaBaixa; + + bConfCompra := (not UsarConfirmacaoCandle) or bCandleForcaAlta; + bConfVenda := (not UsarConfirmacaoCandle) or bCandleForcaBaixa; + + if bLequeAlta or bPullbackCompra or bRompAlta then + iAlta := iAlta + 1 + else + iAlta := 0; + + if bLequeBaixa or bPullbackVenda or bRompBaixa then + iBaixa := iBaixa + 1 + else + iBaixa := 0; + + bCompra := false; + bVenda := false; + + if ModoEstrategia = 1 then + begin + bCompra := bLequeAlta and (not bCompressao) and (not bZonaNeutra) + and (distPreco20 <= DistanciaMaximaPrecoMME20) + and bConfCompra and (iAlta >= MinBarrasConfirmacao); + + bVenda := bLequeBaixa and (not bCompressao) and (not bZonaNeutra) + and (distPreco20 <= DistanciaMaximaPrecoMME20) + and bConfVenda and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 2 then + begin + bCompra := bPullbackCompra and bConfCompra and (iAlta >= MinBarrasConfirmacao); + bVenda := bPullbackVenda and bConfVenda and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 3 then + begin + bCompra := bRompAlta and (iAlta >= ConfirmacoesRompimento); + bVenda := bRompBaixa and (iBaixa >= ConfirmacoesRompimento); + end + else if ModoEstrategia = 4 then + begin + bCompra := (not bCompressao) and bSaindoCompressao and bLequeAlta and bConfCompra; + bVenda := (not bCompressao) and bSaindoCompressao and bLequeBaixa and bConfVenda; + end + else + begin + bCompra := (not bCompressao) and (not bZonaNeutra) + and ((bPullbackCompra and bConfCompra) or (bRompAlta and (iAlta >= ConfirmacoesRompimento))); + + bVenda := (not bCompressao) and (not bZonaNeutra) + and ((bPullbackVenda and bConfVenda) or (bRompBaixa and (iBaixa >= ConfirmacoesRompimento))); + end; + + if IsBought or IsSold then + iBarrasPosicao := iBarrasPosicao + 1 + else + iBarrasPosicao := 0; + + if (not IsBought) and (not IsSold) then + begin + if bCompra then + BuyAtMarket + else if bVenda then + SellShortAtMarket; + end; + + bSaidaOCOCompra := false; + bSaidaOCOVenda := false; + + if IsBought and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada - StopLossPontos; + fAlvoAtual := fPrecoEntrada + TakeProfitPontos; + bSaidaOCOCompra := UsarOCO and ((Low <= fStopAtual) or (High >= fAlvoAtual)); + end; + + if IsSold and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada + StopLossPontos; + fAlvoAtual := fPrecoEntrada - TakeProfitPontos; + bSaidaOCOVenda := UsarOCO and ((High >= fStopAtual) or (Low <= fAlvoAtual)); + end; + + if IsBought and ( + bCompressao + or bZonaNeutra + or (Close < mme20) + or bCandleForcaBaixa + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOCompra + ) then + ClosePosition; + + if IsSold and ( + bCompressao + or bZonaNeutra + or (Close > mme20) + or bCandleForcaAlta + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOVenda + ) then + ClosePosition; + + if (not bEstavaPosicionado) and IsBought then + fPrecoEntrada := Close; + + if (not bEstavaPosicionado) and IsSold then + fPrecoEntrada := Close; + + bEstavaPosicionado := IsBought or IsSold; +end; diff --git a/automacao_backtests/MEDIAS_20_50_200/Reprovados/robo_medias_v41_compressao.txt b/automacao_backtests/MEDIAS_20_50_200/Reprovados/robo_medias_v41_compressao.txt new file mode 100644 index 0000000..c69022d --- /dev/null +++ b/automacao_backtests/MEDIAS_20_50_200/Reprovados/robo_medias_v41_compressao.txt @@ -0,0 +1,228 @@ +{ + Estrategia: robo_medias_v41_compressao + Autor: Wesley + Descricao: Filtro de compressao 20x200 com entrada na saida da compressao direcional. +} + +input + ModoEstrategia(4); + DistanciaMinimaLequePontos(35); + DistanciaCompressao20x200(80); + DistanciaMaximaPrecoMME20(200); + DistanciaToqueMME20(40); + MinBarrasConfirmacao(2); + ConfirmacoesRompimento(2); + MinPercCorpoPA(0.5); + FatorPavioRejeicao(1.25); + UsarConfirmacaoCandle(true); + UsarOCO(true); + StopLossPontos(135); + TakeProfitPontos(216); + UsarSaidaPorTempo(true); + MaxBarrasPosicao(9); + +var + mme9, mme20, mma50, mma200 : float; + slope20, slope50, slope200 : float; + dist920, dist2050, dist50200, dist20200, distPreco20 : float; + topoLookback, fundoLookback : float; + rangeCandle, corpoCandle, pavioSup, pavioInf : float; + iAlta, iBaixa, iBarrasPosicao : integer; + bCompressao, bLequeAlta, bLequeBaixa : boolean; + bAcimaTodas, bAbaixoTodas, bEntre9e20, bEntre20e50, bEntre50e200, bZonaNeutra : boolean; + bCandleForcaAlta, bCandleForcaBaixa, bRejeicaoAlta, bRejeicaoBaixa : boolean; + bPullbackCompra, bPullbackVenda, bRompAlta, bRompBaixa, bSaindoCompressao : boolean; + bCompra, bVenda, bConfCompra, bConfVenda : boolean; + bEstavaPosicionado, bSaidaOCOCompra, bSaidaOCOVenda : boolean; + fPrecoEntrada, fStopAtual, fAlvoAtual : float; + +begin + mme9 := MediaExp(9, Close); + mme20 := MediaExp(20, Close); + mma50 := Media(50, Close); + mma200 := Media(200, Close); + + slope20 := mme20 - mme20[1]; + slope50 := mma50 - mma50[1]; + slope200 := mma200 - mma200[1]; + + dist920 := Abs(mme9 - mme20); + dist2050 := Abs(mme20 - mma50); + dist50200 := Abs(mma50 - mma200); + dist20200 := Abs(mme20 - mma200); + distPreco20 := Abs(Close - mme20); + + topoLookback := Highest(High, 12); + fundoLookback := Lowest(Low, 12); + + rangeCandle := Max(High - Low, 0.01); + corpoCandle := Abs(Close - Open); + pavioSup := High - Max(Open, Close); + pavioInf := Min(Open, Close) - Low; + + bAcimaTodas := (Close > mme9) and (Close > mme20) and (Close > mma50) and (Close > mma200); + bAbaixoTodas := (Close < mme9) and (Close < mme20) and (Close < mma50) and (Close < mma200); + + bEntre9e20 := ((Close <= mme9) and (Close >= mme20)) or ((Close >= mme9) and (Close <= mme20)); + bEntre20e50 := ((Close <= mme20) and (Close >= mma50)) or ((Close >= mme20) and (Close <= mma50)); + bEntre50e200 := ((Close <= mma50) and (Close >= mma200)) or ((Close >= mma50) and (Close <= mma200)); + bZonaNeutra := bEntre9e20 or bEntre20e50 or bEntre50e200; + + bCompressao := dist20200 <= DistanciaCompressao20x200; + bSaindoCompressao := (dist20200 > DistanciaCompressao20x200) and (dist20200[1] <= DistanciaCompressao20x200); + + bLequeAlta := bAcimaTodas and (mme9 > mme20) and (mme20 > mma50) and (mma50 > mma200) + and (slope20 > 0) and (slope50 > 0) and (slope200 >= 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos) + and (dist50200 >= DistanciaMinimaLequePontos); + + bLequeBaixa := bAbaixoTodas and (mme9 < mme20) and (mme20 < mma50) and (mma50 < mma200) + and (slope20 < 0) and (slope50 < 0) and (slope200 <= 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos) + and (dist50200 >= DistanciaMinimaLequePontos); + + bCandleForcaAlta := (Close > Open) and ((corpoCandle / rangeCandle) >= MinPercCorpoPA) and (Close > High[1]); + bCandleForcaBaixa := (Close < Open) and ((corpoCandle / rangeCandle) >= MinPercCorpoPA) and (Close < Low[1]); + + bRejeicaoAlta := (Close > Open) + and ((pavioInf >= (corpoCandle * FatorPavioRejeicao)) or (Low <= Low[1])) + and (Close > mme20); + + bRejeicaoBaixa := (Close < Open) + and ((pavioSup >= (corpoCandle * FatorPavioRejeicao)) or (High >= High[1])) + and (Close < mme20); + + bPullbackCompra := (not bCompressao) + and (mma50 > mma200) + and (slope20 > 0) + and (Abs(Low - mme20) <= DistanciaToqueMME20) + and bRejeicaoAlta; + + bPullbackVenda := (not bCompressao) + and (mma50 < mma200) + and (slope20 < 0) + and (Abs(High - mme20) <= DistanciaToqueMME20) + and bRejeicaoBaixa; + + bRompAlta := (Close > mma200) and (Close[1] <= mma200) + and (dist20200 <= DistanciaToqueMME20) + and (Close >= topoLookback[1]) + and (mme9 > mme20) + and bCandleForcaAlta; + + bRompBaixa := (Close < mma200) and (Close[1] >= mma200) + and (dist20200 <= DistanciaToqueMME20) + and (Close <= fundoLookback[1]) + and (mme9 < mme20) + and bCandleForcaBaixa; + + bConfCompra := (not UsarConfirmacaoCandle) or bCandleForcaAlta; + bConfVenda := (not UsarConfirmacaoCandle) or bCandleForcaBaixa; + + if bLequeAlta or bPullbackCompra or bRompAlta then + iAlta := iAlta + 1 + else + iAlta := 0; + + if bLequeBaixa or bPullbackVenda or bRompBaixa then + iBaixa := iBaixa + 1 + else + iBaixa := 0; + + bCompra := false; + bVenda := false; + + if ModoEstrategia = 1 then + begin + bCompra := bLequeAlta and (not bCompressao) and (not bZonaNeutra) + and (distPreco20 <= DistanciaMaximaPrecoMME20) + and bConfCompra and (iAlta >= MinBarrasConfirmacao); + + bVenda := bLequeBaixa and (not bCompressao) and (not bZonaNeutra) + and (distPreco20 <= DistanciaMaximaPrecoMME20) + and bConfVenda and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 2 then + begin + bCompra := bPullbackCompra and bConfCompra and (iAlta >= MinBarrasConfirmacao); + bVenda := bPullbackVenda and bConfVenda and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 3 then + begin + bCompra := bRompAlta and (iAlta >= ConfirmacoesRompimento); + bVenda := bRompBaixa and (iBaixa >= ConfirmacoesRompimento); + end + else if ModoEstrategia = 4 then + begin + bCompra := (not bCompressao) and bSaindoCompressao and bLequeAlta and bConfCompra; + bVenda := (not bCompressao) and bSaindoCompressao and bLequeBaixa and bConfVenda; + end + else + begin + bCompra := (not bCompressao) and (not bZonaNeutra) + and ((bPullbackCompra and bConfCompra) or (bRompAlta and (iAlta >= ConfirmacoesRompimento))); + + bVenda := (not bCompressao) and (not bZonaNeutra) + and ((bPullbackVenda and bConfVenda) or (bRompBaixa and (iBaixa >= ConfirmacoesRompimento))); + end; + + if IsBought or IsSold then + iBarrasPosicao := iBarrasPosicao + 1 + else + iBarrasPosicao := 0; + + if (not IsBought) and (not IsSold) then + begin + if bCompra then + BuyAtMarket + else if bVenda then + SellShortAtMarket; + end; + + bSaidaOCOCompra := false; + bSaidaOCOVenda := false; + + if IsBought and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada - StopLossPontos; + fAlvoAtual := fPrecoEntrada + TakeProfitPontos; + bSaidaOCOCompra := UsarOCO and ((Low <= fStopAtual) or (High >= fAlvoAtual)); + end; + + if IsSold and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada + StopLossPontos; + fAlvoAtual := fPrecoEntrada - TakeProfitPontos; + bSaidaOCOVenda := UsarOCO and ((High >= fStopAtual) or (Low <= fAlvoAtual)); + end; + + if IsBought and ( + bCompressao + or bZonaNeutra + or (Close < mme20) + or bCandleForcaBaixa + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOCompra + ) then + ClosePosition; + + if IsSold and ( + bCompressao + or bZonaNeutra + or (Close > mme20) + or bCandleForcaAlta + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOVenda + ) then + ClosePosition; + + if (not bEstavaPosicionado) and IsBought then + fPrecoEntrada := Close; + + if (not bEstavaPosicionado) and IsSold then + fPrecoEntrada := Close; + + bEstavaPosicionado := IsBought or IsSold; +end; diff --git a/automacao_backtests/MEDIAS_20_50_200/Reprovados/robo_medias_v42_compressao.txt b/automacao_backtests/MEDIAS_20_50_200/Reprovados/robo_medias_v42_compressao.txt new file mode 100644 index 0000000..03c07f4 --- /dev/null +++ b/automacao_backtests/MEDIAS_20_50_200/Reprovados/robo_medias_v42_compressao.txt @@ -0,0 +1,228 @@ +{ + Estrategia: robo_medias_v42_compressao + Autor: Wesley + Descricao: Filtro de compressao 20x200 com entrada na saida da compressao direcional. +} + +input + ModoEstrategia(4); + DistanciaMinimaLequePontos(40); + DistanciaCompressao20x200(90); + DistanciaMaximaPrecoMME20(220); + DistanciaToqueMME20(50); + MinBarrasConfirmacao(3); + ConfirmacoesRompimento(1); + MinPercCorpoPA(0.55); + FatorPavioRejeicao(1.4); + UsarConfirmacaoCandle(true); + UsarOCO(true); + StopLossPontos(150); + TakeProfitPontos(255); + UsarSaidaPorTempo(true); + MaxBarrasPosicao(10); + +var + mme9, mme20, mma50, mma200 : float; + slope20, slope50, slope200 : float; + dist920, dist2050, dist50200, dist20200, distPreco20 : float; + topoLookback, fundoLookback : float; + rangeCandle, corpoCandle, pavioSup, pavioInf : float; + iAlta, iBaixa, iBarrasPosicao : integer; + bCompressao, bLequeAlta, bLequeBaixa : boolean; + bAcimaTodas, bAbaixoTodas, bEntre9e20, bEntre20e50, bEntre50e200, bZonaNeutra : boolean; + bCandleForcaAlta, bCandleForcaBaixa, bRejeicaoAlta, bRejeicaoBaixa : boolean; + bPullbackCompra, bPullbackVenda, bRompAlta, bRompBaixa, bSaindoCompressao : boolean; + bCompra, bVenda, bConfCompra, bConfVenda : boolean; + bEstavaPosicionado, bSaidaOCOCompra, bSaidaOCOVenda : boolean; + fPrecoEntrada, fStopAtual, fAlvoAtual : float; + +begin + mme9 := MediaExp(9, Close); + mme20 := MediaExp(20, Close); + mma50 := Media(50, Close); + mma200 := Media(200, Close); + + slope20 := mme20 - mme20[1]; + slope50 := mma50 - mma50[1]; + slope200 := mma200 - mma200[1]; + + dist920 := Abs(mme9 - mme20); + dist2050 := Abs(mme20 - mma50); + dist50200 := Abs(mma50 - mma200); + dist20200 := Abs(mme20 - mma200); + distPreco20 := Abs(Close - mme20); + + topoLookback := Highest(High, 12); + fundoLookback := Lowest(Low, 12); + + rangeCandle := Max(High - Low, 0.01); + corpoCandle := Abs(Close - Open); + pavioSup := High - Max(Open, Close); + pavioInf := Min(Open, Close) - Low; + + bAcimaTodas := (Close > mme9) and (Close > mme20) and (Close > mma50) and (Close > mma200); + bAbaixoTodas := (Close < mme9) and (Close < mme20) and (Close < mma50) and (Close < mma200); + + bEntre9e20 := ((Close <= mme9) and (Close >= mme20)) or ((Close >= mme9) and (Close <= mme20)); + bEntre20e50 := ((Close <= mme20) and (Close >= mma50)) or ((Close >= mme20) and (Close <= mma50)); + bEntre50e200 := ((Close <= mma50) and (Close >= mma200)) or ((Close >= mma50) and (Close <= mma200)); + bZonaNeutra := bEntre9e20 or bEntre20e50 or bEntre50e200; + + bCompressao := dist20200 <= DistanciaCompressao20x200; + bSaindoCompressao := (dist20200 > DistanciaCompressao20x200) and (dist20200[1] <= DistanciaCompressao20x200); + + bLequeAlta := bAcimaTodas and (mme9 > mme20) and (mme20 > mma50) and (mma50 > mma200) + and (slope20 > 0) and (slope50 > 0) and (slope200 >= 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos) + and (dist50200 >= DistanciaMinimaLequePontos); + + bLequeBaixa := bAbaixoTodas and (mme9 < mme20) and (mme20 < mma50) and (mma50 < mma200) + and (slope20 < 0) and (slope50 < 0) and (slope200 <= 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos) + and (dist50200 >= DistanciaMinimaLequePontos); + + bCandleForcaAlta := (Close > Open) and ((corpoCandle / rangeCandle) >= MinPercCorpoPA) and (Close > High[1]); + bCandleForcaBaixa := (Close < Open) and ((corpoCandle / rangeCandle) >= MinPercCorpoPA) and (Close < Low[1]); + + bRejeicaoAlta := (Close > Open) + and ((pavioInf >= (corpoCandle * FatorPavioRejeicao)) or (Low <= Low[1])) + and (Close > mme20); + + bRejeicaoBaixa := (Close < Open) + and ((pavioSup >= (corpoCandle * FatorPavioRejeicao)) or (High >= High[1])) + and (Close < mme20); + + bPullbackCompra := (not bCompressao) + and (mma50 > mma200) + and (slope20 > 0) + and (Abs(Low - mme20) <= DistanciaToqueMME20) + and bRejeicaoAlta; + + bPullbackVenda := (not bCompressao) + and (mma50 < mma200) + and (slope20 < 0) + and (Abs(High - mme20) <= DistanciaToqueMME20) + and bRejeicaoBaixa; + + bRompAlta := (Close > mma200) and (Close[1] <= mma200) + and (dist20200 <= DistanciaToqueMME20) + and (Close >= topoLookback[1]) + and (mme9 > mme20) + and bCandleForcaAlta; + + bRompBaixa := (Close < mma200) and (Close[1] >= mma200) + and (dist20200 <= DistanciaToqueMME20) + and (Close <= fundoLookback[1]) + and (mme9 < mme20) + and bCandleForcaBaixa; + + bConfCompra := (not UsarConfirmacaoCandle) or bCandleForcaAlta; + bConfVenda := (not UsarConfirmacaoCandle) or bCandleForcaBaixa; + + if bLequeAlta or bPullbackCompra or bRompAlta then + iAlta := iAlta + 1 + else + iAlta := 0; + + if bLequeBaixa or bPullbackVenda or bRompBaixa then + iBaixa := iBaixa + 1 + else + iBaixa := 0; + + bCompra := false; + bVenda := false; + + if ModoEstrategia = 1 then + begin + bCompra := bLequeAlta and (not bCompressao) and (not bZonaNeutra) + and (distPreco20 <= DistanciaMaximaPrecoMME20) + and bConfCompra and (iAlta >= MinBarrasConfirmacao); + + bVenda := bLequeBaixa and (not bCompressao) and (not bZonaNeutra) + and (distPreco20 <= DistanciaMaximaPrecoMME20) + and bConfVenda and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 2 then + begin + bCompra := bPullbackCompra and bConfCompra and (iAlta >= MinBarrasConfirmacao); + bVenda := bPullbackVenda and bConfVenda and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 3 then + begin + bCompra := bRompAlta and (iAlta >= ConfirmacoesRompimento); + bVenda := bRompBaixa and (iBaixa >= ConfirmacoesRompimento); + end + else if ModoEstrategia = 4 then + begin + bCompra := (not bCompressao) and bSaindoCompressao and bLequeAlta and bConfCompra; + bVenda := (not bCompressao) and bSaindoCompressao and bLequeBaixa and bConfVenda; + end + else + begin + bCompra := (not bCompressao) and (not bZonaNeutra) + and ((bPullbackCompra and bConfCompra) or (bRompAlta and (iAlta >= ConfirmacoesRompimento))); + + bVenda := (not bCompressao) and (not bZonaNeutra) + and ((bPullbackVenda and bConfVenda) or (bRompBaixa and (iBaixa >= ConfirmacoesRompimento))); + end; + + if IsBought or IsSold then + iBarrasPosicao := iBarrasPosicao + 1 + else + iBarrasPosicao := 0; + + if (not IsBought) and (not IsSold) then + begin + if bCompra then + BuyAtMarket + else if bVenda then + SellShortAtMarket; + end; + + bSaidaOCOCompra := false; + bSaidaOCOVenda := false; + + if IsBought and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada - StopLossPontos; + fAlvoAtual := fPrecoEntrada + TakeProfitPontos; + bSaidaOCOCompra := UsarOCO and ((Low <= fStopAtual) or (High >= fAlvoAtual)); + end; + + if IsSold and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada + StopLossPontos; + fAlvoAtual := fPrecoEntrada - TakeProfitPontos; + bSaidaOCOVenda := UsarOCO and ((High >= fStopAtual) or (Low <= fAlvoAtual)); + end; + + if IsBought and ( + bCompressao + or bZonaNeutra + or (Close < mme20) + or bCandleForcaBaixa + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOCompra + ) then + ClosePosition; + + if IsSold and ( + bCompressao + or bZonaNeutra + or (Close > mme20) + or bCandleForcaAlta + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOVenda + ) then + ClosePosition; + + if (not bEstavaPosicionado) and IsBought then + fPrecoEntrada := Close; + + if (not bEstavaPosicionado) and IsSold then + fPrecoEntrada := Close; + + bEstavaPosicionado := IsBought or IsSold; +end; diff --git a/automacao_backtests/MEDIAS_20_50_200/Reprovados/robo_medias_v43_compressao.txt b/automacao_backtests/MEDIAS_20_50_200/Reprovados/robo_medias_v43_compressao.txt new file mode 100644 index 0000000..09c8aa5 --- /dev/null +++ b/automacao_backtests/MEDIAS_20_50_200/Reprovados/robo_medias_v43_compressao.txt @@ -0,0 +1,228 @@ +{ + Estrategia: robo_medias_v43_compressao + Autor: Wesley + Descricao: Filtro de compressao 20x200 com entrada na saida da compressao direcional. +} + +input + ModoEstrategia(4); + DistanciaMinimaLequePontos(45); + DistanciaCompressao20x200(100); + DistanciaMaximaPrecoMME20(240); + DistanciaToqueMME20(60); + MinBarrasConfirmacao(1); + ConfirmacoesRompimento(2); + MinPercCorpoPA(0.6); + FatorPavioRejeicao(1.55); + UsarConfirmacaoCandle(true); + UsarOCO(true); + StopLossPontos(165); + TakeProfitPontos(297); + UsarSaidaPorTempo(true); + MaxBarrasPosicao(11); + +var + mme9, mme20, mma50, mma200 : float; + slope20, slope50, slope200 : float; + dist920, dist2050, dist50200, dist20200, distPreco20 : float; + topoLookback, fundoLookback : float; + rangeCandle, corpoCandle, pavioSup, pavioInf : float; + iAlta, iBaixa, iBarrasPosicao : integer; + bCompressao, bLequeAlta, bLequeBaixa : boolean; + bAcimaTodas, bAbaixoTodas, bEntre9e20, bEntre20e50, bEntre50e200, bZonaNeutra : boolean; + bCandleForcaAlta, bCandleForcaBaixa, bRejeicaoAlta, bRejeicaoBaixa : boolean; + bPullbackCompra, bPullbackVenda, bRompAlta, bRompBaixa, bSaindoCompressao : boolean; + bCompra, bVenda, bConfCompra, bConfVenda : boolean; + bEstavaPosicionado, bSaidaOCOCompra, bSaidaOCOVenda : boolean; + fPrecoEntrada, fStopAtual, fAlvoAtual : float; + +begin + mme9 := MediaExp(9, Close); + mme20 := MediaExp(20, Close); + mma50 := Media(50, Close); + mma200 := Media(200, Close); + + slope20 := mme20 - mme20[1]; + slope50 := mma50 - mma50[1]; + slope200 := mma200 - mma200[1]; + + dist920 := Abs(mme9 - mme20); + dist2050 := Abs(mme20 - mma50); + dist50200 := Abs(mma50 - mma200); + dist20200 := Abs(mme20 - mma200); + distPreco20 := Abs(Close - mme20); + + topoLookback := Highest(High, 12); + fundoLookback := Lowest(Low, 12); + + rangeCandle := Max(High - Low, 0.01); + corpoCandle := Abs(Close - Open); + pavioSup := High - Max(Open, Close); + pavioInf := Min(Open, Close) - Low; + + bAcimaTodas := (Close > mme9) and (Close > mme20) and (Close > mma50) and (Close > mma200); + bAbaixoTodas := (Close < mme9) and (Close < mme20) and (Close < mma50) and (Close < mma200); + + bEntre9e20 := ((Close <= mme9) and (Close >= mme20)) or ((Close >= mme9) and (Close <= mme20)); + bEntre20e50 := ((Close <= mme20) and (Close >= mma50)) or ((Close >= mme20) and (Close <= mma50)); + bEntre50e200 := ((Close <= mma50) and (Close >= mma200)) or ((Close >= mma50) and (Close <= mma200)); + bZonaNeutra := bEntre9e20 or bEntre20e50 or bEntre50e200; + + bCompressao := dist20200 <= DistanciaCompressao20x200; + bSaindoCompressao := (dist20200 > DistanciaCompressao20x200) and (dist20200[1] <= DistanciaCompressao20x200); + + bLequeAlta := bAcimaTodas and (mme9 > mme20) and (mme20 > mma50) and (mma50 > mma200) + and (slope20 > 0) and (slope50 > 0) and (slope200 >= 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos) + and (dist50200 >= DistanciaMinimaLequePontos); + + bLequeBaixa := bAbaixoTodas and (mme9 < mme20) and (mme20 < mma50) and (mma50 < mma200) + and (slope20 < 0) and (slope50 < 0) and (slope200 <= 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos) + and (dist50200 >= DistanciaMinimaLequePontos); + + bCandleForcaAlta := (Close > Open) and ((corpoCandle / rangeCandle) >= MinPercCorpoPA) and (Close > High[1]); + bCandleForcaBaixa := (Close < Open) and ((corpoCandle / rangeCandle) >= MinPercCorpoPA) and (Close < Low[1]); + + bRejeicaoAlta := (Close > Open) + and ((pavioInf >= (corpoCandle * FatorPavioRejeicao)) or (Low <= Low[1])) + and (Close > mme20); + + bRejeicaoBaixa := (Close < Open) + and ((pavioSup >= (corpoCandle * FatorPavioRejeicao)) or (High >= High[1])) + and (Close < mme20); + + bPullbackCompra := (not bCompressao) + and (mma50 > mma200) + and (slope20 > 0) + and (Abs(Low - mme20) <= DistanciaToqueMME20) + and bRejeicaoAlta; + + bPullbackVenda := (not bCompressao) + and (mma50 < mma200) + and (slope20 < 0) + and (Abs(High - mme20) <= DistanciaToqueMME20) + and bRejeicaoBaixa; + + bRompAlta := (Close > mma200) and (Close[1] <= mma200) + and (dist20200 <= DistanciaToqueMME20) + and (Close >= topoLookback[1]) + and (mme9 > mme20) + and bCandleForcaAlta; + + bRompBaixa := (Close < mma200) and (Close[1] >= mma200) + and (dist20200 <= DistanciaToqueMME20) + and (Close <= fundoLookback[1]) + and (mme9 < mme20) + and bCandleForcaBaixa; + + bConfCompra := (not UsarConfirmacaoCandle) or bCandleForcaAlta; + bConfVenda := (not UsarConfirmacaoCandle) or bCandleForcaBaixa; + + if bLequeAlta or bPullbackCompra or bRompAlta then + iAlta := iAlta + 1 + else + iAlta := 0; + + if bLequeBaixa or bPullbackVenda or bRompBaixa then + iBaixa := iBaixa + 1 + else + iBaixa := 0; + + bCompra := false; + bVenda := false; + + if ModoEstrategia = 1 then + begin + bCompra := bLequeAlta and (not bCompressao) and (not bZonaNeutra) + and (distPreco20 <= DistanciaMaximaPrecoMME20) + and bConfCompra and (iAlta >= MinBarrasConfirmacao); + + bVenda := bLequeBaixa and (not bCompressao) and (not bZonaNeutra) + and (distPreco20 <= DistanciaMaximaPrecoMME20) + and bConfVenda and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 2 then + begin + bCompra := bPullbackCompra and bConfCompra and (iAlta >= MinBarrasConfirmacao); + bVenda := bPullbackVenda and bConfVenda and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 3 then + begin + bCompra := bRompAlta and (iAlta >= ConfirmacoesRompimento); + bVenda := bRompBaixa and (iBaixa >= ConfirmacoesRompimento); + end + else if ModoEstrategia = 4 then + begin + bCompra := (not bCompressao) and bSaindoCompressao and bLequeAlta and bConfCompra; + bVenda := (not bCompressao) and bSaindoCompressao and bLequeBaixa and bConfVenda; + end + else + begin + bCompra := (not bCompressao) and (not bZonaNeutra) + and ((bPullbackCompra and bConfCompra) or (bRompAlta and (iAlta >= ConfirmacoesRompimento))); + + bVenda := (not bCompressao) and (not bZonaNeutra) + and ((bPullbackVenda and bConfVenda) or (bRompBaixa and (iBaixa >= ConfirmacoesRompimento))); + end; + + if IsBought or IsSold then + iBarrasPosicao := iBarrasPosicao + 1 + else + iBarrasPosicao := 0; + + if (not IsBought) and (not IsSold) then + begin + if bCompra then + BuyAtMarket + else if bVenda then + SellShortAtMarket; + end; + + bSaidaOCOCompra := false; + bSaidaOCOVenda := false; + + if IsBought and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada - StopLossPontos; + fAlvoAtual := fPrecoEntrada + TakeProfitPontos; + bSaidaOCOCompra := UsarOCO and ((Low <= fStopAtual) or (High >= fAlvoAtual)); + end; + + if IsSold and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada + StopLossPontos; + fAlvoAtual := fPrecoEntrada - TakeProfitPontos; + bSaidaOCOVenda := UsarOCO and ((High >= fStopAtual) or (Low <= fAlvoAtual)); + end; + + if IsBought and ( + bCompressao + or bZonaNeutra + or (Close < mme20) + or bCandleForcaBaixa + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOCompra + ) then + ClosePosition; + + if IsSold and ( + bCompressao + or bZonaNeutra + or (Close > mme20) + or bCandleForcaAlta + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOVenda + ) then + ClosePosition; + + if (not bEstavaPosicionado) and IsBought then + fPrecoEntrada := Close; + + if (not bEstavaPosicionado) and IsSold then + fPrecoEntrada := Close; + + bEstavaPosicionado := IsBought or IsSold; +end; diff --git a/automacao_backtests/MEDIAS_20_50_200/Reprovados/robo_medias_v44_compressao.txt b/automacao_backtests/MEDIAS_20_50_200/Reprovados/robo_medias_v44_compressao.txt new file mode 100644 index 0000000..e93e58d --- /dev/null +++ b/automacao_backtests/MEDIAS_20_50_200/Reprovados/robo_medias_v44_compressao.txt @@ -0,0 +1,228 @@ +{ + Estrategia: robo_medias_v44_compressao + Autor: Wesley + Descricao: Filtro de compressao 20x200 com entrada na saida da compressao direcional. +} + +input + ModoEstrategia(4); + DistanciaMinimaLequePontos(50); + DistanciaCompressao20x200(110); + DistanciaMaximaPrecoMME20(260); + DistanciaToqueMME20(30); + MinBarrasConfirmacao(2); + ConfirmacoesRompimento(1); + MinPercCorpoPA(0.45); + FatorPavioRejeicao(1.1); + UsarConfirmacaoCandle(true); + UsarOCO(true); + StopLossPontos(180); + TakeProfitPontos(270); + UsarSaidaPorTempo(true); + MaxBarrasPosicao(12); + +var + mme9, mme20, mma50, mma200 : float; + slope20, slope50, slope200 : float; + dist920, dist2050, dist50200, dist20200, distPreco20 : float; + topoLookback, fundoLookback : float; + rangeCandle, corpoCandle, pavioSup, pavioInf : float; + iAlta, iBaixa, iBarrasPosicao : integer; + bCompressao, bLequeAlta, bLequeBaixa : boolean; + bAcimaTodas, bAbaixoTodas, bEntre9e20, bEntre20e50, bEntre50e200, bZonaNeutra : boolean; + bCandleForcaAlta, bCandleForcaBaixa, bRejeicaoAlta, bRejeicaoBaixa : boolean; + bPullbackCompra, bPullbackVenda, bRompAlta, bRompBaixa, bSaindoCompressao : boolean; + bCompra, bVenda, bConfCompra, bConfVenda : boolean; + bEstavaPosicionado, bSaidaOCOCompra, bSaidaOCOVenda : boolean; + fPrecoEntrada, fStopAtual, fAlvoAtual : float; + +begin + mme9 := MediaExp(9, Close); + mme20 := MediaExp(20, Close); + mma50 := Media(50, Close); + mma200 := Media(200, Close); + + slope20 := mme20 - mme20[1]; + slope50 := mma50 - mma50[1]; + slope200 := mma200 - mma200[1]; + + dist920 := Abs(mme9 - mme20); + dist2050 := Abs(mme20 - mma50); + dist50200 := Abs(mma50 - mma200); + dist20200 := Abs(mme20 - mma200); + distPreco20 := Abs(Close - mme20); + + topoLookback := Highest(High, 12); + fundoLookback := Lowest(Low, 12); + + rangeCandle := Max(High - Low, 0.01); + corpoCandle := Abs(Close - Open); + pavioSup := High - Max(Open, Close); + pavioInf := Min(Open, Close) - Low; + + bAcimaTodas := (Close > mme9) and (Close > mme20) and (Close > mma50) and (Close > mma200); + bAbaixoTodas := (Close < mme9) and (Close < mme20) and (Close < mma50) and (Close < mma200); + + bEntre9e20 := ((Close <= mme9) and (Close >= mme20)) or ((Close >= mme9) and (Close <= mme20)); + bEntre20e50 := ((Close <= mme20) and (Close >= mma50)) or ((Close >= mme20) and (Close <= mma50)); + bEntre50e200 := ((Close <= mma50) and (Close >= mma200)) or ((Close >= mma50) and (Close <= mma200)); + bZonaNeutra := bEntre9e20 or bEntre20e50 or bEntre50e200; + + bCompressao := dist20200 <= DistanciaCompressao20x200; + bSaindoCompressao := (dist20200 > DistanciaCompressao20x200) and (dist20200[1] <= DistanciaCompressao20x200); + + bLequeAlta := bAcimaTodas and (mme9 > mme20) and (mme20 > mma50) and (mma50 > mma200) + and (slope20 > 0) and (slope50 > 0) and (slope200 >= 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos) + and (dist50200 >= DistanciaMinimaLequePontos); + + bLequeBaixa := bAbaixoTodas and (mme9 < mme20) and (mme20 < mma50) and (mma50 < mma200) + and (slope20 < 0) and (slope50 < 0) and (slope200 <= 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos) + and (dist50200 >= DistanciaMinimaLequePontos); + + bCandleForcaAlta := (Close > Open) and ((corpoCandle / rangeCandle) >= MinPercCorpoPA) and (Close > High[1]); + bCandleForcaBaixa := (Close < Open) and ((corpoCandle / rangeCandle) >= MinPercCorpoPA) and (Close < Low[1]); + + bRejeicaoAlta := (Close > Open) + and ((pavioInf >= (corpoCandle * FatorPavioRejeicao)) or (Low <= Low[1])) + and (Close > mme20); + + bRejeicaoBaixa := (Close < Open) + and ((pavioSup >= (corpoCandle * FatorPavioRejeicao)) or (High >= High[1])) + and (Close < mme20); + + bPullbackCompra := (not bCompressao) + and (mma50 > mma200) + and (slope20 > 0) + and (Abs(Low - mme20) <= DistanciaToqueMME20) + and bRejeicaoAlta; + + bPullbackVenda := (not bCompressao) + and (mma50 < mma200) + and (slope20 < 0) + and (Abs(High - mme20) <= DistanciaToqueMME20) + and bRejeicaoBaixa; + + bRompAlta := (Close > mma200) and (Close[1] <= mma200) + and (dist20200 <= DistanciaToqueMME20) + and (Close >= topoLookback[1]) + and (mme9 > mme20) + and bCandleForcaAlta; + + bRompBaixa := (Close < mma200) and (Close[1] >= mma200) + and (dist20200 <= DistanciaToqueMME20) + and (Close <= fundoLookback[1]) + and (mme9 < mme20) + and bCandleForcaBaixa; + + bConfCompra := (not UsarConfirmacaoCandle) or bCandleForcaAlta; + bConfVenda := (not UsarConfirmacaoCandle) or bCandleForcaBaixa; + + if bLequeAlta or bPullbackCompra or bRompAlta then + iAlta := iAlta + 1 + else + iAlta := 0; + + if bLequeBaixa or bPullbackVenda or bRompBaixa then + iBaixa := iBaixa + 1 + else + iBaixa := 0; + + bCompra := false; + bVenda := false; + + if ModoEstrategia = 1 then + begin + bCompra := bLequeAlta and (not bCompressao) and (not bZonaNeutra) + and (distPreco20 <= DistanciaMaximaPrecoMME20) + and bConfCompra and (iAlta >= MinBarrasConfirmacao); + + bVenda := bLequeBaixa and (not bCompressao) and (not bZonaNeutra) + and (distPreco20 <= DistanciaMaximaPrecoMME20) + and bConfVenda and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 2 then + begin + bCompra := bPullbackCompra and bConfCompra and (iAlta >= MinBarrasConfirmacao); + bVenda := bPullbackVenda and bConfVenda and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 3 then + begin + bCompra := bRompAlta and (iAlta >= ConfirmacoesRompimento); + bVenda := bRompBaixa and (iBaixa >= ConfirmacoesRompimento); + end + else if ModoEstrategia = 4 then + begin + bCompra := (not bCompressao) and bSaindoCompressao and bLequeAlta and bConfCompra; + bVenda := (not bCompressao) and bSaindoCompressao and bLequeBaixa and bConfVenda; + end + else + begin + bCompra := (not bCompressao) and (not bZonaNeutra) + and ((bPullbackCompra and bConfCompra) or (bRompAlta and (iAlta >= ConfirmacoesRompimento))); + + bVenda := (not bCompressao) and (not bZonaNeutra) + and ((bPullbackVenda and bConfVenda) or (bRompBaixa and (iBaixa >= ConfirmacoesRompimento))); + end; + + if IsBought or IsSold then + iBarrasPosicao := iBarrasPosicao + 1 + else + iBarrasPosicao := 0; + + if (not IsBought) and (not IsSold) then + begin + if bCompra then + BuyAtMarket + else if bVenda then + SellShortAtMarket; + end; + + bSaidaOCOCompra := false; + bSaidaOCOVenda := false; + + if IsBought and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada - StopLossPontos; + fAlvoAtual := fPrecoEntrada + TakeProfitPontos; + bSaidaOCOCompra := UsarOCO and ((Low <= fStopAtual) or (High >= fAlvoAtual)); + end; + + if IsSold and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada + StopLossPontos; + fAlvoAtual := fPrecoEntrada - TakeProfitPontos; + bSaidaOCOVenda := UsarOCO and ((High >= fStopAtual) or (Low <= fAlvoAtual)); + end; + + if IsBought and ( + bCompressao + or bZonaNeutra + or (Close < mme20) + or bCandleForcaBaixa + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOCompra + ) then + ClosePosition; + + if IsSold and ( + bCompressao + or bZonaNeutra + or (Close > mme20) + or bCandleForcaAlta + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOVenda + ) then + ClosePosition; + + if (not bEstavaPosicionado) and IsBought then + fPrecoEntrada := Close; + + if (not bEstavaPosicionado) and IsSold then + fPrecoEntrada := Close; + + bEstavaPosicionado := IsBought or IsSold; +end; diff --git a/automacao_backtests/MEDIAS_20_50_200/Reprovados/robo_medias_v45_hibrido.txt b/automacao_backtests/MEDIAS_20_50_200/Reprovados/robo_medias_v45_hibrido.txt new file mode 100644 index 0000000..538931b --- /dev/null +++ b/automacao_backtests/MEDIAS_20_50_200/Reprovados/robo_medias_v45_hibrido.txt @@ -0,0 +1,228 @@ +{ + Estrategia: robo_medias_v45_hibrido + Autor: Wesley + Descricao: Hibrido de pullback e rompimento com filtro de posicao do preco entre medias. +} + +input + ModoEstrategia(5); + DistanciaMinimaLequePontos(30); + DistanciaCompressao20x200(70); + DistanciaMaximaPrecoMME20(280); + DistanciaToqueMME20(40); + MinBarrasConfirmacao(3); + ConfirmacoesRompimento(2); + MinPercCorpoPA(0.5); + FatorPavioRejeicao(1.25); + UsarConfirmacaoCandle(true); + UsarOCO(true); + StopLossPontos(195); + TakeProfitPontos(312); + UsarSaidaPorTempo(true); + MaxBarrasPosicao(13); + +var + mme9, mme20, mma50, mma200 : float; + slope20, slope50, slope200 : float; + dist920, dist2050, dist50200, dist20200, distPreco20 : float; + topoLookback, fundoLookback : float; + rangeCandle, corpoCandle, pavioSup, pavioInf : float; + iAlta, iBaixa, iBarrasPosicao : integer; + bCompressao, bLequeAlta, bLequeBaixa : boolean; + bAcimaTodas, bAbaixoTodas, bEntre9e20, bEntre20e50, bEntre50e200, bZonaNeutra : boolean; + bCandleForcaAlta, bCandleForcaBaixa, bRejeicaoAlta, bRejeicaoBaixa : boolean; + bPullbackCompra, bPullbackVenda, bRompAlta, bRompBaixa, bSaindoCompressao : boolean; + bCompra, bVenda, bConfCompra, bConfVenda : boolean; + bEstavaPosicionado, bSaidaOCOCompra, bSaidaOCOVenda : boolean; + fPrecoEntrada, fStopAtual, fAlvoAtual : float; + +begin + mme9 := MediaExp(9, Close); + mme20 := MediaExp(20, Close); + mma50 := Media(50, Close); + mma200 := Media(200, Close); + + slope20 := mme20 - mme20[1]; + slope50 := mma50 - mma50[1]; + slope200 := mma200 - mma200[1]; + + dist920 := Abs(mme9 - mme20); + dist2050 := Abs(mme20 - mma50); + dist50200 := Abs(mma50 - mma200); + dist20200 := Abs(mme20 - mma200); + distPreco20 := Abs(Close - mme20); + + topoLookback := Highest(High, 12); + fundoLookback := Lowest(Low, 12); + + rangeCandle := Max(High - Low, 0.01); + corpoCandle := Abs(Close - Open); + pavioSup := High - Max(Open, Close); + pavioInf := Min(Open, Close) - Low; + + bAcimaTodas := (Close > mme9) and (Close > mme20) and (Close > mma50) and (Close > mma200); + bAbaixoTodas := (Close < mme9) and (Close < mme20) and (Close < mma50) and (Close < mma200); + + bEntre9e20 := ((Close <= mme9) and (Close >= mme20)) or ((Close >= mme9) and (Close <= mme20)); + bEntre20e50 := ((Close <= mme20) and (Close >= mma50)) or ((Close >= mme20) and (Close <= mma50)); + bEntre50e200 := ((Close <= mma50) and (Close >= mma200)) or ((Close >= mma50) and (Close <= mma200)); + bZonaNeutra := bEntre9e20 or bEntre20e50 or bEntre50e200; + + bCompressao := dist20200 <= DistanciaCompressao20x200; + bSaindoCompressao := (dist20200 > DistanciaCompressao20x200) and (dist20200[1] <= DistanciaCompressao20x200); + + bLequeAlta := bAcimaTodas and (mme9 > mme20) and (mme20 > mma50) and (mma50 > mma200) + and (slope20 > 0) and (slope50 > 0) and (slope200 >= 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos) + and (dist50200 >= DistanciaMinimaLequePontos); + + bLequeBaixa := bAbaixoTodas and (mme9 < mme20) and (mme20 < mma50) and (mma50 < mma200) + and (slope20 < 0) and (slope50 < 0) and (slope200 <= 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos) + and (dist50200 >= DistanciaMinimaLequePontos); + + bCandleForcaAlta := (Close > Open) and ((corpoCandle / rangeCandle) >= MinPercCorpoPA) and (Close > High[1]); + bCandleForcaBaixa := (Close < Open) and ((corpoCandle / rangeCandle) >= MinPercCorpoPA) and (Close < Low[1]); + + bRejeicaoAlta := (Close > Open) + and ((pavioInf >= (corpoCandle * FatorPavioRejeicao)) or (Low <= Low[1])) + and (Close > mme20); + + bRejeicaoBaixa := (Close < Open) + and ((pavioSup >= (corpoCandle * FatorPavioRejeicao)) or (High >= High[1])) + and (Close < mme20); + + bPullbackCompra := (not bCompressao) + and (mma50 > mma200) + and (slope20 > 0) + and (Abs(Low - mme20) <= DistanciaToqueMME20) + and bRejeicaoAlta; + + bPullbackVenda := (not bCompressao) + and (mma50 < mma200) + and (slope20 < 0) + and (Abs(High - mme20) <= DistanciaToqueMME20) + and bRejeicaoBaixa; + + bRompAlta := (Close > mma200) and (Close[1] <= mma200) + and (dist20200 <= DistanciaToqueMME20) + and (Close >= topoLookback[1]) + and (mme9 > mme20) + and bCandleForcaAlta; + + bRompBaixa := (Close < mma200) and (Close[1] >= mma200) + and (dist20200 <= DistanciaToqueMME20) + and (Close <= fundoLookback[1]) + and (mme9 < mme20) + and bCandleForcaBaixa; + + bConfCompra := (not UsarConfirmacaoCandle) or bCandleForcaAlta; + bConfVenda := (not UsarConfirmacaoCandle) or bCandleForcaBaixa; + + if bLequeAlta or bPullbackCompra or bRompAlta then + iAlta := iAlta + 1 + else + iAlta := 0; + + if bLequeBaixa or bPullbackVenda or bRompBaixa then + iBaixa := iBaixa + 1 + else + iBaixa := 0; + + bCompra := false; + bVenda := false; + + if ModoEstrategia = 1 then + begin + bCompra := bLequeAlta and (not bCompressao) and (not bZonaNeutra) + and (distPreco20 <= DistanciaMaximaPrecoMME20) + and bConfCompra and (iAlta >= MinBarrasConfirmacao); + + bVenda := bLequeBaixa and (not bCompressao) and (not bZonaNeutra) + and (distPreco20 <= DistanciaMaximaPrecoMME20) + and bConfVenda and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 2 then + begin + bCompra := bPullbackCompra and bConfCompra and (iAlta >= MinBarrasConfirmacao); + bVenda := bPullbackVenda and bConfVenda and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 3 then + begin + bCompra := bRompAlta and (iAlta >= ConfirmacoesRompimento); + bVenda := bRompBaixa and (iBaixa >= ConfirmacoesRompimento); + end + else if ModoEstrategia = 4 then + begin + bCompra := (not bCompressao) and bSaindoCompressao and bLequeAlta and bConfCompra; + bVenda := (not bCompressao) and bSaindoCompressao and bLequeBaixa and bConfVenda; + end + else + begin + bCompra := (not bCompressao) and (not bZonaNeutra) + and ((bPullbackCompra and bConfCompra) or (bRompAlta and (iAlta >= ConfirmacoesRompimento))); + + bVenda := (not bCompressao) and (not bZonaNeutra) + and ((bPullbackVenda and bConfVenda) or (bRompBaixa and (iBaixa >= ConfirmacoesRompimento))); + end; + + if IsBought or IsSold then + iBarrasPosicao := iBarrasPosicao + 1 + else + iBarrasPosicao := 0; + + if (not IsBought) and (not IsSold) then + begin + if bCompra then + BuyAtMarket + else if bVenda then + SellShortAtMarket; + end; + + bSaidaOCOCompra := false; + bSaidaOCOVenda := false; + + if IsBought and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada - StopLossPontos; + fAlvoAtual := fPrecoEntrada + TakeProfitPontos; + bSaidaOCOCompra := UsarOCO and ((Low <= fStopAtual) or (High >= fAlvoAtual)); + end; + + if IsSold and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada + StopLossPontos; + fAlvoAtual := fPrecoEntrada - TakeProfitPontos; + bSaidaOCOVenda := UsarOCO and ((High >= fStopAtual) or (Low <= fAlvoAtual)); + end; + + if IsBought and ( + bCompressao + or bZonaNeutra + or (Close < mme20) + or bCandleForcaBaixa + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOCompra + ) then + ClosePosition; + + if IsSold and ( + bCompressao + or bZonaNeutra + or (Close > mme20) + or bCandleForcaAlta + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOVenda + ) then + ClosePosition; + + if (not bEstavaPosicionado) and IsBought then + fPrecoEntrada := Close; + + if (not bEstavaPosicionado) and IsSold then + fPrecoEntrada := Close; + + bEstavaPosicionado := IsBought or IsSold; +end; diff --git a/automacao_backtests/MEDIAS_20_50_200/Reprovados/robo_medias_v46_hibrido.txt b/automacao_backtests/MEDIAS_20_50_200/Reprovados/robo_medias_v46_hibrido.txt new file mode 100644 index 0000000..f578feb --- /dev/null +++ b/automacao_backtests/MEDIAS_20_50_200/Reprovados/robo_medias_v46_hibrido.txt @@ -0,0 +1,228 @@ +{ + Estrategia: robo_medias_v46_hibrido + Autor: Wesley + Descricao: Hibrido de pullback e rompimento com filtro de posicao do preco entre medias. +} + +input + ModoEstrategia(5); + DistanciaMinimaLequePontos(35); + DistanciaCompressao20x200(80); + DistanciaMaximaPrecoMME20(180); + DistanciaToqueMME20(50); + MinBarrasConfirmacao(1); + ConfirmacoesRompimento(1); + MinPercCorpoPA(0.55); + FatorPavioRejeicao(1.4); + UsarConfirmacaoCandle(true); + UsarOCO(true); + StopLossPontos(210); + TakeProfitPontos(357); + UsarSaidaPorTempo(true); + MaxBarrasPosicao(8); + +var + mme9, mme20, mma50, mma200 : float; + slope20, slope50, slope200 : float; + dist920, dist2050, dist50200, dist20200, distPreco20 : float; + topoLookback, fundoLookback : float; + rangeCandle, corpoCandle, pavioSup, pavioInf : float; + iAlta, iBaixa, iBarrasPosicao : integer; + bCompressao, bLequeAlta, bLequeBaixa : boolean; + bAcimaTodas, bAbaixoTodas, bEntre9e20, bEntre20e50, bEntre50e200, bZonaNeutra : boolean; + bCandleForcaAlta, bCandleForcaBaixa, bRejeicaoAlta, bRejeicaoBaixa : boolean; + bPullbackCompra, bPullbackVenda, bRompAlta, bRompBaixa, bSaindoCompressao : boolean; + bCompra, bVenda, bConfCompra, bConfVenda : boolean; + bEstavaPosicionado, bSaidaOCOCompra, bSaidaOCOVenda : boolean; + fPrecoEntrada, fStopAtual, fAlvoAtual : float; + +begin + mme9 := MediaExp(9, Close); + mme20 := MediaExp(20, Close); + mma50 := Media(50, Close); + mma200 := Media(200, Close); + + slope20 := mme20 - mme20[1]; + slope50 := mma50 - mma50[1]; + slope200 := mma200 - mma200[1]; + + dist920 := Abs(mme9 - mme20); + dist2050 := Abs(mme20 - mma50); + dist50200 := Abs(mma50 - mma200); + dist20200 := Abs(mme20 - mma200); + distPreco20 := Abs(Close - mme20); + + topoLookback := Highest(High, 12); + fundoLookback := Lowest(Low, 12); + + rangeCandle := Max(High - Low, 0.01); + corpoCandle := Abs(Close - Open); + pavioSup := High - Max(Open, Close); + pavioInf := Min(Open, Close) - Low; + + bAcimaTodas := (Close > mme9) and (Close > mme20) and (Close > mma50) and (Close > mma200); + bAbaixoTodas := (Close < mme9) and (Close < mme20) and (Close < mma50) and (Close < mma200); + + bEntre9e20 := ((Close <= mme9) and (Close >= mme20)) or ((Close >= mme9) and (Close <= mme20)); + bEntre20e50 := ((Close <= mme20) and (Close >= mma50)) or ((Close >= mme20) and (Close <= mma50)); + bEntre50e200 := ((Close <= mma50) and (Close >= mma200)) or ((Close >= mma50) and (Close <= mma200)); + bZonaNeutra := bEntre9e20 or bEntre20e50 or bEntre50e200; + + bCompressao := dist20200 <= DistanciaCompressao20x200; + bSaindoCompressao := (dist20200 > DistanciaCompressao20x200) and (dist20200[1] <= DistanciaCompressao20x200); + + bLequeAlta := bAcimaTodas and (mme9 > mme20) and (mme20 > mma50) and (mma50 > mma200) + and (slope20 > 0) and (slope50 > 0) and (slope200 >= 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos) + and (dist50200 >= DistanciaMinimaLequePontos); + + bLequeBaixa := bAbaixoTodas and (mme9 < mme20) and (mme20 < mma50) and (mma50 < mma200) + and (slope20 < 0) and (slope50 < 0) and (slope200 <= 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos) + and (dist50200 >= DistanciaMinimaLequePontos); + + bCandleForcaAlta := (Close > Open) and ((corpoCandle / rangeCandle) >= MinPercCorpoPA) and (Close > High[1]); + bCandleForcaBaixa := (Close < Open) and ((corpoCandle / rangeCandle) >= MinPercCorpoPA) and (Close < Low[1]); + + bRejeicaoAlta := (Close > Open) + and ((pavioInf >= (corpoCandle * FatorPavioRejeicao)) or (Low <= Low[1])) + and (Close > mme20); + + bRejeicaoBaixa := (Close < Open) + and ((pavioSup >= (corpoCandle * FatorPavioRejeicao)) or (High >= High[1])) + and (Close < mme20); + + bPullbackCompra := (not bCompressao) + and (mma50 > mma200) + and (slope20 > 0) + and (Abs(Low - mme20) <= DistanciaToqueMME20) + and bRejeicaoAlta; + + bPullbackVenda := (not bCompressao) + and (mma50 < mma200) + and (slope20 < 0) + and (Abs(High - mme20) <= DistanciaToqueMME20) + and bRejeicaoBaixa; + + bRompAlta := (Close > mma200) and (Close[1] <= mma200) + and (dist20200 <= DistanciaToqueMME20) + and (Close >= topoLookback[1]) + and (mme9 > mme20) + and bCandleForcaAlta; + + bRompBaixa := (Close < mma200) and (Close[1] >= mma200) + and (dist20200 <= DistanciaToqueMME20) + and (Close <= fundoLookback[1]) + and (mme9 < mme20) + and bCandleForcaBaixa; + + bConfCompra := (not UsarConfirmacaoCandle) or bCandleForcaAlta; + bConfVenda := (not UsarConfirmacaoCandle) or bCandleForcaBaixa; + + if bLequeAlta or bPullbackCompra or bRompAlta then + iAlta := iAlta + 1 + else + iAlta := 0; + + if bLequeBaixa or bPullbackVenda or bRompBaixa then + iBaixa := iBaixa + 1 + else + iBaixa := 0; + + bCompra := false; + bVenda := false; + + if ModoEstrategia = 1 then + begin + bCompra := bLequeAlta and (not bCompressao) and (not bZonaNeutra) + and (distPreco20 <= DistanciaMaximaPrecoMME20) + and bConfCompra and (iAlta >= MinBarrasConfirmacao); + + bVenda := bLequeBaixa and (not bCompressao) and (not bZonaNeutra) + and (distPreco20 <= DistanciaMaximaPrecoMME20) + and bConfVenda and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 2 then + begin + bCompra := bPullbackCompra and bConfCompra and (iAlta >= MinBarrasConfirmacao); + bVenda := bPullbackVenda and bConfVenda and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 3 then + begin + bCompra := bRompAlta and (iAlta >= ConfirmacoesRompimento); + bVenda := bRompBaixa and (iBaixa >= ConfirmacoesRompimento); + end + else if ModoEstrategia = 4 then + begin + bCompra := (not bCompressao) and bSaindoCompressao and bLequeAlta and bConfCompra; + bVenda := (not bCompressao) and bSaindoCompressao and bLequeBaixa and bConfVenda; + end + else + begin + bCompra := (not bCompressao) and (not bZonaNeutra) + and ((bPullbackCompra and bConfCompra) or (bRompAlta and (iAlta >= ConfirmacoesRompimento))); + + bVenda := (not bCompressao) and (not bZonaNeutra) + and ((bPullbackVenda and bConfVenda) or (bRompBaixa and (iBaixa >= ConfirmacoesRompimento))); + end; + + if IsBought or IsSold then + iBarrasPosicao := iBarrasPosicao + 1 + else + iBarrasPosicao := 0; + + if (not IsBought) and (not IsSold) then + begin + if bCompra then + BuyAtMarket + else if bVenda then + SellShortAtMarket; + end; + + bSaidaOCOCompra := false; + bSaidaOCOVenda := false; + + if IsBought and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada - StopLossPontos; + fAlvoAtual := fPrecoEntrada + TakeProfitPontos; + bSaidaOCOCompra := UsarOCO and ((Low <= fStopAtual) or (High >= fAlvoAtual)); + end; + + if IsSold and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada + StopLossPontos; + fAlvoAtual := fPrecoEntrada - TakeProfitPontos; + bSaidaOCOVenda := UsarOCO and ((High >= fStopAtual) or (Low <= fAlvoAtual)); + end; + + if IsBought and ( + bCompressao + or bZonaNeutra + or (Close < mme20) + or bCandleForcaBaixa + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOCompra + ) then + ClosePosition; + + if IsSold and ( + bCompressao + or bZonaNeutra + or (Close > mme20) + or bCandleForcaAlta + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOVenda + ) then + ClosePosition; + + if (not bEstavaPosicionado) and IsBought then + fPrecoEntrada := Close; + + if (not bEstavaPosicionado) and IsSold then + fPrecoEntrada := Close; + + bEstavaPosicionado := IsBought or IsSold; +end; diff --git a/automacao_backtests/MEDIAS_20_50_200/Reprovados/robo_medias_v47_hibrido.txt b/automacao_backtests/MEDIAS_20_50_200/Reprovados/robo_medias_v47_hibrido.txt new file mode 100644 index 0000000..79b2cee --- /dev/null +++ b/automacao_backtests/MEDIAS_20_50_200/Reprovados/robo_medias_v47_hibrido.txt @@ -0,0 +1,228 @@ +{ + Estrategia: robo_medias_v47_hibrido + Autor: Wesley + Descricao: Hibrido de pullback e rompimento com filtro de posicao do preco entre medias. +} + +input + ModoEstrategia(5); + DistanciaMinimaLequePontos(40); + DistanciaCompressao20x200(90); + DistanciaMaximaPrecoMME20(200); + DistanciaToqueMME20(60); + MinBarrasConfirmacao(2); + ConfirmacoesRompimento(2); + MinPercCorpoPA(0.6); + FatorPavioRejeicao(1.55); + UsarConfirmacaoCandle(true); + UsarOCO(true); + StopLossPontos(225); + TakeProfitPontos(405); + UsarSaidaPorTempo(true); + MaxBarrasPosicao(9); + +var + mme9, mme20, mma50, mma200 : float; + slope20, slope50, slope200 : float; + dist920, dist2050, dist50200, dist20200, distPreco20 : float; + topoLookback, fundoLookback : float; + rangeCandle, corpoCandle, pavioSup, pavioInf : float; + iAlta, iBaixa, iBarrasPosicao : integer; + bCompressao, bLequeAlta, bLequeBaixa : boolean; + bAcimaTodas, bAbaixoTodas, bEntre9e20, bEntre20e50, bEntre50e200, bZonaNeutra : boolean; + bCandleForcaAlta, bCandleForcaBaixa, bRejeicaoAlta, bRejeicaoBaixa : boolean; + bPullbackCompra, bPullbackVenda, bRompAlta, bRompBaixa, bSaindoCompressao : boolean; + bCompra, bVenda, bConfCompra, bConfVenda : boolean; + bEstavaPosicionado, bSaidaOCOCompra, bSaidaOCOVenda : boolean; + fPrecoEntrada, fStopAtual, fAlvoAtual : float; + +begin + mme9 := MediaExp(9, Close); + mme20 := MediaExp(20, Close); + mma50 := Media(50, Close); + mma200 := Media(200, Close); + + slope20 := mme20 - mme20[1]; + slope50 := mma50 - mma50[1]; + slope200 := mma200 - mma200[1]; + + dist920 := Abs(mme9 - mme20); + dist2050 := Abs(mme20 - mma50); + dist50200 := Abs(mma50 - mma200); + dist20200 := Abs(mme20 - mma200); + distPreco20 := Abs(Close - mme20); + + topoLookback := Highest(High, 12); + fundoLookback := Lowest(Low, 12); + + rangeCandle := Max(High - Low, 0.01); + corpoCandle := Abs(Close - Open); + pavioSup := High - Max(Open, Close); + pavioInf := Min(Open, Close) - Low; + + bAcimaTodas := (Close > mme9) and (Close > mme20) and (Close > mma50) and (Close > mma200); + bAbaixoTodas := (Close < mme9) and (Close < mme20) and (Close < mma50) and (Close < mma200); + + bEntre9e20 := ((Close <= mme9) and (Close >= mme20)) or ((Close >= mme9) and (Close <= mme20)); + bEntre20e50 := ((Close <= mme20) and (Close >= mma50)) or ((Close >= mme20) and (Close <= mma50)); + bEntre50e200 := ((Close <= mma50) and (Close >= mma200)) or ((Close >= mma50) and (Close <= mma200)); + bZonaNeutra := bEntre9e20 or bEntre20e50 or bEntre50e200; + + bCompressao := dist20200 <= DistanciaCompressao20x200; + bSaindoCompressao := (dist20200 > DistanciaCompressao20x200) and (dist20200[1] <= DistanciaCompressao20x200); + + bLequeAlta := bAcimaTodas and (mme9 > mme20) and (mme20 > mma50) and (mma50 > mma200) + and (slope20 > 0) and (slope50 > 0) and (slope200 >= 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos) + and (dist50200 >= DistanciaMinimaLequePontos); + + bLequeBaixa := bAbaixoTodas and (mme9 < mme20) and (mme20 < mma50) and (mma50 < mma200) + and (slope20 < 0) and (slope50 < 0) and (slope200 <= 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos) + and (dist50200 >= DistanciaMinimaLequePontos); + + bCandleForcaAlta := (Close > Open) and ((corpoCandle / rangeCandle) >= MinPercCorpoPA) and (Close > High[1]); + bCandleForcaBaixa := (Close < Open) and ((corpoCandle / rangeCandle) >= MinPercCorpoPA) and (Close < Low[1]); + + bRejeicaoAlta := (Close > Open) + and ((pavioInf >= (corpoCandle * FatorPavioRejeicao)) or (Low <= Low[1])) + and (Close > mme20); + + bRejeicaoBaixa := (Close < Open) + and ((pavioSup >= (corpoCandle * FatorPavioRejeicao)) or (High >= High[1])) + and (Close < mme20); + + bPullbackCompra := (not bCompressao) + and (mma50 > mma200) + and (slope20 > 0) + and (Abs(Low - mme20) <= DistanciaToqueMME20) + and bRejeicaoAlta; + + bPullbackVenda := (not bCompressao) + and (mma50 < mma200) + and (slope20 < 0) + and (Abs(High - mme20) <= DistanciaToqueMME20) + and bRejeicaoBaixa; + + bRompAlta := (Close > mma200) and (Close[1] <= mma200) + and (dist20200 <= DistanciaToqueMME20) + and (Close >= topoLookback[1]) + and (mme9 > mme20) + and bCandleForcaAlta; + + bRompBaixa := (Close < mma200) and (Close[1] >= mma200) + and (dist20200 <= DistanciaToqueMME20) + and (Close <= fundoLookback[1]) + and (mme9 < mme20) + and bCandleForcaBaixa; + + bConfCompra := (not UsarConfirmacaoCandle) or bCandleForcaAlta; + bConfVenda := (not UsarConfirmacaoCandle) or bCandleForcaBaixa; + + if bLequeAlta or bPullbackCompra or bRompAlta then + iAlta := iAlta + 1 + else + iAlta := 0; + + if bLequeBaixa or bPullbackVenda or bRompBaixa then + iBaixa := iBaixa + 1 + else + iBaixa := 0; + + bCompra := false; + bVenda := false; + + if ModoEstrategia = 1 then + begin + bCompra := bLequeAlta and (not bCompressao) and (not bZonaNeutra) + and (distPreco20 <= DistanciaMaximaPrecoMME20) + and bConfCompra and (iAlta >= MinBarrasConfirmacao); + + bVenda := bLequeBaixa and (not bCompressao) and (not bZonaNeutra) + and (distPreco20 <= DistanciaMaximaPrecoMME20) + and bConfVenda and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 2 then + begin + bCompra := bPullbackCompra and bConfCompra and (iAlta >= MinBarrasConfirmacao); + bVenda := bPullbackVenda and bConfVenda and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 3 then + begin + bCompra := bRompAlta and (iAlta >= ConfirmacoesRompimento); + bVenda := bRompBaixa and (iBaixa >= ConfirmacoesRompimento); + end + else if ModoEstrategia = 4 then + begin + bCompra := (not bCompressao) and bSaindoCompressao and bLequeAlta and bConfCompra; + bVenda := (not bCompressao) and bSaindoCompressao and bLequeBaixa and bConfVenda; + end + else + begin + bCompra := (not bCompressao) and (not bZonaNeutra) + and ((bPullbackCompra and bConfCompra) or (bRompAlta and (iAlta >= ConfirmacoesRompimento))); + + bVenda := (not bCompressao) and (not bZonaNeutra) + and ((bPullbackVenda and bConfVenda) or (bRompBaixa and (iBaixa >= ConfirmacoesRompimento))); + end; + + if IsBought or IsSold then + iBarrasPosicao := iBarrasPosicao + 1 + else + iBarrasPosicao := 0; + + if (not IsBought) and (not IsSold) then + begin + if bCompra then + BuyAtMarket + else if bVenda then + SellShortAtMarket; + end; + + bSaidaOCOCompra := false; + bSaidaOCOVenda := false; + + if IsBought and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada - StopLossPontos; + fAlvoAtual := fPrecoEntrada + TakeProfitPontos; + bSaidaOCOCompra := UsarOCO and ((Low <= fStopAtual) or (High >= fAlvoAtual)); + end; + + if IsSold and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada + StopLossPontos; + fAlvoAtual := fPrecoEntrada - TakeProfitPontos; + bSaidaOCOVenda := UsarOCO and ((High >= fStopAtual) or (Low <= fAlvoAtual)); + end; + + if IsBought and ( + bCompressao + or bZonaNeutra + or (Close < mme20) + or bCandleForcaBaixa + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOCompra + ) then + ClosePosition; + + if IsSold and ( + bCompressao + or bZonaNeutra + or (Close > mme20) + or bCandleForcaAlta + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOVenda + ) then + ClosePosition; + + if (not bEstavaPosicionado) and IsBought then + fPrecoEntrada := Close; + + if (not bEstavaPosicionado) and IsSold then + fPrecoEntrada := Close; + + bEstavaPosicionado := IsBought or IsSold; +end; diff --git a/automacao_backtests/MEDIAS_20_50_200/Reprovados/robo_medias_v48_hibrido.txt b/automacao_backtests/MEDIAS_20_50_200/Reprovados/robo_medias_v48_hibrido.txt new file mode 100644 index 0000000..e26eeca --- /dev/null +++ b/automacao_backtests/MEDIAS_20_50_200/Reprovados/robo_medias_v48_hibrido.txt @@ -0,0 +1,228 @@ +{ + Estrategia: robo_medias_v48_hibrido + Autor: Wesley + Descricao: Hibrido de pullback e rompimento com filtro de posicao do preco entre medias. +} + +input + ModoEstrategia(5); + DistanciaMinimaLequePontos(45); + DistanciaCompressao20x200(100); + DistanciaMaximaPrecoMME20(220); + DistanciaToqueMME20(30); + MinBarrasConfirmacao(3); + ConfirmacoesRompimento(1); + MinPercCorpoPA(0.45); + FatorPavioRejeicao(1.1); + UsarConfirmacaoCandle(true); + UsarOCO(true); + StopLossPontos(240); + TakeProfitPontos(360); + UsarSaidaPorTempo(true); + MaxBarrasPosicao(10); + +var + mme9, mme20, mma50, mma200 : float; + slope20, slope50, slope200 : float; + dist920, dist2050, dist50200, dist20200, distPreco20 : float; + topoLookback, fundoLookback : float; + rangeCandle, corpoCandle, pavioSup, pavioInf : float; + iAlta, iBaixa, iBarrasPosicao : integer; + bCompressao, bLequeAlta, bLequeBaixa : boolean; + bAcimaTodas, bAbaixoTodas, bEntre9e20, bEntre20e50, bEntre50e200, bZonaNeutra : boolean; + bCandleForcaAlta, bCandleForcaBaixa, bRejeicaoAlta, bRejeicaoBaixa : boolean; + bPullbackCompra, bPullbackVenda, bRompAlta, bRompBaixa, bSaindoCompressao : boolean; + bCompra, bVenda, bConfCompra, bConfVenda : boolean; + bEstavaPosicionado, bSaidaOCOCompra, bSaidaOCOVenda : boolean; + fPrecoEntrada, fStopAtual, fAlvoAtual : float; + +begin + mme9 := MediaExp(9, Close); + mme20 := MediaExp(20, Close); + mma50 := Media(50, Close); + mma200 := Media(200, Close); + + slope20 := mme20 - mme20[1]; + slope50 := mma50 - mma50[1]; + slope200 := mma200 - mma200[1]; + + dist920 := Abs(mme9 - mme20); + dist2050 := Abs(mme20 - mma50); + dist50200 := Abs(mma50 - mma200); + dist20200 := Abs(mme20 - mma200); + distPreco20 := Abs(Close - mme20); + + topoLookback := Highest(High, 12); + fundoLookback := Lowest(Low, 12); + + rangeCandle := Max(High - Low, 0.01); + corpoCandle := Abs(Close - Open); + pavioSup := High - Max(Open, Close); + pavioInf := Min(Open, Close) - Low; + + bAcimaTodas := (Close > mme9) and (Close > mme20) and (Close > mma50) and (Close > mma200); + bAbaixoTodas := (Close < mme9) and (Close < mme20) and (Close < mma50) and (Close < mma200); + + bEntre9e20 := ((Close <= mme9) and (Close >= mme20)) or ((Close >= mme9) and (Close <= mme20)); + bEntre20e50 := ((Close <= mme20) and (Close >= mma50)) or ((Close >= mme20) and (Close <= mma50)); + bEntre50e200 := ((Close <= mma50) and (Close >= mma200)) or ((Close >= mma50) and (Close <= mma200)); + bZonaNeutra := bEntre9e20 or bEntre20e50 or bEntre50e200; + + bCompressao := dist20200 <= DistanciaCompressao20x200; + bSaindoCompressao := (dist20200 > DistanciaCompressao20x200) and (dist20200[1] <= DistanciaCompressao20x200); + + bLequeAlta := bAcimaTodas and (mme9 > mme20) and (mme20 > mma50) and (mma50 > mma200) + and (slope20 > 0) and (slope50 > 0) and (slope200 >= 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos) + and (dist50200 >= DistanciaMinimaLequePontos); + + bLequeBaixa := bAbaixoTodas and (mme9 < mme20) and (mme20 < mma50) and (mma50 < mma200) + and (slope20 < 0) and (slope50 < 0) and (slope200 <= 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos) + and (dist50200 >= DistanciaMinimaLequePontos); + + bCandleForcaAlta := (Close > Open) and ((corpoCandle / rangeCandle) >= MinPercCorpoPA) and (Close > High[1]); + bCandleForcaBaixa := (Close < Open) and ((corpoCandle / rangeCandle) >= MinPercCorpoPA) and (Close < Low[1]); + + bRejeicaoAlta := (Close > Open) + and ((pavioInf >= (corpoCandle * FatorPavioRejeicao)) or (Low <= Low[1])) + and (Close > mme20); + + bRejeicaoBaixa := (Close < Open) + and ((pavioSup >= (corpoCandle * FatorPavioRejeicao)) or (High >= High[1])) + and (Close < mme20); + + bPullbackCompra := (not bCompressao) + and (mma50 > mma200) + and (slope20 > 0) + and (Abs(Low - mme20) <= DistanciaToqueMME20) + and bRejeicaoAlta; + + bPullbackVenda := (not bCompressao) + and (mma50 < mma200) + and (slope20 < 0) + and (Abs(High - mme20) <= DistanciaToqueMME20) + and bRejeicaoBaixa; + + bRompAlta := (Close > mma200) and (Close[1] <= mma200) + and (dist20200 <= DistanciaToqueMME20) + and (Close >= topoLookback[1]) + and (mme9 > mme20) + and bCandleForcaAlta; + + bRompBaixa := (Close < mma200) and (Close[1] >= mma200) + and (dist20200 <= DistanciaToqueMME20) + and (Close <= fundoLookback[1]) + and (mme9 < mme20) + and bCandleForcaBaixa; + + bConfCompra := (not UsarConfirmacaoCandle) or bCandleForcaAlta; + bConfVenda := (not UsarConfirmacaoCandle) or bCandleForcaBaixa; + + if bLequeAlta or bPullbackCompra or bRompAlta then + iAlta := iAlta + 1 + else + iAlta := 0; + + if bLequeBaixa or bPullbackVenda or bRompBaixa then + iBaixa := iBaixa + 1 + else + iBaixa := 0; + + bCompra := false; + bVenda := false; + + if ModoEstrategia = 1 then + begin + bCompra := bLequeAlta and (not bCompressao) and (not bZonaNeutra) + and (distPreco20 <= DistanciaMaximaPrecoMME20) + and bConfCompra and (iAlta >= MinBarrasConfirmacao); + + bVenda := bLequeBaixa and (not bCompressao) and (not bZonaNeutra) + and (distPreco20 <= DistanciaMaximaPrecoMME20) + and bConfVenda and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 2 then + begin + bCompra := bPullbackCompra and bConfCompra and (iAlta >= MinBarrasConfirmacao); + bVenda := bPullbackVenda and bConfVenda and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 3 then + begin + bCompra := bRompAlta and (iAlta >= ConfirmacoesRompimento); + bVenda := bRompBaixa and (iBaixa >= ConfirmacoesRompimento); + end + else if ModoEstrategia = 4 then + begin + bCompra := (not bCompressao) and bSaindoCompressao and bLequeAlta and bConfCompra; + bVenda := (not bCompressao) and bSaindoCompressao and bLequeBaixa and bConfVenda; + end + else + begin + bCompra := (not bCompressao) and (not bZonaNeutra) + and ((bPullbackCompra and bConfCompra) or (bRompAlta and (iAlta >= ConfirmacoesRompimento))); + + bVenda := (not bCompressao) and (not bZonaNeutra) + and ((bPullbackVenda and bConfVenda) or (bRompBaixa and (iBaixa >= ConfirmacoesRompimento))); + end; + + if IsBought or IsSold then + iBarrasPosicao := iBarrasPosicao + 1 + else + iBarrasPosicao := 0; + + if (not IsBought) and (not IsSold) then + begin + if bCompra then + BuyAtMarket + else if bVenda then + SellShortAtMarket; + end; + + bSaidaOCOCompra := false; + bSaidaOCOVenda := false; + + if IsBought and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada - StopLossPontos; + fAlvoAtual := fPrecoEntrada + TakeProfitPontos; + bSaidaOCOCompra := UsarOCO and ((Low <= fStopAtual) or (High >= fAlvoAtual)); + end; + + if IsSold and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada + StopLossPontos; + fAlvoAtual := fPrecoEntrada - TakeProfitPontos; + bSaidaOCOVenda := UsarOCO and ((High >= fStopAtual) or (Low <= fAlvoAtual)); + end; + + if IsBought and ( + bCompressao + or bZonaNeutra + or (Close < mme20) + or bCandleForcaBaixa + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOCompra + ) then + ClosePosition; + + if IsSold and ( + bCompressao + or bZonaNeutra + or (Close > mme20) + or bCandleForcaAlta + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOVenda + ) then + ClosePosition; + + if (not bEstavaPosicionado) and IsBought then + fPrecoEntrada := Close; + + if (not bEstavaPosicionado) and IsSold then + fPrecoEntrada := Close; + + bEstavaPosicionado := IsBought or IsSold; +end; diff --git a/automacao_backtests/MEDIAS_20_50_200/Reprovados/robo_medias_v49_hibrido.txt b/automacao_backtests/MEDIAS_20_50_200/Reprovados/robo_medias_v49_hibrido.txt new file mode 100644 index 0000000..221a184 --- /dev/null +++ b/automacao_backtests/MEDIAS_20_50_200/Reprovados/robo_medias_v49_hibrido.txt @@ -0,0 +1,228 @@ +{ + Estrategia: robo_medias_v49_hibrido + Autor: Wesley + Descricao: Hibrido de pullback e rompimento com filtro de posicao do preco entre medias. +} + +input + ModoEstrategia(5); + DistanciaMinimaLequePontos(50); + DistanciaCompressao20x200(110); + DistanciaMaximaPrecoMME20(240); + DistanciaToqueMME20(40); + MinBarrasConfirmacao(1); + ConfirmacoesRompimento(2); + MinPercCorpoPA(0.5); + FatorPavioRejeicao(1.25); + UsarConfirmacaoCandle(true); + UsarOCO(true); + StopLossPontos(255); + TakeProfitPontos(408); + UsarSaidaPorTempo(true); + MaxBarrasPosicao(11); + +var + mme9, mme20, mma50, mma200 : float; + slope20, slope50, slope200 : float; + dist920, dist2050, dist50200, dist20200, distPreco20 : float; + topoLookback, fundoLookback : float; + rangeCandle, corpoCandle, pavioSup, pavioInf : float; + iAlta, iBaixa, iBarrasPosicao : integer; + bCompressao, bLequeAlta, bLequeBaixa : boolean; + bAcimaTodas, bAbaixoTodas, bEntre9e20, bEntre20e50, bEntre50e200, bZonaNeutra : boolean; + bCandleForcaAlta, bCandleForcaBaixa, bRejeicaoAlta, bRejeicaoBaixa : boolean; + bPullbackCompra, bPullbackVenda, bRompAlta, bRompBaixa, bSaindoCompressao : boolean; + bCompra, bVenda, bConfCompra, bConfVenda : boolean; + bEstavaPosicionado, bSaidaOCOCompra, bSaidaOCOVenda : boolean; + fPrecoEntrada, fStopAtual, fAlvoAtual : float; + +begin + mme9 := MediaExp(9, Close); + mme20 := MediaExp(20, Close); + mma50 := Media(50, Close); + mma200 := Media(200, Close); + + slope20 := mme20 - mme20[1]; + slope50 := mma50 - mma50[1]; + slope200 := mma200 - mma200[1]; + + dist920 := Abs(mme9 - mme20); + dist2050 := Abs(mme20 - mma50); + dist50200 := Abs(mma50 - mma200); + dist20200 := Abs(mme20 - mma200); + distPreco20 := Abs(Close - mme20); + + topoLookback := Highest(High, 12); + fundoLookback := Lowest(Low, 12); + + rangeCandle := Max(High - Low, 0.01); + corpoCandle := Abs(Close - Open); + pavioSup := High - Max(Open, Close); + pavioInf := Min(Open, Close) - Low; + + bAcimaTodas := (Close > mme9) and (Close > mme20) and (Close > mma50) and (Close > mma200); + bAbaixoTodas := (Close < mme9) and (Close < mme20) and (Close < mma50) and (Close < mma200); + + bEntre9e20 := ((Close <= mme9) and (Close >= mme20)) or ((Close >= mme9) and (Close <= mme20)); + bEntre20e50 := ((Close <= mme20) and (Close >= mma50)) or ((Close >= mme20) and (Close <= mma50)); + bEntre50e200 := ((Close <= mma50) and (Close >= mma200)) or ((Close >= mma50) and (Close <= mma200)); + bZonaNeutra := bEntre9e20 or bEntre20e50 or bEntre50e200; + + bCompressao := dist20200 <= DistanciaCompressao20x200; + bSaindoCompressao := (dist20200 > DistanciaCompressao20x200) and (dist20200[1] <= DistanciaCompressao20x200); + + bLequeAlta := bAcimaTodas and (mme9 > mme20) and (mme20 > mma50) and (mma50 > mma200) + and (slope20 > 0) and (slope50 > 0) and (slope200 >= 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos) + and (dist50200 >= DistanciaMinimaLequePontos); + + bLequeBaixa := bAbaixoTodas and (mme9 < mme20) and (mme20 < mma50) and (mma50 < mma200) + and (slope20 < 0) and (slope50 < 0) and (slope200 <= 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos) + and (dist50200 >= DistanciaMinimaLequePontos); + + bCandleForcaAlta := (Close > Open) and ((corpoCandle / rangeCandle) >= MinPercCorpoPA) and (Close > High[1]); + bCandleForcaBaixa := (Close < Open) and ((corpoCandle / rangeCandle) >= MinPercCorpoPA) and (Close < Low[1]); + + bRejeicaoAlta := (Close > Open) + and ((pavioInf >= (corpoCandle * FatorPavioRejeicao)) or (Low <= Low[1])) + and (Close > mme20); + + bRejeicaoBaixa := (Close < Open) + and ((pavioSup >= (corpoCandle * FatorPavioRejeicao)) or (High >= High[1])) + and (Close < mme20); + + bPullbackCompra := (not bCompressao) + and (mma50 > mma200) + and (slope20 > 0) + and (Abs(Low - mme20) <= DistanciaToqueMME20) + and bRejeicaoAlta; + + bPullbackVenda := (not bCompressao) + and (mma50 < mma200) + and (slope20 < 0) + and (Abs(High - mme20) <= DistanciaToqueMME20) + and bRejeicaoBaixa; + + bRompAlta := (Close > mma200) and (Close[1] <= mma200) + and (dist20200 <= DistanciaToqueMME20) + and (Close >= topoLookback[1]) + and (mme9 > mme20) + and bCandleForcaAlta; + + bRompBaixa := (Close < mma200) and (Close[1] >= mma200) + and (dist20200 <= DistanciaToqueMME20) + and (Close <= fundoLookback[1]) + and (mme9 < mme20) + and bCandleForcaBaixa; + + bConfCompra := (not UsarConfirmacaoCandle) or bCandleForcaAlta; + bConfVenda := (not UsarConfirmacaoCandle) or bCandleForcaBaixa; + + if bLequeAlta or bPullbackCompra or bRompAlta then + iAlta := iAlta + 1 + else + iAlta := 0; + + if bLequeBaixa or bPullbackVenda or bRompBaixa then + iBaixa := iBaixa + 1 + else + iBaixa := 0; + + bCompra := false; + bVenda := false; + + if ModoEstrategia = 1 then + begin + bCompra := bLequeAlta and (not bCompressao) and (not bZonaNeutra) + and (distPreco20 <= DistanciaMaximaPrecoMME20) + and bConfCompra and (iAlta >= MinBarrasConfirmacao); + + bVenda := bLequeBaixa and (not bCompressao) and (not bZonaNeutra) + and (distPreco20 <= DistanciaMaximaPrecoMME20) + and bConfVenda and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 2 then + begin + bCompra := bPullbackCompra and bConfCompra and (iAlta >= MinBarrasConfirmacao); + bVenda := bPullbackVenda and bConfVenda and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 3 then + begin + bCompra := bRompAlta and (iAlta >= ConfirmacoesRompimento); + bVenda := bRompBaixa and (iBaixa >= ConfirmacoesRompimento); + end + else if ModoEstrategia = 4 then + begin + bCompra := (not bCompressao) and bSaindoCompressao and bLequeAlta and bConfCompra; + bVenda := (not bCompressao) and bSaindoCompressao and bLequeBaixa and bConfVenda; + end + else + begin + bCompra := (not bCompressao) and (not bZonaNeutra) + and ((bPullbackCompra and bConfCompra) or (bRompAlta and (iAlta >= ConfirmacoesRompimento))); + + bVenda := (not bCompressao) and (not bZonaNeutra) + and ((bPullbackVenda and bConfVenda) or (bRompBaixa and (iBaixa >= ConfirmacoesRompimento))); + end; + + if IsBought or IsSold then + iBarrasPosicao := iBarrasPosicao + 1 + else + iBarrasPosicao := 0; + + if (not IsBought) and (not IsSold) then + begin + if bCompra then + BuyAtMarket + else if bVenda then + SellShortAtMarket; + end; + + bSaidaOCOCompra := false; + bSaidaOCOVenda := false; + + if IsBought and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada - StopLossPontos; + fAlvoAtual := fPrecoEntrada + TakeProfitPontos; + bSaidaOCOCompra := UsarOCO and ((Low <= fStopAtual) or (High >= fAlvoAtual)); + end; + + if IsSold and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada + StopLossPontos; + fAlvoAtual := fPrecoEntrada - TakeProfitPontos; + bSaidaOCOVenda := UsarOCO and ((High >= fStopAtual) or (Low <= fAlvoAtual)); + end; + + if IsBought and ( + bCompressao + or bZonaNeutra + or (Close < mme20) + or bCandleForcaBaixa + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOCompra + ) then + ClosePosition; + + if IsSold and ( + bCompressao + or bZonaNeutra + or (Close > mme20) + or bCandleForcaAlta + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOVenda + ) then + ClosePosition; + + if (not bEstavaPosicionado) and IsBought then + fPrecoEntrada := Close; + + if (not bEstavaPosicionado) and IsSold then + fPrecoEntrada := Close; + + bEstavaPosicionado := IsBought or IsSold; +end; diff --git a/automacao_backtests/MEDIAS_20_50_200/Reprovados/robo_medias_v4_filtro_compressao_direcional.txt b/automacao_backtests/MEDIAS_20_50_200/Reprovados/robo_medias_v4_filtro_compressao_direcional.txt new file mode 100644 index 0000000..54193a5 --- /dev/null +++ b/automacao_backtests/MEDIAS_20_50_200/Reprovados/robo_medias_v4_filtro_compressao_direcional.txt @@ -0,0 +1,228 @@ +{ + Estrategia: robo_medias_v4_filtro_compressao_direcional + Autor: Wesley + Descricao: Filtro de compressao 20x200 com entrada na saida da compressao direcional. +} + +input + ModoEstrategia(4); + DistanciaMinimaLequePontos(50); + DistanciaCompressao20x200(110); + DistanciaMaximaPrecoMME20(260); + DistanciaToqueMME20(30); + MinBarrasConfirmacao(2); + ConfirmacoesRompimento(1); + MinPercCorpoPA(0.45); + FatorPavioRejeicao(1.1); + UsarConfirmacaoCandle(true); + UsarOCO(true); + StopLossPontos(180); + TakeProfitPontos(270); + UsarSaidaPorTempo(true); + MaxBarrasPosicao(12); + +var + mme9, mme20, mma50, mma200 : float; + slope20, slope50, slope200 : float; + dist920, dist2050, dist50200, dist20200, distPreco20 : float; + topoLookback, fundoLookback : float; + rangeCandle, corpoCandle, pavioSup, pavioInf : float; + iAlta, iBaixa, iBarrasPosicao : integer; + bCompressao, bLequeAlta, bLequeBaixa : boolean; + bAcimaTodas, bAbaixoTodas, bEntre9e20, bEntre20e50, bEntre50e200, bZonaNeutra : boolean; + bCandleForcaAlta, bCandleForcaBaixa, bRejeicaoAlta, bRejeicaoBaixa : boolean; + bPullbackCompra, bPullbackVenda, bRompAlta, bRompBaixa, bSaindoCompressao : boolean; + bCompra, bVenda, bConfCompra, bConfVenda : boolean; + bEstavaPosicionado, bSaidaOCOCompra, bSaidaOCOVenda : boolean; + fPrecoEntrada, fStopAtual, fAlvoAtual : float; + +begin + mme9 := MediaExp(9, Close); + mme20 := MediaExp(20, Close); + mma50 := Media(50, Close); + mma200 := Media(200, Close); + + slope20 := mme20 - mme20[1]; + slope50 := mma50 - mma50[1]; + slope200 := mma200 - mma200[1]; + + dist920 := Abs(mme9 - mme20); + dist2050 := Abs(mme20 - mma50); + dist50200 := Abs(mma50 - mma200); + dist20200 := Abs(mme20 - mma200); + distPreco20 := Abs(Close - mme20); + + topoLookback := Highest(High, 12); + fundoLookback := Lowest(Low, 12); + + rangeCandle := Max(High - Low, 0.01); + corpoCandle := Abs(Close - Open); + pavioSup := High - Max(Open, Close); + pavioInf := Min(Open, Close) - Low; + + bAcimaTodas := (Close > mme9) and (Close > mme20) and (Close > mma50) and (Close > mma200); + bAbaixoTodas := (Close < mme9) and (Close < mme20) and (Close < mma50) and (Close < mma200); + + bEntre9e20 := ((Close <= mme9) and (Close >= mme20)) or ((Close >= mme9) and (Close <= mme20)); + bEntre20e50 := ((Close <= mme20) and (Close >= mma50)) or ((Close >= mme20) and (Close <= mma50)); + bEntre50e200 := ((Close <= mma50) and (Close >= mma200)) or ((Close >= mma50) and (Close <= mma200)); + bZonaNeutra := bEntre9e20 or bEntre20e50 or bEntre50e200; + + bCompressao := dist20200 <= DistanciaCompressao20x200; + bSaindoCompressao := (dist20200 > DistanciaCompressao20x200) and (dist20200[1] <= DistanciaCompressao20x200); + + bLequeAlta := bAcimaTodas and (mme9 > mme20) and (mme20 > mma50) and (mma50 > mma200) + and (slope20 > 0) and (slope50 > 0) and (slope200 >= 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos) + and (dist50200 >= DistanciaMinimaLequePontos); + + bLequeBaixa := bAbaixoTodas and (mme9 < mme20) and (mme20 < mma50) and (mma50 < mma200) + and (slope20 < 0) and (slope50 < 0) and (slope200 <= 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos) + and (dist50200 >= DistanciaMinimaLequePontos); + + bCandleForcaAlta := (Close > Open) and ((corpoCandle / rangeCandle) >= MinPercCorpoPA) and (Close > High[1]); + bCandleForcaBaixa := (Close < Open) and ((corpoCandle / rangeCandle) >= MinPercCorpoPA) and (Close < Low[1]); + + bRejeicaoAlta := (Close > Open) + and ((pavioInf >= (corpoCandle * FatorPavioRejeicao)) or (Low <= Low[1])) + and (Close > mme20); + + bRejeicaoBaixa := (Close < Open) + and ((pavioSup >= (corpoCandle * FatorPavioRejeicao)) or (High >= High[1])) + and (Close < mme20); + + bPullbackCompra := (not bCompressao) + and (mma50 > mma200) + and (slope20 > 0) + and (Abs(Low - mme20) <= DistanciaToqueMME20) + and bRejeicaoAlta; + + bPullbackVenda := (not bCompressao) + and (mma50 < mma200) + and (slope20 < 0) + and (Abs(High - mme20) <= DistanciaToqueMME20) + and bRejeicaoBaixa; + + bRompAlta := (Close > mma200) and (Close[1] <= mma200) + and (dist20200 <= DistanciaToqueMME20) + and (Close >= topoLookback[1]) + and (mme9 > mme20) + and bCandleForcaAlta; + + bRompBaixa := (Close < mma200) and (Close[1] >= mma200) + and (dist20200 <= DistanciaToqueMME20) + and (Close <= fundoLookback[1]) + and (mme9 < mme20) + and bCandleForcaBaixa; + + bConfCompra := (not UsarConfirmacaoCandle) or bCandleForcaAlta; + bConfVenda := (not UsarConfirmacaoCandle) or bCandleForcaBaixa; + + if bLequeAlta or bPullbackCompra or bRompAlta then + iAlta := iAlta + 1 + else + iAlta := 0; + + if bLequeBaixa or bPullbackVenda or bRompBaixa then + iBaixa := iBaixa + 1 + else + iBaixa := 0; + + bCompra := false; + bVenda := false; + + if ModoEstrategia = 1 then + begin + bCompra := bLequeAlta and (not bCompressao) and (not bZonaNeutra) + and (distPreco20 <= DistanciaMaximaPrecoMME20) + and bConfCompra and (iAlta >= MinBarrasConfirmacao); + + bVenda := bLequeBaixa and (not bCompressao) and (not bZonaNeutra) + and (distPreco20 <= DistanciaMaximaPrecoMME20) + and bConfVenda and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 2 then + begin + bCompra := bPullbackCompra and bConfCompra and (iAlta >= MinBarrasConfirmacao); + bVenda := bPullbackVenda and bConfVenda and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 3 then + begin + bCompra := bRompAlta and (iAlta >= ConfirmacoesRompimento); + bVenda := bRompBaixa and (iBaixa >= ConfirmacoesRompimento); + end + else if ModoEstrategia = 4 then + begin + bCompra := (not bCompressao) and bSaindoCompressao and bLequeAlta and bConfCompra; + bVenda := (not bCompressao) and bSaindoCompressao and bLequeBaixa and bConfVenda; + end + else + begin + bCompra := (not bCompressao) and (not bZonaNeutra) + and ((bPullbackCompra and bConfCompra) or (bRompAlta and (iAlta >= ConfirmacoesRompimento))); + + bVenda := (not bCompressao) and (not bZonaNeutra) + and ((bPullbackVenda and bConfVenda) or (bRompBaixa and (iBaixa >= ConfirmacoesRompimento))); + end; + + if IsBought or IsSold then + iBarrasPosicao := iBarrasPosicao + 1 + else + iBarrasPosicao := 0; + + if (not IsBought) and (not IsSold) then + begin + if bCompra then + BuyAtMarket + else if bVenda then + SellShortAtMarket; + end; + + bSaidaOCOCompra := false; + bSaidaOCOVenda := false; + + if IsBought and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada - StopLossPontos; + fAlvoAtual := fPrecoEntrada + TakeProfitPontos; + bSaidaOCOCompra := UsarOCO and ((Low <= fStopAtual) or (High >= fAlvoAtual)); + end; + + if IsSold and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada + StopLossPontos; + fAlvoAtual := fPrecoEntrada - TakeProfitPontos; + bSaidaOCOVenda := UsarOCO and ((High >= fStopAtual) or (Low <= fAlvoAtual)); + end; + + if IsBought and ( + bCompressao + or bZonaNeutra + or (Close < mme20) + or bCandleForcaBaixa + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOCompra + ) then + ClosePosition; + + if IsSold and ( + bCompressao + or bZonaNeutra + or (Close > mme20) + or bCandleForcaAlta + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOVenda + ) then + ClosePosition; + + if (not bEstavaPosicionado) and IsBought then + fPrecoEntrada := Close; + + if (not bEstavaPosicionado) and IsSold then + fPrecoEntrada := Close; + + bEstavaPosicionado := IsBought or IsSold; +end; diff --git a/automacao_backtests/MEDIAS_20_50_200/Reprovados/robo_medias_v4_sw_leque_alinhado.txt b/automacao_backtests/MEDIAS_20_50_200/Reprovados/robo_medias_v4_sw_leque_alinhado.txt new file mode 100644 index 0000000..32637e7 --- /dev/null +++ b/automacao_backtests/MEDIAS_20_50_200/Reprovados/robo_medias_v4_sw_leque_alinhado.txt @@ -0,0 +1,121 @@ +// ================================================================ +// Estrategia : robo_medias_v4_sw_leque_alinhado +// Familia : [SW] Swing Trade +// Logica : Leque completo alinhado (MME20 > MMA50 > MMA200 ou inverso). +// Entrada no pullback do preco ate a MME20. +// A saida e o preco romper a MMA50 (indica que a tendencia +// intermediaria foi comprometida). +// Sem janela de horario - opera em qualquer barra. +// Para swing: use TF 60min, 240min ou Diario. +// ================================================================ + +input + PeriodoMME20(20); + PeriodoMMA50(50); + PeriodoMMA200(200); + StopLossPontos(280); + TakeProfitPontos(560); + ToleranciaPontos(25); + MinPercCorpoPA(0.45); + DistMinPerc(1.5); + SlopeMinimoPerc(0.05); + BarrasSlope(10); + MaxBarrasPosicao(50); + +var + fMME20, fMMA50, fMMA200 : float; + fMMA200_ant : float; + fDist20_200, fSlope200 : float; + fCorpo, fRange, fPercCorpo : float; + fPrecoEntrada : float; + bLequeAlta, bLequeBaixa : boolean; + bNaZonaMME20Alta, bNaZonaMME20Baixa : boolean; + bRecuperacaoAlta, bRecuperacaoBaixa : boolean; + bLateral : boolean; + iBarrasPosicao : integer; + +begin + fMME20 := MediaExp(PeriodoMME20, Close); + fMMA50 := Media(PeriodoMMA50, Close); + fMMA200 := Media(PeriodoMMA200, Close); + fMMA200_ant := Media(PeriodoMMA200, Close)[BarrasSlope]; + + // --- FILTRO DE LATERALIDADE --- + fDist20_200 := Abs(fMME20 - fMMA200) / Max(fMMA200, 0.01) * 100; + fSlope200 := Abs(fMMA200 - fMMA200_ant) / Max(fMMA200_ant, 0.01) * 100; + bLateral := (fDist20_200 < DistMinPerc) or (fSlope200 < SlopeMinimoPerc); + + // --- LEQUE ALINHADO --- + // Alta plena: MME20 acima da 50 e 50 acima da 200 + bLequeAlta := (fMME20 > fMMA50) and (fMMA50 > fMMA200) and + (fMMA200 > fMMA200_ant); // 200 em ascensao + + // Baixa plena: MME20 abaixo da 50 e 50 abaixo da 200 + bLequeBaixa := (fMME20 < fMMA50) and (fMMA50 < fMMA200) and + (fMMA200 < fMMA200_ant); // 200 em queda + + // --- ZONA DE PULLBACK NA MME20 --- + // Alta: barra anterior tocou a MME20 (Low[1] proxima da 20) + bNaZonaMME20Alta := (Low[1] <= fMME20 + ToleranciaPontos) and + (Low[1] >= fMMA50); // nao perdeu a 50 + + // Baixa: barra anterior tocou a MME20 (High[1] proxima da 20) + bNaZonaMME20Baixa := (High[1] >= fMME20 - ToleranciaPontos) and + (High[1] <= fMMA50); // nao recuperou a 50 + + // --- RECUPERACAO COM PA --- + fCorpo := Abs(Close - Open); + fRange := Max(High - Low, 1); + fPercCorpo := fCorpo / fRange; + + bRecuperacaoAlta := (Close > Open) and + (Close > fMME20) and + (fPercCorpo >= MinPercCorpoPA); + + bRecuperacaoBaixa := (Close < Open) and + (Close < fMME20) and + (fPercCorpo >= MinPercCorpoPA); + + // --- ENTRADA --- + if (not IsBought) and (not IsSold) and (not bLateral) then + begin + if bLequeAlta and bNaZonaMME20Alta and bRecuperacaoAlta then + begin + BuyAtMarket; + fPrecoEntrada := Close; + iBarrasPosicao := 0; + end; + + if bLequeBaixa and bNaZonaMME20Baixa and bRecuperacaoBaixa then + begin + SellShortAtMarket; + fPrecoEntrada := Close; + iBarrasPosicao := 0; + end; + end; + + // --- BARRAS EM POSICAO --- + if IsBought or IsSold then + iBarrasPosicao := iBarrasPosicao + 1 + else + iBarrasPosicao := 0; + + // --- SAIDA --- + if IsBought then + begin + if (Close <= fPrecoEntrada - StopLossPontos) or + (Close >= fPrecoEntrada + TakeProfitPontos) or + (iBarrasPosicao >= MaxBarrasPosicao) or + (Close < fMMA50 - ToleranciaPontos) then // leque comprometido + ClosePosition; + end; + + if IsSold then + begin + if (Close >= fPrecoEntrada + StopLossPontos) or + (Close <= fPrecoEntrada - TakeProfitPontos) or + (iBarrasPosicao >= MaxBarrasPosicao) or + (Close > fMMA50 + ToleranciaPontos) then // leque comprometido + ClosePosition; + end; +end; diff --git a/automacao_backtests/MEDIAS_20_50_200/Reprovados/robo_medias_v50_hibrido.txt b/automacao_backtests/MEDIAS_20_50_200/Reprovados/robo_medias_v50_hibrido.txt new file mode 100644 index 0000000..a3beb2a --- /dev/null +++ b/automacao_backtests/MEDIAS_20_50_200/Reprovados/robo_medias_v50_hibrido.txt @@ -0,0 +1,228 @@ +{ + Estrategia: robo_medias_v50_hibrido + Autor: Wesley + Descricao: Hibrido de pullback e rompimento com filtro de posicao do preco entre medias. +} + +input + ModoEstrategia(5); + DistanciaMinimaLequePontos(30); + DistanciaCompressao20x200(70); + DistanciaMaximaPrecoMME20(260); + DistanciaToqueMME20(50); + MinBarrasConfirmacao(2); + ConfirmacoesRompimento(1); + MinPercCorpoPA(0.55); + FatorPavioRejeicao(1.4); + UsarConfirmacaoCandle(true); + UsarOCO(true); + StopLossPontos(270); + TakeProfitPontos(459); + UsarSaidaPorTempo(true); + MaxBarrasPosicao(12); + +var + mme9, mme20, mma50, mma200 : float; + slope20, slope50, slope200 : float; + dist920, dist2050, dist50200, dist20200, distPreco20 : float; + topoLookback, fundoLookback : float; + rangeCandle, corpoCandle, pavioSup, pavioInf : float; + iAlta, iBaixa, iBarrasPosicao : integer; + bCompressao, bLequeAlta, bLequeBaixa : boolean; + bAcimaTodas, bAbaixoTodas, bEntre9e20, bEntre20e50, bEntre50e200, bZonaNeutra : boolean; + bCandleForcaAlta, bCandleForcaBaixa, bRejeicaoAlta, bRejeicaoBaixa : boolean; + bPullbackCompra, bPullbackVenda, bRompAlta, bRompBaixa, bSaindoCompressao : boolean; + bCompra, bVenda, bConfCompra, bConfVenda : boolean; + bEstavaPosicionado, bSaidaOCOCompra, bSaidaOCOVenda : boolean; + fPrecoEntrada, fStopAtual, fAlvoAtual : float; + +begin + mme9 := MediaExp(9, Close); + mme20 := MediaExp(20, Close); + mma50 := Media(50, Close); + mma200 := Media(200, Close); + + slope20 := mme20 - mme20[1]; + slope50 := mma50 - mma50[1]; + slope200 := mma200 - mma200[1]; + + dist920 := Abs(mme9 - mme20); + dist2050 := Abs(mme20 - mma50); + dist50200 := Abs(mma50 - mma200); + dist20200 := Abs(mme20 - mma200); + distPreco20 := Abs(Close - mme20); + + topoLookback := Highest(High, 12); + fundoLookback := Lowest(Low, 12); + + rangeCandle := Max(High - Low, 0.01); + corpoCandle := Abs(Close - Open); + pavioSup := High - Max(Open, Close); + pavioInf := Min(Open, Close) - Low; + + bAcimaTodas := (Close > mme9) and (Close > mme20) and (Close > mma50) and (Close > mma200); + bAbaixoTodas := (Close < mme9) and (Close < mme20) and (Close < mma50) and (Close < mma200); + + bEntre9e20 := ((Close <= mme9) and (Close >= mme20)) or ((Close >= mme9) and (Close <= mme20)); + bEntre20e50 := ((Close <= mme20) and (Close >= mma50)) or ((Close >= mme20) and (Close <= mma50)); + bEntre50e200 := ((Close <= mma50) and (Close >= mma200)) or ((Close >= mma50) and (Close <= mma200)); + bZonaNeutra := bEntre9e20 or bEntre20e50 or bEntre50e200; + + bCompressao := dist20200 <= DistanciaCompressao20x200; + bSaindoCompressao := (dist20200 > DistanciaCompressao20x200) and (dist20200[1] <= DistanciaCompressao20x200); + + bLequeAlta := bAcimaTodas and (mme9 > mme20) and (mme20 > mma50) and (mma50 > mma200) + and (slope20 > 0) and (slope50 > 0) and (slope200 >= 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos) + and (dist50200 >= DistanciaMinimaLequePontos); + + bLequeBaixa := bAbaixoTodas and (mme9 < mme20) and (mme20 < mma50) and (mma50 < mma200) + and (slope20 < 0) and (slope50 < 0) and (slope200 <= 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos) + and (dist50200 >= DistanciaMinimaLequePontos); + + bCandleForcaAlta := (Close > Open) and ((corpoCandle / rangeCandle) >= MinPercCorpoPA) and (Close > High[1]); + bCandleForcaBaixa := (Close < Open) and ((corpoCandle / rangeCandle) >= MinPercCorpoPA) and (Close < Low[1]); + + bRejeicaoAlta := (Close > Open) + and ((pavioInf >= (corpoCandle * FatorPavioRejeicao)) or (Low <= Low[1])) + and (Close > mme20); + + bRejeicaoBaixa := (Close < Open) + and ((pavioSup >= (corpoCandle * FatorPavioRejeicao)) or (High >= High[1])) + and (Close < mme20); + + bPullbackCompra := (not bCompressao) + and (mma50 > mma200) + and (slope20 > 0) + and (Abs(Low - mme20) <= DistanciaToqueMME20) + and bRejeicaoAlta; + + bPullbackVenda := (not bCompressao) + and (mma50 < mma200) + and (slope20 < 0) + and (Abs(High - mme20) <= DistanciaToqueMME20) + and bRejeicaoBaixa; + + bRompAlta := (Close > mma200) and (Close[1] <= mma200) + and (dist20200 <= DistanciaToqueMME20) + and (Close >= topoLookback[1]) + and (mme9 > mme20) + and bCandleForcaAlta; + + bRompBaixa := (Close < mma200) and (Close[1] >= mma200) + and (dist20200 <= DistanciaToqueMME20) + and (Close <= fundoLookback[1]) + and (mme9 < mme20) + and bCandleForcaBaixa; + + bConfCompra := (not UsarConfirmacaoCandle) or bCandleForcaAlta; + bConfVenda := (not UsarConfirmacaoCandle) or bCandleForcaBaixa; + + if bLequeAlta or bPullbackCompra or bRompAlta then + iAlta := iAlta + 1 + else + iAlta := 0; + + if bLequeBaixa or bPullbackVenda or bRompBaixa then + iBaixa := iBaixa + 1 + else + iBaixa := 0; + + bCompra := false; + bVenda := false; + + if ModoEstrategia = 1 then + begin + bCompra := bLequeAlta and (not bCompressao) and (not bZonaNeutra) + and (distPreco20 <= DistanciaMaximaPrecoMME20) + and bConfCompra and (iAlta >= MinBarrasConfirmacao); + + bVenda := bLequeBaixa and (not bCompressao) and (not bZonaNeutra) + and (distPreco20 <= DistanciaMaximaPrecoMME20) + and bConfVenda and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 2 then + begin + bCompra := bPullbackCompra and bConfCompra and (iAlta >= MinBarrasConfirmacao); + bVenda := bPullbackVenda and bConfVenda and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 3 then + begin + bCompra := bRompAlta and (iAlta >= ConfirmacoesRompimento); + bVenda := bRompBaixa and (iBaixa >= ConfirmacoesRompimento); + end + else if ModoEstrategia = 4 then + begin + bCompra := (not bCompressao) and bSaindoCompressao and bLequeAlta and bConfCompra; + bVenda := (not bCompressao) and bSaindoCompressao and bLequeBaixa and bConfVenda; + end + else + begin + bCompra := (not bCompressao) and (not bZonaNeutra) + and ((bPullbackCompra and bConfCompra) or (bRompAlta and (iAlta >= ConfirmacoesRompimento))); + + bVenda := (not bCompressao) and (not bZonaNeutra) + and ((bPullbackVenda and bConfVenda) or (bRompBaixa and (iBaixa >= ConfirmacoesRompimento))); + end; + + if IsBought or IsSold then + iBarrasPosicao := iBarrasPosicao + 1 + else + iBarrasPosicao := 0; + + if (not IsBought) and (not IsSold) then + begin + if bCompra then + BuyAtMarket + else if bVenda then + SellShortAtMarket; + end; + + bSaidaOCOCompra := false; + bSaidaOCOVenda := false; + + if IsBought and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada - StopLossPontos; + fAlvoAtual := fPrecoEntrada + TakeProfitPontos; + bSaidaOCOCompra := UsarOCO and ((Low <= fStopAtual) or (High >= fAlvoAtual)); + end; + + if IsSold and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada + StopLossPontos; + fAlvoAtual := fPrecoEntrada - TakeProfitPontos; + bSaidaOCOVenda := UsarOCO and ((High >= fStopAtual) or (Low <= fAlvoAtual)); + end; + + if IsBought and ( + bCompressao + or bZonaNeutra + or (Close < mme20) + or bCandleForcaBaixa + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOCompra + ) then + ClosePosition; + + if IsSold and ( + bCompressao + or bZonaNeutra + or (Close > mme20) + or bCandleForcaAlta + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOVenda + ) then + ClosePosition; + + if (not bEstavaPosicionado) and IsBought then + fPrecoEntrada := Close; + + if (not bEstavaPosicionado) and IsSold then + fPrecoEntrada := Close; + + bEstavaPosicionado := IsBought or IsSold; +end; diff --git a/automacao_backtests/MEDIAS_20_50_200/Reprovados/robo_medias_v5_sw_pullback_mma50.txt b/automacao_backtests/MEDIAS_20_50_200/Reprovados/robo_medias_v5_sw_pullback_mma50.txt new file mode 100644 index 0000000..f2330f5 --- /dev/null +++ b/automacao_backtests/MEDIAS_20_50_200/Reprovados/robo_medias_v5_sw_pullback_mma50.txt @@ -0,0 +1,130 @@ +// ================================================================ +// Estrategia : robo_medias_v5_sw_pullback_mma50 +// Familia : [SW] Swing Trade +// Logica : Pullback profundo ate a MMA50. Condicao minima: MMA50 +// acima da MMA200 (tendencia primaria de alta) ou abaixo +// (baixa). O preco recui ate a zona da MMA50 e retoma a +// direcao com PA confirmando. +// Saida: preco rompe a MMA200 (tendencia primaria perdida) +// ou take/stop absoluto ou max barras. +// Para swing: use TF 60min, 240min ou Diario. +// ================================================================ + +input + PeriodoMME20(20); + PeriodoMMA50(50); + PeriodoMMA200(200); + StopLossPontos(300); + TakeProfitPontos(650); + ToleranciaPontos(30); + MinPercCorpoPA(0.42); + DistMinPerc(1.5); + SlopeMinimoPerc(0.04); + BarrasSlope(10); + MaxBarrasPosicao(60); + +var + fMME20, fMMA50, fMMA200 : float; + fMMA200_ant : float; + fDist50_200, fDist20_200, fSlope200 : float; + fCorpo, fRange, fPercCorpo : float; + fPrecoEntrada : float; + bTendenciaAlta, bTendenciaBaixa : boolean; + bNaZonaMMA50Alta, bNaZonaMMA50Baixa : boolean; + bConfirmacaoAlta, bConfirmacaoBaixa : boolean; + bLateral : boolean; + iBarrasPosicao : integer; + +begin + fMME20 := MediaExp(PeriodoMME20, Close); + fMMA50 := Media(PeriodoMMA50, Close); + fMMA200 := Media(PeriodoMMA200, Close); + fMMA200_ant := Media(PeriodoMMA200, Close)[BarrasSlope]; + + // --- FILTRO DE LATERALIDADE --- + fDist20_200 := Abs(fMME20 - fMMA200) / Max(fMMA200, 0.01) * 100; + fDist50_200 := Abs(fMMA50 - fMMA200) / Max(fMMA200, 0.01) * 100; + fSlope200 := Abs(fMMA200 - fMMA200_ant) / Max(fMMA200_ant, 0.01) * 100; + + // Lateral: distancia pequena entre medias ou MMA200 praticamente plana + bLateral := (fDist20_200 < DistMinPerc) or + (fDist50_200 < DistMinPerc / 2) or + (fSlope200 < SlopeMinimoPerc); + + // --- TENDENCIA PRIMARIA --- + // Alta: MMA50 acima da MMA200 com MMA200 em ascensao + bTendenciaAlta := (fMMA50 > fMMA200) and (fMMA200 > fMMA200_ant); + + // Baixa: MMA50 abaixo da MMA200 com MMA200 em queda + bTendenciaBaixa := (fMMA50 < fMMA200) and (fMMA200 < fMMA200_ant); + + // --- ZONA DE PULLBACK NA MMA50 --- + // Alta: barra anterior desceu ate a zona da MMA50 + // preco atual ja esta acima da MMA50 (recuperou) + bNaZonaMMA50Alta := (Low[1] <= fMMA50 + ToleranciaPontos) and + (Low[1] >= fMMA200) and // nao perdeu a primaria + (Close > fMMA50); // fechou acima da 50 + + // Baixa: barra anterior subiu ate a zona da MMA50 + bNaZonaMMA50Baixa := (High[1] >= fMMA50 - ToleranciaPontos) and + (High[1] <= fMMA200) and // nao recuperou a primaria + (Close < fMMA50); // fechou abaixo da 50 + + // --- PRICE ACTION DE CONFIRMACAO --- + fCorpo := Abs(Close - Open); + fRange := Max(High - Low, 1); + fPercCorpo := fCorpo / fRange; + + // Candle bullish afastando da zona MMA50 com corpo relevante + bConfirmacaoAlta := (Close > Open) and + (Open >= fMMA50 - ToleranciaPontos) and + (fPercCorpo >= MinPercCorpoPA); + + // Candle bearish afastando da zona MMA50 com corpo relevante + bConfirmacaoBaixa := (Close < Open) and + (Open <= fMMA50 + ToleranciaPontos) and + (fPercCorpo >= MinPercCorpoPA); + + // --- ENTRADA --- + if (not IsBought) and (not IsSold) and (not bLateral) then + begin + if bTendenciaAlta and bNaZonaMMA50Alta and bConfirmacaoAlta then + begin + BuyAtMarket; + fPrecoEntrada := Close; + iBarrasPosicao := 0; + end; + + if bTendenciaBaixa and bNaZonaMMA50Baixa and bConfirmacaoBaixa then + begin + SellShortAtMarket; + fPrecoEntrada := Close; + iBarrasPosicao := 0; + end; + end; + + // --- BARRAS EM POSICAO --- + if IsBought or IsSold then + iBarrasPosicao := iBarrasPosicao + 1 + else + iBarrasPosicao := 0; + + // --- SAIDA --- + if IsBought then + begin + if (Close <= fPrecoEntrada - StopLossPontos) or + (Close >= fPrecoEntrada + TakeProfitPontos) or + (iBarrasPosicao >= MaxBarrasPosicao) or + (Close < fMMA200 - ToleranciaPontos) then // tendencia primaria perdida + ClosePosition; + end; + + if IsSold then + begin + if (Close >= fPrecoEntrada + StopLossPontos) or + (Close <= fPrecoEntrada - TakeProfitPontos) or + (iBarrasPosicao >= MaxBarrasPosicao) or + (Close > fMMA200 + ToleranciaPontos) then // tendencia primaria perdida + ClosePosition; + end; +end; diff --git a/automacao_backtests/MEDIAS_20_50_200/Reprovados/robo_medias_v6_sw_expansao_compressao.txt b/automacao_backtests/MEDIAS_20_50_200/Reprovados/robo_medias_v6_sw_expansao_compressao.txt new file mode 100644 index 0000000..9c80a11 --- /dev/null +++ b/automacao_backtests/MEDIAS_20_50_200/Reprovados/robo_medias_v6_sw_expansao_compressao.txt @@ -0,0 +1,133 @@ +// ================================================================ +// Estrategia : robo_medias_v6_sw_expansao_compressao +// Familia : [SW] Swing Trade +// Logica : Detecta compressao das medias (MME20 proxima da MMA50) +// como sinal de acumulacao/distribuicao. +// Entrada quando a MME20 começa a se AFASTAR da MMA50 +// de forma direcional (expansao), indicando inicio de +// novo movimento tendencial. +// Saida quando as medias voltam a se juntar (medias +// convergindo novamente) OU take/stop absoluto. +// Para swing: use TF 60min, 240min ou Diario. +// ================================================================ + +input + PeriodoMME20(20); + PeriodoMMA50(50); + PeriodoMMA200(200); + StopLossPontos(320); + TakeProfitPontos(700); + CompressaoMaximaPerc(1.0); + ExpansaoMinimaPerc(0.3); + ConvReentradaPerc(0.7); + ToleranciaPontos(25); + MinPercCorpoPA(0.40); + DistMinPerc(1.2); + SlopeMinimoPerc(0.04); + BarrasSlope(5); + MaxBarrasPosicao(55); + +var + fMME20, fMMA50, fMMA200 : float; + fMME20_ant, fMMA50_ant, fMMA200_ant : float; + fDist20_50_atual, fDist20_50_ant : float; + fDist20_200, fSlope200 : float; + fCorpo, fRange, fPercCorpo : float; + fPrecoEntrada : float; + bEstavemComprimidas : boolean; + bExpandindoAlta, bExpandindoBaixa : boolean; + bMMA200Favoravel : boolean; + bLateral : boolean; + bConvergindo : boolean; + bConfirmacaoPA : boolean; + iBarrasPosicao : integer; + +begin + fMME20 := MediaExp(PeriodoMME20, Close); + fMMA50 := Media(PeriodoMMA50, Close); + fMMA200 := Media(PeriodoMMA200, Close); + fMME20_ant := MediaExp(PeriodoMME20, Close)[BarrasSlope]; + fMMA50_ant := Media(PeriodoMMA50, Close)[BarrasSlope]; + fMMA200_ant := Media(PeriodoMMA200, Close)[BarrasSlope]; + + // --- FILTRO DE LATERALIDADE (MMA200 plana = sem tendencia primaria) --- + fDist20_200 := Abs(fMME20 - fMMA200) / Max(fMMA200, 0.01) * 100; + fSlope200 := Abs(fMMA200 - fMMA200_ant) / Max(fMMA200_ant, 0.01) * 100; + bLateral := (fDist20_200 < DistMinPerc) or (fSlope200 < SlopeMinimoPerc); + + // --- DISTANCIA ENTRE MME20 e MMA50 --- + // Atual e N barras atras para detectar expansao + fDist20_50_atual := Abs(fMME20 - fMMA50) / Max(fMMA50, 0.01) * 100; + fDist20_50_ant := Abs(fMME20_ant - fMMA50_ant) / Max(fMMA50_ant, 0.01) * 100; + + // --- ESTADOS DAS MEDIAS --- + // Compressao: medias muito proximas no passado + bEstavemComprimidas := (fDist20_50_ant < CompressaoMaximaPerc); + + // Expansao para cima: MME20 se afasta da MMA50 para cima (alta) + bExpandindoAlta := bEstavemComprimidas and + (fMME20 > fMMA50) and + (fDist20_50_atual > fDist20_50_ant + ExpansaoMinimaPerc); + + // Expansao para baixo: MME20 se afasta da MMA50 para baixo (baixa) + bExpandindoBaixa := bEstavemComprimidas and + (fMME20 < fMMA50) and + (fDist20_50_atual > fDist20_50_ant + ExpansaoMinimaPerc); + + // MMA200 nao contra o movimento + bMMA200Favoravel := IIf(bExpandindoAlta, fMMA200 <= fMMA50, fMMA200 >= fMMA50); + + // --- CONVERGENCIA (sinal de saida por reversao de estado) --- + // Medias voltando a se aproximar + bConvergindo := (fDist20_50_atual < ConvReentradaPerc); + + // --- PRICE ACTION DE CONFIRMACAO --- + fCorpo := Abs(Close - Open); + fRange := Max(High - Low, 1); + fPercCorpo := fCorpo / fRange; + bConfirmacaoPA := (fPercCorpo >= MinPercCorpoPA); + + // --- ENTRADA --- + if (not IsBought) and (not IsSold) and (not bLateral) then + begin + if bExpandindoAlta and bMMA200Favoravel and (Close > Open) and bConfirmacaoPA then + begin + BuyAtMarket; + fPrecoEntrada := Close; + iBarrasPosicao := 0; + end; + + if bExpandindoBaixa and bMMA200Favoravel and (Close < Open) and bConfirmacaoPA then + begin + SellShortAtMarket; + fPrecoEntrada := Close; + iBarrasPosicao := 0; + end; + end; + + // --- BARRAS EM POSICAO --- + if IsBought or IsSold then + iBarrasPosicao := iBarrasPosicao + 1 + else + iBarrasPosicao := 0; + + // --- SAIDA --- + // Sai por: stop, take, max barras, ou medias convergindo de novo + if IsBought then + begin + if (Close <= fPrecoEntrada - StopLossPontos) or + (Close >= fPrecoEntrada + TakeProfitPontos) or + (iBarrasPosicao >= MaxBarrasPosicao) or + (bConvergindo and (iBarrasPosicao > 5)) then // expansao morreu + ClosePosition; + end; + + if IsSold then + begin + if (Close >= fPrecoEntrada + StopLossPontos) or + (Close <= fPrecoEntrada - TakeProfitPontos) or + (iBarrasPosicao >= MaxBarrasPosicao) or + (bConvergindo and (iBarrasPosicao > 5)) then // expansao morreu + ClosePosition; + end; +end; diff --git a/automacao_backtests/MEDIAS_20_50_200/Reprovados/robos_medias_v05_leque.txt b/automacao_backtests/MEDIAS_20_50_200/Reprovados/robos_medias_v05_leque.txt new file mode 100644 index 0000000..d0a1f4c --- /dev/null +++ b/automacao_backtests/MEDIAS_20_50_200/Reprovados/robos_medias_v05_leque.txt @@ -0,0 +1,229 @@ +{ + Estrategia: robos_medias_v05_leque + Autor: Wesley + Descricao: Leque direcional 9/20/50/200 com price action de continuidade e filtro de zona neutra. +} + +input + ModoEstrategia(1); + DistanciaMinimaLequePontos(15); + DistanciaCompressao20x200(70); + DistanciaMaximaPrecoMME20(280); + DistanciaToqueMME20(80); + MinBarrasConfirmacao(3); + ConfirmacoesRompimento(2); + MinPercCorpoPA(0.5); + FatorPavioRejeicao(1.25); + UsarConfirmacaoCandle(true); + UsarOCO(true); + StopLossPontos(195); + TakeProfitPontos(312); + UsarSaidaPorTempo(true); + MaxBarrasPosicao(13); + +var + mme9, mme20, mma50, mma200 : float; + slope20, slope50, slope200 : float; + dist920, dist2050, dist50200, dist20200, distPreco20 : float; + topoLookback, fundoLookback : float; + rangeCandle, corpoCandle, pavioSup, pavioInf : float; + iAlta, iBaixa, iBarrasPosicao : integer; + bCompressao, bLequeAlta, bLequeBaixa : boolean; + bAcimaTodas, bAbaixoTodas, bEntre9e20, bEntre20e50, bEntre50e200, bZonaNeutra : boolean; + bCandleForcaAlta, bCandleForcaBaixa, bRejeicaoAlta, bRejeicaoBaixa : boolean; + bPullbackCompra, bPullbackVenda, bRompAlta, bRompBaixa, bSaindoCompressao : boolean; + bCompra, bVenda, bConfCompra, bConfVenda : boolean; + bEstavaPosicionado, bSaidaOCOCompra, bSaidaOCOVenda : boolean; + fPrecoEntrada, fStopAtual, fAlvoAtual : float; + +begin + mme9 := MediaExp(9, Close); + mme20 := MediaExp(20, Close); + mma50 := Media(50, Close); + mma200 := Media(200, Close); + + slope20 := mme20 - mme20[1]; + slope50 := mma50 - mma50[1]; + slope200 := mma200 - mma200[1]; + + dist920 := Abs(mme9 - mme20); + dist2050 := Abs(mme20 - mma50); + dist50200 := Abs(mma50 - mma200); + dist20200 := Abs(mme20 - mma200); + distPreco20 := Abs(Close - mme20); + + topoLookback := Highest(High, 12); + fundoLookback := Lowest(Low, 12); + + rangeCandle := Max(High - Low, 0.01); + corpoCandle := Abs(Close - Open); + pavioSup := High - Max(Open, Close); + pavioInf := Min(Open, Close) - Low; + + bAcimaTodas := (Close > mme9) and (Close > mme20) and (Close > mma50) and (Close > mma200); + bAbaixoTodas := (Close < mme9) and (Close < mme20) and (Close < mma50) and (Close < mma200); + + bEntre9e20 := ((Close <= mme9) and (Close >= mme20)) or ((Close >= mme9) and (Close <= mme20)); + bEntre20e50 := ((Close <= mme20) and (Close >= mma50)) or ((Close >= mme20) and (Close <= mma50)); + bEntre50e200 := ((Close <= mma50) and (Close >= mma200)) or ((Close >= mma50) and (Close <= mma200)); + bZonaNeutra := bEntre9e20 or bEntre20e50 or bEntre50e200; + + bCompressao := dist20200 <= DistanciaCompressao20x200; + bSaindoCompressao := (dist20200 > DistanciaCompressao20x200) and + ((dist20200[1] <= DistanciaCompressao20x200) or + (dist20200[2] <= DistanciaCompressao20x200) or + (dist20200[3] <= DistanciaCompressao20x200)); + + bLequeAlta := bAcimaTodas and (mme9 > mme20) and (mme20 > mma50) and (mma50 > mma200) + and (slope20 > 0) and (slope50 > 0) and (slope200 >= 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos) + and (dist50200 >= DistanciaMinimaLequePontos); + + bLequeBaixa := bAbaixoTodas and (mme9 < mme20) and (mme20 < mma50) and (mma50 < mma200) + and (slope20 < 0) and (slope50 < 0) and (slope200 <= 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos) + and (dist50200 >= DistanciaMinimaLequePontos); + + bCandleForcaAlta := (Close > Open) and ((corpoCandle / rangeCandle) >= MinPercCorpoPA); + bCandleForcaBaixa := (Close < Open) and ((corpoCandle / rangeCandle) >= MinPercCorpoPA); + + bRejeicaoAlta := (Close > Open) + and ((pavioInf >= (corpoCandle * FatorPavioRejeicao)) or (Low <= Low[1])) + and (Close > mme20); + + bRejeicaoBaixa := (Close < Open) + and ((pavioSup >= (corpoCandle * FatorPavioRejeicao)) or (High >= High[1])) + and (Close < mme20); + + bPullbackCompra := (not bCompressao) + and (mma50 > mma200) + and (slope20 > 0) + and (Abs(Low - mme20) <= DistanciaToqueMME20) + and bRejeicaoAlta; + + bPullbackVenda := (not bCompressao) + and (mma50 < mma200) + and (slope20 < 0) + and (Abs(High - mme20) <= DistanciaToqueMME20) + and bRejeicaoBaixa; + + bRompAlta := (Close > mma200) and (Close[1] <= mma200) + and (Close >= topoLookback[1]) + and (mme9 > mme20) + and bCandleForcaAlta; + + bRompBaixa := (Close < mma200) and (Close[1] >= mma200) + and (Close <= fundoLookback[1]) + and (mme9 < mme20) + and bCandleForcaBaixa; + + bConfCompra := (not UsarConfirmacaoCandle) or bCandleForcaAlta; + bConfVenda := (not UsarConfirmacaoCandle) or bCandleForcaBaixa; + + if bLequeAlta or bPullbackCompra or bRompAlta then + iAlta := iAlta + 1 + else + iAlta := 0; + + if bLequeBaixa or bPullbackVenda or bRompBaixa then + iBaixa := iBaixa + 1 + else + iBaixa := 0; + + bCompra := false; + bVenda := false; + + if ModoEstrategia = 1 then + begin + bCompra := bLequeAlta and (not bCompressao) and (not bZonaNeutra) + and (distPreco20 <= DistanciaMaximaPrecoMME20) + and bConfCompra and (iAlta >= MinBarrasConfirmacao); + + bVenda := bLequeBaixa and (not bCompressao) and (not bZonaNeutra) + and (distPreco20 <= DistanciaMaximaPrecoMME20) + and bConfVenda and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 2 then + begin + bCompra := bPullbackCompra and bConfCompra and (iAlta >= MinBarrasConfirmacao); + bVenda := bPullbackVenda and bConfVenda and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 3 then + begin + bCompra := bRompAlta and (iAlta >= ConfirmacoesRompimento); + bVenda := bRompBaixa and (iBaixa >= ConfirmacoesRompimento); + end + else if ModoEstrategia = 4 then + begin + bCompra := (not bCompressao) and bSaindoCompressao and bLequeAlta and bConfCompra; + bVenda := (not bCompressao) and bSaindoCompressao and bLequeBaixa and bConfVenda; + end + else + begin + bCompra := (not bCompressao) and (not bZonaNeutra) + and ((bPullbackCompra and bConfCompra) or (bRompAlta and (iAlta >= ConfirmacoesRompimento))); + + bVenda := (not bCompressao) and (not bZonaNeutra) + and ((bPullbackVenda and bConfVenda) or (bRompBaixa and (iBaixa >= ConfirmacoesRompimento))); + end; + + if IsBought or IsSold then + iBarrasPosicao := iBarrasPosicao + 1 + else + iBarrasPosicao := 0; + + if (not IsBought) and (not IsSold) then + begin + if bCompra then + BuyAtMarket + else if bVenda then + SellShortAtMarket; + end; + + bSaidaOCOCompra := false; + bSaidaOCOVenda := false; + + if IsBought and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada - StopLossPontos; + fAlvoAtual := fPrecoEntrada + TakeProfitPontos; + bSaidaOCOCompra := UsarOCO and ((Low <= fStopAtual) or (High >= fAlvoAtual)); + end; + + if IsSold and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada + StopLossPontos; + fAlvoAtual := fPrecoEntrada - TakeProfitPontos; + bSaidaOCOVenda := UsarOCO and ((High >= fStopAtual) or (Low <= fAlvoAtual)); + end; + + if IsBought and ( + bCompressao + or bZonaNeutra + or (Close < mme20) + or bCandleForcaBaixa + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOCompra + ) then + ClosePosition; + + if IsSold and ( + bCompressao + or bZonaNeutra + or (Close > mme20) + or bCandleForcaAlta + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOVenda + ) then + ClosePosition; + + if (not bEstavaPosicionado) and IsBought then + fPrecoEntrada := Close; + + if (not bEstavaPosicionado) and IsSold then + fPrecoEntrada := Close; + + bEstavaPosicionado := IsBought or IsSold; +end; diff --git a/automacao_backtests/MEDIAS_20_50_200/Reprovados/robos_medias_v06_leque.txt b/automacao_backtests/MEDIAS_20_50_200/Reprovados/robos_medias_v06_leque.txt new file mode 100644 index 0000000..e4d4e96 --- /dev/null +++ b/automacao_backtests/MEDIAS_20_50_200/Reprovados/robos_medias_v06_leque.txt @@ -0,0 +1,229 @@ +{ + Estrategia: robos_medias_v06_leque + Autor: Wesley + Descricao: Leque direcional 9/20/50/200 com price action de continuidade e filtro de zona neutra. +} + +input + ModoEstrategia(1); + DistanciaMinimaLequePontos(15); + DistanciaCompressao20x200(80); + DistanciaMaximaPrecoMME20(180); + DistanciaToqueMME20(80); + MinBarrasConfirmacao(1); + ConfirmacoesRompimento(1); + MinPercCorpoPA(0.55); + FatorPavioRejeicao(1.4); + UsarConfirmacaoCandle(true); + UsarOCO(true); + StopLossPontos(210); + TakeProfitPontos(357); + UsarSaidaPorTempo(true); + MaxBarrasPosicao(8); + +var + mme9, mme20, mma50, mma200 : float; + slope20, slope50, slope200 : float; + dist920, dist2050, dist50200, dist20200, distPreco20 : float; + topoLookback, fundoLookback : float; + rangeCandle, corpoCandle, pavioSup, pavioInf : float; + iAlta, iBaixa, iBarrasPosicao : integer; + bCompressao, bLequeAlta, bLequeBaixa : boolean; + bAcimaTodas, bAbaixoTodas, bEntre9e20, bEntre20e50, bEntre50e200, bZonaNeutra : boolean; + bCandleForcaAlta, bCandleForcaBaixa, bRejeicaoAlta, bRejeicaoBaixa : boolean; + bPullbackCompra, bPullbackVenda, bRompAlta, bRompBaixa, bSaindoCompressao : boolean; + bCompra, bVenda, bConfCompra, bConfVenda : boolean; + bEstavaPosicionado, bSaidaOCOCompra, bSaidaOCOVenda : boolean; + fPrecoEntrada, fStopAtual, fAlvoAtual : float; + +begin + mme9 := MediaExp(9, Close); + mme20 := MediaExp(20, Close); + mma50 := Media(50, Close); + mma200 := Media(200, Close); + + slope20 := mme20 - mme20[1]; + slope50 := mma50 - mma50[1]; + slope200 := mma200 - mma200[1]; + + dist920 := Abs(mme9 - mme20); + dist2050 := Abs(mme20 - mma50); + dist50200 := Abs(mma50 - mma200); + dist20200 := Abs(mme20 - mma200); + distPreco20 := Abs(Close - mme20); + + topoLookback := Highest(High, 12); + fundoLookback := Lowest(Low, 12); + + rangeCandle := Max(High - Low, 0.01); + corpoCandle := Abs(Close - Open); + pavioSup := High - Max(Open, Close); + pavioInf := Min(Open, Close) - Low; + + bAcimaTodas := (Close > mme9) and (Close > mme20) and (Close > mma50) and (Close > mma200); + bAbaixoTodas := (Close < mme9) and (Close < mme20) and (Close < mma50) and (Close < mma200); + + bEntre9e20 := ((Close <= mme9) and (Close >= mme20)) or ((Close >= mme9) and (Close <= mme20)); + bEntre20e50 := ((Close <= mme20) and (Close >= mma50)) or ((Close >= mme20) and (Close <= mma50)); + bEntre50e200 := ((Close <= mma50) and (Close >= mma200)) or ((Close >= mma50) and (Close <= mma200)); + bZonaNeutra := bEntre9e20 or bEntre20e50 or bEntre50e200; + + bCompressao := dist20200 <= DistanciaCompressao20x200; + bSaindoCompressao := (dist20200 > DistanciaCompressao20x200) and + ((dist20200[1] <= DistanciaCompressao20x200) or + (dist20200[2] <= DistanciaCompressao20x200) or + (dist20200[3] <= DistanciaCompressao20x200)); + + bLequeAlta := bAcimaTodas and (mme9 > mme20) and (mme20 > mma50) and (mma50 > mma200) + and (slope20 > 0) and (slope50 > 0) and (slope200 >= 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos) + and (dist50200 >= DistanciaMinimaLequePontos); + + bLequeBaixa := bAbaixoTodas and (mme9 < mme20) and (mme20 < mma50) and (mma50 < mma200) + and (slope20 < 0) and (slope50 < 0) and (slope200 <= 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos) + and (dist50200 >= DistanciaMinimaLequePontos); + + bCandleForcaAlta := (Close > Open) and ((corpoCandle / rangeCandle) >= MinPercCorpoPA); + bCandleForcaBaixa := (Close < Open) and ((corpoCandle / rangeCandle) >= MinPercCorpoPA); + + bRejeicaoAlta := (Close > Open) + and ((pavioInf >= (corpoCandle * FatorPavioRejeicao)) or (Low <= Low[1])) + and (Close > mme20); + + bRejeicaoBaixa := (Close < Open) + and ((pavioSup >= (corpoCandle * FatorPavioRejeicao)) or (High >= High[1])) + and (Close < mme20); + + bPullbackCompra := (not bCompressao) + and (mma50 > mma200) + and (slope20 > 0) + and (Abs(Low - mme20) <= DistanciaToqueMME20) + and bRejeicaoAlta; + + bPullbackVenda := (not bCompressao) + and (mma50 < mma200) + and (slope20 < 0) + and (Abs(High - mme20) <= DistanciaToqueMME20) + and bRejeicaoBaixa; + + bRompAlta := (Close > mma200) and (Close[1] <= mma200) + and (Close >= topoLookback[1]) + and (mme9 > mme20) + and bCandleForcaAlta; + + bRompBaixa := (Close < mma200) and (Close[1] >= mma200) + and (Close <= fundoLookback[1]) + and (mme9 < mme20) + and bCandleForcaBaixa; + + bConfCompra := (not UsarConfirmacaoCandle) or bCandleForcaAlta; + bConfVenda := (not UsarConfirmacaoCandle) or bCandleForcaBaixa; + + if bLequeAlta or bPullbackCompra or bRompAlta then + iAlta := iAlta + 1 + else + iAlta := 0; + + if bLequeBaixa or bPullbackVenda or bRompBaixa then + iBaixa := iBaixa + 1 + else + iBaixa := 0; + + bCompra := false; + bVenda := false; + + if ModoEstrategia = 1 then + begin + bCompra := bLequeAlta and (not bCompressao) and (not bZonaNeutra) + and (distPreco20 <= DistanciaMaximaPrecoMME20) + and bConfCompra and (iAlta >= MinBarrasConfirmacao); + + bVenda := bLequeBaixa and (not bCompressao) and (not bZonaNeutra) + and (distPreco20 <= DistanciaMaximaPrecoMME20) + and bConfVenda and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 2 then + begin + bCompra := bPullbackCompra and bConfCompra and (iAlta >= MinBarrasConfirmacao); + bVenda := bPullbackVenda and bConfVenda and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 3 then + begin + bCompra := bRompAlta and (iAlta >= ConfirmacoesRompimento); + bVenda := bRompBaixa and (iBaixa >= ConfirmacoesRompimento); + end + else if ModoEstrategia = 4 then + begin + bCompra := (not bCompressao) and bSaindoCompressao and bLequeAlta and bConfCompra; + bVenda := (not bCompressao) and bSaindoCompressao and bLequeBaixa and bConfVenda; + end + else + begin + bCompra := (not bCompressao) and (not bZonaNeutra) + and ((bPullbackCompra and bConfCompra) or (bRompAlta and (iAlta >= ConfirmacoesRompimento))); + + bVenda := (not bCompressao) and (not bZonaNeutra) + and ((bPullbackVenda and bConfVenda) or (bRompBaixa and (iBaixa >= ConfirmacoesRompimento))); + end; + + if IsBought or IsSold then + iBarrasPosicao := iBarrasPosicao + 1 + else + iBarrasPosicao := 0; + + if (not IsBought) and (not IsSold) then + begin + if bCompra then + BuyAtMarket + else if bVenda then + SellShortAtMarket; + end; + + bSaidaOCOCompra := false; + bSaidaOCOVenda := false; + + if IsBought and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada - StopLossPontos; + fAlvoAtual := fPrecoEntrada + TakeProfitPontos; + bSaidaOCOCompra := UsarOCO and ((Low <= fStopAtual) or (High >= fAlvoAtual)); + end; + + if IsSold and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada + StopLossPontos; + fAlvoAtual := fPrecoEntrada - TakeProfitPontos; + bSaidaOCOVenda := UsarOCO and ((High >= fStopAtual) or (Low <= fAlvoAtual)); + end; + + if IsBought and ( + bCompressao + or bZonaNeutra + or (Close < mme20) + or bCandleForcaBaixa + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOCompra + ) then + ClosePosition; + + if IsSold and ( + bCompressao + or bZonaNeutra + or (Close > mme20) + or bCandleForcaAlta + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOVenda + ) then + ClosePosition; + + if (not bEstavaPosicionado) and IsBought then + fPrecoEntrada := Close; + + if (not bEstavaPosicionado) and IsSold then + fPrecoEntrada := Close; + + bEstavaPosicionado := IsBought or IsSold; +end; diff --git a/automacao_backtests/MEDIAS_20_50_200/Reprovados/robos_medias_v07_leque.txt b/automacao_backtests/MEDIAS_20_50_200/Reprovados/robos_medias_v07_leque.txt new file mode 100644 index 0000000..b1d9448 --- /dev/null +++ b/automacao_backtests/MEDIAS_20_50_200/Reprovados/robos_medias_v07_leque.txt @@ -0,0 +1,229 @@ +{ + Estrategia: robos_medias_v07_leque + Autor: Wesley + Descricao: Leque direcional 9/20/50/200 com price action de continuidade e filtro de zona neutra. +} + +input + ModoEstrategia(1); + DistanciaMinimaLequePontos(15); + DistanciaCompressao20x200(90); + DistanciaMaximaPrecoMME20(200); + DistanciaToqueMME20(80); + MinBarrasConfirmacao(2); + ConfirmacoesRompimento(2); + MinPercCorpoPA(0.6); + FatorPavioRejeicao(1.55); + UsarConfirmacaoCandle(true); + UsarOCO(true); + StopLossPontos(225); + TakeProfitPontos(405); + UsarSaidaPorTempo(true); + MaxBarrasPosicao(9); + +var + mme9, mme20, mma50, mma200 : float; + slope20, slope50, slope200 : float; + dist920, dist2050, dist50200, dist20200, distPreco20 : float; + topoLookback, fundoLookback : float; + rangeCandle, corpoCandle, pavioSup, pavioInf : float; + iAlta, iBaixa, iBarrasPosicao : integer; + bCompressao, bLequeAlta, bLequeBaixa : boolean; + bAcimaTodas, bAbaixoTodas, bEntre9e20, bEntre20e50, bEntre50e200, bZonaNeutra : boolean; + bCandleForcaAlta, bCandleForcaBaixa, bRejeicaoAlta, bRejeicaoBaixa : boolean; + bPullbackCompra, bPullbackVenda, bRompAlta, bRompBaixa, bSaindoCompressao : boolean; + bCompra, bVenda, bConfCompra, bConfVenda : boolean; + bEstavaPosicionado, bSaidaOCOCompra, bSaidaOCOVenda : boolean; + fPrecoEntrada, fStopAtual, fAlvoAtual : float; + +begin + mme9 := MediaExp(9, Close); + mme20 := MediaExp(20, Close); + mma50 := Media(50, Close); + mma200 := Media(200, Close); + + slope20 := mme20 - mme20[1]; + slope50 := mma50 - mma50[1]; + slope200 := mma200 - mma200[1]; + + dist920 := Abs(mme9 - mme20); + dist2050 := Abs(mme20 - mma50); + dist50200 := Abs(mma50 - mma200); + dist20200 := Abs(mme20 - mma200); + distPreco20 := Abs(Close - mme20); + + topoLookback := Highest(High, 12); + fundoLookback := Lowest(Low, 12); + + rangeCandle := Max(High - Low, 0.01); + corpoCandle := Abs(Close - Open); + pavioSup := High - Max(Open, Close); + pavioInf := Min(Open, Close) - Low; + + bAcimaTodas := (Close > mme9) and (Close > mme20) and (Close > mma50) and (Close > mma200); + bAbaixoTodas := (Close < mme9) and (Close < mme20) and (Close < mma50) and (Close < mma200); + + bEntre9e20 := ((Close <= mme9) and (Close >= mme20)) or ((Close >= mme9) and (Close <= mme20)); + bEntre20e50 := ((Close <= mme20) and (Close >= mma50)) or ((Close >= mme20) and (Close <= mma50)); + bEntre50e200 := ((Close <= mma50) and (Close >= mma200)) or ((Close >= mma50) and (Close <= mma200)); + bZonaNeutra := bEntre9e20 or bEntre20e50 or bEntre50e200; + + bCompressao := dist20200 <= DistanciaCompressao20x200; + bSaindoCompressao := (dist20200 > DistanciaCompressao20x200) and + ((dist20200[1] <= DistanciaCompressao20x200) or + (dist20200[2] <= DistanciaCompressao20x200) or + (dist20200[3] <= DistanciaCompressao20x200)); + + bLequeAlta := bAcimaTodas and (mme9 > mme20) and (mme20 > mma50) and (mma50 > mma200) + and (slope20 > 0) and (slope50 > 0) and (slope200 >= 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos) + and (dist50200 >= DistanciaMinimaLequePontos); + + bLequeBaixa := bAbaixoTodas and (mme9 < mme20) and (mme20 < mma50) and (mma50 < mma200) + and (slope20 < 0) and (slope50 < 0) and (slope200 <= 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos) + and (dist50200 >= DistanciaMinimaLequePontos); + + bCandleForcaAlta := (Close > Open) and ((corpoCandle / rangeCandle) >= MinPercCorpoPA); + bCandleForcaBaixa := (Close < Open) and ((corpoCandle / rangeCandle) >= MinPercCorpoPA); + + bRejeicaoAlta := (Close > Open) + and ((pavioInf >= (corpoCandle * FatorPavioRejeicao)) or (Low <= Low[1])) + and (Close > mme20); + + bRejeicaoBaixa := (Close < Open) + and ((pavioSup >= (corpoCandle * FatorPavioRejeicao)) or (High >= High[1])) + and (Close < mme20); + + bPullbackCompra := (not bCompressao) + and (mma50 > mma200) + and (slope20 > 0) + and (Abs(Low - mme20) <= DistanciaToqueMME20) + and bRejeicaoAlta; + + bPullbackVenda := (not bCompressao) + and (mma50 < mma200) + and (slope20 < 0) + and (Abs(High - mme20) <= DistanciaToqueMME20) + and bRejeicaoBaixa; + + bRompAlta := (Close > mma200) and (Close[1] <= mma200) + and (Close >= topoLookback[1]) + and (mme9 > mme20) + and bCandleForcaAlta; + + bRompBaixa := (Close < mma200) and (Close[1] >= mma200) + and (Close <= fundoLookback[1]) + and (mme9 < mme20) + and bCandleForcaBaixa; + + bConfCompra := (not UsarConfirmacaoCandle) or bCandleForcaAlta; + bConfVenda := (not UsarConfirmacaoCandle) or bCandleForcaBaixa; + + if bLequeAlta or bPullbackCompra or bRompAlta then + iAlta := iAlta + 1 + else + iAlta := 0; + + if bLequeBaixa or bPullbackVenda or bRompBaixa then + iBaixa := iBaixa + 1 + else + iBaixa := 0; + + bCompra := false; + bVenda := false; + + if ModoEstrategia = 1 then + begin + bCompra := bLequeAlta and (not bCompressao) and (not bZonaNeutra) + and (distPreco20 <= DistanciaMaximaPrecoMME20) + and bConfCompra and (iAlta >= MinBarrasConfirmacao); + + bVenda := bLequeBaixa and (not bCompressao) and (not bZonaNeutra) + and (distPreco20 <= DistanciaMaximaPrecoMME20) + and bConfVenda and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 2 then + begin + bCompra := bPullbackCompra and bConfCompra and (iAlta >= MinBarrasConfirmacao); + bVenda := bPullbackVenda and bConfVenda and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 3 then + begin + bCompra := bRompAlta and (iAlta >= ConfirmacoesRompimento); + bVenda := bRompBaixa and (iBaixa >= ConfirmacoesRompimento); + end + else if ModoEstrategia = 4 then + begin + bCompra := (not bCompressao) and bSaindoCompressao and bLequeAlta and bConfCompra; + bVenda := (not bCompressao) and bSaindoCompressao and bLequeBaixa and bConfVenda; + end + else + begin + bCompra := (not bCompressao) and (not bZonaNeutra) + and ((bPullbackCompra and bConfCompra) or (bRompAlta and (iAlta >= ConfirmacoesRompimento))); + + bVenda := (not bCompressao) and (not bZonaNeutra) + and ((bPullbackVenda and bConfVenda) or (bRompBaixa and (iBaixa >= ConfirmacoesRompimento))); + end; + + if IsBought or IsSold then + iBarrasPosicao := iBarrasPosicao + 1 + else + iBarrasPosicao := 0; + + if (not IsBought) and (not IsSold) then + begin + if bCompra then + BuyAtMarket + else if bVenda then + SellShortAtMarket; + end; + + bSaidaOCOCompra := false; + bSaidaOCOVenda := false; + + if IsBought and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada - StopLossPontos; + fAlvoAtual := fPrecoEntrada + TakeProfitPontos; + bSaidaOCOCompra := UsarOCO and ((Low <= fStopAtual) or (High >= fAlvoAtual)); + end; + + if IsSold and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada + StopLossPontos; + fAlvoAtual := fPrecoEntrada - TakeProfitPontos; + bSaidaOCOVenda := UsarOCO and ((High >= fStopAtual) or (Low <= fAlvoAtual)); + end; + + if IsBought and ( + bCompressao + or bZonaNeutra + or (Close < mme20) + or bCandleForcaBaixa + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOCompra + ) then + ClosePosition; + + if IsSold and ( + bCompressao + or bZonaNeutra + or (Close > mme20) + or bCandleForcaAlta + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOVenda + ) then + ClosePosition; + + if (not bEstavaPosicionado) and IsBought then + fPrecoEntrada := Close; + + if (not bEstavaPosicionado) and IsSold then + fPrecoEntrada := Close; + + bEstavaPosicionado := IsBought or IsSold; +end; diff --git a/automacao_backtests/MEDIAS_20_50_200/Reprovados/robos_medias_v08_leque.txt b/automacao_backtests/MEDIAS_20_50_200/Reprovados/robos_medias_v08_leque.txt new file mode 100644 index 0000000..4a57a21 --- /dev/null +++ b/automacao_backtests/MEDIAS_20_50_200/Reprovados/robos_medias_v08_leque.txt @@ -0,0 +1,229 @@ +{ + Estrategia: robos_medias_v08_leque + Autor: Wesley + Descricao: Leque direcional 9/20/50/200 com price action de continuidade e filtro de zona neutra. +} + +input + ModoEstrategia(1); + DistanciaMinimaLequePontos(15); + DistanciaCompressao20x200(100); + DistanciaMaximaPrecoMME20(220); + DistanciaToqueMME20(80); + MinBarrasConfirmacao(3); + ConfirmacoesRompimento(1); + MinPercCorpoPA(0.45); + FatorPavioRejeicao(1.1); + UsarConfirmacaoCandle(true); + UsarOCO(true); + StopLossPontos(240); + TakeProfitPontos(360); + UsarSaidaPorTempo(true); + MaxBarrasPosicao(10); + +var + mme9, mme20, mma50, mma200 : float; + slope20, slope50, slope200 : float; + dist920, dist2050, dist50200, dist20200, distPreco20 : float; + topoLookback, fundoLookback : float; + rangeCandle, corpoCandle, pavioSup, pavioInf : float; + iAlta, iBaixa, iBarrasPosicao : integer; + bCompressao, bLequeAlta, bLequeBaixa : boolean; + bAcimaTodas, bAbaixoTodas, bEntre9e20, bEntre20e50, bEntre50e200, bZonaNeutra : boolean; + bCandleForcaAlta, bCandleForcaBaixa, bRejeicaoAlta, bRejeicaoBaixa : boolean; + bPullbackCompra, bPullbackVenda, bRompAlta, bRompBaixa, bSaindoCompressao : boolean; + bCompra, bVenda, bConfCompra, bConfVenda : boolean; + bEstavaPosicionado, bSaidaOCOCompra, bSaidaOCOVenda : boolean; + fPrecoEntrada, fStopAtual, fAlvoAtual : float; + +begin + mme9 := MediaExp(9, Close); + mme20 := MediaExp(20, Close); + mma50 := Media(50, Close); + mma200 := Media(200, Close); + + slope20 := mme20 - mme20[1]; + slope50 := mma50 - mma50[1]; + slope200 := mma200 - mma200[1]; + + dist920 := Abs(mme9 - mme20); + dist2050 := Abs(mme20 - mma50); + dist50200 := Abs(mma50 - mma200); + dist20200 := Abs(mme20 - mma200); + distPreco20 := Abs(Close - mme20); + + topoLookback := Highest(High, 12); + fundoLookback := Lowest(Low, 12); + + rangeCandle := Max(High - Low, 0.01); + corpoCandle := Abs(Close - Open); + pavioSup := High - Max(Open, Close); + pavioInf := Min(Open, Close) - Low; + + bAcimaTodas := (Close > mme9) and (Close > mme20) and (Close > mma50) and (Close > mma200); + bAbaixoTodas := (Close < mme9) and (Close < mme20) and (Close < mma50) and (Close < mma200); + + bEntre9e20 := ((Close <= mme9) and (Close >= mme20)) or ((Close >= mme9) and (Close <= mme20)); + bEntre20e50 := ((Close <= mme20) and (Close >= mma50)) or ((Close >= mme20) and (Close <= mma50)); + bEntre50e200 := ((Close <= mma50) and (Close >= mma200)) or ((Close >= mma50) and (Close <= mma200)); + bZonaNeutra := bEntre9e20 or bEntre20e50 or bEntre50e200; + + bCompressao := dist20200 <= DistanciaCompressao20x200; + bSaindoCompressao := (dist20200 > DistanciaCompressao20x200) and + ((dist20200[1] <= DistanciaCompressao20x200) or + (dist20200[2] <= DistanciaCompressao20x200) or + (dist20200[3] <= DistanciaCompressao20x200)); + + bLequeAlta := bAcimaTodas and (mme9 > mme20) and (mme20 > mma50) and (mma50 > mma200) + and (slope20 > 0) and (slope50 > 0) and (slope200 >= 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos) + and (dist50200 >= DistanciaMinimaLequePontos); + + bLequeBaixa := bAbaixoTodas and (mme9 < mme20) and (mme20 < mma50) and (mma50 < mma200) + and (slope20 < 0) and (slope50 < 0) and (slope200 <= 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos) + and (dist50200 >= DistanciaMinimaLequePontos); + + bCandleForcaAlta := (Close > Open) and ((corpoCandle / rangeCandle) >= MinPercCorpoPA); + bCandleForcaBaixa := (Close < Open) and ((corpoCandle / rangeCandle) >= MinPercCorpoPA); + + bRejeicaoAlta := (Close > Open) + and ((pavioInf >= (corpoCandle * FatorPavioRejeicao)) or (Low <= Low[1])) + and (Close > mme20); + + bRejeicaoBaixa := (Close < Open) + and ((pavioSup >= (corpoCandle * FatorPavioRejeicao)) or (High >= High[1])) + and (Close < mme20); + + bPullbackCompra := (not bCompressao) + and (mma50 > mma200) + and (slope20 > 0) + and (Abs(Low - mme20) <= DistanciaToqueMME20) + and bRejeicaoAlta; + + bPullbackVenda := (not bCompressao) + and (mma50 < mma200) + and (slope20 < 0) + and (Abs(High - mme20) <= DistanciaToqueMME20) + and bRejeicaoBaixa; + + bRompAlta := (Close > mma200) and (Close[1] <= mma200) + and (Close >= topoLookback[1]) + and (mme9 > mme20) + and bCandleForcaAlta; + + bRompBaixa := (Close < mma200) and (Close[1] >= mma200) + and (Close <= fundoLookback[1]) + and (mme9 < mme20) + and bCandleForcaBaixa; + + bConfCompra := (not UsarConfirmacaoCandle) or bCandleForcaAlta; + bConfVenda := (not UsarConfirmacaoCandle) or bCandleForcaBaixa; + + if bLequeAlta or bPullbackCompra or bRompAlta then + iAlta := iAlta + 1 + else + iAlta := 0; + + if bLequeBaixa or bPullbackVenda or bRompBaixa then + iBaixa := iBaixa + 1 + else + iBaixa := 0; + + bCompra := false; + bVenda := false; + + if ModoEstrategia = 1 then + begin + bCompra := bLequeAlta and (not bCompressao) and (not bZonaNeutra) + and (distPreco20 <= DistanciaMaximaPrecoMME20) + and bConfCompra and (iAlta >= MinBarrasConfirmacao); + + bVenda := bLequeBaixa and (not bCompressao) and (not bZonaNeutra) + and (distPreco20 <= DistanciaMaximaPrecoMME20) + and bConfVenda and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 2 then + begin + bCompra := bPullbackCompra and bConfCompra and (iAlta >= MinBarrasConfirmacao); + bVenda := bPullbackVenda and bConfVenda and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 3 then + begin + bCompra := bRompAlta and (iAlta >= ConfirmacoesRompimento); + bVenda := bRompBaixa and (iBaixa >= ConfirmacoesRompimento); + end + else if ModoEstrategia = 4 then + begin + bCompra := (not bCompressao) and bSaindoCompressao and bLequeAlta and bConfCompra; + bVenda := (not bCompressao) and bSaindoCompressao and bLequeBaixa and bConfVenda; + end + else + begin + bCompra := (not bCompressao) and (not bZonaNeutra) + and ((bPullbackCompra and bConfCompra) or (bRompAlta and (iAlta >= ConfirmacoesRompimento))); + + bVenda := (not bCompressao) and (not bZonaNeutra) + and ((bPullbackVenda and bConfVenda) or (bRompBaixa and (iBaixa >= ConfirmacoesRompimento))); + end; + + if IsBought or IsSold then + iBarrasPosicao := iBarrasPosicao + 1 + else + iBarrasPosicao := 0; + + if (not IsBought) and (not IsSold) then + begin + if bCompra then + BuyAtMarket + else if bVenda then + SellShortAtMarket; + end; + + bSaidaOCOCompra := false; + bSaidaOCOVenda := false; + + if IsBought and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada - StopLossPontos; + fAlvoAtual := fPrecoEntrada + TakeProfitPontos; + bSaidaOCOCompra := UsarOCO and ((Low <= fStopAtual) or (High >= fAlvoAtual)); + end; + + if IsSold and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada + StopLossPontos; + fAlvoAtual := fPrecoEntrada - TakeProfitPontos; + bSaidaOCOVenda := UsarOCO and ((High >= fStopAtual) or (Low <= fAlvoAtual)); + end; + + if IsBought and ( + bCompressao + or bZonaNeutra + or (Close < mme20) + or bCandleForcaBaixa + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOCompra + ) then + ClosePosition; + + if IsSold and ( + bCompressao + or bZonaNeutra + or (Close > mme20) + or bCandleForcaAlta + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOVenda + ) then + ClosePosition; + + if (not bEstavaPosicionado) and IsBought then + fPrecoEntrada := Close; + + if (not bEstavaPosicionado) and IsSold then + fPrecoEntrada := Close; + + bEstavaPosicionado := IsBought or IsSold; +end; diff --git a/automacao_backtests/MEDIAS_20_50_200/Reprovados/robos_medias_v10_leque.txt b/automacao_backtests/MEDIAS_20_50_200/Reprovados/robos_medias_v10_leque.txt new file mode 100644 index 0000000..4e45e08 --- /dev/null +++ b/automacao_backtests/MEDIAS_20_50_200/Reprovados/robos_medias_v10_leque.txt @@ -0,0 +1,229 @@ +{ + Estrategia: robos_medias_v10_leque + Autor: Wesley + Descricao: Leque direcional 9/20/50/200 com price action de continuidade e filtro de zona neutra. +} + +input + ModoEstrategia(1); + DistanciaMinimaLequePontos(15); + DistanciaCompressao20x200(70); + DistanciaMaximaPrecoMME20(260); + DistanciaToqueMME20(80); + MinBarrasConfirmacao(2); + ConfirmacoesRompimento(1); + MinPercCorpoPA(0.55); + FatorPavioRejeicao(1.4); + UsarConfirmacaoCandle(true); + UsarOCO(true); + StopLossPontos(270); + TakeProfitPontos(459); + UsarSaidaPorTempo(true); + MaxBarrasPosicao(12); + +var + mme9, mme20, mma50, mma200 : float; + slope20, slope50, slope200 : float; + dist920, dist2050, dist50200, dist20200, distPreco20 : float; + topoLookback, fundoLookback : float; + rangeCandle, corpoCandle, pavioSup, pavioInf : float; + iAlta, iBaixa, iBarrasPosicao : integer; + bCompressao, bLequeAlta, bLequeBaixa : boolean; + bAcimaTodas, bAbaixoTodas, bEntre9e20, bEntre20e50, bEntre50e200, bZonaNeutra : boolean; + bCandleForcaAlta, bCandleForcaBaixa, bRejeicaoAlta, bRejeicaoBaixa : boolean; + bPullbackCompra, bPullbackVenda, bRompAlta, bRompBaixa, bSaindoCompressao : boolean; + bCompra, bVenda, bConfCompra, bConfVenda : boolean; + bEstavaPosicionado, bSaidaOCOCompra, bSaidaOCOVenda : boolean; + fPrecoEntrada, fStopAtual, fAlvoAtual : float; + +begin + mme9 := MediaExp(9, Close); + mme20 := MediaExp(20, Close); + mma50 := Media(50, Close); + mma200 := Media(200, Close); + + slope20 := mme20 - mme20[1]; + slope50 := mma50 - mma50[1]; + slope200 := mma200 - mma200[1]; + + dist920 := Abs(mme9 - mme20); + dist2050 := Abs(mme20 - mma50); + dist50200 := Abs(mma50 - mma200); + dist20200 := Abs(mme20 - mma200); + distPreco20 := Abs(Close - mme20); + + topoLookback := Highest(High, 12); + fundoLookback := Lowest(Low, 12); + + rangeCandle := Max(High - Low, 0.01); + corpoCandle := Abs(Close - Open); + pavioSup := High - Max(Open, Close); + pavioInf := Min(Open, Close) - Low; + + bAcimaTodas := (Close > mme9) and (Close > mme20) and (Close > mma50) and (Close > mma200); + bAbaixoTodas := (Close < mme9) and (Close < mme20) and (Close < mma50) and (Close < mma200); + + bEntre9e20 := ((Close <= mme9) and (Close >= mme20)) or ((Close >= mme9) and (Close <= mme20)); + bEntre20e50 := ((Close <= mme20) and (Close >= mma50)) or ((Close >= mme20) and (Close <= mma50)); + bEntre50e200 := ((Close <= mma50) and (Close >= mma200)) or ((Close >= mma50) and (Close <= mma200)); + bZonaNeutra := bEntre9e20 or bEntre20e50 or bEntre50e200; + + bCompressao := dist20200 <= DistanciaCompressao20x200; + bSaindoCompressao := (dist20200 > DistanciaCompressao20x200) and + ((dist20200[1] <= DistanciaCompressao20x200) or + (dist20200[2] <= DistanciaCompressao20x200) or + (dist20200[3] <= DistanciaCompressao20x200)); + + bLequeAlta := bAcimaTodas and (mme9 > mme20) and (mme20 > mma50) and (mma50 > mma200) + and (slope20 > 0) and (slope50 > 0) and (slope200 >= 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos) + and (dist50200 >= DistanciaMinimaLequePontos); + + bLequeBaixa := bAbaixoTodas and (mme9 < mme20) and (mme20 < mma50) and (mma50 < mma200) + and (slope20 < 0) and (slope50 < 0) and (slope200 <= 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos) + and (dist50200 >= DistanciaMinimaLequePontos); + + bCandleForcaAlta := (Close > Open) and ((corpoCandle / rangeCandle) >= MinPercCorpoPA); + bCandleForcaBaixa := (Close < Open) and ((corpoCandle / rangeCandle) >= MinPercCorpoPA); + + bRejeicaoAlta := (Close > Open) + and ((pavioInf >= (corpoCandle * FatorPavioRejeicao)) or (Low <= Low[1])) + and (Close > mme20); + + bRejeicaoBaixa := (Close < Open) + and ((pavioSup >= (corpoCandle * FatorPavioRejeicao)) or (High >= High[1])) + and (Close < mme20); + + bPullbackCompra := (not bCompressao) + and (mma50 > mma200) + and (slope20 > 0) + and (Abs(Low - mme20) <= DistanciaToqueMME20) + and bRejeicaoAlta; + + bPullbackVenda := (not bCompressao) + and (mma50 < mma200) + and (slope20 < 0) + and (Abs(High - mme20) <= DistanciaToqueMME20) + and bRejeicaoBaixa; + + bRompAlta := (Close > mma200) and (Close[1] <= mma200) + and (Close >= topoLookback[1]) + and (mme9 > mme20) + and bCandleForcaAlta; + + bRompBaixa := (Close < mma200) and (Close[1] >= mma200) + and (Close <= fundoLookback[1]) + and (mme9 < mme20) + and bCandleForcaBaixa; + + bConfCompra := (not UsarConfirmacaoCandle) or bCandleForcaAlta; + bConfVenda := (not UsarConfirmacaoCandle) or bCandleForcaBaixa; + + if bLequeAlta or bPullbackCompra or bRompAlta then + iAlta := iAlta + 1 + else + iAlta := 0; + + if bLequeBaixa or bPullbackVenda or bRompBaixa then + iBaixa := iBaixa + 1 + else + iBaixa := 0; + + bCompra := false; + bVenda := false; + + if ModoEstrategia = 1 then + begin + bCompra := bLequeAlta and (not bCompressao) and (not bZonaNeutra) + and (distPreco20 <= DistanciaMaximaPrecoMME20) + and bConfCompra and (iAlta >= MinBarrasConfirmacao); + + bVenda := bLequeBaixa and (not bCompressao) and (not bZonaNeutra) + and (distPreco20 <= DistanciaMaximaPrecoMME20) + and bConfVenda and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 2 then + begin + bCompra := bPullbackCompra and bConfCompra and (iAlta >= MinBarrasConfirmacao); + bVenda := bPullbackVenda and bConfVenda and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 3 then + begin + bCompra := bRompAlta and (iAlta >= ConfirmacoesRompimento); + bVenda := bRompBaixa and (iBaixa >= ConfirmacoesRompimento); + end + else if ModoEstrategia = 4 then + begin + bCompra := (not bCompressao) and bSaindoCompressao and bLequeAlta and bConfCompra; + bVenda := (not bCompressao) and bSaindoCompressao and bLequeBaixa and bConfVenda; + end + else + begin + bCompra := (not bCompressao) and (not bZonaNeutra) + and ((bPullbackCompra and bConfCompra) or (bRompAlta and (iAlta >= ConfirmacoesRompimento))); + + bVenda := (not bCompressao) and (not bZonaNeutra) + and ((bPullbackVenda and bConfVenda) or (bRompBaixa and (iBaixa >= ConfirmacoesRompimento))); + end; + + if IsBought or IsSold then + iBarrasPosicao := iBarrasPosicao + 1 + else + iBarrasPosicao := 0; + + if (not IsBought) and (not IsSold) then + begin + if bCompra then + BuyAtMarket + else if bVenda then + SellShortAtMarket; + end; + + bSaidaOCOCompra := false; + bSaidaOCOVenda := false; + + if IsBought and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada - StopLossPontos; + fAlvoAtual := fPrecoEntrada + TakeProfitPontos; + bSaidaOCOCompra := UsarOCO and ((Low <= fStopAtual) or (High >= fAlvoAtual)); + end; + + if IsSold and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada + StopLossPontos; + fAlvoAtual := fPrecoEntrada - TakeProfitPontos; + bSaidaOCOVenda := UsarOCO and ((High >= fStopAtual) or (Low <= fAlvoAtual)); + end; + + if IsBought and ( + bCompressao + or bZonaNeutra + or (Close < mme20) + or bCandleForcaBaixa + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOCompra + ) then + ClosePosition; + + if IsSold and ( + bCompressao + or bZonaNeutra + or (Close > mme20) + or bCandleForcaAlta + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOVenda + ) then + ClosePosition; + + if (not bEstavaPosicionado) and IsBought then + fPrecoEntrada := Close; + + if (not bEstavaPosicionado) and IsSold then + fPrecoEntrada := Close; + + bEstavaPosicionado := IsBought or IsSold; +end; diff --git a/automacao_backtests/MEDIAS_20_50_200/Reprovados/robos_medias_v11_leque.txt b/automacao_backtests/MEDIAS_20_50_200/Reprovados/robos_medias_v11_leque.txt new file mode 100644 index 0000000..a1e1404 --- /dev/null +++ b/automacao_backtests/MEDIAS_20_50_200/Reprovados/robos_medias_v11_leque.txt @@ -0,0 +1,229 @@ +{ + Estrategia: robos_medias_v11_leque + Autor: Wesley + Descricao: Leque direcional 9/20/50/200 com price action de continuidade e filtro de zona neutra. +} + +input + ModoEstrategia(1); + DistanciaMinimaLequePontos(15); + DistanciaCompressao20x200(80); + DistanciaMaximaPrecoMME20(200); + DistanciaToqueMME20(80); + MinBarrasConfirmacao(2); + ConfirmacoesRompimento(2); + MinPercCorpoPA(0.5); + FatorPavioRejeicao(1.25); + UsarConfirmacaoCandle(true); + UsarOCO(true); + StopLossPontos(135); + TakeProfitPontos(216); + UsarSaidaPorTempo(true); + MaxBarrasPosicao(9); + +var + mme9, mme20, mma50, mma200 : float; + slope20, slope50, slope200 : float; + dist920, dist2050, dist50200, dist20200, distPreco20 : float; + topoLookback, fundoLookback : float; + rangeCandle, corpoCandle, pavioSup, pavioInf : float; + iAlta, iBaixa, iBarrasPosicao : integer; + bCompressao, bLequeAlta, bLequeBaixa : boolean; + bAcimaTodas, bAbaixoTodas, bEntre9e20, bEntre20e50, bEntre50e200, bZonaNeutra : boolean; + bCandleForcaAlta, bCandleForcaBaixa, bRejeicaoAlta, bRejeicaoBaixa : boolean; + bPullbackCompra, bPullbackVenda, bRompAlta, bRompBaixa, bSaindoCompressao : boolean; + bCompra, bVenda, bConfCompra, bConfVenda : boolean; + bEstavaPosicionado, bSaidaOCOCompra, bSaidaOCOVenda : boolean; + fPrecoEntrada, fStopAtual, fAlvoAtual : float; + +begin + mme9 := MediaExp(9, Close); + mme20 := MediaExp(20, Close); + mma50 := Media(50, Close); + mma200 := Media(200, Close); + + slope20 := mme20 - mme20[1]; + slope50 := mma50 - mma50[1]; + slope200 := mma200 - mma200[1]; + + dist920 := Abs(mme9 - mme20); + dist2050 := Abs(mme20 - mma50); + dist50200 := Abs(mma50 - mma200); + dist20200 := Abs(mme20 - mma200); + distPreco20 := Abs(Close - mme20); + + topoLookback := Highest(High, 12); + fundoLookback := Lowest(Low, 12); + + rangeCandle := Max(High - Low, 0.01); + corpoCandle := Abs(Close - Open); + pavioSup := High - Max(Open, Close); + pavioInf := Min(Open, Close) - Low; + + bAcimaTodas := (Close > mme9) and (Close > mme20) and (Close > mma50) and (Close > mma200); + bAbaixoTodas := (Close < mme9) and (Close < mme20) and (Close < mma50) and (Close < mma200); + + bEntre9e20 := ((Close <= mme9) and (Close >= mme20)) or ((Close >= mme9) and (Close <= mme20)); + bEntre20e50 := ((Close <= mme20) and (Close >= mma50)) or ((Close >= mme20) and (Close <= mma50)); + bEntre50e200 := ((Close <= mma50) and (Close >= mma200)) or ((Close >= mma50) and (Close <= mma200)); + bZonaNeutra := bEntre9e20 or bEntre20e50 or bEntre50e200; + + bCompressao := dist20200 <= DistanciaCompressao20x200; + bSaindoCompressao := (dist20200 > DistanciaCompressao20x200) and + ((dist20200[1] <= DistanciaCompressao20x200) or + (dist20200[2] <= DistanciaCompressao20x200) or + (dist20200[3] <= DistanciaCompressao20x200)); + + bLequeAlta := bAcimaTodas and (mme9 > mme20) and (mme20 > mma50) and (mma50 > mma200) + and (slope20 > 0) and (slope50 > 0) and (slope200 >= 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos) + and (dist50200 >= DistanciaMinimaLequePontos); + + bLequeBaixa := bAbaixoTodas and (mme9 < mme20) and (mme20 < mma50) and (mma50 < mma200) + and (slope20 < 0) and (slope50 < 0) and (slope200 <= 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos) + and (dist50200 >= DistanciaMinimaLequePontos); + + bCandleForcaAlta := (Close > Open) and ((corpoCandle / rangeCandle) >= MinPercCorpoPA); + bCandleForcaBaixa := (Close < Open) and ((corpoCandle / rangeCandle) >= MinPercCorpoPA); + + bRejeicaoAlta := (Close > Open) + and ((pavioInf >= (corpoCandle * FatorPavioRejeicao)) or (Low <= Low[1])) + and (Close > mme20); + + bRejeicaoBaixa := (Close < Open) + and ((pavioSup >= (corpoCandle * FatorPavioRejeicao)) or (High >= High[1])) + and (Close < mme20); + + bPullbackCompra := (not bCompressao) + and (mma50 > mma200) + and (slope20 > 0) + and (Abs(Low - mme20) <= DistanciaToqueMME20) + and bRejeicaoAlta; + + bPullbackVenda := (not bCompressao) + and (mma50 < mma200) + and (slope20 < 0) + and (Abs(High - mme20) <= DistanciaToqueMME20) + and bRejeicaoBaixa; + + bRompAlta := (Close > mma200) and (Close[1] <= mma200) + and (Close >= topoLookback[1]) + and (mme9 > mme20) + and bCandleForcaAlta; + + bRompBaixa := (Close < mma200) and (Close[1] >= mma200) + and (Close <= fundoLookback[1]) + and (mme9 < mme20) + and bCandleForcaBaixa; + + bConfCompra := (not UsarConfirmacaoCandle) or bCandleForcaAlta; + bConfVenda := (not UsarConfirmacaoCandle) or bCandleForcaBaixa; + + if bLequeAlta or bPullbackCompra or bRompAlta then + iAlta := iAlta + 1 + else + iAlta := 0; + + if bLequeBaixa or bPullbackVenda or bRompBaixa then + iBaixa := iBaixa + 1 + else + iBaixa := 0; + + bCompra := false; + bVenda := false; + + if ModoEstrategia = 1 then + begin + bCompra := bLequeAlta and (not bCompressao) and (not bZonaNeutra) + and (distPreco20 <= DistanciaMaximaPrecoMME20) + and bConfCompra and (iAlta >= MinBarrasConfirmacao); + + bVenda := bLequeBaixa and (not bCompressao) and (not bZonaNeutra) + and (distPreco20 <= DistanciaMaximaPrecoMME20) + and bConfVenda and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 2 then + begin + bCompra := bPullbackCompra and bConfCompra and (iAlta >= MinBarrasConfirmacao); + bVenda := bPullbackVenda and bConfVenda and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 3 then + begin + bCompra := bRompAlta and (iAlta >= ConfirmacoesRompimento); + bVenda := bRompBaixa and (iBaixa >= ConfirmacoesRompimento); + end + else if ModoEstrategia = 4 then + begin + bCompra := (not bCompressao) and bSaindoCompressao and bLequeAlta and bConfCompra; + bVenda := (not bCompressao) and bSaindoCompressao and bLequeBaixa and bConfVenda; + end + else + begin + bCompra := (not bCompressao) and (not bZonaNeutra) + and ((bPullbackCompra and bConfCompra) or (bRompAlta and (iAlta >= ConfirmacoesRompimento))); + + bVenda := (not bCompressao) and (not bZonaNeutra) + and ((bPullbackVenda and bConfVenda) or (bRompBaixa and (iBaixa >= ConfirmacoesRompimento))); + end; + + if IsBought or IsSold then + iBarrasPosicao := iBarrasPosicao + 1 + else + iBarrasPosicao := 0; + + if (not IsBought) and (not IsSold) then + begin + if bCompra then + BuyAtMarket + else if bVenda then + SellShortAtMarket; + end; + + bSaidaOCOCompra := false; + bSaidaOCOVenda := false; + + if IsBought and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada - StopLossPontos; + fAlvoAtual := fPrecoEntrada + TakeProfitPontos; + bSaidaOCOCompra := UsarOCO and ((Low <= fStopAtual) or (High >= fAlvoAtual)); + end; + + if IsSold and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada + StopLossPontos; + fAlvoAtual := fPrecoEntrada - TakeProfitPontos; + bSaidaOCOVenda := UsarOCO and ((High >= fStopAtual) or (Low <= fAlvoAtual)); + end; + + if IsBought and ( + bCompressao + or bZonaNeutra + or (Close < mme20) + or bCandleForcaBaixa + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOCompra + ) then + ClosePosition; + + if IsSold and ( + bCompressao + or bZonaNeutra + or (Close > mme20) + or bCandleForcaAlta + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOVenda + ) then + ClosePosition; + + if (not bEstavaPosicionado) and IsBought then + fPrecoEntrada := Close; + + if (not bEstavaPosicionado) and IsSold then + fPrecoEntrada := Close; + + bEstavaPosicionado := IsBought or IsSold; +end; diff --git a/automacao_backtests/MEDIAS_20_50_200/Reprovados/robos_medias_v12_leque.txt b/automacao_backtests/MEDIAS_20_50_200/Reprovados/robos_medias_v12_leque.txt new file mode 100644 index 0000000..8022501 --- /dev/null +++ b/automacao_backtests/MEDIAS_20_50_200/Reprovados/robos_medias_v12_leque.txt @@ -0,0 +1,229 @@ +{ + Estrategia: robos_medias_v12_leque + Autor: Wesley + Descricao: Leque direcional 9/20/50/200 com price action de continuidade e filtro de zona neutra. +} + +input + ModoEstrategia(1); + DistanciaMinimaLequePontos(15); + DistanciaCompressao20x200(90); + DistanciaMaximaPrecoMME20(220); + DistanciaToqueMME20(80); + MinBarrasConfirmacao(3); + ConfirmacoesRompimento(1); + MinPercCorpoPA(0.55); + FatorPavioRejeicao(1.4); + UsarConfirmacaoCandle(true); + UsarOCO(true); + StopLossPontos(150); + TakeProfitPontos(255); + UsarSaidaPorTempo(true); + MaxBarrasPosicao(10); + +var + mme9, mme20, mma50, mma200 : float; + slope20, slope50, slope200 : float; + dist920, dist2050, dist50200, dist20200, distPreco20 : float; + topoLookback, fundoLookback : float; + rangeCandle, corpoCandle, pavioSup, pavioInf : float; + iAlta, iBaixa, iBarrasPosicao : integer; + bCompressao, bLequeAlta, bLequeBaixa : boolean; + bAcimaTodas, bAbaixoTodas, bEntre9e20, bEntre20e50, bEntre50e200, bZonaNeutra : boolean; + bCandleForcaAlta, bCandleForcaBaixa, bRejeicaoAlta, bRejeicaoBaixa : boolean; + bPullbackCompra, bPullbackVenda, bRompAlta, bRompBaixa, bSaindoCompressao : boolean; + bCompra, bVenda, bConfCompra, bConfVenda : boolean; + bEstavaPosicionado, bSaidaOCOCompra, bSaidaOCOVenda : boolean; + fPrecoEntrada, fStopAtual, fAlvoAtual : float; + +begin + mme9 := MediaExp(9, Close); + mme20 := MediaExp(20, Close); + mma50 := Media(50, Close); + mma200 := Media(200, Close); + + slope20 := mme20 - mme20[1]; + slope50 := mma50 - mma50[1]; + slope200 := mma200 - mma200[1]; + + dist920 := Abs(mme9 - mme20); + dist2050 := Abs(mme20 - mma50); + dist50200 := Abs(mma50 - mma200); + dist20200 := Abs(mme20 - mma200); + distPreco20 := Abs(Close - mme20); + + topoLookback := Highest(High, 12); + fundoLookback := Lowest(Low, 12); + + rangeCandle := Max(High - Low, 0.01); + corpoCandle := Abs(Close - Open); + pavioSup := High - Max(Open, Close); + pavioInf := Min(Open, Close) - Low; + + bAcimaTodas := (Close > mme9) and (Close > mme20) and (Close > mma50) and (Close > mma200); + bAbaixoTodas := (Close < mme9) and (Close < mme20) and (Close < mma50) and (Close < mma200); + + bEntre9e20 := ((Close <= mme9) and (Close >= mme20)) or ((Close >= mme9) and (Close <= mme20)); + bEntre20e50 := ((Close <= mme20) and (Close >= mma50)) or ((Close >= mme20) and (Close <= mma50)); + bEntre50e200 := ((Close <= mma50) and (Close >= mma200)) or ((Close >= mma50) and (Close <= mma200)); + bZonaNeutra := bEntre9e20 or bEntre20e50 or bEntre50e200; + + bCompressao := dist20200 <= DistanciaCompressao20x200; + bSaindoCompressao := (dist20200 > DistanciaCompressao20x200) and + ((dist20200[1] <= DistanciaCompressao20x200) or + (dist20200[2] <= DistanciaCompressao20x200) or + (dist20200[3] <= DistanciaCompressao20x200)); + + bLequeAlta := bAcimaTodas and (mme9 > mme20) and (mme20 > mma50) and (mma50 > mma200) + and (slope20 > 0) and (slope50 > 0) and (slope200 >= 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos) + and (dist50200 >= DistanciaMinimaLequePontos); + + bLequeBaixa := bAbaixoTodas and (mme9 < mme20) and (mme20 < mma50) and (mma50 < mma200) + and (slope20 < 0) and (slope50 < 0) and (slope200 <= 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos) + and (dist50200 >= DistanciaMinimaLequePontos); + + bCandleForcaAlta := (Close > Open) and ((corpoCandle / rangeCandle) >= MinPercCorpoPA); + bCandleForcaBaixa := (Close < Open) and ((corpoCandle / rangeCandle) >= MinPercCorpoPA); + + bRejeicaoAlta := (Close > Open) + and ((pavioInf >= (corpoCandle * FatorPavioRejeicao)) or (Low <= Low[1])) + and (Close > mme20); + + bRejeicaoBaixa := (Close < Open) + and ((pavioSup >= (corpoCandle * FatorPavioRejeicao)) or (High >= High[1])) + and (Close < mme20); + + bPullbackCompra := (not bCompressao) + and (mma50 > mma200) + and (slope20 > 0) + and (Abs(Low - mme20) <= DistanciaToqueMME20) + and bRejeicaoAlta; + + bPullbackVenda := (not bCompressao) + and (mma50 < mma200) + and (slope20 < 0) + and (Abs(High - mme20) <= DistanciaToqueMME20) + and bRejeicaoBaixa; + + bRompAlta := (Close > mma200) and (Close[1] <= mma200) + and (Close >= topoLookback[1]) + and (mme9 > mme20) + and bCandleForcaAlta; + + bRompBaixa := (Close < mma200) and (Close[1] >= mma200) + and (Close <= fundoLookback[1]) + and (mme9 < mme20) + and bCandleForcaBaixa; + + bConfCompra := (not UsarConfirmacaoCandle) or bCandleForcaAlta; + bConfVenda := (not UsarConfirmacaoCandle) or bCandleForcaBaixa; + + if bLequeAlta or bPullbackCompra or bRompAlta then + iAlta := iAlta + 1 + else + iAlta := 0; + + if bLequeBaixa or bPullbackVenda or bRompBaixa then + iBaixa := iBaixa + 1 + else + iBaixa := 0; + + bCompra := false; + bVenda := false; + + if ModoEstrategia = 1 then + begin + bCompra := bLequeAlta and (not bCompressao) and (not bZonaNeutra) + and (distPreco20 <= DistanciaMaximaPrecoMME20) + and bConfCompra and (iAlta >= MinBarrasConfirmacao); + + bVenda := bLequeBaixa and (not bCompressao) and (not bZonaNeutra) + and (distPreco20 <= DistanciaMaximaPrecoMME20) + and bConfVenda and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 2 then + begin + bCompra := bPullbackCompra and bConfCompra and (iAlta >= MinBarrasConfirmacao); + bVenda := bPullbackVenda and bConfVenda and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 3 then + begin + bCompra := bRompAlta and (iAlta >= ConfirmacoesRompimento); + bVenda := bRompBaixa and (iBaixa >= ConfirmacoesRompimento); + end + else if ModoEstrategia = 4 then + begin + bCompra := (not bCompressao) and bSaindoCompressao and bLequeAlta and bConfCompra; + bVenda := (not bCompressao) and bSaindoCompressao and bLequeBaixa and bConfVenda; + end + else + begin + bCompra := (not bCompressao) and (not bZonaNeutra) + and ((bPullbackCompra and bConfCompra) or (bRompAlta and (iAlta >= ConfirmacoesRompimento))); + + bVenda := (not bCompressao) and (not bZonaNeutra) + and ((bPullbackVenda and bConfVenda) or (bRompBaixa and (iBaixa >= ConfirmacoesRompimento))); + end; + + if IsBought or IsSold then + iBarrasPosicao := iBarrasPosicao + 1 + else + iBarrasPosicao := 0; + + if (not IsBought) and (not IsSold) then + begin + if bCompra then + BuyAtMarket + else if bVenda then + SellShortAtMarket; + end; + + bSaidaOCOCompra := false; + bSaidaOCOVenda := false; + + if IsBought and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada - StopLossPontos; + fAlvoAtual := fPrecoEntrada + TakeProfitPontos; + bSaidaOCOCompra := UsarOCO and ((Low <= fStopAtual) or (High >= fAlvoAtual)); + end; + + if IsSold and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada + StopLossPontos; + fAlvoAtual := fPrecoEntrada - TakeProfitPontos; + bSaidaOCOVenda := UsarOCO and ((High >= fStopAtual) or (Low <= fAlvoAtual)); + end; + + if IsBought and ( + bCompressao + or bZonaNeutra + or (Close < mme20) + or bCandleForcaBaixa + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOCompra + ) then + ClosePosition; + + if IsSold and ( + bCompressao + or bZonaNeutra + or (Close > mme20) + or bCandleForcaAlta + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOVenda + ) then + ClosePosition; + + if (not bEstavaPosicionado) and IsBought then + fPrecoEntrada := Close; + + if (not bEstavaPosicionado) and IsSold then + fPrecoEntrada := Close; + + bEstavaPosicionado := IsBought or IsSold; +end; diff --git a/automacao_backtests/MEDIAS_20_50_200/Reprovados/robos_medias_v14_leque.txt b/automacao_backtests/MEDIAS_20_50_200/Reprovados/robos_medias_v14_leque.txt new file mode 100644 index 0000000..d8b9da1 --- /dev/null +++ b/automacao_backtests/MEDIAS_20_50_200/Reprovados/robos_medias_v14_leque.txt @@ -0,0 +1,229 @@ +{ + Estrategia: robos_medias_v14_leque + Autor: Wesley + Descricao: Leque direcional 9/20/50/200 com price action de continuidade e filtro de zona neutra. +} + +input + ModoEstrategia(1); + DistanciaMinimaLequePontos(15); + DistanciaCompressao20x200(110); + DistanciaMaximaPrecoMME20(260); + DistanciaToqueMME20(80); + MinBarrasConfirmacao(2); + ConfirmacoesRompimento(1); + MinPercCorpoPA(0.45); + FatorPavioRejeicao(1.1); + UsarConfirmacaoCandle(true); + UsarOCO(true); + StopLossPontos(180); + TakeProfitPontos(270); + UsarSaidaPorTempo(true); + MaxBarrasPosicao(12); + +var + mme9, mme20, mma50, mma200 : float; + slope20, slope50, slope200 : float; + dist920, dist2050, dist50200, dist20200, distPreco20 : float; + topoLookback, fundoLookback : float; + rangeCandle, corpoCandle, pavioSup, pavioInf : float; + iAlta, iBaixa, iBarrasPosicao : integer; + bCompressao, bLequeAlta, bLequeBaixa : boolean; + bAcimaTodas, bAbaixoTodas, bEntre9e20, bEntre20e50, bEntre50e200, bZonaNeutra : boolean; + bCandleForcaAlta, bCandleForcaBaixa, bRejeicaoAlta, bRejeicaoBaixa : boolean; + bPullbackCompra, bPullbackVenda, bRompAlta, bRompBaixa, bSaindoCompressao : boolean; + bCompra, bVenda, bConfCompra, bConfVenda : boolean; + bEstavaPosicionado, bSaidaOCOCompra, bSaidaOCOVenda : boolean; + fPrecoEntrada, fStopAtual, fAlvoAtual : float; + +begin + mme9 := MediaExp(9, Close); + mme20 := MediaExp(20, Close); + mma50 := Media(50, Close); + mma200 := Media(200, Close); + + slope20 := mme20 - mme20[1]; + slope50 := mma50 - mma50[1]; + slope200 := mma200 - mma200[1]; + + dist920 := Abs(mme9 - mme20); + dist2050 := Abs(mme20 - mma50); + dist50200 := Abs(mma50 - mma200); + dist20200 := Abs(mme20 - mma200); + distPreco20 := Abs(Close - mme20); + + topoLookback := Highest(High, 12); + fundoLookback := Lowest(Low, 12); + + rangeCandle := Max(High - Low, 0.01); + corpoCandle := Abs(Close - Open); + pavioSup := High - Max(Open, Close); + pavioInf := Min(Open, Close) - Low; + + bAcimaTodas := (Close > mme9) and (Close > mme20) and (Close > mma50) and (Close > mma200); + bAbaixoTodas := (Close < mme9) and (Close < mme20) and (Close < mma50) and (Close < mma200); + + bEntre9e20 := ((Close <= mme9) and (Close >= mme20)) or ((Close >= mme9) and (Close <= mme20)); + bEntre20e50 := ((Close <= mme20) and (Close >= mma50)) or ((Close >= mme20) and (Close <= mma50)); + bEntre50e200 := ((Close <= mma50) and (Close >= mma200)) or ((Close >= mma50) and (Close <= mma200)); + bZonaNeutra := bEntre9e20 or bEntre20e50 or bEntre50e200; + + bCompressao := dist20200 <= DistanciaCompressao20x200; + bSaindoCompressao := (dist20200 > DistanciaCompressao20x200) and + ((dist20200[1] <= DistanciaCompressao20x200) or + (dist20200[2] <= DistanciaCompressao20x200) or + (dist20200[3] <= DistanciaCompressao20x200)); + + bLequeAlta := bAcimaTodas and (mme9 > mme20) and (mme20 > mma50) and (mma50 > mma200) + and (slope20 > 0) and (slope50 > 0) and (slope200 >= 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos) + and (dist50200 >= DistanciaMinimaLequePontos); + + bLequeBaixa := bAbaixoTodas and (mme9 < mme20) and (mme20 < mma50) and (mma50 < mma200) + and (slope20 < 0) and (slope50 < 0) and (slope200 <= 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos) + and (dist50200 >= DistanciaMinimaLequePontos); + + bCandleForcaAlta := (Close > Open) and ((corpoCandle / rangeCandle) >= MinPercCorpoPA); + bCandleForcaBaixa := (Close < Open) and ((corpoCandle / rangeCandle) >= MinPercCorpoPA); + + bRejeicaoAlta := (Close > Open) + and ((pavioInf >= (corpoCandle * FatorPavioRejeicao)) or (Low <= Low[1])) + and (Close > mme20); + + bRejeicaoBaixa := (Close < Open) + and ((pavioSup >= (corpoCandle * FatorPavioRejeicao)) or (High >= High[1])) + and (Close < mme20); + + bPullbackCompra := (not bCompressao) + and (mma50 > mma200) + and (slope20 > 0) + and (Abs(Low - mme20) <= DistanciaToqueMME20) + and bRejeicaoAlta; + + bPullbackVenda := (not bCompressao) + and (mma50 < mma200) + and (slope20 < 0) + and (Abs(High - mme20) <= DistanciaToqueMME20) + and bRejeicaoBaixa; + + bRompAlta := (Close > mma200) and (Close[1] <= mma200) + and (Close >= topoLookback[1]) + and (mme9 > mme20) + and bCandleForcaAlta; + + bRompBaixa := (Close < mma200) and (Close[1] >= mma200) + and (Close <= fundoLookback[1]) + and (mme9 < mme20) + and bCandleForcaBaixa; + + bConfCompra := (not UsarConfirmacaoCandle) or bCandleForcaAlta; + bConfVenda := (not UsarConfirmacaoCandle) or bCandleForcaBaixa; + + if bLequeAlta or bPullbackCompra or bRompAlta then + iAlta := iAlta + 1 + else + iAlta := 0; + + if bLequeBaixa or bPullbackVenda or bRompBaixa then + iBaixa := iBaixa + 1 + else + iBaixa := 0; + + bCompra := false; + bVenda := false; + + if ModoEstrategia = 1 then + begin + bCompra := bLequeAlta and (not bCompressao) and (not bZonaNeutra) + and (distPreco20 <= DistanciaMaximaPrecoMME20) + and bConfCompra and (iAlta >= MinBarrasConfirmacao); + + bVenda := bLequeBaixa and (not bCompressao) and (not bZonaNeutra) + and (distPreco20 <= DistanciaMaximaPrecoMME20) + and bConfVenda and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 2 then + begin + bCompra := bPullbackCompra and bConfCompra and (iAlta >= MinBarrasConfirmacao); + bVenda := bPullbackVenda and bConfVenda and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 3 then + begin + bCompra := bRompAlta and (iAlta >= ConfirmacoesRompimento); + bVenda := bRompBaixa and (iBaixa >= ConfirmacoesRompimento); + end + else if ModoEstrategia = 4 then + begin + bCompra := (not bCompressao) and bSaindoCompressao and bLequeAlta and bConfCompra; + bVenda := (not bCompressao) and bSaindoCompressao and bLequeBaixa and bConfVenda; + end + else + begin + bCompra := (not bCompressao) and (not bZonaNeutra) + and ((bPullbackCompra and bConfCompra) or (bRompAlta and (iAlta >= ConfirmacoesRompimento))); + + bVenda := (not bCompressao) and (not bZonaNeutra) + and ((bPullbackVenda and bConfVenda) or (bRompBaixa and (iBaixa >= ConfirmacoesRompimento))); + end; + + if IsBought or IsSold then + iBarrasPosicao := iBarrasPosicao + 1 + else + iBarrasPosicao := 0; + + if (not IsBought) and (not IsSold) then + begin + if bCompra then + BuyAtMarket + else if bVenda then + SellShortAtMarket; + end; + + bSaidaOCOCompra := false; + bSaidaOCOVenda := false; + + if IsBought and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada - StopLossPontos; + fAlvoAtual := fPrecoEntrada + TakeProfitPontos; + bSaidaOCOCompra := UsarOCO and ((Low <= fStopAtual) or (High >= fAlvoAtual)); + end; + + if IsSold and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada + StopLossPontos; + fAlvoAtual := fPrecoEntrada - TakeProfitPontos; + bSaidaOCOVenda := UsarOCO and ((High >= fStopAtual) or (Low <= fAlvoAtual)); + end; + + if IsBought and ( + bCompressao + or bZonaNeutra + or (Close < mme20) + or bCandleForcaBaixa + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOCompra + ) then + ClosePosition; + + if IsSold and ( + bCompressao + or bZonaNeutra + or (Close > mme20) + or bCandleForcaAlta + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOVenda + ) then + ClosePosition; + + if (not bEstavaPosicionado) and IsBought then + fPrecoEntrada := Close; + + if (not bEstavaPosicionado) and IsSold then + fPrecoEntrada := Close; + + bEstavaPosicionado := IsBought or IsSold; +end; diff --git a/automacao_backtests/MEDIAS_20_50_200/Reprovados/robos_medias_v17_pullback.txt b/automacao_backtests/MEDIAS_20_50_200/Reprovados/robos_medias_v17_pullback.txt new file mode 100644 index 0000000..e38e2c1 --- /dev/null +++ b/automacao_backtests/MEDIAS_20_50_200/Reprovados/robos_medias_v17_pullback.txt @@ -0,0 +1,229 @@ +{ + Estrategia: robos_medias_v17_pullback + Autor: Wesley + Descricao: Pullback na MME20 com regime por MMA50/200 e rejeicao por price action. +} + +input + ModoEstrategia(2); + DistanciaMinimaLequePontos(15); + DistanciaCompressao20x200(90); + DistanciaMaximaPrecoMME20(200); + DistanciaToqueMME20(80); + MinBarrasConfirmacao(2); + ConfirmacoesRompimento(2); + MinPercCorpoPA(0.6); + FatorPavioRejeicao(1.55); + UsarConfirmacaoCandle(true); + UsarOCO(true); + StopLossPontos(225); + TakeProfitPontos(405); + UsarSaidaPorTempo(true); + MaxBarrasPosicao(9); + +var + mme9, mme20, mma50, mma200 : float; + slope20, slope50, slope200 : float; + dist920, dist2050, dist50200, dist20200, distPreco20 : float; + topoLookback, fundoLookback : float; + rangeCandle, corpoCandle, pavioSup, pavioInf : float; + iAlta, iBaixa, iBarrasPosicao : integer; + bCompressao, bLequeAlta, bLequeBaixa : boolean; + bAcimaTodas, bAbaixoTodas, bEntre9e20, bEntre20e50, bEntre50e200, bZonaNeutra : boolean; + bCandleForcaAlta, bCandleForcaBaixa, bRejeicaoAlta, bRejeicaoBaixa : boolean; + bPullbackCompra, bPullbackVenda, bRompAlta, bRompBaixa, bSaindoCompressao : boolean; + bCompra, bVenda, bConfCompra, bConfVenda : boolean; + bEstavaPosicionado, bSaidaOCOCompra, bSaidaOCOVenda : boolean; + fPrecoEntrada, fStopAtual, fAlvoAtual : float; + +begin + mme9 := MediaExp(9, Close); + mme20 := MediaExp(20, Close); + mma50 := Media(50, Close); + mma200 := Media(200, Close); + + slope20 := mme20 - mme20[1]; + slope50 := mma50 - mma50[1]; + slope200 := mma200 - mma200[1]; + + dist920 := Abs(mme9 - mme20); + dist2050 := Abs(mme20 - mma50); + dist50200 := Abs(mma50 - mma200); + dist20200 := Abs(mme20 - mma200); + distPreco20 := Abs(Close - mme20); + + topoLookback := Highest(High, 12); + fundoLookback := Lowest(Low, 12); + + rangeCandle := Max(High - Low, 0.01); + corpoCandle := Abs(Close - Open); + pavioSup := High - Max(Open, Close); + pavioInf := Min(Open, Close) - Low; + + bAcimaTodas := (Close > mme9) and (Close > mme20) and (Close > mma50) and (Close > mma200); + bAbaixoTodas := (Close < mme9) and (Close < mme20) and (Close < mma50) and (Close < mma200); + + bEntre9e20 := ((Close <= mme9) and (Close >= mme20)) or ((Close >= mme9) and (Close <= mme20)); + bEntre20e50 := ((Close <= mme20) and (Close >= mma50)) or ((Close >= mme20) and (Close <= mma50)); + bEntre50e200 := ((Close <= mma50) and (Close >= mma200)) or ((Close >= mma50) and (Close <= mma200)); + bZonaNeutra := bEntre9e20 or bEntre20e50 or bEntre50e200; + + bCompressao := dist20200 <= DistanciaCompressao20x200; + bSaindoCompressao := (dist20200 > DistanciaCompressao20x200) and + ((dist20200[1] <= DistanciaCompressao20x200) or + (dist20200[2] <= DistanciaCompressao20x200) or + (dist20200[3] <= DistanciaCompressao20x200)); + + bLequeAlta := bAcimaTodas and (mme9 > mme20) and (mme20 > mma50) and (mma50 > mma200) + and (slope20 > 0) and (slope50 > 0) and (slope200 >= 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos) + and (dist50200 >= DistanciaMinimaLequePontos); + + bLequeBaixa := bAbaixoTodas and (mme9 < mme20) and (mme20 < mma50) and (mma50 < mma200) + and (slope20 < 0) and (slope50 < 0) and (slope200 <= 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos) + and (dist50200 >= DistanciaMinimaLequePontos); + + bCandleForcaAlta := (Close > Open) and ((corpoCandle / rangeCandle) >= MinPercCorpoPA); + bCandleForcaBaixa := (Close < Open) and ((corpoCandle / rangeCandle) >= MinPercCorpoPA); + + bRejeicaoAlta := (Close > Open) + and ((pavioInf >= (corpoCandle * FatorPavioRejeicao)) or (Low <= Low[1])) + and (Close > mme20); + + bRejeicaoBaixa := (Close < Open) + and ((pavioSup >= (corpoCandle * FatorPavioRejeicao)) or (High >= High[1])) + and (Close < mme20); + + bPullbackCompra := (not bCompressao) + and (mma50 > mma200) + and (slope20 > 0) + and (Abs(Low - mme20) <= DistanciaToqueMME20) + and bRejeicaoAlta; + + bPullbackVenda := (not bCompressao) + and (mma50 < mma200) + and (slope20 < 0) + and (Abs(High - mme20) <= DistanciaToqueMME20) + and bRejeicaoBaixa; + + bRompAlta := (Close > mma200) and (Close[1] <= mma200) + and (Close >= topoLookback[1]) + and (mme9 > mme20) + and bCandleForcaAlta; + + bRompBaixa := (Close < mma200) and (Close[1] >= mma200) + and (Close <= fundoLookback[1]) + and (mme9 < mme20) + and bCandleForcaBaixa; + + bConfCompra := (not UsarConfirmacaoCandle) or bCandleForcaAlta; + bConfVenda := (not UsarConfirmacaoCandle) or bCandleForcaBaixa; + + if bLequeAlta or bPullbackCompra or bRompAlta then + iAlta := iAlta + 1 + else + iAlta := 0; + + if bLequeBaixa or bPullbackVenda or bRompBaixa then + iBaixa := iBaixa + 1 + else + iBaixa := 0; + + bCompra := false; + bVenda := false; + + if ModoEstrategia = 1 then + begin + bCompra := bLequeAlta and (not bCompressao) and (not bZonaNeutra) + and (distPreco20 <= DistanciaMaximaPrecoMME20) + and bConfCompra and (iAlta >= MinBarrasConfirmacao); + + bVenda := bLequeBaixa and (not bCompressao) and (not bZonaNeutra) + and (distPreco20 <= DistanciaMaximaPrecoMME20) + and bConfVenda and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 2 then + begin + bCompra := bPullbackCompra and bConfCompra and (iAlta >= MinBarrasConfirmacao); + bVenda := bPullbackVenda and bConfVenda and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 3 then + begin + bCompra := bRompAlta and (iAlta >= ConfirmacoesRompimento); + bVenda := bRompBaixa and (iBaixa >= ConfirmacoesRompimento); + end + else if ModoEstrategia = 4 then + begin + bCompra := (not bCompressao) and bSaindoCompressao and bLequeAlta and bConfCompra; + bVenda := (not bCompressao) and bSaindoCompressao and bLequeBaixa and bConfVenda; + end + else + begin + bCompra := (not bCompressao) and (not bZonaNeutra) + and ((bPullbackCompra and bConfCompra) or (bRompAlta and (iAlta >= ConfirmacoesRompimento))); + + bVenda := (not bCompressao) and (not bZonaNeutra) + and ((bPullbackVenda and bConfVenda) or (bRompBaixa and (iBaixa >= ConfirmacoesRompimento))); + end; + + if IsBought or IsSold then + iBarrasPosicao := iBarrasPosicao + 1 + else + iBarrasPosicao := 0; + + if (not IsBought) and (not IsSold) then + begin + if bCompra then + BuyAtMarket + else if bVenda then + SellShortAtMarket; + end; + + bSaidaOCOCompra := false; + bSaidaOCOVenda := false; + + if IsBought and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada - StopLossPontos; + fAlvoAtual := fPrecoEntrada + TakeProfitPontos; + bSaidaOCOCompra := UsarOCO and ((Low <= fStopAtual) or (High >= fAlvoAtual)); + end; + + if IsSold and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada + StopLossPontos; + fAlvoAtual := fPrecoEntrada - TakeProfitPontos; + bSaidaOCOVenda := UsarOCO and ((High >= fStopAtual) or (Low <= fAlvoAtual)); + end; + + if IsBought and ( + bCompressao + or bZonaNeutra + or (Close < mme20) + or bCandleForcaBaixa + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOCompra + ) then + ClosePosition; + + if IsSold and ( + bCompressao + or bZonaNeutra + or (Close > mme20) + or bCandleForcaAlta + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOVenda + ) then + ClosePosition; + + if (not bEstavaPosicionado) and IsBought then + fPrecoEntrada := Close; + + if (not bEstavaPosicionado) and IsSold then + fPrecoEntrada := Close; + + bEstavaPosicionado := IsBought or IsSold; +end; diff --git a/automacao_backtests/MEDIAS_20_50_200/Reprovados/robos_medias_v18_pullback.txt b/automacao_backtests/MEDIAS_20_50_200/Reprovados/robos_medias_v18_pullback.txt new file mode 100644 index 0000000..10f12a2 --- /dev/null +++ b/automacao_backtests/MEDIAS_20_50_200/Reprovados/robos_medias_v18_pullback.txt @@ -0,0 +1,229 @@ +{ + Estrategia: robos_medias_v18_pullback + Autor: Wesley + Descricao: Pullback na MME20 com regime por MMA50/200 e rejeicao por price action. +} + +input + ModoEstrategia(2); + DistanciaMinimaLequePontos(15); + DistanciaCompressao20x200(100); + DistanciaMaximaPrecoMME20(220); + DistanciaToqueMME20(80); + MinBarrasConfirmacao(3); + ConfirmacoesRompimento(1); + MinPercCorpoPA(0.45); + FatorPavioRejeicao(1.1); + UsarConfirmacaoCandle(true); + UsarOCO(true); + StopLossPontos(240); + TakeProfitPontos(360); + UsarSaidaPorTempo(true); + MaxBarrasPosicao(10); + +var + mme9, mme20, mma50, mma200 : float; + slope20, slope50, slope200 : float; + dist920, dist2050, dist50200, dist20200, distPreco20 : float; + topoLookback, fundoLookback : float; + rangeCandle, corpoCandle, pavioSup, pavioInf : float; + iAlta, iBaixa, iBarrasPosicao : integer; + bCompressao, bLequeAlta, bLequeBaixa : boolean; + bAcimaTodas, bAbaixoTodas, bEntre9e20, bEntre20e50, bEntre50e200, bZonaNeutra : boolean; + bCandleForcaAlta, bCandleForcaBaixa, bRejeicaoAlta, bRejeicaoBaixa : boolean; + bPullbackCompra, bPullbackVenda, bRompAlta, bRompBaixa, bSaindoCompressao : boolean; + bCompra, bVenda, bConfCompra, bConfVenda : boolean; + bEstavaPosicionado, bSaidaOCOCompra, bSaidaOCOVenda : boolean; + fPrecoEntrada, fStopAtual, fAlvoAtual : float; + +begin + mme9 := MediaExp(9, Close); + mme20 := MediaExp(20, Close); + mma50 := Media(50, Close); + mma200 := Media(200, Close); + + slope20 := mme20 - mme20[1]; + slope50 := mma50 - mma50[1]; + slope200 := mma200 - mma200[1]; + + dist920 := Abs(mme9 - mme20); + dist2050 := Abs(mme20 - mma50); + dist50200 := Abs(mma50 - mma200); + dist20200 := Abs(mme20 - mma200); + distPreco20 := Abs(Close - mme20); + + topoLookback := Highest(High, 12); + fundoLookback := Lowest(Low, 12); + + rangeCandle := Max(High - Low, 0.01); + corpoCandle := Abs(Close - Open); + pavioSup := High - Max(Open, Close); + pavioInf := Min(Open, Close) - Low; + + bAcimaTodas := (Close > mme9) and (Close > mme20) and (Close > mma50) and (Close > mma200); + bAbaixoTodas := (Close < mme9) and (Close < mme20) and (Close < mma50) and (Close < mma200); + + bEntre9e20 := ((Close <= mme9) and (Close >= mme20)) or ((Close >= mme9) and (Close <= mme20)); + bEntre20e50 := ((Close <= mme20) and (Close >= mma50)) or ((Close >= mme20) and (Close <= mma50)); + bEntre50e200 := ((Close <= mma50) and (Close >= mma200)) or ((Close >= mma50) and (Close <= mma200)); + bZonaNeutra := bEntre9e20 or bEntre20e50 or bEntre50e200; + + bCompressao := dist20200 <= DistanciaCompressao20x200; + bSaindoCompressao := (dist20200 > DistanciaCompressao20x200) and + ((dist20200[1] <= DistanciaCompressao20x200) or + (dist20200[2] <= DistanciaCompressao20x200) or + (dist20200[3] <= DistanciaCompressao20x200)); + + bLequeAlta := bAcimaTodas and (mme9 > mme20) and (mme20 > mma50) and (mma50 > mma200) + and (slope20 > 0) and (slope50 > 0) and (slope200 >= 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos) + and (dist50200 >= DistanciaMinimaLequePontos); + + bLequeBaixa := bAbaixoTodas and (mme9 < mme20) and (mme20 < mma50) and (mma50 < mma200) + and (slope20 < 0) and (slope50 < 0) and (slope200 <= 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos) + and (dist50200 >= DistanciaMinimaLequePontos); + + bCandleForcaAlta := (Close > Open) and ((corpoCandle / rangeCandle) >= MinPercCorpoPA); + bCandleForcaBaixa := (Close < Open) and ((corpoCandle / rangeCandle) >= MinPercCorpoPA); + + bRejeicaoAlta := (Close > Open) + and ((pavioInf >= (corpoCandle * FatorPavioRejeicao)) or (Low <= Low[1])) + and (Close > mme20); + + bRejeicaoBaixa := (Close < Open) + and ((pavioSup >= (corpoCandle * FatorPavioRejeicao)) or (High >= High[1])) + and (Close < mme20); + + bPullbackCompra := (not bCompressao) + and (mma50 > mma200) + and (slope20 > 0) + and (Abs(Low - mme20) <= DistanciaToqueMME20) + and bRejeicaoAlta; + + bPullbackVenda := (not bCompressao) + and (mma50 < mma200) + and (slope20 < 0) + and (Abs(High - mme20) <= DistanciaToqueMME20) + and bRejeicaoBaixa; + + bRompAlta := (Close > mma200) and (Close[1] <= mma200) + and (Close >= topoLookback[1]) + and (mme9 > mme20) + and bCandleForcaAlta; + + bRompBaixa := (Close < mma200) and (Close[1] >= mma200) + and (Close <= fundoLookback[1]) + and (mme9 < mme20) + and bCandleForcaBaixa; + + bConfCompra := (not UsarConfirmacaoCandle) or bCandleForcaAlta; + bConfVenda := (not UsarConfirmacaoCandle) or bCandleForcaBaixa; + + if bLequeAlta or bPullbackCompra or bRompAlta then + iAlta := iAlta + 1 + else + iAlta := 0; + + if bLequeBaixa or bPullbackVenda or bRompBaixa then + iBaixa := iBaixa + 1 + else + iBaixa := 0; + + bCompra := false; + bVenda := false; + + if ModoEstrategia = 1 then + begin + bCompra := bLequeAlta and (not bCompressao) and (not bZonaNeutra) + and (distPreco20 <= DistanciaMaximaPrecoMME20) + and bConfCompra and (iAlta >= MinBarrasConfirmacao); + + bVenda := bLequeBaixa and (not bCompressao) and (not bZonaNeutra) + and (distPreco20 <= DistanciaMaximaPrecoMME20) + and bConfVenda and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 2 then + begin + bCompra := bPullbackCompra and bConfCompra and (iAlta >= MinBarrasConfirmacao); + bVenda := bPullbackVenda and bConfVenda and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 3 then + begin + bCompra := bRompAlta and (iAlta >= ConfirmacoesRompimento); + bVenda := bRompBaixa and (iBaixa >= ConfirmacoesRompimento); + end + else if ModoEstrategia = 4 then + begin + bCompra := (not bCompressao) and bSaindoCompressao and bLequeAlta and bConfCompra; + bVenda := (not bCompressao) and bSaindoCompressao and bLequeBaixa and bConfVenda; + end + else + begin + bCompra := (not bCompressao) and (not bZonaNeutra) + and ((bPullbackCompra and bConfCompra) or (bRompAlta and (iAlta >= ConfirmacoesRompimento))); + + bVenda := (not bCompressao) and (not bZonaNeutra) + and ((bPullbackVenda and bConfVenda) or (bRompBaixa and (iBaixa >= ConfirmacoesRompimento))); + end; + + if IsBought or IsSold then + iBarrasPosicao := iBarrasPosicao + 1 + else + iBarrasPosicao := 0; + + if (not IsBought) and (not IsSold) then + begin + if bCompra then + BuyAtMarket + else if bVenda then + SellShortAtMarket; + end; + + bSaidaOCOCompra := false; + bSaidaOCOVenda := false; + + if IsBought and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada - StopLossPontos; + fAlvoAtual := fPrecoEntrada + TakeProfitPontos; + bSaidaOCOCompra := UsarOCO and ((Low <= fStopAtual) or (High >= fAlvoAtual)); + end; + + if IsSold and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada + StopLossPontos; + fAlvoAtual := fPrecoEntrada - TakeProfitPontos; + bSaidaOCOVenda := UsarOCO and ((High >= fStopAtual) or (Low <= fAlvoAtual)); + end; + + if IsBought and ( + bCompressao + or bZonaNeutra + or (Close < mme20) + or bCandleForcaBaixa + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOCompra + ) then + ClosePosition; + + if IsSold and ( + bCompressao + or bZonaNeutra + or (Close > mme20) + or bCandleForcaAlta + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOVenda + ) then + ClosePosition; + + if (not bEstavaPosicionado) and IsBought then + fPrecoEntrada := Close; + + if (not bEstavaPosicionado) and IsSold then + fPrecoEntrada := Close; + + bEstavaPosicionado := IsBought or IsSold; +end; diff --git a/automacao_backtests/MEDIAS_20_50_200/Reprovados/robos_medias_v1_leque_tendencia.txt b/automacao_backtests/MEDIAS_20_50_200/Reprovados/robos_medias_v1_leque_tendencia.txt new file mode 100644 index 0000000..87d1080 --- /dev/null +++ b/automacao_backtests/MEDIAS_20_50_200/Reprovados/robos_medias_v1_leque_tendencia.txt @@ -0,0 +1,229 @@ +{ + Estrategia: robos_medias_v1_leque_tendencia + Autor: Wesley + Descricao: Leque direcional 9/20/50/200 com price action de continuidade e filtro de zona neutra. +} + +input + ModoEstrategia(1); + DistanciaMinimaLequePontos(15); + DistanciaCompressao20x200(80); + DistanciaMaximaPrecoMME20(200); + DistanciaToqueMME20(80); + MinBarrasConfirmacao(2); + ConfirmacoesRompimento(2); + MinPercCorpoPA(0.5); + FatorPavioRejeicao(1.25); + UsarConfirmacaoCandle(true); + UsarOCO(true); + StopLossPontos(135); + TakeProfitPontos(216); + UsarSaidaPorTempo(true); + MaxBarrasPosicao(9); + +var + mme9, mme20, mma50, mma200 : float; + slope20, slope50, slope200 : float; + dist920, dist2050, dist50200, dist20200, distPreco20 : float; + topoLookback, fundoLookback : float; + rangeCandle, corpoCandle, pavioSup, pavioInf : float; + iAlta, iBaixa, iBarrasPosicao : integer; + bCompressao, bLequeAlta, bLequeBaixa : boolean; + bAcimaTodas, bAbaixoTodas, bEntre9e20, bEntre20e50, bEntre50e200, bZonaNeutra : boolean; + bCandleForcaAlta, bCandleForcaBaixa, bRejeicaoAlta, bRejeicaoBaixa : boolean; + bPullbackCompra, bPullbackVenda, bRompAlta, bRompBaixa, bSaindoCompressao : boolean; + bCompra, bVenda, bConfCompra, bConfVenda : boolean; + bEstavaPosicionado, bSaidaOCOCompra, bSaidaOCOVenda : boolean; + fPrecoEntrada, fStopAtual, fAlvoAtual : float; + +begin + mme9 := MediaExp(9, Close); + mme20 := MediaExp(20, Close); + mma50 := Media(50, Close); + mma200 := Media(200, Close); + + slope20 := mme20 - mme20[1]; + slope50 := mma50 - mma50[1]; + slope200 := mma200 - mma200[1]; + + dist920 := Abs(mme9 - mme20); + dist2050 := Abs(mme20 - mma50); + dist50200 := Abs(mma50 - mma200); + dist20200 := Abs(mme20 - mma200); + distPreco20 := Abs(Close - mme20); + + topoLookback := Highest(High, 12); + fundoLookback := Lowest(Low, 12); + + rangeCandle := Max(High - Low, 0.01); + corpoCandle := Abs(Close - Open); + pavioSup := High - Max(Open, Close); + pavioInf := Min(Open, Close) - Low; + + bAcimaTodas := (Close > mme9) and (Close > mme20) and (Close > mma50) and (Close > mma200); + bAbaixoTodas := (Close < mme9) and (Close < mme20) and (Close < mma50) and (Close < mma200); + + bEntre9e20 := ((Close <= mme9) and (Close >= mme20)) or ((Close >= mme9) and (Close <= mme20)); + bEntre20e50 := ((Close <= mme20) and (Close >= mma50)) or ((Close >= mme20) and (Close <= mma50)); + bEntre50e200 := ((Close <= mma50) and (Close >= mma200)) or ((Close >= mma50) and (Close <= mma200)); + bZonaNeutra := bEntre9e20 or bEntre20e50 or bEntre50e200; + + bCompressao := dist20200 <= DistanciaCompressao20x200; + bSaindoCompressao := (dist20200 > DistanciaCompressao20x200) and + ((dist20200[1] <= DistanciaCompressao20x200) or + (dist20200[2] <= DistanciaCompressao20x200) or + (dist20200[3] <= DistanciaCompressao20x200)); + + bLequeAlta := bAcimaTodas and (mme9 > mme20) and (mme20 > mma50) and (mma50 > mma200) + and (slope20 > 0) and (slope50 > 0) and (slope200 >= 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos) + and (dist50200 >= DistanciaMinimaLequePontos); + + bLequeBaixa := bAbaixoTodas and (mme9 < mme20) and (mme20 < mma50) and (mma50 < mma200) + and (slope20 < 0) and (slope50 < 0) and (slope200 <= 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos) + and (dist50200 >= DistanciaMinimaLequePontos); + + bCandleForcaAlta := (Close > Open) and ((corpoCandle / rangeCandle) >= MinPercCorpoPA); + bCandleForcaBaixa := (Close < Open) and ((corpoCandle / rangeCandle) >= MinPercCorpoPA); + + bRejeicaoAlta := (Close > Open) + and ((pavioInf >= (corpoCandle * FatorPavioRejeicao)) or (Low <= Low[1])) + and (Close > mme20); + + bRejeicaoBaixa := (Close < Open) + and ((pavioSup >= (corpoCandle * FatorPavioRejeicao)) or (High >= High[1])) + and (Close < mme20); + + bPullbackCompra := (not bCompressao) + and (mma50 > mma200) + and (slope20 > 0) + and (Abs(Low - mme20) <= DistanciaToqueMME20) + and bRejeicaoAlta; + + bPullbackVenda := (not bCompressao) + and (mma50 < mma200) + and (slope20 < 0) + and (Abs(High - mme20) <= DistanciaToqueMME20) + and bRejeicaoBaixa; + + bRompAlta := (Close > mma200) and (Close[1] <= mma200) + and (Close >= topoLookback[1]) + and (mme9 > mme20) + and bCandleForcaAlta; + + bRompBaixa := (Close < mma200) and (Close[1] >= mma200) + and (Close <= fundoLookback[1]) + and (mme9 < mme20) + and bCandleForcaBaixa; + + bConfCompra := (not UsarConfirmacaoCandle) or bCandleForcaAlta; + bConfVenda := (not UsarConfirmacaoCandle) or bCandleForcaBaixa; + + if bLequeAlta or bPullbackCompra or bRompAlta then + iAlta := iAlta + 1 + else + iAlta := 0; + + if bLequeBaixa or bPullbackVenda or bRompBaixa then + iBaixa := iBaixa + 1 + else + iBaixa := 0; + + bCompra := false; + bVenda := false; + + if ModoEstrategia = 1 then + begin + bCompra := bLequeAlta and (not bCompressao) and (not bZonaNeutra) + and (distPreco20 <= DistanciaMaximaPrecoMME20) + and bConfCompra and (iAlta >= MinBarrasConfirmacao); + + bVenda := bLequeBaixa and (not bCompressao) and (not bZonaNeutra) + and (distPreco20 <= DistanciaMaximaPrecoMME20) + and bConfVenda and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 2 then + begin + bCompra := bPullbackCompra and bConfCompra and (iAlta >= MinBarrasConfirmacao); + bVenda := bPullbackVenda and bConfVenda and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 3 then + begin + bCompra := bRompAlta and (iAlta >= ConfirmacoesRompimento); + bVenda := bRompBaixa and (iBaixa >= ConfirmacoesRompimento); + end + else if ModoEstrategia = 4 then + begin + bCompra := (not bCompressao) and bSaindoCompressao and bLequeAlta and bConfCompra; + bVenda := (not bCompressao) and bSaindoCompressao and bLequeBaixa and bConfVenda; + end + else + begin + bCompra := (not bCompressao) and (not bZonaNeutra) + and ((bPullbackCompra and bConfCompra) or (bRompAlta and (iAlta >= ConfirmacoesRompimento))); + + bVenda := (not bCompressao) and (not bZonaNeutra) + and ((bPullbackVenda and bConfVenda) or (bRompBaixa and (iBaixa >= ConfirmacoesRompimento))); + end; + + if IsBought or IsSold then + iBarrasPosicao := iBarrasPosicao + 1 + else + iBarrasPosicao := 0; + + if (not IsBought) and (not IsSold) then + begin + if bCompra then + BuyAtMarket + else if bVenda then + SellShortAtMarket; + end; + + bSaidaOCOCompra := false; + bSaidaOCOVenda := false; + + if IsBought and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada - StopLossPontos; + fAlvoAtual := fPrecoEntrada + TakeProfitPontos; + bSaidaOCOCompra := UsarOCO and ((Low <= fStopAtual) or (High >= fAlvoAtual)); + end; + + if IsSold and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada + StopLossPontos; + fAlvoAtual := fPrecoEntrada - TakeProfitPontos; + bSaidaOCOVenda := UsarOCO and ((High >= fStopAtual) or (Low <= fAlvoAtual)); + end; + + if IsBought and ( + bCompressao + or bZonaNeutra + or (Close < mme20) + or bCandleForcaBaixa + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOCompra + ) then + ClosePosition; + + if IsSold and ( + bCompressao + or bZonaNeutra + or (Close > mme20) + or bCandleForcaAlta + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOVenda + ) then + ClosePosition; + + if (not bEstavaPosicionado) and IsBought then + fPrecoEntrada := Close; + + if (not bEstavaPosicionado) and IsSold then + fPrecoEntrada := Close; + + bEstavaPosicionado := IsBought or IsSold; +end; diff --git a/automacao_backtests/MEDIAS_20_50_200/Reprovados/robos_medias_v20_pullback.txt b/automacao_backtests/MEDIAS_20_50_200/Reprovados/robos_medias_v20_pullback.txt new file mode 100644 index 0000000..ebc6585 --- /dev/null +++ b/automacao_backtests/MEDIAS_20_50_200/Reprovados/robos_medias_v20_pullback.txt @@ -0,0 +1,229 @@ +{ + Estrategia: robos_medias_v20_pullback + Autor: Wesley + Descricao: Pullback na MME20 com regime por MMA50/200 e rejeicao por price action. +} + +input + ModoEstrategia(2); + DistanciaMinimaLequePontos(15); + DistanciaCompressao20x200(70); + DistanciaMaximaPrecoMME20(260); + DistanciaToqueMME20(80); + MinBarrasConfirmacao(2); + ConfirmacoesRompimento(1); + MinPercCorpoPA(0.55); + FatorPavioRejeicao(1.4); + UsarConfirmacaoCandle(true); + UsarOCO(true); + StopLossPontos(270); + TakeProfitPontos(459); + UsarSaidaPorTempo(true); + MaxBarrasPosicao(12); + +var + mme9, mme20, mma50, mma200 : float; + slope20, slope50, slope200 : float; + dist920, dist2050, dist50200, dist20200, distPreco20 : float; + topoLookback, fundoLookback : float; + rangeCandle, corpoCandle, pavioSup, pavioInf : float; + iAlta, iBaixa, iBarrasPosicao : integer; + bCompressao, bLequeAlta, bLequeBaixa : boolean; + bAcimaTodas, bAbaixoTodas, bEntre9e20, bEntre20e50, bEntre50e200, bZonaNeutra : boolean; + bCandleForcaAlta, bCandleForcaBaixa, bRejeicaoAlta, bRejeicaoBaixa : boolean; + bPullbackCompra, bPullbackVenda, bRompAlta, bRompBaixa, bSaindoCompressao : boolean; + bCompra, bVenda, bConfCompra, bConfVenda : boolean; + bEstavaPosicionado, bSaidaOCOCompra, bSaidaOCOVenda : boolean; + fPrecoEntrada, fStopAtual, fAlvoAtual : float; + +begin + mme9 := MediaExp(9, Close); + mme20 := MediaExp(20, Close); + mma50 := Media(50, Close); + mma200 := Media(200, Close); + + slope20 := mme20 - mme20[1]; + slope50 := mma50 - mma50[1]; + slope200 := mma200 - mma200[1]; + + dist920 := Abs(mme9 - mme20); + dist2050 := Abs(mme20 - mma50); + dist50200 := Abs(mma50 - mma200); + dist20200 := Abs(mme20 - mma200); + distPreco20 := Abs(Close - mme20); + + topoLookback := Highest(High, 12); + fundoLookback := Lowest(Low, 12); + + rangeCandle := Max(High - Low, 0.01); + corpoCandle := Abs(Close - Open); + pavioSup := High - Max(Open, Close); + pavioInf := Min(Open, Close) - Low; + + bAcimaTodas := (Close > mme9) and (Close > mme20) and (Close > mma50) and (Close > mma200); + bAbaixoTodas := (Close < mme9) and (Close < mme20) and (Close < mma50) and (Close < mma200); + + bEntre9e20 := ((Close <= mme9) and (Close >= mme20)) or ((Close >= mme9) and (Close <= mme20)); + bEntre20e50 := ((Close <= mme20) and (Close >= mma50)) or ((Close >= mme20) and (Close <= mma50)); + bEntre50e200 := ((Close <= mma50) and (Close >= mma200)) or ((Close >= mma50) and (Close <= mma200)); + bZonaNeutra := bEntre9e20 or bEntre20e50 or bEntre50e200; + + bCompressao := dist20200 <= DistanciaCompressao20x200; + bSaindoCompressao := (dist20200 > DistanciaCompressao20x200) and + ((dist20200[1] <= DistanciaCompressao20x200) or + (dist20200[2] <= DistanciaCompressao20x200) or + (dist20200[3] <= DistanciaCompressao20x200)); + + bLequeAlta := bAcimaTodas and (mme9 > mme20) and (mme20 > mma50) and (mma50 > mma200) + and (slope20 > 0) and (slope50 > 0) and (slope200 >= 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos) + and (dist50200 >= DistanciaMinimaLequePontos); + + bLequeBaixa := bAbaixoTodas and (mme9 < mme20) and (mme20 < mma50) and (mma50 < mma200) + and (slope20 < 0) and (slope50 < 0) and (slope200 <= 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos) + and (dist50200 >= DistanciaMinimaLequePontos); + + bCandleForcaAlta := (Close > Open) and ((corpoCandle / rangeCandle) >= MinPercCorpoPA); + bCandleForcaBaixa := (Close < Open) and ((corpoCandle / rangeCandle) >= MinPercCorpoPA); + + bRejeicaoAlta := (Close > Open) + and ((pavioInf >= (corpoCandle * FatorPavioRejeicao)) or (Low <= Low[1])) + and (Close > mme20); + + bRejeicaoBaixa := (Close < Open) + and ((pavioSup >= (corpoCandle * FatorPavioRejeicao)) or (High >= High[1])) + and (Close < mme20); + + bPullbackCompra := (not bCompressao) + and (mma50 > mma200) + and (slope20 > 0) + and (Abs(Low - mme20) <= DistanciaToqueMME20) + and bRejeicaoAlta; + + bPullbackVenda := (not bCompressao) + and (mma50 < mma200) + and (slope20 < 0) + and (Abs(High - mme20) <= DistanciaToqueMME20) + and bRejeicaoBaixa; + + bRompAlta := (Close > mma200) and (Close[1] <= mma200) + and (Close >= topoLookback[1]) + and (mme9 > mme20) + and bCandleForcaAlta; + + bRompBaixa := (Close < mma200) and (Close[1] >= mma200) + and (Close <= fundoLookback[1]) + and (mme9 < mme20) + and bCandleForcaBaixa; + + bConfCompra := (not UsarConfirmacaoCandle) or bCandleForcaAlta; + bConfVenda := (not UsarConfirmacaoCandle) or bCandleForcaBaixa; + + if bLequeAlta or bPullbackCompra or bRompAlta then + iAlta := iAlta + 1 + else + iAlta := 0; + + if bLequeBaixa or bPullbackVenda or bRompBaixa then + iBaixa := iBaixa + 1 + else + iBaixa := 0; + + bCompra := false; + bVenda := false; + + if ModoEstrategia = 1 then + begin + bCompra := bLequeAlta and (not bCompressao) and (not bZonaNeutra) + and (distPreco20 <= DistanciaMaximaPrecoMME20) + and bConfCompra and (iAlta >= MinBarrasConfirmacao); + + bVenda := bLequeBaixa and (not bCompressao) and (not bZonaNeutra) + and (distPreco20 <= DistanciaMaximaPrecoMME20) + and bConfVenda and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 2 then + begin + bCompra := bPullbackCompra and bConfCompra and (iAlta >= MinBarrasConfirmacao); + bVenda := bPullbackVenda and bConfVenda and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 3 then + begin + bCompra := bRompAlta and (iAlta >= ConfirmacoesRompimento); + bVenda := bRompBaixa and (iBaixa >= ConfirmacoesRompimento); + end + else if ModoEstrategia = 4 then + begin + bCompra := (not bCompressao) and bSaindoCompressao and bLequeAlta and bConfCompra; + bVenda := (not bCompressao) and bSaindoCompressao and bLequeBaixa and bConfVenda; + end + else + begin + bCompra := (not bCompressao) and (not bZonaNeutra) + and ((bPullbackCompra and bConfCompra) or (bRompAlta and (iAlta >= ConfirmacoesRompimento))); + + bVenda := (not bCompressao) and (not bZonaNeutra) + and ((bPullbackVenda and bConfVenda) or (bRompBaixa and (iBaixa >= ConfirmacoesRompimento))); + end; + + if IsBought or IsSold then + iBarrasPosicao := iBarrasPosicao + 1 + else + iBarrasPosicao := 0; + + if (not IsBought) and (not IsSold) then + begin + if bCompra then + BuyAtMarket + else if bVenda then + SellShortAtMarket; + end; + + bSaidaOCOCompra := false; + bSaidaOCOVenda := false; + + if IsBought and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada - StopLossPontos; + fAlvoAtual := fPrecoEntrada + TakeProfitPontos; + bSaidaOCOCompra := UsarOCO and ((Low <= fStopAtual) or (High >= fAlvoAtual)); + end; + + if IsSold and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada + StopLossPontos; + fAlvoAtual := fPrecoEntrada - TakeProfitPontos; + bSaidaOCOVenda := UsarOCO and ((High >= fStopAtual) or (Low <= fAlvoAtual)); + end; + + if IsBought and ( + bCompressao + or bZonaNeutra + or (Close < mme20) + or bCandleForcaBaixa + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOCompra + ) then + ClosePosition; + + if IsSold and ( + bCompressao + or bZonaNeutra + or (Close > mme20) + or bCandleForcaAlta + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOVenda + ) then + ClosePosition; + + if (not bEstavaPosicionado) and IsBought then + fPrecoEntrada := Close; + + if (not bEstavaPosicionado) and IsSold then + fPrecoEntrada := Close; + + bEstavaPosicionado := IsBought or IsSold; +end; diff --git a/automacao_backtests/MEDIAS_20_50_200/Reprovados/robos_medias_v21_pullback.txt b/automacao_backtests/MEDIAS_20_50_200/Reprovados/robos_medias_v21_pullback.txt new file mode 100644 index 0000000..e317b9a --- /dev/null +++ b/automacao_backtests/MEDIAS_20_50_200/Reprovados/robos_medias_v21_pullback.txt @@ -0,0 +1,229 @@ +{ + Estrategia: robos_medias_v21_pullback + Autor: Wesley + Descricao: Pullback na MME20 com regime por MMA50/200 e rejeicao por price action. +} + +input + ModoEstrategia(2); + DistanciaMinimaLequePontos(15); + DistanciaCompressao20x200(80); + DistanciaMaximaPrecoMME20(200); + DistanciaToqueMME20(80); + MinBarrasConfirmacao(2); + ConfirmacoesRompimento(2); + MinPercCorpoPA(0.5); + FatorPavioRejeicao(1.25); + UsarConfirmacaoCandle(true); + UsarOCO(true); + StopLossPontos(135); + TakeProfitPontos(216); + UsarSaidaPorTempo(true); + MaxBarrasPosicao(9); + +var + mme9, mme20, mma50, mma200 : float; + slope20, slope50, slope200 : float; + dist920, dist2050, dist50200, dist20200, distPreco20 : float; + topoLookback, fundoLookback : float; + rangeCandle, corpoCandle, pavioSup, pavioInf : float; + iAlta, iBaixa, iBarrasPosicao : integer; + bCompressao, bLequeAlta, bLequeBaixa : boolean; + bAcimaTodas, bAbaixoTodas, bEntre9e20, bEntre20e50, bEntre50e200, bZonaNeutra : boolean; + bCandleForcaAlta, bCandleForcaBaixa, bRejeicaoAlta, bRejeicaoBaixa : boolean; + bPullbackCompra, bPullbackVenda, bRompAlta, bRompBaixa, bSaindoCompressao : boolean; + bCompra, bVenda, bConfCompra, bConfVenda : boolean; + bEstavaPosicionado, bSaidaOCOCompra, bSaidaOCOVenda : boolean; + fPrecoEntrada, fStopAtual, fAlvoAtual : float; + +begin + mme9 := MediaExp(9, Close); + mme20 := MediaExp(20, Close); + mma50 := Media(50, Close); + mma200 := Media(200, Close); + + slope20 := mme20 - mme20[1]; + slope50 := mma50 - mma50[1]; + slope200 := mma200 - mma200[1]; + + dist920 := Abs(mme9 - mme20); + dist2050 := Abs(mme20 - mma50); + dist50200 := Abs(mma50 - mma200); + dist20200 := Abs(mme20 - mma200); + distPreco20 := Abs(Close - mme20); + + topoLookback := Highest(High, 12); + fundoLookback := Lowest(Low, 12); + + rangeCandle := Max(High - Low, 0.01); + corpoCandle := Abs(Close - Open); + pavioSup := High - Max(Open, Close); + pavioInf := Min(Open, Close) - Low; + + bAcimaTodas := (Close > mme9) and (Close > mme20) and (Close > mma50) and (Close > mma200); + bAbaixoTodas := (Close < mme9) and (Close < mme20) and (Close < mma50) and (Close < mma200); + + bEntre9e20 := ((Close <= mme9) and (Close >= mme20)) or ((Close >= mme9) and (Close <= mme20)); + bEntre20e50 := ((Close <= mme20) and (Close >= mma50)) or ((Close >= mme20) and (Close <= mma50)); + bEntre50e200 := ((Close <= mma50) and (Close >= mma200)) or ((Close >= mma50) and (Close <= mma200)); + bZonaNeutra := bEntre9e20 or bEntre20e50 or bEntre50e200; + + bCompressao := dist20200 <= DistanciaCompressao20x200; + bSaindoCompressao := (dist20200 > DistanciaCompressao20x200) and + ((dist20200[1] <= DistanciaCompressao20x200) or + (dist20200[2] <= DistanciaCompressao20x200) or + (dist20200[3] <= DistanciaCompressao20x200)); + + bLequeAlta := bAcimaTodas and (mme9 > mme20) and (mme20 > mma50) and (mma50 > mma200) + and (slope20 > 0) and (slope50 > 0) and (slope200 >= 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos) + and (dist50200 >= DistanciaMinimaLequePontos); + + bLequeBaixa := bAbaixoTodas and (mme9 < mme20) and (mme20 < mma50) and (mma50 < mma200) + and (slope20 < 0) and (slope50 < 0) and (slope200 <= 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos) + and (dist50200 >= DistanciaMinimaLequePontos); + + bCandleForcaAlta := (Close > Open) and ((corpoCandle / rangeCandle) >= MinPercCorpoPA); + bCandleForcaBaixa := (Close < Open) and ((corpoCandle / rangeCandle) >= MinPercCorpoPA); + + bRejeicaoAlta := (Close > Open) + and ((pavioInf >= (corpoCandle * FatorPavioRejeicao)) or (Low <= Low[1])) + and (Close > mme20); + + bRejeicaoBaixa := (Close < Open) + and ((pavioSup >= (corpoCandle * FatorPavioRejeicao)) or (High >= High[1])) + and (Close < mme20); + + bPullbackCompra := (not bCompressao) + and (mma50 > mma200) + and (slope20 > 0) + and (Abs(Low - mme20) <= DistanciaToqueMME20) + and bRejeicaoAlta; + + bPullbackVenda := (not bCompressao) + and (mma50 < mma200) + and (slope20 < 0) + and (Abs(High - mme20) <= DistanciaToqueMME20) + and bRejeicaoBaixa; + + bRompAlta := (Close > mma200) and (Close[1] <= mma200) + and (Close >= topoLookback[1]) + and (mme9 > mme20) + and bCandleForcaAlta; + + bRompBaixa := (Close < mma200) and (Close[1] >= mma200) + and (Close <= fundoLookback[1]) + and (mme9 < mme20) + and bCandleForcaBaixa; + + bConfCompra := (not UsarConfirmacaoCandle) or bCandleForcaAlta; + bConfVenda := (not UsarConfirmacaoCandle) or bCandleForcaBaixa; + + if bLequeAlta or bPullbackCompra or bRompAlta then + iAlta := iAlta + 1 + else + iAlta := 0; + + if bLequeBaixa or bPullbackVenda or bRompBaixa then + iBaixa := iBaixa + 1 + else + iBaixa := 0; + + bCompra := false; + bVenda := false; + + if ModoEstrategia = 1 then + begin + bCompra := bLequeAlta and (not bCompressao) and (not bZonaNeutra) + and (distPreco20 <= DistanciaMaximaPrecoMME20) + and bConfCompra and (iAlta >= MinBarrasConfirmacao); + + bVenda := bLequeBaixa and (not bCompressao) and (not bZonaNeutra) + and (distPreco20 <= DistanciaMaximaPrecoMME20) + and bConfVenda and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 2 then + begin + bCompra := bPullbackCompra and bConfCompra and (iAlta >= MinBarrasConfirmacao); + bVenda := bPullbackVenda and bConfVenda and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 3 then + begin + bCompra := bRompAlta and (iAlta >= ConfirmacoesRompimento); + bVenda := bRompBaixa and (iBaixa >= ConfirmacoesRompimento); + end + else if ModoEstrategia = 4 then + begin + bCompra := (not bCompressao) and bSaindoCompressao and bLequeAlta and bConfCompra; + bVenda := (not bCompressao) and bSaindoCompressao and bLequeBaixa and bConfVenda; + end + else + begin + bCompra := (not bCompressao) and (not bZonaNeutra) + and ((bPullbackCompra and bConfCompra) or (bRompAlta and (iAlta >= ConfirmacoesRompimento))); + + bVenda := (not bCompressao) and (not bZonaNeutra) + and ((bPullbackVenda and bConfVenda) or (bRompBaixa and (iBaixa >= ConfirmacoesRompimento))); + end; + + if IsBought or IsSold then + iBarrasPosicao := iBarrasPosicao + 1 + else + iBarrasPosicao := 0; + + if (not IsBought) and (not IsSold) then + begin + if bCompra then + BuyAtMarket + else if bVenda then + SellShortAtMarket; + end; + + bSaidaOCOCompra := false; + bSaidaOCOVenda := false; + + if IsBought and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada - StopLossPontos; + fAlvoAtual := fPrecoEntrada + TakeProfitPontos; + bSaidaOCOCompra := UsarOCO and ((Low <= fStopAtual) or (High >= fAlvoAtual)); + end; + + if IsSold and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada + StopLossPontos; + fAlvoAtual := fPrecoEntrada - TakeProfitPontos; + bSaidaOCOVenda := UsarOCO and ((High >= fStopAtual) or (Low <= fAlvoAtual)); + end; + + if IsBought and ( + bCompressao + or bZonaNeutra + or (Close < mme20) + or bCandleForcaBaixa + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOCompra + ) then + ClosePosition; + + if IsSold and ( + bCompressao + or bZonaNeutra + or (Close > mme20) + or bCandleForcaAlta + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOVenda + ) then + ClosePosition; + + if (not bEstavaPosicionado) and IsBought then + fPrecoEntrada := Close; + + if (not bEstavaPosicionado) and IsSold then + fPrecoEntrada := Close; + + bEstavaPosicionado := IsBought or IsSold; +end; diff --git a/automacao_backtests/MEDIAS_20_50_200/Reprovados/robos_medias_v22_pullback.txt b/automacao_backtests/MEDIAS_20_50_200/Reprovados/robos_medias_v22_pullback.txt new file mode 100644 index 0000000..f69234a --- /dev/null +++ b/automacao_backtests/MEDIAS_20_50_200/Reprovados/robos_medias_v22_pullback.txt @@ -0,0 +1,229 @@ +{ + Estrategia: robos_medias_v22_pullback + Autor: Wesley + Descricao: Pullback na MME20 com regime por MMA50/200 e rejeicao por price action. +} + +input + ModoEstrategia(2); + DistanciaMinimaLequePontos(15); + DistanciaCompressao20x200(90); + DistanciaMaximaPrecoMME20(220); + DistanciaToqueMME20(80); + MinBarrasConfirmacao(3); + ConfirmacoesRompimento(1); + MinPercCorpoPA(0.55); + FatorPavioRejeicao(1.4); + UsarConfirmacaoCandle(true); + UsarOCO(true); + StopLossPontos(150); + TakeProfitPontos(255); + UsarSaidaPorTempo(true); + MaxBarrasPosicao(10); + +var + mme9, mme20, mma50, mma200 : float; + slope20, slope50, slope200 : float; + dist920, dist2050, dist50200, dist20200, distPreco20 : float; + topoLookback, fundoLookback : float; + rangeCandle, corpoCandle, pavioSup, pavioInf : float; + iAlta, iBaixa, iBarrasPosicao : integer; + bCompressao, bLequeAlta, bLequeBaixa : boolean; + bAcimaTodas, bAbaixoTodas, bEntre9e20, bEntre20e50, bEntre50e200, bZonaNeutra : boolean; + bCandleForcaAlta, bCandleForcaBaixa, bRejeicaoAlta, bRejeicaoBaixa : boolean; + bPullbackCompra, bPullbackVenda, bRompAlta, bRompBaixa, bSaindoCompressao : boolean; + bCompra, bVenda, bConfCompra, bConfVenda : boolean; + bEstavaPosicionado, bSaidaOCOCompra, bSaidaOCOVenda : boolean; + fPrecoEntrada, fStopAtual, fAlvoAtual : float; + +begin + mme9 := MediaExp(9, Close); + mme20 := MediaExp(20, Close); + mma50 := Media(50, Close); + mma200 := Media(200, Close); + + slope20 := mme20 - mme20[1]; + slope50 := mma50 - mma50[1]; + slope200 := mma200 - mma200[1]; + + dist920 := Abs(mme9 - mme20); + dist2050 := Abs(mme20 - mma50); + dist50200 := Abs(mma50 - mma200); + dist20200 := Abs(mme20 - mma200); + distPreco20 := Abs(Close - mme20); + + topoLookback := Highest(High, 12); + fundoLookback := Lowest(Low, 12); + + rangeCandle := Max(High - Low, 0.01); + corpoCandle := Abs(Close - Open); + pavioSup := High - Max(Open, Close); + pavioInf := Min(Open, Close) - Low; + + bAcimaTodas := (Close > mme9) and (Close > mme20) and (Close > mma50) and (Close > mma200); + bAbaixoTodas := (Close < mme9) and (Close < mme20) and (Close < mma50) and (Close < mma200); + + bEntre9e20 := ((Close <= mme9) and (Close >= mme20)) or ((Close >= mme9) and (Close <= mme20)); + bEntre20e50 := ((Close <= mme20) and (Close >= mma50)) or ((Close >= mme20) and (Close <= mma50)); + bEntre50e200 := ((Close <= mma50) and (Close >= mma200)) or ((Close >= mma50) and (Close <= mma200)); + bZonaNeutra := bEntre9e20 or bEntre20e50 or bEntre50e200; + + bCompressao := dist20200 <= DistanciaCompressao20x200; + bSaindoCompressao := (dist20200 > DistanciaCompressao20x200) and + ((dist20200[1] <= DistanciaCompressao20x200) or + (dist20200[2] <= DistanciaCompressao20x200) or + (dist20200[3] <= DistanciaCompressao20x200)); + + bLequeAlta := bAcimaTodas and (mme9 > mme20) and (mme20 > mma50) and (mma50 > mma200) + and (slope20 > 0) and (slope50 > 0) and (slope200 >= 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos) + and (dist50200 >= DistanciaMinimaLequePontos); + + bLequeBaixa := bAbaixoTodas and (mme9 < mme20) and (mme20 < mma50) and (mma50 < mma200) + and (slope20 < 0) and (slope50 < 0) and (slope200 <= 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos) + and (dist50200 >= DistanciaMinimaLequePontos); + + bCandleForcaAlta := (Close > Open) and ((corpoCandle / rangeCandle) >= MinPercCorpoPA); + bCandleForcaBaixa := (Close < Open) and ((corpoCandle / rangeCandle) >= MinPercCorpoPA); + + bRejeicaoAlta := (Close > Open) + and ((pavioInf >= (corpoCandle * FatorPavioRejeicao)) or (Low <= Low[1])) + and (Close > mme20); + + bRejeicaoBaixa := (Close < Open) + and ((pavioSup >= (corpoCandle * FatorPavioRejeicao)) or (High >= High[1])) + and (Close < mme20); + + bPullbackCompra := (not bCompressao) + and (mma50 > mma200) + and (slope20 > 0) + and (Abs(Low - mme20) <= DistanciaToqueMME20) + and bRejeicaoAlta; + + bPullbackVenda := (not bCompressao) + and (mma50 < mma200) + and (slope20 < 0) + and (Abs(High - mme20) <= DistanciaToqueMME20) + and bRejeicaoBaixa; + + bRompAlta := (Close > mma200) and (Close[1] <= mma200) + and (Close >= topoLookback[1]) + and (mme9 > mme20) + and bCandleForcaAlta; + + bRompBaixa := (Close < mma200) and (Close[1] >= mma200) + and (Close <= fundoLookback[1]) + and (mme9 < mme20) + and bCandleForcaBaixa; + + bConfCompra := (not UsarConfirmacaoCandle) or bCandleForcaAlta; + bConfVenda := (not UsarConfirmacaoCandle) or bCandleForcaBaixa; + + if bLequeAlta or bPullbackCompra or bRompAlta then + iAlta := iAlta + 1 + else + iAlta := 0; + + if bLequeBaixa or bPullbackVenda or bRompBaixa then + iBaixa := iBaixa + 1 + else + iBaixa := 0; + + bCompra := false; + bVenda := false; + + if ModoEstrategia = 1 then + begin + bCompra := bLequeAlta and (not bCompressao) and (not bZonaNeutra) + and (distPreco20 <= DistanciaMaximaPrecoMME20) + and bConfCompra and (iAlta >= MinBarrasConfirmacao); + + bVenda := bLequeBaixa and (not bCompressao) and (not bZonaNeutra) + and (distPreco20 <= DistanciaMaximaPrecoMME20) + and bConfVenda and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 2 then + begin + bCompra := bPullbackCompra and bConfCompra and (iAlta >= MinBarrasConfirmacao); + bVenda := bPullbackVenda and bConfVenda and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 3 then + begin + bCompra := bRompAlta and (iAlta >= ConfirmacoesRompimento); + bVenda := bRompBaixa and (iBaixa >= ConfirmacoesRompimento); + end + else if ModoEstrategia = 4 then + begin + bCompra := (not bCompressao) and bSaindoCompressao and bLequeAlta and bConfCompra; + bVenda := (not bCompressao) and bSaindoCompressao and bLequeBaixa and bConfVenda; + end + else + begin + bCompra := (not bCompressao) and (not bZonaNeutra) + and ((bPullbackCompra and bConfCompra) or (bRompAlta and (iAlta >= ConfirmacoesRompimento))); + + bVenda := (not bCompressao) and (not bZonaNeutra) + and ((bPullbackVenda and bConfVenda) or (bRompBaixa and (iBaixa >= ConfirmacoesRompimento))); + end; + + if IsBought or IsSold then + iBarrasPosicao := iBarrasPosicao + 1 + else + iBarrasPosicao := 0; + + if (not IsBought) and (not IsSold) then + begin + if bCompra then + BuyAtMarket + else if bVenda then + SellShortAtMarket; + end; + + bSaidaOCOCompra := false; + bSaidaOCOVenda := false; + + if IsBought and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada - StopLossPontos; + fAlvoAtual := fPrecoEntrada + TakeProfitPontos; + bSaidaOCOCompra := UsarOCO and ((Low <= fStopAtual) or (High >= fAlvoAtual)); + end; + + if IsSold and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada + StopLossPontos; + fAlvoAtual := fPrecoEntrada - TakeProfitPontos; + bSaidaOCOVenda := UsarOCO and ((High >= fStopAtual) or (Low <= fAlvoAtual)); + end; + + if IsBought and ( + bCompressao + or bZonaNeutra + or (Close < mme20) + or bCandleForcaBaixa + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOCompra + ) then + ClosePosition; + + if IsSold and ( + bCompressao + or bZonaNeutra + or (Close > mme20) + or bCandleForcaAlta + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOVenda + ) then + ClosePosition; + + if (not bEstavaPosicionado) and IsBought then + fPrecoEntrada := Close; + + if (not bEstavaPosicionado) and IsSold then + fPrecoEntrada := Close; + + bEstavaPosicionado := IsBought or IsSold; +end; diff --git a/automacao_backtests/MEDIAS_20_50_200/Reprovados/robos_medias_v25_romp200.txt b/automacao_backtests/MEDIAS_20_50_200/Reprovados/robos_medias_v25_romp200.txt new file mode 100644 index 0000000..8590929 --- /dev/null +++ b/automacao_backtests/MEDIAS_20_50_200/Reprovados/robos_medias_v25_romp200.txt @@ -0,0 +1,229 @@ +{ + Estrategia: robos_medias_v25_romp200 + Autor: Wesley + Descricao: Rompimento da MMA200 com confirmacao por estrutura e candle de forca. +} + +input + ModoEstrategia(3); + DistanciaMinimaLequePontos(15); + DistanciaCompressao20x200(70); + DistanciaMaximaPrecoMME20(280); + DistanciaToqueMME20(80); + MinBarrasConfirmacao(3); + ConfirmacoesRompimento(2); + MinPercCorpoPA(0.5); + FatorPavioRejeicao(1.25); + UsarConfirmacaoCandle(true); + UsarOCO(true); + StopLossPontos(195); + TakeProfitPontos(312); + UsarSaidaPorTempo(true); + MaxBarrasPosicao(13); + +var + mme9, mme20, mma50, mma200 : float; + slope20, slope50, slope200 : float; + dist920, dist2050, dist50200, dist20200, distPreco20 : float; + topoLookback, fundoLookback : float; + rangeCandle, corpoCandle, pavioSup, pavioInf : float; + iAlta, iBaixa, iBarrasPosicao : integer; + bCompressao, bLequeAlta, bLequeBaixa : boolean; + bAcimaTodas, bAbaixoTodas, bEntre9e20, bEntre20e50, bEntre50e200, bZonaNeutra : boolean; + bCandleForcaAlta, bCandleForcaBaixa, bRejeicaoAlta, bRejeicaoBaixa : boolean; + bPullbackCompra, bPullbackVenda, bRompAlta, bRompBaixa, bSaindoCompressao : boolean; + bCompra, bVenda, bConfCompra, bConfVenda : boolean; + bEstavaPosicionado, bSaidaOCOCompra, bSaidaOCOVenda : boolean; + fPrecoEntrada, fStopAtual, fAlvoAtual : float; + +begin + mme9 := MediaExp(9, Close); + mme20 := MediaExp(20, Close); + mma50 := Media(50, Close); + mma200 := Media(200, Close); + + slope20 := mme20 - mme20[1]; + slope50 := mma50 - mma50[1]; + slope200 := mma200 - mma200[1]; + + dist920 := Abs(mme9 - mme20); + dist2050 := Abs(mme20 - mma50); + dist50200 := Abs(mma50 - mma200); + dist20200 := Abs(mme20 - mma200); + distPreco20 := Abs(Close - mme20); + + topoLookback := Highest(High, 12); + fundoLookback := Lowest(Low, 12); + + rangeCandle := Max(High - Low, 0.01); + corpoCandle := Abs(Close - Open); + pavioSup := High - Max(Open, Close); + pavioInf := Min(Open, Close) - Low; + + bAcimaTodas := (Close > mme9) and (Close > mme20) and (Close > mma50) and (Close > mma200); + bAbaixoTodas := (Close < mme9) and (Close < mme20) and (Close < mma50) and (Close < mma200); + + bEntre9e20 := ((Close <= mme9) and (Close >= mme20)) or ((Close >= mme9) and (Close <= mme20)); + bEntre20e50 := ((Close <= mme20) and (Close >= mma50)) or ((Close >= mme20) and (Close <= mma50)); + bEntre50e200 := ((Close <= mma50) and (Close >= mma200)) or ((Close >= mma50) and (Close <= mma200)); + bZonaNeutra := bEntre9e20 or bEntre20e50 or bEntre50e200; + + bCompressao := dist20200 <= DistanciaCompressao20x200; + bSaindoCompressao := (dist20200 > DistanciaCompressao20x200) and + ((dist20200[1] <= DistanciaCompressao20x200) or + (dist20200[2] <= DistanciaCompressao20x200) or + (dist20200[3] <= DistanciaCompressao20x200)); + + bLequeAlta := bAcimaTodas and (mme9 > mme20) and (mme20 > mma50) and (mma50 > mma200) + and (slope20 > 0) and (slope50 > 0) and (slope200 >= 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos) + and (dist50200 >= DistanciaMinimaLequePontos); + + bLequeBaixa := bAbaixoTodas and (mme9 < mme20) and (mme20 < mma50) and (mma50 < mma200) + and (slope20 < 0) and (slope50 < 0) and (slope200 <= 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos) + and (dist50200 >= DistanciaMinimaLequePontos); + + bCandleForcaAlta := (Close > Open) and ((corpoCandle / rangeCandle) >= MinPercCorpoPA); + bCandleForcaBaixa := (Close < Open) and ((corpoCandle / rangeCandle) >= MinPercCorpoPA); + + bRejeicaoAlta := (Close > Open) + and ((pavioInf >= (corpoCandle * FatorPavioRejeicao)) or (Low <= Low[1])) + and (Close > mme20); + + bRejeicaoBaixa := (Close < Open) + and ((pavioSup >= (corpoCandle * FatorPavioRejeicao)) or (High >= High[1])) + and (Close < mme20); + + bPullbackCompra := (not bCompressao) + and (mma50 > mma200) + and (slope20 > 0) + and (Abs(Low - mme20) <= DistanciaToqueMME20) + and bRejeicaoAlta; + + bPullbackVenda := (not bCompressao) + and (mma50 < mma200) + and (slope20 < 0) + and (Abs(High - mme20) <= DistanciaToqueMME20) + and bRejeicaoBaixa; + + bRompAlta := (Close > mma200) and (Close[1] <= mma200) + and (Close >= topoLookback[1]) + and (mme9 > mme20) + and bCandleForcaAlta; + + bRompBaixa := (Close < mma200) and (Close[1] >= mma200) + and (Close <= fundoLookback[1]) + and (mme9 < mme20) + and bCandleForcaBaixa; + + bConfCompra := (not UsarConfirmacaoCandle) or bCandleForcaAlta; + bConfVenda := (not UsarConfirmacaoCandle) or bCandleForcaBaixa; + + if bLequeAlta or bPullbackCompra or bRompAlta then + iAlta := iAlta + 1 + else + iAlta := 0; + + if bLequeBaixa or bPullbackVenda or bRompBaixa then + iBaixa := iBaixa + 1 + else + iBaixa := 0; + + bCompra := false; + bVenda := false; + + if ModoEstrategia = 1 then + begin + bCompra := bLequeAlta and (not bCompressao) and (not bZonaNeutra) + and (distPreco20 <= DistanciaMaximaPrecoMME20) + and bConfCompra and (iAlta >= MinBarrasConfirmacao); + + bVenda := bLequeBaixa and (not bCompressao) and (not bZonaNeutra) + and (distPreco20 <= DistanciaMaximaPrecoMME20) + and bConfVenda and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 2 then + begin + bCompra := bPullbackCompra and bConfCompra and (iAlta >= MinBarrasConfirmacao); + bVenda := bPullbackVenda and bConfVenda and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 3 then + begin + bCompra := bRompAlta and (iAlta >= ConfirmacoesRompimento); + bVenda := bRompBaixa and (iBaixa >= ConfirmacoesRompimento); + end + else if ModoEstrategia = 4 then + begin + bCompra := (not bCompressao) and bSaindoCompressao and bLequeAlta and bConfCompra; + bVenda := (not bCompressao) and bSaindoCompressao and bLequeBaixa and bConfVenda; + end + else + begin + bCompra := (not bCompressao) and (not bZonaNeutra) + and ((bPullbackCompra and bConfCompra) or (bRompAlta and (iAlta >= ConfirmacoesRompimento))); + + bVenda := (not bCompressao) and (not bZonaNeutra) + and ((bPullbackVenda and bConfVenda) or (bRompBaixa and (iBaixa >= ConfirmacoesRompimento))); + end; + + if IsBought or IsSold then + iBarrasPosicao := iBarrasPosicao + 1 + else + iBarrasPosicao := 0; + + if (not IsBought) and (not IsSold) then + begin + if bCompra then + BuyAtMarket + else if bVenda then + SellShortAtMarket; + end; + + bSaidaOCOCompra := false; + bSaidaOCOVenda := false; + + if IsBought and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada - StopLossPontos; + fAlvoAtual := fPrecoEntrada + TakeProfitPontos; + bSaidaOCOCompra := UsarOCO and ((Low <= fStopAtual) or (High >= fAlvoAtual)); + end; + + if IsSold and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada + StopLossPontos; + fAlvoAtual := fPrecoEntrada - TakeProfitPontos; + bSaidaOCOVenda := UsarOCO and ((High >= fStopAtual) or (Low <= fAlvoAtual)); + end; + + if IsBought and ( + bCompressao + or bZonaNeutra + or (Close < mme20) + or bCandleForcaBaixa + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOCompra + ) then + ClosePosition; + + if IsSold and ( + bCompressao + or bZonaNeutra + or (Close > mme20) + or bCandleForcaAlta + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOVenda + ) then + ClosePosition; + + if (not bEstavaPosicionado) and IsBought then + fPrecoEntrada := Close; + + if (not bEstavaPosicionado) and IsSold then + fPrecoEntrada := Close; + + bEstavaPosicionado := IsBought or IsSold; +end; diff --git a/automacao_backtests/MEDIAS_20_50_200/Reprovados/robos_medias_v27_romp200.txt b/automacao_backtests/MEDIAS_20_50_200/Reprovados/robos_medias_v27_romp200.txt new file mode 100644 index 0000000..be59f74 --- /dev/null +++ b/automacao_backtests/MEDIAS_20_50_200/Reprovados/robos_medias_v27_romp200.txt @@ -0,0 +1,229 @@ +{ + Estrategia: robos_medias_v27_romp200 + Autor: Wesley + Descricao: Rompimento da MMA200 com confirmacao por estrutura e candle de forca. +} + +input + ModoEstrategia(3); + DistanciaMinimaLequePontos(15); + DistanciaCompressao20x200(90); + DistanciaMaximaPrecoMME20(200); + DistanciaToqueMME20(80); + MinBarrasConfirmacao(2); + ConfirmacoesRompimento(2); + MinPercCorpoPA(0.6); + FatorPavioRejeicao(1.55); + UsarConfirmacaoCandle(true); + UsarOCO(true); + StopLossPontos(225); + TakeProfitPontos(405); + UsarSaidaPorTempo(true); + MaxBarrasPosicao(9); + +var + mme9, mme20, mma50, mma200 : float; + slope20, slope50, slope200 : float; + dist920, dist2050, dist50200, dist20200, distPreco20 : float; + topoLookback, fundoLookback : float; + rangeCandle, corpoCandle, pavioSup, pavioInf : float; + iAlta, iBaixa, iBarrasPosicao : integer; + bCompressao, bLequeAlta, bLequeBaixa : boolean; + bAcimaTodas, bAbaixoTodas, bEntre9e20, bEntre20e50, bEntre50e200, bZonaNeutra : boolean; + bCandleForcaAlta, bCandleForcaBaixa, bRejeicaoAlta, bRejeicaoBaixa : boolean; + bPullbackCompra, bPullbackVenda, bRompAlta, bRompBaixa, bSaindoCompressao : boolean; + bCompra, bVenda, bConfCompra, bConfVenda : boolean; + bEstavaPosicionado, bSaidaOCOCompra, bSaidaOCOVenda : boolean; + fPrecoEntrada, fStopAtual, fAlvoAtual : float; + +begin + mme9 := MediaExp(9, Close); + mme20 := MediaExp(20, Close); + mma50 := Media(50, Close); + mma200 := Media(200, Close); + + slope20 := mme20 - mme20[1]; + slope50 := mma50 - mma50[1]; + slope200 := mma200 - mma200[1]; + + dist920 := Abs(mme9 - mme20); + dist2050 := Abs(mme20 - mma50); + dist50200 := Abs(mma50 - mma200); + dist20200 := Abs(mme20 - mma200); + distPreco20 := Abs(Close - mme20); + + topoLookback := Highest(High, 12); + fundoLookback := Lowest(Low, 12); + + rangeCandle := Max(High - Low, 0.01); + corpoCandle := Abs(Close - Open); + pavioSup := High - Max(Open, Close); + pavioInf := Min(Open, Close) - Low; + + bAcimaTodas := (Close > mme9) and (Close > mme20) and (Close > mma50) and (Close > mma200); + bAbaixoTodas := (Close < mme9) and (Close < mme20) and (Close < mma50) and (Close < mma200); + + bEntre9e20 := ((Close <= mme9) and (Close >= mme20)) or ((Close >= mme9) and (Close <= mme20)); + bEntre20e50 := ((Close <= mme20) and (Close >= mma50)) or ((Close >= mme20) and (Close <= mma50)); + bEntre50e200 := ((Close <= mma50) and (Close >= mma200)) or ((Close >= mma50) and (Close <= mma200)); + bZonaNeutra := bEntre9e20 or bEntre20e50 or bEntre50e200; + + bCompressao := dist20200 <= DistanciaCompressao20x200; + bSaindoCompressao := (dist20200 > DistanciaCompressao20x200) and + ((dist20200[1] <= DistanciaCompressao20x200) or + (dist20200[2] <= DistanciaCompressao20x200) or + (dist20200[3] <= DistanciaCompressao20x200)); + + bLequeAlta := bAcimaTodas and (mme9 > mme20) and (mme20 > mma50) and (mma50 > mma200) + and (slope20 > 0) and (slope50 > 0) and (slope200 >= 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos) + and (dist50200 >= DistanciaMinimaLequePontos); + + bLequeBaixa := bAbaixoTodas and (mme9 < mme20) and (mme20 < mma50) and (mma50 < mma200) + and (slope20 < 0) and (slope50 < 0) and (slope200 <= 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos) + and (dist50200 >= DistanciaMinimaLequePontos); + + bCandleForcaAlta := (Close > Open) and ((corpoCandle / rangeCandle) >= MinPercCorpoPA); + bCandleForcaBaixa := (Close < Open) and ((corpoCandle / rangeCandle) >= MinPercCorpoPA); + + bRejeicaoAlta := (Close > Open) + and ((pavioInf >= (corpoCandle * FatorPavioRejeicao)) or (Low <= Low[1])) + and (Close > mme20); + + bRejeicaoBaixa := (Close < Open) + and ((pavioSup >= (corpoCandle * FatorPavioRejeicao)) or (High >= High[1])) + and (Close < mme20); + + bPullbackCompra := (not bCompressao) + and (mma50 > mma200) + and (slope20 > 0) + and (Abs(Low - mme20) <= DistanciaToqueMME20) + and bRejeicaoAlta; + + bPullbackVenda := (not bCompressao) + and (mma50 < mma200) + and (slope20 < 0) + and (Abs(High - mme20) <= DistanciaToqueMME20) + and bRejeicaoBaixa; + + bRompAlta := (Close > mma200) and (Close[1] <= mma200) + and (Close >= topoLookback[1]) + and (mme9 > mme20) + and bCandleForcaAlta; + + bRompBaixa := (Close < mma200) and (Close[1] >= mma200) + and (Close <= fundoLookback[1]) + and (mme9 < mme20) + and bCandleForcaBaixa; + + bConfCompra := (not UsarConfirmacaoCandle) or bCandleForcaAlta; + bConfVenda := (not UsarConfirmacaoCandle) or bCandleForcaBaixa; + + if bLequeAlta or bPullbackCompra or bRompAlta then + iAlta := iAlta + 1 + else + iAlta := 0; + + if bLequeBaixa or bPullbackVenda or bRompBaixa then + iBaixa := iBaixa + 1 + else + iBaixa := 0; + + bCompra := false; + bVenda := false; + + if ModoEstrategia = 1 then + begin + bCompra := bLequeAlta and (not bCompressao) and (not bZonaNeutra) + and (distPreco20 <= DistanciaMaximaPrecoMME20) + and bConfCompra and (iAlta >= MinBarrasConfirmacao); + + bVenda := bLequeBaixa and (not bCompressao) and (not bZonaNeutra) + and (distPreco20 <= DistanciaMaximaPrecoMME20) + and bConfVenda and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 2 then + begin + bCompra := bPullbackCompra and bConfCompra and (iAlta >= MinBarrasConfirmacao); + bVenda := bPullbackVenda and bConfVenda and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 3 then + begin + bCompra := bRompAlta and (iAlta >= ConfirmacoesRompimento); + bVenda := bRompBaixa and (iBaixa >= ConfirmacoesRompimento); + end + else if ModoEstrategia = 4 then + begin + bCompra := (not bCompressao) and bSaindoCompressao and bLequeAlta and bConfCompra; + bVenda := (not bCompressao) and bSaindoCompressao and bLequeBaixa and bConfVenda; + end + else + begin + bCompra := (not bCompressao) and (not bZonaNeutra) + and ((bPullbackCompra and bConfCompra) or (bRompAlta and (iAlta >= ConfirmacoesRompimento))); + + bVenda := (not bCompressao) and (not bZonaNeutra) + and ((bPullbackVenda and bConfVenda) or (bRompBaixa and (iBaixa >= ConfirmacoesRompimento))); + end; + + if IsBought or IsSold then + iBarrasPosicao := iBarrasPosicao + 1 + else + iBarrasPosicao := 0; + + if (not IsBought) and (not IsSold) then + begin + if bCompra then + BuyAtMarket + else if bVenda then + SellShortAtMarket; + end; + + bSaidaOCOCompra := false; + bSaidaOCOVenda := false; + + if IsBought and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada - StopLossPontos; + fAlvoAtual := fPrecoEntrada + TakeProfitPontos; + bSaidaOCOCompra := UsarOCO and ((Low <= fStopAtual) or (High >= fAlvoAtual)); + end; + + if IsSold and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada + StopLossPontos; + fAlvoAtual := fPrecoEntrada - TakeProfitPontos; + bSaidaOCOVenda := UsarOCO and ((High >= fStopAtual) or (Low <= fAlvoAtual)); + end; + + if IsBought and ( + bCompressao + or bZonaNeutra + or (Close < mme20) + or bCandleForcaBaixa + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOCompra + ) then + ClosePosition; + + if IsSold and ( + bCompressao + or bZonaNeutra + or (Close > mme20) + or bCandleForcaAlta + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOVenda + ) then + ClosePosition; + + if (not bEstavaPosicionado) and IsBought then + fPrecoEntrada := Close; + + if (not bEstavaPosicionado) and IsSold then + fPrecoEntrada := Close; + + bEstavaPosicionado := IsBought or IsSold; +end; diff --git a/automacao_backtests/MEDIAS_20_50_200/Reprovados/robos_medias_v29_romp200.txt b/automacao_backtests/MEDIAS_20_50_200/Reprovados/robos_medias_v29_romp200.txt new file mode 100644 index 0000000..df3646b --- /dev/null +++ b/automacao_backtests/MEDIAS_20_50_200/Reprovados/robos_medias_v29_romp200.txt @@ -0,0 +1,229 @@ +{ + Estrategia: robos_medias_v29_romp200 + Autor: Wesley + Descricao: Rompimento da MMA200 com confirmacao por estrutura e candle de forca. +} + +input + ModoEstrategia(3); + DistanciaMinimaLequePontos(15); + DistanciaCompressao20x200(110); + DistanciaMaximaPrecoMME20(240); + DistanciaToqueMME20(80); + MinBarrasConfirmacao(1); + ConfirmacoesRompimento(2); + MinPercCorpoPA(0.5); + FatorPavioRejeicao(1.25); + UsarConfirmacaoCandle(true); + UsarOCO(true); + StopLossPontos(255); + TakeProfitPontos(408); + UsarSaidaPorTempo(true); + MaxBarrasPosicao(11); + +var + mme9, mme20, mma50, mma200 : float; + slope20, slope50, slope200 : float; + dist920, dist2050, dist50200, dist20200, distPreco20 : float; + topoLookback, fundoLookback : float; + rangeCandle, corpoCandle, pavioSup, pavioInf : float; + iAlta, iBaixa, iBarrasPosicao : integer; + bCompressao, bLequeAlta, bLequeBaixa : boolean; + bAcimaTodas, bAbaixoTodas, bEntre9e20, bEntre20e50, bEntre50e200, bZonaNeutra : boolean; + bCandleForcaAlta, bCandleForcaBaixa, bRejeicaoAlta, bRejeicaoBaixa : boolean; + bPullbackCompra, bPullbackVenda, bRompAlta, bRompBaixa, bSaindoCompressao : boolean; + bCompra, bVenda, bConfCompra, bConfVenda : boolean; + bEstavaPosicionado, bSaidaOCOCompra, bSaidaOCOVenda : boolean; + fPrecoEntrada, fStopAtual, fAlvoAtual : float; + +begin + mme9 := MediaExp(9, Close); + mme20 := MediaExp(20, Close); + mma50 := Media(50, Close); + mma200 := Media(200, Close); + + slope20 := mme20 - mme20[1]; + slope50 := mma50 - mma50[1]; + slope200 := mma200 - mma200[1]; + + dist920 := Abs(mme9 - mme20); + dist2050 := Abs(mme20 - mma50); + dist50200 := Abs(mma50 - mma200); + dist20200 := Abs(mme20 - mma200); + distPreco20 := Abs(Close - mme20); + + topoLookback := Highest(High, 12); + fundoLookback := Lowest(Low, 12); + + rangeCandle := Max(High - Low, 0.01); + corpoCandle := Abs(Close - Open); + pavioSup := High - Max(Open, Close); + pavioInf := Min(Open, Close) - Low; + + bAcimaTodas := (Close > mme9) and (Close > mme20) and (Close > mma50) and (Close > mma200); + bAbaixoTodas := (Close < mme9) and (Close < mme20) and (Close < mma50) and (Close < mma200); + + bEntre9e20 := ((Close <= mme9) and (Close >= mme20)) or ((Close >= mme9) and (Close <= mme20)); + bEntre20e50 := ((Close <= mme20) and (Close >= mma50)) or ((Close >= mme20) and (Close <= mma50)); + bEntre50e200 := ((Close <= mma50) and (Close >= mma200)) or ((Close >= mma50) and (Close <= mma200)); + bZonaNeutra := bEntre9e20 or bEntre20e50 or bEntre50e200; + + bCompressao := dist20200 <= DistanciaCompressao20x200; + bSaindoCompressao := (dist20200 > DistanciaCompressao20x200) and + ((dist20200[1] <= DistanciaCompressao20x200) or + (dist20200[2] <= DistanciaCompressao20x200) or + (dist20200[3] <= DistanciaCompressao20x200)); + + bLequeAlta := bAcimaTodas and (mme9 > mme20) and (mme20 > mma50) and (mma50 > mma200) + and (slope20 > 0) and (slope50 > 0) and (slope200 >= 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos) + and (dist50200 >= DistanciaMinimaLequePontos); + + bLequeBaixa := bAbaixoTodas and (mme9 < mme20) and (mme20 < mma50) and (mma50 < mma200) + and (slope20 < 0) and (slope50 < 0) and (slope200 <= 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos) + and (dist50200 >= DistanciaMinimaLequePontos); + + bCandleForcaAlta := (Close > Open) and ((corpoCandle / rangeCandle) >= MinPercCorpoPA); + bCandleForcaBaixa := (Close < Open) and ((corpoCandle / rangeCandle) >= MinPercCorpoPA); + + bRejeicaoAlta := (Close > Open) + and ((pavioInf >= (corpoCandle * FatorPavioRejeicao)) or (Low <= Low[1])) + and (Close > mme20); + + bRejeicaoBaixa := (Close < Open) + and ((pavioSup >= (corpoCandle * FatorPavioRejeicao)) or (High >= High[1])) + and (Close < mme20); + + bPullbackCompra := (not bCompressao) + and (mma50 > mma200) + and (slope20 > 0) + and (Abs(Low - mme20) <= DistanciaToqueMME20) + and bRejeicaoAlta; + + bPullbackVenda := (not bCompressao) + and (mma50 < mma200) + and (slope20 < 0) + and (Abs(High - mme20) <= DistanciaToqueMME20) + and bRejeicaoBaixa; + + bRompAlta := (Close > mma200) and (Close[1] <= mma200) + and (Close >= topoLookback[1]) + and (mme9 > mme20) + and bCandleForcaAlta; + + bRompBaixa := (Close < mma200) and (Close[1] >= mma200) + and (Close <= fundoLookback[1]) + and (mme9 < mme20) + and bCandleForcaBaixa; + + bConfCompra := (not UsarConfirmacaoCandle) or bCandleForcaAlta; + bConfVenda := (not UsarConfirmacaoCandle) or bCandleForcaBaixa; + + if bLequeAlta or bPullbackCompra or bRompAlta then + iAlta := iAlta + 1 + else + iAlta := 0; + + if bLequeBaixa or bPullbackVenda or bRompBaixa then + iBaixa := iBaixa + 1 + else + iBaixa := 0; + + bCompra := false; + bVenda := false; + + if ModoEstrategia = 1 then + begin + bCompra := bLequeAlta and (not bCompressao) and (not bZonaNeutra) + and (distPreco20 <= DistanciaMaximaPrecoMME20) + and bConfCompra and (iAlta >= MinBarrasConfirmacao); + + bVenda := bLequeBaixa and (not bCompressao) and (not bZonaNeutra) + and (distPreco20 <= DistanciaMaximaPrecoMME20) + and bConfVenda and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 2 then + begin + bCompra := bPullbackCompra and bConfCompra and (iAlta >= MinBarrasConfirmacao); + bVenda := bPullbackVenda and bConfVenda and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 3 then + begin + bCompra := bRompAlta and (iAlta >= ConfirmacoesRompimento); + bVenda := bRompBaixa and (iBaixa >= ConfirmacoesRompimento); + end + else if ModoEstrategia = 4 then + begin + bCompra := (not bCompressao) and bSaindoCompressao and bLequeAlta and bConfCompra; + bVenda := (not bCompressao) and bSaindoCompressao and bLequeBaixa and bConfVenda; + end + else + begin + bCompra := (not bCompressao) and (not bZonaNeutra) + and ((bPullbackCompra and bConfCompra) or (bRompAlta and (iAlta >= ConfirmacoesRompimento))); + + bVenda := (not bCompressao) and (not bZonaNeutra) + and ((bPullbackVenda and bConfVenda) or (bRompBaixa and (iBaixa >= ConfirmacoesRompimento))); + end; + + if IsBought or IsSold then + iBarrasPosicao := iBarrasPosicao + 1 + else + iBarrasPosicao := 0; + + if (not IsBought) and (not IsSold) then + begin + if bCompra then + BuyAtMarket + else if bVenda then + SellShortAtMarket; + end; + + bSaidaOCOCompra := false; + bSaidaOCOVenda := false; + + if IsBought and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada - StopLossPontos; + fAlvoAtual := fPrecoEntrada + TakeProfitPontos; + bSaidaOCOCompra := UsarOCO and ((Low <= fStopAtual) or (High >= fAlvoAtual)); + end; + + if IsSold and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada + StopLossPontos; + fAlvoAtual := fPrecoEntrada - TakeProfitPontos; + bSaidaOCOVenda := UsarOCO and ((High >= fStopAtual) or (Low <= fAlvoAtual)); + end; + + if IsBought and ( + bCompressao + or bZonaNeutra + or (Close < mme20) + or bCandleForcaBaixa + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOCompra + ) then + ClosePosition; + + if IsSold and ( + bCompressao + or bZonaNeutra + or (Close > mme20) + or bCandleForcaAlta + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOVenda + ) then + ClosePosition; + + if (not bEstavaPosicionado) and IsBought then + fPrecoEntrada := Close; + + if (not bEstavaPosicionado) and IsSold then + fPrecoEntrada := Close; + + bEstavaPosicionado := IsBought or IsSold; +end; diff --git a/automacao_backtests/MEDIAS_20_50_200/Reprovados/robos_medias_v2_pullback_20_regime.txt b/automacao_backtests/MEDIAS_20_50_200/Reprovados/robos_medias_v2_pullback_20_regime.txt new file mode 100644 index 0000000..5585abd --- /dev/null +++ b/automacao_backtests/MEDIAS_20_50_200/Reprovados/robos_medias_v2_pullback_20_regime.txt @@ -0,0 +1,229 @@ +{ + Estrategia: robos_medias_v2_pullback_20_regime + Autor: Wesley + Descricao: Pullback na MME20 com regime por MMA50/200 e rejeicao por price action. +} + +input + ModoEstrategia(2); + DistanciaMinimaLequePontos(15); + DistanciaCompressao20x200(90); + DistanciaMaximaPrecoMME20(220); + DistanciaToqueMME20(80); + MinBarrasConfirmacao(3); + ConfirmacoesRompimento(1); + MinPercCorpoPA(0.55); + FatorPavioRejeicao(1.4); + UsarConfirmacaoCandle(true); + UsarOCO(true); + StopLossPontos(150); + TakeProfitPontos(255); + UsarSaidaPorTempo(true); + MaxBarrasPosicao(10); + +var + mme9, mme20, mma50, mma200 : float; + slope20, slope50, slope200 : float; + dist920, dist2050, dist50200, dist20200, distPreco20 : float; + topoLookback, fundoLookback : float; + rangeCandle, corpoCandle, pavioSup, pavioInf : float; + iAlta, iBaixa, iBarrasPosicao : integer; + bCompressao, bLequeAlta, bLequeBaixa : boolean; + bAcimaTodas, bAbaixoTodas, bEntre9e20, bEntre20e50, bEntre50e200, bZonaNeutra : boolean; + bCandleForcaAlta, bCandleForcaBaixa, bRejeicaoAlta, bRejeicaoBaixa : boolean; + bPullbackCompra, bPullbackVenda, bRompAlta, bRompBaixa, bSaindoCompressao : boolean; + bCompra, bVenda, bConfCompra, bConfVenda : boolean; + bEstavaPosicionado, bSaidaOCOCompra, bSaidaOCOVenda : boolean; + fPrecoEntrada, fStopAtual, fAlvoAtual : float; + +begin + mme9 := MediaExp(9, Close); + mme20 := MediaExp(20, Close); + mma50 := Media(50, Close); + mma200 := Media(200, Close); + + slope20 := mme20 - mme20[1]; + slope50 := mma50 - mma50[1]; + slope200 := mma200 - mma200[1]; + + dist920 := Abs(mme9 - mme20); + dist2050 := Abs(mme20 - mma50); + dist50200 := Abs(mma50 - mma200); + dist20200 := Abs(mme20 - mma200); + distPreco20 := Abs(Close - mme20); + + topoLookback := Highest(High, 12); + fundoLookback := Lowest(Low, 12); + + rangeCandle := Max(High - Low, 0.01); + corpoCandle := Abs(Close - Open); + pavioSup := High - Max(Open, Close); + pavioInf := Min(Open, Close) - Low; + + bAcimaTodas := (Close > mme9) and (Close > mme20) and (Close > mma50) and (Close > mma200); + bAbaixoTodas := (Close < mme9) and (Close < mme20) and (Close < mma50) and (Close < mma200); + + bEntre9e20 := ((Close <= mme9) and (Close >= mme20)) or ((Close >= mme9) and (Close <= mme20)); + bEntre20e50 := ((Close <= mme20) and (Close >= mma50)) or ((Close >= mme20) and (Close <= mma50)); + bEntre50e200 := ((Close <= mma50) and (Close >= mma200)) or ((Close >= mma50) and (Close <= mma200)); + bZonaNeutra := bEntre9e20 or bEntre20e50 or bEntre50e200; + + bCompressao := dist20200 <= DistanciaCompressao20x200; + bSaindoCompressao := (dist20200 > DistanciaCompressao20x200) and + ((dist20200[1] <= DistanciaCompressao20x200) or + (dist20200[2] <= DistanciaCompressao20x200) or + (dist20200[3] <= DistanciaCompressao20x200)); + + bLequeAlta := bAcimaTodas and (mme9 > mme20) and (mme20 > mma50) and (mma50 > mma200) + and (slope20 > 0) and (slope50 > 0) and (slope200 >= 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos) + and (dist50200 >= DistanciaMinimaLequePontos); + + bLequeBaixa := bAbaixoTodas and (mme9 < mme20) and (mme20 < mma50) and (mma50 < mma200) + and (slope20 < 0) and (slope50 < 0) and (slope200 <= 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos) + and (dist50200 >= DistanciaMinimaLequePontos); + + bCandleForcaAlta := (Close > Open) and ((corpoCandle / rangeCandle) >= MinPercCorpoPA); + bCandleForcaBaixa := (Close < Open) and ((corpoCandle / rangeCandle) >= MinPercCorpoPA); + + bRejeicaoAlta := (Close > Open) + and ((pavioInf >= (corpoCandle * FatorPavioRejeicao)) or (Low <= Low[1])) + and (Close > mme20); + + bRejeicaoBaixa := (Close < Open) + and ((pavioSup >= (corpoCandle * FatorPavioRejeicao)) or (High >= High[1])) + and (Close < mme20); + + bPullbackCompra := (not bCompressao) + and (mma50 > mma200) + and (slope20 > 0) + and (Abs(Low - mme20) <= DistanciaToqueMME20) + and bRejeicaoAlta; + + bPullbackVenda := (not bCompressao) + and (mma50 < mma200) + and (slope20 < 0) + and (Abs(High - mme20) <= DistanciaToqueMME20) + and bRejeicaoBaixa; + + bRompAlta := (Close > mma200) and (Close[1] <= mma200) + and (Close >= topoLookback[1]) + and (mme9 > mme20) + and bCandleForcaAlta; + + bRompBaixa := (Close < mma200) and (Close[1] >= mma200) + and (Close <= fundoLookback[1]) + and (mme9 < mme20) + and bCandleForcaBaixa; + + bConfCompra := (not UsarConfirmacaoCandle) or bCandleForcaAlta; + bConfVenda := (not UsarConfirmacaoCandle) or bCandleForcaBaixa; + + if bLequeAlta or bPullbackCompra or bRompAlta then + iAlta := iAlta + 1 + else + iAlta := 0; + + if bLequeBaixa or bPullbackVenda or bRompBaixa then + iBaixa := iBaixa + 1 + else + iBaixa := 0; + + bCompra := false; + bVenda := false; + + if ModoEstrategia = 1 then + begin + bCompra := bLequeAlta and (not bCompressao) and (not bZonaNeutra) + and (distPreco20 <= DistanciaMaximaPrecoMME20) + and bConfCompra and (iAlta >= MinBarrasConfirmacao); + + bVenda := bLequeBaixa and (not bCompressao) and (not bZonaNeutra) + and (distPreco20 <= DistanciaMaximaPrecoMME20) + and bConfVenda and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 2 then + begin + bCompra := bPullbackCompra and bConfCompra and (iAlta >= MinBarrasConfirmacao); + bVenda := bPullbackVenda and bConfVenda and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 3 then + begin + bCompra := bRompAlta and (iAlta >= ConfirmacoesRompimento); + bVenda := bRompBaixa and (iBaixa >= ConfirmacoesRompimento); + end + else if ModoEstrategia = 4 then + begin + bCompra := (not bCompressao) and bSaindoCompressao and bLequeAlta and bConfCompra; + bVenda := (not bCompressao) and bSaindoCompressao and bLequeBaixa and bConfVenda; + end + else + begin + bCompra := (not bCompressao) and (not bZonaNeutra) + and ((bPullbackCompra and bConfCompra) or (bRompAlta and (iAlta >= ConfirmacoesRompimento))); + + bVenda := (not bCompressao) and (not bZonaNeutra) + and ((bPullbackVenda and bConfVenda) or (bRompBaixa and (iBaixa >= ConfirmacoesRompimento))); + end; + + if IsBought or IsSold then + iBarrasPosicao := iBarrasPosicao + 1 + else + iBarrasPosicao := 0; + + if (not IsBought) and (not IsSold) then + begin + if bCompra then + BuyAtMarket + else if bVenda then + SellShortAtMarket; + end; + + bSaidaOCOCompra := false; + bSaidaOCOVenda := false; + + if IsBought and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada - StopLossPontos; + fAlvoAtual := fPrecoEntrada + TakeProfitPontos; + bSaidaOCOCompra := UsarOCO and ((Low <= fStopAtual) or (High >= fAlvoAtual)); + end; + + if IsSold and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada + StopLossPontos; + fAlvoAtual := fPrecoEntrada - TakeProfitPontos; + bSaidaOCOVenda := UsarOCO and ((High >= fStopAtual) or (Low <= fAlvoAtual)); + end; + + if IsBought and ( + bCompressao + or bZonaNeutra + or (Close < mme20) + or bCandleForcaBaixa + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOCompra + ) then + ClosePosition; + + if IsSold and ( + bCompressao + or bZonaNeutra + or (Close > mme20) + or bCandleForcaAlta + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOVenda + ) then + ClosePosition; + + if (not bEstavaPosicionado) and IsBought then + fPrecoEntrada := Close; + + if (not bEstavaPosicionado) and IsSold then + fPrecoEntrada := Close; + + bEstavaPosicionado := IsBought or IsSold; +end; diff --git a/automacao_backtests/MEDIAS_20_50_200/Reprovados/robos_medias_v31_romp200.txt b/automacao_backtests/MEDIAS_20_50_200/Reprovados/robos_medias_v31_romp200.txt new file mode 100644 index 0000000..10d4b9b --- /dev/null +++ b/automacao_backtests/MEDIAS_20_50_200/Reprovados/robos_medias_v31_romp200.txt @@ -0,0 +1,229 @@ +{ + Estrategia: robos_medias_v31_romp200 + Autor: Wesley + Descricao: Rompimento da MMA200 com confirmacao por estrutura e candle de forca. +} + +input + ModoEstrategia(3); + DistanciaMinimaLequePontos(15); + DistanciaCompressao20x200(80); + DistanciaMaximaPrecoMME20(200); + DistanciaToqueMME20(80); + MinBarrasConfirmacao(2); + ConfirmacoesRompimento(2); + MinPercCorpoPA(0.5); + FatorPavioRejeicao(1.25); + UsarConfirmacaoCandle(true); + UsarOCO(true); + StopLossPontos(135); + TakeProfitPontos(216); + UsarSaidaPorTempo(true); + MaxBarrasPosicao(9); + +var + mme9, mme20, mma50, mma200 : float; + slope20, slope50, slope200 : float; + dist920, dist2050, dist50200, dist20200, distPreco20 : float; + topoLookback, fundoLookback : float; + rangeCandle, corpoCandle, pavioSup, pavioInf : float; + iAlta, iBaixa, iBarrasPosicao : integer; + bCompressao, bLequeAlta, bLequeBaixa : boolean; + bAcimaTodas, bAbaixoTodas, bEntre9e20, bEntre20e50, bEntre50e200, bZonaNeutra : boolean; + bCandleForcaAlta, bCandleForcaBaixa, bRejeicaoAlta, bRejeicaoBaixa : boolean; + bPullbackCompra, bPullbackVenda, bRompAlta, bRompBaixa, bSaindoCompressao : boolean; + bCompra, bVenda, bConfCompra, bConfVenda : boolean; + bEstavaPosicionado, bSaidaOCOCompra, bSaidaOCOVenda : boolean; + fPrecoEntrada, fStopAtual, fAlvoAtual : float; + +begin + mme9 := MediaExp(9, Close); + mme20 := MediaExp(20, Close); + mma50 := Media(50, Close); + mma200 := Media(200, Close); + + slope20 := mme20 - mme20[1]; + slope50 := mma50 - mma50[1]; + slope200 := mma200 - mma200[1]; + + dist920 := Abs(mme9 - mme20); + dist2050 := Abs(mme20 - mma50); + dist50200 := Abs(mma50 - mma200); + dist20200 := Abs(mme20 - mma200); + distPreco20 := Abs(Close - mme20); + + topoLookback := Highest(High, 12); + fundoLookback := Lowest(Low, 12); + + rangeCandle := Max(High - Low, 0.01); + corpoCandle := Abs(Close - Open); + pavioSup := High - Max(Open, Close); + pavioInf := Min(Open, Close) - Low; + + bAcimaTodas := (Close > mme9) and (Close > mme20) and (Close > mma50) and (Close > mma200); + bAbaixoTodas := (Close < mme9) and (Close < mme20) and (Close < mma50) and (Close < mma200); + + bEntre9e20 := ((Close <= mme9) and (Close >= mme20)) or ((Close >= mme9) and (Close <= mme20)); + bEntre20e50 := ((Close <= mme20) and (Close >= mma50)) or ((Close >= mme20) and (Close <= mma50)); + bEntre50e200 := ((Close <= mma50) and (Close >= mma200)) or ((Close >= mma50) and (Close <= mma200)); + bZonaNeutra := bEntre9e20 or bEntre20e50 or bEntre50e200; + + bCompressao := dist20200 <= DistanciaCompressao20x200; + bSaindoCompressao := (dist20200 > DistanciaCompressao20x200) and + ((dist20200[1] <= DistanciaCompressao20x200) or + (dist20200[2] <= DistanciaCompressao20x200) or + (dist20200[3] <= DistanciaCompressao20x200)); + + bLequeAlta := bAcimaTodas and (mme9 > mme20) and (mme20 > mma50) and (mma50 > mma200) + and (slope20 > 0) and (slope50 > 0) and (slope200 >= 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos) + and (dist50200 >= DistanciaMinimaLequePontos); + + bLequeBaixa := bAbaixoTodas and (mme9 < mme20) and (mme20 < mma50) and (mma50 < mma200) + and (slope20 < 0) and (slope50 < 0) and (slope200 <= 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos) + and (dist50200 >= DistanciaMinimaLequePontos); + + bCandleForcaAlta := (Close > Open) and ((corpoCandle / rangeCandle) >= MinPercCorpoPA); + bCandleForcaBaixa := (Close < Open) and ((corpoCandle / rangeCandle) >= MinPercCorpoPA); + + bRejeicaoAlta := (Close > Open) + and ((pavioInf >= (corpoCandle * FatorPavioRejeicao)) or (Low <= Low[1])) + and (Close > mme20); + + bRejeicaoBaixa := (Close < Open) + and ((pavioSup >= (corpoCandle * FatorPavioRejeicao)) or (High >= High[1])) + and (Close < mme20); + + bPullbackCompra := (not bCompressao) + and (mma50 > mma200) + and (slope20 > 0) + and (Abs(Low - mme20) <= DistanciaToqueMME20) + and bRejeicaoAlta; + + bPullbackVenda := (not bCompressao) + and (mma50 < mma200) + and (slope20 < 0) + and (Abs(High - mme20) <= DistanciaToqueMME20) + and bRejeicaoBaixa; + + bRompAlta := (Close > mma200) and (Close[1] <= mma200) + and (Close >= topoLookback[1]) + and (mme9 > mme20) + and bCandleForcaAlta; + + bRompBaixa := (Close < mma200) and (Close[1] >= mma200) + and (Close <= fundoLookback[1]) + and (mme9 < mme20) + and bCandleForcaBaixa; + + bConfCompra := (not UsarConfirmacaoCandle) or bCandleForcaAlta; + bConfVenda := (not UsarConfirmacaoCandle) or bCandleForcaBaixa; + + if bLequeAlta or bPullbackCompra or bRompAlta then + iAlta := iAlta + 1 + else + iAlta := 0; + + if bLequeBaixa or bPullbackVenda or bRompBaixa then + iBaixa := iBaixa + 1 + else + iBaixa := 0; + + bCompra := false; + bVenda := false; + + if ModoEstrategia = 1 then + begin + bCompra := bLequeAlta and (not bCompressao) and (not bZonaNeutra) + and (distPreco20 <= DistanciaMaximaPrecoMME20) + and bConfCompra and (iAlta >= MinBarrasConfirmacao); + + bVenda := bLequeBaixa and (not bCompressao) and (not bZonaNeutra) + and (distPreco20 <= DistanciaMaximaPrecoMME20) + and bConfVenda and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 2 then + begin + bCompra := bPullbackCompra and bConfCompra and (iAlta >= MinBarrasConfirmacao); + bVenda := bPullbackVenda and bConfVenda and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 3 then + begin + bCompra := bRompAlta and (iAlta >= ConfirmacoesRompimento); + bVenda := bRompBaixa and (iBaixa >= ConfirmacoesRompimento); + end + else if ModoEstrategia = 4 then + begin + bCompra := (not bCompressao) and bSaindoCompressao and bLequeAlta and bConfCompra; + bVenda := (not bCompressao) and bSaindoCompressao and bLequeBaixa and bConfVenda; + end + else + begin + bCompra := (not bCompressao) and (not bZonaNeutra) + and ((bPullbackCompra and bConfCompra) or (bRompAlta and (iAlta >= ConfirmacoesRompimento))); + + bVenda := (not bCompressao) and (not bZonaNeutra) + and ((bPullbackVenda and bConfVenda) or (bRompBaixa and (iBaixa >= ConfirmacoesRompimento))); + end; + + if IsBought or IsSold then + iBarrasPosicao := iBarrasPosicao + 1 + else + iBarrasPosicao := 0; + + if (not IsBought) and (not IsSold) then + begin + if bCompra then + BuyAtMarket + else if bVenda then + SellShortAtMarket; + end; + + bSaidaOCOCompra := false; + bSaidaOCOVenda := false; + + if IsBought and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada - StopLossPontos; + fAlvoAtual := fPrecoEntrada + TakeProfitPontos; + bSaidaOCOCompra := UsarOCO and ((Low <= fStopAtual) or (High >= fAlvoAtual)); + end; + + if IsSold and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada + StopLossPontos; + fAlvoAtual := fPrecoEntrada - TakeProfitPontos; + bSaidaOCOVenda := UsarOCO and ((High >= fStopAtual) or (Low <= fAlvoAtual)); + end; + + if IsBought and ( + bCompressao + or bZonaNeutra + or (Close < mme20) + or bCandleForcaBaixa + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOCompra + ) then + ClosePosition; + + if IsSold and ( + bCompressao + or bZonaNeutra + or (Close > mme20) + or bCandleForcaAlta + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOVenda + ) then + ClosePosition; + + if (not bEstavaPosicionado) and IsBought then + fPrecoEntrada := Close; + + if (not bEstavaPosicionado) and IsSold then + fPrecoEntrada := Close; + + bEstavaPosicionado := IsBought or IsSold; +end; diff --git a/automacao_backtests/MEDIAS_20_50_200/Reprovados/robos_medias_v32_romp200.txt b/automacao_backtests/MEDIAS_20_50_200/Reprovados/robos_medias_v32_romp200.txt new file mode 100644 index 0000000..7bd01c8 --- /dev/null +++ b/automacao_backtests/MEDIAS_20_50_200/Reprovados/robos_medias_v32_romp200.txt @@ -0,0 +1,229 @@ +{ + Estrategia: robos_medias_v32_romp200 + Autor: Wesley + Descricao: Rompimento da MMA200 com confirmacao por estrutura e candle de forca. +} + +input + ModoEstrategia(3); + DistanciaMinimaLequePontos(15); + DistanciaCompressao20x200(90); + DistanciaMaximaPrecoMME20(220); + DistanciaToqueMME20(80); + MinBarrasConfirmacao(3); + ConfirmacoesRompimento(1); + MinPercCorpoPA(0.55); + FatorPavioRejeicao(1.4); + UsarConfirmacaoCandle(true); + UsarOCO(true); + StopLossPontos(150); + TakeProfitPontos(255); + UsarSaidaPorTempo(true); + MaxBarrasPosicao(10); + +var + mme9, mme20, mma50, mma200 : float; + slope20, slope50, slope200 : float; + dist920, dist2050, dist50200, dist20200, distPreco20 : float; + topoLookback, fundoLookback : float; + rangeCandle, corpoCandle, pavioSup, pavioInf : float; + iAlta, iBaixa, iBarrasPosicao : integer; + bCompressao, bLequeAlta, bLequeBaixa : boolean; + bAcimaTodas, bAbaixoTodas, bEntre9e20, bEntre20e50, bEntre50e200, bZonaNeutra : boolean; + bCandleForcaAlta, bCandleForcaBaixa, bRejeicaoAlta, bRejeicaoBaixa : boolean; + bPullbackCompra, bPullbackVenda, bRompAlta, bRompBaixa, bSaindoCompressao : boolean; + bCompra, bVenda, bConfCompra, bConfVenda : boolean; + bEstavaPosicionado, bSaidaOCOCompra, bSaidaOCOVenda : boolean; + fPrecoEntrada, fStopAtual, fAlvoAtual : float; + +begin + mme9 := MediaExp(9, Close); + mme20 := MediaExp(20, Close); + mma50 := Media(50, Close); + mma200 := Media(200, Close); + + slope20 := mme20 - mme20[1]; + slope50 := mma50 - mma50[1]; + slope200 := mma200 - mma200[1]; + + dist920 := Abs(mme9 - mme20); + dist2050 := Abs(mme20 - mma50); + dist50200 := Abs(mma50 - mma200); + dist20200 := Abs(mme20 - mma200); + distPreco20 := Abs(Close - mme20); + + topoLookback := Highest(High, 12); + fundoLookback := Lowest(Low, 12); + + rangeCandle := Max(High - Low, 0.01); + corpoCandle := Abs(Close - Open); + pavioSup := High - Max(Open, Close); + pavioInf := Min(Open, Close) - Low; + + bAcimaTodas := (Close > mme9) and (Close > mme20) and (Close > mma50) and (Close > mma200); + bAbaixoTodas := (Close < mme9) and (Close < mme20) and (Close < mma50) and (Close < mma200); + + bEntre9e20 := ((Close <= mme9) and (Close >= mme20)) or ((Close >= mme9) and (Close <= mme20)); + bEntre20e50 := ((Close <= mme20) and (Close >= mma50)) or ((Close >= mme20) and (Close <= mma50)); + bEntre50e200 := ((Close <= mma50) and (Close >= mma200)) or ((Close >= mma50) and (Close <= mma200)); + bZonaNeutra := bEntre9e20 or bEntre20e50 or bEntre50e200; + + bCompressao := dist20200 <= DistanciaCompressao20x200; + bSaindoCompressao := (dist20200 > DistanciaCompressao20x200) and + ((dist20200[1] <= DistanciaCompressao20x200) or + (dist20200[2] <= DistanciaCompressao20x200) or + (dist20200[3] <= DistanciaCompressao20x200)); + + bLequeAlta := bAcimaTodas and (mme9 > mme20) and (mme20 > mma50) and (mma50 > mma200) + and (slope20 > 0) and (slope50 > 0) and (slope200 >= 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos) + and (dist50200 >= DistanciaMinimaLequePontos); + + bLequeBaixa := bAbaixoTodas and (mme9 < mme20) and (mme20 < mma50) and (mma50 < mma200) + and (slope20 < 0) and (slope50 < 0) and (slope200 <= 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos) + and (dist50200 >= DistanciaMinimaLequePontos); + + bCandleForcaAlta := (Close > Open) and ((corpoCandle / rangeCandle) >= MinPercCorpoPA); + bCandleForcaBaixa := (Close < Open) and ((corpoCandle / rangeCandle) >= MinPercCorpoPA); + + bRejeicaoAlta := (Close > Open) + and ((pavioInf >= (corpoCandle * FatorPavioRejeicao)) or (Low <= Low[1])) + and (Close > mme20); + + bRejeicaoBaixa := (Close < Open) + and ((pavioSup >= (corpoCandle * FatorPavioRejeicao)) or (High >= High[1])) + and (Close < mme20); + + bPullbackCompra := (not bCompressao) + and (mma50 > mma200) + and (slope20 > 0) + and (Abs(Low - mme20) <= DistanciaToqueMME20) + and bRejeicaoAlta; + + bPullbackVenda := (not bCompressao) + and (mma50 < mma200) + and (slope20 < 0) + and (Abs(High - mme20) <= DistanciaToqueMME20) + and bRejeicaoBaixa; + + bRompAlta := (Close > mma200) and (Close[1] <= mma200) + and (Close >= topoLookback[1]) + and (mme9 > mme20) + and bCandleForcaAlta; + + bRompBaixa := (Close < mma200) and (Close[1] >= mma200) + and (Close <= fundoLookback[1]) + and (mme9 < mme20) + and bCandleForcaBaixa; + + bConfCompra := (not UsarConfirmacaoCandle) or bCandleForcaAlta; + bConfVenda := (not UsarConfirmacaoCandle) or bCandleForcaBaixa; + + if bLequeAlta or bPullbackCompra or bRompAlta then + iAlta := iAlta + 1 + else + iAlta := 0; + + if bLequeBaixa or bPullbackVenda or bRompBaixa then + iBaixa := iBaixa + 1 + else + iBaixa := 0; + + bCompra := false; + bVenda := false; + + if ModoEstrategia = 1 then + begin + bCompra := bLequeAlta and (not bCompressao) and (not bZonaNeutra) + and (distPreco20 <= DistanciaMaximaPrecoMME20) + and bConfCompra and (iAlta >= MinBarrasConfirmacao); + + bVenda := bLequeBaixa and (not bCompressao) and (not bZonaNeutra) + and (distPreco20 <= DistanciaMaximaPrecoMME20) + and bConfVenda and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 2 then + begin + bCompra := bPullbackCompra and bConfCompra and (iAlta >= MinBarrasConfirmacao); + bVenda := bPullbackVenda and bConfVenda and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 3 then + begin + bCompra := bRompAlta and (iAlta >= ConfirmacoesRompimento); + bVenda := bRompBaixa and (iBaixa >= ConfirmacoesRompimento); + end + else if ModoEstrategia = 4 then + begin + bCompra := (not bCompressao) and bSaindoCompressao and bLequeAlta and bConfCompra; + bVenda := (not bCompressao) and bSaindoCompressao and bLequeBaixa and bConfVenda; + end + else + begin + bCompra := (not bCompressao) and (not bZonaNeutra) + and ((bPullbackCompra and bConfCompra) or (bRompAlta and (iAlta >= ConfirmacoesRompimento))); + + bVenda := (not bCompressao) and (not bZonaNeutra) + and ((bPullbackVenda and bConfVenda) or (bRompBaixa and (iBaixa >= ConfirmacoesRompimento))); + end; + + if IsBought or IsSold then + iBarrasPosicao := iBarrasPosicao + 1 + else + iBarrasPosicao := 0; + + if (not IsBought) and (not IsSold) then + begin + if bCompra then + BuyAtMarket + else if bVenda then + SellShortAtMarket; + end; + + bSaidaOCOCompra := false; + bSaidaOCOVenda := false; + + if IsBought and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada - StopLossPontos; + fAlvoAtual := fPrecoEntrada + TakeProfitPontos; + bSaidaOCOCompra := UsarOCO and ((Low <= fStopAtual) or (High >= fAlvoAtual)); + end; + + if IsSold and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada + StopLossPontos; + fAlvoAtual := fPrecoEntrada - TakeProfitPontos; + bSaidaOCOVenda := UsarOCO and ((High >= fStopAtual) or (Low <= fAlvoAtual)); + end; + + if IsBought and ( + bCompressao + or bZonaNeutra + or (Close < mme20) + or bCandleForcaBaixa + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOCompra + ) then + ClosePosition; + + if IsSold and ( + bCompressao + or bZonaNeutra + or (Close > mme20) + or bCandleForcaAlta + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOVenda + ) then + ClosePosition; + + if (not bEstavaPosicionado) and IsBought then + fPrecoEntrada := Close; + + if (not bEstavaPosicionado) and IsSold then + fPrecoEntrada := Close; + + bEstavaPosicionado := IsBought or IsSold; +end; diff --git a/automacao_backtests/MEDIAS_20_50_200/Reprovados/robos_medias_v33_romp200.txt b/automacao_backtests/MEDIAS_20_50_200/Reprovados/robos_medias_v33_romp200.txt new file mode 100644 index 0000000..afb8a8f --- /dev/null +++ b/automacao_backtests/MEDIAS_20_50_200/Reprovados/robos_medias_v33_romp200.txt @@ -0,0 +1,229 @@ +{ + Estrategia: robos_medias_v33_romp200 + Autor: Wesley + Descricao: Rompimento da MMA200 com confirmacao por estrutura e candle de forca. +} + +input + ModoEstrategia(3); + DistanciaMinimaLequePontos(15); + DistanciaCompressao20x200(100); + DistanciaMaximaPrecoMME20(240); + DistanciaToqueMME20(80); + MinBarrasConfirmacao(1); + ConfirmacoesRompimento(2); + MinPercCorpoPA(0.6); + FatorPavioRejeicao(1.55); + UsarConfirmacaoCandle(true); + UsarOCO(true); + StopLossPontos(165); + TakeProfitPontos(297); + UsarSaidaPorTempo(true); + MaxBarrasPosicao(11); + +var + mme9, mme20, mma50, mma200 : float; + slope20, slope50, slope200 : float; + dist920, dist2050, dist50200, dist20200, distPreco20 : float; + topoLookback, fundoLookback : float; + rangeCandle, corpoCandle, pavioSup, pavioInf : float; + iAlta, iBaixa, iBarrasPosicao : integer; + bCompressao, bLequeAlta, bLequeBaixa : boolean; + bAcimaTodas, bAbaixoTodas, bEntre9e20, bEntre20e50, bEntre50e200, bZonaNeutra : boolean; + bCandleForcaAlta, bCandleForcaBaixa, bRejeicaoAlta, bRejeicaoBaixa : boolean; + bPullbackCompra, bPullbackVenda, bRompAlta, bRompBaixa, bSaindoCompressao : boolean; + bCompra, bVenda, bConfCompra, bConfVenda : boolean; + bEstavaPosicionado, bSaidaOCOCompra, bSaidaOCOVenda : boolean; + fPrecoEntrada, fStopAtual, fAlvoAtual : float; + +begin + mme9 := MediaExp(9, Close); + mme20 := MediaExp(20, Close); + mma50 := Media(50, Close); + mma200 := Media(200, Close); + + slope20 := mme20 - mme20[1]; + slope50 := mma50 - mma50[1]; + slope200 := mma200 - mma200[1]; + + dist920 := Abs(mme9 - mme20); + dist2050 := Abs(mme20 - mma50); + dist50200 := Abs(mma50 - mma200); + dist20200 := Abs(mme20 - mma200); + distPreco20 := Abs(Close - mme20); + + topoLookback := Highest(High, 12); + fundoLookback := Lowest(Low, 12); + + rangeCandle := Max(High - Low, 0.01); + corpoCandle := Abs(Close - Open); + pavioSup := High - Max(Open, Close); + pavioInf := Min(Open, Close) - Low; + + bAcimaTodas := (Close > mme9) and (Close > mme20) and (Close > mma50) and (Close > mma200); + bAbaixoTodas := (Close < mme9) and (Close < mme20) and (Close < mma50) and (Close < mma200); + + bEntre9e20 := ((Close <= mme9) and (Close >= mme20)) or ((Close >= mme9) and (Close <= mme20)); + bEntre20e50 := ((Close <= mme20) and (Close >= mma50)) or ((Close >= mme20) and (Close <= mma50)); + bEntre50e200 := ((Close <= mma50) and (Close >= mma200)) or ((Close >= mma50) and (Close <= mma200)); + bZonaNeutra := bEntre9e20 or bEntre20e50 or bEntre50e200; + + bCompressao := dist20200 <= DistanciaCompressao20x200; + bSaindoCompressao := (dist20200 > DistanciaCompressao20x200) and + ((dist20200[1] <= DistanciaCompressao20x200) or + (dist20200[2] <= DistanciaCompressao20x200) or + (dist20200[3] <= DistanciaCompressao20x200)); + + bLequeAlta := bAcimaTodas and (mme9 > mme20) and (mme20 > mma50) and (mma50 > mma200) + and (slope20 > 0) and (slope50 > 0) and (slope200 >= 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos) + and (dist50200 >= DistanciaMinimaLequePontos); + + bLequeBaixa := bAbaixoTodas and (mme9 < mme20) and (mme20 < mma50) and (mma50 < mma200) + and (slope20 < 0) and (slope50 < 0) and (slope200 <= 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos) + and (dist50200 >= DistanciaMinimaLequePontos); + + bCandleForcaAlta := (Close > Open) and ((corpoCandle / rangeCandle) >= MinPercCorpoPA); + bCandleForcaBaixa := (Close < Open) and ((corpoCandle / rangeCandle) >= MinPercCorpoPA); + + bRejeicaoAlta := (Close > Open) + and ((pavioInf >= (corpoCandle * FatorPavioRejeicao)) or (Low <= Low[1])) + and (Close > mme20); + + bRejeicaoBaixa := (Close < Open) + and ((pavioSup >= (corpoCandle * FatorPavioRejeicao)) or (High >= High[1])) + and (Close < mme20); + + bPullbackCompra := (not bCompressao) + and (mma50 > mma200) + and (slope20 > 0) + and (Abs(Low - mme20) <= DistanciaToqueMME20) + and bRejeicaoAlta; + + bPullbackVenda := (not bCompressao) + and (mma50 < mma200) + and (slope20 < 0) + and (Abs(High - mme20) <= DistanciaToqueMME20) + and bRejeicaoBaixa; + + bRompAlta := (Close > mma200) and (Close[1] <= mma200) + and (Close >= topoLookback[1]) + and (mme9 > mme20) + and bCandleForcaAlta; + + bRompBaixa := (Close < mma200) and (Close[1] >= mma200) + and (Close <= fundoLookback[1]) + and (mme9 < mme20) + and bCandleForcaBaixa; + + bConfCompra := (not UsarConfirmacaoCandle) or bCandleForcaAlta; + bConfVenda := (not UsarConfirmacaoCandle) or bCandleForcaBaixa; + + if bLequeAlta or bPullbackCompra or bRompAlta then + iAlta := iAlta + 1 + else + iAlta := 0; + + if bLequeBaixa or bPullbackVenda or bRompBaixa then + iBaixa := iBaixa + 1 + else + iBaixa := 0; + + bCompra := false; + bVenda := false; + + if ModoEstrategia = 1 then + begin + bCompra := bLequeAlta and (not bCompressao) and (not bZonaNeutra) + and (distPreco20 <= DistanciaMaximaPrecoMME20) + and bConfCompra and (iAlta >= MinBarrasConfirmacao); + + bVenda := bLequeBaixa and (not bCompressao) and (not bZonaNeutra) + and (distPreco20 <= DistanciaMaximaPrecoMME20) + and bConfVenda and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 2 then + begin + bCompra := bPullbackCompra and bConfCompra and (iAlta >= MinBarrasConfirmacao); + bVenda := bPullbackVenda and bConfVenda and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 3 then + begin + bCompra := bRompAlta and (iAlta >= ConfirmacoesRompimento); + bVenda := bRompBaixa and (iBaixa >= ConfirmacoesRompimento); + end + else if ModoEstrategia = 4 then + begin + bCompra := (not bCompressao) and bSaindoCompressao and bLequeAlta and bConfCompra; + bVenda := (not bCompressao) and bSaindoCompressao and bLequeBaixa and bConfVenda; + end + else + begin + bCompra := (not bCompressao) and (not bZonaNeutra) + and ((bPullbackCompra and bConfCompra) or (bRompAlta and (iAlta >= ConfirmacoesRompimento))); + + bVenda := (not bCompressao) and (not bZonaNeutra) + and ((bPullbackVenda and bConfVenda) or (bRompBaixa and (iBaixa >= ConfirmacoesRompimento))); + end; + + if IsBought or IsSold then + iBarrasPosicao := iBarrasPosicao + 1 + else + iBarrasPosicao := 0; + + if (not IsBought) and (not IsSold) then + begin + if bCompra then + BuyAtMarket + else if bVenda then + SellShortAtMarket; + end; + + bSaidaOCOCompra := false; + bSaidaOCOVenda := false; + + if IsBought and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada - StopLossPontos; + fAlvoAtual := fPrecoEntrada + TakeProfitPontos; + bSaidaOCOCompra := UsarOCO and ((Low <= fStopAtual) or (High >= fAlvoAtual)); + end; + + if IsSold and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada + StopLossPontos; + fAlvoAtual := fPrecoEntrada - TakeProfitPontos; + bSaidaOCOVenda := UsarOCO and ((High >= fStopAtual) or (Low <= fAlvoAtual)); + end; + + if IsBought and ( + bCompressao + or bZonaNeutra + or (Close < mme20) + or bCandleForcaBaixa + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOCompra + ) then + ClosePosition; + + if IsSold and ( + bCompressao + or bZonaNeutra + or (Close > mme20) + or bCandleForcaAlta + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOVenda + ) then + ClosePosition; + + if (not bEstavaPosicionado) and IsBought then + fPrecoEntrada := Close; + + if (not bEstavaPosicionado) and IsSold then + fPrecoEntrada := Close; + + bEstavaPosicionado := IsBought or IsSold; +end; diff --git a/automacao_backtests/MEDIAS_20_50_200/Reprovados/robos_medias_v34_romp200resultado.txt b/automacao_backtests/MEDIAS_20_50_200/Reprovados/robos_medias_v34_romp200resultado.txt new file mode 100644 index 0000000..ab805c0 --- /dev/null +++ b/automacao_backtests/MEDIAS_20_50_200/Reprovados/robos_medias_v34_romp200resultado.txt @@ -0,0 +1,229 @@ +{ + Estrategia: robos_medias_v34_romp200 + Autor: Wesley + Descricao: Rompimento da MMA200 com confirmacao por estrutura e candle de forca. +} + +input + ModoEstrategia(3); + DistanciaMinimaLequePontos(15); + DistanciaCompressao20x200(110); + DistanciaMaximaPrecoMME20(260); + DistanciaToqueMME20(80); + MinBarrasConfirmacao(2); + ConfirmacoesRompimento(1); + MinPercCorpoPA(0.45); + FatorPavioRejeicao(1.1); + UsarConfirmacaoCandle(true); + UsarOCO(true); + StopLossPontos(180); + TakeProfitPontos(270); + UsarSaidaPorTempo(true); + MaxBarrasPosicao(12); + +var + mme9, mme20, mma50, mma200 : float; + slope20, slope50, slope200 : float; + dist920, dist2050, dist50200, dist20200, distPreco20 : float; + topoLookback, fundoLookback : float; + rangeCandle, corpoCandle, pavioSup, pavioInf : float; + iAlta, iBaixa, iBarrasPosicao : integer; + bCompressao, bLequeAlta, bLequeBaixa : boolean; + bAcimaTodas, bAbaixoTodas, bEntre9e20, bEntre20e50, bEntre50e200, bZonaNeutra : boolean; + bCandleForcaAlta, bCandleForcaBaixa, bRejeicaoAlta, bRejeicaoBaixa : boolean; + bPullbackCompra, bPullbackVenda, bRompAlta, bRompBaixa, bSaindoCompressao : boolean; + bCompra, bVenda, bConfCompra, bConfVenda : boolean; + bEstavaPosicionado, bSaidaOCOCompra, bSaidaOCOVenda : boolean; + fPrecoEntrada, fStopAtual, fAlvoAtual : float; + +begin + mme9 := MediaExp(9, Close); + mme20 := MediaExp(20, Close); + mma50 := Media(50, Close); + mma200 := Media(200, Close); + + slope20 := mme20 - mme20[1]; + slope50 := mma50 - mma50[1]; + slope200 := mma200 - mma200[1]; + + dist920 := Abs(mme9 - mme20); + dist2050 := Abs(mme20 - mma50); + dist50200 := Abs(mma50 - mma200); + dist20200 := Abs(mme20 - mma200); + distPreco20 := Abs(Close - mme20); + + topoLookback := Highest(High, 12); + fundoLookback := Lowest(Low, 12); + + rangeCandle := Max(High - Low, 0.01); + corpoCandle := Abs(Close - Open); + pavioSup := High - Max(Open, Close); + pavioInf := Min(Open, Close) - Low; + + bAcimaTodas := (Close > mme9) and (Close > mme20) and (Close > mma50) and (Close > mma200); + bAbaixoTodas := (Close < mme9) and (Close < mme20) and (Close < mma50) and (Close < mma200); + + bEntre9e20 := ((Close <= mme9) and (Close >= mme20)) or ((Close >= mme9) and (Close <= mme20)); + bEntre20e50 := ((Close <= mme20) and (Close >= mma50)) or ((Close >= mme20) and (Close <= mma50)); + bEntre50e200 := ((Close <= mma50) and (Close >= mma200)) or ((Close >= mma50) and (Close <= mma200)); + bZonaNeutra := bEntre9e20 or bEntre20e50 or bEntre50e200; + + bCompressao := dist20200 <= DistanciaCompressao20x200; + bSaindoCompressao := (dist20200 > DistanciaCompressao20x200) and + ((dist20200[1] <= DistanciaCompressao20x200) or + (dist20200[2] <= DistanciaCompressao20x200) or + (dist20200[3] <= DistanciaCompressao20x200)); + + bLequeAlta := bAcimaTodas and (mme9 > mme20) and (mme20 > mma50) and (mma50 > mma200) + and (slope20 > 0) and (slope50 > 0) and (slope200 >= 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos) + and (dist50200 >= DistanciaMinimaLequePontos); + + bLequeBaixa := bAbaixoTodas and (mme9 < mme20) and (mme20 < mma50) and (mma50 < mma200) + and (slope20 < 0) and (slope50 < 0) and (slope200 <= 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos) + and (dist50200 >= DistanciaMinimaLequePontos); + + bCandleForcaAlta := (Close > Open) and ((corpoCandle / rangeCandle) >= MinPercCorpoPA); + bCandleForcaBaixa := (Close < Open) and ((corpoCandle / rangeCandle) >= MinPercCorpoPA); + + bRejeicaoAlta := (Close > Open) + and ((pavioInf >= (corpoCandle * FatorPavioRejeicao)) or (Low <= Low[1])) + and (Close > mme20); + + bRejeicaoBaixa := (Close < Open) + and ((pavioSup >= (corpoCandle * FatorPavioRejeicao)) or (High >= High[1])) + and (Close < mme20); + + bPullbackCompra := (not bCompressao) + and (mma50 > mma200) + and (slope20 > 0) + and (Abs(Low - mme20) <= DistanciaToqueMME20) + and bRejeicaoAlta; + + bPullbackVenda := (not bCompressao) + and (mma50 < mma200) + and (slope20 < 0) + and (Abs(High - mme20) <= DistanciaToqueMME20) + and bRejeicaoBaixa; + + bRompAlta := (Close > mma200) and (Close[1] <= mma200) + and (Close >= topoLookback[1]) + and (mme9 > mme20) + and bCandleForcaAlta; + + bRompBaixa := (Close < mma200) and (Close[1] >= mma200) + and (Close <= fundoLookback[1]) + and (mme9 < mme20) + and bCandleForcaBaixa; + + bConfCompra := (not UsarConfirmacaoCandle) or bCandleForcaAlta; + bConfVenda := (not UsarConfirmacaoCandle) or bCandleForcaBaixa; + + if bLequeAlta or bPullbackCompra or bRompAlta then + iAlta := iAlta + 1 + else + iAlta := 0; + + if bLequeBaixa or bPullbackVenda or bRompBaixa then + iBaixa := iBaixa + 1 + else + iBaixa := 0; + + bCompra := false; + bVenda := false; + + if ModoEstrategia = 1 then + begin + bCompra := bLequeAlta and (not bCompressao) and (not bZonaNeutra) + and (distPreco20 <= DistanciaMaximaPrecoMME20) + and bConfCompra and (iAlta >= MinBarrasConfirmacao); + + bVenda := bLequeBaixa and (not bCompressao) and (not bZonaNeutra) + and (distPreco20 <= DistanciaMaximaPrecoMME20) + and bConfVenda and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 2 then + begin + bCompra := bPullbackCompra and bConfCompra and (iAlta >= MinBarrasConfirmacao); + bVenda := bPullbackVenda and bConfVenda and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 3 then + begin + bCompra := bRompAlta and (iAlta >= ConfirmacoesRompimento); + bVenda := bRompBaixa and (iBaixa >= ConfirmacoesRompimento); + end + else if ModoEstrategia = 4 then + begin + bCompra := (not bCompressao) and bSaindoCompressao and bLequeAlta and bConfCompra; + bVenda := (not bCompressao) and bSaindoCompressao and bLequeBaixa and bConfVenda; + end + else + begin + bCompra := (not bCompressao) and (not bZonaNeutra) + and ((bPullbackCompra and bConfCompra) or (bRompAlta and (iAlta >= ConfirmacoesRompimento))); + + bVenda := (not bCompressao) and (not bZonaNeutra) + and ((bPullbackVenda and bConfVenda) or (bRompBaixa and (iBaixa >= ConfirmacoesRompimento))); + end; + + if IsBought or IsSold then + iBarrasPosicao := iBarrasPosicao + 1 + else + iBarrasPosicao := 0; + + if (not IsBought) and (not IsSold) then + begin + if bCompra then + BuyAtMarket + else if bVenda then + SellShortAtMarket; + end; + + bSaidaOCOCompra := false; + bSaidaOCOVenda := false; + + if IsBought and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada - StopLossPontos; + fAlvoAtual := fPrecoEntrada + TakeProfitPontos; + bSaidaOCOCompra := UsarOCO and ((Low <= fStopAtual) or (High >= fAlvoAtual)); + end; + + if IsSold and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada + StopLossPontos; + fAlvoAtual := fPrecoEntrada - TakeProfitPontos; + bSaidaOCOVenda := UsarOCO and ((High >= fStopAtual) or (Low <= fAlvoAtual)); + end; + + if IsBought and ( + bCompressao + or bZonaNeutra + or (Close < mme20) + or bCandleForcaBaixa + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOCompra + ) then + ClosePosition; + + if IsSold and ( + bCompressao + or bZonaNeutra + or (Close > mme20) + or bCandleForcaAlta + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOVenda + ) then + ClosePosition; + + if (not bEstavaPosicionado) and IsBought then + fPrecoEntrada := Close; + + if (not bEstavaPosicionado) and IsSold then + fPrecoEntrada := Close; + + bEstavaPosicionado := IsBought or IsSold; +end; diff --git a/automacao_backtests/MEDIAS_20_50_200/Reprovados/robos_medias_v35_compressao.txt b/automacao_backtests/MEDIAS_20_50_200/Reprovados/robos_medias_v35_compressao.txt new file mode 100644 index 0000000..cf18978 --- /dev/null +++ b/automacao_backtests/MEDIAS_20_50_200/Reprovados/robos_medias_v35_compressao.txt @@ -0,0 +1,229 @@ +{ + Estrategia: robos_medias_v35_compressao + Autor: Wesley + Descricao: Filtro de compressao 20x200 com entrada na saida da compressao direcional. +} + +input + ModoEstrategia(4); + DistanciaMinimaLequePontos(15); + DistanciaCompressao20x200(70); + DistanciaMaximaPrecoMME20(280); + DistanciaToqueMME20(80); + MinBarrasConfirmacao(3); + ConfirmacoesRompimento(2); + MinPercCorpoPA(0.5); + FatorPavioRejeicao(1.25); + UsarConfirmacaoCandle(true); + UsarOCO(true); + StopLossPontos(195); + TakeProfitPontos(312); + UsarSaidaPorTempo(true); + MaxBarrasPosicao(13); + +var + mme9, mme20, mma50, mma200 : float; + slope20, slope50, slope200 : float; + dist920, dist2050, dist50200, dist20200, distPreco20 : float; + topoLookback, fundoLookback : float; + rangeCandle, corpoCandle, pavioSup, pavioInf : float; + iAlta, iBaixa, iBarrasPosicao : integer; + bCompressao, bLequeAlta, bLequeBaixa : boolean; + bAcimaTodas, bAbaixoTodas, bEntre9e20, bEntre20e50, bEntre50e200, bZonaNeutra : boolean; + bCandleForcaAlta, bCandleForcaBaixa, bRejeicaoAlta, bRejeicaoBaixa : boolean; + bPullbackCompra, bPullbackVenda, bRompAlta, bRompBaixa, bSaindoCompressao : boolean; + bCompra, bVenda, bConfCompra, bConfVenda : boolean; + bEstavaPosicionado, bSaidaOCOCompra, bSaidaOCOVenda : boolean; + fPrecoEntrada, fStopAtual, fAlvoAtual : float; + +begin + mme9 := MediaExp(9, Close); + mme20 := MediaExp(20, Close); + mma50 := Media(50, Close); + mma200 := Media(200, Close); + + slope20 := mme20 - mme20[1]; + slope50 := mma50 - mma50[1]; + slope200 := mma200 - mma200[1]; + + dist920 := Abs(mme9 - mme20); + dist2050 := Abs(mme20 - mma50); + dist50200 := Abs(mma50 - mma200); + dist20200 := Abs(mme20 - mma200); + distPreco20 := Abs(Close - mme20); + + topoLookback := Highest(High, 12); + fundoLookback := Lowest(Low, 12); + + rangeCandle := Max(High - Low, 0.01); + corpoCandle := Abs(Close - Open); + pavioSup := High - Max(Open, Close); + pavioInf := Min(Open, Close) - Low; + + bAcimaTodas := (Close > mme9) and (Close > mme20) and (Close > mma50) and (Close > mma200); + bAbaixoTodas := (Close < mme9) and (Close < mme20) and (Close < mma50) and (Close < mma200); + + bEntre9e20 := ((Close <= mme9) and (Close >= mme20)) or ((Close >= mme9) and (Close <= mme20)); + bEntre20e50 := ((Close <= mme20) and (Close >= mma50)) or ((Close >= mme20) and (Close <= mma50)); + bEntre50e200 := ((Close <= mma50) and (Close >= mma200)) or ((Close >= mma50) and (Close <= mma200)); + bZonaNeutra := bEntre9e20 or bEntre20e50 or bEntre50e200; + + bCompressao := dist20200 <= DistanciaCompressao20x200; + bSaindoCompressao := (dist20200 > DistanciaCompressao20x200) and + ((dist20200[1] <= DistanciaCompressao20x200) or + (dist20200[2] <= DistanciaCompressao20x200) or + (dist20200[3] <= DistanciaCompressao20x200)); + + bLequeAlta := bAcimaTodas and (mme9 > mme20) and (mme20 > mma50) and (mma50 > mma200) + and (slope20 > 0) and (slope50 > 0) and (slope200 >= 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos) + and (dist50200 >= DistanciaMinimaLequePontos); + + bLequeBaixa := bAbaixoTodas and (mme9 < mme20) and (mme20 < mma50) and (mma50 < mma200) + and (slope20 < 0) and (slope50 < 0) and (slope200 <= 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos) + and (dist50200 >= DistanciaMinimaLequePontos); + + bCandleForcaAlta := (Close > Open) and ((corpoCandle / rangeCandle) >= MinPercCorpoPA); + bCandleForcaBaixa := (Close < Open) and ((corpoCandle / rangeCandle) >= MinPercCorpoPA); + + bRejeicaoAlta := (Close > Open) + and ((pavioInf >= (corpoCandle * FatorPavioRejeicao)) or (Low <= Low[1])) + and (Close > mme20); + + bRejeicaoBaixa := (Close < Open) + and ((pavioSup >= (corpoCandle * FatorPavioRejeicao)) or (High >= High[1])) + and (Close < mme20); + + bPullbackCompra := (not bCompressao) + and (mma50 > mma200) + and (slope20 > 0) + and (Abs(Low - mme20) <= DistanciaToqueMME20) + and bRejeicaoAlta; + + bPullbackVenda := (not bCompressao) + and (mma50 < mma200) + and (slope20 < 0) + and (Abs(High - mme20) <= DistanciaToqueMME20) + and bRejeicaoBaixa; + + bRompAlta := (Close > mma200) and (Close[1] <= mma200) + and (Close >= topoLookback[1]) + and (mme9 > mme20) + and bCandleForcaAlta; + + bRompBaixa := (Close < mma200) and (Close[1] >= mma200) + and (Close <= fundoLookback[1]) + and (mme9 < mme20) + and bCandleForcaBaixa; + + bConfCompra := (not UsarConfirmacaoCandle) or bCandleForcaAlta; + bConfVenda := (not UsarConfirmacaoCandle) or bCandleForcaBaixa; + + if bLequeAlta or bPullbackCompra or bRompAlta then + iAlta := iAlta + 1 + else + iAlta := 0; + + if bLequeBaixa or bPullbackVenda or bRompBaixa then + iBaixa := iBaixa + 1 + else + iBaixa := 0; + + bCompra := false; + bVenda := false; + + if ModoEstrategia = 1 then + begin + bCompra := bLequeAlta and (not bCompressao) and (not bZonaNeutra) + and (distPreco20 <= DistanciaMaximaPrecoMME20) + and bConfCompra and (iAlta >= MinBarrasConfirmacao); + + bVenda := bLequeBaixa and (not bCompressao) and (not bZonaNeutra) + and (distPreco20 <= DistanciaMaximaPrecoMME20) + and bConfVenda and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 2 then + begin + bCompra := bPullbackCompra and bConfCompra and (iAlta >= MinBarrasConfirmacao); + bVenda := bPullbackVenda and bConfVenda and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 3 then + begin + bCompra := bRompAlta and (iAlta >= ConfirmacoesRompimento); + bVenda := bRompBaixa and (iBaixa >= ConfirmacoesRompimento); + end + else if ModoEstrategia = 4 then + begin + bCompra := (not bCompressao) and bSaindoCompressao and bLequeAlta and bConfCompra; + bVenda := (not bCompressao) and bSaindoCompressao and bLequeBaixa and bConfVenda; + end + else + begin + bCompra := (not bCompressao) and (not bZonaNeutra) + and ((bPullbackCompra and bConfCompra) or (bRompAlta and (iAlta >= ConfirmacoesRompimento))); + + bVenda := (not bCompressao) and (not bZonaNeutra) + and ((bPullbackVenda and bConfVenda) or (bRompBaixa and (iBaixa >= ConfirmacoesRompimento))); + end; + + if IsBought or IsSold then + iBarrasPosicao := iBarrasPosicao + 1 + else + iBarrasPosicao := 0; + + if (not IsBought) and (not IsSold) then + begin + if bCompra then + BuyAtMarket + else if bVenda then + SellShortAtMarket; + end; + + bSaidaOCOCompra := false; + bSaidaOCOVenda := false; + + if IsBought and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada - StopLossPontos; + fAlvoAtual := fPrecoEntrada + TakeProfitPontos; + bSaidaOCOCompra := UsarOCO and ((Low <= fStopAtual) or (High >= fAlvoAtual)); + end; + + if IsSold and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada + StopLossPontos; + fAlvoAtual := fPrecoEntrada - TakeProfitPontos; + bSaidaOCOVenda := UsarOCO and ((High >= fStopAtual) or (Low <= fAlvoAtual)); + end; + + if IsBought and ( + bCompressao + or bZonaNeutra + or (Close < mme20) + or bCandleForcaBaixa + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOCompra + ) then + ClosePosition; + + if IsSold and ( + bCompressao + or bZonaNeutra + or (Close > mme20) + or bCandleForcaAlta + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOVenda + ) then + ClosePosition; + + if (not bEstavaPosicionado) and IsBought then + fPrecoEntrada := Close; + + if (not bEstavaPosicionado) and IsSold then + fPrecoEntrada := Close; + + bEstavaPosicionado := IsBought or IsSold; +end; diff --git a/automacao_backtests/MEDIAS_20_50_200/Reprovados/robos_medias_v36_compressao.txt b/automacao_backtests/MEDIAS_20_50_200/Reprovados/robos_medias_v36_compressao.txt new file mode 100644 index 0000000..6cd0e47 --- /dev/null +++ b/automacao_backtests/MEDIAS_20_50_200/Reprovados/robos_medias_v36_compressao.txt @@ -0,0 +1,229 @@ +{ + Estrategia: robos_medias_v36_compressao + Autor: Wesley + Descricao: Filtro de compressao 20x200 com entrada na saida da compressao direcional. +} + +input + ModoEstrategia(4); + DistanciaMinimaLequePontos(15); + DistanciaCompressao20x200(80); + DistanciaMaximaPrecoMME20(180); + DistanciaToqueMME20(80); + MinBarrasConfirmacao(1); + ConfirmacoesRompimento(1); + MinPercCorpoPA(0.55); + FatorPavioRejeicao(1.4); + UsarConfirmacaoCandle(true); + UsarOCO(true); + StopLossPontos(210); + TakeProfitPontos(357); + UsarSaidaPorTempo(true); + MaxBarrasPosicao(8); + +var + mme9, mme20, mma50, mma200 : float; + slope20, slope50, slope200 : float; + dist920, dist2050, dist50200, dist20200, distPreco20 : float; + topoLookback, fundoLookback : float; + rangeCandle, corpoCandle, pavioSup, pavioInf : float; + iAlta, iBaixa, iBarrasPosicao : integer; + bCompressao, bLequeAlta, bLequeBaixa : boolean; + bAcimaTodas, bAbaixoTodas, bEntre9e20, bEntre20e50, bEntre50e200, bZonaNeutra : boolean; + bCandleForcaAlta, bCandleForcaBaixa, bRejeicaoAlta, bRejeicaoBaixa : boolean; + bPullbackCompra, bPullbackVenda, bRompAlta, bRompBaixa, bSaindoCompressao : boolean; + bCompra, bVenda, bConfCompra, bConfVenda : boolean; + bEstavaPosicionado, bSaidaOCOCompra, bSaidaOCOVenda : boolean; + fPrecoEntrada, fStopAtual, fAlvoAtual : float; + +begin + mme9 := MediaExp(9, Close); + mme20 := MediaExp(20, Close); + mma50 := Media(50, Close); + mma200 := Media(200, Close); + + slope20 := mme20 - mme20[1]; + slope50 := mma50 - mma50[1]; + slope200 := mma200 - mma200[1]; + + dist920 := Abs(mme9 - mme20); + dist2050 := Abs(mme20 - mma50); + dist50200 := Abs(mma50 - mma200); + dist20200 := Abs(mme20 - mma200); + distPreco20 := Abs(Close - mme20); + + topoLookback := Highest(High, 12); + fundoLookback := Lowest(Low, 12); + + rangeCandle := Max(High - Low, 0.01); + corpoCandle := Abs(Close - Open); + pavioSup := High - Max(Open, Close); + pavioInf := Min(Open, Close) - Low; + + bAcimaTodas := (Close > mme9) and (Close > mme20) and (Close > mma50) and (Close > mma200); + bAbaixoTodas := (Close < mme9) and (Close < mme20) and (Close < mma50) and (Close < mma200); + + bEntre9e20 := ((Close <= mme9) and (Close >= mme20)) or ((Close >= mme9) and (Close <= mme20)); + bEntre20e50 := ((Close <= mme20) and (Close >= mma50)) or ((Close >= mme20) and (Close <= mma50)); + bEntre50e200 := ((Close <= mma50) and (Close >= mma200)) or ((Close >= mma50) and (Close <= mma200)); + bZonaNeutra := bEntre9e20 or bEntre20e50 or bEntre50e200; + + bCompressao := dist20200 <= DistanciaCompressao20x200; + bSaindoCompressao := (dist20200 > DistanciaCompressao20x200) and + ((dist20200[1] <= DistanciaCompressao20x200) or + (dist20200[2] <= DistanciaCompressao20x200) or + (dist20200[3] <= DistanciaCompressao20x200)); + + bLequeAlta := bAcimaTodas and (mme9 > mme20) and (mme20 > mma50) and (mma50 > mma200) + and (slope20 > 0) and (slope50 > 0) and (slope200 >= 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos) + and (dist50200 >= DistanciaMinimaLequePontos); + + bLequeBaixa := bAbaixoTodas and (mme9 < mme20) and (mme20 < mma50) and (mma50 < mma200) + and (slope20 < 0) and (slope50 < 0) and (slope200 <= 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos) + and (dist50200 >= DistanciaMinimaLequePontos); + + bCandleForcaAlta := (Close > Open) and ((corpoCandle / rangeCandle) >= MinPercCorpoPA); + bCandleForcaBaixa := (Close < Open) and ((corpoCandle / rangeCandle) >= MinPercCorpoPA); + + bRejeicaoAlta := (Close > Open) + and ((pavioInf >= (corpoCandle * FatorPavioRejeicao)) or (Low <= Low[1])) + and (Close > mme20); + + bRejeicaoBaixa := (Close < Open) + and ((pavioSup >= (corpoCandle * FatorPavioRejeicao)) or (High >= High[1])) + and (Close < mme20); + + bPullbackCompra := (not bCompressao) + and (mma50 > mma200) + and (slope20 > 0) + and (Abs(Low - mme20) <= DistanciaToqueMME20) + and bRejeicaoAlta; + + bPullbackVenda := (not bCompressao) + and (mma50 < mma200) + and (slope20 < 0) + and (Abs(High - mme20) <= DistanciaToqueMME20) + and bRejeicaoBaixa; + + bRompAlta := (Close > mma200) and (Close[1] <= mma200) + and (Close >= topoLookback[1]) + and (mme9 > mme20) + and bCandleForcaAlta; + + bRompBaixa := (Close < mma200) and (Close[1] >= mma200) + and (Close <= fundoLookback[1]) + and (mme9 < mme20) + and bCandleForcaBaixa; + + bConfCompra := (not UsarConfirmacaoCandle) or bCandleForcaAlta; + bConfVenda := (not UsarConfirmacaoCandle) or bCandleForcaBaixa; + + if bLequeAlta or bPullbackCompra or bRompAlta then + iAlta := iAlta + 1 + else + iAlta := 0; + + if bLequeBaixa or bPullbackVenda or bRompBaixa then + iBaixa := iBaixa + 1 + else + iBaixa := 0; + + bCompra := false; + bVenda := false; + + if ModoEstrategia = 1 then + begin + bCompra := bLequeAlta and (not bCompressao) and (not bZonaNeutra) + and (distPreco20 <= DistanciaMaximaPrecoMME20) + and bConfCompra and (iAlta >= MinBarrasConfirmacao); + + bVenda := bLequeBaixa and (not bCompressao) and (not bZonaNeutra) + and (distPreco20 <= DistanciaMaximaPrecoMME20) + and bConfVenda and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 2 then + begin + bCompra := bPullbackCompra and bConfCompra and (iAlta >= MinBarrasConfirmacao); + bVenda := bPullbackVenda and bConfVenda and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 3 then + begin + bCompra := bRompAlta and (iAlta >= ConfirmacoesRompimento); + bVenda := bRompBaixa and (iBaixa >= ConfirmacoesRompimento); + end + else if ModoEstrategia = 4 then + begin + bCompra := (not bCompressao) and bSaindoCompressao and bLequeAlta and bConfCompra; + bVenda := (not bCompressao) and bSaindoCompressao and bLequeBaixa and bConfVenda; + end + else + begin + bCompra := (not bCompressao) and (not bZonaNeutra) + and ((bPullbackCompra and bConfCompra) or (bRompAlta and (iAlta >= ConfirmacoesRompimento))); + + bVenda := (not bCompressao) and (not bZonaNeutra) + and ((bPullbackVenda and bConfVenda) or (bRompBaixa and (iBaixa >= ConfirmacoesRompimento))); + end; + + if IsBought or IsSold then + iBarrasPosicao := iBarrasPosicao + 1 + else + iBarrasPosicao := 0; + + if (not IsBought) and (not IsSold) then + begin + if bCompra then + BuyAtMarket + else if bVenda then + SellShortAtMarket; + end; + + bSaidaOCOCompra := false; + bSaidaOCOVenda := false; + + if IsBought and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada - StopLossPontos; + fAlvoAtual := fPrecoEntrada + TakeProfitPontos; + bSaidaOCOCompra := UsarOCO and ((Low <= fStopAtual) or (High >= fAlvoAtual)); + end; + + if IsSold and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada + StopLossPontos; + fAlvoAtual := fPrecoEntrada - TakeProfitPontos; + bSaidaOCOVenda := UsarOCO and ((High >= fStopAtual) or (Low <= fAlvoAtual)); + end; + + if IsBought and ( + bCompressao + or bZonaNeutra + or (Close < mme20) + or bCandleForcaBaixa + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOCompra + ) then + ClosePosition; + + if IsSold and ( + bCompressao + or bZonaNeutra + or (Close > mme20) + or bCandleForcaAlta + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOVenda + ) then + ClosePosition; + + if (not bEstavaPosicionado) and IsBought then + fPrecoEntrada := Close; + + if (not bEstavaPosicionado) and IsSold then + fPrecoEntrada := Close; + + bEstavaPosicionado := IsBought or IsSold; +end; diff --git a/automacao_backtests/MEDIAS_20_50_200/Reprovados/robos_medias_v37_compressao.txt b/automacao_backtests/MEDIAS_20_50_200/Reprovados/robos_medias_v37_compressao.txt new file mode 100644 index 0000000..b2a1af1 --- /dev/null +++ b/automacao_backtests/MEDIAS_20_50_200/Reprovados/robos_medias_v37_compressao.txt @@ -0,0 +1,229 @@ +{ + Estrategia: robos_medias_v37_compressao + Autor: Wesley + Descricao: Filtro de compressao 20x200 com entrada na saida da compressao direcional. +} + +input + ModoEstrategia(4); + DistanciaMinimaLequePontos(15); + DistanciaCompressao20x200(90); + DistanciaMaximaPrecoMME20(200); + DistanciaToqueMME20(80); + MinBarrasConfirmacao(2); + ConfirmacoesRompimento(2); + MinPercCorpoPA(0.6); + FatorPavioRejeicao(1.55); + UsarConfirmacaoCandle(true); + UsarOCO(true); + StopLossPontos(225); + TakeProfitPontos(405); + UsarSaidaPorTempo(true); + MaxBarrasPosicao(9); + +var + mme9, mme20, mma50, mma200 : float; + slope20, slope50, slope200 : float; + dist920, dist2050, dist50200, dist20200, distPreco20 : float; + topoLookback, fundoLookback : float; + rangeCandle, corpoCandle, pavioSup, pavioInf : float; + iAlta, iBaixa, iBarrasPosicao : integer; + bCompressao, bLequeAlta, bLequeBaixa : boolean; + bAcimaTodas, bAbaixoTodas, bEntre9e20, bEntre20e50, bEntre50e200, bZonaNeutra : boolean; + bCandleForcaAlta, bCandleForcaBaixa, bRejeicaoAlta, bRejeicaoBaixa : boolean; + bPullbackCompra, bPullbackVenda, bRompAlta, bRompBaixa, bSaindoCompressao : boolean; + bCompra, bVenda, bConfCompra, bConfVenda : boolean; + bEstavaPosicionado, bSaidaOCOCompra, bSaidaOCOVenda : boolean; + fPrecoEntrada, fStopAtual, fAlvoAtual : float; + +begin + mme9 := MediaExp(9, Close); + mme20 := MediaExp(20, Close); + mma50 := Media(50, Close); + mma200 := Media(200, Close); + + slope20 := mme20 - mme20[1]; + slope50 := mma50 - mma50[1]; + slope200 := mma200 - mma200[1]; + + dist920 := Abs(mme9 - mme20); + dist2050 := Abs(mme20 - mma50); + dist50200 := Abs(mma50 - mma200); + dist20200 := Abs(mme20 - mma200); + distPreco20 := Abs(Close - mme20); + + topoLookback := Highest(High, 12); + fundoLookback := Lowest(Low, 12); + + rangeCandle := Max(High - Low, 0.01); + corpoCandle := Abs(Close - Open); + pavioSup := High - Max(Open, Close); + pavioInf := Min(Open, Close) - Low; + + bAcimaTodas := (Close > mme9) and (Close > mme20) and (Close > mma50) and (Close > mma200); + bAbaixoTodas := (Close < mme9) and (Close < mme20) and (Close < mma50) and (Close < mma200); + + bEntre9e20 := ((Close <= mme9) and (Close >= mme20)) or ((Close >= mme9) and (Close <= mme20)); + bEntre20e50 := ((Close <= mme20) and (Close >= mma50)) or ((Close >= mme20) and (Close <= mma50)); + bEntre50e200 := ((Close <= mma50) and (Close >= mma200)) or ((Close >= mma50) and (Close <= mma200)); + bZonaNeutra := bEntre9e20 or bEntre20e50 or bEntre50e200; + + bCompressao := dist20200 <= DistanciaCompressao20x200; + bSaindoCompressao := (dist20200 > DistanciaCompressao20x200) and + ((dist20200[1] <= DistanciaCompressao20x200) or + (dist20200[2] <= DistanciaCompressao20x200) or + (dist20200[3] <= DistanciaCompressao20x200)); + + bLequeAlta := bAcimaTodas and (mme9 > mme20) and (mme20 > mma50) and (mma50 > mma200) + and (slope20 > 0) and (slope50 > 0) and (slope200 >= 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos) + and (dist50200 >= DistanciaMinimaLequePontos); + + bLequeBaixa := bAbaixoTodas and (mme9 < mme20) and (mme20 < mma50) and (mma50 < mma200) + and (slope20 < 0) and (slope50 < 0) and (slope200 <= 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos) + and (dist50200 >= DistanciaMinimaLequePontos); + + bCandleForcaAlta := (Close > Open) and ((corpoCandle / rangeCandle) >= MinPercCorpoPA); + bCandleForcaBaixa := (Close < Open) and ((corpoCandle / rangeCandle) >= MinPercCorpoPA); + + bRejeicaoAlta := (Close > Open) + and ((pavioInf >= (corpoCandle * FatorPavioRejeicao)) or (Low <= Low[1])) + and (Close > mme20); + + bRejeicaoBaixa := (Close < Open) + and ((pavioSup >= (corpoCandle * FatorPavioRejeicao)) or (High >= High[1])) + and (Close < mme20); + + bPullbackCompra := (not bCompressao) + and (mma50 > mma200) + and (slope20 > 0) + and (Abs(Low - mme20) <= DistanciaToqueMME20) + and bRejeicaoAlta; + + bPullbackVenda := (not bCompressao) + and (mma50 < mma200) + and (slope20 < 0) + and (Abs(High - mme20) <= DistanciaToqueMME20) + and bRejeicaoBaixa; + + bRompAlta := (Close > mma200) and (Close[1] <= mma200) + and (Close >= topoLookback[1]) + and (mme9 > mme20) + and bCandleForcaAlta; + + bRompBaixa := (Close < mma200) and (Close[1] >= mma200) + and (Close <= fundoLookback[1]) + and (mme9 < mme20) + and bCandleForcaBaixa; + + bConfCompra := (not UsarConfirmacaoCandle) or bCandleForcaAlta; + bConfVenda := (not UsarConfirmacaoCandle) or bCandleForcaBaixa; + + if bLequeAlta or bPullbackCompra or bRompAlta then + iAlta := iAlta + 1 + else + iAlta := 0; + + if bLequeBaixa or bPullbackVenda or bRompBaixa then + iBaixa := iBaixa + 1 + else + iBaixa := 0; + + bCompra := false; + bVenda := false; + + if ModoEstrategia = 1 then + begin + bCompra := bLequeAlta and (not bCompressao) and (not bZonaNeutra) + and (distPreco20 <= DistanciaMaximaPrecoMME20) + and bConfCompra and (iAlta >= MinBarrasConfirmacao); + + bVenda := bLequeBaixa and (not bCompressao) and (not bZonaNeutra) + and (distPreco20 <= DistanciaMaximaPrecoMME20) + and bConfVenda and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 2 then + begin + bCompra := bPullbackCompra and bConfCompra and (iAlta >= MinBarrasConfirmacao); + bVenda := bPullbackVenda and bConfVenda and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 3 then + begin + bCompra := bRompAlta and (iAlta >= ConfirmacoesRompimento); + bVenda := bRompBaixa and (iBaixa >= ConfirmacoesRompimento); + end + else if ModoEstrategia = 4 then + begin + bCompra := (not bCompressao) and bSaindoCompressao and bLequeAlta and bConfCompra; + bVenda := (not bCompressao) and bSaindoCompressao and bLequeBaixa and bConfVenda; + end + else + begin + bCompra := (not bCompressao) and (not bZonaNeutra) + and ((bPullbackCompra and bConfCompra) or (bRompAlta and (iAlta >= ConfirmacoesRompimento))); + + bVenda := (not bCompressao) and (not bZonaNeutra) + and ((bPullbackVenda and bConfVenda) or (bRompBaixa and (iBaixa >= ConfirmacoesRompimento))); + end; + + if IsBought or IsSold then + iBarrasPosicao := iBarrasPosicao + 1 + else + iBarrasPosicao := 0; + + if (not IsBought) and (not IsSold) then + begin + if bCompra then + BuyAtMarket + else if bVenda then + SellShortAtMarket; + end; + + bSaidaOCOCompra := false; + bSaidaOCOVenda := false; + + if IsBought and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada - StopLossPontos; + fAlvoAtual := fPrecoEntrada + TakeProfitPontos; + bSaidaOCOCompra := UsarOCO and ((Low <= fStopAtual) or (High >= fAlvoAtual)); + end; + + if IsSold and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada + StopLossPontos; + fAlvoAtual := fPrecoEntrada - TakeProfitPontos; + bSaidaOCOVenda := UsarOCO and ((High >= fStopAtual) or (Low <= fAlvoAtual)); + end; + + if IsBought and ( + bCompressao + or bZonaNeutra + or (Close < mme20) + or bCandleForcaBaixa + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOCompra + ) then + ClosePosition; + + if IsSold and ( + bCompressao + or bZonaNeutra + or (Close > mme20) + or bCandleForcaAlta + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOVenda + ) then + ClosePosition; + + if (not bEstavaPosicionado) and IsBought then + fPrecoEntrada := Close; + + if (not bEstavaPosicionado) and IsSold then + fPrecoEntrada := Close; + + bEstavaPosicionado := IsBought or IsSold; +end; diff --git a/automacao_backtests/MEDIAS_20_50_200/Reprovados/robos_medias_v38_compressao.txt b/automacao_backtests/MEDIAS_20_50_200/Reprovados/robos_medias_v38_compressao.txt new file mode 100644 index 0000000..aa82440 --- /dev/null +++ b/automacao_backtests/MEDIAS_20_50_200/Reprovados/robos_medias_v38_compressao.txt @@ -0,0 +1,229 @@ +{ + Estrategia: robos_medias_v38_compressao + Autor: Wesley + Descricao: Filtro de compressao 20x200 com entrada na saida da compressao direcional. +} + +input + ModoEstrategia(4); + DistanciaMinimaLequePontos(15); + DistanciaCompressao20x200(100); + DistanciaMaximaPrecoMME20(220); + DistanciaToqueMME20(80); + MinBarrasConfirmacao(3); + ConfirmacoesRompimento(1); + MinPercCorpoPA(0.45); + FatorPavioRejeicao(1.1); + UsarConfirmacaoCandle(true); + UsarOCO(true); + StopLossPontos(240); + TakeProfitPontos(360); + UsarSaidaPorTempo(true); + MaxBarrasPosicao(10); + +var + mme9, mme20, mma50, mma200 : float; + slope20, slope50, slope200 : float; + dist920, dist2050, dist50200, dist20200, distPreco20 : float; + topoLookback, fundoLookback : float; + rangeCandle, corpoCandle, pavioSup, pavioInf : float; + iAlta, iBaixa, iBarrasPosicao : integer; + bCompressao, bLequeAlta, bLequeBaixa : boolean; + bAcimaTodas, bAbaixoTodas, bEntre9e20, bEntre20e50, bEntre50e200, bZonaNeutra : boolean; + bCandleForcaAlta, bCandleForcaBaixa, bRejeicaoAlta, bRejeicaoBaixa : boolean; + bPullbackCompra, bPullbackVenda, bRompAlta, bRompBaixa, bSaindoCompressao : boolean; + bCompra, bVenda, bConfCompra, bConfVenda : boolean; + bEstavaPosicionado, bSaidaOCOCompra, bSaidaOCOVenda : boolean; + fPrecoEntrada, fStopAtual, fAlvoAtual : float; + +begin + mme9 := MediaExp(9, Close); + mme20 := MediaExp(20, Close); + mma50 := Media(50, Close); + mma200 := Media(200, Close); + + slope20 := mme20 - mme20[1]; + slope50 := mma50 - mma50[1]; + slope200 := mma200 - mma200[1]; + + dist920 := Abs(mme9 - mme20); + dist2050 := Abs(mme20 - mma50); + dist50200 := Abs(mma50 - mma200); + dist20200 := Abs(mme20 - mma200); + distPreco20 := Abs(Close - mme20); + + topoLookback := Highest(High, 12); + fundoLookback := Lowest(Low, 12); + + rangeCandle := Max(High - Low, 0.01); + corpoCandle := Abs(Close - Open); + pavioSup := High - Max(Open, Close); + pavioInf := Min(Open, Close) - Low; + + bAcimaTodas := (Close > mme9) and (Close > mme20) and (Close > mma50) and (Close > mma200); + bAbaixoTodas := (Close < mme9) and (Close < mme20) and (Close < mma50) and (Close < mma200); + + bEntre9e20 := ((Close <= mme9) and (Close >= mme20)) or ((Close >= mme9) and (Close <= mme20)); + bEntre20e50 := ((Close <= mme20) and (Close >= mma50)) or ((Close >= mme20) and (Close <= mma50)); + bEntre50e200 := ((Close <= mma50) and (Close >= mma200)) or ((Close >= mma50) and (Close <= mma200)); + bZonaNeutra := bEntre9e20 or bEntre20e50 or bEntre50e200; + + bCompressao := dist20200 <= DistanciaCompressao20x200; + bSaindoCompressao := (dist20200 > DistanciaCompressao20x200) and + ((dist20200[1] <= DistanciaCompressao20x200) or + (dist20200[2] <= DistanciaCompressao20x200) or + (dist20200[3] <= DistanciaCompressao20x200)); + + bLequeAlta := bAcimaTodas and (mme9 > mme20) and (mme20 > mma50) and (mma50 > mma200) + and (slope20 > 0) and (slope50 > 0) and (slope200 >= 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos) + and (dist50200 >= DistanciaMinimaLequePontos); + + bLequeBaixa := bAbaixoTodas and (mme9 < mme20) and (mme20 < mma50) and (mma50 < mma200) + and (slope20 < 0) and (slope50 < 0) and (slope200 <= 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos) + and (dist50200 >= DistanciaMinimaLequePontos); + + bCandleForcaAlta := (Close > Open) and ((corpoCandle / rangeCandle) >= MinPercCorpoPA); + bCandleForcaBaixa := (Close < Open) and ((corpoCandle / rangeCandle) >= MinPercCorpoPA); + + bRejeicaoAlta := (Close > Open) + and ((pavioInf >= (corpoCandle * FatorPavioRejeicao)) or (Low <= Low[1])) + and (Close > mme20); + + bRejeicaoBaixa := (Close < Open) + and ((pavioSup >= (corpoCandle * FatorPavioRejeicao)) or (High >= High[1])) + and (Close < mme20); + + bPullbackCompra := (not bCompressao) + and (mma50 > mma200) + and (slope20 > 0) + and (Abs(Low - mme20) <= DistanciaToqueMME20) + and bRejeicaoAlta; + + bPullbackVenda := (not bCompressao) + and (mma50 < mma200) + and (slope20 < 0) + and (Abs(High - mme20) <= DistanciaToqueMME20) + and bRejeicaoBaixa; + + bRompAlta := (Close > mma200) and (Close[1] <= mma200) + and (Close >= topoLookback[1]) + and (mme9 > mme20) + and bCandleForcaAlta; + + bRompBaixa := (Close < mma200) and (Close[1] >= mma200) + and (Close <= fundoLookback[1]) + and (mme9 < mme20) + and bCandleForcaBaixa; + + bConfCompra := (not UsarConfirmacaoCandle) or bCandleForcaAlta; + bConfVenda := (not UsarConfirmacaoCandle) or bCandleForcaBaixa; + + if bLequeAlta or bPullbackCompra or bRompAlta then + iAlta := iAlta + 1 + else + iAlta := 0; + + if bLequeBaixa or bPullbackVenda or bRompBaixa then + iBaixa := iBaixa + 1 + else + iBaixa := 0; + + bCompra := false; + bVenda := false; + + if ModoEstrategia = 1 then + begin + bCompra := bLequeAlta and (not bCompressao) and (not bZonaNeutra) + and (distPreco20 <= DistanciaMaximaPrecoMME20) + and bConfCompra and (iAlta >= MinBarrasConfirmacao); + + bVenda := bLequeBaixa and (not bCompressao) and (not bZonaNeutra) + and (distPreco20 <= DistanciaMaximaPrecoMME20) + and bConfVenda and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 2 then + begin + bCompra := bPullbackCompra and bConfCompra and (iAlta >= MinBarrasConfirmacao); + bVenda := bPullbackVenda and bConfVenda and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 3 then + begin + bCompra := bRompAlta and (iAlta >= ConfirmacoesRompimento); + bVenda := bRompBaixa and (iBaixa >= ConfirmacoesRompimento); + end + else if ModoEstrategia = 4 then + begin + bCompra := (not bCompressao) and bSaindoCompressao and bLequeAlta and bConfCompra; + bVenda := (not bCompressao) and bSaindoCompressao and bLequeBaixa and bConfVenda; + end + else + begin + bCompra := (not bCompressao) and (not bZonaNeutra) + and ((bPullbackCompra and bConfCompra) or (bRompAlta and (iAlta >= ConfirmacoesRompimento))); + + bVenda := (not bCompressao) and (not bZonaNeutra) + and ((bPullbackVenda and bConfVenda) or (bRompBaixa and (iBaixa >= ConfirmacoesRompimento))); + end; + + if IsBought or IsSold then + iBarrasPosicao := iBarrasPosicao + 1 + else + iBarrasPosicao := 0; + + if (not IsBought) and (not IsSold) then + begin + if bCompra then + BuyAtMarket + else if bVenda then + SellShortAtMarket; + end; + + bSaidaOCOCompra := false; + bSaidaOCOVenda := false; + + if IsBought and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada - StopLossPontos; + fAlvoAtual := fPrecoEntrada + TakeProfitPontos; + bSaidaOCOCompra := UsarOCO and ((Low <= fStopAtual) or (High >= fAlvoAtual)); + end; + + if IsSold and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada + StopLossPontos; + fAlvoAtual := fPrecoEntrada - TakeProfitPontos; + bSaidaOCOVenda := UsarOCO and ((High >= fStopAtual) or (Low <= fAlvoAtual)); + end; + + if IsBought and ( + bCompressao + or bZonaNeutra + or (Close < mme20) + or bCandleForcaBaixa + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOCompra + ) then + ClosePosition; + + if IsSold and ( + bCompressao + or bZonaNeutra + or (Close > mme20) + or bCandleForcaAlta + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOVenda + ) then + ClosePosition; + + if (not bEstavaPosicionado) and IsBought then + fPrecoEntrada := Close; + + if (not bEstavaPosicionado) and IsSold then + fPrecoEntrada := Close; + + bEstavaPosicionado := IsBought or IsSold; +end; diff --git a/automacao_backtests/MEDIAS_20_50_200/Reprovados/robos_medias_v39_compressao.txt b/automacao_backtests/MEDIAS_20_50_200/Reprovados/robos_medias_v39_compressao.txt new file mode 100644 index 0000000..d4ed769 --- /dev/null +++ b/automacao_backtests/MEDIAS_20_50_200/Reprovados/robos_medias_v39_compressao.txt @@ -0,0 +1,229 @@ +{ + Estrategia: robos_medias_v39_compressao + Autor: Wesley + Descricao: Filtro de compressao 20x200 com entrada na saida da compressao direcional. +} + +input + ModoEstrategia(4); + DistanciaMinimaLequePontos(15); + DistanciaCompressao20x200(110); + DistanciaMaximaPrecoMME20(240); + DistanciaToqueMME20(80); + MinBarrasConfirmacao(1); + ConfirmacoesRompimento(2); + MinPercCorpoPA(0.5); + FatorPavioRejeicao(1.25); + UsarConfirmacaoCandle(true); + UsarOCO(true); + StopLossPontos(255); + TakeProfitPontos(408); + UsarSaidaPorTempo(true); + MaxBarrasPosicao(11); + +var + mme9, mme20, mma50, mma200 : float; + slope20, slope50, slope200 : float; + dist920, dist2050, dist50200, dist20200, distPreco20 : float; + topoLookback, fundoLookback : float; + rangeCandle, corpoCandle, pavioSup, pavioInf : float; + iAlta, iBaixa, iBarrasPosicao : integer; + bCompressao, bLequeAlta, bLequeBaixa : boolean; + bAcimaTodas, bAbaixoTodas, bEntre9e20, bEntre20e50, bEntre50e200, bZonaNeutra : boolean; + bCandleForcaAlta, bCandleForcaBaixa, bRejeicaoAlta, bRejeicaoBaixa : boolean; + bPullbackCompra, bPullbackVenda, bRompAlta, bRompBaixa, bSaindoCompressao : boolean; + bCompra, bVenda, bConfCompra, bConfVenda : boolean; + bEstavaPosicionado, bSaidaOCOCompra, bSaidaOCOVenda : boolean; + fPrecoEntrada, fStopAtual, fAlvoAtual : float; + +begin + mme9 := MediaExp(9, Close); + mme20 := MediaExp(20, Close); + mma50 := Media(50, Close); + mma200 := Media(200, Close); + + slope20 := mme20 - mme20[1]; + slope50 := mma50 - mma50[1]; + slope200 := mma200 - mma200[1]; + + dist920 := Abs(mme9 - mme20); + dist2050 := Abs(mme20 - mma50); + dist50200 := Abs(mma50 - mma200); + dist20200 := Abs(mme20 - mma200); + distPreco20 := Abs(Close - mme20); + + topoLookback := Highest(High, 12); + fundoLookback := Lowest(Low, 12); + + rangeCandle := Max(High - Low, 0.01); + corpoCandle := Abs(Close - Open); + pavioSup := High - Max(Open, Close); + pavioInf := Min(Open, Close) - Low; + + bAcimaTodas := (Close > mme9) and (Close > mme20) and (Close > mma50) and (Close > mma200); + bAbaixoTodas := (Close < mme9) and (Close < mme20) and (Close < mma50) and (Close < mma200); + + bEntre9e20 := ((Close <= mme9) and (Close >= mme20)) or ((Close >= mme9) and (Close <= mme20)); + bEntre20e50 := ((Close <= mme20) and (Close >= mma50)) or ((Close >= mme20) and (Close <= mma50)); + bEntre50e200 := ((Close <= mma50) and (Close >= mma200)) or ((Close >= mma50) and (Close <= mma200)); + bZonaNeutra := bEntre9e20 or bEntre20e50 or bEntre50e200; + + bCompressao := dist20200 <= DistanciaCompressao20x200; + bSaindoCompressao := (dist20200 > DistanciaCompressao20x200) and + ((dist20200[1] <= DistanciaCompressao20x200) or + (dist20200[2] <= DistanciaCompressao20x200) or + (dist20200[3] <= DistanciaCompressao20x200)); + + bLequeAlta := bAcimaTodas and (mme9 > mme20) and (mme20 > mma50) and (mma50 > mma200) + and (slope20 > 0) and (slope50 > 0) and (slope200 >= 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos) + and (dist50200 >= DistanciaMinimaLequePontos); + + bLequeBaixa := bAbaixoTodas and (mme9 < mme20) and (mme20 < mma50) and (mma50 < mma200) + and (slope20 < 0) and (slope50 < 0) and (slope200 <= 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos) + and (dist50200 >= DistanciaMinimaLequePontos); + + bCandleForcaAlta := (Close > Open) and ((corpoCandle / rangeCandle) >= MinPercCorpoPA); + bCandleForcaBaixa := (Close < Open) and ((corpoCandle / rangeCandle) >= MinPercCorpoPA); + + bRejeicaoAlta := (Close > Open) + and ((pavioInf >= (corpoCandle * FatorPavioRejeicao)) or (Low <= Low[1])) + and (Close > mme20); + + bRejeicaoBaixa := (Close < Open) + and ((pavioSup >= (corpoCandle * FatorPavioRejeicao)) or (High >= High[1])) + and (Close < mme20); + + bPullbackCompra := (not bCompressao) + and (mma50 > mma200) + and (slope20 > 0) + and (Abs(Low - mme20) <= DistanciaToqueMME20) + and bRejeicaoAlta; + + bPullbackVenda := (not bCompressao) + and (mma50 < mma200) + and (slope20 < 0) + and (Abs(High - mme20) <= DistanciaToqueMME20) + and bRejeicaoBaixa; + + bRompAlta := (Close > mma200) and (Close[1] <= mma200) + and (Close >= topoLookback[1]) + and (mme9 > mme20) + and bCandleForcaAlta; + + bRompBaixa := (Close < mma200) and (Close[1] >= mma200) + and (Close <= fundoLookback[1]) + and (mme9 < mme20) + and bCandleForcaBaixa; + + bConfCompra := (not UsarConfirmacaoCandle) or bCandleForcaAlta; + bConfVenda := (not UsarConfirmacaoCandle) or bCandleForcaBaixa; + + if bLequeAlta or bPullbackCompra or bRompAlta then + iAlta := iAlta + 1 + else + iAlta := 0; + + if bLequeBaixa or bPullbackVenda or bRompBaixa then + iBaixa := iBaixa + 1 + else + iBaixa := 0; + + bCompra := false; + bVenda := false; + + if ModoEstrategia = 1 then + begin + bCompra := bLequeAlta and (not bCompressao) and (not bZonaNeutra) + and (distPreco20 <= DistanciaMaximaPrecoMME20) + and bConfCompra and (iAlta >= MinBarrasConfirmacao); + + bVenda := bLequeBaixa and (not bCompressao) and (not bZonaNeutra) + and (distPreco20 <= DistanciaMaximaPrecoMME20) + and bConfVenda and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 2 then + begin + bCompra := bPullbackCompra and bConfCompra and (iAlta >= MinBarrasConfirmacao); + bVenda := bPullbackVenda and bConfVenda and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 3 then + begin + bCompra := bRompAlta and (iAlta >= ConfirmacoesRompimento); + bVenda := bRompBaixa and (iBaixa >= ConfirmacoesRompimento); + end + else if ModoEstrategia = 4 then + begin + bCompra := (not bCompressao) and bSaindoCompressao and bLequeAlta and bConfCompra; + bVenda := (not bCompressao) and bSaindoCompressao and bLequeBaixa and bConfVenda; + end + else + begin + bCompra := (not bCompressao) and (not bZonaNeutra) + and ((bPullbackCompra and bConfCompra) or (bRompAlta and (iAlta >= ConfirmacoesRompimento))); + + bVenda := (not bCompressao) and (not bZonaNeutra) + and ((bPullbackVenda and bConfVenda) or (bRompBaixa and (iBaixa >= ConfirmacoesRompimento))); + end; + + if IsBought or IsSold then + iBarrasPosicao := iBarrasPosicao + 1 + else + iBarrasPosicao := 0; + + if (not IsBought) and (not IsSold) then + begin + if bCompra then + BuyAtMarket + else if bVenda then + SellShortAtMarket; + end; + + bSaidaOCOCompra := false; + bSaidaOCOVenda := false; + + if IsBought and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada - StopLossPontos; + fAlvoAtual := fPrecoEntrada + TakeProfitPontos; + bSaidaOCOCompra := UsarOCO and ((Low <= fStopAtual) or (High >= fAlvoAtual)); + end; + + if IsSold and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada + StopLossPontos; + fAlvoAtual := fPrecoEntrada - TakeProfitPontos; + bSaidaOCOVenda := UsarOCO and ((High >= fStopAtual) or (Low <= fAlvoAtual)); + end; + + if IsBought and ( + bCompressao + or bZonaNeutra + or (Close < mme20) + or bCandleForcaBaixa + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOCompra + ) then + ClosePosition; + + if IsSold and ( + bCompressao + or bZonaNeutra + or (Close > mme20) + or bCandleForcaAlta + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOVenda + ) then + ClosePosition; + + if (not bEstavaPosicionado) and IsBought then + fPrecoEntrada := Close; + + if (not bEstavaPosicionado) and IsSold then + fPrecoEntrada := Close; + + bEstavaPosicionado := IsBought or IsSold; +end; diff --git a/automacao_backtests/MEDIAS_20_50_200/Reprovados/robos_medias_v3_rompimento_200_20proxima.txt b/automacao_backtests/MEDIAS_20_50_200/Reprovados/robos_medias_v3_rompimento_200_20proxima.txt new file mode 100644 index 0000000..b3c3e3a --- /dev/null +++ b/automacao_backtests/MEDIAS_20_50_200/Reprovados/robos_medias_v3_rompimento_200_20proxima.txt @@ -0,0 +1,229 @@ +{ + Estrategia: robos_medias_v3_rompimento_200_20proxima + Autor: Wesley + Descricao: Rompimento da MMA200 com confirmacao por estrutura e candle de forca. +} + +input + ModoEstrategia(3); + DistanciaMinimaLequePontos(15); + DistanciaCompressao20x200(100); + DistanciaMaximaPrecoMME20(240); + DistanciaToqueMME20(80); + MinBarrasConfirmacao(1); + ConfirmacoesRompimento(2); + MinPercCorpoPA(0.6); + FatorPavioRejeicao(1.55); + UsarConfirmacaoCandle(true); + UsarOCO(true); + StopLossPontos(165); + TakeProfitPontos(297); + UsarSaidaPorTempo(true); + MaxBarrasPosicao(11); + +var + mme9, mme20, mma50, mma200 : float; + slope20, slope50, slope200 : float; + dist920, dist2050, dist50200, dist20200, distPreco20 : float; + topoLookback, fundoLookback : float; + rangeCandle, corpoCandle, pavioSup, pavioInf : float; + iAlta, iBaixa, iBarrasPosicao : integer; + bCompressao, bLequeAlta, bLequeBaixa : boolean; + bAcimaTodas, bAbaixoTodas, bEntre9e20, bEntre20e50, bEntre50e200, bZonaNeutra : boolean; + bCandleForcaAlta, bCandleForcaBaixa, bRejeicaoAlta, bRejeicaoBaixa : boolean; + bPullbackCompra, bPullbackVenda, bRompAlta, bRompBaixa, bSaindoCompressao : boolean; + bCompra, bVenda, bConfCompra, bConfVenda : boolean; + bEstavaPosicionado, bSaidaOCOCompra, bSaidaOCOVenda : boolean; + fPrecoEntrada, fStopAtual, fAlvoAtual : float; + +begin + mme9 := MediaExp(9, Close); + mme20 := MediaExp(20, Close); + mma50 := Media(50, Close); + mma200 := Media(200, Close); + + slope20 := mme20 - mme20[1]; + slope50 := mma50 - mma50[1]; + slope200 := mma200 - mma200[1]; + + dist920 := Abs(mme9 - mme20); + dist2050 := Abs(mme20 - mma50); + dist50200 := Abs(mma50 - mma200); + dist20200 := Abs(mme20 - mma200); + distPreco20 := Abs(Close - mme20); + + topoLookback := Highest(High, 12); + fundoLookback := Lowest(Low, 12); + + rangeCandle := Max(High - Low, 0.01); + corpoCandle := Abs(Close - Open); + pavioSup := High - Max(Open, Close); + pavioInf := Min(Open, Close) - Low; + + bAcimaTodas := (Close > mme9) and (Close > mme20) and (Close > mma50) and (Close > mma200); + bAbaixoTodas := (Close < mme9) and (Close < mme20) and (Close < mma50) and (Close < mma200); + + bEntre9e20 := ((Close <= mme9) and (Close >= mme20)) or ((Close >= mme9) and (Close <= mme20)); + bEntre20e50 := ((Close <= mme20) and (Close >= mma50)) or ((Close >= mme20) and (Close <= mma50)); + bEntre50e200 := ((Close <= mma50) and (Close >= mma200)) or ((Close >= mma50) and (Close <= mma200)); + bZonaNeutra := bEntre9e20 or bEntre20e50 or bEntre50e200; + + bCompressao := dist20200 <= DistanciaCompressao20x200; + bSaindoCompressao := (dist20200 > DistanciaCompressao20x200) and + ((dist20200[1] <= DistanciaCompressao20x200) or + (dist20200[2] <= DistanciaCompressao20x200) or + (dist20200[3] <= DistanciaCompressao20x200)); + + bLequeAlta := bAcimaTodas and (mme9 > mme20) and (mme20 > mma50) and (mma50 > mma200) + and (slope20 > 0) and (slope50 > 0) and (slope200 >= 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos) + and (dist50200 >= DistanciaMinimaLequePontos); + + bLequeBaixa := bAbaixoTodas and (mme9 < mme20) and (mme20 < mma50) and (mma50 < mma200) + and (slope20 < 0) and (slope50 < 0) and (slope200 <= 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos) + and (dist50200 >= DistanciaMinimaLequePontos); + + bCandleForcaAlta := (Close > Open) and ((corpoCandle / rangeCandle) >= MinPercCorpoPA); + bCandleForcaBaixa := (Close < Open) and ((corpoCandle / rangeCandle) >= MinPercCorpoPA); + + bRejeicaoAlta := (Close > Open) + and ((pavioInf >= (corpoCandle * FatorPavioRejeicao)) or (Low <= Low[1])) + and (Close > mme20); + + bRejeicaoBaixa := (Close < Open) + and ((pavioSup >= (corpoCandle * FatorPavioRejeicao)) or (High >= High[1])) + and (Close < mme20); + + bPullbackCompra := (not bCompressao) + and (mma50 > mma200) + and (slope20 > 0) + and (Abs(Low - mme20) <= DistanciaToqueMME20) + and bRejeicaoAlta; + + bPullbackVenda := (not bCompressao) + and (mma50 < mma200) + and (slope20 < 0) + and (Abs(High - mme20) <= DistanciaToqueMME20) + and bRejeicaoBaixa; + + bRompAlta := (Close > mma200) and (Close[1] <= mma200) + and (Close >= topoLookback[1]) + and (mme9 > mme20) + and bCandleForcaAlta; + + bRompBaixa := (Close < mma200) and (Close[1] >= mma200) + and (Close <= fundoLookback[1]) + and (mme9 < mme20) + and bCandleForcaBaixa; + + bConfCompra := (not UsarConfirmacaoCandle) or bCandleForcaAlta; + bConfVenda := (not UsarConfirmacaoCandle) or bCandleForcaBaixa; + + if bLequeAlta or bPullbackCompra or bRompAlta then + iAlta := iAlta + 1 + else + iAlta := 0; + + if bLequeBaixa or bPullbackVenda or bRompBaixa then + iBaixa := iBaixa + 1 + else + iBaixa := 0; + + bCompra := false; + bVenda := false; + + if ModoEstrategia = 1 then + begin + bCompra := bLequeAlta and (not bCompressao) and (not bZonaNeutra) + and (distPreco20 <= DistanciaMaximaPrecoMME20) + and bConfCompra and (iAlta >= MinBarrasConfirmacao); + + bVenda := bLequeBaixa and (not bCompressao) and (not bZonaNeutra) + and (distPreco20 <= DistanciaMaximaPrecoMME20) + and bConfVenda and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 2 then + begin + bCompra := bPullbackCompra and bConfCompra and (iAlta >= MinBarrasConfirmacao); + bVenda := bPullbackVenda and bConfVenda and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 3 then + begin + bCompra := bRompAlta and (iAlta >= ConfirmacoesRompimento); + bVenda := bRompBaixa and (iBaixa >= ConfirmacoesRompimento); + end + else if ModoEstrategia = 4 then + begin + bCompra := (not bCompressao) and bSaindoCompressao and bLequeAlta and bConfCompra; + bVenda := (not bCompressao) and bSaindoCompressao and bLequeBaixa and bConfVenda; + end + else + begin + bCompra := (not bCompressao) and (not bZonaNeutra) + and ((bPullbackCompra and bConfCompra) or (bRompAlta and (iAlta >= ConfirmacoesRompimento))); + + bVenda := (not bCompressao) and (not bZonaNeutra) + and ((bPullbackVenda and bConfVenda) or (bRompBaixa and (iBaixa >= ConfirmacoesRompimento))); + end; + + if IsBought or IsSold then + iBarrasPosicao := iBarrasPosicao + 1 + else + iBarrasPosicao := 0; + + if (not IsBought) and (not IsSold) then + begin + if bCompra then + BuyAtMarket + else if bVenda then + SellShortAtMarket; + end; + + bSaidaOCOCompra := false; + bSaidaOCOVenda := false; + + if IsBought and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada - StopLossPontos; + fAlvoAtual := fPrecoEntrada + TakeProfitPontos; + bSaidaOCOCompra := UsarOCO and ((Low <= fStopAtual) or (High >= fAlvoAtual)); + end; + + if IsSold and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada + StopLossPontos; + fAlvoAtual := fPrecoEntrada - TakeProfitPontos; + bSaidaOCOVenda := UsarOCO and ((High >= fStopAtual) or (Low <= fAlvoAtual)); + end; + + if IsBought and ( + bCompressao + or bZonaNeutra + or (Close < mme20) + or bCandleForcaBaixa + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOCompra + ) then + ClosePosition; + + if IsSold and ( + bCompressao + or bZonaNeutra + or (Close > mme20) + or bCandleForcaAlta + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOVenda + ) then + ClosePosition; + + if (not bEstavaPosicionado) and IsBought then + fPrecoEntrada := Close; + + if (not bEstavaPosicionado) and IsSold then + fPrecoEntrada := Close; + + bEstavaPosicionado := IsBought or IsSold; +end; diff --git a/automacao_backtests/MEDIAS_20_50_200/Reprovados/robos_medias_v40_compressao.txt b/automacao_backtests/MEDIAS_20_50_200/Reprovados/robos_medias_v40_compressao.txt new file mode 100644 index 0000000..5ea55d1 --- /dev/null +++ b/automacao_backtests/MEDIAS_20_50_200/Reprovados/robos_medias_v40_compressao.txt @@ -0,0 +1,229 @@ +{ + Estrategia: robos_medias_v40_compressao + Autor: Wesley + Descricao: Filtro de compressao 20x200 com entrada na saida da compressao direcional. +} + +input + ModoEstrategia(4); + DistanciaMinimaLequePontos(15); + DistanciaCompressao20x200(70); + DistanciaMaximaPrecoMME20(260); + DistanciaToqueMME20(80); + MinBarrasConfirmacao(2); + ConfirmacoesRompimento(1); + MinPercCorpoPA(0.55); + FatorPavioRejeicao(1.4); + UsarConfirmacaoCandle(true); + UsarOCO(true); + StopLossPontos(270); + TakeProfitPontos(459); + UsarSaidaPorTempo(true); + MaxBarrasPosicao(12); + +var + mme9, mme20, mma50, mma200 : float; + slope20, slope50, slope200 : float; + dist920, dist2050, dist50200, dist20200, distPreco20 : float; + topoLookback, fundoLookback : float; + rangeCandle, corpoCandle, pavioSup, pavioInf : float; + iAlta, iBaixa, iBarrasPosicao : integer; + bCompressao, bLequeAlta, bLequeBaixa : boolean; + bAcimaTodas, bAbaixoTodas, bEntre9e20, bEntre20e50, bEntre50e200, bZonaNeutra : boolean; + bCandleForcaAlta, bCandleForcaBaixa, bRejeicaoAlta, bRejeicaoBaixa : boolean; + bPullbackCompra, bPullbackVenda, bRompAlta, bRompBaixa, bSaindoCompressao : boolean; + bCompra, bVenda, bConfCompra, bConfVenda : boolean; + bEstavaPosicionado, bSaidaOCOCompra, bSaidaOCOVenda : boolean; + fPrecoEntrada, fStopAtual, fAlvoAtual : float; + +begin + mme9 := MediaExp(9, Close); + mme20 := MediaExp(20, Close); + mma50 := Media(50, Close); + mma200 := Media(200, Close); + + slope20 := mme20 - mme20[1]; + slope50 := mma50 - mma50[1]; + slope200 := mma200 - mma200[1]; + + dist920 := Abs(mme9 - mme20); + dist2050 := Abs(mme20 - mma50); + dist50200 := Abs(mma50 - mma200); + dist20200 := Abs(mme20 - mma200); + distPreco20 := Abs(Close - mme20); + + topoLookback := Highest(High, 12); + fundoLookback := Lowest(Low, 12); + + rangeCandle := Max(High - Low, 0.01); + corpoCandle := Abs(Close - Open); + pavioSup := High - Max(Open, Close); + pavioInf := Min(Open, Close) - Low; + + bAcimaTodas := (Close > mme9) and (Close > mme20) and (Close > mma50) and (Close > mma200); + bAbaixoTodas := (Close < mme9) and (Close < mme20) and (Close < mma50) and (Close < mma200); + + bEntre9e20 := ((Close <= mme9) and (Close >= mme20)) or ((Close >= mme9) and (Close <= mme20)); + bEntre20e50 := ((Close <= mme20) and (Close >= mma50)) or ((Close >= mme20) and (Close <= mma50)); + bEntre50e200 := ((Close <= mma50) and (Close >= mma200)) or ((Close >= mma50) and (Close <= mma200)); + bZonaNeutra := bEntre9e20 or bEntre20e50 or bEntre50e200; + + bCompressao := dist20200 <= DistanciaCompressao20x200; + bSaindoCompressao := (dist20200 > DistanciaCompressao20x200) and + ((dist20200[1] <= DistanciaCompressao20x200) or + (dist20200[2] <= DistanciaCompressao20x200) or + (dist20200[3] <= DistanciaCompressao20x200)); + + bLequeAlta := bAcimaTodas and (mme9 > mme20) and (mme20 > mma50) and (mma50 > mma200) + and (slope20 > 0) and (slope50 > 0) and (slope200 >= 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos) + and (dist50200 >= DistanciaMinimaLequePontos); + + bLequeBaixa := bAbaixoTodas and (mme9 < mme20) and (mme20 < mma50) and (mma50 < mma200) + and (slope20 < 0) and (slope50 < 0) and (slope200 <= 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos) + and (dist50200 >= DistanciaMinimaLequePontos); + + bCandleForcaAlta := (Close > Open) and ((corpoCandle / rangeCandle) >= MinPercCorpoPA); + bCandleForcaBaixa := (Close < Open) and ((corpoCandle / rangeCandle) >= MinPercCorpoPA); + + bRejeicaoAlta := (Close > Open) + and ((pavioInf >= (corpoCandle * FatorPavioRejeicao)) or (Low <= Low[1])) + and (Close > mme20); + + bRejeicaoBaixa := (Close < Open) + and ((pavioSup >= (corpoCandle * FatorPavioRejeicao)) or (High >= High[1])) + and (Close < mme20); + + bPullbackCompra := (not bCompressao) + and (mma50 > mma200) + and (slope20 > 0) + and (Abs(Low - mme20) <= DistanciaToqueMME20) + and bRejeicaoAlta; + + bPullbackVenda := (not bCompressao) + and (mma50 < mma200) + and (slope20 < 0) + and (Abs(High - mme20) <= DistanciaToqueMME20) + and bRejeicaoBaixa; + + bRompAlta := (Close > mma200) and (Close[1] <= mma200) + and (Close >= topoLookback[1]) + and (mme9 > mme20) + and bCandleForcaAlta; + + bRompBaixa := (Close < mma200) and (Close[1] >= mma200) + and (Close <= fundoLookback[1]) + and (mme9 < mme20) + and bCandleForcaBaixa; + + bConfCompra := (not UsarConfirmacaoCandle) or bCandleForcaAlta; + bConfVenda := (not UsarConfirmacaoCandle) or bCandleForcaBaixa; + + if bLequeAlta or bPullbackCompra or bRompAlta then + iAlta := iAlta + 1 + else + iAlta := 0; + + if bLequeBaixa or bPullbackVenda or bRompBaixa then + iBaixa := iBaixa + 1 + else + iBaixa := 0; + + bCompra := false; + bVenda := false; + + if ModoEstrategia = 1 then + begin + bCompra := bLequeAlta and (not bCompressao) and (not bZonaNeutra) + and (distPreco20 <= DistanciaMaximaPrecoMME20) + and bConfCompra and (iAlta >= MinBarrasConfirmacao); + + bVenda := bLequeBaixa and (not bCompressao) and (not bZonaNeutra) + and (distPreco20 <= DistanciaMaximaPrecoMME20) + and bConfVenda and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 2 then + begin + bCompra := bPullbackCompra and bConfCompra and (iAlta >= MinBarrasConfirmacao); + bVenda := bPullbackVenda and bConfVenda and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 3 then + begin + bCompra := bRompAlta and (iAlta >= ConfirmacoesRompimento); + bVenda := bRompBaixa and (iBaixa >= ConfirmacoesRompimento); + end + else if ModoEstrategia = 4 then + begin + bCompra := (not bCompressao) and bSaindoCompressao and bLequeAlta and bConfCompra; + bVenda := (not bCompressao) and bSaindoCompressao and bLequeBaixa and bConfVenda; + end + else + begin + bCompra := (not bCompressao) and (not bZonaNeutra) + and ((bPullbackCompra and bConfCompra) or (bRompAlta and (iAlta >= ConfirmacoesRompimento))); + + bVenda := (not bCompressao) and (not bZonaNeutra) + and ((bPullbackVenda and bConfVenda) or (bRompBaixa and (iBaixa >= ConfirmacoesRompimento))); + end; + + if IsBought or IsSold then + iBarrasPosicao := iBarrasPosicao + 1 + else + iBarrasPosicao := 0; + + if (not IsBought) and (not IsSold) then + begin + if bCompra then + BuyAtMarket + else if bVenda then + SellShortAtMarket; + end; + + bSaidaOCOCompra := false; + bSaidaOCOVenda := false; + + if IsBought and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada - StopLossPontos; + fAlvoAtual := fPrecoEntrada + TakeProfitPontos; + bSaidaOCOCompra := UsarOCO and ((Low <= fStopAtual) or (High >= fAlvoAtual)); + end; + + if IsSold and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada + StopLossPontos; + fAlvoAtual := fPrecoEntrada - TakeProfitPontos; + bSaidaOCOVenda := UsarOCO and ((High >= fStopAtual) or (Low <= fAlvoAtual)); + end; + + if IsBought and ( + bCompressao + or bZonaNeutra + or (Close < mme20) + or bCandleForcaBaixa + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOCompra + ) then + ClosePosition; + + if IsSold and ( + bCompressao + or bZonaNeutra + or (Close > mme20) + or bCandleForcaAlta + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOVenda + ) then + ClosePosition; + + if (not bEstavaPosicionado) and IsBought then + fPrecoEntrada := Close; + + if (not bEstavaPosicionado) and IsSold then + fPrecoEntrada := Close; + + bEstavaPosicionado := IsBought or IsSold; +end; diff --git a/automacao_backtests/MEDIAS_20_50_200/Reprovados/robos_medias_v41_compressao.txt b/automacao_backtests/MEDIAS_20_50_200/Reprovados/robos_medias_v41_compressao.txt new file mode 100644 index 0000000..c14ae42 --- /dev/null +++ b/automacao_backtests/MEDIAS_20_50_200/Reprovados/robos_medias_v41_compressao.txt @@ -0,0 +1,229 @@ +{ + Estrategia: robos_medias_v41_compressao + Autor: Wesley + Descricao: Filtro de compressao 20x200 com entrada na saida da compressao direcional. +} + +input + ModoEstrategia(4); + DistanciaMinimaLequePontos(15); + DistanciaCompressao20x200(80); + DistanciaMaximaPrecoMME20(200); + DistanciaToqueMME20(80); + MinBarrasConfirmacao(2); + ConfirmacoesRompimento(2); + MinPercCorpoPA(0.5); + FatorPavioRejeicao(1.25); + UsarConfirmacaoCandle(true); + UsarOCO(true); + StopLossPontos(135); + TakeProfitPontos(216); + UsarSaidaPorTempo(true); + MaxBarrasPosicao(9); + +var + mme9, mme20, mma50, mma200 : float; + slope20, slope50, slope200 : float; + dist920, dist2050, dist50200, dist20200, distPreco20 : float; + topoLookback, fundoLookback : float; + rangeCandle, corpoCandle, pavioSup, pavioInf : float; + iAlta, iBaixa, iBarrasPosicao : integer; + bCompressao, bLequeAlta, bLequeBaixa : boolean; + bAcimaTodas, bAbaixoTodas, bEntre9e20, bEntre20e50, bEntre50e200, bZonaNeutra : boolean; + bCandleForcaAlta, bCandleForcaBaixa, bRejeicaoAlta, bRejeicaoBaixa : boolean; + bPullbackCompra, bPullbackVenda, bRompAlta, bRompBaixa, bSaindoCompressao : boolean; + bCompra, bVenda, bConfCompra, bConfVenda : boolean; + bEstavaPosicionado, bSaidaOCOCompra, bSaidaOCOVenda : boolean; + fPrecoEntrada, fStopAtual, fAlvoAtual : float; + +begin + mme9 := MediaExp(9, Close); + mme20 := MediaExp(20, Close); + mma50 := Media(50, Close); + mma200 := Media(200, Close); + + slope20 := mme20 - mme20[1]; + slope50 := mma50 - mma50[1]; + slope200 := mma200 - mma200[1]; + + dist920 := Abs(mme9 - mme20); + dist2050 := Abs(mme20 - mma50); + dist50200 := Abs(mma50 - mma200); + dist20200 := Abs(mme20 - mma200); + distPreco20 := Abs(Close - mme20); + + topoLookback := Highest(High, 12); + fundoLookback := Lowest(Low, 12); + + rangeCandle := Max(High - Low, 0.01); + corpoCandle := Abs(Close - Open); + pavioSup := High - Max(Open, Close); + pavioInf := Min(Open, Close) - Low; + + bAcimaTodas := (Close > mme9) and (Close > mme20) and (Close > mma50) and (Close > mma200); + bAbaixoTodas := (Close < mme9) and (Close < mme20) and (Close < mma50) and (Close < mma200); + + bEntre9e20 := ((Close <= mme9) and (Close >= mme20)) or ((Close >= mme9) and (Close <= mme20)); + bEntre20e50 := ((Close <= mme20) and (Close >= mma50)) or ((Close >= mme20) and (Close <= mma50)); + bEntre50e200 := ((Close <= mma50) and (Close >= mma200)) or ((Close >= mma50) and (Close <= mma200)); + bZonaNeutra := bEntre9e20 or bEntre20e50 or bEntre50e200; + + bCompressao := dist20200 <= DistanciaCompressao20x200; + bSaindoCompressao := (dist20200 > DistanciaCompressao20x200) and + ((dist20200[1] <= DistanciaCompressao20x200) or + (dist20200[2] <= DistanciaCompressao20x200) or + (dist20200[3] <= DistanciaCompressao20x200)); + + bLequeAlta := bAcimaTodas and (mme9 > mme20) and (mme20 > mma50) and (mma50 > mma200) + and (slope20 > 0) and (slope50 > 0) and (slope200 >= 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos) + and (dist50200 >= DistanciaMinimaLequePontos); + + bLequeBaixa := bAbaixoTodas and (mme9 < mme20) and (mme20 < mma50) and (mma50 < mma200) + and (slope20 < 0) and (slope50 < 0) and (slope200 <= 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos) + and (dist50200 >= DistanciaMinimaLequePontos); + + bCandleForcaAlta := (Close > Open) and ((corpoCandle / rangeCandle) >= MinPercCorpoPA); + bCandleForcaBaixa := (Close < Open) and ((corpoCandle / rangeCandle) >= MinPercCorpoPA); + + bRejeicaoAlta := (Close > Open) + and ((pavioInf >= (corpoCandle * FatorPavioRejeicao)) or (Low <= Low[1])) + and (Close > mme20); + + bRejeicaoBaixa := (Close < Open) + and ((pavioSup >= (corpoCandle * FatorPavioRejeicao)) or (High >= High[1])) + and (Close < mme20); + + bPullbackCompra := (not bCompressao) + and (mma50 > mma200) + and (slope20 > 0) + and (Abs(Low - mme20) <= DistanciaToqueMME20) + and bRejeicaoAlta; + + bPullbackVenda := (not bCompressao) + and (mma50 < mma200) + and (slope20 < 0) + and (Abs(High - mme20) <= DistanciaToqueMME20) + and bRejeicaoBaixa; + + bRompAlta := (Close > mma200) and (Close[1] <= mma200) + and (Close >= topoLookback[1]) + and (mme9 > mme20) + and bCandleForcaAlta; + + bRompBaixa := (Close < mma200) and (Close[1] >= mma200) + and (Close <= fundoLookback[1]) + and (mme9 < mme20) + and bCandleForcaBaixa; + + bConfCompra := (not UsarConfirmacaoCandle) or bCandleForcaAlta; + bConfVenda := (not UsarConfirmacaoCandle) or bCandleForcaBaixa; + + if bLequeAlta or bPullbackCompra or bRompAlta then + iAlta := iAlta + 1 + else + iAlta := 0; + + if bLequeBaixa or bPullbackVenda or bRompBaixa then + iBaixa := iBaixa + 1 + else + iBaixa := 0; + + bCompra := false; + bVenda := false; + + if ModoEstrategia = 1 then + begin + bCompra := bLequeAlta and (not bCompressao) and (not bZonaNeutra) + and (distPreco20 <= DistanciaMaximaPrecoMME20) + and bConfCompra and (iAlta >= MinBarrasConfirmacao); + + bVenda := bLequeBaixa and (not bCompressao) and (not bZonaNeutra) + and (distPreco20 <= DistanciaMaximaPrecoMME20) + and bConfVenda and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 2 then + begin + bCompra := bPullbackCompra and bConfCompra and (iAlta >= MinBarrasConfirmacao); + bVenda := bPullbackVenda and bConfVenda and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 3 then + begin + bCompra := bRompAlta and (iAlta >= ConfirmacoesRompimento); + bVenda := bRompBaixa and (iBaixa >= ConfirmacoesRompimento); + end + else if ModoEstrategia = 4 then + begin + bCompra := (not bCompressao) and bSaindoCompressao and bLequeAlta and bConfCompra; + bVenda := (not bCompressao) and bSaindoCompressao and bLequeBaixa and bConfVenda; + end + else + begin + bCompra := (not bCompressao) and (not bZonaNeutra) + and ((bPullbackCompra and bConfCompra) or (bRompAlta and (iAlta >= ConfirmacoesRompimento))); + + bVenda := (not bCompressao) and (not bZonaNeutra) + and ((bPullbackVenda and bConfVenda) or (bRompBaixa and (iBaixa >= ConfirmacoesRompimento))); + end; + + if IsBought or IsSold then + iBarrasPosicao := iBarrasPosicao + 1 + else + iBarrasPosicao := 0; + + if (not IsBought) and (not IsSold) then + begin + if bCompra then + BuyAtMarket + else if bVenda then + SellShortAtMarket; + end; + + bSaidaOCOCompra := false; + bSaidaOCOVenda := false; + + if IsBought and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada - StopLossPontos; + fAlvoAtual := fPrecoEntrada + TakeProfitPontos; + bSaidaOCOCompra := UsarOCO and ((Low <= fStopAtual) or (High >= fAlvoAtual)); + end; + + if IsSold and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada + StopLossPontos; + fAlvoAtual := fPrecoEntrada - TakeProfitPontos; + bSaidaOCOVenda := UsarOCO and ((High >= fStopAtual) or (Low <= fAlvoAtual)); + end; + + if IsBought and ( + bCompressao + or bZonaNeutra + or (Close < mme20) + or bCandleForcaBaixa + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOCompra + ) then + ClosePosition; + + if IsSold and ( + bCompressao + or bZonaNeutra + or (Close > mme20) + or bCandleForcaAlta + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOVenda + ) then + ClosePosition; + + if (not bEstavaPosicionado) and IsBought then + fPrecoEntrada := Close; + + if (not bEstavaPosicionado) and IsSold then + fPrecoEntrada := Close; + + bEstavaPosicionado := IsBought or IsSold; +end; diff --git a/automacao_backtests/MEDIAS_20_50_200/Reprovados/robos_medias_v42_compressao.txt b/automacao_backtests/MEDIAS_20_50_200/Reprovados/robos_medias_v42_compressao.txt new file mode 100644 index 0000000..3d9a0fe --- /dev/null +++ b/automacao_backtests/MEDIAS_20_50_200/Reprovados/robos_medias_v42_compressao.txt @@ -0,0 +1,229 @@ +{ + Estrategia: robos_medias_v42_compressao + Autor: Wesley + Descricao: Filtro de compressao 20x200 com entrada na saida da compressao direcional. +} + +input + ModoEstrategia(4); + DistanciaMinimaLequePontos(15); + DistanciaCompressao20x200(90); + DistanciaMaximaPrecoMME20(220); + DistanciaToqueMME20(80); + MinBarrasConfirmacao(3); + ConfirmacoesRompimento(1); + MinPercCorpoPA(0.55); + FatorPavioRejeicao(1.4); + UsarConfirmacaoCandle(true); + UsarOCO(true); + StopLossPontos(150); + TakeProfitPontos(255); + UsarSaidaPorTempo(true); + MaxBarrasPosicao(10); + +var + mme9, mme20, mma50, mma200 : float; + slope20, slope50, slope200 : float; + dist920, dist2050, dist50200, dist20200, distPreco20 : float; + topoLookback, fundoLookback : float; + rangeCandle, corpoCandle, pavioSup, pavioInf : float; + iAlta, iBaixa, iBarrasPosicao : integer; + bCompressao, bLequeAlta, bLequeBaixa : boolean; + bAcimaTodas, bAbaixoTodas, bEntre9e20, bEntre20e50, bEntre50e200, bZonaNeutra : boolean; + bCandleForcaAlta, bCandleForcaBaixa, bRejeicaoAlta, bRejeicaoBaixa : boolean; + bPullbackCompra, bPullbackVenda, bRompAlta, bRompBaixa, bSaindoCompressao : boolean; + bCompra, bVenda, bConfCompra, bConfVenda : boolean; + bEstavaPosicionado, bSaidaOCOCompra, bSaidaOCOVenda : boolean; + fPrecoEntrada, fStopAtual, fAlvoAtual : float; + +begin + mme9 := MediaExp(9, Close); + mme20 := MediaExp(20, Close); + mma50 := Media(50, Close); + mma200 := Media(200, Close); + + slope20 := mme20 - mme20[1]; + slope50 := mma50 - mma50[1]; + slope200 := mma200 - mma200[1]; + + dist920 := Abs(mme9 - mme20); + dist2050 := Abs(mme20 - mma50); + dist50200 := Abs(mma50 - mma200); + dist20200 := Abs(mme20 - mma200); + distPreco20 := Abs(Close - mme20); + + topoLookback := Highest(High, 12); + fundoLookback := Lowest(Low, 12); + + rangeCandle := Max(High - Low, 0.01); + corpoCandle := Abs(Close - Open); + pavioSup := High - Max(Open, Close); + pavioInf := Min(Open, Close) - Low; + + bAcimaTodas := (Close > mme9) and (Close > mme20) and (Close > mma50) and (Close > mma200); + bAbaixoTodas := (Close < mme9) and (Close < mme20) and (Close < mma50) and (Close < mma200); + + bEntre9e20 := ((Close <= mme9) and (Close >= mme20)) or ((Close >= mme9) and (Close <= mme20)); + bEntre20e50 := ((Close <= mme20) and (Close >= mma50)) or ((Close >= mme20) and (Close <= mma50)); + bEntre50e200 := ((Close <= mma50) and (Close >= mma200)) or ((Close >= mma50) and (Close <= mma200)); + bZonaNeutra := bEntre9e20 or bEntre20e50 or bEntre50e200; + + bCompressao := dist20200 <= DistanciaCompressao20x200; + bSaindoCompressao := (dist20200 > DistanciaCompressao20x200) and + ((dist20200[1] <= DistanciaCompressao20x200) or + (dist20200[2] <= DistanciaCompressao20x200) or + (dist20200[3] <= DistanciaCompressao20x200)); + + bLequeAlta := bAcimaTodas and (mme9 > mme20) and (mme20 > mma50) and (mma50 > mma200) + and (slope20 > 0) and (slope50 > 0) and (slope200 >= 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos) + and (dist50200 >= DistanciaMinimaLequePontos); + + bLequeBaixa := bAbaixoTodas and (mme9 < mme20) and (mme20 < mma50) and (mma50 < mma200) + and (slope20 < 0) and (slope50 < 0) and (slope200 <= 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos) + and (dist50200 >= DistanciaMinimaLequePontos); + + bCandleForcaAlta := (Close > Open) and ((corpoCandle / rangeCandle) >= MinPercCorpoPA); + bCandleForcaBaixa := (Close < Open) and ((corpoCandle / rangeCandle) >= MinPercCorpoPA); + + bRejeicaoAlta := (Close > Open) + and ((pavioInf >= (corpoCandle * FatorPavioRejeicao)) or (Low <= Low[1])) + and (Close > mme20); + + bRejeicaoBaixa := (Close < Open) + and ((pavioSup >= (corpoCandle * FatorPavioRejeicao)) or (High >= High[1])) + and (Close < mme20); + + bPullbackCompra := (not bCompressao) + and (mma50 > mma200) + and (slope20 > 0) + and (Abs(Low - mme20) <= DistanciaToqueMME20) + and bRejeicaoAlta; + + bPullbackVenda := (not bCompressao) + and (mma50 < mma200) + and (slope20 < 0) + and (Abs(High - mme20) <= DistanciaToqueMME20) + and bRejeicaoBaixa; + + bRompAlta := (Close > mma200) and (Close[1] <= mma200) + and (Close >= topoLookback[1]) + and (mme9 > mme20) + and bCandleForcaAlta; + + bRompBaixa := (Close < mma200) and (Close[1] >= mma200) + and (Close <= fundoLookback[1]) + and (mme9 < mme20) + and bCandleForcaBaixa; + + bConfCompra := (not UsarConfirmacaoCandle) or bCandleForcaAlta; + bConfVenda := (not UsarConfirmacaoCandle) or bCandleForcaBaixa; + + if bLequeAlta or bPullbackCompra or bRompAlta then + iAlta := iAlta + 1 + else + iAlta := 0; + + if bLequeBaixa or bPullbackVenda or bRompBaixa then + iBaixa := iBaixa + 1 + else + iBaixa := 0; + + bCompra := false; + bVenda := false; + + if ModoEstrategia = 1 then + begin + bCompra := bLequeAlta and (not bCompressao) and (not bZonaNeutra) + and (distPreco20 <= DistanciaMaximaPrecoMME20) + and bConfCompra and (iAlta >= MinBarrasConfirmacao); + + bVenda := bLequeBaixa and (not bCompressao) and (not bZonaNeutra) + and (distPreco20 <= DistanciaMaximaPrecoMME20) + and bConfVenda and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 2 then + begin + bCompra := bPullbackCompra and bConfCompra and (iAlta >= MinBarrasConfirmacao); + bVenda := bPullbackVenda and bConfVenda and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 3 then + begin + bCompra := bRompAlta and (iAlta >= ConfirmacoesRompimento); + bVenda := bRompBaixa and (iBaixa >= ConfirmacoesRompimento); + end + else if ModoEstrategia = 4 then + begin + bCompra := (not bCompressao) and bSaindoCompressao and bLequeAlta and bConfCompra; + bVenda := (not bCompressao) and bSaindoCompressao and bLequeBaixa and bConfVenda; + end + else + begin + bCompra := (not bCompressao) and (not bZonaNeutra) + and ((bPullbackCompra and bConfCompra) or (bRompAlta and (iAlta >= ConfirmacoesRompimento))); + + bVenda := (not bCompressao) and (not bZonaNeutra) + and ((bPullbackVenda and bConfVenda) or (bRompBaixa and (iBaixa >= ConfirmacoesRompimento))); + end; + + if IsBought or IsSold then + iBarrasPosicao := iBarrasPosicao + 1 + else + iBarrasPosicao := 0; + + if (not IsBought) and (not IsSold) then + begin + if bCompra then + BuyAtMarket + else if bVenda then + SellShortAtMarket; + end; + + bSaidaOCOCompra := false; + bSaidaOCOVenda := false; + + if IsBought and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada - StopLossPontos; + fAlvoAtual := fPrecoEntrada + TakeProfitPontos; + bSaidaOCOCompra := UsarOCO and ((Low <= fStopAtual) or (High >= fAlvoAtual)); + end; + + if IsSold and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada + StopLossPontos; + fAlvoAtual := fPrecoEntrada - TakeProfitPontos; + bSaidaOCOVenda := UsarOCO and ((High >= fStopAtual) or (Low <= fAlvoAtual)); + end; + + if IsBought and ( + bCompressao + or bZonaNeutra + or (Close < mme20) + or bCandleForcaBaixa + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOCompra + ) then + ClosePosition; + + if IsSold and ( + bCompressao + or bZonaNeutra + or (Close > mme20) + or bCandleForcaAlta + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOVenda + ) then + ClosePosition; + + if (not bEstavaPosicionado) and IsBought then + fPrecoEntrada := Close; + + if (not bEstavaPosicionado) and IsSold then + fPrecoEntrada := Close; + + bEstavaPosicionado := IsBought or IsSold; +end; diff --git a/automacao_backtests/MEDIAS_20_50_200/Reprovados/robos_medias_v43_compressao.txt b/automacao_backtests/MEDIAS_20_50_200/Reprovados/robos_medias_v43_compressao.txt new file mode 100644 index 0000000..4696abb --- /dev/null +++ b/automacao_backtests/MEDIAS_20_50_200/Reprovados/robos_medias_v43_compressao.txt @@ -0,0 +1,229 @@ +{ + Estrategia: robos_medias_v43_compressao + Autor: Wesley + Descricao: Filtro de compressao 20x200 com entrada na saida da compressao direcional. +} + +input + ModoEstrategia(4); + DistanciaMinimaLequePontos(15); + DistanciaCompressao20x200(100); + DistanciaMaximaPrecoMME20(240); + DistanciaToqueMME20(80); + MinBarrasConfirmacao(1); + ConfirmacoesRompimento(2); + MinPercCorpoPA(0.6); + FatorPavioRejeicao(1.55); + UsarConfirmacaoCandle(true); + UsarOCO(true); + StopLossPontos(165); + TakeProfitPontos(297); + UsarSaidaPorTempo(true); + MaxBarrasPosicao(11); + +var + mme9, mme20, mma50, mma200 : float; + slope20, slope50, slope200 : float; + dist920, dist2050, dist50200, dist20200, distPreco20 : float; + topoLookback, fundoLookback : float; + rangeCandle, corpoCandle, pavioSup, pavioInf : float; + iAlta, iBaixa, iBarrasPosicao : integer; + bCompressao, bLequeAlta, bLequeBaixa : boolean; + bAcimaTodas, bAbaixoTodas, bEntre9e20, bEntre20e50, bEntre50e200, bZonaNeutra : boolean; + bCandleForcaAlta, bCandleForcaBaixa, bRejeicaoAlta, bRejeicaoBaixa : boolean; + bPullbackCompra, bPullbackVenda, bRompAlta, bRompBaixa, bSaindoCompressao : boolean; + bCompra, bVenda, bConfCompra, bConfVenda : boolean; + bEstavaPosicionado, bSaidaOCOCompra, bSaidaOCOVenda : boolean; + fPrecoEntrada, fStopAtual, fAlvoAtual : float; + +begin + mme9 := MediaExp(9, Close); + mme20 := MediaExp(20, Close); + mma50 := Media(50, Close); + mma200 := Media(200, Close); + + slope20 := mme20 - mme20[1]; + slope50 := mma50 - mma50[1]; + slope200 := mma200 - mma200[1]; + + dist920 := Abs(mme9 - mme20); + dist2050 := Abs(mme20 - mma50); + dist50200 := Abs(mma50 - mma200); + dist20200 := Abs(mme20 - mma200); + distPreco20 := Abs(Close - mme20); + + topoLookback := Highest(High, 12); + fundoLookback := Lowest(Low, 12); + + rangeCandle := Max(High - Low, 0.01); + corpoCandle := Abs(Close - Open); + pavioSup := High - Max(Open, Close); + pavioInf := Min(Open, Close) - Low; + + bAcimaTodas := (Close > mme9) and (Close > mme20) and (Close > mma50) and (Close > mma200); + bAbaixoTodas := (Close < mme9) and (Close < mme20) and (Close < mma50) and (Close < mma200); + + bEntre9e20 := ((Close <= mme9) and (Close >= mme20)) or ((Close >= mme9) and (Close <= mme20)); + bEntre20e50 := ((Close <= mme20) and (Close >= mma50)) or ((Close >= mme20) and (Close <= mma50)); + bEntre50e200 := ((Close <= mma50) and (Close >= mma200)) or ((Close >= mma50) and (Close <= mma200)); + bZonaNeutra := bEntre9e20 or bEntre20e50 or bEntre50e200; + + bCompressao := dist20200 <= DistanciaCompressao20x200; + bSaindoCompressao := (dist20200 > DistanciaCompressao20x200) and + ((dist20200[1] <= DistanciaCompressao20x200) or + (dist20200[2] <= DistanciaCompressao20x200) or + (dist20200[3] <= DistanciaCompressao20x200)); + + bLequeAlta := bAcimaTodas and (mme9 > mme20) and (mme20 > mma50) and (mma50 > mma200) + and (slope20 > 0) and (slope50 > 0) and (slope200 >= 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos) + and (dist50200 >= DistanciaMinimaLequePontos); + + bLequeBaixa := bAbaixoTodas and (mme9 < mme20) and (mme20 < mma50) and (mma50 < mma200) + and (slope20 < 0) and (slope50 < 0) and (slope200 <= 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos) + and (dist50200 >= DistanciaMinimaLequePontos); + + bCandleForcaAlta := (Close > Open) and ((corpoCandle / rangeCandle) >= MinPercCorpoPA); + bCandleForcaBaixa := (Close < Open) and ((corpoCandle / rangeCandle) >= MinPercCorpoPA); + + bRejeicaoAlta := (Close > Open) + and ((pavioInf >= (corpoCandle * FatorPavioRejeicao)) or (Low <= Low[1])) + and (Close > mme20); + + bRejeicaoBaixa := (Close < Open) + and ((pavioSup >= (corpoCandle * FatorPavioRejeicao)) or (High >= High[1])) + and (Close < mme20); + + bPullbackCompra := (not bCompressao) + and (mma50 > mma200) + and (slope20 > 0) + and (Abs(Low - mme20) <= DistanciaToqueMME20) + and bRejeicaoAlta; + + bPullbackVenda := (not bCompressao) + and (mma50 < mma200) + and (slope20 < 0) + and (Abs(High - mme20) <= DistanciaToqueMME20) + and bRejeicaoBaixa; + + bRompAlta := (Close > mma200) and (Close[1] <= mma200) + and (Close >= topoLookback[1]) + and (mme9 > mme20) + and bCandleForcaAlta; + + bRompBaixa := (Close < mma200) and (Close[1] >= mma200) + and (Close <= fundoLookback[1]) + and (mme9 < mme20) + and bCandleForcaBaixa; + + bConfCompra := (not UsarConfirmacaoCandle) or bCandleForcaAlta; + bConfVenda := (not UsarConfirmacaoCandle) or bCandleForcaBaixa; + + if bLequeAlta or bPullbackCompra or bRompAlta then + iAlta := iAlta + 1 + else + iAlta := 0; + + if bLequeBaixa or bPullbackVenda or bRompBaixa then + iBaixa := iBaixa + 1 + else + iBaixa := 0; + + bCompra := false; + bVenda := false; + + if ModoEstrategia = 1 then + begin + bCompra := bLequeAlta and (not bCompressao) and (not bZonaNeutra) + and (distPreco20 <= DistanciaMaximaPrecoMME20) + and bConfCompra and (iAlta >= MinBarrasConfirmacao); + + bVenda := bLequeBaixa and (not bCompressao) and (not bZonaNeutra) + and (distPreco20 <= DistanciaMaximaPrecoMME20) + and bConfVenda and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 2 then + begin + bCompra := bPullbackCompra and bConfCompra and (iAlta >= MinBarrasConfirmacao); + bVenda := bPullbackVenda and bConfVenda and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 3 then + begin + bCompra := bRompAlta and (iAlta >= ConfirmacoesRompimento); + bVenda := bRompBaixa and (iBaixa >= ConfirmacoesRompimento); + end + else if ModoEstrategia = 4 then + begin + bCompra := (not bCompressao) and bSaindoCompressao and bLequeAlta and bConfCompra; + bVenda := (not bCompressao) and bSaindoCompressao and bLequeBaixa and bConfVenda; + end + else + begin + bCompra := (not bCompressao) and (not bZonaNeutra) + and ((bPullbackCompra and bConfCompra) or (bRompAlta and (iAlta >= ConfirmacoesRompimento))); + + bVenda := (not bCompressao) and (not bZonaNeutra) + and ((bPullbackVenda and bConfVenda) or (bRompBaixa and (iBaixa >= ConfirmacoesRompimento))); + end; + + if IsBought or IsSold then + iBarrasPosicao := iBarrasPosicao + 1 + else + iBarrasPosicao := 0; + + if (not IsBought) and (not IsSold) then + begin + if bCompra then + BuyAtMarket + else if bVenda then + SellShortAtMarket; + end; + + bSaidaOCOCompra := false; + bSaidaOCOVenda := false; + + if IsBought and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada - StopLossPontos; + fAlvoAtual := fPrecoEntrada + TakeProfitPontos; + bSaidaOCOCompra := UsarOCO and ((Low <= fStopAtual) or (High >= fAlvoAtual)); + end; + + if IsSold and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada + StopLossPontos; + fAlvoAtual := fPrecoEntrada - TakeProfitPontos; + bSaidaOCOVenda := UsarOCO and ((High >= fStopAtual) or (Low <= fAlvoAtual)); + end; + + if IsBought and ( + bCompressao + or bZonaNeutra + or (Close < mme20) + or bCandleForcaBaixa + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOCompra + ) then + ClosePosition; + + if IsSold and ( + bCompressao + or bZonaNeutra + or (Close > mme20) + or bCandleForcaAlta + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOVenda + ) then + ClosePosition; + + if (not bEstavaPosicionado) and IsBought then + fPrecoEntrada := Close; + + if (not bEstavaPosicionado) and IsSold then + fPrecoEntrada := Close; + + bEstavaPosicionado := IsBought or IsSold; +end; diff --git a/automacao_backtests/MEDIAS_20_50_200/Reprovados/robos_medias_v44_compressao.txt b/automacao_backtests/MEDIAS_20_50_200/Reprovados/robos_medias_v44_compressao.txt new file mode 100644 index 0000000..c73fdde --- /dev/null +++ b/automacao_backtests/MEDIAS_20_50_200/Reprovados/robos_medias_v44_compressao.txt @@ -0,0 +1,229 @@ +{ + Estrategia: robos_medias_v44_compressao + Autor: Wesley + Descricao: Filtro de compressao 20x200 com entrada na saida da compressao direcional. +} + +input + ModoEstrategia(4); + DistanciaMinimaLequePontos(15); + DistanciaCompressao20x200(110); + DistanciaMaximaPrecoMME20(260); + DistanciaToqueMME20(80); + MinBarrasConfirmacao(2); + ConfirmacoesRompimento(1); + MinPercCorpoPA(0.45); + FatorPavioRejeicao(1.1); + UsarConfirmacaoCandle(true); + UsarOCO(true); + StopLossPontos(180); + TakeProfitPontos(270); + UsarSaidaPorTempo(true); + MaxBarrasPosicao(12); + +var + mme9, mme20, mma50, mma200 : float; + slope20, slope50, slope200 : float; + dist920, dist2050, dist50200, dist20200, distPreco20 : float; + topoLookback, fundoLookback : float; + rangeCandle, corpoCandle, pavioSup, pavioInf : float; + iAlta, iBaixa, iBarrasPosicao : integer; + bCompressao, bLequeAlta, bLequeBaixa : boolean; + bAcimaTodas, bAbaixoTodas, bEntre9e20, bEntre20e50, bEntre50e200, bZonaNeutra : boolean; + bCandleForcaAlta, bCandleForcaBaixa, bRejeicaoAlta, bRejeicaoBaixa : boolean; + bPullbackCompra, bPullbackVenda, bRompAlta, bRompBaixa, bSaindoCompressao : boolean; + bCompra, bVenda, bConfCompra, bConfVenda : boolean; + bEstavaPosicionado, bSaidaOCOCompra, bSaidaOCOVenda : boolean; + fPrecoEntrada, fStopAtual, fAlvoAtual : float; + +begin + mme9 := MediaExp(9, Close); + mme20 := MediaExp(20, Close); + mma50 := Media(50, Close); + mma200 := Media(200, Close); + + slope20 := mme20 - mme20[1]; + slope50 := mma50 - mma50[1]; + slope200 := mma200 - mma200[1]; + + dist920 := Abs(mme9 - mme20); + dist2050 := Abs(mme20 - mma50); + dist50200 := Abs(mma50 - mma200); + dist20200 := Abs(mme20 - mma200); + distPreco20 := Abs(Close - mme20); + + topoLookback := Highest(High, 12); + fundoLookback := Lowest(Low, 12); + + rangeCandle := Max(High - Low, 0.01); + corpoCandle := Abs(Close - Open); + pavioSup := High - Max(Open, Close); + pavioInf := Min(Open, Close) - Low; + + bAcimaTodas := (Close > mme9) and (Close > mme20) and (Close > mma50) and (Close > mma200); + bAbaixoTodas := (Close < mme9) and (Close < mme20) and (Close < mma50) and (Close < mma200); + + bEntre9e20 := ((Close <= mme9) and (Close >= mme20)) or ((Close >= mme9) and (Close <= mme20)); + bEntre20e50 := ((Close <= mme20) and (Close >= mma50)) or ((Close >= mme20) and (Close <= mma50)); + bEntre50e200 := ((Close <= mma50) and (Close >= mma200)) or ((Close >= mma50) and (Close <= mma200)); + bZonaNeutra := bEntre9e20 or bEntre20e50 or bEntre50e200; + + bCompressao := dist20200 <= DistanciaCompressao20x200; + bSaindoCompressao := (dist20200 > DistanciaCompressao20x200) and + ((dist20200[1] <= DistanciaCompressao20x200) or + (dist20200[2] <= DistanciaCompressao20x200) or + (dist20200[3] <= DistanciaCompressao20x200)); + + bLequeAlta := bAcimaTodas and (mme9 > mme20) and (mme20 > mma50) and (mma50 > mma200) + and (slope20 > 0) and (slope50 > 0) and (slope200 >= 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos) + and (dist50200 >= DistanciaMinimaLequePontos); + + bLequeBaixa := bAbaixoTodas and (mme9 < mme20) and (mme20 < mma50) and (mma50 < mma200) + and (slope20 < 0) and (slope50 < 0) and (slope200 <= 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos) + and (dist50200 >= DistanciaMinimaLequePontos); + + bCandleForcaAlta := (Close > Open) and ((corpoCandle / rangeCandle) >= MinPercCorpoPA); + bCandleForcaBaixa := (Close < Open) and ((corpoCandle / rangeCandle) >= MinPercCorpoPA); + + bRejeicaoAlta := (Close > Open) + and ((pavioInf >= (corpoCandle * FatorPavioRejeicao)) or (Low <= Low[1])) + and (Close > mme20); + + bRejeicaoBaixa := (Close < Open) + and ((pavioSup >= (corpoCandle * FatorPavioRejeicao)) or (High >= High[1])) + and (Close < mme20); + + bPullbackCompra := (not bCompressao) + and (mma50 > mma200) + and (slope20 > 0) + and (Abs(Low - mme20) <= DistanciaToqueMME20) + and bRejeicaoAlta; + + bPullbackVenda := (not bCompressao) + and (mma50 < mma200) + and (slope20 < 0) + and (Abs(High - mme20) <= DistanciaToqueMME20) + and bRejeicaoBaixa; + + bRompAlta := (Close > mma200) and (Close[1] <= mma200) + and (Close >= topoLookback[1]) + and (mme9 > mme20) + and bCandleForcaAlta; + + bRompBaixa := (Close < mma200) and (Close[1] >= mma200) + and (Close <= fundoLookback[1]) + and (mme9 < mme20) + and bCandleForcaBaixa; + + bConfCompra := (not UsarConfirmacaoCandle) or bCandleForcaAlta; + bConfVenda := (not UsarConfirmacaoCandle) or bCandleForcaBaixa; + + if bLequeAlta or bPullbackCompra or bRompAlta then + iAlta := iAlta + 1 + else + iAlta := 0; + + if bLequeBaixa or bPullbackVenda or bRompBaixa then + iBaixa := iBaixa + 1 + else + iBaixa := 0; + + bCompra := false; + bVenda := false; + + if ModoEstrategia = 1 then + begin + bCompra := bLequeAlta and (not bCompressao) and (not bZonaNeutra) + and (distPreco20 <= DistanciaMaximaPrecoMME20) + and bConfCompra and (iAlta >= MinBarrasConfirmacao); + + bVenda := bLequeBaixa and (not bCompressao) and (not bZonaNeutra) + and (distPreco20 <= DistanciaMaximaPrecoMME20) + and bConfVenda and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 2 then + begin + bCompra := bPullbackCompra and bConfCompra and (iAlta >= MinBarrasConfirmacao); + bVenda := bPullbackVenda and bConfVenda and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 3 then + begin + bCompra := bRompAlta and (iAlta >= ConfirmacoesRompimento); + bVenda := bRompBaixa and (iBaixa >= ConfirmacoesRompimento); + end + else if ModoEstrategia = 4 then + begin + bCompra := (not bCompressao) and bSaindoCompressao and bLequeAlta and bConfCompra; + bVenda := (not bCompressao) and bSaindoCompressao and bLequeBaixa and bConfVenda; + end + else + begin + bCompra := (not bCompressao) and (not bZonaNeutra) + and ((bPullbackCompra and bConfCompra) or (bRompAlta and (iAlta >= ConfirmacoesRompimento))); + + bVenda := (not bCompressao) and (not bZonaNeutra) + and ((bPullbackVenda and bConfVenda) or (bRompBaixa and (iBaixa >= ConfirmacoesRompimento))); + end; + + if IsBought or IsSold then + iBarrasPosicao := iBarrasPosicao + 1 + else + iBarrasPosicao := 0; + + if (not IsBought) and (not IsSold) then + begin + if bCompra then + BuyAtMarket + else if bVenda then + SellShortAtMarket; + end; + + bSaidaOCOCompra := false; + bSaidaOCOVenda := false; + + if IsBought and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada - StopLossPontos; + fAlvoAtual := fPrecoEntrada + TakeProfitPontos; + bSaidaOCOCompra := UsarOCO and ((Low <= fStopAtual) or (High >= fAlvoAtual)); + end; + + if IsSold and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada + StopLossPontos; + fAlvoAtual := fPrecoEntrada - TakeProfitPontos; + bSaidaOCOVenda := UsarOCO and ((High >= fStopAtual) or (Low <= fAlvoAtual)); + end; + + if IsBought and ( + bCompressao + or bZonaNeutra + or (Close < mme20) + or bCandleForcaBaixa + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOCompra + ) then + ClosePosition; + + if IsSold and ( + bCompressao + or bZonaNeutra + or (Close > mme20) + or bCandleForcaAlta + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOVenda + ) then + ClosePosition; + + if (not bEstavaPosicionado) and IsBought then + fPrecoEntrada := Close; + + if (not bEstavaPosicionado) and IsSold then + fPrecoEntrada := Close; + + bEstavaPosicionado := IsBought or IsSold; +end; diff --git a/automacao_backtests/MEDIAS_20_50_200/Reprovados/robos_medias_v45_hibrido.txt b/automacao_backtests/MEDIAS_20_50_200/Reprovados/robos_medias_v45_hibrido.txt new file mode 100644 index 0000000..bb1541e --- /dev/null +++ b/automacao_backtests/MEDIAS_20_50_200/Reprovados/robos_medias_v45_hibrido.txt @@ -0,0 +1,229 @@ +{ + Estrategia: robos_medias_v45_hibrido + Autor: Wesley + Descricao: Hibrido de pullback e rompimento com filtro de posicao do preco entre medias. +} + +input + ModoEstrategia(5); + DistanciaMinimaLequePontos(15); + DistanciaCompressao20x200(70); + DistanciaMaximaPrecoMME20(280); + DistanciaToqueMME20(80); + MinBarrasConfirmacao(3); + ConfirmacoesRompimento(2); + MinPercCorpoPA(0.5); + FatorPavioRejeicao(1.25); + UsarConfirmacaoCandle(true); + UsarOCO(true); + StopLossPontos(195); + TakeProfitPontos(312); + UsarSaidaPorTempo(true); + MaxBarrasPosicao(13); + +var + mme9, mme20, mma50, mma200 : float; + slope20, slope50, slope200 : float; + dist920, dist2050, dist50200, dist20200, distPreco20 : float; + topoLookback, fundoLookback : float; + rangeCandle, corpoCandle, pavioSup, pavioInf : float; + iAlta, iBaixa, iBarrasPosicao : integer; + bCompressao, bLequeAlta, bLequeBaixa : boolean; + bAcimaTodas, bAbaixoTodas, bEntre9e20, bEntre20e50, bEntre50e200, bZonaNeutra : boolean; + bCandleForcaAlta, bCandleForcaBaixa, bRejeicaoAlta, bRejeicaoBaixa : boolean; + bPullbackCompra, bPullbackVenda, bRompAlta, bRompBaixa, bSaindoCompressao : boolean; + bCompra, bVenda, bConfCompra, bConfVenda : boolean; + bEstavaPosicionado, bSaidaOCOCompra, bSaidaOCOVenda : boolean; + fPrecoEntrada, fStopAtual, fAlvoAtual : float; + +begin + mme9 := MediaExp(9, Close); + mme20 := MediaExp(20, Close); + mma50 := Media(50, Close); + mma200 := Media(200, Close); + + slope20 := mme20 - mme20[1]; + slope50 := mma50 - mma50[1]; + slope200 := mma200 - mma200[1]; + + dist920 := Abs(mme9 - mme20); + dist2050 := Abs(mme20 - mma50); + dist50200 := Abs(mma50 - mma200); + dist20200 := Abs(mme20 - mma200); + distPreco20 := Abs(Close - mme20); + + topoLookback := Highest(High, 12); + fundoLookback := Lowest(Low, 12); + + rangeCandle := Max(High - Low, 0.01); + corpoCandle := Abs(Close - Open); + pavioSup := High - Max(Open, Close); + pavioInf := Min(Open, Close) - Low; + + bAcimaTodas := (Close > mme9) and (Close > mme20) and (Close > mma50) and (Close > mma200); + bAbaixoTodas := (Close < mme9) and (Close < mme20) and (Close < mma50) and (Close < mma200); + + bEntre9e20 := ((Close <= mme9) and (Close >= mme20)) or ((Close >= mme9) and (Close <= mme20)); + bEntre20e50 := ((Close <= mme20) and (Close >= mma50)) or ((Close >= mme20) and (Close <= mma50)); + bEntre50e200 := ((Close <= mma50) and (Close >= mma200)) or ((Close >= mma50) and (Close <= mma200)); + bZonaNeutra := bEntre9e20 or bEntre20e50 or bEntre50e200; + + bCompressao := dist20200 <= DistanciaCompressao20x200; + bSaindoCompressao := (dist20200 > DistanciaCompressao20x200) and + ((dist20200[1] <= DistanciaCompressao20x200) or + (dist20200[2] <= DistanciaCompressao20x200) or + (dist20200[3] <= DistanciaCompressao20x200)); + + bLequeAlta := bAcimaTodas and (mme9 > mme20) and (mme20 > mma50) and (mma50 > mma200) + and (slope20 > 0) and (slope50 > 0) and (slope200 >= 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos) + and (dist50200 >= DistanciaMinimaLequePontos); + + bLequeBaixa := bAbaixoTodas and (mme9 < mme20) and (mme20 < mma50) and (mma50 < mma200) + and (slope20 < 0) and (slope50 < 0) and (slope200 <= 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos) + and (dist50200 >= DistanciaMinimaLequePontos); + + bCandleForcaAlta := (Close > Open) and ((corpoCandle / rangeCandle) >= MinPercCorpoPA); + bCandleForcaBaixa := (Close < Open) and ((corpoCandle / rangeCandle) >= MinPercCorpoPA); + + bRejeicaoAlta := (Close > Open) + and ((pavioInf >= (corpoCandle * FatorPavioRejeicao)) or (Low <= Low[1])) + and (Close > mme20); + + bRejeicaoBaixa := (Close < Open) + and ((pavioSup >= (corpoCandle * FatorPavioRejeicao)) or (High >= High[1])) + and (Close < mme20); + + bPullbackCompra := (not bCompressao) + and (mma50 > mma200) + and (slope20 > 0) + and (Abs(Low - mme20) <= DistanciaToqueMME20) + and bRejeicaoAlta; + + bPullbackVenda := (not bCompressao) + and (mma50 < mma200) + and (slope20 < 0) + and (Abs(High - mme20) <= DistanciaToqueMME20) + and bRejeicaoBaixa; + + bRompAlta := (Close > mma200) and (Close[1] <= mma200) + and (Close >= topoLookback[1]) + and (mme9 > mme20) + and bCandleForcaAlta; + + bRompBaixa := (Close < mma200) and (Close[1] >= mma200) + and (Close <= fundoLookback[1]) + and (mme9 < mme20) + and bCandleForcaBaixa; + + bConfCompra := (not UsarConfirmacaoCandle) or bCandleForcaAlta; + bConfVenda := (not UsarConfirmacaoCandle) or bCandleForcaBaixa; + + if bLequeAlta or bPullbackCompra or bRompAlta then + iAlta := iAlta + 1 + else + iAlta := 0; + + if bLequeBaixa or bPullbackVenda or bRompBaixa then + iBaixa := iBaixa + 1 + else + iBaixa := 0; + + bCompra := false; + bVenda := false; + + if ModoEstrategia = 1 then + begin + bCompra := bLequeAlta and (not bCompressao) and (not bZonaNeutra) + and (distPreco20 <= DistanciaMaximaPrecoMME20) + and bConfCompra and (iAlta >= MinBarrasConfirmacao); + + bVenda := bLequeBaixa and (not bCompressao) and (not bZonaNeutra) + and (distPreco20 <= DistanciaMaximaPrecoMME20) + and bConfVenda and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 2 then + begin + bCompra := bPullbackCompra and bConfCompra and (iAlta >= MinBarrasConfirmacao); + bVenda := bPullbackVenda and bConfVenda and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 3 then + begin + bCompra := bRompAlta and (iAlta >= ConfirmacoesRompimento); + bVenda := bRompBaixa and (iBaixa >= ConfirmacoesRompimento); + end + else if ModoEstrategia = 4 then + begin + bCompra := (not bCompressao) and bSaindoCompressao and bLequeAlta and bConfCompra; + bVenda := (not bCompressao) and bSaindoCompressao and bLequeBaixa and bConfVenda; + end + else + begin + bCompra := (not bCompressao) and (not bZonaNeutra) + and ((bPullbackCompra and bConfCompra) or (bRompAlta and (iAlta >= ConfirmacoesRompimento))); + + bVenda := (not bCompressao) and (not bZonaNeutra) + and ((bPullbackVenda and bConfVenda) or (bRompBaixa and (iBaixa >= ConfirmacoesRompimento))); + end; + + if IsBought or IsSold then + iBarrasPosicao := iBarrasPosicao + 1 + else + iBarrasPosicao := 0; + + if (not IsBought) and (not IsSold) then + begin + if bCompra then + BuyAtMarket + else if bVenda then + SellShortAtMarket; + end; + + bSaidaOCOCompra := false; + bSaidaOCOVenda := false; + + if IsBought and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada - StopLossPontos; + fAlvoAtual := fPrecoEntrada + TakeProfitPontos; + bSaidaOCOCompra := UsarOCO and ((Low <= fStopAtual) or (High >= fAlvoAtual)); + end; + + if IsSold and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada + StopLossPontos; + fAlvoAtual := fPrecoEntrada - TakeProfitPontos; + bSaidaOCOVenda := UsarOCO and ((High >= fStopAtual) or (Low <= fAlvoAtual)); + end; + + if IsBought and ( + bCompressao + or bZonaNeutra + or (Close < mme20) + or bCandleForcaBaixa + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOCompra + ) then + ClosePosition; + + if IsSold and ( + bCompressao + or bZonaNeutra + or (Close > mme20) + or bCandleForcaAlta + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOVenda + ) then + ClosePosition; + + if (not bEstavaPosicionado) and IsBought then + fPrecoEntrada := Close; + + if (not bEstavaPosicionado) and IsSold then + fPrecoEntrada := Close; + + bEstavaPosicionado := IsBought or IsSold; +end; diff --git a/automacao_backtests/MEDIAS_20_50_200/Reprovados/robos_medias_v46_hibrido.txt b/automacao_backtests/MEDIAS_20_50_200/Reprovados/robos_medias_v46_hibrido.txt new file mode 100644 index 0000000..5060557 --- /dev/null +++ b/automacao_backtests/MEDIAS_20_50_200/Reprovados/robos_medias_v46_hibrido.txt @@ -0,0 +1,229 @@ +{ + Estrategia: robos_medias_v46_hibrido + Autor: Wesley + Descricao: Hibrido de pullback e rompimento com filtro de posicao do preco entre medias. +} + +input + ModoEstrategia(5); + DistanciaMinimaLequePontos(15); + DistanciaCompressao20x200(80); + DistanciaMaximaPrecoMME20(180); + DistanciaToqueMME20(80); + MinBarrasConfirmacao(1); + ConfirmacoesRompimento(1); + MinPercCorpoPA(0.55); + FatorPavioRejeicao(1.4); + UsarConfirmacaoCandle(true); + UsarOCO(true); + StopLossPontos(210); + TakeProfitPontos(357); + UsarSaidaPorTempo(true); + MaxBarrasPosicao(8); + +var + mme9, mme20, mma50, mma200 : float; + slope20, slope50, slope200 : float; + dist920, dist2050, dist50200, dist20200, distPreco20 : float; + topoLookback, fundoLookback : float; + rangeCandle, corpoCandle, pavioSup, pavioInf : float; + iAlta, iBaixa, iBarrasPosicao : integer; + bCompressao, bLequeAlta, bLequeBaixa : boolean; + bAcimaTodas, bAbaixoTodas, bEntre9e20, bEntre20e50, bEntre50e200, bZonaNeutra : boolean; + bCandleForcaAlta, bCandleForcaBaixa, bRejeicaoAlta, bRejeicaoBaixa : boolean; + bPullbackCompra, bPullbackVenda, bRompAlta, bRompBaixa, bSaindoCompressao : boolean; + bCompra, bVenda, bConfCompra, bConfVenda : boolean; + bEstavaPosicionado, bSaidaOCOCompra, bSaidaOCOVenda : boolean; + fPrecoEntrada, fStopAtual, fAlvoAtual : float; + +begin + mme9 := MediaExp(9, Close); + mme20 := MediaExp(20, Close); + mma50 := Media(50, Close); + mma200 := Media(200, Close); + + slope20 := mme20 - mme20[1]; + slope50 := mma50 - mma50[1]; + slope200 := mma200 - mma200[1]; + + dist920 := Abs(mme9 - mme20); + dist2050 := Abs(mme20 - mma50); + dist50200 := Abs(mma50 - mma200); + dist20200 := Abs(mme20 - mma200); + distPreco20 := Abs(Close - mme20); + + topoLookback := Highest(High, 12); + fundoLookback := Lowest(Low, 12); + + rangeCandle := Max(High - Low, 0.01); + corpoCandle := Abs(Close - Open); + pavioSup := High - Max(Open, Close); + pavioInf := Min(Open, Close) - Low; + + bAcimaTodas := (Close > mme9) and (Close > mme20) and (Close > mma50) and (Close > mma200); + bAbaixoTodas := (Close < mme9) and (Close < mme20) and (Close < mma50) and (Close < mma200); + + bEntre9e20 := ((Close <= mme9) and (Close >= mme20)) or ((Close >= mme9) and (Close <= mme20)); + bEntre20e50 := ((Close <= mme20) and (Close >= mma50)) or ((Close >= mme20) and (Close <= mma50)); + bEntre50e200 := ((Close <= mma50) and (Close >= mma200)) or ((Close >= mma50) and (Close <= mma200)); + bZonaNeutra := bEntre9e20 or bEntre20e50 or bEntre50e200; + + bCompressao := dist20200 <= DistanciaCompressao20x200; + bSaindoCompressao := (dist20200 > DistanciaCompressao20x200) and + ((dist20200[1] <= DistanciaCompressao20x200) or + (dist20200[2] <= DistanciaCompressao20x200) or + (dist20200[3] <= DistanciaCompressao20x200)); + + bLequeAlta := bAcimaTodas and (mme9 > mme20) and (mme20 > mma50) and (mma50 > mma200) + and (slope20 > 0) and (slope50 > 0) and (slope200 >= 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos) + and (dist50200 >= DistanciaMinimaLequePontos); + + bLequeBaixa := bAbaixoTodas and (mme9 < mme20) and (mme20 < mma50) and (mma50 < mma200) + and (slope20 < 0) and (slope50 < 0) and (slope200 <= 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos) + and (dist50200 >= DistanciaMinimaLequePontos); + + bCandleForcaAlta := (Close > Open) and ((corpoCandle / rangeCandle) >= MinPercCorpoPA); + bCandleForcaBaixa := (Close < Open) and ((corpoCandle / rangeCandle) >= MinPercCorpoPA); + + bRejeicaoAlta := (Close > Open) + and ((pavioInf >= (corpoCandle * FatorPavioRejeicao)) or (Low <= Low[1])) + and (Close > mme20); + + bRejeicaoBaixa := (Close < Open) + and ((pavioSup >= (corpoCandle * FatorPavioRejeicao)) or (High >= High[1])) + and (Close < mme20); + + bPullbackCompra := (not bCompressao) + and (mma50 > mma200) + and (slope20 > 0) + and (Abs(Low - mme20) <= DistanciaToqueMME20) + and bRejeicaoAlta; + + bPullbackVenda := (not bCompressao) + and (mma50 < mma200) + and (slope20 < 0) + and (Abs(High - mme20) <= DistanciaToqueMME20) + and bRejeicaoBaixa; + + bRompAlta := (Close > mma200) and (Close[1] <= mma200) + and (Close >= topoLookback[1]) + and (mme9 > mme20) + and bCandleForcaAlta; + + bRompBaixa := (Close < mma200) and (Close[1] >= mma200) + and (Close <= fundoLookback[1]) + and (mme9 < mme20) + and bCandleForcaBaixa; + + bConfCompra := (not UsarConfirmacaoCandle) or bCandleForcaAlta; + bConfVenda := (not UsarConfirmacaoCandle) or bCandleForcaBaixa; + + if bLequeAlta or bPullbackCompra or bRompAlta then + iAlta := iAlta + 1 + else + iAlta := 0; + + if bLequeBaixa or bPullbackVenda or bRompBaixa then + iBaixa := iBaixa + 1 + else + iBaixa := 0; + + bCompra := false; + bVenda := false; + + if ModoEstrategia = 1 then + begin + bCompra := bLequeAlta and (not bCompressao) and (not bZonaNeutra) + and (distPreco20 <= DistanciaMaximaPrecoMME20) + and bConfCompra and (iAlta >= MinBarrasConfirmacao); + + bVenda := bLequeBaixa and (not bCompressao) and (not bZonaNeutra) + and (distPreco20 <= DistanciaMaximaPrecoMME20) + and bConfVenda and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 2 then + begin + bCompra := bPullbackCompra and bConfCompra and (iAlta >= MinBarrasConfirmacao); + bVenda := bPullbackVenda and bConfVenda and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 3 then + begin + bCompra := bRompAlta and (iAlta >= ConfirmacoesRompimento); + bVenda := bRompBaixa and (iBaixa >= ConfirmacoesRompimento); + end + else if ModoEstrategia = 4 then + begin + bCompra := (not bCompressao) and bSaindoCompressao and bLequeAlta and bConfCompra; + bVenda := (not bCompressao) and bSaindoCompressao and bLequeBaixa and bConfVenda; + end + else + begin + bCompra := (not bCompressao) and (not bZonaNeutra) + and ((bPullbackCompra and bConfCompra) or (bRompAlta and (iAlta >= ConfirmacoesRompimento))); + + bVenda := (not bCompressao) and (not bZonaNeutra) + and ((bPullbackVenda and bConfVenda) or (bRompBaixa and (iBaixa >= ConfirmacoesRompimento))); + end; + + if IsBought or IsSold then + iBarrasPosicao := iBarrasPosicao + 1 + else + iBarrasPosicao := 0; + + if (not IsBought) and (not IsSold) then + begin + if bCompra then + BuyAtMarket + else if bVenda then + SellShortAtMarket; + end; + + bSaidaOCOCompra := false; + bSaidaOCOVenda := false; + + if IsBought and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada - StopLossPontos; + fAlvoAtual := fPrecoEntrada + TakeProfitPontos; + bSaidaOCOCompra := UsarOCO and ((Low <= fStopAtual) or (High >= fAlvoAtual)); + end; + + if IsSold and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada + StopLossPontos; + fAlvoAtual := fPrecoEntrada - TakeProfitPontos; + bSaidaOCOVenda := UsarOCO and ((High >= fStopAtual) or (Low <= fAlvoAtual)); + end; + + if IsBought and ( + bCompressao + or bZonaNeutra + or (Close < mme20) + or bCandleForcaBaixa + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOCompra + ) then + ClosePosition; + + if IsSold and ( + bCompressao + or bZonaNeutra + or (Close > mme20) + or bCandleForcaAlta + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOVenda + ) then + ClosePosition; + + if (not bEstavaPosicionado) and IsBought then + fPrecoEntrada := Close; + + if (not bEstavaPosicionado) and IsSold then + fPrecoEntrada := Close; + + bEstavaPosicionado := IsBought or IsSold; +end; diff --git a/automacao_backtests/MEDIAS_20_50_200/Reprovados/robos_medias_v47_hibrido.txt b/automacao_backtests/MEDIAS_20_50_200/Reprovados/robos_medias_v47_hibrido.txt new file mode 100644 index 0000000..84f3e1f --- /dev/null +++ b/automacao_backtests/MEDIAS_20_50_200/Reprovados/robos_medias_v47_hibrido.txt @@ -0,0 +1,229 @@ +{ + Estrategia: robos_medias_v47_hibrido + Autor: Wesley + Descricao: Hibrido de pullback e rompimento com filtro de posicao do preco entre medias. +} + +input + ModoEstrategia(5); + DistanciaMinimaLequePontos(15); + DistanciaCompressao20x200(90); + DistanciaMaximaPrecoMME20(200); + DistanciaToqueMME20(80); + MinBarrasConfirmacao(2); + ConfirmacoesRompimento(2); + MinPercCorpoPA(0.6); + FatorPavioRejeicao(1.55); + UsarConfirmacaoCandle(true); + UsarOCO(true); + StopLossPontos(225); + TakeProfitPontos(405); + UsarSaidaPorTempo(true); + MaxBarrasPosicao(9); + +var + mme9, mme20, mma50, mma200 : float; + slope20, slope50, slope200 : float; + dist920, dist2050, dist50200, dist20200, distPreco20 : float; + topoLookback, fundoLookback : float; + rangeCandle, corpoCandle, pavioSup, pavioInf : float; + iAlta, iBaixa, iBarrasPosicao : integer; + bCompressao, bLequeAlta, bLequeBaixa : boolean; + bAcimaTodas, bAbaixoTodas, bEntre9e20, bEntre20e50, bEntre50e200, bZonaNeutra : boolean; + bCandleForcaAlta, bCandleForcaBaixa, bRejeicaoAlta, bRejeicaoBaixa : boolean; + bPullbackCompra, bPullbackVenda, bRompAlta, bRompBaixa, bSaindoCompressao : boolean; + bCompra, bVenda, bConfCompra, bConfVenda : boolean; + bEstavaPosicionado, bSaidaOCOCompra, bSaidaOCOVenda : boolean; + fPrecoEntrada, fStopAtual, fAlvoAtual : float; + +begin + mme9 := MediaExp(9, Close); + mme20 := MediaExp(20, Close); + mma50 := Media(50, Close); + mma200 := Media(200, Close); + + slope20 := mme20 - mme20[1]; + slope50 := mma50 - mma50[1]; + slope200 := mma200 - mma200[1]; + + dist920 := Abs(mme9 - mme20); + dist2050 := Abs(mme20 - mma50); + dist50200 := Abs(mma50 - mma200); + dist20200 := Abs(mme20 - mma200); + distPreco20 := Abs(Close - mme20); + + topoLookback := Highest(High, 12); + fundoLookback := Lowest(Low, 12); + + rangeCandle := Max(High - Low, 0.01); + corpoCandle := Abs(Close - Open); + pavioSup := High - Max(Open, Close); + pavioInf := Min(Open, Close) - Low; + + bAcimaTodas := (Close > mme9) and (Close > mme20) and (Close > mma50) and (Close > mma200); + bAbaixoTodas := (Close < mme9) and (Close < mme20) and (Close < mma50) and (Close < mma200); + + bEntre9e20 := ((Close <= mme9) and (Close >= mme20)) or ((Close >= mme9) and (Close <= mme20)); + bEntre20e50 := ((Close <= mme20) and (Close >= mma50)) or ((Close >= mme20) and (Close <= mma50)); + bEntre50e200 := ((Close <= mma50) and (Close >= mma200)) or ((Close >= mma50) and (Close <= mma200)); + bZonaNeutra := bEntre9e20 or bEntre20e50 or bEntre50e200; + + bCompressao := dist20200 <= DistanciaCompressao20x200; + bSaindoCompressao := (dist20200 > DistanciaCompressao20x200) and + ((dist20200[1] <= DistanciaCompressao20x200) or + (dist20200[2] <= DistanciaCompressao20x200) or + (dist20200[3] <= DistanciaCompressao20x200)); + + bLequeAlta := bAcimaTodas and (mme9 > mme20) and (mme20 > mma50) and (mma50 > mma200) + and (slope20 > 0) and (slope50 > 0) and (slope200 >= 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos) + and (dist50200 >= DistanciaMinimaLequePontos); + + bLequeBaixa := bAbaixoTodas and (mme9 < mme20) and (mme20 < mma50) and (mma50 < mma200) + and (slope20 < 0) and (slope50 < 0) and (slope200 <= 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos) + and (dist50200 >= DistanciaMinimaLequePontos); + + bCandleForcaAlta := (Close > Open) and ((corpoCandle / rangeCandle) >= MinPercCorpoPA); + bCandleForcaBaixa := (Close < Open) and ((corpoCandle / rangeCandle) >= MinPercCorpoPA); + + bRejeicaoAlta := (Close > Open) + and ((pavioInf >= (corpoCandle * FatorPavioRejeicao)) or (Low <= Low[1])) + and (Close > mme20); + + bRejeicaoBaixa := (Close < Open) + and ((pavioSup >= (corpoCandle * FatorPavioRejeicao)) or (High >= High[1])) + and (Close < mme20); + + bPullbackCompra := (not bCompressao) + and (mma50 > mma200) + and (slope20 > 0) + and (Abs(Low - mme20) <= DistanciaToqueMME20) + and bRejeicaoAlta; + + bPullbackVenda := (not bCompressao) + and (mma50 < mma200) + and (slope20 < 0) + and (Abs(High - mme20) <= DistanciaToqueMME20) + and bRejeicaoBaixa; + + bRompAlta := (Close > mma200) and (Close[1] <= mma200) + and (Close >= topoLookback[1]) + and (mme9 > mme20) + and bCandleForcaAlta; + + bRompBaixa := (Close < mma200) and (Close[1] >= mma200) + and (Close <= fundoLookback[1]) + and (mme9 < mme20) + and bCandleForcaBaixa; + + bConfCompra := (not UsarConfirmacaoCandle) or bCandleForcaAlta; + bConfVenda := (not UsarConfirmacaoCandle) or bCandleForcaBaixa; + + if bLequeAlta or bPullbackCompra or bRompAlta then + iAlta := iAlta + 1 + else + iAlta := 0; + + if bLequeBaixa or bPullbackVenda or bRompBaixa then + iBaixa := iBaixa + 1 + else + iBaixa := 0; + + bCompra := false; + bVenda := false; + + if ModoEstrategia = 1 then + begin + bCompra := bLequeAlta and (not bCompressao) and (not bZonaNeutra) + and (distPreco20 <= DistanciaMaximaPrecoMME20) + and bConfCompra and (iAlta >= MinBarrasConfirmacao); + + bVenda := bLequeBaixa and (not bCompressao) and (not bZonaNeutra) + and (distPreco20 <= DistanciaMaximaPrecoMME20) + and bConfVenda and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 2 then + begin + bCompra := bPullbackCompra and bConfCompra and (iAlta >= MinBarrasConfirmacao); + bVenda := bPullbackVenda and bConfVenda and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 3 then + begin + bCompra := bRompAlta and (iAlta >= ConfirmacoesRompimento); + bVenda := bRompBaixa and (iBaixa >= ConfirmacoesRompimento); + end + else if ModoEstrategia = 4 then + begin + bCompra := (not bCompressao) and bSaindoCompressao and bLequeAlta and bConfCompra; + bVenda := (not bCompressao) and bSaindoCompressao and bLequeBaixa and bConfVenda; + end + else + begin + bCompra := (not bCompressao) and (not bZonaNeutra) + and ((bPullbackCompra and bConfCompra) or (bRompAlta and (iAlta >= ConfirmacoesRompimento))); + + bVenda := (not bCompressao) and (not bZonaNeutra) + and ((bPullbackVenda and bConfVenda) or (bRompBaixa and (iBaixa >= ConfirmacoesRompimento))); + end; + + if IsBought or IsSold then + iBarrasPosicao := iBarrasPosicao + 1 + else + iBarrasPosicao := 0; + + if (not IsBought) and (not IsSold) then + begin + if bCompra then + BuyAtMarket + else if bVenda then + SellShortAtMarket; + end; + + bSaidaOCOCompra := false; + bSaidaOCOVenda := false; + + if IsBought and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada - StopLossPontos; + fAlvoAtual := fPrecoEntrada + TakeProfitPontos; + bSaidaOCOCompra := UsarOCO and ((Low <= fStopAtual) or (High >= fAlvoAtual)); + end; + + if IsSold and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada + StopLossPontos; + fAlvoAtual := fPrecoEntrada - TakeProfitPontos; + bSaidaOCOVenda := UsarOCO and ((High >= fStopAtual) or (Low <= fAlvoAtual)); + end; + + if IsBought and ( + bCompressao + or bZonaNeutra + or (Close < mme20) + or bCandleForcaBaixa + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOCompra + ) then + ClosePosition; + + if IsSold and ( + bCompressao + or bZonaNeutra + or (Close > mme20) + or bCandleForcaAlta + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOVenda + ) then + ClosePosition; + + if (not bEstavaPosicionado) and IsBought then + fPrecoEntrada := Close; + + if (not bEstavaPosicionado) and IsSold then + fPrecoEntrada := Close; + + bEstavaPosicionado := IsBought or IsSold; +end; diff --git a/automacao_backtests/MEDIAS_20_50_200/Reprovados/robos_medias_v49_hibrido.txt b/automacao_backtests/MEDIAS_20_50_200/Reprovados/robos_medias_v49_hibrido.txt new file mode 100644 index 0000000..f7f245a --- /dev/null +++ b/automacao_backtests/MEDIAS_20_50_200/Reprovados/robos_medias_v49_hibrido.txt @@ -0,0 +1,229 @@ +{ + Estrategia: robos_medias_v49_hibrido + Autor: Wesley + Descricao: Hibrido de pullback e rompimento com filtro de posicao do preco entre medias. +} + +input + ModoEstrategia(5); + DistanciaMinimaLequePontos(15); + DistanciaCompressao20x200(110); + DistanciaMaximaPrecoMME20(240); + DistanciaToqueMME20(80); + MinBarrasConfirmacao(1); + ConfirmacoesRompimento(2); + MinPercCorpoPA(0.5); + FatorPavioRejeicao(1.25); + UsarConfirmacaoCandle(true); + UsarOCO(true); + StopLossPontos(255); + TakeProfitPontos(408); + UsarSaidaPorTempo(true); + MaxBarrasPosicao(11); + +var + mme9, mme20, mma50, mma200 : float; + slope20, slope50, slope200 : float; + dist920, dist2050, dist50200, dist20200, distPreco20 : float; + topoLookback, fundoLookback : float; + rangeCandle, corpoCandle, pavioSup, pavioInf : float; + iAlta, iBaixa, iBarrasPosicao : integer; + bCompressao, bLequeAlta, bLequeBaixa : boolean; + bAcimaTodas, bAbaixoTodas, bEntre9e20, bEntre20e50, bEntre50e200, bZonaNeutra : boolean; + bCandleForcaAlta, bCandleForcaBaixa, bRejeicaoAlta, bRejeicaoBaixa : boolean; + bPullbackCompra, bPullbackVenda, bRompAlta, bRompBaixa, bSaindoCompressao : boolean; + bCompra, bVenda, bConfCompra, bConfVenda : boolean; + bEstavaPosicionado, bSaidaOCOCompra, bSaidaOCOVenda : boolean; + fPrecoEntrada, fStopAtual, fAlvoAtual : float; + +begin + mme9 := MediaExp(9, Close); + mme20 := MediaExp(20, Close); + mma50 := Media(50, Close); + mma200 := Media(200, Close); + + slope20 := mme20 - mme20[1]; + slope50 := mma50 - mma50[1]; + slope200 := mma200 - mma200[1]; + + dist920 := Abs(mme9 - mme20); + dist2050 := Abs(mme20 - mma50); + dist50200 := Abs(mma50 - mma200); + dist20200 := Abs(mme20 - mma200); + distPreco20 := Abs(Close - mme20); + + topoLookback := Highest(High, 12); + fundoLookback := Lowest(Low, 12); + + rangeCandle := Max(High - Low, 0.01); + corpoCandle := Abs(Close - Open); + pavioSup := High - Max(Open, Close); + pavioInf := Min(Open, Close) - Low; + + bAcimaTodas := (Close > mme9) and (Close > mme20) and (Close > mma50) and (Close > mma200); + bAbaixoTodas := (Close < mme9) and (Close < mme20) and (Close < mma50) and (Close < mma200); + + bEntre9e20 := ((Close <= mme9) and (Close >= mme20)) or ((Close >= mme9) and (Close <= mme20)); + bEntre20e50 := ((Close <= mme20) and (Close >= mma50)) or ((Close >= mme20) and (Close <= mma50)); + bEntre50e200 := ((Close <= mma50) and (Close >= mma200)) or ((Close >= mma50) and (Close <= mma200)); + bZonaNeutra := bEntre9e20 or bEntre20e50 or bEntre50e200; + + bCompressao := dist20200 <= DistanciaCompressao20x200; + bSaindoCompressao := (dist20200 > DistanciaCompressao20x200) and + ((dist20200[1] <= DistanciaCompressao20x200) or + (dist20200[2] <= DistanciaCompressao20x200) or + (dist20200[3] <= DistanciaCompressao20x200)); + + bLequeAlta := bAcimaTodas and (mme9 > mme20) and (mme20 > mma50) and (mma50 > mma200) + and (slope20 > 0) and (slope50 > 0) and (slope200 >= 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos) + and (dist50200 >= DistanciaMinimaLequePontos); + + bLequeBaixa := bAbaixoTodas and (mme9 < mme20) and (mme20 < mma50) and (mma50 < mma200) + and (slope20 < 0) and (slope50 < 0) and (slope200 <= 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos) + and (dist50200 >= DistanciaMinimaLequePontos); + + bCandleForcaAlta := (Close > Open) and ((corpoCandle / rangeCandle) >= MinPercCorpoPA); + bCandleForcaBaixa := (Close < Open) and ((corpoCandle / rangeCandle) >= MinPercCorpoPA); + + bRejeicaoAlta := (Close > Open) + and ((pavioInf >= (corpoCandle * FatorPavioRejeicao)) or (Low <= Low[1])) + and (Close > mme20); + + bRejeicaoBaixa := (Close < Open) + and ((pavioSup >= (corpoCandle * FatorPavioRejeicao)) or (High >= High[1])) + and (Close < mme20); + + bPullbackCompra := (not bCompressao) + and (mma50 > mma200) + and (slope20 > 0) + and (Abs(Low - mme20) <= DistanciaToqueMME20) + and bRejeicaoAlta; + + bPullbackVenda := (not bCompressao) + and (mma50 < mma200) + and (slope20 < 0) + and (Abs(High - mme20) <= DistanciaToqueMME20) + and bRejeicaoBaixa; + + bRompAlta := (Close > mma200) and (Close[1] <= mma200) + and (Close >= topoLookback[1]) + and (mme9 > mme20) + and bCandleForcaAlta; + + bRompBaixa := (Close < mma200) and (Close[1] >= mma200) + and (Close <= fundoLookback[1]) + and (mme9 < mme20) + and bCandleForcaBaixa; + + bConfCompra := (not UsarConfirmacaoCandle) or bCandleForcaAlta; + bConfVenda := (not UsarConfirmacaoCandle) or bCandleForcaBaixa; + + if bLequeAlta or bPullbackCompra or bRompAlta then + iAlta := iAlta + 1 + else + iAlta := 0; + + if bLequeBaixa or bPullbackVenda or bRompBaixa then + iBaixa := iBaixa + 1 + else + iBaixa := 0; + + bCompra := false; + bVenda := false; + + if ModoEstrategia = 1 then + begin + bCompra := bLequeAlta and (not bCompressao) and (not bZonaNeutra) + and (distPreco20 <= DistanciaMaximaPrecoMME20) + and bConfCompra and (iAlta >= MinBarrasConfirmacao); + + bVenda := bLequeBaixa and (not bCompressao) and (not bZonaNeutra) + and (distPreco20 <= DistanciaMaximaPrecoMME20) + and bConfVenda and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 2 then + begin + bCompra := bPullbackCompra and bConfCompra and (iAlta >= MinBarrasConfirmacao); + bVenda := bPullbackVenda and bConfVenda and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 3 then + begin + bCompra := bRompAlta and (iAlta >= ConfirmacoesRompimento); + bVenda := bRompBaixa and (iBaixa >= ConfirmacoesRompimento); + end + else if ModoEstrategia = 4 then + begin + bCompra := (not bCompressao) and bSaindoCompressao and bLequeAlta and bConfCompra; + bVenda := (not bCompressao) and bSaindoCompressao and bLequeBaixa and bConfVenda; + end + else + begin + bCompra := (not bCompressao) and (not bZonaNeutra) + and ((bPullbackCompra and bConfCompra) or (bRompAlta and (iAlta >= ConfirmacoesRompimento))); + + bVenda := (not bCompressao) and (not bZonaNeutra) + and ((bPullbackVenda and bConfVenda) or (bRompBaixa and (iBaixa >= ConfirmacoesRompimento))); + end; + + if IsBought or IsSold then + iBarrasPosicao := iBarrasPosicao + 1 + else + iBarrasPosicao := 0; + + if (not IsBought) and (not IsSold) then + begin + if bCompra then + BuyAtMarket + else if bVenda then + SellShortAtMarket; + end; + + bSaidaOCOCompra := false; + bSaidaOCOVenda := false; + + if IsBought and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada - StopLossPontos; + fAlvoAtual := fPrecoEntrada + TakeProfitPontos; + bSaidaOCOCompra := UsarOCO and ((Low <= fStopAtual) or (High >= fAlvoAtual)); + end; + + if IsSold and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada + StopLossPontos; + fAlvoAtual := fPrecoEntrada - TakeProfitPontos; + bSaidaOCOVenda := UsarOCO and ((High >= fStopAtual) or (Low <= fAlvoAtual)); + end; + + if IsBought and ( + bCompressao + or bZonaNeutra + or (Close < mme20) + or bCandleForcaBaixa + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOCompra + ) then + ClosePosition; + + if IsSold and ( + bCompressao + or bZonaNeutra + or (Close > mme20) + or bCandleForcaAlta + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOVenda + ) then + ClosePosition; + + if (not bEstavaPosicionado) and IsBought then + fPrecoEntrada := Close; + + if (not bEstavaPosicionado) and IsSold then + fPrecoEntrada := Close; + + bEstavaPosicionado := IsBought or IsSold; +end; diff --git a/automacao_backtests/MEDIAS_20_50_200/Reprovados/robos_medias_v4_filtro_compressao_direcional.txt b/automacao_backtests/MEDIAS_20_50_200/Reprovados/robos_medias_v4_filtro_compressao_direcional.txt new file mode 100644 index 0000000..2fade40 --- /dev/null +++ b/automacao_backtests/MEDIAS_20_50_200/Reprovados/robos_medias_v4_filtro_compressao_direcional.txt @@ -0,0 +1,229 @@ +{ + Estrategia: robos_medias_v4_filtro_compressao_direcional + Autor: Wesley + Descricao: Filtro de compressao 20x200 com entrada na saida da compressao direcional. +} + +input + ModoEstrategia(4); + DistanciaMinimaLequePontos(15); + DistanciaCompressao20x200(110); + DistanciaMaximaPrecoMME20(260); + DistanciaToqueMME20(80); + MinBarrasConfirmacao(2); + ConfirmacoesRompimento(1); + MinPercCorpoPA(0.45); + FatorPavioRejeicao(1.1); + UsarConfirmacaoCandle(true); + UsarOCO(true); + StopLossPontos(180); + TakeProfitPontos(270); + UsarSaidaPorTempo(true); + MaxBarrasPosicao(12); + +var + mme9, mme20, mma50, mma200 : float; + slope20, slope50, slope200 : float; + dist920, dist2050, dist50200, dist20200, distPreco20 : float; + topoLookback, fundoLookback : float; + rangeCandle, corpoCandle, pavioSup, pavioInf : float; + iAlta, iBaixa, iBarrasPosicao : integer; + bCompressao, bLequeAlta, bLequeBaixa : boolean; + bAcimaTodas, bAbaixoTodas, bEntre9e20, bEntre20e50, bEntre50e200, bZonaNeutra : boolean; + bCandleForcaAlta, bCandleForcaBaixa, bRejeicaoAlta, bRejeicaoBaixa : boolean; + bPullbackCompra, bPullbackVenda, bRompAlta, bRompBaixa, bSaindoCompressao : boolean; + bCompra, bVenda, bConfCompra, bConfVenda : boolean; + bEstavaPosicionado, bSaidaOCOCompra, bSaidaOCOVenda : boolean; + fPrecoEntrada, fStopAtual, fAlvoAtual : float; + +begin + mme9 := MediaExp(9, Close); + mme20 := MediaExp(20, Close); + mma50 := Media(50, Close); + mma200 := Media(200, Close); + + slope20 := mme20 - mme20[1]; + slope50 := mma50 - mma50[1]; + slope200 := mma200 - mma200[1]; + + dist920 := Abs(mme9 - mme20); + dist2050 := Abs(mme20 - mma50); + dist50200 := Abs(mma50 - mma200); + dist20200 := Abs(mme20 - mma200); + distPreco20 := Abs(Close - mme20); + + topoLookback := Highest(High, 12); + fundoLookback := Lowest(Low, 12); + + rangeCandle := Max(High - Low, 0.01); + corpoCandle := Abs(Close - Open); + pavioSup := High - Max(Open, Close); + pavioInf := Min(Open, Close) - Low; + + bAcimaTodas := (Close > mme9) and (Close > mme20) and (Close > mma50) and (Close > mma200); + bAbaixoTodas := (Close < mme9) and (Close < mme20) and (Close < mma50) and (Close < mma200); + + bEntre9e20 := ((Close <= mme9) and (Close >= mme20)) or ((Close >= mme9) and (Close <= mme20)); + bEntre20e50 := ((Close <= mme20) and (Close >= mma50)) or ((Close >= mme20) and (Close <= mma50)); + bEntre50e200 := ((Close <= mma50) and (Close >= mma200)) or ((Close >= mma50) and (Close <= mma200)); + bZonaNeutra := bEntre9e20 or bEntre20e50 or bEntre50e200; + + bCompressao := dist20200 <= DistanciaCompressao20x200; + bSaindoCompressao := (dist20200 > DistanciaCompressao20x200) and + ((dist20200[1] <= DistanciaCompressao20x200) or + (dist20200[2] <= DistanciaCompressao20x200) or + (dist20200[3] <= DistanciaCompressao20x200)); + + bLequeAlta := bAcimaTodas and (mme9 > mme20) and (mme20 > mma50) and (mma50 > mma200) + and (slope20 > 0) and (slope50 > 0) and (slope200 >= 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos) + and (dist50200 >= DistanciaMinimaLequePontos); + + bLequeBaixa := bAbaixoTodas and (mme9 < mme20) and (mme20 < mma50) and (mma50 < mma200) + and (slope20 < 0) and (slope50 < 0) and (slope200 <= 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos) + and (dist50200 >= DistanciaMinimaLequePontos); + + bCandleForcaAlta := (Close > Open) and ((corpoCandle / rangeCandle) >= MinPercCorpoPA); + bCandleForcaBaixa := (Close < Open) and ((corpoCandle / rangeCandle) >= MinPercCorpoPA); + + bRejeicaoAlta := (Close > Open) + and ((pavioInf >= (corpoCandle * FatorPavioRejeicao)) or (Low <= Low[1])) + and (Close > mme20); + + bRejeicaoBaixa := (Close < Open) + and ((pavioSup >= (corpoCandle * FatorPavioRejeicao)) or (High >= High[1])) + and (Close < mme20); + + bPullbackCompra := (not bCompressao) + and (mma50 > mma200) + and (slope20 > 0) + and (Abs(Low - mme20) <= DistanciaToqueMME20) + and bRejeicaoAlta; + + bPullbackVenda := (not bCompressao) + and (mma50 < mma200) + and (slope20 < 0) + and (Abs(High - mme20) <= DistanciaToqueMME20) + and bRejeicaoBaixa; + + bRompAlta := (Close > mma200) and (Close[1] <= mma200) + and (Close >= topoLookback[1]) + and (mme9 > mme20) + and bCandleForcaAlta; + + bRompBaixa := (Close < mma200) and (Close[1] >= mma200) + and (Close <= fundoLookback[1]) + and (mme9 < mme20) + and bCandleForcaBaixa; + + bConfCompra := (not UsarConfirmacaoCandle) or bCandleForcaAlta; + bConfVenda := (not UsarConfirmacaoCandle) or bCandleForcaBaixa; + + if bLequeAlta or bPullbackCompra or bRompAlta then + iAlta := iAlta + 1 + else + iAlta := 0; + + if bLequeBaixa or bPullbackVenda or bRompBaixa then + iBaixa := iBaixa + 1 + else + iBaixa := 0; + + bCompra := false; + bVenda := false; + + if ModoEstrategia = 1 then + begin + bCompra := bLequeAlta and (not bCompressao) and (not bZonaNeutra) + and (distPreco20 <= DistanciaMaximaPrecoMME20) + and bConfCompra and (iAlta >= MinBarrasConfirmacao); + + bVenda := bLequeBaixa and (not bCompressao) and (not bZonaNeutra) + and (distPreco20 <= DistanciaMaximaPrecoMME20) + and bConfVenda and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 2 then + begin + bCompra := bPullbackCompra and bConfCompra and (iAlta >= MinBarrasConfirmacao); + bVenda := bPullbackVenda and bConfVenda and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 3 then + begin + bCompra := bRompAlta and (iAlta >= ConfirmacoesRompimento); + bVenda := bRompBaixa and (iBaixa >= ConfirmacoesRompimento); + end + else if ModoEstrategia = 4 then + begin + bCompra := (not bCompressao) and bSaindoCompressao and bLequeAlta and bConfCompra; + bVenda := (not bCompressao) and bSaindoCompressao and bLequeBaixa and bConfVenda; + end + else + begin + bCompra := (not bCompressao) and (not bZonaNeutra) + and ((bPullbackCompra and bConfCompra) or (bRompAlta and (iAlta >= ConfirmacoesRompimento))); + + bVenda := (not bCompressao) and (not bZonaNeutra) + and ((bPullbackVenda and bConfVenda) or (bRompBaixa and (iBaixa >= ConfirmacoesRompimento))); + end; + + if IsBought or IsSold then + iBarrasPosicao := iBarrasPosicao + 1 + else + iBarrasPosicao := 0; + + if (not IsBought) and (not IsSold) then + begin + if bCompra then + BuyAtMarket + else if bVenda then + SellShortAtMarket; + end; + + bSaidaOCOCompra := false; + bSaidaOCOVenda := false; + + if IsBought and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada - StopLossPontos; + fAlvoAtual := fPrecoEntrada + TakeProfitPontos; + bSaidaOCOCompra := UsarOCO and ((Low <= fStopAtual) or (High >= fAlvoAtual)); + end; + + if IsSold and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada + StopLossPontos; + fAlvoAtual := fPrecoEntrada - TakeProfitPontos; + bSaidaOCOVenda := UsarOCO and ((High >= fStopAtual) or (Low <= fAlvoAtual)); + end; + + if IsBought and ( + bCompressao + or bZonaNeutra + or (Close < mme20) + or bCandleForcaBaixa + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOCompra + ) then + ClosePosition; + + if IsSold and ( + bCompressao + or bZonaNeutra + or (Close > mme20) + or bCandleForcaAlta + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOVenda + ) then + ClosePosition; + + if (not bEstavaPosicionado) and IsBought then + fPrecoEntrada := Close; + + if (not bEstavaPosicionado) and IsSold then + fPrecoEntrada := Close; + + bEstavaPosicionado := IsBought or IsSold; +end; diff --git a/automacao_backtests/MEDIAS_20_50_200/_ranking_medias_resultados.ps1 b/automacao_backtests/MEDIAS_20_50_200/_ranking_medias_resultados.ps1 new file mode 100644 index 0000000..5e74b87 --- /dev/null +++ b/automacao_backtests/MEDIAS_20_50_200/_ranking_medias_resultados.ps1 @@ -0,0 +1,272 @@ +# ========================================================== +# _ranking_medias_resultados.ps1 +# Gera ranking dos robos MEDIAS_20_50_200 a partir dos CSVs +# de resultadosAprovadosPorTimeframe. +# +# COMO USAR: +# 1. Exporte os resultados dos robos para CSVs na pasta: +# automacao_backtests\MEDIAS_20_50_200\resultadosAprovadosPorTimeframe\ +# 2. Execute este script com: .\automacao_backtests\_ranking_medias_resultados.ps1 +# ========================================================== + +$pastaBase = ".\resultadosAprovadosPorTimeframe" +$pastaSaida = ".\automacao_backtests\MEDIAS_20_50_200" +$rs = "R$" + +# ---- Criterios de aprovacao ---- +$WR_MIN = 60.0 # Win Rate minimo (%) +$DD_MAX = 700 # Drawdown maximo (pontos) +$SALDO_MIN = 0 # Saldo minimo (pontos) +$TRADES_MIN = 5 # Trades minimos para amostrar + +$csvs = Get-ChildItem "$pastaBase\*.csv" -ErrorAction SilentlyContinue +if ($csvs.Count -eq 0) { + Write-Host "Nenhum CSV encontrado em $pastaBase" + exit +} + +Write-Host "Lendo $($csvs.Count) arquivos CSV..." + +$registros = @() + +foreach ($csv in $csvs) { + try { + $dados = Import-Csv $csv.FullName -Delimiter ";" + + # Extrai nome do robo e TF do nome do arquivo: robos_medias_vXX_nomeTF.csv + $nomeArquivo = $csv.BaseName + if ($nomeArquivo -match "^(robos_medias_v\d+_[^\d]+)(\d+)$") { + $nomeRobo = $matches[1] + $tf = $matches[2] + } else { + $nomeRobo = $nomeArquivo + $tf = "desconhecido" + } + + # Mapeia colunas (ajuste conforme layout do Profit) + $saldo = [float]($dados | Select-Object -Last 1).SaldoAcumulado -replace ",","." + $trades = [int]($dados.Count) + $vitorias = ($dados | Where-Object { [float]($_.Resultado -replace ",",".") -gt 0 }).Count + $wr = if ($trades -gt 0) { $vitorias / $trades * 100 } else { 0 } + + $resultados = $dados | ForEach-Object { [float]($_.Resultado -replace ",",".") } + $picos = $resultados | ForEach-Object -Begin { $max=0; $dd=0; $saldoAc=0 } -Process { + $saldoAc += $_ + if ($saldoAc -gt $max) { $max = $saldoAc } + $recuo = $max - $saldoAc + if ($recuo -gt $dd) { $dd = $recuo } + } -End { $dd } + $ddMax = $picos + + $reg = [PSCustomObject]@{ + Robo = $nomeRobo + TF = $tf + Trades = $trades + WR = [math]::Round($wr, 1) + Saldo = [math]::Round($saldo, 0) + DD = [math]::Round($ddMax, 0) + Status = "PENDENTE" + } + + # Avaliacao + if ($reg.WR -ge $WR_MIN -and $reg.Saldo -gt $SALDO_MIN -and + $reg.DD -le $DD_MAX -and $reg.Trades -ge $TRADES_MIN) { + $reg.Status = "APROVADO" + } elseif ($reg.Trades -lt $TRADES_MIN) { + $reg.Status = "AMOSTRA INSUFICIENTE" + } elseif ($reg.WR -lt $WR_MIN) { + $reg.Status = "WR < $WR_MIN%" + } elseif ($reg.DD -gt $DD_MAX) { + $reg.Status = "DD > $DD_MAX" + } elseif ($reg.Saldo -le $SALDO_MIN) { + $reg.Status = "SALDO NEGATIVO" + } + + $registros += $reg + } catch { + Write-Host "Erro ao ler $($csv.Name): $_" + } +} + +Write-Host "Total de combinacoes lidas: $($registros.Count)" + +# ---- Calcula score ---- +$aprovados = $registros | Where-Object { $_.Status -eq "APROVADO" } + +if ($aprovados.Count -eq 0) { + Write-Host "Nenhum robo aprovado nos criterios definidos." + exit +} + +$maxDD = ($aprovados | Measure-Object DD -Maximum).Maximum +$maxWR = ($aprovados | Measure-Object WR -Maximum).Maximum +$maxSaldo = ($aprovados | Measure-Object Saldo -Maximum).Maximum +$maxTrades= ($aprovados | Measure-Object Trades -Maximum).Maximum + +# Agrupa por robo para medir consistencia (quantos TFs aprovados) +$gruposPorRobo = $aprovados | Group-Object Robo +$maxTFsAprov = ($gruposPorRobo | Measure-Object { $_.Count } -Maximum).Maximum + +$scorados = @() +foreach ($reg in $aprovados) { + $riskNorm = if ($maxDD -gt 0) { 1 - ($reg.DD / $maxDD) } else { 1 } + $wrNorm = if ($maxWR -gt 0) { $reg.WR / $maxWR } else { 0 } + $saldoNorm = if ($maxSaldo -gt 0) { $reg.Saldo / $maxSaldo } else { 0 } + $sampleNorm = if ($maxTrades -gt 0){ $reg.Trades / $maxTrades } else { 0 } + + $tfsAprov = ($gruposPorRobo | Where-Object { $_.Name -eq $reg.Robo }).Count + $consistNorm = if ($maxTFsAprov -gt 0) { $tfsAprov / $maxTFsAprov } else { 0 } + + $score = ($riskNorm * 0.40) + ($consistNorm * 0.25) + ($wrNorm * 0.15) + + ($saldoNorm * 0.10) + ($sampleNorm * 0.10) + + $scorados += [PSCustomObject]@{ + Robo = $reg.Robo + TF = $reg.TF + Trades = $reg.Trades + WR = $reg.WR + Saldo = $reg.Saldo + DD = $reg.DD + Score = [math]::Round($score, 4) + TFsAprov = $tfsAprov + } +} + +$ranking = $scorados | Sort-Object Score -Descending + +# ============================================================ +# ARQUIVO 1: Ranking geral +# ============================================================ +$linhasGeral = @() +$linhasGeral += "==================================================================" +$linhasGeral += " RANKING GERAL - MEDIAS_20_50_200 (MME20 / MMA50 / MMA200)" +$linhasGeral += "==================================================================" +$linhasGeral += "" +$linhasGeral += "Total combinacoes lidas : $($registros.Count)" +$linhasGeral += "Total aprovadas : $($aprovados.Count)" +$linhasGeral += "" +$linhasGeral += "Score = 40% StopSeguro + 25% Consistencia + 15% WR + 10% Saldo + 10% Amostra" +$linhasGeral += "" +$linhasGeral += "Pos Robo TF Trades WR% Saldo DD TFsOK Score" +$linhasGeral += "--- -------------------------- ------- ------ ----- ------ ---- ----- -----" + +$pos = 1 +foreach ($r in $ranking) { + $linha = "{0,-4} {1,-28} {2,-7} {3,6} {4,5:F1} {5,6} {6,4} {7,5} {8,5:F3}" -f + $pos, $r.Robo, $r.TF, $r.Trades, $r.WR, $r.Saldo, $r.DD, $r.TFsAprov, $r.Score + $linhasGeral += $linha + $pos++ +} + +$linhasGeral | Set-Content -Path "$pastaSaida\ranking_geral_medias_resultados.txt" -Encoding UTF8 +Write-Host "Arquivo gerado: ranking_geral_medias_resultados.txt" + +# ============================================================ +# ARQUIVO 2: Top 10 e Top 5 +# ============================================================ +$linhasTop = @() +$linhasTop += "==================================================================" +$linhasTop += " TOP 10 e TOP 5 - MEDIAS_20_50_200" +$linhasTop += "==================================================================" +$linhasTop += "" +$linhasTop += "TOP 10:" +$linhasTop += "Pos Robo TF Trades WR% Saldo DD Score" +$linhasTop += "--- -------------------------- ------- ------ ----- ------ ---- -----" +$ranking | Select-Object -First 10 | ForEach-Object { + $linha = "{0,-4} {1,-28} {2,-7} {3,6} {4,5:F1} {5,6} {6,4} {7,5:F3}" -f + $pos, $_.Robo, $_.TF, $_.Trades, $_.WR, $_.Saldo, $_.DD, $_.Score + $linhasTop += $linha + $pos++ +} +$linhasTop += "" +$linhasTop += "TOP 5:" +$linhasTop += "Pos Robo TF Trades WR% Saldo DD Score" +$linhasTop += "--- -------------------------- ------- ------ ----- ------ ---- -----" +$pos = 1 +$ranking | Select-Object -First 5 | ForEach-Object { + $linha = "{0,-4} {1,-28} {2,-7} {3,6} {4,5:F1} {5,6} {6,4} {7,5:F3}" -f + $pos, $_.Robo, $_.TF, $_.Trades, $_.WR, $_.Saldo, $_.DD, $_.Score + $linhasTop += $linha + $pos++ +} +$linhasTop | Set-Content -Path "$pastaSaida\ranking_top10_top5_medias_resultados.txt" -Encoding UTF8 +Write-Host "Arquivo gerado: ranking_top10_top5_medias_resultados.txt" + +# ============================================================ +# ARQUIVO 3: Detalhamento por robo (todos os TFs) +# ============================================================ +$linhasDet = @() +$linhasDet += "==================================================================" +$linhasDet += " DETALHAMENTO POR ROBO - todos os TFs testados" +$linhasDet += "==================================================================" + +$robosUnicos = $registros | Select-Object -ExpandProperty Robo -Unique | Sort-Object + +foreach ($nomeRobo in $robosUnicos) { + $combosRobo = $registros | Where-Object { $_.Robo -eq $nomeRobo } + $linhasDet += "" + $linhasDet += "=== $nomeRobo ===" + $linhasDet += "TF Status Trades WR% Saldo DD" + $linhasDet += "--------- ------------------------ ------ ----- ------ ----" + foreach ($c in $combosRobo | Sort-Object TF) { + $l = "{0,-10} {1,-24} {2,6} {3,5:F1} {4,6} {5,4}" -f + $c.TF, $c.Status, $c.Trades, $c.WR, $c.Saldo, $c.DD + $linhasDet += $l + } +} + +$linhasDet | Set-Content -Path "$pastaSaida\detalhamento_tfs_medias_resultados.txt" -Encoding UTF8 +Write-Host "Arquivo gerado: detalhamento_tfs_medias_resultados.txt" + +# ============================================================ +# ARQUIVO 4: Estimativa de patrimônio para operar +# ============================================================ +$linhasPat = @() +$linhasPat += "==================================================================" +$linhasPat += " PATRIMONIO MINIMO ESTIMADO - MEDIAS_20_50_200" +$linhasPat += "Minimo conservador = 2.5x DD | Ideal = 3.5x DD | Minimo absoluto = 1.000" +$linhasPat += "==================================================================" + +# Agrupa por robo, pega o maior DD entre os TFs aprovados +$gruposAprov = $aprovados | Group-Object Robo + +$linhasPat += "" +$linhasPat += "Robo DD Max Pat.Min (2.5x) Pat.Ideal (3.5x)" +$linhasPat += "----------------------------- ------ -------------- ----------------" + +foreach ($g in $gruposAprov | Sort-Object { ($_.Group | Measure-Object DD -Maximum).Maximum }) { + $ddMax = ($g.Group | Measure-Object DD -Maximum).Maximum + $patMin = [math]::Max([math]::Round($ddMax * 2.5, 0), 1000) + $patIdeal= [math]::Max([math]::Round($ddMax * 3.5, 0), 1500) + $l = "{0,-31} {1,6} {2} {3}" -f + $g.Name, $ddMax, "${rs}$patMin", "${rs}$patIdeal" + $linhasPat += $l +} + +$linhasPat | Set-Content -Path "$pastaSaida\patrimonio_medias_resultados.txt" -Encoding UTF8 +Write-Host "Arquivo gerado: patrimonio_medias_resultados.txt" + +# ============================================================ +# ARQUIVO EXTRA: Relatório dos reprovados +# ============================================================ +$reprovados = $registros | Where-Object { $_.Status -ne "APROVADO" } +$linhasReprov = @() +$linhasReprov += "==================================================================" +$linhasReprov += " ROBOS REPROVADOS - MEDIAS_20_50_200" +$linhasReprov += "==================================================================" +$linhasReprov += "" +$linhasReprov += "Robo TF Trades WR% Saldo DD Motivo" +$linhasReprov += "-------------------------- ------- ------ ----- ------ ---- ----------------------" +foreach ($r in $reprovados) { + $linha = "{0,-28} {1,-7} {2,6} {3,6} {4,6} {5,6} {6}" -f ($r.Robo.ToString()), ($r.TF.ToString()), ($r.Trades.ToString()), ($r.WR.ToString()), ($r.Saldo.ToString()), ($r.DD.ToString()), ($r.Status.ToString()) + $linhasReprov += $linha +} +$linhasReprov | Set-Content -Path "$pastaSaida\ranking_reprovados_medias_resultados.txt" -Encoding UTF8 +Write-Host "Arquivo gerado: ranking_reprovados_medias_resultados.txt" + +Write-Host "" +Write-Host "=== CONCLUIDO ===" +Write-Host "4 arquivos gerados em $pastaSaida" +Write-Host "" +Write-Host "TOP 5 geral:" +$ranking | Select-Object -First 5 | Format-Table Robo, TF, WR, Saldo, DD, Score diff --git a/automacao_backtests/MEDIAS_20_50_200/catalogo_estrategias_medias_9_20_50_200.txt b/automacao_backtests/MEDIAS_20_50_200/catalogo_estrategias_medias_9_20_50_200.txt new file mode 100644 index 0000000..4640167 --- /dev/null +++ b/automacao_backtests/MEDIAS_20_50_200/catalogo_estrategias_medias_9_20_50_200.txt @@ -0,0 +1,34 @@ +CATALOGO - ESTRATEGIAS DE MEDIAS (MME9, MME20, MMA50, MMA200) + +Objetivo +- Testar variacoes objetivas de leitura de medias para identificar cenarios saudaveis. +- Foco: direcionalidade, retorno ao valor e zona de decisao na media 200. + +Robos criados +1) robo_medias_v1_leque_tendencia.txt +- Ideia: continuidade com leque completo (9>20>50>200 ou inverso) e inclinacao favoravel. +- Melhor para: mercado direcional com expansao. + +2) robo_medias_v2_pullback_20_regime.txt +- Ideia: retorno na MME20 com filtro de regime (MMA50 x MMA200). +- Melhor para: tendencia saudavel com correcao controlada. + +3) robo_medias_v3_rompimento_200_20proxima.txt +- Ideia: rompimento da MMA200 quando MME20 estiver proxima (zona de decisao). +- Melhor para: transicao para novo fluxo direcional. + +4) robo_medias_v4_filtro_compressao_direcional.txt +- Ideia: bloqueia em compressao 20x200 e libera so apos alinhamento direcional. +- Melhor para: evitar operacao em mercado embolado. + +Sugestao de bateria inicial de backtest +- Timeframes: 15m, 30m, 60m. +- Janela: 12 a 24 meses. +- Ativos: WIN e WDO (separados). +- Custos: incluir corretagem, emolumentos e slippage. + +Parametros para otimizar primeiro +- StopLossPontos e TakeProfitPontos. +- Distancia de compressao (20x200). +- Barras minimas de confirmacao direcional. +- Distancia maxima do preco para MME20 (evitar esticamento). diff --git a/automacao_backtests/MEDIAS_20_50_200/catalogo_medias_v2_dt_sw.txt b/automacao_backtests/MEDIAS_20_50_200/catalogo_medias_v2_dt_sw.txt new file mode 100644 index 0000000..99fb027 --- /dev/null +++ b/automacao_backtests/MEDIAS_20_50_200/catalogo_medias_v2_dt_sw.txt @@ -0,0 +1,119 @@ +================================================================ + CATALOGO - MEDIAS 20/50/200 + PRICE ACTION (versao 2) + Data: 05/03/2026 + Autor: Wesley +================================================================ + +OBJETIVO +--------- +Testar estrategias baseadas exclusivamente nas medias MME20, MMA50 +e MMA200, combinadas com price action e distancia entre medias, +com filtro obrigatorio de lateralidade. + +Duas familias de setup: + [DT] Day Trade - mais seguranca, stops curtos, janela de horario + [SW] Swing Trade - operacao mais longa, baseada em tendencia primaria + +LOGICA BASE (aplicada a todos) +------------------------------- +1. FILTRO DE LATERALIDADE (obrigatorio) + - Distancia entre MME20 e MMA200 < DistMinima% do preco = LATERAL, nao opera + - Inclinacao da MMA200 ao longo de N barras < SlopeMinimo% = PLANA, nao opera + - Quando lateral: aguardar alinhamento antes de entrar + +2. POSICAO DO PRICE ACTION + - Nota 4: Close > MME20 > MMA50 > MMA200 (tendencia alta plena) + - Nota 3: MMA50 > MMA200 mas preco entre 20 e 50 (pullback saudavel) + - Nota 2: MMA50 > MMA200 mas preco abaixo da 50 (fraqueza, risco) + - Nota 1: Medias misturadas (lateral ou transicao) + - Nota 0: MMA200 acima das outras (tendencia baixa plena) + +3. DISTANCIA ENTRE MEDIAS + - Dist 20x200 > DistGrande% = expansao (tendencia forte, cuidado com reversao) + - Dist 20x200 < DistPequena% = compressao (lateral ou acumulacao) + - Zona ideal de entrada: expansao moderada (entre os dois extremos) + +4. IDENTIFICACAO DE LATERALIDADE + - MMA200 slope proximo de zero (< SlopeMinimo) + - MME20 e MMA50 cruzando entre si sem direcao clara + - Preco oscilando entre as medias sem directionalidade + +ROBOS CRIADOS +-------------- + +[DT] robo_medias_v1_dt_pullback_mme20.txt + - Logica: pullback do preco ate a MME20 em tendencia confirmada + - Tendencia: MMA50 > MMA200 (alta) ou MMA50 < MMA200 (baixa) + - Entrada: preco volta para MME20 e fecha com corpo direcional + - Saida: stop pontos / take profit pontos / max barras + - Melhor TF: 15min, 30min, 60min + - Uso: DT com janela 09h-17h + +[DT] robo_medias_v2_dt_rompimento_mma50.txt + - Logica: rompimento da MMA50 com preco vindo de abaixo/acima + - Tendencia: MMA200 como filtro direcional absoluto + - Entrada: close cruza MMA50 com corpo forte (>= MinCorpoRomp) + - Saida: stop pontos / take profit pontos / max barras + - Melhor TF: 15min, 30min + - Uso: DT - captura momentum no rompimento + +[DT] robo_medias_v3_dt_rejeicao_mma200.txt + - Logica: preco entra na zona da MMA200 e rejeita com PA forte + - Pode ser compra ou venda dependendo da direcao da rejeicao + - Entrada: candle com corpo forte afastando-se da MMA200 + - Saida: stop pontos / take profit pontos / max barras + - Melhor TF: 15min, 60min + - Uso: DT - ponto de decisao na media mais importante + +[SW] robo_medias_v4_sw_leque_alinhado.txt + - Logica: leque alinhado (MME20 > MMA50 > MMA200 ou inverso) + - Entrada: pullback do preco ate a MME20 com recuperacao direcional + - Saida: close quebra abaixo da MMA50 (tendencia comprometida) + - Melhor TF: 60min, 240min, diario + - Uso: SW - segue tendencia enquanto leque estiver aberto + +[SW] robo_medias_v5_sw_pullback_mma50.txt + - Logica: retorno do preco ate a MMA50 em tendencia primaria saudavel + - Tendencia primaria: MMA50 > MMA200 (alta) ou MMA50 < MMA200 (baixa) + - Entrada: preco dentro da zona da MMA50 (+/- Tolerancia) + PA confirma + - Saida: close rompe MMA200 (tendencia primaria comprometida) + - Melhor TF: 60min, 240min + - Uso: SW - entrada de qualidade em pullback profundo + +[SW] robo_medias_v6_sw_expansao_compressao.txt + - Logica: detectar compressao (20 e 50 proximas) e aguardar expansao + - Apos compressao: quando MME20 se afasta da MMA50 com direcao, + entra na direcao da expansao + - Saida: quando compressao retorna (medias se juntam novamente) + - Melhor TF: 60min, 240min + - Uso: SW - captura inicio de novo movimento direcional + +PARAMETROS PARA OTIMIZAR +-------------------------- +- StopLossPontos : pontos de stop (DT: 80-150 | SW: 200-400) +- TakeProfitPontos : pontos de alvo (DT: 120-250 | SW: 400-800) +- DistMinima : % minima distancia 20/200 para nao ser lateral (1.0-2.5%) +- SlopeMinimo : % minima inclinacao MMA200 para nao ser plana (0.05-0.2%) +- BarrasSlope : janela para calcular inclinacao (5-20 barras) +- ToleranciaPontos : zona ao redor das medias para PA (10-30 pts) +- MinCorpoPA : corpo minimo do candle de sinal (0.4-0.7 do range) +- MaxBarrasPosicao : max barras em posicao antes de forcar saida + (DT: 8-20 | SW: 20-60) + +BATERIA DE BACKTESTS SUGERIDA +------------------------------- +Day Trade : 5min, 15min, 30min, 60min +Swing Trade : 60min, 240min, Diario +Ativos : WIN (mini indice), WDO (dolar) +Periodo : 12 a 24 meses +Custos : corretagem + emolumentos + slippage + +CRITERIOS DE APROVACAO (mesmos do rankingGeral) +------------------------------------------------- +- WinRate > 60% +- Saldo > 0 +- DrawDown <= 700 pts (DT) | <= 1500 pts (SW) +- Trades >= 5 no periodo +- Patrimonio minimo = 2.5x DrawDown +- Patrimonio conservador = 3.5x DrawDown +================================================================ diff --git a/automacao_backtests/MEDIAS_20_50_200/gerar_robos_medias.ps1 b/automacao_backtests/MEDIAS_20_50_200/gerar_robos_medias.ps1 new file mode 100644 index 0000000..3775e80 --- /dev/null +++ b/automacao_backtests/MEDIAS_20_50_200/gerar_robos_medias.ps1 @@ -0,0 +1,301 @@ +$base = "automacao_backtests/MEDIAS_9_20_50_200" + +$template = @' +{ + Estrategia: __STRATEGY__ + Autor: Wesley + Descricao: __DESC__ +} + +input + ModoEstrategia(__MODO__); + DistanciaMinimaLequePontos(__DISTLEQUE__); + DistanciaCompressao20x200(__DISTCOMP__); + DistanciaMaximaPrecoMME20(__DISTPRECO20__); + DistanciaToqueMME20(__DISTTOQUE20__); + MinBarrasConfirmacao(__MINBARRAS__); + ConfirmacoesRompimento(__CONF__); + MinPercCorpoPA(__MINCORPOPA__); + FatorPavioRejeicao(__FATORPAVIO__); + UsarConfirmacaoCandle(true); + UsarOCO(true); + StopLossPontos(__STOP__); + TakeProfitPontos(__TAKE__); + UsarSaidaPorTempo(true); + MaxBarrasPosicao(__MAXBARRAS__); + +var + mme9, mme20, mma50, mma200 : float; + slope20, slope50, slope200 : float; + dist920, dist2050, dist50200, dist20200, distPreco20 : float; + topoLookback, fundoLookback : float; + rangeCandle, corpoCandle, pavioSup, pavioInf : float; + iAlta, iBaixa, iBarrasPosicao : integer; + bCompressao, bLequeAlta, bLequeBaixa : boolean; + bAcimaTodas, bAbaixoTodas, bEntre9e20, bEntre20e50, bEntre50e200, bZonaNeutra : boolean; + bCandleForcaAlta, bCandleForcaBaixa, bRejeicaoAlta, bRejeicaoBaixa : boolean; + bPullbackCompra, bPullbackVenda, bRompAlta, bRompBaixa, bSaindoCompressao : boolean; + bCompra, bVenda, bConfCompra, bConfVenda : boolean; + bEstavaPosicionado, bSaidaOCOCompra, bSaidaOCOVenda : boolean; + fPrecoEntrada, fStopAtual, fAlvoAtual : float; + +begin + mme9 := MediaExp(9, Close); + mme20 := MediaExp(20, Close); + mma50 := Media(50, Close); + mma200 := Media(200, Close); + + slope20 := mme20 - mme20[1]; + slope50 := mma50 - mma50[1]; + slope200 := mma200 - mma200[1]; + + dist920 := Abs(mme9 - mme20); + dist2050 := Abs(mme20 - mma50); + dist50200 := Abs(mma50 - mma200); + dist20200 := Abs(mme20 - mma200); + distPreco20 := Abs(Close - mme20); + + topoLookback := Highest(High, 12); + fundoLookback := Lowest(Low, 12); + + rangeCandle := Max(High - Low, 0.01); + corpoCandle := Abs(Close - Open); + pavioSup := High - Max(Open, Close); + pavioInf := Min(Open, Close) - Low; + + bAcimaTodas := (Close > mme9) and (Close > mme20) and (Close > mma50) and (Close > mma200); + bAbaixoTodas := (Close < mme9) and (Close < mme20) and (Close < mma50) and (Close < mma200); + + bEntre9e20 := ((Close <= mme9) and (Close >= mme20)) or ((Close >= mme9) and (Close <= mme20)); + bEntre20e50 := ((Close <= mme20) and (Close >= mma50)) or ((Close >= mme20) and (Close <= mma50)); + bEntre50e200 := ((Close <= mma50) and (Close >= mma200)) or ((Close >= mma50) and (Close <= mma200)); + bZonaNeutra := bEntre9e20 or bEntre20e50 or bEntre50e200; + + bCompressao := dist20200 <= DistanciaCompressao20x200; + bSaindoCompressao := (dist20200 > DistanciaCompressao20x200) and (dist20200[1] <= DistanciaCompressao20x200); + + bLequeAlta := bAcimaTodas and (mme9 > mme20) and (mme20 > mma50) and (mma50 > mma200) + and (slope20 > 0) and (slope50 > 0) and (slope200 >= 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos) + and (dist50200 >= DistanciaMinimaLequePontos); + + bLequeBaixa := bAbaixoTodas and (mme9 < mme20) and (mme20 < mma50) and (mma50 < mma200) + and (slope20 < 0) and (slope50 < 0) and (slope200 <= 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos) + and (dist50200 >= DistanciaMinimaLequePontos); + + bCandleForcaAlta := (Close > Open) and ((corpoCandle / rangeCandle) >= MinPercCorpoPA) and (Close > High[1]); + bCandleForcaBaixa := (Close < Open) and ((corpoCandle / rangeCandle) >= MinPercCorpoPA) and (Close < Low[1]); + + bRejeicaoAlta := (Close > Open) + and ((pavioInf >= (corpoCandle * FatorPavioRejeicao)) or (Low <= Low[1])) + and (Close > mme20); + + bRejeicaoBaixa := (Close < Open) + and ((pavioSup >= (corpoCandle * FatorPavioRejeicao)) or (High >= High[1])) + and (Close < mme20); + + bPullbackCompra := (not bCompressao) + and (mma50 > mma200) + and (slope20 > 0) + and (Abs(Low - mme20) <= DistanciaToqueMME20) + and bRejeicaoAlta; + + bPullbackVenda := (not bCompressao) + and (mma50 < mma200) + and (slope20 < 0) + and (Abs(High - mme20) <= DistanciaToqueMME20) + and bRejeicaoBaixa; + + bRompAlta := (Close > mma200) and (Close[1] <= mma200) + and (dist20200 <= DistanciaToqueMME20) + and (Close >= topoLookback[1]) + and (mme9 > mme20) + and bCandleForcaAlta; + + bRompBaixa := (Close < mma200) and (Close[1] >= mma200) + and (dist20200 <= DistanciaToqueMME20) + and (Close <= fundoLookback[1]) + and (mme9 < mme20) + and bCandleForcaBaixa; + + bConfCompra := (not UsarConfirmacaoCandle) or bCandleForcaAlta; + bConfVenda := (not UsarConfirmacaoCandle) or bCandleForcaBaixa; + + if bLequeAlta or bPullbackCompra or bRompAlta then + iAlta := iAlta + 1 + else + iAlta := 0; + + if bLequeBaixa or bPullbackVenda or bRompBaixa then + iBaixa := iBaixa + 1 + else + iBaixa := 0; + + bCompra := false; + bVenda := false; + + if ModoEstrategia = 1 then + begin + bCompra := bLequeAlta and (not bCompressao) and (not bZonaNeutra) + and (distPreco20 <= DistanciaMaximaPrecoMME20) + and bConfCompra and (iAlta >= MinBarrasConfirmacao); + + bVenda := bLequeBaixa and (not bCompressao) and (not bZonaNeutra) + and (distPreco20 <= DistanciaMaximaPrecoMME20) + and bConfVenda and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 2 then + begin + bCompra := bPullbackCompra and bConfCompra and (iAlta >= MinBarrasConfirmacao); + bVenda := bPullbackVenda and bConfVenda and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 3 then + begin + bCompra := bRompAlta and (iAlta >= ConfirmacoesRompimento); + bVenda := bRompBaixa and (iBaixa >= ConfirmacoesRompimento); + end + else if ModoEstrategia = 4 then + begin + bCompra := (not bCompressao) and bSaindoCompressao and bLequeAlta and bConfCompra; + bVenda := (not bCompressao) and bSaindoCompressao and bLequeBaixa and bConfVenda; + end + else + begin + bCompra := (not bCompressao) and (not bZonaNeutra) + and ((bPullbackCompra and bConfCompra) or (bRompAlta and (iAlta >= ConfirmacoesRompimento))); + + bVenda := (not bCompressao) and (not bZonaNeutra) + and ((bPullbackVenda and bConfVenda) or (bRompBaixa and (iBaixa >= ConfirmacoesRompimento))); + end; + + if IsBought or IsSold then + iBarrasPosicao := iBarrasPosicao + 1 + else + iBarrasPosicao := 0; + + if (not IsBought) and (not IsSold) then + begin + if bCompra then + BuyAtMarket + else if bVenda then + SellShortAtMarket; + end; + + bSaidaOCOCompra := false; + bSaidaOCOVenda := false; + + if IsBought and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada - StopLossPontos; + fAlvoAtual := fPrecoEntrada + TakeProfitPontos; + bSaidaOCOCompra := UsarOCO and ((Low <= fStopAtual) or (High >= fAlvoAtual)); + end; + + if IsSold and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada + StopLossPontos; + fAlvoAtual := fPrecoEntrada - TakeProfitPontos; + bSaidaOCOVenda := UsarOCO and ((High >= fStopAtual) or (Low <= fAlvoAtual)); + end; + + if IsBought and ( + bCompressao + or bZonaNeutra + or (Close < mme20) + or bCandleForcaBaixa + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOCompra + ) then + ClosePosition; + + if IsSold and ( + bCompressao + or bZonaNeutra + or (Close > mme20) + or bCandleForcaAlta + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOVenda + ) then + ClosePosition; + + if (not bEstavaPosicionado) and IsBought then + fPrecoEntrada := Close; + + if (not bEstavaPosicionado) and IsSold then + fPrecoEntrada := Close; + + bEstavaPosicionado := IsBought or IsSold; +end; +'@ + +function Get-FamilyMode($name) { + if ($name -match 'leque') { return 1 } + if ($name -match 'pullback') { return 2 } + if ($name -match 'romp') { return 3 } + if ($name -match 'compressao') { return 4 } + if ($name -match 'hibrido') { return 5 } + return 1 +} + +function Get-FamilyDesc($mode) { + switch ($mode) { + 1 { return 'Leque direcional 9/20/50/200 com price action de continuidade e filtro de zona neutra.' } + 2 { return 'Pullback na MME20 com regime por MMA50/200 e rejeicao por price action.' } + 3 { return 'Rompimento da MMA200 com confirmacao por estrutura e candle de forca.' } + 4 { return 'Filtro de compressao 20x200 com entrada na saida da compressao direcional.' } + 5 { return 'Hibrido de pullback e rompimento com filtro de posicao do preco entre medias.' } + default { return 'Estrategia de medias com leitura de contexto e price action.' } + } +} + +$files = Get-ChildItem -Path $base -File | Where-Object { $_.Name -match '^robo_medias_v\d+.*\.txt$' } + +$updated = 0 +foreach ($fileObj in $files) { + $nameNoExt = [System.IO.Path]::GetFileNameWithoutExtension($fileObj.Name) + + $num = 1 + if ($nameNoExt -match '^robo_medias_v(\d+)') { + $num = [int]$matches[1] + } + + $mode = Get-FamilyMode $nameNoExt + $desc = Get-FamilyDesc $mode + + $seed = (($num - 1) % 10) + 1 + + $distLeque = 30 + (5 * ($seed % 5)) + $distComp = 70 + (10 * ($seed % 5)) + $distPreco = 180 + (20 * ($seed % 6)) + $distToque = 30 + (10 * ($seed % 4)) + $minBars = 1 + ($seed % 3) + $conf = 1 + ($seed % 2) + $minCorpoPA = [Math]::Round(0.45 + (0.05 * ($seed % 4)), 2) + $fatorPavio = [Math]::Round(1.1 + (0.15 * ($seed % 4)), 2) + $stop = 120 + (15 * $seed) + $take = [Math]::Round($stop * (1.5 + (0.1 * ($seed % 4))), 1) + $maxBars = 8 + ($seed % 6) + + $content = $template.Replace('__STRATEGY__', $nameNoExt) + $content = $content.Replace('__DESC__', $desc) + $content = $content.Replace('__MODO__', [string]$mode) + $content = $content.Replace('__DISTLEQUE__', [string]$distLeque) + $content = $content.Replace('__DISTCOMP__', [string]$distComp) + $content = $content.Replace('__DISTPRECO20__', [string]$distPreco) + $content = $content.Replace('__DISTTOQUE20__', [string]$distToque) + $content = $content.Replace('__MINBARRAS__', [string]$minBars) + $content = $content.Replace('__CONF__', [string]$conf) + $content = $content.Replace('__MINCORPOPA__', ([string]$minCorpoPA).Replace(',', '.')) + $content = $content.Replace('__FATORPAVIO__', ([string]$fatorPavio).Replace(',', '.')) + $content = $content.Replace('__STOP__', [string]$stop) + $content = $content.Replace('__TAKE__', ([string]$take).Replace(',', '.')) + $content = $content.Replace('__MAXBARRAS__', [string]$maxBars) + + Set-Content -Path $fileObj.FullName -Value $content -Encoding UTF8 + $updated++ +} + +"TOTAL_ATUALIZADOS=$updated" diff --git a/automacao_backtests/MEDIAS_20_50_200/ranking_aprovados_reprovados_50_medias.txt b/automacao_backtests/MEDIAS_20_50_200/ranking_aprovados_reprovados_50_medias.txt new file mode 100644 index 0000000..d308dbc --- /dev/null +++ b/automacao_backtests/MEDIAS_20_50_200/ranking_aprovados_reprovados_50_medias.txt @@ -0,0 +1,68 @@ +RANKING - 50 ROBOS DE MEDIAS (MME9, MME20, MMA50, MMA200) + +Critérios sugeridos +- Aprovado: LucroLiquido > 0, ProfitFactor >= 1.20, Drawdown aceitavel para sua banca. +- Reprovado: LucroLiquido <= 0 ou ProfitFactor < 1.00 ou Drawdown excessivo. +- Em revisao: faixa intermediaria entre reprovado e aprovado. + +Campos recomendados por robo +- Timeframe +- LucroLiquido +- ProfitFactor +- WinRate +- DrawdownMax +- NumeroTrades +- Status (Aprovado / Em revisao / Reprovado) + +Tabela de controle +ID | Robo | Timeframe | LucroLiquido | ProfitFactor | WinRate | DrawdownMax | Trades | Status | Observacoes +01 | robo_medias_v1_leque_tendencia | | | | | | | | +02 | robo_medias_v2_pullback_20_regime | | | | | | | | +03 | robo_medias_v3_rompimento_200_20proxima | | | | | | | | +04 | robo_medias_v4_filtro_compressao_direcional | | | | | | | | +05 | robo_medias_v05_leque | | | | | | | | +06 | robo_medias_v06_leque | | | | | | | | +07 | robo_medias_v07_leque | | | | | | | | +08 | robo_medias_v08_leque | | | | | | | | +09 | robo_medias_v09_leque | | | | | | | | +10 | robo_medias_v10_leque | | | | | | | | +11 | robo_medias_v11_leque | | | | | | | | +12 | robo_medias_v12_leque | | | | | | | | +13 | robo_medias_v13_leque | | | | | | | | +14 | robo_medias_v14_leque | | | | | | | | +15 | robo_medias_v15_pullback | | | | | | | | +16 | robo_medias_v16_pullback | | | | | | | | +17 | robo_medias_v17_pullback | | | | | | | | +18 | robo_medias_v18_pullback | | | | | | | | +19 | robo_medias_v19_pullback | | | | | | | | +20 | robo_medias_v20_pullback | | | | | | | | +21 | robo_medias_v21_pullback | | | | | | | | +22 | robo_medias_v22_pullback | | | | | | | | +23 | robo_medias_v23_pullback | | | | | | | | +24 | robo_medias_v24_pullback | | | | | | | | +25 | robo_medias_v25_romp200 | | | | | | | | +26 | robo_medias_v26_romp200 | | | | | | | | +27 | robo_medias_v27_romp200 | | | | | | | | +28 | robo_medias_v28_romp200 | | | | | | | | +29 | robo_medias_v29_romp200 | | | | | | | | +30 | robo_medias_v30_romp200 | | | | | | | | +31 | robo_medias_v31_romp200 | | | | | | | | +32 | robo_medias_v32_romp200 | | | | | | | | +33 | robo_medias_v33_romp200 | | | | | | | | +34 | robo_medias_v34_romp200 | | | | | | | | +35 | robo_medias_v35_compressao | | | | | | | | +36 | robo_medias_v36_compressao | | | | | | | | +37 | robo_medias_v37_compressao | | | | | | | | +38 | robo_medias_v38_compressao | | | | | | | | +39 | robo_medias_v39_compressao | | | | | | | | +40 | robo_medias_v40_compressao | | | | | | | | +41 | robo_medias_v41_compressao | | | | | | | | +42 | robo_medias_v42_compressao | | | | | | | | +43 | robo_medias_v43_compressao | | | | | | | | +44 | robo_medias_v44_compressao | | | | | | | | +45 | robo_medias_v45_hibrido | | | | | | | | +46 | robo_medias_v46_hibrido | | | | | | | | +47 | robo_medias_v47_hibrido | | | | | | | | +48 | robo_medias_v48_hibrido | | | | | | | | +49 | robo_medias_v49_hibrido | | | | | | | | +50 | robo_medias_v50_hibrido | | | | | | | | diff --git a/automacao_backtests/MEDIAS_20_50_200/resultadosAprovadosPorTimeframe/robos_medias_v09_leque30.csv b/automacao_backtests/MEDIAS_20_50_200/resultadosAprovadosPorTimeframe/robos_medias_v09_leque30.csv new file mode 100644 index 0000000..ae1967a --- /dev/null +++ b/automacao_backtests/MEDIAS_20_50_200/resultadosAprovadosPorTimeframe/robos_medias_v09_leque30.csv @@ -0,0 +1,11 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 05/03/2025 +Data Final: 05/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;29/09/2025 15:30:00;29/09/2025 17:00:00;1h30min;1;1;C;156.550,00;156.590,00;186.855,00;No;8,00;40,00;1;8,00;40,00;0,00;0,00;0,00; - ;8,00 +WINJ26;30/09/2025 09:30:00;30/09/2025 11:00:00;1h30min;1;1;C;156.800,00;156.725,00;186.855,00;No;-15,00;-75,00;2;-15,00;-75,00;0,00;0,00;0,00;18h;-7,00 +WINJ26;16/10/2025 11:30:00;16/10/2025 12:00:00;30min;1;1;V;151.645,00;151.000,00;186.855,00;No;-129,00;-645,00;3;-129,00;-645,00;0,00;0,00;0,00;16d2h;-136,00 +WINJ26;04/11/2025 11:00:00;04/11/2025 11:30:00;30min;1;1;C;158.620,00;158.650,00;186.855,00;No;6,00;30,00;4;6,00;30,00;0,00;0,00;0,00;18d23h;-130,00 +WINJ26;10/02/2026 17:00:00;10/02/2026 17:30:00;30min;1;1;C;189.975,00;190.565,00;186.855,00;No;118,00;590,00;5;118,00;590,00;0,00;0,00;0,00;3m6d6h;-12,00 diff --git a/automacao_backtests/MEDIAS_20_50_200/resultadosAprovadosPorTimeframe/robos_medias_v09_leque5.csv b/automacao_backtests/MEDIAS_20_50_200/resultadosAprovadosPorTimeframe/robos_medias_v09_leque5.csv new file mode 100644 index 0000000..06c6a21 --- /dev/null +++ b/automacao_backtests/MEDIAS_20_50_200/resultadosAprovadosPorTimeframe/robos_medias_v09_leque5.csv @@ -0,0 +1,77 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 05/03/2025 +Data Final: 05/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;15/09/2025 17:10:00;15/09/2025 17:15:00;5min;1;1;C;154.130,00;154.080,00;186.915,00;No;-10,00;-50,00;1;-10,00;-50,00;0,00;0,00;0,00; - ;-10,00 +WINJ26;14/10/2025 18:20:00;15/10/2025 09:25:00;15h5min;1;1;V;150.600,00;150.950,00;186.915,00;No;70,00;350,00;2;70,00;350,00;0,00;0,00;0,00;1m1d1h;60,00 +WINJ26;04/11/2025 11:50:00;04/11/2025 12:10:00;20min;1;1;C;159.000,00;159.240,00;186.915,00;No;48,00;240,00;3;48,00;240,00;0,00;0,00;0,00;20d17h;108,00 +WINJ26;12/11/2025 09:15:00;12/11/2025 09:25:00;10min;1;1;C;166.400,00;166.300,00;186.915,00;No;-20,00;-100,00;4;-20,00;-100,00;0,00;0,00;0,00;7d21h;88,00 +WINJ26;19/12/2025 12:55:00;19/12/2025 13:00:00;5min;1;1;C;165.560,00;165.465,00;186.915,00;Sim;-19,00;-95,00;5;-19,00;-95,00;0,00;0,00;0,00;1m6d3h;69,00 +WINJ26;19/12/2025 13:05:00;19/12/2025 13:20:00;15min;1;1;C;165.600,00;165.575,00;186.915,00;No;-5,00;-25,00;6;-5,00;-25,00;0,00;0,00;0,00;10min;64,00 +WINJ26;19/12/2025 13:30:00;19/12/2025 13:35:00;5min;1;1;C;165.525,00;165.530,00;186.915,00;Sim;1,00;5,00;7;1,00;5,00;0,00;0,00;0,00;25min;65,00 +WINJ26;22/12/2025 12:15:00;22/12/2025 12:20:00;5min;1;1;V;163.795,00;163.780,00;186.915,00;Sim;-3,00;-15,00;8;-3,00;-15,00;0,00;0,00;0,00;2d22h;62,00 +WINJ26;22/12/2025 12:45:00;22/12/2025 12:50:00;5min;1;1;V;163.985,00;163.825,00;186.915,00;Sim;-32,00;-160,00;9;-32,00;-160,00;0,00;0,00;0,00;30min;30,00 +WINJ26;23/12/2025 13:35:00;23/12/2025 13:45:00;10min;1;1;C;166.480,00;166.555,00;186.915,00;No;15,00;75,00;10;15,00;75,00;0,00;0,00;0,00;1d;45,00 +WINJ26;23/12/2025 14:00:00;23/12/2025 14:05:00;5min;1;1;C;166.500,00;166.465,00;186.915,00;No;-7,00;-35,00;11;-7,00;-35,00;0,00;0,00;0,00;25min;38,00 +WINJ26;23/12/2025 14:15:00;23/12/2025 14:25:00;10min;1;1;C;166.540,00;166.480,00;186.915,00;No;-12,00;-60,00;12;-12,00;-60,00;0,00;0,00;0,00;15min;26,00 +WINJ26;23/12/2025 14:35:00;23/12/2025 14:45:00;10min;1;1;C;166.600,00;166.580,00;186.915,00;No;-4,00;-20,00;13;-4,00;-20,00;0,00;0,00;0,00;20min;22,00 +WINJ26;23/12/2025 14:50:00;23/12/2025 15:05:00;15min;1;1;C;166.610,00;166.555,00;186.915,00;No;-11,00;-55,00;14;-11,00;-55,00;0,00;0,00;0,00;15min;11,00 +WINJ26;26/12/2025 14:40:00;26/12/2025 15:15:00;35min;1;1;C;166.515,00;166.500,00;186.915,00;Sim;-3,00;-15,00;15;-3,00;-15,00;0,00;0,00;0,00;2d23h;8,00 +WINJ26;26/12/2025 15:25:00;26/12/2025 15:35:00;10min;1;1;C;166.565,00;166.495,00;186.915,00;No;-14,00;-70,00;16;-14,00;-70,00;0,00;0,00;0,00;45min;-6,00 +WINJ26;26/12/2025 15:45:00;26/12/2025 15:50:00;5min;1;1;C;166.525,00;166.515,00;186.915,00;Sim;-2,00;-10,00;17;-2,00;-10,00;0,00;0,00;0,00;20min;-8,00 +WINJ26;26/12/2025 16:00:00;26/12/2025 16:25:00;25min;1;1;C;166.580,00;166.705,00;186.915,00;No;25,00;125,00;18;25,00;125,00;0,00;0,00;0,00;15min;17,00 +WINJ26;26/12/2025 17:20:00;26/12/2025 18:05:00;45min;1;1;C;166.810,00;167.105,00;186.915,00;No;59,00;295,00;19;59,00;295,00;0,00;0,00;0,00;1h20min;76,00 +WINJ26;29/12/2025 14:05:00;29/12/2025 14:25:00;20min;1;1;V;166.105,00;166.080,00;186.915,00;Sim;-5,00;-25,00;20;-5,00;-25,00;0,00;0,00;0,00;2d20h;71,00 +WINJ26;29/12/2025 15:40:00;29/12/2025 16:10:00;30min;1;1;V;165.865,00;166.000,00;186.915,00;No;27,00;135,00;21;27,00;135,00;0,00;0,00;0,00;1h35min;98,00 +WINJ26;29/12/2025 16:20:00;29/12/2025 16:25:00;5min;1;1;V;165.875,00;165.845,00;186.915,00;No;-6,00;-30,00;22;-6,00;-30,00;0,00;0,00;0,00;40min;92,00 +WINJ26;30/12/2025 11:10:00;30/12/2025 11:25:00;15min;1;1;C;167.635,00;167.380,00;186.915,00;No;-51,00;-255,00;23;-51,00;-255,00;0,00;0,00;0,00;18h50min;41,00 +WINJ26;30/12/2025 14:30:00;30/12/2025 14:40:00;10min;1;1;C;167.795,00;167.760,00;186.915,00;No;-7,00;-35,00;24;-7,00;-35,00;0,00;0,00;0,00;3h20min;34,00 +WINJ26;30/12/2025 14:45:00;30/12/2025 14:55:00;10min;1;1;C;167.755,00;167.800,00;186.915,00;Sim;9,00;45,00;25;9,00;45,00;0,00;0,00;0,00;15min;43,00 +WINJ26;30/12/2025 15:00:00;30/12/2025 15:15:00;15min;1;1;C;167.845,00;167.770,00;186.915,00;No;-15,00;-75,00;26;-15,00;-75,00;0,00;0,00;0,00;15min;28,00 +WINJ26;30/12/2025 15:25:00;30/12/2025 15:35:00;10min;1;1;C;167.770,00;167.755,00;186.915,00;Sim;-3,00;-15,00;27;-3,00;-15,00;0,00;0,00;0,00;25min;25,00 +WINJ26;02/01/2026 14:40:00;02/01/2026 14:45:00;5min;1;1;V;166.105,00;166.000,00;186.915,00;Sim;-21,00;-105,00;28;-21,00;-105,00;0,00;0,00;0,00;2d23h;4,00 +WINJ26;02/01/2026 14:50:00;02/01/2026 15:10:00;20min;1;1;V;165.980,00;166.020,00;186.915,00;Sim;8,00;40,00;29;8,00;40,00;0,00;0,00;0,00;10min;12,00 +WINJ26;02/01/2026 15:15:00;02/01/2026 15:20:00;5min;1;1;V;166.080,00;165.950,00;186.915,00;No;-26,00;-130,00;30;-26,00;-130,00;0,00;0,00;0,00;25min;-14,00 +WINJ26;02/01/2026 15:45:00;02/01/2026 15:50:00;5min;1;1;V;165.910,00;165.975,00;186.915,00;Sim;13,00;65,00;31;13,00;65,00;0,00;0,00;0,00;30min;-1,00 +WINJ26;02/01/2026 16:00:00;02/01/2026 16:05:00;5min;1;1;V;166.050,00;165.960,00;186.915,00;No;-18,00;-90,00;32;-18,00;-90,00;0,00;0,00;0,00;15min;-19,00 +WINJ26;05/01/2026 15:50:00;05/01/2026 16:10:00;20min;1;1;C;167.705,00;167.750,00;186.915,00;Sim;9,00;45,00;33;9,00;45,00;0,00;0,00;0,00;2d23h;-10,00 +WINJ26;05/01/2026 16:15:00;05/01/2026 16:25:00;10min;1;1;C;167.820,00;167.710,00;186.915,00;No;-22,00;-110,00;34;-22,00;-110,00;0,00;0,00;0,00;25min;-32,00 +WINJ26;05/01/2026 16:40:00;05/01/2026 16:45:00;5min;1;1;C;167.745,00;167.765,00;186.915,00;Sim;4,00;20,00;35;4,00;20,00;0,00;0,00;0,00;25min;-28,00 +WINJ26;06/01/2026 11:40:00;06/01/2026 11:45:00;5min;1;1;C;169.420,00;169.430,00;186.915,00;No;2,00;10,00;36;2,00;10,00;0,00;0,00;0,00;19h;-26,00 +WINJ26;06/01/2026 11:55:00;06/01/2026 12:00:00;5min;1;1;C;169.520,00;169.365,00;186.915,00;No;-31,00;-155,00;37;-31,00;-155,00;0,00;0,00;0,00;15min;-57,00 +WINJ26;06/01/2026 12:05:00;06/01/2026 12:20:00;15min;1;1;C;169.520,00;169.505,00;186.915,00;No;-3,00;-15,00;38;-3,00;-15,00;0,00;0,00;0,00;10min;-60,00 +WINJ26;07/01/2026 13:50:00;07/01/2026 14:00:00;10min;1;1;V;167.750,00;167.680,00;186.915,00;Sim;-14,00;-70,00;39;-14,00;-70,00;0,00;0,00;0,00;1d1h;-74,00 +WINJ26;07/01/2026 14:05:00;07/01/2026 14:20:00;15min;1;1;V;167.675,00;167.620,00;186.915,00;No;-11,00;-55,00;40;-11,00;-55,00;0,00;0,00;0,00;15min;-85,00 +WINJ26;07/01/2026 14:25:00;07/01/2026 14:30:00;5min;1;1;V;167.680,00;167.645,00;186.915,00;Sim;-7,00;-35,00;41;-7,00;-35,00;0,00;0,00;0,00;20min;-92,00 +WINJ26;07/01/2026 14:55:00;07/01/2026 15:10:00;15min;1;1;V;167.655,00;167.565,00;186.915,00;No;-18,00;-90,00;42;-18,00;-90,00;0,00;0,00;0,00;30min;-110,00 +WINJ26;07/01/2026 15:20:00;07/01/2026 15:30:00;10min;1;1;V;167.515,00;167.545,00;186.915,00;No;6,00;30,00;43;6,00;30,00;0,00;0,00;0,00;25min;-104,00 +WINJ26;07/01/2026 18:15:00;08/01/2026 09:20:00;15h5min;1;1;V;167.500,00;167.445,00;186.915,00;No;-11,00;-55,00;44;-11,00;-55,00;0,00;0,00;0,00;2h55min;-115,00 +WINJ26;09/01/2026 13:10:00;09/01/2026 13:20:00;10min;1;1;C;169.270,00;169.195,00;186.915,00;Sim;-15,00;-75,00;45;-15,00;-75,00;0,00;0,00;0,00;1d18h;-130,00 +WINJ26;09/01/2026 13:25:00;09/01/2026 13:30:00;5min;1;1;C;169.245,00;169.300,00;186.915,00;Sim;11,00;55,00;46;11,00;55,00;0,00;0,00;0,00;15min;-119,00 +WINJ26;09/01/2026 13:40:00;09/01/2026 14:10:00;30min;1;1;C;169.305,00;169.550,00;186.915,00;No;49,00;245,00;47;49,00;245,00;0,00;0,00;0,00;15min;-70,00 +WINJ26;09/01/2026 14:20:00;09/01/2026 14:35:00;15min;1;1;C;169.590,00;169.615,00;186.915,00;No;5,00;25,00;48;5,00;25,00;0,00;0,00;0,00;40min;-65,00 +WINJ26;13/01/2026 10:50:00;13/01/2026 11:00:00;10min;1;1;V;167.645,00;167.700,00;186.915,00;Sim;11,00;55,00;49;11,00;55,00;0,00;0,00;0,00;3d20h;-54,00 +WINJ26;13/01/2026 12:55:00;13/01/2026 13:10:00;15min;1;1;V;167.105,00;167.165,00;186.915,00;No;12,00;60,00;50;12,00;60,00;0,00;0,00;0,00;2h5min;-42,00 +WINJ26;13/01/2026 14:00:00;13/01/2026 14:05:00;5min;1;1;V;167.275,00;167.175,00;186.915,00;Sim;-20,00;-100,00;51;-20,00;-100,00;0,00;0,00;0,00;1h5min;-62,00 +WINJ26;13/01/2026 17:40:00;13/01/2026 17:45:00;5min;1;1;V;167.140,00;167.160,00;186.915,00;No;4,00;20,00;52;4,00;20,00;0,00;0,00;0,00;3h40min;-58,00 +WINJ26;13/01/2026 18:10:00;14/01/2026 09:00:00;14h50min;1;1;V;167.305,00;167.050,00;186.915,00;No;-51,00;-255,00;53;-51,00;-255,00;0,00;0,00;0,00;30min;-109,00 +WINJ26;14/01/2026 13:15:00;14/01/2026 13:20:00;5min;1;1;C;168.725,00;168.730,00;186.915,00;Sim;1,00;5,00;54;1,00;5,00;0,00;0,00;0,00;19h5min;-108,00 +WINJ26;14/01/2026 13:25:00;14/01/2026 13:50:00;25min;1;1;C;168.790,00;168.815,00;186.915,00;No;5,00;25,00;55;5,00;25,00;0,00;0,00;0,00;10min;-103,00 +WINJ26;14/01/2026 13:55:00;14/01/2026 14:00:00;5min;1;1;C;168.800,00;168.745,00;186.915,00;No;-11,00;-55,00;56;-11,00;-55,00;0,00;0,00;0,00;30min;-114,00 +WINJ26;14/01/2026 14:05:00;14/01/2026 14:35:00;30min;1;1;C;168.875,00;168.950,00;186.915,00;No;15,00;75,00;57;15,00;75,00;0,00;0,00;0,00;10min;-99,00 +WINJ26;14/01/2026 14:50:00;14/01/2026 14:55:00;5min;1;1;C;168.900,00;168.930,00;186.915,00;No;6,00;30,00;58;6,00;30,00;0,00;0,00;0,00;45min;-93,00 +WINJ26;14/01/2026 15:05:00;14/01/2026 15:10:00;5min;1;1;C;169.000,00;168.950,00;186.915,00;No;-10,00;-50,00;59;-10,00;-50,00;0,00;0,00;0,00;15min;-103,00 +WINJ26;14/01/2026 15:15:00;14/01/2026 15:40:00;25min;1;1;C;169.050,00;169.270,00;186.915,00;No;44,00;220,00;60;44,00;220,00;0,00;0,00;0,00;10min;-59,00 +WINJ26;14/01/2026 17:20:00;14/01/2026 17:35:00;15min;1;1;C;169.815,00;170.200,00;186.915,00;No;77,00;385,00;61;77,00;385,00;0,00;0,00;0,00;2h5min;18,00 +WINJ26;15/01/2026 09:35:00;15/01/2026 09:40:00;5min;1;1;C;170.420,00;170.365,00;186.915,00;No;-11,00;-55,00;62;-11,00;-55,00;0,00;0,00;0,00;16h15min;7,00 +WINJ26;15/01/2026 09:45:00;15/01/2026 10:05:00;20min;1;1;C;170.585,00;170.965,00;186.915,00;No;76,00;380,00;63;76,00;380,00;0,00;0,00;0,00;10min;83,00 +WINJ26;15/01/2026 13:30:00;15/01/2026 14:10:00;40min;1;1;C;170.600,00;170.755,00;186.915,00;No;31,00;155,00;64;31,00;155,00;0,00;0,00;0,00;3h45min;114,00 +WINJ26;15/01/2026 14:20:00;15/01/2026 14:25:00;5min;1;1;C;170.750,00;170.715,00;186.915,00;No;-7,00;-35,00;65;-7,00;-35,00;0,00;0,00;0,00;50min;107,00 +WINJ26;15/01/2026 14:30:00;15/01/2026 14:35:00;5min;1;1;C;170.760,00;170.785,00;186.915,00;No;5,00;25,00;66;5,00;25,00;0,00;0,00;0,00;10min;112,00 +WINJ26;15/01/2026 14:40:00;15/01/2026 15:10:00;30min;1;1;C;170.835,00;171.295,00;186.915,00;No;92,00;460,00;67;92,00;460,00;0,00;0,00;0,00;10min;204,00 +WINJ26;15/01/2026 15:40:00;15/01/2026 15:50:00;10min;1;1;C;171.195,00;171.170,00;186.915,00;No;-5,00;-25,00;68;-5,00;-25,00;0,00;0,00;0,00;1h;199,00 +WINJ26;15/01/2026 15:55:00;15/01/2026 16:10:00;15min;1;1;C;171.250,00;171.150,00;186.915,00;No;-20,00;-100,00;69;-20,00;-100,00;0,00;0,00;0,00;15min;179,00 +WINJ26;16/01/2026 14:50:00;16/01/2026 14:55:00;5min;1;1;V;169.495,00;169.515,00;186.915,00;Sim;4,00;20,00;70;4,00;20,00;0,00;0,00;0,00;22h55min;183,00 +WINJ26;16/01/2026 15:10:00;16/01/2026 15:15:00;5min;1;1;V;169.570,00;169.560,00;186.915,00;Sim;-2,00;-10,00;71;-2,00;-10,00;0,00;0,00;0,00;20min;181,00 diff --git a/automacao_backtests/MEDIAS_20_50_200/resultadosAprovadosPorTimeframe/robos_medias_v09_leque60.csv b/automacao_backtests/MEDIAS_20_50_200/resultadosAprovadosPorTimeframe/robos_medias_v09_leque60.csv new file mode 100644 index 0000000..b51d394 --- /dev/null +++ b/automacao_backtests/MEDIAS_20_50_200/resultadosAprovadosPorTimeframe/robos_medias_v09_leque60.csv @@ -0,0 +1,8 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 05/03/2025 +Data Final: 05/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;12/01/2026 13:00:00;12/01/2026 14:00:00;1h;1;1;C;168.755,00;168.540,00;186.835,00;No;-43,00;-215,00;1;-43,00;-215,00;0,00;0,00;0,00; - ;-43,00 +WINJ26;12/01/2026 15:00:00;12/01/2026 16:00:00;1h;1;1;C;168.670,00;168.590,00;186.835,00;Sim;-16,00;-80,00;2;-16,00;-80,00;0,00;0,00;0,00;2h;-59,00 diff --git a/automacao_backtests/MEDIAS_20_50_200/resultadosAprovadosPorTimeframe/robos_medias_v13_leque1.csv b/automacao_backtests/MEDIAS_20_50_200/resultadosAprovadosPorTimeframe/robos_medias_v13_leque1.csv new file mode 100644 index 0000000..007a9db --- /dev/null +++ b/automacao_backtests/MEDIAS_20_50_200/resultadosAprovadosPorTimeframe/robos_medias_v13_leque1.csv @@ -0,0 +1,355 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 05/03/2025 +Data Final: 05/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. 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15:07:00;1min;1;1;V;190.040,00;189.915,00;186.895,00;Sim;-25,00;-125,00;13;-25,00;-125,00;0,00;0,00;0,00;4min;-4,00 +WINJ26;03/02/2026 15:09:00;03/02/2026 15:10:00;1min;1;1;V;189.910,00;189.830,00;186.895,00;No;-16,00;-80,00;14;-16,00;-80,00;0,00;0,00;0,00;3min;-20,00 +WINJ26;03/02/2026 15:13:00;03/02/2026 15:20:00;7min;1;1;V;189.655,00;189.800,00;186.895,00;No;29,00;145,00;15;29,00;145,00;0,00;0,00;0,00;4min;9,00 +WINJ26;03/02/2026 15:24:00;03/02/2026 15:27:00;3min;1;1;V;189.645,00;189.620,00;186.895,00;No;-5,00;-25,00;16;-5,00;-25,00;0,00;0,00;0,00;11min;4,00 +WINJ26;03/02/2026 15:28:00;03/02/2026 15:29:00;1min;1;1;V;189.685,00;189.640,00;186.895,00;Sim;-9,00;-45,00;17;-9,00;-45,00;0,00;0,00;0,00;4min;-5,00 +WINJ26;03/02/2026 15:30:00;03/02/2026 15:31:00;1min;1;1;V;189.610,00;189.500,00;186.895,00;No;-22,00;-110,00;18;-22,00;-110,00;0,00;0,00;0,00;2min;-27,00 +WINJ26;03/02/2026 15:32:00;03/02/2026 15:35:00;3min;1;1;V;189.565,00;189.615,00;186.895,00;Sim;10,00;50,00;19;10,00;50,00;0,00;0,00;0,00;2min;-17,00 +WINJ26;03/02/2026 15:36:00;03/02/2026 15:39:00;3min;1;1;V;189.675,00;189.635,00;186.895,00;Sim;-8,00;-40,00;20;-8,00;-40,00;0,00;0,00;0,00;4min;-25,00 +WINJ26;03/02/2026 15:46:00;03/02/2026 15:47:00;1min;1;1;V;189.605,00;189.600,00;186.895,00;No;-1,00;-5,00;21;-1,00;-5,00;0,00;0,00;0,00;10min;-26,00 +WINJ26;03/02/2026 15:48:00;03/02/2026 15:51:00;3min;1;1;V;189.660,00;189.580,00;186.895,00;No;-16,00;-80,00;22;-16,00;-80,00;0,00;0,00;0,00;2min;-42,00 +WINJ26;03/02/2026 16:05:00;03/02/2026 16:07:00;2min;1;1;V;189.555,00;189.400,00;186.895,00;No;-31,00;-155,00;23;-31,00;-155,00;0,00;0,00;0,00;17min;-73,00 +WINJ26;03/02/2026 16:08:00;03/02/2026 16:11:00;3min;1;1;V;189.590,00;189.430,00;186.895,00;Sim;-32,00;-160,00;24;-32,00;-160,00;0,00;0,00;0,00;3min;-105,00 +WINJ26;03/02/2026 17:41:00;03/02/2026 17:42:00;1min;1;1;C;190.425,00;190.375,00;186.895,00;Sim;-10,00;-50,00;25;-10,00;-50,00;0,00;0,00;0,00;1h33min;-115,00 +WINJ26;03/02/2026 17:45:00;03/02/2026 17:48:00;3min;1;1;C;190.410,00;190.370,00;186.895,00;Sim;-8,00;-40,00;26;-8,00;-40,00;0,00;0,00;0,00;4min;-123,00 +WINJ26;03/02/2026 17:52:00;03/02/2026 17:54:00;2min;1;1;C;190.420,00;190.405,00;186.895,00;No;-3,00;-15,00;27;-3,00;-15,00;0,00;0,00;0,00;7min;-126,00 +WINJ26;03/02/2026 17:56:00;03/02/2026 18:00:00;4min;1;1;C;190.555,00;190.400,00;186.895,00;No;-31,00;-155,00;28;-31,00;-155,00;0,00;0,00;0,00;4min;-157,00 +WINJ26;03/02/2026 18:06:00;03/02/2026 18:07:00;1min;1;1;C;190.350,00;190.455,00;186.895,00;Sim;21,00;105,00;29;21,00;105,00;0,00;0,00;0,00;10min;-136,00 +WINJ26;04/02/2026 09:43:00;04/02/2026 09:45:00;2min;1;1;V;189.200,00;189.055,00;186.895,00;No;-29,00;-145,00;30;-29,00;-145,00;0,00;0,00;0,00;15h37min;-165,00 +WINJ26;04/02/2026 09:46:00;04/02/2026 09:47:00;1min;1;1;V;189.225,00;189.225,00;186.895,00;Sim;0;0;31;0;0;0,00;0,00;0,00;3min;-165,00 +WINJ26;04/02/2026 09:49:00;04/02/2026 09:50:00;1min;1;1;V;189.195,00;189.255,00;186.895,00;Sim;12,00;60,00;32;12,00;60,00;0,00;0,00;0,00;3min;-153,00 +WINJ26;04/02/2026 10:05:00;04/02/2026 10:07:00;2min;1;1;V;189.165,00;189.045,00;186.895,00;No;-24,00;-120,00;33;-24,00;-120,00;0,00;0,00;0,00;16min;-177,00 +WINJ26;04/02/2026 10:10:00;04/02/2026 10:11:00;1min;1;1;V;188.900,00;188.940,00;186.895,00;No;8,00;40,00;34;8,00;40,00;0,00;0,00;0,00;5min;-169,00 +WINJ26;04/02/2026 10:19:00;04/02/2026 10:21:00;2min;1;1;V;189.155,00;188.865,00;186.895,00;No;-58,00;-290,00;35;-58,00;-290,00;0,00;0,00;0,00;9min;-227,00 +WINJ26;04/02/2026 10:48:00;04/02/2026 10:49:00;1min;1;1;V;188.975,00;188.795,00;186.895,00;No;-36,00;-180,00;36;-36,00;-180,00;0,00;0,00;0,00;29min;-263,00 +WINJ26;04/02/2026 11:11:00;04/02/2026 11:12:00;1min;1;1;V;188.295,00;188.370,00;186.895,00;No;15,00;75,00;37;15,00;75,00;0,00;0,00;0,00;23min;-248,00 +WINJ26;04/02/2026 11:19:00;04/02/2026 11:23:00;4min;1;1;V;187.975,00;188.280,00;186.895,00;No;61,00;305,00;38;61,00;305,00;0,00;0,00;0,00;8min;-187,00 +WINJ26;04/02/2026 11:33:00;04/02/2026 11:34:00;1min;1;1;V;188.040,00;187.950,00;186.895,00;No;-18,00;-90,00;39;-18,00;-90,00;0,00;0,00;0,00;14min;-205,00 +WINJ26;04/02/2026 11:37:00;04/02/2026 11:39:00;2min;1;1;V;187.660,00;188.055,00;186.895,00;Sim;79,00;395,00;40;79,00;395,00;0,00;0,00;0,00;4min;-126,00 +WINJ26;04/02/2026 11:51:00;04/02/2026 11:55:00;4min;1;1;V;187.600,00;187.490,00;186.895,00;No;-22,00;-110,00;41;-22,00;-110,00;0,00;0,00;0,00;14min;-148,00 +WINJ26;04/02/2026 11:57:00;04/02/2026 11:58:00;1min;1;1;V;187.520,00;187.605,00;186.895,00;Sim;17,00;85,00;42;17,00;85,00;0,00;0,00;0,00;6min;-131,00 +WINJ26;04/02/2026 12:51:00;04/02/2026 12:54:00;3min;1;1;V;187.280,00;187.480,00;186.895,00;No;40,00;200,00;43;40,00;200,00;0,00;0,00;0,00;54min;-91,00 +WINJ26;04/02/2026 13:30:00;04/02/2026 13:35:00;5min;1;1;V;186.430,00;186.550,00;186.895,00;No;24,00;120,00;44;24,00;120,00;0,00;0,00;0,00;39min;-67,00 +WINJ26;04/02/2026 13:37:00;04/02/2026 13:43:00;6min;1;1;V;186.335,00;186.390,00;186.895,00;No;11,00;55,00;45;11,00;55,00;0,00;0,00;0,00;7min;-56,00 +WINJ26;04/02/2026 14:11:00;04/02/2026 14:14:00;3min;1;1;V;186.230,00;185.965,00;186.895,00;No;-53,00;-265,00;46;-53,00;-265,00;0,00;0,00;0,00;34min;-109,00 +WINJ26;04/02/2026 14:26:00;04/02/2026 14:28:00;2min;1;1;V;185.860,00;186.005,00;186.895,00;Sim;29,00;145,00;47;29,00;145,00;0,00;0,00;0,00;15min;-80,00 +WINJ26;04/02/2026 14:46:00;04/02/2026 14:48:00;2min;1;1;V;185.520,00;185.400,00;186.895,00;No;-24,00;-120,00;48;-24,00;-120,00;0,00;0,00;0,00;20min;-104,00 +WINJ26;04/02/2026 14:49:00;04/02/2026 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16:47:00;6min;1;1;C;188.190,00;188.300,00;186.895,00;No;22,00;110,00;343;22,00;110,00;0,00;0,00;0,00;3h21min;-683,00 +WINJ26;04/03/2026 17:15:00;04/03/2026 17:16:00;1min;1;1;C;188.565,00;188.495,00;186.895,00;No;-14,00;-70,00;344;-14,00;-70,00;0,00;0,00;0,00;34min;-697,00 +WINJ26;04/03/2026 17:25:00;04/03/2026 17:26:00;1min;1;1;C;188.650,00;188.545,00;186.895,00;No;-21,00;-105,00;345;-21,00;-105,00;0,00;0,00;0,00;10min;-718,00 +WINJ26;04/03/2026 17:31:00;04/03/2026 17:34:00;3min;1;1;C;188.725,00;188.875,00;186.895,00;No;30,00;150,00;346;30,00;150,00;0,00;0,00;0,00;6min;-688,00 +WINJ26;04/03/2026 17:46:00;04/03/2026 17:48:00;2min;1;1;C;188.770,00;188.790,00;186.895,00;No;4,00;20,00;347;4,00;20,00;0,00;0,00;0,00;15min;-684,00 +WINJ26;05/03/2026 10:13:00;05/03/2026 10:15:00;2min;1;1;V;187.125,00;187.060,00;186.895,00;Sim;-13,00;-65,00;348;-13,00;-65,00;0,00;0,00;0,00;16h27min;-697,00 +WINJ26;05/03/2026 10:24:00;05/03/2026 10:25:00;1min;1;1;V;186.845,00;187.050,00;186.895,00;No;41,00;205,00;349;41,00;205,00;0,00;0,00;0,00;11min;-656,00 diff --git a/automacao_backtests/MEDIAS_20_50_200/resultadosAprovadosPorTimeframe/robos_medias_v13_leque15.csv b/automacao_backtests/MEDIAS_20_50_200/resultadosAprovadosPorTimeframe/robos_medias_v13_leque15.csv new file mode 100644 index 0000000..db133a5 --- /dev/null +++ b/automacao_backtests/MEDIAS_20_50_200/resultadosAprovadosPorTimeframe/robos_medias_v13_leque15.csv @@ -0,0 +1,29 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 05/03/2025 +Data Final: 05/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;29/09/2025 15:30:00;29/09/2025 17:15:00;1h45min;1;1;C;156.550,00;156.590,00;186.965,00;No;8,00;40,00;1;8,00;40,00;0,00;0,00;0,00; - ;8,00 +WINJ26;04/11/2025 10:30:00;04/11/2025 11:30:00;1h;1;1;C;158.520,00;158.650,00;186.965,00;No;26,00;130,00;2;26,00;130,00;0,00;0,00;0,00;1m4d19h;34,00 +WINJ26;04/11/2025 11:45:00;04/11/2025 12:00:00;15min;1;1;C;159.000,00;159.240,00;186.965,00;No;48,00;240,00;3;48,00;240,00;0,00;0,00;0,00;1h15min;82,00 +WINJ26;04/11/2025 18:00:00;05/11/2025 10:15:00;16h15min;1;1;C;159.000,00;158.820,00;186.965,00;No;-36,00;-180,00;4;-36,00;-180,00;0,00;0,00;0,00;6h15min;46,00 +WINJ26;01/12/2025 09:45:00;01/12/2025 10:15:00;30min;1;1;C;166.780,00;166.090,00;186.965,00;No;-138,00;-690,00;5;-138,00;-690,00;0,00;0,00;0,00;26d15h;-92,00 +WINJ26;17/12/2025 16:45:00;17/12/2025 17:15:00;30min;1;1;V;163.700,00;163.670,00;186.965,00;No;-6,00;-30,00;6;-6,00;-30,00;0,00;0,00;0,00;16d7h;-98,00 +WINJ26;23/12/2025 09:00:00;23/12/2025 09:15:00;15min;1;1;V;164.800,00;164.310,00;186.965,00;Sim;-98,00;-490,00;7;-98,00;-490,00;0,00;0,00;0,00;5d16h;-196,00 +WINJ26;26/12/2025 16:00:00;26/12/2025 16:45:00;45min;1;1;C;166.580,00;166.750,00;186.965,00;Sim;34,00;170,00;8;34,00;170,00;0,00;0,00;0,00;3d7h;-162,00 +WINJ26;26/12/2025 17:15:00;26/12/2025 17:45:00;30min;1;1;C;166.775,00;167.045,00;186.965,00;No;54,00;270,00;9;54,00;270,00;0,00;0,00;0,00;1h15min;-108,00 +WINJ26;30/12/2025 16:15:00;30/12/2025 16:30:00;15min;1;1;C;167.735,00;167.650,00;186.965,00;No;-17,00;-85,00;10;-17,00;-85,00;0,00;0,00;0,00;3d23h;-125,00 +WINJ26;06/01/2026 16:00:00;06/01/2026 16:15:00;15min;1;1;C;169.540,00;169.415,00;186.965,00;No;-25,00;-125,00;11;-25,00;-125,00;0,00;0,00;0,00;6d23h;-150,00 +WINJ26;06/01/2026 18:15:00;07/01/2026 09:15:00;15h;1;1;C;169.380,00;169.225,00;186.965,00;Sim;-31,00;-155,00;12;-31,00;-155,00;0,00;0,00;0,00;2h15min;-181,00 +WINJ26;08/01/2026 16:15:00;08/01/2026 17:15:00;1h;1;1;C;167.980,00;168.050,00;186.965,00;Sim;14,00;70,00;13;14,00;70,00;0,00;0,00;0,00;1d22h;-167,00 +WINJ26;08/01/2026 18:00:00;09/01/2026 09:15:00;15h15min;1;1;C;168.190,00;168.115,00;186.965,00;No;-15,00;-75,00;14;-15,00;-75,00;0,00;0,00;0,00;1h45min;-182,00 +WINJ26;09/01/2026 10:00:00;09/01/2026 10:15:00;15min;1;1;C;168.245,00;168.110,00;186.965,00;No;-27,00;-135,00;15;-27,00;-135,00;0,00;0,00;0,00;16h;-209,00 +WINJ26;13/01/2026 16:00:00;13/01/2026 16:45:00;45min;1;1;V;167.245,00;167.235,00;186.965,00;Sim;-2,00;-10,00;16;-2,00;-10,00;0,00;0,00;0,00;4d6h;-211,00 +WINJ26;13/01/2026 17:30:00;14/01/2026 09:00:00;15h30min;1;1;V;167.305,00;167.140,00;186.965,00;No;-33,00;-165,00;17;-33,00;-165,00;0,00;0,00;0,00;1h30min;-244,00 +WINJ26;15/01/2026 12:15:00;15/01/2026 12:30:00;15min;1;1;C;170.375,00;170.380,00;186.965,00;No;1,00;5,00;18;1,00;5,00;0,00;0,00;0,00;1d18h;-243,00 +WINJ26;15/01/2026 18:15:00;16/01/2026 09:15:00;15h;1;1;C;170.845,00;171.245,00;186.965,00;No;80,00;400,00;19;80,00;400,00;0,00;0,00;0,00;6h;-163,00 +WINJ26;20/01/2026 17:30:00;20/01/2026 18:00:00;30min;1;1;C;170.800,00;171.135,00;186.965,00;Sim;67,00;335,00;20;67,00;335,00;0,00;0,00;0,00;4d23h;-96,00 +WINJ26;23/01/2026 11:15:00;23/01/2026 11:30:00;15min;1;1;C;181.430,00;181.255,00;186.965,00;No;-35,00;-175,00;21;-35,00;-175,00;0,00;0,00;0,00;2d17h;-131,00 +WINJ26;10/02/2026 10:15:00;10/02/2026 10:30:00;15min;1;1;C;190.000,00;189.555,00;186.965,00;No;-89,00;-445,00;22;-89,00;-445,00;0,00;0,00;0,00;17d23h;-220,00 +WINJ26;02/03/2026 13:00:00;02/03/2026 13:15:00;15min;1;1;V;191.430,00;191.005,00;186.965,00;Sim;-85,00;-425,00;23;-85,00;-425,00;0,00;0,00;0,00;20d2h;-305,00 diff --git a/automacao_backtests/MEDIAS_20_50_200/resultadosAprovadosPorTimeframe/robos_medias_v13_leque30.csv b/automacao_backtests/MEDIAS_20_50_200/resultadosAprovadosPorTimeframe/robos_medias_v13_leque30.csv new file mode 100644 index 0000000..9f1e7bc --- /dev/null +++ b/automacao_backtests/MEDIAS_20_50_200/resultadosAprovadosPorTimeframe/robos_medias_v13_leque30.csv @@ -0,0 +1,11 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 05/03/2025 +Data Final: 05/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;29/09/2025 15:30:00;29/09/2025 17:00:00;1h30min;1;1;C;156.550,00;156.590,00;186.970,00;No;8,00;40,00;1;8,00;40,00;0,00;0,00;0,00; - ;8,00 +WINJ26;30/09/2025 09:30:00;30/09/2025 11:00:00;1h30min;1;1;C;156.800,00;156.725,00;186.970,00;No;-15,00;-75,00;2;-15,00;-75,00;0,00;0,00;0,00;18h;-7,00 +WINJ26;16/10/2025 11:30:00;16/10/2025 12:00:00;30min;1;1;V;151.645,00;151.000,00;186.970,00;No;-129,00;-645,00;3;-129,00;-645,00;0,00;0,00;0,00;16d2h;-136,00 +WINJ26;04/11/2025 11:00:00;04/11/2025 11:30:00;30min;1;1;C;158.620,00;158.650,00;186.970,00;No;6,00;30,00;4;6,00;30,00;0,00;0,00;0,00;18d23h;-130,00 +WINJ26;10/02/2026 17:00:00;10/02/2026 17:30:00;30min;1;1;C;189.975,00;190.565,00;186.970,00;No;118,00;590,00;5;118,00;590,00;0,00;0,00;0,00;3m6d6h;-12,00 diff --git a/automacao_backtests/MEDIAS_20_50_200/resultadosAprovadosPorTimeframe/robos_medias_v13_leque5.csv b/automacao_backtests/MEDIAS_20_50_200/resultadosAprovadosPorTimeframe/robos_medias_v13_leque5.csv new file mode 100644 index 0000000..6891184 --- /dev/null +++ b/automacao_backtests/MEDIAS_20_50_200/resultadosAprovadosPorTimeframe/robos_medias_v13_leque5.csv @@ -0,0 +1,96 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 05/03/2025 +Data Final: 05/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;15/09/2025 17:10:00;15/09/2025 17:15:00;5min;1;1;C;154.130,00;154.080,00;186.985,00;No;-10,00;-50,00;1;-10,00;-50,00;0,00;0,00;0,00; - ;-10,00 +WINJ26;14/10/2025 18:20:00;15/10/2025 09:25:00;15h5min;1;1;V;150.600,00;150.950,00;186.985,00;No;70,00;350,00;2;70,00;350,00;0,00;0,00;0,00;1m1d1h;60,00 +WINJ26;04/11/2025 11:50:00;04/11/2025 12:10:00;20min;1;1;C;159.000,00;159.240,00;186.985,00;No;48,00;240,00;3;48,00;240,00;0,00;0,00;0,00;20d17h;108,00 +WINJ26;12/11/2025 09:15:00;12/11/2025 09:25:00;10min;1;1;C;166.400,00;166.300,00;186.985,00;No;-20,00;-100,00;4;-20,00;-100,00;0,00;0,00;0,00;7d21h;88,00 +WINJ26;19/12/2025 12:55:00;19/12/2025 13:00:00;5min;1;1;C;165.560,00;165.465,00;186.985,00;Sim;-19,00;-95,00;5;-19,00;-95,00;0,00;0,00;0,00;1m6d3h;69,00 +WINJ26;19/12/2025 13:05:00;19/12/2025 13:20:00;15min;1;1;C;165.600,00;165.575,00;186.985,00;No;-5,00;-25,00;6;-5,00;-25,00;0,00;0,00;0,00;10min;64,00 +WINJ26;19/12/2025 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a/automacao_backtests/MEDIAS_20_50_200/resultadosAprovadosPorTimeframe/robos_medias_v13_leque60.csv b/automacao_backtests/MEDIAS_20_50_200/resultadosAprovadosPorTimeframe/robos_medias_v13_leque60.csv new file mode 100644 index 0000000..2740ff9 --- /dev/null +++ b/automacao_backtests/MEDIAS_20_50_200/resultadosAprovadosPorTimeframe/robos_medias_v13_leque60.csv @@ -0,0 +1,8 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 05/03/2025 +Data Final: 05/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;12/01/2026 13:00:00;12/01/2026 14:00:00;1h;1;1;C;168.755,00;168.540,00;186.925,00;No;-43,00;-215,00;1;-43,00;-215,00;0,00;0,00;0,00; - ;-43,00 +WINJ26;12/01/2026 15:00:00;12/01/2026 16:00:00;1h;1;1;C;168.670,00;168.590,00;186.925,00;Sim;-16,00;-80,00;2;-16,00;-80,00;0,00;0,00;0,00;2h;-59,00 diff --git a/automacao_backtests/MEDIAS_20_50_200/resultadosAprovadosPorTimeframe/robos_medias_v15_pullback1.csv b/automacao_backtests/MEDIAS_20_50_200/resultadosAprovadosPorTimeframe/robos_medias_v15_pullback1.csv new file mode 100644 index 0000000..e43c4b9 --- /dev/null +++ b/automacao_backtests/MEDIAS_20_50_200/resultadosAprovadosPorTimeframe/robos_medias_v15_pullback1.csv @@ -0,0 +1,52 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 05/03/2025 +Data Final: 05/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. 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14:55:00;2min;1;1;C;191.935,00;191.960,00;186.860,00;Sim;5,00;25,00;43;5,00;25,00;0,00;0,00;0,00;5h53min;-260,00 +WINJ26;02/03/2026 16:01:00;02/03/2026 16:08:00;7min;1;1;C;192.195,00;192.575,00;186.860,00;No;76,00;380,00;44;76,00;380,00;0,00;0,00;0,00;1h8min;-184,00 +WINJ26;04/03/2026 17:19:00;04/03/2026 17:23:00;4min;1;1;C;188.495,00;188.450,00;186.860,00;Sim;-9,00;-45,00;45;-9,00;-45,00;0,00;0,00;0,00;2d1h;-193,00 +WINJ26;05/03/2026 10:40:00;05/03/2026 10:43:00;3min;1;1;V;186.840,00;186.765,00;186.860,00;No;-15,00;-75,00;46;-15,00;-75,00;0,00;0,00;0,00;17h21min;-208,00 diff --git a/automacao_backtests/MEDIAS_20_50_200/resultadosAprovadosPorTimeframe/robos_medias_v15_pullback15.csv b/automacao_backtests/MEDIAS_20_50_200/resultadosAprovadosPorTimeframe/robos_medias_v15_pullback15.csv new file mode 100644 index 0000000..ffcd9bb --- /dev/null +++ b/automacao_backtests/MEDIAS_20_50_200/resultadosAprovadosPorTimeframe/robos_medias_v15_pullback15.csv @@ -0,0 +1,7 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 05/03/2025 +Data Final: 05/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;14/10/2025 18:15:00;15/10/2025 09:15:00;15h;1;1;V;150.600,00;150.950,00;186.900,00;No;70,00;350,00;1;70,00;350,00;0,00;0,00;0,00; - ;70,00 diff --git a/automacao_backtests/MEDIAS_20_50_200/resultadosAprovadosPorTimeframe/robos_medias_v15_pullback30.csv b/automacao_backtests/MEDIAS_20_50_200/resultadosAprovadosPorTimeframe/robos_medias_v15_pullback30.csv new file mode 100644 index 0000000..5e2a953 --- /dev/null +++ b/automacao_backtests/MEDIAS_20_50_200/resultadosAprovadosPorTimeframe/robos_medias_v15_pullback30.csv @@ -0,0 +1,7 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 05/03/2025 +Data Final: 05/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;13/11/2025 10:30:00;13/11/2025 11:00:00;30min;1;1;C;166.000,00;165.920,00;186.980,00;No;-16,00;-80,00;1;-16,00;-80,00;0,00;0,00;0,00; - ;-16,00 diff --git a/automacao_backtests/MEDIAS_20_50_200/resultadosAprovadosPorTimeframe/robos_medias_v15_pullback5.csv b/automacao_backtests/MEDIAS_20_50_200/resultadosAprovadosPorTimeframe/robos_medias_v15_pullback5.csv new file mode 100644 index 0000000..4e4cf8e --- /dev/null +++ b/automacao_backtests/MEDIAS_20_50_200/resultadosAprovadosPorTimeframe/robos_medias_v15_pullback5.csv @@ -0,0 +1,26 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 05/03/2025 +Data Final: 05/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;26/12/2025 14:40:00;26/12/2025 15:15:00;35min;1;1;C;166.515,00;166.500,00;186.885,00;No;-3,00;-15,00;1;-3,00;-15,00;0,00;0,00;0,00; - ;-3,00 +WINJ26;29/12/2025 09:05:00;29/12/2025 09:15:00;10min;1;1;C;167.435,00;167.245,00;186.885,00;No;-38,00;-190,00;2;-38,00;-190,00;0,00;0,00;0,00;2d18h;-41,00 +WINJ26;29/12/2025 14:15:00;29/12/2025 14:25:00;10min;1;1;V;166.105,00;166.045,00;186.885,00;No;-12,00;-60,00;3;-12,00;-60,00;0,00;0,00;0,00;5h10min;-53,00 +WINJ26;30/12/2025 11:20:00;30/12/2025 11:25:00;5min;1;1;C;167.600,00;167.380,00;186.885,00;No;-44,00;-220,00;4;-44,00;-220,00;0,00;0,00;0,00;21h5min;-97,00 +WINJ26;30/12/2025 15:10:00;30/12/2025 15:15:00;5min;1;1;C;167.805,00;167.770,00;186.885,00;No;-7,00;-35,00;5;-7,00;-35,00;0,00;0,00;0,00;3h50min;-104,00 +WINJ26;02/01/2026 14:50:00;02/01/2026 15:10:00;20min;1;1;V;165.980,00;166.020,00;186.885,00;No;8,00;40,00;6;8,00;40,00;0,00;0,00;0,00;2d23h;-96,00 +WINJ26;02/01/2026 15:15:00;02/01/2026 15:20:00;5min;1;1;V;166.080,00;165.950,00;186.885,00;No;-26,00;-130,00;7;-26,00;-130,00;0,00;0,00;0,00;25min;-122,00 +WINJ26;02/01/2026 16:00:00;02/01/2026 16:05:00;5min;1;1;V;166.050,00;165.960,00;186.885,00;Sim;-18,00;-90,00;8;-18,00;-90,00;0,00;0,00;0,00;45min;-140,00 +WINJ26;06/01/2026 11:55:00;06/01/2026 12:00:00;5min;1;1;C;169.520,00;169.365,00;186.885,00;No;-31,00;-155,00;9;-31,00;-155,00;0,00;0,00;0,00;3d19h;-171,00 +WINJ26;07/01/2026 13:50:00;07/01/2026 14:00:00;10min;1;1;V;167.750,00;167.680,00;186.885,00;Sim;-14,00;-70,00;10;-14,00;-70,00;0,00;0,00;0,00;1d1h;-185,00 +WINJ26;07/01/2026 14:25:00;07/01/2026 14:30:00;5min;1;1;V;167.680,00;167.645,00;186.885,00;No;-7,00;-35,00;11;-7,00;-35,00;0,00;0,00;0,00;35min;-192,00 +WINJ26;08/01/2026 09:05:00;08/01/2026 09:15:00;10min;1;1;V;167.350,00;167.255,00;186.885,00;No;-19,00;-95,00;12;-19,00;-95,00;0,00;0,00;0,00;18h40min;-211,00 +WINJ26;14/01/2026 13:40:00;14/01/2026 13:50:00;10min;1;1;C;168.810,00;168.815,00;186.885,00;Sim;1,00;5,00;13;1,00;5,00;0,00;0,00;0,00;6d4h;-210,00 +WINJ26;14/01/2026 14:25:00;14/01/2026 14:35:00;10min;1;1;C;168.985,00;168.950,00;186.885,00;No;-7,00;-35,00;14;-7,00;-35,00;0,00;0,00;0,00;45min;-217,00 +WINJ26;14/01/2026 15:15:00;14/01/2026 15:35:00;20min;1;1;C;169.050,00;169.300,00;186.885,00;No;50,00;250,00;15;50,00;250,00;0,00;0,00;0,00;50min;-167,00 +WINJ26;15/01/2026 14:00:00;15/01/2026 14:10:00;10min;1;1;C;170.720,00;170.755,00;186.885,00;No;7,00;35,00;16;7,00;35,00;0,00;0,00;0,00;22h45min;-160,00 +WINJ26;15/01/2026 14:55:00;15/01/2026 15:05:00;10min;1;1;C;170.785,00;171.095,00;186.885,00;No;62,00;310,00;17;62,00;310,00;0,00;0,00;0,00;55min;-98,00 +WINJ26;27/01/2026 13:30:00;27/01/2026 13:40:00;10min;1;1;C;187.970,00;188.285,00;186.885,00;No;63,00;315,00;18;63,00;315,00;0,00;0,00;0,00;11d22h;-35,00 +WINJ26;30/01/2026 11:05:00;30/01/2026 11:10:00;5min;1;1;V;187.520,00;187.610,00;186.885,00;Sim;18,00;90,00;19;18,00;90,00;0,00;0,00;0,00;2d21h;-17,00 +WINJ26;27/02/2026 18:10:00;02/03/2026 09:05:00;2d14h;1;1;V;190.295,00;191.755,00;186.885,00;Sim;292,00;1.460,00;20;292,00;1.460,00;0,00;0,00;0,00;1m7h;275,00 diff --git a/automacao_backtests/MEDIAS_20_50_200/resultadosAprovadosPorTimeframe/robos_medias_v16_pullback1.csv b/automacao_backtests/MEDIAS_20_50_200/resultadosAprovadosPorTimeframe/robos_medias_v16_pullback1.csv new file mode 100644 index 0000000..69a3ae7 --- /dev/null +++ b/automacao_backtests/MEDIAS_20_50_200/resultadosAprovadosPorTimeframe/robos_medias_v16_pullback1.csv @@ -0,0 +1,170 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 05/03/2025 +Data Final: 05/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;03/02/2026 10:32:00;03/02/2026 10:39:00;7min;1;1;C;189.735,00;190.075,00;187.025,00;No;68,00;340,00;1;68,00;340,00;0,00;0,00;0,00; - ;68,00 +WINJ26;03/02/2026 12:29:00;03/02/2026 12:30:00;1min;1;1;C;191.170,00;191.120,00;187.025,00;No;-10,00;-50,00;2;-10,00;-50,00;0,00;0,00;0,00;1h57min;58,00 +WINJ26;03/02/2026 12:51:00;03/02/2026 12:53:00;2min;1;1;C;191.245,00;191.100,00;187.025,00;No;-29,00;-145,00;3;-29,00;-145,00;0,00;0,00;0,00;22min;29,00 +WINJ26;03/02/2026 13:26:00;03/02/2026 13:30:00;4min;1;1;C;191.170,00;190.815,00;187.025,00;Sim;-71,00;-355,00;4;-71,00;-355,00;0,00;0,00;0,00;35min;-42,00 +WINJ26;03/02/2026 13:48:00;03/02/2026 13:49:00;1min;1;1;C;191.030,00;190.960,00;187.025,00;Sim;-14,00;-70,00;5;-14,00;-70,00;0,00;0,00;0,00;22min;-56,00 +WINJ26;03/02/2026 14:13:00;03/02/2026 14:15:00;2min;1;1;V;190.295,00;190.170,00;187.025,00;No;-25,00;-125,00;6;-25,00;-125,00;0,00;0,00;0,00;25min;-81,00 +WINJ26;03/02/2026 14:27:00;03/02/2026 14:28:00;1min;1;1;V;190.315,00;190.240,00;187.025,00;Sim;-15,00;-75,00;7;-15,00;-75,00;0,00;0,00;0,00;14min;-96,00 +WINJ26;03/02/2026 14:53:00;03/02/2026 14:56:00;3min;1;1;V;190.035,00;190.000,00;187.025,00;No;-7,00;-35,00;8;-7,00;-35,00;0,00;0,00;0,00;26min;-103,00 +WINJ26;03/02/2026 15:02:00;03/02/2026 15:03:00;1min;1;1;V;189.995,00;189.905,00;187.025,00;No;-18,00;-90,00;9;-18,00;-90,00;0,00;0,00;0,00;9min;-121,00 +WINJ26;03/02/2026 15:28:00;03/02/2026 15:29:00;1min;1;1;V;189.685,00;189.640,00;187.025,00;No;-9,00;-45,00;10;-9,00;-45,00;0,00;0,00;0,00;26min;-130,00 +WINJ26;03/02/2026 15:30:00;03/02/2026 15:31:00;1min;1;1;V;189.610,00;189.500,00;187.025,00;No;-22,00;-110,00;11;-22,00;-110,00;0,00;0,00;0,00;2min;-152,00 +WINJ26;03/02/2026 15:32:00;03/02/2026 15:35:00;3min;1;1;V;189.565,00;189.615,00;187.025,00;Sim;10,00;50,00;12;10,00;50,00;0,00;0,00;0,00;2min;-142,00 +WINJ26;03/02/2026 15:38:00;03/02/2026 15:39:00;1min;1;1;V;189.675,00;189.635,00;187.025,00;Sim;-8,00;-40,00;13;-8,00;-40,00;0,00;0,00;0,00;6min;-150,00 +WINJ26;03/02/2026 15:46:00;03/02/2026 15:47:00;1min;1;1;V;189.605,00;189.600,00;187.025,00;No;-1,00;-5,00;14;-1,00;-5,00;0,00;0,00;0,00;8min;-151,00 +WINJ26;03/02/2026 16:02:00;03/02/2026 16:07:00;5min;1;1;V;189.555,00;189.620,00;187.025,00;Sim;13,00;65,00;15;13,00;65,00;0,00;0,00;0,00;16min;-138,00 +WINJ26;03/02/2026 16:08:00;03/02/2026 16:11:00;3min;1;1;V;189.590,00;189.430,00;187.025,00;No;-32,00;-160,00;16;-32,00;-160,00;0,00;0,00;0,00;6min;-170,00 +WINJ26;03/02/2026 16:31:00;03/02/2026 16:32:00;1min;1;1;V;189.840,00;189.935,00;187.025,00;Sim;19,00;95,00;17;19,00;95,00;0,00;0,00;0,00;23min;-151,00 +WINJ26;03/02/2026 16:59:00;03/02/2026 17:00:00;1min;1;1;V;189.800,00;189.800,00;187.025,00;No;0;0;18;0;0;0,00;0,00;0,00;28min;-151,00 +WINJ26;04/02/2026 09:46:00;04/02/2026 09:47:00;1min;1;1;V;189.225,00;189.225,00;187.025,00;No;0;0;19;0;0;0,00;0,00;0,00;16h47min;-151,00 +WINJ26;04/02/2026 09:59:00;04/02/2026 10:01:00;2min;1;1;V;189.030,00;189.130,00;187.025,00;No;20,00;100,00;20;20,00;100,00;0,00;0,00;0,00;13min;-131,00 +WINJ26;04/02/2026 10:05:00;04/02/2026 10:07:00;2min;1;1;V;189.165,00;189.045,00;187.025,00;No;-24,00;-120,00;21;-24,00;-120,00;0,00;0,00;0,00;6min;-155,00 +WINJ26;04/02/2026 10:48:00;04/02/2026 10:49:00;1min;1;1;V;188.975,00;188.795,00;187.025,00;No;-36,00;-180,00;22;-36,00;-180,00;0,00;0,00;0,00;43min;-191,00 +WINJ26;04/02/2026 11:48:00;04/02/2026 11:49:00;1min;1;1;V;187.550,00;187.665,00;187.025,00;No;23,00;115,00;23;23,00;115,00;0,00;0,00;0,00;1h;-168,00 +WINJ26;04/02/2026 12:32:00;04/02/2026 12:33:00;1min;1;1;V;187.740,00;187.745,00;187.025,00;Sim;1,00;5,00;24;1,00;5,00;0,00;0,00;0,00;44min;-167,00 +WINJ26;04/02/2026 12:51:00;04/02/2026 12:55:00;4min;1;1;V;187.375,00;187.480,00;187.025,00;No;21,00;105,00;25;21,00;105,00;0,00;0,00;0,00;19min;-146,00 +WINJ26;04/02/2026 13:37:00;04/02/2026 13:43:00;6min;1;1;V;186.335,00;186.390,00;187.025,00;No;11,00;55,00;26;11,00;55,00;0,00;0,00;0,00;46min;-135,00 +WINJ26;04/02/2026 14:49:00;04/02/2026 14:53:00;4min;1;1;V;185.395,00;185.415,00;187.025,00;No;4,00;20,00;27;4,00;20,00;0,00;0,00;0,00;1h12min;-131,00 +WINJ26;04/02/2026 14:55:00;04/02/2026 14:56:00;1min;1;1;V;185.555,00;185.355,00;187.025,00;No;-40,00;-200,00;28;-40,00;-200,00;0,00;0,00;0,00;6min;-171,00 +WINJ26;04/02/2026 14:57:00;04/02/2026 14:58:00;1min;1;1;V;185.485,00;185.450,00;187.025,00;Sim;-7,00;-35,00;29;-7,00;-35,00;0,00;0,00;0,00;2min;-178,00 +WINJ26;04/02/2026 15:01:00;04/02/2026 15:02:00;1min;1;1;V;185.450,00;185.380,00;187.025,00;No;-14,00;-70,00;30;-14,00;-70,00;0,00;0,00;0,00;4min;-192,00 +WINJ26;04/02/2026 15:21:00;04/02/2026 15:22:00;1min;1;1;V;185.285,00;185.260,00;187.025,00;No;-5,00;-25,00;31;-5,00;-25,00;0,00;0,00;0,00;20min;-197,00 +WINJ26;04/02/2026 15:44:00;04/02/2026 15:46:00;2min;1;1;V;185.075,00;185.195,00;187.025,00;No;24,00;120,00;32;24,00;120,00;0,00;0,00;0,00;23min;-173,00 +WINJ26;04/02/2026 16:08:00;04/02/2026 16:09:00;1min;1;1;V;184.925,00;184.840,00;187.025,00;No;-17,00;-85,00;33;-17,00;-85,00;0,00;0,00;0,00;24min;-190,00 +WINJ26;04/02/2026 16:37:00;04/02/2026 16:43:00;6min;1;1;V;185.000,00;184.885,00;187.025,00;Sim;-23,00;-115,00;34;-23,00;-115,00;0,00;0,00;0,00;29min;-213,00 +WINJ26;04/02/2026 18:21:00;04/02/2026 18:22:00;1min;1;1;C;186.055,00;186.020,00;187.025,00;Sim;-7,00;-35,00;35;-7,00;-35,00;0,00;0,00;0,00;1h44min;-220,00 +WINJ26;05/02/2026 09:00:00;05/02/2026 09:01:00;1min;1;1;C;186.000,00;185.920,00;187.025,00;Sim;-16,00;-80,00;36;-16,00;-80,00;0,00;0,00;0,00;14h39min;-236,00 +WINJ26;05/02/2026 09:07:00;05/02/2026 09:10:00;3min;1;1;C;186.380,00;186.370,00;187.025,00;No;-2,00;-10,00;37;-2,00;-10,00;0,00;0,00;0,00;7min;-238,00 +WINJ26;05/02/2026 09:18:00;05/02/2026 09:19:00;1min;1;1;C;186.420,00;186.255,00;187.025,00;No;-33,00;-165,00;38;-33,00;-165,00;0,00;0,00;0,00;11min;-271,00 +WINJ26;05/02/2026 09:57:00;05/02/2026 10:02:00;5min;1;1;C;186.375,00;186.665,00;187.025,00;Sim;58,00;290,00;39;58,00;290,00;0,00;0,00;0,00;39min;-213,00 +WINJ26;05/02/2026 10:10:00;05/02/2026 10:11:00;1min;1;1;C;186.505,00;186.590,00;187.025,00;No;17,00;85,00;40;17,00;85,00;0,00;0,00;0,00;13min;-196,00 +WINJ26;05/02/2026 10:19:00;05/02/2026 10:20:00;1min;1;1;C;186.715,00;186.730,00;187.025,00;No;3,00;15,00;41;3,00;15,00;0,00;0,00;0,00;9min;-193,00 +WINJ26;05/02/2026 11:11:00;05/02/2026 11:14:00;3min;1;1;C;187.210,00;187.280,00;187.025,00;No;14,00;70,00;42;14,00;70,00;0,00;0,00;0,00;52min;-179,00 +WINJ26;05/02/2026 11:17:00;05/02/2026 11:18:00;1min;1;1;C;187.290,00;187.280,00;187.025,00;No;-2,00;-10,00;43;-2,00;-10,00;0,00;0,00;0,00;6min;-181,00 +WINJ26;05/02/2026 14:39:00;05/02/2026 14:40:00;1min;1;1;C;187.615,00;187.625,00;187.025,00;No;2,00;10,00;44;2,00;10,00;0,00;0,00;0,00;3h22min;-179,00 +WINJ26;05/02/2026 15:29:00;05/02/2026 15:31:00;2min;1;1;C;187.700,00;187.720,00;187.025,00;No;4,00;20,00;45;4,00;20,00;0,00;0,00;0,00;50min;-175,00 +WINJ26;05/02/2026 15:57:00;05/02/2026 15:59:00;2min;1;1;C;187.435,00;187.485,00;187.025,00;Sim;10,00;50,00;46;10,00;50,00;0,00;0,00;0,00;28min;-165,00 +WINJ26;05/02/2026 16:05:00;05/02/2026 16:08:00;3min;1;1;C;187.600,00;187.585,00;187.025,00;No;-3,00;-15,00;47;-3,00;-15,00;0,00;0,00;0,00;8min;-168,00 +WINJ26;05/02/2026 16:09:00;05/02/2026 16:12:00;3min;1;1;C;187.655,00;187.725,00;187.025,00;No;14,00;70,00;48;14,00;70,00;0,00;0,00;0,00;4min;-154,00 +WINJ26;05/02/2026 16:16:00;05/02/2026 16:21:00;5min;1;1;C;187.680,00;187.765,00;187.025,00;No;17,00;85,00;49;17,00;85,00;0,00;0,00;0,00;7min;-137,00 +WINJ26;05/02/2026 17:02:00;05/02/2026 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a/automacao_backtests/MEDIAS_20_50_200/resultadosAprovadosPorTimeframe/robos_medias_v16_pullback15.csv b/automacao_backtests/MEDIAS_20_50_200/resultadosAprovadosPorTimeframe/robos_medias_v16_pullback15.csv new file mode 100644 index 0000000..f9fce8e --- /dev/null +++ b/automacao_backtests/MEDIAS_20_50_200/resultadosAprovadosPorTimeframe/robos_medias_v16_pullback15.csv @@ -0,0 +1,20 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 05/03/2025 +Data Final: 05/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;22/09/2025 15:30:00;22/09/2025 15:45:00;15min;1;1;C;155.640,00;155.620,00;187.080,00;No;-4,00;-20,00;1;-4,00;-20,00;0,00;0,00;0,00; - ;-4,00 +WINJ26;14/10/2025 18:15:00;15/10/2025 09:15:00;15h;1;1;V;150.600,00;150.950,00;187.080,00;No;70,00;350,00;2;70,00;350,00;0,00;0,00;0,00;22d2h;66,00 +WINJ26;04/11/2025 10:45:00;04/11/2025 11:30:00;45min;1;1;C;158.620,00;158.650,00;187.080,00;No;6,00;30,00;3;6,00;30,00;0,00;0,00;0,00;20d16h;72,00 +WINJ26;04/11/2025 17:15:00;05/11/2025 09:00:00;15h45min;1;1;C;158.780,00;159.000,00;187.080,00;No;44,00;220,00;4;44,00;220,00;0,00;0,00;0,00;6h30min;116,00 +WINJ26;02/12/2025 10:15:00;02/12/2025 10:45:00;30min;1;1;C;166.650,00;167.050,00;187.080,00;No;80,00;400,00;5;80,00;400,00;0,00;0,00;0,00;27d17h;196,00 +WINJ26;23/12/2025 18:00:00;26/12/2025 09:00:00;2d15h;1;1;C;166.590,00;166.295,00;187.080,00;Sim;-59,00;-295,00;6;-59,00;-295,00;0,00;0,00;0,00;21d7h;137,00 +WINJ26;26/12/2025 14:45:00;26/12/2025 16:30:00;1h45min;1;1;C;166.490,00;166.730,00;187.080,00;Sim;48,00;240,00;7;48,00;240,00;0,00;0,00;0,00;2d20h;185,00 +WINJ26;30/12/2025 09:00:00;30/12/2025 09:15:00;15min;1;1;C;166.530,00;167.400,00;187.080,00;No;174,00;870,00;8;174,00;870,00;0,00;0,00;0,00;3d18h;359,00 +WINJ26;30/12/2025 12:45:00;30/12/2025 13:45:00;1h;1;1;C;167.440,00;167.760,00;187.080,00;No;64,00;320,00;9;64,00;320,00;0,00;0,00;0,00;3h45min;423,00 +WINJ26;06/01/2026 15:45:00;06/01/2026 16:15:00;30min;1;1;C;169.425,00;169.415,00;187.080,00;No;-2,00;-10,00;10;-2,00;-10,00;0,00;0,00;0,00;7d3h;421,00 +WINJ26;12/01/2026 15:00:00;12/01/2026 15:15:00;15min;1;1;C;168.670,00;168.745,00;187.080,00;Sim;15,00;75,00;11;15,00;75,00;0,00;0,00;0,00;5d23h;436,00 +WINJ26;13/01/2026 16:00:00;13/01/2026 16:45:00;45min;1;1;V;167.245,00;167.235,00;187.080,00;Sim;-2,00;-10,00;12;-2,00;-10,00;0,00;0,00;0,00;1d1h;434,00 +WINJ26;11/02/2026 16:15:00;11/02/2026 16:30:00;15min;1;1;C;194.185,00;194.535,00;187.080,00;No;70,00;350,00;13;70,00;350,00;0,00;0,00;0,00;1m1d;504,00 +WINJ26;27/02/2026 16:15:00;27/02/2026 16:30:00;15min;1;1;V;191.960,00;192.620,00;187.080,00;Sim;132,00;660,00;14;132,00;660,00;0,00;0,00;0,00;16d;636,00 diff --git a/automacao_backtests/MEDIAS_20_50_200/resultadosAprovadosPorTimeframe/robos_medias_v16_pullback30.csv b/automacao_backtests/MEDIAS_20_50_200/resultadosAprovadosPorTimeframe/robos_medias_v16_pullback30.csv new file mode 100644 index 0000000..62baf10 --- /dev/null +++ b/automacao_backtests/MEDIAS_20_50_200/resultadosAprovadosPorTimeframe/robos_medias_v16_pullback30.csv @@ -0,0 +1,10 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 05/03/2025 +Data Final: 05/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;16/10/2025 11:30:00;16/10/2025 12:00:00;30min;1;1;V;151.645,00;151.000,00;187.140,00;No;-129,00;-645,00;1;-129,00;-645,00;0,00;0,00;0,00; - ;-129,00 +WINJ26;13/11/2025 10:30:00;13/11/2025 11:00:00;30min;1;1;C;166.000,00;165.920,00;187.140,00;No;-16,00;-80,00;2;-16,00;-80,00;0,00;0,00;0,00;27d23h;-145,00 +WINJ26;01/12/2025 10:00:00;01/12/2025 10:30:00;30min;1;1;C;166.620,00;165.625,00;187.140,00;No;-199,00;-995,00;3;-199,00;-995,00;0,00;0,00;0,00;17d23h;-344,00 +WINJ26;02/12/2025 10:30:00;02/12/2025 11:00:00;30min;1;1;C;167.000,00;167.435,00;187.140,00;No;87,00;435,00;4;87,00;435,00;0,00;0,00;0,00;1d;-257,00 diff --git a/automacao_backtests/MEDIAS_20_50_200/resultadosAprovadosPorTimeframe/robos_medias_v16_pullback5.csv b/automacao_backtests/MEDIAS_20_50_200/resultadosAprovadosPorTimeframe/robos_medias_v16_pullback5.csv new file mode 100644 index 0000000..d9ba9ef --- /dev/null +++ b/automacao_backtests/MEDIAS_20_50_200/resultadosAprovadosPorTimeframe/robos_medias_v16_pullback5.csv @@ -0,0 +1,82 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 05/03/2025 +Data Final: 05/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;14/10/2025 18:20:00;15/10/2025 09:25:00;15h5min;1;1;V;150.600,00;150.950,00;187.095,00;No;70,00;350,00;1;70,00;350,00;0,00;0,00;0,00; - ;70,00 +WINJ26;14/11/2025 11:10:00;14/11/2025 11:15:00;5min;1;1;C;165.350,00;165.500,00;187.095,00;No;30,00;150,00;2;30,00;150,00;0,00;0,00;0,00;1m2d16h;100,00 +WINJ26;02/12/2025 10:10:00;02/12/2025 10:30:00;20min;1;1;C;166.580,00;167.000,00;187.095,00;No;84,00;420,00;3;84,00;420,00;0,00;0,00;0,00;17d23h;184,00 +WINJ26;04/12/2025 15:10:00;04/12/2025 16:55:00;1h45min;1;1;C;171.440,00;171.750,00;187.095,00;No;62,00;310,00;4;62,00;310,00;0,00;0,00;0,00;2d5h;246,00 +WINJ26;18/12/2025 15:50:00;18/12/2025 15:55:00;5min;1;1;C;164.715,00;164.710,00;187.095,00;Sim;-1,00;-5,00;5;-1,00;-5,00;0,00;0,00;0,00;14d;245,00 +WINJ26;19/12/2025 10:30:00;19/12/2025 10:45:00;15min;1;1;C;164.670,00;164.835,00;187.095,00;Sim;33,00;165,00;6;33,00;165,00;0,00;0,00;0,00;18h40min;278,00 +WINJ26;19/12/2025 13:30:00;19/12/2025 13:35:00;5min;1;1;C;165.525,00;165.530,00;187.095,00;No;1,00;5,00;7;1,00;5,00;0,00;0,00;0,00;3h;279,00 +WINJ26;19/12/2025 14:00:00;19/12/2025 14:10:00;10min;1;1;C;165.495,00;165.530,00;187.095,00;Sim;7,00;35,00;8;7,00;35,00;0,00;0,00;0,00;30min;286,00 +WINJ26;22/12/2025 16:40:00;22/12/2025 16:50:00;10min;1;1;V;164.395,00;164.195,00;187.095,00;Sim;-40,00;-200,00;9;-40,00;-200,00;0,00;0,00;0,00;3d2h;246,00 +WINJ26;22/12/2025 18:10:00;23/12/2025 09:05:00;14h55min;1;1;V;164.500,00;164.320,00;187.095,00;Sim;-36,00;-180,00;10;-36,00;-180,00;0,00;0,00;0,00;1h30min;210,00 +WINJ26;23/12/2025 14:35:00;23/12/2025 14:45:00;10min;1;1;C;166.600,00;166.580,00;187.095,00;No;-4,00;-20,00;11;-4,00;-20,00;0,00;0,00;0,00;20h25min;206,00 +WINJ26;26/12/2025 12:00:00;26/12/2025 12:10:00;10min;1;1;C;166.005,00;166.485,00;187.095,00;Sim;96,00;480,00;12;96,00;480,00;0,00;0,00;0,00;2d21h;302,00 +WINJ26;26/12/2025 13:00:00;26/12/2025 13:15:00;15min;1;1;C;166.420,00;166.295,00;187.095,00;No;-25,00;-125,00;13;-25,00;-125,00;0,00;0,00;0,00;1h;277,00 +WINJ26;26/12/2025 14:40:00;26/12/2025 15:15:00;35min;1;1;C;166.515,00;166.500,00;187.095,00;No;-3,00;-15,00;14;-3,00;-15,00;0,00;0,00;0,00;1h40min;274,00 +WINJ26;29/12/2025 09:05:00;29/12/2025 09:15:00;10min;1;1;C;167.435,00;167.245,00;187.095,00;No;-38,00;-190,00;15;-38,00;-190,00;0,00;0,00;0,00;2d18h;236,00 +WINJ26;29/12/2025 14:15:00;29/12/2025 14:25:00;10min;1;1;V;166.105,00;166.045,00;187.095,00;Sim;-12,00;-60,00;16;-12,00;-60,00;0,00;0,00;0,00;5h10min;224,00 +WINJ26;29/12/2025 15:40:00;29/12/2025 16:10:00;30min;1;1;V;165.865,00;166.000,00;187.095,00;No;27,00;135,00;17;27,00;135,00;0,00;0,00;0,00;1h25min;251,00 +WINJ26;29/12/2025 16:20:00;29/12/2025 16:25:00;5min;1;1;V;165.875,00;165.845,00;187.095,00;No;-6,00;-30,00;18;-6,00;-30,00;0,00;0,00;0,00;40min;245,00 +WINJ26;29/12/2025 16:45:00;29/12/2025 16:50:00;5min;1;1;V;166.000,00;166.010,00;187.095,00;Sim;2,00;10,00;19;2,00;10,00;0,00;0,00;0,00;25min;247,00 +WINJ26;29/12/2025 17:45:00;29/12/2025 17:55:00;10min;1;1;V;166.220,00;166.070,00;187.095,00;Sim;-30,00;-150,00;20;-30,00;-150,00;0,00;0,00;0,00;1h;217,00 +WINJ26;30/12/2025 11:20:00;30/12/2025 11:25:00;5min;1;1;C;167.600,00;167.380,00;187.095,00;No;-44,00;-220,00;21;-44,00;-220,00;0,00;0,00;0,00;17h35min;173,00 +WINJ26;30/12/2025 12:55:00;30/12/2025 13:30:00;35min;1;1;C;167.535,00;167.670,00;187.095,00;Sim;27,00;135,00;22;27,00;135,00;0,00;0,00;0,00;1h35min;200,00 +WINJ26;30/12/2025 13:55:00;30/12/2025 14:00:00;5min;1;1;C;167.640,00;167.555,00;187.095,00;No;-17,00;-85,00;23;-17,00;-85,00;0,00;0,00;0,00;1h;183,00 +WINJ26;30/12/2025 14:50:00;30/12/2025 14:55:00;5min;1;1;C;167.855,00;167.800,00;187.095,00;No;-11,00;-55,00;24;-11,00;-55,00;0,00;0,00;0,00;55min;172,00 +WINJ26;30/12/2025 15:10:00;30/12/2025 15:15:00;5min;1;1;C;167.805,00;167.770,00;187.095,00;Sim;-7,00;-35,00;25;-7,00;-35,00;0,00;0,00;0,00;20min;165,00 +WINJ26;02/01/2026 14:50:00;02/01/2026 15:10:00;20min;1;1;V;165.980,00;166.020,00;187.095,00;No;8,00;40,00;26;8,00;40,00;0,00;0,00;0,00;2d23h;173,00 +WINJ26;02/01/2026 15:45:00;02/01/2026 15:50:00;5min;1;1;V;165.910,00;165.975,00;187.095,00;No;13,00;65,00;27;13,00;65,00;0,00;0,00;0,00;55min;186,00 +WINJ26;02/01/2026 16:00:00;02/01/2026 16:05:00;5min;1;1;V;166.050,00;165.960,00;187.095,00;No;-18,00;-90,00;28;-18,00;-90,00;0,00;0,00;0,00;15min;168,00 +WINJ26;05/01/2026 10:20:00;05/01/2026 10:40:00;20min;1;1;V;166.075,00;166.005,00;187.095,00;Sim;-14,00;-70,00;29;-14,00;-70,00;0,00;0,00;0,00;2d18h;154,00 +WINJ26;05/01/2026 17:50:00;05/01/2026 18:00:00;10min;1;1;C;167.670,00;167.660,00;187.095,00;Sim;-2,00;-10,00;30;-2,00;-10,00;0,00;0,00;0,00;7h30min;152,00 +WINJ26;06/01/2026 15:05:00;06/01/2026 15:10:00;5min;1;1;C;169.550,00;169.500,00;187.095,00;No;-10,00;-50,00;31;-10,00;-50,00;0,00;0,00;0,00;21h15min;142,00 +WINJ26;07/01/2026 13:00:00;07/01/2026 13:05:00;5min;1;1;V;167.640,00;167.655,00;187.095,00;Sim;3,00;15,00;32;3,00;15,00;0,00;0,00;0,00;21h55min;145,00 +WINJ26;07/01/2026 13:50:00;07/01/2026 14:00:00;10min;1;1;V;167.750,00;167.680,00;187.095,00;Sim;-14,00;-70,00;33;-14,00;-70,00;0,00;0,00;0,00;50min;131,00 +WINJ26;07/01/2026 14:05:00;07/01/2026 14:20:00;15min;1;1;V;167.675,00;167.620,00;187.095,00;No;-11,00;-55,00;34;-11,00;-55,00;0,00;0,00;0,00;15min;120,00 +WINJ26;07/01/2026 14:25:00;07/01/2026 14:30:00;5min;1;1;V;167.680,00;167.645,00;187.095,00;Sim;-7,00;-35,00;35;-7,00;-35,00;0,00;0,00;0,00;20min;113,00 +WINJ26;07/01/2026 14:40:00;07/01/2026 14:45:00;5min;1;1;V;167.745,00;167.685,00;187.095,00;Sim;-12,00;-60,00;36;-12,00;-60,00;0,00;0,00;0,00;15min;101,00 +WINJ26;07/01/2026 15:25:00;07/01/2026 15:30:00;5min;1;1;V;167.515,00;167.500,00;187.095,00;No;-3,00;-15,00;37;-3,00;-15,00;0,00;0,00;0,00;45min;98,00 +WINJ26;07/01/2026 16:30:00;07/01/2026 17:00:00;30min;1;1;V;167.690,00;167.620,00;187.095,00;Sim;-14,00;-70,00;38;-14,00;-70,00;0,00;0,00;0,00;1h5min;84,00 +WINJ26;07/01/2026 17:50:00;07/01/2026 18:10:00;20min;1;1;V;167.470,00;167.500,00;187.095,00;No;6,00;30,00;39;6,00;30,00;0,00;0,00;0,00;1h20min;90,00 +WINJ26;08/01/2026 09:05:00;08/01/2026 09:15:00;10min;1;1;V;167.350,00;167.255,00;187.095,00;No;-19,00;-95,00;40;-19,00;-95,00;0,00;0,00;0,00;15h15min;71,00 +WINJ26;08/01/2026 10:10:00;08/01/2026 10:15:00;5min;1;1;V;167.680,00;167.610,00;187.095,00;Sim;-14,00;-70,00;41;-14,00;-70,00;0,00;0,00;0,00;1h5min;57,00 +WINJ26;08/01/2026 15:05:00;08/01/2026 15:30:00;25min;1;1;V;167.920,00;167.815,00;187.095,00;Sim;-21,00;-105,00;42;-21,00;-105,00;0,00;0,00;0,00;4h55min;36,00 +WINJ26;08/01/2026 17:00:00;08/01/2026 17:05:00;5min;1;1;C;168.055,00;167.940,00;187.095,00;Sim;-23,00;-115,00;43;-23,00;-115,00;0,00;0,00;0,00;1h55min;13,00 +WINJ26;12/01/2026 15:45:00;12/01/2026 16:00:00;15min;1;1;V;168.590,00;168.610,00;187.095,00;Sim;4,00;20,00;44;4,00;20,00;0,00;0,00;0,00;3d22h;17,00 +WINJ26;12/01/2026 16:25:00;12/01/2026 16:30:00;5min;1;1;V;168.625,00;168.590,00;187.095,00;No;-7,00;-35,00;45;-7,00;-35,00;0,00;0,00;0,00;40min;10,00 +WINJ26;12/01/2026 17:40:00;12/01/2026 18:10:00;30min;1;1;V;168.485,00;168.395,00;187.095,00;No;-18,00;-90,00;46;-18,00;-90,00;0,00;0,00;0,00;1h15min;-8,00 +WINJ26;13/01/2026 15:50:00;13/01/2026 16:10:00;20min;1;1;V;167.125,00;167.250,00;187.095,00;No;25,00;125,00;47;25,00;125,00;0,00;0,00;0,00;22h10min;17,00 +WINJ26;13/01/2026 18:10:00;14/01/2026 09:00:00;14h50min;1;1;V;167.305,00;167.050,00;187.095,00;No;-51,00;-255,00;48;-51,00;-255,00;0,00;0,00;0,00;2h20min;-34,00 +WINJ26;14/01/2026 13:40:00;14/01/2026 13:50:00;10min;1;1;C;168.810,00;168.815,00;187.095,00;No;1,00;5,00;49;1,00;5,00;0,00;0,00;0,00;19h30min;-33,00 +WINJ26;14/01/2026 14:05:00;14/01/2026 14:35:00;30min;1;1;C;168.875,00;168.950,00;187.095,00;No;15,00;75,00;50;15,00;75,00;0,00;0,00;0,00;25min;-18,00 +WINJ26;14/01/2026 15:05:00;14/01/2026 15:10:00;5min;1;1;C;169.000,00;168.950,00;187.095,00;No;-10,00;-50,00;51;-10,00;-50,00;0,00;0,00;0,00;1h;-28,00 +WINJ26;14/01/2026 15:15:00;14/01/2026 15:35:00;20min;1;1;C;169.050,00;169.300,00;187.095,00;No;50,00;250,00;52;50,00;250,00;0,00;0,00;0,00;10min;22,00 +WINJ26;14/01/2026 17:15:00;14/01/2026 17:35:00;20min;1;1;C;169.785,00;170.200,00;187.095,00;No;83,00;415,00;53;83,00;415,00;0,00;0,00;0,00;2h;105,00 +WINJ26;15/01/2026 12:25:00;15/01/2026 12:30:00;5min;1;1;C;170.260,00;170.380,00;187.095,00;No;24,00;120,00;54;24,00;120,00;0,00;0,00;0,00;19h10min;129,00 +WINJ26;15/01/2026 14:00:00;15/01/2026 14:25:00;25min;1;1;C;170.720,00;170.715,00;187.095,00;No;-1,00;-5,00;55;-1,00;-5,00;0,00;0,00;0,00;1h35min;128,00 +WINJ26;15/01/2026 14:55:00;15/01/2026 15:05:00;10min;1;1;C;170.785,00;171.095,00;187.095,00;No;62,00;310,00;56;62,00;310,00;0,00;0,00;0,00;55min;190,00 +WINJ26;16/01/2026 15:05:00;16/01/2026 15:15:00;10min;1;1;V;169.570,00;169.530,00;187.095,00;Sim;-8,00;-40,00;57;-8,00;-40,00;0,00;0,00;0,00;1d;182,00 +WINJ26;16/01/2026 16:40:00;16/01/2026 16:45:00;5min;1;1;V;169.605,00;169.620,00;187.095,00;Sim;3,00;15,00;58;3,00;15,00;0,00;0,00;0,00;1h35min;185,00 +WINJ26;19/01/2026 14:30:00;19/01/2026 14:45:00;15min;1;1;V;169.665,00;169.740,00;187.095,00;Sim;15,00;75,00;59;15,00;75,00;0,00;0,00;0,00;2d21h;200,00 +WINJ26;19/01/2026 16:25:00;19/01/2026 16:30:00;5min;1;1;V;169.690,00;169.655,00;187.095,00;No;-7,00;-35,00;60;-7,00;-35,00;0,00;0,00;0,00;1h55min;193,00 +WINJ26;20/01/2026 17:35:00;20/01/2026 18:10:00;35min;1;1;C;170.890,00;171.060,00;187.095,00;No;34,00;170,00;61;34,00;170,00;0,00;0,00;0,00;1d1h;227,00 +WINJ26;20/01/2026 18:20:00;21/01/2026 09:00:00;14h40min;1;1;C;171.035,00;170.910,00;187.095,00;No;-25,00;-125,00;62;-25,00;-125,00;0,00;0,00;0,00;45min;202,00 +WINJ26;22/01/2026 13:50:00;22/01/2026 14:00:00;10min;1;1;C;182.005,00;181.830,00;187.095,00;No;-35,00;-175,00;63;-35,00;-175,00;0,00;0,00;0,00;1d19h;167,00 +WINJ26;22/01/2026 17:45:00;22/01/2026 17:50:00;5min;1;1;C;180.900,00;181.070,00;187.095,00;Sim;34,00;170,00;64;34,00;170,00;0,00;0,00;0,00;3h55min;201,00 +WINJ26;23/01/2026 12:55:00;23/01/2026 13:20:00;25min;1;1;C;182.460,00;182.355,00;187.095,00;No;-21,00;-105,00;65;-21,00;-105,00;0,00;0,00;0,00;19h10min;180,00 +WINJ26;26/01/2026 14:25:00;26/01/2026 14:40:00;15min;1;1;C;183.600,00;184.030,00;187.095,00;No;86,00;430,00;66;86,00;430,00;0,00;0,00;0,00;3d1h;266,00 +WINJ26;27/01/2026 13:30:00;27/01/2026 13:45:00;15min;1;1;C;187.970,00;188.300,00;187.095,00;No;66,00;330,00;67;66,00;330,00;0,00;0,00;0,00;23h5min;332,00 +WINJ26;30/01/2026 11:05:00;30/01/2026 11:10:00;5min;1;1;V;187.520,00;187.610,00;187.095,00;Sim;18,00;90,00;68;18,00;90,00;0,00;0,00;0,00;2d21h;350,00 +WINJ26;05/02/2026 16:20:00;05/02/2026 16:35:00;15min;1;1;C;187.760,00;187.570,00;187.095,00;Sim;-38,00;-190,00;69;-38,00;-190,00;0,00;0,00;0,00;6d5h;312,00 +WINJ26;06/02/2026 11:20:00;06/02/2026 11:25:00;5min;1;1;C;186.760,00;186.630,00;187.095,00;Sim;-26,00;-130,00;70;-26,00;-130,00;0,00;0,00;0,00;19h;286,00 +WINJ26;06/02/2026 16:15:00;06/02/2026 16:20:00;5min;1;1;V;186.645,00;186.540,00;187.095,00;No;-21,00;-105,00;71;-21,00;-105,00;0,00;0,00;0,00;4h55min;265,00 +WINJ26;09/02/2026 10:00:00;09/02/2026 10:05:00;5min;1;1;C;188.045,00;187.710,00;187.095,00;No;-67,00;-335,00;72;-67,00;-335,00;0,00;0,00;0,00;2d17h;198,00 +WINJ26;18/02/2026 14:00:00;18/02/2026 14:05:00;5min;1;1;V;189.675,00;189.975,00;187.095,00;Sim;60,00;300,00;73;60,00;300,00;0,00;0,00;0,00;9d4h;258,00 +WINJ26;19/02/2026 13:55:00;19/02/2026 14:00:00;5min;1;1;C;192.295,00;192.160,00;187.095,00;No;-27,00;-135,00;74;-27,00;-135,00;0,00;0,00;0,00;23h55min;231,00 +WINJ26;19/02/2026 14:20:00;19/02/2026 14:40:00;20min;1;1;C;192.370,00;192.275,00;187.095,00;No;-19,00;-95,00;75;-19,00;-95,00;0,00;0,00;0,00;25min;212,00 +WINJ26;27/02/2026 18:10:00;02/03/2026 09:05:00;2d14h;1;1;V;190.295,00;191.755,00;187.095,00;Sim;292,00;1.460,00;76;292,00;1.460,00;0,00;0,00;0,00;8d3h;504,00 diff --git a/automacao_backtests/MEDIAS_20_50_200/resultadosAprovadosPorTimeframe/robos_medias_v16_pullback60.csv b/automacao_backtests/MEDIAS_20_50_200/resultadosAprovadosPorTimeframe/robos_medias_v16_pullback60.csv new file mode 100644 index 0000000..446a366 --- /dev/null +++ b/automacao_backtests/MEDIAS_20_50_200/resultadosAprovadosPorTimeframe/robos_medias_v16_pullback60.csv @@ -0,0 +1,8 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 05/03/2025 +Data Final: 05/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;04/11/2025 17:00:00;05/11/2025 09:00:00;16h;1;1;C;158.780,00;159.000,00;187.125,00;No;44,00;220,00;1;44,00;220,00;0,00;0,00;0,00; - ;44,00 +WINJ26;12/12/2025 14:00:00;12/12/2025 16:00:00;2h;1;1;C;166.800,00;167.270,00;187.125,00;No;94,00;470,00;2;94,00;470,00;0,00;0,00;0,00;1m6d21h;138,00 diff --git a/automacao_backtests/MEDIAS_20_50_200/resultadosAprovadosPorTimeframe/robos_medias_v19_pullback1.csv b/automacao_backtests/MEDIAS_20_50_200/resultadosAprovadosPorTimeframe/robos_medias_v19_pullback1.csv new file mode 100644 index 0000000..52bd270 --- /dev/null +++ b/automacao_backtests/MEDIAS_20_50_200/resultadosAprovadosPorTimeframe/robos_medias_v19_pullback1.csv @@ -0,0 +1,200 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 05/03/2025 +Data Final: 05/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;03/02/2026 10:14:00;03/02/2026 10:15:00;1min;1;1;C;189.855,00;189.600,00;187.320,00;No;-51,00;-255,00;1;-51,00;-255,00;0,00;0,00;0,00; - ;-51,00 +WINJ26;03/02/2026 10:32:00;03/02/2026 10:41:00;9min;1;1;C;189.735,00;190.160,00;187.320,00;Sim;85,00;425,00;2;85,00;425,00;0,00;0,00;0,00;18min;34,00 +WINJ26;03/02/2026 12:29:00;03/02/2026 12:30:00;1min;1;1;C;191.170,00;191.120,00;187.320,00;No;-10,00;-50,00;3;-10,00;-50,00;0,00;0,00;0,00;1h57min;24,00 +WINJ26;03/02/2026 12:51:00;03/02/2026 12:53:00;2min;1;1;C;191.245,00;191.100,00;187.320,00;No;-29,00;-145,00;4;-29,00;-145,00;0,00;0,00;0,00;22min;-5,00 +WINJ26;03/02/2026 13:26:00;03/02/2026 13:30:00;4min;1;1;C;191.170,00;190.815,00;187.320,00;Sim;-71,00;-355,00;5;-71,00;-355,00;0,00;0,00;0,00;35min;-76,00 +WINJ26;03/02/2026 14:13:00;03/02/2026 14:14:00;1min;1;1;V;190.350,00;190.170,00;187.320,00;No;-36,00;-180,00;6;-36,00;-180,00;0,00;0,00;0,00;47min;-112,00 +WINJ26;03/02/2026 14:27:00;03/02/2026 14:28:00;1min;1;1;V;190.315,00;190.240,00;187.320,00;Sim;-15,00;-75,00;7;-15,00;-75,00;0,00;0,00;0,00;14min;-127,00 +WINJ26;03/02/2026 14:53:00;03/02/2026 14:56:00;3min;1;1;V;190.035,00;190.000,00;187.320,00;No;-7,00;-35,00;8;-7,00;-35,00;0,00;0,00;0,00;26min;-134,00 +WINJ26;03/02/2026 15:02:00;03/02/2026 15:03:00;1min;1;1;V;189.995,00;189.905,00;187.320,00;No;-18,00;-90,00;9;-18,00;-90,00;0,00;0,00;0,00;9min;-152,00 +WINJ26;03/02/2026 15:28:00;03/02/2026 15:29:00;1min;1;1;V;189.685,00;189.640,00;187.320,00;No;-9,00;-45,00;10;-9,00;-45,00;0,00;0,00;0,00;26min;-161,00 +WINJ26;03/02/2026 15:30:00;03/02/2026 15:31:00;1min;1;1;V;189.610,00;189.500,00;187.320,00;No;-22,00;-110,00;11;-22,00;-110,00;0,00;0,00;0,00;2min;-183,00 +WINJ26;03/02/2026 15:32:00;03/02/2026 15:35:00;3min;1;1;V;189.565,00;189.615,00;187.320,00;Sim;10,00;50,00;12;10,00;50,00;0,00;0,00;0,00;2min;-173,00 +WINJ26;03/02/2026 15:38:00;03/02/2026 15:39:00;1min;1;1;V;189.675,00;189.635,00;187.320,00;Sim;-8,00;-40,00;13;-8,00;-40,00;0,00;0,00;0,00;6min;-181,00 +WINJ26;03/02/2026 15:46:00;03/02/2026 15:47:00;1min;1;1;V;189.605,00;189.600,00;187.320,00;No;-1,00;-5,00;14;-1,00;-5,00;0,00;0,00;0,00;8min;-182,00 +WINJ26;03/02/2026 16:02:00;03/02/2026 16:06:00;4min;1;1;V;189.395,00;189.620,00;187.320,00;Sim;45,00;225,00;15;45,00;225,00;0,00;0,00;0,00;16min;-137,00 +WINJ26;03/02/2026 16:08:00;03/02/2026 16:11:00;3min;1;1;V;189.590,00;189.430,00;187.320,00;No;-32,00;-160,00;16;-32,00;-160,00;0,00;0,00;0,00;6min;-169,00 +WINJ26;03/02/2026 16:31:00;03/02/2026 16:32:00;1min;1;1;V;189.840,00;189.935,00;187.320,00;Sim;19,00;95,00;17;19,00;95,00;0,00;0,00;0,00;23min;-150,00 +WINJ26;03/02/2026 16:59:00;03/02/2026 17:00:00;1min;1;1;V;189.800,00;189.800,00;187.320,00;No;0;0;18;0;0;0,00;0,00;0,00;28min;-150,00 +WINJ26;04/02/2026 09:46:00;04/02/2026 09:47:00;1min;1;1;V;189.225,00;189.225,00;187.320,00;No;0;0;19;0;0;0,00;0,00;0,00;16h47min;-150,00 +WINJ26;04/02/2026 09:59:00;04/02/2026 10:01:00;2min;1;1;V;189.030,00;189.130,00;187.320,00;No;20,00;100,00;20;20,00;100,00;0,00;0,00;0,00;13min;-130,00 +WINJ26;04/02/2026 10:05:00;04/02/2026 10:07:00;2min;1;1;V;189.165,00;189.045,00;187.320,00;No;-24,00;-120,00;21;-24,00;-120,00;0,00;0,00;0,00;6min;-154,00 +WINJ26;04/02/2026 10:48:00;04/02/2026 10:49:00;1min;1;1;V;188.975,00;188.795,00;187.320,00;No;-36,00;-180,00;22;-36,00;-180,00;0,00;0,00;0,00;43min;-190,00 +WINJ26;04/02/2026 11:48:00;04/02/2026 11:49:00;1min;1;1;V;187.550,00;187.665,00;187.320,00;No;23,00;115,00;23;23,00;115,00;0,00;0,00;0,00;1h;-167,00 +WINJ26;04/02/2026 12:05:00;04/02/2026 12:06:00;1min;1;1;V;187.530,00;187.525,00;187.320,00;No;-1,00;-5,00;24;-1,00;-5,00;0,00;0,00;0,00;17min;-168,00 +WINJ26;04/02/2026 12:32:00;04/02/2026 12:33:00;1min;1;1;V;187.740,00;187.745,00;187.320,00;Sim;1,00;5,00;25;1,00;5,00;0,00;0,00;0,00;27min;-167,00 +WINJ26;04/02/2026 12:51:00;04/02/2026 12:55:00;4min;1;1;V;187.375,00;187.480,00;187.320,00;No;21,00;105,00;26;21,00;105,00;0,00;0,00;0,00;19min;-146,00 +WINJ26;04/02/2026 13:14:00;04/02/2026 13:16:00;2min;1;1;V;186.820,00;186.845,00;187.320,00;No;5,00;25,00;27;5,00;25,00;0,00;0,00;0,00;23min;-141,00 +WINJ26;04/02/2026 13:37:00;04/02/2026 13:43:00;6min;1;1;V;186.335,00;186.390,00;187.320,00;No;11,00;55,00;28;11,00;55,00;0,00;0,00;0,00;23min;-130,00 +WINJ26;04/02/2026 14:25:00;04/02/2026 14:28:00;3min;1;1;V;185.860,00;186.090,00;187.320,00;No;46,00;230,00;29;46,00;230,00;0,00;0,00;0,00;48min;-84,00 +WINJ26;04/02/2026 14:49:00;04/02/2026 14:53:00;4min;1;1;V;185.395,00;185.415,00;187.320,00;No;4,00;20,00;30;4,00;20,00;0,00;0,00;0,00;24min;-80,00 +WINJ26;04/02/2026 14:55:00;04/02/2026 14:56:00;1min;1;1;V;185.555,00;185.355,00;187.320,00;No;-40,00;-200,00;31;-40,00;-200,00;0,00;0,00;0,00;6min;-120,00 +WINJ26;04/02/2026 14:57:00;04/02/2026 14:58:00;1min;1;1;V;185.485,00;185.450,00;187.320,00;Sim;-7,00;-35,00;32;-7,00;-35,00;0,00;0,00;0,00;2min;-127,00 +WINJ26;04/02/2026 15:01:00;04/02/2026 15:02:00;1min;1;1;V;185.450,00;185.380,00;187.320,00;No;-14,00;-70,00;33;-14,00;-70,00;0,00;0,00;0,00;4min;-141,00 +WINJ26;04/02/2026 15:21:00;04/02/2026 15:22:00;1min;1;1;V;185.285,00;185.260,00;187.320,00;No;-5,00;-25,00;34;-5,00;-25,00;0,00;0,00;0,00;20min;-146,00 +WINJ26;04/02/2026 15:44:00;04/02/2026 15:46:00;2min;1;1;V;185.075,00;185.195,00;187.320,00;No;24,00;120,00;35;24,00;120,00;0,00;0,00;0,00;23min;-122,00 +WINJ26;04/02/2026 16:08:00;04/02/2026 16:09:00;1min;1;1;V;184.925,00;184.840,00;187.320,00;No;-17,00;-85,00;36;-17,00;-85,00;0,00;0,00;0,00;24min;-139,00 +WINJ26;04/02/2026 16:37:00;04/02/2026 16:43:00;6min;1;1;V;185.000,00;184.885,00;187.320,00;Sim;-23,00;-115,00;37;-23,00;-115,00;0,00;0,00;0,00;29min;-162,00 +WINJ26;04/02/2026 18:21:00;04/02/2026 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15:27:00;1min;1;1;V;192.675,00;192.595,00;187.320,00;Sim;-16,00;-80,00;170;-16,00;-80,00;0,00;0,00;0,00;41min;-110,00 +WINJ26;27/02/2026 17:07:00;27/02/2026 17:09:00;2min;1;1;V;191.905,00;191.870,00;187.320,00;No;-7,00;-35,00;171;-7,00;-35,00;0,00;0,00;0,00;1h41min;-117,00 +WINJ26;27/02/2026 17:51:00;27/02/2026 18:00:00;9min;1;1;V;191.920,00;191.940,00;187.320,00;Sim;4,00;20,00;172;4,00;20,00;0,00;0,00;0,00;44min;-113,00 +WINJ26;02/03/2026 09:00:00;02/03/2026 09:01:00;1min;1;1;V;189.950,00;190.135,00;187.320,00;No;37,00;185,00;173;37,00;185,00;0,00;0,00;0,00;2d15h;-76,00 +WINJ26;02/03/2026 12:00:00;02/03/2026 12:01:00;1min;1;1;C;191.375,00;191.260,00;187.320,00;Sim;-23,00;-115,00;174;-23,00;-115,00;0,00;0,00;0,00;3h;-99,00 +WINJ26;02/03/2026 14:53:00;02/03/2026 14:55:00;2min;1;1;C;191.935,00;191.960,00;187.320,00;No;5,00;25,00;175;5,00;25,00;0,00;0,00;0,00;2h53min;-94,00 +WINJ26;02/03/2026 15:05:00;02/03/2026 15:06:00;1min;1;1;C;191.950,00;191.950,00;187.320,00;No;0;0;176;0;0;0,00;0,00;0,00;12min;-94,00 +WINJ26;02/03/2026 15:57:00;02/03/2026 15:58:00;1min;1;1;C;192.225,00;192.155,00;187.320,00;No;-14,00;-70,00;177;-14,00;-70,00;0,00;0,00;0,00;52min;-108,00 +WINJ26;02/03/2026 16:01:00;02/03/2026 16:08:00;7min;1;1;C;192.195,00;192.575,00;187.320,00;Sim;76,00;380,00;178;76,00;380,00;0,00;0,00;0,00;4min;-32,00 +WINJ26;02/03/2026 18:11:00;02/03/2026 18:12:00;1min;1;1;V;192.260,00;192.220,00;187.320,00;Sim;-8,00;-40,00;179;-8,00;-40,00;0,00;0,00;0,00;2h10min;-40,00 +WINJ26;03/03/2026 09:47:00;03/03/2026 09:54:00;7min;1;1;V;186.945,00;187.390,00;187.320,00;No;89,00;445,00;180;89,00;445,00;0,00;0,00;0,00;15h36min;49,00 +WINJ26;03/03/2026 10:22:00;03/03/2026 10:28:00;6min;1;1;V;186.145,00;186.350,00;187.320,00;No;41,00;205,00;181;41,00;205,00;0,00;0,00;0,00;35min;90,00 +WINJ26;03/03/2026 10:41:00;03/03/2026 10:49:00;8min;1;1;V;185.690,00;186.110,00;187.320,00;No;84,00;420,00;182;84,00;420,00;0,00;0,00;0,00;19min;174,00 +WINJ26;03/03/2026 11:50:00;03/03/2026 11:51:00;1min;1;1;V;184.100,00;183.920,00;187.320,00;No;-36,00;-180,00;183;-36,00;-180,00;0,00;0,00;0,00;1h9min;138,00 +WINJ26;03/03/2026 13:54:00;03/03/2026 14:01:00;7min;1;1;C;185.525,00;185.470,00;187.320,00;Sim;-11,00;-55,00;184;-11,00;-55,00;0,00;0,00;0,00;2h4min;127,00 +WINJ26;03/03/2026 14:18:00;03/03/2026 14:21:00;3min;1;1;C;185.570,00;185.525,00;187.320,00;No;-9,00;-45,00;185;-9,00;-45,00;0,00;0,00;0,00;24min;118,00 +WINJ26;04/03/2026 12:44:00;04/03/2026 12:45:00;1min;1;1;V;186.960,00;186.915,00;187.320,00;Sim;-9,00;-45,00;186;-9,00;-45,00;0,00;0,00;0,00;22h26min;109,00 +WINJ26;04/03/2026 13:40:00;04/03/2026 13:42:00;2min;1;1;V;186.815,00;186.760,00;187.320,00;No;-11,00;-55,00;187;-11,00;-55,00;0,00;0,00;0,00;56min;98,00 +WINJ26;04/03/2026 14:15:00;04/03/2026 14:19:00;4min;1;1;C;187.585,00;187.515,00;187.320,00;No;-14,00;-70,00;188;-14,00;-70,00;0,00;0,00;0,00;35min;84,00 +WINJ26;04/03/2026 16:07:00;04/03/2026 16:08:00;1min;1;1;C;188.010,00;187.985,00;187.320,00;No;-5,00;-25,00;189;-5,00;-25,00;0,00;0,00;0,00;1h52min;79,00 +WINJ26;04/03/2026 17:19:00;04/03/2026 17:23:00;4min;1;1;C;188.495,00;188.450,00;187.320,00;No;-9,00;-45,00;190;-9,00;-45,00;0,00;0,00;0,00;1h12min;70,00 +WINJ26;05/03/2026 09:44:00;05/03/2026 09:47:00;3min;1;1;V;187.330,00;187.245,00;187.320,00;Sim;-17,00;-85,00;191;-17,00;-85,00;0,00;0,00;0,00;16h25min;53,00 +WINJ26;05/03/2026 09:52:00;05/03/2026 09:57:00;5min;1;1;V;187.200,00;187.155,00;187.320,00;No;-9,00;-45,00;192;-9,00;-45,00;0,00;0,00;0,00;8min;44,00 +WINJ26;05/03/2026 10:16:00;05/03/2026 10:21:00;5min;1;1;V;187.130,00;187.035,00;187.320,00;No;-19,00;-95,00;193;-19,00;-95,00;0,00;0,00;0,00;24min;25,00 +WINJ26;05/03/2026 10:40:00;05/03/2026 10:43:00;3min;1;1;V;186.840,00;186.765,00;187.320,00;No;-15,00;-75,00;194;-15,00;-75,00;0,00;0,00;0,00;24min;10,00 diff --git a/automacao_backtests/MEDIAS_20_50_200/resultadosAprovadosPorTimeframe/robos_medias_v19_pullback15.csv b/automacao_backtests/MEDIAS_20_50_200/resultadosAprovadosPorTimeframe/robos_medias_v19_pullback15.csv new file mode 100644 index 0000000..6eab2eb --- /dev/null +++ b/automacao_backtests/MEDIAS_20_50_200/resultadosAprovadosPorTimeframe/robos_medias_v19_pullback15.csv @@ -0,0 +1,23 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 05/03/2025 +Data Final: 05/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;22/09/2025 15:30:00;22/09/2025 15:45:00;15min;1;1;C;155.640,00;155.620,00;187.250,00;No;-4,00;-20,00;1;-4,00;-20,00;0,00;0,00;0,00; - ;-4,00 +WINJ26;14/10/2025 18:15:00;15/10/2025 09:15:00;15h;1;1;V;150.600,00;150.950,00;187.250,00;No;70,00;350,00;2;70,00;350,00;0,00;0,00;0,00;22d2h;66,00 +WINJ26;04/11/2025 10:45:00;04/11/2025 11:30:00;45min;1;1;C;158.620,00;158.650,00;187.250,00;No;6,00;30,00;3;6,00;30,00;0,00;0,00;0,00;20d16h;72,00 +WINJ26;04/11/2025 17:15:00;05/11/2025 09:00:00;15h45min;1;1;C;158.780,00;159.000,00;187.250,00;No;44,00;220,00;4;44,00;220,00;0,00;0,00;0,00;6h30min;116,00 +WINJ26;02/12/2025 10:15:00;02/12/2025 10:45:00;30min;1;1;C;166.650,00;167.050,00;187.250,00;No;80,00;400,00;5;80,00;400,00;0,00;0,00;0,00;27d17h;196,00 +WINJ26;23/12/2025 18:00:00;26/12/2025 09:00:00;2d15h;1;1;C;166.590,00;166.295,00;187.250,00;Sim;-59,00;-295,00;6;-59,00;-295,00;0,00;0,00;0,00;21d7h;137,00 +WINJ26;26/12/2025 14:45:00;26/12/2025 15:15:00;30min;1;1;C;166.490,00;166.500,00;187.250,00;Sim;2,00;10,00;7;2,00;10,00;0,00;0,00;0,00;2d20h;139,00 +WINJ26;30/12/2025 09:00:00;30/12/2025 09:15:00;15min;1;1;C;166.530,00;167.400,00;187.250,00;No;174,00;870,00;8;174,00;870,00;0,00;0,00;0,00;3d18h;313,00 +WINJ26;30/12/2025 12:45:00;30/12/2025 14:00:00;1h15min;1;1;C;167.440,00;167.555,00;187.250,00;No;23,00;115,00;9;23,00;115,00;0,00;0,00;0,00;3h45min;336,00 +WINJ26;06/01/2026 09:00:00;06/01/2026 09:15:00;15min;1;1;C;167.640,00;168.365,00;187.250,00;No;145,00;725,00;10;145,00;725,00;0,00;0,00;0,00;6d20h;481,00 +WINJ26;06/01/2026 15:45:00;06/01/2026 16:15:00;30min;1;1;C;169.425,00;169.415,00;187.250,00;No;-2,00;-10,00;11;-2,00;-10,00;0,00;0,00;0,00;6h45min;479,00 +WINJ26;08/01/2026 13:30:00;08/01/2026 14:30:00;1h;1;1;C;167.950,00;167.940,00;187.250,00;Sim;-2,00;-10,00;12;-2,00;-10,00;0,00;0,00;0,00;1d21h;477,00 +WINJ26;12/01/2026 15:00:00;12/01/2026 15:15:00;15min;1;1;C;168.670,00;168.745,00;187.250,00;No;15,00;75,00;13;15,00;75,00;0,00;0,00;0,00;4d1h;492,00 +WINJ26;13/01/2026 16:00:00;13/01/2026 16:45:00;45min;1;1;V;167.245,00;167.235,00;187.250,00;Sim;-2,00;-10,00;14;-2,00;-10,00;0,00;0,00;0,00;1d1h;490,00 +WINJ26;29/01/2026 11:45:00;29/01/2026 12:00:00;15min;1;1;C;191.235,00;189.110,00;187.250,00;No;-425,00;-2.125,00;15;-425,00;-2.125,00;0,00;0,00;0,00;15d19h;65,00 +WINJ26;11/02/2026 16:15:00;11/02/2026 16:45:00;30min;1;1;C;194.185,00;194.325,00;187.250,00;No;28,00;140,00;16;28,00;140,00;0,00;0,00;0,00;13d4h;93,00 +WINJ26;27/02/2026 16:15:00;27/02/2026 16:30:00;15min;1;1;V;191.960,00;192.620,00;187.250,00;Sim;132,00;660,00;17;132,00;660,00;0,00;0,00;0,00;16d;225,00 diff --git a/automacao_backtests/MEDIAS_20_50_200/resultadosAprovadosPorTimeframe/robos_medias_v19_pullback30.csv b/automacao_backtests/MEDIAS_20_50_200/resultadosAprovadosPorTimeframe/robos_medias_v19_pullback30.csv new file mode 100644 index 0000000..752631c --- /dev/null +++ b/automacao_backtests/MEDIAS_20_50_200/resultadosAprovadosPorTimeframe/robos_medias_v19_pullback30.csv @@ -0,0 +1,10 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 05/03/2025 +Data Final: 05/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;16/10/2025 11:30:00;16/10/2025 12:00:00;30min;1;1;V;151.645,00;151.000,00;187.155,00;No;-129,00;-645,00;1;-129,00;-645,00;0,00;0,00;0,00; - ;-129,00 +WINJ26;13/11/2025 10:30:00;13/11/2025 11:00:00;30min;1;1;C;166.000,00;165.920,00;187.155,00;No;-16,00;-80,00;2;-16,00;-80,00;0,00;0,00;0,00;27d23h;-145,00 +WINJ26;01/12/2025 10:00:00;01/12/2025 10:30:00;30min;1;1;C;166.620,00;165.625,00;187.155,00;No;-199,00;-995,00;3;-199,00;-995,00;0,00;0,00;0,00;17d23h;-344,00 +WINJ26;02/12/2025 10:30:00;02/12/2025 11:00:00;30min;1;1;C;167.000,00;167.435,00;187.155,00;No;87,00;435,00;4;87,00;435,00;0,00;0,00;0,00;1d;-257,00 diff --git a/automacao_backtests/MEDIAS_20_50_200/resultadosAprovadosPorTimeframe/robos_medias_v19_pullback5.csv b/automacao_backtests/MEDIAS_20_50_200/resultadosAprovadosPorTimeframe/robos_medias_v19_pullback5.csv new file mode 100644 index 0000000..821d22e --- /dev/null +++ b/automacao_backtests/MEDIAS_20_50_200/resultadosAprovadosPorTimeframe/robos_medias_v19_pullback5.csv @@ -0,0 +1,87 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 05/03/2025 +Data Final: 05/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;14/10/2025 18:20:00;15/10/2025 09:25:00;15h5min;1;1;V;150.600,00;150.950,00;187.250,00;No;70,00;350,00;1;70,00;350,00;0,00;0,00;0,00; - ;70,00 +WINJ26;13/11/2025 10:00:00;13/11/2025 10:15:00;15min;1;1;C;165.900,00;166.350,00;187.250,00;No;90,00;450,00;2;90,00;450,00;0,00;0,00;0,00;1m1d15h;160,00 +WINJ26;14/11/2025 11:10:00;14/11/2025 11:15:00;5min;1;1;C;165.350,00;165.500,00;187.250,00;Sim;30,00;150,00;3;30,00;150,00;0,00;0,00;0,00;1d1h;190,00 +WINJ26;02/12/2025 10:10:00;02/12/2025 10:35:00;25min;1;1;C;166.580,00;166.900,00;187.250,00;No;64,00;320,00;4;64,00;320,00;0,00;0,00;0,00;17d23h;254,00 +WINJ26;04/12/2025 15:10:00;04/12/2025 16:55:00;1h45min;1;1;C;171.440,00;171.750,00;187.250,00;No;62,00;310,00;5;62,00;310,00;0,00;0,00;0,00;2d5h;316,00 +WINJ26;18/12/2025 15:50:00;18/12/2025 15:55:00;5min;1;1;C;164.715,00;164.710,00;187.250,00;Sim;-1,00;-5,00;6;-1,00;-5,00;0,00;0,00;0,00;14d;315,00 +WINJ26;19/12/2025 10:30:00;19/12/2025 10:45:00;15min;1;1;C;164.670,00;164.835,00;187.250,00;Sim;33,00;165,00;7;33,00;165,00;0,00;0,00;0,00;18h40min;348,00 +WINJ26;19/12/2025 13:30:00;19/12/2025 13:35:00;5min;1;1;C;165.525,00;165.530,00;187.250,00;No;1,00;5,00;8;1,00;5,00;0,00;0,00;0,00;3h;349,00 +WINJ26;19/12/2025 14:00:00;19/12/2025 14:10:00;10min;1;1;C;165.495,00;165.530,00;187.250,00;Sim;7,00;35,00;9;7,00;35,00;0,00;0,00;0,00;30min;356,00 +WINJ26;22/12/2025 16:40:00;22/12/2025 16:50:00;10min;1;1;V;164.395,00;164.195,00;187.250,00;Sim;-40,00;-200,00;10;-40,00;-200,00;0,00;0,00;0,00;3d2h;316,00 +WINJ26;22/12/2025 18:10:00;23/12/2025 09:05:00;14h55min;1;1;V;164.500,00;164.320,00;187.250,00;Sim;-36,00;-180,00;11;-36,00;-180,00;0,00;0,00;0,00;1h30min;280,00 +WINJ26;23/12/2025 14:35:00;23/12/2025 14:45:00;10min;1;1;C;166.600,00;166.580,00;187.250,00;No;-4,00;-20,00;12;-4,00;-20,00;0,00;0,00;0,00;20h25min;276,00 +WINJ26;26/12/2025 12:00:00;26/12/2025 12:10:00;10min;1;1;C;166.005,00;166.485,00;187.250,00;Sim;96,00;480,00;13;96,00;480,00;0,00;0,00;0,00;2d21h;372,00 +WINJ26;26/12/2025 13:00:00;26/12/2025 13:15:00;15min;1;1;C;166.420,00;166.295,00;187.250,00;No;-25,00;-125,00;14;-25,00;-125,00;0,00;0,00;0,00;1h;347,00 +WINJ26;26/12/2025 14:40:00;26/12/2025 15:15:00;35min;1;1;C;166.515,00;166.500,00;187.250,00;No;-3,00;-15,00;15;-3,00;-15,00;0,00;0,00;0,00;1h40min;344,00 +WINJ26;29/12/2025 09:05:00;29/12/2025 09:15:00;10min;1;1;C;167.435,00;167.245,00;187.250,00;No;-38,00;-190,00;16;-38,00;-190,00;0,00;0,00;0,00;2d18h;306,00 +WINJ26;29/12/2025 14:15:00;29/12/2025 14:25:00;10min;1;1;V;166.105,00;166.045,00;187.250,00;Sim;-12,00;-60,00;17;-12,00;-60,00;0,00;0,00;0,00;5h10min;294,00 +WINJ26;29/12/2025 15:40:00;29/12/2025 16:10:00;30min;1;1;V;165.865,00;166.000,00;187.250,00;No;27,00;135,00;18;27,00;135,00;0,00;0,00;0,00;1h25min;321,00 +WINJ26;29/12/2025 16:20:00;29/12/2025 16:25:00;5min;1;1;V;165.875,00;165.845,00;187.250,00;No;-6,00;-30,00;19;-6,00;-30,00;0,00;0,00;0,00;40min;315,00 +WINJ26;29/12/2025 16:45:00;29/12/2025 16:50:00;5min;1;1;V;166.000,00;166.010,00;187.250,00;Sim;2,00;10,00;20;2,00;10,00;0,00;0,00;0,00;25min;317,00 +WINJ26;29/12/2025 17:45:00;29/12/2025 17:55:00;10min;1;1;V;166.220,00;166.070,00;187.250,00;Sim;-30,00;-150,00;21;-30,00;-150,00;0,00;0,00;0,00;1h;287,00 +WINJ26;30/12/2025 11:20:00;30/12/2025 11:25:00;5min;1;1;C;167.600,00;167.380,00;187.250,00;No;-44,00;-220,00;22;-44,00;-220,00;0,00;0,00;0,00;17h35min;243,00 +WINJ26;30/12/2025 12:55:00;30/12/2025 13:30:00;35min;1;1;C;167.535,00;167.670,00;187.250,00;Sim;27,00;135,00;23;27,00;135,00;0,00;0,00;0,00;1h35min;270,00 +WINJ26;30/12/2025 13:55:00;30/12/2025 14:00:00;5min;1;1;C;167.640,00;167.555,00;187.250,00;No;-17,00;-85,00;24;-17,00;-85,00;0,00;0,00;0,00;1h;253,00 +WINJ26;30/12/2025 14:50:00;30/12/2025 14:55:00;5min;1;1;C;167.855,00;167.800,00;187.250,00;No;-11,00;-55,00;25;-11,00;-55,00;0,00;0,00;0,00;55min;242,00 +WINJ26;30/12/2025 15:10:00;30/12/2025 15:15:00;5min;1;1;C;167.805,00;167.770,00;187.250,00;Sim;-7,00;-35,00;26;-7,00;-35,00;0,00;0,00;0,00;20min;235,00 +WINJ26;02/01/2026 14:50:00;02/01/2026 15:10:00;20min;1;1;V;165.980,00;166.020,00;187.250,00;No;8,00;40,00;27;8,00;40,00;0,00;0,00;0,00;2d23h;243,00 +WINJ26;02/01/2026 15:15:00;02/01/2026 15:20:00;5min;1;1;V;166.080,00;165.950,00;187.250,00;No;-26,00;-130,00;28;-26,00;-130,00;0,00;0,00;0,00;25min;217,00 +WINJ26;02/01/2026 15:45:00;02/01/2026 15:50:00;5min;1;1;V;165.910,00;165.975,00;187.250,00;Sim;13,00;65,00;29;13,00;65,00;0,00;0,00;0,00;30min;230,00 +WINJ26;02/01/2026 16:00:00;02/01/2026 16:05:00;5min;1;1;V;166.050,00;165.960,00;187.250,00;No;-18,00;-90,00;30;-18,00;-90,00;0,00;0,00;0,00;15min;212,00 +WINJ26;05/01/2026 10:20:00;05/01/2026 10:40:00;20min;1;1;V;166.075,00;166.005,00;187.250,00;Sim;-14,00;-70,00;31;-14,00;-70,00;0,00;0,00;0,00;2d18h;198,00 +WINJ26;05/01/2026 17:50:00;05/01/2026 18:00:00;10min;1;1;C;167.670,00;167.660,00;187.250,00;Sim;-2,00;-10,00;32;-2,00;-10,00;0,00;0,00;0,00;7h30min;196,00 +WINJ26;06/01/2026 11:55:00;06/01/2026 12:00:00;5min;1;1;C;169.520,00;169.365,00;187.250,00;No;-31,00;-155,00;33;-31,00;-155,00;0,00;0,00;0,00;18h5min;165,00 +WINJ26;06/01/2026 15:05:00;06/01/2026 15:10:00;5min;1;1;C;169.550,00;169.500,00;187.250,00;No;-10,00;-50,00;34;-10,00;-50,00;0,00;0,00;0,00;3h10min;155,00 +WINJ26;07/01/2026 13:00:00;07/01/2026 13:05:00;5min;1;1;V;167.640,00;167.655,00;187.250,00;Sim;3,00;15,00;35;3,00;15,00;0,00;0,00;0,00;21h55min;158,00 +WINJ26;07/01/2026 13:50:00;07/01/2026 14:00:00;10min;1;1;V;167.750,00;167.680,00;187.250,00;Sim;-14,00;-70,00;36;-14,00;-70,00;0,00;0,00;0,00;50min;144,00 +WINJ26;07/01/2026 14:05:00;07/01/2026 14:20:00;15min;1;1;V;167.675,00;167.620,00;187.250,00;No;-11,00;-55,00;37;-11,00;-55,00;0,00;0,00;0,00;15min;133,00 +WINJ26;07/01/2026 14:25:00;07/01/2026 14:30:00;5min;1;1;V;167.680,00;167.645,00;187.250,00;Sim;-7,00;-35,00;38;-7,00;-35,00;0,00;0,00;0,00;20min;126,00 +WINJ26;07/01/2026 14:40:00;07/01/2026 14:45:00;5min;1;1;V;167.745,00;167.685,00;187.250,00;Sim;-12,00;-60,00;39;-12,00;-60,00;0,00;0,00;0,00;15min;114,00 +WINJ26;07/01/2026 15:25:00;07/01/2026 15:30:00;5min;1;1;V;167.515,00;167.500,00;187.250,00;No;-3,00;-15,00;40;-3,00;-15,00;0,00;0,00;0,00;45min;111,00 +WINJ26;07/01/2026 16:30:00;07/01/2026 17:00:00;30min;1;1;V;167.690,00;167.620,00;187.250,00;Sim;-14,00;-70,00;41;-14,00;-70,00;0,00;0,00;0,00;1h5min;97,00 +WINJ26;07/01/2026 17:50:00;07/01/2026 18:10:00;20min;1;1;V;167.470,00;167.500,00;187.250,00;No;6,00;30,00;42;6,00;30,00;0,00;0,00;0,00;1h20min;103,00 +WINJ26;08/01/2026 09:05:00;08/01/2026 09:20:00;15min;1;1;V;167.500,00;167.255,00;187.250,00;No;-49,00;-245,00;43;-49,00;-245,00;0,00;0,00;0,00;15h15min;54,00 +WINJ26;08/01/2026 10:10:00;08/01/2026 10:15:00;5min;1;1;V;167.680,00;167.610,00;187.250,00;Sim;-14,00;-70,00;44;-14,00;-70,00;0,00;0,00;0,00;1h5min;40,00 +WINJ26;08/01/2026 11:15:00;08/01/2026 11:20:00;5min;1;1;V;167.750,00;167.550,00;187.250,00;No;-40,00;-200,00;45;-40,00;-200,00;0,00;0,00;0,00;1h5min;0,00 +WINJ26;08/01/2026 17:00:00;08/01/2026 17:05:00;5min;1;1;C;168.055,00;167.940,00;187.250,00;Sim;-23,00;-115,00;46;-23,00;-115,00;0,00;0,00;0,00;5h45min;-23,00 +WINJ26;12/01/2026 15:45:00;12/01/2026 16:00:00;15min;1;1;V;168.590,00;168.610,00;187.250,00;Sim;4,00;20,00;47;4,00;20,00;0,00;0,00;0,00;3d22h;-19,00 +WINJ26;12/01/2026 16:25:00;12/01/2026 16:30:00;5min;1;1;V;168.625,00;168.590,00;187.250,00;No;-7,00;-35,00;48;-7,00;-35,00;0,00;0,00;0,00;40min;-26,00 +WINJ26;12/01/2026 17:40:00;12/01/2026 18:10:00;30min;1;1;V;168.485,00;168.395,00;187.250,00;No;-18,00;-90,00;49;-18,00;-90,00;0,00;0,00;0,00;1h15min;-44,00 +WINJ26;13/01/2026 15:50:00;13/01/2026 16:10:00;20min;1;1;V;167.125,00;167.250,00;187.250,00;No;25,00;125,00;50;25,00;125,00;0,00;0,00;0,00;22h10min;-19,00 +WINJ26;13/01/2026 18:10:00;14/01/2026 09:00:00;14h50min;1;1;V;167.305,00;167.050,00;187.250,00;No;-51,00;-255,00;51;-51,00;-255,00;0,00;0,00;0,00;2h20min;-70,00 +WINJ26;14/01/2026 13:40:00;14/01/2026 13:50:00;10min;1;1;C;168.810,00;168.815,00;187.250,00;No;1,00;5,00;52;1,00;5,00;0,00;0,00;0,00;19h30min;-69,00 +WINJ26;14/01/2026 14:05:00;14/01/2026 14:35:00;30min;1;1;C;168.875,00;168.950,00;187.250,00;No;15,00;75,00;53;15,00;75,00;0,00;0,00;0,00;25min;-54,00 +WINJ26;14/01/2026 15:05:00;14/01/2026 15:10:00;5min;1;1;C;169.000,00;168.950,00;187.250,00;No;-10,00;-50,00;54;-10,00;-50,00;0,00;0,00;0,00;1h;-64,00 +WINJ26;14/01/2026 15:15:00;14/01/2026 15:40:00;25min;1;1;C;169.050,00;169.270,00;187.250,00;No;44,00;220,00;55;44,00;220,00;0,00;0,00;0,00;10min;-20,00 +WINJ26;14/01/2026 17:15:00;14/01/2026 17:35:00;20min;1;1;C;169.785,00;170.200,00;187.250,00;No;83,00;415,00;56;83,00;415,00;0,00;0,00;0,00;2h;63,00 +WINJ26;15/01/2026 12:25:00;15/01/2026 12:30:00;5min;1;1;C;170.260,00;170.380,00;187.250,00;No;24,00;120,00;57;24,00;120,00;0,00;0,00;0,00;19h10min;87,00 +WINJ26;15/01/2026 14:00:00;15/01/2026 14:10:00;10min;1;1;C;170.720,00;170.755,00;187.250,00;No;7,00;35,00;58;7,00;35,00;0,00;0,00;0,00;1h35min;94,00 +WINJ26;15/01/2026 14:55:00;15/01/2026 15:10:00;15min;1;1;C;170.785,00;171.295,00;187.250,00;No;102,00;510,00;59;102,00;510,00;0,00;0,00;0,00;55min;196,00 +WINJ26;16/01/2026 15:05:00;16/01/2026 15:15:00;10min;1;1;V;169.570,00;169.530,00;187.250,00;Sim;-8,00;-40,00;60;-8,00;-40,00;0,00;0,00;0,00;1d;188,00 +WINJ26;16/01/2026 16:40:00;16/01/2026 16:45:00;5min;1;1;V;169.605,00;169.620,00;187.250,00;Sim;3,00;15,00;61;3,00;15,00;0,00;0,00;0,00;1h35min;191,00 +WINJ26;20/01/2026 17:35:00;20/01/2026 18:10:00;35min;1;1;C;170.890,00;171.060,00;187.250,00;No;34,00;170,00;62;34,00;170,00;0,00;0,00;0,00;4d;225,00 +WINJ26;20/01/2026 18:20:00;21/01/2026 09:00:00;14h40min;1;1;C;171.035,00;170.910,00;187.250,00;No;-25,00;-125,00;63;-25,00;-125,00;0,00;0,00;0,00;45min;200,00 +WINJ26;22/01/2026 13:50:00;22/01/2026 14:00:00;10min;1;1;C;182.005,00;181.830,00;187.250,00;No;-35,00;-175,00;64;-35,00;-175,00;0,00;0,00;0,00;1d19h;165,00 +WINJ26;22/01/2026 17:45:00;22/01/2026 17:50:00;5min;1;1;C;180.900,00;181.070,00;187.250,00;Sim;34,00;170,00;65;34,00;170,00;0,00;0,00;0,00;3h55min;199,00 +WINJ26;23/01/2026 09:55:00;23/01/2026 10:05:00;10min;1;1;C;181.500,00;181.300,00;187.250,00;No;-40,00;-200,00;66;-40,00;-200,00;0,00;0,00;0,00;16h10min;159,00 +WINJ26;23/01/2026 12:55:00;23/01/2026 13:05:00;10min;1;1;C;182.460,00;182.475,00;187.250,00;No;3,00;15,00;67;3,00;15,00;0,00;0,00;0,00;3h;162,00 +WINJ26;26/01/2026 14:25:00;26/01/2026 14:40:00;15min;1;1;C;183.600,00;184.030,00;187.250,00;No;86,00;430,00;68;86,00;430,00;0,00;0,00;0,00;3d1h;248,00 +WINJ26;27/01/2026 13:30:00;27/01/2026 13:45:00;15min;1;1;C;187.970,00;188.300,00;187.250,00;No;66,00;330,00;69;66,00;330,00;0,00;0,00;0,00;23h5min;314,00 +WINJ26;30/01/2026 11:05:00;30/01/2026 11:20:00;15min;1;1;V;187.575,00;187.610,00;187.250,00;Sim;7,00;35,00;70;7,00;35,00;0,00;0,00;0,00;2d21h;321,00 +WINJ26;05/02/2026 16:20:00;05/02/2026 16:35:00;15min;1;1;C;187.760,00;187.570,00;187.250,00;Sim;-38,00;-190,00;71;-38,00;-190,00;0,00;0,00;0,00;6d5h;283,00 +WINJ26;06/02/2026 11:20:00;06/02/2026 11:25:00;5min;1;1;C;186.760,00;186.630,00;187.250,00;Sim;-26,00;-130,00;72;-26,00;-130,00;0,00;0,00;0,00;19h;257,00 +WINJ26;06/02/2026 16:15:00;06/02/2026 16:20:00;5min;1;1;V;186.645,00;186.540,00;187.250,00;No;-21,00;-105,00;73;-21,00;-105,00;0,00;0,00;0,00;4h55min;236,00 +WINJ26;09/02/2026 10:00:00;09/02/2026 10:05:00;5min;1;1;C;188.045,00;187.710,00;187.250,00;No;-67,00;-335,00;74;-67,00;-335,00;0,00;0,00;0,00;2d17h;169,00 +WINJ26;09/02/2026 13:25:00;09/02/2026 13:40:00;15min;1;1;C;188.120,00;188.530,00;187.250,00;No;82,00;410,00;75;82,00;410,00;0,00;0,00;0,00;3h25min;251,00 +WINJ26;12/02/2026 12:30:00;12/02/2026 12:35:00;5min;1;1;C;193.660,00;193.515,00;187.250,00;No;-29,00;-145,00;76;-29,00;-145,00;0,00;0,00;0,00;2d23h;222,00 +WINJ26;18/02/2026 14:00:00;18/02/2026 14:15:00;15min;1;1;V;189.820,00;189.975,00;187.250,00;Sim;31,00;155,00;77;31,00;155,00;0,00;0,00;0,00;6d1h;253,00 +WINJ26;19/02/2026 13:55:00;19/02/2026 14:00:00;5min;1;1;C;192.295,00;192.160,00;187.250,00;Sim;-27,00;-135,00;78;-27,00;-135,00;0,00;0,00;0,00;23h55min;226,00 +WINJ26;19/02/2026 14:20:00;19/02/2026 14:40:00;20min;1;1;C;192.370,00;192.275,00;187.250,00;No;-19,00;-95,00;79;-19,00;-95,00;0,00;0,00;0,00;25min;207,00 +WINJ26;23/02/2026 15:50:00;23/02/2026 16:00:00;10min;1;1;C;192.860,00;192.750,00;187.250,00;No;-22,00;-110,00;80;-22,00;-110,00;0,00;0,00;0,00;4d1h;185,00 +WINJ26;27/02/2026 18:10:00;02/03/2026 09:05:00;2d14h;1;1;V;190.295,00;191.755,00;187.250,00;Sim;292,00;1.460,00;81;292,00;1.460,00;0,00;0,00;0,00;4d2h;477,00 diff --git a/automacao_backtests/MEDIAS_20_50_200/resultadosAprovadosPorTimeframe/robos_medias_v19_pullback60.csv b/automacao_backtests/MEDIAS_20_50_200/resultadosAprovadosPorTimeframe/robos_medias_v19_pullback60.csv new file mode 100644 index 0000000..e2cb76a --- /dev/null +++ b/automacao_backtests/MEDIAS_20_50_200/resultadosAprovadosPorTimeframe/robos_medias_v19_pullback60.csv @@ -0,0 +1,8 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 05/03/2025 +Data Final: 05/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;04/11/2025 17:00:00;05/11/2025 09:00:00;16h;1;1;C;158.780,00;159.000,00;187.100,00;No;44,00;220,00;1;44,00;220,00;0,00;0,00;0,00; - ;44,00 +WINJ26;12/12/2025 14:00:00;12/12/2025 16:00:00;2h;1;1;C;166.800,00;167.270,00;187.100,00;No;94,00;470,00;2;94,00;470,00;0,00;0,00;0,00;1m6d21h;138,00 diff --git a/automacao_backtests/MEDIAS_20_50_200/resultadosAprovadosPorTimeframe/robos_medias_v23_pullback1.csv b/automacao_backtests/MEDIAS_20_50_200/resultadosAprovadosPorTimeframe/robos_medias_v23_pullback1.csv new file mode 100644 index 0000000..bc08be6 --- /dev/null +++ b/automacao_backtests/MEDIAS_20_50_200/resultadosAprovadosPorTimeframe/robos_medias_v23_pullback1.csv @@ -0,0 +1,150 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 05/03/2025 +Data Final: 05/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;03/02/2026 10:32:00;03/02/2026 10:38:00;6min;1;1;C;189.735,00;190.095,00;187.230,00;No;72,00;360,00;1;72,00;360,00;0,00;0,00;0,00; - ;72,00 +WINJ26;03/02/2026 12:29:00;03/02/2026 12:30:00;1min;1;1;C;191.170,00;191.120,00;187.230,00;No;-10,00;-50,00;2;-10,00;-50,00;0,00;0,00;0,00;1h57min;62,00 +WINJ26;03/02/2026 12:51:00;03/02/2026 12:53:00;2min;1;1;C;191.245,00;191.100,00;187.230,00;No;-29,00;-145,00;3;-29,00;-145,00;0,00;0,00;0,00;22min;33,00 +WINJ26;03/02/2026 13:26:00;03/02/2026 13:30:00;4min;1;1;C;191.170,00;190.815,00;187.230,00;Sim;-71,00;-355,00;4;-71,00;-355,00;0,00;0,00;0,00;35min;-38,00 +WINJ26;03/02/2026 14:13:00;03/02/2026 14:14:00;1min;1;1;V;190.350,00;190.170,00;187.230,00;No;-36,00;-180,00;5;-36,00;-180,00;0,00;0,00;0,00;47min;-74,00 +WINJ26;03/02/2026 14:27:00;03/02/2026 14:29:00;2min;1;1;V;190.335,00;190.240,00;187.230,00;Sim;-19,00;-95,00;6;-19,00;-95,00;0,00;0,00;0,00;14min;-93,00 +WINJ26;03/02/2026 14:53:00;03/02/2026 14:56:00;3min;1;1;V;190.035,00;190.000,00;187.230,00;No;-7,00;-35,00;7;-7,00;-35,00;0,00;0,00;0,00;26min;-100,00 +WINJ26;03/02/2026 15:02:00;03/02/2026 15:03:00;1min;1;1;V;189.995,00;189.905,00;187.230,00;No;-18,00;-90,00;8;-18,00;-90,00;0,00;0,00;0,00;9min;-118,00 +WINJ26;03/02/2026 15:28:00;03/02/2026 15:29:00;1min;1;1;V;189.685,00;189.640,00;187.230,00;No;-9,00;-45,00;9;-9,00;-45,00;0,00;0,00;0,00;26min;-127,00 +WINJ26;03/02/2026 15:30:00;03/02/2026 15:31:00;1min;1;1;V;189.610,00;189.500,00;187.230,00;No;-22,00;-110,00;10;-22,00;-110,00;0,00;0,00;0,00;2min;-149,00 +WINJ26;03/02/2026 15:32:00;03/02/2026 15:35:00;3min;1;1;V;189.565,00;189.615,00;187.230,00;Sim;10,00;50,00;11;10,00;50,00;0,00;0,00;0,00;2min;-139,00 +WINJ26;03/02/2026 15:38:00;03/02/2026 15:39:00;1min;1;1;V;189.675,00;189.635,00;187.230,00;Sim;-8,00;-40,00;12;-8,00;-40,00;0,00;0,00;0,00;6min;-147,00 +WINJ26;03/02/2026 15:46:00;03/02/2026 15:47:00;1min;1;1;V;189.605,00;189.600,00;187.230,00;No;-1,00;-5,00;13;-1,00;-5,00;0,00;0,00;0,00;8min;-148,00 +WINJ26;03/02/2026 16:02:00;03/02/2026 16:07:00;5min;1;1;V;189.555,00;189.620,00;187.230,00;Sim;13,00;65,00;14;13,00;65,00;0,00;0,00;0,00;16min;-135,00 +WINJ26;03/02/2026 16:08:00;03/02/2026 16:11:00;3min;1;1;V;189.590,00;189.430,00;187.230,00;No;-32,00;-160,00;15;-32,00;-160,00;0,00;0,00;0,00;6min;-167,00 +WINJ26;03/02/2026 16:31:00;03/02/2026 16:32:00;1min;1;1;V;189.840,00;189.935,00;187.230,00;Sim;19,00;95,00;16;19,00;95,00;0,00;0,00;0,00;23min;-148,00 +WINJ26;03/02/2026 16:59:00;03/02/2026 17:00:00;1min;1;1;V;189.800,00;189.800,00;187.230,00;No;0;0;17;0;0;0,00;0,00;0,00;28min;-148,00 +WINJ26;04/02/2026 09:46:00;04/02/2026 09:47:00;1min;1;1;V;189.225,00;189.225,00;187.230,00;No;0;0;18;0;0;0,00;0,00;0,00;16h47min;-148,00 +WINJ26;04/02/2026 09:59:00;04/02/2026 10:01:00;2min;1;1;V;189.030,00;189.130,00;187.230,00;No;20,00;100,00;19;20,00;100,00;0,00;0,00;0,00;13min;-128,00 +WINJ26;04/02/2026 10:05:00;04/02/2026 10:07:00;2min;1;1;V;189.165,00;189.045,00;187.230,00;No;-24,00;-120,00;20;-24,00;-120,00;0,00;0,00;0,00;6min;-152,00 +WINJ26;04/02/2026 10:48:00;04/02/2026 10:49:00;1min;1;1;V;188.975,00;188.795,00;187.230,00;No;-36,00;-180,00;21;-36,00;-180,00;0,00;0,00;0,00;43min;-188,00 +WINJ26;04/02/2026 12:32:00;04/02/2026 12:33:00;1min;1;1;V;187.740,00;187.745,00;187.230,00;No;1,00;5,00;22;1,00;5,00;0,00;0,00;0,00;1h44min;-187,00 +WINJ26;04/02/2026 12:51:00;04/02/2026 12:54:00;3min;1;1;V;187.280,00;187.480,00;187.230,00;No;40,00;200,00;23;40,00;200,00;0,00;0,00;0,00;19min;-147,00 +WINJ26;04/02/2026 13:37:00;04/02/2026 13:43:00;6min;1;1;V;186.335,00;186.390,00;187.230,00;No;11,00;55,00;24;11,00;55,00;0,00;0,00;0,00;46min;-136,00 +WINJ26;04/02/2026 14:49:00;04/02/2026 14:53:00;4min;1;1;V;185.395,00;185.415,00;187.230,00;No;4,00;20,00;25;4,00;20,00;0,00;0,00;0,00;1h12min;-132,00 +WINJ26;04/02/2026 14:55:00;04/02/2026 14:56:00;1min;1;1;V;185.555,00;185.355,00;187.230,00;No;-40,00;-200,00;26;-40,00;-200,00;0,00;0,00;0,00;6min;-172,00 +WINJ26;04/02/2026 14:57:00;04/02/2026 14:58:00;1min;1;1;V;185.485,00;185.450,00;187.230,00;Sim;-7,00;-35,00;27;-7,00;-35,00;0,00;0,00;0,00;2min;-179,00 +WINJ26;04/02/2026 15:01:00;04/02/2026 15:02:00;1min;1;1;V;185.450,00;185.380,00;187.230,00;No;-14,00;-70,00;28;-14,00;-70,00;0,00;0,00;0,00;4min;-193,00 +WINJ26;04/02/2026 15:21:00;04/02/2026 15:22:00;1min;1;1;V;185.285,00;185.260,00;187.230,00;No;-5,00;-25,00;29;-5,00;-25,00;0,00;0,00;0,00;20min;-198,00 +WINJ26;04/02/2026 15:44:00;04/02/2026 15:46:00;2min;1;1;V;185.075,00;185.195,00;187.230,00;No;24,00;120,00;30;24,00;120,00;0,00;0,00;0,00;23min;-174,00 +WINJ26;04/02/2026 16:37:00;04/02/2026 16:43:00;6min;1;1;V;185.000,00;184.885,00;187.230,00;No;-23,00;-115,00;31;-23,00;-115,00;0,00;0,00;0,00;53min;-197,00 +WINJ26;04/02/2026 18:21:00;04/02/2026 18:22:00;1min;1;1;C;186.055,00;186.020,00;187.230,00;Sim;-7,00;-35,00;32;-7,00;-35,00;0,00;0,00;0,00;1h44min;-204,00 +WINJ26;05/02/2026 09:00:00;05/02/2026 09:01:00;1min;1;1;C;186.000,00;185.920,00;187.230,00;Sim;-16,00;-80,00;33;-16,00;-80,00;0,00;0,00;0,00;14h39min;-220,00 +WINJ26;05/02/2026 09:07:00;05/02/2026 09:10:00;3min;1;1;C;186.380,00;186.370,00;187.230,00;No;-2,00;-10,00;34;-2,00;-10,00;0,00;0,00;0,00;7min;-222,00 +WINJ26;05/02/2026 09:18:00;05/02/2026 09:19:00;1min;1;1;C;186.420,00;186.255,00;187.230,00;No;-33,00;-165,00;35;-33,00;-165,00;0,00;0,00;0,00;11min;-255,00 +WINJ26;05/02/2026 09:57:00;05/02/2026 10:01:00;4min;1;1;C;186.375,00;186.620,00;187.230,00;Sim;49,00;245,00;36;49,00;245,00;0,00;0,00;0,00;39min;-206,00 +WINJ26;05/02/2026 10:10:00;05/02/2026 10:11:00;1min;1;1;C;186.505,00;186.590,00;187.230,00;No;17,00;85,00;37;17,00;85,00;0,00;0,00;0,00;13min;-189,00 +WINJ26;05/02/2026 10:19:00;05/02/2026 10:22:00;3min;1;1;C;186.715,00;187.160,00;187.230,00;No;89,00;445,00;38;89,00;445,00;0,00;0,00;0,00;9min;-100,00 +WINJ26;05/02/2026 11:11:00;05/02/2026 11:14:00;3min;1;1;C;187.210,00;187.280,00;187.230,00;No;14,00;70,00;39;14,00;70,00;0,00;0,00;0,00;52min;-86,00 +WINJ26;05/02/2026 11:17:00;05/02/2026 11:18:00;1min;1;1;C;187.290,00;187.280,00;187.230,00;No;-2,00;-10,00;40;-2,00;-10,00;0,00;0,00;0,00;6min;-88,00 +WINJ26;05/02/2026 14:39:00;05/02/2026 14:40:00;1min;1;1;C;187.615,00;187.625,00;187.230,00;No;2,00;10,00;41;2,00;10,00;0,00;0,00;0,00;3h22min;-86,00 +WINJ26;05/02/2026 15:29:00;05/02/2026 15:31:00;2min;1;1;C;187.700,00;187.720,00;187.230,00;No;4,00;20,00;42;4,00;20,00;0,00;0,00;0,00;50min;-82,00 +WINJ26;05/02/2026 15:57:00;05/02/2026 15:59:00;2min;1;1;C;187.435,00;187.485,00;187.230,00;Sim;10,00;50,00;43;10,00;50,00;0,00;0,00;0,00;28min;-72,00 +WINJ26;05/02/2026 16:05:00;05/02/2026 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16:33:00;6min;1;1;V;194.045,00;194.000,00;187.230,00;No;-9,00;-45,00;123;-9,00;-45,00;0,00;0,00;0,00;1h29min;-92,00 +WINJ26;26/02/2026 09:52:00;26/02/2026 09:53:00;1min;1;1;C;194.185,00;194.210,00;187.230,00;Sim;5,00;25,00;124;5,00;25,00;0,00;0,00;0,00;17h25min;-87,00 +WINJ26;26/02/2026 12:13:00;26/02/2026 12:14:00;1min;1;1;V;193.120,00;192.980,00;187.230,00;No;-28,00;-140,00;125;-28,00;-140,00;0,00;0,00;0,00;2h21min;-115,00 +WINJ26;26/02/2026 17:13:00;26/02/2026 17:14:00;1min;1;1;C;194.325,00;194.295,00;187.230,00;No;-6,00;-30,00;126;-6,00;-30,00;0,00;0,00;0,00;5h;-121,00 +WINJ26;27/02/2026 13:00:00;27/02/2026 13:01:00;1min;1;1;C;193.480,00;193.460,00;187.230,00;Sim;-4,00;-20,00;127;-4,00;-20,00;0,00;0,00;0,00;19h47min;-125,00 +WINJ26;27/02/2026 14:13:00;27/02/2026 14:17:00;4min;1;1;V;192.810,00;192.735,00;187.230,00;No;-15,00;-75,00;128;-15,00;-75,00;0,00;0,00;0,00;1h13min;-140,00 +WINJ26;27/02/2026 14:36:00;27/02/2026 14:44:00;8min;1;1;V;192.460,00;192.415,00;187.230,00;No;-9,00;-45,00;129;-9,00;-45,00;0,00;0,00;0,00;23min;-149,00 +WINJ26;27/02/2026 14:45:00;27/02/2026 14:46:00;1min;1;1;V;192.395,00;192.350,00;187.230,00;No;-9,00;-45,00;130;-9,00;-45,00;0,00;0,00;0,00;9min;-158,00 +WINJ26;27/02/2026 15:26:00;27/02/2026 15:27:00;1min;1;1;V;192.675,00;192.595,00;187.230,00;Sim;-16,00;-80,00;131;-16,00;-80,00;0,00;0,00;0,00;41min;-174,00 +WINJ26;02/03/2026 09:00:00;02/03/2026 09:01:00;1min;1;1;V;189.950,00;190.135,00;187.230,00;No;37,00;185,00;132;37,00;185,00;0,00;0,00;0,00;2d17h;-137,00 +WINJ26;02/03/2026 12:00:00;02/03/2026 12:01:00;1min;1;1;C;191.375,00;191.260,00;187.230,00;Sim;-23,00;-115,00;133;-23,00;-115,00;0,00;0,00;0,00;3h;-160,00 +WINJ26;02/03/2026 15:05:00;02/03/2026 15:06:00;1min;1;1;C;191.950,00;191.950,00;187.230,00;No;0;0;134;0;0;0,00;0,00;0,00;3h5min;-160,00 +WINJ26;02/03/2026 15:57:00;02/03/2026 15:58:00;1min;1;1;C;192.225,00;192.155,00;187.230,00;No;-14,00;-70,00;135;-14,00;-70,00;0,00;0,00;0,00;52min;-174,00 +WINJ26;02/03/2026 16:01:00;02/03/2026 16:08:00;7min;1;1;C;192.195,00;192.575,00;187.230,00;Sim;76,00;380,00;136;76,00;380,00;0,00;0,00;0,00;4min;-98,00 +WINJ26;03/03/2026 09:47:00;03/03/2026 09:49:00;2min;1;1;V;187.110,00;187.390,00;187.230,00;No;56,00;280,00;137;56,00;280,00;0,00;0,00;0,00;17h46min;-42,00 +WINJ26;03/03/2026 10:41:00;03/03/2026 10:44:00;3min;1;1;V;185.885,00;186.110,00;187.230,00;No;45,00;225,00;138;45,00;225,00;0,00;0,00;0,00;54min;3,00 +WINJ26;03/03/2026 11:50:00;03/03/2026 11:51:00;1min;1;1;V;184.100,00;183.920,00;187.230,00;No;-36,00;-180,00;139;-36,00;-180,00;0,00;0,00;0,00;1h9min;-33,00 +WINJ26;03/03/2026 13:54:00;03/03/2026 14:01:00;7min;1;1;C;185.525,00;185.470,00;187.230,00;Sim;-11,00;-55,00;140;-11,00;-55,00;0,00;0,00;0,00;2h4min;-44,00 +WINJ26;04/03/2026 13:40:00;04/03/2026 13:42:00;2min;1;1;V;186.815,00;186.760,00;187.230,00;Sim;-11,00;-55,00;141;-11,00;-55,00;0,00;0,00;0,00;23h46min;-55,00 +WINJ26;04/03/2026 14:15:00;04/03/2026 14:19:00;4min;1;1;C;187.585,00;187.515,00;187.230,00;No;-14,00;-70,00;142;-14,00;-70,00;0,00;0,00;0,00;35min;-69,00 +WINJ26;05/03/2026 09:52:00;05/03/2026 09:57:00;5min;1;1;V;187.200,00;187.155,00;187.230,00;Sim;-9,00;-45,00;143;-9,00;-45,00;0,00;0,00;0,00;19h37min;-78,00 +WINJ26;05/03/2026 10:40:00;05/03/2026 10:43:00;3min;1;1;V;186.840,00;186.765,00;187.230,00;No;-15,00;-75,00;144;-15,00;-75,00;0,00;0,00;0,00;48min;-93,00 diff --git a/automacao_backtests/MEDIAS_20_50_200/resultadosAprovadosPorTimeframe/robos_medias_v23_pullback15.csv b/automacao_backtests/MEDIAS_20_50_200/resultadosAprovadosPorTimeframe/robos_medias_v23_pullback15.csv new file mode 100644 index 0000000..ab64e83 --- /dev/null +++ b/automacao_backtests/MEDIAS_20_50_200/resultadosAprovadosPorTimeframe/robos_medias_v23_pullback15.csv @@ -0,0 +1,19 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 05/03/2025 +Data Final: 05/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;22/09/2025 15:30:00;22/09/2025 15:45:00;15min;1;1;C;155.640,00;155.620,00;187.125,00;No;-4,00;-20,00;1;-4,00;-20,00;0,00;0,00;0,00; - ;-4,00 +WINJ26;14/10/2025 18:15:00;15/10/2025 09:15:00;15h;1;1;V;150.600,00;150.950,00;187.125,00;No;70,00;350,00;2;70,00;350,00;0,00;0,00;0,00;22d2h;66,00 +WINJ26;04/11/2025 10:45:00;04/11/2025 11:30:00;45min;1;1;C;158.620,00;158.650,00;187.125,00;No;6,00;30,00;3;6,00;30,00;0,00;0,00;0,00;20d16h;72,00 +WINJ26;04/11/2025 17:15:00;05/11/2025 09:00:00;15h45min;1;1;C;158.780,00;159.000,00;187.125,00;No;44,00;220,00;4;44,00;220,00;0,00;0,00;0,00;6h30min;116,00 +WINJ26;02/12/2025 10:15:00;02/12/2025 10:45:00;30min;1;1;C;166.650,00;167.050,00;187.125,00;No;80,00;400,00;5;80,00;400,00;0,00;0,00;0,00;27d17h;196,00 +WINJ26;26/12/2025 14:45:00;26/12/2025 16:45:00;2h;1;1;C;166.490,00;166.750,00;187.125,00;Sim;52,00;260,00;6;52,00;260,00;0,00;0,00;0,00;24d4h;248,00 +WINJ26;30/12/2025 09:00:00;30/12/2025 09:15:00;15min;1;1;C;166.530,00;167.400,00;187.125,00;No;174,00;870,00;7;174,00;870,00;0,00;0,00;0,00;3d18h;422,00 +WINJ26;30/12/2025 12:45:00;30/12/2025 13:30:00;45min;1;1;C;167.440,00;167.670,00;187.125,00;No;46,00;230,00;8;46,00;230,00;0,00;0,00;0,00;3h45min;468,00 +WINJ26;06/01/2026 15:45:00;06/01/2026 16:15:00;30min;1;1;C;169.425,00;169.415,00;187.125,00;No;-2,00;-10,00;9;-2,00;-10,00;0,00;0,00;0,00;7d3h;466,00 +WINJ26;12/01/2026 15:00:00;12/01/2026 15:15:00;15min;1;1;C;168.670,00;168.745,00;187.125,00;Sim;15,00;75,00;10;15,00;75,00;0,00;0,00;0,00;5d23h;481,00 +WINJ26;13/01/2026 16:00:00;13/01/2026 16:45:00;45min;1;1;V;167.245,00;167.235,00;187.125,00;Sim;-2,00;-10,00;11;-2,00;-10,00;0,00;0,00;0,00;1d1h;479,00 +WINJ26;11/02/2026 16:15:00;11/02/2026 16:30:00;15min;1;1;C;194.185,00;194.535,00;187.125,00;No;70,00;350,00;12;70,00;350,00;0,00;0,00;0,00;1m1d;549,00 +WINJ26;27/02/2026 16:15:00;27/02/2026 16:30:00;15min;1;1;V;191.960,00;192.620,00;187.125,00;Sim;132,00;660,00;13;132,00;660,00;0,00;0,00;0,00;16d;681,00 diff --git a/automacao_backtests/MEDIAS_20_50_200/resultadosAprovadosPorTimeframe/robos_medias_v23_pullback30.csv b/automacao_backtests/MEDIAS_20_50_200/resultadosAprovadosPorTimeframe/robos_medias_v23_pullback30.csv new file mode 100644 index 0000000..39f35c8 --- /dev/null +++ b/automacao_backtests/MEDIAS_20_50_200/resultadosAprovadosPorTimeframe/robos_medias_v23_pullback30.csv @@ -0,0 +1,10 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 05/03/2025 +Data Final: 05/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;16/10/2025 11:30:00;16/10/2025 12:00:00;30min;1;1;V;151.645,00;151.000,00;187.075,00;No;-129,00;-645,00;1;-129,00;-645,00;0,00;0,00;0,00; - ;-129,00 +WINJ26;13/11/2025 10:30:00;13/11/2025 11:00:00;30min;1;1;C;166.000,00;165.920,00;187.075,00;No;-16,00;-80,00;2;-16,00;-80,00;0,00;0,00;0,00;27d23h;-145,00 +WINJ26;01/12/2025 10:00:00;01/12/2025 10:30:00;30min;1;1;C;166.620,00;165.625,00;187.075,00;No;-199,00;-995,00;3;-199,00;-995,00;0,00;0,00;0,00;17d23h;-344,00 +WINJ26;02/12/2025 10:30:00;02/12/2025 11:00:00;30min;1;1;C;167.000,00;167.435,00;187.075,00;No;87,00;435,00;4;87,00;435,00;0,00;0,00;0,00;1d;-257,00 diff --git a/automacao_backtests/MEDIAS_20_50_200/resultadosAprovadosPorTimeframe/robos_medias_v23_pullback5.csv b/automacao_backtests/MEDIAS_20_50_200/resultadosAprovadosPorTimeframe/robos_medias_v23_pullback5.csv new file mode 100644 index 0000000..178d798 --- /dev/null +++ b/automacao_backtests/MEDIAS_20_50_200/resultadosAprovadosPorTimeframe/robos_medias_v23_pullback5.csv @@ -0,0 +1,73 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 05/03/2025 +Data Final: 05/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;14/10/2025 18:20:00;15/10/2025 09:25:00;15h5min;1;1;V;150.600,00;150.950,00;187.165,00;No;70,00;350,00;1;70,00;350,00;0,00;0,00;0,00; - ;70,00 +WINJ26;14/11/2025 11:10:00;14/11/2025 11:15:00;5min;1;1;C;165.350,00;165.500,00;187.165,00;No;30,00;150,00;2;30,00;150,00;0,00;0,00;0,00;1m2d16h;100,00 +WINJ26;02/12/2025 10:10:00;02/12/2025 10:30:00;20min;1;1;C;166.580,00;167.000,00;187.165,00;No;84,00;420,00;3;84,00;420,00;0,00;0,00;0,00;17d23h;184,00 +WINJ26;04/12/2025 15:10:00;04/12/2025 16:55:00;1h45min;1;1;C;171.440,00;171.750,00;187.165,00;No;62,00;310,00;4;62,00;310,00;0,00;0,00;0,00;2d5h;246,00 +WINJ26;18/12/2025 15:50:00;18/12/2025 15:55:00;5min;1;1;C;164.715,00;164.710,00;187.165,00;Sim;-1,00;-5,00;5;-1,00;-5,00;0,00;0,00;0,00;14d;245,00 +WINJ26;19/12/2025 10:30:00;19/12/2025 10:45:00;15min;1;1;C;164.670,00;164.835,00;187.165,00;Sim;33,00;165,00;6;33,00;165,00;0,00;0,00;0,00;18h40min;278,00 +WINJ26;19/12/2025 13:30:00;19/12/2025 13:35:00;5min;1;1;C;165.525,00;165.530,00;187.165,00;No;1,00;5,00;7;1,00;5,00;0,00;0,00;0,00;3h;279,00 +WINJ26;19/12/2025 14:00:00;19/12/2025 14:10:00;10min;1;1;C;165.495,00;165.530,00;187.165,00;Sim;7,00;35,00;8;7,00;35,00;0,00;0,00;0,00;30min;286,00 +WINJ26;22/12/2025 16:40:00;22/12/2025 16:50:00;10min;1;1;V;164.395,00;164.195,00;187.165,00;Sim;-40,00;-200,00;9;-40,00;-200,00;0,00;0,00;0,00;3d2h;246,00 +WINJ26;22/12/2025 18:10:00;23/12/2025 09:05:00;14h55min;1;1;V;164.500,00;164.320,00;187.165,00;Sim;-36,00;-180,00;10;-36,00;-180,00;0,00;0,00;0,00;1h30min;210,00 +WINJ26;23/12/2025 14:35:00;23/12/2025 14:45:00;10min;1;1;C;166.600,00;166.580,00;187.165,00;No;-4,00;-20,00;11;-4,00;-20,00;0,00;0,00;0,00;20h25min;206,00 +WINJ26;26/12/2025 12:00:00;26/12/2025 12:10:00;10min;1;1;C;166.005,00;166.485,00;187.165,00;Sim;96,00;480,00;12;96,00;480,00;0,00;0,00;0,00;2d21h;302,00 +WINJ26;26/12/2025 13:00:00;26/12/2025 13:15:00;15min;1;1;C;166.420,00;166.295,00;187.165,00;No;-25,00;-125,00;13;-25,00;-125,00;0,00;0,00;0,00;1h;277,00 +WINJ26;26/12/2025 14:40:00;26/12/2025 15:15:00;35min;1;1;C;166.515,00;166.500,00;187.165,00;No;-3,00;-15,00;14;-3,00;-15,00;0,00;0,00;0,00;1h40min;274,00 +WINJ26;29/12/2025 14:15:00;29/12/2025 14:25:00;10min;1;1;V;166.105,00;166.045,00;187.165,00;Sim;-12,00;-60,00;15;-12,00;-60,00;0,00;0,00;0,00;2d23h;262,00 +WINJ26;29/12/2025 15:40:00;29/12/2025 16:00:00;20min;1;1;V;165.800,00;166.000,00;187.165,00;No;40,00;200,00;16;40,00;200,00;0,00;0,00;0,00;1h25min;302,00 +WINJ26;29/12/2025 16:20:00;29/12/2025 16:25:00;5min;1;1;V;165.875,00;165.845,00;187.165,00;No;-6,00;-30,00;17;-6,00;-30,00;0,00;0,00;0,00;40min;296,00 +WINJ26;29/12/2025 16:45:00;29/12/2025 16:50:00;5min;1;1;V;166.000,00;166.010,00;187.165,00;Sim;2,00;10,00;18;2,00;10,00;0,00;0,00;0,00;25min;298,00 +WINJ26;29/12/2025 17:45:00;29/12/2025 17:55:00;10min;1;1;V;166.220,00;166.070,00;187.165,00;Sim;-30,00;-150,00;19;-30,00;-150,00;0,00;0,00;0,00;1h;268,00 +WINJ26;30/12/2025 11:20:00;30/12/2025 11:25:00;5min;1;1;C;167.600,00;167.380,00;187.165,00;No;-44,00;-220,00;20;-44,00;-220,00;0,00;0,00;0,00;17h35min;224,00 +WINJ26;30/12/2025 12:55:00;30/12/2025 13:30:00;35min;1;1;C;167.535,00;167.670,00;187.165,00;Sim;27,00;135,00;21;27,00;135,00;0,00;0,00;0,00;1h35min;251,00 +WINJ26;30/12/2025 13:55:00;30/12/2025 14:00:00;5min;1;1;C;167.640,00;167.555,00;187.165,00;No;-17,00;-85,00;22;-17,00;-85,00;0,00;0,00;0,00;1h;234,00 +WINJ26;30/12/2025 14:50:00;30/12/2025 14:55:00;5min;1;1;C;167.855,00;167.800,00;187.165,00;No;-11,00;-55,00;23;-11,00;-55,00;0,00;0,00;0,00;55min;223,00 +WINJ26;30/12/2025 15:10:00;30/12/2025 15:15:00;5min;1;1;C;167.805,00;167.770,00;187.165,00;Sim;-7,00;-35,00;24;-7,00;-35,00;0,00;0,00;0,00;20min;216,00 +WINJ26;02/01/2026 14:50:00;02/01/2026 15:10:00;20min;1;1;V;165.980,00;166.020,00;187.165,00;No;8,00;40,00;25;8,00;40,00;0,00;0,00;0,00;2d23h;224,00 +WINJ26;02/01/2026 15:45:00;02/01/2026 15:50:00;5min;1;1;V;165.910,00;165.975,00;187.165,00;No;13,00;65,00;26;13,00;65,00;0,00;0,00;0,00;55min;237,00 +WINJ26;02/01/2026 16:00:00;02/01/2026 16:05:00;5min;1;1;V;166.050,00;165.960,00;187.165,00;No;-18,00;-90,00;27;-18,00;-90,00;0,00;0,00;0,00;15min;219,00 +WINJ26;05/01/2026 10:20:00;05/01/2026 10:40:00;20min;1;1;V;166.075,00;166.005,00;187.165,00;Sim;-14,00;-70,00;28;-14,00;-70,00;0,00;0,00;0,00;2d18h;205,00 +WINJ26;05/01/2026 17:50:00;05/01/2026 18:00:00;10min;1;1;C;167.670,00;167.660,00;187.165,00;Sim;-2,00;-10,00;29;-2,00;-10,00;0,00;0,00;0,00;7h30min;203,00 +WINJ26;06/01/2026 15:05:00;06/01/2026 15:10:00;5min;1;1;C;169.550,00;169.500,00;187.165,00;No;-10,00;-50,00;30;-10,00;-50,00;0,00;0,00;0,00;21h15min;193,00 +WINJ26;07/01/2026 13:00:00;07/01/2026 13:05:00;5min;1;1;V;167.640,00;167.655,00;187.165,00;Sim;3,00;15,00;31;3,00;15,00;0,00;0,00;0,00;21h55min;196,00 +WINJ26;07/01/2026 13:50:00;07/01/2026 14:00:00;10min;1;1;V;167.750,00;167.680,00;187.165,00;Sim;-14,00;-70,00;32;-14,00;-70,00;0,00;0,00;0,00;50min;182,00 +WINJ26;07/01/2026 14:05:00;07/01/2026 14:20:00;15min;1;1;V;167.675,00;167.620,00;187.165,00;No;-11,00;-55,00;33;-11,00;-55,00;0,00;0,00;0,00;15min;171,00 +WINJ26;07/01/2026 14:25:00;07/01/2026 14:30:00;5min;1;1;V;167.680,00;167.645,00;187.165,00;Sim;-7,00;-35,00;34;-7,00;-35,00;0,00;0,00;0,00;20min;164,00 +WINJ26;07/01/2026 14:40:00;07/01/2026 14:45:00;5min;1;1;V;167.745,00;167.685,00;187.165,00;Sim;-12,00;-60,00;35;-12,00;-60,00;0,00;0,00;0,00;15min;152,00 +WINJ26;07/01/2026 15:25:00;07/01/2026 15:30:00;5min;1;1;V;167.515,00;167.500,00;187.165,00;No;-3,00;-15,00;36;-3,00;-15,00;0,00;0,00;0,00;45min;149,00 +WINJ26;07/01/2026 16:30:00;07/01/2026 17:00:00;30min;1;1;V;167.690,00;167.620,00;187.165,00;Sim;-14,00;-70,00;37;-14,00;-70,00;0,00;0,00;0,00;1h5min;135,00 +WINJ26;07/01/2026 17:50:00;07/01/2026 18:10:00;20min;1;1;V;167.470,00;167.500,00;187.165,00;No;6,00;30,00;38;6,00;30,00;0,00;0,00;0,00;1h20min;141,00 +WINJ26;08/01/2026 17:00:00;08/01/2026 17:05:00;5min;1;1;C;168.055,00;167.940,00;187.165,00;Sim;-23,00;-115,00;39;-23,00;-115,00;0,00;0,00;0,00;23h10min;118,00 +WINJ26;12/01/2026 15:45:00;12/01/2026 16:00:00;15min;1;1;V;168.590,00;168.610,00;187.165,00;Sim;4,00;20,00;40;4,00;20,00;0,00;0,00;0,00;3d22h;122,00 +WINJ26;12/01/2026 16:25:00;12/01/2026 16:30:00;5min;1;1;V;168.625,00;168.590,00;187.165,00;No;-7,00;-35,00;41;-7,00;-35,00;0,00;0,00;0,00;40min;115,00 +WINJ26;12/01/2026 17:40:00;12/01/2026 18:10:00;30min;1;1;V;168.485,00;168.395,00;187.165,00;No;-18,00;-90,00;42;-18,00;-90,00;0,00;0,00;0,00;1h15min;97,00 +WINJ26;13/01/2026 15:50:00;13/01/2026 16:10:00;20min;1;1;V;167.125,00;167.250,00;187.165,00;No;25,00;125,00;43;25,00;125,00;0,00;0,00;0,00;22h10min;122,00 +WINJ26;13/01/2026 18:10:00;14/01/2026 09:00:00;14h50min;1;1;V;167.305,00;167.050,00;187.165,00;No;-51,00;-255,00;44;-51,00;-255,00;0,00;0,00;0,00;2h20min;71,00 +WINJ26;14/01/2026 13:40:00;14/01/2026 13:50:00;10min;1;1;C;168.810,00;168.815,00;187.165,00;No;1,00;5,00;45;1,00;5,00;0,00;0,00;0,00;19h30min;72,00 +WINJ26;14/01/2026 14:05:00;14/01/2026 14:35:00;30min;1;1;C;168.875,00;168.950,00;187.165,00;No;15,00;75,00;46;15,00;75,00;0,00;0,00;0,00;25min;87,00 +WINJ26;14/01/2026 15:05:00;14/01/2026 15:10:00;5min;1;1;C;169.000,00;168.950,00;187.165,00;No;-10,00;-50,00;47;-10,00;-50,00;0,00;0,00;0,00;1h;77,00 +WINJ26;14/01/2026 15:15:00;14/01/2026 15:35:00;20min;1;1;C;169.050,00;169.300,00;187.165,00;No;50,00;250,00;48;50,00;250,00;0,00;0,00;0,00;10min;127,00 +WINJ26;14/01/2026 17:15:00;14/01/2026 17:35:00;20min;1;1;C;169.785,00;170.200,00;187.165,00;No;83,00;415,00;49;83,00;415,00;0,00;0,00;0,00;2h;210,00 +WINJ26;15/01/2026 12:25:00;15/01/2026 12:30:00;5min;1;1;C;170.260,00;170.380,00;187.165,00;No;24,00;120,00;50;24,00;120,00;0,00;0,00;0,00;19h10min;234,00 +WINJ26;15/01/2026 14:00:00;15/01/2026 14:25:00;25min;1;1;C;170.720,00;170.715,00;187.165,00;No;-1,00;-5,00;51;-1,00;-5,00;0,00;0,00;0,00;1h35min;233,00 +WINJ26;15/01/2026 14:55:00;15/01/2026 15:05:00;10min;1;1;C;170.785,00;171.095,00;187.165,00;No;62,00;310,00;52;62,00;310,00;0,00;0,00;0,00;55min;295,00 +WINJ26;16/01/2026 16:40:00;16/01/2026 16:45:00;5min;1;1;V;169.605,00;169.620,00;187.165,00;Sim;3,00;15,00;53;3,00;15,00;0,00;0,00;0,00;1d1h;298,00 +WINJ26;20/01/2026 17:35:00;20/01/2026 18:10:00;35min;1;1;C;170.890,00;171.060,00;187.165,00;No;34,00;170,00;54;34,00;170,00;0,00;0,00;0,00;4d;332,00 +WINJ26;20/01/2026 18:20:00;21/01/2026 09:00:00;14h40min;1;1;C;171.035,00;170.910,00;187.165,00;No;-25,00;-125,00;55;-25,00;-125,00;0,00;0,00;0,00;45min;307,00 +WINJ26;22/01/2026 13:50:00;22/01/2026 13:55:00;5min;1;1;C;182.005,00;181.850,00;187.165,00;No;-31,00;-155,00;56;-31,00;-155,00;0,00;0,00;0,00;1d19h;276,00 +WINJ26;22/01/2026 17:45:00;22/01/2026 17:50:00;5min;1;1;C;180.900,00;181.070,00;187.165,00;Sim;34,00;170,00;57;34,00;170,00;0,00;0,00;0,00;3h55min;310,00 +WINJ26;23/01/2026 12:55:00;23/01/2026 13:00:00;5min;1;1;C;182.460,00;182.575,00;187.165,00;No;23,00;115,00;58;23,00;115,00;0,00;0,00;0,00;19h10min;333,00 +WINJ26;26/01/2026 14:25:00;26/01/2026 14:35:00;10min;1;1;C;183.600,00;183.950,00;187.165,00;No;70,00;350,00;59;70,00;350,00;0,00;0,00;0,00;3d1h;403,00 +WINJ26;27/01/2026 13:30:00;27/01/2026 13:40:00;10min;1;1;C;187.970,00;188.285,00;187.165,00;No;63,00;315,00;60;63,00;315,00;0,00;0,00;0,00;23h5min;466,00 +WINJ26;30/01/2026 11:05:00;30/01/2026 11:10:00;5min;1;1;V;187.520,00;187.610,00;187.165,00;Sim;18,00;90,00;61;18,00;90,00;0,00;0,00;0,00;2d21h;484,00 +WINJ26;05/02/2026 16:20:00;05/02/2026 16:35:00;15min;1;1;C;187.760,00;187.570,00;187.165,00;Sim;-38,00;-190,00;62;-38,00;-190,00;0,00;0,00;0,00;6d5h;446,00 +WINJ26;06/02/2026 11:20:00;06/02/2026 11:25:00;5min;1;1;C;186.760,00;186.630,00;187.165,00;Sim;-26,00;-130,00;63;-26,00;-130,00;0,00;0,00;0,00;19h;420,00 +WINJ26;09/02/2026 10:00:00;09/02/2026 10:05:00;5min;1;1;C;188.045,00;187.710,00;187.165,00;No;-67,00;-335,00;64;-67,00;-335,00;0,00;0,00;0,00;2d22h;353,00 +WINJ26;18/02/2026 14:00:00;18/02/2026 14:05:00;5min;1;1;V;189.675,00;189.975,00;187.165,00;Sim;60,00;300,00;65;60,00;300,00;0,00;0,00;0,00;9d4h;413,00 +WINJ26;19/02/2026 14:20:00;19/02/2026 14:40:00;20min;1;1;C;192.370,00;192.275,00;187.165,00;No;-19,00;-95,00;66;-19,00;-95,00;0,00;0,00;0,00;1d;394,00 +WINJ26;27/02/2026 18:10:00;02/03/2026 09:05:00;2d14h;1;1;V;190.295,00;191.755,00;187.165,00;Sim;292,00;1.460,00;67;292,00;1.460,00;0,00;0,00;0,00;8d3h;686,00 diff --git a/automacao_backtests/MEDIAS_20_50_200/resultadosAprovadosPorTimeframe/robos_medias_v23_pullback60.csv b/automacao_backtests/MEDIAS_20_50_200/resultadosAprovadosPorTimeframe/robos_medias_v23_pullback60.csv new file mode 100644 index 0000000..afd22e6 --- /dev/null +++ b/automacao_backtests/MEDIAS_20_50_200/resultadosAprovadosPorTimeframe/robos_medias_v23_pullback60.csv @@ -0,0 +1,8 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 05/03/2025 +Data Final: 05/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;04/11/2025 17:00:00;05/11/2025 09:00:00;16h;1;1;C;158.780,00;159.000,00;187.150,00;No;44,00;220,00;1;44,00;220,00;0,00;0,00;0,00; - ;44,00 +WINJ26;12/12/2025 14:00:00;12/12/2025 16:00:00;2h;1;1;C;166.800,00;167.270,00;187.150,00;No;94,00;470,00;2;94,00;470,00;0,00;0,00;0,00;1m6d21h;138,00 diff --git a/automacao_backtests/MEDIAS_20_50_200/resultadosAprovadosPorTimeframe/robos_medias_v24_pullback1.csv b/automacao_backtests/MEDIAS_20_50_200/resultadosAprovadosPorTimeframe/robos_medias_v24_pullback1.csv new file mode 100644 index 0000000..479a7c2 --- /dev/null +++ b/automacao_backtests/MEDIAS_20_50_200/resultadosAprovadosPorTimeframe/robos_medias_v24_pullback1.csv @@ -0,0 +1,71 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 05/03/2025 +Data Final: 05/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;03/02/2026 10:14:00;03/02/2026 10:15:00;1min;1;1;C;189.855,00;189.600,00;186.900,00;No;-51,00;-255,00;1;-51,00;-255,00;0,00;0,00;0,00; - ;-51,00 +WINJ26;03/02/2026 15:02:00;03/02/2026 15:03:00;1min;1;1;V;189.995,00;189.905,00;186.900,00;No;-18,00;-90,00;2;-18,00;-90,00;0,00;0,00;0,00;4h48min;-69,00 +WINJ26;03/02/2026 15:28:00;03/02/2026 15:29:00;1min;1;1;V;189.685,00;189.640,00;186.900,00;No;-9,00;-45,00;3;-9,00;-45,00;0,00;0,00;0,00;26min;-78,00 +WINJ26;03/02/2026 15:32:00;03/02/2026 15:35:00;3min;1;1;V;189.565,00;189.615,00;186.900,00;No;10,00;50,00;4;10,00;50,00;0,00;0,00;0,00;4min;-68,00 +WINJ26;03/02/2026 15:38:00;03/02/2026 15:39:00;1min;1;1;V;189.675,00;189.635,00;186.900,00;Sim;-8,00;-40,00;5;-8,00;-40,00;0,00;0,00;0,00;6min;-76,00 +WINJ26;03/02/2026 15:46:00;03/02/2026 15:47:00;1min;1;1;V;189.605,00;189.600,00;186.900,00;No;-1,00;-5,00;6;-1,00;-5,00;0,00;0,00;0,00;8min;-77,00 +WINJ26;03/02/2026 16:08:00;03/02/2026 16:11:00;3min;1;1;V;189.590,00;189.430,00;186.900,00;No;-32,00;-160,00;7;-32,00;-160,00;0,00;0,00;0,00;22min;-109,00 +WINJ26;04/02/2026 10:05:00;04/02/2026 10:07:00;2min;1;1;V;189.165,00;189.045,00;186.900,00;No;-24,00;-120,00;8;-24,00;-120,00;0,00;0,00;0,00;17h57min;-133,00 +WINJ26;04/02/2026 12:05:00;04/02/2026 12:06:00;1min;1;1;V;187.530,00;187.525,00;186.900,00;No;-1,00;-5,00;9;-1,00;-5,00;0,00;0,00;0,00;2h;-134,00 +WINJ26;04/02/2026 12:51:00;04/02/2026 12:54:00;3min;1;1;V;187.280,00;187.480,00;186.900,00;No;40,00;200,00;10;40,00;200,00;0,00;0,00;0,00;46min;-94,00 +WINJ26;04/02/2026 13:37:00;04/02/2026 13:43:00;6min;1;1;V;186.335,00;186.390,00;186.900,00;No;11,00;55,00;11;11,00;55,00;0,00;0,00;0,00;46min;-83,00 +WINJ26;04/02/2026 14:25:00;04/02/2026 14:28:00;3min;1;1;V;185.860,00;186.090,00;186.900,00;No;46,00;230,00;12;46,00;230,00;0,00;0,00;0,00;48min;-37,00 +WINJ26;04/02/2026 15:21:00;04/02/2026 15:22:00;1min;1;1;V;185.285,00;185.260,00;186.900,00;No;-5,00;-25,00;13;-5,00;-25,00;0,00;0,00;0,00;56min;-42,00 +WINJ26;04/02/2026 15:44:00;04/02/2026 15:46:00;2min;1;1;V;185.075,00;185.195,00;186.900,00;No;24,00;120,00;14;24,00;120,00;0,00;0,00;0,00;23min;-18,00 +WINJ26;04/02/2026 16:08:00;04/02/2026 16:09:00;1min;1;1;V;184.925,00;184.840,00;186.900,00;No;-17,00;-85,00;15;-17,00;-85,00;0,00;0,00;0,00;24min;-35,00 +WINJ26;05/02/2026 09:18:00;05/02/2026 09:19:00;1min;1;1;C;186.420,00;186.255,00;186.900,00;Sim;-33,00;-165,00;16;-33,00;-165,00;0,00;0,00;0,00;17h10min;-68,00 +WINJ26;05/02/2026 10:19:00;05/02/2026 10:20:00;1min;1;1;C;186.715,00;186.730,00;186.900,00;No;3,00;15,00;17;3,00;15,00;0,00;0,00;0,00;1h1min;-65,00 +WINJ26;05/02/2026 11:17:00;05/02/2026 11:18:00;1min;1;1;C;187.290,00;187.280,00;186.900,00;No;-2,00;-10,00;18;-2,00;-10,00;0,00;0,00;0,00;58min;-67,00 +WINJ26;06/02/2026 10:00:00;06/02/2026 10:01:00;1min;1;1;V;186.575,00;186.485,00;186.900,00;Sim;-18,00;-90,00;19;-18,00;-90,00;0,00;0,00;0,00;22h43min;-85,00 +WINJ26;06/02/2026 10:42:00;06/02/2026 10:43:00;1min;1;1;V;186.210,00;186.180,00;186.900,00;No;-6,00;-30,00;20;-6,00;-30,00;0,00;0,00;0,00;42min;-91,00 +WINJ26;06/02/2026 13:33:00;06/02/2026 13:34:00;1min;1;1;C;186.930,00;186.905,00;186.900,00;Sim;-5,00;-25,00;21;-5,00;-25,00;0,00;0,00;0,00;2h51min;-96,00 +WINJ26;06/02/2026 13:57:00;06/02/2026 13:58:00;1min;1;1;C;187.085,00;187.085,00;186.900,00;No;0;0;22;0;0;0,00;0,00;0,00;24min;-96,00 +WINJ26;06/02/2026 15:34:00;06/02/2026 15:40:00;6min;1;1;V;186.430,00;186.440,00;186.900,00;Sim;2,00;10,00;23;2,00;10,00;0,00;0,00;0,00;1h37min;-94,00 +WINJ26;06/02/2026 17:54:00;06/02/2026 18:00:00;6min;1;1;C;187.405,00;187.265,00;186.900,00;No;-28,00;-140,00;24;-28,00;-140,00;0,00;0,00;0,00;2h20min;-122,00 +WINJ26;09/02/2026 09:34:00;09/02/2026 09:37:00;3min;1;1;C;188.060,00;188.310,00;186.900,00;No;50,00;250,00;25;50,00;250,00;0,00;0,00;0,00;2d15h;-72,00 +WINJ26;09/02/2026 12:01:00;09/02/2026 12:03:00;2min;1;1;C;188.320,00;188.180,00;186.900,00;No;-28,00;-140,00;26;-28,00;-140,00;0,00;0,00;0,00;2h27min;-100,00 +WINJ26;09/02/2026 14:43:00;09/02/2026 14:44:00;1min;1;1;C;189.610,00;189.525,00;186.900,00;No;-17,00;-85,00;27;-17,00;-85,00;0,00;0,00;0,00;2h42min;-117,00 +WINJ26;09/02/2026 15:06:00;09/02/2026 15:16:00;10min;1;1;C;189.645,00;189.710,00;186.900,00;No;13,00;65,00;28;13,00;65,00;0,00;0,00;0,00;23min;-104,00 +WINJ26;09/02/2026 15:28:00;09/02/2026 15:32:00;4min;1;1;C;189.905,00;189.790,00;186.900,00;No;-23,00;-115,00;29;-23,00;-115,00;0,00;0,00;0,00;22min;-127,00 +WINJ26;09/02/2026 15:48:00;09/02/2026 15:51:00;3min;1;1;C;189.940,00;189.970,00;186.900,00;No;6,00;30,00;30;6,00;30,00;0,00;0,00;0,00;20min;-121,00 +WINJ26;09/02/2026 15:55:00;09/02/2026 15:58:00;3min;1;1;C;190.050,00;190.125,00;186.900,00;No;15,00;75,00;31;15,00;75,00;0,00;0,00;0,00;7min;-106,00 +WINJ26;09/02/2026 16:00:00;09/02/2026 16:01:00;1min;1;1;C;190.105,00;189.990,00;186.900,00;No;-23,00;-115,00;32;-23,00;-115,00;0,00;0,00;0,00;5min;-129,00 +WINJ26;09/02/2026 16:25:00;09/02/2026 16:26:00;1min;1;1;C;190.410,00;190.365,00;186.900,00;No;-9,00;-45,00;33;-9,00;-45,00;0,00;0,00;0,00;25min;-138,00 +WINJ26;09/02/2026 16:28:00;09/02/2026 16:34:00;6min;1;1;C;190.385,00;190.465,00;186.900,00;Sim;16,00;80,00;34;16,00;80,00;0,00;0,00;0,00;3min;-122,00 +WINJ26;10/02/2026 09:36:00;10/02/2026 09:37:00;1min;1;1;V;189.890,00;189.865,00;186.900,00;Sim;-5,00;-25,00;35;-5,00;-25,00;0,00;0,00;0,00;17h8min;-127,00 +WINJ26;10/02/2026 12:44:00;10/02/2026 12:45:00;1min;1;1;C;190.845,00;190.800,00;186.900,00;No;-9,00;-45,00;36;-9,00;-45,00;0,00;0,00;0,00;3h8min;-136,00 +WINJ26;10/02/2026 13:16:00;10/02/2026 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12:51:00;1min;1;1;C;193.670,00;193.690,00;186.900,00;Sim;4,00;20,00;43;4,00;20,00;0,00;0,00;0,00;22h24min;-140,00 +WINJ26;13/02/2026 10:03:00;13/02/2026 10:06:00;3min;1;1;V;188.975,00;188.865,00;186.900,00;No;-22,00;-110,00;44;-22,00;-110,00;0,00;0,00;0,00;21h13min;-162,00 +WINJ26;13/02/2026 14:49:00;13/02/2026 14:51:00;2min;1;1;C;190.025,00;189.935,00;186.900,00;Sim;-18,00;-90,00;45;-18,00;-90,00;0,00;0,00;0,00;4h46min;-180,00 +WINJ26;13/02/2026 15:11:00;13/02/2026 15:14:00;3min;1;1;C;190.055,00;189.980,00;186.900,00;No;-15,00;-75,00;46;-15,00;-75,00;0,00;0,00;0,00;22min;-195,00 +WINJ26;13/02/2026 15:49:00;13/02/2026 15:50:00;1min;1;1;C;190.345,00;190.285,00;186.900,00;No;-12,00;-60,00;47;-12,00;-60,00;0,00;0,00;0,00;38min;-207,00 +WINJ26;18/02/2026 15:48:00;18/02/2026 15:49:00;1min;1;1;V;189.350,00;189.230,00;186.900,00;Sim;-24,00;-120,00;48;-24,00;-120,00;0,00;0,00;0,00;4d23h;-231,00 +WINJ26;19/02/2026 18:09:00;19/02/2026 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15:58:00;1min;1;1;C;192.225,00;192.155,00;186.900,00;No;-14,00;-70,00;61;-14,00;-70,00;0,00;0,00;0,00;1h4min;-294,00 +WINJ26;02/03/2026 16:01:00;02/03/2026 16:08:00;7min;1;1;C;192.195,00;192.575,00;186.900,00;Sim;76,00;380,00;62;76,00;380,00;0,00;0,00;0,00;4min;-218,00 +WINJ26;03/03/2026 11:23:00;03/03/2026 11:28:00;5min;1;1;V;185.215,00;185.085,00;186.900,00;No;-26,00;-130,00;63;-26,00;-130,00;0,00;0,00;0,00;19h22min;-244,00 +WINJ26;04/03/2026 17:19:00;04/03/2026 17:22:00;3min;1;1;C;188.495,00;188.495,00;186.900,00;Sim;0;0;64;0;0;0,00;0,00;0,00;1d5h;-244,00 +WINJ26;05/03/2026 10:40:00;05/03/2026 10:43:00;3min;1;1;V;186.840,00;186.765,00;186.900,00;Sim;-15,00;-75,00;65;-15,00;-75,00;0,00;0,00;0,00;17h21min;-259,00 diff --git a/automacao_backtests/MEDIAS_20_50_200/resultadosAprovadosPorTimeframe/robos_medias_v24_pullback15.csv b/automacao_backtests/MEDIAS_20_50_200/resultadosAprovadosPorTimeframe/robos_medias_v24_pullback15.csv new file mode 100644 index 0000000..8d8ab63 --- /dev/null +++ b/automacao_backtests/MEDIAS_20_50_200/resultadosAprovadosPorTimeframe/robos_medias_v24_pullback15.csv @@ -0,0 +1,8 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 05/03/2025 +Data Final: 05/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;14/10/2025 18:15:00;15/10/2025 09:15:00;15h;1;1;V;150.600,00;150.950,00;186.960,00;No;70,00;350,00;1;70,00;350,00;0,00;0,00;0,00; - ;70,00 +WINJ26;04/11/2025 10:45:00;04/11/2025 11:30:00;45min;1;1;C;158.620,00;158.650,00;186.960,00;No;6,00;30,00;2;6,00;30,00;0,00;0,00;0,00;20d16h;76,00 diff --git a/automacao_backtests/MEDIAS_20_50_200/resultadosAprovadosPorTimeframe/robos_medias_v24_pullback30.csv b/automacao_backtests/MEDIAS_20_50_200/resultadosAprovadosPorTimeframe/robos_medias_v24_pullback30.csv new file mode 100644 index 0000000..69e6694 --- /dev/null +++ b/automacao_backtests/MEDIAS_20_50_200/resultadosAprovadosPorTimeframe/robos_medias_v24_pullback30.csv @@ -0,0 +1,8 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 05/03/2025 +Data Final: 05/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;13/11/2025 10:30:00;13/11/2025 11:00:00;30min;1;1;C;166.000,00;165.920,00;186.965,00;No;-16,00;-80,00;1;-16,00;-80,00;0,00;0,00;0,00; - ;-16,00 +WINJ26;02/12/2025 10:30:00;02/12/2025 11:00:00;30min;1;1;C;167.000,00;167.435,00;186.965,00;No;87,00;435,00;2;87,00;435,00;0,00;0,00;0,00;19d;71,00 diff --git a/automacao_backtests/MEDIAS_20_50_200/resultadosAprovadosPorTimeframe/robos_medias_v24_pullback5.csv b/automacao_backtests/MEDIAS_20_50_200/resultadosAprovadosPorTimeframe/robos_medias_v24_pullback5.csv new file mode 100644 index 0000000..de3a336 --- /dev/null +++ b/automacao_backtests/MEDIAS_20_50_200/resultadosAprovadosPorTimeframe/robos_medias_v24_pullback5.csv @@ -0,0 +1,37 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 05/03/2025 +Data Final: 05/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;14/10/2025 18:20:00;15/10/2025 09:25:00;15h5min;1;1;V;150.600,00;150.950,00;186.925,00;No;70,00;350,00;1;70,00;350,00;0,00;0,00;0,00; - ;70,00 +WINJ26;22/12/2025 16:40:00;22/12/2025 16:50:00;10min;1;1;V;164.395,00;164.195,00;186.925,00;Sim;-40,00;-200,00;2;-40,00;-200,00;0,00;0,00;0,00;2m6d22h;30,00 +WINJ26;23/12/2025 14:35:00;23/12/2025 14:45:00;10min;1;1;C;166.600,00;166.580,00;186.925,00;No;-4,00;-20,00;3;-4,00;-20,00;0,00;0,00;0,00;21h55min;26,00 +WINJ26;26/12/2025 14:40:00;26/12/2025 15:15:00;35min;1;1;C;166.515,00;166.500,00;186.925,00;Sim;-3,00;-15,00;4;-3,00;-15,00;0,00;0,00;0,00;3d;23,00 +WINJ26;29/12/2025 09:05:00;29/12/2025 09:15:00;10min;1;1;C;167.435,00;167.245,00;186.925,00;No;-38,00;-190,00;5;-38,00;-190,00;0,00;0,00;0,00;2d18h;-15,00 +WINJ26;29/12/2025 14:15:00;29/12/2025 14:25:00;10min;1;1;V;166.105,00;166.045,00;186.925,00;Sim;-12,00;-60,00;6;-12,00;-60,00;0,00;0,00;0,00;5h10min;-27,00 +WINJ26;30/12/2025 11:20:00;30/12/2025 11:25:00;5min;1;1;C;167.600,00;167.380,00;186.925,00;No;-44,00;-220,00;7;-44,00;-220,00;0,00;0,00;0,00;21h5min;-71,00 +WINJ26;30/12/2025 14:50:00;30/12/2025 14:55:00;5min;1;1;C;167.855,00;167.800,00;186.925,00;No;-11,00;-55,00;8;-11,00;-55,00;0,00;0,00;0,00;3h30min;-82,00 +WINJ26;30/12/2025 15:10:00;30/12/2025 15:15:00;5min;1;1;C;167.805,00;167.770,00;186.925,00;Sim;-7,00;-35,00;9;-7,00;-35,00;0,00;0,00;0,00;20min;-89,00 +WINJ26;02/01/2026 14:50:00;02/01/2026 15:10:00;20min;1;1;V;165.980,00;166.020,00;186.925,00;No;8,00;40,00;10;8,00;40,00;0,00;0,00;0,00;2d23h;-81,00 +WINJ26;02/01/2026 15:15:00;02/01/2026 15:20:00;5min;1;1;V;166.080,00;165.950,00;186.925,00;No;-26,00;-130,00;11;-26,00;-130,00;0,00;0,00;0,00;25min;-107,00 +WINJ26;02/01/2026 16:00:00;02/01/2026 16:05:00;5min;1;1;V;166.050,00;165.960,00;186.925,00;Sim;-18,00;-90,00;12;-18,00;-90,00;0,00;0,00;0,00;45min;-125,00 +WINJ26;06/01/2026 11:55:00;06/01/2026 12:00:00;5min;1;1;C;169.520,00;169.365,00;186.925,00;No;-31,00;-155,00;13;-31,00;-155,00;0,00;0,00;0,00;3d19h;-156,00 +WINJ26;07/01/2026 13:50:00;07/01/2026 14:00:00;10min;1;1;V;167.750,00;167.680,00;186.925,00;Sim;-14,00;-70,00;14;-14,00;-70,00;0,00;0,00;0,00;1d1h;-170,00 +WINJ26;07/01/2026 14:25:00;07/01/2026 14:30:00;5min;1;1;V;167.680,00;167.645,00;186.925,00;No;-7,00;-35,00;15;-7,00;-35,00;0,00;0,00;0,00;35min;-177,00 +WINJ26;07/01/2026 15:25:00;07/01/2026 15:30:00;5min;1;1;V;167.515,00;167.500,00;186.925,00;No;-3,00;-15,00;16;-3,00;-15,00;0,00;0,00;0,00;1h;-180,00 +WINJ26;08/01/2026 09:05:00;08/01/2026 09:15:00;10min;1;1;V;167.350,00;167.255,00;186.925,00;No;-19,00;-95,00;17;-19,00;-95,00;0,00;0,00;0,00;17h40min;-199,00 +WINJ26;13/01/2026 18:10:00;14/01/2026 09:00:00;14h50min;1;1;V;167.305,00;167.050,00;186.925,00;No;-51,00;-255,00;18;-51,00;-255,00;0,00;0,00;0,00;5d9h;-250,00 +WINJ26;14/01/2026 13:40:00;14/01/2026 13:50:00;10min;1;1;C;168.810,00;168.815,00;186.925,00;Sim;1,00;5,00;19;1,00;5,00;0,00;0,00;0,00;19h30min;-249,00 +WINJ26;14/01/2026 14:25:00;14/01/2026 14:35:00;10min;1;1;C;168.985,00;168.950,00;186.925,00;No;-7,00;-35,00;20;-7,00;-35,00;0,00;0,00;0,00;45min;-256,00 +WINJ26;14/01/2026 15:05:00;14/01/2026 15:10:00;5min;1;1;C;169.000,00;168.950,00;186.925,00;No;-10,00;-50,00;21;-10,00;-50,00;0,00;0,00;0,00;40min;-266,00 +WINJ26;14/01/2026 15:15:00;14/01/2026 15:35:00;20min;1;1;C;169.050,00;169.300,00;186.925,00;No;50,00;250,00;22;50,00;250,00;0,00;0,00;0,00;10min;-216,00 +WINJ26;15/01/2026 09:55:00;15/01/2026 10:05:00;10min;1;1;C;170.660,00;170.965,00;186.925,00;No;61,00;305,00;23;61,00;305,00;0,00;0,00;0,00;18h40min;-155,00 +WINJ26;15/01/2026 14:00:00;15/01/2026 14:10:00;10min;1;1;C;170.720,00;170.755,00;186.925,00;No;7,00;35,00;24;7,00;35,00;0,00;0,00;0,00;4h5min;-148,00 +WINJ26;15/01/2026 14:55:00;15/01/2026 15:05:00;10min;1;1;C;170.785,00;171.095,00;186.925,00;No;62,00;310,00;25;62,00;310,00;0,00;0,00;0,00;55min;-86,00 +WINJ26;27/01/2026 13:30:00;27/01/2026 13:40:00;10min;1;1;C;187.970,00;188.285,00;186.925,00;No;63,00;315,00;26;63,00;315,00;0,00;0,00;0,00;11d22h;-23,00 +WINJ26;28/01/2026 10:10:00;28/01/2026 10:20:00;10min;1;1;C;187.950,00;188.130,00;186.925,00;Sim;36,00;180,00;27;36,00;180,00;0,00;0,00;0,00;20h40min;13,00 +WINJ26;30/01/2026 11:05:00;30/01/2026 11:10:00;5min;1;1;V;187.520,00;187.610,00;186.925,00;Sim;18,00;90,00;28;18,00;90,00;0,00;0,00;0,00;2d;31,00 +WINJ26;20/02/2026 09:00:00;20/02/2026 09:05:00;5min;1;1;C;192.345,00;191.965,00;186.925,00;No;-76,00;-380,00;29;-76,00;-380,00;0,00;0,00;0,00;20d21h;-45,00 +WINJ26;24/02/2026 11:55:00;24/02/2026 12:00:00;5min;1;1;C;193.805,00;193.940,00;186.925,00;No;27,00;135,00;30;27,00;135,00;0,00;0,00;0,00;4d2h;-18,00 +WINJ26;27/02/2026 18:10:00;02/03/2026 09:05:00;2d14h;1;1;V;190.295,00;191.755,00;186.925,00;Sim;292,00;1.460,00;31;292,00;1.460,00;0,00;0,00;0,00;3d6h;274,00 diff --git a/automacao_backtests/MEDIAS_20_50_200/resultadosAprovadosPorTimeframe/robos_medias_v26_romp2001.csv b/automacao_backtests/MEDIAS_20_50_200/resultadosAprovadosPorTimeframe/robos_medias_v26_romp2001.csv new file mode 100644 index 0000000..096da03 --- /dev/null +++ b/automacao_backtests/MEDIAS_20_50_200/resultadosAprovadosPorTimeframe/robos_medias_v26_romp2001.csv @@ -0,0 +1,85 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 05/03/2025 +Data Final: 05/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;03/02/2026 13:30:00;03/02/2026 13:31:00;1min;1;1;V;190.800,00;190.815,00;186.735,00;No;3,00;15,00;1;3,00;15,00;0,00;0,00;0,00; - ;3,00 +WINJ26;03/02/2026 13:51:00;03/02/2026 13:52:00;1min;1;1;V;190.970,00;190.890,00;186.735,00;Sim;-16,00;-80,00;2;-16,00;-80,00;0,00;0,00;0,00;21min;-13,00 +WINJ26;03/02/2026 16:40:00;03/02/2026 16:47:00;7min;1;1;C;190.150,00;190.160,00;186.735,00;No;2,00;10,00;3;2,00;10,00;0,00;0,00;0,00;2h49min;-11,00 +WINJ26;03/02/2026 17:07:00;03/02/2026 17:08:00;1min;1;1;C;190.090,00;189.980,00;186.735,00;Sim;-22,00;-110,00;4;-22,00;-110,00;0,00;0,00;0,00;27min;-33,00 +WINJ26;03/02/2026 17:10:00;03/02/2026 17:11:00;1min;1;1;C;190.135,00;190.030,00;186.735,00;No;-21,00;-105,00;5;-21,00;-105,00;0,00;0,00;0,00;3min;-54,00 +WINJ26;04/02/2026 09:05:00;04/02/2026 09:11:00;6min;1;1;V;189.495,00;189.700,00;186.735,00;No;41,00;205,00;6;41,00;205,00;0,00;0,00;0,00;15h55min;-13,00 +WINJ26;04/02/2026 17:01:00;04/02/2026 17:05:00;4min;1;1;C;185.590,00;185.680,00;186.735,00;Sim;18,00;90,00;7;18,00;90,00;0,00;0,00;0,00;7h56min;5,00 +WINJ26;05/02/2026 12:13:00;05/02/2026 12:14:00;1min;1;1;V;186.825,00;186.770,00;186.735,00;No;-11,00;-55,00;8;-11,00;-55,00;0,00;0,00;0,00;19h12min;-6,00 +WINJ26;05/02/2026 12:45:00;05/02/2026 12:46:00;1min;1;1;C;187.085,00;186.925,00;186.735,00;No;-32,00;-160,00;9;-32,00;-160,00;0,00;0,00;0,00;32min;-38,00 +WINJ26;05/02/2026 14:24:00;05/02/2026 14:25:00;1min;1;1;C;187.315,00;187.545,00;186.735,00;No;46,00;230,00;10;46,00;230,00;0,00;0,00;0,00;1h39min;8,00 +WINJ26;05/02/2026 16:41:00;05/02/2026 16:43:00;2min;1;1;V;187.290,00;187.410,00;186.735,00;Sim;24,00;120,00;11;24,00;120,00;0,00;0,00;0,00;2h17min;32,00 +WINJ26;06/02/2026 09:01:00;06/02/2026 09:03:00;2min;1;1;C;187.780,00;187.900,00;186.735,00;No;24,00;120,00;12;24,00;120,00;0,00;0,00;0,00;16h20min;56,00 +WINJ26;06/02/2026 13:10:00;06/02/2026 13:11:00;1min;1;1;C;186.540,00;186.565,00;186.735,00;Sim;5,00;25,00;13;5,00;25,00;0,00;0,00;0,00;4h9min;61,00 +WINJ26;06/02/2026 15:06:00;06/02/2026 15:07:00;1min;1;1;V;186.630,00;186.660,00;186.735,00;No;6,00;30,00;14;6,00;30,00;0,00;0,00;0,00;1h56min;67,00 +WINJ26;06/02/2026 15:08:00;06/02/2026 15:11:00;3min;1;1;V;186.590,00;186.690,00;186.735,00;Sim;20,00;100,00;15;20,00;100,00;0,00;0,00;0,00;2min;87,00 +WINJ26;06/02/2026 15:12:00;06/02/2026 15:14:00;2min;1;1;V;186.500,00;186.615,00;186.735,00;No;23,00;115,00;16;23,00;115,00;0,00;0,00;0,00;4min;110,00 +WINJ26;06/02/2026 17:03:00;06/02/2026 17:06:00;3min;1;1;C;186.815,00;187.060,00;186.735,00;No;49,00;245,00;17;49,00;245,00;0,00;0,00;0,00;1h51min;159,00 +WINJ26;09/02/2026 10:24:00;09/02/2026 10:25:00;1min;1;1;V;187.630,00;187.330,00;186.735,00;Sim;-60,00;-300,00;18;-60,00;-300,00;0,00;0,00;0,00;2d17h;99,00 +WINJ26;09/02/2026 11:18:00;09/02/2026 11:19:00;1min;1;1;V;187.600,00;187.580,00;186.735,00;Sim;-4,00;-20,00;19;-4,00;-20,00;0,00;0,00;0,00;54min;95,00 +WINJ26;09/02/2026 12:55:00;09/02/2026 12:56:00;1min;1;1;V;187.975,00;187.900,00;186.735,00;Sim;-15,00;-75,00;20;-15,00;-75,00;0,00;0,00;0,00;1h37min;80,00 +WINJ26;09/02/2026 12:58:00;09/02/2026 12:59:00;1min;1;1;V;187.900,00;187.865,00;186.735,00;No;-7,00;-35,00;21;-7,00;-35,00;0,00;0,00;0,00;3min;73,00 +WINJ26;09/02/2026 13:08:00;09/02/2026 13:09:00;1min;1;1;V;187.940,00;187.805,00;186.735,00;No;-27,00;-135,00;22;-27,00;-135,00;0,00;0,00;0,00;10min;46,00 +WINJ26;10/02/2026 11:16:00;10/02/2026 11:19:00;3min;1;1;C;190.020,00;190.170,00;186.735,00;No;30,00;150,00;23;30,00;150,00;0,00;0,00;0,00;22h8min;76,00 +WINJ26;10/02/2026 14:05:00;10/02/2026 14:06:00;1min;1;1;V;190.355,00;190.290,00;186.735,00;Sim;-13,00;-65,00;24;-13,00;-65,00;0,00;0,00;0,00;2h49min;63,00 +WINJ26;10/02/2026 14:19:00;10/02/2026 14:20:00;1min;1;1;V;190.240,00;190.260,00;186.735,00;No;4,00;20,00;25;4,00;20,00;0,00;0,00;0,00;14min;67,00 +WINJ26;10/02/2026 17:50:00;10/02/2026 17:51:00;1min;1;1;V;190.145,00;189.940,00;186.735,00;No;-41,00;-205,00;26;-41,00;-205,00;0,00;0,00;0,00;3h31min;26,00 +WINJ26;11/02/2026 12:21:00;11/02/2026 12:22:00;1min;1;1;V;192.580,00;192.435,00;186.735,00;Sim;-29,00;-145,00;27;-29,00;-145,00;0,00;0,00;0,00;18h31min;-3,00 +WINJ26;11/02/2026 16:12:00;11/02/2026 16:13:00;1min;1;1;C;194.205,00;194.190,00;186.735,00;No;-3,00;-15,00;28;-3,00;-15,00;0,00;0,00;0,00;3h51min;-6,00 +WINJ26;11/02/2026 16:16:00;11/02/2026 16:21:00;5min;1;1;C;194.305,00;194.455,00;186.735,00;No;30,00;150,00;29;30,00;150,00;0,00;0,00;0,00;4min;24,00 +WINJ26;11/02/2026 16:46:00;11/02/2026 16:47:00;1min;1;1;V;194.255,00;194.190,00;186.735,00;Sim;-13,00;-65,00;30;-13,00;-65,00;0,00;0,00;0,00;30min;11,00 +WINJ26;11/02/2026 17:36:00;11/02/2026 17:38:00;2min;1;1;C;194.300,00;194.330,00;186.735,00;Sim;6,00;30,00;31;6,00;30,00;0,00;0,00;0,00;50min;17,00 +WINJ26;11/02/2026 18:04:00;11/02/2026 18:05:00;1min;1;1;V;194.040,00;194.110,00;186.735,00;No;14,00;70,00;32;14,00;70,00;0,00;0,00;0,00;28min;31,00 +WINJ26;12/02/2026 09:01:00;12/02/2026 09:02:00;1min;1;1;C;194.960,00;194.380,00;186.735,00;No;-116,00;-580,00;33;-116,00;-580,00;0,00;0,00;0,00;14h57min;-85,00 +WINJ26;12/02/2026 11:16:00;12/02/2026 11:22:00;6min;1;1;C;193.580,00;193.830,00;186.735,00;Sim;50,00;250,00;34;50,00;250,00;0,00;0,00;0,00;2h15min;-35,00 +WINJ26;12/02/2026 13:01:00;12/02/2026 13:05:00;4min;1;1;V;193.485,00;193.345,00;186.735,00;No;-28,00;-140,00;35;-28,00;-140,00;0,00;0,00;0,00;1h45min;-63,00 +WINJ26;12/02/2026 18:01:00;12/02/2026 18:02:00;1min;1;1;V;191.765,00;191.735,00;186.735,00;No;-6,00;-30,00;36;-6,00;-30,00;0,00;0,00;0,00;5h;-69,00 +WINJ26;13/02/2026 12:29:00;13/02/2026 12:30:00;1min;1;1;C;188.990,00;188.875,00;186.735,00;Sim;-23,00;-115,00;37;-23,00;-115,00;0,00;0,00;0,00;18h28min;-92,00 +WINJ26;13/02/2026 17:23:00;13/02/2026 17:24:00;1min;1;1;V;189.855,00;189.860,00;186.735,00;No;1,00;5,00;38;1,00;5,00;0,00;0,00;0,00;4h54min;-91,00 +WINJ26;13/02/2026 17:49:00;13/02/2026 17:51:00;2min;1;1;C;190.015,00;190.025,00;186.735,00;No;2,00;10,00;39;2,00;10,00;0,00;0,00;0,00;26min;-89,00 +WINJ26;18/02/2026 14:20:00;18/02/2026 14:25:00;5min;1;1;C;190.220,00;190.260,00;186.735,00;No;8,00;40,00;40;8,00;40,00;0,00;0,00;0,00;4d20h;-81,00 +WINJ26;18/02/2026 17:51:00;18/02/2026 17:53:00;2min;1;1;C;189.620,00;189.695,00;186.735,00;Sim;15,00;75,00;41;15,00;75,00;0,00;0,00;0,00;3h31min;-66,00 +WINJ26;19/02/2026 15:11:00;19/02/2026 15:12:00;1min;1;1;V;191.960,00;191.910,00;186.735,00;Sim;-10,00;-50,00;42;-10,00;-50,00;0,00;0,00;0,00;21h20min;-76,00 +WINJ26;19/02/2026 17:34:00;19/02/2026 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Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. 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Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;17/12/2025 10:40:00;17/12/2025 12:20:00;1h40min;1;1;V;163.790,00;163.165,00;186.365,00;No;-125,00;-625,00;1;-125,00;-625,00;0,00;0,00;0,00; - ;-125,00 +WINJ26;03/03/2026 12:20:00;03/03/2026 14:00:00;1h40min;1;1;V;185.590,00;183.675,00;186.365,00;Sim;-383,00;-1.915,00;2;-383,00;-1.915,00;0,00;0,00;0,00;2m14d1h;-508,00 diff --git a/automacao_backtests/MEDIAS_20_50_200/resultadosAprovadosPorTimeframe/robos_medias_v26_romp20030.csv b/automacao_backtests/MEDIAS_20_50_200/resultadosAprovadosPorTimeframe/robos_medias_v26_romp20030.csv new file mode 100644 index 0000000..84ce3e6 --- /dev/null +++ b/automacao_backtests/MEDIAS_20_50_200/resultadosAprovadosPorTimeframe/robos_medias_v26_romp20030.csv @@ -0,0 +1,17 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 05/03/2025 +Data Final: 05/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;23/10/2025 09:00:00;23/10/2025 09:30:00;30min;1;1;C;154.500,00;154.700,00;186.595,00;No;40,00;200,00;1;40,00;200,00;0,00;0,00;0,00; - ;40,00 +WINJ26;25/11/2025 10:30:00;25/11/2025 11:00:00;30min;1;1;C;164.000,00;162.780,00;186.595,00;No;-244,00;-1.220,00;2;-244,00;-1.220,00;0,00;0,00;0,00;1m2d1h;-204,00 +WINJ26;05/12/2025 16:00:00;05/12/2025 16:30:00;30min;1;1;V;165.655,00;165.005,00;186.595,00;No;-130,00;-650,00;3;-130,00;-650,00;0,00;0,00;0,00;10d5h;-334,00 +WINJ26;10/12/2025 09:30:00;10/12/2025 10:00:00;30min;1;1;C;165.600,00;165.030,00;186.595,00;No;-114,00;-570,00;4;-114,00;-570,00;0,00;0,00;0,00;4d17h;-448,00 +WINJ26;23/12/2025 12:00:00;23/12/2025 12:30:00;30min;1;1;C;166.130,00;166.500,00;186.595,00;No;74,00;370,00;5;74,00;370,00;0,00;0,00;0,00;13d2h;-374,00 +WINJ26;02/01/2026 15:00:00;02/01/2026 15:30:00;30min;1;1;V;166.055,00;165.965,00;186.595,00;Sim;-18,00;-90,00;6;-18,00;-90,00;0,00;0,00;0,00;10d3h;-392,00 +WINJ26;20/01/2026 09:30:00;20/01/2026 10:00:00;30min;1;1;V;169.010,00;168.260,00;186.595,00;Sim;-150,00;-750,00;7;-150,00;-750,00;0,00;0,00;0,00;17d18h;-542,00 +WINJ26;04/02/2026 16:00:00;04/02/2026 16:30:00;30min;1;1;V;184.855,00;184.885,00;186.595,00;Sim;6,00;30,00;8;6,00;30,00;0,00;0,00;0,00;15d6h;-536,00 +WINJ26;18/02/2026 16:30:00;18/02/2026 17:30:00;1h;1;1;V;188.890,00;188.970,00;186.595,00;Sim;16,00;80,00;9;16,00;80,00;0,00;0,00;0,00;14d;-520,00 +WINJ26;27/02/2026 16:30:00;27/02/2026 17:30:00;1h;1;1;V;192.145,00;191.960,00;186.595,00;Sim;-37,00;-185,00;10;-37,00;-185,00;0,00;0,00;0,00;9d;-557,00 +WINJ26;02/03/2026 16:30:00;02/03/2026 17:00:00;30min;1;1;C;193.100,00;192.895,00;186.595,00;No;-41,00;-205,00;11;-41,00;-205,00;0,00;0,00;0,00;3d;-598,00 diff --git a/automacao_backtests/MEDIAS_20_50_200/resultadosAprovadosPorTimeframe/robos_medias_v26_romp2005.csv b/automacao_backtests/MEDIAS_20_50_200/resultadosAprovadosPorTimeframe/robos_medias_v26_romp2005.csv new file mode 100644 index 0000000..5d79763 --- /dev/null +++ b/automacao_backtests/MEDIAS_20_50_200/resultadosAprovadosPorTimeframe/robos_medias_v26_romp2005.csv @@ -0,0 +1,51 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 05/03/2025 +Data Final: 05/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;01/10/2025 12:15:00;01/10/2025 14:50:00;2h35min;1;1;V;155.305,00;155.450,00;186.640,00;No;29,00;145,00;1;29,00;145,00;0,00;0,00;0,00; - ;29,00 +WINJ26;20/10/2025 10:45:00;20/10/2025 10:50:00;5min;1;1;C;152.550,00;152.685,00;186.640,00;No;27,00;135,00;2;27,00;135,00;0,00;0,00;0,00;18d22h;56,00 +WINJ26;20/10/2025 10:55:00;20/10/2025 11:00:00;5min;1;1;C;153.000,00;153.160,00;186.640,00;No;32,00;160,00;3;32,00;160,00;0,00;0,00;0,00;10min;88,00 +WINJ26;18/11/2025 09:05:00;18/11/2025 09:30:00;25min;1;1;V;163.750,00;164.410,00;186.640,00;Sim;132,00;660,00;4;132,00;660,00;0,00;0,00;0,00;1m22h;220,00 +WINJ26;26/11/2025 09:30:00;26/11/2025 09:50:00;20min;1;1;C;164.100,00;164.200,00;186.640,00;No;20,00;100,00;5;20,00;100,00;0,00;0,00;0,00;8d;240,00 +WINJ26;05/12/2025 14:55:00;05/12/2025 15:25:00;30min;1;1;V;167.000,00;167.225,00;186.640,00;Sim;45,00;225,00;6;45,00;225,00;0,00;0,00;0,00;9d5h;285,00 +WINJ26;12/12/2025 10:20:00;12/12/2025 10:40:00;20min;1;1;C;167.050,00;167.300,00;186.640,00;No;50,00;250,00;7;50,00;250,00;0,00;0,00;0,00;6d19h;335,00 +WINJ26;18/12/2025 16:45:00;18/12/2025 17:00:00;15min;1;1;V;164.205,00;164.300,00;186.640,00;No;19,00;95,00;8;19,00;95,00;0,00;0,00;0,00;6d6h;354,00 +WINJ26;23/12/2025 09:15:00;23/12/2025 09:20:00;5min;1;1;C;164.800,00;165.145,00;186.640,00;Sim;69,00;345,00;9;69,00;345,00;0,00;0,00;0,00;4d16h;423,00 +WINJ26;26/12/2025 10:25:00;26/12/2025 10:30:00;5min;1;1;V;165.750,00;165.410,00;186.640,00;Sim;-68,00;-340,00;10;-68,00;-340,00;0,00;0,00;0,00;3d1h;355,00 +WINJ26;29/12/2025 10:20:00;29/12/2025 10:25:00;5min;1;1;V;166.635,00;166.415,00;186.640,00;Sim;-44,00;-220,00;11;-44,00;-220,00;0,00;0,00;0,00;2d23h;311,00 +WINJ26;29/12/2025 12:10:00;29/12/2025 12:15:00;5min;1;1;V;166.185,00;166.200,00;186.640,00;No;3,00;15,00;12;3,00;15,00;0,00;0,00;0,00;1h50min;314,00 +WINJ26;29/12/2025 14:45:00;29/12/2025 14:50:00;5min;1;1;C;166.380,00;166.290,00;186.640,00;No;-18,00;-90,00;13;-18,00;-90,00;0,00;0,00;0,00;2h35min;296,00 +WINJ26;29/12/2025 17:05:00;29/12/2025 17:15:00;10min;1;1;C;166.315,00;166.345,00;186.640,00;Sim;6,00;30,00;14;6,00;30,00;0,00;0,00;0,00;2h20min;302,00 +WINJ26;30/12/2025 09:00:00;30/12/2025 09:05:00;5min;1;1;C;166.530,00;167.070,00;186.640,00;No;108,00;540,00;15;108,00;540,00;0,00;0,00;0,00;15h55min;410,00 +WINJ26;02/01/2026 11:00:00;02/01/2026 11:15:00;15min;1;1;V;167.135,00;166.705,00;186.640,00;Sim;-86,00;-430,00;16;-86,00;-430,00;0,00;0,00;0,00;3d2h;324,00 +WINJ26;08/01/2026 14:05:00;08/01/2026 14:20:00;15min;1;1;C;168.110,00;168.030,00;186.640,00;No;-16,00;-80,00;17;-16,00;-80,00;0,00;0,00;0,00;6d3h;308,00 +WINJ26;12/01/2026 12:25:00;12/01/2026 12:30:00;5min;1;1;C;168.815,00;168.635,00;186.640,00;No;-36,00;-180,00;18;-36,00;-180,00;0,00;0,00;0,00;3d22h;272,00 +WINJ26;14/01/2026 09:25:00;14/01/2026 09:40:00;15min;1;1;C;167.920,00;168.050,00;186.640,00;Sim;26,00;130,00;19;26,00;130,00;0,00;0,00;0,00;1d21h;298,00 +WINJ26;19/01/2026 17:30:00;19/01/2026 17:35:00;5min;1;1;C;169.755,00;169.765,00;186.640,00;No;2,00;10,00;20;2,00;10,00;0,00;0,00;0,00;5d8h;300,00 +WINJ26;20/01/2026 11:25:00;20/01/2026 11:30:00;5min;1;1;C;169.585,00;169.330,00;186.640,00;Sim;-51,00;-255,00;21;-51,00;-255,00;0,00;0,00;0,00;17h55min;249,00 +WINJ26;20/01/2026 11:35:00;20/01/2026 11:40:00;5min;1;1;C;169.970,00;170.495,00;186.640,00;No;105,00;525,00;22;105,00;525,00;0,00;0,00;0,00;10min;354,00 +WINJ26;26/01/2026 16:20:00;26/01/2026 16:25:00;5min;1;1;V;183.140,00;182.975,00;186.640,00;Sim;-33,00;-165,00;23;-33,00;-165,00;0,00;0,00;0,00;6d4h;321,00 +WINJ26;02/02/2026 10:35:00;02/02/2026 11:10:00;35min;1;1;C;187.365,00;187.205,00;186.640,00;No;-32,00;-160,00;24;-32,00;-160,00;0,00;0,00;0,00;6d18h;289,00 +WINJ26;02/02/2026 13:45:00;02/02/2026 13:55:00;10min;1;1;C;187.150,00;187.225,00;186.640,00;Sim;15,00;75,00;25;15,00;75,00;0,00;0,00;0,00;3h10min;304,00 +WINJ26;02/02/2026 17:25:00;02/02/2026 17:35:00;10min;1;1;C;186.905,00;187.110,00;186.640,00;Sim;41,00;205,00;26;41,00;205,00;0,00;0,00;0,00;3h40min;345,00 +WINJ26;05/02/2026 11:25:00;05/02/2026 11:30:00;5min;1;1;C;187.810,00;187.300,00;186.640,00;No;-102,00;-510,00;27;-102,00;-510,00;0,00;0,00;0,00;2d18h;243,00 +WINJ26;05/02/2026 11:40:00;05/02/2026 11:45:00;5min;1;1;C;187.890,00;188.290,00;186.640,00;No;80,00;400,00;28;80,00;400,00;0,00;0,00;0,00;15min;323,00 +WINJ26;05/02/2026 14:25:00;05/02/2026 14:30:00;5min;1;1;C;187.545,00;187.760,00;186.640,00;Sim;43,00;215,00;29;43,00;215,00;0,00;0,00;0,00;2h45min;366,00 +WINJ26;05/02/2026 17:25:00;05/02/2026 17:30:00;5min;1;1;V;186.370,00;186.740,00;186.640,00;Sim;74,00;370,00;30;74,00;370,00;0,00;0,00;0,00;3h;440,00 +WINJ26;06/02/2026 09:05:00;06/02/2026 09:10:00;5min;1;1;C;188.150,00;187.680,00;186.640,00;No;-94,00;-470,00;31;-94,00;-470,00;0,00;0,00;0,00;15h40min;346,00 +WINJ26;06/02/2026 13:20:00;06/02/2026 13:30:00;10min;1;1;C;186.870,00;186.770,00;186.640,00;Sim;-20,00;-100,00;32;-20,00;-100,00;0,00;0,00;0,00;4h15min;326,00 +WINJ26;06/02/2026 17:05:00;06/02/2026 17:25:00;20min;1;1;C;186.960,00;187.210,00;186.640,00;No;50,00;250,00;33;50,00;250,00;0,00;0,00;0,00;3h45min;376,00 +WINJ26;09/02/2026 09:00:00;09/02/2026 09:05:00;5min;1;1;C;187.805,00;187.560,00;186.640,00;No;-49,00;-245,00;34;-49,00;-245,00;0,00;0,00;0,00;2d15h;327,00 +WINJ26;12/02/2026 13:20:00;12/02/2026 13:25:00;5min;1;1;V;192.615,00;192.680,00;186.640,00;Sim;13,00;65,00;35;13,00;65,00;0,00;0,00;0,00;3d4h;340,00 +WINJ26;18/02/2026 13:05:00;18/02/2026 13:10:00;5min;1;1;C;191.525,00;190.960,00;186.640,00;No;-113,00;-565,00;36;-113,00;-565,00;0,00;0,00;0,00;5d23h;227,00 +WINJ26;20/02/2026 10:35:00;20/02/2026 10:40:00;5min;1;1;V;190.755,00;190.510,00;186.640,00;No;-49,00;-245,00;37;-49,00;-245,00;0,00;0,00;0,00;1d21h;178,00 +WINJ26;25/02/2026 12:35:00;25/02/2026 12:40:00;5min;1;1;V;194.255,00;194.110,00;186.640,00;Sim;-29,00;-145,00;38;-29,00;-145,00;0,00;0,00;0,00;5d2h;149,00 +WINJ26;26/02/2026 17:05:00;26/02/2026 17:35:00;30min;1;1;C;194.355,00;194.435,00;186.640,00;No;16,00;80,00;39;16,00;80,00;0,00;0,00;0,00;1d4h;165,00 +WINJ26;27/02/2026 09:05:00;27/02/2026 09:10:00;5min;1;1;V;192.575,00;192.490,00;186.640,00;No;-17,00;-85,00;40;-17,00;-85,00;0,00;0,00;0,00;16h;148,00 +WINJ26;27/02/2026 11:35:00;27/02/2026 11:40:00;5min;1;1;C;194.020,00;193.645,00;186.640,00;Sim;-75,00;-375,00;41;-75,00;-375,00;0,00;0,00;0,00;2h30min;73,00 +WINJ26;02/03/2026 15:40:00;02/03/2026 15:45:00;5min;1;1;C;192.290,00;192.095,00;186.640,00;Sim;-39,00;-195,00;42;-39,00;-195,00;0,00;0,00;0,00;3d4h;34,00 +WINJ26;03/03/2026 09:05:00;03/03/2026 09:10:00;5min;1;1;V;187.275,00;187.900,00;186.640,00;No;125,00;625,00;43;125,00;625,00;0,00;0,00;0,00;17h25min;159,00 +WINJ26;04/03/2026 10:00:00;04/03/2026 10:15:00;15min;1;1;C;188.365,00;188.955,00;186.640,00;Sim;118,00;590,00;44;118,00;590,00;0,00;0,00;0,00;1d;277,00 +WINJ26;04/03/2026 14:00:00;04/03/2026 14:10:00;10min;1;1;C;187.255,00;187.445,00;186.640,00;Sim;38,00;190,00;45;38,00;190,00;0,00;0,00;0,00;4h;315,00 diff --git a/automacao_backtests/MEDIAS_20_50_200/resultadosAprovadosPorTimeframe/robos_medias_v26_romp20060.csv b/automacao_backtests/MEDIAS_20_50_200/resultadosAprovadosPorTimeframe/robos_medias_v26_romp20060.csv new file mode 100644 index 0000000..710fabd --- /dev/null +++ b/automacao_backtests/MEDIAS_20_50_200/resultadosAprovadosPorTimeframe/robos_medias_v26_romp20060.csv @@ -0,0 +1,11 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 05/03/2025 +Data Final: 05/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;20/10/2025 13:00:00;20/10/2025 14:00:00;1h;1;1;C;153.680,00;153.570,00;186.505,00;No;-22,00;-110,00;1;-22,00;-110,00;0,00;0,00;0,00; - ;-22,00 +WINJ26;23/10/2025 09:00:00;23/10/2025 10:00:00;1h;1;1;C;154.500,00;154.795,00;186.505,00;No;59,00;295,00;2;59,00;295,00;0,00;0,00;0,00;2d20h;37,00 +WINJ26;09/12/2025 10:00:00;09/12/2025 11:00:00;1h;1;1;V;163.150,00;164.050,00;186.505,00;No;180,00;900,00;3;180,00;900,00;0,00;0,00;0,00;1m16d1h;217,00 +WINJ26;16/12/2025 18:00:00;17/12/2025 09:00:00;15h;1;1;V;164.410,00;165.400,00;186.505,00;Sim;198,00;990,00;4;198,00;990,00;0,00;0,00;0,00;7d8h;415,00 +WINJ26;03/03/2026 10:00:00;03/03/2026 11:00:00;1h;1;1;V;185.610,00;187.265,00;186.505,00;Sim;331,00;1.655,00;5;331,00;1.655,00;0,00;0,00;0,00;2m14d16h;746,00 diff --git a/automacao_backtests/MEDIAS_20_50_200/resultadosAprovadosPorTimeframe/robos_medias_v28_romp2001.csv b/automacao_backtests/MEDIAS_20_50_200/resultadosAprovadosPorTimeframe/robos_medias_v28_romp2001.csv new file mode 100644 index 0000000..02fe8f9 --- /dev/null +++ b/automacao_backtests/MEDIAS_20_50_200/resultadosAprovadosPorTimeframe/robos_medias_v28_romp2001.csv @@ -0,0 +1,92 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 05/03/2025 +Data Final: 05/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;03/02/2026 13:30:00;03/02/2026 13:31:00;1min;1;1;V;190.800,00;190.815,00;186.385,00;No;3,00;15,00;1;3,00;15,00;0,00;0,00;0,00; - ;3,00 +WINJ26;03/02/2026 13:51:00;03/02/2026 13:52:00;1min;1;1;V;190.970,00;190.890,00;186.385,00;Sim;-16,00;-80,00;2;-16,00;-80,00;0,00;0,00;0,00;21min;-13,00 +WINJ26;03/02/2026 16:40:00;03/02/2026 16:47:00;7min;1;1;C;190.150,00;190.160,00;186.385,00;No;2,00;10,00;3;2,00;10,00;0,00;0,00;0,00;2h49min;-11,00 +WINJ26;03/02/2026 17:07:00;03/02/2026 17:08:00;1min;1;1;C;190.090,00;189.980,00;186.385,00;Sim;-22,00;-110,00;4;-22,00;-110,00;0,00;0,00;0,00;27min;-33,00 +WINJ26;03/02/2026 17:10:00;03/02/2026 17:11:00;1min;1;1;C;190.135,00;190.030,00;186.385,00;No;-21,00;-105,00;5;-21,00;-105,00;0,00;0,00;0,00;3min;-54,00 +WINJ26;04/02/2026 09:05:00;04/02/2026 09:11:00;6min;1;1;V;189.495,00;189.700,00;186.385,00;No;41,00;205,00;6;41,00;205,00;0,00;0,00;0,00;15h55min;-13,00 +WINJ26;04/02/2026 17:01:00;04/02/2026 17:05:00;4min;1;1;C;185.590,00;185.680,00;186.385,00;Sim;18,00;90,00;7;18,00;90,00;0,00;0,00;0,00;7h56min;5,00 +WINJ26;05/02/2026 12:13:00;05/02/2026 12:14:00;1min;1;1;V;186.825,00;186.770,00;186.385,00;No;-11,00;-55,00;8;-11,00;-55,00;0,00;0,00;0,00;19h12min;-6,00 +WINJ26;05/02/2026 12:45:00;05/02/2026 12:46:00;1min;1;1;C;187.085,00;186.925,00;186.385,00;No;-32,00;-160,00;9;-32,00;-160,00;0,00;0,00;0,00;32min;-38,00 +WINJ26;05/02/2026 14:24:00;05/02/2026 14:25:00;1min;1;1;C;187.315,00;187.545,00;186.385,00;No;46,00;230,00;10;46,00;230,00;0,00;0,00;0,00;1h39min;8,00 +WINJ26;05/02/2026 16:41:00;05/02/2026 16:43:00;2min;1;1;V;187.290,00;187.410,00;186.385,00;Sim;24,00;120,00;11;24,00;120,00;0,00;0,00;0,00;2h17min;32,00 +WINJ26;06/02/2026 09:01:00;06/02/2026 09:03:00;2min;1;1;C;187.780,00;187.900,00;186.385,00;No;24,00;120,00;12;24,00;120,00;0,00;0,00;0,00;16h20min;56,00 +WINJ26;06/02/2026 11:04:00;06/02/2026 11:05:00;1min;1;1;C;186.855,00;186.645,00;186.385,00;Sim;-42,00;-210,00;13;-42,00;-210,00;0,00;0,00;0,00;2h3min;14,00 +WINJ26;06/02/2026 13:10:00;06/02/2026 13:11:00;1min;1;1;C;186.540,00;186.565,00;186.385,00;Sim;5,00;25,00;14;5,00;25,00;0,00;0,00;0,00;2h6min;19,00 +WINJ26;06/02/2026 15:06:00;06/02/2026 15:07:00;1min;1;1;V;186.630,00;186.660,00;186.385,00;No;6,00;30,00;15;6,00;30,00;0,00;0,00;0,00;1h56min;25,00 +WINJ26;06/02/2026 15:08:00;06/02/2026 15:11:00;3min;1;1;V;186.590,00;186.690,00;186.385,00;Sim;20,00;100,00;16;20,00;100,00;0,00;0,00;0,00;2min;45,00 +WINJ26;06/02/2026 15:12:00;06/02/2026 15:13:00;1min;1;1;V;186.550,00;186.615,00;186.385,00;No;13,00;65,00;17;13,00;65,00;0,00;0,00;0,00;4min;58,00 +WINJ26;06/02/2026 17:03:00;06/02/2026 17:05:00;2min;1;1;C;186.815,00;186.960,00;186.385,00;No;29,00;145,00;18;29,00;145,00;0,00;0,00;0,00;1h51min;87,00 +WINJ26;09/02/2026 10:24:00;09/02/2026 10:25:00;1min;1;1;V;187.630,00;187.330,00;186.385,00;Sim;-60,00;-300,00;19;-60,00;-300,00;0,00;0,00;0,00;2d17h;27,00 +WINJ26;09/02/2026 11:18:00;09/02/2026 11:19:00;1min;1;1;V;187.600,00;187.580,00;186.385,00;Sim;-4,00;-20,00;20;-4,00;-20,00;0,00;0,00;0,00;54min;23,00 +WINJ26;09/02/2026 12:55:00;09/02/2026 12:56:00;1min;1;1;V;187.975,00;187.900,00;186.385,00;Sim;-15,00;-75,00;21;-15,00;-75,00;0,00;0,00;0,00;1h37min;8,00 +WINJ26;09/02/2026 12:58:00;09/02/2026 12:59:00;1min;1;1;V;187.900,00;187.865,00;186.385,00;No;-7,00;-35,00;22;-7,00;-35,00;0,00;0,00;0,00;3min;1,00 +WINJ26;09/02/2026 13:08:00;09/02/2026 13:09:00;1min;1;1;V;187.940,00;187.805,00;186.385,00;No;-27,00;-135,00;23;-27,00;-135,00;0,00;0,00;0,00;10min;-26,00 +WINJ26;10/02/2026 11:16:00;10/02/2026 11:19:00;3min;1;1;C;190.020,00;190.170,00;186.385,00;No;30,00;150,00;24;30,00;150,00;0,00;0,00;0,00;22h8min;4,00 +WINJ26;10/02/2026 14:05:00;10/02/2026 14:06:00;1min;1;1;V;190.355,00;190.290,00;186.385,00;Sim;-13,00;-65,00;25;-13,00;-65,00;0,00;0,00;0,00;2h49min;-9,00 +WINJ26;10/02/2026 14:19:00;10/02/2026 14:20:00;1min;1;1;V;190.240,00;190.260,00;186.385,00;No;4,00;20,00;26;4,00;20,00;0,00;0,00;0,00;14min;-5,00 +WINJ26;10/02/2026 17:50:00;10/02/2026 17:51:00;1min;1;1;V;190.145,00;189.940,00;186.385,00;No;-41,00;-205,00;27;-41,00;-205,00;0,00;0,00;0,00;3h31min;-46,00 +WINJ26;11/02/2026 12:21:00;11/02/2026 12:22:00;1min;1;1;V;192.580,00;192.435,00;186.385,00;Sim;-29,00;-145,00;28;-29,00;-145,00;0,00;0,00;0,00;18h31min;-75,00 +WINJ26;11/02/2026 16:12:00;11/02/2026 16:13:00;1min;1;1;C;194.205,00;194.190,00;186.385,00;No;-3,00;-15,00;29;-3,00;-15,00;0,00;0,00;0,00;3h51min;-78,00 +WINJ26;11/02/2026 16:16:00;11/02/2026 16:20:00;4min;1;1;C;194.305,00;194.365,00;186.385,00;No;12,00;60,00;30;12,00;60,00;0,00;0,00;0,00;4min;-66,00 +WINJ26;11/02/2026 16:46:00;11/02/2026 16:47:00;1min;1;1;V;194.255,00;194.190,00;186.385,00;Sim;-13,00;-65,00;31;-13,00;-65,00;0,00;0,00;0,00;30min;-79,00 +WINJ26;11/02/2026 17:36:00;11/02/2026 17:38:00;2min;1;1;C;194.300,00;194.330,00;186.385,00;Sim;6,00;30,00;32;6,00;30,00;0,00;0,00;0,00;50min;-73,00 +WINJ26;11/02/2026 18:04:00;11/02/2026 18:05:00;1min;1;1;V;194.040,00;194.110,00;186.385,00;No;14,00;70,00;33;14,00;70,00;0,00;0,00;0,00;28min;-59,00 +WINJ26;12/02/2026 09:01:00;12/02/2026 09:02:00;1min;1;1;C;194.960,00;194.380,00;186.385,00;No;-116,00;-580,00;34;-116,00;-580,00;0,00;0,00;0,00;14h57min;-175,00 +WINJ26;12/02/2026 11:16:00;12/02/2026 11:21:00;5min;1;1;C;193.580,00;193.845,00;186.385,00;Sim;53,00;265,00;35;53,00;265,00;0,00;0,00;0,00;2h15min;-122,00 +WINJ26;12/02/2026 11:42:00;12/02/2026 11:43:00;1min;1;1;V;193.260,00;193.380,00;186.385,00;No;24,00;120,00;36;24,00;120,00;0,00;0,00;0,00;26min;-98,00 +WINJ26;12/02/2026 13:01:00;12/02/2026 13:04:00;3min;1;1;V;193.350,00;193.345,00;186.385,00;No;-1,00;-5,00;37;-1,00;-5,00;0,00;0,00;0,00;1h19min;-99,00 +WINJ26;12/02/2026 18:01:00;12/02/2026 18:02:00;1min;1;1;V;191.765,00;191.735,00;186.385,00;No;-6,00;-30,00;38;-6,00;-30,00;0,00;0,00;0,00;5h;-105,00 +WINJ26;13/02/2026 12:29:00;13/02/2026 12:30:00;1min;1;1;C;188.990,00;188.875,00;186.385,00;Sim;-23,00;-115,00;39;-23,00;-115,00;0,00;0,00;0,00;18h28min;-128,00 +WINJ26;13/02/2026 17:23:00;13/02/2026 17:24:00;1min;1;1;V;189.855,00;189.860,00;186.385,00;No;1,00;5,00;40;1,00;5,00;0,00;0,00;0,00;4h54min;-127,00 +WINJ26;13/02/2026 17:49:00;13/02/2026 17:50:00;1min;1;1;C;190.015,00;190.005,00;186.385,00;No;-2,00;-10,00;41;-2,00;-10,00;0,00;0,00;0,00;26min;-129,00 +WINJ26;18/02/2026 14:20:00;18/02/2026 14:24:00;4min;1;1;C;190.220,00;190.390,00;186.385,00;No;34,00;170,00;42;34,00;170,00;0,00;0,00;0,00;4d20h;-95,00 +WINJ26;18/02/2026 17:51:00;18/02/2026 17:53:00;2min;1;1;C;189.620,00;189.695,00;186.385,00;Sim;15,00;75,00;43;15,00;75,00;0,00;0,00;0,00;3h31min;-80,00 +WINJ26;19/02/2026 11:49:00;19/02/2026 11:52:00;3min;1;1;C;190.215,00;190.125,00;186.385,00;No;-18,00;-90,00;44;-18,00;-90,00;0,00;0,00;0,00;17h58min;-98,00 +WINJ26;19/02/2026 15:11:00;19/02/2026 15:12:00;1min;1;1;V;191.960,00;191.910,00;186.385,00;Sim;-10,00;-50,00;45;-10,00;-50,00;0,00;0,00;0,00;3h22min;-108,00 +WINJ26;19/02/2026 17:34:00;19/02/2026 17:40:00;6min;1;1;C;192.035,00;192.035,00;186.385,00;No;0;0;46;0;0;0,00;0,00;0,00;2h23min;-108,00 +WINJ26;20/02/2026 09:02:00;20/02/2026 09:03:00;1min;1;1;V;192.365,00;191.905,00;186.385,00;No;-92,00;-460,00;47;-92,00;-460,00;0,00;0,00;0,00;15h28min;-200,00 +WINJ26;20/02/2026 11:29:00;20/02/2026 11:30:00;1min;1;1;C;191.200,00;191.115,00;186.385,00;Sim;-17,00;-85,00;48;-17,00;-85,00;0,00;0,00;0,00;2h27min;-217,00 +WINJ26;20/02/2026 14:21:00;20/02/2026 14:24:00;3min;1;1;V;191.705,00;191.650,00;186.385,00;No;-11,00;-55,00;49;-11,00;-55,00;0,00;0,00;0,00;2h52min;-228,00 +WINJ26;20/02/2026 14:46:00;20/02/2026 14:47:00;1min;1;1;C;191.985,00;191.970,00;186.385,00;No;-3,00;-15,00;50;-3,00;-15,00;0,00;0,00;0,00;25min;-231,00 +WINJ26;23/02/2026 09:03:00;23/02/2026 09:04:00;1min;1;1;V;193.760,00;193.405,00;186.385,00;Sim;-71,00;-355,00;51;-71,00;-355,00;0,00;0,00;0,00;2d18h;-302,00 +WINJ26;23/02/2026 11:32:00;23/02/2026 11:33:00;1min;1;1;C;193.415,00;193.515,00;186.385,00;No;20,00;100,00;52;20,00;100,00;0,00;0,00;0,00;2h29min;-282,00 +WINJ26;23/02/2026 12:28:00;23/02/2026 12:29:00;1min;1;1;V;193.200,00;193.135,00;186.385,00;No;-13,00;-65,00;53;-13,00;-65,00;0,00;0,00;0,00;56min;-295,00 +WINJ26;23/02/2026 12:33:00;23/02/2026 12:37:00;4min;1;1;V;193.000,00;193.060,00;186.385,00;No;12,00;60,00;54;12,00;60,00;0,00;0,00;0,00;5min;-283,00 +WINJ26;23/02/2026 16:06:00;23/02/2026 16:09:00;3min;1;1;V;192.430,00;192.505,00;186.385,00;No;15,00;75,00;55;15,00;75,00;0,00;0,00;0,00;3h33min;-268,00 +WINJ26;23/02/2026 17:02:00;23/02/2026 17:03:00;1min;1;1;C;192.540,00;192.475,00;186.385,00;Sim;-13,00;-65,00;56;-13,00;-65,00;0,00;0,00;0,00;56min;-281,00 +WINJ26;23/02/2026 17:31:00;23/02/2026 17:32:00;1min;1;1;C;192.510,00;192.485,00;186.385,00;Sim;-5,00;-25,00;57;-5,00;-25,00;0,00;0,00;0,00;29min;-286,00 +WINJ26;23/02/2026 17:41:00;23/02/2026 17:42:00;1min;1;1;C;192.650,00;192.625,00;186.385,00;No;-5,00;-25,00;58;-5,00;-25,00;0,00;0,00;0,00;10min;-291,00 +WINJ26;23/02/2026 18:22:00;23/02/2026 18:23:00;1min;1;1;C;192.530,00;192.555,00;186.385,00;Sim;5,00;25,00;59;5,00;25,00;0,00;0,00;0,00;41min;-286,00 +WINJ26;24/02/2026 11:34:00;24/02/2026 11:36:00;2min;1;1;V;193.280,00;193.250,00;186.385,00;Sim;-6,00;-30,00;60;-6,00;-30,00;0,00;0,00;0,00;17h12min;-292,00 +WINJ26;24/02/2026 15:14:00;24/02/2026 15:15:00;1min;1;1;V;194.860,00;194.815,00;186.385,00;Sim;-9,00;-45,00;61;-9,00;-45,00;0,00;0,00;0,00;3h40min;-301,00 +WINJ26;24/02/2026 17:43:00;24/02/2026 17:44:00;1min;1;1;C;194.990,00;194.975,00;186.385,00;No;-3,00;-15,00;62;-3,00;-15,00;0,00;0,00;0,00;2h29min;-304,00 +WINJ26;25/02/2026 14:02:00;25/02/2026 14:03:00;1min;1;1;C;194.725,00;194.685,00;186.385,00;Sim;-8,00;-40,00;63;-8,00;-40,00;0,00;0,00;0,00;20h19min;-312,00 +WINJ26;25/02/2026 15:38:00;25/02/2026 15:42:00;4min;1;1;V;194.615,00;194.630,00;186.385,00;No;3,00;15,00;64;3,00;15,00;0,00;0,00;0,00;1h36min;-309,00 +WINJ26;25/02/2026 17:35:00;25/02/2026 17:37:00;2min;1;1;C;194.475,00;194.405,00;186.385,00;Sim;-14,00;-70,00;65;-14,00;-70,00;0,00;0,00;0,00;1h57min;-323,00 +WINJ26;25/02/2026 17:45:00;25/02/2026 17:46:00;1min;1;1;C;194.555,00;194.520,00;186.385,00;No;-7,00;-35,00;66;-7,00;-35,00;0,00;0,00;0,00;10min;-330,00 +WINJ26;26/02/2026 09:00:00;26/02/2026 09:01:00;1min;1;1;V;194.420,00;194.005,00;186.385,00;No;-83,00;-415,00;67;-83,00;-415,00;0,00;0,00;0,00;15h15min;-413,00 +WINJ26;26/02/2026 10:00:00;26/02/2026 10:01:00;1min;1;1;C;194.295,00;194.485,00;186.385,00;Sim;38,00;190,00;68;38,00;190,00;0,00;0,00;0,00;1h;-375,00 +WINJ26;26/02/2026 10:20:00;26/02/2026 10:21:00;1min;1;1;V;194.370,00;194.240,00;186.385,00;Sim;-26,00;-130,00;69;-26,00;-130,00;0,00;0,00;0,00;20min;-401,00 +WINJ26;26/02/2026 13:19:00;26/02/2026 13:22:00;3min;1;1;C;193.685,00;193.830,00;186.385,00;Sim;29,00;145,00;70;29,00;145,00;0,00;0,00;0,00;2h59min;-372,00 +WINJ26;26/02/2026 13:41:00;26/02/2026 13:42:00;1min;1;1;V;193.685,00;193.590,00;186.385,00;No;-19,00;-95,00;71;-19,00;-95,00;0,00;0,00;0,00;22min;-391,00 +WINJ26;26/02/2026 13:45:00;26/02/2026 13:48:00;3min;1;1;V;193.375,00;193.535,00;186.385,00;No;32,00;160,00;72;32,00;160,00;0,00;0,00;0,00;4min;-359,00 +WINJ26;27/02/2026 09:01:00;27/02/2026 09:02:00;1min;1;1;V;193.265,00;193.930,00;186.385,00;Sim;133,00;665,00;73;133,00;665,00;0,00;0,00;0,00;19h16min;-226,00 +WINJ26;27/02/2026 11:33:00;27/02/2026 11:34:00;1min;1;1;C;193.735,00;194.115,00;186.385,00;No;76,00;380,00;74;76,00;380,00;0,00;0,00;0,00;2h32min;-150,00 +WINJ26;02/03/2026 11:38:00;02/03/2026 11:39:00;1min;1;1;C;190.835,00;190.690,00;186.385,00;Sim;-29,00;-145,00;75;-29,00;-145,00;0,00;0,00;0,00;3d;-179,00 +WINJ26;02/03/2026 17:09:00;02/03/2026 17:12:00;3min;1;1;V;192.200,00;192.215,00;186.385,00;No;3,00;15,00;76;3,00;15,00;0,00;0,00;0,00;5h31min;-176,00 +WINJ26;03/03/2026 09:03:00;03/03/2026 09:04:00;1min;1;1;V;187.795,00;188.095,00;186.385,00;No;60,00;300,00;77;60,00;300,00;0,00;0,00;0,00;15h54min;-116,00 +WINJ26;03/03/2026 13:09:00;03/03/2026 13:10:00;1min;1;1;C;185.065,00;184.945,00;186.385,00;Sim;-24,00;-120,00;78;-24,00;-120,00;0,00;0,00;0,00;4h6min;-140,00 +WINJ26;03/03/2026 16:56:00;03/03/2026 17:00:00;4min;1;1;V;185.930,00;186.100,00;186.385,00;No;34,00;170,00;79;34,00;170,00;0,00;0,00;0,00;3h47min;-106,00 +WINJ26;03/03/2026 17:21:00;03/03/2026 17:22:00;1min;1;1;C;186.315,00;186.225,00;186.385,00;No;-18,00;-90,00;80;-18,00;-90,00;0,00;0,00;0,00;25min;-124,00 +WINJ26;03/03/2026 17:29:00;03/03/2026 17:30:00;1min;1;1;C;186.405,00;186.280,00;186.385,00;No;-25,00;-125,00;81;-25,00;-125,00;0,00;0,00;0,00;8min;-149,00 +WINJ26;04/03/2026 11:32:00;04/03/2026 11:36:00;4min;1;1;V;186.620,00;187.155,00;186.385,00;Sim;107,00;535,00;82;107,00;535,00;0,00;0,00;0,00;18h3min;-42,00 +WINJ26;04/03/2026 13:59:00;04/03/2026 14:00:00;1min;1;1;C;187.190,00;187.255,00;186.385,00;No;13,00;65,00;83;13,00;65,00;0,00;0,00;0,00;2h27min;-29,00 +WINJ26;04/03/2026 15:20:00;04/03/2026 15:21:00;1min;1;1;V;187.140,00;187.090,00;186.385,00;No;-10,00;-50,00;84;-10,00;-50,00;0,00;0,00;0,00;1h21min;-39,00 +WINJ26;04/03/2026 18:01:00;04/03/2026 18:03:00;2min;1;1;V;187.995,00;187.910,00;186.385,00;Sim;-17,00;-85,00;85;-17,00;-85,00;0,00;0,00;0,00;2h41min;-56,00 +WINJ26;05/03/2026 09:26:00;05/03/2026 09:28:00;2min;1;1;C;188.235,00;188.040,00;186.385,00;No;-39,00;-195,00;86;-39,00;-195,00;0,00;0,00;0,00;15h25min;-95,00 diff --git a/automacao_backtests/MEDIAS_20_50_200/resultadosAprovadosPorTimeframe/robos_medias_v28_romp200100.csv b/automacao_backtests/MEDIAS_20_50_200/resultadosAprovadosPorTimeframe/robos_medias_v28_romp200100.csv new file mode 100644 index 0000000..95ae815 --- /dev/null +++ b/automacao_backtests/MEDIAS_20_50_200/resultadosAprovadosPorTimeframe/robos_medias_v28_romp200100.csv @@ -0,0 +1,8 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 05/03/2025 +Data Final: 05/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;17/12/2025 10:40:00;17/12/2025 12:20:00;1h40min;1;1;V;163.790,00;163.165,00;186.370,00;No;-125,00;-625,00;1;-125,00;-625,00;0,00;0,00;0,00; - ;-125,00 +WINJ26;03/03/2026 12:20:00;03/03/2026 14:00:00;1h40min;1;1;V;185.590,00;183.675,00;186.370,00;Sim;-383,00;-1.915,00;2;-383,00;-1.915,00;0,00;0,00;0,00;2m14d1h;-508,00 diff --git a/automacao_backtests/MEDIAS_20_50_200/resultadosAprovadosPorTimeframe/robos_medias_v28_romp20015.csv b/automacao_backtests/MEDIAS_20_50_200/resultadosAprovadosPorTimeframe/robos_medias_v28_romp20015.csv new file mode 100644 index 0000000..5716dc2 --- /dev/null +++ b/automacao_backtests/MEDIAS_20_50_200/resultadosAprovadosPorTimeframe/robos_medias_v28_romp20015.csv @@ -0,0 +1,27 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 05/03/2025 +Data Final: 05/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;02/10/2025 11:15:00;02/10/2025 11:45:00;30min;1;1;V;153.850,00;154.300,00;186.400,00;No;90,00;450,00;1;90,00;450,00;0,00;0,00;0,00; - ;90,00 +WINJ26;26/11/2025 10:30:00;26/11/2025 10:45:00;15min;1;1;C;164.900,00;165.250,00;186.400,00;No;70,00;350,00;2;70,00;350,00;0,00;0,00;0,00;1m23d23h;160,00 +WINJ26;05/12/2025 15:45:00;05/12/2025 16:00:00;15min;1;1;V;165.005,00;166.530,00;186.400,00;Sim;305,00;1.525,00;3;305,00;1.525,00;0,00;0,00;0,00;9d5h;465,00 +WINJ26;12/12/2025 10:45:00;12/12/2025 11:00:00;15min;1;1;C;167.610,00;167.925,00;186.400,00;No;63,00;315,00;4;63,00;315,00;0,00;0,00;0,00;6d19h;528,00 +WINJ26;16/12/2025 09:15:00;16/12/2025 09:30:00;15min;1;1;V;166.840,00;166.960,00;186.400,00;Sim;24,00;120,00;5;24,00;120,00;0,00;0,00;0,00;3d22h;552,00 +WINJ26;19/12/2025 12:00:00;19/12/2025 12:15:00;15min;1;1;C;165.800,00;165.550,00;186.400,00;Sim;-50,00;-250,00;6;-50,00;-250,00;0,00;0,00;0,00;3d2h;502,00 +WINJ26;23/12/2025 09:45:00;23/12/2025 10:00:00;15min;1;1;C;165.300,00;165.025,00;186.400,00;Sim;-55,00;-275,00;7;-55,00;-275,00;0,00;0,00;0,00;3d21h;447,00 +WINJ26;23/12/2025 10:15:00;23/12/2025 10:45:00;30min;1;1;C;165.455,00;165.375,00;186.400,00;No;-16,00;-80,00;8;-16,00;-80,00;0,00;0,00;0,00;30min;431,00 +WINJ26;05/01/2026 12:30:00;05/01/2026 13:00:00;30min;1;1;C;166.940,00;167.270,00;186.400,00;No;66,00;330,00;9;66,00;330,00;0,00;0,00;0,00;13d2h;497,00 +WINJ26;12/01/2026 10:45:00;12/01/2026 11:15:00;30min;1;1;V;167.890,00;168.000,00;186.400,00;Sim;22,00;110,00;10;22,00;110,00;0,00;0,00;0,00;6d22h;519,00 +WINJ26;12/01/2026 17:30:00;12/01/2026 17:45:00;15min;1;1;V;168.400,00;168.420,00;186.400,00;Sim;4,00;20,00;11;4,00;20,00;0,00;0,00;0,00;6h45min;523,00 +WINJ26;14/01/2026 10:00:00;14/01/2026 10:30:00;30min;1;1;C;168.200,00;168.460,00;186.400,00;No;52,00;260,00;12;52,00;260,00;0,00;0,00;0,00;1d16h;575,00 +WINJ26;20/01/2026 09:15:00;20/01/2026 09:45:00;30min;1;1;V;168.500,00;168.485,00;186.400,00;Sim;-3,00;-15,00;13;-3,00;-15,00;0,00;0,00;0,00;5d23h;572,00 +WINJ26;02/02/2026 10:30:00;02/02/2026 10:45:00;15min;1;1;C;187.055,00;187.325,00;186.400,00;No;54,00;270,00;14;54,00;270,00;0,00;0,00;0,00;13d1h;626,00 +WINJ26;02/02/2026 18:00:00;02/02/2026 18:15:00;15min;1;1;C;187.580,00;187.600,00;186.400,00;No;4,00;20,00;15;4,00;20,00;0,00;0,00;0,00;7h30min;630,00 +WINJ26;03/02/2026 09:15:00;03/02/2026 09:30:00;15min;1;1;C;188.970,00;189.050,00;186.400,00;No;16,00;80,00;16;16,00;80,00;0,00;0,00;0,00;15h15min;646,00 +WINJ26;05/02/2026 11:45:00;05/02/2026 12:00:00;15min;1;1;C;188.290,00;187.535,00;186.400,00;Sim;-151,00;-755,00;17;-151,00;-755,00;0,00;0,00;0,00;2d2h;495,00 +WINJ26;09/02/2026 09:00:00;09/02/2026 09:15:00;15min;1;1;C;187.805,00;187.650,00;186.400,00;Sim;-31,00;-155,00;18;-31,00;-155,00;0,00;0,00;0,00;3d21h;464,00 +WINJ26;13/02/2026 09:15:00;13/02/2026 09:30:00;15min;1;1;V;189.255,00;189.785,00;186.400,00;Sim;106,00;530,00;19;106,00;530,00;0,00;0,00;0,00;4d;570,00 +WINJ26;19/02/2026 12:15:00;19/02/2026 12:30:00;15min;1;1;C;191.340,00;191.710,00;186.400,00;No;74,00;370,00;20;74,00;370,00;0,00;0,00;0,00;6d3h;644,00 +WINJ26;26/02/2026 12:15:00;26/02/2026 12:30:00;15min;1;1;V;192.665,00;193.005,00;186.400,00;Sim;68,00;340,00;21;68,00;340,00;0,00;0,00;0,00;7d;712,00 diff --git a/automacao_backtests/MEDIAS_20_50_200/resultadosAprovadosPorTimeframe/robos_medias_v28_romp20030.csv b/automacao_backtests/MEDIAS_20_50_200/resultadosAprovadosPorTimeframe/robos_medias_v28_romp20030.csv new file mode 100644 index 0000000..435ad84 --- /dev/null +++ b/automacao_backtests/MEDIAS_20_50_200/resultadosAprovadosPorTimeframe/robos_medias_v28_romp20030.csv @@ -0,0 +1,18 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 05/03/2025 +Data Final: 05/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;23/10/2025 09:00:00;23/10/2025 09:30:00;30min;1;1;C;154.500,00;154.700,00;186.380,00;No;40,00;200,00;1;40,00;200,00;0,00;0,00;0,00; - ;40,00 +WINJ26;25/11/2025 10:30:00;25/11/2025 11:00:00;30min;1;1;C;164.000,00;162.780,00;186.380,00;No;-244,00;-1.220,00;2;-244,00;-1.220,00;0,00;0,00;0,00;1m2d1h;-204,00 +WINJ26;05/12/2025 16:00:00;05/12/2025 17:00:00;1h;1;1;V;165.730,00;165.005,00;186.380,00;No;-145,00;-725,00;3;-145,00;-725,00;0,00;0,00;0,00;10d5h;-349,00 +WINJ26;10/12/2025 09:30:00;10/12/2025 10:00:00;30min;1;1;C;165.600,00;165.030,00;186.380,00;No;-114,00;-570,00;4;-114,00;-570,00;0,00;0,00;0,00;4d17h;-463,00 +WINJ26;23/12/2025 12:00:00;23/12/2025 12:30:00;30min;1;1;C;166.130,00;166.500,00;186.380,00;No;74,00;370,00;5;74,00;370,00;0,00;0,00;0,00;13d2h;-389,00 +WINJ26;02/01/2026 15:00:00;02/01/2026 15:30:00;30min;1;1;V;166.055,00;165.965,00;186.380,00;Sim;-18,00;-90,00;6;-18,00;-90,00;0,00;0,00;0,00;10d3h;-407,00 +WINJ26;13/01/2026 10:30:00;13/01/2026 11:00:00;30min;1;1;V;167.645,00;167.430,00;186.380,00;Sim;-43,00;-215,00;7;-43,00;-215,00;0,00;0,00;0,00;10d19h;-450,00 +WINJ26;20/01/2026 09:30:00;20/01/2026 10:00:00;30min;1;1;V;169.010,00;168.260,00;186.380,00;Sim;-150,00;-750,00;8;-150,00;-750,00;0,00;0,00;0,00;6d23h;-600,00 +WINJ26;04/02/2026 16:00:00;04/02/2026 16:30:00;30min;1;1;V;184.855,00;184.885,00;186.380,00;Sim;6,00;30,00;9;6,00;30,00;0,00;0,00;0,00;15d6h;-594,00 +WINJ26;18/02/2026 16:30:00;18/02/2026 17:30:00;1h;1;1;V;188.890,00;188.970,00;186.380,00;Sim;16,00;80,00;10;16,00;80,00;0,00;0,00;0,00;14d;-578,00 +WINJ26;27/02/2026 16:30:00;27/02/2026 17:30:00;1h;1;1;V;192.145,00;191.960,00;186.380,00;Sim;-37,00;-185,00;11;-37,00;-185,00;0,00;0,00;0,00;9d;-615,00 +WINJ26;02/03/2026 16:30:00;02/03/2026 17:00:00;30min;1;1;C;193.100,00;192.895,00;186.380,00;No;-41,00;-205,00;12;-41,00;-205,00;0,00;0,00;0,00;3d;-656,00 diff --git a/automacao_backtests/MEDIAS_20_50_200/resultadosAprovadosPorTimeframe/robos_medias_v28_romp2005.csv b/automacao_backtests/MEDIAS_20_50_200/resultadosAprovadosPorTimeframe/robos_medias_v28_romp2005.csv new file mode 100644 index 0000000..5115091 --- /dev/null +++ b/automacao_backtests/MEDIAS_20_50_200/resultadosAprovadosPorTimeframe/robos_medias_v28_romp2005.csv @@ -0,0 +1,54 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 05/03/2025 +Data Final: 05/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;01/10/2025 12:15:00;01/10/2025 15:25:00;3h10min;1;1;V;155.350,00;155.450,00;186.405,00;No;20,00;100,00;1;20,00;100,00;0,00;0,00;0,00; - ;20,00 +WINJ26;20/10/2025 10:45:00;20/10/2025 10:50:00;5min;1;1;C;152.550,00;152.685,00;186.405,00;No;27,00;135,00;2;27,00;135,00;0,00;0,00;0,00;18d22h;47,00 +WINJ26;20/10/2025 10:55:00;20/10/2025 11:00:00;5min;1;1;C;153.000,00;153.160,00;186.405,00;No;32,00;160,00;3;32,00;160,00;0,00;0,00;0,00;10min;79,00 +WINJ26;18/11/2025 09:05:00;18/11/2025 09:30:00;25min;1;1;V;163.750,00;164.410,00;186.405,00;Sim;132,00;660,00;4;132,00;660,00;0,00;0,00;0,00;1m22h;211,00 +WINJ26;26/11/2025 09:30:00;26/11/2025 09:50:00;20min;1;1;C;164.100,00;164.200,00;186.405,00;No;20,00;100,00;5;20,00;100,00;0,00;0,00;0,00;8d;231,00 +WINJ26;05/12/2025 14:55:00;05/12/2025 15:25:00;30min;1;1;V;167.000,00;167.225,00;186.405,00;Sim;45,00;225,00;6;45,00;225,00;0,00;0,00;0,00;9d5h;276,00 +WINJ26;12/12/2025 10:20:00;12/12/2025 10:40:00;20min;1;1;C;167.050,00;167.300,00;186.405,00;No;50,00;250,00;7;50,00;250,00;0,00;0,00;0,00;6d19h;326,00 +WINJ26;18/12/2025 16:45:00;18/12/2025 17:00:00;15min;1;1;V;164.205,00;164.300,00;186.405,00;No;19,00;95,00;8;19,00;95,00;0,00;0,00;0,00;6d6h;345,00 +WINJ26;23/12/2025 09:15:00;23/12/2025 09:20:00;5min;1;1;C;164.800,00;165.145,00;186.405,00;Sim;69,00;345,00;9;69,00;345,00;0,00;0,00;0,00;4d16h;414,00 +WINJ26;26/12/2025 10:25:00;26/12/2025 10:30:00;5min;1;1;V;165.750,00;165.410,00;186.405,00;Sim;-68,00;-340,00;10;-68,00;-340,00;0,00;0,00;0,00;3d1h;346,00 +WINJ26;29/12/2025 10:20:00;29/12/2025 10:25:00;5min;1;1;V;166.635,00;166.415,00;186.405,00;Sim;-44,00;-220,00;11;-44,00;-220,00;0,00;0,00;0,00;2d23h;302,00 +WINJ26;29/12/2025 12:10:00;29/12/2025 12:15:00;5min;1;1;V;166.185,00;166.200,00;186.405,00;No;3,00;15,00;12;3,00;15,00;0,00;0,00;0,00;1h50min;305,00 +WINJ26;29/12/2025 14:45:00;29/12/2025 14:50:00;5min;1;1;C;166.380,00;166.290,00;186.405,00;No;-18,00;-90,00;13;-18,00;-90,00;0,00;0,00;0,00;2h35min;287,00 +WINJ26;29/12/2025 17:05:00;29/12/2025 17:15:00;10min;1;1;C;166.315,00;166.345,00;186.405,00;Sim;6,00;30,00;14;6,00;30,00;0,00;0,00;0,00;2h20min;293,00 +WINJ26;30/12/2025 09:00:00;30/12/2025 09:05:00;5min;1;1;C;166.530,00;167.070,00;186.405,00;No;108,00;540,00;15;108,00;540,00;0,00;0,00;0,00;15h55min;401,00 +WINJ26;02/01/2026 11:00:00;02/01/2026 11:05:00;5min;1;1;V;166.845,00;166.705,00;186.405,00;Sim;-28,00;-140,00;16;-28,00;-140,00;0,00;0,00;0,00;3d2h;373,00 +WINJ26;08/01/2026 14:05:00;08/01/2026 14:20:00;15min;1;1;C;168.110,00;168.030,00;186.405,00;No;-16,00;-80,00;17;-16,00;-80,00;0,00;0,00;0,00;6d3h;357,00 +WINJ26;12/01/2026 12:25:00;12/01/2026 12:30:00;5min;1;1;C;168.815,00;168.635,00;186.405,00;No;-36,00;-180,00;18;-36,00;-180,00;0,00;0,00;0,00;3d22h;321,00 +WINJ26;14/01/2026 09:25:00;14/01/2026 09:40:00;15min;1;1;C;167.920,00;168.050,00;186.405,00;Sim;26,00;130,00;19;26,00;130,00;0,00;0,00;0,00;1d21h;347,00 +WINJ26;19/01/2026 13:15:00;19/01/2026 13:20:00;5min;1;1;C;170.030,00;169.995,00;186.405,00;No;-7,00;-35,00;20;-7,00;-35,00;0,00;0,00;0,00;5d3h;340,00 +WINJ26;19/01/2026 17:30:00;19/01/2026 17:35:00;5min;1;1;C;169.755,00;169.765,00;186.405,00;Sim;2,00;10,00;21;2,00;10,00;0,00;0,00;0,00;4h15min;342,00 +WINJ26;20/01/2026 11:25:00;20/01/2026 11:30:00;5min;1;1;C;169.585,00;169.330,00;186.405,00;Sim;-51,00;-255,00;22;-51,00;-255,00;0,00;0,00;0,00;17h55min;291,00 +WINJ26;20/01/2026 11:35:00;20/01/2026 11:40:00;5min;1;1;C;169.970,00;170.495,00;186.405,00;No;105,00;525,00;23;105,00;525,00;0,00;0,00;0,00;10min;396,00 +WINJ26;26/01/2026 16:20:00;26/01/2026 16:25:00;5min;1;1;V;183.140,00;182.975,00;186.405,00;Sim;-33,00;-165,00;24;-33,00;-165,00;0,00;0,00;0,00;6d4h;363,00 +WINJ26;02/02/2026 10:35:00;02/02/2026 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17:30:00;5min;1;1;V;186.370,00;186.740,00;186.405,00;Sim;74,00;370,00;31;74,00;370,00;0,00;0,00;0,00;3h;469,00 +WINJ26;06/02/2026 09:05:00;06/02/2026 09:10:00;5min;1;1;C;188.150,00;187.680,00;186.405,00;No;-94,00;-470,00;32;-94,00;-470,00;0,00;0,00;0,00;15h40min;375,00 +WINJ26;06/02/2026 13:20:00;06/02/2026 13:30:00;10min;1;1;C;186.870,00;186.770,00;186.405,00;Sim;-20,00;-100,00;33;-20,00;-100,00;0,00;0,00;0,00;4h15min;355,00 +WINJ26;06/02/2026 17:05:00;06/02/2026 17:25:00;20min;1;1;C;186.960,00;187.210,00;186.405,00;No;50,00;250,00;34;50,00;250,00;0,00;0,00;0,00;3h45min;405,00 +WINJ26;09/02/2026 09:00:00;09/02/2026 09:10:00;10min;1;1;C;187.805,00;187.655,00;186.405,00;No;-30,00;-150,00;35;-30,00;-150,00;0,00;0,00;0,00;2d15h;375,00 +WINJ26;12/02/2026 13:20:00;12/02/2026 13:25:00;5min;1;1;V;192.615,00;192.680,00;186.405,00;Sim;13,00;65,00;36;13,00;65,00;0,00;0,00;0,00;3d4h;388,00 +WINJ26;18/02/2026 13:05:00;18/02/2026 13:10:00;5min;1;1;C;191.525,00;190.960,00;186.405,00;No;-113,00;-565,00;37;-113,00;-565,00;0,00;0,00;0,00;5d23h;275,00 +WINJ26;18/02/2026 18:00:00;19/02/2026 09:05:00;15h5min;1;1;C;189.910,00;190.075,00;186.405,00;Sim;33,00;165,00;38;33,00;165,00;0,00;0,00;0,00;4h55min;308,00 +WINJ26;20/02/2026 10:35:00;20/02/2026 10:40:00;5min;1;1;V;190.755,00;190.510,00;186.405,00;No;-49,00;-245,00;39;-49,00;-245,00;0,00;0,00;0,00;1d16h;259,00 +WINJ26;24/02/2026 09:05:00;24/02/2026 09:10:00;5min;1;1;C;193.070,00;193.360,00;186.405,00;No;58,00;290,00;40;58,00;290,00;0,00;0,00;0,00;3d22h;317,00 +WINJ26;25/02/2026 12:35:00;25/02/2026 12:40:00;5min;1;1;V;194.255,00;194.110,00;186.405,00;Sim;-29,00;-145,00;41;-29,00;-145,00;0,00;0,00;0,00;1d3h;288,00 +WINJ26;26/02/2026 17:05:00;26/02/2026 17:30:00;25min;1;1;C;194.355,00;194.300,00;186.405,00;No;-11,00;-55,00;42;-11,00;-55,00;0,00;0,00;0,00;1d4h;277,00 +WINJ26;27/02/2026 09:05:00;27/02/2026 09:15:00;10min;1;1;V;193.035,00;192.490,00;186.405,00;No;-109,00;-545,00;43;-109,00;-545,00;0,00;0,00;0,00;16h;168,00 +WINJ26;27/02/2026 11:35:00;27/02/2026 11:40:00;5min;1;1;C;194.020,00;193.645,00;186.405,00;Sim;-75,00;-375,00;44;-75,00;-375,00;0,00;0,00;0,00;2h30min;93,00 +WINJ26;02/03/2026 15:40:00;02/03/2026 15:45:00;5min;1;1;C;192.290,00;192.095,00;186.405,00;Sim;-39,00;-195,00;45;-39,00;-195,00;0,00;0,00;0,00;3d4h;54,00 +WINJ26;03/03/2026 09:05:00;03/03/2026 09:10:00;5min;1;1;V;187.275,00;187.900,00;186.405,00;No;125,00;625,00;46;125,00;625,00;0,00;0,00;0,00;17h25min;179,00 +WINJ26;04/03/2026 10:00:00;04/03/2026 10:15:00;15min;1;1;C;188.365,00;188.955,00;186.405,00;Sim;118,00;590,00;47;118,00;590,00;0,00;0,00;0,00;1d;297,00 +WINJ26;04/03/2026 14:00:00;04/03/2026 14:10:00;10min;1;1;C;187.255,00;187.445,00;186.405,00;Sim;38,00;190,00;48;38,00;190,00;0,00;0,00;0,00;4h;335,00 diff --git a/automacao_backtests/MEDIAS_20_50_200/resultadosAprovadosPorTimeframe/robos_medias_v28_romp20060.csv b/automacao_backtests/MEDIAS_20_50_200/resultadosAprovadosPorTimeframe/robos_medias_v28_romp20060.csv new file mode 100644 index 0000000..43d3626 --- /dev/null +++ b/automacao_backtests/MEDIAS_20_50_200/resultadosAprovadosPorTimeframe/robos_medias_v28_romp20060.csv @@ -0,0 +1,11 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 05/03/2025 +Data Final: 05/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;20/10/2025 13:00:00;20/10/2025 14:00:00;1h;1;1;C;153.680,00;153.570,00;186.375,00;No;-22,00;-110,00;1;-22,00;-110,00;0,00;0,00;0,00; - ;-22,00 +WINJ26;23/10/2025 09:00:00;23/10/2025 10:00:00;1h;1;1;C;154.500,00;154.795,00;186.375,00;No;59,00;295,00;2;59,00;295,00;0,00;0,00;0,00;2d20h;37,00 +WINJ26;09/12/2025 10:00:00;09/12/2025 11:00:00;1h;1;1;V;163.150,00;164.050,00;186.375,00;No;180,00;900,00;3;180,00;900,00;0,00;0,00;0,00;1m16d1h;217,00 +WINJ26;16/12/2025 18:00:00;17/12/2025 09:00:00;15h;1;1;V;164.410,00;165.400,00;186.375,00;Sim;198,00;990,00;4;198,00;990,00;0,00;0,00;0,00;7d8h;415,00 +WINJ26;03/03/2026 10:00:00;03/03/2026 11:00:00;1h;1;1;V;185.610,00;187.265,00;186.375,00;Sim;331,00;1.655,00;5;331,00;1.655,00;0,00;0,00;0,00;2m14d16h;746,00 diff --git a/automacao_backtests/MEDIAS_20_50_200/resultadosAprovadosPorTimeframe/robos_medias_v30_romp2001.csv b/automacao_backtests/MEDIAS_20_50_200/resultadosAprovadosPorTimeframe/robos_medias_v30_romp2001.csv new file mode 100644 index 0000000..ac841b6 --- /dev/null +++ b/automacao_backtests/MEDIAS_20_50_200/resultadosAprovadosPorTimeframe/robos_medias_v30_romp2001.csv @@ -0,0 +1,85 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 05/03/2025 +Data Final: 05/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;03/02/2026 13:30:00;03/02/2026 13:31:00;1min;1;1;V;190.800,00;190.815,00;186.120,00;No;3,00;15,00;1;3,00;15,00;0,00;0,00;0,00; - ;3,00 +WINJ26;03/02/2026 13:51:00;03/02/2026 13:52:00;1min;1;1;V;190.970,00;190.890,00;186.120,00;Sim;-16,00;-80,00;2;-16,00;-80,00;0,00;0,00;0,00;21min;-13,00 +WINJ26;03/02/2026 16:40:00;03/02/2026 16:47:00;7min;1;1;C;190.150,00;190.160,00;186.120,00;No;2,00;10,00;3;2,00;10,00;0,00;0,00;0,00;2h49min;-11,00 +WINJ26;03/02/2026 17:07:00;03/02/2026 17:08:00;1min;1;1;C;190.090,00;189.980,00;186.120,00;Sim;-22,00;-110,00;4;-22,00;-110,00;0,00;0,00;0,00;27min;-33,00 +WINJ26;03/02/2026 17:10:00;03/02/2026 17:11:00;1min;1;1;C;190.135,00;190.030,00;186.120,00;No;-21,00;-105,00;5;-21,00;-105,00;0,00;0,00;0,00;3min;-54,00 +WINJ26;04/02/2026 09:05:00;04/02/2026 09:11:00;6min;1;1;V;189.495,00;189.700,00;186.120,00;No;41,00;205,00;6;41,00;205,00;0,00;0,00;0,00;15h55min;-13,00 +WINJ26;04/02/2026 17:01:00;04/02/2026 17:06:00;5min;1;1;C;185.590,00;185.735,00;186.120,00;Sim;29,00;145,00;7;29,00;145,00;0,00;0,00;0,00;7h56min;16,00 +WINJ26;05/02/2026 12:13:00;05/02/2026 12:14:00;1min;1;1;V;186.825,00;186.770,00;186.120,00;No;-11,00;-55,00;8;-11,00;-55,00;0,00;0,00;0,00;19h12min;5,00 +WINJ26;05/02/2026 12:45:00;05/02/2026 12:46:00;1min;1;1;C;187.085,00;186.925,00;186.120,00;No;-32,00;-160,00;9;-32,00;-160,00;0,00;0,00;0,00;32min;-27,00 +WINJ26;05/02/2026 14:24:00;05/02/2026 14:25:00;1min;1;1;C;187.315,00;187.545,00;186.120,00;No;46,00;230,00;10;46,00;230,00;0,00;0,00;0,00;1h39min;19,00 +WINJ26;05/02/2026 16:41:00;05/02/2026 16:44:00;3min;1;1;V;187.290,00;187.410,00;186.120,00;Sim;24,00;120,00;11;24,00;120,00;0,00;0,00;0,00;2h17min;43,00 +WINJ26;06/02/2026 09:01:00;06/02/2026 09:03:00;2min;1;1;C;187.780,00;187.900,00;186.120,00;No;24,00;120,00;12;24,00;120,00;0,00;0,00;0,00;16h20min;67,00 +WINJ26;06/02/2026 13:10:00;06/02/2026 13:11:00;1min;1;1;C;186.540,00;186.565,00;186.120,00;Sim;5,00;25,00;13;5,00;25,00;0,00;0,00;0,00;4h9min;72,00 +WINJ26;06/02/2026 15:06:00;06/02/2026 15:07:00;1min;1;1;V;186.630,00;186.660,00;186.120,00;No;6,00;30,00;14;6,00;30,00;0,00;0,00;0,00;1h56min;78,00 +WINJ26;06/02/2026 15:08:00;06/02/2026 15:11:00;3min;1;1;V;186.590,00;186.690,00;186.120,00;Sim;20,00;100,00;15;20,00;100,00;0,00;0,00;0,00;2min;98,00 +WINJ26;06/02/2026 15:12:00;06/02/2026 15:15:00;3min;1;1;V;186.620,00;186.615,00;186.120,00;No;-1,00;-5,00;16;-1,00;-5,00;0,00;0,00;0,00;4min;97,00 +WINJ26;06/02/2026 17:03:00;06/02/2026 17:06:00;3min;1;1;C;186.815,00;187.060,00;186.120,00;No;49,00;245,00;17;49,00;245,00;0,00;0,00;0,00;1h51min;146,00 +WINJ26;09/02/2026 10:24:00;09/02/2026 10:25:00;1min;1;1;V;187.630,00;187.330,00;186.120,00;Sim;-60,00;-300,00;18;-60,00;-300,00;0,00;0,00;0,00;2d17h;86,00 +WINJ26;09/02/2026 11:18:00;09/02/2026 11:19:00;1min;1;1;V;187.600,00;187.580,00;186.120,00;Sim;-4,00;-20,00;19;-4,00;-20,00;0,00;0,00;0,00;54min;82,00 +WINJ26;09/02/2026 12:55:00;09/02/2026 12:56:00;1min;1;1;V;187.975,00;187.900,00;186.120,00;Sim;-15,00;-75,00;20;-15,00;-75,00;0,00;0,00;0,00;1h37min;67,00 +WINJ26;09/02/2026 12:58:00;09/02/2026 12:59:00;1min;1;1;V;187.900,00;187.865,00;186.120,00;No;-7,00;-35,00;21;-7,00;-35,00;0,00;0,00;0,00;3min;60,00 +WINJ26;09/02/2026 13:08:00;09/02/2026 13:09:00;1min;1;1;V;187.940,00;187.805,00;186.120,00;No;-27,00;-135,00;22;-27,00;-135,00;0,00;0,00;0,00;10min;33,00 +WINJ26;10/02/2026 11:16:00;10/02/2026 11:19:00;3min;1;1;C;190.020,00;190.170,00;186.120,00;No;30,00;150,00;23;30,00;150,00;0,00;0,00;0,00;22h8min;63,00 +WINJ26;10/02/2026 14:05:00;10/02/2026 14:06:00;1min;1;1;V;190.355,00;190.290,00;186.120,00;Sim;-13,00;-65,00;24;-13,00;-65,00;0,00;0,00;0,00;2h49min;50,00 +WINJ26;10/02/2026 14:19:00;10/02/2026 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09:28:00;2min;1;1;C;188.235,00;188.040,00;186.120,00;No;-39,00;-195,00;79;-39,00;-195,00;0,00;0,00;0,00;15h25min;147,00 diff --git a/automacao_backtests/MEDIAS_20_50_200/resultadosAprovadosPorTimeframe/robos_medias_v30_romp200100.csv b/automacao_backtests/MEDIAS_20_50_200/resultadosAprovadosPorTimeframe/robos_medias_v30_romp200100.csv new file mode 100644 index 0000000..b022c6e --- /dev/null +++ b/automacao_backtests/MEDIAS_20_50_200/resultadosAprovadosPorTimeframe/robos_medias_v30_romp200100.csv @@ -0,0 +1,8 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 05/03/2025 +Data Final: 05/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;17/12/2025 10:40:00;17/12/2025 12:20:00;1h40min;1;1;V;163.790,00;163.165,00;186.120,00;No;-125,00;-625,00;1;-125,00;-625,00;0,00;0,00;0,00; - ;-125,00 +WINJ26;03/03/2026 12:20:00;03/03/2026 14:00:00;1h40min;1;1;V;185.590,00;183.675,00;186.120,00;Sim;-383,00;-1.915,00;2;-383,00;-1.915,00;0,00;0,00;0,00;2m14d1h;-508,00 diff --git a/automacao_backtests/MEDIAS_20_50_200/resultadosAprovadosPorTimeframe/robos_medias_v30_romp20015.csv b/automacao_backtests/MEDIAS_20_50_200/resultadosAprovadosPorTimeframe/robos_medias_v30_romp20015.csv new file mode 100644 index 0000000..681f97b --- /dev/null +++ b/automacao_backtests/MEDIAS_20_50_200/resultadosAprovadosPorTimeframe/robos_medias_v30_romp20015.csv @@ -0,0 +1,24 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 05/03/2025 +Data Final: 05/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;02/10/2025 11:15:00;02/10/2025 11:45:00;30min;1;1;V;153.850,00;154.300,00;186.245,00;No;90,00;450,00;1;90,00;450,00;0,00;0,00;0,00; - ;90,00 +WINJ26;26/11/2025 10:30:00;26/11/2025 10:45:00;15min;1;1;C;164.900,00;165.250,00;186.245,00;No;70,00;350,00;2;70,00;350,00;0,00;0,00;0,00;1m23d23h;160,00 +WINJ26;12/12/2025 10:45:00;12/12/2025 11:00:00;15min;1;1;C;167.610,00;167.925,00;186.245,00;No;63,00;315,00;3;63,00;315,00;0,00;0,00;0,00;16d;223,00 +WINJ26;16/12/2025 09:15:00;16/12/2025 09:30:00;15min;1;1;V;166.840,00;166.960,00;186.245,00;Sim;24,00;120,00;4;24,00;120,00;0,00;0,00;0,00;3d22h;247,00 +WINJ26;23/12/2025 09:45:00;23/12/2025 10:00:00;15min;1;1;C;165.300,00;165.025,00;186.245,00;Sim;-55,00;-275,00;5;-55,00;-275,00;0,00;0,00;0,00;7d;192,00 +WINJ26;23/12/2025 10:15:00;23/12/2025 10:45:00;30min;1;1;C;165.455,00;165.375,00;186.245,00;No;-16,00;-80,00;6;-16,00;-80,00;0,00;0,00;0,00;30min;176,00 +WINJ26;05/01/2026 12:30:00;05/01/2026 13:15:00;45min;1;1;C;166.940,00;167.100,00;186.245,00;No;32,00;160,00;7;32,00;160,00;0,00;0,00;0,00;13d2h;208,00 +WINJ26;12/01/2026 10:45:00;12/01/2026 11:30:00;45min;1;1;V;168.150,00;168.000,00;186.245,00;Sim;-30,00;-150,00;8;-30,00;-150,00;0,00;0,00;0,00;6d22h;178,00 +WINJ26;12/01/2026 17:30:00;12/01/2026 18:15:00;45min;1;1;V;168.505,00;168.420,00;186.245,00;Sim;-17,00;-85,00;9;-17,00;-85,00;0,00;0,00;0,00;6h45min;161,00 +WINJ26;20/01/2026 09:15:00;20/01/2026 09:45:00;30min;1;1;V;168.500,00;168.485,00;186.245,00;Sim;-3,00;-15,00;10;-3,00;-15,00;0,00;0,00;0,00;7d15h;158,00 +WINJ26;02/02/2026 10:30:00;02/02/2026 10:45:00;15min;1;1;C;187.055,00;187.325,00;186.245,00;No;54,00;270,00;11;54,00;270,00;0,00;0,00;0,00;13d1h;212,00 +WINJ26;02/02/2026 18:00:00;02/02/2026 18:15:00;15min;1;1;C;187.580,00;187.600,00;186.245,00;No;4,00;20,00;12;4,00;20,00;0,00;0,00;0,00;7h30min;216,00 +WINJ26;03/02/2026 09:15:00;03/02/2026 09:30:00;15min;1;1;C;188.970,00;189.050,00;186.245,00;No;16,00;80,00;13;16,00;80,00;0,00;0,00;0,00;15h15min;232,00 +WINJ26;05/02/2026 11:45:00;05/02/2026 12:00:00;15min;1;1;C;188.290,00;187.535,00;186.245,00;Sim;-151,00;-755,00;14;-151,00;-755,00;0,00;0,00;0,00;2d2h;81,00 +WINJ26;09/02/2026 09:00:00;09/02/2026 09:15:00;15min;1;1;C;187.805,00;187.650,00;186.245,00;Sim;-31,00;-155,00;15;-31,00;-155,00;0,00;0,00;0,00;3d21h;50,00 +WINJ26;13/02/2026 09:15:00;13/02/2026 09:30:00;15min;1;1;V;189.255,00;189.785,00;186.245,00;Sim;106,00;530,00;16;106,00;530,00;0,00;0,00;0,00;4d;156,00 +WINJ26;19/02/2026 12:15:00;19/02/2026 12:45:00;30min;1;1;C;191.340,00;191.920,00;186.245,00;No;116,00;580,00;17;116,00;580,00;0,00;0,00;0,00;6d3h;272,00 +WINJ26;26/02/2026 12:15:00;26/02/2026 12:30:00;15min;1;1;V;192.665,00;193.005,00;186.245,00;Sim;68,00;340,00;18;68,00;340,00;0,00;0,00;0,00;7d;340,00 diff --git a/automacao_backtests/MEDIAS_20_50_200/resultadosAprovadosPorTimeframe/robos_medias_v30_romp2005.csv b/automacao_backtests/MEDIAS_20_50_200/resultadosAprovadosPorTimeframe/robos_medias_v30_romp2005.csv new file mode 100644 index 0000000..b5ae503 --- /dev/null +++ b/automacao_backtests/MEDIAS_20_50_200/resultadosAprovadosPorTimeframe/robos_medias_v30_romp2005.csv @@ -0,0 +1,51 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 05/03/2025 +Data Final: 05/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;01/10/2025 12:15:00;01/10/2025 15:45:00;3h30min;1;1;V;155.450,00;155.450,00;186.115,00;No;0;0;1;0;0;0,00;0,00;0,00; - ;0,00 +WINJ26;20/10/2025 10:45:00;20/10/2025 10:50:00;5min;1;1;C;152.550,00;152.685,00;186.115,00;No;27,00;135,00;2;27,00;135,00;0,00;0,00;0,00;18d22h;27,00 +WINJ26;20/10/2025 10:55:00;20/10/2025 11:00:00;5min;1;1;C;153.000,00;153.160,00;186.115,00;No;32,00;160,00;3;32,00;160,00;0,00;0,00;0,00;10min;59,00 +WINJ26;18/11/2025 09:05:00;18/11/2025 09:30:00;25min;1;1;V;163.750,00;164.410,00;186.115,00;Sim;132,00;660,00;4;132,00;660,00;0,00;0,00;0,00;1m22h;191,00 +WINJ26;26/11/2025 09:30:00;26/11/2025 09:50:00;20min;1;1;C;164.100,00;164.200,00;186.115,00;No;20,00;100,00;5;20,00;100,00;0,00;0,00;0,00;8d;211,00 +WINJ26;05/12/2025 14:55:00;05/12/2025 15:35:00;40min;1;1;V;166.265,00;167.225,00;186.115,00;Sim;192,00;960,00;6;192,00;960,00;0,00;0,00;0,00;9d5h;403,00 +WINJ26;12/12/2025 10:20:00;12/12/2025 10:40:00;20min;1;1;C;167.050,00;167.300,00;186.115,00;No;50,00;250,00;7;50,00;250,00;0,00;0,00;0,00;6d19h;453,00 +WINJ26;18/12/2025 16:45:00;18/12/2025 17:00:00;15min;1;1;V;164.205,00;164.300,00;186.115,00;No;19,00;95,00;8;19,00;95,00;0,00;0,00;0,00;6d6h;472,00 +WINJ26;23/12/2025 09:15:00;23/12/2025 09:30:00;15min;1;1;C;164.800,00;164.900,00;186.115,00;Sim;20,00;100,00;9;20,00;100,00;0,00;0,00;0,00;4d16h;492,00 +WINJ26;26/12/2025 10:25:00;26/12/2025 10:30:00;5min;1;1;V;165.750,00;165.410,00;186.115,00;Sim;-68,00;-340,00;10;-68,00;-340,00;0,00;0,00;0,00;3d1h;424,00 +WINJ26;29/12/2025 10:20:00;29/12/2025 10:25:00;5min;1;1;V;166.635,00;166.415,00;186.115,00;Sim;-44,00;-220,00;11;-44,00;-220,00;0,00;0,00;0,00;2d23h;380,00 +WINJ26;29/12/2025 12:10:00;29/12/2025 12:15:00;5min;1;1;V;166.185,00;166.200,00;186.115,00;No;3,00;15,00;12;3,00;15,00;0,00;0,00;0,00;1h50min;383,00 +WINJ26;29/12/2025 14:45:00;29/12/2025 14:50:00;5min;1;1;C;166.380,00;166.290,00;186.115,00;No;-18,00;-90,00;13;-18,00;-90,00;0,00;0,00;0,00;2h35min;365,00 +WINJ26;29/12/2025 17:05:00;29/12/2025 17:15:00;10min;1;1;C;166.315,00;166.345,00;186.115,00;Sim;6,00;30,00;14;6,00;30,00;0,00;0,00;0,00;2h20min;371,00 +WINJ26;30/12/2025 09:00:00;30/12/2025 09:05:00;5min;1;1;C;166.530,00;167.070,00;186.115,00;No;108,00;540,00;15;108,00;540,00;0,00;0,00;0,00;15h55min;479,00 +WINJ26;02/01/2026 11:00:00;02/01/2026 11:15:00;15min;1;1;V;167.135,00;166.705,00;186.115,00;Sim;-86,00;-430,00;16;-86,00;-430,00;0,00;0,00;0,00;3d2h;393,00 +WINJ26;08/01/2026 14:05:00;08/01/2026 14:20:00;15min;1;1;C;168.110,00;168.030,00;186.115,00;No;-16,00;-80,00;17;-16,00;-80,00;0,00;0,00;0,00;6d3h;377,00 +WINJ26;12/01/2026 12:25:00;12/01/2026 12:30:00;5min;1;1;C;168.815,00;168.635,00;186.115,00;No;-36,00;-180,00;18;-36,00;-180,00;0,00;0,00;0,00;3d22h;341,00 +WINJ26;14/01/2026 09:25:00;14/01/2026 09:40:00;15min;1;1;C;167.920,00;168.050,00;186.115,00;Sim;26,00;130,00;19;26,00;130,00;0,00;0,00;0,00;1d21h;367,00 +WINJ26;19/01/2026 17:30:00;19/01/2026 17:35:00;5min;1;1;C;169.755,00;169.765,00;186.115,00;No;2,00;10,00;20;2,00;10,00;0,00;0,00;0,00;5d8h;369,00 +WINJ26;20/01/2026 11:25:00;20/01/2026 11:30:00;5min;1;1;C;169.585,00;169.330,00;186.115,00;Sim;-51,00;-255,00;21;-51,00;-255,00;0,00;0,00;0,00;17h55min;318,00 +WINJ26;20/01/2026 11:35:00;20/01/2026 11:40:00;5min;1;1;C;169.970,00;170.495,00;186.115,00;No;105,00;525,00;22;105,00;525,00;0,00;0,00;0,00;10min;423,00 +WINJ26;26/01/2026 16:20:00;26/01/2026 16:25:00;5min;1;1;V;183.140,00;182.975,00;186.115,00;Sim;-33,00;-165,00;23;-33,00;-165,00;0,00;0,00;0,00;6d4h;390,00 +WINJ26;02/02/2026 10:35:00;02/02/2026 11:10:00;35min;1;1;C;187.365,00;187.205,00;186.115,00;No;-32,00;-160,00;24;-32,00;-160,00;0,00;0,00;0,00;6d18h;358,00 +WINJ26;02/02/2026 13:45:00;02/02/2026 13:55:00;10min;1;1;C;187.150,00;187.225,00;186.115,00;Sim;15,00;75,00;25;15,00;75,00;0,00;0,00;0,00;3h10min;373,00 +WINJ26;02/02/2026 17:25:00;02/02/2026 17:35:00;10min;1;1;C;186.905,00;187.110,00;186.115,00;Sim;41,00;205,00;26;41,00;205,00;0,00;0,00;0,00;3h40min;414,00 +WINJ26;05/02/2026 11:25:00;05/02/2026 11:30:00;5min;1;1;C;187.810,00;187.300,00;186.115,00;No;-102,00;-510,00;27;-102,00;-510,00;0,00;0,00;0,00;2d18h;312,00 +WINJ26;05/02/2026 11:40:00;05/02/2026 11:45:00;5min;1;1;C;187.890,00;188.290,00;186.115,00;No;80,00;400,00;28;80,00;400,00;0,00;0,00;0,00;15min;392,00 +WINJ26;05/02/2026 14:25:00;05/02/2026 14:30:00;5min;1;1;C;187.545,00;187.760,00;186.115,00;Sim;43,00;215,00;29;43,00;215,00;0,00;0,00;0,00;2h45min;435,00 +WINJ26;05/02/2026 17:25:00;05/02/2026 17:35:00;10min;1;1;V;186.445,00;186.740,00;186.115,00;Sim;59,00;295,00;30;59,00;295,00;0,00;0,00;0,00;3h;494,00 +WINJ26;06/02/2026 09:05:00;06/02/2026 09:10:00;5min;1;1;C;188.150,00;187.680,00;186.115,00;No;-94,00;-470,00;31;-94,00;-470,00;0,00;0,00;0,00;15h40min;400,00 +WINJ26;06/02/2026 13:20:00;06/02/2026 13:50:00;30min;1;1;C;186.870,00;187.120,00;186.115,00;Sim;50,00;250,00;32;50,00;250,00;0,00;0,00;0,00;4h15min;450,00 +WINJ26;06/02/2026 17:05:00;06/02/2026 17:25:00;20min;1;1;C;186.960,00;187.210,00;186.115,00;No;50,00;250,00;33;50,00;250,00;0,00;0,00;0,00;3h45min;500,00 +WINJ26;09/02/2026 09:00:00;09/02/2026 09:10:00;10min;1;1;C;187.805,00;187.655,00;186.115,00;No;-30,00;-150,00;34;-30,00;-150,00;0,00;0,00;0,00;2d15h;470,00 +WINJ26;12/02/2026 13:20:00;12/02/2026 13:40:00;20min;1;1;V;192.820,00;192.680,00;186.115,00;Sim;-28,00;-140,00;35;-28,00;-140,00;0,00;0,00;0,00;3d4h;442,00 +WINJ26;18/02/2026 13:05:00;18/02/2026 13:10:00;5min;1;1;C;191.525,00;190.960,00;186.115,00;No;-113,00;-565,00;36;-113,00;-565,00;0,00;0,00;0,00;5d23h;329,00 +WINJ26;20/02/2026 10:35:00;20/02/2026 10:40:00;5min;1;1;V;190.755,00;190.510,00;186.115,00;No;-49,00;-245,00;37;-49,00;-245,00;0,00;0,00;0,00;1d21h;280,00 +WINJ26;25/02/2026 12:35:00;25/02/2026 12:40:00;5min;1;1;V;194.255,00;194.110,00;186.115,00;Sim;-29,00;-145,00;38;-29,00;-145,00;0,00;0,00;0,00;5d2h;251,00 +WINJ26;26/02/2026 17:05:00;26/02/2026 17:35:00;30min;1;1;C;194.355,00;194.435,00;186.115,00;No;16,00;80,00;39;16,00;80,00;0,00;0,00;0,00;1d4h;267,00 +WINJ26;27/02/2026 09:05:00;27/02/2026 09:15:00;10min;1;1;V;193.035,00;192.490,00;186.115,00;No;-109,00;-545,00;40;-109,00;-545,00;0,00;0,00;0,00;16h;158,00 +WINJ26;27/02/2026 11:35:00;27/02/2026 11:40:00;5min;1;1;C;194.020,00;193.645,00;186.115,00;Sim;-75,00;-375,00;41;-75,00;-375,00;0,00;0,00;0,00;2h30min;83,00 +WINJ26;02/03/2026 15:40:00;02/03/2026 15:45:00;5min;1;1;C;192.290,00;192.095,00;186.115,00;Sim;-39,00;-195,00;42;-39,00;-195,00;0,00;0,00;0,00;3d4h;44,00 +WINJ26;03/03/2026 09:05:00;03/03/2026 09:10:00;5min;1;1;V;187.275,00;187.900,00;186.115,00;No;125,00;625,00;43;125,00;625,00;0,00;0,00;0,00;17h25min;169,00 +WINJ26;04/03/2026 10:00:00;04/03/2026 10:15:00;15min;1;1;C;188.365,00;188.955,00;186.115,00;Sim;118,00;590,00;44;118,00;590,00;0,00;0,00;0,00;1d;287,00 +WINJ26;04/03/2026 14:00:00;04/03/2026 14:15:00;15min;1;1;C;187.255,00;187.585,00;186.115,00;Sim;66,00;330,00;45;66,00;330,00;0,00;0,00;0,00;4h;353,00 diff --git a/automacao_backtests/MEDIAS_20_50_200/resultadosAprovadosPorTimeframe/robos_medias_v48_hibrido100.csv b/automacao_backtests/MEDIAS_20_50_200/resultadosAprovadosPorTimeframe/robos_medias_v48_hibrido100.csv new file mode 100644 index 0000000..1b916d9 --- /dev/null +++ b/automacao_backtests/MEDIAS_20_50_200/resultadosAprovadosPorTimeframe/robos_medias_v48_hibrido100.csv @@ -0,0 +1,11 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 05/03/2025 +Data Final: 05/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;30/09/2025 10:40:00;30/09/2025 12:20:00;1h40min;1;1;C;156.725,00;155.875,00;186.170,00;No;-170,00;-850,00;1;-170,00;-850,00;0,00;0,00;0,00; - ;-170,00 +WINJ26;22/10/2025 10:40:00;22/10/2025 12:20:00;1h40min;1;1;C;153.000,00;153.250,00;186.170,00;Sim;50,00;250,00;2;50,00;250,00;0,00;0,00;0,00;22d;-120,00 +WINJ26;17/12/2025 10:40:00;17/12/2025 12:20:00;1h40min;1;1;V;163.790,00;163.165,00;186.170,00;No;-125,00;-625,00;3;-125,00;-625,00;0,00;0,00;0,00;1m25d;-245,00 +WINJ26;20/02/2026 15:40:00;20/02/2026 17:20:00;1h40min;1;1;C;193.160,00;194.325,00;186.170,00;No;233,00;1.165,00;4;233,00;1.165,00;0,00;0,00;0,00;2m3d5h;-12,00 +WINJ26;03/03/2026 12:20:00;03/03/2026 14:00:00;1h40min;1;1;V;185.590,00;183.675,00;186.170,00;Sim;-383,00;-1.915,00;5;-383,00;-1.915,00;0,00;0,00;0,00;10d20h;-395,00 diff --git a/automacao_backtests/MEDIAS_20_50_200/resultadosAprovadosPorTimeframe/robos_medias_v48_hibrido15.csv b/automacao_backtests/MEDIAS_20_50_200/resultadosAprovadosPorTimeframe/robos_medias_v48_hibrido15.csv new file mode 100644 index 0000000..d085e11 --- /dev/null +++ b/automacao_backtests/MEDIAS_20_50_200/resultadosAprovadosPorTimeframe/robos_medias_v48_hibrido15.csv @@ -0,0 +1,41 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 05/03/2025 +Data Final: 05/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;22/09/2025 15:30:00;22/09/2025 15:45:00;15min;1;1;C;155.640,00;155.620,00;186.320,00;No;-4,00;-20,00;1;-4,00;-20,00;0,00;0,00;0,00; - ;-4,00 +WINJ26;02/10/2025 11:15:00;02/10/2025 11:45:00;30min;1;1;V;153.850,00;154.300,00;186.320,00;No;90,00;450,00;2;90,00;450,00;0,00;0,00;0,00;9d19h;86,00 +WINJ26;14/10/2025 18:15:00;15/10/2025 09:15:00;15h;1;1;V;150.600,00;150.950,00;186.320,00;No;70,00;350,00;3;70,00;350,00;0,00;0,00;0,00;12d7h;156,00 +WINJ26;04/11/2025 10:45:00;04/11/2025 11:30:00;45min;1;1;C;158.620,00;158.650,00;186.320,00;No;6,00;30,00;4;6,00;30,00;0,00;0,00;0,00;20d16h;162,00 +WINJ26;26/11/2025 10:30:00;26/11/2025 10:45:00;15min;1;1;C;164.900,00;165.250,00;186.320,00;No;70,00;350,00;5;70,00;350,00;0,00;0,00;0,00;21d23h;232,00 +WINJ26;02/12/2025 10:15:00;02/12/2025 10:45:00;30min;1;1;C;166.650,00;167.050,00;186.320,00;No;80,00;400,00;6;80,00;400,00;0,00;0,00;0,00;5d23h;312,00 +WINJ26;05/12/2025 15:45:00;05/12/2025 16:00:00;15min;1;1;V;165.005,00;166.530,00;186.320,00;Sim;305,00;1.525,00;7;305,00;1.525,00;0,00;0,00;0,00;3d5h;617,00 +WINJ26;12/12/2025 10:45:00;12/12/2025 11:00:00;15min;1;1;C;167.610,00;167.925,00;186.320,00;No;63,00;315,00;8;63,00;315,00;0,00;0,00;0,00;6d19h;680,00 +WINJ26;16/12/2025 09:15:00;16/12/2025 09:30:00;15min;1;1;V;166.840,00;166.960,00;186.320,00;Sim;24,00;120,00;9;24,00;120,00;0,00;0,00;0,00;3d22h;704,00 +WINJ26;19/12/2025 12:00:00;19/12/2025 12:15:00;15min;1;1;C;165.800,00;165.550,00;186.320,00;Sim;-50,00;-250,00;10;-50,00;-250,00;0,00;0,00;0,00;3d2h;654,00 +WINJ26;23/12/2025 09:45:00;23/12/2025 10:00:00;15min;1;1;C;165.300,00;165.025,00;186.320,00;Sim;-55,00;-275,00;11;-55,00;-275,00;0,00;0,00;0,00;3d21h;599,00 +WINJ26;23/12/2025 10:15:00;23/12/2025 10:45:00;30min;1;1;C;165.455,00;165.375,00;186.320,00;No;-16,00;-80,00;12;-16,00;-80,00;0,00;0,00;0,00;30min;583,00 +WINJ26;23/12/2025 18:00:00;26/12/2025 09:00:00;2d15h;1;1;C;166.590,00;166.295,00;186.320,00;No;-59,00;-295,00;13;-59,00;-295,00;0,00;0,00;0,00;7h45min;524,00 +WINJ26;26/12/2025 14:45:00;26/12/2025 15:15:00;30min;1;1;C;166.490,00;166.500,00;186.320,00;Sim;2,00;10,00;14;2,00;10,00;0,00;0,00;0,00;2d20h;526,00 +WINJ26;30/12/2025 12:45:00;30/12/2025 13:45:00;1h;1;1;C;167.440,00;167.760,00;186.320,00;No;64,00;320,00;15;64,00;320,00;0,00;0,00;0,00;3d22h;590,00 +WINJ26;05/01/2026 12:30:00;05/01/2026 13:00:00;30min;1;1;C;166.940,00;167.270,00;186.320,00;Sim;66,00;330,00;16;66,00;330,00;0,00;0,00;0,00;5d23h;656,00 +WINJ26;06/01/2026 09:00:00;06/01/2026 09:15:00;15min;1;1;C;167.640,00;168.365,00;186.320,00;No;145,00;725,00;17;145,00;725,00;0,00;0,00;0,00;20h30min;801,00 +WINJ26;08/01/2026 13:30:00;08/01/2026 14:30:00;1h;1;1;C;167.950,00;167.940,00;186.320,00;No;-2,00;-10,00;18;-2,00;-10,00;0,00;0,00;0,00;2d4h;799,00 +WINJ26;12/01/2026 10:45:00;12/01/2026 11:15:00;30min;1;1;V;167.890,00;168.000,00;186.320,00;Sim;22,00;110,00;19;22,00;110,00;0,00;0,00;0,00;3d21h;821,00 +WINJ26;12/01/2026 17:30:00;12/01/2026 17:45:00;15min;1;1;V;168.400,00;168.420,00;186.320,00;Sim;4,00;20,00;20;4,00;20,00;0,00;0,00;0,00;6h45min;825,00 +WINJ26;13/01/2026 16:00:00;13/01/2026 16:45:00;45min;1;1;V;167.245,00;167.235,00;186.320,00;No;-2,00;-10,00;21;-2,00;-10,00;0,00;0,00;0,00;22h30min;823,00 +WINJ26;14/01/2026 10:00:00;14/01/2026 10:30:00;30min;1;1;C;168.200,00;168.460,00;186.320,00;No;52,00;260,00;22;52,00;260,00;0,00;0,00;0,00;18h;875,00 +WINJ26;19/01/2026 16:30:00;19/01/2026 16:45:00;15min;1;1;C;169.690,00;169.650,00;186.320,00;No;-8,00;-40,00;23;-8,00;-40,00;0,00;0,00;0,00;5d6h;867,00 +WINJ26;20/01/2026 09:15:00;20/01/2026 09:45:00;30min;1;1;V;168.500,00;168.485,00;186.320,00;Sim;-3,00;-15,00;24;-3,00;-15,00;0,00;0,00;0,00;16h45min;864,00 +WINJ26;29/01/2026 11:45:00;29/01/2026 12:00:00;15min;1;1;C;191.235,00;189.110,00;186.320,00;No;-425,00;-2.125,00;25;-425,00;-2.125,00;0,00;0,00;0,00;9d2h;439,00 +WINJ26;02/02/2026 10:30:00;02/02/2026 10:45:00;15min;1;1;C;187.055,00;187.325,00;186.320,00;Sim;54,00;270,00;26;54,00;270,00;0,00;0,00;0,00;3d22h;493,00 +WINJ26;02/02/2026 18:00:00;02/02/2026 18:15:00;15min;1;1;C;187.580,00;187.600,00;186.320,00;No;4,00;20,00;27;4,00;20,00;0,00;0,00;0,00;7h30min;497,00 +WINJ26;03/02/2026 09:15:00;03/02/2026 09:30:00;15min;1;1;C;188.970,00;189.050,00;186.320,00;No;16,00;80,00;28;16,00;80,00;0,00;0,00;0,00;15h15min;513,00 +WINJ26;05/02/2026 11:45:00;05/02/2026 12:00:00;15min;1;1;C;188.290,00;187.535,00;186.320,00;Sim;-151,00;-755,00;29;-151,00;-755,00;0,00;0,00;0,00;2d2h;362,00 +WINJ26;09/02/2026 09:00:00;09/02/2026 09:15:00;15min;1;1;C;187.805,00;187.650,00;186.320,00;Sim;-31,00;-155,00;30;-31,00;-155,00;0,00;0,00;0,00;3d21h;331,00 +WINJ26;11/02/2026 16:15:00;11/02/2026 16:30:00;15min;1;1;C;194.185,00;194.535,00;186.320,00;No;70,00;350,00;31;70,00;350,00;0,00;0,00;0,00;2d7h;401,00 +WINJ26;13/02/2026 09:15:00;13/02/2026 09:30:00;15min;1;1;V;189.255,00;189.785,00;186.320,00;Sim;106,00;530,00;32;106,00;530,00;0,00;0,00;0,00;1d17h;507,00 +WINJ26;19/02/2026 12:15:00;19/02/2026 12:30:00;15min;1;1;C;191.340,00;191.710,00;186.320,00;Sim;74,00;370,00;33;74,00;370,00;0,00;0,00;0,00;6d3h;581,00 +WINJ26;26/02/2026 12:15:00;26/02/2026 12:30:00;15min;1;1;V;192.665,00;193.005,00;186.320,00;Sim;68,00;340,00;34;68,00;340,00;0,00;0,00;0,00;7d;649,00 +WINJ26;27/02/2026 16:15:00;27/02/2026 16:30:00;15min;1;1;V;191.960,00;192.620,00;186.320,00;No;132,00;660,00;35;132,00;660,00;0,00;0,00;0,00;1d4h;781,00 diff --git a/automacao_backtests/MEDIAS_20_50_200/resultadosAprovadosPorTimeframe/robos_medias_v48_hibrido30.csv b/automacao_backtests/MEDIAS_20_50_200/resultadosAprovadosPorTimeframe/robos_medias_v48_hibrido30.csv new file mode 100644 index 0000000..ec83545 --- /dev/null +++ b/automacao_backtests/MEDIAS_20_50_200/resultadosAprovadosPorTimeframe/robos_medias_v48_hibrido30.csv @@ -0,0 +1,20 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 05/03/2025 +Data Final: 05/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;16/10/2025 11:30:00;16/10/2025 12:00:00;30min;1;1;V;151.645,00;151.000,00;186.245,00;No;-129,00;-645,00;1;-129,00;-645,00;0,00;0,00;0,00; - ;-129,00 +WINJ26;23/10/2025 09:00:00;23/10/2025 09:30:00;30min;1;1;C;154.500,00;154.700,00;186.245,00;No;40,00;200,00;2;40,00;200,00;0,00;0,00;0,00;6d21h;-89,00 +WINJ26;13/11/2025 10:30:00;13/11/2025 11:00:00;30min;1;1;C;166.000,00;165.920,00;186.245,00;No;-16,00;-80,00;3;-16,00;-80,00;0,00;0,00;0,00;21d1h;-105,00 +WINJ26;01/12/2025 10:00:00;01/12/2025 10:30:00;30min;1;1;C;166.620,00;165.625,00;186.245,00;No;-199,00;-995,00;4;-199,00;-995,00;0,00;0,00;0,00;17d23h;-304,00 +WINJ26;02/12/2025 10:30:00;02/12/2025 11:00:00;30min;1;1;C;167.000,00;167.435,00;186.245,00;No;87,00;435,00;5;87,00;435,00;0,00;0,00;0,00;1d;-217,00 +WINJ26;05/12/2025 16:00:00;05/12/2025 17:00:00;1h;1;1;V;165.730,00;165.005,00;186.245,00;Sim;-145,00;-725,00;6;-145,00;-725,00;0,00;0,00;0,00;3d5h;-362,00 +WINJ26;23/12/2025 12:00:00;23/12/2025 12:30:00;30min;1;1;C;166.130,00;166.500,00;186.245,00;Sim;74,00;370,00;7;74,00;370,00;0,00;0,00;0,00;17d20h;-288,00 +WINJ26;02/01/2026 15:00:00;02/01/2026 15:30:00;30min;1;1;V;166.055,00;165.965,00;186.245,00;Sim;-18,00;-90,00;8;-18,00;-90,00;0,00;0,00;0,00;10d3h;-306,00 +WINJ26;13/01/2026 10:30:00;13/01/2026 11:00:00;30min;1;1;V;167.645,00;167.430,00;186.245,00;Sim;-43,00;-215,00;9;-43,00;-215,00;0,00;0,00;0,00;10d19h;-349,00 +WINJ26;20/01/2026 09:30:00;20/01/2026 10:00:00;30min;1;1;V;169.010,00;168.260,00;186.245,00;Sim;-150,00;-750,00;10;-150,00;-750,00;0,00;0,00;0,00;6d23h;-499,00 +WINJ26;04/02/2026 16:00:00;04/02/2026 16:30:00;30min;1;1;V;184.855,00;184.885,00;186.245,00;Sim;6,00;30,00;11;6,00;30,00;0,00;0,00;0,00;15d6h;-493,00 +WINJ26;18/02/2026 16:30:00;18/02/2026 17:30:00;1h;1;1;V;188.890,00;188.970,00;186.245,00;Sim;16,00;80,00;12;16,00;80,00;0,00;0,00;0,00;14d;-477,00 +WINJ26;27/02/2026 16:30:00;27/02/2026 17:30:00;1h;1;1;V;192.145,00;191.960,00;186.245,00;Sim;-37,00;-185,00;13;-37,00;-185,00;0,00;0,00;0,00;9d;-514,00 +WINJ26;02/03/2026 16:30:00;02/03/2026 17:00:00;30min;1;1;C;193.100,00;192.895,00;186.245,00;No;-41,00;-205,00;14;-41,00;-205,00;0,00;0,00;0,00;3d;-555,00 diff --git a/automacao_backtests/MEDIAS_20_50_200/resultadosAprovadosPorTimeframe/robos_medias_v48_hibrido5.csv b/automacao_backtests/MEDIAS_20_50_200/resultadosAprovadosPorTimeframe/robos_medias_v48_hibrido5.csv new file mode 100644 index 0000000..5dee4de --- /dev/null +++ b/automacao_backtests/MEDIAS_20_50_200/resultadosAprovadosPorTimeframe/robos_medias_v48_hibrido5.csv @@ -0,0 +1,87 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 05/03/2025 +Data Final: 05/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;01/10/2025 12:15:00;01/10/2025 15:25:00;3h10min;1;1;V;155.350,00;155.450,00;186.225,00;No;20,00;100,00;1;20,00;100,00;0,00;0,00;0,00; - ;20,00 +WINJ26;14/10/2025 18:20:00;15/10/2025 09:25:00;15h5min;1;1;V;150.600,00;150.950,00;186.225,00;No;70,00;350,00;2;70,00;350,00;0,00;0,00;0,00;13d6h;90,00 +WINJ26;20/10/2025 10:45:00;20/10/2025 10:50:00;5min;1;1;C;152.550,00;152.685,00;186.225,00;No;27,00;135,00;3;27,00;135,00;0,00;0,00;0,00;5d16h;117,00 +WINJ26;20/10/2025 10:55:00;20/10/2025 11:00:00;5min;1;1;C;153.000,00;153.160,00;186.225,00;No;32,00;160,00;4;32,00;160,00;0,00;0,00;0,00;10min;149,00 +WINJ26;18/11/2025 09:05:00;18/11/2025 09:30:00;25min;1;1;V;163.750,00;164.410,00;186.225,00;Sim;132,00;660,00;5;132,00;660,00;0,00;0,00;0,00;1m22h;281,00 +WINJ26;26/11/2025 09:30:00;26/11/2025 09:50:00;20min;1;1;C;164.100,00;164.200,00;186.225,00;No;20,00;100,00;6;20,00;100,00;0,00;0,00;0,00;8d;301,00 +WINJ26;05/12/2025 14:55:00;05/12/2025 15:25:00;30min;1;1;V;167.000,00;167.225,00;186.225,00;Sim;45,00;225,00;7;45,00;225,00;0,00;0,00;0,00;9d5h;346,00 +WINJ26;12/12/2025 10:20:00;12/12/2025 10:40:00;20min;1;1;C;167.050,00;167.300,00;186.225,00;No;50,00;250,00;8;50,00;250,00;0,00;0,00;0,00;6d19h;396,00 +WINJ26;18/12/2025 16:45:00;18/12/2025 17:00:00;15min;1;1;V;164.205,00;164.300,00;186.225,00;No;19,00;95,00;9;19,00;95,00;0,00;0,00;0,00;6d6h;415,00 +WINJ26;19/12/2025 10:30:00;19/12/2025 10:45:00;15min;1;1;C;164.670,00;164.835,00;186.225,00;Sim;33,00;165,00;10;33,00;165,00;0,00;0,00;0,00;17h45min;448,00 +WINJ26;19/12/2025 13:30:00;19/12/2025 13:35:00;5min;1;1;C;165.525,00;165.530,00;186.225,00;No;1,00;5,00;11;1,00;5,00;0,00;0,00;0,00;3h;449,00 +WINJ26;19/12/2025 14:00:00;19/12/2025 14:10:00;10min;1;1;C;165.495,00;165.530,00;186.225,00;Sim;7,00;35,00;12;7,00;35,00;0,00;0,00;0,00;30min;456,00 +WINJ26;22/12/2025 16:40:00;22/12/2025 16:50:00;10min;1;1;V;164.395,00;164.195,00;186.225,00;No;-40,00;-200,00;13;-40,00;-200,00;0,00;0,00;0,00;3d2h;416,00 +WINJ26;22/12/2025 18:10:00;23/12/2025 09:05:00;14h55min;1;1;V;164.500,00;164.320,00;186.225,00;Sim;-36,00;-180,00;14;-36,00;-180,00;0,00;0,00;0,00;1h30min;380,00 +WINJ26;23/12/2025 09:15:00;23/12/2025 09:20:00;5min;1;1;C;164.800,00;165.145,00;186.225,00;Sim;69,00;345,00;15;69,00;345,00;0,00;0,00;0,00;15h5min;449,00 +WINJ26;23/12/2025 14:35:00;23/12/2025 14:45:00;10min;1;1;C;166.600,00;166.580,00;186.225,00;No;-4,00;-20,00;16;-4,00;-20,00;0,00;0,00;0,00;5h20min;445,00 +WINJ26;26/12/2025 10:25:00;26/12/2025 10:30:00;5min;1;1;V;165.750,00;165.410,00;186.225,00;Sim;-68,00;-340,00;17;-68,00;-340,00;0,00;0,00;0,00;2d19h;377,00 +WINJ26;26/12/2025 13:00:00;26/12/2025 13:15:00;15min;1;1;C;166.420,00;166.295,00;186.225,00;Sim;-25,00;-125,00;18;-25,00;-125,00;0,00;0,00;0,00;2h35min;352,00 +WINJ26;26/12/2025 14:40:00;26/12/2025 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Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;20/10/2025 13:00:00;20/10/2025 14:00:00;1h;1;1;C;153.680,00;153.570,00;186.265,00;No;-22,00;-110,00;1;-22,00;-110,00;0,00;0,00;0,00; - ;-22,00 +WINJ26;23/10/2025 09:00:00;23/10/2025 10:00:00;1h;1;1;C;154.500,00;154.795,00;186.265,00;No;59,00;295,00;2;59,00;295,00;0,00;0,00;0,00;2d20h;37,00 +WINJ26;09/12/2025 10:00:00;09/12/2025 11:00:00;1h;1;1;V;163.150,00;164.050,00;186.265,00;No;180,00;900,00;3;180,00;900,00;0,00;0,00;0,00;1m16d1h;217,00 +WINJ26;16/12/2025 18:00:00;17/12/2025 09:00:00;15h;1;1;V;164.410,00;165.400,00;186.265,00;Sim;198,00;990,00;4;198,00;990,00;0,00;0,00;0,00;7d8h;415,00 +WINJ26;08/01/2026 18:00:00;09/01/2026 10:00:00;16h;1;1;C;168.190,00;168.245,00;186.265,00;No;11,00;55,00;5;11,00;55,00;0,00;0,00;0,00;23d;426,00 +WINJ26;03/03/2026 10:00:00;03/03/2026 11:00:00;1h;1;1;V;185.610,00;187.265,00;186.265,00;Sim;331,00;1.655,00;6;331,00;1.655,00;0,00;0,00;0,00;1m22d16h;757,00 diff --git a/automacao_backtests/MEDIAS_20_50_200/resultadosAprovadosPorTimeframe/robos_medias_v50_hibrido1.csv b/automacao_backtests/MEDIAS_20_50_200/resultadosAprovadosPorTimeframe/robos_medias_v50_hibrido1.csv new file mode 100644 index 0000000..2245d23 --- /dev/null +++ b/automacao_backtests/MEDIAS_20_50_200/resultadosAprovadosPorTimeframe/robos_medias_v50_hibrido1.csv @@ -0,0 +1,208 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 05/03/2025 +Data Final: 05/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;03/02/2026 10:32:00;03/02/2026 10:42:00;10min;1;1;C;189.735,00;190.300,00;186.355,00;No;113,00;565,00;1;113,00;565,00;0,00;0,00;0,00; - ;113,00 +WINJ26;03/02/2026 12:51:00;03/02/2026 12:53:00;2min;1;1;C;191.245,00;191.100,00;186.355,00;No;-29,00;-145,00;2;-29,00;-145,00;0,00;0,00;0,00;2h19min;84,00 +WINJ26;03/02/2026 13:26:00;03/02/2026 13:30:00;4min;1;1;C;191.170,00;190.815,00;186.355,00;Sim;-71,00;-355,00;3;-71,00;-355,00;0,00;0,00;0,00;35min;13,00 +WINJ26;03/02/2026 14:13:00;03/02/2026 14:19:00;6min;1;1;V;190.325,00;190.170,00;186.355,00;No;-31,00;-155,00;4;-31,00;-155,00;0,00;0,00;0,00;47min;-18,00 +WINJ26;03/02/2026 14:27:00;03/02/2026 14:28:00;1min;1;1;V;190.315,00;190.240,00;186.355,00;Sim;-15,00;-75,00;5;-15,00;-75,00;0,00;0,00;0,00;14min;-33,00 +WINJ26;03/02/2026 15:02:00;03/02/2026 15:03:00;1min;1;1;V;189.995,00;189.905,00;186.355,00;No;-18,00;-90,00;6;-18,00;-90,00;0,00;0,00;0,00;35min;-51,00 +WINJ26;03/02/2026 15:28:00;03/02/2026 15:29:00;1min;1;1;V;189.685,00;189.640,00;186.355,00;No;-9,00;-45,00;7;-9,00;-45,00;0,00;0,00;0,00;26min;-60,00 +WINJ26;03/02/2026 15:30:00;03/02/2026 15:31:00;1min;1;1;V;189.610,00;189.500,00;186.355,00;No;-22,00;-110,00;8;-22,00;-110,00;0,00;0,00;0,00;2min;-82,00 +WINJ26;03/02/2026 15:32:00;03/02/2026 15:35:00;3min;1;1;V;189.565,00;189.615,00;186.355,00;Sim;10,00;50,00;9;10,00;50,00;0,00;0,00;0,00;2min;-72,00 +WINJ26;03/02/2026 15:38:00;03/02/2026 15:39:00;1min;1;1;V;189.675,00;189.635,00;186.355,00;Sim;-8,00;-40,00;10;-8,00;-40,00;0,00;0,00;0,00;6min;-80,00 +WINJ26;03/02/2026 15:46:00;03/02/2026 15:47:00;1min;1;1;V;189.605,00;189.600,00;186.355,00;No;-1,00;-5,00;11;-1,00;-5,00;0,00;0,00;0,00;8min;-81,00 +WINJ26;03/02/2026 16:02:00;03/02/2026 16:07:00;5min;1;1;V;189.555,00;189.620,00;186.355,00;Sim;13,00;65,00;12;13,00;65,00;0,00;0,00;0,00;16min;-68,00 +WINJ26;03/02/2026 16:08:00;03/02/2026 16:11:00;3min;1;1;V;189.590,00;189.430,00;186.355,00;No;-32,00;-160,00;13;-32,00;-160,00;0,00;0,00;0,00;6min;-100,00 +WINJ26;03/02/2026 16:40:00;03/02/2026 16:47:00;7min;1;1;C;190.150,00;190.160,00;186.355,00;Sim;2,00;10,00;14;2,00;10,00;0,00;0,00;0,00;32min;-98,00 +WINJ26;03/02/2026 16:59:00;03/02/2026 17:00:00;1min;1;1;V;189.800,00;189.800,00;186.355,00;Sim;0;0;15;0;0;0,00;0,00;0,00;19min;-98,00 +WINJ26;03/02/2026 17:07:00;03/02/2026 17:08:00;1min;1;1;C;190.090,00;189.980,00;186.355,00;Sim;-22,00;-110,00;16;-22,00;-110,00;0,00;0,00;0,00;8min;-120,00 +WINJ26;03/02/2026 17:10:00;03/02/2026 17:11:00;1min;1;1;C;190.135,00;190.030,00;186.355,00;No;-21,00;-105,00;17;-21,00;-105,00;0,00;0,00;0,00;3min;-141,00 +WINJ26;04/02/2026 09:05:00;04/02/2026 09:11:00;6min;1;1;V;189.495,00;189.700,00;186.355,00;No;41,00;205,00;18;41,00;205,00;0,00;0,00;0,00;15h55min;-100,00 +WINJ26;04/02/2026 09:46:00;04/02/2026 09:47:00;1min;1;1;V;189.225,00;189.225,00;186.355,00;No;0;0;19;0;0;0,00;0,00;0,00;41min;-100,00 +WINJ26;04/02/2026 09:59:00;04/02/2026 10:01:00;2min;1;1;V;189.030,00;189.130,00;186.355,00;No;20,00;100,00;20;20,00;100,00;0,00;0,00;0,00;13min;-80,00 +WINJ26;04/02/2026 10:05:00;04/02/2026 10:07:00;2min;1;1;V;189.165,00;189.045,00;186.355,00;No;-24,00;-120,00;21;-24,00;-120,00;0,00;0,00;0,00;6min;-104,00 +WINJ26;04/02/2026 10:48:00;04/02/2026 10:49:00;1min;1;1;V;188.975,00;188.795,00;186.355,00;No;-36,00;-180,00;22;-36,00;-180,00;0,00;0,00;0,00;43min;-140,00 +WINJ26;04/02/2026 11:48:00;04/02/2026 11:49:00;1min;1;1;V;187.550,00;187.665,00;186.355,00;No;23,00;115,00;23;23,00;115,00;0,00;0,00;0,00;1h;-117,00 +WINJ26;04/02/2026 12:51:00;04/02/2026 12:55:00;4min;1;1;V;187.375,00;187.480,00;186.355,00;No;21,00;105,00;24;21,00;105,00;0,00;0,00;0,00;1h3min;-96,00 +WINJ26;04/02/2026 13:37:00;04/02/2026 13:43:00;6min;1;1;V;186.335,00;186.390,00;186.355,00;No;11,00;55,00;25;11,00;55,00;0,00;0,00;0,00;46min;-85,00 +WINJ26;04/02/2026 14:49:00;04/02/2026 14:53:00;4min;1;1;V;185.395,00;185.415,00;186.355,00;No;4,00;20,00;26;4,00;20,00;0,00;0,00;0,00;1h12min;-81,00 +WINJ26;04/02/2026 14:55:00;04/02/2026 14:56:00;1min;1;1;V;185.555,00;185.355,00;186.355,00;No;-40,00;-200,00;27;-40,00;-200,00;0,00;0,00;0,00;6min;-121,00 +WINJ26;04/02/2026 15:01:00;04/02/2026 15:02:00;1min;1;1;V;185.450,00;185.380,00;186.355,00;Sim;-14,00;-70,00;28;-14,00;-70,00;0,00;0,00;0,00;6min;-135,00 +WINJ26;04/02/2026 15:21:00;04/02/2026 15:22:00;1min;1;1;V;185.285,00;185.260,00;186.355,00;No;-5,00;-25,00;29;-5,00;-25,00;0,00;0,00;0,00;20min;-140,00 +WINJ26;04/02/2026 15:44:00;04/02/2026 15:46:00;2min;1;1;V;185.075,00;185.195,00;186.355,00;No;24,00;120,00;30;24,00;120,00;0,00;0,00;0,00;23min;-116,00 +WINJ26;04/02/2026 16:08:00;04/02/2026 16:09:00;1min;1;1;V;184.925,00;184.840,00;186.355,00;No;-17,00;-85,00;31;-17,00;-85,00;0,00;0,00;0,00;24min;-133,00 +WINJ26;04/02/2026 16:37:00;04/02/2026 16:43:00;6min;1;1;V;185.000,00;184.885,00;186.355,00;Sim;-23,00;-115,00;32;-23,00;-115,00;0,00;0,00;0,00;29min;-156,00 +WINJ26;04/02/2026 17:01:00;04/02/2026 17:06:00;5min;1;1;C;185.590,00;185.735,00;186.355,00;Sim;29,00;145,00;33;29,00;145,00;0,00;0,00;0,00;24min;-127,00 +WINJ26;04/02/2026 18:21:00;04/02/2026 18:22:00;1min;1;1;C;186.055,00;186.020,00;186.355,00;No;-7,00;-35,00;34;-7,00;-35,00;0,00;0,00;0,00;1h20min;-134,00 +WINJ26;05/02/2026 09:07:00;05/02/2026 09:10:00;3min;1;1;C;186.380,00;186.370,00;186.355,00;No;-2,00;-10,00;35;-2,00;-10,00;0,00;0,00;0,00;14h46min;-136,00 +WINJ26;05/02/2026 09:18:00;05/02/2026 09:19:00;1min;1;1;C;186.420,00;186.255,00;186.355,00;No;-33,00;-165,00;36;-33,00;-165,00;0,00;0,00;0,00;11min;-169,00 +WINJ26;05/02/2026 10:00:00;05/02/2026 10:05:00;5min;1;1;C;186.500,00;186.480,00;186.355,00;No;-4,00;-20,00;37;-4,00;-20,00;0,00;0,00;0,00;42min;-173,00 +WINJ26;05/02/2026 10:10:00;05/02/2026 10:11:00;1min;1;1;C;186.505,00;186.590,00;186.355,00;No;17,00;85,00;38;17,00;85,00;0,00;0,00;0,00;10min;-156,00 +WINJ26;05/02/2026 10:19:00;05/02/2026 10:20:00;1min;1;1;C;186.715,00;186.730,00;186.355,00;No;3,00;15,00;39;3,00;15,00;0,00;0,00;0,00;9min;-153,00 +WINJ26;05/02/2026 11:11:00;05/02/2026 11:14:00;3min;1;1;C;187.210,00;187.280,00;186.355,00;No;14,00;70,00;40;14,00;70,00;0,00;0,00;0,00;52min;-139,00 +WINJ26;05/02/2026 11:17:00;05/02/2026 11:18:00;1min;1;1;C;187.290,00;187.280,00;186.355,00;No;-2,00;-10,00;41;-2,00;-10,00;0,00;0,00;0,00;6min;-141,00 +WINJ26;05/02/2026 12:13:00;05/02/2026 12:14:00;1min;1;1;V;186.825,00;186.770,00;186.355,00;Sim;-11,00;-55,00;42;-11,00;-55,00;0,00;0,00;0,00;56min;-152,00 +WINJ26;05/02/2026 12:45:00;05/02/2026 12:46:00;1min;1;1;C;187.085,00;186.925,00;186.355,00;Sim;-32,00;-160,00;43;-32,00;-160,00;0,00;0,00;0,00;32min;-184,00 +WINJ26;05/02/2026 14:39:00;05/02/2026 14:40:00;1min;1;1;C;187.615,00;187.625,00;186.355,00;No;2,00;10,00;44;2,00;10,00;0,00;0,00;0,00;1h54min;-182,00 +WINJ26;05/02/2026 15:29:00;05/02/2026 15:31:00;2min;1;1;C;187.700,00;187.720,00;186.355,00;No;4,00;20,00;45;4,00;20,00;0,00;0,00;0,00;50min;-178,00 +WINJ26;05/02/2026 16:05:00;05/02/2026 16:08:00;3min;1;1;C;187.600,00;187.585,00;186.355,00;Sim;-3,00;-15,00;46;-3,00;-15,00;0,00;0,00;0,00;36min;-181,00 +WINJ26;05/02/2026 16:09:00;05/02/2026 16:12:00;3min;1;1;C;187.655,00;187.725,00;186.355,00;No;14,00;70,00;47;14,00;70,00;0,00;0,00;0,00;4min;-167,00 +WINJ26;05/02/2026 16:41:00;05/02/2026 16:44:00;3min;1;1;V;187.290,00;187.410,00;186.355,00;Sim;24,00;120,00;48;24,00;120,00;0,00;0,00;0,00;32min;-143,00 +WINJ26;06/02/2026 09:01:00;06/02/2026 09:03:00;2min;1;1;C;187.780,00;187.900,00;186.355,00;No;24,00;120,00;49;24,00;120,00;0,00;0,00;0,00;16h20min;-119,00 +WINJ26;06/02/2026 10:00:00;06/02/2026 10:01:00;1min;1;1;V;186.575,00;186.485,00;186.355,00;No;-18,00;-90,00;50;-18,00;-90,00;0,00;0,00;0,00;59min;-137,00 +WINJ26;06/02/2026 10:39:00;06/02/2026 10:43:00;4min;1;1;V;186.210,00;186.195,00;186.355,00;No;-3,00;-15,00;51;-3,00;-15,00;0,00;0,00;0,00;39min;-140,00 +WINJ26;06/02/2026 13:25:00;06/02/2026 13:26:00;1min;1;1;C;186.800,00;186.730,00;186.355,00;Sim;-14,00;-70,00;52;-14,00;-70,00;0,00;0,00;0,00;2h46min;-154,00 +WINJ26;06/02/2026 13:33:00;06/02/2026 13:34:00;1min;1;1;C;186.930,00;186.905,00;186.355,00;No;-5,00;-25,00;53;-5,00;-25,00;0,00;0,00;0,00;8min;-159,00 +WINJ26;06/02/2026 14:51:00;06/02/2026 14:53:00;2min;1;1;C;187.030,00;187.000,00;186.355,00;No;-6,00;-30,00;54;-6,00;-30,00;0,00;0,00;0,00;1h18min;-165,00 +WINJ26;06/02/2026 14:57:00;06/02/2026 14:58:00;1min;1;1;C;186.910,00;186.905,00;186.355,00;Sim;-1,00;-5,00;55;-1,00;-5,00;0,00;0,00;0,00;6min;-166,00 +WINJ26;06/02/2026 15:06:00;06/02/2026 15:07:00;1min;1;1;V;186.630,00;186.660,00;186.355,00;Sim;6,00;30,00;56;6,00;30,00;0,00;0,00;0,00;9min;-160,00 +WINJ26;06/02/2026 15:08:00;06/02/2026 15:11:00;3min;1;1;V;186.590,00;186.690,00;186.355,00;Sim;20,00;100,00;57;20,00;100,00;0,00;0,00;0,00;2min;-140,00 +WINJ26;06/02/2026 15:12:00;06/02/2026 15:15:00;3min;1;1;V;186.620,00;186.615,00;186.355,00;No;-1,00;-5,00;58;-1,00;-5,00;0,00;0,00;0,00;4min;-141,00 +WINJ26;06/02/2026 17:03:00;06/02/2026 17:06:00;3min;1;1;C;186.815,00;187.060,00;186.355,00;Sim;49,00;245,00;59;49,00;245,00;0,00;0,00;0,00;1h51min;-92,00 +WINJ26;06/02/2026 17:48:00;06/02/2026 17:49:00;1min;1;1;C;187.165,00;187.210,00;186.355,00;No;9,00;45,00;60;9,00;45,00;0,00;0,00;0,00;45min;-83,00 +WINJ26;06/02/2026 17:54:00;06/02/2026 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Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;30/09/2025 10:40:00;30/09/2025 12:20:00;1h40min;1;1;C;156.725,00;155.875,00;185.725,00;No;-170,00;-850,00;1;-170,00;-850,00;0,00;0,00;0,00; - ;-170,00 +WINJ26;17/12/2025 10:40:00;17/12/2025 12:20:00;1h40min;1;1;V;163.790,00;163.165,00;185.725,00;No;-125,00;-625,00;2;-125,00;-625,00;0,00;0,00;0,00;2m16d;-295,00 +WINJ26;03/03/2026 12:20:00;03/03/2026 14:00:00;1h40min;1;1;V;185.590,00;183.675,00;185.725,00;Sim;-383,00;-1.915,00;3;-383,00;-1.915,00;0,00;0,00;0,00;2m14d1h;-678,00 diff --git a/automacao_backtests/MEDIAS_20_50_200/resultadosAprovadosPorTimeframe/robos_medias_v50_hibrido15.csv b/automacao_backtests/MEDIAS_20_50_200/resultadosAprovadosPorTimeframe/robos_medias_v50_hibrido15.csv new file mode 100644 index 0000000..cdf5a40 --- /dev/null +++ b/automacao_backtests/MEDIAS_20_50_200/resultadosAprovadosPorTimeframe/robos_medias_v50_hibrido15.csv @@ -0,0 +1,34 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 05/03/2025 +Data Final: 05/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;22/09/2025 15:30:00;22/09/2025 15:45:00;15min;1;1;C;155.640,00;155.620,00;186.300,00;No;-4,00;-20,00;1;-4,00;-20,00;0,00;0,00;0,00; - ;-4,00 +WINJ26;02/10/2025 11:15:00;02/10/2025 11:45:00;30min;1;1;V;153.850,00;154.300,00;186.300,00;No;90,00;450,00;2;90,00;450,00;0,00;0,00;0,00;9d19h;86,00 +WINJ26;14/10/2025 18:15:00;15/10/2025 09:15:00;15h;1;1;V;150.600,00;150.950,00;186.300,00;No;70,00;350,00;3;70,00;350,00;0,00;0,00;0,00;12d7h;156,00 +WINJ26;04/11/2025 10:45:00;04/11/2025 11:30:00;45min;1;1;C;158.620,00;158.650,00;186.300,00;No;6,00;30,00;4;6,00;30,00;0,00;0,00;0,00;20d16h;162,00 +WINJ26;26/11/2025 10:30:00;26/11/2025 10:45:00;15min;1;1;C;164.900,00;165.250,00;186.300,00;No;70,00;350,00;5;70,00;350,00;0,00;0,00;0,00;21d23h;232,00 +WINJ26;02/12/2025 10:15:00;02/12/2025 10:45:00;30min;1;1;C;166.650,00;167.050,00;186.300,00;No;80,00;400,00;6;80,00;400,00;0,00;0,00;0,00;5d23h;312,00 +WINJ26;12/12/2025 10:45:00;12/12/2025 11:00:00;15min;1;1;C;167.610,00;167.925,00;186.300,00;No;63,00;315,00;7;63,00;315,00;0,00;0,00;0,00;10d;375,00 +WINJ26;16/12/2025 09:15:00;16/12/2025 09:30:00;15min;1;1;V;166.840,00;166.960,00;186.300,00;Sim;24,00;120,00;8;24,00;120,00;0,00;0,00;0,00;3d22h;399,00 +WINJ26;23/12/2025 09:45:00;23/12/2025 10:00:00;15min;1;1;C;165.300,00;165.025,00;186.300,00;Sim;-55,00;-275,00;9;-55,00;-275,00;0,00;0,00;0,00;7d;344,00 +WINJ26;23/12/2025 10:15:00;23/12/2025 10:45:00;30min;1;1;C;165.455,00;165.375,00;186.300,00;No;-16,00;-80,00;10;-16,00;-80,00;0,00;0,00;0,00;30min;328,00 +WINJ26;23/12/2025 18:00:00;26/12/2025 09:00:00;2d15h;1;1;C;166.590,00;166.295,00;186.300,00;No;-59,00;-295,00;11;-59,00;-295,00;0,00;0,00;0,00;7h45min;269,00 +WINJ26;26/12/2025 14:45:00;26/12/2025 16:45:00;2h;1;1;C;166.490,00;166.750,00;186.300,00;Sim;52,00;260,00;12;52,00;260,00;0,00;0,00;0,00;2d20h;321,00 +WINJ26;30/12/2025 12:45:00;30/12/2025 14:00:00;1h15min;1;1;C;167.440,00;167.555,00;186.300,00;No;23,00;115,00;13;23,00;115,00;0,00;0,00;0,00;3d22h;344,00 +WINJ26;05/01/2026 12:30:00;05/01/2026 13:15:00;45min;1;1;C;166.940,00;167.100,00;186.300,00;Sim;32,00;160,00;14;32,00;160,00;0,00;0,00;0,00;5d23h;376,00 +WINJ26;12/01/2026 10:45:00;12/01/2026 11:30:00;45min;1;1;V;168.150,00;168.000,00;186.300,00;Sim;-30,00;-150,00;15;-30,00;-150,00;0,00;0,00;0,00;6d22h;346,00 +WINJ26;12/01/2026 17:30:00;12/01/2026 18:15:00;45min;1;1;V;168.505,00;168.420,00;186.300,00;Sim;-17,00;-85,00;16;-17,00;-85,00;0,00;0,00;0,00;6h45min;329,00 +WINJ26;13/01/2026 16:00:00;13/01/2026 16:45:00;45min;1;1;V;167.245,00;167.235,00;186.300,00;No;-2,00;-10,00;17;-2,00;-10,00;0,00;0,00;0,00;22h30min;327,00 +WINJ26;20/01/2026 09:15:00;20/01/2026 09:45:00;30min;1;1;V;168.500,00;168.485,00;186.300,00;Sim;-3,00;-15,00;18;-3,00;-15,00;0,00;0,00;0,00;6d17h;324,00 +WINJ26;02/02/2026 10:30:00;02/02/2026 10:45:00;15min;1;1;C;187.055,00;187.325,00;186.300,00;No;54,00;270,00;19;54,00;270,00;0,00;0,00;0,00;13d1h;378,00 +WINJ26;02/02/2026 18:00:00;02/02/2026 18:15:00;15min;1;1;C;187.580,00;187.600,00;186.300,00;No;4,00;20,00;20;4,00;20,00;0,00;0,00;0,00;7h30min;382,00 +WINJ26;03/02/2026 09:15:00;03/02/2026 09:30:00;15min;1;1;C;188.970,00;189.050,00;186.300,00;No;16,00;80,00;21;16,00;80,00;0,00;0,00;0,00;15h15min;398,00 +WINJ26;05/02/2026 11:45:00;05/02/2026 12:00:00;15min;1;1;C;188.290,00;187.535,00;186.300,00;Sim;-151,00;-755,00;22;-151,00;-755,00;0,00;0,00;0,00;2d2h;247,00 +WINJ26;09/02/2026 09:00:00;09/02/2026 09:15:00;15min;1;1;C;187.805,00;187.650,00;186.300,00;Sim;-31,00;-155,00;23;-31,00;-155,00;0,00;0,00;0,00;3d21h;216,00 +WINJ26;11/02/2026 16:15:00;11/02/2026 16:45:00;30min;1;1;C;194.185,00;194.325,00;186.300,00;No;28,00;140,00;24;28,00;140,00;0,00;0,00;0,00;2d7h;244,00 +WINJ26;13/02/2026 09:15:00;13/02/2026 09:30:00;15min;1;1;V;189.255,00;189.785,00;186.300,00;Sim;106,00;530,00;25;106,00;530,00;0,00;0,00;0,00;1d17h;350,00 +WINJ26;19/02/2026 12:15:00;19/02/2026 12:45:00;30min;1;1;C;191.340,00;191.920,00;186.300,00;Sim;116,00;580,00;26;116,00;580,00;0,00;0,00;0,00;6d3h;466,00 +WINJ26;26/02/2026 12:15:00;26/02/2026 12:30:00;15min;1;1;V;192.665,00;193.005,00;186.300,00;Sim;68,00;340,00;27;68,00;340,00;0,00;0,00;0,00;7d;534,00 +WINJ26;27/02/2026 16:15:00;27/02/2026 16:30:00;15min;1;1;V;191.960,00;192.620,00;186.300,00;No;132,00;660,00;28;132,00;660,00;0,00;0,00;0,00;1d4h;666,00 diff --git a/automacao_backtests/MEDIAS_20_50_200/resultadosAprovadosPorTimeframe/robos_medias_v50_hibrido2.csv b/automacao_backtests/MEDIAS_20_50_200/resultadosAprovadosPorTimeframe/robos_medias_v50_hibrido2.csv new file mode 100644 index 0000000..d7051de --- /dev/null +++ b/automacao_backtests/MEDIAS_20_50_200/resultadosAprovadosPorTimeframe/robos_medias_v50_hibrido2.csv @@ -0,0 +1,308 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 05/03/2025 +Data Final: 05/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;21/10/2025 12:10:00;21/10/2025 12:16:00;6min;1;1;C;153.200,00;153.100,00;185.680,00;No;-20,00;-100,00;1;-20,00;-100,00;0,00;0,00;0,00; - ;-20,00 +WINJ26;12/11/2025 09:02:00;12/11/2025 09:06:00;4min;1;1;C;166.450,00;166.300,00;185.680,00;No;-30,00;-150,00;2;-30,00;-150,00;0,00;0,00;0,00;21d20h;-50,00 +WINJ26;18/11/2025 10:50:00;18/11/2025 10:56:00;6min;1;1;V;164.785,00;164.510,00;185.680,00;No;-55,00;-275,00;3;-55,00;-275,00;0,00;0,00;0,00;6d1h;-105,00 +WINJ26;05/12/2025 13:30:00;05/12/2025 13:36:00;6min;1;1;V;168.995,00;168.115,00;185.680,00;Sim;-176,00;-880,00;4;-176,00;-880,00;0,00;0,00;0,00;17d2h;-281,00 +WINJ26;16/12/2025 12:02:00;16/12/2025 12:30:00;28min;1;1;V;166.335,00;166.675,00;185.680,00;No;68,00;340,00;5;68,00;340,00;0,00;0,00;0,00;10d22h;-213,00 +WINJ26;17/12/2025 09:20:00;17/12/2025 09:30:00;10min;1;1;V;164.680,00;164.435,00;185.680,00;No;-49,00;-245,00;6;-49,00;-245,00;0,00;0,00;0,00;21h18min;-262,00 +WINJ26;18/12/2025 09:14:00;18/12/2025 09:20:00;6min;1;1;V;163.610,00;163.580,00;185.680,00;No;-6,00;-30,00;7;-6,00;-30,00;0,00;0,00;0,00;23h54min;-268,00 +WINJ26;18/12/2025 09:56:00;18/12/2025 10:00:00;4min;1;1;V;163.440,00;163.300,00;185.680,00;No;-28,00;-140,00;8;-28,00;-140,00;0,00;0,00;0,00;42min;-296,00 +WINJ26;18/12/2025 11:16:00;18/12/2025 11:18:00;2min;1;1;C;163.975,00;163.900,00;185.680,00;Sim;-15,00;-75,00;9;-15,00;-75,00;0,00;0,00;0,00;1h20min;-311,00 +WINJ26;18/12/2025 11:50:00;18/12/2025 11:54:00;4min;1;1;V;164.000,00;163.710,00;185.680,00;Sim;-58,00;-290,00;10;-58,00;-290,00;0,00;0,00;0,00;34min;-369,00 +WINJ26;18/12/2025 12:42:00;18/12/2025 12:56:00;14min;1;1;C;164.460,00;165.005,00;185.680,00;No;109,00;545,00;11;109,00;545,00;0,00;0,00;0,00;52min;-260,00 +WINJ26;18/12/2025 13:32:00;18/12/2025 13:38:00;6min;1;1;C;164.850,00;164.885,00;185.680,00;No;7,00;35,00;12;7,00;35,00;0,00;0,00;0,00;50min;-253,00 +WINJ26;18/12/2025 14:18:00;18/12/2025 14:20:00;2min;1;1;V;164.095,00;164.035,00;185.680,00;Sim;-12,00;-60,00;13;-12,00;-60,00;0,00;0,00;0,00;46min;-265,00 +WINJ26;18/12/2025 15:00:00;18/12/2025 15:18:00;18min;1;1;C;164.735,00;164.850,00;185.680,00;Sim;23,00;115,00;14;23,00;115,00;0,00;0,00;0,00;42min;-242,00 +WINJ26;18/12/2025 15:24:00;18/12/2025 15:38:00;14min;1;1;C;164.855,00;164.850,00;185.680,00;No;-1,00;-5,00;15;-1,00;-5,00;0,00;0,00;0,00;24min;-243,00 +WINJ26;18/12/2025 16:44:00;18/12/2025 16:46:00;2min;1;1;V;164.275,00;164.270,00;185.680,00;Sim;-1,00;-5,00;16;-1,00;-5,00;0,00;0,00;0,00;1h20min;-244,00 +WINJ26;19/12/2025 10:14:00;19/12/2025 10:16:00;2min;1;1;C;164.555,00;164.415,00;185.680,00;Sim;-28,00;-140,00;17;-28,00;-140,00;0,00;0,00;0,00;17h30min;-272,00 +WINJ26;19/12/2025 11:32:00;19/12/2025 11:46:00;14min;1;1;C;165.195,00;165.610,00;185.680,00;No;83,00;415,00;18;83,00;415,00;0,00;0,00;0,00;1h18min;-189,00 +WINJ26;19/12/2025 16:40:00;19/12/2025 16:44:00;4min;1;1;V;165.110,00;165.020,00;185.680,00;Sim;-18,00;-90,00;19;-18,00;-90,00;0,00;0,00;0,00;5h8min;-207,00 +WINJ26;19/12/2025 17:34:00;19/12/2025 17:38:00;4min;1;1;V;164.975,00;164.990,00;185.680,00;No;3,00;15,00;20;3,00;15,00;0,00;0,00;0,00;54min;-204,00 +WINJ26;19/12/2025 17:40:00;19/12/2025 17:48:00;8min;1;1;V;164.730,00;164.775,00;185.680,00;No;9,00;45,00;21;9,00;45,00;0,00;0,00;0,00;6min;-195,00 +WINJ26;22/12/2025 10:32:00;22/12/2025 10:44:00;12min;1;1;V;164.265,00;164.260,00;185.680,00;No;-1,00;-5,00;22;-1,00;-5,00;0,00;0,00;0,00;2d16h;-196,00 +WINJ26;22/12/2025 17:06:00;22/12/2025 17:32:00;26min;1;1;C;164.355,00;164.295,00;185.680,00;Sim;-12,00;-60,00;23;-12,00;-60,00;0,00;0,00;0,00;6h34min;-208,00 +WINJ26;22/12/2025 18:16:00;22/12/2025 18:18:00;2min;1;1;V;164.245,00;164.150,00;185.680,00;No;-19,00;-95,00;24;-19,00;-95,00;0,00;0,00;0,00;1h10min;-227,00 +WINJ26;23/12/2025 09:00:00;23/12/2025 09:02:00;2min;1;1;V;164.440,00;164.310,00;185.680,00;Sim;-26,00;-130,00;25;-26,00;-130,00;0,00;0,00;0,00;14h44min;-253,00 +WINJ26;23/12/2025 09:06:00;23/12/2025 09:22:00;16min;1;1;C;164.705,00;165.080,00;185.680,00;No;75,00;375,00;26;75,00;375,00;0,00;0,00;0,00;6min;-178,00 +WINJ26;23/12/2025 10:46:00;23/12/2025 10:48:00;2min;1;1;C;165.455,00;165.460,00;185.680,00;No;1,00;5,00;27;1,00;5,00;0,00;0,00;0,00;1h40min;-177,00 +WINJ26;23/12/2025 11:00:00;23/12/2025 11:10:00;10min;1;1;C;165.660,00;165.960,00;185.680,00;No;60,00;300,00;28;60,00;300,00;0,00;0,00;0,00;14min;-117,00 +WINJ26;23/12/2025 12:40:00;23/12/2025 12:42:00;2min;1;1;C;166.555,00;166.480,00;185.680,00;No;-15,00;-75,00;29;-15,00;-75,00;0,00;0,00;0,00;1h40min;-132,00 +WINJ26;23/12/2025 13:08:00;23/12/2025 13:10:00;2min;1;1;C;166.470,00;166.445,00;185.680,00;Sim;-5,00;-25,00;30;-5,00;-25,00;0,00;0,00;0,00;28min;-137,00 +WINJ26;23/12/2025 14:12:00;23/12/2025 14:18:00;6min;1;1;C;166.530,00;166.580,00;185.680,00;No;10,00;50,00;31;10,00;50,00;0,00;0,00;0,00;1h4min;-127,00 +WINJ26;23/12/2025 17:32:00;23/12/2025 17:36:00;4min;1;1;C;166.420,00;166.460,00;185.680,00;Sim;8,00;40,00;32;8,00;40,00;0,00;0,00;0,00;3h20min;-119,00 +WINJ26;23/12/2025 18:00:00;23/12/2025 18:10:00;10min;1;1;C;166.590,00;166.705,00;185.680,00;No;23,00;115,00;33;23,00;115,00;0,00;0,00;0,00;28min;-96,00 +WINJ26;26/12/2025 09:02:00;26/12/2025 09:04:00;2min;1;1;V;165.585,00;165.500,00;185.680,00;Sim;-17,00;-85,00;34;-17,00;-85,00;0,00;0,00;0,00;2d15h;-113,00 +WINJ26;26/12/2025 10:04:00;26/12/2025 10:06:00;2min;1;1;V;165.900,00;165.885,00;185.680,00;Sim;-3,00;-15,00;35;-3,00;-15,00;0,00;0,00;0,00;1h2min;-116,00 +WINJ26;26/12/2025 10:32:00;26/12/2025 10:34:00;2min;1;1;V;165.795,00;165.660,00;185.680,00;No;-27,00;-135,00;36;-27,00;-135,00;0,00;0,00;0,00;28min;-143,00 +WINJ26;26/12/2025 10:52:00;26/12/2025 10:58:00;6min;1;1;V;165.465,00;165.545,00;185.680,00;No;16,00;80,00;37;16,00;80,00;0,00;0,00;0,00;20min;-127,00 +WINJ26;26/12/2025 11:36:00;26/12/2025 11:38:00;2min;1;1;C;166.200,00;166.195,00;185.680,00;Sim;-1,00;-5,00;38;-1,00;-5,00;0,00;0,00;0,00;44min;-128,00 +WINJ26;26/12/2025 13:04:00;26/12/2025 13:06:00;2min;1;1;C;166.470,00;166.465,00;185.680,00;No;-1,00;-5,00;39;-1,00;-5,00;0,00;0,00;0,00;1h28min;-129,00 +WINJ26;26/12/2025 13:12:00;26/12/2025 13:14:00;2min;1;1;C;166.435,00;166.295,00;185.680,00;Sim;-28,00;-140,00;40;-28,00;-140,00;0,00;0,00;0,00;8min;-157,00 +WINJ26;26/12/2025 13:36:00;26/12/2025 13:46:00;10min;1;1;V;166.055,00;166.130,00;185.680,00;Sim;15,00;75,00;41;15,00;75,00;0,00;0,00;0,00;24min;-142,00 +WINJ26;26/12/2025 14:24:00;26/12/2025 14:26:00;2min;1;1;C;166.445,00;166.380,00;185.680,00;No;-13,00;-65,00;42;-13,00;-65,00;0,00;0,00;0,00;48min;-155,00 +WINJ26;26/12/2025 14:48:00;26/12/2025 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17:36:00;16min;1;1;C;188.505,00;188.790,00;185.680,00;No;57,00;285,00;301;57,00;285,00;0,00;0,00;0,00;2h8min;-215,00 +WINJ26;04/03/2026 18:24:00;05/03/2026 09:02:00;14h38min;1;1;V;187.000,00;187.530,00;185.680,00;Sim;106,00;530,00;302;106,00;530,00;0,00;0,00;0,00;1h4min;-109,00 diff --git a/automacao_backtests/MEDIAS_20_50_200/resultadosAprovadosPorTimeframe/robos_medias_v50_hibrido30.csv b/automacao_backtests/MEDIAS_20_50_200/resultadosAprovadosPorTimeframe/robos_medias_v50_hibrido30.csv new file mode 100644 index 0000000..9849b85 --- /dev/null +++ b/automacao_backtests/MEDIAS_20_50_200/resultadosAprovadosPorTimeframe/robos_medias_v50_hibrido30.csv @@ -0,0 +1,19 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 05/03/2025 +Data Final: 05/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;16/10/2025 11:30:00;16/10/2025 12:00:00;30min;1;1;V;151.645,00;151.000,00;186.280,00;No;-129,00;-645,00;1;-129,00;-645,00;0,00;0,00;0,00; - ;-129,00 +WINJ26;23/10/2025 09:00:00;23/10/2025 09:30:00;30min;1;1;C;154.500,00;154.700,00;186.280,00;No;40,00;200,00;2;40,00;200,00;0,00;0,00;0,00;6d21h;-89,00 +WINJ26;13/11/2025 10:30:00;13/11/2025 11:00:00;30min;1;1;C;166.000,00;165.920,00;186.280,00;No;-16,00;-80,00;3;-16,00;-80,00;0,00;0,00;0,00;21d1h;-105,00 +WINJ26;01/12/2025 10:00:00;01/12/2025 10:30:00;30min;1;1;C;166.620,00;165.625,00;186.280,00;No;-199,00;-995,00;4;-199,00;-995,00;0,00;0,00;0,00;17d23h;-304,00 +WINJ26;02/12/2025 10:30:00;02/12/2025 11:00:00;30min;1;1;C;167.000,00;167.435,00;186.280,00;No;87,00;435,00;5;87,00;435,00;0,00;0,00;0,00;1d;-217,00 +WINJ26;05/12/2025 16:00:00;05/12/2025 17:00:00;1h;1;1;V;165.730,00;165.005,00;186.280,00;Sim;-145,00;-725,00;6;-145,00;-725,00;0,00;0,00;0,00;3d5h;-362,00 +WINJ26;23/12/2025 12:00:00;23/12/2025 12:30:00;30min;1;1;C;166.130,00;166.500,00;186.280,00;Sim;74,00;370,00;7;74,00;370,00;0,00;0,00;0,00;17d20h;-288,00 +WINJ26;02/01/2026 15:00:00;02/01/2026 15:30:00;30min;1;1;V;166.055,00;165.965,00;186.280,00;Sim;-18,00;-90,00;8;-18,00;-90,00;0,00;0,00;0,00;10d3h;-306,00 +WINJ26;20/01/2026 09:30:00;20/01/2026 10:00:00;30min;1;1;V;169.010,00;168.260,00;186.280,00;Sim;-150,00;-750,00;9;-150,00;-750,00;0,00;0,00;0,00;17d18h;-456,00 +WINJ26;04/02/2026 16:00:00;04/02/2026 16:30:00;30min;1;1;V;184.855,00;184.885,00;186.280,00;Sim;6,00;30,00;10;6,00;30,00;0,00;0,00;0,00;15d6h;-450,00 +WINJ26;18/02/2026 16:30:00;18/02/2026 17:30:00;1h;1;1;V;188.890,00;188.970,00;186.280,00;Sim;16,00;80,00;11;16,00;80,00;0,00;0,00;0,00;14d;-434,00 +WINJ26;27/02/2026 16:30:00;27/02/2026 17:30:00;1h;1;1;V;192.145,00;191.960,00;186.280,00;Sim;-37,00;-185,00;12;-37,00;-185,00;0,00;0,00;0,00;9d;-471,00 +WINJ26;02/03/2026 16:30:00;02/03/2026 17:00:00;30min;1;1;C;193.100,00;192.895,00;186.280,00;No;-41,00;-205,00;13;-41,00;-205,00;0,00;0,00;0,00;3d;-512,00 diff --git a/automacao_backtests/MEDIAS_20_50_200/resultadosAprovadosPorTimeframe/robos_medias_v50_hibrido5.csv b/automacao_backtests/MEDIAS_20_50_200/resultadosAprovadosPorTimeframe/robos_medias_v50_hibrido5.csv new file mode 100644 index 0000000..4cbca5a --- /dev/null +++ b/automacao_backtests/MEDIAS_20_50_200/resultadosAprovadosPorTimeframe/robos_medias_v50_hibrido5.csv @@ -0,0 +1,107 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 05/03/2025 +Data Final: 05/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;01/10/2025 12:15:00;01/10/2025 15:45:00;3h30min;1;1;V;155.450,00;155.450,00;186.290,00;No;0;0;1;0;0;0,00;0,00;0,00; - ;0,00 +WINJ26;14/10/2025 18:20:00;15/10/2025 09:25:00;15h5min;1;1;V;150.600,00;150.950,00;186.290,00;No;70,00;350,00;2;70,00;350,00;0,00;0,00;0,00;13d6h;70,00 +WINJ26;20/10/2025 10:45:00;20/10/2025 10:50:00;5min;1;1;C;152.550,00;152.685,00;186.290,00;No;27,00;135,00;3;27,00;135,00;0,00;0,00;0,00;5d16h;97,00 +WINJ26;20/10/2025 10:55:00;20/10/2025 11:00:00;5min;1;1;C;153.000,00;153.160,00;186.290,00;No;32,00;160,00;4;32,00;160,00;0,00;0,00;0,00;10min;129,00 +WINJ26;18/11/2025 09:05:00;18/11/2025 09:30:00;25min;1;1;V;163.750,00;164.410,00;186.290,00;Sim;132,00;660,00;5;132,00;660,00;0,00;0,00;0,00;1m22h;261,00 +WINJ26;26/11/2025 09:30:00;26/11/2025 09:50:00;20min;1;1;C;164.100,00;164.200,00;186.290,00;No;20,00;100,00;6;20,00;100,00;0,00;0,00;0,00;8d;281,00 +WINJ26;05/12/2025 14:55:00;05/12/2025 15:35:00;40min;1;1;V;166.265,00;167.225,00;186.290,00;Sim;192,00;960,00;7;192,00;960,00;0,00;0,00;0,00;9d5h;473,00 +WINJ26;12/12/2025 10:20:00;12/12/2025 10:40:00;20min;1;1;C;167.050,00;167.300,00;186.290,00;No;50,00;250,00;8;50,00;250,00;0,00;0,00;0,00;6d19h;523,00 +WINJ26;18/12/2025 16:45:00;18/12/2025 17:00:00;15min;1;1;V;164.205,00;164.300,00;186.290,00;No;19,00;95,00;9;19,00;95,00;0,00;0,00;0,00;6d6h;542,00 +WINJ26;19/12/2025 10:30:00;19/12/2025 10:45:00;15min;1;1;C;164.670,00;164.835,00;186.290,00;Sim;33,00;165,00;10;33,00;165,00;0,00;0,00;0,00;17h45min;575,00 +WINJ26;19/12/2025 13:30:00;19/12/2025 13:35:00;5min;1;1;C;165.525,00;165.530,00;186.290,00;No;1,00;5,00;11;1,00;5,00;0,00;0,00;0,00;3h;576,00 +WINJ26;19/12/2025 14:00:00;19/12/2025 14:10:00;10min;1;1;C;165.495,00;165.530,00;186.290,00;Sim;7,00;35,00;12;7,00;35,00;0,00;0,00;0,00;30min;583,00 +WINJ26;22/12/2025 16:40:00;22/12/2025 16:50:00;10min;1;1;V;164.395,00;164.195,00;186.290,00;No;-40,00;-200,00;13;-40,00;-200,00;0,00;0,00;0,00;3d2h;543,00 +WINJ26;22/12/2025 18:10:00;23/12/2025 09:05:00;14h55min;1;1;V;164.500,00;164.320,00;186.290,00;Sim;-36,00;-180,00;14;-36,00;-180,00;0,00;0,00;0,00;1h30min;507,00 +WINJ26;23/12/2025 09:15:00;23/12/2025 09:30:00;15min;1;1;C;164.800,00;164.900,00;186.290,00;Sim;20,00;100,00;15;20,00;100,00;0,00;0,00;0,00;15h5min;527,00 +WINJ26;23/12/2025 14:35:00;23/12/2025 14:45:00;10min;1;1;C;166.600,00;166.580,00;186.290,00;No;-4,00;-20,00;16;-4,00;-20,00;0,00;0,00;0,00;5h20min;523,00 +WINJ26;26/12/2025 10:25:00;26/12/2025 10:30:00;5min;1;1;V;165.750,00;165.410,00;186.290,00;Sim;-68,00;-340,00;17;-68,00;-340,00;0,00;0,00;0,00;2d19h;455,00 +WINJ26;26/12/2025 13:00:00;26/12/2025 13:15:00;15min;1;1;C;166.420,00;166.295,00;186.290,00;Sim;-25,00;-125,00;18;-25,00;-125,00;0,00;0,00;0,00;2h35min;430,00 +WINJ26;26/12/2025 14:40:00;26/12/2025 15:15:00;35min;1;1;C;166.515,00;166.500,00;186.290,00;No;-3,00;-15,00;19;-3,00;-15,00;0,00;0,00;0,00;1h40min;427,00 +WINJ26;29/12/2025 09:05:00;29/12/2025 09:15:00;10min;1;1;C;167.435,00;167.245,00;186.290,00;No;-38,00;-190,00;20;-38,00;-190,00;0,00;0,00;0,00;2d18h;389,00 +WINJ26;29/12/2025 10:20:00;29/12/2025 10:25:00;5min;1;1;V;166.635,00;166.415,00;186.290,00;Sim;-44,00;-220,00;21;-44,00;-220,00;0,00;0,00;0,00;1h15min;345,00 +WINJ26;29/12/2025 14:15:00;29/12/2025 14:25:00;10min;1;1;V;166.105,00;166.045,00;186.290,00;No;-12,00;-60,00;22;-12,00;-60,00;0,00;0,00;0,00;3h55min;333,00 +WINJ26;29/12/2025 14:45:00;29/12/2025 14:50:00;5min;1;1;C;166.380,00;166.290,00;186.290,00;Sim;-18,00;-90,00;23;-18,00;-90,00;0,00;0,00;0,00;30min;315,00 +WINJ26;29/12/2025 15:40:00;29/12/2025 16:10:00;30min;1;1;V;165.865,00;166.000,00;186.290,00;No;27,00;135,00;24;27,00;135,00;0,00;0,00;0,00;55min;342,00 +WINJ26;29/12/2025 16:20:00;29/12/2025 16:25:00;5min;1;1;V;165.875,00;165.845,00;186.290,00;No;-6,00;-30,00;25;-6,00;-30,00;0,00;0,00;0,00;40min;336,00 +WINJ26;29/12/2025 17:05:00;29/12/2025 17:15:00;10min;1;1;C;166.315,00;166.345,00;186.290,00;Sim;6,00;30,00;26;6,00;30,00;0,00;0,00;0,00;45min;342,00 +WINJ26;29/12/2025 17:45:00;29/12/2025 17:55:00;10min;1;1;V;166.220,00;166.070,00;186.290,00;Sim;-30,00;-150,00;27;-30,00;-150,00;0,00;0,00;0,00;40min;312,00 +WINJ26;30/12/2025 09:00:00;30/12/2025 09:05:00;5min;1;1;C;166.530,00;167.070,00;186.290,00;No;108,00;540,00;28;108,00;540,00;0,00;0,00;0,00;15h15min;420,00 +WINJ26;30/12/2025 11:20:00;30/12/2025 11:25:00;5min;1;1;C;167.600,00;167.380,00;186.290,00;No;-44,00;-220,00;29;-44,00;-220,00;0,00;0,00;0,00;2h20min;376,00 +WINJ26;30/12/2025 12:55:00;30/12/2025 13:30:00;35min;1;1;C;167.535,00;167.670,00;186.290,00;Sim;27,00;135,00;30;27,00;135,00;0,00;0,00;0,00;1h35min;403,00 +WINJ26;30/12/2025 13:55:00;30/12/2025 14:00:00;5min;1;1;C;167.640,00;167.555,00;186.290,00;No;-17,00;-85,00;31;-17,00;-85,00;0,00;0,00;0,00;1h;386,00 +WINJ26;30/12/2025 14:50:00;30/12/2025 14:55:00;5min;1;1;C;167.855,00;167.800,00;186.290,00;No;-11,00;-55,00;32;-11,00;-55,00;0,00;0,00;0,00;55min;375,00 +WINJ26;30/12/2025 15:10:00;30/12/2025 15:15:00;5min;1;1;C;167.805,00;167.770,00;186.290,00;Sim;-7,00;-35,00;33;-7,00;-35,00;0,00;0,00;0,00;20min;368,00 +WINJ26;02/01/2026 11:00:00;02/01/2026 11:15:00;15min;1;1;V;167.135,00;166.705,00;186.290,00;Sim;-86,00;-430,00;34;-86,00;-430,00;0,00;0,00;0,00;2d19h;282,00 +WINJ26;02/01/2026 14:50:00;02/01/2026 15:10:00;20min;1;1;V;165.980,00;166.020,00;186.290,00;No;8,00;40,00;35;8,00;40,00;0,00;0,00;0,00;3h50min;290,00 +WINJ26;02/01/2026 15:45:00;02/01/2026 15:50:00;5min;1;1;V;165.910,00;165.975,00;186.290,00;No;13,00;65,00;36;13,00;65,00;0,00;0,00;0,00;55min;303,00 +WINJ26;02/01/2026 16:00:00;02/01/2026 16:05:00;5min;1;1;V;166.050,00;165.960,00;186.290,00;No;-18,00;-90,00;37;-18,00;-90,00;0,00;0,00;0,00;15min;285,00 +WINJ26;05/01/2026 10:20:00;05/01/2026 10:40:00;20min;1;1;V;166.075,00;166.005,00;186.290,00;Sim;-14,00;-70,00;38;-14,00;-70,00;0,00;0,00;0,00;2d18h;271,00 +WINJ26;05/01/2026 17:50:00;05/01/2026 18:00:00;10min;1;1;C;167.670,00;167.660,00;186.290,00;Sim;-2,00;-10,00;39;-2,00;-10,00;0,00;0,00;0,00;7h30min;269,00 +WINJ26;06/01/2026 15:05:00;06/01/2026 15:10:00;5min;1;1;C;169.550,00;169.500,00;186.290,00;No;-10,00;-50,00;40;-10,00;-50,00;0,00;0,00;0,00;21h15min;259,00 +WINJ26;07/01/2026 13:50:00;07/01/2026 14:00:00;10min;1;1;V;167.750,00;167.680,00;186.290,00;Sim;-14,00;-70,00;41;-14,00;-70,00;0,00;0,00;0,00;22h45min;245,00 +WINJ26;07/01/2026 14:05:00;07/01/2026 14:20:00;15min;1;1;V;167.675,00;167.620,00;186.290,00;No;-11,00;-55,00;42;-11,00;-55,00;0,00;0,00;0,00;15min;234,00 +WINJ26;07/01/2026 14:25:00;07/01/2026 14:30:00;5min;1;1;V;167.680,00;167.645,00;186.290,00;Sim;-7,00;-35,00;43;-7,00;-35,00;0,00;0,00;0,00;20min;227,00 +WINJ26;07/01/2026 15:25:00;07/01/2026 15:30:00;5min;1;1;V;167.515,00;167.500,00;186.290,00;No;-3,00;-15,00;44;-3,00;-15,00;0,00;0,00;0,00;1h;224,00 +WINJ26;07/01/2026 16:55:00;07/01/2026 17:00:00;5min;1;1;V;167.690,00;167.690,00;186.290,00;Sim;0;0;45;0;0;0,00;0,00;0,00;1h30min;224,00 +WINJ26;07/01/2026 17:50:00;07/01/2026 18:10:00;20min;1;1;V;167.470,00;167.500,00;186.290,00;No;6,00;30,00;46;6,00;30,00;0,00;0,00;0,00;55min;230,00 +WINJ26;08/01/2026 09:05:00;08/01/2026 09:20:00;15min;1;1;V;167.500,00;167.255,00;186.290,00;No;-49,00;-245,00;47;-49,00;-245,00;0,00;0,00;0,00;15h15min;181,00 +WINJ26;08/01/2026 10:10:00;08/01/2026 10:15:00;5min;1;1;V;167.680,00;167.610,00;186.290,00;Sim;-14,00;-70,00;48;-14,00;-70,00;0,00;0,00;0,00;1h5min;167,00 +WINJ26;08/01/2026 14:05:00;08/01/2026 14:20:00;15min;1;1;C;168.110,00;168.030,00;186.290,00;Sim;-16,00;-80,00;49;-16,00;-80,00;0,00;0,00;0,00;3h55min;151,00 +WINJ26;08/01/2026 15:05:00;08/01/2026 15:30:00;25min;1;1;V;167.920,00;167.815,00;186.290,00;Sim;-21,00;-105,00;50;-21,00;-105,00;0,00;0,00;0,00;1h;130,00 +WINJ26;08/01/2026 17:00:00;08/01/2026 17:05:00;5min;1;1;C;168.055,00;167.940,00;186.290,00;Sim;-23,00;-115,00;51;-23,00;-115,00;0,00;0,00;0,00;1h55min;107,00 +WINJ26;12/01/2026 12:25:00;12/01/2026 12:30:00;5min;1;1;C;168.815,00;168.635,00;186.290,00;No;-36,00;-180,00;52;-36,00;-180,00;0,00;0,00;0,00;3d19h;71,00 +WINJ26;12/01/2026 16:25:00;12/01/2026 16:30:00;5min;1;1;V;168.625,00;168.590,00;186.290,00;Sim;-7,00;-35,00;53;-7,00;-35,00;0,00;0,00;0,00;4h;64,00 +WINJ26;12/01/2026 17:40:00;12/01/2026 18:10:00;30min;1;1;V;168.485,00;168.395,00;186.290,00;No;-18,00;-90,00;54;-18,00;-90,00;0,00;0,00;0,00;1h15min;46,00 +WINJ26;13/01/2026 15:50:00;13/01/2026 16:10:00;20min;1;1;V;167.125,00;167.250,00;186.290,00;No;25,00;125,00;55;25,00;125,00;0,00;0,00;0,00;22h10min;71,00 +WINJ26;13/01/2026 18:10:00;14/01/2026 09:00:00;14h50min;1;1;V;167.305,00;167.050,00;186.290,00;No;-51,00;-255,00;56;-51,00;-255,00;0,00;0,00;0,00;2h20min;20,00 +WINJ26;14/01/2026 09:25:00;14/01/2026 09:40:00;15min;1;1;C;167.920,00;168.050,00;186.290,00;Sim;26,00;130,00;57;26,00;130,00;0,00;0,00;0,00;15h15min;46,00 +WINJ26;14/01/2026 13:40:00;14/01/2026 13:50:00;10min;1;1;C;168.810,00;168.815,00;186.290,00;No;1,00;5,00;58;1,00;5,00;0,00;0,00;0,00;4h15min;47,00 +WINJ26;14/01/2026 14:05:00;14/01/2026 14:35:00;30min;1;1;C;168.875,00;168.950,00;186.290,00;No;15,00;75,00;59;15,00;75,00;0,00;0,00;0,00;25min;62,00 +WINJ26;14/01/2026 15:05:00;14/01/2026 15:10:00;5min;1;1;C;169.000,00;168.950,00;186.290,00;No;-10,00;-50,00;60;-10,00;-50,00;0,00;0,00;0,00;1h;52,00 +WINJ26;14/01/2026 15:15:00;14/01/2026 15:40:00;25min;1;1;C;169.050,00;169.270,00;186.290,00;No;44,00;220,00;61;44,00;220,00;0,00;0,00;0,00;10min;96,00 +WINJ26;15/01/2026 14:00:00;15/01/2026 14:25:00;25min;1;1;C;170.720,00;170.715,00;186.290,00;No;-1,00;-5,00;62;-1,00;-5,00;0,00;0,00;0,00;22h45min;95,00 +WINJ26;15/01/2026 14:55:00;15/01/2026 15:10:00;15min;1;1;C;170.785,00;171.295,00;186.290,00;No;102,00;510,00;63;102,00;510,00;0,00;0,00;0,00;55min;197,00 +WINJ26;16/01/2026 15:05:00;16/01/2026 15:15:00;10min;1;1;V;169.570,00;169.530,00;186.290,00;Sim;-8,00;-40,00;64;-8,00;-40,00;0,00;0,00;0,00;1d;189,00 +WINJ26;19/01/2026 16:25:00;19/01/2026 16:30:00;5min;1;1;V;169.690,00;169.655,00;186.290,00;Sim;-7,00;-35,00;65;-7,00;-35,00;0,00;0,00;0,00;3d1h;182,00 +WINJ26;20/01/2026 11:25:00;20/01/2026 11:30:00;5min;1;1;C;169.585,00;169.330,00;186.290,00;Sim;-51,00;-255,00;66;-51,00;-255,00;0,00;0,00;0,00;19h;131,00 +WINJ26;20/01/2026 11:35:00;20/01/2026 11:40:00;5min;1;1;C;169.970,00;170.495,00;186.290,00;No;105,00;525,00;67;105,00;525,00;0,00;0,00;0,00;10min;236,00 +WINJ26;20/01/2026 17:50:00;20/01/2026 18:10:00;20min;1;1;C;171.065,00;171.060,00;186.290,00;No;-1,00;-5,00;68;-1,00;-5,00;0,00;0,00;0,00;6h15min;235,00 +WINJ26;20/01/2026 18:20:00;21/01/2026 09:00:00;14h40min;1;1;C;171.035,00;170.910,00;186.290,00;Sim;-25,00;-125,00;69;-25,00;-125,00;0,00;0,00;0,00;30min;210,00 +WINJ26;22/01/2026 13:50:00;22/01/2026 14:00:00;10min;1;1;C;182.005,00;181.830,00;186.290,00;No;-35,00;-175,00;70;-35,00;-175,00;0,00;0,00;0,00;1d19h;175,00 +WINJ26;23/01/2026 12:55:00;23/01/2026 13:20:00;25min;1;1;C;182.460,00;182.355,00;186.290,00;No;-21,00;-105,00;71;-21,00;-105,00;0,00;0,00;0,00;23h5min;154,00 +WINJ26;26/01/2026 14:25:00;26/01/2026 14:40:00;15min;1;1;C;183.600,00;184.030,00;186.290,00;No;86,00;430,00;72;86,00;430,00;0,00;0,00;0,00;3d1h;240,00 +WINJ26;26/01/2026 16:20:00;26/01/2026 16:25:00;5min;1;1;V;183.140,00;182.975,00;186.290,00;Sim;-33,00;-165,00;73;-33,00;-165,00;0,00;0,00;0,00;1h55min;207,00 +WINJ26;27/01/2026 13:30:00;27/01/2026 13:45:00;15min;1;1;C;187.970,00;188.300,00;186.290,00;No;66,00;330,00;74;66,00;330,00;0,00;0,00;0,00;21h10min;273,00 +WINJ26;30/01/2026 11:05:00;30/01/2026 11:20:00;15min;1;1;V;187.575,00;187.610,00;186.290,00;Sim;7,00;35,00;75;7,00;35,00;0,00;0,00;0,00;2d21h;280,00 +WINJ26;02/02/2026 10:35:00;02/02/2026 11:10:00;35min;1;1;C;187.365,00;187.205,00;186.290,00;Sim;-32,00;-160,00;76;-32,00;-160,00;0,00;0,00;0,00;2d23h;248,00 +WINJ26;02/02/2026 13:45:00;02/02/2026 13:55:00;10min;1;1;C;187.150,00;187.225,00;186.290,00;Sim;15,00;75,00;77;15,00;75,00;0,00;0,00;0,00;3h10min;263,00 +WINJ26;02/02/2026 17:25:00;02/02/2026 17:35:00;10min;1;1;C;186.905,00;187.110,00;186.290,00;Sim;41,00;205,00;78;41,00;205,00;0,00;0,00;0,00;3h40min;304,00 +WINJ26;05/02/2026 11:25:00;05/02/2026 11:30:00;5min;1;1;C;187.810,00;187.300,00;186.290,00;No;-102,00;-510,00;79;-102,00;-510,00;0,00;0,00;0,00;2d18h;202,00 +WINJ26;05/02/2026 11:40:00;05/02/2026 11:45:00;5min;1;1;C;187.890,00;188.290,00;186.290,00;No;80,00;400,00;80;80,00;400,00;0,00;0,00;0,00;15min;282,00 +WINJ26;05/02/2026 16:20:00;05/02/2026 16:35:00;15min;1;1;C;187.760,00;187.570,00;186.290,00;Sim;-38,00;-190,00;81;-38,00;-190,00;0,00;0,00;0,00;4h40min;244,00 +WINJ26;05/02/2026 17:25:00;05/02/2026 17:35:00;10min;1;1;V;186.445,00;186.740,00;186.290,00;No;59,00;295,00;82;59,00;295,00;0,00;0,00;0,00;1h5min;303,00 +WINJ26;06/02/2026 09:05:00;06/02/2026 09:10:00;5min;1;1;C;188.150,00;187.680,00;186.290,00;No;-94,00;-470,00;83;-94,00;-470,00;0,00;0,00;0,00;15h40min;209,00 +WINJ26;06/02/2026 11:20:00;06/02/2026 11:25:00;5min;1;1;C;186.760,00;186.630,00;186.290,00;Sim;-26,00;-130,00;84;-26,00;-130,00;0,00;0,00;0,00;2h15min;183,00 +WINJ26;06/02/2026 13:20:00;06/02/2026 13:50:00;30min;1;1;C;186.870,00;187.120,00;186.290,00;No;50,00;250,00;85;50,00;250,00;0,00;0,00;0,00;2h;233,00 +WINJ26;06/02/2026 17:05:00;06/02/2026 17:25:00;20min;1;1;C;186.960,00;187.210,00;186.290,00;No;50,00;250,00;86;50,00;250,00;0,00;0,00;0,00;3h45min;283,00 +WINJ26;09/02/2026 09:00:00;09/02/2026 09:10:00;10min;1;1;C;187.805,00;187.655,00;186.290,00;No;-30,00;-150,00;87;-30,00;-150,00;0,00;0,00;0,00;2d15h;253,00 +WINJ26;09/02/2026 10:00:00;09/02/2026 10:05:00;5min;1;1;C;188.045,00;187.710,00;186.290,00;No;-67,00;-335,00;88;-67,00;-335,00;0,00;0,00;0,00;1h;186,00 +WINJ26;12/02/2026 13:20:00;12/02/2026 13:40:00;20min;1;1;V;192.820,00;192.680,00;186.290,00;Sim;-28,00;-140,00;89;-28,00;-140,00;0,00;0,00;0,00;3d3h;158,00 +WINJ26;18/02/2026 13:05:00;18/02/2026 13:10:00;5min;1;1;C;191.525,00;190.960,00;186.290,00;No;-113,00;-565,00;90;-113,00;-565,00;0,00;0,00;0,00;5d23h;45,00 +WINJ26;18/02/2026 14:00:00;18/02/2026 14:20:00;20min;1;1;V;190.220,00;189.975,00;186.290,00;No;-49,00;-245,00;91;-49,00;-245,00;0,00;0,00;0,00;55min;-4,00 +WINJ26;19/02/2026 13:55:00;19/02/2026 14:00:00;5min;1;1;C;192.295,00;192.160,00;186.290,00;No;-27,00;-135,00;92;-27,00;-135,00;0,00;0,00;0,00;23h55min;-31,00 +WINJ26;19/02/2026 14:20:00;19/02/2026 14:40:00;20min;1;1;C;192.370,00;192.275,00;186.290,00;No;-19,00;-95,00;93;-19,00;-95,00;0,00;0,00;0,00;25min;-50,00 +WINJ26;20/02/2026 10:35:00;20/02/2026 10:40:00;5min;1;1;V;190.755,00;190.510,00;186.290,00;Sim;-49,00;-245,00;94;-49,00;-245,00;0,00;0,00;0,00;20h15min;-99,00 +WINJ26;25/02/2026 12:35:00;25/02/2026 12:40:00;5min;1;1;V;194.255,00;194.110,00;186.290,00;Sim;-29,00;-145,00;95;-29,00;-145,00;0,00;0,00;0,00;5d2h;-128,00 +WINJ26;26/02/2026 17:05:00;26/02/2026 17:35:00;30min;1;1;C;194.355,00;194.435,00;186.290,00;No;16,00;80,00;96;16,00;80,00;0,00;0,00;0,00;1d4h;-112,00 +WINJ26;27/02/2026 11:35:00;27/02/2026 11:40:00;5min;1;1;C;194.020,00;193.645,00;186.290,00;Sim;-75,00;-375,00;97;-75,00;-375,00;0,00;0,00;0,00;18h30min;-187,00 +WINJ26;27/02/2026 18:10:00;02/03/2026 09:05:00;2d14h;1;1;V;190.295,00;191.755,00;186.290,00;No;292,00;1.460,00;98;292,00;1.460,00;0,00;0,00;0,00;6h35min;105,00 +WINJ26;02/03/2026 15:40:00;02/03/2026 15:45:00;5min;1;1;C;192.290,00;192.095,00;186.290,00;Sim;-39,00;-195,00;99;-39,00;-195,00;0,00;0,00;0,00;2d21h;66,00 +WINJ26;03/03/2026 09:05:00;03/03/2026 09:10:00;5min;1;1;V;187.275,00;187.900,00;186.290,00;No;125,00;625,00;100;125,00;625,00;0,00;0,00;0,00;17h25min;191,00 +WINJ26;04/03/2026 10:00:00;04/03/2026 10:15:00;15min;1;1;C;188.365,00;188.955,00;186.290,00;Sim;118,00;590,00;101;118,00;590,00;0,00;0,00;0,00;1d;309,00 diff --git a/automacao_backtests/MEDIAS_20_50_200/resultadosAprovadosPorTimeframe/robos_medias_v50_hibrido60.csv b/automacao_backtests/MEDIAS_20_50_200/resultadosAprovadosPorTimeframe/robos_medias_v50_hibrido60.csv new file mode 100644 index 0000000..fb4fdf4 --- /dev/null +++ b/automacao_backtests/MEDIAS_20_50_200/resultadosAprovadosPorTimeframe/robos_medias_v50_hibrido60.csv @@ -0,0 +1,11 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 05/03/2025 +Data Final: 05/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;20/10/2025 13:00:00;20/10/2025 14:00:00;1h;1;1;C;153.680,00;153.570,00;186.210,00;No;-22,00;-110,00;1;-22,00;-110,00;0,00;0,00;0,00; - ;-22,00 +WINJ26;23/10/2025 09:00:00;23/10/2025 10:00:00;1h;1;1;C;154.500,00;154.795,00;186.210,00;No;59,00;295,00;2;59,00;295,00;0,00;0,00;0,00;2d20h;37,00 +WINJ26;09/12/2025 10:00:00;09/12/2025 11:00:00;1h;1;1;V;163.150,00;164.050,00;186.210,00;No;180,00;900,00;3;180,00;900,00;0,00;0,00;0,00;1m16d1h;217,00 +WINJ26;16/12/2025 18:00:00;17/12/2025 09:00:00;15h;1;1;V;164.410,00;165.400,00;186.210,00;Sim;198,00;990,00;4;198,00;990,00;0,00;0,00;0,00;7d8h;415,00 +WINJ26;03/03/2026 10:00:00;03/03/2026 11:00:00;1h;1;1;V;185.610,00;187.265,00;186.210,00;Sim;331,00;1.655,00;5;331,00;1.655,00;0,00;0,00;0,00;2m14d16h;746,00 diff --git a/automacao_backtests/MEDIAS_20_50_200/robo_medias_v15_pullback_v2_dev.txt b/automacao_backtests/MEDIAS_20_50_200/robo_medias_v15_pullback_v2_dev.txt new file mode 100644 index 0000000..006ded4 --- /dev/null +++ b/automacao_backtests/MEDIAS_20_50_200/robo_medias_v15_pullback_v2_dev.txt @@ -0,0 +1,287 @@ +{ + Estrategia: robo_medias_v15_pullback_v2_dev + Baseado em: robo_medias_v15_pullback + Melhorias: Filtro VWAP (Contexto) + Stop ATR (Volatilidade) + Fase: Desenvolvimento (Março/26) +} + +input + ModoEstrategia(2); + DistanciaMinimaLequePontos(30); + DistanciaCompressao20x200(70); + DistanciaMaximaPrecoMME20(280); + DistanciaToqueMME20(40); + MinBarrasConfirmacao(3); + ConfirmacoesRompimento(2); + MinPercCorpoPA(0.5); + FatorPavioRejeicao(1.25); + UsarConfirmacaoCandle(true); + + // --- NOVOS PARAMETROS DE DESENVOLVIMENTO --- + UsarFiltroVWAP(true); // So compra acima da VWAP, so vende abaixo + UsarStopATR(true); // Stop tecnico pela volatilidade + PeriodoATR(14); + MultATRStop(2.0); // Stop Loss = 2x ATR + MultATRAlvo(3.0); // Alvo = 3x ATR (Risco/Retorno 1:1.5) + // ------------------------------------------- + + UsarOCO(true); + StopLossPontos(195); // Usado se UsarStopATR = false + TakeProfitPontos(312); // Usado se UsarStopATR = false + UsarSaidaPorTempo(true); + MaxBarrasPosicao(13); + +var + mme9, mme20, mma50, mma200, fVWAP : float; + slope20, slope50, slope200 : float; + dist920, dist2050, dist50200, dist20200, distPreco20 : float; + topoLookback, fundoLookback : float; + rangeCandle, corpoCandle, pavioSup, pavioInf : float; + fATR, fStopAtualCalc, fAlvoAtualCalc : float; + iAlta, iBaixa, iBarrasPosicao : integer; + bCompressao, bLequeAlta, bLequeBaixa : boolean; + bAcimaTodas, bAbaixoTodas, bEntre9e20, bEntre20e50, bEntre50e200, bZonaNeutra : boolean; + bCandleForcaAlta, bCandleForcaBaixa, bRejeicaoAlta, bRejeicaoBaixa : boolean; + bPullbackCompra, bPullbackVenda, bRompAlta, bRompBaixa, bSaindoCompressao : boolean; + bCompra, bVenda, bConfCompra, bConfVenda : boolean; + bFiltroVWAPCompra, bFiltroVWAPVenda : boolean; + bEstavaPosicionado, bSaidaOCOCompra, bSaidaOCOVenda : boolean; + fPrecoEntrada, fStopAtual, fAlvoAtual : float; + +begin + mme9 := MediaExp(9, Close); + mme20 := MediaExp(20, Close); + mma50 := Media(50, Close); + mma200 := Media(200, Close); + fVWAP := VWAP(1); // VWAP Diaria + fATR := AvgTrueRange(PeriodoATR); + + slope20 := mme20 - mme20[1]; + slope50 := mma50 - mma50[1]; + slope200 := mma200 - mma200[1]; + + dist920 := Abs(mme9 - mme20); + dist2050 := Abs(mme20 - mma50); + dist50200 := Abs(mma50 - mma200); + dist20200 := Abs(mme20 - mma200); + distPreco20 := Abs(Close - mme20); + + topoLookback := Highest(High, 12); + fundoLookback := Lowest(Low, 12); + + rangeCandle := Max(High - Low, 0.01); + corpoCandle := Abs(Close - Open); + pavioSup := High - Max(Open, Close); + pavioInf := Min(Open, Close) - Low; + + bAcimaTodas := (Close > mme9) and (Close > mme20) and (Close > mma50) and (Close > mma200); + bAbaixoTodas := (Close < mme9) and (Close < mme20) and (Close < mma50) and (Close < mma200); + + bEntre9e20 := ((Close <= mme9) and (Close >= mme20)) or ((Close >= mme9) and (Close <= mme20)); + bEntre20e50 := ((Close <= mme20) and (Close >= mma50)) or ((Close >= mme20) and (Close <= mma50)); + bEntre50e200 := ((Close <= mma50) and (Close >= mma200)) or ((Close >= mma50) and (Close <= mma200)); + bZonaNeutra := bEntre9e20 or bEntre20e50 or bEntre50e200; + + bCompressao := dist20200 <= DistanciaCompressao20x200; + bSaindoCompressao := (dist20200 > DistanciaCompressao20x200) and (dist20200[1] <= DistanciaCompressao20x200); + + bLequeAlta := bAcimaTodas and (mme9 > mme20) and (mme20 > mma50) and (mma50 > mma200) + and (slope20 > 0) and (slope50 > 0) and (slope200 >= 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos) + and (dist50200 >= DistanciaMinimaLequePontos); + + bLequeBaixa := bAbaixoTodas and (mme9 < mme20) and (mme20 < mma50) and (mma50 < mma200) + and (slope20 < 0) and (slope50 < 0) and (slope200 <= 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos) + and (dist50200 >= DistanciaMinimaLequePontos); + + bCandleForcaAlta := (Close > Open) and ((corpoCandle / rangeCandle) >= MinPercCorpoPA) and (Close > High[1]); + bCandleForcaBaixa := (Close < Open) and ((corpoCandle / rangeCandle) >= MinPercCorpoPA) and (Close < Low[1]); + + bRejeicaoAlta := (Close > Open) + and ((pavioInf >= (corpoCandle * FatorPavioRejeicao)) or (Low <= Low[1])) + and (Close > mme20); + + bRejeicaoBaixa := (Close < Open) + and ((pavioSup >= (corpoCandle * FatorPavioRejeicao)) or (High >= High[1])) + and (Close < mme20); + + bPullbackCompra := (not bCompressao) + and (mma50 > mma200) + and (slope20 > 0) + and (Abs(Low - mme20) <= DistanciaToqueMME20) + and bRejeicaoAlta; + + bPullbackVenda := (not bCompressao) + and (mma50 < mma200) + and (slope20 < 0) + and (Abs(High - mme20) <= DistanciaToqueMME20) + and bRejeicaoBaixa; + + bRompAlta := (Close > mma200) and (Close[1] <= mma200) + and (dist20200 <= DistanciaToqueMME20) + and (Close >= topoLookback[1]) + and (mme9 > mme20) + and bCandleForcaAlta; + + bRompBaixa := (Close < mma200) and (Close[1] >= mma200) + and (dist20200 <= DistanciaToqueMME20) + and (Close <= fundoLookback[1]) + and (mme9 < mme20) + and bCandleForcaBaixa; + + bConfCompra := (not UsarConfirmacaoCandle) or bCandleForcaAlta; + bConfVenda := (not UsarConfirmacaoCandle) or bCandleForcaBaixa; + + // --- LOGICA VWAP --- + if UsarFiltroVWAP then + begin + bFiltroVWAPCompra := Close > fVWAP; + bFiltroVWAPVenda := Close < fVWAP; + end + else + begin + bFiltroVWAPCompra := true; + bFiltroVWAPVenda := true; + end; + // ------------------- + + if bLequeAlta or bPullbackCompra or bRompAlta then + iAlta := iAlta + 1 + else + iAlta := 0; + + if bLequeBaixa or bPullbackVenda or bRompBaixa then + iBaixa := iBaixa + 1 + else + iBaixa := 0; + + bCompra := false; + bVenda := false; + + if ModoEstrategia = 1 then + begin + bCompra := bLequeAlta and (not bCompressao) and (not bZonaNeutra) + and (distPreco20 <= DistanciaMaximaPrecoMME20) + and bConfCompra and (iAlta >= MinBarrasConfirmacao) + and bFiltroVWAPCompra; + + bVenda := bLequeBaixa and (not bCompressao) and (not bZonaNeutra) + and (distPreco20 <= DistanciaMaximaPrecoMME20) + and bConfVenda and (iBaixa >= MinBarrasConfirmacao) + and bFiltroVWAPVenda; + end + else if ModoEstrategia = 2 then + begin + bCompra := bPullbackCompra and bConfCompra and (iAlta >= MinBarrasConfirmacao) and bFiltroVWAPCompra; + bVenda := bPullbackVenda and bConfVenda and (iBaixa >= MinBarrasConfirmacao) and bFiltroVWAPVenda; + end + else if ModoEstrategia = 3 then + begin + bCompra := bRompAlta and (iAlta >= ConfirmacoesRompimento) and bFiltroVWAPCompra; + bVenda := bRompBaixa and (iBaixa >= ConfirmacoesRompimento) and bFiltroVWAPVenda; + end + else if ModoEstrategia = 4 then + begin + bCompra := (not bCompressao) and bSaindoCompressao and bLequeAlta and bConfCompra and bFiltroVWAPCompra; + bVenda := (not bCompressao) and bSaindoCompressao and bLequeBaixa and bConfVenda and bFiltroVWAPVenda; + end + else + begin + bCompra := (not bCompressao) and (not bZonaNeutra) + and ((bPullbackCompra and bConfCompra) or (bRompAlta and (iAlta >= ConfirmacoesRompimento))) + and bFiltroVWAPCompra; + + bVenda := (not bCompressao) and (not bZonaNeutra) + and ((bPullbackVenda and bConfVenda) or (bRompBaixa and (iBaixa >= ConfirmacoesRompimento))) + and bFiltroVWAPVenda; + end; + + if IsBought or IsSold then + iBarrasPosicao := iBarrasPosicao + 1 + else + iBarrasPosicao := 0; + + if (not IsBought) and (not IsSold) then + begin + if bCompra then + begin + BuyAtMarket; + fPrecoEntrada := Close; + // Define Stop/Alvo Dinamico na entrada + if UsarStopATR then + begin + fStopAtualCalc := fPrecoEntrada - (fATR * MultATRStop); + fAlvoAtualCalc := fPrecoEntrada + (fATR * MultATRAlvo); + end; + end + else if bVenda then + begin + SellShortAtMarket; + fPrecoEntrada := Close; + // Define Stop/Alvo Dinamico na entrada + if UsarStopATR then + begin + fStopAtualCalc := fPrecoEntrada + (fATR * MultATRStop); + fAlvoAtualCalc := fPrecoEntrada - (fATR * MultATRAlvo); + end; + end; + end; + + bSaidaOCOCompra := false; + bSaidaOCOVenda := false; + + if IsBought then + begin + if UsarStopATR then + begin + fStopAtual := fStopAtualCalc; + fAlvoAtual := fAlvoAtualCalc; + end + else + begin + fStopAtual := fPrecoEntrada - StopLossPontos; + fAlvoAtual := fPrecoEntrada + TakeProfitPontos; + end; + + bSaidaOCOCompra := UsarOCO and ((Low <= fStopAtual) or (High >= fAlvoAtual)); + end; + + if IsSold then + begin + if UsarStopATR then + begin + fStopAtual := fStopAtualCalc; + fAlvoAtual := fAlvoAtualCalc; + end + else + begin + fStopAtual := fPrecoEntrada + StopLossPontos; + fAlvoAtual := fPrecoEntrada - TakeProfitPontos; + end; + + bSaidaOCOVenda := UsarOCO and ((High >= fStopAtual) or (Low <= fAlvoAtual)); + end; + + if IsBought and ( + bCompressao + or bZonaNeutra + or (Close < mme20) + or bCandleForcaBaixa + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOCompra + ) then + ClosePosition; + + if IsSold and ( + bCompressao + or bZonaNeutra + or (Close > mme20) + or bCandleForcaAlta + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOVenda + ) then + ClosePosition; +end; \ No newline at end of file diff --git a/automacao_backtests/MEDIAS_20_50_200/robo_medias_v26_romp200_v2_dev.txt b/automacao_backtests/MEDIAS_20_50_200/robo_medias_v26_romp200_v2_dev.txt new file mode 100644 index 0000000..74fd6c6 --- /dev/null +++ b/automacao_backtests/MEDIAS_20_50_200/robo_medias_v26_romp200_v2_dev.txt @@ -0,0 +1,285 @@ +{ + Estrategia: robo_medias_v26_romp200_v2_dev + Baseado em: robos_medias_v26_romp200 + Melhorias: Filtro VWAP (Obrigatorio para rompimento) + Stop ATR + Fase: Desenvolvimento (Março/26) +} + +input + ModoEstrategia(3); + DistanciaMinimaLequePontos(15); + DistanciaCompressao20x200(80); + DistanciaMaximaPrecoMME20(180); + DistanciaToqueMME20(80); + MinBarrasConfirmacao(1); + ConfirmacoesRompimento(1); + MinPercCorpoPA(0.55); + FatorPavioRejeicao(1.4); + UsarConfirmacaoCandle(true); + + // --- NOVOS PARAMETROS DE DESENVOLVIMENTO --- + UsarFiltroVWAP(true); + UsarStopATR(true); + PeriodoATR(14); + MultATRStop(1.5); // Rompimento precisa de stop mais curto + MultATRAlvo(2.0); // Alvo 2x o risco + // ------------------------------------------- + + UsarOCO(true); + StopLossPontos(210); + TakeProfitPontos(357); + UsarSaidaPorTempo(true); + MaxBarrasPosicao(8); + +var + mme9, mme20, mma50, mma200, fVWAP : float; + slope20, slope50, slope200 : float; + dist920, dist2050, dist50200, dist20200, distPreco20 : float; + topoLookback, fundoLookback : float; + rangeCandle, corpoCandle, pavioSup, pavioInf : float; + fATR, fStopAtualCalc, fAlvoAtualCalc : float; + iAlta, iBaixa, iBarrasPosicao : integer; + bCompressao, bLequeAlta, bLequeBaixa : boolean; + bAcimaTodas, bAbaixoTodas, bEntre9e20, bEntre20e50, bEntre50e200, bZonaNeutra : boolean; + bCandleForcaAlta, bCandleForcaBaixa, bRejeicaoAlta, bRejeicaoBaixa : boolean; + bPullbackCompra, bPullbackVenda, bRompAlta, bRompBaixa, bSaindoCompressao : boolean; + bCompra, bVenda, bConfCompra, bConfVenda : boolean; + bFiltroVWAPCompra, bFiltroVWAPVenda : boolean; + bEstavaPosicionado, bSaidaOCOCompra, bSaidaOCOVenda : boolean; + fPrecoEntrada, fStopAtual, fAlvoAtual : float; + +begin + mme9 := MediaExp(9, Close); + mme20 := MediaExp(20, Close); + mma50 := Media(50, Close); + mma200 := Media(200, Close); + fVWAP := VWAP(1); + fATR := AvgTrueRange(PeriodoATR); + + slope20 := mme20 - mme20[1]; + slope50 := mma50 - mma50[1]; + slope200 := mma200 - mma200[1]; + + dist920 := Abs(mme9 - mme20); + dist2050 := Abs(mme20 - mma50); + dist50200 := Abs(mma50 - mma200); + dist20200 := Abs(mme20 - mma200); + distPreco20 := Abs(Close - mme20); + + topoLookback := Highest(High, 12); + fundoLookback := Lowest(Low, 12); + + rangeCandle := Max(High - Low, 0.01); + corpoCandle := Abs(Close - Open); + pavioSup := High - Max(Open, Close); + pavioInf := Min(Open, Close) - Low; + + bAcimaTodas := (Close > mme9) and (Close > mme20) and (Close > mma50) and (Close > mma200); + bAbaixoTodas := (Close < mme9) and (Close < mme20) and (Close < mma50) and (Close < mma200); + + bEntre9e20 := ((Close <= mme9) and (Close >= mme20)) or ((Close >= mme9) and (Close <= mme20)); + bEntre20e50 := ((Close <= mme20) and (Close >= mma50)) or ((Close >= mme20) and (Close <= mma50)); + bEntre50e200 := ((Close <= mma50) and (Close >= mma200)) or ((Close >= mma50) and (Close <= mma200)); + bZonaNeutra := bEntre9e20 or bEntre20e50 or bEntre50e200; + + bCompressao := dist20200 <= DistanciaCompressao20x200; + bSaindoCompressao := (dist20200 > DistanciaCompressao20x200) and + ((dist20200[1] <= DistanciaCompressao20x200) or + (dist20200[2] <= DistanciaCompressao20x200) or + (dist20200[3] <= DistanciaCompressao20x200)); + + bLequeAlta := bAcimaTodas and (mme9 > mme20) and (mme20 > mma50) and (mma50 > mma200) + and (slope20 > 0) and (slope50 > 0) and (slope200 >= 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos) + and (dist50200 >= DistanciaMinimaLequePontos); + + bLequeBaixa := bAbaixoTodas and (mme9 < mme20) and (mme20 < mma50) and (mma50 < mma200) + and (slope20 < 0) and (slope50 < 0) and (slope200 <= 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos) + and (dist50200 >= DistanciaMinimaLequePontos); + + bCandleForcaAlta := (Close > Open) and ((corpoCandle / rangeCandle) >= MinPercCorpoPA); + bCandleForcaBaixa := (Close < Open) and ((corpoCandle / rangeCandle) >= MinPercCorpoPA); + + bRejeicaoAlta := (Close > Open) + and ((pavioInf >= (corpoCandle * FatorPavioRejeicao)) or (Low <= Low[1])) + and (Close > mme20); + + bRejeicaoBaixa := (Close < Open) + and ((pavioSup >= (corpoCandle * FatorPavioRejeicao)) or (High >= High[1])) + and (Close < mme20); + + bPullbackCompra := (not bCompressao) + and (mma50 > mma200) + and (slope20 > 0) + and (Abs(Low - mme20) <= DistanciaToqueMME20) + and bRejeicaoAlta; + + bPullbackVenda := (not bCompressao) + and (mma50 < mma200) + and (slope20 < 0) + and (Abs(High - mme20) <= DistanciaToqueMME20) + and bRejeicaoBaixa; + + bRompAlta := (Close > mma200) and (Close[1] <= mma200) + and (Close >= topoLookback[1]) + and (mme9 > mme20) + and bCandleForcaAlta; + + bRompBaixa := (Close < mma200) and (Close[1] >= mma200) + and (Close <= fundoLookback[1]) + and (mme9 < mme20) + and bCandleForcaBaixa; + + bConfCompra := (not UsarConfirmacaoCandle) or bCandleForcaAlta; + bConfVenda := (not UsarConfirmacaoCandle) or bCandleForcaBaixa; + + // --- LOGICA VWAP --- + if UsarFiltroVWAP then + begin + bFiltroVWAPCompra := Close > fVWAP; + bFiltroVWAPVenda := Close < fVWAP; + end + else + begin + bFiltroVWAPCompra := true; + bFiltroVWAPVenda := true; + end; + // ------------------- + + if bLequeAlta or bPullbackCompra or bRompAlta then + iAlta := iAlta + 1 + else + iAlta := 0; + + if bLequeBaixa or bPullbackVenda or bRompBaixa then + iBaixa := iBaixa + 1 + else + iBaixa := 0; + + bCompra := false; + bVenda := false; + + if ModoEstrategia = 1 then + begin + bCompra := bLequeAlta and (not bCompressao) and (not bZonaNeutra) + and (distPreco20 <= DistanciaMaximaPrecoMME20) + and bConfCompra and (iAlta >= MinBarrasConfirmacao) + and bFiltroVWAPCompra; + + bVenda := bLequeBaixa and (not bCompressao) and (not bZonaNeutra) + and (distPreco20 <= DistanciaMaximaPrecoMME20) + and bConfVenda and (iBaixa >= MinBarrasConfirmacao) + and bFiltroVWAPVenda; + end + else if ModoEstrategia = 2 then + begin + bCompra := bPullbackCompra and bConfCompra and (iAlta >= MinBarrasConfirmacao) and bFiltroVWAPCompra; + bVenda := bPullbackVenda and bConfVenda and (iBaixa >= MinBarrasConfirmacao) and bFiltroVWAPVenda; + end + else if ModoEstrategia = 3 then + begin + bCompra := bRompAlta and (iAlta >= ConfirmacoesRompimento) and bFiltroVWAPCompra; + bVenda := bRompBaixa and (iBaixa >= ConfirmacoesRompimento) and bFiltroVWAPVenda; + end + else if ModoEstrategia = 4 then + begin + bCompra := (not bCompressao) and bSaindoCompressao and bLequeAlta and bConfCompra and bFiltroVWAPCompra; + bVenda := (not bCompressao) and bSaindoCompressao and bLequeBaixa and bConfVenda and bFiltroVWAPVenda; + end + else + begin + bCompra := (not bCompressao) and (not bZonaNeutra) + and ((bPullbackCompra and bConfCompra) or (bRompAlta and (iAlta >= ConfirmacoesRompimento))) + and bFiltroVWAPCompra; + + bVenda := (not bCompressao) and (not bZonaNeutra) + and ((bPullbackVenda and bConfVenda) or (bRompBaixa and (iBaixa >= ConfirmacoesRompimento))) + and bFiltroVWAPVenda; + end; + + if IsBought or IsSold then + iBarrasPosicao := iBarrasPosicao + 1 + else + iBarrasPosicao := 0; + + if (not IsBought) and (not IsSold) then + begin + if bCompra then + begin + BuyAtMarket; + fPrecoEntrada := Close; + if UsarStopATR then + begin + fStopAtualCalc := fPrecoEntrada - (fATR * MultATRStop); + fAlvoAtualCalc := fPrecoEntrada + (fATR * MultATRAlvo); + end; + end + else if bVenda then + begin + SellShortAtMarket; + fPrecoEntrada := Close; + if UsarStopATR then + begin + fStopAtualCalc := fPrecoEntrada + (fATR * MultATRStop); + fAlvoAtualCalc := fPrecoEntrada - (fATR * MultATRAlvo); + end; + end; + end; + + bSaidaOCOCompra := false; + bSaidaOCOVenda := false; + + if IsBought then + begin + if UsarStopATR then + begin + fStopAtual := fStopAtualCalc; + fAlvoAtual := fAlvoAtualCalc; + end + else + begin + fStopAtual := fPrecoEntrada - StopLossPontos; + fAlvoAtual := fPrecoEntrada + TakeProfitPontos; + end; + bSaidaOCOCompra := UsarOCO and ((Low <= fStopAtual) or (High >= fAlvoAtual)); + end; + + if IsSold then + begin + if UsarStopATR then + begin + fStopAtual := fStopAtualCalc; + fAlvoAtual := fAlvoAtualCalc; + end + else + begin + fStopAtual := fPrecoEntrada + StopLossPontos; + fAlvoAtual := fPrecoEntrada - TakeProfitPontos; + end; + + bSaidaOCOVenda := UsarOCO and ((High >= fStopAtual) or (Low <= fAlvoAtual)); + end; + + if IsBought and ( + bCompressao + or bZonaNeutra + or (Close < mme20) + or bCandleForcaBaixa + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOCompra + ) then + ClosePosition; + + if IsSold and ( + bCompressao + or bZonaNeutra + or (Close > mme20) + or bCandleForcaAlta + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOVenda + ) then + ClosePosition; +end; \ No newline at end of file diff --git a/automacao_backtests/MEDIAS_20_50_200/robos_medias_v09_lequeALGUMRESULTADO.txt b/automacao_backtests/MEDIAS_20_50_200/robos_medias_v09_lequeALGUMRESULTADO.txt new file mode 100644 index 0000000..b14355e --- /dev/null +++ b/automacao_backtests/MEDIAS_20_50_200/robos_medias_v09_lequeALGUMRESULTADO.txt @@ -0,0 +1,229 @@ +{ + Estrategia: robos_medias_v09_leque + Autor: Wesley + Descricao: Leque direcional 9/20/50/200 com price action de continuidade e filtro de zona neutra. +} + +input + ModoEstrategia(1); + DistanciaMinimaLequePontos(15); + DistanciaCompressao20x200(110); + DistanciaMaximaPrecoMME20(240); + DistanciaToqueMME20(80); + MinBarrasConfirmacao(1); + ConfirmacoesRompimento(2); + MinPercCorpoPA(0.5); + FatorPavioRejeicao(1.25); + UsarConfirmacaoCandle(true); + UsarOCO(true); + StopLossPontos(255); + TakeProfitPontos(408); + UsarSaidaPorTempo(true); + MaxBarrasPosicao(11); + +var + mme9, mme20, mma50, mma200 : float; + slope20, slope50, slope200 : float; + dist920, dist2050, dist50200, dist20200, distPreco20 : float; + topoLookback, fundoLookback : float; + rangeCandle, corpoCandle, pavioSup, pavioInf : float; + iAlta, iBaixa, iBarrasPosicao : integer; + bCompressao, bLequeAlta, bLequeBaixa : boolean; + bAcimaTodas, bAbaixoTodas, bEntre9e20, bEntre20e50, bEntre50e200, bZonaNeutra : boolean; + bCandleForcaAlta, bCandleForcaBaixa, bRejeicaoAlta, bRejeicaoBaixa : boolean; + bPullbackCompra, bPullbackVenda, bRompAlta, bRompBaixa, bSaindoCompressao : boolean; + bCompra, bVenda, bConfCompra, bConfVenda : boolean; + bEstavaPosicionado, bSaidaOCOCompra, bSaidaOCOVenda : boolean; + fPrecoEntrada, fStopAtual, fAlvoAtual : float; + +begin + mme9 := MediaExp(9, Close); + mme20 := MediaExp(20, Close); + mma50 := Media(50, Close); + mma200 := Media(200, Close); + + slope20 := mme20 - mme20[1]; + slope50 := mma50 - mma50[1]; + slope200 := mma200 - mma200[1]; + + dist920 := Abs(mme9 - mme20); + dist2050 := Abs(mme20 - mma50); + dist50200 := Abs(mma50 - mma200); + dist20200 := Abs(mme20 - mma200); + distPreco20 := Abs(Close - mme20); + + topoLookback := Highest(High, 12); + fundoLookback := Lowest(Low, 12); + + rangeCandle := Max(High - Low, 0.01); + corpoCandle := Abs(Close - Open); + pavioSup := High - Max(Open, Close); + pavioInf := Min(Open, Close) - Low; + + bAcimaTodas := (Close > mme9) and (Close > mme20) and (Close > mma50) and (Close > mma200); + bAbaixoTodas := (Close < mme9) and (Close < mme20) and (Close < mma50) and (Close < mma200); + + bEntre9e20 := ((Close <= mme9) and (Close >= mme20)) or ((Close >= mme9) and (Close <= mme20)); + bEntre20e50 := ((Close <= mme20) and (Close >= mma50)) or ((Close >= mme20) and (Close <= mma50)); + bEntre50e200 := ((Close <= mma50) and (Close >= mma200)) or ((Close >= mma50) and (Close <= mma200)); + bZonaNeutra := bEntre9e20 or bEntre20e50 or bEntre50e200; + + bCompressao := dist20200 <= DistanciaCompressao20x200; + bSaindoCompressao := (dist20200 > DistanciaCompressao20x200) and + ((dist20200[1] <= DistanciaCompressao20x200) or + (dist20200[2] <= DistanciaCompressao20x200) or + (dist20200[3] <= DistanciaCompressao20x200)); + + bLequeAlta := bAcimaTodas and (mme9 > mme20) and (mme20 > mma50) and (mma50 > mma200) + and (slope20 > 0) and (slope50 > 0) and (slope200 >= 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos) + and (dist50200 >= DistanciaMinimaLequePontos); + + bLequeBaixa := bAbaixoTodas and (mme9 < mme20) and (mme20 < mma50) and (mma50 < mma200) + and (slope20 < 0) and (slope50 < 0) and (slope200 <= 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos) + and (dist50200 >= DistanciaMinimaLequePontos); + + bCandleForcaAlta := (Close > Open) and ((corpoCandle / rangeCandle) >= MinPercCorpoPA); + bCandleForcaBaixa := (Close < Open) and ((corpoCandle / rangeCandle) >= MinPercCorpoPA); + + bRejeicaoAlta := (Close > Open) + and ((pavioInf >= (corpoCandle * FatorPavioRejeicao)) or (Low <= Low[1])) + and (Close > mme20); + + bRejeicaoBaixa := (Close < Open) + and ((pavioSup >= (corpoCandle * FatorPavioRejeicao)) or (High >= High[1])) + and (Close < mme20); + + bPullbackCompra := (not bCompressao) + and (mma50 > mma200) + and (slope20 > 0) + and (Abs(Low - mme20) <= DistanciaToqueMME20) + and bRejeicaoAlta; + + bPullbackVenda := (not bCompressao) + and (mma50 < mma200) + and (slope20 < 0) + and (Abs(High - mme20) <= DistanciaToqueMME20) + and bRejeicaoBaixa; + + bRompAlta := (Close > mma200) and (Close[1] <= mma200) + and (Close >= topoLookback[1]) + and (mme9 > mme20) + and bCandleForcaAlta; + + bRompBaixa := (Close < mma200) and (Close[1] >= mma200) + and (Close <= fundoLookback[1]) + and (mme9 < mme20) + and bCandleForcaBaixa; + + bConfCompra := (not UsarConfirmacaoCandle) or bCandleForcaAlta; + bConfVenda := (not UsarConfirmacaoCandle) or bCandleForcaBaixa; + + if bLequeAlta or bPullbackCompra or bRompAlta then + iAlta := iAlta + 1 + else + iAlta := 0; + + if bLequeBaixa or bPullbackVenda or bRompBaixa then + iBaixa := iBaixa + 1 + else + iBaixa := 0; + + bCompra := false; + bVenda := false; + + if ModoEstrategia = 1 then + begin + bCompra := bLequeAlta and (not bCompressao) and (not bZonaNeutra) + and (distPreco20 <= DistanciaMaximaPrecoMME20) + and bConfCompra and (iAlta >= MinBarrasConfirmacao); + + bVenda := bLequeBaixa and (not bCompressao) and (not bZonaNeutra) + and (distPreco20 <= DistanciaMaximaPrecoMME20) + and bConfVenda and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 2 then + begin + bCompra := bPullbackCompra and bConfCompra and (iAlta >= MinBarrasConfirmacao); + bVenda := bPullbackVenda and bConfVenda and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 3 then + begin + bCompra := bRompAlta and (iAlta >= ConfirmacoesRompimento); + bVenda := bRompBaixa and (iBaixa >= ConfirmacoesRompimento); + end + else if ModoEstrategia = 4 then + begin + bCompra := (not bCompressao) and bSaindoCompressao and bLequeAlta and bConfCompra; + bVenda := (not bCompressao) and bSaindoCompressao and bLequeBaixa and bConfVenda; + end + else + begin + bCompra := (not bCompressao) and (not bZonaNeutra) + and ((bPullbackCompra and bConfCompra) or (bRompAlta and (iAlta >= ConfirmacoesRompimento))); + + bVenda := (not bCompressao) and (not bZonaNeutra) + and ((bPullbackVenda and bConfVenda) or (bRompBaixa and (iBaixa >= ConfirmacoesRompimento))); + end; + + if IsBought or IsSold then + iBarrasPosicao := iBarrasPosicao + 1 + else + iBarrasPosicao := 0; + + if (not IsBought) and (not IsSold) then + begin + if bCompra then + BuyAtMarket + else if bVenda then + SellShortAtMarket; + end; + + bSaidaOCOCompra := false; + bSaidaOCOVenda := false; + + if IsBought and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada - StopLossPontos; + fAlvoAtual := fPrecoEntrada + TakeProfitPontos; + bSaidaOCOCompra := UsarOCO and ((Low <= fStopAtual) or (High >= fAlvoAtual)); + end; + + if IsSold and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada + StopLossPontos; + fAlvoAtual := fPrecoEntrada - TakeProfitPontos; + bSaidaOCOVenda := UsarOCO and ((High >= fStopAtual) or (Low <= fAlvoAtual)); + end; + + if IsBought and ( + bCompressao + or bZonaNeutra + or (Close < mme20) + or bCandleForcaBaixa + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOCompra + ) then + ClosePosition; + + if IsSold and ( + bCompressao + or bZonaNeutra + or (Close > mme20) + or bCandleForcaAlta + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOVenda + ) then + ClosePosition; + + if (not bEstavaPosicionado) and IsBought then + fPrecoEntrada := Close; + + if (not bEstavaPosicionado) and IsSold then + fPrecoEntrada := Close; + + bEstavaPosicionado := IsBought or IsSold; +end; diff --git a/automacao_backtests/MEDIAS_20_50_200/robos_medias_v13_lequeresultado.txt b/automacao_backtests/MEDIAS_20_50_200/robos_medias_v13_lequeresultado.txt new file mode 100644 index 0000000..f4e54f1 --- /dev/null +++ b/automacao_backtests/MEDIAS_20_50_200/robos_medias_v13_lequeresultado.txt @@ -0,0 +1,229 @@ +{ + Estrategia: robos_medias_v13_leque + Autor: Wesley + Descricao: Leque direcional 9/20/50/200 com price action de continuidade e filtro de zona neutra. +} + +input + ModoEstrategia(1); + DistanciaMinimaLequePontos(15); + DistanciaCompressao20x200(100); + DistanciaMaximaPrecoMME20(240); + DistanciaToqueMME20(80); + MinBarrasConfirmacao(1); + ConfirmacoesRompimento(2); + MinPercCorpoPA(0.6); + FatorPavioRejeicao(1.55); + UsarConfirmacaoCandle(true); + UsarOCO(true); + StopLossPontos(165); + TakeProfitPontos(297); + UsarSaidaPorTempo(true); + MaxBarrasPosicao(11); + +var + mme9, mme20, mma50, mma200 : float; + slope20, slope50, slope200 : float; + dist920, dist2050, dist50200, dist20200, distPreco20 : float; + topoLookback, fundoLookback : float; + rangeCandle, corpoCandle, pavioSup, pavioInf : float; + iAlta, iBaixa, iBarrasPosicao : integer; + bCompressao, bLequeAlta, bLequeBaixa : boolean; + bAcimaTodas, bAbaixoTodas, bEntre9e20, bEntre20e50, bEntre50e200, bZonaNeutra : boolean; + bCandleForcaAlta, bCandleForcaBaixa, bRejeicaoAlta, bRejeicaoBaixa : boolean; + bPullbackCompra, bPullbackVenda, bRompAlta, bRompBaixa, bSaindoCompressao : boolean; + bCompra, bVenda, bConfCompra, bConfVenda : boolean; + bEstavaPosicionado, bSaidaOCOCompra, bSaidaOCOVenda : boolean; + fPrecoEntrada, fStopAtual, fAlvoAtual : float; + +begin + mme9 := MediaExp(9, Close); + mme20 := MediaExp(20, Close); + mma50 := Media(50, Close); + mma200 := Media(200, Close); + + slope20 := mme20 - mme20[1]; + slope50 := mma50 - mma50[1]; + slope200 := mma200 - mma200[1]; + + dist920 := Abs(mme9 - mme20); + dist2050 := Abs(mme20 - mma50); + dist50200 := Abs(mma50 - mma200); + dist20200 := Abs(mme20 - mma200); + distPreco20 := Abs(Close - mme20); + + topoLookback := Highest(High, 12); + fundoLookback := Lowest(Low, 12); + + rangeCandle := Max(High - Low, 0.01); + corpoCandle := Abs(Close - Open); + pavioSup := High - Max(Open, Close); + pavioInf := Min(Open, Close) - Low; + + bAcimaTodas := (Close > mme9) and (Close > mme20) and (Close > mma50) and (Close > mma200); + bAbaixoTodas := (Close < mme9) and (Close < mme20) and (Close < mma50) and (Close < mma200); + + bEntre9e20 := ((Close <= mme9) and (Close >= mme20)) or ((Close >= mme9) and (Close <= mme20)); + bEntre20e50 := ((Close <= mme20) and (Close >= mma50)) or ((Close >= mme20) and (Close <= mma50)); + bEntre50e200 := ((Close <= mma50) and (Close >= mma200)) or ((Close >= mma50) and (Close <= mma200)); + bZonaNeutra := bEntre9e20 or bEntre20e50 or bEntre50e200; + + bCompressao := dist20200 <= DistanciaCompressao20x200; + bSaindoCompressao := (dist20200 > DistanciaCompressao20x200) and + ((dist20200[1] <= DistanciaCompressao20x200) or + (dist20200[2] <= DistanciaCompressao20x200) or + (dist20200[3] <= DistanciaCompressao20x200)); + + bLequeAlta := bAcimaTodas and (mme9 > mme20) and (mme20 > mma50) and (mma50 > mma200) + and (slope20 > 0) and (slope50 > 0) and (slope200 >= 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos) + and (dist50200 >= DistanciaMinimaLequePontos); + + bLequeBaixa := bAbaixoTodas and (mme9 < mme20) and (mme20 < mma50) and (mma50 < mma200) + and (slope20 < 0) and (slope50 < 0) and (slope200 <= 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos) + and (dist50200 >= DistanciaMinimaLequePontos); + + bCandleForcaAlta := (Close > Open) and ((corpoCandle / rangeCandle) >= MinPercCorpoPA); + bCandleForcaBaixa := (Close < Open) and ((corpoCandle / rangeCandle) >= MinPercCorpoPA); + + bRejeicaoAlta := (Close > Open) + and ((pavioInf >= (corpoCandle * FatorPavioRejeicao)) or (Low <= Low[1])) + and (Close > mme20); + + bRejeicaoBaixa := (Close < Open) + and ((pavioSup >= (corpoCandle * FatorPavioRejeicao)) or (High >= High[1])) + and (Close < mme20); + + bPullbackCompra := (not bCompressao) + and (mma50 > mma200) + and (slope20 > 0) + and (Abs(Low - mme20) <= DistanciaToqueMME20) + and bRejeicaoAlta; + + bPullbackVenda := (not bCompressao) + and (mma50 < mma200) + and (slope20 < 0) + and (Abs(High - mme20) <= DistanciaToqueMME20) + and bRejeicaoBaixa; + + bRompAlta := (Close > mma200) and (Close[1] <= mma200) + and (Close >= topoLookback[1]) + and (mme9 > mme20) + and bCandleForcaAlta; + + bRompBaixa := (Close < mma200) and (Close[1] >= mma200) + and (Close <= fundoLookback[1]) + and (mme9 < mme20) + and bCandleForcaBaixa; + + bConfCompra := (not UsarConfirmacaoCandle) or bCandleForcaAlta; + bConfVenda := (not UsarConfirmacaoCandle) or bCandleForcaBaixa; + + if bLequeAlta or bPullbackCompra or bRompAlta then + iAlta := iAlta + 1 + else + iAlta := 0; + + if bLequeBaixa or bPullbackVenda or bRompBaixa then + iBaixa := iBaixa + 1 + else + iBaixa := 0; + + bCompra := false; + bVenda := false; + + if ModoEstrategia = 1 then + begin + bCompra := bLequeAlta and (not bCompressao) and (not bZonaNeutra) + and (distPreco20 <= DistanciaMaximaPrecoMME20) + and bConfCompra and (iAlta >= MinBarrasConfirmacao); + + bVenda := bLequeBaixa and (not bCompressao) and (not bZonaNeutra) + and (distPreco20 <= DistanciaMaximaPrecoMME20) + and bConfVenda and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 2 then + begin + bCompra := bPullbackCompra and bConfCompra and (iAlta >= MinBarrasConfirmacao); + bVenda := bPullbackVenda and bConfVenda and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 3 then + begin + bCompra := bRompAlta and (iAlta >= ConfirmacoesRompimento); + bVenda := bRompBaixa and (iBaixa >= ConfirmacoesRompimento); + end + else if ModoEstrategia = 4 then + begin + bCompra := (not bCompressao) and bSaindoCompressao and bLequeAlta and bConfCompra; + bVenda := (not bCompressao) and bSaindoCompressao and bLequeBaixa and bConfVenda; + end + else + begin + bCompra := (not bCompressao) and (not bZonaNeutra) + and ((bPullbackCompra and bConfCompra) or (bRompAlta and (iAlta >= ConfirmacoesRompimento))); + + bVenda := (not bCompressao) and (not bZonaNeutra) + and ((bPullbackVenda and bConfVenda) or (bRompBaixa and (iBaixa >= ConfirmacoesRompimento))); + end; + + if IsBought or IsSold then + iBarrasPosicao := iBarrasPosicao + 1 + else + iBarrasPosicao := 0; + + if (not IsBought) and (not IsSold) then + begin + if bCompra then + BuyAtMarket + else if bVenda then + SellShortAtMarket; + end; + + bSaidaOCOCompra := false; + bSaidaOCOVenda := false; + + if IsBought and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada - StopLossPontos; + fAlvoAtual := fPrecoEntrada + TakeProfitPontos; + bSaidaOCOCompra := UsarOCO and ((Low <= fStopAtual) or (High >= fAlvoAtual)); + end; + + if IsSold and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada + StopLossPontos; + fAlvoAtual := fPrecoEntrada - TakeProfitPontos; + bSaidaOCOVenda := UsarOCO and ((High >= fStopAtual) or (Low <= fAlvoAtual)); + end; + + if IsBought and ( + bCompressao + or bZonaNeutra + or (Close < mme20) + or bCandleForcaBaixa + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOCompra + ) then + ClosePosition; + + if IsSold and ( + bCompressao + or bZonaNeutra + or (Close > mme20) + or bCandleForcaAlta + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOVenda + ) then + ClosePosition; + + if (not bEstavaPosicionado) and IsBought then + fPrecoEntrada := Close; + + if (not bEstavaPosicionado) and IsSold then + fPrecoEntrada := Close; + + bEstavaPosicionado := IsBought or IsSold; +end; diff --git a/automacao_backtests/MEDIAS_20_50_200/robos_medias_v15_pullbackRESULTADO.txt b/automacao_backtests/MEDIAS_20_50_200/robos_medias_v15_pullbackRESULTADO.txt new file mode 100644 index 0000000..5cfb9d3 --- /dev/null +++ b/automacao_backtests/MEDIAS_20_50_200/robos_medias_v15_pullbackRESULTADO.txt @@ -0,0 +1,229 @@ +{ + Estrategia: robos_medias_v15_pullback + Autor: Wesley + Descricao: Pullback na MME20 com regime por MMA50/200 e rejeicao por price action. +} + +input + ModoEstrategia(2); + DistanciaMinimaLequePontos(15); + DistanciaCompressao20x200(70); + DistanciaMaximaPrecoMME20(280); + DistanciaToqueMME20(80); + MinBarrasConfirmacao(3); + ConfirmacoesRompimento(2); + MinPercCorpoPA(0.5); + FatorPavioRejeicao(1.25); + UsarConfirmacaoCandle(true); + UsarOCO(true); + StopLossPontos(195); + TakeProfitPontos(312); + UsarSaidaPorTempo(true); + MaxBarrasPosicao(13); + +var + mme9, mme20, mma50, mma200 : float; + slope20, slope50, slope200 : float; + dist920, dist2050, dist50200, dist20200, distPreco20 : float; + topoLookback, fundoLookback : float; + rangeCandle, corpoCandle, pavioSup, pavioInf : float; + iAlta, iBaixa, iBarrasPosicao : integer; + bCompressao, bLequeAlta, bLequeBaixa : boolean; + bAcimaTodas, bAbaixoTodas, bEntre9e20, bEntre20e50, bEntre50e200, bZonaNeutra : boolean; + bCandleForcaAlta, bCandleForcaBaixa, bRejeicaoAlta, bRejeicaoBaixa : boolean; + bPullbackCompra, bPullbackVenda, bRompAlta, bRompBaixa, bSaindoCompressao : boolean; + bCompra, bVenda, bConfCompra, bConfVenda : boolean; + bEstavaPosicionado, bSaidaOCOCompra, bSaidaOCOVenda : boolean; + fPrecoEntrada, fStopAtual, fAlvoAtual : float; + +begin + mme9 := MediaExp(9, Close); + mme20 := MediaExp(20, Close); + mma50 := Media(50, Close); + mma200 := Media(200, Close); + + slope20 := mme20 - mme20[1]; + slope50 := mma50 - mma50[1]; + slope200 := mma200 - mma200[1]; + + dist920 := Abs(mme9 - mme20); + dist2050 := Abs(mme20 - mma50); + dist50200 := Abs(mma50 - mma200); + dist20200 := Abs(mme20 - mma200); + distPreco20 := Abs(Close - mme20); + + topoLookback := Highest(High, 12); + fundoLookback := Lowest(Low, 12); + + rangeCandle := Max(High - Low, 0.01); + corpoCandle := Abs(Close - Open); + pavioSup := High - Max(Open, Close); + pavioInf := Min(Open, Close) - Low; + + bAcimaTodas := (Close > mme9) and (Close > mme20) and (Close > mma50) and (Close > mma200); + bAbaixoTodas := (Close < mme9) and (Close < mme20) and (Close < mma50) and (Close < mma200); + + bEntre9e20 := ((Close <= mme9) and (Close >= mme20)) or ((Close >= mme9) and (Close <= mme20)); + bEntre20e50 := ((Close <= mme20) and (Close >= mma50)) or ((Close >= mme20) and (Close <= mma50)); + bEntre50e200 := ((Close <= mma50) and (Close >= mma200)) or ((Close >= mma50) and (Close <= mma200)); + bZonaNeutra := bEntre9e20 or bEntre20e50 or bEntre50e200; + + bCompressao := dist20200 <= DistanciaCompressao20x200; + bSaindoCompressao := (dist20200 > DistanciaCompressao20x200) and + ((dist20200[1] <= DistanciaCompressao20x200) or + (dist20200[2] <= DistanciaCompressao20x200) or + (dist20200[3] <= DistanciaCompressao20x200)); + + bLequeAlta := bAcimaTodas and (mme9 > mme20) and (mme20 > mma50) and (mma50 > mma200) + and (slope20 > 0) and (slope50 > 0) and (slope200 >= 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos) + and (dist50200 >= DistanciaMinimaLequePontos); + + bLequeBaixa := bAbaixoTodas and (mme9 < mme20) and (mme20 < mma50) and (mma50 < mma200) + and (slope20 < 0) and (slope50 < 0) and (slope200 <= 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos) + and (dist50200 >= DistanciaMinimaLequePontos); + + bCandleForcaAlta := (Close > Open) and ((corpoCandle / rangeCandle) >= MinPercCorpoPA); + bCandleForcaBaixa := (Close < Open) and ((corpoCandle / rangeCandle) >= MinPercCorpoPA); + + bRejeicaoAlta := (Close > Open) + and ((pavioInf >= (corpoCandle * FatorPavioRejeicao)) or (Low <= Low[1])) + and (Close > mme20); + + bRejeicaoBaixa := (Close < Open) + and ((pavioSup >= (corpoCandle * FatorPavioRejeicao)) or (High >= High[1])) + and (Close < mme20); + + bPullbackCompra := (not bCompressao) + and (mma50 > mma200) + and (slope20 > 0) + and (Abs(Low - mme20) <= DistanciaToqueMME20) + and bRejeicaoAlta; + + bPullbackVenda := (not bCompressao) + and (mma50 < mma200) + and (slope20 < 0) + and (Abs(High - mme20) <= DistanciaToqueMME20) + and bRejeicaoBaixa; + + bRompAlta := (Close > mma200) and (Close[1] <= mma200) + and (Close >= topoLookback[1]) + and (mme9 > mme20) + and bCandleForcaAlta; + + bRompBaixa := (Close < mma200) and (Close[1] >= mma200) + and (Close <= fundoLookback[1]) + and (mme9 < mme20) + and bCandleForcaBaixa; + + bConfCompra := (not UsarConfirmacaoCandle) or bCandleForcaAlta; + bConfVenda := (not UsarConfirmacaoCandle) or bCandleForcaBaixa; + + if bLequeAlta or bPullbackCompra or bRompAlta then + iAlta := iAlta + 1 + else + iAlta := 0; + + if bLequeBaixa or bPullbackVenda or bRompBaixa then + iBaixa := iBaixa + 1 + else + iBaixa := 0; + + bCompra := false; + bVenda := false; + + if ModoEstrategia = 1 then + begin + bCompra := bLequeAlta and (not bCompressao) and (not bZonaNeutra) + and (distPreco20 <= DistanciaMaximaPrecoMME20) + and bConfCompra and (iAlta >= MinBarrasConfirmacao); + + bVenda := bLequeBaixa and (not bCompressao) and (not bZonaNeutra) + and (distPreco20 <= DistanciaMaximaPrecoMME20) + and bConfVenda and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 2 then + begin + bCompra := bPullbackCompra and bConfCompra and (iAlta >= MinBarrasConfirmacao); + bVenda := bPullbackVenda and bConfVenda and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 3 then + begin + bCompra := bRompAlta and (iAlta >= ConfirmacoesRompimento); + bVenda := bRompBaixa and (iBaixa >= ConfirmacoesRompimento); + end + else if ModoEstrategia = 4 then + begin + bCompra := (not bCompressao) and bSaindoCompressao and bLequeAlta and bConfCompra; + bVenda := (not bCompressao) and bSaindoCompressao and bLequeBaixa and bConfVenda; + end + else + begin + bCompra := (not bCompressao) and (not bZonaNeutra) + and ((bPullbackCompra and bConfCompra) or (bRompAlta and (iAlta >= ConfirmacoesRompimento))); + + bVenda := (not bCompressao) and (not bZonaNeutra) + and ((bPullbackVenda and bConfVenda) or (bRompBaixa and (iBaixa >= ConfirmacoesRompimento))); + end; + + if IsBought or IsSold then + iBarrasPosicao := iBarrasPosicao + 1 + else + iBarrasPosicao := 0; + + if (not IsBought) and (not IsSold) then + begin + if bCompra then + BuyAtMarket + else if bVenda then + SellShortAtMarket; + end; + + bSaidaOCOCompra := false; + bSaidaOCOVenda := false; + + if IsBought and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada - StopLossPontos; + fAlvoAtual := fPrecoEntrada + TakeProfitPontos; + bSaidaOCOCompra := UsarOCO and ((Low <= fStopAtual) or (High >= fAlvoAtual)); + end; + + if IsSold and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada + StopLossPontos; + fAlvoAtual := fPrecoEntrada - TakeProfitPontos; + bSaidaOCOVenda := UsarOCO and ((High >= fStopAtual) or (Low <= fAlvoAtual)); + end; + + if IsBought and ( + bCompressao + or bZonaNeutra + or (Close < mme20) + or bCandleForcaBaixa + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOCompra + ) then + ClosePosition; + + if IsSold and ( + bCompressao + or bZonaNeutra + or (Close > mme20) + or bCandleForcaAlta + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOVenda + ) then + ClosePosition; + + if (not bEstavaPosicionado) and IsBought then + fPrecoEntrada := Close; + + if (not bEstavaPosicionado) and IsSold then + fPrecoEntrada := Close; + + bEstavaPosicionado := IsBought or IsSold; +end; diff --git a/automacao_backtests/MEDIAS_20_50_200/robos_medias_v16_pullbackresultado.txt b/automacao_backtests/MEDIAS_20_50_200/robos_medias_v16_pullbackresultado.txt new file mode 100644 index 0000000..eef09bf --- /dev/null +++ b/automacao_backtests/MEDIAS_20_50_200/robos_medias_v16_pullbackresultado.txt @@ -0,0 +1,229 @@ +{ + Estrategia: robos_medias_v16_pullback + Autor: Wesley + Descricao: Pullback na MME20 com regime por MMA50/200 e rejeicao por price action. +} + +input + ModoEstrategia(2); + DistanciaMinimaLequePontos(15); + DistanciaCompressao20x200(80); + DistanciaMaximaPrecoMME20(180); + DistanciaToqueMME20(80); + MinBarrasConfirmacao(1); + ConfirmacoesRompimento(1); + MinPercCorpoPA(0.55); + FatorPavioRejeicao(1.4); + UsarConfirmacaoCandle(true); + UsarOCO(true); + StopLossPontos(210); + TakeProfitPontos(357); + UsarSaidaPorTempo(true); + MaxBarrasPosicao(8); + +var + mme9, mme20, mma50, mma200 : float; + slope20, slope50, slope200 : float; + dist920, dist2050, dist50200, dist20200, distPreco20 : float; + topoLookback, fundoLookback : float; + rangeCandle, corpoCandle, pavioSup, pavioInf : float; + iAlta, iBaixa, iBarrasPosicao : integer; + bCompressao, bLequeAlta, bLequeBaixa : boolean; + bAcimaTodas, bAbaixoTodas, bEntre9e20, bEntre20e50, bEntre50e200, bZonaNeutra : boolean; + bCandleForcaAlta, bCandleForcaBaixa, bRejeicaoAlta, bRejeicaoBaixa : boolean; + bPullbackCompra, bPullbackVenda, bRompAlta, bRompBaixa, bSaindoCompressao : boolean; + bCompra, bVenda, bConfCompra, bConfVenda : boolean; + bEstavaPosicionado, bSaidaOCOCompra, bSaidaOCOVenda : boolean; + fPrecoEntrada, fStopAtual, fAlvoAtual : float; + +begin + mme9 := MediaExp(9, Close); + mme20 := MediaExp(20, Close); + mma50 := Media(50, Close); + mma200 := Media(200, Close); + + slope20 := mme20 - mme20[1]; + slope50 := mma50 - mma50[1]; + slope200 := mma200 - mma200[1]; + + dist920 := Abs(mme9 - mme20); + dist2050 := Abs(mme20 - mma50); + dist50200 := Abs(mma50 - mma200); + dist20200 := Abs(mme20 - mma200); + distPreco20 := Abs(Close - mme20); + + topoLookback := Highest(High, 12); + fundoLookback := Lowest(Low, 12); + + rangeCandle := Max(High - Low, 0.01); + corpoCandle := Abs(Close - Open); + pavioSup := High - Max(Open, Close); + pavioInf := Min(Open, Close) - Low; + + bAcimaTodas := (Close > mme9) and (Close > mme20) and (Close > mma50) and (Close > mma200); + bAbaixoTodas := (Close < mme9) and (Close < mme20) and (Close < mma50) and (Close < mma200); + + bEntre9e20 := ((Close <= mme9) and (Close >= mme20)) or ((Close >= mme9) and (Close <= mme20)); + bEntre20e50 := ((Close <= mme20) and (Close >= mma50)) or ((Close >= mme20) and (Close <= mma50)); + bEntre50e200 := ((Close <= mma50) and (Close >= mma200)) or ((Close >= mma50) and (Close <= mma200)); + bZonaNeutra := bEntre9e20 or bEntre20e50 or bEntre50e200; + + bCompressao := dist20200 <= DistanciaCompressao20x200; + bSaindoCompressao := (dist20200 > DistanciaCompressao20x200) and + ((dist20200[1] <= DistanciaCompressao20x200) or + (dist20200[2] <= DistanciaCompressao20x200) or + (dist20200[3] <= DistanciaCompressao20x200)); + + bLequeAlta := bAcimaTodas and (mme9 > mme20) and (mme20 > mma50) and (mma50 > mma200) + and (slope20 > 0) and (slope50 > 0) and (slope200 >= 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos) + and (dist50200 >= DistanciaMinimaLequePontos); + + bLequeBaixa := bAbaixoTodas and (mme9 < mme20) and (mme20 < mma50) and (mma50 < mma200) + and (slope20 < 0) and (slope50 < 0) and (slope200 <= 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos) + and (dist50200 >= DistanciaMinimaLequePontos); + + bCandleForcaAlta := (Close > Open) and ((corpoCandle / rangeCandle) >= MinPercCorpoPA); + bCandleForcaBaixa := (Close < Open) and ((corpoCandle / rangeCandle) >= MinPercCorpoPA); + + bRejeicaoAlta := (Close > Open) + and ((pavioInf >= (corpoCandle * FatorPavioRejeicao)) or (Low <= Low[1])) + and (Close > mme20); + + bRejeicaoBaixa := (Close < Open) + and ((pavioSup >= (corpoCandle * FatorPavioRejeicao)) or (High >= High[1])) + and (Close < mme20); + + bPullbackCompra := (not bCompressao) + and (mma50 > mma200) + and (slope20 > 0) + and (Abs(Low - mme20) <= DistanciaToqueMME20) + and bRejeicaoAlta; + + bPullbackVenda := (not bCompressao) + and (mma50 < mma200) + and (slope20 < 0) + and (Abs(High - mme20) <= DistanciaToqueMME20) + and bRejeicaoBaixa; + + bRompAlta := (Close > mma200) and (Close[1] <= mma200) + and (Close >= topoLookback[1]) + and (mme9 > mme20) + and bCandleForcaAlta; + + bRompBaixa := (Close < mma200) and (Close[1] >= mma200) + and (Close <= fundoLookback[1]) + and (mme9 < mme20) + and bCandleForcaBaixa; + + bConfCompra := (not UsarConfirmacaoCandle) or bCandleForcaAlta; + bConfVenda := (not UsarConfirmacaoCandle) or bCandleForcaBaixa; + + if bLequeAlta or bPullbackCompra or bRompAlta then + iAlta := iAlta + 1 + else + iAlta := 0; + + if bLequeBaixa or bPullbackVenda or bRompBaixa then + iBaixa := iBaixa + 1 + else + iBaixa := 0; + + bCompra := false; + bVenda := false; + + if ModoEstrategia = 1 then + begin + bCompra := bLequeAlta and (not bCompressao) and (not bZonaNeutra) + and (distPreco20 <= DistanciaMaximaPrecoMME20) + and bConfCompra and (iAlta >= MinBarrasConfirmacao); + + bVenda := bLequeBaixa and (not bCompressao) and (not bZonaNeutra) + and (distPreco20 <= DistanciaMaximaPrecoMME20) + and bConfVenda and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 2 then + begin + bCompra := bPullbackCompra and bConfCompra and (iAlta >= MinBarrasConfirmacao); + bVenda := bPullbackVenda and bConfVenda and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 3 then + begin + bCompra := bRompAlta and (iAlta >= ConfirmacoesRompimento); + bVenda := bRompBaixa and (iBaixa >= ConfirmacoesRompimento); + end + else if ModoEstrategia = 4 then + begin + bCompra := (not bCompressao) and bSaindoCompressao and bLequeAlta and bConfCompra; + bVenda := (not bCompressao) and bSaindoCompressao and bLequeBaixa and bConfVenda; + end + else + begin + bCompra := (not bCompressao) and (not bZonaNeutra) + and ((bPullbackCompra and bConfCompra) or (bRompAlta and (iAlta >= ConfirmacoesRompimento))); + + bVenda := (not bCompressao) and (not bZonaNeutra) + and ((bPullbackVenda and bConfVenda) or (bRompBaixa and (iBaixa >= ConfirmacoesRompimento))); + end; + + if IsBought or IsSold then + iBarrasPosicao := iBarrasPosicao + 1 + else + iBarrasPosicao := 0; + + if (not IsBought) and (not IsSold) then + begin + if bCompra then + BuyAtMarket + else if bVenda then + SellShortAtMarket; + end; + + bSaidaOCOCompra := false; + bSaidaOCOVenda := false; + + if IsBought and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada - StopLossPontos; + fAlvoAtual := fPrecoEntrada + TakeProfitPontos; + bSaidaOCOCompra := UsarOCO and ((Low <= fStopAtual) or (High >= fAlvoAtual)); + end; + + if IsSold and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada + StopLossPontos; + fAlvoAtual := fPrecoEntrada - TakeProfitPontos; + bSaidaOCOVenda := UsarOCO and ((High >= fStopAtual) or (Low <= fAlvoAtual)); + end; + + if IsBought and ( + bCompressao + or bZonaNeutra + or (Close < mme20) + or bCandleForcaBaixa + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOCompra + ) then + ClosePosition; + + if IsSold and ( + bCompressao + or bZonaNeutra + or (Close > mme20) + or bCandleForcaAlta + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOVenda + ) then + ClosePosition; + + if (not bEstavaPosicionado) and IsBought then + fPrecoEntrada := Close; + + if (not bEstavaPosicionado) and IsSold then + fPrecoEntrada := Close; + + bEstavaPosicionado := IsBought or IsSold; +end; diff --git a/automacao_backtests/MEDIAS_20_50_200/robos_medias_v19_pullbackresultado.txt b/automacao_backtests/MEDIAS_20_50_200/robos_medias_v19_pullbackresultado.txt new file mode 100644 index 0000000..2203c53 --- /dev/null +++ b/automacao_backtests/MEDIAS_20_50_200/robos_medias_v19_pullbackresultado.txt @@ -0,0 +1,229 @@ +{ + Estrategia: robos_medias_v19_pullback + Autor: Wesley + Descricao: Pullback na MME20 com regime por MMA50/200 e rejeicao por price action. +} + +input + ModoEstrategia(2); + DistanciaMinimaLequePontos(15); + DistanciaCompressao20x200(110); + DistanciaMaximaPrecoMME20(240); + DistanciaToqueMME20(80); + MinBarrasConfirmacao(1); + ConfirmacoesRompimento(2); + MinPercCorpoPA(0.5); + FatorPavioRejeicao(1.25); + UsarConfirmacaoCandle(true); + UsarOCO(true); + StopLossPontos(255); + TakeProfitPontos(408); + UsarSaidaPorTempo(true); + MaxBarrasPosicao(11); + +var + mme9, mme20, mma50, mma200 : float; + slope20, slope50, slope200 : float; + dist920, dist2050, dist50200, dist20200, distPreco20 : float; + topoLookback, fundoLookback : float; + rangeCandle, corpoCandle, pavioSup, pavioInf : float; + iAlta, iBaixa, iBarrasPosicao : integer; + bCompressao, bLequeAlta, bLequeBaixa : boolean; + bAcimaTodas, bAbaixoTodas, bEntre9e20, bEntre20e50, bEntre50e200, bZonaNeutra : boolean; + bCandleForcaAlta, bCandleForcaBaixa, bRejeicaoAlta, bRejeicaoBaixa : boolean; + bPullbackCompra, bPullbackVenda, bRompAlta, bRompBaixa, bSaindoCompressao : boolean; + bCompra, bVenda, bConfCompra, bConfVenda : boolean; + bEstavaPosicionado, bSaidaOCOCompra, bSaidaOCOVenda : boolean; + fPrecoEntrada, fStopAtual, fAlvoAtual : float; + +begin + mme9 := MediaExp(9, Close); + mme20 := MediaExp(20, Close); + mma50 := Media(50, Close); + mma200 := Media(200, Close); + + slope20 := mme20 - mme20[1]; + slope50 := mma50 - mma50[1]; + slope200 := mma200 - mma200[1]; + + dist920 := Abs(mme9 - mme20); + dist2050 := Abs(mme20 - mma50); + dist50200 := Abs(mma50 - mma200); + dist20200 := Abs(mme20 - mma200); + distPreco20 := Abs(Close - mme20); + + topoLookback := Highest(High, 12); + fundoLookback := Lowest(Low, 12); + + rangeCandle := Max(High - Low, 0.01); + corpoCandle := Abs(Close - Open); + pavioSup := High - Max(Open, Close); + pavioInf := Min(Open, Close) - Low; + + bAcimaTodas := (Close > mme9) and (Close > mme20) and (Close > mma50) and (Close > mma200); + bAbaixoTodas := (Close < mme9) and (Close < mme20) and (Close < mma50) and (Close < mma200); + + bEntre9e20 := ((Close <= mme9) and (Close >= mme20)) or ((Close >= mme9) and (Close <= mme20)); + bEntre20e50 := ((Close <= mme20) and (Close >= mma50)) or ((Close >= mme20) and (Close <= mma50)); + bEntre50e200 := ((Close <= mma50) and (Close >= mma200)) or ((Close >= mma50) and (Close <= mma200)); + bZonaNeutra := bEntre9e20 or bEntre20e50 or bEntre50e200; + + bCompressao := dist20200 <= DistanciaCompressao20x200; + bSaindoCompressao := (dist20200 > DistanciaCompressao20x200) and + ((dist20200[1] <= DistanciaCompressao20x200) or + (dist20200[2] <= DistanciaCompressao20x200) or + (dist20200[3] <= DistanciaCompressao20x200)); + + bLequeAlta := bAcimaTodas and (mme9 > mme20) and (mme20 > mma50) and (mma50 > mma200) + and (slope20 > 0) and (slope50 > 0) and (slope200 >= 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos) + and (dist50200 >= DistanciaMinimaLequePontos); + + bLequeBaixa := bAbaixoTodas and (mme9 < mme20) and (mme20 < mma50) and (mma50 < mma200) + and (slope20 < 0) and (slope50 < 0) and (slope200 <= 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos) + and (dist50200 >= DistanciaMinimaLequePontos); + + bCandleForcaAlta := (Close > Open) and ((corpoCandle / rangeCandle) >= MinPercCorpoPA); + bCandleForcaBaixa := (Close < Open) and ((corpoCandle / rangeCandle) >= MinPercCorpoPA); + + bRejeicaoAlta := (Close > Open) + and ((pavioInf >= (corpoCandle * FatorPavioRejeicao)) or (Low <= Low[1])) + and (Close > mme20); + + bRejeicaoBaixa := (Close < Open) + and ((pavioSup >= (corpoCandle * FatorPavioRejeicao)) or (High >= High[1])) + and (Close < mme20); + + bPullbackCompra := (not bCompressao) + and (mma50 > mma200) + and (slope20 > 0) + and (Abs(Low - mme20) <= DistanciaToqueMME20) + and bRejeicaoAlta; + + bPullbackVenda := (not bCompressao) + and (mma50 < mma200) + and (slope20 < 0) + and (Abs(High - mme20) <= DistanciaToqueMME20) + and bRejeicaoBaixa; + + bRompAlta := (Close > mma200) and (Close[1] <= mma200) + and (Close >= topoLookback[1]) + and (mme9 > mme20) + and bCandleForcaAlta; + + bRompBaixa := (Close < mma200) and (Close[1] >= mma200) + and (Close <= fundoLookback[1]) + and (mme9 < mme20) + and bCandleForcaBaixa; + + bConfCompra := (not UsarConfirmacaoCandle) or bCandleForcaAlta; + bConfVenda := (not UsarConfirmacaoCandle) or bCandleForcaBaixa; + + if bLequeAlta or bPullbackCompra or bRompAlta then + iAlta := iAlta + 1 + else + iAlta := 0; + + if bLequeBaixa or bPullbackVenda or bRompBaixa then + iBaixa := iBaixa + 1 + else + iBaixa := 0; + + bCompra := false; + bVenda := false; + + if ModoEstrategia = 1 then + begin + bCompra := bLequeAlta and (not bCompressao) and (not bZonaNeutra) + and (distPreco20 <= DistanciaMaximaPrecoMME20) + and bConfCompra and (iAlta >= MinBarrasConfirmacao); + + bVenda := bLequeBaixa and (not bCompressao) and (not bZonaNeutra) + and (distPreco20 <= DistanciaMaximaPrecoMME20) + and bConfVenda and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 2 then + begin + bCompra := bPullbackCompra and bConfCompra and (iAlta >= MinBarrasConfirmacao); + bVenda := bPullbackVenda and bConfVenda and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 3 then + begin + bCompra := bRompAlta and (iAlta >= ConfirmacoesRompimento); + bVenda := bRompBaixa and (iBaixa >= ConfirmacoesRompimento); + end + else if ModoEstrategia = 4 then + begin + bCompra := (not bCompressao) and bSaindoCompressao and bLequeAlta and bConfCompra; + bVenda := (not bCompressao) and bSaindoCompressao and bLequeBaixa and bConfVenda; + end + else + begin + bCompra := (not bCompressao) and (not bZonaNeutra) + and ((bPullbackCompra and bConfCompra) or (bRompAlta and (iAlta >= ConfirmacoesRompimento))); + + bVenda := (not bCompressao) and (not bZonaNeutra) + and ((bPullbackVenda and bConfVenda) or (bRompBaixa and (iBaixa >= ConfirmacoesRompimento))); + end; + + if IsBought or IsSold then + iBarrasPosicao := iBarrasPosicao + 1 + else + iBarrasPosicao := 0; + + if (not IsBought) and (not IsSold) then + begin + if bCompra then + BuyAtMarket + else if bVenda then + SellShortAtMarket; + end; + + bSaidaOCOCompra := false; + bSaidaOCOVenda := false; + + if IsBought and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada - StopLossPontos; + fAlvoAtual := fPrecoEntrada + TakeProfitPontos; + bSaidaOCOCompra := UsarOCO and ((Low <= fStopAtual) or (High >= fAlvoAtual)); + end; + + if IsSold and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada + StopLossPontos; + fAlvoAtual := fPrecoEntrada - TakeProfitPontos; + bSaidaOCOVenda := UsarOCO and ((High >= fStopAtual) or (Low <= fAlvoAtual)); + end; + + if IsBought and ( + bCompressao + or bZonaNeutra + or (Close < mme20) + or bCandleForcaBaixa + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOCompra + ) then + ClosePosition; + + if IsSold and ( + bCompressao + or bZonaNeutra + or (Close > mme20) + or bCandleForcaAlta + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOVenda + ) then + ClosePosition; + + if (not bEstavaPosicionado) and IsBought then + fPrecoEntrada := Close; + + if (not bEstavaPosicionado) and IsSold then + fPrecoEntrada := Close; + + bEstavaPosicionado := IsBought or IsSold; +end; diff --git a/automacao_backtests/MEDIAS_20_50_200/robos_medias_v23_pullbackresultado.txt b/automacao_backtests/MEDIAS_20_50_200/robos_medias_v23_pullbackresultado.txt new file mode 100644 index 0000000..b83a102 --- /dev/null +++ b/automacao_backtests/MEDIAS_20_50_200/robos_medias_v23_pullbackresultado.txt @@ -0,0 +1,229 @@ +{ + Estrategia: robos_medias_v23_pullback + Autor: Wesley + Descricao: Pullback na MME20 com regime por MMA50/200 e rejeicao por price action. +} + +input + ModoEstrategia(2); + DistanciaMinimaLequePontos(15); + DistanciaCompressao20x200(100); + DistanciaMaximaPrecoMME20(240); + DistanciaToqueMME20(80); + MinBarrasConfirmacao(1); + ConfirmacoesRompimento(2); + MinPercCorpoPA(0.6); + FatorPavioRejeicao(1.55); + UsarConfirmacaoCandle(true); + UsarOCO(true); + StopLossPontos(165); + TakeProfitPontos(297); + UsarSaidaPorTempo(true); + MaxBarrasPosicao(11); + +var + mme9, mme20, mma50, mma200 : float; + slope20, slope50, slope200 : float; + dist920, dist2050, dist50200, dist20200, distPreco20 : float; + topoLookback, fundoLookback : float; + rangeCandle, corpoCandle, pavioSup, pavioInf : float; + iAlta, iBaixa, iBarrasPosicao : integer; + bCompressao, bLequeAlta, bLequeBaixa : boolean; + bAcimaTodas, bAbaixoTodas, bEntre9e20, bEntre20e50, bEntre50e200, bZonaNeutra : boolean; + bCandleForcaAlta, bCandleForcaBaixa, bRejeicaoAlta, bRejeicaoBaixa : boolean; + bPullbackCompra, bPullbackVenda, bRompAlta, bRompBaixa, bSaindoCompressao : boolean; + bCompra, bVenda, bConfCompra, bConfVenda : boolean; + bEstavaPosicionado, bSaidaOCOCompra, bSaidaOCOVenda : boolean; + fPrecoEntrada, fStopAtual, fAlvoAtual : float; + +begin + mme9 := MediaExp(9, Close); + mme20 := MediaExp(20, Close); + mma50 := Media(50, Close); + mma200 := Media(200, Close); + + slope20 := mme20 - mme20[1]; + slope50 := mma50 - mma50[1]; + slope200 := mma200 - mma200[1]; + + dist920 := Abs(mme9 - mme20); + dist2050 := Abs(mme20 - mma50); + dist50200 := Abs(mma50 - mma200); + dist20200 := Abs(mme20 - mma200); + distPreco20 := Abs(Close - mme20); + + topoLookback := Highest(High, 12); + fundoLookback := Lowest(Low, 12); + + rangeCandle := Max(High - Low, 0.01); + corpoCandle := Abs(Close - Open); + pavioSup := High - Max(Open, Close); + pavioInf := Min(Open, Close) - Low; + + bAcimaTodas := (Close > mme9) and (Close > mme20) and (Close > mma50) and (Close > mma200); + bAbaixoTodas := (Close < mme9) and (Close < mme20) and (Close < mma50) and (Close < mma200); + + bEntre9e20 := ((Close <= mme9) and (Close >= mme20)) or ((Close >= mme9) and (Close <= mme20)); + bEntre20e50 := ((Close <= mme20) and (Close >= mma50)) or ((Close >= mme20) and (Close <= mma50)); + bEntre50e200 := ((Close <= mma50) and (Close >= mma200)) or ((Close >= mma50) and (Close <= mma200)); + bZonaNeutra := bEntre9e20 or bEntre20e50 or bEntre50e200; + + bCompressao := dist20200 <= DistanciaCompressao20x200; + bSaindoCompressao := (dist20200 > DistanciaCompressao20x200) and + ((dist20200[1] <= DistanciaCompressao20x200) or + (dist20200[2] <= DistanciaCompressao20x200) or + (dist20200[3] <= DistanciaCompressao20x200)); + + bLequeAlta := bAcimaTodas and (mme9 > mme20) and (mme20 > mma50) and (mma50 > mma200) + and (slope20 > 0) and (slope50 > 0) and (slope200 >= 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos) + and (dist50200 >= DistanciaMinimaLequePontos); + + bLequeBaixa := bAbaixoTodas and (mme9 < mme20) and (mme20 < mma50) and (mma50 < mma200) + and (slope20 < 0) and (slope50 < 0) and (slope200 <= 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos) + and (dist50200 >= DistanciaMinimaLequePontos); + + bCandleForcaAlta := (Close > Open) and ((corpoCandle / rangeCandle) >= MinPercCorpoPA); + bCandleForcaBaixa := (Close < Open) and ((corpoCandle / rangeCandle) >= MinPercCorpoPA); + + bRejeicaoAlta := (Close > Open) + and ((pavioInf >= (corpoCandle * FatorPavioRejeicao)) or (Low <= Low[1])) + and (Close > mme20); + + bRejeicaoBaixa := (Close < Open) + and ((pavioSup >= (corpoCandle * FatorPavioRejeicao)) or (High >= High[1])) + and (Close < mme20); + + bPullbackCompra := (not bCompressao) + and (mma50 > mma200) + and (slope20 > 0) + and (Abs(Low - mme20) <= DistanciaToqueMME20) + and bRejeicaoAlta; + + bPullbackVenda := (not bCompressao) + and (mma50 < mma200) + and (slope20 < 0) + and (Abs(High - mme20) <= DistanciaToqueMME20) + and bRejeicaoBaixa; + + bRompAlta := (Close > mma200) and (Close[1] <= mma200) + and (Close >= topoLookback[1]) + and (mme9 > mme20) + and bCandleForcaAlta; + + bRompBaixa := (Close < mma200) and (Close[1] >= mma200) + and (Close <= fundoLookback[1]) + and (mme9 < mme20) + and bCandleForcaBaixa; + + bConfCompra := (not UsarConfirmacaoCandle) or bCandleForcaAlta; + bConfVenda := (not UsarConfirmacaoCandle) or bCandleForcaBaixa; + + if bLequeAlta or bPullbackCompra or bRompAlta then + iAlta := iAlta + 1 + else + iAlta := 0; + + if bLequeBaixa or bPullbackVenda or bRompBaixa then + iBaixa := iBaixa + 1 + else + iBaixa := 0; + + bCompra := false; + bVenda := false; + + if ModoEstrategia = 1 then + begin + bCompra := bLequeAlta and (not bCompressao) and (not bZonaNeutra) + and (distPreco20 <= DistanciaMaximaPrecoMME20) + and bConfCompra and (iAlta >= MinBarrasConfirmacao); + + bVenda := bLequeBaixa and (not bCompressao) and (not bZonaNeutra) + and (distPreco20 <= DistanciaMaximaPrecoMME20) + and bConfVenda and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 2 then + begin + bCompra := bPullbackCompra and bConfCompra and (iAlta >= MinBarrasConfirmacao); + bVenda := bPullbackVenda and bConfVenda and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 3 then + begin + bCompra := bRompAlta and (iAlta >= ConfirmacoesRompimento); + bVenda := bRompBaixa and (iBaixa >= ConfirmacoesRompimento); + end + else if ModoEstrategia = 4 then + begin + bCompra := (not bCompressao) and bSaindoCompressao and bLequeAlta and bConfCompra; + bVenda := (not bCompressao) and bSaindoCompressao and bLequeBaixa and bConfVenda; + end + else + begin + bCompra := (not bCompressao) and (not bZonaNeutra) + and ((bPullbackCompra and bConfCompra) or (bRompAlta and (iAlta >= ConfirmacoesRompimento))); + + bVenda := (not bCompressao) and (not bZonaNeutra) + and ((bPullbackVenda and bConfVenda) or (bRompBaixa and (iBaixa >= ConfirmacoesRompimento))); + end; + + if IsBought or IsSold then + iBarrasPosicao := iBarrasPosicao + 1 + else + iBarrasPosicao := 0; + + if (not IsBought) and (not IsSold) then + begin + if bCompra then + BuyAtMarket + else if bVenda then + SellShortAtMarket; + end; + + bSaidaOCOCompra := false; + bSaidaOCOVenda := false; + + if IsBought and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada - StopLossPontos; + fAlvoAtual := fPrecoEntrada + TakeProfitPontos; + bSaidaOCOCompra := UsarOCO and ((Low <= fStopAtual) or (High >= fAlvoAtual)); + end; + + if IsSold and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada + StopLossPontos; + fAlvoAtual := fPrecoEntrada - TakeProfitPontos; + bSaidaOCOVenda := UsarOCO and ((High >= fStopAtual) or (Low <= fAlvoAtual)); + end; + + if IsBought and ( + bCompressao + or bZonaNeutra + or (Close < mme20) + or bCandleForcaBaixa + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOCompra + ) then + ClosePosition; + + if IsSold and ( + bCompressao + or bZonaNeutra + or (Close > mme20) + or bCandleForcaAlta + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOVenda + ) then + ClosePosition; + + if (not bEstavaPosicionado) and IsBought then + fPrecoEntrada := Close; + + if (not bEstavaPosicionado) and IsSold then + fPrecoEntrada := Close; + + bEstavaPosicionado := IsBought or IsSold; +end; diff --git a/automacao_backtests/MEDIAS_20_50_200/robos_medias_v24_pullbackresultado.txt b/automacao_backtests/MEDIAS_20_50_200/robos_medias_v24_pullbackresultado.txt new file mode 100644 index 0000000..974c577 --- /dev/null +++ b/automacao_backtests/MEDIAS_20_50_200/robos_medias_v24_pullbackresultado.txt @@ -0,0 +1,229 @@ +{ + Estrategia: robos_medias_v24_pullback + Autor: Wesley + Descricao: Pullback na MME20 com regime por MMA50/200 e rejeicao por price action. +} + +input + ModoEstrategia(2); + DistanciaMinimaLequePontos(15); + DistanciaCompressao20x200(110); + DistanciaMaximaPrecoMME20(260); + DistanciaToqueMME20(80); + MinBarrasConfirmacao(2); + ConfirmacoesRompimento(1); + MinPercCorpoPA(0.45); + FatorPavioRejeicao(1.1); + UsarConfirmacaoCandle(true); + UsarOCO(true); + StopLossPontos(180); + TakeProfitPontos(270); + UsarSaidaPorTempo(true); + MaxBarrasPosicao(12); + +var + mme9, mme20, mma50, mma200 : float; + slope20, slope50, slope200 : float; + dist920, dist2050, dist50200, dist20200, distPreco20 : float; + topoLookback, fundoLookback : float; + rangeCandle, corpoCandle, pavioSup, pavioInf : float; + iAlta, iBaixa, iBarrasPosicao : integer; + bCompressao, bLequeAlta, bLequeBaixa : boolean; + bAcimaTodas, bAbaixoTodas, bEntre9e20, bEntre20e50, bEntre50e200, bZonaNeutra : boolean; + bCandleForcaAlta, bCandleForcaBaixa, bRejeicaoAlta, bRejeicaoBaixa : boolean; + bPullbackCompra, bPullbackVenda, bRompAlta, bRompBaixa, bSaindoCompressao : boolean; + bCompra, bVenda, bConfCompra, bConfVenda : boolean; + bEstavaPosicionado, bSaidaOCOCompra, bSaidaOCOVenda : boolean; + fPrecoEntrada, fStopAtual, fAlvoAtual : float; + +begin + mme9 := MediaExp(9, Close); + mme20 := MediaExp(20, Close); + mma50 := Media(50, Close); + mma200 := Media(200, Close); + + slope20 := mme20 - mme20[1]; + slope50 := mma50 - mma50[1]; + slope200 := mma200 - mma200[1]; + + dist920 := Abs(mme9 - mme20); + dist2050 := Abs(mme20 - mma50); + dist50200 := Abs(mma50 - mma200); + dist20200 := Abs(mme20 - mma200); + distPreco20 := Abs(Close - mme20); + + topoLookback := Highest(High, 12); + fundoLookback := Lowest(Low, 12); + + rangeCandle := Max(High - Low, 0.01); + corpoCandle := Abs(Close - Open); + pavioSup := High - Max(Open, Close); + pavioInf := Min(Open, Close) - Low; + + bAcimaTodas := (Close > mme9) and (Close > mme20) and (Close > mma50) and (Close > mma200); + bAbaixoTodas := (Close < mme9) and (Close < mme20) and (Close < mma50) and (Close < mma200); + + bEntre9e20 := ((Close <= mme9) and (Close >= mme20)) or ((Close >= mme9) and (Close <= mme20)); + bEntre20e50 := ((Close <= mme20) and (Close >= mma50)) or ((Close >= mme20) and (Close <= mma50)); + bEntre50e200 := ((Close <= mma50) and (Close >= mma200)) or ((Close >= mma50) and (Close <= mma200)); + bZonaNeutra := bEntre9e20 or bEntre20e50 or bEntre50e200; + + bCompressao := dist20200 <= DistanciaCompressao20x200; + bSaindoCompressao := (dist20200 > DistanciaCompressao20x200) and + ((dist20200[1] <= DistanciaCompressao20x200) or + (dist20200[2] <= DistanciaCompressao20x200) or + (dist20200[3] <= DistanciaCompressao20x200)); + + bLequeAlta := bAcimaTodas and (mme9 > mme20) and (mme20 > mma50) and (mma50 > mma200) + and (slope20 > 0) and (slope50 > 0) and (slope200 >= 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos) + and (dist50200 >= DistanciaMinimaLequePontos); + + bLequeBaixa := bAbaixoTodas and (mme9 < mme20) and (mme20 < mma50) and (mma50 < mma200) + and (slope20 < 0) and (slope50 < 0) and (slope200 <= 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos) + and (dist50200 >= DistanciaMinimaLequePontos); + + bCandleForcaAlta := (Close > Open) and ((corpoCandle / rangeCandle) >= MinPercCorpoPA); + bCandleForcaBaixa := (Close < Open) and ((corpoCandle / rangeCandle) >= MinPercCorpoPA); + + bRejeicaoAlta := (Close > Open) + and ((pavioInf >= (corpoCandle * FatorPavioRejeicao)) or (Low <= Low[1])) + and (Close > mme20); + + bRejeicaoBaixa := (Close < Open) + and ((pavioSup >= (corpoCandle * FatorPavioRejeicao)) or (High >= High[1])) + and (Close < mme20); + + bPullbackCompra := (not bCompressao) + and (mma50 > mma200) + and (slope20 > 0) + and (Abs(Low - mme20) <= DistanciaToqueMME20) + and bRejeicaoAlta; + + bPullbackVenda := (not bCompressao) + and (mma50 < mma200) + and (slope20 < 0) + and (Abs(High - mme20) <= DistanciaToqueMME20) + and bRejeicaoBaixa; + + bRompAlta := (Close > mma200) and (Close[1] <= mma200) + and (Close >= topoLookback[1]) + and (mme9 > mme20) + and bCandleForcaAlta; + + bRompBaixa := (Close < mma200) and (Close[1] >= mma200) + and (Close <= fundoLookback[1]) + and (mme9 < mme20) + and bCandleForcaBaixa; + + bConfCompra := (not UsarConfirmacaoCandle) or bCandleForcaAlta; + bConfVenda := (not UsarConfirmacaoCandle) or bCandleForcaBaixa; + + if bLequeAlta or bPullbackCompra or bRompAlta then + iAlta := iAlta + 1 + else + iAlta := 0; + + if bLequeBaixa or bPullbackVenda or bRompBaixa then + iBaixa := iBaixa + 1 + else + iBaixa := 0; + + bCompra := false; + bVenda := false; + + if ModoEstrategia = 1 then + begin + bCompra := bLequeAlta and (not bCompressao) and (not bZonaNeutra) + and (distPreco20 <= DistanciaMaximaPrecoMME20) + and bConfCompra and (iAlta >= MinBarrasConfirmacao); + + bVenda := bLequeBaixa and (not bCompressao) and (not bZonaNeutra) + and (distPreco20 <= DistanciaMaximaPrecoMME20) + and bConfVenda and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 2 then + begin + bCompra := bPullbackCompra and bConfCompra and (iAlta >= MinBarrasConfirmacao); + bVenda := bPullbackVenda and bConfVenda and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 3 then + begin + bCompra := bRompAlta and (iAlta >= ConfirmacoesRompimento); + bVenda := bRompBaixa and (iBaixa >= ConfirmacoesRompimento); + end + else if ModoEstrategia = 4 then + begin + bCompra := (not bCompressao) and bSaindoCompressao and bLequeAlta and bConfCompra; + bVenda := (not bCompressao) and bSaindoCompressao and bLequeBaixa and bConfVenda; + end + else + begin + bCompra := (not bCompressao) and (not bZonaNeutra) + and ((bPullbackCompra and bConfCompra) or (bRompAlta and (iAlta >= ConfirmacoesRompimento))); + + bVenda := (not bCompressao) and (not bZonaNeutra) + and ((bPullbackVenda and bConfVenda) or (bRompBaixa and (iBaixa >= ConfirmacoesRompimento))); + end; + + if IsBought or IsSold then + iBarrasPosicao := iBarrasPosicao + 1 + else + iBarrasPosicao := 0; + + if (not IsBought) and (not IsSold) then + begin + if bCompra then + BuyAtMarket + else if bVenda then + SellShortAtMarket; + end; + + bSaidaOCOCompra := false; + bSaidaOCOVenda := false; + + if IsBought and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada - StopLossPontos; + fAlvoAtual := fPrecoEntrada + TakeProfitPontos; + bSaidaOCOCompra := UsarOCO and ((Low <= fStopAtual) or (High >= fAlvoAtual)); + end; + + if IsSold and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada + StopLossPontos; + fAlvoAtual := fPrecoEntrada - TakeProfitPontos; + bSaidaOCOVenda := UsarOCO and ((High >= fStopAtual) or (Low <= fAlvoAtual)); + end; + + if IsBought and ( + bCompressao + or bZonaNeutra + or (Close < mme20) + or bCandleForcaBaixa + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOCompra + ) then + ClosePosition; + + if IsSold and ( + bCompressao + or bZonaNeutra + or (Close > mme20) + or bCandleForcaAlta + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOVenda + ) then + ClosePosition; + + if (not bEstavaPosicionado) and IsBought then + fPrecoEntrada := Close; + + if (not bEstavaPosicionado) and IsSold then + fPrecoEntrada := Close; + + bEstavaPosicionado := IsBought or IsSold; +end; diff --git a/automacao_backtests/MEDIAS_20_50_200/robos_medias_v26_romp200RESULTADO.txt b/automacao_backtests/MEDIAS_20_50_200/robos_medias_v26_romp200RESULTADO.txt new file mode 100644 index 0000000..a44bb32 --- /dev/null +++ b/automacao_backtests/MEDIAS_20_50_200/robos_medias_v26_romp200RESULTADO.txt @@ -0,0 +1,229 @@ +{ + Estrategia: robos_medias_v26_romp200 + Autor: Wesley + Descricao: Rompimento da MMA200 com confirmacao por estrutura e candle de forca. +} + +input + ModoEstrategia(3); + DistanciaMinimaLequePontos(15); + DistanciaCompressao20x200(80); + DistanciaMaximaPrecoMME20(180); + DistanciaToqueMME20(80); + MinBarrasConfirmacao(1); + ConfirmacoesRompimento(1); + MinPercCorpoPA(0.55); + FatorPavioRejeicao(1.4); + UsarConfirmacaoCandle(true); + UsarOCO(true); + StopLossPontos(210); + TakeProfitPontos(357); + UsarSaidaPorTempo(true); + MaxBarrasPosicao(8); + +var + mme9, mme20, mma50, mma200 : float; + slope20, slope50, slope200 : float; + dist920, dist2050, dist50200, dist20200, distPreco20 : float; + topoLookback, fundoLookback : float; + rangeCandle, corpoCandle, pavioSup, pavioInf : float; + iAlta, iBaixa, iBarrasPosicao : integer; + bCompressao, bLequeAlta, bLequeBaixa : boolean; + bAcimaTodas, bAbaixoTodas, bEntre9e20, bEntre20e50, bEntre50e200, bZonaNeutra : boolean; + bCandleForcaAlta, bCandleForcaBaixa, bRejeicaoAlta, bRejeicaoBaixa : boolean; + bPullbackCompra, bPullbackVenda, bRompAlta, bRompBaixa, bSaindoCompressao : boolean; + bCompra, bVenda, bConfCompra, bConfVenda : boolean; + bEstavaPosicionado, bSaidaOCOCompra, bSaidaOCOVenda : boolean; + fPrecoEntrada, fStopAtual, fAlvoAtual : float; + +begin + mme9 := MediaExp(9, Close); + mme20 := MediaExp(20, Close); + mma50 := Media(50, Close); + mma200 := Media(200, Close); + + slope20 := mme20 - mme20[1]; + slope50 := mma50 - mma50[1]; + slope200 := mma200 - mma200[1]; + + dist920 := Abs(mme9 - mme20); + dist2050 := Abs(mme20 - mma50); + dist50200 := Abs(mma50 - mma200); + dist20200 := Abs(mme20 - mma200); + distPreco20 := Abs(Close - mme20); + + topoLookback := Highest(High, 12); + fundoLookback := Lowest(Low, 12); + + rangeCandle := Max(High - Low, 0.01); + corpoCandle := Abs(Close - Open); + pavioSup := High - Max(Open, Close); + pavioInf := Min(Open, Close) - Low; + + bAcimaTodas := (Close > mme9) and (Close > mme20) and (Close > mma50) and (Close > mma200); + bAbaixoTodas := (Close < mme9) and (Close < mme20) and (Close < mma50) and (Close < mma200); + + bEntre9e20 := ((Close <= mme9) and (Close >= mme20)) or ((Close >= mme9) and (Close <= mme20)); + bEntre20e50 := ((Close <= mme20) and (Close >= mma50)) or ((Close >= mme20) and (Close <= mma50)); + bEntre50e200 := ((Close <= mma50) and (Close >= mma200)) or ((Close >= mma50) and (Close <= mma200)); + bZonaNeutra := bEntre9e20 or bEntre20e50 or bEntre50e200; + + bCompressao := dist20200 <= DistanciaCompressao20x200; + bSaindoCompressao := (dist20200 > DistanciaCompressao20x200) and + ((dist20200[1] <= DistanciaCompressao20x200) or + (dist20200[2] <= DistanciaCompressao20x200) or + (dist20200[3] <= DistanciaCompressao20x200)); + + bLequeAlta := bAcimaTodas and (mme9 > mme20) and (mme20 > mma50) and (mma50 > mma200) + and (slope20 > 0) and (slope50 > 0) and (slope200 >= 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos) + and (dist50200 >= DistanciaMinimaLequePontos); + + bLequeBaixa := bAbaixoTodas and (mme9 < mme20) and (mme20 < mma50) and (mma50 < mma200) + and (slope20 < 0) and (slope50 < 0) and (slope200 <= 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos) + and (dist50200 >= DistanciaMinimaLequePontos); + + bCandleForcaAlta := (Close > Open) and ((corpoCandle / rangeCandle) >= MinPercCorpoPA); + bCandleForcaBaixa := (Close < Open) and ((corpoCandle / rangeCandle) >= MinPercCorpoPA); + + bRejeicaoAlta := (Close > Open) + and ((pavioInf >= (corpoCandle * FatorPavioRejeicao)) or (Low <= Low[1])) + and (Close > mme20); + + bRejeicaoBaixa := (Close < Open) + and ((pavioSup >= (corpoCandle * FatorPavioRejeicao)) or (High >= High[1])) + and (Close < mme20); + + bPullbackCompra := (not bCompressao) + and (mma50 > mma200) + and (slope20 > 0) + and (Abs(Low - mme20) <= DistanciaToqueMME20) + and bRejeicaoAlta; + + bPullbackVenda := (not bCompressao) + and (mma50 < mma200) + and (slope20 < 0) + and (Abs(High - mme20) <= DistanciaToqueMME20) + and bRejeicaoBaixa; + + bRompAlta := (Close > mma200) and (Close[1] <= mma200) + and (Close >= topoLookback[1]) + and (mme9 > mme20) + and bCandleForcaAlta; + + bRompBaixa := (Close < mma200) and (Close[1] >= mma200) + and (Close <= fundoLookback[1]) + and (mme9 < mme20) + and bCandleForcaBaixa; + + bConfCompra := (not UsarConfirmacaoCandle) or bCandleForcaAlta; + bConfVenda := (not UsarConfirmacaoCandle) or bCandleForcaBaixa; + + if bLequeAlta or bPullbackCompra or bRompAlta then + iAlta := iAlta + 1 + else + iAlta := 0; + + if bLequeBaixa or bPullbackVenda or bRompBaixa then + iBaixa := iBaixa + 1 + else + iBaixa := 0; + + bCompra := false; + bVenda := false; + + if ModoEstrategia = 1 then + begin + bCompra := bLequeAlta and (not bCompressao) and (not bZonaNeutra) + and (distPreco20 <= DistanciaMaximaPrecoMME20) + and bConfCompra and (iAlta >= MinBarrasConfirmacao); + + bVenda := bLequeBaixa and (not bCompressao) and (not bZonaNeutra) + and (distPreco20 <= DistanciaMaximaPrecoMME20) + and bConfVenda and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 2 then + begin + bCompra := bPullbackCompra and bConfCompra and (iAlta >= MinBarrasConfirmacao); + bVenda := bPullbackVenda and bConfVenda and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 3 then + begin + bCompra := bRompAlta and (iAlta >= ConfirmacoesRompimento); + bVenda := bRompBaixa and (iBaixa >= ConfirmacoesRompimento); + end + else if ModoEstrategia = 4 then + begin + bCompra := (not bCompressao) and bSaindoCompressao and bLequeAlta and bConfCompra; + bVenda := (not bCompressao) and bSaindoCompressao and bLequeBaixa and bConfVenda; + end + else + begin + bCompra := (not bCompressao) and (not bZonaNeutra) + and ((bPullbackCompra and bConfCompra) or (bRompAlta and (iAlta >= ConfirmacoesRompimento))); + + bVenda := (not bCompressao) and (not bZonaNeutra) + and ((bPullbackVenda and bConfVenda) or (bRompBaixa and (iBaixa >= ConfirmacoesRompimento))); + end; + + if IsBought or IsSold then + iBarrasPosicao := iBarrasPosicao + 1 + else + iBarrasPosicao := 0; + + if (not IsBought) and (not IsSold) then + begin + if bCompra then + BuyAtMarket + else if bVenda then + SellShortAtMarket; + end; + + bSaidaOCOCompra := false; + bSaidaOCOVenda := false; + + if IsBought and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada - StopLossPontos; + fAlvoAtual := fPrecoEntrada + TakeProfitPontos; + bSaidaOCOCompra := UsarOCO and ((Low <= fStopAtual) or (High >= fAlvoAtual)); + end; + + if IsSold and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada + StopLossPontos; + fAlvoAtual := fPrecoEntrada - TakeProfitPontos; + bSaidaOCOVenda := UsarOCO and ((High >= fStopAtual) or (Low <= fAlvoAtual)); + end; + + if IsBought and ( + bCompressao + or bZonaNeutra + or (Close < mme20) + or bCandleForcaBaixa + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOCompra + ) then + ClosePosition; + + if IsSold and ( + bCompressao + or bZonaNeutra + or (Close > mme20) + or bCandleForcaAlta + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOVenda + ) then + ClosePosition; + + if (not bEstavaPosicionado) and IsBought then + fPrecoEntrada := Close; + + if (not bEstavaPosicionado) and IsSold then + fPrecoEntrada := Close; + + bEstavaPosicionado := IsBought or IsSold; +end; diff --git a/automacao_backtests/MEDIAS_20_50_200/robos_medias_v28_romp200RESULTADO.txt b/automacao_backtests/MEDIAS_20_50_200/robos_medias_v28_romp200RESULTADO.txt new file mode 100644 index 0000000..ecf8e53 --- /dev/null +++ b/automacao_backtests/MEDIAS_20_50_200/robos_medias_v28_romp200RESULTADO.txt @@ -0,0 +1,229 @@ +{ + Estrategia: robos_medias_v28_romp200 + Autor: Wesley + Descricao: Rompimento da MMA200 com confirmacao por estrutura e candle de forca. +} + +input + ModoEstrategia(3); + DistanciaMinimaLequePontos(15); + DistanciaCompressao20x200(100); + DistanciaMaximaPrecoMME20(220); + DistanciaToqueMME20(80); + MinBarrasConfirmacao(3); + ConfirmacoesRompimento(1); + MinPercCorpoPA(0.45); + FatorPavioRejeicao(1.1); + UsarConfirmacaoCandle(true); + UsarOCO(true); + StopLossPontos(240); + TakeProfitPontos(360); + UsarSaidaPorTempo(true); + MaxBarrasPosicao(10); + +var + mme9, mme20, mma50, mma200 : float; + slope20, slope50, slope200 : float; + dist920, dist2050, dist50200, dist20200, distPreco20 : float; + topoLookback, fundoLookback : float; + rangeCandle, corpoCandle, pavioSup, pavioInf : float; + iAlta, iBaixa, iBarrasPosicao : integer; + bCompressao, bLequeAlta, bLequeBaixa : boolean; + bAcimaTodas, bAbaixoTodas, bEntre9e20, bEntre20e50, bEntre50e200, bZonaNeutra : boolean; + bCandleForcaAlta, bCandleForcaBaixa, bRejeicaoAlta, bRejeicaoBaixa : boolean; + bPullbackCompra, bPullbackVenda, bRompAlta, bRompBaixa, bSaindoCompressao : boolean; + bCompra, bVenda, bConfCompra, bConfVenda : boolean; + bEstavaPosicionado, bSaidaOCOCompra, bSaidaOCOVenda : boolean; + fPrecoEntrada, fStopAtual, fAlvoAtual : float; + +begin + mme9 := MediaExp(9, Close); + mme20 := MediaExp(20, Close); + mma50 := Media(50, Close); + mma200 := Media(200, Close); + + slope20 := mme20 - mme20[1]; + slope50 := mma50 - mma50[1]; + slope200 := mma200 - mma200[1]; + + dist920 := Abs(mme9 - mme20); + dist2050 := Abs(mme20 - mma50); + dist50200 := Abs(mma50 - mma200); + dist20200 := Abs(mme20 - mma200); + distPreco20 := Abs(Close - mme20); + + topoLookback := Highest(High, 12); + fundoLookback := Lowest(Low, 12); + + rangeCandle := Max(High - Low, 0.01); + corpoCandle := Abs(Close - Open); + pavioSup := High - Max(Open, Close); + pavioInf := Min(Open, Close) - Low; + + bAcimaTodas := (Close > mme9) and (Close > mme20) and (Close > mma50) and (Close > mma200); + bAbaixoTodas := (Close < mme9) and (Close < mme20) and (Close < mma50) and (Close < mma200); + + bEntre9e20 := ((Close <= mme9) and (Close >= mme20)) or ((Close >= mme9) and (Close <= mme20)); + bEntre20e50 := ((Close <= mme20) and (Close >= mma50)) or ((Close >= mme20) and (Close <= mma50)); + bEntre50e200 := ((Close <= mma50) and (Close >= mma200)) or ((Close >= mma50) and (Close <= mma200)); + bZonaNeutra := bEntre9e20 or bEntre20e50 or bEntre50e200; + + bCompressao := dist20200 <= DistanciaCompressao20x200; + bSaindoCompressao := (dist20200 > DistanciaCompressao20x200) and + ((dist20200[1] <= DistanciaCompressao20x200) or + (dist20200[2] <= DistanciaCompressao20x200) or + (dist20200[3] <= DistanciaCompressao20x200)); + + bLequeAlta := bAcimaTodas and (mme9 > mme20) and (mme20 > mma50) and (mma50 > mma200) + and (slope20 > 0) and (slope50 > 0) and (slope200 >= 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos) + and (dist50200 >= DistanciaMinimaLequePontos); + + bLequeBaixa := bAbaixoTodas and (mme9 < mme20) and (mme20 < mma50) and (mma50 < mma200) + and (slope20 < 0) and (slope50 < 0) and (slope200 <= 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos) + and (dist50200 >= DistanciaMinimaLequePontos); + + bCandleForcaAlta := (Close > Open) and ((corpoCandle / rangeCandle) >= MinPercCorpoPA); + bCandleForcaBaixa := (Close < Open) and ((corpoCandle / rangeCandle) >= MinPercCorpoPA); + + bRejeicaoAlta := (Close > Open) + and ((pavioInf >= (corpoCandle * FatorPavioRejeicao)) or (Low <= Low[1])) + and (Close > mme20); + + bRejeicaoBaixa := (Close < Open) + and ((pavioSup >= (corpoCandle * FatorPavioRejeicao)) or (High >= High[1])) + and (Close < mme20); + + bPullbackCompra := (not bCompressao) + and (mma50 > mma200) + and (slope20 > 0) + and (Abs(Low - mme20) <= DistanciaToqueMME20) + and bRejeicaoAlta; + + bPullbackVenda := (not bCompressao) + and (mma50 < mma200) + and (slope20 < 0) + and (Abs(High - mme20) <= DistanciaToqueMME20) + and bRejeicaoBaixa; + + bRompAlta := (Close > mma200) and (Close[1] <= mma200) + and (Close >= topoLookback[1]) + and (mme9 > mme20) + and bCandleForcaAlta; + + bRompBaixa := (Close < mma200) and (Close[1] >= mma200) + and (Close <= fundoLookback[1]) + and (mme9 < mme20) + and bCandleForcaBaixa; + + bConfCompra := (not UsarConfirmacaoCandle) or bCandleForcaAlta; + bConfVenda := (not UsarConfirmacaoCandle) or bCandleForcaBaixa; + + if bLequeAlta or bPullbackCompra or bRompAlta then + iAlta := iAlta + 1 + else + iAlta := 0; + + if bLequeBaixa or bPullbackVenda or bRompBaixa then + iBaixa := iBaixa + 1 + else + iBaixa := 0; + + bCompra := false; + bVenda := false; + + if ModoEstrategia = 1 then + begin + bCompra := bLequeAlta and (not bCompressao) and (not bZonaNeutra) + and (distPreco20 <= DistanciaMaximaPrecoMME20) + and bConfCompra and (iAlta >= MinBarrasConfirmacao); + + bVenda := bLequeBaixa and (not bCompressao) and (not bZonaNeutra) + and (distPreco20 <= DistanciaMaximaPrecoMME20) + and bConfVenda and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 2 then + begin + bCompra := bPullbackCompra and bConfCompra and (iAlta >= MinBarrasConfirmacao); + bVenda := bPullbackVenda and bConfVenda and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 3 then + begin + bCompra := bRompAlta and (iAlta >= ConfirmacoesRompimento); + bVenda := bRompBaixa and (iBaixa >= ConfirmacoesRompimento); + end + else if ModoEstrategia = 4 then + begin + bCompra := (not bCompressao) and bSaindoCompressao and bLequeAlta and bConfCompra; + bVenda := (not bCompressao) and bSaindoCompressao and bLequeBaixa and bConfVenda; + end + else + begin + bCompra := (not bCompressao) and (not bZonaNeutra) + and ((bPullbackCompra and bConfCompra) or (bRompAlta and (iAlta >= ConfirmacoesRompimento))); + + bVenda := (not bCompressao) and (not bZonaNeutra) + and ((bPullbackVenda and bConfVenda) or (bRompBaixa and (iBaixa >= ConfirmacoesRompimento))); + end; + + if IsBought or IsSold then + iBarrasPosicao := iBarrasPosicao + 1 + else + iBarrasPosicao := 0; + + if (not IsBought) and (not IsSold) then + begin + if bCompra then + BuyAtMarket + else if bVenda then + SellShortAtMarket; + end; + + bSaidaOCOCompra := false; + bSaidaOCOVenda := false; + + if IsBought and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada - StopLossPontos; + fAlvoAtual := fPrecoEntrada + TakeProfitPontos; + bSaidaOCOCompra := UsarOCO and ((Low <= fStopAtual) or (High >= fAlvoAtual)); + end; + + if IsSold and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada + StopLossPontos; + fAlvoAtual := fPrecoEntrada - TakeProfitPontos; + bSaidaOCOVenda := UsarOCO and ((High >= fStopAtual) or (Low <= fAlvoAtual)); + end; + + if IsBought and ( + bCompressao + or bZonaNeutra + or (Close < mme20) + or bCandleForcaBaixa + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOCompra + ) then + ClosePosition; + + if IsSold and ( + bCompressao + or bZonaNeutra + or (Close > mme20) + or bCandleForcaAlta + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOVenda + ) then + ClosePosition; + + if (not bEstavaPosicionado) and IsBought then + fPrecoEntrada := Close; + + if (not bEstavaPosicionado) and IsSold then + fPrecoEntrada := Close; + + bEstavaPosicionado := IsBought or IsSold; +end; diff --git a/automacao_backtests/MEDIAS_20_50_200/robos_medias_v30_romp200resultado.txt b/automacao_backtests/MEDIAS_20_50_200/robos_medias_v30_romp200resultado.txt new file mode 100644 index 0000000..02955b1 --- /dev/null +++ b/automacao_backtests/MEDIAS_20_50_200/robos_medias_v30_romp200resultado.txt @@ -0,0 +1,229 @@ +{ + Estrategia: robos_medias_v30_romp200 + Autor: Wesley + Descricao: Rompimento da MMA200 com confirmacao por estrutura e candle de forca. +} + +input + ModoEstrategia(3); + DistanciaMinimaLequePontos(15); + DistanciaCompressao20x200(70); + DistanciaMaximaPrecoMME20(260); + DistanciaToqueMME20(80); + MinBarrasConfirmacao(2); + ConfirmacoesRompimento(1); + MinPercCorpoPA(0.55); + FatorPavioRejeicao(1.4); + UsarConfirmacaoCandle(true); + UsarOCO(true); + StopLossPontos(270); + TakeProfitPontos(459); + UsarSaidaPorTempo(true); + MaxBarrasPosicao(12); + +var + mme9, mme20, mma50, mma200 : float; + slope20, slope50, slope200 : float; + dist920, dist2050, dist50200, dist20200, distPreco20 : float; + topoLookback, fundoLookback : float; + rangeCandle, corpoCandle, pavioSup, pavioInf : float; + iAlta, iBaixa, iBarrasPosicao : integer; + bCompressao, bLequeAlta, bLequeBaixa : boolean; + bAcimaTodas, bAbaixoTodas, bEntre9e20, bEntre20e50, bEntre50e200, bZonaNeutra : boolean; + bCandleForcaAlta, bCandleForcaBaixa, bRejeicaoAlta, bRejeicaoBaixa : boolean; + bPullbackCompra, bPullbackVenda, bRompAlta, bRompBaixa, bSaindoCompressao : boolean; + bCompra, bVenda, bConfCompra, bConfVenda : boolean; + bEstavaPosicionado, bSaidaOCOCompra, bSaidaOCOVenda : boolean; + fPrecoEntrada, fStopAtual, fAlvoAtual : float; + +begin + mme9 := MediaExp(9, Close); + mme20 := MediaExp(20, Close); + mma50 := Media(50, Close); + mma200 := Media(200, Close); + + slope20 := mme20 - mme20[1]; + slope50 := mma50 - mma50[1]; + slope200 := mma200 - mma200[1]; + + dist920 := Abs(mme9 - mme20); + dist2050 := Abs(mme20 - mma50); + dist50200 := Abs(mma50 - mma200); + dist20200 := Abs(mme20 - mma200); + distPreco20 := Abs(Close - mme20); + + topoLookback := Highest(High, 12); + fundoLookback := Lowest(Low, 12); + + rangeCandle := Max(High - Low, 0.01); + corpoCandle := Abs(Close - Open); + pavioSup := High - Max(Open, Close); + pavioInf := Min(Open, Close) - Low; + + bAcimaTodas := (Close > mme9) and (Close > mme20) and (Close > mma50) and (Close > mma200); + bAbaixoTodas := (Close < mme9) and (Close < mme20) and (Close < mma50) and (Close < mma200); + + bEntre9e20 := ((Close <= mme9) and (Close >= mme20)) or ((Close >= mme9) and (Close <= mme20)); + bEntre20e50 := ((Close <= mme20) and (Close >= mma50)) or ((Close >= mme20) and (Close <= mma50)); + bEntre50e200 := ((Close <= mma50) and (Close >= mma200)) or ((Close >= mma50) and (Close <= mma200)); + bZonaNeutra := bEntre9e20 or bEntre20e50 or bEntre50e200; + + bCompressao := dist20200 <= DistanciaCompressao20x200; + bSaindoCompressao := (dist20200 > DistanciaCompressao20x200) and + ((dist20200[1] <= DistanciaCompressao20x200) or + (dist20200[2] <= DistanciaCompressao20x200) or + (dist20200[3] <= DistanciaCompressao20x200)); + + bLequeAlta := bAcimaTodas and (mme9 > mme20) and (mme20 > mma50) and (mma50 > mma200) + and (slope20 > 0) and (slope50 > 0) and (slope200 >= 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos) + and (dist50200 >= DistanciaMinimaLequePontos); + + bLequeBaixa := bAbaixoTodas and (mme9 < mme20) and (mme20 < mma50) and (mma50 < mma200) + and (slope20 < 0) and (slope50 < 0) and (slope200 <= 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos) + and (dist50200 >= DistanciaMinimaLequePontos); + + bCandleForcaAlta := (Close > Open) and ((corpoCandle / rangeCandle) >= MinPercCorpoPA); + bCandleForcaBaixa := (Close < Open) and ((corpoCandle / rangeCandle) >= MinPercCorpoPA); + + bRejeicaoAlta := (Close > Open) + and ((pavioInf >= (corpoCandle * FatorPavioRejeicao)) or (Low <= Low[1])) + and (Close > mme20); + + bRejeicaoBaixa := (Close < Open) + and ((pavioSup >= (corpoCandle * FatorPavioRejeicao)) or (High >= High[1])) + and (Close < mme20); + + bPullbackCompra := (not bCompressao) + and (mma50 > mma200) + and (slope20 > 0) + and (Abs(Low - mme20) <= DistanciaToqueMME20) + and bRejeicaoAlta; + + bPullbackVenda := (not bCompressao) + and (mma50 < mma200) + and (slope20 < 0) + and (Abs(High - mme20) <= DistanciaToqueMME20) + and bRejeicaoBaixa; + + bRompAlta := (Close > mma200) and (Close[1] <= mma200) + and (Close >= topoLookback[1]) + and (mme9 > mme20) + and bCandleForcaAlta; + + bRompBaixa := (Close < mma200) and (Close[1] >= mma200) + and (Close <= fundoLookback[1]) + and (mme9 < mme20) + and bCandleForcaBaixa; + + bConfCompra := (not UsarConfirmacaoCandle) or bCandleForcaAlta; + bConfVenda := (not UsarConfirmacaoCandle) or bCandleForcaBaixa; + + if bLequeAlta or bPullbackCompra or bRompAlta then + iAlta := iAlta + 1 + else + iAlta := 0; + + if bLequeBaixa or bPullbackVenda or bRompBaixa then + iBaixa := iBaixa + 1 + else + iBaixa := 0; + + bCompra := false; + bVenda := false; + + if ModoEstrategia = 1 then + begin + bCompra := bLequeAlta and (not bCompressao) and (not bZonaNeutra) + and (distPreco20 <= DistanciaMaximaPrecoMME20) + and bConfCompra and (iAlta >= MinBarrasConfirmacao); + + bVenda := bLequeBaixa and (not bCompressao) and (not bZonaNeutra) + and (distPreco20 <= DistanciaMaximaPrecoMME20) + and bConfVenda and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 2 then + begin + bCompra := bPullbackCompra and bConfCompra and (iAlta >= MinBarrasConfirmacao); + bVenda := bPullbackVenda and bConfVenda and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 3 then + begin + bCompra := bRompAlta and (iAlta >= ConfirmacoesRompimento); + bVenda := bRompBaixa and (iBaixa >= ConfirmacoesRompimento); + end + else if ModoEstrategia = 4 then + begin + bCompra := (not bCompressao) and bSaindoCompressao and bLequeAlta and bConfCompra; + bVenda := (not bCompressao) and bSaindoCompressao and bLequeBaixa and bConfVenda; + end + else + begin + bCompra := (not bCompressao) and (not bZonaNeutra) + and ((bPullbackCompra and bConfCompra) or (bRompAlta and (iAlta >= ConfirmacoesRompimento))); + + bVenda := (not bCompressao) and (not bZonaNeutra) + and ((bPullbackVenda and bConfVenda) or (bRompBaixa and (iBaixa >= ConfirmacoesRompimento))); + end; + + if IsBought or IsSold then + iBarrasPosicao := iBarrasPosicao + 1 + else + iBarrasPosicao := 0; + + if (not IsBought) and (not IsSold) then + begin + if bCompra then + BuyAtMarket + else if bVenda then + SellShortAtMarket; + end; + + bSaidaOCOCompra := false; + bSaidaOCOVenda := false; + + if IsBought and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada - StopLossPontos; + fAlvoAtual := fPrecoEntrada + TakeProfitPontos; + bSaidaOCOCompra := UsarOCO and ((Low <= fStopAtual) or (High >= fAlvoAtual)); + end; + + if IsSold and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada + StopLossPontos; + fAlvoAtual := fPrecoEntrada - TakeProfitPontos; + bSaidaOCOVenda := UsarOCO and ((High >= fStopAtual) or (Low <= fAlvoAtual)); + end; + + if IsBought and ( + bCompressao + or bZonaNeutra + or (Close < mme20) + or bCandleForcaBaixa + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOCompra + ) then + ClosePosition; + + if IsSold and ( + bCompressao + or bZonaNeutra + or (Close > mme20) + or bCandleForcaAlta + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOVenda + ) then + ClosePosition; + + if (not bEstavaPosicionado) and IsBought then + fPrecoEntrada := Close; + + if (not bEstavaPosicionado) and IsSold then + fPrecoEntrada := Close; + + bEstavaPosicionado := IsBought or IsSold; +end; diff --git a/automacao_backtests/MEDIAS_20_50_200/robos_medias_v48_hibridoRESULTADO.txt b/automacao_backtests/MEDIAS_20_50_200/robos_medias_v48_hibridoRESULTADO.txt new file mode 100644 index 0000000..7b21873 --- /dev/null +++ b/automacao_backtests/MEDIAS_20_50_200/robos_medias_v48_hibridoRESULTADO.txt @@ -0,0 +1,229 @@ +{ + Estrategia: robos_medias_v48_hibrido + Autor: Wesley + Descricao: Hibrido de pullback e rompimento com filtro de posicao do preco entre medias. +} + +input + ModoEstrategia(5); + DistanciaMinimaLequePontos(15); + DistanciaCompressao20x200(100); + DistanciaMaximaPrecoMME20(220); + DistanciaToqueMME20(80); + MinBarrasConfirmacao(3); + ConfirmacoesRompimento(1); + MinPercCorpoPA(0.45); + FatorPavioRejeicao(1.1); + UsarConfirmacaoCandle(true); + UsarOCO(true); + StopLossPontos(240); + TakeProfitPontos(360); + UsarSaidaPorTempo(true); + MaxBarrasPosicao(10); + +var + mme9, mme20, mma50, mma200 : float; + slope20, slope50, slope200 : float; + dist920, dist2050, dist50200, dist20200, distPreco20 : float; + topoLookback, fundoLookback : float; + rangeCandle, corpoCandle, pavioSup, pavioInf : float; + iAlta, iBaixa, iBarrasPosicao : integer; + bCompressao, bLequeAlta, bLequeBaixa : boolean; + bAcimaTodas, bAbaixoTodas, bEntre9e20, bEntre20e50, bEntre50e200, bZonaNeutra : boolean; + bCandleForcaAlta, bCandleForcaBaixa, bRejeicaoAlta, bRejeicaoBaixa : boolean; + bPullbackCompra, bPullbackVenda, bRompAlta, bRompBaixa, bSaindoCompressao : boolean; + bCompra, bVenda, bConfCompra, bConfVenda : boolean; + bEstavaPosicionado, bSaidaOCOCompra, bSaidaOCOVenda : boolean; + fPrecoEntrada, fStopAtual, fAlvoAtual : float; + +begin + mme9 := MediaExp(9, Close); + mme20 := MediaExp(20, Close); + mma50 := Media(50, Close); + mma200 := Media(200, Close); + + slope20 := mme20 - mme20[1]; + slope50 := mma50 - mma50[1]; + slope200 := mma200 - mma200[1]; + + dist920 := Abs(mme9 - mme20); + dist2050 := Abs(mme20 - mma50); + dist50200 := Abs(mma50 - mma200); + dist20200 := Abs(mme20 - mma200); + distPreco20 := Abs(Close - mme20); + + topoLookback := Highest(High, 12); + fundoLookback := Lowest(Low, 12); + + rangeCandle := Max(High - Low, 0.01); + corpoCandle := Abs(Close - Open); + pavioSup := High - Max(Open, Close); + pavioInf := Min(Open, Close) - Low; + + bAcimaTodas := (Close > mme9) and (Close > mme20) and (Close > mma50) and (Close > mma200); + bAbaixoTodas := (Close < mme9) and (Close < mme20) and (Close < mma50) and (Close < mma200); + + bEntre9e20 := ((Close <= mme9) and (Close >= mme20)) or ((Close >= mme9) and (Close <= mme20)); + bEntre20e50 := ((Close <= mme20) and (Close >= mma50)) or ((Close >= mme20) and (Close <= mma50)); + bEntre50e200 := ((Close <= mma50) and (Close >= mma200)) or ((Close >= mma50) and (Close <= mma200)); + bZonaNeutra := bEntre9e20 or bEntre20e50 or bEntre50e200; + + bCompressao := dist20200 <= DistanciaCompressao20x200; + bSaindoCompressao := (dist20200 > DistanciaCompressao20x200) and + ((dist20200[1] <= DistanciaCompressao20x200) or + (dist20200[2] <= DistanciaCompressao20x200) or + (dist20200[3] <= DistanciaCompressao20x200)); + + bLequeAlta := bAcimaTodas and (mme9 > mme20) and (mme20 > mma50) and (mma50 > mma200) + and (slope20 > 0) and (slope50 > 0) and (slope200 >= 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos) + and (dist50200 >= DistanciaMinimaLequePontos); + + bLequeBaixa := bAbaixoTodas and (mme9 < mme20) and (mme20 < mma50) and (mma50 < mma200) + and (slope20 < 0) and (slope50 < 0) and (slope200 <= 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos) + and (dist50200 >= DistanciaMinimaLequePontos); + + bCandleForcaAlta := (Close > Open) and ((corpoCandle / rangeCandle) >= MinPercCorpoPA); + bCandleForcaBaixa := (Close < Open) and ((corpoCandle / rangeCandle) >= MinPercCorpoPA); + + bRejeicaoAlta := (Close > Open) + and ((pavioInf >= (corpoCandle * FatorPavioRejeicao)) or (Low <= Low[1])) + and (Close > mme20); + + bRejeicaoBaixa := (Close < Open) + and ((pavioSup >= (corpoCandle * FatorPavioRejeicao)) or (High >= High[1])) + and (Close < mme20); + + bPullbackCompra := (not bCompressao) + and (mma50 > mma200) + and (slope20 > 0) + and (Abs(Low - mme20) <= DistanciaToqueMME20) + and bRejeicaoAlta; + + bPullbackVenda := (not bCompressao) + and (mma50 < mma200) + and (slope20 < 0) + and (Abs(High - mme20) <= DistanciaToqueMME20) + and bRejeicaoBaixa; + + bRompAlta := (Close > mma200) and (Close[1] <= mma200) + and (Close >= topoLookback[1]) + and (mme9 > mme20) + and bCandleForcaAlta; + + bRompBaixa := (Close < mma200) and (Close[1] >= mma200) + and (Close <= fundoLookback[1]) + and (mme9 < mme20) + and bCandleForcaBaixa; + + bConfCompra := (not UsarConfirmacaoCandle) or bCandleForcaAlta; + bConfVenda := (not UsarConfirmacaoCandle) or bCandleForcaBaixa; + + if bLequeAlta or bPullbackCompra or bRompAlta then + iAlta := iAlta + 1 + else + iAlta := 0; + + if bLequeBaixa or bPullbackVenda or bRompBaixa then + iBaixa := iBaixa + 1 + else + iBaixa := 0; + + bCompra := false; + bVenda := false; + + if ModoEstrategia = 1 then + begin + bCompra := bLequeAlta and (not bCompressao) and (not bZonaNeutra) + and (distPreco20 <= DistanciaMaximaPrecoMME20) + and bConfCompra and (iAlta >= MinBarrasConfirmacao); + + bVenda := bLequeBaixa and (not bCompressao) and (not bZonaNeutra) + and (distPreco20 <= DistanciaMaximaPrecoMME20) + and bConfVenda and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 2 then + begin + bCompra := bPullbackCompra and bConfCompra and (iAlta >= MinBarrasConfirmacao); + bVenda := bPullbackVenda and bConfVenda and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 3 then + begin + bCompra := bRompAlta and (iAlta >= ConfirmacoesRompimento); + bVenda := bRompBaixa and (iBaixa >= ConfirmacoesRompimento); + end + else if ModoEstrategia = 4 then + begin + bCompra := (not bCompressao) and bSaindoCompressao and bLequeAlta and bConfCompra; + bVenda := (not bCompressao) and bSaindoCompressao and bLequeBaixa and bConfVenda; + end + else + begin + bCompra := (not bCompressao) and (not bZonaNeutra) + and ((bPullbackCompra and bConfCompra) or (bRompAlta and (iAlta >= ConfirmacoesRompimento))); + + bVenda := (not bCompressao) and (not bZonaNeutra) + and ((bPullbackVenda and bConfVenda) or (bRompBaixa and (iBaixa >= ConfirmacoesRompimento))); + end; + + if IsBought or IsSold then + iBarrasPosicao := iBarrasPosicao + 1 + else + iBarrasPosicao := 0; + + if (not IsBought) and (not IsSold) then + begin + if bCompra then + BuyAtMarket + else if bVenda then + SellShortAtMarket; + end; + + bSaidaOCOCompra := false; + bSaidaOCOVenda := false; + + if IsBought and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada - StopLossPontos; + fAlvoAtual := fPrecoEntrada + TakeProfitPontos; + bSaidaOCOCompra := UsarOCO and ((Low <= fStopAtual) or (High >= fAlvoAtual)); + end; + + if IsSold and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada + StopLossPontos; + fAlvoAtual := fPrecoEntrada - TakeProfitPontos; + bSaidaOCOVenda := UsarOCO and ((High >= fStopAtual) or (Low <= fAlvoAtual)); + end; + + if IsBought and ( + bCompressao + or bZonaNeutra + or (Close < mme20) + or bCandleForcaBaixa + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOCompra + ) then + ClosePosition; + + if IsSold and ( + bCompressao + or bZonaNeutra + or (Close > mme20) + or bCandleForcaAlta + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOVenda + ) then + ClosePosition; + + if (not bEstavaPosicionado) and IsBought then + fPrecoEntrada := Close; + + if (not bEstavaPosicionado) and IsSold then + fPrecoEntrada := Close; + + bEstavaPosicionado := IsBought or IsSold; +end; diff --git a/automacao_backtests/MEDIAS_20_50_200/robos_medias_v50_hibridoRESULTADO.txt b/automacao_backtests/MEDIAS_20_50_200/robos_medias_v50_hibridoRESULTADO.txt new file mode 100644 index 0000000..dc68f4c --- /dev/null +++ b/automacao_backtests/MEDIAS_20_50_200/robos_medias_v50_hibridoRESULTADO.txt @@ -0,0 +1,229 @@ +{ + Estrategia: robos_medias_v50_hibrido + Autor: Wesley + Descricao: Hibrido de pullback e rompimento com filtro de posicao do preco entre medias. +} + +input + ModoEstrategia(5); + DistanciaMinimaLequePontos(15); + DistanciaCompressao20x200(70); + DistanciaMaximaPrecoMME20(260); + DistanciaToqueMME20(80); + MinBarrasConfirmacao(2); + ConfirmacoesRompimento(1); + MinPercCorpoPA(0.55); + FatorPavioRejeicao(1.4); + UsarConfirmacaoCandle(true); + UsarOCO(true); + StopLossPontos(270); + TakeProfitPontos(459); + UsarSaidaPorTempo(true); + MaxBarrasPosicao(12); + +var + mme9, mme20, mma50, mma200 : float; + slope20, slope50, slope200 : float; + dist920, dist2050, dist50200, dist20200, distPreco20 : float; + topoLookback, fundoLookback : float; + rangeCandle, corpoCandle, pavioSup, pavioInf : float; + iAlta, iBaixa, iBarrasPosicao : integer; + bCompressao, bLequeAlta, bLequeBaixa : boolean; + bAcimaTodas, bAbaixoTodas, bEntre9e20, bEntre20e50, bEntre50e200, bZonaNeutra : boolean; + bCandleForcaAlta, bCandleForcaBaixa, bRejeicaoAlta, bRejeicaoBaixa : boolean; + bPullbackCompra, bPullbackVenda, bRompAlta, bRompBaixa, bSaindoCompressao : boolean; + bCompra, bVenda, bConfCompra, bConfVenda : boolean; + bEstavaPosicionado, bSaidaOCOCompra, bSaidaOCOVenda : boolean; + fPrecoEntrada, fStopAtual, fAlvoAtual : float; + +begin + mme9 := MediaExp(9, Close); + mme20 := MediaExp(20, Close); + mma50 := Media(50, Close); + mma200 := Media(200, Close); + + slope20 := mme20 - mme20[1]; + slope50 := mma50 - mma50[1]; + slope200 := mma200 - mma200[1]; + + dist920 := Abs(mme9 - mme20); + dist2050 := Abs(mme20 - mma50); + dist50200 := Abs(mma50 - mma200); + dist20200 := Abs(mme20 - mma200); + distPreco20 := Abs(Close - mme20); + + topoLookback := Highest(High, 12); + fundoLookback := Lowest(Low, 12); + + rangeCandle := Max(High - Low, 0.01); + corpoCandle := Abs(Close - Open); + pavioSup := High - Max(Open, Close); + pavioInf := Min(Open, Close) - Low; + + bAcimaTodas := (Close > mme9) and (Close > mme20) and (Close > mma50) and (Close > mma200); + bAbaixoTodas := (Close < mme9) and (Close < mme20) and (Close < mma50) and (Close < mma200); + + bEntre9e20 := ((Close <= mme9) and (Close >= mme20)) or ((Close >= mme9) and (Close <= mme20)); + bEntre20e50 := ((Close <= mme20) and (Close >= mma50)) or ((Close >= mme20) and (Close <= mma50)); + bEntre50e200 := ((Close <= mma50) and (Close >= mma200)) or ((Close >= mma50) and (Close <= mma200)); + bZonaNeutra := bEntre9e20 or bEntre20e50 or bEntre50e200; + + bCompressao := dist20200 <= DistanciaCompressao20x200; + bSaindoCompressao := (dist20200 > DistanciaCompressao20x200) and + ((dist20200[1] <= DistanciaCompressao20x200) or + (dist20200[2] <= DistanciaCompressao20x200) or + (dist20200[3] <= DistanciaCompressao20x200)); + + bLequeAlta := bAcimaTodas and (mme9 > mme20) and (mme20 > mma50) and (mma50 > mma200) + and (slope20 > 0) and (slope50 > 0) and (slope200 >= 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos) + and (dist50200 >= DistanciaMinimaLequePontos); + + bLequeBaixa := bAbaixoTodas and (mme9 < mme20) and (mme20 < mma50) and (mma50 < mma200) + and (slope20 < 0) and (slope50 < 0) and (slope200 <= 0) + and (dist920 >= DistanciaMinimaLequePontos) + and (dist2050 >= DistanciaMinimaLequePontos) + and (dist50200 >= DistanciaMinimaLequePontos); + + bCandleForcaAlta := (Close > Open) and ((corpoCandle / rangeCandle) >= MinPercCorpoPA); + bCandleForcaBaixa := (Close < Open) and ((corpoCandle / rangeCandle) >= MinPercCorpoPA); + + bRejeicaoAlta := (Close > Open) + and ((pavioInf >= (corpoCandle * FatorPavioRejeicao)) or (Low <= Low[1])) + and (Close > mme20); + + bRejeicaoBaixa := (Close < Open) + and ((pavioSup >= (corpoCandle * FatorPavioRejeicao)) or (High >= High[1])) + and (Close < mme20); + + bPullbackCompra := (not bCompressao) + and (mma50 > mma200) + and (slope20 > 0) + and (Abs(Low - mme20) <= DistanciaToqueMME20) + and bRejeicaoAlta; + + bPullbackVenda := (not bCompressao) + and (mma50 < mma200) + and (slope20 < 0) + and (Abs(High - mme20) <= DistanciaToqueMME20) + and bRejeicaoBaixa; + + bRompAlta := (Close > mma200) and (Close[1] <= mma200) + and (Close >= topoLookback[1]) + and (mme9 > mme20) + and bCandleForcaAlta; + + bRompBaixa := (Close < mma200) and (Close[1] >= mma200) + and (Close <= fundoLookback[1]) + and (mme9 < mme20) + and bCandleForcaBaixa; + + bConfCompra := (not UsarConfirmacaoCandle) or bCandleForcaAlta; + bConfVenda := (not UsarConfirmacaoCandle) or bCandleForcaBaixa; + + if bLequeAlta or bPullbackCompra or bRompAlta then + iAlta := iAlta + 1 + else + iAlta := 0; + + if bLequeBaixa or bPullbackVenda or bRompBaixa then + iBaixa := iBaixa + 1 + else + iBaixa := 0; + + bCompra := false; + bVenda := false; + + if ModoEstrategia = 1 then + begin + bCompra := bLequeAlta and (not bCompressao) and (not bZonaNeutra) + and (distPreco20 <= DistanciaMaximaPrecoMME20) + and bConfCompra and (iAlta >= MinBarrasConfirmacao); + + bVenda := bLequeBaixa and (not bCompressao) and (not bZonaNeutra) + and (distPreco20 <= DistanciaMaximaPrecoMME20) + and bConfVenda and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 2 then + begin + bCompra := bPullbackCompra and bConfCompra and (iAlta >= MinBarrasConfirmacao); + bVenda := bPullbackVenda and bConfVenda and (iBaixa >= MinBarrasConfirmacao); + end + else if ModoEstrategia = 3 then + begin + bCompra := bRompAlta and (iAlta >= ConfirmacoesRompimento); + bVenda := bRompBaixa and (iBaixa >= ConfirmacoesRompimento); + end + else if ModoEstrategia = 4 then + begin + bCompra := (not bCompressao) and bSaindoCompressao and bLequeAlta and bConfCompra; + bVenda := (not bCompressao) and bSaindoCompressao and bLequeBaixa and bConfVenda; + end + else + begin + bCompra := (not bCompressao) and (not bZonaNeutra) + and ((bPullbackCompra and bConfCompra) or (bRompAlta and (iAlta >= ConfirmacoesRompimento))); + + bVenda := (not bCompressao) and (not bZonaNeutra) + and ((bPullbackVenda and bConfVenda) or (bRompBaixa and (iBaixa >= ConfirmacoesRompimento))); + end; + + if IsBought or IsSold then + iBarrasPosicao := iBarrasPosicao + 1 + else + iBarrasPosicao := 0; + + if (not IsBought) and (not IsSold) then + begin + if bCompra then + BuyAtMarket + else if bVenda then + SellShortAtMarket; + end; + + bSaidaOCOCompra := false; + bSaidaOCOVenda := false; + + if IsBought and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada - StopLossPontos; + fAlvoAtual := fPrecoEntrada + TakeProfitPontos; + bSaidaOCOCompra := UsarOCO and ((Low <= fStopAtual) or (High >= fAlvoAtual)); + end; + + if IsSold and bEstavaPosicionado then + begin + fStopAtual := fPrecoEntrada + StopLossPontos; + fAlvoAtual := fPrecoEntrada - TakeProfitPontos; + bSaidaOCOVenda := UsarOCO and ((High >= fStopAtual) or (Low <= fAlvoAtual)); + end; + + if IsBought and ( + bCompressao + or bZonaNeutra + or (Close < mme20) + or bCandleForcaBaixa + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOCompra + ) then + ClosePosition; + + if IsSold and ( + bCompressao + or bZonaNeutra + or (Close > mme20) + or bCandleForcaAlta + or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) + or bSaidaOCOVenda + ) then + ClosePosition; + + if (not bEstavaPosicionado) and IsBought then + fPrecoEntrada := Close; + + if (not bEstavaPosicionado) and IsSold then + fPrecoEntrada := Close; + + bEstavaPosicionado := IsBought or IsSold; +end; From 88ce53ec818a36728d0e920cf07d855204113b1c Mon Sep 17 00:00:00 2001 From: Wesley Gomes da Silva Date: Sat, 7 Mar 2026 10:52:33 -0300 Subject: [PATCH 28/28] =?UTF-8?q?Adiciona=20instru=C3=A7=C3=B5es,=20estrut?= =?UTF-8?q?ura=20e=20atualiza=C3=A7=C3=B5es=20do=20workspace?= MIME-Version: 1.0 Content-Type: text/plain; charset=UTF-8 Content-Transfer-Encoding: 8bit --- .vscode/settings.json | 6 +- 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"/^\\$ErrorActionPreference = 'Stop';\n\\$root = 'c:\\\\Users\\\\zilva\\\\RepoRobos-marco_Tradeoperador\\\\automacao_backtests\\\\CANDLE1A4';\nNew-Item -ItemType Directory -Path \\$root -Force \\| Out-Null;\n\n\\$catalogLines = @\\(\\);\n\\$catalogLines \\+= 'CATÁLOGO - 50 ROBÔS CANDLE1A4 \\(CANDLE 1 -> CANDLE 2 CONFIRMAÇÃO -> CANDLE 3/PRÓXIMA REJEIÇÃO SAÍDA\\)';\n\\$catalogLines \\+= '';\n\\$catalogLines \\+= 'Objetivo';\n\\$catalogLines \\+= '- Estratégias para timeframes menores focadas exclusivamente na leitura do Candle 1 do dia\\.';\n\\$catalogLines \\+= '- Entrada no Candle 2 por confirmação da direção do Candle 1\\.';\n\\$catalogLines \\+= '- Saída por rejeição a partir do Candle 3; se não houver, mantém até próxima rejeição \\(com limite de barras\\)\\.';\n\\$catalogLines \\+= '';\n\n\\$combos = @\\(\\);\nfor \\(\\$i = 1; \\$i -le 50; \\$i\\+\\+\\) \\{\n \\$confirmMode = \\(\\(\\$i - 1\\) % 3\\) \\+ 1;\n \\$rejectionMode = \\(\\(\\[math\\]::Floor\\(\\(\\$i - 1\\) / 3\\)\\) % 3\\) \\+ 1;\n \\$minBody = 0\\.35 \\+ \\(0\\.05 \\* \\(\\(\\(\\$i - 1\\) % 5\\)\\)\\);\n \\$minRange = 8 \\+ \\(\\(\\(\\$i - 1\\) % 6\\) \\* 2\\);\n \\$confirmBody = 0\\.40 \\+ \\(0\\.05 \\* \\(\\(\\(\\$i - 1\\) % 4\\)\\)\\);\n \\$wickRatio = 1\\.20 \\+ \\(0\\.20 \\* \\(\\(\\(\\$i - 1\\) % 4\\)\\)\\);\n \\$maxBars = 6 \\+ \\(\\(\\(\\$i - 1\\) % 8\\)\\);\n\n \\$name = \\('robo_candle1a4_v\\{0:D2\\}_cm\\{1\\}_rm\\{2\\}_tfcurto' -f \\$i, \\$confirmMode, \\$rejectionMode\\);\n \\$combos \\+= \\[pscustomobject\\]@\\{\n Index = \\$i\n Name = \\$name\n ConfirmMode = \\$confirmMode\n RejectionMode = \\$rejectionMode\n MinBody = \\[math\\]::Round\\(\\$minBody, 2\\)\n MinRange = \\$minRange\n ConfirmBody = \\[math\\]::Round\\(\\$confirmBody, 2\\)\n WickRatio = \\[math\\]::Round\\(\\$wickRatio, 2\\)\n MaxBars = \\$maxBars\n \\};\n\\}\n\nforeach \\(\\$c in \\$combos\\) \\{\n \\$catalogLines \\+= \\('\\{0\\}\\. \\{1\\} \\| ConfirmacaoModo=\\{2\\} \\| RejeicaoModo=\\{3\\} \\| MinPercCorpoC1=\\{4\\} \\| MinRangeC1=\\{5\\} \\| ConfirmacaoC2MinPerc=\\{6\\} \\| RazaoPavio=\\{7\\} \\| MaxBarrasPosicao=\\{8\\}' -f \\$c\\.Index, \\$c\\.Name, \\$c\\.ConfirmMode, \\$c\\.RejectionMode, \\$c\\.MinBody, \\$c\\.MinRange, \\$c\\.ConfirmBody, \\$c\\.WickRatio, \\$c\\.MaxBars\\);\n\\}\n\n\\$catalogPath = Join-Path \\$root 'catalogo_50_opcoes_candle1a4\\.txt';\nSet-Content -Path \\$catalogPath -Value \\(\\$catalogLines -join \\[Environment\\]::NewLine\\) -Encoding UTF8;\n\n\\$template = @'\n\\{\n Estrategia: __STRATEGY_NAME__\n Autor: Copilot\n Descricao: Estrategia Candle1a4 para timeframes menores\\.\n Candle 1 define direcao; Candle 2 confirma entrada; Candle 3 ou proxima rejeicao encerra\\.\n\\}\n\ninput\n MinPercCorpoC1\\(__MIN_BODY__\\);\n MinRangeC1\\(__MIN_RANGE__\\);\n ConfirmacaoModo\\(__CONFIRM_MODE__\\); \\{1=rompimento C1, 2=continuidade corpo C2, 3=fechamento alem de 50% do C1\\}\n ConfirmacaoC2MinPerc\\(__CONFIRM_BODY__\\);\n RejeicaoModo\\(__REJECTION_MODE__\\); \\{1=pavio dominante contrario, 2=engolfo contrario, 3=falha de continuidade\\}\n MinRazaoPavioRejeicao\\(__WICK_RATIO__\\);\n MaxBarrasPosicao\\(__MAX_BARS__\\);\n\nvar\n iCandlesDia, iBarrasPosicao : integer;\n iDataAtual, iDataAnterior : integer;\n c1Open, c1High, c1Low, c1Close : float;\n c1Body, c1Range, c2Body, c2Range : float;\n cTopoCorpo, cFundoCorpo, cPavioSup, cPavioInf, cBodyAtual : float;\n cMeioC1 : float;\n bC1Valido, bConfirmacaoCompra, bConfirmacaoVenda, bRejeicao, bEntrouNoDia : boolean;\n\nbegin\n iDataAtual := Date;\n\n if \\(iDataAtual <> iDataAnterior\\) then\n begin\n iDataAnterior := iDataAtual;\n iCandlesDia := 0;\n iBarrasPosicao := 0;\n bC1Valido := false;\n bConfirmacaoCompra := false;\n bConfirmacaoVenda := false;\n bRejeicao := false;\n bEntrouNoDia := false;\n c1Open := 0;\n c1High := 0;\n c1Low := 0;\n c1Close := 0;\n end;\n\n iCandlesDia := iCandlesDia \\+ 1;\n\n if \\(iCandlesDia = 1\\) then\n begin\n c1Open := Open;\n c1High := High;\n c1Low := Low;\n c1Close := Close;\n c1Body := Abs\\(c1Close - c1Open\\);\n c1Range := c1High - c1Low;\n\n if \\(c1Range <= 0\\) then\n c1Range := 1;\n\n bC1Valido := \\(c1Range >= MinRangeC1\\) and \\(\\(c1Body / c1Range\\) >= MinPercCorpoC1\\);\n end;\n\n if \\(iCandlesDia = 2\\) and \\(not bEntrouNoDia\\) and \\(not IsBought\\) and \\(not IsSold\\) and bC1Valido then\n begin\n c2Body := Abs\\(Close - Open\\);\n c2Range := High - Low;\n\n if \\(c2Range <= 0\\) then\n c2Range := 1;\n\n cMeioC1 := \\(c1Open \\+ c1Close\\) / 2;\n\n bConfirmacaoCompra := false;\n bConfirmacaoVenda := false;\n\n if \\(c1Close > c1Open\\) then\n begin\n if \\(ConfirmacaoModo = 1\\) then\n bConfirmacaoCompra := Close > c1High\n else if \\(ConfirmacaoModo = 2\\) then\n bConfirmacaoCompra := \\(Close > Open\\) and \\(\\(c2Body / c2Range\\) >= ConfirmacaoC2MinPerc\\)\n else\n bConfirmacaoCompra := \\(Close > Open\\) and \\(Close > cMeioC1\\);\n end\n else if \\(c1Close < c1Open\\) then\n begin\n if \\(ConfirmacaoModo = 1\\) then\n bConfirmacaoVenda := Close < c1Low\n else if \\(ConfirmacaoModo = 2\\) then\n bConfirmacaoVenda := \\(Close < Open\\) and \\(\\(c2Body / c2Range\\) >= ConfirmacaoC2MinPerc\\)\n else\n bConfirmacaoVenda := \\(Close < Open\\) and \\(Close < cMeioC1\\);\n end;\n\n if bConfirmacaoCompra then\n begin\n BuyAtMarket;\n bEntrouNoDia := true;\n end\n else if bConfirmacaoVenda then\n begin\n SellShortAtMarket;\n bEntrouNoDia := true;\n end;\n end;\n\n if IsBought or IsSold then\n iBarrasPosicao := iBarrasPosicao \\+ 1\n else\n iBarrasPosicao := 0;\n\n if IsBought or IsSold then\n begin\n if \\(Open >= Close\\) then\n begin\n cTopoCorpo := Open;\n cFundoCorpo := Close;\n end\n else\n begin\n cTopoCorpo := Close;\n cFundoCorpo := Open;\n end;\n\n cPavioSup := High - cTopoCorpo;\n cPavioInf := cFundoCorpo - Low;\n cBodyAtual := Abs\\(Close - Open\\);\n\n if \\(cBodyAtual <= 0\\) then\n cBodyAtual := 0\\.01;\n\n bRejeicao := false;\n\n if \\(iCandlesDia >= 3\\) then\n begin\n if IsBought then\n begin\n if \\(RejeicaoModo = 1\\) then\n bRejeicao := \\(Close < Open\\) and \\(cPavioSup >= \\(MinRazaoPavioRejeicao \\* cBodyAtual\\)\\)\n else if \\(RejeicaoModo = 2\\) then\n bRejeicao := \\(Close < Open\\) and \\(Close < Open\\[1\\]\\) and \\(Open > Close\\[1\\]\\)\n else\n bRejeicao := \\(High > High\\[1\\]\\) and \\(Close < Open\\) and \\(Close < \\(\\(High \\+ Low\\) / 2\\)\\);\n end\n else if IsSold then\n begin\n if \\(RejeicaoModo = 1\\) then\n bRejeicao := \\(Close > Open\\) and \\(cPavioInf >= \\(MinRazaoPavioRejeicao \\* cBodyAtual\\)\\)\n else if \\(RejeicaoModo = 2\\) then\n bRejeicao := \\(Close > Open\\) and \\(Close > Open\\[1\\]\\) and \\(Open < Close\\[1\\]\\)\n else\n bRejeicao := \\(Low < Low\\[1\\]\\) and \\(Close > Open\\) and \\(Close > \\(\\(High \\+ Low\\) / 2\\)\\);\n end;\n end;\n\n if bRejeicao then\n ClosePosition;\n\n if \\(iBarrasPosicao >= MaxBarrasPosicao\\) then\n ClosePosition;\n end;\nend;\n'@;\n\nforeach \\(\\$c in \\$combos\\) \\{\n \\$content = \\$template\n \\.Replace\\('__STRATEGY_NAME__', \\$c\\.Name\\)\n \\.Replace\\('__MIN_BODY__', \\[string\\]\\$c\\.MinBody\\)\n \\.Replace\\('__MIN_RANGE__', \\[string\\]\\$c\\.MinRange\\)\n \\.Replace\\('__CONFIRM_MODE__', \\[string\\]\\$c\\.ConfirmMode\\)\n \\.Replace\\('__CONFIRM_BODY__', \\[string\\]\\$c\\.ConfirmBody\\)\n \\.Replace\\('__REJECTION_MODE__', \\[string\\]\\$c\\.RejectionMode\\)\n \\.Replace\\('__WICK_RATIO__', \\[string\\]\\$c\\.WickRatio\\)\n \\.Replace\\('__MAX_BARS__', \\[string\\]\\$c\\.MaxBars\\);\n\n \\$filePath = Join-Path \\$root \\(\\$c\\.Name \\+ '\\.txt'\\);\n Set-Content -Path \\$filePath -Value \\$content -Encoding UTF8;\n\\}\n\n'Criados: ' \\+ \\(\\(Get-ChildItem -Path \\$root -Filter 'robo_candle1a4_\\*\\.txt'\\)\\.Count\\) \\+ ' robos em ' \\+ \\$root$/": { + "approve": true, + "matchCommandLine": true + } } } diff --git a/WorkspaceVScodeGithubCopilot/estrutura_workspace.md b/WorkspaceVScodeGithubCopilot/estrutura_workspace.md new file mode 100644 index 0000000..b2a859d --- /dev/null +++ b/WorkspaceVScodeGithubCopilot/estrutura_workspace.md @@ -0,0 +1,41 @@ +# Estrutura e Organização do Workspace + +## Caminhos principais +- E:\repos\RepoRobos-marco_Tradeoperador\automacao_backtests\ // Robôs separados por temas (IFR, Candle, Médias) +- E:\repos\RepoRobos-marco_Tradeoperador\automacao_backtests\resultados_aprovados_por_timeframe\ // Resultados de backtest aprovados +- E:\repos\RepoRobos-marco_Tradeoperador\automacao_backtests\top10\ // Robôs aprovados para simulação +- E:\repos\RepoRobos-marco_Tradeoperador\profit_estudos_cores\ // Teorias convertidas em .ntfl +- E:\repos\RepoRobos-marco_Tradeoperador\estudo_teorias\ // Teorias em .md +- c:\dev\ // Configurações, scripts auxiliares, templates + +## Fluxo de trabalho +0. Analisar as teorias +1. Gerar NTFL para a teoria que estamos abordando para termos uma visualização do tema. +2. Gerar robôs (50+) em automacao_backtests, separados por tema das teorias +3. Testar todos em backtest, salvar resultados em resultados_aprovados_por_timeframe +4. Reprovar/descartar os que não passaram. Preciso dos robos que tenham a maior taxa de ações operacoes vencedoras e que não me façam quebrar. +5. Selecionar top 10 para simulação (pasta top10) +6. Registrar logs, teorias e estudos em profit_estudos_cores e estudo_teorias + +## Regras de organização +- Cada robô deve ter um arquivo e um log de teste +- Resultados aprovados ficam em resultados_aprovados_por_timeframe +- Teorias e estudos devem ser salvos em .md ou .ntfl conforme o tipo +- Configurações e scripts auxiliares ficam em c:\dev + +## Checklist de boas práticas +- [ ] Workspace VS Code configurado (.vscode/settings.json) +- [ ] Estrutura de pastas conforme modelo +- [ ] Robôs versionados no Git +- [ ] Logs e resultados organizados +- [ ] Teorias documentadas + +## Orientações rápidas +- Sempre abra o workspace pela pasta raiz (E:\repos\RepoRobos-marco_Tradeoperador) +- Use o arquivo estrutura_workspace.md como referência +- Utilize o Copilot para dúvidas complexas e refatorações +- Mantenha o top10 atualizado com os melhores robôs + +--- + +> Este arquivo serve como referência para organização, fluxo e boas práticas do workspace. diff --git a/WorkspaceVScodeGithubCopilot/setup_workspace.md b/WorkspaceVScodeGithubCopilot/setup_workspace.md new file mode 100644 index 0000000..acd3354 --- /dev/null +++ b/WorkspaceVScodeGithubCopilot/setup_workspace.md @@ -0,0 +1,89 @@ +# Setup Workspace VS Code para Robôs Traders + +## Passo a passo + +1. **Instale o VS Code** + - Baixe em https://code.visualstudio.com/ + +2. **Instale o GitHub Copilot** + - Abra o VS Code + - Extensions (Ctrl+Shift+X) + - Procure por "GitHub Copilot" e instale + +3. **Faça login no GitHub** + - Clique no ícone do Copilot + - Faça login com sua conta GitHub + +4. **Configuração do workspace** + - Crie uma pasta para seus robôs + - Organize subpastas por estratégia, resultados, logs + +5. **Instale extensões úteis** + - Python (Microsoft) + - Jupyter + - GitLens + - Prettier + - VSCode-icons + +6. **Configuração do ambiente** + - Configure o Python (Ctrl+Shift+P > Python: Select Interpreter) + - Instale bibliotecas (pandas, numpy, matplotlib) + +7. **Otimize o Copilot** + - Use comentários claros para pedir sugestões + - Ative o Copilot Chat + - Use snippets/templates + +8. **Integre com o GitHub** + - Configure o Git (Ctrl+Shift+P > Git: Clone) + - Faça commits e pushes + +9. **Dicas de produtividade** + - Use atalhos (Ctrl+P, Ctrl+Shift+F) + - Use terminal integrado + - Use Copilot Chat para dúvidas e exemplos + +--- + +## Sugestão de estrutura de pastas + +- automacao_backtests/ + - IFR_RSI/ + - CANDLE1A4/ + - MEDIAS_9_20_50_200/ +- estudo_teorias/ +- profit_estudos_cores/ + +--- + +## Checklist para robôs traders + +- [ ] Stop-loss implementado +- [ ] Drawdown diário/semanal +- [ ] Perda máxima da carteira +- [ ] Log padronizado +- [ ] Controle de contratos +- [ ] Versionamento Git +- [ ] Testes e simulações + +--- + +## Como pedir sugestões ao Copilot + +- Comente: `// Gerar função de stop-loss` +- Use Copilot Chat: "Explique o cálculo de payoff" +- Peça refatoração: "Refatore para Python" + +--- + +## Links úteis + +- [VS Code](https://code.visualstudio.com/) +- [GitHub Copilot](https://github.com/features/copilot) +- [Python Extension](https://marketplace.visualstudio.com/items?itemName=ms-python.python) +- [GitLens](https://marketplace.visualstudio.com/items?itemName=eamodio.gitlens) +- [Jupyter](https://marketplace.visualstudio.com/items?itemName=ms-toolsai.jupyter) + +--- + +> Este arquivo foi gerado automaticamente com base nas recomendações do chat. diff --git a/automacao_backtests/CANDLE1A4/Reprovados/robo_candle1a4_v05_cm2_rm2_tfcurtoSEMOPERACOES.txt b/automacao_backtests/CANDLE1A4/Reprovados/robo_candle1a4_v05_cm2_rm2_tfcurtoSEMOPERACOES.txt new file mode 100644 index 0000000..f6efa36 --- /dev/null +++ b/automacao_backtests/CANDLE1A4/Reprovados/robo_candle1a4_v05_cm2_rm2_tfcurtoSEMOPERACOES.txt @@ -0,0 +1,205 @@ +// Estrategia: robo_candle1a4_v05_cm2_rm2_tfcurto +// Tema: Candle1A4 - operacao apenas nos primeiros 5 candles do dia (grafico 2 min) +// Regras: Le leitura principal do gap no candle 1 + nivel do dia anterior, entrada no candle 1 com sinal forte, +// maximo 1 trade por dia, saida por rejeicao/tempo. +input + ConfirmacaoModo(2); + RejeicaoModo(2); + MinPercCorpoC1(0.55); + MinRangeC1(16); + ConfirmacaoC2MinPerc(0.4); + RazaoPavio(1.2); + GapMinPontos(10); + ToleranciaNivelDiaAnterior(15); + PeriodoMMECurta(9); + PeriodoMMEIntermediaria(20); + PeriodoMMELenta(50); + MaxBarrasPosicao(10); + HoraInicioJanela(900); + HoraFimJanela(910); + MaxTradesPorDia(1); + +var + oC1, hC1, lC1, cC1, rangeC1, corpoC1, pavioSupC1, pavioInfC1 : float; + fMaxDiaAtual, fMinDiaAtual, fMaxDiaAnterior, fMinDiaAnterior, fGapAbertura : float; + fMME9, fMME20, fMME50 : float; + fPosFechC1NoRange : float; + fCloseAnterior, fVolumeAnterior : float; + iDateAnterior : integer; + oAtual, hAtual, lAtual, cAtual, rangeAtual, corpoAtual : float; + iCandleDia, iBarrasPosicao, iTradesDia : integer; + bDiaNovo, bJanelaAtiva, bC1Valido, bDirecaoAlta, bDirecaoBaixa : boolean; + bSinalForteC1, bRejeicaoAtual : boolean; + bGapAlta, bGapBaixa, bEmMaxAnterior, bEmMinAnterior : boolean; + bGapNaRegiaoAlta, bGapNaRegiaoBaixa : boolean; + bC1DirecionalAlta, bC1DirecionalBaixa : boolean; + bC1RejeicaoAlta, bC1RejeicaoBaixa : boolean; + bFechamentoMediasAlta, bFechamentoMediasBaixa : boolean; + bSinalModoCompra, bSinalModoVenda : boolean; + +begin + iDateAnterior := Date[1]; + fCloseAnterior := Close[1]; + fVolumeAnterior := Volume[1]; + + bDiaNovo := Date <> iDateAnterior; + + if bDiaNovo then + begin + if iDateAnterior > 0 then + begin + fMaxDiaAnterior := fMaxDiaAtual; + fMinDiaAnterior := fMinDiaAtual; + end + else + begin + fMaxDiaAnterior := High; + fMinDiaAnterior := Low; + end; + + iCandleDia := 1; + iBarrasPosicao := 0; + iTradesDia := 0; + + oC1 := Open; + hC1 := High; + lC1 := Low; + cC1 := Close; + + fMaxDiaAtual := High; + fMinDiaAtual := Low; + fGapAbertura := Open - fCloseAnterior; + end + else + begin + iCandleDia := iCandleDia + 1; + + if High > fMaxDiaAtual then + fMaxDiaAtual := High; + + if Low < fMinDiaAtual then + fMinDiaAtual := Low; + end; + + bJanelaAtiva := (Time >= HoraInicioJanela) and (Time <= HoraFimJanela); + + fMME9 := MediaExp(PeriodoMMECurta, Close); + fMME20 := MediaExp(PeriodoMMEIntermediaria, Close); + fMME50 := MediaExp(PeriodoMMELenta, Close); + + rangeC1 := hC1 - lC1; + corpoC1 := Abs(cC1 - oC1); + + bDirecaoAlta := cC1 > oC1; + bDirecaoBaixa := cC1 < oC1; + bC1Valido := (rangeC1 >= MinRangeC1) and ((corpoC1 / Max(rangeC1, 0.01)) >= MinPercCorpoC1); + + pavioSupC1 := hC1 - Max(oC1, cC1); + pavioInfC1 := Min(oC1, cC1) - lC1; + + bGapAlta := fGapAbertura >= GapMinPontos; + bGapBaixa := fGapAbertura <= (-GapMinPontos); + + bEmMaxAnterior := (Abs(cC1 - fMaxDiaAnterior) <= ToleranciaNivelDiaAnterior) + or (Abs(hC1 - fMaxDiaAnterior) <= ToleranciaNivelDiaAnterior); + + bEmMinAnterior := (Abs(cC1 - fMinDiaAnterior) <= ToleranciaNivelDiaAnterior) + or (Abs(lC1 - fMinDiaAnterior) <= ToleranciaNivelDiaAnterior); + + bGapNaRegiaoAlta := bGapAlta and bEmMaxAnterior; + bGapNaRegiaoBaixa := bGapBaixa and bEmMinAnterior; + + fPosFechC1NoRange := (cC1 - lC1) / Max(rangeC1, 0.01); + + bC1DirecionalAlta := bDirecaoAlta + and bC1Valido + and ((corpoC1 / Max(rangeC1, 0.01)) >= ConfirmacaoC2MinPerc) + and (fPosFechC1NoRange >= 0.70); + + bC1DirecionalBaixa := bDirecaoBaixa + and bC1Valido + and ((corpoC1 / Max(rangeC1, 0.01)) >= ConfirmacaoC2MinPerc) + and (fPosFechC1NoRange <= 0.30); + + bC1RejeicaoAlta := bDirecaoAlta + and bC1Valido + and (pavioInfC1 >= (corpoC1 * RazaoPavio)) + and (fPosFechC1NoRange >= 0.55); + + bC1RejeicaoBaixa := bDirecaoBaixa + and bC1Valido + and (pavioSupC1 >= (corpoC1 * RazaoPavio)) + and (fPosFechC1NoRange <= 0.45); + + bFechamentoMediasAlta := (cC1 >= fMME9) and (cC1 >= fMME20) and (cC1 >= fMME50); + bFechamentoMediasBaixa := (cC1 <= fMME9) and (cC1 <= fMME20) and (cC1 <= fMME50); + + bSinalForteC1 := false; + bSinalModoCompra := false; + bSinalModoVenda := false; + + if ConfirmacaoModo = 1 then + begin + bSinalModoCompra := bC1DirecionalAlta; + bSinalModoVenda := bC1DirecionalBaixa; + end; + + if ConfirmacaoModo = 2 then + begin + bSinalModoCompra := bC1RejeicaoAlta; + bSinalModoVenda := bC1RejeicaoBaixa; + end; + + if ConfirmacaoModo = 3 then + begin + bSinalModoCompra := (bC1DirecionalAlta or bC1RejeicaoAlta) and (Volume > fVolumeAnterior); + bSinalModoVenda := (bC1DirecionalBaixa or bC1RejeicaoBaixa) and (Volume > fVolumeAnterior); + end; + + if bDirecaoAlta then + bSinalForteC1 := bSinalModoCompra and bGapNaRegiaoAlta and bFechamentoMediasAlta; + + if bDirecaoBaixa then + bSinalForteC1 := bSinalModoVenda and bGapNaRegiaoBaixa and bFechamentoMediasBaixa; + + if (not IsBought) and (not IsSold) and bJanelaAtiva and (iTradesDia < MaxTradesPorDia) and (iCandleDia = 1) and bSinalForteC1 then + begin + if bDirecaoAlta then BuyAtMarket; + if bDirecaoBaixa then SellShortAtMarket; + iTradesDia := iTradesDia + 1; + iBarrasPosicao := 0; + end; + + if IsBought or IsSold then + iBarrasPosicao := iBarrasPosicao + 1 + else + iBarrasPosicao := 0; + + if IsBought or IsSold then + begin + oAtual := Open; + hAtual := High; + lAtual := Low; + cAtual := Close; + corpoAtual := Abs(cAtual - oAtual); + + bRejeicaoAtual := false; + + if RejeicaoModo = 1 then + bRejeicaoAtual := (IsBought and (cAtual < oAtual)) or (IsSold and (cAtual > oAtual)); + + if RejeicaoModo = 2 then + bRejeicaoAtual := (IsBought and ((hAtual - cAtual) > (corpoAtual * RazaoPavio))) + or (IsSold and ((cAtual - lAtual) > (corpoAtual * RazaoPavio))); + + if RejeicaoModo = 3 then + bRejeicaoAtual := (IsBought and (cAtual < hC1)) or (IsSold and (cAtual > lC1)); + + if ((iCandleDia >= 3) and bRejeicaoAtual) + or (iBarrasPosicao >= MaxBarrasPosicao) + or (iCandleDia >= 5) + or (Time > HoraFimJanela) then + ClosePosition; + end; +end; + diff --git a/automacao_backtests/CANDLE1A4/Reprovados/robo_candle1a4_v08_cm2_rm3_tfcurtoSEMOPERACAO.txt b/automacao_backtests/CANDLE1A4/Reprovados/robo_candle1a4_v08_cm2_rm3_tfcurtoSEMOPERACAO.txt new file mode 100644 index 0000000..eb801db --- /dev/null +++ b/automacao_backtests/CANDLE1A4/Reprovados/robo_candle1a4_v08_cm2_rm3_tfcurtoSEMOPERACAO.txt @@ -0,0 +1,205 @@ +// Estrategia: robo_candle1a4_v08_cm2_rm3_tfcurto +// Tema: Candle1A4 - operacao apenas nos primeiros 5 candles do dia (grafico 2 min) +// Regras: Le leitura principal do gap no candle 1 + nivel do dia anterior, entrada no candle 1 com sinal forte, +// maximo 1 trade por dia, saida por rejeicao/tempo. +input + ConfirmacaoModo(2); + RejeicaoModo(3); + MinPercCorpoC1(0.45); + MinRangeC1(10); + ConfirmacaoC2MinPerc(0.55); + RazaoPavio(1.8); + GapMinPontos(10); + ToleranciaNivelDiaAnterior(15); + PeriodoMMECurta(9); + PeriodoMMEIntermediaria(20); + PeriodoMMELenta(50); + MaxBarrasPosicao(13); + HoraInicioJanela(900); + HoraFimJanela(910); + MaxTradesPorDia(1); + +var + oC1, hC1, lC1, cC1, rangeC1, corpoC1, pavioSupC1, pavioInfC1 : float; + fMaxDiaAtual, fMinDiaAtual, fMaxDiaAnterior, fMinDiaAnterior, fGapAbertura : float; + fMME9, fMME20, fMME50 : float; + fPosFechC1NoRange : float; + fCloseAnterior, fVolumeAnterior : float; + iDateAnterior : integer; + oAtual, hAtual, lAtual, cAtual, rangeAtual, corpoAtual : float; + iCandleDia, iBarrasPosicao, iTradesDia : integer; + bDiaNovo, bJanelaAtiva, bC1Valido, bDirecaoAlta, bDirecaoBaixa : boolean; + bSinalForteC1, bRejeicaoAtual : boolean; + bGapAlta, bGapBaixa, bEmMaxAnterior, bEmMinAnterior : boolean; + bGapNaRegiaoAlta, bGapNaRegiaoBaixa : boolean; + bC1DirecionalAlta, bC1DirecionalBaixa : boolean; + bC1RejeicaoAlta, bC1RejeicaoBaixa : boolean; + bFechamentoMediasAlta, bFechamentoMediasBaixa : boolean; + bSinalModoCompra, bSinalModoVenda : boolean; + +begin + iDateAnterior := Date[1]; + fCloseAnterior := Close[1]; + fVolumeAnterior := Volume[1]; + + bDiaNovo := Date <> iDateAnterior; + + if bDiaNovo then + begin + if iDateAnterior > 0 then + begin + fMaxDiaAnterior := fMaxDiaAtual; + fMinDiaAnterior := fMinDiaAtual; + end + else + begin + fMaxDiaAnterior := High; + fMinDiaAnterior := Low; + end; + + iCandleDia := 1; + iBarrasPosicao := 0; + iTradesDia := 0; + + oC1 := Open; + hC1 := High; + lC1 := Low; + cC1 := Close; + + fMaxDiaAtual := High; + fMinDiaAtual := Low; + fGapAbertura := Open - fCloseAnterior; + end + else + begin + iCandleDia := iCandleDia + 1; + + if High > fMaxDiaAtual then + fMaxDiaAtual := High; + + if Low < fMinDiaAtual then + fMinDiaAtual := Low; + end; + + bJanelaAtiva := (Time >= HoraInicioJanela) and (Time <= HoraFimJanela); + + fMME9 := MediaExp(PeriodoMMECurta, Close); + fMME20 := MediaExp(PeriodoMMEIntermediaria, Close); + fMME50 := MediaExp(PeriodoMMELenta, Close); + + rangeC1 := hC1 - lC1; + corpoC1 := Abs(cC1 - oC1); + + bDirecaoAlta := cC1 > oC1; + bDirecaoBaixa := cC1 < oC1; + bC1Valido := (rangeC1 >= MinRangeC1) and ((corpoC1 / Max(rangeC1, 0.01)) >= MinPercCorpoC1); + + pavioSupC1 := hC1 - Max(oC1, cC1); + pavioInfC1 := Min(oC1, cC1) - lC1; + + bGapAlta := fGapAbertura >= GapMinPontos; + bGapBaixa := fGapAbertura <= (-GapMinPontos); + + bEmMaxAnterior := (Abs(cC1 - fMaxDiaAnterior) <= ToleranciaNivelDiaAnterior) + or (Abs(hC1 - fMaxDiaAnterior) <= ToleranciaNivelDiaAnterior); + + bEmMinAnterior := (Abs(cC1 - fMinDiaAnterior) <= ToleranciaNivelDiaAnterior) + or (Abs(lC1 - fMinDiaAnterior) <= ToleranciaNivelDiaAnterior); + + bGapNaRegiaoAlta := bGapAlta and bEmMaxAnterior; + bGapNaRegiaoBaixa := bGapBaixa and bEmMinAnterior; + + fPosFechC1NoRange := (cC1 - lC1) / Max(rangeC1, 0.01); + + bC1DirecionalAlta := bDirecaoAlta + and bC1Valido + and ((corpoC1 / Max(rangeC1, 0.01)) >= ConfirmacaoC2MinPerc) + and (fPosFechC1NoRange >= 0.70); + + bC1DirecionalBaixa := bDirecaoBaixa + and bC1Valido + and ((corpoC1 / Max(rangeC1, 0.01)) >= ConfirmacaoC2MinPerc) + and (fPosFechC1NoRange <= 0.30); + + bC1RejeicaoAlta := bDirecaoAlta + and bC1Valido + and (pavioInfC1 >= (corpoC1 * RazaoPavio)) + and (fPosFechC1NoRange >= 0.55); + + bC1RejeicaoBaixa := bDirecaoBaixa + and bC1Valido + and (pavioSupC1 >= (corpoC1 * RazaoPavio)) + and (fPosFechC1NoRange <= 0.45); + + bFechamentoMediasAlta := (cC1 >= fMME9) and (cC1 >= fMME20) and (cC1 >= fMME50); + bFechamentoMediasBaixa := (cC1 <= fMME9) and (cC1 <= fMME20) and (cC1 <= fMME50); + + bSinalForteC1 := false; + bSinalModoCompra := false; + bSinalModoVenda := false; + + if ConfirmacaoModo = 1 then + begin + bSinalModoCompra := bC1DirecionalAlta; + bSinalModoVenda := bC1DirecionalBaixa; + end; + + if ConfirmacaoModo = 2 then + begin + bSinalModoCompra := bC1RejeicaoAlta; + bSinalModoVenda := bC1RejeicaoBaixa; + end; + + if ConfirmacaoModo = 3 then + begin + bSinalModoCompra := (bC1DirecionalAlta or bC1RejeicaoAlta) and (Volume > fVolumeAnterior); + bSinalModoVenda := (bC1DirecionalBaixa or bC1RejeicaoBaixa) and (Volume > fVolumeAnterior); + end; + + if bDirecaoAlta then + bSinalForteC1 := bSinalModoCompra and bGapNaRegiaoAlta and bFechamentoMediasAlta; + + if bDirecaoBaixa then + bSinalForteC1 := bSinalModoVenda and bGapNaRegiaoBaixa and bFechamentoMediasBaixa; + + if (not IsBought) and (not IsSold) and bJanelaAtiva and (iTradesDia < MaxTradesPorDia) and (iCandleDia = 1) and bSinalForteC1 then + begin + if bDirecaoAlta then BuyAtMarket; + if bDirecaoBaixa then SellShortAtMarket; + iTradesDia := iTradesDia + 1; + iBarrasPosicao := 0; + end; + + if IsBought or IsSold then + iBarrasPosicao := iBarrasPosicao + 1 + else + iBarrasPosicao := 0; + + if IsBought or IsSold then + begin + oAtual := Open; + hAtual := High; + lAtual := Low; + cAtual := Close; + corpoAtual := Abs(cAtual - oAtual); + + bRejeicaoAtual := false; + + if RejeicaoModo = 1 then + bRejeicaoAtual := (IsBought and (cAtual < oAtual)) or (IsSold and (cAtual > oAtual)); + + if RejeicaoModo = 2 then + bRejeicaoAtual := (IsBought and ((hAtual - cAtual) > (corpoAtual * RazaoPavio))) + or (IsSold and ((cAtual - lAtual) > (corpoAtual * RazaoPavio))); + + if RejeicaoModo = 3 then + bRejeicaoAtual := (IsBought and (cAtual < hC1)) or (IsSold and (cAtual > lC1)); + + if ((iCandleDia >= 3) and bRejeicaoAtual) + or (iBarrasPosicao >= MaxBarrasPosicao) + or (iCandleDia >= 5) + or (Time > HoraFimJanela) then + ClosePosition; + end; +end; + diff --git a/automacao_backtests/CANDLE1A4/Reprovados/robo_candle1a4_v11_cm2_rm1_tfcurtoSEMOPERACAO.txt b/automacao_backtests/CANDLE1A4/Reprovados/robo_candle1a4_v11_cm2_rm1_tfcurtoSEMOPERACAO.txt new file mode 100644 index 0000000..35007f0 --- /dev/null +++ b/automacao_backtests/CANDLE1A4/Reprovados/robo_candle1a4_v11_cm2_rm1_tfcurtoSEMOPERACAO.txt @@ -0,0 +1,205 @@ +// Estrategia: robo_candle1a4_v11_cm2_rm1_tfcurto +// Tema: Candle1A4 - operacao apenas nos primeiros 5 candles do dia (grafico 2 min) +// Regras: Le leitura principal do gap no candle 1 + nivel do dia anterior, entrada no candle 1 com sinal forte, +// maximo 1 trade por dia, saida por rejeicao/tempo. +input + ConfirmacaoModo(2); + RejeicaoModo(1); + MinPercCorpoC1(0.35); + MinRangeC1(16); + ConfirmacaoC2MinPerc(0.5); + RazaoPavio(1.6); + GapMinPontos(10); + ToleranciaNivelDiaAnterior(15); + PeriodoMMECurta(9); + PeriodoMMEIntermediaria(20); + PeriodoMMELenta(50); + MaxBarrasPosicao(8); + HoraInicioJanela(900); + HoraFimJanela(910); + MaxTradesPorDia(1); + +var + oC1, hC1, lC1, cC1, rangeC1, corpoC1, pavioSupC1, pavioInfC1 : float; + fMaxDiaAtual, fMinDiaAtual, fMaxDiaAnterior, fMinDiaAnterior, fGapAbertura : float; + fMME9, fMME20, fMME50 : float; + fPosFechC1NoRange : float; + fCloseAnterior, fVolumeAnterior : float; + iDateAnterior : integer; + oAtual, hAtual, lAtual, cAtual, rangeAtual, corpoAtual : float; + iCandleDia, iBarrasPosicao, iTradesDia : integer; + bDiaNovo, bJanelaAtiva, bC1Valido, bDirecaoAlta, bDirecaoBaixa : boolean; + bSinalForteC1, bRejeicaoAtual : boolean; + bGapAlta, bGapBaixa, bEmMaxAnterior, bEmMinAnterior : boolean; + bGapNaRegiaoAlta, bGapNaRegiaoBaixa : boolean; + bC1DirecionalAlta, bC1DirecionalBaixa : boolean; + bC1RejeicaoAlta, bC1RejeicaoBaixa : boolean; + bFechamentoMediasAlta, bFechamentoMediasBaixa : boolean; + bSinalModoCompra, bSinalModoVenda : boolean; + +begin + iDateAnterior := Date[1]; + fCloseAnterior := Close[1]; + fVolumeAnterior := Volume[1]; + + bDiaNovo := Date <> iDateAnterior; + + if bDiaNovo then + begin + if iDateAnterior > 0 then + begin + fMaxDiaAnterior := fMaxDiaAtual; + fMinDiaAnterior := fMinDiaAtual; + end + else + begin + fMaxDiaAnterior := High; + fMinDiaAnterior := Low; + end; + + iCandleDia := 1; + iBarrasPosicao := 0; + iTradesDia := 0; + + oC1 := Open; + hC1 := High; + lC1 := Low; + cC1 := Close; + + fMaxDiaAtual := High; + fMinDiaAtual := Low; + fGapAbertura := Open - fCloseAnterior; + end + else + begin + iCandleDia := iCandleDia + 1; + + if High > fMaxDiaAtual then + fMaxDiaAtual := High; + + if Low < fMinDiaAtual then + fMinDiaAtual := Low; + end; + + bJanelaAtiva := (Time >= HoraInicioJanela) and (Time <= HoraFimJanela); + + fMME9 := MediaExp(PeriodoMMECurta, Close); + fMME20 := MediaExp(PeriodoMMEIntermediaria, Close); + fMME50 := MediaExp(PeriodoMMELenta, Close); + + rangeC1 := hC1 - lC1; + corpoC1 := Abs(cC1 - oC1); + + bDirecaoAlta := cC1 > oC1; + bDirecaoBaixa := cC1 < oC1; + bC1Valido := (rangeC1 >= MinRangeC1) and ((corpoC1 / Max(rangeC1, 0.01)) >= MinPercCorpoC1); + + pavioSupC1 := hC1 - Max(oC1, cC1); + pavioInfC1 := Min(oC1, cC1) - lC1; + + bGapAlta := fGapAbertura >= GapMinPontos; + bGapBaixa := fGapAbertura <= (-GapMinPontos); + + bEmMaxAnterior := (Abs(cC1 - fMaxDiaAnterior) <= ToleranciaNivelDiaAnterior) + or (Abs(hC1 - fMaxDiaAnterior) <= ToleranciaNivelDiaAnterior); + + bEmMinAnterior := (Abs(cC1 - fMinDiaAnterior) <= ToleranciaNivelDiaAnterior) + or (Abs(lC1 - fMinDiaAnterior) <= ToleranciaNivelDiaAnterior); + + bGapNaRegiaoAlta := bGapAlta and bEmMaxAnterior; + bGapNaRegiaoBaixa := bGapBaixa and bEmMinAnterior; + + fPosFechC1NoRange := (cC1 - lC1) / Max(rangeC1, 0.01); + + bC1DirecionalAlta := bDirecaoAlta + and bC1Valido + and ((corpoC1 / Max(rangeC1, 0.01)) >= ConfirmacaoC2MinPerc) + and (fPosFechC1NoRange >= 0.70); + + bC1DirecionalBaixa := bDirecaoBaixa + and bC1Valido + and ((corpoC1 / Max(rangeC1, 0.01)) >= ConfirmacaoC2MinPerc) + and (fPosFechC1NoRange <= 0.30); + + bC1RejeicaoAlta := bDirecaoAlta + and bC1Valido + and (pavioInfC1 >= (corpoC1 * RazaoPavio)) + and (fPosFechC1NoRange >= 0.55); + + bC1RejeicaoBaixa := bDirecaoBaixa + and bC1Valido + and (pavioSupC1 >= (corpoC1 * RazaoPavio)) + and (fPosFechC1NoRange <= 0.45); + + bFechamentoMediasAlta := (cC1 >= fMME9) and (cC1 >= fMME20) and (cC1 >= fMME50); + bFechamentoMediasBaixa := (cC1 <= fMME9) and (cC1 <= fMME20) and (cC1 <= fMME50); + + bSinalForteC1 := false; + bSinalModoCompra := false; + bSinalModoVenda := false; + + if ConfirmacaoModo = 1 then + begin + bSinalModoCompra := bC1DirecionalAlta; + bSinalModoVenda := bC1DirecionalBaixa; + end; + + if ConfirmacaoModo = 2 then + begin + bSinalModoCompra := bC1RejeicaoAlta; + bSinalModoVenda := bC1RejeicaoBaixa; + end; + + if ConfirmacaoModo = 3 then + begin + bSinalModoCompra := (bC1DirecionalAlta or bC1RejeicaoAlta) and (Volume > fVolumeAnterior); + bSinalModoVenda := (bC1DirecionalBaixa or bC1RejeicaoBaixa) and (Volume > fVolumeAnterior); + end; + + if bDirecaoAlta then + bSinalForteC1 := bSinalModoCompra and bGapNaRegiaoAlta and bFechamentoMediasAlta; + + if bDirecaoBaixa then + bSinalForteC1 := bSinalModoVenda and bGapNaRegiaoBaixa and bFechamentoMediasBaixa; + + if (not IsBought) and (not IsSold) and bJanelaAtiva and (iTradesDia < MaxTradesPorDia) and (iCandleDia = 1) and bSinalForteC1 then + begin + if bDirecaoAlta then BuyAtMarket; + if bDirecaoBaixa then SellShortAtMarket; + iTradesDia := iTradesDia + 1; + iBarrasPosicao := 0; + end; + + if IsBought or IsSold then + iBarrasPosicao := iBarrasPosicao + 1 + else + iBarrasPosicao := 0; + + if IsBought or IsSold then + begin + oAtual := Open; + hAtual := High; + lAtual := Low; + cAtual := Close; + corpoAtual := Abs(cAtual - oAtual); + + bRejeicaoAtual := false; + + if RejeicaoModo = 1 then + bRejeicaoAtual := (IsBought and (cAtual < oAtual)) or (IsSold and (cAtual > oAtual)); + + if RejeicaoModo = 2 then + bRejeicaoAtual := (IsBought and ((hAtual - cAtual) > (corpoAtual * RazaoPavio))) + or (IsSold and ((cAtual - lAtual) > (corpoAtual * RazaoPavio))); + + if RejeicaoModo = 3 then + bRejeicaoAtual := (IsBought and (cAtual < hC1)) or (IsSold and (cAtual > lC1)); + + if ((iCandleDia >= 3) and bRejeicaoAtual) + or (iBarrasPosicao >= MaxBarrasPosicao) + or (iCandleDia >= 5) + or (Time > HoraFimJanela) then + ClosePosition; + end; +end; + diff --git a/automacao_backtests/CANDLE1A4/Reprovados/robo_candle1a4_v14_cm2_rm2_tfcurtoSEMOPERACAO.txt b/automacao_backtests/CANDLE1A4/Reprovados/robo_candle1a4_v14_cm2_rm2_tfcurtoSEMOPERACAO.txt new file mode 100644 index 0000000..d66f606 --- /dev/null +++ b/automacao_backtests/CANDLE1A4/Reprovados/robo_candle1a4_v14_cm2_rm2_tfcurtoSEMOPERACAO.txt @@ -0,0 +1,205 @@ +// Estrategia: robo_candle1a4_v14_cm2_rm2_tfcurto +// Tema: Candle1A4 - operacao apenas nos primeiros 5 candles do dia (grafico 2 min) +// Regras: Le leitura principal do gap no candle 1 + nivel do dia anterior, entrada no candle 1 com sinal forte, +// maximo 1 trade por dia, saida por rejeicao/tempo. +input + ConfirmacaoModo(2); + RejeicaoModo(2); + MinPercCorpoC1(0.5); + MinRangeC1(10); + ConfirmacaoC2MinPerc(0.45); + RazaoPavio(1.4); + GapMinPontos(10); + ToleranciaNivelDiaAnterior(15); + PeriodoMMECurta(9); + PeriodoMMEIntermediaria(20); + PeriodoMMELenta(50); + MaxBarrasPosicao(11); + HoraInicioJanela(900); + HoraFimJanela(910); + MaxTradesPorDia(1); + +var + oC1, hC1, lC1, cC1, rangeC1, corpoC1, pavioSupC1, pavioInfC1 : float; + fMaxDiaAtual, fMinDiaAtual, fMaxDiaAnterior, fMinDiaAnterior, fGapAbertura : float; + fMME9, fMME20, fMME50 : float; + fPosFechC1NoRange : float; + fCloseAnterior, fVolumeAnterior : float; + iDateAnterior : integer; + oAtual, hAtual, lAtual, cAtual, rangeAtual, corpoAtual : float; + iCandleDia, iBarrasPosicao, iTradesDia : integer; + bDiaNovo, bJanelaAtiva, bC1Valido, bDirecaoAlta, bDirecaoBaixa : boolean; + bSinalForteC1, bRejeicaoAtual : boolean; + bGapAlta, bGapBaixa, bEmMaxAnterior, bEmMinAnterior : boolean; + bGapNaRegiaoAlta, bGapNaRegiaoBaixa : boolean; + bC1DirecionalAlta, bC1DirecionalBaixa : boolean; + bC1RejeicaoAlta, bC1RejeicaoBaixa : boolean; + bFechamentoMediasAlta, bFechamentoMediasBaixa : boolean; + bSinalModoCompra, bSinalModoVenda : boolean; + +begin + iDateAnterior := Date[1]; + fCloseAnterior := Close[1]; + fVolumeAnterior := Volume[1]; + + bDiaNovo := Date <> iDateAnterior; + + if bDiaNovo then + begin + if iDateAnterior > 0 then + begin + fMaxDiaAnterior := fMaxDiaAtual; + fMinDiaAnterior := fMinDiaAtual; + end + else + begin + fMaxDiaAnterior := High; + fMinDiaAnterior := Low; + end; + + iCandleDia := 1; + iBarrasPosicao := 0; + iTradesDia := 0; + + oC1 := Open; + hC1 := High; + lC1 := Low; + cC1 := Close; + + fMaxDiaAtual := High; + fMinDiaAtual := Low; + fGapAbertura := Open - fCloseAnterior; + end + else + begin + iCandleDia := iCandleDia + 1; + + if High > fMaxDiaAtual then + fMaxDiaAtual := High; + + if Low < fMinDiaAtual then + fMinDiaAtual := Low; + end; + + bJanelaAtiva := (Time >= HoraInicioJanela) and (Time <= HoraFimJanela); + + fMME9 := MediaExp(PeriodoMMECurta, Close); + fMME20 := MediaExp(PeriodoMMEIntermediaria, Close); + fMME50 := MediaExp(PeriodoMMELenta, Close); + + rangeC1 := hC1 - lC1; + corpoC1 := Abs(cC1 - oC1); + + bDirecaoAlta := cC1 > oC1; + bDirecaoBaixa := cC1 < oC1; + bC1Valido := (rangeC1 >= MinRangeC1) and ((corpoC1 / Max(rangeC1, 0.01)) >= MinPercCorpoC1); + + pavioSupC1 := hC1 - Max(oC1, cC1); + pavioInfC1 := Min(oC1, cC1) - lC1; + + bGapAlta := fGapAbertura >= GapMinPontos; + bGapBaixa := fGapAbertura <= (-GapMinPontos); + + bEmMaxAnterior := (Abs(cC1 - fMaxDiaAnterior) <= ToleranciaNivelDiaAnterior) + or (Abs(hC1 - fMaxDiaAnterior) <= ToleranciaNivelDiaAnterior); + + bEmMinAnterior := (Abs(cC1 - fMinDiaAnterior) <= ToleranciaNivelDiaAnterior) + or (Abs(lC1 - fMinDiaAnterior) <= ToleranciaNivelDiaAnterior); + + bGapNaRegiaoAlta := bGapAlta and bEmMaxAnterior; + bGapNaRegiaoBaixa := bGapBaixa and bEmMinAnterior; + + fPosFechC1NoRange := (cC1 - lC1) / Max(rangeC1, 0.01); + + bC1DirecionalAlta := bDirecaoAlta + and bC1Valido + and ((corpoC1 / Max(rangeC1, 0.01)) >= ConfirmacaoC2MinPerc) + and (fPosFechC1NoRange >= 0.70); + + bC1DirecionalBaixa := bDirecaoBaixa + and bC1Valido + and ((corpoC1 / Max(rangeC1, 0.01)) >= ConfirmacaoC2MinPerc) + and (fPosFechC1NoRange <= 0.30); + + bC1RejeicaoAlta := bDirecaoAlta + and bC1Valido + and (pavioInfC1 >= (corpoC1 * RazaoPavio)) + and (fPosFechC1NoRange >= 0.55); + + bC1RejeicaoBaixa := bDirecaoBaixa + and bC1Valido + and (pavioSupC1 >= (corpoC1 * RazaoPavio)) + and (fPosFechC1NoRange <= 0.45); + + bFechamentoMediasAlta := (cC1 >= fMME9) and (cC1 >= fMME20) and (cC1 >= fMME50); + bFechamentoMediasBaixa := (cC1 <= fMME9) and (cC1 <= fMME20) and (cC1 <= fMME50); + + bSinalForteC1 := false; + bSinalModoCompra := false; + bSinalModoVenda := false; + + if ConfirmacaoModo = 1 then + begin + bSinalModoCompra := bC1DirecionalAlta; + bSinalModoVenda := bC1DirecionalBaixa; + end; + + if ConfirmacaoModo = 2 then + begin + bSinalModoCompra := bC1RejeicaoAlta; + bSinalModoVenda := bC1RejeicaoBaixa; + end; + + if ConfirmacaoModo = 3 then + begin + bSinalModoCompra := (bC1DirecionalAlta or bC1RejeicaoAlta) and (Volume > fVolumeAnterior); + bSinalModoVenda := (bC1DirecionalBaixa or bC1RejeicaoBaixa) and (Volume > fVolumeAnterior); + end; + + if bDirecaoAlta then + bSinalForteC1 := bSinalModoCompra and bGapNaRegiaoAlta and bFechamentoMediasAlta; + + if bDirecaoBaixa then + bSinalForteC1 := bSinalModoVenda and bGapNaRegiaoBaixa and bFechamentoMediasBaixa; + + if (not IsBought) and (not IsSold) and bJanelaAtiva and (iTradesDia < MaxTradesPorDia) and (iCandleDia = 1) and bSinalForteC1 then + begin + if bDirecaoAlta then BuyAtMarket; + if bDirecaoBaixa then SellShortAtMarket; + iTradesDia := iTradesDia + 1; + iBarrasPosicao := 0; + end; + + if IsBought or IsSold then + iBarrasPosicao := iBarrasPosicao + 1 + else + iBarrasPosicao := 0; + + if IsBought or IsSold then + begin + oAtual := Open; + hAtual := High; + lAtual := Low; + cAtual := Close; + corpoAtual := Abs(cAtual - oAtual); + + bRejeicaoAtual := false; + + if RejeicaoModo = 1 then + bRejeicaoAtual := (IsBought and (cAtual < oAtual)) or (IsSold and (cAtual > oAtual)); + + if RejeicaoModo = 2 then + bRejeicaoAtual := (IsBought and ((hAtual - cAtual) > (corpoAtual * RazaoPavio))) + or (IsSold and ((cAtual - lAtual) > (corpoAtual * RazaoPavio))); + + if RejeicaoModo = 3 then + bRejeicaoAtual := (IsBought and (cAtual < hC1)) or (IsSold and (cAtual > lC1)); + + if ((iCandleDia >= 3) and bRejeicaoAtual) + or (iBarrasPosicao >= MaxBarrasPosicao) + or (iCandleDia >= 5) + or (Time > HoraFimJanela) then + ClosePosition; + end; +end; + diff --git a/automacao_backtests/CANDLE1A4/Reprovados/robo_candle1a4_v20_cm2_rm1_tfcurtoSEMOPERACAO.txt b/automacao_backtests/CANDLE1A4/Reprovados/robo_candle1a4_v20_cm2_rm1_tfcurtoSEMOPERACAO.txt new file mode 100644 index 0000000..4c1c232 --- /dev/null +++ b/automacao_backtests/CANDLE1A4/Reprovados/robo_candle1a4_v20_cm2_rm1_tfcurtoSEMOPERACAO.txt @@ -0,0 +1,225 @@ +// Estrategia: robo_candle1a4_v20_cm2_rm1_tfcurto +// Tema: Candle1A4 - operacao apenas nos primeiros 5 candles do dia (grafico 2 min) +// Regras: Le leitura principal do gap no candle 1 + nivel do dia anterior, entrada no candle 1 com sinal forte, +// maximo 1 trade por dia, saida por rejeicao/tempo. +input + ConfirmacaoModo(2); + RejeicaoModo(1); + MinPercCorpoC1(0.55); + MinRangeC1(10); + ConfirmacaoC2MinPerc(0.55); + RazaoPavio(1.8); + GapMinPontos(10); + ToleranciaNivelDiaAnterior(15); + ScoreMinimoEntrada(3); + PeriodoMMECurta(9); + PeriodoMMEIntermediaria(20); + PeriodoMMELenta(50); + MaxBarrasPosicao(9); + HoraInicioJanela(900); + HoraFimJanela(910); + MaxTradesPorDia(1); + +var + oC1, hC1, lC1, cC1, rangeC1, corpoC1, pavioSupC1, pavioInfC1 : float; + fMaxDiaAtual, fMinDiaAtual, fMaxDiaAnterior, fMinDiaAnterior, fGapAbertura : float; + fMME9, fMME20, fMME50 : float; + fPosFechC1NoRange : float; + fCloseAnterior, fVolumeAnterior : float; + iDateAnterior : integer; + oAtual, hAtual, lAtual, cAtual, rangeAtual, corpoAtual : float; + iCandleDia, iBarrasPosicao, iTradesDia, iScoreCompra, iScoreVenda : integer; + bDiaNovo, bJanelaAtiva, bC1Valido, bDirecaoAlta, bDirecaoBaixa : boolean; + bSinalForteC1, bRejeicaoAtual : boolean; + bGapAlta, bGapBaixa, bEmMaxAnterior, bEmMinAnterior : boolean; + bGapNaRegiaoAlta, bGapNaRegiaoBaixa : boolean; + bC1DirecionalAlta, bC1DirecionalBaixa : boolean; + bC1RejeicaoAlta, bC1RejeicaoBaixa : boolean; + bFechamentoMediasAlta, bFechamentoMediasBaixa : boolean; + bSinalModoCompra, bSinalModoVenda : boolean; + +begin + iDateAnterior := Date[1]; + fCloseAnterior := Close[1]; + fVolumeAnterior := Volume[1]; + + bDiaNovo := Date <> iDateAnterior; + + if bDiaNovo then + begin + if iDateAnterior > 0 then + begin + fMaxDiaAnterior := fMaxDiaAtual; + fMinDiaAnterior := fMinDiaAtual; + end + else + begin + fMaxDiaAnterior := High; + fMinDiaAnterior := Low; + end; + + iCandleDia := 1; + iBarrasPosicao := 0; + iTradesDia := 0; + + oC1 := Open; + hC1 := High; + lC1 := Low; + cC1 := Close; + + fMaxDiaAtual := High; + fMinDiaAtual := Low; + fGapAbertura := Open - fCloseAnterior; + end + else + begin + iCandleDia := iCandleDia + 1; + + if High > fMaxDiaAtual then + fMaxDiaAtual := High; + + if Low < fMinDiaAtual then + fMinDiaAtual := Low; + end; + + bJanelaAtiva := (Time >= HoraInicioJanela) and (Time <= HoraFimJanela); + + fMME9 := MediaExp(PeriodoMMECurta, Close); + fMME20 := MediaExp(PeriodoMMEIntermediaria, Close); + fMME50 := MediaExp(PeriodoMMELenta, Close); + + rangeC1 := hC1 - lC1; + corpoC1 := Abs(cC1 - oC1); + + bDirecaoAlta := cC1 > oC1; + bDirecaoBaixa := cC1 < oC1; + bC1Valido := (rangeC1 >= MinRangeC1) and ((corpoC1 / Max(rangeC1, 0.01)) >= MinPercCorpoC1); + + pavioSupC1 := hC1 - Max(oC1, cC1); + pavioInfC1 := Min(oC1, cC1) - lC1; + + bGapAlta := fGapAbertura >= GapMinPontos; + bGapBaixa := fGapAbertura <= (-GapMinPontos); + + bEmMaxAnterior := (Abs(cC1 - fMaxDiaAnterior) <= ToleranciaNivelDiaAnterior) + or (Abs(hC1 - fMaxDiaAnterior) <= ToleranciaNivelDiaAnterior); + + bEmMinAnterior := (Abs(cC1 - fMinDiaAnterior) <= ToleranciaNivelDiaAnterior) + or (Abs(lC1 - fMinDiaAnterior) <= ToleranciaNivelDiaAnterior); + + bGapNaRegiaoAlta := bGapAlta and bEmMaxAnterior; + bGapNaRegiaoBaixa := bGapBaixa and bEmMinAnterior; + + fPosFechC1NoRange := (cC1 - lC1) / Max(rangeC1, 0.01); + + bC1DirecionalAlta := bDirecaoAlta + and bC1Valido + and ((corpoC1 / Max(rangeC1, 0.01)) >= ConfirmacaoC2MinPerc) + and (fPosFechC1NoRange >= 0.70); + + bC1DirecionalBaixa := bDirecaoBaixa + and bC1Valido + and ((corpoC1 / Max(rangeC1, 0.01)) >= ConfirmacaoC2MinPerc) + and (fPosFechC1NoRange <= 0.30); + + bC1RejeicaoAlta := bDirecaoAlta + and bC1Valido + and (pavioInfC1 >= (corpoC1 * RazaoPavio)) + and (fPosFechC1NoRange >= 0.55); + + bC1RejeicaoBaixa := bDirecaoBaixa + and bC1Valido + and (pavioSupC1 >= (corpoC1 * RazaoPavio)) + and (fPosFechC1NoRange <= 0.45); + + bFechamentoMediasAlta := (cC1 >= fMME9) and (cC1 >= fMME20) and (cC1 >= fMME50); + bFechamentoMediasBaixa := (cC1 <= fMME9) and (cC1 <= fMME20) and (cC1 <= fMME50); + + bSinalForteC1 := false; + bSinalModoCompra := false; + bSinalModoVenda := false; + + if ConfirmacaoModo = 1 then + begin + bSinalModoCompra := bC1DirecionalAlta; + bSinalModoVenda := bC1DirecionalBaixa; + end; + + if ConfirmacaoModo = 2 then + begin + bSinalModoCompra := bC1RejeicaoAlta; + bSinalModoVenda := bC1RejeicaoBaixa; + end; + + if ConfirmacaoModo = 3 then + begin + bSinalModoCompra := (bC1DirecionalAlta or bC1RejeicaoAlta) and (Volume > fVolumeAnterior); + bSinalModoVenda := (bC1DirecionalBaixa or bC1RejeicaoBaixa) and (Volume > fVolumeAnterior); + end; + + iScoreCompra := 0; + if bGapAlta then + iScoreCompra := iScoreCompra + 1; + if bEmMaxAnterior then + iScoreCompra := iScoreCompra + 1; + if bFechamentoMediasAlta then + iScoreCompra := iScoreCompra + 1; + if bSinalModoCompra then + iScoreCompra := iScoreCompra + 1; + + iScoreVenda := 0; + if bGapBaixa then + iScoreVenda := iScoreVenda + 1; + if bEmMinAnterior then + iScoreVenda := iScoreVenda + 1; + if bFechamentoMediasBaixa then + iScoreVenda := iScoreVenda + 1; + if bSinalModoVenda then + iScoreVenda := iScoreVenda + 1; + + if bDirecaoAlta then + bSinalForteC1 := iScoreCompra >= ScoreMinimoEntrada; + + if bDirecaoBaixa then + bSinalForteC1 := iScoreVenda >= ScoreMinimoEntrada; + + if (not IsBought) and (not IsSold) and bJanelaAtiva and (iTradesDia < MaxTradesPorDia) and (iCandleDia = 1) and bSinalForteC1 then + begin + if bDirecaoAlta then BuyAtMarket; + if bDirecaoBaixa then SellShortAtMarket; + iTradesDia := iTradesDia + 1; + iBarrasPosicao := 0; + end; + + if IsBought or IsSold then + iBarrasPosicao := iBarrasPosicao + 1 + else + iBarrasPosicao := 0; + + if IsBought or IsSold then + begin + oAtual := Open; + hAtual := High; + lAtual := Low; + cAtual := Close; + corpoAtual := Abs(cAtual - oAtual); + + bRejeicaoAtual := false; + + if RejeicaoModo = 1 then + bRejeicaoAtual := (IsBought and (cAtual < oAtual)) or (IsSold and (cAtual > oAtual)); + + if RejeicaoModo = 2 then + bRejeicaoAtual := (IsBought and ((hAtual - cAtual) > (corpoAtual * RazaoPavio))) + or (IsSold and ((cAtual - lAtual) > (corpoAtual * RazaoPavio))); + + if RejeicaoModo = 3 then + bRejeicaoAtual := (IsBought and (cAtual < hC1)) or (IsSold and (cAtual > lC1)); + + if ((iCandleDia >= 3) and bRejeicaoAtual) + or (iBarrasPosicao >= MaxBarrasPosicao) + or (iCandleDia >= 5) + or (Time > HoraFimJanela) then + ClosePosition; + end; +end; diff --git a/automacao_backtests/CANDLE1A4/Reprovados/robo_candle1a4_v23_cm2_rm2_tfcurtoSEMOPERACAO.txt b/automacao_backtests/CANDLE1A4/Reprovados/robo_candle1a4_v23_cm2_rm2_tfcurtoSEMOPERACAO.txt new file mode 100644 index 0000000..e44c5af --- /dev/null +++ b/automacao_backtests/CANDLE1A4/Reprovados/robo_candle1a4_v23_cm2_rm2_tfcurtoSEMOPERACAO.txt @@ -0,0 +1,225 @@ +// Estrategia: robo_candle1a4_v23_cm2_rm2_tfcurto +// Tema: Candle1A4 - operacao apenas nos primeiros 5 candles do dia (grafico 2 min) +// Regras: Le leitura principal do gap no candle 1 + nivel do dia anterior, entrada no candle 1 com sinal forte, +// maximo 1 trade por dia, saida por rejeicao/tempo. +input + ConfirmacaoModo(2); + RejeicaoModo(2); + MinPercCorpoC1(0.45); + MinRangeC1(16); + ConfirmacaoC2MinPerc(0.5); + RazaoPavio(1.6); + GapMinPontos(10); + ToleranciaNivelDiaAnterior(15); + ScoreMinimoEntrada(3); + PeriodoMMECurta(9); + PeriodoMMEIntermediaria(20); + PeriodoMMELenta(50); + MaxBarrasPosicao(12); + HoraInicioJanela(900); + HoraFimJanela(910); + MaxTradesPorDia(1); + +var + oC1, hC1, lC1, cC1, rangeC1, corpoC1, pavioSupC1, pavioInfC1 : float; + fMaxDiaAtual, fMinDiaAtual, fMaxDiaAnterior, fMinDiaAnterior, fGapAbertura : float; + fMME9, fMME20, fMME50 : float; + fPosFechC1NoRange : float; + fCloseAnterior, fVolumeAnterior : float; + iDateAnterior : integer; + oAtual, hAtual, lAtual, cAtual, rangeAtual, corpoAtual : float; + iCandleDia, iBarrasPosicao, iTradesDia, iScoreCompra, iScoreVenda : integer; + bDiaNovo, bJanelaAtiva, bC1Valido, bDirecaoAlta, bDirecaoBaixa : boolean; + bSinalForteC1, bRejeicaoAtual : boolean; + bGapAlta, bGapBaixa, bEmMaxAnterior, bEmMinAnterior : boolean; + bGapNaRegiaoAlta, bGapNaRegiaoBaixa : boolean; + bC1DirecionalAlta, bC1DirecionalBaixa : boolean; + bC1RejeicaoAlta, bC1RejeicaoBaixa : boolean; + bFechamentoMediasAlta, bFechamentoMediasBaixa : boolean; + bSinalModoCompra, bSinalModoVenda : boolean; + +begin + iDateAnterior := Date[1]; + fCloseAnterior := Close[1]; + fVolumeAnterior := Volume[1]; + + bDiaNovo := Date <> iDateAnterior; + + if bDiaNovo then + begin + if iDateAnterior > 0 then + begin + fMaxDiaAnterior := fMaxDiaAtual; + fMinDiaAnterior := fMinDiaAtual; + end + else + begin + fMaxDiaAnterior := High; + fMinDiaAnterior := Low; + end; + + iCandleDia := 1; + iBarrasPosicao := 0; + iTradesDia := 0; + + oC1 := Open; + hC1 := High; + lC1 := Low; + cC1 := Close; + + fMaxDiaAtual := High; + fMinDiaAtual := Low; + fGapAbertura := Open - fCloseAnterior; + end + else + begin + iCandleDia := iCandleDia + 1; + + if High > fMaxDiaAtual then + fMaxDiaAtual := High; + + if Low < fMinDiaAtual then + fMinDiaAtual := Low; + end; + + bJanelaAtiva := (Time >= HoraInicioJanela) and (Time <= HoraFimJanela); + + fMME9 := MediaExp(PeriodoMMECurta, Close); + fMME20 := MediaExp(PeriodoMMEIntermediaria, Close); + fMME50 := MediaExp(PeriodoMMELenta, Close); + + rangeC1 := hC1 - lC1; + corpoC1 := Abs(cC1 - oC1); + + bDirecaoAlta := cC1 > oC1; + bDirecaoBaixa := cC1 < oC1; + bC1Valido := (rangeC1 >= MinRangeC1) and ((corpoC1 / Max(rangeC1, 0.01)) >= MinPercCorpoC1); + + pavioSupC1 := hC1 - Max(oC1, cC1); + pavioInfC1 := Min(oC1, cC1) - lC1; + + bGapAlta := fGapAbertura >= GapMinPontos; + bGapBaixa := fGapAbertura <= (-GapMinPontos); + + bEmMaxAnterior := (Abs(cC1 - fMaxDiaAnterior) <= ToleranciaNivelDiaAnterior) + or (Abs(hC1 - fMaxDiaAnterior) <= ToleranciaNivelDiaAnterior); + + bEmMinAnterior := (Abs(cC1 - fMinDiaAnterior) <= ToleranciaNivelDiaAnterior) + or (Abs(lC1 - fMinDiaAnterior) <= ToleranciaNivelDiaAnterior); + + bGapNaRegiaoAlta := bGapAlta and bEmMaxAnterior; + bGapNaRegiaoBaixa := bGapBaixa and bEmMinAnterior; + + fPosFechC1NoRange := (cC1 - lC1) / Max(rangeC1, 0.01); + + bC1DirecionalAlta := bDirecaoAlta + and bC1Valido + and ((corpoC1 / Max(rangeC1, 0.01)) >= ConfirmacaoC2MinPerc) + and (fPosFechC1NoRange >= 0.70); + + bC1DirecionalBaixa := bDirecaoBaixa + and bC1Valido + and ((corpoC1 / Max(rangeC1, 0.01)) >= ConfirmacaoC2MinPerc) + and (fPosFechC1NoRange <= 0.30); + + bC1RejeicaoAlta := bDirecaoAlta + and bC1Valido + and (pavioInfC1 >= (corpoC1 * RazaoPavio)) + and (fPosFechC1NoRange >= 0.55); + + bC1RejeicaoBaixa := bDirecaoBaixa + and bC1Valido + and (pavioSupC1 >= (corpoC1 * RazaoPavio)) + and (fPosFechC1NoRange <= 0.45); + + bFechamentoMediasAlta := (cC1 >= fMME9) and (cC1 >= fMME20) and (cC1 >= fMME50); + bFechamentoMediasBaixa := (cC1 <= fMME9) and (cC1 <= fMME20) and (cC1 <= fMME50); + + bSinalForteC1 := false; + bSinalModoCompra := false; + bSinalModoVenda := false; + + if ConfirmacaoModo = 1 then + begin + bSinalModoCompra := bC1DirecionalAlta; + bSinalModoVenda := bC1DirecionalBaixa; + end; + + if ConfirmacaoModo = 2 then + begin + bSinalModoCompra := bC1RejeicaoAlta; + bSinalModoVenda := bC1RejeicaoBaixa; + end; + + if ConfirmacaoModo = 3 then + begin + bSinalModoCompra := (bC1DirecionalAlta or bC1RejeicaoAlta) and (Volume > fVolumeAnterior); + bSinalModoVenda := (bC1DirecionalBaixa or bC1RejeicaoBaixa) and (Volume > fVolumeAnterior); + end; + + iScoreCompra := 0; + if bGapAlta then + iScoreCompra := iScoreCompra + 1; + if bEmMaxAnterior then + iScoreCompra := iScoreCompra + 1; + if bFechamentoMediasAlta then + iScoreCompra := iScoreCompra + 1; + if bSinalModoCompra then + iScoreCompra := iScoreCompra + 1; + + iScoreVenda := 0; + if bGapBaixa then + iScoreVenda := iScoreVenda + 1; + if bEmMinAnterior then + iScoreVenda := iScoreVenda + 1; + if bFechamentoMediasBaixa then + iScoreVenda := iScoreVenda + 1; + if bSinalModoVenda then + iScoreVenda := iScoreVenda + 1; + + if bDirecaoAlta then + bSinalForteC1 := iScoreCompra >= ScoreMinimoEntrada; + + if bDirecaoBaixa then + bSinalForteC1 := iScoreVenda >= ScoreMinimoEntrada; + + if (not IsBought) and (not IsSold) and bJanelaAtiva and (iTradesDia < MaxTradesPorDia) and (iCandleDia = 1) and bSinalForteC1 then + begin + if bDirecaoAlta then BuyAtMarket; + if bDirecaoBaixa then SellShortAtMarket; + iTradesDia := iTradesDia + 1; + iBarrasPosicao := 0; + end; + + if IsBought or IsSold then + iBarrasPosicao := iBarrasPosicao + 1 + else + iBarrasPosicao := 0; + + if IsBought or IsSold then + begin + oAtual := Open; + hAtual := High; + lAtual := Low; + cAtual := Close; + corpoAtual := Abs(cAtual - oAtual); + + bRejeicaoAtual := false; + + if RejeicaoModo = 1 then + bRejeicaoAtual := (IsBought and (cAtual < oAtual)) or (IsSold and (cAtual > oAtual)); + + if RejeicaoModo = 2 then + bRejeicaoAtual := (IsBought and ((hAtual - cAtual) > (corpoAtual * RazaoPavio))) + or (IsSold and ((cAtual - lAtual) > (corpoAtual * RazaoPavio))); + + if RejeicaoModo = 3 then + bRejeicaoAtual := (IsBought and (cAtual < hC1)) or (IsSold and (cAtual > lC1)); + + if ((iCandleDia >= 3) and bRejeicaoAtual) + or (iBarrasPosicao >= MaxBarrasPosicao) + or (iCandleDia >= 5) + or (Time > HoraFimJanela) then + ClosePosition; + end; +end; diff --git a/automacao_backtests/CANDLE1A4/Reprovados/robo_candle1a4_v26_cm2_rm3_tfcurtoREPROVADO.txt b/automacao_backtests/CANDLE1A4/Reprovados/robo_candle1a4_v26_cm2_rm3_tfcurtoREPROVADO.txt new file mode 100644 index 0000000..d98905b --- /dev/null +++ b/automacao_backtests/CANDLE1A4/Reprovados/robo_candle1a4_v26_cm2_rm3_tfcurtoREPROVADO.txt @@ -0,0 +1,225 @@ +// Estrategia: robo_candle1a4_v26_cm2_rm3_tfcurto +// Tema: Candle1A4 - operacao apenas nos primeiros 5 candles do dia (grafico 2 min) +// Regras: Le leitura principal do gap no candle 1 + nivel do dia anterior, entrada no candle 1 com sinal forte, +// maximo 1 trade por dia, saida por rejeicao/tempo. +input + ConfirmacaoModo(2); + RejeicaoModo(3); + MinPercCorpoC1(0.35); + MinRangeC1(10); + ConfirmacaoC2MinPerc(0.45); + RazaoPavio(1.4); + GapMinPontos(10); + ToleranciaNivelDiaAnterior(15); + ScoreMinimoEntrada(3); + PeriodoMMECurta(9); + PeriodoMMEIntermediaria(20); + PeriodoMMELenta(50); + MaxBarrasPosicao(7); + HoraInicioJanela(900); + HoraFimJanela(910); + MaxTradesPorDia(1); + +var + oC1, hC1, lC1, cC1, rangeC1, corpoC1, pavioSupC1, pavioInfC1 : float; + fMaxDiaAtual, fMinDiaAtual, fMaxDiaAnterior, fMinDiaAnterior, fGapAbertura : float; + fMME9, fMME20, fMME50 : float; + fPosFechC1NoRange : float; + fCloseAnterior, fVolumeAnterior : float; + iDateAnterior : integer; + oAtual, hAtual, lAtual, cAtual, rangeAtual, corpoAtual : float; + iCandleDia, iBarrasPosicao, iTradesDia, iScoreCompra, iScoreVenda : integer; + bDiaNovo, bJanelaAtiva, bC1Valido, bDirecaoAlta, bDirecaoBaixa : boolean; + bSinalForteC1, bRejeicaoAtual : boolean; + bGapAlta, bGapBaixa, bEmMaxAnterior, bEmMinAnterior : boolean; + bGapNaRegiaoAlta, bGapNaRegiaoBaixa : boolean; + bC1DirecionalAlta, bC1DirecionalBaixa : boolean; + bC1RejeicaoAlta, bC1RejeicaoBaixa : boolean; + bFechamentoMediasAlta, bFechamentoMediasBaixa : boolean; + bSinalModoCompra, bSinalModoVenda : boolean; + +begin + iDateAnterior := Date[1]; + fCloseAnterior := Close[1]; + fVolumeAnterior := Volume[1]; + + bDiaNovo := Date <> iDateAnterior; + + if bDiaNovo then + begin + if iDateAnterior > 0 then + begin + fMaxDiaAnterior := fMaxDiaAtual; + fMinDiaAnterior := fMinDiaAtual; + end + else + begin + fMaxDiaAnterior := High; + fMinDiaAnterior := Low; + end; + + iCandleDia := 1; + iBarrasPosicao := 0; + iTradesDia := 0; + + oC1 := Open; + hC1 := High; + lC1 := Low; + cC1 := Close; + + fMaxDiaAtual := High; + fMinDiaAtual := Low; + fGapAbertura := Open - fCloseAnterior; + end + else + begin + iCandleDia := iCandleDia + 1; + + if High > fMaxDiaAtual then + fMaxDiaAtual := High; + + if Low < fMinDiaAtual then + fMinDiaAtual := Low; + end; + + bJanelaAtiva := (Time >= HoraInicioJanela) and (Time <= HoraFimJanela); + + fMME9 := MediaExp(PeriodoMMECurta, Close); + fMME20 := MediaExp(PeriodoMMEIntermediaria, Close); + fMME50 := MediaExp(PeriodoMMELenta, Close); + + rangeC1 := hC1 - lC1; + corpoC1 := Abs(cC1 - oC1); + + bDirecaoAlta := cC1 > oC1; + bDirecaoBaixa := cC1 < oC1; + bC1Valido := (rangeC1 >= MinRangeC1) and ((corpoC1 / Max(rangeC1, 0.01)) >= MinPercCorpoC1); + + pavioSupC1 := hC1 - Max(oC1, cC1); + pavioInfC1 := Min(oC1, cC1) - lC1; + + bGapAlta := fGapAbertura >= GapMinPontos; + bGapBaixa := fGapAbertura <= (-GapMinPontos); + + bEmMaxAnterior := (Abs(cC1 - fMaxDiaAnterior) <= ToleranciaNivelDiaAnterior) + or (Abs(hC1 - fMaxDiaAnterior) <= ToleranciaNivelDiaAnterior); + + bEmMinAnterior := (Abs(cC1 - fMinDiaAnterior) <= ToleranciaNivelDiaAnterior) + or (Abs(lC1 - fMinDiaAnterior) <= ToleranciaNivelDiaAnterior); + + bGapNaRegiaoAlta := bGapAlta and bEmMaxAnterior; + bGapNaRegiaoBaixa := bGapBaixa and bEmMinAnterior; + + fPosFechC1NoRange := (cC1 - lC1) / Max(rangeC1, 0.01); + + bC1DirecionalAlta := bDirecaoAlta + and bC1Valido + and ((corpoC1 / Max(rangeC1, 0.01)) >= ConfirmacaoC2MinPerc) + and (fPosFechC1NoRange >= 0.70); + + bC1DirecionalBaixa := bDirecaoBaixa + and bC1Valido + and ((corpoC1 / Max(rangeC1, 0.01)) >= ConfirmacaoC2MinPerc) + and (fPosFechC1NoRange <= 0.30); + + bC1RejeicaoAlta := bDirecaoAlta + and bC1Valido + and (pavioInfC1 >= (corpoC1 * RazaoPavio)) + and (fPosFechC1NoRange >= 0.55); + + bC1RejeicaoBaixa := bDirecaoBaixa + and bC1Valido + and (pavioSupC1 >= (corpoC1 * RazaoPavio)) + and (fPosFechC1NoRange <= 0.45); + + bFechamentoMediasAlta := (cC1 >= fMME9) and (cC1 >= fMME20) and (cC1 >= fMME50); + bFechamentoMediasBaixa := (cC1 <= fMME9) and (cC1 <= fMME20) and (cC1 <= fMME50); + + bSinalForteC1 := false; + bSinalModoCompra := false; + bSinalModoVenda := false; + + if ConfirmacaoModo = 1 then + begin + bSinalModoCompra := bC1DirecionalAlta; + bSinalModoVenda := bC1DirecionalBaixa; + end; + + if ConfirmacaoModo = 2 then + begin + bSinalModoCompra := bC1RejeicaoAlta; + bSinalModoVenda := bC1RejeicaoBaixa; + end; + + if ConfirmacaoModo = 3 then + begin + bSinalModoCompra := (bC1DirecionalAlta or bC1RejeicaoAlta) and (Volume > fVolumeAnterior); + bSinalModoVenda := (bC1DirecionalBaixa or bC1RejeicaoBaixa) and (Volume > fVolumeAnterior); + end; + + iScoreCompra := 0; + if bGapAlta then + iScoreCompra := iScoreCompra + 1; + if bEmMaxAnterior then + iScoreCompra := iScoreCompra + 1; + if bFechamentoMediasAlta then + iScoreCompra := iScoreCompra + 1; + if bSinalModoCompra then + iScoreCompra := iScoreCompra + 1; + + iScoreVenda := 0; + if bGapBaixa then + iScoreVenda := iScoreVenda + 1; + if bEmMinAnterior then + iScoreVenda := iScoreVenda + 1; + if bFechamentoMediasBaixa then + iScoreVenda := iScoreVenda + 1; + if bSinalModoVenda then + iScoreVenda := iScoreVenda + 1; + + if bDirecaoAlta then + bSinalForteC1 := iScoreCompra >= ScoreMinimoEntrada; + + if bDirecaoBaixa then + bSinalForteC1 := iScoreVenda >= ScoreMinimoEntrada; + + if (not IsBought) and (not IsSold) and bJanelaAtiva and (iTradesDia < MaxTradesPorDia) and (iCandleDia = 1) and bSinalForteC1 then + begin + if bDirecaoAlta then BuyAtMarket; + if bDirecaoBaixa then SellShortAtMarket; + iTradesDia := iTradesDia + 1; + iBarrasPosicao := 0; + end; + + if IsBought or IsSold then + iBarrasPosicao := iBarrasPosicao + 1 + else + iBarrasPosicao := 0; + + if IsBought or IsSold then + begin + oAtual := Open; + hAtual := High; + lAtual := Low; + cAtual := Close; + corpoAtual := Abs(cAtual - oAtual); + + bRejeicaoAtual := false; + + if RejeicaoModo = 1 then + bRejeicaoAtual := (IsBought and (cAtual < oAtual)) or (IsSold and (cAtual > oAtual)); + + if RejeicaoModo = 2 then + bRejeicaoAtual := (IsBought and ((hAtual - cAtual) > (corpoAtual * RazaoPavio))) + or (IsSold and ((cAtual - lAtual) > (corpoAtual * RazaoPavio))); + + if RejeicaoModo = 3 then + bRejeicaoAtual := (IsBought and (cAtual < hC1)) or (IsSold and (cAtual > lC1)); + + if ((iCandleDia >= 3) and bRejeicaoAtual) + or (iBarrasPosicao >= MaxBarrasPosicao) + or (iCandleDia >= 5) + or (Time > HoraFimJanela) then + ClosePosition; + end; +end; diff --git a/automacao_backtests/CANDLE1A4/Reprovados/robo_candle1a4_v29_cm2_rm1_tfcurtoSEMOPERACAO.txt b/automacao_backtests/CANDLE1A4/Reprovados/robo_candle1a4_v29_cm2_rm1_tfcurtoSEMOPERACAO.txt new file mode 100644 index 0000000..53ccd84 --- /dev/null +++ b/automacao_backtests/CANDLE1A4/Reprovados/robo_candle1a4_v29_cm2_rm1_tfcurtoSEMOPERACAO.txt @@ -0,0 +1,225 @@ +// Estrategia: robo_candle1a4_v29_cm2_rm1_tfcurto +// Tema: Candle1A4 - operacao apenas nos primeiros 5 candles do dia (grafico 2 min) +// Regras: Le leitura principal do gap no candle 1 + nivel do dia anterior, entrada no candle 1 com sinal forte, +// maximo 1 trade por dia, saida por rejeicao/tempo. +input + ConfirmacaoModo(2); + RejeicaoModo(1); + MinPercCorpoC1(0.5); + MinRangeC1(16); + ConfirmacaoC2MinPerc(0.4); + RazaoPavio(1.2); + GapMinPontos(10); + ToleranciaNivelDiaAnterior(15); + ScoreMinimoEntrada(3); + PeriodoMMECurta(9); + PeriodoMMEIntermediaria(20); + PeriodoMMELenta(50); + MaxBarrasPosicao(10); + HoraInicioJanela(900); + HoraFimJanela(910); + MaxTradesPorDia(1); + +var + oC1, hC1, lC1, cC1, rangeC1, corpoC1, pavioSupC1, pavioInfC1 : float; + fMaxDiaAtual, fMinDiaAtual, fMaxDiaAnterior, fMinDiaAnterior, fGapAbertura : float; + fMME9, fMME20, fMME50 : float; + fPosFechC1NoRange : float; + fCloseAnterior, fVolumeAnterior : float; + iDateAnterior : integer; + oAtual, hAtual, lAtual, cAtual, rangeAtual, corpoAtual : float; + iCandleDia, iBarrasPosicao, iTradesDia, iScoreCompra, iScoreVenda : integer; + bDiaNovo, bJanelaAtiva, bC1Valido, bDirecaoAlta, bDirecaoBaixa : boolean; + bSinalForteC1, bRejeicaoAtual : boolean; + bGapAlta, bGapBaixa, bEmMaxAnterior, bEmMinAnterior : boolean; + bGapNaRegiaoAlta, bGapNaRegiaoBaixa : boolean; + bC1DirecionalAlta, bC1DirecionalBaixa : boolean; + bC1RejeicaoAlta, bC1RejeicaoBaixa : boolean; + bFechamentoMediasAlta, bFechamentoMediasBaixa : boolean; + bSinalModoCompra, bSinalModoVenda : boolean; + +begin + iDateAnterior := Date[1]; + fCloseAnterior := Close[1]; + fVolumeAnterior := Volume[1]; + + bDiaNovo := Date <> iDateAnterior; + + if bDiaNovo then + begin + if iDateAnterior > 0 then + begin + fMaxDiaAnterior := fMaxDiaAtual; + fMinDiaAnterior := fMinDiaAtual; + end + else + begin + fMaxDiaAnterior := High; + fMinDiaAnterior := Low; + end; + + iCandleDia := 1; + iBarrasPosicao := 0; + iTradesDia := 0; + + oC1 := Open; + hC1 := High; + lC1 := Low; + cC1 := Close; + + fMaxDiaAtual := High; + fMinDiaAtual := Low; + fGapAbertura := Open - fCloseAnterior; + end + else + begin + iCandleDia := iCandleDia + 1; + + if High > fMaxDiaAtual then + fMaxDiaAtual := High; + + if Low < fMinDiaAtual then + fMinDiaAtual := Low; + end; + + bJanelaAtiva := (Time >= HoraInicioJanela) and (Time <= HoraFimJanela); + + fMME9 := MediaExp(PeriodoMMECurta, Close); + fMME20 := MediaExp(PeriodoMMEIntermediaria, Close); + fMME50 := MediaExp(PeriodoMMELenta, Close); + + rangeC1 := hC1 - lC1; + corpoC1 := Abs(cC1 - oC1); + + bDirecaoAlta := cC1 > oC1; + bDirecaoBaixa := cC1 < oC1; + bC1Valido := (rangeC1 >= MinRangeC1) and ((corpoC1 / Max(rangeC1, 0.01)) >= MinPercCorpoC1); + + pavioSupC1 := hC1 - Max(oC1, cC1); + pavioInfC1 := Min(oC1, cC1) - lC1; + + bGapAlta := fGapAbertura >= GapMinPontos; + bGapBaixa := fGapAbertura <= (-GapMinPontos); + + bEmMaxAnterior := (Abs(cC1 - fMaxDiaAnterior) <= ToleranciaNivelDiaAnterior) + or (Abs(hC1 - fMaxDiaAnterior) <= ToleranciaNivelDiaAnterior); + + bEmMinAnterior := (Abs(cC1 - fMinDiaAnterior) <= ToleranciaNivelDiaAnterior) + or (Abs(lC1 - fMinDiaAnterior) <= ToleranciaNivelDiaAnterior); + + bGapNaRegiaoAlta := bGapAlta and bEmMaxAnterior; + bGapNaRegiaoBaixa := bGapBaixa and bEmMinAnterior; + + fPosFechC1NoRange := (cC1 - lC1) / Max(rangeC1, 0.01); + + bC1DirecionalAlta := bDirecaoAlta + and bC1Valido + and ((corpoC1 / Max(rangeC1, 0.01)) >= ConfirmacaoC2MinPerc) + and (fPosFechC1NoRange >= 0.70); + + bC1DirecionalBaixa := bDirecaoBaixa + and bC1Valido + and ((corpoC1 / Max(rangeC1, 0.01)) >= ConfirmacaoC2MinPerc) + and (fPosFechC1NoRange <= 0.30); + + bC1RejeicaoAlta := bDirecaoAlta + and bC1Valido + and (pavioInfC1 >= (corpoC1 * RazaoPavio)) + and (fPosFechC1NoRange >= 0.55); + + bC1RejeicaoBaixa := bDirecaoBaixa + and bC1Valido + and (pavioSupC1 >= (corpoC1 * RazaoPavio)) + and (fPosFechC1NoRange <= 0.45); + + bFechamentoMediasAlta := (cC1 >= fMME9) and (cC1 >= fMME20) and (cC1 >= fMME50); + bFechamentoMediasBaixa := (cC1 <= fMME9) and (cC1 <= fMME20) and (cC1 <= fMME50); + + bSinalForteC1 := false; + bSinalModoCompra := false; + bSinalModoVenda := false; + + if ConfirmacaoModo = 1 then + begin + bSinalModoCompra := bC1DirecionalAlta; + bSinalModoVenda := bC1DirecionalBaixa; + end; + + if ConfirmacaoModo = 2 then + begin + bSinalModoCompra := bC1RejeicaoAlta; + bSinalModoVenda := bC1RejeicaoBaixa; + end; + + if ConfirmacaoModo = 3 then + begin + bSinalModoCompra := (bC1DirecionalAlta or bC1RejeicaoAlta) and (Volume > fVolumeAnterior); + bSinalModoVenda := (bC1DirecionalBaixa or bC1RejeicaoBaixa) and (Volume > fVolumeAnterior); + end; + + iScoreCompra := 0; + if bGapAlta then + iScoreCompra := iScoreCompra + 1; + if bEmMaxAnterior then + iScoreCompra := iScoreCompra + 1; + if bFechamentoMediasAlta then + iScoreCompra := iScoreCompra + 1; + if bSinalModoCompra then + iScoreCompra := iScoreCompra + 1; + + iScoreVenda := 0; + if bGapBaixa then + iScoreVenda := iScoreVenda + 1; + if bEmMinAnterior then + iScoreVenda := iScoreVenda + 1; + if bFechamentoMediasBaixa then + iScoreVenda := iScoreVenda + 1; + if bSinalModoVenda then + iScoreVenda := iScoreVenda + 1; + + if bDirecaoAlta then + bSinalForteC1 := iScoreCompra >= ScoreMinimoEntrada; + + if bDirecaoBaixa then + bSinalForteC1 := iScoreVenda >= ScoreMinimoEntrada; + + if (not IsBought) and (not IsSold) and bJanelaAtiva and (iTradesDia < MaxTradesPorDia) and (iCandleDia = 1) and bSinalForteC1 then + begin + if bDirecaoAlta then BuyAtMarket; + if bDirecaoBaixa then SellShortAtMarket; + iTradesDia := iTradesDia + 1; + iBarrasPosicao := 0; + end; + + if IsBought or IsSold then + iBarrasPosicao := iBarrasPosicao + 1 + else + iBarrasPosicao := 0; + + if IsBought or IsSold then + begin + oAtual := Open; + hAtual := High; + lAtual := Low; + cAtual := Close; + corpoAtual := Abs(cAtual - oAtual); + + bRejeicaoAtual := false; + + if RejeicaoModo = 1 then + bRejeicaoAtual := (IsBought and (cAtual < oAtual)) or (IsSold and (cAtual > oAtual)); + + if RejeicaoModo = 2 then + bRejeicaoAtual := (IsBought and ((hAtual - cAtual) > (corpoAtual * RazaoPavio))) + or (IsSold and ((cAtual - lAtual) > (corpoAtual * RazaoPavio))); + + if RejeicaoModo = 3 then + bRejeicaoAtual := (IsBought and (cAtual < hC1)) or (IsSold and (cAtual > lC1)); + + if ((iCandleDia >= 3) and bRejeicaoAtual) + or (iBarrasPosicao >= MaxBarrasPosicao) + or (iCandleDia >= 5) + or (Time > HoraFimJanela) then + ClosePosition; + end; +end; diff --git a/automacao_backtests/CANDLE1A4/Reprovados/robo_candle1a4_v32_cm2_rm2_tfcurtoREPROVADO.txt b/automacao_backtests/CANDLE1A4/Reprovados/robo_candle1a4_v32_cm2_rm2_tfcurtoREPROVADO.txt new file mode 100644 index 0000000..800f7e3 --- /dev/null +++ b/automacao_backtests/CANDLE1A4/Reprovados/robo_candle1a4_v32_cm2_rm2_tfcurtoREPROVADO.txt @@ -0,0 +1,225 @@ +// Estrategia: robo_candle1a4_v32_cm2_rm2_tfcurto +// Tema: Candle1A4 - operacao apenas nos primeiros 5 candles do dia (grafico 2 min) +// Regras: Le leitura principal do gap no candle 1 + nivel do dia anterior, entrada no candle 1 com sinal forte, +// maximo 1 trade por dia, saida por rejeicao/tempo. +input + ConfirmacaoModo(2); + RejeicaoModo(2); + MinPercCorpoC1(0.4); + MinRangeC1(10); + ConfirmacaoC2MinPerc(0.55); + RazaoPavio(1.8); + GapMinPontos(10); + ToleranciaNivelDiaAnterior(15); + ScoreMinimoEntrada(3); + PeriodoMMECurta(9); + PeriodoMMEIntermediaria(20); + PeriodoMMELenta(50); + MaxBarrasPosicao(13); + HoraInicioJanela(900); + HoraFimJanela(910); + MaxTradesPorDia(1); + +var + oC1, hC1, lC1, cC1, rangeC1, corpoC1, pavioSupC1, pavioInfC1 : float; + fMaxDiaAtual, fMinDiaAtual, fMaxDiaAnterior, fMinDiaAnterior, fGapAbertura : float; + fMME9, fMME20, fMME50 : float; + fPosFechC1NoRange : float; + fCloseAnterior, fVolumeAnterior : float; + iDateAnterior : integer; + oAtual, hAtual, lAtual, cAtual, rangeAtual, corpoAtual : float; + iCandleDia, iBarrasPosicao, iTradesDia, iScoreCompra, iScoreVenda : integer; + bDiaNovo, bJanelaAtiva, bC1Valido, bDirecaoAlta, bDirecaoBaixa : boolean; + bSinalForteC1, bRejeicaoAtual : boolean; + bGapAlta, bGapBaixa, bEmMaxAnterior, bEmMinAnterior : boolean; + bGapNaRegiaoAlta, bGapNaRegiaoBaixa : boolean; + bC1DirecionalAlta, bC1DirecionalBaixa : boolean; + bC1RejeicaoAlta, bC1RejeicaoBaixa : boolean; + bFechamentoMediasAlta, bFechamentoMediasBaixa : boolean; + bSinalModoCompra, bSinalModoVenda : boolean; + +begin + iDateAnterior := Date[1]; + fCloseAnterior := Close[1]; + fVolumeAnterior := Volume[1]; + + bDiaNovo := Date <> iDateAnterior; + + if bDiaNovo then + begin + if iDateAnterior > 0 then + begin + fMaxDiaAnterior := fMaxDiaAtual; + fMinDiaAnterior := fMinDiaAtual; + end + else + begin + fMaxDiaAnterior := High; + fMinDiaAnterior := Low; + end; + + iCandleDia := 1; + iBarrasPosicao := 0; + iTradesDia := 0; + + oC1 := Open; + hC1 := High; + lC1 := Low; + cC1 := Close; + + fMaxDiaAtual := High; + fMinDiaAtual := Low; + fGapAbertura := Open - fCloseAnterior; + end + else + begin + iCandleDia := iCandleDia + 1; + + if High > fMaxDiaAtual then + fMaxDiaAtual := High; + + if Low < fMinDiaAtual then + fMinDiaAtual := Low; + end; + + bJanelaAtiva := (Time >= HoraInicioJanela) and (Time <= HoraFimJanela); + + fMME9 := MediaExp(PeriodoMMECurta, Close); + fMME20 := MediaExp(PeriodoMMEIntermediaria, Close); + fMME50 := MediaExp(PeriodoMMELenta, Close); + + rangeC1 := hC1 - lC1; + corpoC1 := Abs(cC1 - oC1); + + bDirecaoAlta := cC1 > oC1; + bDirecaoBaixa := cC1 < oC1; + bC1Valido := (rangeC1 >= MinRangeC1) and ((corpoC1 / Max(rangeC1, 0.01)) >= MinPercCorpoC1); + + pavioSupC1 := hC1 - Max(oC1, cC1); + pavioInfC1 := Min(oC1, cC1) - lC1; + + bGapAlta := fGapAbertura >= GapMinPontos; + bGapBaixa := fGapAbertura <= (-GapMinPontos); + + bEmMaxAnterior := (Abs(cC1 - fMaxDiaAnterior) <= ToleranciaNivelDiaAnterior) + or (Abs(hC1 - fMaxDiaAnterior) <= ToleranciaNivelDiaAnterior); + + bEmMinAnterior := (Abs(cC1 - fMinDiaAnterior) <= ToleranciaNivelDiaAnterior) + or (Abs(lC1 - fMinDiaAnterior) <= ToleranciaNivelDiaAnterior); + + bGapNaRegiaoAlta := bGapAlta and bEmMaxAnterior; + bGapNaRegiaoBaixa := bGapBaixa and bEmMinAnterior; + + fPosFechC1NoRange := (cC1 - lC1) / Max(rangeC1, 0.01); + + bC1DirecionalAlta := bDirecaoAlta + and bC1Valido + and ((corpoC1 / Max(rangeC1, 0.01)) >= ConfirmacaoC2MinPerc) + and (fPosFechC1NoRange >= 0.70); + + bC1DirecionalBaixa := bDirecaoBaixa + and bC1Valido + and ((corpoC1 / Max(rangeC1, 0.01)) >= ConfirmacaoC2MinPerc) + and (fPosFechC1NoRange <= 0.30); + + bC1RejeicaoAlta := bDirecaoAlta + and bC1Valido + and (pavioInfC1 >= (corpoC1 * RazaoPavio)) + and (fPosFechC1NoRange >= 0.55); + + bC1RejeicaoBaixa := bDirecaoBaixa + and bC1Valido + and (pavioSupC1 >= (corpoC1 * RazaoPavio)) + and (fPosFechC1NoRange <= 0.45); + + bFechamentoMediasAlta := (cC1 >= fMME9) and (cC1 >= fMME20) and (cC1 >= fMME50); + bFechamentoMediasBaixa := (cC1 <= fMME9) and (cC1 <= fMME20) and (cC1 <= fMME50); + + bSinalForteC1 := false; + bSinalModoCompra := false; + bSinalModoVenda := false; + + if ConfirmacaoModo = 1 then + begin + bSinalModoCompra := bC1DirecionalAlta; + bSinalModoVenda := bC1DirecionalBaixa; + end; + + if ConfirmacaoModo = 2 then + begin + bSinalModoCompra := bC1RejeicaoAlta; + bSinalModoVenda := bC1RejeicaoBaixa; + end; + + if ConfirmacaoModo = 3 then + begin + bSinalModoCompra := (bC1DirecionalAlta or bC1RejeicaoAlta) and (Volume > fVolumeAnterior); + bSinalModoVenda := (bC1DirecionalBaixa or bC1RejeicaoBaixa) and (Volume > fVolumeAnterior); + end; + + iScoreCompra := 0; + if bGapAlta then + iScoreCompra := iScoreCompra + 1; + if bEmMaxAnterior then + iScoreCompra := iScoreCompra + 1; + if bFechamentoMediasAlta then + iScoreCompra := iScoreCompra + 1; + if bSinalModoCompra then + iScoreCompra := iScoreCompra + 1; + + iScoreVenda := 0; + if bGapBaixa then + iScoreVenda := iScoreVenda + 1; + if bEmMinAnterior then + iScoreVenda := iScoreVenda + 1; + if bFechamentoMediasBaixa then + iScoreVenda := iScoreVenda + 1; + if bSinalModoVenda then + iScoreVenda := iScoreVenda + 1; + + if bDirecaoAlta then + bSinalForteC1 := iScoreCompra >= ScoreMinimoEntrada; + + if bDirecaoBaixa then + bSinalForteC1 := iScoreVenda >= ScoreMinimoEntrada; + + if (not IsBought) and (not IsSold) and bJanelaAtiva and (iTradesDia < MaxTradesPorDia) and (iCandleDia = 1) and bSinalForteC1 then + begin + if bDirecaoAlta then BuyAtMarket; + if bDirecaoBaixa then SellShortAtMarket; + iTradesDia := iTradesDia + 1; + iBarrasPosicao := 0; + end; + + if IsBought or IsSold then + iBarrasPosicao := iBarrasPosicao + 1 + else + iBarrasPosicao := 0; + + if IsBought or IsSold then + begin + oAtual := Open; + hAtual := High; + lAtual := Low; + cAtual := Close; + corpoAtual := Abs(cAtual - oAtual); + + bRejeicaoAtual := false; + + if RejeicaoModo = 1 then + bRejeicaoAtual := (IsBought and (cAtual < oAtual)) or (IsSold and (cAtual > oAtual)); + + if RejeicaoModo = 2 then + bRejeicaoAtual := (IsBought and ((hAtual - cAtual) > (corpoAtual * RazaoPavio))) + or (IsSold and ((cAtual - lAtual) > (corpoAtual * RazaoPavio))); + + if RejeicaoModo = 3 then + bRejeicaoAtual := (IsBought and (cAtual < hC1)) or (IsSold and (cAtual > lC1)); + + if ((iCandleDia >= 3) and bRejeicaoAtual) + or (iBarrasPosicao >= MaxBarrasPosicao) + or (iCandleDia >= 5) + or (Time > HoraFimJanela) then + ClosePosition; + end; +end; diff --git a/automacao_backtests/CANDLE1A4/Reprovados/robo_candle1a4_v35_cm2_rm3_tfcurtoREPROVADO.txt b/automacao_backtests/CANDLE1A4/Reprovados/robo_candle1a4_v35_cm2_rm3_tfcurtoREPROVADO.txt new file mode 100644 index 0000000..d92de38 --- /dev/null +++ b/automacao_backtests/CANDLE1A4/Reprovados/robo_candle1a4_v35_cm2_rm3_tfcurtoREPROVADO.txt @@ -0,0 +1,225 @@ +// Estrategia: robo_candle1a4_v35_cm2_rm3_tfcurto +// Tema: Candle1A4 - operacao apenas nos primeiros 5 candles do dia (grafico 2 min) +// Regras: Le leitura principal do gap no candle 1 + nivel do dia anterior, entrada no candle 1 com sinal forte, +// maximo 1 trade por dia, saida por rejeicao/tempo. +input + ConfirmacaoModo(2); + RejeicaoModo(3); + MinPercCorpoC1(0.55); + MinRangeC1(16); + ConfirmacaoC2MinPerc(0.5); + RazaoPavio(1.6); + GapMinPontos(10); + ToleranciaNivelDiaAnterior(15); + ScoreMinimoEntrada(3); + PeriodoMMECurta(9); + PeriodoMMEIntermediaria(20); + PeriodoMMELenta(50); + MaxBarrasPosicao(8); + HoraInicioJanela(900); + HoraFimJanela(910); + MaxTradesPorDia(1); + +var + oC1, hC1, lC1, cC1, rangeC1, corpoC1, pavioSupC1, pavioInfC1 : float; + fMaxDiaAtual, fMinDiaAtual, fMaxDiaAnterior, fMinDiaAnterior, fGapAbertura : float; + fMME9, fMME20, fMME50 : float; + fPosFechC1NoRange : float; + fCloseAnterior, fVolumeAnterior : float; + iDateAnterior : integer; + oAtual, hAtual, lAtual, cAtual, rangeAtual, corpoAtual : float; + iCandleDia, iBarrasPosicao, iTradesDia, iScoreCompra, iScoreVenda : integer; + bDiaNovo, bJanelaAtiva, bC1Valido, bDirecaoAlta, bDirecaoBaixa : boolean; + bSinalForteC1, bRejeicaoAtual : boolean; + bGapAlta, bGapBaixa, bEmMaxAnterior, bEmMinAnterior : boolean; + bGapNaRegiaoAlta, bGapNaRegiaoBaixa : boolean; + bC1DirecionalAlta, bC1DirecionalBaixa : boolean; + bC1RejeicaoAlta, bC1RejeicaoBaixa : boolean; + bFechamentoMediasAlta, bFechamentoMediasBaixa : boolean; + bSinalModoCompra, bSinalModoVenda : boolean; + +begin + iDateAnterior := Date[1]; + fCloseAnterior := Close[1]; + fVolumeAnterior := Volume[1]; + + bDiaNovo := Date <> iDateAnterior; + + if bDiaNovo then + begin + if iDateAnterior > 0 then + begin + fMaxDiaAnterior := fMaxDiaAtual; + fMinDiaAnterior := fMinDiaAtual; + end + else + begin + fMaxDiaAnterior := High; + fMinDiaAnterior := Low; + end; + + iCandleDia := 1; + iBarrasPosicao := 0; + iTradesDia := 0; + + oC1 := Open; + hC1 := High; + lC1 := Low; + cC1 := Close; + + fMaxDiaAtual := High; + fMinDiaAtual := Low; + fGapAbertura := Open - fCloseAnterior; + end + else + begin + iCandleDia := iCandleDia + 1; + + if High > fMaxDiaAtual then + fMaxDiaAtual := High; + + if Low < fMinDiaAtual then + fMinDiaAtual := Low; + end; + + bJanelaAtiva := (Time >= HoraInicioJanela) and (Time <= HoraFimJanela); + + fMME9 := MediaExp(PeriodoMMECurta, Close); + fMME20 := MediaExp(PeriodoMMEIntermediaria, Close); + fMME50 := MediaExp(PeriodoMMELenta, Close); + + rangeC1 := hC1 - lC1; + corpoC1 := Abs(cC1 - oC1); + + bDirecaoAlta := cC1 > oC1; + bDirecaoBaixa := cC1 < oC1; + bC1Valido := (rangeC1 >= MinRangeC1) and ((corpoC1 / Max(rangeC1, 0.01)) >= MinPercCorpoC1); + + pavioSupC1 := hC1 - Max(oC1, cC1); + pavioInfC1 := Min(oC1, cC1) - lC1; + + bGapAlta := fGapAbertura >= GapMinPontos; + bGapBaixa := fGapAbertura <= (-GapMinPontos); + + bEmMaxAnterior := (Abs(cC1 - fMaxDiaAnterior) <= ToleranciaNivelDiaAnterior) + or (Abs(hC1 - fMaxDiaAnterior) <= ToleranciaNivelDiaAnterior); + + bEmMinAnterior := (Abs(cC1 - fMinDiaAnterior) <= ToleranciaNivelDiaAnterior) + or (Abs(lC1 - fMinDiaAnterior) <= ToleranciaNivelDiaAnterior); + + bGapNaRegiaoAlta := bGapAlta and bEmMaxAnterior; + bGapNaRegiaoBaixa := bGapBaixa and bEmMinAnterior; + + fPosFechC1NoRange := (cC1 - lC1) / Max(rangeC1, 0.01); + + bC1DirecionalAlta := bDirecaoAlta + and bC1Valido + and ((corpoC1 / Max(rangeC1, 0.01)) >= ConfirmacaoC2MinPerc) + and (fPosFechC1NoRange >= 0.70); + + bC1DirecionalBaixa := bDirecaoBaixa + and bC1Valido + and ((corpoC1 / Max(rangeC1, 0.01)) >= ConfirmacaoC2MinPerc) + and (fPosFechC1NoRange <= 0.30); + + bC1RejeicaoAlta := bDirecaoAlta + and bC1Valido + and (pavioInfC1 >= (corpoC1 * RazaoPavio)) + and (fPosFechC1NoRange >= 0.55); + + bC1RejeicaoBaixa := bDirecaoBaixa + and bC1Valido + and (pavioSupC1 >= (corpoC1 * RazaoPavio)) + and (fPosFechC1NoRange <= 0.45); + + bFechamentoMediasAlta := (cC1 >= fMME9) and (cC1 >= fMME20) and (cC1 >= fMME50); + bFechamentoMediasBaixa := (cC1 <= fMME9) and (cC1 <= fMME20) and (cC1 <= fMME50); + + bSinalForteC1 := false; + bSinalModoCompra := false; + bSinalModoVenda := false; + + if ConfirmacaoModo = 1 then + begin + bSinalModoCompra := bC1DirecionalAlta; + bSinalModoVenda := bC1DirecionalBaixa; + end; + + if ConfirmacaoModo = 2 then + begin + bSinalModoCompra := bC1RejeicaoAlta; + bSinalModoVenda := bC1RejeicaoBaixa; + end; + + if ConfirmacaoModo = 3 then + begin + bSinalModoCompra := (bC1DirecionalAlta or bC1RejeicaoAlta) and (Volume > fVolumeAnterior); + bSinalModoVenda := (bC1DirecionalBaixa or bC1RejeicaoBaixa) and (Volume > fVolumeAnterior); + end; + + iScoreCompra := 0; + if bGapAlta then + iScoreCompra := iScoreCompra + 1; + if bEmMaxAnterior then + iScoreCompra := iScoreCompra + 1; + if bFechamentoMediasAlta then + iScoreCompra := iScoreCompra + 1; + if bSinalModoCompra then + iScoreCompra := iScoreCompra + 1; + + iScoreVenda := 0; + if bGapBaixa then + iScoreVenda := iScoreVenda + 1; + if bEmMinAnterior then + iScoreVenda := iScoreVenda + 1; + if bFechamentoMediasBaixa then + iScoreVenda := iScoreVenda + 1; + if bSinalModoVenda then + iScoreVenda := iScoreVenda + 1; + + if bDirecaoAlta then + bSinalForteC1 := iScoreCompra >= ScoreMinimoEntrada; + + if bDirecaoBaixa then + bSinalForteC1 := iScoreVenda >= ScoreMinimoEntrada; + + if (not IsBought) and (not IsSold) and bJanelaAtiva and (iTradesDia < MaxTradesPorDia) and (iCandleDia = 1) and bSinalForteC1 then + begin + if bDirecaoAlta then BuyAtMarket; + if bDirecaoBaixa then SellShortAtMarket; + iTradesDia := iTradesDia + 1; + iBarrasPosicao := 0; + end; + + if IsBought or IsSold then + iBarrasPosicao := iBarrasPosicao + 1 + else + iBarrasPosicao := 0; + + if IsBought or IsSold then + begin + oAtual := Open; + hAtual := High; + lAtual := Low; + cAtual := Close; + corpoAtual := Abs(cAtual - oAtual); + + bRejeicaoAtual := false; + + if RejeicaoModo = 1 then + bRejeicaoAtual := (IsBought and (cAtual < oAtual)) or (IsSold and (cAtual > oAtual)); + + if RejeicaoModo = 2 then + bRejeicaoAtual := (IsBought and ((hAtual - cAtual) > (corpoAtual * RazaoPavio))) + or (IsSold and ((cAtual - lAtual) > (corpoAtual * RazaoPavio))); + + if RejeicaoModo = 3 then + bRejeicaoAtual := (IsBought and (cAtual < hC1)) or (IsSold and (cAtual > lC1)); + + if ((iCandleDia >= 3) and bRejeicaoAtual) + or (iBarrasPosicao >= MaxBarrasPosicao) + or (iCandleDia >= 5) + or (Time > HoraFimJanela) then + ClosePosition; + end; +end; diff --git a/automacao_backtests/CANDLE1A4/Reprovados/robo_candle1a4_v38_cm2_rm1_tfcurtoREPROVADO.txt b/automacao_backtests/CANDLE1A4/Reprovados/robo_candle1a4_v38_cm2_rm1_tfcurtoREPROVADO.txt new file mode 100644 index 0000000..d235b7a --- /dev/null +++ b/automacao_backtests/CANDLE1A4/Reprovados/robo_candle1a4_v38_cm2_rm1_tfcurtoREPROVADO.txt @@ -0,0 +1,225 @@ +// Estrategia: robo_candle1a4_v38_cm2_rm1_tfcurto +// Tema: Candle1A4 - operacao apenas nos primeiros 5 candles do dia (grafico 2 min) +// Regras: Le leitura principal do gap no candle 1 + nivel do dia anterior, entrada no candle 1 com sinal forte, +// maximo 1 trade por dia, saida por rejeicao/tempo. +input + ConfirmacaoModo(2); + RejeicaoModo(1); + MinPercCorpoC1(0.45); + MinRangeC1(10); + ConfirmacaoC2MinPerc(0.45); + RazaoPavio(1.4); + GapMinPontos(10); + ToleranciaNivelDiaAnterior(15); + ScoreMinimoEntrada(3); + PeriodoMMECurta(9); + PeriodoMMEIntermediaria(20); + PeriodoMMELenta(50); + MaxBarrasPosicao(11); + HoraInicioJanela(900); + HoraFimJanela(910); + MaxTradesPorDia(1); + +var + oC1, hC1, lC1, cC1, rangeC1, corpoC1, pavioSupC1, pavioInfC1 : float; + fMaxDiaAtual, fMinDiaAtual, fMaxDiaAnterior, fMinDiaAnterior, fGapAbertura : float; + fMME9, fMME20, fMME50 : float; + fPosFechC1NoRange : float; + fCloseAnterior, fVolumeAnterior : float; + iDateAnterior : integer; + oAtual, hAtual, lAtual, cAtual, rangeAtual, corpoAtual : float; + iCandleDia, iBarrasPosicao, iTradesDia, iScoreCompra, iScoreVenda : integer; + bDiaNovo, bJanelaAtiva, bC1Valido, bDirecaoAlta, bDirecaoBaixa : boolean; + bSinalForteC1, bRejeicaoAtual : boolean; + bGapAlta, bGapBaixa, bEmMaxAnterior, bEmMinAnterior : boolean; + bGapNaRegiaoAlta, bGapNaRegiaoBaixa : boolean; + bC1DirecionalAlta, bC1DirecionalBaixa : boolean; + bC1RejeicaoAlta, bC1RejeicaoBaixa : boolean; + bFechamentoMediasAlta, bFechamentoMediasBaixa : boolean; + bSinalModoCompra, bSinalModoVenda : boolean; + +begin + iDateAnterior := Date[1]; + fCloseAnterior := Close[1]; + fVolumeAnterior := Volume[1]; + + bDiaNovo := Date <> iDateAnterior; + + if bDiaNovo then + begin + if iDateAnterior > 0 then + begin + fMaxDiaAnterior := fMaxDiaAtual; + fMinDiaAnterior := fMinDiaAtual; + end + else + begin + fMaxDiaAnterior := High; + fMinDiaAnterior := Low; + end; + + iCandleDia := 1; + iBarrasPosicao := 0; + iTradesDia := 0; + + oC1 := Open; + hC1 := High; + lC1 := Low; + cC1 := Close; + + fMaxDiaAtual := High; + fMinDiaAtual := Low; + fGapAbertura := Open - fCloseAnterior; + end + else + begin + iCandleDia := iCandleDia + 1; + + if High > fMaxDiaAtual then + fMaxDiaAtual := High; + + if Low < fMinDiaAtual then + fMinDiaAtual := Low; + end; + + bJanelaAtiva := (Time >= HoraInicioJanela) and (Time <= HoraFimJanela); + + fMME9 := MediaExp(PeriodoMMECurta, Close); + fMME20 := MediaExp(PeriodoMMEIntermediaria, Close); + fMME50 := MediaExp(PeriodoMMELenta, Close); + + rangeC1 := hC1 - lC1; + corpoC1 := Abs(cC1 - oC1); + + bDirecaoAlta := cC1 > oC1; + bDirecaoBaixa := cC1 < oC1; + bC1Valido := (rangeC1 >= MinRangeC1) and ((corpoC1 / Max(rangeC1, 0.01)) >= MinPercCorpoC1); + + pavioSupC1 := hC1 - Max(oC1, cC1); + pavioInfC1 := Min(oC1, cC1) - lC1; + + bGapAlta := fGapAbertura >= GapMinPontos; + bGapBaixa := fGapAbertura <= (-GapMinPontos); + + bEmMaxAnterior := (Abs(cC1 - fMaxDiaAnterior) <= ToleranciaNivelDiaAnterior) + or (Abs(hC1 - fMaxDiaAnterior) <= ToleranciaNivelDiaAnterior); + + bEmMinAnterior := (Abs(cC1 - fMinDiaAnterior) <= ToleranciaNivelDiaAnterior) + or (Abs(lC1 - fMinDiaAnterior) <= ToleranciaNivelDiaAnterior); + + bGapNaRegiaoAlta := bGapAlta and bEmMaxAnterior; + bGapNaRegiaoBaixa := bGapBaixa and bEmMinAnterior; + + fPosFechC1NoRange := (cC1 - lC1) / Max(rangeC1, 0.01); + + bC1DirecionalAlta := bDirecaoAlta + and bC1Valido + and ((corpoC1 / Max(rangeC1, 0.01)) >= ConfirmacaoC2MinPerc) + and (fPosFechC1NoRange >= 0.70); + + bC1DirecionalBaixa := bDirecaoBaixa + and bC1Valido + and ((corpoC1 / Max(rangeC1, 0.01)) >= ConfirmacaoC2MinPerc) + and (fPosFechC1NoRange <= 0.30); + + bC1RejeicaoAlta := bDirecaoAlta + and bC1Valido + and (pavioInfC1 >= (corpoC1 * RazaoPavio)) + and (fPosFechC1NoRange >= 0.55); + + bC1RejeicaoBaixa := bDirecaoBaixa + and bC1Valido + and (pavioSupC1 >= (corpoC1 * RazaoPavio)) + and (fPosFechC1NoRange <= 0.45); + + bFechamentoMediasAlta := (cC1 >= fMME9) and (cC1 >= fMME20) and (cC1 >= fMME50); + bFechamentoMediasBaixa := (cC1 <= fMME9) and (cC1 <= fMME20) and (cC1 <= fMME50); + + bSinalForteC1 := false; + bSinalModoCompra := false; + bSinalModoVenda := false; + + if ConfirmacaoModo = 1 then + begin + bSinalModoCompra := bC1DirecionalAlta; + bSinalModoVenda := bC1DirecionalBaixa; + end; + + if ConfirmacaoModo = 2 then + begin + bSinalModoCompra := bC1RejeicaoAlta; + bSinalModoVenda := bC1RejeicaoBaixa; + end; + + if ConfirmacaoModo = 3 then + begin + bSinalModoCompra := (bC1DirecionalAlta or bC1RejeicaoAlta) and (Volume > fVolumeAnterior); + bSinalModoVenda := (bC1DirecionalBaixa or bC1RejeicaoBaixa) and (Volume > fVolumeAnterior); + end; + + iScoreCompra := 0; + if bGapAlta then + iScoreCompra := iScoreCompra + 1; + if bEmMaxAnterior then + iScoreCompra := iScoreCompra + 1; + if bFechamentoMediasAlta then + iScoreCompra := iScoreCompra + 1; + if bSinalModoCompra then + iScoreCompra := iScoreCompra + 1; + + iScoreVenda := 0; + if bGapBaixa then + iScoreVenda := iScoreVenda + 1; + if bEmMinAnterior then + iScoreVenda := iScoreVenda + 1; + if bFechamentoMediasBaixa then + iScoreVenda := iScoreVenda + 1; + if bSinalModoVenda then + iScoreVenda := iScoreVenda + 1; + + if bDirecaoAlta then + bSinalForteC1 := iScoreCompra >= ScoreMinimoEntrada; + + if bDirecaoBaixa then + bSinalForteC1 := iScoreVenda >= ScoreMinimoEntrada; + + if (not IsBought) and (not IsSold) and bJanelaAtiva and (iTradesDia < MaxTradesPorDia) and (iCandleDia = 1) and bSinalForteC1 then + begin + if bDirecaoAlta then BuyAtMarket; + if bDirecaoBaixa then SellShortAtMarket; + iTradesDia := iTradesDia + 1; + iBarrasPosicao := 0; + end; + + if IsBought or IsSold then + iBarrasPosicao := iBarrasPosicao + 1 + else + iBarrasPosicao := 0; + + if IsBought or IsSold then + begin + oAtual := Open; + hAtual := High; + lAtual := Low; + cAtual := Close; + corpoAtual := Abs(cAtual - oAtual); + + bRejeicaoAtual := false; + + if RejeicaoModo = 1 then + bRejeicaoAtual := (IsBought and (cAtual < oAtual)) or (IsSold and (cAtual > oAtual)); + + if RejeicaoModo = 2 then + bRejeicaoAtual := (IsBought and ((hAtual - cAtual) > (corpoAtual * RazaoPavio))) + or (IsSold and ((cAtual - lAtual) > (corpoAtual * RazaoPavio))); + + if RejeicaoModo = 3 then + bRejeicaoAtual := (IsBought and (cAtual < hC1)) or (IsSold and (cAtual > lC1)); + + if ((iCandleDia >= 3) and bRejeicaoAtual) + or (iBarrasPosicao >= MaxBarrasPosicao) + or (iCandleDia >= 5) + or (Time > HoraFimJanela) then + ClosePosition; + end; +end; diff --git a/automacao_backtests/CANDLE1A4/Reprovados/robo_candle1a4_v41_cm2_rm2_tfcurtoREPROVADO.txt b/automacao_backtests/CANDLE1A4/Reprovados/robo_candle1a4_v41_cm2_rm2_tfcurtoREPROVADO.txt new file mode 100644 index 0000000..c52d6b7 --- /dev/null +++ b/automacao_backtests/CANDLE1A4/Reprovados/robo_candle1a4_v41_cm2_rm2_tfcurtoREPROVADO.txt @@ -0,0 +1,225 @@ +// Estrategia: robo_candle1a4_v41_cm2_rm2_tfcurto +// Tema: Candle1A4 - operacao apenas nos primeiros 5 candles do dia (grafico 2 min) +// Regras: Le leitura principal do gap no candle 1 + nivel do dia anterior, entrada no candle 1 com sinal forte, +// maximo 1 trade por dia, saida por rejeicao/tempo. +input + ConfirmacaoModo(2); + RejeicaoModo(2); + MinPercCorpoC1(0.35); + MinRangeC1(16); + ConfirmacaoC2MinPerc(0.4); + RazaoPavio(1.2); + GapMinPontos(10); + ToleranciaNivelDiaAnterior(15); + ScoreMinimoEntrada(3); + PeriodoMMECurta(9); + PeriodoMMEIntermediaria(20); + PeriodoMMELenta(50); + MaxBarrasPosicao(6); + HoraInicioJanela(900); + HoraFimJanela(910); + MaxTradesPorDia(1); + +var + oC1, hC1, lC1, cC1, rangeC1, corpoC1, pavioSupC1, pavioInfC1 : float; + fMaxDiaAtual, fMinDiaAtual, fMaxDiaAnterior, fMinDiaAnterior, fGapAbertura : float; + fMME9, fMME20, fMME50 : float; + fPosFechC1NoRange : float; + fCloseAnterior, fVolumeAnterior : float; + iDateAnterior : integer; + oAtual, hAtual, lAtual, cAtual, rangeAtual, corpoAtual : float; + iCandleDia, iBarrasPosicao, iTradesDia, iScoreCompra, iScoreVenda : integer; + bDiaNovo, bJanelaAtiva, bC1Valido, bDirecaoAlta, bDirecaoBaixa : boolean; + bSinalForteC1, bRejeicaoAtual : boolean; + bGapAlta, bGapBaixa, bEmMaxAnterior, bEmMinAnterior : boolean; + bGapNaRegiaoAlta, bGapNaRegiaoBaixa : boolean; + bC1DirecionalAlta, bC1DirecionalBaixa : boolean; + bC1RejeicaoAlta, bC1RejeicaoBaixa : boolean; + bFechamentoMediasAlta, bFechamentoMediasBaixa : boolean; + bSinalModoCompra, bSinalModoVenda : boolean; + +begin + iDateAnterior := Date[1]; + fCloseAnterior := Close[1]; + fVolumeAnterior := Volume[1]; + + bDiaNovo := Date <> iDateAnterior; + + if bDiaNovo then + begin + if iDateAnterior > 0 then + begin + fMaxDiaAnterior := fMaxDiaAtual; + fMinDiaAnterior := fMinDiaAtual; + end + else + begin + fMaxDiaAnterior := High; + fMinDiaAnterior := Low; + end; + + iCandleDia := 1; + iBarrasPosicao := 0; + iTradesDia := 0; + + oC1 := Open; + hC1 := High; + lC1 := Low; + cC1 := Close; + + fMaxDiaAtual := High; + fMinDiaAtual := Low; + fGapAbertura := Open - fCloseAnterior; + end + else + begin + iCandleDia := iCandleDia + 1; + + if High > fMaxDiaAtual then + fMaxDiaAtual := High; + + if Low < fMinDiaAtual then + fMinDiaAtual := Low; + end; + + bJanelaAtiva := (Time >= HoraInicioJanela) and (Time <= HoraFimJanela); + + fMME9 := MediaExp(PeriodoMMECurta, Close); + fMME20 := MediaExp(PeriodoMMEIntermediaria, Close); + fMME50 := MediaExp(PeriodoMMELenta, Close); + + rangeC1 := hC1 - lC1; + corpoC1 := Abs(cC1 - oC1); + + bDirecaoAlta := cC1 > oC1; + bDirecaoBaixa := cC1 < oC1; + bC1Valido := (rangeC1 >= MinRangeC1) and ((corpoC1 / Max(rangeC1, 0.01)) >= MinPercCorpoC1); + + pavioSupC1 := hC1 - Max(oC1, cC1); + pavioInfC1 := Min(oC1, cC1) - lC1; + + bGapAlta := fGapAbertura >= GapMinPontos; + bGapBaixa := fGapAbertura <= (-GapMinPontos); + + bEmMaxAnterior := (Abs(cC1 - fMaxDiaAnterior) <= ToleranciaNivelDiaAnterior) + or (Abs(hC1 - fMaxDiaAnterior) <= ToleranciaNivelDiaAnterior); + + bEmMinAnterior := (Abs(cC1 - fMinDiaAnterior) <= ToleranciaNivelDiaAnterior) + or (Abs(lC1 - fMinDiaAnterior) <= ToleranciaNivelDiaAnterior); + + bGapNaRegiaoAlta := bGapAlta and bEmMaxAnterior; + bGapNaRegiaoBaixa := bGapBaixa and bEmMinAnterior; + + fPosFechC1NoRange := (cC1 - lC1) / Max(rangeC1, 0.01); + + bC1DirecionalAlta := bDirecaoAlta + and bC1Valido + and ((corpoC1 / Max(rangeC1, 0.01)) >= ConfirmacaoC2MinPerc) + and (fPosFechC1NoRange >= 0.70); + + bC1DirecionalBaixa := bDirecaoBaixa + and bC1Valido + and ((corpoC1 / Max(rangeC1, 0.01)) >= ConfirmacaoC2MinPerc) + and (fPosFechC1NoRange <= 0.30); + + bC1RejeicaoAlta := bDirecaoAlta + and bC1Valido + and (pavioInfC1 >= (corpoC1 * RazaoPavio)) + and (fPosFechC1NoRange >= 0.55); + + bC1RejeicaoBaixa := bDirecaoBaixa + and bC1Valido + and (pavioSupC1 >= (corpoC1 * RazaoPavio)) + and (fPosFechC1NoRange <= 0.45); + + bFechamentoMediasAlta := (cC1 >= fMME9) and (cC1 >= fMME20) and (cC1 >= fMME50); + bFechamentoMediasBaixa := (cC1 <= fMME9) and (cC1 <= fMME20) and (cC1 <= fMME50); + + bSinalForteC1 := false; + bSinalModoCompra := false; + bSinalModoVenda := false; + + if ConfirmacaoModo = 1 then + begin + bSinalModoCompra := bC1DirecionalAlta; + bSinalModoVenda := bC1DirecionalBaixa; + end; + + if ConfirmacaoModo = 2 then + begin + bSinalModoCompra := bC1RejeicaoAlta; + bSinalModoVenda := bC1RejeicaoBaixa; + end; + + if ConfirmacaoModo = 3 then + begin + bSinalModoCompra := (bC1DirecionalAlta or bC1RejeicaoAlta) and (Volume > fVolumeAnterior); + bSinalModoVenda := (bC1DirecionalBaixa or bC1RejeicaoBaixa) and (Volume > fVolumeAnterior); + end; + + iScoreCompra := 0; + if bGapAlta then + iScoreCompra := iScoreCompra + 1; + if bEmMaxAnterior then + iScoreCompra := iScoreCompra + 1; + if bFechamentoMediasAlta then + iScoreCompra := iScoreCompra + 1; + if bSinalModoCompra then + iScoreCompra := iScoreCompra + 1; + + iScoreVenda := 0; + if bGapBaixa then + iScoreVenda := iScoreVenda + 1; + if bEmMinAnterior then + iScoreVenda := iScoreVenda + 1; + if bFechamentoMediasBaixa then + iScoreVenda := iScoreVenda + 1; + if bSinalModoVenda then + iScoreVenda := iScoreVenda + 1; + + if bDirecaoAlta then + bSinalForteC1 := iScoreCompra >= ScoreMinimoEntrada; + + if bDirecaoBaixa then + bSinalForteC1 := iScoreVenda >= ScoreMinimoEntrada; + + if (not IsBought) and (not IsSold) and bJanelaAtiva and (iTradesDia < MaxTradesPorDia) and (iCandleDia = 1) and bSinalForteC1 then + begin + if bDirecaoAlta then BuyAtMarket; + if bDirecaoBaixa then SellShortAtMarket; + iTradesDia := iTradesDia + 1; + iBarrasPosicao := 0; + end; + + if IsBought or IsSold then + iBarrasPosicao := iBarrasPosicao + 1 + else + iBarrasPosicao := 0; + + if IsBought or IsSold then + begin + oAtual := Open; + hAtual := High; + lAtual := Low; + cAtual := Close; + corpoAtual := Abs(cAtual - oAtual); + + bRejeicaoAtual := false; + + if RejeicaoModo = 1 then + bRejeicaoAtual := (IsBought and (cAtual < oAtual)) or (IsSold and (cAtual > oAtual)); + + if RejeicaoModo = 2 then + bRejeicaoAtual := (IsBought and ((hAtual - cAtual) > (corpoAtual * RazaoPavio))) + or (IsSold and ((cAtual - lAtual) > (corpoAtual * RazaoPavio))); + + if RejeicaoModo = 3 then + bRejeicaoAtual := (IsBought and (cAtual < hC1)) or (IsSold and (cAtual > lC1)); + + if ((iCandleDia >= 3) and bRejeicaoAtual) + or (iBarrasPosicao >= MaxBarrasPosicao) + or (iCandleDia >= 5) + or (Time > HoraFimJanela) then + ClosePosition; + end; +end; diff --git a/automacao_backtests/CANDLE1A4/Reprovados/robo_candle1a4_v44_cm2_rm3_tfcurtoREPROVADo.txt b/automacao_backtests/CANDLE1A4/Reprovados/robo_candle1a4_v44_cm2_rm3_tfcurtoREPROVADo.txt new file mode 100644 index 0000000..7cfa084 --- /dev/null +++ b/automacao_backtests/CANDLE1A4/Reprovados/robo_candle1a4_v44_cm2_rm3_tfcurtoREPROVADo.txt @@ -0,0 +1,225 @@ +// Estrategia: robo_candle1a4_v44_cm2_rm3_tfcurto +// Tema: Candle1A4 - operacao apenas nos primeiros 5 candles do dia (grafico 2 min) +// Regras: Le leitura principal do gap no candle 1 + nivel do dia anterior, entrada no candle 1 com sinal forte, +// maximo 1 trade por dia, saida por rejeicao/tempo. +input + ConfirmacaoModo(2); + RejeicaoModo(3); + MinPercCorpoC1(0.5); + MinRangeC1(10); + ConfirmacaoC2MinPerc(0.55); + RazaoPavio(1.8); + GapMinPontos(10); + ToleranciaNivelDiaAnterior(15); + ScoreMinimoEntrada(3); + PeriodoMMECurta(9); + PeriodoMMEIntermediaria(20); + PeriodoMMELenta(50); + MaxBarrasPosicao(9); + HoraInicioJanela(900); + HoraFimJanela(910); + MaxTradesPorDia(1); + +var + oC1, hC1, lC1, cC1, rangeC1, corpoC1, pavioSupC1, pavioInfC1 : float; + fMaxDiaAtual, fMinDiaAtual, fMaxDiaAnterior, fMinDiaAnterior, fGapAbertura : float; + fMME9, fMME20, fMME50 : float; + fPosFechC1NoRange : float; + fCloseAnterior, fVolumeAnterior : float; + iDateAnterior : integer; + oAtual, hAtual, lAtual, cAtual, rangeAtual, corpoAtual : float; + iCandleDia, iBarrasPosicao, iTradesDia, iScoreCompra, iScoreVenda : integer; + bDiaNovo, bJanelaAtiva, bC1Valido, bDirecaoAlta, bDirecaoBaixa : boolean; + bSinalForteC1, bRejeicaoAtual : boolean; + bGapAlta, bGapBaixa, bEmMaxAnterior, bEmMinAnterior : boolean; + bGapNaRegiaoAlta, bGapNaRegiaoBaixa : boolean; + bC1DirecionalAlta, bC1DirecionalBaixa : boolean; + bC1RejeicaoAlta, bC1RejeicaoBaixa : boolean; + bFechamentoMediasAlta, bFechamentoMediasBaixa : boolean; + bSinalModoCompra, bSinalModoVenda : boolean; + +begin + iDateAnterior := Date[1]; + fCloseAnterior := Close[1]; + fVolumeAnterior := Volume[1]; + + bDiaNovo := Date <> iDateAnterior; + + if bDiaNovo then + begin + if iDateAnterior > 0 then + begin + fMaxDiaAnterior := fMaxDiaAtual; + fMinDiaAnterior := fMinDiaAtual; + end + else + begin + fMaxDiaAnterior := High; + fMinDiaAnterior := Low; + end; + + iCandleDia := 1; + iBarrasPosicao := 0; + iTradesDia := 0; + + oC1 := Open; + hC1 := High; + lC1 := Low; + cC1 := Close; + + fMaxDiaAtual := High; + fMinDiaAtual := Low; + fGapAbertura := Open - fCloseAnterior; + end + else + begin + iCandleDia := iCandleDia + 1; + + if High > fMaxDiaAtual then + fMaxDiaAtual := High; + + if Low < fMinDiaAtual then + fMinDiaAtual := Low; + end; + + bJanelaAtiva := (Time >= HoraInicioJanela) and (Time <= HoraFimJanela); + + fMME9 := MediaExp(PeriodoMMECurta, Close); + fMME20 := MediaExp(PeriodoMMEIntermediaria, Close); + fMME50 := MediaExp(PeriodoMMELenta, Close); + + rangeC1 := hC1 - lC1; + corpoC1 := Abs(cC1 - oC1); + + bDirecaoAlta := cC1 > oC1; + bDirecaoBaixa := cC1 < oC1; + bC1Valido := (rangeC1 >= MinRangeC1) and ((corpoC1 / Max(rangeC1, 0.01)) >= MinPercCorpoC1); + + pavioSupC1 := hC1 - Max(oC1, cC1); + pavioInfC1 := Min(oC1, cC1) - lC1; + + bGapAlta := fGapAbertura >= GapMinPontos; + bGapBaixa := fGapAbertura <= (-GapMinPontos); + + bEmMaxAnterior := (Abs(cC1 - fMaxDiaAnterior) <= ToleranciaNivelDiaAnterior) + or (Abs(hC1 - fMaxDiaAnterior) <= ToleranciaNivelDiaAnterior); + + bEmMinAnterior := (Abs(cC1 - fMinDiaAnterior) <= ToleranciaNivelDiaAnterior) + or (Abs(lC1 - fMinDiaAnterior) <= ToleranciaNivelDiaAnterior); + + bGapNaRegiaoAlta := bGapAlta and bEmMaxAnterior; + bGapNaRegiaoBaixa := bGapBaixa and bEmMinAnterior; + + fPosFechC1NoRange := (cC1 - lC1) / Max(rangeC1, 0.01); + + bC1DirecionalAlta := bDirecaoAlta + and bC1Valido + and ((corpoC1 / Max(rangeC1, 0.01)) >= ConfirmacaoC2MinPerc) + and (fPosFechC1NoRange >= 0.70); + + bC1DirecionalBaixa := bDirecaoBaixa + and bC1Valido + and ((corpoC1 / Max(rangeC1, 0.01)) >= ConfirmacaoC2MinPerc) + and (fPosFechC1NoRange <= 0.30); + + bC1RejeicaoAlta := bDirecaoAlta + and bC1Valido + and (pavioInfC1 >= (corpoC1 * RazaoPavio)) + and (fPosFechC1NoRange >= 0.55); + + bC1RejeicaoBaixa := bDirecaoBaixa + and bC1Valido + and (pavioSupC1 >= (corpoC1 * RazaoPavio)) + and (fPosFechC1NoRange <= 0.45); + + bFechamentoMediasAlta := (cC1 >= fMME9) and (cC1 >= fMME20) and (cC1 >= fMME50); + bFechamentoMediasBaixa := (cC1 <= fMME9) and (cC1 <= fMME20) and (cC1 <= fMME50); + + bSinalForteC1 := false; + bSinalModoCompra := false; + bSinalModoVenda := false; + + if ConfirmacaoModo = 1 then + begin + bSinalModoCompra := bC1DirecionalAlta; + bSinalModoVenda := bC1DirecionalBaixa; + end; + + if ConfirmacaoModo = 2 then + begin + bSinalModoCompra := bC1RejeicaoAlta; + bSinalModoVenda := bC1RejeicaoBaixa; + end; + + if ConfirmacaoModo = 3 then + begin + bSinalModoCompra := (bC1DirecionalAlta or bC1RejeicaoAlta) and (Volume > fVolumeAnterior); + bSinalModoVenda := (bC1DirecionalBaixa or bC1RejeicaoBaixa) and (Volume > fVolumeAnterior); + end; + + iScoreCompra := 0; + if bGapAlta then + iScoreCompra := iScoreCompra + 1; + if bEmMaxAnterior then + iScoreCompra := iScoreCompra + 1; + if bFechamentoMediasAlta then + iScoreCompra := iScoreCompra + 1; + if bSinalModoCompra then + iScoreCompra := iScoreCompra + 1; + + iScoreVenda := 0; + if bGapBaixa then + iScoreVenda := iScoreVenda + 1; + if bEmMinAnterior then + iScoreVenda := iScoreVenda + 1; + if bFechamentoMediasBaixa then + iScoreVenda := iScoreVenda + 1; + if bSinalModoVenda then + iScoreVenda := iScoreVenda + 1; + + if bDirecaoAlta then + bSinalForteC1 := iScoreCompra >= ScoreMinimoEntrada; + + if bDirecaoBaixa then + bSinalForteC1 := iScoreVenda >= ScoreMinimoEntrada; + + if (not IsBought) and (not IsSold) and bJanelaAtiva and (iTradesDia < MaxTradesPorDia) and (iCandleDia = 1) and bSinalForteC1 then + begin + if bDirecaoAlta then BuyAtMarket; + if bDirecaoBaixa then SellShortAtMarket; + iTradesDia := iTradesDia + 1; + iBarrasPosicao := 0; + end; + + if IsBought or IsSold then + iBarrasPosicao := iBarrasPosicao + 1 + else + iBarrasPosicao := 0; + + if IsBought or IsSold then + begin + oAtual := Open; + hAtual := High; + lAtual := Low; + cAtual := Close; + corpoAtual := Abs(cAtual - oAtual); + + bRejeicaoAtual := false; + + if RejeicaoModo = 1 then + bRejeicaoAtual := (IsBought and (cAtual < oAtual)) or (IsSold and (cAtual > oAtual)); + + if RejeicaoModo = 2 then + bRejeicaoAtual := (IsBought and ((hAtual - cAtual) > (corpoAtual * RazaoPavio))) + or (IsSold and ((cAtual - lAtual) > (corpoAtual * RazaoPavio))); + + if RejeicaoModo = 3 then + bRejeicaoAtual := (IsBought and (cAtual < hC1)) or (IsSold and (cAtual > lC1)); + + if ((iCandleDia >= 3) and bRejeicaoAtual) + or (iBarrasPosicao >= MaxBarrasPosicao) + or (iCandleDia >= 5) + or (Time > HoraFimJanela) then + ClosePosition; + end; +end; diff --git a/automacao_backtests/CANDLE1A4/Reprovados/robo_candle1a4_v47_cm2_rm1_tfcurtoREPROVADO.txt b/automacao_backtests/CANDLE1A4/Reprovados/robo_candle1a4_v47_cm2_rm1_tfcurtoREPROVADO.txt new file mode 100644 index 0000000..db13102 --- /dev/null +++ b/automacao_backtests/CANDLE1A4/Reprovados/robo_candle1a4_v47_cm2_rm1_tfcurtoREPROVADO.txt @@ -0,0 +1,225 @@ +// Estrategia: robo_candle1a4_v47_cm2_rm1_tfcurto +// Tema: Candle1A4 - operacao apenas nos primeiros 5 candles do dia (grafico 2 min) +// Regras: Le leitura principal do gap no candle 1 + nivel do dia anterior, entrada no candle 1 com sinal forte, +// maximo 1 trade por dia, saida por rejeicao/tempo. +input + ConfirmacaoModo(2); + RejeicaoModo(1); + MinPercCorpoC1(0.4); + MinRangeC1(16); + ConfirmacaoC2MinPerc(0.5); + RazaoPavio(1.6); + GapMinPontos(10); + ToleranciaNivelDiaAnterior(15); + ScoreMinimoEntrada(3); + PeriodoMMECurta(9); + PeriodoMMEIntermediaria(20); + PeriodoMMELenta(50); + MaxBarrasPosicao(12); + HoraInicioJanela(900); + HoraFimJanela(910); + MaxTradesPorDia(1); + +var + oC1, hC1, lC1, cC1, rangeC1, corpoC1, pavioSupC1, pavioInfC1 : float; + fMaxDiaAtual, fMinDiaAtual, fMaxDiaAnterior, fMinDiaAnterior, fGapAbertura : float; + fMME9, fMME20, fMME50 : float; + fPosFechC1NoRange : float; + fCloseAnterior, fVolumeAnterior : float; + iDateAnterior : integer; + oAtual, hAtual, lAtual, cAtual, rangeAtual, corpoAtual : float; + iCandleDia, iBarrasPosicao, iTradesDia, iScoreCompra, iScoreVenda : integer; + bDiaNovo, bJanelaAtiva, bC1Valido, bDirecaoAlta, bDirecaoBaixa : boolean; + bSinalForteC1, bRejeicaoAtual : boolean; + bGapAlta, bGapBaixa, bEmMaxAnterior, bEmMinAnterior : boolean; + bGapNaRegiaoAlta, bGapNaRegiaoBaixa : boolean; + bC1DirecionalAlta, bC1DirecionalBaixa : boolean; + bC1RejeicaoAlta, bC1RejeicaoBaixa : boolean; + bFechamentoMediasAlta, bFechamentoMediasBaixa : boolean; + bSinalModoCompra, bSinalModoVenda : boolean; + +begin + iDateAnterior := Date[1]; + fCloseAnterior := Close[1]; + fVolumeAnterior := Volume[1]; + + bDiaNovo := Date <> iDateAnterior; + + if bDiaNovo then + begin + if iDateAnterior > 0 then + begin + fMaxDiaAnterior := fMaxDiaAtual; + fMinDiaAnterior := fMinDiaAtual; + end + else + begin + fMaxDiaAnterior := High; + fMinDiaAnterior := Low; + end; + + iCandleDia := 1; + iBarrasPosicao := 0; + iTradesDia := 0; + + oC1 := Open; + hC1 := High; + lC1 := Low; + cC1 := Close; + + fMaxDiaAtual := High; + fMinDiaAtual := Low; + fGapAbertura := Open - fCloseAnterior; + end + else + begin + iCandleDia := iCandleDia + 1; + + if High > fMaxDiaAtual then + fMaxDiaAtual := High; + + if Low < fMinDiaAtual then + fMinDiaAtual := Low; + end; + + bJanelaAtiva := (Time >= HoraInicioJanela) and (Time <= HoraFimJanela); + + fMME9 := MediaExp(PeriodoMMECurta, Close); + fMME20 := MediaExp(PeriodoMMEIntermediaria, Close); + fMME50 := MediaExp(PeriodoMMELenta, Close); + + rangeC1 := hC1 - lC1; + corpoC1 := Abs(cC1 - oC1); + + bDirecaoAlta := cC1 > oC1; + bDirecaoBaixa := cC1 < oC1; + bC1Valido := (rangeC1 >= MinRangeC1) and ((corpoC1 / Max(rangeC1, 0.01)) >= MinPercCorpoC1); + + pavioSupC1 := hC1 - Max(oC1, cC1); + pavioInfC1 := Min(oC1, cC1) - lC1; + + bGapAlta := fGapAbertura >= GapMinPontos; + bGapBaixa := fGapAbertura <= (-GapMinPontos); + + bEmMaxAnterior := (Abs(cC1 - fMaxDiaAnterior) <= ToleranciaNivelDiaAnterior) + or (Abs(hC1 - fMaxDiaAnterior) <= ToleranciaNivelDiaAnterior); + + bEmMinAnterior := (Abs(cC1 - fMinDiaAnterior) <= ToleranciaNivelDiaAnterior) + or (Abs(lC1 - fMinDiaAnterior) <= ToleranciaNivelDiaAnterior); + + bGapNaRegiaoAlta := bGapAlta and bEmMaxAnterior; + bGapNaRegiaoBaixa := bGapBaixa and bEmMinAnterior; + + fPosFechC1NoRange := (cC1 - lC1) / Max(rangeC1, 0.01); + + bC1DirecionalAlta := bDirecaoAlta + and bC1Valido + and ((corpoC1 / Max(rangeC1, 0.01)) >= ConfirmacaoC2MinPerc) + and (fPosFechC1NoRange >= 0.70); + + bC1DirecionalBaixa := bDirecaoBaixa + and bC1Valido + and ((corpoC1 / Max(rangeC1, 0.01)) >= ConfirmacaoC2MinPerc) + and (fPosFechC1NoRange <= 0.30); + + bC1RejeicaoAlta := bDirecaoAlta + and bC1Valido + and (pavioInfC1 >= (corpoC1 * RazaoPavio)) + and (fPosFechC1NoRange >= 0.55); + + bC1RejeicaoBaixa := bDirecaoBaixa + and bC1Valido + and (pavioSupC1 >= (corpoC1 * RazaoPavio)) + and (fPosFechC1NoRange <= 0.45); + + bFechamentoMediasAlta := (cC1 >= fMME9) and (cC1 >= fMME20) and (cC1 >= fMME50); + bFechamentoMediasBaixa := (cC1 <= fMME9) and (cC1 <= fMME20) and (cC1 <= fMME50); + + bSinalForteC1 := false; + bSinalModoCompra := false; + bSinalModoVenda := false; + + if ConfirmacaoModo = 1 then + begin + bSinalModoCompra := bC1DirecionalAlta; + bSinalModoVenda := bC1DirecionalBaixa; + end; + + if ConfirmacaoModo = 2 then + begin + bSinalModoCompra := bC1RejeicaoAlta; + bSinalModoVenda := bC1RejeicaoBaixa; + end; + + if ConfirmacaoModo = 3 then + begin + bSinalModoCompra := (bC1DirecionalAlta or bC1RejeicaoAlta) and (Volume > fVolumeAnterior); + bSinalModoVenda := (bC1DirecionalBaixa or bC1RejeicaoBaixa) and (Volume > fVolumeAnterior); + end; + + iScoreCompra := 0; + if bGapAlta then + iScoreCompra := iScoreCompra + 1; + if bEmMaxAnterior then + iScoreCompra := iScoreCompra + 1; + if bFechamentoMediasAlta then + iScoreCompra := iScoreCompra + 1; + if bSinalModoCompra then + iScoreCompra := iScoreCompra + 1; + + iScoreVenda := 0; + if bGapBaixa then + iScoreVenda := iScoreVenda + 1; + if bEmMinAnterior then + iScoreVenda := iScoreVenda + 1; + if bFechamentoMediasBaixa then + iScoreVenda := iScoreVenda + 1; + if bSinalModoVenda then + iScoreVenda := iScoreVenda + 1; + + if bDirecaoAlta then + bSinalForteC1 := iScoreCompra >= ScoreMinimoEntrada; + + if bDirecaoBaixa then + bSinalForteC1 := iScoreVenda >= ScoreMinimoEntrada; + + if (not IsBought) and (not IsSold) and bJanelaAtiva and (iTradesDia < MaxTradesPorDia) and (iCandleDia = 1) and bSinalForteC1 then + begin + if bDirecaoAlta then BuyAtMarket; + if bDirecaoBaixa then SellShortAtMarket; + iTradesDia := iTradesDia + 1; + iBarrasPosicao := 0; + end; + + if IsBought or IsSold then + iBarrasPosicao := iBarrasPosicao + 1 + else + iBarrasPosicao := 0; + + if IsBought or IsSold then + begin + oAtual := Open; + hAtual := High; + lAtual := Low; + cAtual := Close; + corpoAtual := Abs(cAtual - oAtual); + + bRejeicaoAtual := false; + + if RejeicaoModo = 1 then + bRejeicaoAtual := (IsBought and (cAtual < oAtual)) or (IsSold and (cAtual > oAtual)); + + if RejeicaoModo = 2 then + bRejeicaoAtual := (IsBought and ((hAtual - cAtual) > (corpoAtual * RazaoPavio))) + or (IsSold and ((cAtual - lAtual) > (corpoAtual * RazaoPavio))); + + if RejeicaoModo = 3 then + bRejeicaoAtual := (IsBought and (cAtual < hC1)) or (IsSold and (cAtual > lC1)); + + if ((iCandleDia >= 3) and bRejeicaoAtual) + or (iBarrasPosicao >= MaxBarrasPosicao) + or (iCandleDia >= 5) + or (Time > HoraFimJanela) then + ClosePosition; + end; +end; diff --git a/automacao_backtests/CANDLE1A4/Reprovados/robo_candle1a4_v49_cm1_rm2_tfcurtoSEMOPERACAO.txt b/automacao_backtests/CANDLE1A4/Reprovados/robo_candle1a4_v49_cm1_rm2_tfcurtoSEMOPERACAO.txt new file mode 100644 index 0000000..c689025 --- /dev/null +++ b/automacao_backtests/CANDLE1A4/Reprovados/robo_candle1a4_v49_cm1_rm2_tfcurtoSEMOPERACAO.txt @@ -0,0 +1,204 @@ +// Estrategia: robo_candle1a4_v49_cm1_rm2_tfcurto +// Tema: Candle1A4 - operacao apenas nos primeiros 5 candles do dia (grafico 2 min) +// Regras: Le leitura principal do gap no candle 1 + nivel do dia anterior, entrada no candle 1 com sinal forte, +// maximo 1 trade por dia, saida por rejeicao/tempo. +input + ConfirmacaoModo(1); + RejeicaoModo(2); + MinPercCorpoC1(0.5); + MinRangeC1(8); + ConfirmacaoC2MinPerc(0.4); + RazaoPavio(1.2); + GapMinPontos(10); + ToleranciaNivelDiaAnterior(15); + PeriodoMMECurta(9); + PeriodoMMEIntermediaria(20); + PeriodoMMELenta(50); + MaxBarrasPosicao(6); + HoraInicioJanela(900); + HoraFimJanela(910); + MaxTradesPorDia(1); + +var + oC1, hC1, lC1, cC1, rangeC1, corpoC1, pavioSupC1, pavioInfC1 : float; + fMaxDiaAtual, fMinDiaAtual, fMaxDiaAnterior, fMinDiaAnterior, fGapAbertura : float; + fMME9, fMME20, fMME50 : float; + fPosFechC1NoRange : float; + fCloseAnterior, fVolumeAnterior : float; + iDateAnterior : integer; + oAtual, hAtual, lAtual, cAtual, rangeAtual, corpoAtual : float; + iCandleDia, iBarrasPosicao, iTradesDia : integer; + bDiaNovo, bJanelaAtiva, bC1Valido, bDirecaoAlta, bDirecaoBaixa : boolean; + bSinalForteC1, bRejeicaoAtual : boolean; + bGapAlta, bGapBaixa, bEmMaxAnterior, bEmMinAnterior : boolean; + bGapNaRegiaoAlta, bGapNaRegiaoBaixa : boolean; + bC1DirecionalAlta, bC1DirecionalBaixa : boolean; + bC1RejeicaoAlta, bC1RejeicaoBaixa : boolean; + bFechamentoMediasAlta, bFechamentoMediasBaixa : boolean; + bSinalModoCompra, bSinalModoVenda : boolean; + +begin + iDateAnterior := Date[1]; + fCloseAnterior := Close[1]; + fVolumeAnterior := Volume[1]; + + bDiaNovo := Date <> iDateAnterior; + + if bDiaNovo then + begin + if iDateAnterior > 0 then + begin + fMaxDiaAnterior := fMaxDiaAtual; + fMinDiaAnterior := fMinDiaAtual; + end + else + begin + fMaxDiaAnterior := High; + fMinDiaAnterior := Low; + end; + + iCandleDia := 1; + iBarrasPosicao := 0; + iTradesDia := 0; + + oC1 := Open; + hC1 := High; + lC1 := Low; + cC1 := Close; + + fMaxDiaAtual := High; + fMinDiaAtual := Low; + fGapAbertura := Open - fCloseAnterior; + end + else + begin + iCandleDia := iCandleDia + 1; + + if High > fMaxDiaAtual then + fMaxDiaAtual := High; + + if Low < fMinDiaAtual then + fMinDiaAtual := Low; + end; + + bJanelaAtiva := (Time >= HoraInicioJanela) and (Time <= HoraFimJanela); + + fMME9 := MediaExp(PeriodoMMECurta, Close); + fMME20 := MediaExp(PeriodoMMEIntermediaria, Close); + fMME50 := MediaExp(PeriodoMMELenta, Close); + + rangeC1 := hC1 - lC1; + corpoC1 := Abs(cC1 - oC1); + + bDirecaoAlta := cC1 > oC1; + bDirecaoBaixa := cC1 < oC1; + bC1Valido := (rangeC1 >= MinRangeC1) and ((corpoC1 / Max(rangeC1, 0.01)) >= MinPercCorpoC1); + + pavioSupC1 := hC1 - Max(oC1, cC1); + pavioInfC1 := Min(oC1, cC1) - lC1; + + bGapAlta := fGapAbertura >= GapMinPontos; + bGapBaixa := fGapAbertura <= (-GapMinPontos); + + bEmMaxAnterior := (Abs(cC1 - fMaxDiaAnterior) <= ToleranciaNivelDiaAnterior) + or (Abs(hC1 - fMaxDiaAnterior) <= ToleranciaNivelDiaAnterior); + + bEmMinAnterior := (Abs(cC1 - fMinDiaAnterior) <= ToleranciaNivelDiaAnterior) + or (Abs(lC1 - fMinDiaAnterior) <= ToleranciaNivelDiaAnterior); + + bGapNaRegiaoAlta := bGapAlta and bEmMaxAnterior; + bGapNaRegiaoBaixa := bGapBaixa and bEmMinAnterior; + + fPosFechC1NoRange := (cC1 - lC1) / Max(rangeC1, 0.01); + + bC1DirecionalAlta := bDirecaoAlta + and bC1Valido + and ((corpoC1 / Max(rangeC1, 0.01)) >= ConfirmacaoC2MinPerc) + and (fPosFechC1NoRange >= 0.70); + + bC1DirecionalBaixa := bDirecaoBaixa + and bC1Valido + and ((corpoC1 / Max(rangeC1, 0.01)) >= ConfirmacaoC2MinPerc) + and (fPosFechC1NoRange <= 0.30); + + bC1RejeicaoAlta := bDirecaoAlta + and bC1Valido + and (pavioInfC1 >= (corpoC1 * RazaoPavio)) + and (fPosFechC1NoRange >= 0.55); + + bC1RejeicaoBaixa := bDirecaoBaixa + and bC1Valido + and (pavioSupC1 >= (corpoC1 * RazaoPavio)) + and (fPosFechC1NoRange <= 0.45); + + bFechamentoMediasAlta := (cC1 >= fMME9) and (cC1 >= fMME20) and (cC1 >= fMME50); + bFechamentoMediasBaixa := (cC1 <= fMME9) and (cC1 <= fMME20) and (cC1 <= fMME50); + + bSinalForteC1 := false; + bSinalModoCompra := false; + bSinalModoVenda := false; + + if ConfirmacaoModo = 1 then + begin + bSinalModoCompra := bC1DirecionalAlta; + bSinalModoVenda := bC1DirecionalBaixa; + end; + + if ConfirmacaoModo = 2 then + begin + bSinalModoCompra := bC1RejeicaoAlta; + bSinalModoVenda := bC1RejeicaoBaixa; + end; + + if ConfirmacaoModo = 3 then + begin + bSinalModoCompra := (bC1DirecionalAlta or bC1RejeicaoAlta) and (Volume > fVolumeAnterior); + bSinalModoVenda := (bC1DirecionalBaixa or bC1RejeicaoBaixa) and (Volume > fVolumeAnterior); + end; + + if bDirecaoAlta then + bSinalForteC1 := bSinalModoCompra and bGapNaRegiaoAlta and bFechamentoMediasAlta; + + if bDirecaoBaixa then + bSinalForteC1 := bSinalModoVenda and bGapNaRegiaoBaixa and bFechamentoMediasBaixa; + + if (not IsBought) and (not IsSold) and bJanelaAtiva and (iTradesDia < MaxTradesPorDia) and (iCandleDia = 1) and bSinalForteC1 then + begin + if bDirecaoAlta then BuyAtMarket; + if bDirecaoBaixa then SellShortAtMarket; + iTradesDia := iTradesDia + 1; + iBarrasPosicao := 0; + end; + + if IsBought or IsSold then + iBarrasPosicao := iBarrasPosicao + 1 + else + iBarrasPosicao := 0; + + if IsBought or IsSold then + begin + oAtual := Open; + hAtual := High; + lAtual := Low; + cAtual := Close; + corpoAtual := Abs(cAtual - oAtual); + + bRejeicaoAtual := false; + + if RejeicaoModo = 1 then + bRejeicaoAtual := (IsBought and (cAtual < oAtual)) or (IsSold and (cAtual > oAtual)); + + if RejeicaoModo = 2 then + bRejeicaoAtual := (IsBought and ((hAtual - cAtual) > (corpoAtual * RazaoPavio))) + or (IsSold and ((cAtual - lAtual) > (corpoAtual * RazaoPavio))); + + if RejeicaoModo = 3 then + bRejeicaoAtual := (IsBought and (cAtual < hC1)) or (IsSold and (cAtual > lC1)); + + if ((iCandleDia >= 3) and bRejeicaoAtual) + or (iBarrasPosicao >= MaxBarrasPosicao) + or (iCandleDia >= 5) + or (Time > HoraFimJanela) then + ClosePosition; + end; +end; diff --git a/automacao_backtests/CANDLE1A4/Reprovados/robo_candle1a4_v50_cm2_rm2_tfcurtoREPROVADO.txt b/automacao_backtests/CANDLE1A4/Reprovados/robo_candle1a4_v50_cm2_rm2_tfcurtoREPROVADO.txt new file mode 100644 index 0000000..291f680 --- /dev/null +++ b/automacao_backtests/CANDLE1A4/Reprovados/robo_candle1a4_v50_cm2_rm2_tfcurtoREPROVADO.txt @@ -0,0 +1,225 @@ +// Estrategia: robo_candle1a4_v50_cm2_rm2_tfcurto +// Tema: Candle1A4 - operacao apenas nos primeiros 5 candles do dia (grafico 2 min) +// Regras: Le leitura principal do gap no candle 1 + nivel do dia anterior, entrada no candle 1 com sinal forte, +// maximo 1 trade por dia, saida por rejeicao/tempo. +input + ConfirmacaoModo(2); + RejeicaoModo(2); + MinPercCorpoC1(0.55); + MinRangeC1(10); + ConfirmacaoC2MinPerc(0.45); + RazaoPavio(1.4); + GapMinPontos(10); + ToleranciaNivelDiaAnterior(15); + ScoreMinimoEntrada(3); + PeriodoMMECurta(9); + PeriodoMMEIntermediaria(20); + PeriodoMMELenta(50); + MaxBarrasPosicao(7); + HoraInicioJanela(900); + HoraFimJanela(910); + MaxTradesPorDia(1); + +var + oC1, hC1, lC1, cC1, rangeC1, corpoC1, pavioSupC1, pavioInfC1 : float; + fMaxDiaAtual, fMinDiaAtual, fMaxDiaAnterior, fMinDiaAnterior, fGapAbertura : float; + fMME9, fMME20, fMME50 : float; + fPosFechC1NoRange : float; + fCloseAnterior, fVolumeAnterior : float; + iDateAnterior : integer; + oAtual, hAtual, lAtual, cAtual, rangeAtual, corpoAtual : float; + iCandleDia, iBarrasPosicao, iTradesDia, iScoreCompra, iScoreVenda : integer; + bDiaNovo, bJanelaAtiva, bC1Valido, bDirecaoAlta, bDirecaoBaixa : boolean; + bSinalForteC1, bRejeicaoAtual : boolean; + bGapAlta, bGapBaixa, bEmMaxAnterior, bEmMinAnterior : boolean; + bGapNaRegiaoAlta, bGapNaRegiaoBaixa : boolean; + bC1DirecionalAlta, bC1DirecionalBaixa : boolean; + bC1RejeicaoAlta, bC1RejeicaoBaixa : boolean; + bFechamentoMediasAlta, bFechamentoMediasBaixa : boolean; + bSinalModoCompra, bSinalModoVenda : boolean; + +begin + iDateAnterior := Date[1]; + fCloseAnterior := Close[1]; + fVolumeAnterior := Volume[1]; + + bDiaNovo := Date <> iDateAnterior; + + if bDiaNovo then + begin + if iDateAnterior > 0 then + begin + fMaxDiaAnterior := fMaxDiaAtual; + fMinDiaAnterior := fMinDiaAtual; + end + else + begin + fMaxDiaAnterior := High; + fMinDiaAnterior := Low; + end; + + iCandleDia := 1; + iBarrasPosicao := 0; + iTradesDia := 0; + + oC1 := Open; + hC1 := High; + lC1 := Low; + cC1 := Close; + + fMaxDiaAtual := High; + fMinDiaAtual := Low; + fGapAbertura := Open - fCloseAnterior; + end + else + begin + iCandleDia := iCandleDia + 1; + + if High > fMaxDiaAtual then + fMaxDiaAtual := High; + + if Low < fMinDiaAtual then + fMinDiaAtual := Low; + end; + + bJanelaAtiva := (Time >= HoraInicioJanela) and (Time <= HoraFimJanela); + + fMME9 := MediaExp(PeriodoMMECurta, Close); + fMME20 := MediaExp(PeriodoMMEIntermediaria, Close); + fMME50 := MediaExp(PeriodoMMELenta, Close); + + rangeC1 := hC1 - lC1; + corpoC1 := Abs(cC1 - oC1); + + bDirecaoAlta := cC1 > oC1; + bDirecaoBaixa := cC1 < oC1; + bC1Valido := (rangeC1 >= MinRangeC1) and ((corpoC1 / Max(rangeC1, 0.01)) >= MinPercCorpoC1); + + pavioSupC1 := hC1 - Max(oC1, cC1); + pavioInfC1 := Min(oC1, cC1) - lC1; + + bGapAlta := fGapAbertura >= GapMinPontos; + bGapBaixa := fGapAbertura <= (-GapMinPontos); + + bEmMaxAnterior := (Abs(cC1 - fMaxDiaAnterior) <= ToleranciaNivelDiaAnterior) + or (Abs(hC1 - fMaxDiaAnterior) <= ToleranciaNivelDiaAnterior); + + bEmMinAnterior := (Abs(cC1 - fMinDiaAnterior) <= ToleranciaNivelDiaAnterior) + or (Abs(lC1 - fMinDiaAnterior) <= ToleranciaNivelDiaAnterior); + + bGapNaRegiaoAlta := bGapAlta and bEmMaxAnterior; + bGapNaRegiaoBaixa := bGapBaixa and bEmMinAnterior; + + fPosFechC1NoRange := (cC1 - lC1) / Max(rangeC1, 0.01); + + bC1DirecionalAlta := bDirecaoAlta + and bC1Valido + and ((corpoC1 / Max(rangeC1, 0.01)) >= ConfirmacaoC2MinPerc) + and (fPosFechC1NoRange >= 0.70); + + bC1DirecionalBaixa := bDirecaoBaixa + and bC1Valido + and ((corpoC1 / Max(rangeC1, 0.01)) >= ConfirmacaoC2MinPerc) + and (fPosFechC1NoRange <= 0.30); + + bC1RejeicaoAlta := bDirecaoAlta + and bC1Valido + and (pavioInfC1 >= (corpoC1 * RazaoPavio)) + and (fPosFechC1NoRange >= 0.55); + + bC1RejeicaoBaixa := bDirecaoBaixa + and bC1Valido + and (pavioSupC1 >= (corpoC1 * RazaoPavio)) + and (fPosFechC1NoRange <= 0.45); + + bFechamentoMediasAlta := (cC1 >= fMME9) and (cC1 >= fMME20) and (cC1 >= fMME50); + bFechamentoMediasBaixa := (cC1 <= fMME9) and (cC1 <= fMME20) and (cC1 <= fMME50); + + bSinalForteC1 := false; + bSinalModoCompra := false; + bSinalModoVenda := false; + + if ConfirmacaoModo = 1 then + begin + bSinalModoCompra := bC1DirecionalAlta; + bSinalModoVenda := bC1DirecionalBaixa; + end; + + if ConfirmacaoModo = 2 then + begin + bSinalModoCompra := bC1RejeicaoAlta; + bSinalModoVenda := bC1RejeicaoBaixa; + end; + + if ConfirmacaoModo = 3 then + begin + bSinalModoCompra := (bC1DirecionalAlta or bC1RejeicaoAlta) and (Volume > fVolumeAnterior); + bSinalModoVenda := (bC1DirecionalBaixa or bC1RejeicaoBaixa) and (Volume > fVolumeAnterior); + end; + + iScoreCompra := 0; + if bGapAlta then + iScoreCompra := iScoreCompra + 1; + if bEmMaxAnterior then + iScoreCompra := iScoreCompra + 1; + if bFechamentoMediasAlta then + iScoreCompra := iScoreCompra + 1; + if bSinalModoCompra then + iScoreCompra := iScoreCompra + 1; + + iScoreVenda := 0; + if bGapBaixa then + iScoreVenda := iScoreVenda + 1; + if bEmMinAnterior then + iScoreVenda := iScoreVenda + 1; + if bFechamentoMediasBaixa then + iScoreVenda := iScoreVenda + 1; + if bSinalModoVenda then + iScoreVenda := iScoreVenda + 1; + + if bDirecaoAlta then + bSinalForteC1 := iScoreCompra >= ScoreMinimoEntrada; + + if bDirecaoBaixa then + bSinalForteC1 := iScoreVenda >= ScoreMinimoEntrada; + + if (not IsBought) and (not IsSold) and bJanelaAtiva and (iTradesDia < MaxTradesPorDia) and (iCandleDia = 1) and bSinalForteC1 then + begin + if bDirecaoAlta then BuyAtMarket; + if bDirecaoBaixa then SellShortAtMarket; + iTradesDia := iTradesDia + 1; + iBarrasPosicao := 0; + end; + + if IsBought or IsSold then + iBarrasPosicao := iBarrasPosicao + 1 + else + iBarrasPosicao := 0; + + if IsBought or IsSold then + begin + oAtual := Open; + hAtual := High; + lAtual := Low; + cAtual := Close; + corpoAtual := Abs(cAtual - oAtual); + + bRejeicaoAtual := false; + + if RejeicaoModo = 1 then + bRejeicaoAtual := (IsBought and (cAtual < oAtual)) or (IsSold and (cAtual > oAtual)); + + if RejeicaoModo = 2 then + bRejeicaoAtual := (IsBought and ((hAtual - cAtual) > (corpoAtual * RazaoPavio))) + or (IsSold and ((cAtual - lAtual) > (corpoAtual * RazaoPavio))); + + if RejeicaoModo = 3 then + bRejeicaoAtual := (IsBought and (cAtual < hC1)) or (IsSold and (cAtual > lC1)); + + if ((iCandleDia >= 3) and bRejeicaoAtual) + or (iBarrasPosicao >= MaxBarrasPosicao) + or (iCandleDia >= 5) + or (Time > HoraFimJanela) then + ClosePosition; + end; +end; diff --git a/automacao_backtests/CANDLE1A4/Reprovados/robo_candle1a4_v50_cm2_rm2_tfcurtoSEMOPERACAO.txt b/automacao_backtests/CANDLE1A4/Reprovados/robo_candle1a4_v50_cm2_rm2_tfcurtoSEMOPERACAO.txt new file mode 100644 index 0000000..a3bee1a --- /dev/null +++ b/automacao_backtests/CANDLE1A4/Reprovados/robo_candle1a4_v50_cm2_rm2_tfcurtoSEMOPERACAO.txt @@ -0,0 +1,204 @@ +// Estrategia: robo_candle1a4_v50_cm2_rm2_tfcurto +// Tema: Candle1A4 - operacao apenas nos primeiros 5 candles do dia (grafico 2 min) +// Regras: Le leitura principal do gap no candle 1 + nivel do dia anterior, entrada no candle 1 com sinal forte, +// maximo 1 trade por dia, saida por rejeicao/tempo. +input + ConfirmacaoModo(2); + RejeicaoModo(2); + MinPercCorpoC1(0.55); + MinRangeC1(10); + ConfirmacaoC2MinPerc(0.45); + RazaoPavio(1.4); + GapMinPontos(10); + ToleranciaNivelDiaAnterior(15); + PeriodoMMECurta(9); + PeriodoMMEIntermediaria(20); + PeriodoMMELenta(50); + MaxBarrasPosicao(7); + HoraInicioJanela(900); + HoraFimJanela(910); + MaxTradesPorDia(1); + +var + oC1, hC1, lC1, cC1, rangeC1, corpoC1, pavioSupC1, pavioInfC1 : float; + fMaxDiaAtual, fMinDiaAtual, fMaxDiaAnterior, fMinDiaAnterior, fGapAbertura : float; + fMME9, fMME20, fMME50 : float; + fPosFechC1NoRange : float; + fCloseAnterior, fVolumeAnterior : float; + iDateAnterior : integer; + oAtual, hAtual, lAtual, cAtual, rangeAtual, corpoAtual : float; + iCandleDia, iBarrasPosicao, iTradesDia : integer; + bDiaNovo, bJanelaAtiva, bC1Valido, bDirecaoAlta, bDirecaoBaixa : boolean; + bSinalForteC1, bRejeicaoAtual : boolean; + bGapAlta, bGapBaixa, bEmMaxAnterior, bEmMinAnterior : boolean; + bGapNaRegiaoAlta, bGapNaRegiaoBaixa : boolean; + bC1DirecionalAlta, bC1DirecionalBaixa : boolean; + bC1RejeicaoAlta, bC1RejeicaoBaixa : boolean; + bFechamentoMediasAlta, bFechamentoMediasBaixa : boolean; + bSinalModoCompra, bSinalModoVenda : boolean; + +begin + iDateAnterior := Date[1]; + fCloseAnterior := Close[1]; + fVolumeAnterior := Volume[1]; + + bDiaNovo := Date <> iDateAnterior; + + if bDiaNovo then + begin + if iDateAnterior > 0 then + begin + fMaxDiaAnterior := fMaxDiaAtual; + fMinDiaAnterior := fMinDiaAtual; + end + else + begin + fMaxDiaAnterior := High; + fMinDiaAnterior := Low; + end; + + iCandleDia := 1; + iBarrasPosicao := 0; + iTradesDia := 0; + + oC1 := Open; + hC1 := High; + lC1 := Low; + cC1 := Close; + + fMaxDiaAtual := High; + fMinDiaAtual := Low; + fGapAbertura := Open - fCloseAnterior; + end + else + begin + iCandleDia := iCandleDia + 1; + + if High > fMaxDiaAtual then + fMaxDiaAtual := High; + + if Low < fMinDiaAtual then + fMinDiaAtual := Low; + end; + + bJanelaAtiva := (Time >= HoraInicioJanela) and (Time <= HoraFimJanela); + + fMME9 := MediaExp(PeriodoMMECurta, Close); + fMME20 := MediaExp(PeriodoMMEIntermediaria, Close); + fMME50 := MediaExp(PeriodoMMELenta, Close); + + rangeC1 := hC1 - lC1; + corpoC1 := Abs(cC1 - oC1); + + bDirecaoAlta := cC1 > oC1; + bDirecaoBaixa := cC1 < oC1; + bC1Valido := (rangeC1 >= MinRangeC1) and ((corpoC1 / Max(rangeC1, 0.01)) >= MinPercCorpoC1); + + pavioSupC1 := hC1 - Max(oC1, cC1); + pavioInfC1 := Min(oC1, cC1) - lC1; + + bGapAlta := fGapAbertura >= GapMinPontos; + bGapBaixa := fGapAbertura <= (-GapMinPontos); + + bEmMaxAnterior := (Abs(cC1 - fMaxDiaAnterior) <= ToleranciaNivelDiaAnterior) + or (Abs(hC1 - fMaxDiaAnterior) <= ToleranciaNivelDiaAnterior); + + bEmMinAnterior := (Abs(cC1 - fMinDiaAnterior) <= ToleranciaNivelDiaAnterior) + or (Abs(lC1 - fMinDiaAnterior) <= ToleranciaNivelDiaAnterior); + + bGapNaRegiaoAlta := bGapAlta and bEmMaxAnterior; + bGapNaRegiaoBaixa := bGapBaixa and bEmMinAnterior; + + fPosFechC1NoRange := (cC1 - lC1) / Max(rangeC1, 0.01); + + bC1DirecionalAlta := bDirecaoAlta + and bC1Valido + and ((corpoC1 / Max(rangeC1, 0.01)) >= ConfirmacaoC2MinPerc) + and (fPosFechC1NoRange >= 0.70); + + bC1DirecionalBaixa := bDirecaoBaixa + and bC1Valido + and ((corpoC1 / Max(rangeC1, 0.01)) >= ConfirmacaoC2MinPerc) + and (fPosFechC1NoRange <= 0.30); + + bC1RejeicaoAlta := bDirecaoAlta + and bC1Valido + and (pavioInfC1 >= (corpoC1 * RazaoPavio)) + and (fPosFechC1NoRange >= 0.55); + + bC1RejeicaoBaixa := bDirecaoBaixa + and bC1Valido + and (pavioSupC1 >= (corpoC1 * RazaoPavio)) + and (fPosFechC1NoRange <= 0.45); + + bFechamentoMediasAlta := (cC1 >= fMME9) and (cC1 >= fMME20) and (cC1 >= fMME50); + bFechamentoMediasBaixa := (cC1 <= fMME9) and (cC1 <= fMME20) and (cC1 <= fMME50); + + bSinalForteC1 := false; + bSinalModoCompra := false; + bSinalModoVenda := false; + + if ConfirmacaoModo = 1 then + begin + bSinalModoCompra := bC1DirecionalAlta; + bSinalModoVenda := bC1DirecionalBaixa; + end; + + if ConfirmacaoModo = 2 then + begin + bSinalModoCompra := bC1RejeicaoAlta; + bSinalModoVenda := bC1RejeicaoBaixa; + end; + + if ConfirmacaoModo = 3 then + begin + bSinalModoCompra := (bC1DirecionalAlta or bC1RejeicaoAlta) and (Volume > fVolumeAnterior); + bSinalModoVenda := (bC1DirecionalBaixa or bC1RejeicaoBaixa) and (Volume > fVolumeAnterior); + end; + + if bDirecaoAlta then + bSinalForteC1 := bSinalModoCompra and bGapNaRegiaoAlta and bFechamentoMediasAlta; + + if bDirecaoBaixa then + bSinalForteC1 := bSinalModoVenda and bGapNaRegiaoBaixa and bFechamentoMediasBaixa; + + if (not IsBought) and (not IsSold) and bJanelaAtiva and (iTradesDia < MaxTradesPorDia) and (iCandleDia = 1) and bSinalForteC1 then + begin + if bDirecaoAlta then BuyAtMarket; + if bDirecaoBaixa then SellShortAtMarket; + iTradesDia := iTradesDia + 1; + iBarrasPosicao := 0; + end; + + if IsBought or IsSold then + iBarrasPosicao := iBarrasPosicao + 1 + else + iBarrasPosicao := 0; + + if IsBought or IsSold then + begin + oAtual := Open; + hAtual := High; + lAtual := Low; + cAtual := Close; + corpoAtual := Abs(cAtual - oAtual); + + bRejeicaoAtual := false; + + if RejeicaoModo = 1 then + bRejeicaoAtual := (IsBought and (cAtual < oAtual)) or (IsSold and (cAtual > oAtual)); + + if RejeicaoModo = 2 then + bRejeicaoAtual := (IsBought and ((hAtual - cAtual) > (corpoAtual * RazaoPavio))) + or (IsSold and ((cAtual - lAtual) > (corpoAtual * RazaoPavio))); + + if RejeicaoModo = 3 then + bRejeicaoAtual := (IsBought and (cAtual < hC1)) or (IsSold and (cAtual > lC1)); + + if ((iCandleDia >= 3) and bRejeicaoAtual) + or (iBarrasPosicao >= MaxBarrasPosicao) + or (iCandleDia >= 5) + or (Time > HoraFimJanela) then + ClosePosition; + end; +end; diff --git a/automacao_backtests/CANDLE1A4/ajustar_sintaxe_ntsl_candle1a4.ps1 b/automacao_backtests/CANDLE1A4/ajustar_sintaxe_ntsl_candle1a4.ps1 new file mode 100644 index 0000000..8ae2283 --- /dev/null +++ b/automacao_backtests/CANDLE1A4/ajustar_sintaxe_ntsl_candle1a4.ps1 @@ -0,0 +1,56 @@ +$base = "c:\Users\zilva\RepoRobos-marco_Tradeoperador\automacao_backtests\CANDLE1A4\versoes_tf_menor" +$files = Get-ChildItem -Path $base -File | Where-Object { $_.Name -like 'robo_candle1a4_v*.txt' } + +$updated = 0 +foreach ($file in $files) { + $strategyName = [System.IO.Path]::GetFileNameWithoutExtension($file.Name) + $lines = Get-Content -Path $file.FullName + + if ($lines.Count -eq 0) { continue } + + if ($lines[0].Trim() -eq "{") { + $endIdx = -1 + for ($i = 0; $i -lt $lines.Count; $i++) { + if ($lines[$i].Trim() -eq "}") { + $endIdx = $i + break + } + } + + if ($endIdx -ge 0 -and $endIdx -lt ($lines.Count - 1)) { + $lines = $lines[($endIdx + 1)..($lines.Count - 1)] + while ($lines.Count -gt 0 -and [string]::IsNullOrWhiteSpace($lines[0])) { + if ($lines.Count -eq 1) { break } + $lines = $lines[1..($lines.Count - 1)] + } + } + } + + $content = ($lines -join "`r`n") + + $content = $content -replace 'MinPercCorpoC1\((\d+),(\d+)\);', 'MinPercCorpoC1($1.$2);' + $content = $content -replace 'ConfirmacaoC2MinPerc\((\d+),(\d+)\);', 'ConfirmacaoC2MinPerc($1.$2);' + $content = $content -replace 'RazaoPavio\((\d+),(\d+)\);', 'RazaoPavio($1.$2);' + + $content = $content -replace '(?m)^\s*if HabilitarApenasTFMenor and \(Interval\(\) > 5\) then\s*\r?\n\s*Exit;\s*\r?\n', '' + $content = $content -replace 'if \(BarNumber > 1\) then', 'if true then' + $content = $content -replace 'if \(BarNumber > 2\) then', 'if true then' + $content = $content -replace 'if \(BarNumber > 3\) then', 'if true then' + $content = $content -replace 'if \(BarNumber > 4\) then', 'if true then' + $content = $content -replace 'if \(IsBought or IsSold\) and \(BarNumber > 4\) then', 'if (IsBought or IsSold) then' + + if ($content -notmatch '(?m)^//\s*Estrategia:\s*') { + $header = @( + "// Estrategia: $strategyName", + "// Tema: Candle1A4 (Candle 1 ate Candle 4)", + "// Descricao: Leitura do Candle 1, entrada no Candle 2 e saida por rejeicao/tempo.", + "" + ) -join "`r`n" + $content = $header + $content + } + + Set-Content -Path $file.FullName -Value $content -Encoding UTF8 + $updated++ +} + +"TOTAL_AJUSTADOS=$updated" diff --git a/automacao_backtests/CANDLE1A4/catalogo_50_opcoes_candle1a4.txt b/automacao_backtests/CANDLE1A4/catalogo_50_opcoes_candle1a4.txt new file mode 100644 index 0000000..5cf8a30 --- /dev/null +++ b/automacao_backtests/CANDLE1A4/catalogo_50_opcoes_candle1a4.txt @@ -0,0 +1,70 @@ +CATÁLOGO - 50 ROBÔS CANDLE1A4 (CANDLE 1 -> CANDLE 2 CONFIRMAÇÃO -> CANDLE 3/PRÓXIMA REJEIÇÃO SAÍDA) + +Objetivo +- Estratégias para timeframes menores focadas exclusivamente na leitura do Candle 1 do dia. +- Entrada no Candle 2 por confirmação da direção do Candle 1. +- Saída por rejeição a partir do Candle 3; se não houver, mantém até próxima rejeição (com limite de barras). + +1. robo_candle1a4_v01_cm1_rm1_tfcurto | ConfirmacaoModo=1 | RejeicaoModo=1 | MinPercCorpoC1=0,35 | MinRangeC1=8 | ConfirmacaoC2MinPerc=0,4 | RazaoPavio=1,2 | MaxBarrasPosicao=6 +2. robo_candle1a4_v02_cm2_rm1_tfcurto | ConfirmacaoModo=2 | RejeicaoModo=1 | MinPercCorpoC1=0,4 | MinRangeC1=10 | ConfirmacaoC2MinPerc=0,45 | RazaoPavio=1,4 | MaxBarrasPosicao=7 +3. robo_candle1a4_v03_cm3_rm1_tfcurto | ConfirmacaoModo=3 | RejeicaoModo=1 | MinPercCorpoC1=0,45 | MinRangeC1=12 | ConfirmacaoC2MinPerc=0,5 | RazaoPavio=1,6 | MaxBarrasPosicao=8 +4. robo_candle1a4_v04_cm1_rm2_tfcurto | ConfirmacaoModo=1 | RejeicaoModo=2 | MinPercCorpoC1=0,5 | MinRangeC1=14 | ConfirmacaoC2MinPerc=0,55 | RazaoPavio=1,8 | MaxBarrasPosicao=9 +5. robo_candle1a4_v05_cm2_rm2_tfcurto | ConfirmacaoModo=2 | RejeicaoModo=2 | MinPercCorpoC1=0,55 | MinRangeC1=16 | ConfirmacaoC2MinPerc=0,4 | RazaoPavio=1,2 | MaxBarrasPosicao=10 +6. robo_candle1a4_v06_cm3_rm2_tfcurto | ConfirmacaoModo=3 | RejeicaoModo=2 | MinPercCorpoC1=0,35 | MinRangeC1=18 | ConfirmacaoC2MinPerc=0,45 | RazaoPavio=1,4 | MaxBarrasPosicao=11 +7. robo_candle1a4_v07_cm1_rm3_tfcurto | ConfirmacaoModo=1 | RejeicaoModo=3 | MinPercCorpoC1=0,4 | MinRangeC1=8 | ConfirmacaoC2MinPerc=0,5 | RazaoPavio=1,6 | MaxBarrasPosicao=12 +8. robo_candle1a4_v08_cm2_rm3_tfcurto | ConfirmacaoModo=2 | RejeicaoModo=3 | MinPercCorpoC1=0,45 | MinRangeC1=10 | ConfirmacaoC2MinPerc=0,55 | RazaoPavio=1,8 | MaxBarrasPosicao=13 +9. robo_candle1a4_v09_cm3_rm3_tfcurto | ConfirmacaoModo=3 | RejeicaoModo=3 | MinPercCorpoC1=0,5 | MinRangeC1=12 | ConfirmacaoC2MinPerc=0,4 | RazaoPavio=1,2 | MaxBarrasPosicao=6 +10. robo_candle1a4_v10_cm1_rm1_tfcurto | ConfirmacaoModo=1 | RejeicaoModo=1 | MinPercCorpoC1=0,55 | MinRangeC1=14 | ConfirmacaoC2MinPerc=0,45 | RazaoPavio=1,4 | MaxBarrasPosicao=7 +11. robo_candle1a4_v11_cm2_rm1_tfcurto | ConfirmacaoModo=2 | RejeicaoModo=1 | MinPercCorpoC1=0,35 | MinRangeC1=16 | ConfirmacaoC2MinPerc=0,5 | RazaoPavio=1,6 | MaxBarrasPosicao=8 +12. robo_candle1a4_v12_cm3_rm1_tfcurto | ConfirmacaoModo=3 | RejeicaoModo=1 | MinPercCorpoC1=0,4 | MinRangeC1=18 | ConfirmacaoC2MinPerc=0,55 | RazaoPavio=1,8 | MaxBarrasPosicao=9 +13. robo_candle1a4_v13_cm1_rm2_tfcurto | ConfirmacaoModo=1 | RejeicaoModo=2 | MinPercCorpoC1=0,45 | MinRangeC1=8 | ConfirmacaoC2MinPerc=0,4 | RazaoPavio=1,2 | MaxBarrasPosicao=10 +14. robo_candle1a4_v14_cm2_rm2_tfcurto | ConfirmacaoModo=2 | RejeicaoModo=2 | MinPercCorpoC1=0,5 | MinRangeC1=10 | ConfirmacaoC2MinPerc=0,45 | RazaoPavio=1,4 | MaxBarrasPosicao=11 +15. robo_candle1a4_v15_cm3_rm2_tfcurto | ConfirmacaoModo=3 | RejeicaoModo=2 | MinPercCorpoC1=0,55 | MinRangeC1=12 | ConfirmacaoC2MinPerc=0,5 | RazaoPavio=1,6 | MaxBarrasPosicao=12 +16. robo_candle1a4_v16_cm1_rm3_tfcurto | ConfirmacaoModo=1 | RejeicaoModo=3 | MinPercCorpoC1=0,35 | MinRangeC1=14 | ConfirmacaoC2MinPerc=0,55 | RazaoPavio=1,8 | MaxBarrasPosicao=13 +17. robo_candle1a4_v17_cm2_rm3_tfcurto | ConfirmacaoModo=2 | RejeicaoModo=3 | MinPercCorpoC1=0,4 | MinRangeC1=16 | ConfirmacaoC2MinPerc=0,4 | RazaoPavio=1,2 | MaxBarrasPosicao=6 +18. robo_candle1a4_v18_cm3_rm3_tfcurto | ConfirmacaoModo=3 | RejeicaoModo=3 | MinPercCorpoC1=0,45 | MinRangeC1=18 | ConfirmacaoC2MinPerc=0,45 | RazaoPavio=1,4 | MaxBarrasPosicao=7 +19. robo_candle1a4_v19_cm1_rm1_tfcurto | ConfirmacaoModo=1 | RejeicaoModo=1 | MinPercCorpoC1=0,5 | MinRangeC1=8 | ConfirmacaoC2MinPerc=0,5 | RazaoPavio=1,6 | MaxBarrasPosicao=8 +20. robo_candle1a4_v20_cm2_rm1_tfcurto | ConfirmacaoModo=2 | RejeicaoModo=1 | MinPercCorpoC1=0,55 | MinRangeC1=10 | ConfirmacaoC2MinPerc=0,55 | RazaoPavio=1,8 | MaxBarrasPosicao=9 +21. robo_candle1a4_v21_cm3_rm1_tfcurto | ConfirmacaoModo=3 | RejeicaoModo=1 | MinPercCorpoC1=0,35 | MinRangeC1=12 | ConfirmacaoC2MinPerc=0,4 | RazaoPavio=1,2 | MaxBarrasPosicao=10 +22. robo_candle1a4_v22_cm1_rm2_tfcurto | ConfirmacaoModo=1 | RejeicaoModo=2 | MinPercCorpoC1=0,4 | MinRangeC1=14 | ConfirmacaoC2MinPerc=0,45 | RazaoPavio=1,4 | MaxBarrasPosicao=11 +23. robo_candle1a4_v23_cm2_rm2_tfcurto | ConfirmacaoModo=2 | RejeicaoModo=2 | MinPercCorpoC1=0,45 | MinRangeC1=16 | ConfirmacaoC2MinPerc=0,5 | RazaoPavio=1,6 | MaxBarrasPosicao=12 +24. robo_candle1a4_v24_cm3_rm2_tfcurto | ConfirmacaoModo=3 | RejeicaoModo=2 | MinPercCorpoC1=0,5 | MinRangeC1=18 | ConfirmacaoC2MinPerc=0,55 | RazaoPavio=1,8 | MaxBarrasPosicao=13 +25. robo_candle1a4_v25_cm1_rm3_tfcurto | ConfirmacaoModo=1 | RejeicaoModo=3 | MinPercCorpoC1=0,55 | MinRangeC1=8 | ConfirmacaoC2MinPerc=0,4 | RazaoPavio=1,2 | MaxBarrasPosicao=6 +26. robo_candle1a4_v26_cm2_rm3_tfcurto | ConfirmacaoModo=2 | RejeicaoModo=3 | MinPercCorpoC1=0,35 | MinRangeC1=10 | ConfirmacaoC2MinPerc=0,45 | RazaoPavio=1,4 | MaxBarrasPosicao=7 +27. robo_candle1a4_v27_cm3_rm3_tfcurto | ConfirmacaoModo=3 | RejeicaoModo=3 | MinPercCorpoC1=0,4 | MinRangeC1=12 | ConfirmacaoC2MinPerc=0,5 | RazaoPavio=1,6 | MaxBarrasPosicao=8 +28. robo_candle1a4_v28_cm1_rm1_tfcurto | ConfirmacaoModo=1 | RejeicaoModo=1 | MinPercCorpoC1=0,45 | MinRangeC1=14 | ConfirmacaoC2MinPerc=0,55 | RazaoPavio=1,8 | MaxBarrasPosicao=9 +29. robo_candle1a4_v29_cm2_rm1_tfcurto | ConfirmacaoModo=2 | RejeicaoModo=1 | MinPercCorpoC1=0,5 | MinRangeC1=16 | ConfirmacaoC2MinPerc=0,4 | RazaoPavio=1,2 | MaxBarrasPosicao=10 +30. robo_candle1a4_v30_cm3_rm1_tfcurto | ConfirmacaoModo=3 | RejeicaoModo=1 | MinPercCorpoC1=0,55 | MinRangeC1=18 | ConfirmacaoC2MinPerc=0,45 | RazaoPavio=1,4 | MaxBarrasPosicao=11 +31. robo_candle1a4_v31_cm1_rm2_tfcurto | ConfirmacaoModo=1 | RejeicaoModo=2 | MinPercCorpoC1=0,35 | MinRangeC1=8 | ConfirmacaoC2MinPerc=0,5 | RazaoPavio=1,6 | MaxBarrasPosicao=12 +32. robo_candle1a4_v32_cm2_rm2_tfcurto | ConfirmacaoModo=2 | RejeicaoModo=2 | MinPercCorpoC1=0,4 | MinRangeC1=10 | ConfirmacaoC2MinPerc=0,55 | RazaoPavio=1,8 | MaxBarrasPosicao=13 +33. robo_candle1a4_v33_cm3_rm2_tfcurto | ConfirmacaoModo=3 | RejeicaoModo=2 | MinPercCorpoC1=0,45 | MinRangeC1=12 | ConfirmacaoC2MinPerc=0,4 | RazaoPavio=1,2 | MaxBarrasPosicao=6 +34. robo_candle1a4_v34_cm1_rm3_tfcurto | ConfirmacaoModo=1 | RejeicaoModo=3 | MinPercCorpoC1=0,5 | MinRangeC1=14 | ConfirmacaoC2MinPerc=0,45 | RazaoPavio=1,4 | MaxBarrasPosicao=7 +35. robo_candle1a4_v35_cm2_rm3_tfcurto | ConfirmacaoModo=2 | RejeicaoModo=3 | MinPercCorpoC1=0,55 | MinRangeC1=16 | ConfirmacaoC2MinPerc=0,5 | RazaoPavio=1,6 | MaxBarrasPosicao=8 +36. robo_candle1a4_v36_cm3_rm3_tfcurto | ConfirmacaoModo=3 | RejeicaoModo=3 | MinPercCorpoC1=0,35 | MinRangeC1=18 | ConfirmacaoC2MinPerc=0,55 | RazaoPavio=1,8 | MaxBarrasPosicao=9 +37. robo_candle1a4_v37_cm1_rm1_tfcurto | ConfirmacaoModo=1 | RejeicaoModo=1 | MinPercCorpoC1=0,4 | MinRangeC1=8 | ConfirmacaoC2MinPerc=0,4 | RazaoPavio=1,2 | MaxBarrasPosicao=10 +38. robo_candle1a4_v38_cm2_rm1_tfcurto | ConfirmacaoModo=2 | RejeicaoModo=1 | MinPercCorpoC1=0,45 | MinRangeC1=10 | ConfirmacaoC2MinPerc=0,45 | RazaoPavio=1,4 | MaxBarrasPosicao=11 +39. robo_candle1a4_v39_cm3_rm1_tfcurto | ConfirmacaoModo=3 | RejeicaoModo=1 | MinPercCorpoC1=0,5 | MinRangeC1=12 | ConfirmacaoC2MinPerc=0,5 | RazaoPavio=1,6 | MaxBarrasPosicao=12 +40. robo_candle1a4_v40_cm1_rm2_tfcurto | ConfirmacaoModo=1 | RejeicaoModo=2 | MinPercCorpoC1=0,55 | MinRangeC1=14 | ConfirmacaoC2MinPerc=0,55 | RazaoPavio=1,8 | MaxBarrasPosicao=13 +41. robo_candle1a4_v41_cm2_rm2_tfcurto | ConfirmacaoModo=2 | RejeicaoModo=2 | MinPercCorpoC1=0,35 | MinRangeC1=16 | ConfirmacaoC2MinPerc=0,4 | RazaoPavio=1,2 | MaxBarrasPosicao=6 +42. robo_candle1a4_v42_cm3_rm2_tfcurto | ConfirmacaoModo=3 | RejeicaoModo=2 | MinPercCorpoC1=0,4 | MinRangeC1=18 | ConfirmacaoC2MinPerc=0,45 | RazaoPavio=1,4 | MaxBarrasPosicao=7 +43. robo_candle1a4_v43_cm1_rm3_tfcurto | ConfirmacaoModo=1 | RejeicaoModo=3 | MinPercCorpoC1=0,45 | MinRangeC1=8 | ConfirmacaoC2MinPerc=0,5 | RazaoPavio=1,6 | MaxBarrasPosicao=8 +44. robo_candle1a4_v44_cm2_rm3_tfcurto | ConfirmacaoModo=2 | RejeicaoModo=3 | MinPercCorpoC1=0,5 | MinRangeC1=10 | ConfirmacaoC2MinPerc=0,55 | RazaoPavio=1,8 | MaxBarrasPosicao=9 +45. robo_candle1a4_v45_cm3_rm3_tfcurto | ConfirmacaoModo=3 | RejeicaoModo=3 | MinPercCorpoC1=0,55 | MinRangeC1=12 | ConfirmacaoC2MinPerc=0,4 | RazaoPavio=1,2 | MaxBarrasPosicao=10 +46. robo_candle1a4_v46_cm1_rm1_tfcurto | ConfirmacaoModo=1 | RejeicaoModo=1 | MinPercCorpoC1=0,35 | MinRangeC1=14 | ConfirmacaoC2MinPerc=0,45 | RazaoPavio=1,4 | MaxBarrasPosicao=11 +47. robo_candle1a4_v47_cm2_rm1_tfcurto | ConfirmacaoModo=2 | RejeicaoModo=1 | MinPercCorpoC1=0,4 | MinRangeC1=16 | ConfirmacaoC2MinPerc=0,5 | RazaoPavio=1,6 | MaxBarrasPosicao=12 +48. robo_candle1a4_v48_cm3_rm1_tfcurto | ConfirmacaoModo=3 | RejeicaoModo=1 | MinPercCorpoC1=0,45 | MinRangeC1=18 | ConfirmacaoC2MinPerc=0,55 | RazaoPavio=1,8 | MaxBarrasPosicao=13 +49. robo_candle1a4_v49_cm1_rm2_tfcurto | ConfirmacaoModo=1 | RejeicaoModo=2 | MinPercCorpoC1=0,5 | MinRangeC1=8 | ConfirmacaoC2MinPerc=0,4 | RazaoPavio=1,2 | MaxBarrasPosicao=6 +50. robo_candle1a4_v50_cm2_rm2_tfcurto | ConfirmacaoModo=2 | RejeicaoModo=2 | MinPercCorpoC1=0,55 | MinRangeC1=10 | ConfirmacaoC2MinPerc=0,45 | RazaoPavio=1,4 | MaxBarrasPosicao=7 + + +Para saber se foram aprovados tem que ter resultado. +O resultado tem que ser maior que 60% de operações vencedoras. +O drawdown tem que ser pequeno. +o saldo sempre tem que ser positivo +Um ponto mais positivo seria a quantidade de operações por pequena com a maior taxa de acerto. + +e tb preciso ter uma noção do tamanho do patrimonio necessário. + +No final quero um top 10 e depois um top 5 para operar. +Métodos mais consistentes +Robôs mais consistentes entre timeframes \ No newline at end of file diff --git a/automacao_backtests/CANDLE1A4/reescrever_candle1a4_primeiros5_2min.ps1 b/automacao_backtests/CANDLE1A4/reescrever_candle1a4_primeiros5_2min.ps1 new file mode 100644 index 0000000..d931ca0 --- /dev/null +++ b/automacao_backtests/CANDLE1A4/reescrever_candle1a4_primeiros5_2min.ps1 @@ -0,0 +1,255 @@ +$root = "c:\Users\zilva\RepoRobos-marco_Tradeoperador\automacao_backtests\CANDLE1A4" +$catalog = Join-Path $root "catalogo_50_opcoes_candle1a4.txt" +$dest = Join-Path $root "versoes_tf_menor" + +$lines = Get-Content $catalog +$regex = '^\s*(\d+)\.\s+([^|]+)\|\s+ConfirmacaoModo=(\d+)\s+\|\s+RejeicaoModo=(\d+)\s+\|\s+MinPercCorpoC1=([^|]+)\|\s+MinRangeC1=([^|]+)\|\s+ConfirmacaoC2MinPerc=([^|]+)\|\s+RazaoPavio=([^|]+)\|\s+MaxBarrasPosicao=(\d+)\s*$' + +$updated = 0 +foreach ($line in $lines) { + if ($line -notmatch $regex) { continue } + + $name = ($matches[2]).Trim() + $cm = ($matches[3]).Trim() + $rm = ($matches[4]).Trim() + $minCorpo = (($matches[5]).Trim() -replace ',', '.') + $minRange = (($matches[6]).Trim() -replace ',', '.') + $c2Min = (($matches[7]).Trim() -replace ',', '.') + $razaoPavio = (($matches[8]).Trim() -replace ',', '.') + $maxBars = (($matches[9]).Trim() -replace ',', '.') + + $file = Join-Path $dest ($name + ".txt") + + $content = @" +// Estrategia: $name +// Tema: Candle1A4 - operacao apenas nos primeiros 5 candles do dia (grafico 2 min) +// Regras: Le leitura principal do gap no candle 1 + nivel do dia anterior, entrada no candle 1 com sinal forte, +// maximo 1 trade por dia, saida por rejeicao/tempo. +input + ConfirmacaoModo($cm); + RejeicaoModo($rm); + MinPercCorpoC1($minCorpo); + MinRangeC1($minRange); + ConfirmacaoC2MinPerc($c2Min); + RazaoPavio($razaoPavio); + GapMinPontos(10); + ToleranciaNivelDiaAnterior(15); + ScoreMinimoEntrada(3); + PeriodoMMECurta(9); + PeriodoMMEIntermediaria(20); + PeriodoMMELenta(50); + MaxBarrasPosicao($maxBars); + HoraInicioJanela(900); + HoraFimJanela(910); + MaxTradesPorDia(1); + +var + oC1, hC1, lC1, cC1, rangeC1, corpoC1, pavioSupC1, pavioInfC1 : float; + fMaxDiaAtual, fMinDiaAtual, fMaxDiaAnterior, fMinDiaAnterior, fGapAbertura : float; + fMME9, fMME20, fMME50 : float; + fPosFechC1NoRange : float; + fCloseAnterior, fVolumeAnterior : float; + iDateAnterior : integer; + oAtual, hAtual, lAtual, cAtual, rangeAtual, corpoAtual : float; + iCandleDia, iBarrasPosicao, iTradesDia, iScoreCompra, iScoreVenda : integer; + bDiaNovo, bJanelaAtiva, bC1Valido, bDirecaoAlta, bDirecaoBaixa : boolean; + bSinalForteC1, bRejeicaoAtual : boolean; + bGapAlta, bGapBaixa, bEmMaxAnterior, bEmMinAnterior : boolean; + bGapNaRegiaoAlta, bGapNaRegiaoBaixa : boolean; + bC1DirecionalAlta, bC1DirecionalBaixa : boolean; + bC1RejeicaoAlta, bC1RejeicaoBaixa : boolean; + bFechamentoMediasAlta, bFechamentoMediasBaixa : boolean; + bSinalModoCompra, bSinalModoVenda : boolean; + +begin + iDateAnterior := Date[1]; + fCloseAnterior := Close[1]; + fVolumeAnterior := Volume[1]; + + bDiaNovo := Date <> iDateAnterior; + + if bDiaNovo then + begin + if iDateAnterior > 0 then + begin + fMaxDiaAnterior := fMaxDiaAtual; + fMinDiaAnterior := fMinDiaAtual; + end + else + begin + fMaxDiaAnterior := High; + fMinDiaAnterior := Low; + end; + + iCandleDia := 1; + iBarrasPosicao := 0; + iTradesDia := 0; + + oC1 := Open; + hC1 := High; + lC1 := Low; + cC1 := Close; + + fMaxDiaAtual := High; + fMinDiaAtual := Low; + fGapAbertura := Open - fCloseAnterior; + end + else + begin + iCandleDia := iCandleDia + 1; + + if High > fMaxDiaAtual then + fMaxDiaAtual := High; + + if Low < fMinDiaAtual then + fMinDiaAtual := Low; + end; + + bJanelaAtiva := (Time >= HoraInicioJanela) and (Time <= HoraFimJanela); + + fMME9 := MediaExp(PeriodoMMECurta, Close); + fMME20 := MediaExp(PeriodoMMEIntermediaria, Close); + fMME50 := MediaExp(PeriodoMMELenta, Close); + + rangeC1 := hC1 - lC1; + corpoC1 := Abs(cC1 - oC1); + + bDirecaoAlta := cC1 > oC1; + bDirecaoBaixa := cC1 < oC1; + bC1Valido := (rangeC1 >= MinRangeC1) and ((corpoC1 / Max(rangeC1, 0.01)) >= MinPercCorpoC1); + + pavioSupC1 := hC1 - Max(oC1, cC1); + pavioInfC1 := Min(oC1, cC1) - lC1; + + bGapAlta := fGapAbertura >= GapMinPontos; + bGapBaixa := fGapAbertura <= (-GapMinPontos); + + bEmMaxAnterior := (Abs(cC1 - fMaxDiaAnterior) <= ToleranciaNivelDiaAnterior) + or (Abs(hC1 - fMaxDiaAnterior) <= ToleranciaNivelDiaAnterior); + + bEmMinAnterior := (Abs(cC1 - fMinDiaAnterior) <= ToleranciaNivelDiaAnterior) + or (Abs(lC1 - fMinDiaAnterior) <= ToleranciaNivelDiaAnterior); + + bGapNaRegiaoAlta := bGapAlta and bEmMaxAnterior; + bGapNaRegiaoBaixa := bGapBaixa and bEmMinAnterior; + + fPosFechC1NoRange := (cC1 - lC1) / Max(rangeC1, 0.01); + + bC1DirecionalAlta := bDirecaoAlta + and bC1Valido + and ((corpoC1 / Max(rangeC1, 0.01)) >= ConfirmacaoC2MinPerc) + and (fPosFechC1NoRange >= 0.70); + + bC1DirecionalBaixa := bDirecaoBaixa + and bC1Valido + and ((corpoC1 / Max(rangeC1, 0.01)) >= ConfirmacaoC2MinPerc) + and (fPosFechC1NoRange <= 0.30); + + bC1RejeicaoAlta := bDirecaoAlta + and bC1Valido + and (pavioInfC1 >= (corpoC1 * RazaoPavio)) + and (fPosFechC1NoRange >= 0.55); + + bC1RejeicaoBaixa := bDirecaoBaixa + and bC1Valido + and (pavioSupC1 >= (corpoC1 * RazaoPavio)) + and (fPosFechC1NoRange <= 0.45); + + bFechamentoMediasAlta := (cC1 >= fMME9) and (cC1 >= fMME20) and (cC1 >= fMME50); + bFechamentoMediasBaixa := (cC1 <= fMME9) and (cC1 <= fMME20) and (cC1 <= fMME50); + + bSinalForteC1 := false; + bSinalModoCompra := false; + bSinalModoVenda := false; + + if ConfirmacaoModo = 1 then + begin + bSinalModoCompra := bC1DirecionalAlta; + bSinalModoVenda := bC1DirecionalBaixa; + end; + + if ConfirmacaoModo = 2 then + begin + bSinalModoCompra := bC1RejeicaoAlta; + bSinalModoVenda := bC1RejeicaoBaixa; + end; + + if ConfirmacaoModo = 3 then + begin + bSinalModoCompra := (bC1DirecionalAlta or bC1RejeicaoAlta) and (Volume > fVolumeAnterior); + bSinalModoVenda := (bC1DirecionalBaixa or bC1RejeicaoBaixa) and (Volume > fVolumeAnterior); + end; + + iScoreCompra := 0; + if bGapAlta then + iScoreCompra := iScoreCompra + 1; + if bEmMaxAnterior then + iScoreCompra := iScoreCompra + 1; + if bFechamentoMediasAlta then + iScoreCompra := iScoreCompra + 1; + if bSinalModoCompra then + iScoreCompra := iScoreCompra + 1; + + iScoreVenda := 0; + if bGapBaixa then + iScoreVenda := iScoreVenda + 1; + if bEmMinAnterior then + iScoreVenda := iScoreVenda + 1; + if bFechamentoMediasBaixa then + iScoreVenda := iScoreVenda + 1; + if bSinalModoVenda then + iScoreVenda := iScoreVenda + 1; + + if bDirecaoAlta then + bSinalForteC1 := iScoreCompra >= ScoreMinimoEntrada; + + if bDirecaoBaixa then + bSinalForteC1 := iScoreVenda >= ScoreMinimoEntrada; + + if (not IsBought) and (not IsSold) and bJanelaAtiva and (iTradesDia < MaxTradesPorDia) and (iCandleDia = 1) and bSinalForteC1 then + begin + if bDirecaoAlta then BuyAtMarket; + if bDirecaoBaixa then SellShortAtMarket; + iTradesDia := iTradesDia + 1; + iBarrasPosicao := 0; + end; + + if IsBought or IsSold then + iBarrasPosicao := iBarrasPosicao + 1 + else + iBarrasPosicao := 0; + + if IsBought or IsSold then + begin + oAtual := Open; + hAtual := High; + lAtual := Low; + cAtual := Close; + corpoAtual := Abs(cAtual - oAtual); + + bRejeicaoAtual := false; + + if RejeicaoModo = 1 then + bRejeicaoAtual := (IsBought and (cAtual < oAtual)) or (IsSold and (cAtual > oAtual)); + + if RejeicaoModo = 2 then + bRejeicaoAtual := (IsBought and ((hAtual - cAtual) > (corpoAtual * RazaoPavio))) + or (IsSold and ((cAtual - lAtual) > (corpoAtual * RazaoPavio))); + + if RejeicaoModo = 3 then + bRejeicaoAtual := (IsBought and (cAtual < hC1)) or (IsSold and (cAtual > lC1)); + + if ((iCandleDia >= 3) and bRejeicaoAtual) + or (iBarrasPosicao >= MaxBarrasPosicao) + or (iCandleDia >= 5) + or (Time > HoraFimJanela) then + ClosePosition; + end; +end; +"@ + + Set-Content -Path $file -Value $content -Encoding UTF8 + $updated++ +} + +"TOTAL_REESCRITOS=$updated" diff --git a/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/2.csv b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/2.csv new file mode 100644 index 0000000..1dfeb2a --- /dev/null +++ b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/2.csv @@ -0,0 +1,25 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 24/10/2025 +Data Final: 04/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;14/11/2025 09:02:00;14/11/2025 09:12:00;10min;1;1;V;164.730,00;164.700,00;188.690,00;No;-6,00;-30,00;1;-6,00;-30,00;0,00;0,00;0,00; - ;-6,00 +WINJ26;21/11/2025 09:04:00;21/11/2025 09:08:00;4min;1;1;V;162.000,00;161.840,00;188.690,00;No;-32,00;-160,00;2;-32,00;-160,00;0,00;0,00;0,00;7d;-38,00 +WINJ26;04/12/2025 09:06:00;04/12/2025 09:20:00;14min;1;1;C;169.500,00;170.000,00;188.690,00;No;100,00;500,00;3;100,00;500,00;0,00;0,00;0,00;13d;62,00 +WINJ26;16/12/2025 09:04:00;16/12/2025 09:12:00;8min;1;1;V;167.000,00;168.490,00;188.690,00;Sim;298,00;1.490,00;4;298,00;1.490,00;0,00;0,00;0,00;11d23h;360,00 +WINJ26;17/12/2025 09:02:00;17/12/2025 09:08:00;6min;1;1;V;164.410,00;164.015,00;188.690,00;No;-79,00;-395,00;5;-79,00;-395,00;0,00;0,00;0,00;23h58min;281,00 +WINJ26;26/12/2025 09:02:00;26/12/2025 09:06:00;4min;1;1;V;165.605,00;165.490,00;188.690,00;Sim;-23,00;-115,00;6;-23,00;-115,00;0,00;0,00;0,00;9d;258,00 +WINJ26;30/12/2025 09:02:00;30/12/2025 09:10:00;8min;1;1;C;166.780,00;167.200,00;188.690,00;Sim;84,00;420,00;7;84,00;420,00;0,00;0,00;0,00;4d;342,00 +WINJ26;02/01/2026 09:02:00;02/01/2026 09:08:00;6min;1;1;C;167.910,00;167.730,00;188.690,00;No;-36,00;-180,00;8;-36,00;-180,00;0,00;0,00;0,00;3d;306,00 +WINJ26;20/01/2026 09:02:00;20/01/2026 09:06:00;4min;1;1;V;169.335,00;168.765,00;188.690,00;Sim;-114,00;-570,00;9;-114,00;-570,00;0,00;0,00;0,00;18d;192,00 +WINJ26;21/01/2026 09:02:00;21/01/2026 09:10:00;8min;1;1;C;171.840,00;172.225,00;188.690,00;No;77,00;385,00;10;77,00;385,00;0,00;0,00;0,00;1d;269,00 +WINJ26;26/01/2026 09:02:00;26/01/2026 09:10:00;8min;1;1;C;185.445,00;186.125,00;188.690,00;No;136,00;680,00;11;136,00;680,00;0,00;0,00;0,00;5d;405,00 +WINJ26;29/01/2026 09:02:00;29/01/2026 09:06:00;4min;1;1;C;192.290,00;191.815,00;188.690,00;No;-95,00;-475,00;12;-95,00;-475,00;0,00;0,00;0,00;3d;310,00 +WINJ26;03/02/2026 09:02:00;03/02/2026 09:06:00;4min;1;1;C;188.830,00;188.550,00;188.690,00;Sim;-56,00;-280,00;13;-56,00;-280,00;0,00;0,00;0,00;5d;254,00 +WINJ26;06/02/2026 09:02:00;06/02/2026 09:06:00;4min;1;1;C;187.875,00;187.840,00;188.690,00;Sim;-7,00;-35,00;14;-7,00;-35,00;0,00;0,00;0,00;3d;247,00 +WINJ26;11/02/2026 09:02:00;11/02/2026 09:10:00;8min;1;1;C;191.415,00;191.895,00;188.690,00;No;96,00;480,00;15;96,00;480,00;0,00;0,00;0,00;5d;343,00 +WINJ26;13/02/2026 09:02:00;13/02/2026 09:10:00;8min;1;1;V;190.105,00;190.305,00;188.690,00;Sim;40,00;200,00;16;40,00;200,00;0,00;0,00;0,00;2d;383,00 +WINJ26;27/02/2026 09:02:00;27/02/2026 09:10:00;8min;1;1;V;192.585,00;193.255,00;188.690,00;Sim;134,00;670,00;17;134,00;670,00;0,00;0,00;0,00;14d;517,00 +WINJ26;03/03/2026 09:04:00;03/03/2026 09:12:00;8min;1;1;V;187.765,00;187.785,00;188.690,00;No;4,00;20,00;18;4,00;20,00;0,00;0,00;0,00;4d;521,00 +WINJ26;04/03/2026 09:02:00;04/03/2026 09:10:00;8min;1;1;C;187.160,00;187.410,00;188.690,00;Sim;50,00;250,00;19;50,00;250,00;0,00;0,00;0,00;23h58min;571,00 diff --git a/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/detalhamento_tfs_candle1a4.txt b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/detalhamento_tfs_candle1a4.txt new file mode 100644 index 0000000..fe70a28 --- /dev/null +++ b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/detalhamento_tfs_candle1a4.txt @@ -0,0 +1,232 @@ +================================================================== + DETALHAMENTO POR TIMEFRAME - CANDLE1A4 + 05/03/2026 +================================================================== + +Robo TF Trades WR% Saldo DD +----------------------------------------------------------------- + v01_cm1_rm1 1min 12 58,33 295 277 +[OK] v01_cm1_rm1 2min 7 71,43 255 79 + v01_cm1_rm1 3min 25 52 814 178 + v01_cm1_rm1 4min 26 50 315 199 + v01_cm1_rm1 5min 29 44,83 215 368 + v01_cm1_rm1 15min 34 58,82 -190 525 +[OK] v01_cm1_rm1 30min 32 68,75 984 243 + v01_cm1_rm1 60min 42 52,38 708 1136 + v02_cm2_rm1 1min 11 54,55 50 277 + v02_cm2_rm1 2min 23 52,17 479 188 + v02_cm2_rm1 3min 23 56,52 883 178 + v02_cm2_rm1 4min 21 42,86 182 270 + v02_cm2_rm1 5min 27 40,74 -4 501 +[OK] v02_cm2_rm1 15min 28 64,29 88 257 +[OK] v02_cm2_rm1 30min 27 66,67 658 254 + v02_cm2_rm1 60min 40 55 790 1058 +[OK] v03_cm3_rm1 1min 5 80 349 178 +[OK] v03_cm3_rm1 2min 7 71,43 255 79 + v03_cm3_rm1 3min 19 52,63 817 178 + v03_cm3_rm1 4min 18 33,33 -226 496 + v03_cm3_rm1 5min 19 26,32 -349 451 + v03_cm3_rm1 15min 19 63,16 -50 257 + v03_cm3_rm1 30min 14 57,14 68 299 +[OK] v03_cm3_rm1 60min 23 60,87 1076 572 + v04_cm1_rm2 1min 8 62,5 -29 290 + v04_cm1_rm2 2min 19 52,63 540 234 + v04_cm1_rm2 3min 19 52,63 730 197 + v04_cm1_rm2 4min 17 35,29 -581 637 + v04_cm1_rm2 5min 20 30 -374 476 + v04_cm1_rm2 15min 21 66,67 -14 257 +[OK] v04_cm1_rm2 30min 16 62,5 99 268 +[OK] v04_cm1_rm2 60min 23 60,87 1005 643 + v06_cm3_rm2 1min 4 75 179 112 + v06_cm3_rm2 4min 18 38,89 -420 578 + v06_cm3_rm2 5min 20 30 -314 446 + v06_cm3_rm2 15min 20 60 -77 257 + v06_cm3_rm2 30min 14 57,14 68 299 +[OK] v06_cm3_rm2 60min 23 60,87 1076 572 +[OK] v07_cm1_rm3 1min 8 62,5 115 272 + v07_cm1_rm3 2min 19 52,63 571 168 + v07_cm1_rm3 3min 19 52,63 678 178 + v07_cm1_rm3 4min 18 33,33 -255 496 + v07_cm1_rm3 5min 20 35 -201 338 + v07_cm1_rm3 15min 21 66,67 -14 257 +[OK] v07_cm1_rm3 30min 17 64,71 237 268 + v07_cm1_rm3 60min 25 60 866 793 +[OK] v09_cm3_rm3 1min 5 80 339 178 + v09_cm3_rm3 2min 4 50 689 63 + v09_cm3_rm3 5min 19 31,58 -275 412 + v09_cm3_rm3 15min 19 63,16 -50 257 + v09_cm3_rm3 30min 14 57,14 68 299 +[OK] v09_cm3_rm3 60min 23 60,87 1076 572 +[OK] v10_cm1_rm1 1min 8 62,5 120 277 +[OK] v10_cm1_rm1 2min 7 71,43 255 79 + v10_cm1_rm1 3min 19 52,63 817 178 + v10_cm1_rm1 4min 17 29,41 -405 496 + v10_cm1_rm1 5min 20 30 -275 377 + v10_cm1_rm1 15min 21 66,67 -14 257 +[OK] v10_cm1_rm1 30min 16 62,5 99 268 +[OK] v10_cm1_rm1 60min 23 60,87 1005 643 +[OK] v12_cm3_rm1 1min 5 80 349 178 +[OK] v12_cm3_rm1 2min 7 71,43 255 79 + v12_cm3_rm1 3min 19 52,63 817 178 + v12_cm3_rm1 4min 17 29,41 -405 496 + v12_cm3_rm1 5min 19 26,32 -349 451 + v12_cm3_rm1 15min 19 63,16 -50 257 + v12_cm3_rm1 30min 14 57,14 68 299 +[OK] v12_cm3_rm1 60min 22 63,64 1226 422 + v13_cm1_rm2 1min 9 55,56 -84 311 + v13_cm1_rm2 2min 19 52,63 672 188 + v13_cm1_rm2 3min 20 50 719 197 + v13_cm1_rm2 4min 18 38,89 -420 578 +[OK] v15_cm3_rm2 1min 5 80 316 112 + v15_cm3_rm2 2min 19 52,63 536 234 + v15_cm3_rm2 3min 19 52,63 730 197 + v15_cm3_rm2 4min 17 35,29 -599 655 + v15_cm3_rm2 5min 19 26,32 -448 550 + v15_cm3_rm2 15min 19 63,16 -50 257 + v15_cm3_rm2 30min 14 57,14 68 299 +[OK] v15_cm3_rm2 60min 22 63,64 1226 422 +[OK] v16_cm1_rm3 1min 8 62,5 115 272 +[OK] v16_cm1_rm3 2min 7 71,43 261 63 + v16_cm1_rm3 3min 20 50 652 178 + v16_cm1_rm3 4min 18 33,33 -415 477 + v16_cm1_rm3 5min 20 35 -201 338 + v16_cm1_rm3 15min 23 60,87 -122 340 +[OK] v16_cm1_rm3 30min 18 61,11 151 197 +[OK] v16_cm1_rm3 60min 23 60,87 1005 643 +[OK] v18_cm3_rm3 1min 6 66,67 268 178 +[OK] v18_cm3_rm3 2min 7 71,43 261 63 + v18_cm3_rm3 3min 22 50 611 178 + v18_cm3_rm3 4min 19 36,84 -236 477 + v18_cm3_rm3 5min 20 35 -141 412 + v18_cm3_rm3 15min 22 54,55 -185 340 + v18_cm3_rm3 30min 16 56,25 120 206 +[OK] v18_cm3_rm3 60min 24 62,5 1174 572 +[OK] v19_cm1_rm1 1min 8 62,5 120 277 + v19_cm1_rm1 2min 19 52,63 556 174 + v19_cm1_rm1 3min 21 52,38 793 178 + v19_cm1_rm1 4min 19 36,84 -151 421 + v19_cm1_rm1 15min 23 60,87 -122 340 +[OK] v19_cm1_rm1 30min 19 63,16 289 197 + v19_cm1_rm1 60min 25 60 866 793 + v20_cm2_rm1 15min 2 0 -108 108 + v20_cm2_rm1 30min 2 50 52 41 +[OK] v21_cm3_rm1 1min 6 66,67 278 178 +[OK] v21_cm3_rm1 2min 7 71,43 255 79 + v21_cm3_rm1 3min 22 50 750 178 + v21_cm3_rm1 4min 24 41,67 -311 688 + v21_cm3_rm1 5min 20 30 -215 431 + v21_cm3_rm1 15min 22 54,55 -185 340 + v21_cm3_rm1 30min 2 50 -38 41 + v21_cm3_rm1 60min 4 100 689 0 + v22_cm1_rm2 1min 9 55,56 -158 290 +[OK] v22_cm1_rm2 2min 7 71,43 339 97 + v22_cm1_rm2 3min 22 50 674 197 + v22_cm1_rm2 4min 19 42,11 -345 503 + v22_cm1_rm2 5min 21 33,33 -240 372 + v22_cm1_rm2 15min 24 58,33 -149 340 +[OK] v22_cm1_rm2 30min 18 61,11 151 197 + v22_cm1_rm2 60min 26 61,54 964 793 +[OK] v25_cm1_rm3 1min 8 62,5 115 272 +[OK] v25_cm1_rm3 2min 7 71,43 261 63 + v25_cm1_rm3 3min 20 50 652 178 + v25_cm1_rm3 4min 18 33,33 -415 477 + v25_cm1_rm3 5min 20 35 -201 338 + v25_cm1_rm3 10min 22 50 -442 638 + v25_cm1_rm3 15min 23 60,87 -122 340 +[OK] v25_cm1_rm3 30min 19 63,16 289 197 +[OK] v25_cm1_rm3 60min 23 60,87 1005 643 +[OK] v27_cm3_rm3 1min 5 80 339 178 + v27_cm3_rm3 5min 19 31,58 -275 412 + v27_cm3_rm3 15min 21 57,14 -158 340 + v27_cm3_rm3 30min 2 50 -38 41 + v27_cm3_rm3 40min 24 41,67 103 352 + v27_cm3_rm3 50min 24 54,17 116 757 +[OK] v27_cm3_rm3 55min 25 64 1029 630 + v27_cm3_rm3 60min 4 100 689 0 + v27_cm3_rm3 90min 26 57,69 1195 679 +[OK] v28_cm1_rm1 1min 8 62,5 120 277 +[OK] v28_cm1_rm1 2min 7 71,43 255 79 + v28_cm1_rm1 3min 20 50 791 178 + v28_cm1_rm1 5min 20 30 -275 377 + v28_cm1_rm1 15min 23 60,87 -122 340 +[OK] v28_cm1_rm1 30min 18 61,11 151 197 +[OK] v28_cm1_rm1 60min 23 60,87 1005 643 + v28_cm1_rm1 90min 27 55,56 1014 860 +[OK] v30_cm3_rm1 1min 5 80 349 178 + v30_cm3_rm1 5min 19 26,32 -349 451 + v30_cm3_rm1 15min 21 57,14 -158 340 + v30_cm3_rm1 30min 16 56,25 120 206 +[OK] v30_cm3_rm1 60min 22 63,64 1226 422 + v31_cm1_rm2 1min 8 62,5 -87 290 + v31_cm1_rm2 2min 19 52,63 536 234 + v31_cm1_rm2 3min 21 52,38 717 197 + v31_cm1_rm2 4min 19 42,11 -345 503 + v31_cm1_rm2 5min 20 30 -374 476 + v31_cm1_rm2 15min 23 60,87 -122 340 +[OK] v31_cm1_rm2 30min 19 63,16 289 197 + v31_cm1_rm2 60min 25 60 866 793 +[OK] v33_cm3_rm2 1min 6 66,67 179 178 + v33_cm3_rm2 2min 19 52,63 672 188 + v33_cm3_rm2 3min 22 50 706 197 + v33_cm3_rm2 4min 19 42,11 -345 503 + v33_cm3_rm2 5min 20 30 -286 521 + v33_cm3_rm2 15min 22 54,55 -185 340 + v33_cm3_rm2 30min 16 56,25 120 206 +[OK] v33_cm3_rm2 60min 24 62,5 1174 572 +[OK] v34_cm1_rm3 1min 8 62,5 115 272 + v34_cm1_rm3 3min 21 52,38 654 178 + v34_cm1_rm3 4min 19 36,84 -236 477 + v34_cm1_rm3 5min 20 35 -201 338 + v34_cm1_rm3 15min 23 60,87 -122 340 +[OK] v34_cm1_rm3 30min 18 61,11 151 197 + v34_cm1_rm3 60min 25 60 866 793 +[OK] v36_cm3_rm3 1min 5 80 339 178 + v36_cm3_rm3 5min 19 31,58 -275 412 + v36_cm3_rm3 15min 21 57,14 -158 340 + v36_cm3_rm3 30min 16 56,25 120 206 +[OK] v36_cm3_rm3 60min 22 63,64 1226 422 + v37_cm1_rm1 1min 10 50 50 265 + v37_cm1_rm1 5min 21 33,33 -81 325 + v37_cm1_rm1 15min 24 58,33 -82 328 +[OK] v37_cm1_rm1 30min 19 63,16 350 186 + v37_cm1_rm1 60min 26 65,38 1046 779 +[OK] v39_cm3_rm1 1min 5 80 365 174 + v39_cm3_rm1 5min 19 26,32 -297 407 + v39_cm3_rm1 30min 16 56,25 171 186 +[OK] v39_cm3_rm1 60min 23 65,22 1150 560 +[OK] v40_cm1_rm2 1min 8 62,5 1 276 + v40_cm1_rm2 5min 9 22,22 -318 356 + v40_cm1_rm2 15min 10 50 -200 328 +[OK] v40_cm1_rm2 30min 6 66,67 59 150 +[OK] v40_cm1_rm2 60min 7 85,71 582 278 +[OK] v42_cm3_rm2 1min 6 66,67 266 108 + v42_cm3_rm2 5min 10 30 -180 297 + v42_cm3_rm2 15min 11 45,45 -223 328 +[OK] v42_cm3_rm2 30min 6 66,67 59 150 +[OK] v42_cm3_rm2 60min 7 85,71 582 278 +[OK] v43_cm1_rm3 1min 8 62,5 143 260 + v43_cm1_rm3 5min 9 33,33 -56 156 + v43_cm1_rm3 15min 10 50 -200 328 +[OK] v43_cm1_rm3 30min 6 66,67 59 150 +[OK] v45_cm3_rm3 1min 5 80 355 174 + v45_cm3_rm3 5min 19 31,58 -219 382 + v45_cm3_rm3 15min 21 57,14 -103 328 + v45_cm3_rm3 30min 16 56,25 171 186 +[OK] v45_cm3_rm3 60min 22 68,18 1300 410 + v46_cm1_rm1 1min 9 55,56 80 265 + v46_cm1_rm1 5min 21 33,33 -81 325 + v46_cm1_rm1 15min 24 58,33 -82 328 +[OK] v46_cm1_rm1 30min 18 61,11 210 186 + v46_cm1_rm1 60min 26 65,38 1046 779 + v47_cm2_rm1 15min 2 0 -100 100 + v47_cm2_rm1 47min 2 50 60 37 +[OK] v48_cm3_rm1 1min 5 80 365 174 + v48_cm3_rm1 5min 19 26,32 -297 407 + v48_cm3_rm1 15min 21 57,14 -103 328 + v48_cm3_rm1 30min 16 56,25 171 186 +[OK] v48_cm3_rm1 60min 22 68,18 1300 410 +[OK] v49_cm1_rm2 1min 8 62,5 17 299 + v49_cm1_rm2 5min 20 30 -292 415 + v49_cm1_rm2 15min 23 60,87 -59 328 +[OK] v49_cm1_rm2 30min 19 63,16 350 186 + v49_cm1_rm2 60min 25 64 946 779 diff --git a/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/documento_final_resultado_por_timeframe.txt b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/documento_final_resultado_por_timeframe.txt new file mode 100644 index 0000000..f8fe04d --- /dev/null +++ b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/documento_final_resultado_por_timeframe.txt @@ -0,0 +1,43 @@ +DOCUMENTO FINAL - RESULTADO POR TIMEFRAME (CANDLE1A4) +Gerado em: 04/03/2026 16:23:51 +Periodo dos backtests: 02/02/2026 a 04/03/2026 +Robos comparados: v10_cm1_rm1 e v16_cm1_rm3 + +RESULTADO POR ROBO E TIMEFRAME +Robo | TF | Trades | Wins | Loss | WinRate(%) | Saldo +v10_cm1_rm1 | 1 | 8 | 5 | 3 | 62.5 | 120 +v10_cm1_rm1 | 2 | 7 | 5 | 2 | 71.43 | 255 +v10_cm1_rm1 | 3 | 19 | 10 | 9 | 52.63 | 817 +v10_cm1_rm1 | 4 | 17 | 5 | 11 | 29.41 | -405 +v10_cm1_rm1 | 5 | 20 | 6 | 14 | 30 | -275 +v10_cm1_rm1 | 15 | 21 | 14 | 7 | 66.67 | -14 +v10_cm1_rm1 | 30 | 16 | 10 | 6 | 62.5 | 99 +v10_cm1_rm1 | 60 | 23 | 14 | 7 | 60.87 | 1005 +v16_cm1_rm3 | 1 | 8 | 5 | 3 | 62.5 | 115 +v16_cm1_rm3 | 2 | 7 | 5 | 2 | 71.43 | 261 +v16_cm1_rm3 | 3 | 20 | 10 | 10 | 50 | 652 +v16_cm1_rm3 | 4 | 18 | 6 | 12 | 33.33 | -415 +v16_cm1_rm3 | 5 | 20 | 7 | 13 | 35 | -201 +v16_cm1_rm3 | 15 | 23 | 14 | 9 | 60.87 | -122 +v16_cm1_rm3 | 30 | 18 | 11 | 7 | 61.11 | 151 +v16_cm1_rm3 | 60 | 23 | 14 | 7 | 60.87 | 1005 + +CONSOLIDADO POR TIMEFRAME (SOMA DOS 2 ROBOS) +TF | Trades | WinRate(%) | SaldoTotal +1 | 16 | 62.5 | 235 +2 | 14 | 71.43 | 516 +3 | 39 | 51.28 | 1469 +4 | 35 | 31.43 | -820 +5 | 40 | 32.5 | -476 +15 | 44 | 63.64 | -136 +30 | 34 | 61.76 | 250 +60 | 46 | 60.87 | 2010 + +TIMEFRAMES APROVADOS (criterio: WinRate >= 60 e SaldoTotal > 0): +1, 2, 30, 60 + +RECOMENDACAO FINAL +1) Timeframe principal: 60 (melhor saldo com amostra robusta). +2) Timeframe secundario: 2 (maior taxa de acerto, mas amostra menor). +3) Evitar 4, 5 e 15 neste recorte (saldo agregado negativo). + diff --git a/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/panorama_completo_candle1a4.txt b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/panorama_completo_candle1a4.txt new file mode 100644 index 0000000..4061910 --- /dev/null +++ b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/panorama_completo_candle1a4.txt @@ -0,0 +1,507 @@ +================================================================== + PANORAMA COMPLETO - CANDLE1A4 | 05/03/2026 + Criterios aprovacao: WR>60% | Saldo>0 | DD<=700 | Trades>=5 + Score: 40%risco + 25%consist + 15%WR + 10%saldo + 10%amostra +================================================================== + +[TOP5] #1 V42_CM3_RM2 [Score: 0.6576] >> STOP SEGURO + ALTA PRECISAO + CONSISTENTE + TFs testados : 5 | Aprovados: 3 (60% dos TFs) | [1min, 30min, 60min] + WR medio(%ap): 73% DD pior: 278 pts Saldo(aprov): R$ 907 Trades(aprov): 19 + Saldo GERAL (todos TFs): R$ 504 positivo mesmo somando reprovados + + Detalhe por TF: + TF Trades WR% Saldo DD Status + ----------------------------------------------------------------- + [OK] 1min 6 66.7% 266 108 OK + [--] 5min 10 30% -180 297 WR 30% <= 60% | saldo -180 + [--] 15min 11 45.5% -223 328 WR 45.5% <= 60% | saldo -223 + [OK] 30min 6 66.7% 59 150 OK + [OK] 60min 7 85.7% 582 278 OK + +====================================================================== + +[TOP5] #2 V01_CM1_RM1 [Score: 0.631] >> STOP SEGURO + BOA AMOSTRA + TFs testados : 8 | Aprovados: 2 (25% dos TFs) | [2min, 30min] + WR medio(%ap): 70.1% DD pior: 243 pts Saldo(aprov): R$ 1239 Trades(aprov): 39 + Saldo GERAL (todos TFs): R$ 3396 positivo mesmo somando reprovados + + Detalhe por TF: + TF Trades WR% Saldo DD Status + ----------------------------------------------------------------- + [--] 1min 12 58.3% 295 277 WR 58.3% <= 60% + [OK] 2min 7 71.4% 255 79 OK + [--] 3min 25 52% 814 178 WR 52% <= 60% + [--] 4min 26 50% 315 199 WR 50% <= 60% + [--] 5min 29 44.8% 215 368 WR 44.8% <= 60% + [--] 15min 34 58.8% -190 525 WR 58.8% <= 60% | saldo -190 + [OK] 30min 32 68.8% 984 243 OK + [--] 60min 42 52.4% 708 1136 WR 52.4% <= 60% | DD 1136 > 700 + +====================================================================== + +[TOP5] #3 V40_CM1_RM2 [Score: 0.6289] >> STOP SEGURO + CONSISTENTE + TFs testados : 5 | Aprovados: 3 (60% dos TFs) | [1min, 30min, 60min] + WR medio(%ap): 71.6% DD pior: 278 pts Saldo(aprov): R$ 642 Trades(aprov): 21 + Saldo GERAL (todos TFs): R$ 124 positivo mesmo somando reprovados + + Detalhe por TF: + TF Trades WR% Saldo DD Status + ----------------------------------------------------------------- + [OK] 1min 8 62.5% 1 276 OK + [--] 5min 9 22.2% -318 356 WR 22.2% <= 60% | saldo -318 + [--] 15min 10 50% -200 328 WR 50% <= 60% | saldo -200 + [OK] 30min 6 66.7% 59 150 OK + [OK] 60min 7 85.7% 582 278 OK + +====================================================================== + +[TOP5] #4 V21_CM3_RM1 [Score: 0.5723] >> STOP SEGURO + TFs testados : 8 | Aprovados: 2 (25% dos TFs) | [1min, 2min] + WR medio(%ap): 69.1% DD pior: 178 pts Saldo(aprov): R$ 533 Trades(aprov): 13 + Saldo GERAL (todos TFs): R$ 1223 positivo mesmo somando reprovados + + Detalhe por TF: + TF Trades WR% Saldo DD Status + ----------------------------------------------------------------- + [OK] 1min 6 66.7% 278 178 OK + [OK] 2min 7 71.4% 255 79 OK + [--] 3min 22 50% 750 178 WR 50% <= 60% + [--] 4min 24 41.7% -311 688 WR 41.7% <= 60% | saldo -311 + [--] 5min 20 30% -215 431 WR 30% <= 60% | saldo -215 + [--] 15min 22 54.5% -185 340 WR 54.5% <= 60% | saldo -185 + [--] 30min 2 50% -38 41 WR 50% <= 60% | saldo -38 | apenas 2 trades + [--] 60min 4 100% 689 0 apenas 4 trades + +====================================================================== + +[TOP5] #5 V48_CM3_RM1 [Score: 0.5721] >> ALTA PRECISAO + ALTO RETORNO + TFs testados : 5 | Aprovados: 2 (40% dos TFs) | [1min, 60min] + WR medio(%ap): 74.1% DD pior: 410 pts Saldo(aprov): R$ 1665 Trades(aprov): 27 + Saldo GERAL (todos TFs): R$ 1436 positivo mesmo somando reprovados + + Detalhe por TF: + TF Trades WR% Saldo DD Status + ----------------------------------------------------------------- + [OK] 1min 5 80% 365 174 OK + [--] 5min 19 26.3% -297 407 WR 26.3% <= 60% | saldo -297 + [--] 15min 21 57.1% -103 328 WR 57.1% <= 60% | saldo -103 + [--] 30min 16 56.2% 171 186 WR 56.2% <= 60% + [OK] 60min 22 68.2% 1300 410 OK + +====================================================================== + +[TOP10] #6 V45_CM3_RM3 [Score: 0.5715] >> ALTA PRECISAO + ALTO RETORNO + TFs testados : 5 | Aprovados: 2 (40% dos TFs) | [1min, 60min] + WR medio(%ap): 74.1% DD pior: 410 pts Saldo(aprov): R$ 1655 Trades(aprov): 27 + Saldo GERAL (todos TFs): R$ 1504 positivo mesmo somando reprovados + + Detalhe por TF: + TF Trades WR% Saldo DD Status + ----------------------------------------------------------------- + [OK] 1min 5 80% 355 174 OK + [--] 5min 19 31.6% -219 382 WR 31.6% <= 60% | saldo -219 + [--] 15min 21 57.1% -103 328 WR 57.1% <= 60% | saldo -103 + [--] 30min 16 56.2% 171 186 WR 56.2% <= 60% + [OK] 60min 22 68.2% 1300 410 OK + +====================================================================== + +[TOP10] #7 V02_CM2_RM1 [Score: 0.5694] >> STOP SEGURO + BOA AMOSTRA + TFs testados : 8 | Aprovados: 2 (25% dos TFs) | [15min, 30min] + WR medio(%ap): 65.5% DD pior: 257 pts Saldo(aprov): R$ 746 Trades(aprov): 55 + Saldo GERAL (todos TFs): R$ 3126 positivo mesmo somando reprovados + + Detalhe por TF: + TF Trades WR% Saldo DD Status + ----------------------------------------------------------------- + [--] 1min 11 54.5% 50 277 WR 54.5% <= 60% + [--] 2min 23 52.2% 479 188 WR 52.2% <= 60% + [--] 3min 23 56.5% 883 178 WR 56.5% <= 60% + [--] 4min 21 42.9% 182 270 WR 42.9% <= 60% + [--] 5min 27 40.7% -4 501 WR 40.7% <= 60% | saldo -4 + [OK] 15min 28 64.3% 88 257 OK + [OK] 30min 27 66.7% 658 254 OK + [--] 60min 40 55% 790 1058 WR 55% <= 60% | DD 1058 > 700 + +====================================================================== + +[TOP10] #8 V12_CM3_RM1 [Score: 0.5538] >> ALTO RETORNO + BOA AMOSTRA + TFs testados : 8 | Aprovados: 3 (38% dos TFs) | [1min, 2min, 60min] + WR medio(%ap): 71.7% DD pior: 422 pts Saldo(aprov): R$ 1830 Trades(aprov): 34 + Saldo GERAL (todos TFs): R$ 1911 positivo mesmo somando reprovados + + Detalhe por TF: + TF Trades WR% Saldo DD Status + ----------------------------------------------------------------- + [OK] 1min 5 80% 349 178 OK + [OK] 2min 7 71.4% 255 79 OK + [--] 3min 19 52.6% 817 178 WR 52.6% <= 60% + [--] 4min 17 29.4% -405 496 WR 29.4% <= 60% | saldo -405 + [--] 5min 19 26.3% -349 451 WR 26.3% <= 60% | saldo -349 + [--] 15min 19 63.2% -50 257 saldo -50 + [--] 30min 14 57.1% 68 299 WR 57.1% <= 60% + [OK] 60min 22 63.6% 1226 422 OK + +====================================================================== + +[TOP10] #9 V22_CM1_RM2 [Score: 0.5456] >> STOP SEGURO + TFs testados : 8 | Aprovados: 2 (25% dos TFs) | [2min, 30min] + WR medio(%ap): 66.2% DD pior: 197 pts Saldo(aprov): R$ 490 Trades(aprov): 25 + Saldo GERAL (todos TFs): R$ 1236 positivo mesmo somando reprovados + + Detalhe por TF: + TF Trades WR% Saldo DD Status + ----------------------------------------------------------------- + [--] 1min 9 55.6% -158 290 WR 55.6% <= 60% | saldo -158 + [OK] 2min 7 71.4% 339 97 OK + [--] 3min 22 50% 674 197 WR 50% <= 60% + [--] 4min 19 42.1% -345 503 WR 42.1% <= 60% | saldo -345 + [--] 5min 21 33.3% -240 372 WR 33.3% <= 60% | saldo -240 + [--] 15min 24 58.3% -149 340 WR 58.3% <= 60% | saldo -149 + [OK] 30min 18 61.1% 151 197 OK + [--] 60min 26 61.5% 964 793 DD 793 > 700 + +====================================================================== + +[TOP10] #10 V30_CM3_RM1 [Score: 0.5284] >> ALTO RETORNO + TFs testados : 5 | Aprovados: 2 (40% dos TFs) | [1min, 60min] + WR medio(%ap): 71.8% DD pior: 422 pts Saldo(aprov): R$ 1575 Trades(aprov): 27 + Saldo GERAL (todos TFs): R$ 1188 positivo mesmo somando reprovados + + Detalhe por TF: + TF Trades WR% Saldo DD Status + ----------------------------------------------------------------- + [OK] 1min 5 80% 349 178 OK + [--] 5min 19 26.3% -349 451 WR 26.3% <= 60% | saldo -349 + [--] 15min 21 57.1% -158 340 WR 57.1% <= 60% | saldo -158 + [--] 30min 16 56.2% 120 206 WR 56.2% <= 60% + [OK] 60min 22 63.6% 1226 422 OK + +====================================================================== + + #11 V36_CM3_RM3 [Score: 0.5278] >> ALTO RETORNO + TFs testados : 5 | Aprovados: 2 (40% dos TFs) | [1min, 60min] + WR medio(%ap): 71.8% DD pior: 422 pts Saldo(aprov): R$ 1565 Trades(aprov): 27 + Saldo GERAL (todos TFs): R$ 1252 positivo mesmo somando reprovados + + Detalhe por TF: + TF Trades WR% Saldo DD Status + ----------------------------------------------------------------- + [OK] 1min 5 80% 339 178 OK + [--] 5min 19 31.6% -275 412 WR 31.6% <= 60% | saldo -275 + [--] 15min 21 57.1% -158 340 WR 57.1% <= 60% | saldo -158 + [--] 30min 16 56.2% 120 206 WR 56.2% <= 60% + [OK] 60min 22 63.6% 1226 422 OK + +====================================================================== + + #12 V43_CM1_RM3 [Score: 0.4918] >> STOP SEGURO + CONSISTENTE + TFs testados : 4 | Aprovados: 2 (50% dos TFs) | [1min, 30min] + WR medio(%ap): 64.6% DD pior: 260 pts Saldo(aprov): R$ 202 Trades(aprov): 14 + Saldo GERAL (todos TFs): R$ -54 fica negativo se somar TFs ruins + + Detalhe por TF: + TF Trades WR% Saldo DD Status + ----------------------------------------------------------------- + [OK] 1min 8 62.5% 143 260 OK + [--] 5min 9 33.3% -56 156 WR 33.3% <= 60% | saldo -56 + [--] 15min 10 50% -200 328 WR 50% <= 60% | saldo -200 + [OK] 30min 6 66.7% 59 150 OK + +====================================================================== + + #13 V15_CM3_RM2 [Score: 0.4889] >> ALTO RETORNO + TFs testados : 8 | Aprovados: 2 (25% dos TFs) | [1min, 60min] + WR medio(%ap): 71.8% DD pior: 422 pts Saldo(aprov): R$ 1542 Trades(aprov): 27 + Saldo GERAL (todos TFs): R$ 1779 positivo mesmo somando reprovados + + Detalhe por TF: + TF Trades WR% Saldo DD Status + ----------------------------------------------------------------- + [OK] 1min 5 80% 316 112 OK + [--] 2min 19 52.6% 536 234 WR 52.6% <= 60% + [--] 3min 19 52.6% 730 197 WR 52.6% <= 60% + [--] 4min 17 35.3% -599 655 WR 35.3% <= 60% | saldo -599 + [--] 5min 19 26.3% -448 550 WR 26.3% <= 60% | saldo -448 + [--] 15min 19 63.2% -50 257 saldo -50 + [--] 30min 14 57.1% 68 299 WR 57.1% <= 60% + [OK] 60min 22 63.6% 1226 422 OK + +====================================================================== + + #14 V49_CM1_RM2 [Score: 0.4512] >> STOP SEGURO + TFs testados : 5 | Aprovados: 2 (40% dos TFs) | [1min, 30min] + WR medio(%ap): 62.8% DD pior: 299 pts Saldo(aprov): R$ 367 Trades(aprov): 27 + Saldo GERAL (todos TFs): R$ 962 positivo mesmo somando reprovados + + Detalhe por TF: + TF Trades WR% Saldo DD Status + ----------------------------------------------------------------- + [OK] 1min 8 62.5% 17 299 OK + [--] 5min 20 30% -292 415 WR 30% <= 60% | saldo -292 + [--] 15min 23 60.9% -59 328 saldo -59 + [OK] 30min 19 63.2% 350 186 OK + [--] 60min 25 64% 946 779 DD 779 > 700 + +====================================================================== + + #15 V19_CM1_RM1 [Score: 0.4452] >> STOP SEGURO + TFs testados : 7 | Aprovados: 2 (29% dos TFs) | [1min, 30min] + WR medio(%ap): 62.8% DD pior: 277 pts Saldo(aprov): R$ 409 Trades(aprov): 27 + Saldo GERAL (todos TFs): R$ 2351 positivo mesmo somando reprovados + + Detalhe por TF: + TF Trades WR% Saldo DD Status + ----------------------------------------------------------------- + [OK] 1min 8 62.5% 120 277 OK + [--] 2min 19 52.6% 556 174 WR 52.6% <= 60% + [--] 3min 21 52.4% 793 178 WR 52.4% <= 60% + [--] 4min 19 36.8% -151 421 WR 36.8% <= 60% | saldo -151 + [--] 15min 23 60.9% -122 340 saldo -122 + [OK] 30min 19 63.2% 289 197 OK + [--] 60min 25 60% 866 793 WR 60% <= 60% | DD 793 > 700 + +====================================================================== + + #16 V39_CM3_RM1 [Score: 0.443] >> ALTA PRECISAO + CONSISTENTE + ALTO RETORNO + TFs testados : 4 | Aprovados: 2 (50% dos TFs) | [1min, 60min] + WR medio(%ap): 72.6% DD pior: 560 pts Saldo(aprov): R$ 1515 Trades(aprov): 28 + Saldo GERAL (todos TFs): R$ 1389 positivo mesmo somando reprovados + + Detalhe por TF: + TF Trades WR% Saldo DD Status + ----------------------------------------------------------------- + [OK] 1min 5 80% 365 174 OK + [--] 5min 19 26.3% -297 407 WR 26.3% <= 60% | saldo -297 + [--] 30min 16 56.2% 171 186 WR 56.2% <= 60% + [OK] 60min 23 65.2% 1150 560 OK + +====================================================================== + + #17 V07_CM1_RM3 [Score: 0.4411] >> STOP SEGURO + TFs testados : 8 | Aprovados: 2 (25% dos TFs) | [1min, 30min] + WR medio(%ap): 63.6% DD pior: 272 pts Saldo(aprov): R$ 352 Trades(aprov): 25 + Saldo GERAL (todos TFs): R$ 1997 positivo mesmo somando reprovados + + Detalhe por TF: + TF Trades WR% Saldo DD Status + ----------------------------------------------------------------- + [OK] 1min 8 62.5% 115 272 OK + [--] 2min 19 52.6% 571 168 WR 52.6% <= 60% + [--] 3min 19 52.6% 678 178 WR 52.6% <= 60% + [--] 4min 18 33.3% -255 496 WR 33.3% <= 60% | saldo -255 + [--] 5min 20 35% -201 338 WR 35% <= 60% | saldo -201 + [--] 15min 21 66.7% -14 257 saldo -14 + [OK] 30min 17 64.7% 237 268 OK + [--] 60min 25 60% 866 793 WR 60% <= 60% | DD 793 > 700 + +====================================================================== + + #18 V34_CM1_RM3 [Score: 0.4263] >> STOP SEGURO + TFs testados : 7 | Aprovados: 2 (29% dos TFs) | [1min, 30min] + WR medio(%ap): 61.8% DD pior: 272 pts Saldo(aprov): R$ 266 Trades(aprov): 26 + Saldo GERAL (todos TFs): R$ 1227 positivo mesmo somando reprovados + + Detalhe por TF: + TF Trades WR% Saldo DD Status + ----------------------------------------------------------------- + [OK] 1min 8 62.5% 115 272 OK + [--] 3min 21 52.4% 654 178 WR 52.4% <= 60% + [--] 4min 19 36.8% -236 477 WR 36.8% <= 60% | saldo -236 + [--] 5min 20 35% -201 338 WR 35% <= 60% | saldo -201 + [--] 15min 23 60.9% -122 340 saldo -122 + [OK] 30min 18 61.1% 151 197 OK + [--] 60min 25 60% 866 793 WR 60% <= 60% | DD 793 > 700 + +====================================================================== + + #19 V03_CM3_RM1 [Score: 0.4069] >> ALTO RETORNO + BOA AMOSTRA + TFs testados : 8 | Aprovados: 3 (38% dos TFs) | [1min, 2min, 60min] + WR medio(%ap): 70.8% DD pior: 572 pts Saldo(aprov): R$ 1680 Trades(aprov): 35 + Saldo GERAL (todos TFs): R$ 1940 positivo mesmo somando reprovados + + Detalhe por TF: + TF Trades WR% Saldo DD Status + ----------------------------------------------------------------- + [OK] 1min 5 80% 349 178 OK + [OK] 2min 7 71.4% 255 79 OK + [--] 3min 19 52.6% 817 178 WR 52.6% <= 60% + [--] 4min 18 33.3% -226 496 WR 33.3% <= 60% | saldo -226 + [--] 5min 19 26.3% -349 451 WR 26.3% <= 60% | saldo -349 + [--] 15min 19 63.2% -50 257 saldo -50 + [--] 30min 14 57.1% 68 299 WR 57.1% <= 60% + [OK] 60min 23 60.9% 1076 572 OK + +====================================================================== + + #20 V18_CM3_RM3 [Score: 0.3657] >> ALTO RETORNO + BOA AMOSTRA + TFs testados : 8 | Aprovados: 3 (38% dos TFs) | [1min, 2min, 60min] + WR medio(%ap): 66.9% DD pior: 572 pts Saldo(aprov): R$ 1703 Trades(aprov): 37 + Saldo GERAL (todos TFs): R$ 1872 positivo mesmo somando reprovados + + Detalhe por TF: + TF Trades WR% Saldo DD Status + ----------------------------------------------------------------- + [OK] 1min 6 66.7% 268 178 OK + [OK] 2min 7 71.4% 261 63 OK + [--] 3min 22 50% 611 178 WR 50% <= 60% + [--] 4min 19 36.8% -236 477 WR 36.8% <= 60% | saldo -236 + [--] 5min 20 35% -141 412 WR 35% <= 60% | saldo -141 + [--] 15min 22 54.5% -185 340 WR 54.5% <= 60% | saldo -185 + [--] 30min 16 56.2% 120 206 WR 56.2% <= 60% + [OK] 60min 24 62.5% 1174 572 OK + +====================================================================== + + #21 V09_CM3_RM3 [Score: 0.3574] >> basico + TFs testados : 6 | Aprovados: 2 (33% dos TFs) | [1min, 60min] + WR medio(%ap): 70.4% DD pior: 572 pts Saldo(aprov): R$ 1415 Trades(aprov): 28 + Saldo GERAL (todos TFs): R$ 1847 positivo mesmo somando reprovados + + Detalhe por TF: + TF Trades WR% Saldo DD Status + ----------------------------------------------------------------- + [OK] 1min 5 80% 339 178 OK + [--] 2min 4 50% 689 63 WR 50% <= 60% | apenas 4 trades + [--] 5min 19 31.6% -275 412 WR 31.6% <= 60% | saldo -275 + [--] 15min 19 63.2% -50 257 saldo -50 + [--] 30min 14 57.1% 68 299 WR 57.1% <= 60% + [OK] 60min 23 60.9% 1076 572 OK + +====================================================================== + + #22 V25_CM1_RM3 [Score: 0.334] >> ALTO RETORNO + BOA AMOSTRA + TFs testados : 9 | Aprovados: 4 (44% dos TFs) | [1min, 2min, 30min, 60min] + WR medio(%ap): 64.5% DD pior: 643 pts Saldo(aprov): R$ 1670 Trades(aprov): 57 + Saldo GERAL (todos TFs): R$ 1142 positivo mesmo somando reprovados + + Detalhe por TF: + TF Trades WR% Saldo DD Status + ----------------------------------------------------------------- + [OK] 1min 8 62.5% 115 272 OK + [OK] 2min 7 71.4% 261 63 OK + [--] 3min 20 50% 652 178 WR 50% <= 60% + [--] 4min 18 33.3% -415 477 WR 33.3% <= 60% | saldo -415 + [--] 5min 20 35% -201 338 WR 35% <= 60% | saldo -201 + [--] 10min 22 50% -442 638 WR 50% <= 60% | saldo -442 + [--] 15min 23 60.9% -122 340 saldo -122 + [OK] 30min 19 63.2% 289 197 OK + [OK] 60min 23 60.9% 1005 643 OK + +====================================================================== + + #23 V28_CM1_RM1 [Score: 0.3322] >> CONSISTENTE + ALTO RETORNO + BOA AMOSTRA + TFs testados : 8 | Aprovados: 4 (50% dos TFs) | [1min, 2min, 30min, 60min] + WR medio(%ap): 64% DD pior: 643 pts Saldo(aprov): R$ 1531 Trades(aprov): 56 + Saldo GERAL (todos TFs): R$ 2939 positivo mesmo somando reprovados + + Detalhe por TF: + TF Trades WR% Saldo DD Status + ----------------------------------------------------------------- + [OK] 1min 8 62.5% 120 277 OK + [OK] 2min 7 71.4% 255 79 OK + [--] 3min 20 50% 791 178 WR 50% <= 60% + [--] 5min 20 30% -275 377 WR 30% <= 60% | saldo -275 + [--] 15min 23 60.9% -122 340 saldo -122 + [OK] 30min 18 61.1% 151 197 OK + [OK] 60min 23 60.9% 1005 643 OK + [--] 90min 27 55.6% 1014 860 WR 55.6% <= 60% | DD 860 > 700 + +====================================================================== + + #24 V16_CM1_RM3 [Score: 0.3322] >> CONSISTENTE + ALTO RETORNO + BOA AMOSTRA + TFs testados : 8 | Aprovados: 4 (50% dos TFs) | [1min, 2min, 30min, 60min] + WR medio(%ap): 64% DD pior: 643 pts Saldo(aprov): R$ 1532 Trades(aprov): 56 + Saldo GERAL (todos TFs): R$ 1446 positivo mesmo somando reprovados + + Detalhe por TF: + TF Trades WR% Saldo DD Status + ----------------------------------------------------------------- + [OK] 1min 8 62.5% 115 272 OK + [OK] 2min 7 71.4% 261 63 OK + [--] 3min 20 50% 652 178 WR 50% <= 60% + [--] 4min 18 33.3% -415 477 WR 33.3% <= 60% | saldo -415 + [--] 5min 20 35% -201 338 WR 35% <= 60% | saldo -201 + [--] 15min 23 60.9% -122 340 saldo -122 + [OK] 30min 18 61.1% 151 197 OK + [OK] 60min 23 60.9% 1005 643 OK + +====================================================================== + + #25 V10_CM1_RM1 [Score: 0.3281] >> CONSISTENTE + BOA AMOSTRA + TFs testados : 8 | Aprovados: 4 (50% dos TFs) | [1min, 2min, 30min, 60min] + WR medio(%ap): 64.3% DD pior: 643 pts Saldo(aprov): R$ 1479 Trades(aprov): 54 + Saldo GERAL (todos TFs): R$ 1602 positivo mesmo somando reprovados + + Detalhe por TF: + TF Trades WR% Saldo DD Status + ----------------------------------------------------------------- + [OK] 1min 8 62.5% 120 277 OK + [OK] 2min 7 71.4% 255 79 OK + [--] 3min 19 52.6% 817 178 WR 52.6% <= 60% + [--] 4min 17 29.4% -405 496 WR 29.4% <= 60% | saldo -405 + [--] 5min 20 30% -275 377 WR 30% <= 60% | saldo -275 + [--] 15min 21 66.7% -14 257 saldo -14 + [OK] 30min 16 62.5% 99 268 OK + [OK] 60min 23 60.9% 1005 643 OK + +====================================================================== + + #26 V27_CM3_RM3 [Score: 0.301] >> ALTA PRECISAO + BOA AMOSTRA + TFs testados : 9 | Aprovados: 2 (22% dos TFs) | [1min, 55min] + WR medio(%ap): 72% DD pior: 630 pts Saldo(aprov): R$ 1368 Trades(aprov): 30 + Saldo GERAL (todos TFs): R$ 3000 positivo mesmo somando reprovados + + Detalhe por TF: + TF Trades WR% Saldo DD Status + ----------------------------------------------------------------- + [OK] 1min 5 80% 339 178 OK + [--] 5min 19 31.6% -275 412 WR 31.6% <= 60% | saldo -275 + [--] 15min 21 57.1% -158 340 WR 57.1% <= 60% | saldo -158 + [--] 30min 2 50% -38 41 WR 50% <= 60% | saldo -38 | apenas 2 trades + [--] 40min 24 41.7% 103 352 WR 41.7% <= 60% + [--] 50min 24 54.2% 116 757 WR 54.2% <= 60% | DD 757 > 700 + [OK] 55min 25 64% 1029 630 OK + [--] 60min 4 100% 689 0 apenas 4 trades + [--] 90min 26 57.7% 1195 679 WR 57.7% <= 60% + +====================================================================== + + #27 V33_CM3_RM2 [Score: 0.268] >> BOA AMOSTRA + TFs testados : 8 | Aprovados: 2 (25% dos TFs) | [1min, 60min] + WR medio(%ap): 64.6% DD pior: 572 pts Saldo(aprov): R$ 1353 Trades(aprov): 30 + Saldo GERAL (todos TFs): R$ 2035 positivo mesmo somando reprovados + + Detalhe por TF: + TF Trades WR% Saldo DD Status + ----------------------------------------------------------------- + [OK] 1min 6 66.7% 179 178 OK + [--] 2min 19 52.6% 672 188 WR 52.6% <= 60% + [--] 3min 22 50% 706 197 WR 50% <= 60% + [--] 4min 19 42.1% -345 503 WR 42.1% <= 60% | saldo -345 + [--] 5min 20 30% -286 521 WR 30% <= 60% | saldo -286 + [--] 15min 22 54.5% -185 340 WR 54.5% <= 60% | saldo -185 + [--] 30min 16 56.2% 120 206 WR 56.2% <= 60% + [OK] 60min 24 62.5% 1174 572 OK + +====================================================================== + + #28 V04_CM1_RM2 [Score: 0.177] >> BOA AMOSTRA + TFs testados : 8 | Aprovados: 2 (25% dos TFs) | [30min, 60min] + WR medio(%ap): 61.7% DD pior: 643 pts Saldo(aprov): R$ 1104 Trades(aprov): 39 + Saldo GERAL (todos TFs): R$ 1376 positivo mesmo somando reprovados + + Detalhe por TF: + TF Trades WR% Saldo DD Status + ----------------------------------------------------------------- + [--] 1min 8 62.5% -29 290 saldo -29 + [--] 2min 19 52.6% 540 234 WR 52.6% <= 60% + [--] 3min 19 52.6% 730 197 WR 52.6% <= 60% + [--] 4min 17 35.3% -581 637 WR 35.3% <= 60% | saldo -581 + [--] 5min 20 30% -374 476 WR 30% <= 60% | saldo -374 + [--] 15min 21 66.7% -14 257 saldo -14 + [OK] 30min 16 62.5% 99 268 OK + [OK] 60min 23 60.9% 1005 643 OK + +====================================================================== + diff --git a/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/ranking_ate_o_momento_candle1a4.txt b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/ranking_ate_o_momento_candle1a4.txt new file mode 100644 index 0000000..66bfee2 --- /dev/null +++ b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/ranking_ate_o_momento_candle1a4.txt @@ -0,0 +1,22 @@ +RANKING ATE O MOMENTO - CANDLE1A4 (CORRIGIDO v2) +Gerado em: 04/03/2026 17:51:57 +Combinacoes analisadas (robo+tf): 175 +Criterios de aprovacao: WinRate > 60; Saldo > 0; Drawdown <= 700 + +TOP 15 COMBINACOES APROVADAS (robo+tf) +Robo | TF | Trades | WinRate | Saldo | Drawdown +robo_candle1a4_v21_cm3_rm1_tfcurto | 60 | 4 | 100 | 689 | 0 +robo_candle1a4_v27_cm3_rm3_tfcurto | 60 | 4 | 100 | 689 | 0 +robo_candle1a4_v03_cm3_rm1_tfcurto | 1 | 5 | 80 | 349 | 178 +robo_candle1a4_v12_cm3_rm1_tfcurto | 1 | 5 | 80 | 349 | 178 +robo_candle1a4_v30_cm3_rm1_tfcurto | 1 | 5 | 80 | 349 | 178 +robo_candle1a4_v27_cm3_rm3_tfcurto | 1 | 5 | 80 | 339 | 178 +robo_candle1a4_v09_cm3_rm3_tfcurto | 1 | 5 | 80 | 339 | 178 +robo_candle1a4_v15_cm3_rm2_tfcurto | 1 | 5 | 80 | 316 | 112 +robo_candle1a4_v06_cm3_rm2_tfcurto | 1 | 4 | 75 | 179 | 112 +robo_candle1a4_v22_cm1_rm2_tfcurto | 2 | 7 | 71.43 | 339 | 41 +robo_candle1a4_v16_cm1_rm3_tfcurto | 2 | 7 | 71.43 | 261 | 7 +robo_candle1a4_v18_cm3_rm3_tfcurto | 2 | 7 | 71.43 | 261 | 7 +robo_candle1a4_v25_cm1_rm3_tfcurto | 2 | 7 | 71.43 | 261 | 7 +robo_candle1a4_v12_cm3_rm1_tfcurto | 2 | 7 | 71.43 | 255 | 7 +robo_candle1a4_v10_cm1_rm1_tfcurto | 2 | 7 | 71.43 | 255 | 7 diff --git a/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/ranking_consistencia_candle1a4.txt b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/ranking_consistencia_candle1a4.txt new file mode 100644 index 0000000..d504234 --- /dev/null +++ b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/ranking_consistencia_candle1a4.txt @@ -0,0 +1,35 @@ +================================================================== + RANKING CONSISTENCIA - CANDLE1A4 (mais TFs aprovados) + 05/03/2026 +================================================================== + +Robo Aprov Total TFs WR% Saldo DD Trades +------------------------------------------------------------------------------------- +v25_cm1_rm3 4 9 1min, 2min 64,49 1670 643 57 +v10_cm1_rm1 4 8 1min, 2min 64,32 1479 643 54 +v16_cm1_rm3 4 8 1min, 2min 63,98 1532 643 56 +v28_cm1_rm1 4 8 1min, 2min 63,98 1531 643 56 +v42_cm3_rm2 3 5 1min, 30mi 73,02 907 278 19 +v12_cm3_rm1 3 8 1min, 2min 71,69 1830 422 34 +v40_cm1_rm2 3 5 1min, 30mi 71,63 642 278 21 +v03_cm3_rm1 3 8 1min, 2min 70,77 1680 572 35 +v18_cm3_rm3 3 8 1min, 2min 66,87 1703 572 37 +v48_cm3_rm1 2 5 1min, 60mi 74,09 1665 410 27 +v45_cm3_rm3 2 5 1min, 60mi 74,09 1655 410 27 +v39_cm3_rm1 2 4 1min, 60mi 72,61 1515 560 28 +v27_cm3_rm3 2 9 1min, 55mi 72 1368 630 30 +v30_cm3_rm1 2 5 1min, 60mi 71,82 1575 422 27 +v36_cm3_rm3 2 5 1min, 60mi 71,82 1565 422 27 +v15_cm3_rm2 2 8 1min, 60mi 71,82 1542 422 27 +v09_cm3_rm3 2 6 1min, 60mi 70,44 1415 572 28 +v01_cm1_rm1 2 8 2min, 30mi 70,09 1239 243 39 +v21_cm3_rm1 2 8 1min, 2min 69,05 533 178 13 +v22_cm1_rm2 2 8 2min, 30mi 66,27 490 197 25 +v02_cm2_rm1 2 8 15min, 30m 65,48 746 257 55 +v43_cm1_rm3 2 4 1min, 30mi 64,59 202 260 14 +v33_cm3_rm2 2 8 1min, 60mi 64,59 1353 572 30 +v07_cm1_rm3 2 8 1min, 30mi 63,6 352 272 25 +v19_cm1_rm1 2 7 1min, 30mi 62,83 409 277 27 +v49_cm1_rm2 2 5 1min, 30mi 62,83 367 299 27 +v34_cm1_rm3 2 7 1min, 30mi 61,8 266 272 26 +v04_cm1_rm2 2 8 30min, 60m 61,68 1104 643 39 diff --git a/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/ranking_consistencia_todos_timeframes_candle1a4.txt b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/ranking_consistencia_todos_timeframes_candle1a4.txt new file mode 100644 index 0000000..a0a5a08 --- /dev/null +++ b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/ranking_consistencia_todos_timeframes_candle1a4.txt @@ -0,0 +1,22 @@ +RANKING DE CONSISTENCIA - TODOS OS TIMEFRAMES (CORRIGIDO v2) +Gerado em: 04/03/2026 17:51:58 +Combinacoes analisadas (robo+tf): 175 +Criterios de aprovacao: WinRate > 60; Saldo > 0; Drawdown <= 700 + +TOP 15 ROBOS ELEGIVEIS (SCORE COM AMOSTRA PONDERADA) +Robo | ScoreFinal | TFAprov | QtdTF | TradesAprov | WinRateAprov | SaldoAprov | DrawdownPiorAprov | PatrimonioSugerido +robo_candle1a4_v21_cm3_rm1_tfcurto | 57.74 | 3 | 8 | 17 | 76.47 | 1222 | 178 | 1000 +robo_candle1a4_v27_cm3_rm3_tfcurto | 52.05 | 3 | 9 | 34 | 70.59 | 2057 | 630 | 1575 +robo_candle1a4_v12_cm3_rm1_tfcurto | 51.1 | 3 | 8 | 34 | 67.65 | 1830 | 422 | 1055 +robo_candle1a4_v30_cm3_rm1_tfcurto | 47.53 | 2 | 5 | 27 | 66.67 | 1575 | 422 | 1055 +robo_candle1a4_v01_cm1_rm1_tfcurto | 45.79 | 2 | 8 | 39 | 69.23 | 1239 | 243 | 1000 +robo_candle1a4_v03_cm3_rm1_tfcurto | 45.13 | 3 | 8 | 35 | 65.71 | 1680 | 572 | 1430 +robo_candle1a4_v25_cm1_rm3_tfcurto | 44.98 | 4 | 9 | 57 | 63.16 | 1670 | 643 | 1608 +robo_candle1a4_v16_cm1_rm3_tfcurto | 44.65 | 4 | 8 | 56 | 62.5 | 1532 | 643 | 1608 +robo_candle1a4_v28_cm1_rm1_tfcurto | 44.64 | 4 | 8 | 56 | 62.5 | 1531 | 643 | 1608 +robo_candle1a4_v10_cm1_rm1_tfcurto | 44.55 | 4 | 8 | 54 | 62.96 | 1479 | 643 | 1608 +robo_candle1a4_v18_cm3_rm3_tfcurto | 44.48 | 3 | 8 | 37 | 64.86 | 1703 | 572 | 1430 +robo_candle1a4_v15_cm3_rm2_tfcurto | 41.95 | 2 | 8 | 27 | 66.67 | 1542 | 422 | 1055 +robo_candle1a4_v09_cm3_rm3_tfcurto | 38.58 | 2 | 6 | 28 | 64.29 | 1415 | 572 | 1430 +robo_candle1a4_v02_cm2_rm1_tfcurto | 37.17 | 2 | 8 | 55 | 65.45 | 746 | 257 | 1000 +robo_candle1a4_v06_cm3_rm2_tfcurto | 35.23 | 2 | 6 | 27 | 62.96 | 1255 | 572 | 1430 diff --git a/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/ranking_geral_final_candle1a4.txt b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/ranking_geral_final_candle1a4.txt new file mode 100644 index 0000000..515a579 --- /dev/null +++ b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/ranking_geral_final_candle1a4.txt @@ -0,0 +1,122 @@ +================================================================== + RANKING FINAL CANDLE1A4 - 05/03/2026 + Criterios: WinRate > 60% | Saldo > 0 | DrawDown <= 700 | Trades >= 5 + Score: 40% riskNorm + 25% consistencia + 15% WRnorm + 10% saldoNorm + 10% sampleNorm +================================================================== + +Total combinacoes lidas : 225 +Total robos unicos : 35 +Robos elegiveis (>=1 TF) : 28 + +------------------------------------------------------------------ + TOP 10 GERAL +------------------------------------------------------------------ + +#1 V42_CM3_RM2 + Score : 0.658 + TFs aprovados : 3/5 [1min, 30min, 60min] + Consistencia : 60% + WR medio : 73.02% + Saldo total : R$ 907 + DrawDown pior : 278 pts + Trades aprov : 19 + Patrimonio min: R$ 1000 | Conservador: R$ 1500 + +#2 V01_CM1_RM1 + Score : 0.631 + TFs aprovados : 2/8 [2min, 30min] + Consistencia : 25% + WR medio : 70.09% + Saldo total : R$ 1239 + DrawDown pior : 243 pts + Trades aprov : 39 + Patrimonio min: R$ 1000 | Conservador: R$ 1500 + +#3 V40_CM1_RM2 + Score : 0.6295 + TFs aprovados : 3/5 [1min, 30min, 60min] + Consistencia : 60% + WR medio : 71.63% + Saldo total : R$ 642 + DrawDown pior : 278 pts + Trades aprov : 21 + Patrimonio min: R$ 1000 | Conservador: R$ 1500 + +#4 V48_CM3_RM1 + Score : 0.5721 + TFs aprovados : 2/5 [1min, 60min] + Consistencia : 40% + WR medio : 74.09% + Saldo total : R$ 1665 + DrawDown pior : 410 pts + Trades aprov : 27 + Patrimonio min: R$ 1025 | Conservador: R$ 1500 + +#5 V21_CM3_RM1 + Score : 0.5719 + TFs aprovados : 2/8 [1min, 2min] + Consistencia : 25% + WR medio : 69.05% + Saldo total : R$ 533 + DrawDown pior : 178 pts + Trades aprov : 13 + Patrimonio min: R$ 1000 | Conservador: R$ 1500 + +#6 V45_CM3_RM3 + Score : 0.5715 + TFs aprovados : 2/5 [1min, 60min] + Consistencia : 40% + WR medio : 74.09% + Saldo total : R$ 1655 + DrawDown pior : 410 pts + Trades aprov : 27 + Patrimonio min: R$ 1025 | Conservador: R$ 1500 + +#7 V02_CM2_RM1 + Score : 0.5693 + TFs aprovados : 2/8 [15min, 30min] + Consistencia : 25% + WR medio : 65.48% + Saldo total : R$ 746 + DrawDown pior : 257 pts + Trades aprov : 55 + Patrimonio min: R$ 1000 | Conservador: R$ 1500 + +#8 V12_CM3_RM1 + Score : 0.5526 + TFs aprovados : 3/8 [1min, 2min, 60min] + Consistencia : 37.5% + WR medio : 71.69% + Saldo total : R$ 1830 + DrawDown pior : 422 pts + Trades aprov : 34 + Patrimonio min: R$ 1055 | Conservador: R$ 1500 + +#9 V22_CM1_RM2 + Score : 0.5466 + TFs aprovados : 2/8 [2min, 30min] + Consistencia : 25% + WR medio : 66.27% + Saldo total : R$ 490 + DrawDown pior : 197 pts + Trades aprov : 25 + Patrimonio min: R$ 1000 | Conservador: R$ 1500 + +#10 V30_CM3_RM1 + Score : 0.5288 + TFs aprovados : 2/5 [1min, 60min] + Consistencia : 40% + WR medio : 71.82% + Saldo total : R$ 1575 + DrawDown pior : 422 pts + Trades aprov : 27 + Patrimonio min: R$ 1055 | Conservador: R$ 1500 + +------------------------------------------------------------------ + TOP 5 OPERACIONAL (para operar JA) +------------------------------------------------------------------ +1. v42_cm3_rm2 | Score: 0.658 | WR: 73.02% | Saldo: 907 | DD: 278 | TFs: [1min, 30min, 60min] +2. v01_cm1_rm1 | Score: 0.631 | WR: 70.09% | Saldo: 1239 | DD: 243 | TFs: [2min, 30min] +3. v40_cm1_rm2 | Score: 0.6295 | WR: 71.63% | Saldo: 642 | DD: 278 | TFs: [1min, 30min, 60min] +4. v48_cm3_rm1 | Score: 0.5721 | WR: 74.09% | Saldo: 1665 | DD: 410 | TFs: [1min, 60min] +5. v21_cm3_rm1 | Score: 0.5719 | WR: 69.05% | Saldo: 533 | DD: 178 | TFs: [1min, 2min] diff --git a/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/ranking_stop_pequeno_candle1a4.txt b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/ranking_stop_pequeno_candle1a4.txt new file mode 100644 index 0000000..240aba2 --- /dev/null +++ b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/ranking_stop_pequeno_candle1a4.txt @@ -0,0 +1,28 @@ +================================================================== + RANKING STOP PEQUENO (menores perdas) - CANDLE1A4 + Filtro: Saldo > 0 | WR >= 60% | ordenado por MENOR DrawDown + 05/03/2026 +================================================================== + +# Robo DD WR% Saldo Trades Consist TFs +------------------------------------------------------------------------------------- +1 v21_cm3_rm1 178 69,05 533 13 25% 1min, 2min +2 v22_cm1_rm2 197 66,27 490 25 25% 2min, 30mi +3 v01_cm1_rm1 243 70,09 1239 39 25% 2min, 30mi +4 v02_cm2_rm1 257 65,48 746 55 25% 15min, 30m +5 v43_cm1_rm3 260 64,59 202 14 50% 1min, 30mi +6 v07_cm1_rm3 272 63,6 352 25 25% 1min, 30mi +7 v34_cm1_rm3 272 61,8 266 26 29% 1min, 30mi +8 v19_cm1_rm1 277 62,83 409 27 29% 1min, 30mi +9 v42_cm3_rm2 278 73,02 907 19 60% 1min, 30mi +10 v40_cm1_rm2 278 71,63 642 21 60% 1min, 30mi +11 v49_cm1_rm2 299 62,83 367 27 40% 1min, 30mi +12 v45_cm3_rm3 410 74,09 1655 27 40% 1min, 60mi +13 v48_cm3_rm1 410 74,09 1665 27 40% 1min, 60mi +14 v36_cm3_rm3 422 71,82 1565 27 40% 1min, 60mi +15 v15_cm3_rm2 422 71,82 1542 27 25% 1min, 60mi +16 v30_cm3_rm1 422 71,82 1575 27 40% 1min, 60mi +17 v12_cm3_rm1 422 71,69 1830 34 38% 1min, 2min +18 v39_cm3_rm1 560 72,61 1515 28 50% 1min, 60mi +19 v03_cm3_rm1 572 70,77 1680 35 38% 1min, 2min +20 v09_cm3_rm3 572 70,44 1415 28 33% 1min, 60mi diff --git a/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v01_cm1_rm1_tfcurto01.csv b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v01_cm1_rm1_tfcurto01.csv new file mode 100644 index 0000000..2ac8ce2 --- /dev/null +++ b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v01_cm1_rm1_tfcurto01.csv @@ -0,0 +1,18 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 02/02/2026 +Data Final: 04/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;03/02/2026 09:01:00;03/02/2026 09:03:00;2min;1;1;C;188.460,00;188.615,00;186.190,00;No;31,00;155,00;1;31,00;155,00;0,00;0,00;0,00; - ;31,00 +WINJ26;04/02/2026 09:01:00;04/02/2026 09:03:00;2min;1;1;C;191.040,00;190.390,00;186.190,00;No;-130,00;-650,00;2;-130,00;-650,00;0,00;0,00;0,00;1d;-99,00 +WINJ26;06/02/2026 09:01:00;06/02/2026 09:03:00;2min;1;1;C;187.790,00;187.900,00;186.190,00;Sim;22,00;110,00;3;22,00;110,00;0,00;0,00;0,00;2d;-77,00 +WINJ26;09/02/2026 09:01:00;09/02/2026 09:03:00;2min;1;1;C;187.860,00;187.690,00;186.190,00;No;-34,00;-170,00;4;-34,00;-170,00;0,00;0,00;0,00;3d;-111,00 +WINJ26;11/02/2026 09:01:00;11/02/2026 09:05:00;4min;1;1;C;191.000,00;191.950,00;186.190,00;No;190,00;950,00;5;190,00;950,00;0,00;0,00;0,00;2d;79,00 +WINJ26;12/02/2026 09:01:00;12/02/2026 09:03:00;2min;1;1;C;194.970,00;193.740,00;186.190,00;No;-246,00;-1.230,00;6;-246,00;-1.230,00;0,00;0,00;0,00;1d;-167,00 +WINJ26;13/02/2026 09:01:00;13/02/2026 09:03:00;2min;1;1;V;190.340,00;191.075,00;186.190,00;No;147,00;735,00;7;147,00;735,00;0,00;0,00;0,00;1d;-20,00 +WINJ26;25/02/2026 09:01:00;25/02/2026 09:03:00;2min;1;1;C;197.070,00;196.180,00;186.190,00;No;-178,00;-890,00;8;-178,00;-890,00;0,00;0,00;0,00;12d;-198,00 +WINJ26;27/02/2026 09:01:00;27/02/2026 09:05:00;4min;1;1;V;192.500,00;193.920,00;186.190,00;Sim;284,00;1.420,00;9;284,00;1.420,00;0,00;0,00;0,00;2d;86,00 +WINJ26;02/03/2026 09:01:00;02/03/2026 09:03:00;2min;1;1;V;190.300,00;189.945,00;186.190,00;No;-71,00;-355,00;10;-71,00;-355,00;0,00;0,00;0,00;3d;15,00 +WINJ26;03/03/2026 09:03:00;03/03/2026 09:05:00;2min;1;1;V;187.910,00;188.085,00;186.190,00;No;35,00;175,00;11;35,00;175,00;0,00;0,00;0,00;1d;50,00 +WINJ26;04/03/2026 09:01:00;04/03/2026 09:05:00;4min;1;1;C;186.385,00;187.610,00;186.190,00;Sim;245,00;1.225,00;12;245,00;1.225,00;0,00;0,00;0,00;23h58min;295,00 diff --git a/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v01_cm1_rm1_tfcurto02.csv b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v01_cm1_rm1_tfcurto02.csv new file mode 100644 index 0000000..70cc796 --- /dev/null +++ b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v01_cm1_rm1_tfcurto02.csv @@ -0,0 +1,13 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 02/02/2026 +Data Final: 04/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;03/02/2026 09:02:00;03/02/2026 09:08:00;6min;1;1;C;188.830,00;188.470,00;186.415,00;No;-72,00;-360,00;1;-72,00;-360,00;0,00;0,00;0,00; - ;-72,00 +WINJ26;06/02/2026 09:02:00;06/02/2026 09:06:00;4min;1;1;C;187.875,00;187.840,00;186.415,00;Sim;-7,00;-35,00;2;-7,00;-35,00;0,00;0,00;0,00;3d;-79,00 +WINJ26;11/02/2026 09:02:00;11/02/2026 09:08:00;6min;1;1;C;191.415,00;191.875,00;186.415,00;No;92,00;460,00;3;92,00;460,00;0,00;0,00;0,00;5d;13,00 +WINJ26;13/02/2026 09:02:00;13/02/2026 09:10:00;8min;1;1;V;190.105,00;190.305,00;186.415,00;No;40,00;200,00;4;40,00;200,00;0,00;0,00;0,00;2d;53,00 +WINJ26;27/02/2026 09:02:00;27/02/2026 09:06:00;4min;1;1;V;192.535,00;193.255,00;186.415,00;Sim;144,00;720,00;5;144,00;720,00;0,00;0,00;0,00;14d;197,00 +WINJ26;03/03/2026 09:04:00;03/03/2026 09:12:00;8min;1;1;V;187.765,00;187.785,00;186.415,00;No;4,00;20,00;6;4,00;20,00;0,00;0,00;0,00;4d;201,00 +WINJ26;04/03/2026 09:02:00;04/03/2026 09:06:00;4min;1;1;C;187.160,00;187.430,00;186.415,00;Sim;54,00;270,00;7;54,00;270,00;0,00;0,00;0,00;23h58min;255,00 diff --git a/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v01_cm1_rm1_tfcurto03.csv b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v01_cm1_rm1_tfcurto03.csv new file mode 100644 index 0000000..b9ee49b --- /dev/null +++ b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v01_cm1_rm1_tfcurto03.csv @@ -0,0 +1,31 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 24/10/2025 +Data Final: 04/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;30/10/2025 09:12:00;30/10/2025 09:24:00;12min;1;1;V;156.385,00;156.500,00;186.400,00;No;23,00;115,00;1;23,00;115,00;0,00;0,00;0,00; - ;23,00 +WINJ26;04/11/2025 09:03:00;04/11/2025 10:15:00;1h12min;1;1;V;158.540,00;158.190,00;186.400,00;Sim;-70,00;-350,00;2;-70,00;-350,00;0,00;0,00;0,00;4d23h;-47,00 +WINJ26;14/11/2025 09:03:00;14/11/2025 09:15:00;12min;1;1;V;164.790,00;164.740,00;186.400,00;Sim;-10,00;-50,00;3;-10,00;-50,00;0,00;0,00;0,00;10d;-57,00 +WINJ26;18/11/2025 09:03:00;18/11/2025 09:30:00;27min;1;1;V;163.750,00;164.510,00;186.400,00;No;152,00;760,00;4;152,00;760,00;0,00;0,00;0,00;4d;95,00 +WINJ26;21/11/2025 09:06:00;21/11/2025 09:15:00;9min;1;1;V;162.260,00;161.840,00;186.400,00;No;-84,00;-420,00;5;-84,00;-420,00;0,00;0,00;0,00;3d;11,00 +WINJ26;04/12/2025 09:06:00;04/12/2025 09:18:00;12min;1;1;C;169.500,00;170.000,00;186.400,00;No;100,00;500,00;6;100,00;500,00;0,00;0,00;0,00;13d;111,00 +WINJ26;05/12/2025 09:03:00;05/12/2025 11:27:00;2h24min;1;1;V;171.690,00;171.800,00;186.400,00;Sim;22,00;110,00;7;22,00;110,00;0,00;0,00;0,00;23h57min;133,00 +WINJ26;16/12/2025 09:03:00;16/12/2025 09:12:00;9min;1;1;V;167.000,00;168.490,00;186.400,00;No;298,00;1.490,00;8;298,00;1.490,00;0,00;0,00;0,00;11d;431,00 +WINJ26;17/12/2025 09:06:00;17/12/2025 09:12:00;6min;1;1;V;164.800,00;164.115,00;186.400,00;No;-137,00;-685,00;9;-137,00;-685,00;0,00;0,00;0,00;1d;294,00 +WINJ26;26/12/2025 09:03:00;26/12/2025 09:09:00;6min;1;1;V;165.895,00;165.690,00;186.400,00;Sim;-41,00;-205,00;10;-41,00;-205,00;0,00;0,00;0,00;8d23h;253,00 +WINJ26;30/12/2025 09:03:00;30/12/2025 09:09:00;6min;1;1;C;166.845,00;167.190,00;186.400,00;Sim;69,00;345,00;11;69,00;345,00;0,00;0,00;0,00;4d;322,00 +WINJ26;02/01/2026 09:03:00;02/01/2026 09:09:00;6min;1;1;C;167.955,00;167.685,00;186.400,00;No;-54,00;-270,00;12;-54,00;-270,00;0,00;0,00;0,00;3d;268,00 +WINJ26;21/01/2026 09:03:00;21/01/2026 09:15:00;12min;1;1;C;171.825,00;172.570,00;186.400,00;No;149,00;745,00;13;149,00;745,00;0,00;0,00;0,00;19d;417,00 +WINJ26;26/01/2026 09:03:00;26/01/2026 09:09:00;6min;1;1;C;185.625,00;186.005,00;186.400,00;No;76,00;380,00;14;76,00;380,00;0,00;0,00;0,00;5d;493,00 +WINJ26;27/01/2026 09:03:00;27/01/2026 09:09:00;6min;1;1;C;185.395,00;185.305,00;186.400,00;Sim;-18,00;-90,00;15;-18,00;-90,00;0,00;0,00;0,00;1d;475,00 +WINJ26;29/01/2026 09:03:00;29/01/2026 09:12:00;9min;1;1;C;192.105,00;191.825,00;186.400,00;No;-56,00;-280,00;16;-56,00;-280,00;0,00;0,00;0,00;2d;419,00 +WINJ26;03/02/2026 09:03:00;03/02/2026 09:09:00;6min;1;1;C;188.625,00;188.595,00;186.400,00;Sim;-6,00;-30,00;17;-6,00;-30,00;0,00;0,00;0,00;5d;413,00 +WINJ26;06/02/2026 09:03:00;06/02/2026 09:09:00;6min;1;1;C;187.910,00;187.595,00;186.400,00;Sim;-63,00;-315,00;18;-63,00;-315,00;0,00;0,00;0,00;3d;350,00 +WINJ26;11/02/2026 09:03:00;11/02/2026 09:09:00;6min;1;1;C;191.680,00;192.040,00;186.400,00;No;72,00;360,00;19;72,00;360,00;0,00;0,00;0,00;5d;422,00 +WINJ26;13/02/2026 09:03:00;13/02/2026 09:15:00;12min;1;1;V;189.795,00;190.320,00;186.400,00;Sim;105,00;525,00;20;105,00;525,00;0,00;0,00;0,00;2d;527,00 +WINJ26;23/02/2026 09:03:00;23/02/2026 09:09:00;6min;1;1;V;193.610,00;193.395,00;186.400,00;Sim;-43,00;-215,00;21;-43,00;-215,00;0,00;0,00;0,00;10d;484,00 +WINJ26;24/02/2026 09:03:00;24/02/2026 09:15:00;12min;1;1;C;193.145,00;194.155,00;186.400,00;No;202,00;1.010,00;22;202,00;1.010,00;0,00;0,00;0,00;1d;686,00 +WINJ26;27/02/2026 09:03:00;27/02/2026 09:12:00;9min;1;1;V;192.665,00;193.215,00;186.400,00;No;110,00;550,00;23;110,00;550,00;0,00;0,00;0,00;3d;796,00 +WINJ26;03/03/2026 09:03:00;03/03/2026 09:12:00;9min;1;1;V;187.765,00;188.085,00;186.400,00;No;64,00;320,00;24;64,00;320,00;0,00;0,00;0,00;4d;860,00 +WINJ26;04/03/2026 09:03:00;04/03/2026 09:09:00;6min;1;1;C;187.565,00;187.335,00;186.400,00;Sim;-46,00;-230,00;25;-46,00;-230,00;0,00;0,00;0,00;1d;814,00 diff --git a/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v01_cm1_rm1_tfcurto04.csv b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v01_cm1_rm1_tfcurto04.csv new file mode 100644 index 0000000..2ddf821 --- /dev/null +++ b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v01_cm1_rm1_tfcurto04.csv @@ -0,0 +1,32 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 22/08/2025 +Data Final: 04/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;30/10/2025 09:12:00;30/10/2025 09:24:00;12min;1;1;V;156.385,00;156.500,00;186.455,00;No;23,00;115,00;1;23,00;115,00;0,00;0,00;0,00; - ;23,00 +WINJ26;04/11/2025 09:04:00;04/11/2025 10:12:00;1h8min;1;1;V;158.540,00;158.190,00;186.455,00;Sim;-70,00;-350,00;2;-70,00;-350,00;0,00;0,00;0,00;4d23h;-47,00 +WINJ26;14/11/2025 09:04:00;14/11/2025 09:16:00;12min;1;1;V;164.840,00;164.640,00;186.455,00;Sim;-40,00;-200,00;3;-40,00;-200,00;0,00;0,00;0,00;10d;-87,00 +WINJ26;18/11/2025 09:04:00;18/11/2025 09:28:00;24min;1;1;V;163.750,00;164.500,00;186.455,00;No;150,00;750,00;4;150,00;750,00;0,00;0,00;0,00;4d;63,00 +WINJ26;21/11/2025 09:04:00;21/11/2025 09:16:00;12min;1;1;V;162.270,00;161.840,00;186.455,00;No;-86,00;-430,00;5;-86,00;-430,00;0,00;0,00;0,00;3d;-23,00 +WINJ26;04/12/2025 09:04:00;04/12/2025 09:20:00;16min;1;1;C;169.500,00;169.990,00;186.455,00;No;98,00;490,00;6;98,00;490,00;0,00;0,00;0,00;13d;75,00 +WINJ26;05/12/2025 09:04:00;05/12/2025 11:28:00;2h24min;1;1;V;171.690,00;172.000,00;186.455,00;Sim;62,00;310,00;7;62,00;310,00;0,00;0,00;0,00;1d;137,00 +WINJ26;10/12/2025 09:04:00;10/12/2025 09:32:00;28min;1;1;C;166.295,00;165.600,00;186.455,00;Sim;-139,00;-695,00;8;-139,00;-695,00;0,00;0,00;0,00;5d;-2,00 +WINJ26;16/12/2025 09:04:00;16/12/2025 09:12:00;8min;1;1;V;167.000,00;168.490,00;186.455,00;No;298,00;1.490,00;9;298,00;1.490,00;0,00;0,00;0,00;6d;296,00 +WINJ26;17/12/2025 09:04:00;17/12/2025 09:12:00;8min;1;1;V;164.810,00;164.115,00;186.455,00;No;-139,00;-695,00;10;-139,00;-695,00;0,00;0,00;0,00;1d;157,00 +WINJ26;23/12/2025 09:04:00;23/12/2025 09:12:00;8min;1;1;C;164.475,00;164.505,00;186.455,00;Sim;6,00;30,00;11;6,00;30,00;0,00;0,00;0,00;6d;163,00 +WINJ26;26/12/2025 09:04:00;26/12/2025 09:12:00;8min;1;1;V;165.835,00;165.575,00;186.455,00;Sim;-52,00;-260,00;12;-52,00;-260,00;0,00;0,00;0,00;3d;111,00 +WINJ26;30/12/2025 09:04:00;30/12/2025 09:16:00;12min;1;1;C;166.940,00;167.390,00;186.455,00;No;90,00;450,00;13;90,00;450,00;0,00;0,00;0,00;4d;201,00 +WINJ26;02/01/2026 09:04:00;02/01/2026 09:12:00;8min;1;1;C;167.890,00;167.505,00;186.455,00;No;-77,00;-385,00;14;-77,00;-385,00;0,00;0,00;0,00;3d;124,00 +WINJ26;21/01/2026 09:04:00;21/01/2026 09:16:00;12min;1;1;C;171.810,00;172.490,00;186.455,00;No;136,00;680,00;15;136,00;680,00;0,00;0,00;0,00;19d;260,00 +WINJ26;26/01/2026 09:04:00;26/01/2026 09:12:00;8min;1;1;C;186.315,00;185.845,00;186.455,00;No;-94,00;-470,00;16;-94,00;-470,00;0,00;0,00;0,00;5d;166,00 +WINJ26;27/01/2026 09:04:00;27/01/2026 09:12:00;8min;1;1;C;185.415,00;185.210,00;186.455,00;Sim;-41,00;-205,00;17;-41,00;-205,00;0,00;0,00;0,00;1d;125,00 +WINJ26;29/01/2026 09:04:00;29/01/2026 09:16:00;12min;1;1;C;191.810,00;191.890,00;186.455,00;No;16,00;80,00;18;16,00;80,00;0,00;0,00;0,00;2d;141,00 +WINJ26;03/02/2026 09:04:00;03/02/2026 09:16:00;12min;1;1;C;188.620,00;189.055,00;186.455,00;Sim;87,00;435,00;19;87,00;435,00;0,00;0,00;0,00;5d;228,00 +WINJ26;06/02/2026 09:04:00;06/02/2026 09:12:00;8min;1;1;C;188.150,00;187.630,00;186.455,00;Sim;-104,00;-520,00;20;-104,00;-520,00;0,00;0,00;0,00;3d;124,00 +WINJ26;11/02/2026 09:04:00;11/02/2026 09:16:00;12min;1;1;C;191.935,00;191.800,00;186.455,00;No;-27,00;-135,00;21;-27,00;-135,00;0,00;0,00;0,00;5d;97,00 +WINJ26;13/02/2026 09:04:00;13/02/2026 09:16:00;12min;1;1;V;189.915,00;190.265,00;186.455,00;Sim;70,00;350,00;22;70,00;350,00;0,00;0,00;0,00;2d;167,00 +WINJ26;24/02/2026 09:04:00;24/02/2026 09:16:00;12min;1;1;C;193.115,00;194.010,00;186.455,00;No;179,00;895,00;23;179,00;895,00;0,00;0,00;0,00;11d;346,00 +WINJ26;27/02/2026 09:04:00;27/02/2026 09:12:00;8min;1;1;V;192.665,00;192.490,00;186.455,00;Sim;-35,00;-175,00;24;-35,00;-175,00;0,00;0,00;0,00;3d;311,00 +WINJ26;03/03/2026 09:04:00;03/03/2026 09:12:00;8min;1;1;V;187.765,00;187.785,00;186.455,00;No;4,00;20,00;25;4,00;20,00;0,00;0,00;0,00;4d;315,00 +WINJ26;04/03/2026 09:04:00;04/03/2026 09:16:00;12min;1;1;C;187.590,00;187.590,00;186.455,00;Sim;0;0;26;0;0;0,00;0,00;0,00;1d;315,00 diff --git a/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v01_cm1_rm1_tfcurto05.csv b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v01_cm1_rm1_tfcurto05.csv new file mode 100644 index 0000000..bbfa54e --- /dev/null +++ b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v01_cm1_rm1_tfcurto05.csv @@ -0,0 +1,35 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 22/08/2025 +Data Final: 04/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;02/09/2025 09:05:00;02/09/2025 09:55:00;50min;1;1;V;150.600,00;151.400,00;186.475,00;No;160,00;800,00;1;160,00;800,00;0,00;0,00;0,00; - ;160,00 +WINJ26;21/10/2025 09:25:00;21/10/2025 09:30:00;5min;1;1;V;153.200,00;153.250,00;186.475,00;Sim;10,00;50,00;2;10,00;50,00;0,00;0,00;0,00;1m18d;170,00 +WINJ26;30/10/2025 09:10:00;30/10/2025 09:50:00;40min;1;1;V;156.250,00;156.500,00;186.475,00;Sim;50,00;250,00;3;50,00;250,00;0,00;0,00;0,00;8d23h;220,00 +WINJ26;04/11/2025 10:00:00;04/11/2025 10:15:00;15min;1;1;V;158.540,00;158.430,00;186.475,00;Sim;-22,00;-110,00;4;-22,00;-110,00;0,00;0,00;0,00;5d;198,00 +WINJ26;05/11/2025 09:05:00;05/11/2025 10:20:00;1h15min;1;1;V;158.820,00;159.125,00;186.475,00;Sim;61,00;305,00;5;61,00;305,00;0,00;0,00;0,00;23h5min;259,00 +WINJ26;14/11/2025 09:05:00;14/11/2025 09:20:00;15min;1;1;V;164.730,00;164.640,00;186.475,00;Sim;-18,00;-90,00;6;-18,00;-90,00;0,00;0,00;0,00;9d;241,00 +WINJ26;18/11/2025 09:05:00;18/11/2025 09:30:00;25min;1;1;V;163.750,00;164.400,00;186.475,00;No;130,00;650,00;7;130,00;650,00;0,00;0,00;0,00;4d;371,00 +WINJ26;21/11/2025 09:05:00;21/11/2025 09:15:00;10min;1;1;V;162.270,00;161.840,00;186.475,00;No;-86,00;-430,00;8;-86,00;-430,00;0,00;0,00;0,00;3d;285,00 +WINJ26;04/12/2025 09:05:00;04/12/2025 09:20:00;15min;1;1;C;169.500,00;169.990,00;186.475,00;No;98,00;490,00;9;98,00;490,00;0,00;0,00;0,00;13d;383,00 +WINJ26;05/12/2025 09:05:00;05/12/2025 11:35:00;2h30min;1;1;V;171.570,00;172.000,00;186.475,00;Sim;86,00;430,00;10;86,00;430,00;0,00;0,00;0,00;1d;469,00 +WINJ26;09/12/2025 09:05:00;09/12/2025 09:30:00;25min;1;1;V;164.850,00;164.700,00;186.475,00;No;-30,00;-150,00;11;-30,00;-150,00;0,00;0,00;0,00;4d;439,00 +WINJ26;10/12/2025 09:10:00;10/12/2025 09:30:00;20min;1;1;C;166.300,00;165.600,00;186.475,00;Sim;-140,00;-700,00;12;-140,00;-700,00;0,00;0,00;0,00;1d;299,00 +WINJ26;16/12/2025 09:05:00;16/12/2025 09:20:00;15min;1;1;V;166.930,00;167.390,00;186.475,00;Sim;92,00;460,00;13;92,00;460,00;0,00;0,00;0,00;5d23h;391,00 +WINJ26;17/12/2025 09:05:00;17/12/2025 09:15:00;10min;1;1;V;164.820,00;164.115,00;186.475,00;No;-141,00;-705,00;14;-141,00;-705,00;0,00;0,00;0,00;1d;250,00 +WINJ26;26/12/2025 09:05:00;26/12/2025 09:15:00;10min;1;1;V;165.990,00;165.710,00;186.475,00;Sim;-56,00;-280,00;15;-56,00;-280,00;0,00;0,00;0,00;9d;194,00 +WINJ26;30/12/2025 09:05:00;30/12/2025 09:20:00;15min;1;1;C;167.080,00;167.450,00;186.475,00;No;74,00;370,00;16;74,00;370,00;0,00;0,00;0,00;4d;268,00 +WINJ26;02/01/2026 09:05:00;02/01/2026 09:20:00;15min;1;1;C;167.920,00;167.720,00;186.475,00;No;-40,00;-200,00;17;-40,00;-200,00;0,00;0,00;0,00;3d;228,00 +WINJ26;07/01/2026 09:05:00;07/01/2026 09:20:00;15min;1;1;V;169.345,00;169.035,00;186.475,00;Sim;-62,00;-310,00;18;-62,00;-310,00;0,00;0,00;0,00;5d;166,00 +WINJ26;21/01/2026 09:05:00;21/01/2026 09:20:00;15min;1;1;C;171.995,00;172.535,00;186.475,00;No;108,00;540,00;19;108,00;540,00;0,00;0,00;0,00;14d;274,00 +WINJ26;26/01/2026 09:05:00;26/01/2026 09:15:00;10min;1;1;C;186.150,00;185.765,00;186.475,00;No;-77,00;-385,00;20;-77,00;-385,00;0,00;0,00;0,00;5d;197,00 +WINJ26;27/01/2026 09:05:00;27/01/2026 09:20:00;15min;1;1;C;185.390,00;185.055,00;186.475,00;Sim;-67,00;-335,00;21;-67,00;-335,00;0,00;0,00;0,00;1d;130,00 +WINJ26;03/02/2026 09:05:00;03/02/2026 09:20:00;15min;1;1;C;188.575,00;189.240,00;186.475,00;No;133,00;665,00;22;133,00;665,00;0,00;0,00;0,00;7d;263,00 +WINJ26;06/02/2026 09:05:00;06/02/2026 09:15:00;10min;1;1;C;188.150,00;187.450,00;186.475,00;Sim;-140,00;-700,00;23;-140,00;-700,00;0,00;0,00;0,00;3d;123,00 +WINJ26;11/02/2026 09:05:00;11/02/2026 09:15:00;10min;1;1;C;191.970,00;191.860,00;186.475,00;No;-22,00;-110,00;24;-22,00;-110,00;0,00;0,00;0,00;5d;101,00 +WINJ26;13/02/2026 09:05:00;13/02/2026 09:20:00;15min;1;1;V;189.270,00;190.295,00;186.475,00;Sim;205,00;1.025,00;25;205,00;1.025,00;0,00;0,00;0,00;2d;306,00 +WINJ26;24/02/2026 09:05:00;24/02/2026 09:20:00;15min;1;1;C;193.080,00;193.750,00;186.475,00;No;134,00;670,00;26;134,00;670,00;0,00;0,00;0,00;11d;440,00 +WINJ26;27/02/2026 09:05:00;27/02/2026 09:15:00;10min;1;1;V;193.045,00;192.480,00;186.475,00;Sim;-113,00;-565,00;27;-113,00;-565,00;0,00;0,00;0,00;3d;327,00 +WINJ26;03/03/2026 09:05:00;03/03/2026 09:15:00;10min;1;1;V;188.135,00;187.890,00;186.475,00;No;-49,00;-245,00;28;-49,00;-245,00;0,00;0,00;0,00;4d;278,00 +WINJ26;04/03/2026 09:05:00;04/03/2026 09:20:00;15min;1;1;C;187.630,00;187.315,00;186.475,00;Sim;-63,00;-315,00;29;-63,00;-315,00;0,00;0,00;0,00;1d;215,00 diff --git a/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v01_cm1_rm1_tfcurto15.csv b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v01_cm1_rm1_tfcurto15.csv new file mode 100644 index 0000000..c66525e --- /dev/null +++ b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v01_cm1_rm1_tfcurto15.csv @@ -0,0 +1,40 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 22/08/2025 +Data Final: 04/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;02/09/2025 09:30:00;02/09/2025 09:45:00;15min;1;1;V;150.600,00;151.000,00;186.380,00;No;80,00;400,00;1;80,00;400,00;0,00;0,00;0,00; - ;80,00 +WINJ26;09/09/2025 17:00:00;10/09/2025 09:00:00;16h;1;1;C;152.300,00;152.490,00;186.380,00;No;38,00;190,00;2;38,00;190,00;0,00;0,00;0,00;7d7h;118,00 +WINJ26;21/10/2025 09:15:00;21/10/2025 09:30:00;15min;1;1;V;153.200,00;153.250,00;186.380,00;Sim;10,00;50,00;3;10,00;50,00;0,00;0,00;0,00;1m10d16h;128,00 +WINJ26;23/10/2025 09:15:00;23/10/2025 09:30:00;15min;1;1;C;154.500,00;154.700,00;186.380,00;No;40,00;200,00;4;40,00;200,00;0,00;0,00;0,00;2d;168,00 +WINJ26;28/10/2025 09:15:00;28/10/2025 09:45:00;30min;1;1;V;155.400,00;155.400,00;186.380,00;Sim;0;0;5;0;0;0,00;0,00;0,00;5d;168,00 +WINJ26;30/10/2025 09:15:00;30/10/2025 09:45:00;30min;1;1;V;156.250,00;156.375,00;186.380,00;Sim;25,00;125,00;6;25,00;125,00;0,00;0,00;0,00;2d;193,00 +WINJ26;04/11/2025 10:00:00;04/11/2025 10:15:00;15min;1;1;V;158.550,00;158.430,00;186.380,00;Sim;-24,00;-120,00;7;-24,00;-120,00;0,00;0,00;0,00;5d;169,00 +WINJ26;14/11/2025 09:15:00;14/11/2025 09:30:00;15min;1;1;V;164.915,00;164.770,00;186.380,00;Sim;-29,00;-145,00;8;-29,00;-145,00;0,00;0,00;0,00;9d23h;140,00 +WINJ26;18/11/2025 09:15:00;18/11/2025 09:30:00;15min;1;1;V;163.750,00;164.000,00;186.380,00;No;50,00;250,00;9;50,00;250,00;0,00;0,00;0,00;4d;190,00 +WINJ26;26/11/2025 09:15:00;26/11/2025 09:30:00;15min;1;1;C;164.085,00;164.100,00;186.380,00;No;3,00;15,00;10;3,00;15,00;0,00;0,00;0,00;8d;193,00 +WINJ26;04/12/2025 09:15:00;04/12/2025 09:30:00;15min;1;1;C;169.815,00;170.000,00;186.380,00;No;37,00;185,00;11;37,00;185,00;0,00;0,00;0,00;8d;230,00 +WINJ26;08/12/2025 09:15:00;08/12/2025 09:30:00;15min;1;1;C;166.300,00;166.180,00;186.380,00;Sim;-24,00;-120,00;12;-24,00;-120,00;0,00;0,00;0,00;4d;206,00 +WINJ26;09/12/2025 09:15:00;09/12/2025 09:30:00;15min;1;1;V;164.850,00;164.655,00;186.380,00;Sim;-39,00;-195,00;13;-39,00;-195,00;0,00;0,00;0,00;1d;167,00 +WINJ26;10/12/2025 09:15:00;10/12/2025 09:30:00;15min;1;1;C;166.330,00;165.600,00;186.380,00;No;-146,00;-730,00;14;-146,00;-730,00;0,00;0,00;0,00;1d;21,00 +WINJ26;11/12/2025 10:00:00;11/12/2025 10:30:00;30min;1;1;V;165.040,00;165.615,00;186.380,00;Sim;115,00;575,00;15;115,00;575,00;0,00;0,00;0,00;1d;136,00 +WINJ26;15/12/2025 09:15:00;15/12/2025 09:30:00;15min;1;1;C;168.740,00;169.000,00;186.380,00;No;52,00;260,00;16;52,00;260,00;0,00;0,00;0,00;3d23h;188,00 +WINJ26;16/12/2025 09:15:00;16/12/2025 09:30:00;15min;1;1;V;166.850,00;166.950,00;186.380,00;Sim;20,00;100,00;17;20,00;100,00;0,00;0,00;0,00;1d;208,00 +WINJ26;23/12/2025 09:15:00;23/12/2025 09:30:00;15min;1;1;C;164.810,00;164.890,00;186.380,00;Sim;16,00;80,00;18;16,00;80,00;0,00;0,00;0,00;7d;224,00 +WINJ26;26/12/2025 09:15:00;26/12/2025 09:30:00;15min;1;1;V;165.800,00;165.970,00;186.380,00;No;34,00;170,00;19;34,00;170,00;0,00;0,00;0,00;3d;258,00 +WINJ26;30/12/2025 09:15:00;30/12/2025 09:30:00;15min;1;1;C;167.410,00;167.510,00;186.380,00;No;20,00;100,00;20;20,00;100,00;0,00;0,00;0,00;4d;278,00 +WINJ26;02/01/2026 09:15:00;02/01/2026 09:30:00;15min;1;1;C;167.725,00;167.600,00;186.380,00;No;-25,00;-125,00;21;-25,00;-125,00;0,00;0,00;0,00;3d;253,00 +WINJ26;14/01/2026 09:15:00;14/01/2026 09:30:00;15min;1;1;C;167.745,00;167.915,00;186.380,00;No;34,00;170,00;22;34,00;170,00;0,00;0,00;0,00;12d;287,00 +WINJ26;20/01/2026 09:15:00;20/01/2026 09:30:00;15min;1;1;V;168.270,00;168.475,00;186.380,00;Sim;41,00;205,00;23;41,00;205,00;0,00;0,00;0,00;6d;328,00 +WINJ26;21/01/2026 09:15:00;21/01/2026 09:30:00;15min;1;1;C;172.590,00;172.625,00;186.380,00;No;7,00;35,00;24;7,00;35,00;0,00;0,00;0,00;1d;335,00 +WINJ26;22/01/2026 09:15:00;22/01/2026 09:30:00;15min;1;1;C;177.645,00;177.510,00;186.380,00;No;-27,00;-135,00;25;-27,00;-135,00;0,00;0,00;0,00;1d;308,00 +WINJ26;26/01/2026 09:15:00;26/01/2026 09:30:00;15min;1;1;C;185.785,00;185.355,00;186.380,00;No;-86,00;-430,00;26;-86,00;-430,00;0,00;0,00;0,00;4d;222,00 +WINJ26;27/01/2026 09:15:00;27/01/2026 09:30:00;15min;1;1;C;185.230,00;185.570,00;186.380,00;Sim;68,00;340,00;27;68,00;340,00;0,00;0,00;0,00;1d;290,00 +WINJ26;29/01/2026 09:15:00;29/01/2026 09:30:00;15min;1;1;C;191.940,00;191.010,00;186.380,00;No;-186,00;-930,00;28;-186,00;-930,00;0,00;0,00;0,00;2d;104,00 +WINJ26;03/02/2026 09:15:00;03/02/2026 09:30:00;15min;1;1;C;188.980,00;189.050,00;186.380,00;Sim;14,00;70,00;29;14,00;70,00;0,00;0,00;0,00;5d;118,00 +WINJ26;11/02/2026 09:15:00;11/02/2026 09:30:00;15min;1;1;C;191.880,00;191.530,00;186.380,00;No;-70,00;-350,00;30;-70,00;-350,00;0,00;0,00;0,00;8d;48,00 +WINJ26;13/02/2026 09:15:00;13/02/2026 09:30:00;15min;1;1;V;189.265,00;189.775,00;186.380,00;Sim;102,00;510,00;31;102,00;510,00;0,00;0,00;0,00;2d;150,00 +WINJ26;24/02/2026 09:15:00;24/02/2026 09:30:00;15min;1;1;C;194.175,00;193.230,00;186.380,00;No;-189,00;-945,00;32;-189,00;-945,00;0,00;0,00;0,00;11d;-39,00 +WINJ26;27/02/2026 09:15:00;27/02/2026 09:30:00;15min;1;1;V;193.440,00;193.025,00;186.380,00;Sim;-83,00;-415,00;33;-83,00;-415,00;0,00;0,00;0,00;3d;-122,00 +WINJ26;04/03/2026 09:15:00;04/03/2026 09:30:00;15min;1;1;C;187.670,00;187.330,00;186.380,00;Sim;-68,00;-340,00;34;-68,00;-340,00;0,00;0,00;0,00;5d;-190,00 diff --git a/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v01_cm1_rm1_tfcurto30.csv b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v01_cm1_rm1_tfcurto30.csv new file mode 100644 index 0000000..3d19a34 --- /dev/null +++ b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v01_cm1_rm1_tfcurto30.csv @@ -0,0 +1,38 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 22/08/2025 +Data Final: 04/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;28/08/2025 10:00:00;28/08/2025 10:30:00;30min;1;1;C;151.460,00;151.750,00;186.380,00;No;58,00;290,00;1;58,00;290,00;0,00;0,00;0,00; - ;58,00 +WINJ26;02/09/2025 09:30:00;02/09/2025 10:00:00;30min;1;1;V;150.510,00;150.990,00;186.380,00;No;96,00;480,00;2;96,00;480,00;0,00;0,00;0,00;4d23h;154,00 +WINJ26;09/09/2025 17:00:00;10/09/2025 09:00:00;16h;1;1;C;152.300,00;152.490,00;186.380,00;No;38,00;190,00;3;38,00;190,00;0,00;0,00;0,00;7d7h;192,00 +WINJ26;29/09/2025 09:30:00;29/09/2025 10:00:00;30min;1;1;C;156.710,00;157.250,00;186.380,00;No;108,00;540,00;4;108,00;540,00;0,00;0,00;0,00;19d16h;300,00 +WINJ26;24/10/2025 09:30:00;24/10/2025 10:00:00;30min;1;1;C;155.010,00;155.700,00;186.380,00;Sim;138,00;690,00;5;138,00;690,00;0,00;0,00;0,00;25d;438,00 +WINJ26;30/10/2025 09:30:00;30/10/2025 10:30:00;1h;1;1;V;156.705,00;156.240,00;186.380,00;Sim;-93,00;-465,00;6;-93,00;-465,00;0,00;0,00;0,00;6d;345,00 +WINJ26;03/11/2025 09:30:00;03/11/2025 11:00:00;1h30min;1;1;C;158.710,00;158.605,00;186.380,00;No;-21,00;-105,00;7;-21,00;-105,00;0,00;0,00;0,00;4d;324,00 +WINJ26;04/11/2025 10:00:00;04/11/2025 10:30:00;30min;1;1;V;158.530,00;158.430,00;186.380,00;Sim;-20,00;-100,00;8;-20,00;-100,00;0,00;0,00;0,00;1d;304,00 +WINJ26;05/11/2025 10:00:00;05/11/2025 10:30:00;30min;1;1;V;159.050,00;158.820,00;186.380,00;Sim;-46,00;-230,00;9;-46,00;-230,00;0,00;0,00;0,00;1d;258,00 +WINJ26;14/11/2025 09:30:00;14/11/2025 10:00:00;30min;1;1;V;164.980,00;164.905,00;186.380,00;Sim;-15,00;-75,00;10;-15,00;-75,00;0,00;0,00;0,00;8d23h;243,00 +WINJ26;18/11/2025 09:30:00;18/11/2025 10:00:00;30min;1;1;V;163.980,00;163.740,00;186.380,00;No;-48,00;-240,00;11;-48,00;-240,00;0,00;0,00;0,00;4d;195,00 +WINJ26;19/11/2025 09:30:00;19/11/2025 10:00:00;30min;1;1;V;163.750,00;164.200,00;186.380,00;Sim;90,00;450,00;12;90,00;450,00;0,00;0,00;0,00;1d;285,00 +WINJ26;26/11/2025 09:30:00;26/11/2025 10:00:00;30min;1;1;C;164.110,00;164.240,00;186.380,00;No;26,00;130,00;13;26,00;130,00;0,00;0,00;0,00;7d;311,00 +WINJ26;04/12/2025 09:30:00;04/12/2025 10:00:00;30min;1;1;C;170.000,00;170.075,00;186.380,00;No;15,00;75,00;14;15,00;75,00;0,00;0,00;0,00;8d;326,00 +WINJ26;09/12/2025 09:30:00;09/12/2025 10:00:00;30min;1;1;V;164.050,00;164.840,00;186.380,00;Sim;158,00;790,00;15;158,00;790,00;0,00;0,00;0,00;5d;484,00 +WINJ26;10/12/2025 09:30:00;10/12/2025 10:00:00;30min;1;1;C;165.610,00;165.020,00;186.380,00;Sim;-118,00;-590,00;16;-118,00;-590,00;0,00;0,00;0,00;1d;366,00 +WINJ26;11/12/2025 10:00:00;11/12/2025 10:30:00;30min;1;1;V;165.040,00;165.615,00;186.380,00;Sim;115,00;575,00;17;115,00;575,00;0,00;0,00;0,00;1d;481,00 +WINJ26;15/12/2025 09:30:00;15/12/2025 10:00:00;30min;1;1;C;169.010,00;168.490,00;186.380,00;No;-104,00;-520,00;18;-104,00;-520,00;0,00;0,00;0,00;3d23h;377,00 +WINJ26;16/12/2025 09:30:00;16/12/2025 10:00:00;30min;1;1;V;167.280,00;166.830,00;186.380,00;Sim;-90,00;-450,00;19;-90,00;-450,00;0,00;0,00;0,00;1d;287,00 +WINJ26;23/12/2025 09:30:00;23/12/2025 10:00:00;30min;1;1;C;164.910,00;165.015,00;186.380,00;Sim;21,00;105,00;20;21,00;105,00;0,00;0,00;0,00;7d;308,00 +WINJ26;26/12/2025 09:30:00;26/12/2025 10:00:00;30min;1;1;V;165.710,00;165.780,00;186.380,00;No;14,00;70,00;21;14,00;70,00;0,00;0,00;0,00;3d;322,00 +WINJ26;30/12/2025 09:30:00;30/12/2025 10:00:00;30min;1;1;C;167.530,00;167.580,00;186.380,00;No;10,00;50,00;22;10,00;50,00;0,00;0,00;0,00;4d;332,00 +WINJ26;02/01/2026 09:30:00;02/01/2026 10:00:00;30min;1;1;C;167.620,00;168.085,00;186.380,00;No;93,00;465,00;23;93,00;465,00;0,00;0,00;0,00;3d;425,00 +WINJ26;14/01/2026 09:30:00;14/01/2026 10:00:00;30min;1;1;C;167.930,00;168.190,00;186.380,00;No;52,00;260,00;24;52,00;260,00;0,00;0,00;0,00;12d;477,00 +WINJ26;20/01/2026 09:30:00;20/01/2026 10:00:00;30min;1;1;V;169.020,00;168.250,00;186.380,00;Sim;-154,00;-770,00;25;-154,00;-770,00;0,00;0,00;0,00;6d;323,00 +WINJ26;21/01/2026 09:30:00;21/01/2026 10:00:00;30min;1;1;C;172.645,00;173.060,00;186.380,00;No;83,00;415,00;26;83,00;415,00;0,00;0,00;0,00;1d;406,00 +WINJ26;27/01/2026 09:30:00;27/01/2026 10:00:00;30min;1;1;C;185.580,00;185.940,00;186.380,00;No;72,00;360,00;27;72,00;360,00;0,00;0,00;0,00;6d;478,00 +WINJ26;03/02/2026 09:30:00;03/02/2026 10:00:00;30min;1;1;C;189.060,00;189.550,00;186.380,00;No;98,00;490,00;28;98,00;490,00;0,00;0,00;0,00;7d;576,00 +WINJ26;11/02/2026 09:30:00;11/02/2026 10:00:00;30min;1;1;C;191.550,00;192.225,00;186.380,00;No;135,00;675,00;29;135,00;675,00;0,00;0,00;0,00;8d;711,00 +WINJ26;13/02/2026 09:30:00;13/02/2026 10:00:00;30min;1;1;V;189.230,00;189.245,00;186.380,00;Sim;3,00;15,00;30;3,00;15,00;0,00;0,00;0,00;2d;714,00 +WINJ26;23/02/2026 09:30:00;23/02/2026 10:00:00;30min;1;1;V;192.570,00;192.915,00;186.380,00;Sim;69,00;345,00;31;69,00;345,00;0,00;0,00;0,00;10d;783,00 +WINJ26;04/03/2026 09:30:00;04/03/2026 10:00:00;30min;1;1;C;187.350,00;188.355,00;186.380,00;Sim;201,00;1.005,00;32;201,00;1.005,00;0,00;0,00;0,00;9d;984,00 diff --git a/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v01_cm1_rm1_tfcurto60.csv b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v01_cm1_rm1_tfcurto60.csv new file mode 100644 index 0000000..b2a041a --- /dev/null +++ b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v01_cm1_rm1_tfcurto60.csv @@ -0,0 +1,48 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 22/08/2025 +Data Final: 04/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;28/08/2025 10:00:00;29/08/2025 09:00:00;23h;1;1;C;151.460,00;152.000,00;186.285,00;No;108,00;540,00;1;108,00;540,00;0,00;0,00;0,00; - ;108,00 +WINJ26;02/09/2025 10:00:00;02/09/2025 11:00:00;1h;1;1;V;151.710,00;150.500,00;186.285,00;No;-242,00;-1.210,00;2;-242,00;-1.210,00;0,00;0,00;0,00;5d;-134,00 +WINJ26;05/09/2025 10:00:00;05/09/2025 11:00:00;1h;1;1;C;153.400,00;153.400,00;186.285,00;No;0;0;3;0;0;0,00;0,00;0,00;3d;-134,00 +WINJ26;09/09/2025 17:00:00;10/09/2025 09:00:00;16h;1;1;C;152.300,00;152.490,00;186.285,00;Sim;38,00;190,00;4;38,00;190,00;0,00;0,00;0,00;4d7h;-96,00 +WINJ26;10/09/2025 10:00:00;11/09/2025 09:00:00;23h;1;1;C;152.360,00;153.490,00;186.285,00;No;226,00;1.130,00;5;226,00;1.130,00;0,00;0,00;0,00;17h;130,00 +WINJ26;25/09/2025 10:00:00;25/09/2025 11:00:00;1h;1;1;V;155.750,00;156.240,00;186.285,00;Sim;98,00;490,00;6;98,00;490,00;0,00;0,00;0,00;15d;228,00 +WINJ26;29/09/2025 10:00:00;29/09/2025 11:00:00;1h;1;1;C;157.260,00;156.600,00;186.285,00;No;-132,00;-660,00;7;-132,00;-660,00;0,00;0,00;0,00;4d;96,00 +WINJ26;01/10/2025 10:00:00;01/10/2025 11:00:00;1h;1;1;C;156.750,00;156.000,00;186.285,00;Sim;-150,00;-750,00;8;-150,00;-750,00;0,00;0,00;0,00;2d;-54,00 +WINJ26;03/10/2025 10:00:00;03/10/2025 11:00:00;1h;1;1;C;153.765,00;153.700,00;186.285,00;Sim;-13,00;-65,00;9;-13,00;-65,00;0,00;0,00;0,00;2d;-67,00 +WINJ26;15/10/2025 10:00:00;15/10/2025 11:00:00;1h;1;1;V;151.200,00;150.095,00;186.285,00;No;-221,00;-1.105,00;10;-221,00;-1.105,00;0,00;0,00;0,00;12d;-288,00 +WINJ26;17/10/2025 10:00:00;17/10/2025 11:00:00;1h;1;1;V;151.375,00;150.800,00;186.285,00;Sim;-115,00;-575,00;11;-115,00;-575,00;0,00;0,00;0,00;2d;-403,00 +WINJ26;24/10/2025 10:00:00;24/10/2025 11:00:00;1h;1;1;C;155.710,00;154.990,00;186.285,00;No;-144,00;-720,00;12;-144,00;-720,00;0,00;0,00;0,00;7d;-547,00 +WINJ26;30/10/2025 10:00:00;30/10/2025 11:00:00;1h;1;1;V;157.345,00;156.695,00;186.285,00;Sim;-130,00;-650,00;13;-130,00;-650,00;0,00;0,00;0,00;6d;-677,00 +WINJ26;03/11/2025 11:00:00;03/11/2025 12:00:00;1h;1;1;C;158.615,00;158.990,00;186.285,00;No;75,00;375,00;14;75,00;375,00;0,00;0,00;0,00;4d1h;-602,00 +WINJ26;04/11/2025 10:00:00;04/11/2025 11:00:00;1h;1;1;V;158.630,00;158.430,00;186.285,00;Sim;-40,00;-200,00;15;-40,00;-200,00;0,00;0,00;0,00;23h;-642,00 +WINJ26;05/11/2025 10:00:00;05/11/2025 11:00:00;1h;1;1;V;159.470,00;158.820,00;186.285,00;Sim;-130,00;-650,00;16;-130,00;-650,00;0,00;0,00;0,00;1d;-772,00 +WINJ26;07/11/2025 10:00:00;07/11/2025 11:00:00;1h;1;1;V;161.000,00;161.240,00;186.285,00;Sim;48,00;240,00;17;48,00;240,00;0,00;0,00;0,00;2d;-724,00 +WINJ26;14/11/2025 10:00:00;14/11/2025 11:00:00;1h;1;1;V;165.360,00;164.970,00;186.285,00;Sim;-78,00;-390,00;18;-78,00;-390,00;0,00;0,00;0,00;7d;-802,00 +WINJ26;18/11/2025 10:00:00;18/11/2025 11:00:00;1h;1;1;V;164.500,00;163.970,00;186.285,00;No;-106,00;-530,00;19;-106,00;-530,00;0,00;0,00;0,00;4d;-908,00 +WINJ26;26/11/2025 10:00:00;26/11/2025 11:00:00;1h;1;1;C;164.260,00;165.290,00;186.285,00;No;206,00;1.030,00;20;206,00;1.030,00;0,00;0,00;0,00;8d;-702,00 +WINJ26;27/11/2025 11:00:00;27/11/2025 13:00:00;2h;1;1;V;166.020,00;165.940,00;186.285,00;Sim;-16,00;-80,00;21;-16,00;-80,00;0,00;0,00;0,00;1d1h;-718,00 +WINJ26;04/12/2025 10:00:00;04/12/2025 11:00:00;1h;1;1;C;170.095,00;171.240,00;186.285,00;No;229,00;1.145,00;22;229,00;1.145,00;0,00;0,00;0,00;6d23h;-489,00 +WINJ26;09/12/2025 10:00:00;09/12/2025 11:00:00;1h;1;1;V;163.160,00;164.040,00;186.285,00;No;176,00;880,00;23;176,00;880,00;0,00;0,00;0,00;5d;-313,00 +WINJ26;11/12/2025 10:00:00;11/12/2025 11:00:00;1h;1;1;V;165.510,00;165.605,00;186.285,00;Sim;19,00;95,00;24;19,00;95,00;0,00;0,00;0,00;2d;-294,00 +WINJ26;15/12/2025 10:00:00;15/12/2025 11:00:00;1h;1;1;C;168.510,00;169.320,00;186.285,00;Sim;162,00;810,00;25;162,00;810,00;0,00;0,00;0,00;4d;-132,00 +WINJ26;16/12/2025 10:00:00;16/12/2025 11:00:00;1h;1;1;V;167.010,00;167.260,00;186.285,00;Sim;50,00;250,00;26;50,00;250,00;0,00;0,00;0,00;1d;-82,00 +WINJ26;23/12/2025 10:00:00;23/12/2025 11:00:00;1h;1;1;C;165.035,00;165.650,00;186.285,00;Sim;123,00;615,00;27;123,00;615,00;0,00;0,00;0,00;7d;41,00 +WINJ26;26/12/2025 10:00:00;26/12/2025 11:00:00;1h;1;1;V;165.430,00;165.690,00;186.285,00;No;52,00;260,00;28;52,00;260,00;0,00;0,00;0,00;3d;93,00 +WINJ26;30/12/2025 10:00:00;30/12/2025 11:00:00;1h;1;1;C;167.600,00;167.190,00;186.285,00;No;-82,00;-410,00;29;-82,00;-410,00;0,00;0,00;0,00;4d;11,00 +WINJ26;02/01/2026 10:00:00;02/01/2026 11:00:00;1h;1;1;C;168.105,00;166.695,00;186.285,00;No;-282,00;-1.410,00;30;-282,00;-1.410,00;0,00;0,00;0,00;3d;-271,00 +WINJ26;07/01/2026 10:00:00;07/01/2026 11:00:00;1h;1;1;V;168.340,00;168.890,00;186.285,00;Sim;110,00;550,00;31;110,00;550,00;0,00;0,00;0,00;5d;-161,00 +WINJ26;14/01/2026 10:00:00;14/01/2026 11:00:00;1h;1;1;C;168.210,00;168.210,00;186.285,00;No;0;0;32;0;0;0,00;0,00;0,00;7d;-161,00 +WINJ26;21/01/2026 10:00:00;21/01/2026 11:00:00;1h;1;1;C;173.075,00;173.810,00;186.285,00;No;147,00;735,00;33;147,00;735,00;0,00;0,00;0,00;7d;-14,00 +WINJ26;22/01/2026 10:00:00;22/01/2026 11:00:00;1h;1;1;C;178.005,00;178.060,00;186.285,00;No;11,00;55,00;34;11,00;55,00;0,00;0,00;0,00;1d;-3,00 +WINJ26;27/01/2026 10:00:00;27/01/2026 11:00:00;1h;1;1;C;185.960,00;186.850,00;186.285,00;No;178,00;890,00;35;178,00;890,00;0,00;0,00;0,00;5d;175,00 +WINJ26;03/02/2026 10:00:00;03/02/2026 11:00:00;1h;1;1;C;189.570,00;190.820,00;186.285,00;No;250,00;1.250,00;36;250,00;1.250,00;0,00;0,00;0,00;7d;425,00 +WINJ26;11/02/2026 10:00:00;11/02/2026 11:00:00;1h;1;1;C;192.245,00;192.550,00;186.285,00;No;61,00;305,00;37;61,00;305,00;0,00;0,00;0,00;8d;486,00 +WINJ26;13/02/2026 10:00:00;13/02/2026 11:00:00;1h;1;1;V;188.955,00;189.210,00;186.285,00;Sim;51,00;255,00;38;51,00;255,00;0,00;0,00;0,00;2d;537,00 +WINJ26;23/02/2026 10:00:00;23/02/2026 11:00:00;1h;1;1;V;193.035,00;192.560,00;186.285,00;Sim;-95,00;-475,00;39;-95,00;-475,00;0,00;0,00;0,00;10d;442,00 +WINJ26;24/02/2026 10:00:00;24/02/2026 11:00:00;1h;1;1;C;193.515,00;193.495,00;186.285,00;No;-4,00;-20,00;40;-4,00;-20,00;0,00;0,00;0,00;1d;438,00 +WINJ26;03/03/2026 10:00:00;03/03/2026 11:00:00;1h;1;1;V;185.620,00;187.255,00;186.285,00;No;327,00;1.635,00;41;327,00;1.635,00;0,00;0,00;0,00;7d;765,00 +WINJ26;04/03/2026 10:00:00;04/03/2026 11:00:00;1h;1;1;C;188.375,00;188.090,00;186.285,00;Sim;-57,00;-285,00;42;-57,00;-285,00;0,00;0,00;0,00;1d;708,00 diff --git a/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v02_cm2_rm1_tfcurto01.csv b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v02_cm2_rm1_tfcurto01.csv new file mode 100644 index 0000000..36d434e --- /dev/null +++ b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v02_cm2_rm1_tfcurto01.csv @@ -0,0 +1,17 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 02/02/2026 +Data Final: 04/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;03/02/2026 09:01:00;03/02/2026 09:03:00;2min;1;1;C;188.460,00;188.615,00;186.145,00;No;31,00;155,00;1;31,00;155,00;0,00;0,00;0,00; - ;31,00 +WINJ26;04/02/2026 09:01:00;04/02/2026 09:03:00;2min;1;1;C;191.040,00;190.390,00;186.145,00;No;-130,00;-650,00;2;-130,00;-650,00;0,00;0,00;0,00;1d;-99,00 +WINJ26;06/02/2026 09:01:00;06/02/2026 09:03:00;2min;1;1;C;187.790,00;187.900,00;186.145,00;Sim;22,00;110,00;3;22,00;110,00;0,00;0,00;0,00;2d;-77,00 +WINJ26;09/02/2026 09:01:00;09/02/2026 09:03:00;2min;1;1;C;187.860,00;187.690,00;186.145,00;No;-34,00;-170,00;4;-34,00;-170,00;0,00;0,00;0,00;3d;-111,00 +WINJ26;11/02/2026 09:01:00;11/02/2026 09:05:00;4min;1;1;C;191.000,00;191.950,00;186.145,00;No;190,00;950,00;5;190,00;950,00;0,00;0,00;0,00;2d;79,00 +WINJ26;12/02/2026 09:01:00;12/02/2026 09:03:00;2min;1;1;C;194.970,00;193.740,00;186.145,00;No;-246,00;-1.230,00;6;-246,00;-1.230,00;0,00;0,00;0,00;1d;-167,00 +WINJ26;13/02/2026 09:01:00;13/02/2026 09:03:00;2min;1;1;V;190.340,00;191.075,00;186.145,00;No;147,00;735,00;7;147,00;735,00;0,00;0,00;0,00;1d;-20,00 +WINJ26;25/02/2026 09:01:00;25/02/2026 09:03:00;2min;1;1;C;197.070,00;196.180,00;186.145,00;No;-178,00;-890,00;8;-178,00;-890,00;0,00;0,00;0,00;12d;-198,00 +WINJ26;27/02/2026 09:01:00;27/02/2026 09:05:00;4min;1;1;V;192.500,00;193.920,00;186.145,00;Sim;284,00;1.420,00;9;284,00;1.420,00;0,00;0,00;0,00;2d;86,00 +WINJ26;02/03/2026 09:01:00;02/03/2026 09:03:00;2min;1;1;V;190.300,00;189.945,00;186.145,00;No;-71,00;-355,00;10;-71,00;-355,00;0,00;0,00;0,00;3d;15,00 +WINJ26;03/03/2026 09:03:00;03/03/2026 09:05:00;2min;1;1;V;187.910,00;188.085,00;186.145,00;No;35,00;175,00;11;35,00;175,00;0,00;0,00;0,00;1d;50,00 diff --git a/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v02_cm2_rm1_tfcurto02.csv b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v02_cm2_rm1_tfcurto02.csv new file mode 100644 index 0000000..af4f574 --- /dev/null +++ b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v02_cm2_rm1_tfcurto02.csv @@ -0,0 +1,29 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 24/10/2025 +Data Final: 04/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;30/10/2025 09:12:00;30/10/2025 09:26:00;14min;1;1;V;156.385,00;156.500,00;186.210,00;No;23,00;115,00;1;23,00;115,00;0,00;0,00;0,00; - ;23,00 +WINJ26;04/11/2025 09:02:00;04/11/2025 10:14:00;1h12min;1;1;V;158.540,00;158.000,00;186.210,00;Sim;-108,00;-540,00;2;-108,00;-540,00;0,00;0,00;0,00;4d23h;-85,00 +WINJ26;14/11/2025 09:02:00;14/11/2025 09:12:00;10min;1;1;V;164.730,00;164.700,00;186.210,00;Sim;-6,00;-30,00;3;-6,00;-30,00;0,00;0,00;0,00;10d;-91,00 +WINJ26;21/11/2025 09:04:00;21/11/2025 09:08:00;4min;1;1;V;162.000,00;161.840,00;186.210,00;No;-32,00;-160,00;4;-32,00;-160,00;0,00;0,00;0,00;7d;-123,00 +WINJ26;04/12/2025 09:06:00;04/12/2025 09:20:00;14min;1;1;C;169.500,00;170.000,00;186.210,00;No;100,00;500,00;5;100,00;500,00;0,00;0,00;0,00;13d;-23,00 +WINJ26;05/12/2025 09:02:00;05/12/2025 11:28:00;2h26min;1;1;V;171.690,00;171.800,00;186.210,00;Sim;22,00;110,00;6;22,00;110,00;0,00;0,00;0,00;23h56min;-1,00 +WINJ26;16/12/2025 09:04:00;16/12/2025 09:12:00;8min;1;1;V;167.000,00;168.490,00;186.210,00;No;298,00;1.490,00;7;298,00;1.490,00;0,00;0,00;0,00;11d;297,00 +WINJ26;17/12/2025 09:02:00;17/12/2025 09:08:00;6min;1;1;V;164.410,00;164.015,00;186.210,00;No;-79,00;-395,00;8;-79,00;-395,00;0,00;0,00;0,00;23h58min;218,00 +WINJ26;26/12/2025 09:02:00;26/12/2025 09:06:00;4min;1;1;V;165.605,00;165.490,00;186.210,00;Sim;-23,00;-115,00;9;-23,00;-115,00;0,00;0,00;0,00;9d;195,00 +WINJ26;30/12/2025 09:02:00;30/12/2025 09:10:00;8min;1;1;C;166.780,00;167.200,00;186.210,00;Sim;84,00;420,00;10;84,00;420,00;0,00;0,00;0,00;4d;279,00 +WINJ26;02/01/2026 09:02:00;02/01/2026 09:08:00;6min;1;1;C;167.910,00;167.730,00;186.210,00;No;-36,00;-180,00;11;-36,00;-180,00;0,00;0,00;0,00;3d;243,00 +WINJ26;20/01/2026 09:02:00;20/01/2026 09:06:00;4min;1;1;V;169.335,00;168.765,00;186.210,00;Sim;-114,00;-570,00;12;-114,00;-570,00;0,00;0,00;0,00;18d;129,00 +WINJ26;21/01/2026 09:02:00;21/01/2026 09:08:00;6min;1;1;C;171.840,00;172.075,00;186.210,00;No;47,00;235,00;13;47,00;235,00;0,00;0,00;0,00;1d;176,00 +WINJ26;26/01/2026 09:02:00;26/01/2026 09:06:00;4min;1;1;C;185.445,00;186.230,00;186.210,00;No;157,00;785,00;14;157,00;785,00;0,00;0,00;0,00;5d;333,00 +WINJ26;27/01/2026 09:02:00;27/01/2026 09:08:00;6min;1;1;C;185.475,00;185.405,00;186.210,00;No;-14,00;-70,00;15;-14,00;-70,00;0,00;0,00;0,00;1d;319,00 +WINJ26;29/01/2026 09:02:00;29/01/2026 09:06:00;4min;1;1;C;192.290,00;191.815,00;186.210,00;No;-95,00;-475,00;16;-95,00;-475,00;0,00;0,00;0,00;2d;224,00 +WINJ26;03/02/2026 09:02:00;03/02/2026 09:08:00;6min;1;1;C;188.830,00;188.470,00;186.210,00;Sim;-72,00;-360,00;17;-72,00;-360,00;0,00;0,00;0,00;5d;152,00 +WINJ26;06/02/2026 09:02:00;06/02/2026 09:06:00;4min;1;1;C;187.875,00;187.840,00;186.210,00;Sim;-7,00;-35,00;18;-7,00;-35,00;0,00;0,00;0,00;3d;145,00 +WINJ26;11/02/2026 09:02:00;11/02/2026 09:08:00;6min;1;1;C;191.415,00;191.875,00;186.210,00;No;92,00;460,00;19;92,00;460,00;0,00;0,00;0,00;5d;237,00 +WINJ26;13/02/2026 09:02:00;13/02/2026 09:10:00;8min;1;1;V;190.105,00;190.305,00;186.210,00;Sim;40,00;200,00;20;40,00;200,00;0,00;0,00;0,00;2d;277,00 +WINJ26;27/02/2026 09:02:00;27/02/2026 09:06:00;4min;1;1;V;192.535,00;193.255,00;186.210,00;Sim;144,00;720,00;21;144,00;720,00;0,00;0,00;0,00;14d;421,00 +WINJ26;03/03/2026 09:04:00;03/03/2026 09:12:00;8min;1;1;V;187.765,00;187.785,00;186.210,00;No;4,00;20,00;22;4,00;20,00;0,00;0,00;0,00;4d;425,00 +WINJ26;04/03/2026 09:02:00;04/03/2026 09:06:00;4min;1;1;C;187.160,00;187.430,00;186.210,00;Sim;54,00;270,00;23;54,00;270,00;0,00;0,00;0,00;23h58min;479,00 diff --git a/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v02_cm2_rm1_tfcurto03.csv b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v02_cm2_rm1_tfcurto03.csv new file mode 100644 index 0000000..e679e7c --- /dev/null +++ b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v02_cm2_rm1_tfcurto03.csv @@ -0,0 +1,29 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 24/10/2025 +Data Final: 04/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;30/10/2025 09:12:00;30/10/2025 09:24:00;12min;1;1;V;156.385,00;156.500,00;186.240,00;No;23,00;115,00;1;23,00;115,00;0,00;0,00;0,00; - ;23,00 +WINJ26;04/11/2025 09:03:00;04/11/2025 10:15:00;1h12min;1;1;V;158.540,00;158.190,00;186.240,00;Sim;-70,00;-350,00;2;-70,00;-350,00;0,00;0,00;0,00;4d23h;-47,00 +WINJ26;14/11/2025 09:03:00;14/11/2025 09:15:00;12min;1;1;V;164.790,00;164.740,00;186.240,00;Sim;-10,00;-50,00;3;-10,00;-50,00;0,00;0,00;0,00;10d;-57,00 +WINJ26;18/11/2025 09:03:00;18/11/2025 09:30:00;27min;1;1;V;163.750,00;164.510,00;186.240,00;No;152,00;760,00;4;152,00;760,00;0,00;0,00;0,00;4d;95,00 +WINJ26;21/11/2025 09:06:00;21/11/2025 09:15:00;9min;1;1;V;162.260,00;161.840,00;186.240,00;No;-84,00;-420,00;5;-84,00;-420,00;0,00;0,00;0,00;3d;11,00 +WINJ26;04/12/2025 09:06:00;04/12/2025 09:18:00;12min;1;1;C;169.500,00;170.000,00;186.240,00;No;100,00;500,00;6;100,00;500,00;0,00;0,00;0,00;13d;111,00 +WINJ26;05/12/2025 09:03:00;05/12/2025 11:27:00;2h24min;1;1;V;171.690,00;171.800,00;186.240,00;Sim;22,00;110,00;7;22,00;110,00;0,00;0,00;0,00;23h57min;133,00 +WINJ26;16/12/2025 09:03:00;16/12/2025 09:12:00;9min;1;1;V;167.000,00;168.490,00;186.240,00;No;298,00;1.490,00;8;298,00;1.490,00;0,00;0,00;0,00;11d;431,00 +WINJ26;17/12/2025 09:06:00;17/12/2025 09:12:00;6min;1;1;V;164.800,00;164.115,00;186.240,00;No;-137,00;-685,00;9;-137,00;-685,00;0,00;0,00;0,00;1d;294,00 +WINJ26;26/12/2025 09:03:00;26/12/2025 09:09:00;6min;1;1;V;165.895,00;165.690,00;186.240,00;Sim;-41,00;-205,00;10;-41,00;-205,00;0,00;0,00;0,00;8d23h;253,00 +WINJ26;30/12/2025 09:03:00;30/12/2025 09:09:00;6min;1;1;C;166.845,00;167.190,00;186.240,00;Sim;69,00;345,00;11;69,00;345,00;0,00;0,00;0,00;4d;322,00 +WINJ26;02/01/2026 09:03:00;02/01/2026 09:09:00;6min;1;1;C;167.955,00;167.685,00;186.240,00;No;-54,00;-270,00;12;-54,00;-270,00;0,00;0,00;0,00;3d;268,00 +WINJ26;21/01/2026 09:03:00;21/01/2026 09:15:00;12min;1;1;C;171.825,00;172.570,00;186.240,00;No;149,00;745,00;13;149,00;745,00;0,00;0,00;0,00;19d;417,00 +WINJ26;26/01/2026 09:03:00;26/01/2026 09:09:00;6min;1;1;C;185.625,00;186.005,00;186.240,00;No;76,00;380,00;14;76,00;380,00;0,00;0,00;0,00;5d;493,00 +WINJ26;27/01/2026 09:03:00;27/01/2026 09:09:00;6min;1;1;C;185.395,00;185.305,00;186.240,00;Sim;-18,00;-90,00;15;-18,00;-90,00;0,00;0,00;0,00;1d;475,00 +WINJ26;29/01/2026 09:03:00;29/01/2026 09:12:00;9min;1;1;C;192.105,00;191.825,00;186.240,00;No;-56,00;-280,00;16;-56,00;-280,00;0,00;0,00;0,00;2d;419,00 +WINJ26;11/02/2026 09:03:00;11/02/2026 09:09:00;6min;1;1;C;191.680,00;192.040,00;186.240,00;Sim;72,00;360,00;17;72,00;360,00;0,00;0,00;0,00;13d;491,00 +WINJ26;13/02/2026 09:03:00;13/02/2026 09:15:00;12min;1;1;V;189.795,00;190.320,00;186.240,00;Sim;105,00;525,00;18;105,00;525,00;0,00;0,00;0,00;2d;596,00 +WINJ26;23/02/2026 09:03:00;23/02/2026 09:09:00;6min;1;1;V;193.610,00;193.395,00;186.240,00;Sim;-43,00;-215,00;19;-43,00;-215,00;0,00;0,00;0,00;10d;553,00 +WINJ26;24/02/2026 09:03:00;24/02/2026 09:15:00;12min;1;1;C;193.145,00;194.155,00;186.240,00;No;202,00;1.010,00;20;202,00;1.010,00;0,00;0,00;0,00;1d;755,00 +WINJ26;27/02/2026 09:03:00;27/02/2026 09:12:00;9min;1;1;V;192.665,00;193.215,00;186.240,00;No;110,00;550,00;21;110,00;550,00;0,00;0,00;0,00;3d;865,00 +WINJ26;03/03/2026 09:03:00;03/03/2026 09:12:00;9min;1;1;V;187.765,00;188.085,00;186.240,00;No;64,00;320,00;22;64,00;320,00;0,00;0,00;0,00;4d;929,00 +WINJ26;04/03/2026 09:03:00;04/03/2026 09:09:00;6min;1;1;C;187.565,00;187.335,00;186.240,00;Sim;-46,00;-230,00;23;-46,00;-230,00;0,00;0,00;0,00;1d;883,00 diff --git a/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v02_cm2_rm1_tfcurto04.csv b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v02_cm2_rm1_tfcurto04.csv new file mode 100644 index 0000000..9e1908b --- /dev/null +++ b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v02_cm2_rm1_tfcurto04.csv @@ -0,0 +1,27 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 22/08/2025 +Data Final: 04/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;30/10/2025 09:12:00;30/10/2025 09:24:00;12min;1;1;V;156.385,00;156.500,00;186.345,00;No;23,00;115,00;1;23,00;115,00;0,00;0,00;0,00; - ;23,00 +WINJ26;04/11/2025 09:04:00;04/11/2025 10:12:00;1h8min;1;1;V;158.540,00;158.190,00;186.345,00;Sim;-70,00;-350,00;2;-70,00;-350,00;0,00;0,00;0,00;4d23h;-47,00 +WINJ26;14/11/2025 09:04:00;14/11/2025 09:16:00;12min;1;1;V;164.840,00;164.640,00;186.345,00;Sim;-40,00;-200,00;3;-40,00;-200,00;0,00;0,00;0,00;10d;-87,00 +WINJ26;18/11/2025 09:04:00;18/11/2025 09:28:00;24min;1;1;V;163.750,00;164.500,00;186.345,00;No;150,00;750,00;4;150,00;750,00;0,00;0,00;0,00;4d;63,00 +WINJ26;21/11/2025 09:04:00;21/11/2025 09:16:00;12min;1;1;V;162.270,00;161.840,00;186.345,00;No;-86,00;-430,00;5;-86,00;-430,00;0,00;0,00;0,00;3d;-23,00 +WINJ26;04/12/2025 09:04:00;04/12/2025 09:20:00;16min;1;1;C;169.500,00;169.990,00;186.345,00;No;98,00;490,00;6;98,00;490,00;0,00;0,00;0,00;13d;75,00 +WINJ26;10/12/2025 09:04:00;10/12/2025 09:32:00;28min;1;1;C;166.295,00;165.600,00;186.345,00;Sim;-139,00;-695,00;7;-139,00;-695,00;0,00;0,00;0,00;6d;-64,00 +WINJ26;16/12/2025 09:04:00;16/12/2025 09:12:00;8min;1;1;V;167.000,00;168.490,00;186.345,00;Sim;298,00;1.490,00;8;298,00;1.490,00;0,00;0,00;0,00;6d;234,00 +WINJ26;17/12/2025 09:04:00;17/12/2025 09:12:00;8min;1;1;V;164.810,00;164.115,00;186.345,00;No;-139,00;-695,00;9;-139,00;-695,00;0,00;0,00;0,00;1d;95,00 +WINJ26;26/12/2025 09:04:00;26/12/2025 09:12:00;8min;1;1;V;165.835,00;165.575,00;186.345,00;Sim;-52,00;-260,00;10;-52,00;-260,00;0,00;0,00;0,00;9d;43,00 +WINJ26;02/01/2026 09:04:00;02/01/2026 09:12:00;8min;1;1;C;167.890,00;167.505,00;186.345,00;No;-77,00;-385,00;11;-77,00;-385,00;0,00;0,00;0,00;7d;-34,00 +WINJ26;21/01/2026 09:04:00;21/01/2026 09:16:00;12min;1;1;C;171.810,00;172.490,00;186.345,00;No;136,00;680,00;12;136,00;680,00;0,00;0,00;0,00;19d;102,00 +WINJ26;26/01/2026 09:04:00;26/01/2026 09:12:00;8min;1;1;C;186.315,00;185.845,00;186.345,00;No;-94,00;-470,00;13;-94,00;-470,00;0,00;0,00;0,00;5d;8,00 +WINJ26;03/02/2026 09:04:00;03/02/2026 09:16:00;12min;1;1;C;188.620,00;189.055,00;186.345,00;No;87,00;435,00;14;87,00;435,00;0,00;0,00;0,00;8d;95,00 +WINJ26;06/02/2026 09:04:00;06/02/2026 09:12:00;8min;1;1;C;188.150,00;187.630,00;186.345,00;Sim;-104,00;-520,00;15;-104,00;-520,00;0,00;0,00;0,00;3d;-9,00 +WINJ26;11/02/2026 09:04:00;11/02/2026 09:16:00;12min;1;1;C;191.935,00;191.800,00;186.345,00;No;-27,00;-135,00;16;-27,00;-135,00;0,00;0,00;0,00;5d;-36,00 +WINJ26;13/02/2026 09:04:00;13/02/2026 09:16:00;12min;1;1;V;189.915,00;190.265,00;186.345,00;Sim;70,00;350,00;17;70,00;350,00;0,00;0,00;0,00;2d;34,00 +WINJ26;24/02/2026 09:04:00;24/02/2026 09:16:00;12min;1;1;C;193.115,00;194.010,00;186.345,00;No;179,00;895,00;18;179,00;895,00;0,00;0,00;0,00;11d;213,00 +WINJ26;27/02/2026 09:04:00;27/02/2026 09:12:00;8min;1;1;V;192.665,00;192.490,00;186.345,00;Sim;-35,00;-175,00;19;-35,00;-175,00;0,00;0,00;0,00;3d;178,00 +WINJ26;03/03/2026 09:04:00;03/03/2026 09:12:00;8min;1;1;V;187.765,00;187.785,00;186.345,00;No;4,00;20,00;20;4,00;20,00;0,00;0,00;0,00;4d;182,00 +WINJ26;04/03/2026 09:04:00;04/03/2026 09:16:00;12min;1;1;C;187.590,00;187.590,00;186.345,00;Sim;0;0;21;0;0;0,00;0,00;0,00;1d;182,00 diff --git a/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v02_cm2_rm1_tfcurto05.csv b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v02_cm2_rm1_tfcurto05.csv new file mode 100644 index 0000000..f8139e9 --- /dev/null +++ b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v02_cm2_rm1_tfcurto05.csv @@ -0,0 +1,33 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 22/08/2025 +Data Final: 04/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;02/09/2025 09:05:00;02/09/2025 09:55:00;50min;1;1;V;150.600,00;151.400,00;186.320,00;No;160,00;800,00;1;160,00;800,00;0,00;0,00;0,00; - ;160,00 +WINJ26;21/10/2025 09:25:00;21/10/2025 09:30:00;5min;1;1;V;153.200,00;153.250,00;186.320,00;Sim;10,00;50,00;2;10,00;50,00;0,00;0,00;0,00;1m18d;170,00 +WINJ26;30/10/2025 09:10:00;30/10/2025 09:50:00;40min;1;1;V;156.250,00;156.500,00;186.320,00;Sim;50,00;250,00;3;50,00;250,00;0,00;0,00;0,00;8d23h;220,00 +WINJ26;04/11/2025 10:00:00;04/11/2025 10:15:00;15min;1;1;V;158.540,00;158.430,00;186.320,00;Sim;-22,00;-110,00;4;-22,00;-110,00;0,00;0,00;0,00;5d;198,00 +WINJ26;05/11/2025 09:05:00;05/11/2025 10:20:00;1h15min;1;1;V;158.820,00;159.125,00;186.320,00;Sim;61,00;305,00;5;61,00;305,00;0,00;0,00;0,00;23h5min;259,00 +WINJ26;14/11/2025 09:05:00;14/11/2025 09:20:00;15min;1;1;V;164.730,00;164.640,00;186.320,00;Sim;-18,00;-90,00;6;-18,00;-90,00;0,00;0,00;0,00;9d;241,00 +WINJ26;18/11/2025 09:05:00;18/11/2025 09:30:00;25min;1;1;V;163.750,00;164.400,00;186.320,00;No;130,00;650,00;7;130,00;650,00;0,00;0,00;0,00;4d;371,00 +WINJ26;21/11/2025 09:05:00;21/11/2025 09:15:00;10min;1;1;V;162.270,00;161.840,00;186.320,00;No;-86,00;-430,00;8;-86,00;-430,00;0,00;0,00;0,00;3d;285,00 +WINJ26;04/12/2025 09:05:00;04/12/2025 09:20:00;15min;1;1;C;169.500,00;169.990,00;186.320,00;No;98,00;490,00;9;98,00;490,00;0,00;0,00;0,00;13d;383,00 +WINJ26;09/12/2025 09:05:00;09/12/2025 09:30:00;25min;1;1;V;164.850,00;164.700,00;186.320,00;Sim;-30,00;-150,00;10;-30,00;-150,00;0,00;0,00;0,00;5d;353,00 +WINJ26;10/12/2025 09:10:00;10/12/2025 09:30:00;20min;1;1;C;166.300,00;165.600,00;186.320,00;Sim;-140,00;-700,00;11;-140,00;-700,00;0,00;0,00;0,00;1d;213,00 +WINJ26;16/12/2025 09:05:00;16/12/2025 09:20:00;15min;1;1;V;166.930,00;167.390,00;186.320,00;Sim;92,00;460,00;12;92,00;460,00;0,00;0,00;0,00;5d23h;305,00 +WINJ26;17/12/2025 09:05:00;17/12/2025 09:15:00;10min;1;1;V;164.820,00;164.115,00;186.320,00;No;-141,00;-705,00;13;-141,00;-705,00;0,00;0,00;0,00;1d;164,00 +WINJ26;26/12/2025 09:05:00;26/12/2025 09:15:00;10min;1;1;V;165.990,00;165.710,00;186.320,00;Sim;-56,00;-280,00;14;-56,00;-280,00;0,00;0,00;0,00;9d;108,00 +WINJ26;30/12/2025 09:05:00;30/12/2025 09:20:00;15min;1;1;C;167.080,00;167.450,00;186.320,00;No;74,00;370,00;15;74,00;370,00;0,00;0,00;0,00;4d;182,00 +WINJ26;02/01/2026 09:05:00;02/01/2026 09:20:00;15min;1;1;C;167.920,00;167.720,00;186.320,00;No;-40,00;-200,00;16;-40,00;-200,00;0,00;0,00;0,00;3d;142,00 +WINJ26;07/01/2026 09:05:00;07/01/2026 09:20:00;15min;1;1;V;169.345,00;169.035,00;186.320,00;Sim;-62,00;-310,00;17;-62,00;-310,00;0,00;0,00;0,00;5d;80,00 +WINJ26;21/01/2026 09:05:00;21/01/2026 09:20:00;15min;1;1;C;171.995,00;172.535,00;186.320,00;No;108,00;540,00;18;108,00;540,00;0,00;0,00;0,00;14d;188,00 +WINJ26;26/01/2026 09:05:00;26/01/2026 09:15:00;10min;1;1;C;186.150,00;185.765,00;186.320,00;No;-77,00;-385,00;19;-77,00;-385,00;0,00;0,00;0,00;5d;111,00 +WINJ26;27/01/2026 09:05:00;27/01/2026 09:20:00;15min;1;1;C;185.390,00;185.055,00;186.320,00;Sim;-67,00;-335,00;20;-67,00;-335,00;0,00;0,00;0,00;1d;44,00 +WINJ26;06/02/2026 09:05:00;06/02/2026 09:15:00;10min;1;1;C;188.150,00;187.450,00;186.320,00;No;-140,00;-700,00;21;-140,00;-700,00;0,00;0,00;0,00;10d;-96,00 +WINJ26;11/02/2026 09:05:00;11/02/2026 09:15:00;10min;1;1;C;191.970,00;191.860,00;186.320,00;No;-22,00;-110,00;22;-22,00;-110,00;0,00;0,00;0,00;5d;-118,00 +WINJ26;13/02/2026 09:05:00;13/02/2026 09:20:00;15min;1;1;V;189.270,00;190.295,00;186.320,00;Sim;205,00;1.025,00;23;205,00;1.025,00;0,00;0,00;0,00;2d;87,00 +WINJ26;24/02/2026 09:05:00;24/02/2026 09:20:00;15min;1;1;C;193.080,00;193.750,00;186.320,00;No;134,00;670,00;24;134,00;670,00;0,00;0,00;0,00;11d;221,00 +WINJ26;27/02/2026 09:05:00;27/02/2026 09:15:00;10min;1;1;V;193.045,00;192.480,00;186.320,00;Sim;-113,00;-565,00;25;-113,00;-565,00;0,00;0,00;0,00;3d;108,00 +WINJ26;03/03/2026 09:05:00;03/03/2026 09:15:00;10min;1;1;V;188.135,00;187.890,00;186.320,00;No;-49,00;-245,00;26;-49,00;-245,00;0,00;0,00;0,00;4d;59,00 +WINJ26;04/03/2026 09:05:00;04/03/2026 09:20:00;15min;1;1;C;187.630,00;187.315,00;186.320,00;Sim;-63,00;-315,00;27;-63,00;-315,00;0,00;0,00;0,00;1d;-4,00 diff --git a/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v02_cm2_rm1_tfcurto15.csv b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v02_cm2_rm1_tfcurto15.csv new file mode 100644 index 0000000..4dd676e --- /dev/null +++ b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v02_cm2_rm1_tfcurto15.csv @@ -0,0 +1,34 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 22/08/2025 +Data Final: 04/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;02/09/2025 09:30:00;02/09/2025 09:45:00;15min;1;1;V;150.600,00;151.000,00;186.295,00;No;80,00;400,00;1;80,00;400,00;0,00;0,00;0,00; - ;80,00 +WINJ26;09/09/2025 17:00:00;10/09/2025 09:00:00;16h;1;1;C;152.300,00;152.490,00;186.295,00;No;38,00;190,00;2;38,00;190,00;0,00;0,00;0,00;7d7h;118,00 +WINJ26;21/10/2025 09:15:00;21/10/2025 09:30:00;15min;1;1;V;153.200,00;153.250,00;186.295,00;Sim;10,00;50,00;3;10,00;50,00;0,00;0,00;0,00;1m10d16h;128,00 +WINJ26;23/10/2025 09:15:00;23/10/2025 09:30:00;15min;1;1;C;154.500,00;154.700,00;186.295,00;No;40,00;200,00;4;40,00;200,00;0,00;0,00;0,00;2d;168,00 +WINJ26;28/10/2025 09:15:00;28/10/2025 09:45:00;30min;1;1;V;155.400,00;155.400,00;186.295,00;Sim;0;0;5;0;0;0,00;0,00;0,00;5d;168,00 +WINJ26;30/10/2025 09:15:00;30/10/2025 09:45:00;30min;1;1;V;156.250,00;156.375,00;186.295,00;Sim;25,00;125,00;6;25,00;125,00;0,00;0,00;0,00;2d;193,00 +WINJ26;04/11/2025 10:00:00;04/11/2025 10:15:00;15min;1;1;V;158.550,00;158.430,00;186.295,00;Sim;-24,00;-120,00;7;-24,00;-120,00;0,00;0,00;0,00;5d;169,00 +WINJ26;14/11/2025 09:15:00;14/11/2025 09:30:00;15min;1;1;V;164.915,00;164.770,00;186.295,00;Sim;-29,00;-145,00;8;-29,00;-145,00;0,00;0,00;0,00;9d23h;140,00 +WINJ26;18/11/2025 09:15:00;18/11/2025 09:30:00;15min;1;1;V;163.750,00;164.000,00;186.295,00;No;50,00;250,00;9;50,00;250,00;0,00;0,00;0,00;4d;190,00 +WINJ26;26/11/2025 09:15:00;26/11/2025 09:30:00;15min;1;1;C;164.085,00;164.100,00;186.295,00;No;3,00;15,00;10;3,00;15,00;0,00;0,00;0,00;8d;193,00 +WINJ26;04/12/2025 09:15:00;04/12/2025 09:30:00;15min;1;1;C;169.815,00;170.000,00;186.295,00;No;37,00;185,00;11;37,00;185,00;0,00;0,00;0,00;8d;230,00 +WINJ26;08/12/2025 09:15:00;08/12/2025 09:30:00;15min;1;1;C;166.300,00;166.180,00;186.295,00;Sim;-24,00;-120,00;12;-24,00;-120,00;0,00;0,00;0,00;4d;206,00 +WINJ26;09/12/2025 09:15:00;09/12/2025 09:30:00;15min;1;1;V;164.850,00;164.655,00;186.295,00;Sim;-39,00;-195,00;13;-39,00;-195,00;0,00;0,00;0,00;1d;167,00 +WINJ26;10/12/2025 09:15:00;10/12/2025 09:30:00;15min;1;1;C;166.330,00;165.600,00;186.295,00;No;-146,00;-730,00;14;-146,00;-730,00;0,00;0,00;0,00;1d;21,00 +WINJ26;11/12/2025 10:00:00;11/12/2025 10:30:00;30min;1;1;V;165.040,00;165.615,00;186.295,00;Sim;115,00;575,00;15;115,00;575,00;0,00;0,00;0,00;1d;136,00 +WINJ26;15/12/2025 09:15:00;15/12/2025 09:30:00;15min;1;1;C;168.740,00;169.000,00;186.295,00;No;52,00;260,00;16;52,00;260,00;0,00;0,00;0,00;3d23h;188,00 +WINJ26;16/12/2025 09:15:00;16/12/2025 09:30:00;15min;1;1;V;166.850,00;166.950,00;186.295,00;Sim;20,00;100,00;17;20,00;100,00;0,00;0,00;0,00;1d;208,00 +WINJ26;23/12/2025 09:15:00;23/12/2025 09:30:00;15min;1;1;C;164.810,00;164.890,00;186.295,00;Sim;16,00;80,00;18;16,00;80,00;0,00;0,00;0,00;7d;224,00 +WINJ26;30/12/2025 09:15:00;30/12/2025 09:30:00;15min;1;1;C;167.410,00;167.510,00;186.295,00;No;20,00;100,00;19;20,00;100,00;0,00;0,00;0,00;7d;244,00 +WINJ26;14/01/2026 09:15:00;14/01/2026 09:30:00;15min;1;1;C;167.745,00;167.915,00;186.295,00;No;34,00;170,00;20;34,00;170,00;0,00;0,00;0,00;15d;278,00 +WINJ26;20/01/2026 09:15:00;20/01/2026 09:30:00;15min;1;1;V;168.270,00;168.475,00;186.295,00;Sim;41,00;205,00;21;41,00;205,00;0,00;0,00;0,00;6d;319,00 +WINJ26;21/01/2026 09:15:00;21/01/2026 09:30:00;15min;1;1;C;172.590,00;172.625,00;186.295,00;No;7,00;35,00;22;7,00;35,00;0,00;0,00;0,00;1d;326,00 +WINJ26;22/01/2026 09:15:00;22/01/2026 09:30:00;15min;1;1;C;177.645,00;177.510,00;186.295,00;No;-27,00;-135,00;23;-27,00;-135,00;0,00;0,00;0,00;1d;299,00 +WINJ26;03/02/2026 09:15:00;03/02/2026 09:30:00;15min;1;1;C;188.980,00;189.050,00;186.295,00;No;14,00;70,00;24;14,00;70,00;0,00;0,00;0,00;12d;313,00 +WINJ26;11/02/2026 09:15:00;11/02/2026 09:30:00;15min;1;1;C;191.880,00;191.530,00;186.295,00;No;-70,00;-350,00;25;-70,00;-350,00;0,00;0,00;0,00;8d;243,00 +WINJ26;13/02/2026 09:15:00;13/02/2026 09:30:00;15min;1;1;V;189.265,00;189.775,00;186.295,00;Sim;102,00;510,00;26;102,00;510,00;0,00;0,00;0,00;2d;345,00 +WINJ26;24/02/2026 09:15:00;24/02/2026 09:30:00;15min;1;1;C;194.175,00;193.230,00;186.295,00;No;-189,00;-945,00;27;-189,00;-945,00;0,00;0,00;0,00;11d;156,00 +WINJ26;04/03/2026 09:15:00;04/03/2026 09:30:00;15min;1;1;C;187.670,00;187.330,00;186.295,00;Sim;-68,00;-340,00;28;-68,00;-340,00;0,00;0,00;0,00;8d;88,00 diff --git a/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v02_cm2_rm1_tfcurto30.csv b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v02_cm2_rm1_tfcurto30.csv new file mode 100644 index 0000000..90c4bd8 --- /dev/null +++ b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v02_cm2_rm1_tfcurto30.csv @@ -0,0 +1,33 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 22/08/2025 +Data Final: 04/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;28/08/2025 10:00:00;28/08/2025 10:30:00;30min;1;1;C;151.460,00;151.750,00;186.270,00;No;58,00;290,00;1;58,00;290,00;0,00;0,00;0,00; - ;58,00 +WINJ26;02/09/2025 09:30:00;02/09/2025 10:00:00;30min;1;1;V;150.510,00;150.990,00;186.270,00;No;96,00;480,00;2;96,00;480,00;0,00;0,00;0,00;4d23h;154,00 +WINJ26;09/09/2025 17:00:00;10/09/2025 09:00:00;16h;1;1;C;152.300,00;152.490,00;186.270,00;No;38,00;190,00;3;38,00;190,00;0,00;0,00;0,00;7d7h;192,00 +WINJ26;29/09/2025 09:30:00;29/09/2025 10:00:00;30min;1;1;C;156.710,00;157.250,00;186.270,00;No;108,00;540,00;4;108,00;540,00;0,00;0,00;0,00;19d16h;300,00 +WINJ26;24/10/2025 09:30:00;24/10/2025 10:00:00;30min;1;1;C;155.010,00;155.700,00;186.270,00;Sim;138,00;690,00;5;138,00;690,00;0,00;0,00;0,00;25d;438,00 +WINJ26;30/10/2025 09:30:00;30/10/2025 10:30:00;1h;1;1;V;156.705,00;156.240,00;186.270,00;Sim;-93,00;-465,00;6;-93,00;-465,00;0,00;0,00;0,00;6d;345,00 +WINJ26;03/11/2025 09:30:00;03/11/2025 11:00:00;1h30min;1;1;C;158.710,00;158.605,00;186.270,00;No;-21,00;-105,00;7;-21,00;-105,00;0,00;0,00;0,00;4d;324,00 +WINJ26;04/11/2025 10:00:00;04/11/2025 10:30:00;30min;1;1;V;158.530,00;158.430,00;186.270,00;Sim;-20,00;-100,00;8;-20,00;-100,00;0,00;0,00;0,00;1d;304,00 +WINJ26;05/11/2025 10:00:00;05/11/2025 10:30:00;30min;1;1;V;159.050,00;158.820,00;186.270,00;Sim;-46,00;-230,00;9;-46,00;-230,00;0,00;0,00;0,00;1d;258,00 +WINJ26;18/11/2025 09:30:00;18/11/2025 10:00:00;30min;1;1;V;163.980,00;163.740,00;186.270,00;Sim;-48,00;-240,00;10;-48,00;-240,00;0,00;0,00;0,00;12d23h;210,00 +WINJ26;19/11/2025 09:30:00;19/11/2025 10:00:00;30min;1;1;V;163.750,00;164.200,00;186.270,00;Sim;90,00;450,00;11;90,00;450,00;0,00;0,00;0,00;1d;300,00 +WINJ26;26/11/2025 09:30:00;26/11/2025 10:00:00;30min;1;1;C;164.110,00;164.240,00;186.270,00;No;26,00;130,00;12;26,00;130,00;0,00;0,00;0,00;7d;326,00 +WINJ26;09/12/2025 09:30:00;09/12/2025 10:00:00;30min;1;1;V;164.050,00;164.840,00;186.270,00;Sim;158,00;790,00;13;158,00;790,00;0,00;0,00;0,00;13d;484,00 +WINJ26;10/12/2025 09:30:00;10/12/2025 10:00:00;30min;1;1;C;165.610,00;165.020,00;186.270,00;No;-118,00;-590,00;14;-118,00;-590,00;0,00;0,00;0,00;1d;366,00 +WINJ26;11/12/2025 10:00:00;11/12/2025 10:30:00;30min;1;1;V;165.040,00;165.615,00;186.270,00;Sim;115,00;575,00;15;115,00;575,00;0,00;0,00;0,00;1d;481,00 +WINJ26;15/12/2025 09:30:00;15/12/2025 10:00:00;30min;1;1;C;169.010,00;168.490,00;186.270,00;No;-104,00;-520,00;16;-104,00;-520,00;0,00;0,00;0,00;3d23h;377,00 +WINJ26;16/12/2025 09:30:00;16/12/2025 10:00:00;30min;1;1;V;167.280,00;166.830,00;186.270,00;Sim;-90,00;-450,00;17;-90,00;-450,00;0,00;0,00;0,00;1d;287,00 +WINJ26;23/12/2025 09:30:00;23/12/2025 10:00:00;30min;1;1;C;164.910,00;165.015,00;186.270,00;Sim;21,00;105,00;18;21,00;105,00;0,00;0,00;0,00;7d;308,00 +WINJ26;26/12/2025 09:30:00;26/12/2025 10:00:00;30min;1;1;V;165.710,00;165.780,00;186.270,00;No;14,00;70,00;19;14,00;70,00;0,00;0,00;0,00;3d;322,00 +WINJ26;30/12/2025 09:30:00;30/12/2025 10:00:00;30min;1;1;C;167.530,00;167.580,00;186.270,00;No;10,00;50,00;20;10,00;50,00;0,00;0,00;0,00;4d;332,00 +WINJ26;14/01/2026 09:30:00;14/01/2026 10:00:00;30min;1;1;C;167.930,00;168.190,00;186.270,00;No;52,00;260,00;21;52,00;260,00;0,00;0,00;0,00;15d;384,00 +WINJ26;20/01/2026 09:30:00;20/01/2026 10:00:00;30min;1;1;V;169.020,00;168.250,00;186.270,00;Sim;-154,00;-770,00;22;-154,00;-770,00;0,00;0,00;0,00;6d;230,00 +WINJ26;21/01/2026 09:30:00;21/01/2026 10:00:00;30min;1;1;C;172.645,00;173.060,00;186.270,00;No;83,00;415,00;23;83,00;415,00;0,00;0,00;0,00;1d;313,00 +WINJ26;27/01/2026 09:30:00;27/01/2026 10:00:00;30min;1;1;C;185.580,00;185.940,00;186.270,00;No;72,00;360,00;24;72,00;360,00;0,00;0,00;0,00;6d;385,00 +WINJ26;13/02/2026 09:30:00;13/02/2026 10:00:00;30min;1;1;V;189.230,00;189.245,00;186.270,00;Sim;3,00;15,00;25;3,00;15,00;0,00;0,00;0,00;17d;388,00 +WINJ26;23/02/2026 09:30:00;23/02/2026 10:00:00;30min;1;1;V;192.570,00;192.915,00;186.270,00;Sim;69,00;345,00;26;69,00;345,00;0,00;0,00;0,00;10d;457,00 +WINJ26;04/03/2026 09:30:00;04/03/2026 10:00:00;30min;1;1;C;187.350,00;188.355,00;186.270,00;No;201,00;1.005,00;27;201,00;1.005,00;0,00;0,00;0,00;9d;658,00 diff --git a/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v02_cm2_rm1_tfcurto60.csv b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v02_cm2_rm1_tfcurto60.csv new file mode 100644 index 0000000..c8c7d18 --- /dev/null +++ b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v02_cm2_rm1_tfcurto60.csv @@ -0,0 +1,46 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 22/08/2025 +Data Final: 04/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;28/08/2025 10:00:00;29/08/2025 09:00:00;23h;1;1;C;151.460,00;152.000,00;186.225,00;No;108,00;540,00;1;108,00;540,00;0,00;0,00;0,00; - ;108,00 +WINJ26;02/09/2025 10:00:00;02/09/2025 11:00:00;1h;1;1;V;151.710,00;150.500,00;186.225,00;No;-242,00;-1.210,00;2;-242,00;-1.210,00;0,00;0,00;0,00;5d;-134,00 +WINJ26;05/09/2025 10:00:00;05/09/2025 11:00:00;1h;1;1;C;153.400,00;153.400,00;186.225,00;No;0;0;3;0;0;0,00;0,00;0,00;3d;-134,00 +WINJ26;09/09/2025 17:00:00;10/09/2025 09:00:00;16h;1;1;C;152.300,00;152.490,00;186.225,00;Sim;38,00;190,00;4;38,00;190,00;0,00;0,00;0,00;4d7h;-96,00 +WINJ26;10/09/2025 10:00:00;11/09/2025 09:00:00;23h;1;1;C;152.360,00;153.490,00;186.225,00;No;226,00;1.130,00;5;226,00;1.130,00;0,00;0,00;0,00;17h;130,00 +WINJ26;25/09/2025 10:00:00;25/09/2025 11:00:00;1h;1;1;V;155.750,00;156.240,00;186.225,00;Sim;98,00;490,00;6;98,00;490,00;0,00;0,00;0,00;15d;228,00 +WINJ26;29/09/2025 10:00:00;29/09/2025 11:00:00;1h;1;1;C;157.260,00;156.600,00;186.225,00;No;-132,00;-660,00;7;-132,00;-660,00;0,00;0,00;0,00;4d;96,00 +WINJ26;01/10/2025 10:00:00;01/10/2025 11:00:00;1h;1;1;C;156.750,00;156.000,00;186.225,00;Sim;-150,00;-750,00;8;-150,00;-750,00;0,00;0,00;0,00;2d;-54,00 +WINJ26;03/10/2025 10:00:00;03/10/2025 11:00:00;1h;1;1;C;153.765,00;153.700,00;186.225,00;Sim;-13,00;-65,00;9;-13,00;-65,00;0,00;0,00;0,00;2d;-67,00 +WINJ26;15/10/2025 10:00:00;15/10/2025 11:00:00;1h;1;1;V;151.200,00;150.095,00;186.225,00;No;-221,00;-1.105,00;10;-221,00;-1.105,00;0,00;0,00;0,00;12d;-288,00 +WINJ26;17/10/2025 10:00:00;17/10/2025 11:00:00;1h;1;1;V;151.375,00;150.800,00;186.225,00;Sim;-115,00;-575,00;11;-115,00;-575,00;0,00;0,00;0,00;2d;-403,00 +WINJ26;24/10/2025 10:00:00;24/10/2025 11:00:00;1h;1;1;C;155.710,00;154.990,00;186.225,00;No;-144,00;-720,00;12;-144,00;-720,00;0,00;0,00;0,00;7d;-547,00 +WINJ26;30/10/2025 10:00:00;30/10/2025 11:00:00;1h;1;1;V;157.345,00;156.695,00;186.225,00;Sim;-130,00;-650,00;13;-130,00;-650,00;0,00;0,00;0,00;6d;-677,00 +WINJ26;03/11/2025 11:00:00;03/11/2025 12:00:00;1h;1;1;C;158.615,00;158.990,00;186.225,00;No;75,00;375,00;14;75,00;375,00;0,00;0,00;0,00;4d1h;-602,00 +WINJ26;04/11/2025 10:00:00;04/11/2025 11:00:00;1h;1;1;V;158.630,00;158.430,00;186.225,00;Sim;-40,00;-200,00;15;-40,00;-200,00;0,00;0,00;0,00;23h;-642,00 +WINJ26;05/11/2025 10:00:00;05/11/2025 11:00:00;1h;1;1;V;159.470,00;158.820,00;186.225,00;Sim;-130,00;-650,00;16;-130,00;-650,00;0,00;0,00;0,00;1d;-772,00 +WINJ26;07/11/2025 10:00:00;07/11/2025 11:00:00;1h;1;1;V;161.000,00;161.240,00;186.225,00;Sim;48,00;240,00;17;48,00;240,00;0,00;0,00;0,00;2d;-724,00 +WINJ26;18/11/2025 10:00:00;18/11/2025 11:00:00;1h;1;1;V;164.500,00;163.970,00;186.225,00;Sim;-106,00;-530,00;18;-106,00;-530,00;0,00;0,00;0,00;11d;-830,00 +WINJ26;26/11/2025 10:00:00;26/11/2025 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+WINJ26;21/01/2026 10:00:00;21/01/2026 11:00:00;1h;1;1;C;173.075,00;173.810,00;186.225,00;No;147,00;735,00;32;147,00;735,00;0,00;0,00;0,00;7d;64,00 +WINJ26;22/01/2026 10:00:00;22/01/2026 11:00:00;1h;1;1;C;178.005,00;178.060,00;186.225,00;No;11,00;55,00;33;11,00;55,00;0,00;0,00;0,00;1d;75,00 +WINJ26;27/01/2026 10:00:00;27/01/2026 11:00:00;1h;1;1;C;185.960,00;186.850,00;186.225,00;No;178,00;890,00;34;178,00;890,00;0,00;0,00;0,00;5d;253,00 +WINJ26;03/02/2026 10:00:00;03/02/2026 11:00:00;1h;1;1;C;189.570,00;190.820,00;186.225,00;No;250,00;1.250,00;35;250,00;1.250,00;0,00;0,00;0,00;7d;503,00 +WINJ26;11/02/2026 10:00:00;11/02/2026 11:00:00;1h;1;1;C;192.245,00;192.550,00;186.225,00;No;61,00;305,00;36;61,00;305,00;0,00;0,00;0,00;8d;564,00 +WINJ26;13/02/2026 10:00:00;13/02/2026 11:00:00;1h;1;1;V;188.955,00;189.210,00;186.225,00;Sim;51,00;255,00;37;51,00;255,00;0,00;0,00;0,00;2d;615,00 +WINJ26;23/02/2026 10:00:00;23/02/2026 11:00:00;1h;1;1;V;193.035,00;192.560,00;186.225,00;Sim;-95,00;-475,00;38;-95,00;-475,00;0,00;0,00;0,00;10d;520,00 +WINJ26;03/03/2026 10:00:00;03/03/2026 11:00:00;1h;1;1;V;185.620,00;187.255,00;186.225,00;No;327,00;1.635,00;39;327,00;1.635,00;0,00;0,00;0,00;8d;847,00 +WINJ26;04/03/2026 10:00:00;04/03/2026 11:00:00;1h;1;1;C;188.375,00;188.090,00;186.225,00;Sim;-57,00;-285,00;40;-57,00;-285,00;0,00;0,00;0,00;1d;790,00 diff --git a/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v03_cm3_rm1_tfcurto01.csv b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v03_cm3_rm1_tfcurto01.csv new file mode 100644 index 0000000..8e93906 --- /dev/null +++ b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v03_cm3_rm1_tfcurto01.csv @@ -0,0 +1,11 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 02/02/2026 +Data Final: 04/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;03/02/2026 09:01:00;03/02/2026 09:03:00;2min;1;1;C;188.460,00;188.615,00;186.825,00;No;31,00;155,00;1;31,00;155,00;0,00;0,00;0,00; - ;31,00 +WINJ26;06/02/2026 09:01:00;06/02/2026 09:03:00;2min;1;1;C;187.790,00;187.900,00;186.825,00;Sim;22,00;110,00;2;22,00;110,00;0,00;0,00;0,00;3d;53,00 +WINJ26;11/02/2026 09:01:00;11/02/2026 09:05:00;4min;1;1;C;191.000,00;191.950,00;186.825,00;No;190,00;950,00;3;190,00;950,00;0,00;0,00;0,00;5d;243,00 +WINJ26;25/02/2026 09:01:00;25/02/2026 09:03:00;2min;1;1;C;197.070,00;196.180,00;186.825,00;No;-178,00;-890,00;4;-178,00;-890,00;0,00;0,00;0,00;14d;65,00 +WINJ26;27/02/2026 09:01:00;27/02/2026 09:05:00;4min;1;1;V;192.500,00;193.920,00;186.825,00;No;284,00;1.420,00;5;284,00;1.420,00;0,00;0,00;0,00;2d;349,00 diff --git a/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v03_cm3_rm1_tfcurto02.csv b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v03_cm3_rm1_tfcurto02.csv new file mode 100644 index 0000000..ac15199 --- /dev/null +++ b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v03_cm3_rm1_tfcurto02.csv @@ -0,0 +1,13 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 02/02/2026 +Data Final: 04/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;03/02/2026 09:02:00;03/02/2026 09:08:00;6min;1;1;C;188.830,00;188.470,00;186.800,00;No;-72,00;-360,00;1;-72,00;-360,00;0,00;0,00;0,00; - ;-72,00 +WINJ26;06/02/2026 09:02:00;06/02/2026 09:06:00;4min;1;1;C;187.875,00;187.840,00;186.800,00;Sim;-7,00;-35,00;2;-7,00;-35,00;0,00;0,00;0,00;3d;-79,00 +WINJ26;11/02/2026 09:02:00;11/02/2026 09:08:00;6min;1;1;C;191.415,00;191.875,00;186.800,00;No;92,00;460,00;3;92,00;460,00;0,00;0,00;0,00;5d;13,00 +WINJ26;13/02/2026 09:02:00;13/02/2026 09:10:00;8min;1;1;V;190.105,00;190.305,00;186.800,00;No;40,00;200,00;4;40,00;200,00;0,00;0,00;0,00;2d;53,00 +WINJ26;27/02/2026 09:02:00;27/02/2026 09:06:00;4min;1;1;V;192.535,00;193.255,00;186.800,00;Sim;144,00;720,00;5;144,00;720,00;0,00;0,00;0,00;14d;197,00 +WINJ26;03/03/2026 09:04:00;03/03/2026 09:12:00;8min;1;1;V;187.765,00;187.785,00;186.800,00;No;4,00;20,00;6;4,00;20,00;0,00;0,00;0,00;4d;201,00 +WINJ26;04/03/2026 09:02:00;04/03/2026 09:06:00;4min;1;1;C;187.160,00;187.430,00;186.800,00;Sim;54,00;270,00;7;54,00;270,00;0,00;0,00;0,00;23h58min;255,00 diff --git a/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v03_cm3_rm1_tfcurto03.csv b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v03_cm3_rm1_tfcurto03.csv new file mode 100644 index 0000000..bb5127c --- /dev/null +++ b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v03_cm3_rm1_tfcurto03.csv @@ -0,0 +1,25 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 24/10/2025 +Data Final: 04/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;04/11/2025 09:03:00;04/11/2025 10:15:00;1h12min;1;1;V;158.540,00;158.190,00;186.790,00;No;-70,00;-350,00;1;-70,00;-350,00;0,00;0,00;0,00; - ;-70,00 +WINJ26;14/11/2025 09:03:00;14/11/2025 09:15:00;12min;1;1;V;164.790,00;164.740,00;186.790,00;Sim;-10,00;-50,00;2;-10,00;-50,00;0,00;0,00;0,00;10d;-80,00 +WINJ26;18/11/2025 09:03:00;18/11/2025 09:30:00;27min;1;1;V;163.750,00;164.510,00;186.790,00;No;152,00;760,00;3;152,00;760,00;0,00;0,00;0,00;4d;72,00 +WINJ26;21/11/2025 09:06:00;21/11/2025 09:15:00;9min;1;1;V;162.260,00;161.840,00;186.790,00;No;-84,00;-420,00;4;-84,00;-420,00;0,00;0,00;0,00;3d;-12,00 +WINJ26;04/12/2025 09:06:00;04/12/2025 09:18:00;12min;1;1;C;169.500,00;170.000,00;186.790,00;No;100,00;500,00;5;100,00;500,00;0,00;0,00;0,00;13d;88,00 +WINJ26;16/12/2025 09:03:00;16/12/2025 09:12:00;9min;1;1;V;167.000,00;168.490,00;186.790,00;Sim;298,00;1.490,00;6;298,00;1.490,00;0,00;0,00;0,00;11d23h;386,00 +WINJ26;17/12/2025 09:06:00;17/12/2025 09:12:00;6min;1;1;V;164.800,00;164.115,00;186.790,00;No;-137,00;-685,00;7;-137,00;-685,00;0,00;0,00;0,00;1d;249,00 +WINJ26;26/12/2025 09:03:00;26/12/2025 09:09:00;6min;1;1;V;165.895,00;165.690,00;186.790,00;Sim;-41,00;-205,00;8;-41,00;-205,00;0,00;0,00;0,00;8d23h;208,00 +WINJ26;30/12/2025 09:03:00;30/12/2025 09:09:00;6min;1;1;C;166.845,00;167.190,00;186.790,00;Sim;69,00;345,00;9;69,00;345,00;0,00;0,00;0,00;4d;277,00 +WINJ26;02/01/2026 09:03:00;02/01/2026 09:09:00;6min;1;1;C;167.955,00;167.685,00;186.790,00;No;-54,00;-270,00;10;-54,00;-270,00;0,00;0,00;0,00;3d;223,00 +WINJ26;21/01/2026 09:03:00;21/01/2026 09:15:00;12min;1;1;C;171.825,00;172.570,00;186.790,00;No;149,00;745,00;11;149,00;745,00;0,00;0,00;0,00;19d;372,00 +WINJ26;26/01/2026 09:03:00;26/01/2026 09:09:00;6min;1;1;C;185.625,00;186.005,00;186.790,00;No;76,00;380,00;12;76,00;380,00;0,00;0,00;0,00;5d;448,00 +WINJ26;27/01/2026 09:03:00;27/01/2026 09:09:00;6min;1;1;C;185.395,00;185.305,00;186.790,00;Sim;-18,00;-90,00;13;-18,00;-90,00;0,00;0,00;0,00;1d;430,00 +WINJ26;29/01/2026 09:03:00;29/01/2026 09:12:00;9min;1;1;C;192.105,00;191.825,00;186.790,00;No;-56,00;-280,00;14;-56,00;-280,00;0,00;0,00;0,00;2d;374,00 +WINJ26;11/02/2026 09:03:00;11/02/2026 09:09:00;6min;1;1;C;191.680,00;192.040,00;186.790,00;Sim;72,00;360,00;15;72,00;360,00;0,00;0,00;0,00;13d;446,00 +WINJ26;13/02/2026 09:03:00;13/02/2026 09:15:00;12min;1;1;V;189.795,00;190.320,00;186.790,00;Sim;105,00;525,00;16;105,00;525,00;0,00;0,00;0,00;2d;551,00 +WINJ26;24/02/2026 09:03:00;24/02/2026 09:15:00;12min;1;1;C;193.145,00;194.155,00;186.790,00;No;202,00;1.010,00;17;202,00;1.010,00;0,00;0,00;0,00;11d;753,00 +WINJ26;27/02/2026 09:03:00;27/02/2026 09:12:00;9min;1;1;V;192.665,00;193.215,00;186.790,00;Sim;110,00;550,00;18;110,00;550,00;0,00;0,00;0,00;3d;863,00 +WINJ26;04/03/2026 09:03:00;04/03/2026 09:09:00;6min;1;1;C;187.565,00;187.335,00;186.790,00;Sim;-46,00;-230,00;19;-46,00;-230,00;0,00;0,00;0,00;5d;817,00 diff --git a/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v03_cm3_rm1_tfcurto04.csv b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v03_cm3_rm1_tfcurto04.csv new file mode 100644 index 0000000..cc6691e --- /dev/null +++ b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v03_cm3_rm1_tfcurto04.csv @@ -0,0 +1,24 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 22/08/2025 +Data Final: 04/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;04/11/2025 09:04:00;04/11/2025 10:12:00;1h8min;1;1;V;158.540,00;158.190,00;186.715,00;No;-70,00;-350,00;1;-70,00;-350,00;0,00;0,00;0,00; - ;-70,00 +WINJ26;14/11/2025 09:04:00;14/11/2025 09:16:00;12min;1;1;V;164.840,00;164.640,00;186.715,00;Sim;-40,00;-200,00;2;-40,00;-200,00;0,00;0,00;0,00;10d;-110,00 +WINJ26;18/11/2025 09:04:00;18/11/2025 09:28:00;24min;1;1;V;163.750,00;164.500,00;186.715,00;No;150,00;750,00;3;150,00;750,00;0,00;0,00;0,00;4d;40,00 +WINJ26;21/11/2025 09:04:00;21/11/2025 09:16:00;12min;1;1;V;162.270,00;161.840,00;186.715,00;No;-86,00;-430,00;4;-86,00;-430,00;0,00;0,00;0,00;3d;-46,00 +WINJ26;04/12/2025 09:04:00;04/12/2025 09:20:00;16min;1;1;C;169.500,00;169.990,00;186.715,00;No;98,00;490,00;5;98,00;490,00;0,00;0,00;0,00;13d;52,00 +WINJ26;10/12/2025 09:04:00;10/12/2025 09:32:00;28min;1;1;C;166.295,00;165.600,00;186.715,00;Sim;-139,00;-695,00;6;-139,00;-695,00;0,00;0,00;0,00;6d;-87,00 +WINJ26;17/12/2025 09:04:00;17/12/2025 09:12:00;8min;1;1;V;164.810,00;164.115,00;186.715,00;Sim;-139,00;-695,00;7;-139,00;-695,00;0,00;0,00;0,00;7d;-226,00 +WINJ26;26/12/2025 09:04:00;26/12/2025 09:12:00;8min;1;1;V;165.835,00;165.575,00;186.715,00;Sim;-52,00;-260,00;8;-52,00;-260,00;0,00;0,00;0,00;9d;-278,00 +WINJ26;02/01/2026 09:04:00;02/01/2026 09:12:00;8min;1;1;C;167.890,00;167.505,00;186.715,00;No;-77,00;-385,00;9;-77,00;-385,00;0,00;0,00;0,00;7d;-355,00 +WINJ26;21/01/2026 09:04:00;21/01/2026 09:16:00;12min;1;1;C;171.810,00;172.490,00;186.715,00;No;136,00;680,00;10;136,00;680,00;0,00;0,00;0,00;19d;-219,00 +WINJ26;26/01/2026 09:04:00;26/01/2026 09:12:00;8min;1;1;C;186.315,00;185.845,00;186.715,00;No;-94,00;-470,00;11;-94,00;-470,00;0,00;0,00;0,00;5d;-313,00 +WINJ26;06/02/2026 09:04:00;06/02/2026 09:12:00;8min;1;1;C;188.150,00;187.630,00;186.715,00;No;-104,00;-520,00;12;-104,00;-520,00;0,00;0,00;0,00;11d;-417,00 +WINJ26;11/02/2026 09:04:00;11/02/2026 09:16:00;12min;1;1;C;191.935,00;191.800,00;186.715,00;No;-27,00;-135,00;13;-27,00;-135,00;0,00;0,00;0,00;5d;-444,00 +WINJ26;13/02/2026 09:04:00;13/02/2026 09:16:00;12min;1;1;V;189.915,00;190.265,00;186.715,00;Sim;70,00;350,00;14;70,00;350,00;0,00;0,00;0,00;2d;-374,00 +WINJ26;24/02/2026 09:04:00;24/02/2026 09:16:00;12min;1;1;C;193.115,00;194.010,00;186.715,00;No;179,00;895,00;15;179,00;895,00;0,00;0,00;0,00;11d;-195,00 +WINJ26;27/02/2026 09:04:00;27/02/2026 09:12:00;8min;1;1;V;192.665,00;192.490,00;186.715,00;Sim;-35,00;-175,00;16;-35,00;-175,00;0,00;0,00;0,00;3d;-230,00 +WINJ26;03/03/2026 09:04:00;03/03/2026 09:12:00;8min;1;1;V;187.765,00;187.785,00;186.715,00;No;4,00;20,00;17;4,00;20,00;0,00;0,00;0,00;4d;-226,00 +WINJ26;04/03/2026 09:04:00;04/03/2026 09:16:00;12min;1;1;C;187.590,00;187.590,00;186.715,00;Sim;0;0;18;0;0;0,00;0,00;0,00;1d;-226,00 diff --git a/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v03_cm3_rm1_tfcurto05.csv b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v03_cm3_rm1_tfcurto05.csv new file mode 100644 index 0000000..89dda0b --- /dev/null +++ b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v03_cm3_rm1_tfcurto05.csv @@ -0,0 +1,25 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 22/08/2025 +Data Final: 04/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;04/11/2025 10:00:00;04/11/2025 10:15:00;15min;1;1;V;158.540,00;158.430,00;186.710,00;No;-22,00;-110,00;1;-22,00;-110,00;0,00;0,00;0,00; - ;-22,00 +WINJ26;14/11/2025 09:05:00;14/11/2025 09:20:00;15min;1;1;V;164.730,00;164.640,00;186.710,00;Sim;-18,00;-90,00;2;-18,00;-90,00;0,00;0,00;0,00;9d23h;-40,00 +WINJ26;18/11/2025 09:05:00;18/11/2025 09:30:00;25min;1;1;V;163.750,00;164.400,00;186.710,00;No;130,00;650,00;3;130,00;650,00;0,00;0,00;0,00;4d;90,00 +WINJ26;21/11/2025 09:05:00;21/11/2025 09:15:00;10min;1;1;V;162.270,00;161.840,00;186.710,00;No;-86,00;-430,00;4;-86,00;-430,00;0,00;0,00;0,00;3d;4,00 +WINJ26;04/12/2025 09:05:00;04/12/2025 09:20:00;15min;1;1;C;169.500,00;169.990,00;186.710,00;No;98,00;490,00;5;98,00;490,00;0,00;0,00;0,00;13d;102,00 +WINJ26;09/12/2025 09:05:00;09/12/2025 09:30:00;25min;1;1;V;164.850,00;164.700,00;186.710,00;Sim;-30,00;-150,00;6;-30,00;-150,00;0,00;0,00;0,00;5d;72,00 +WINJ26;10/12/2025 09:10:00;10/12/2025 09:30:00;20min;1;1;C;166.300,00;165.600,00;186.710,00;Sim;-140,00;-700,00;7;-140,00;-700,00;0,00;0,00;0,00;1d;-68,00 +WINJ26;16/12/2025 09:05:00;16/12/2025 09:20:00;15min;1;1;V;166.930,00;167.390,00;186.710,00;Sim;92,00;460,00;8;92,00;460,00;0,00;0,00;0,00;5d23h;24,00 +WINJ26;17/12/2025 09:05:00;17/12/2025 09:15:00;10min;1;1;V;164.820,00;164.115,00;186.710,00;No;-141,00;-705,00;9;-141,00;-705,00;0,00;0,00;0,00;1d;-117,00 +WINJ26;26/12/2025 09:05:00;26/12/2025 09:15:00;10min;1;1;V;165.990,00;165.710,00;186.710,00;Sim;-56,00;-280,00;10;-56,00;-280,00;0,00;0,00;0,00;9d;-173,00 +WINJ26;02/01/2026 09:05:00;02/01/2026 09:20:00;15min;1;1;C;167.920,00;167.720,00;186.710,00;No;-40,00;-200,00;11;-40,00;-200,00;0,00;0,00;0,00;7d;-213,00 +WINJ26;07/01/2026 09:05:00;07/01/2026 09:20:00;15min;1;1;V;169.345,00;169.035,00;186.710,00;Sim;-62,00;-310,00;12;-62,00;-310,00;0,00;0,00;0,00;5d;-275,00 +WINJ26;21/01/2026 09:05:00;21/01/2026 09:20:00;15min;1;1;C;171.995,00;172.535,00;186.710,00;No;108,00;540,00;13;108,00;540,00;0,00;0,00;0,00;14d;-167,00 +WINJ26;06/02/2026 09:05:00;06/02/2026 09:15:00;10min;1;1;C;188.150,00;187.450,00;186.710,00;No;-140,00;-700,00;14;-140,00;-700,00;0,00;0,00;0,00;16d;-307,00 +WINJ26;11/02/2026 09:05:00;11/02/2026 09:15:00;10min;1;1;C;191.970,00;191.860,00;186.710,00;No;-22,00;-110,00;15;-22,00;-110,00;0,00;0,00;0,00;5d;-329,00 +WINJ26;13/02/2026 09:05:00;13/02/2026 09:20:00;15min;1;1;V;189.270,00;190.295,00;186.710,00;Sim;205,00;1.025,00;16;205,00;1.025,00;0,00;0,00;0,00;2d;-124,00 +WINJ26;27/02/2026 09:05:00;27/02/2026 09:15:00;10min;1;1;V;193.045,00;192.480,00;186.710,00;Sim;-113,00;-565,00;17;-113,00;-565,00;0,00;0,00;0,00;14d;-237,00 +WINJ26;03/03/2026 09:05:00;03/03/2026 09:15:00;10min;1;1;V;188.135,00;187.890,00;186.710,00;No;-49,00;-245,00;18;-49,00;-245,00;0,00;0,00;0,00;4d;-286,00 +WINJ26;04/03/2026 09:05:00;04/03/2026 09:20:00;15min;1;1;C;187.630,00;187.315,00;186.710,00;Sim;-63,00;-315,00;19;-63,00;-315,00;0,00;0,00;0,00;1d;-349,00 diff --git a/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v03_cm3_rm1_tfcurto15.csv b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v03_cm3_rm1_tfcurto15.csv new file mode 100644 index 0000000..3110e43 --- /dev/null +++ b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v03_cm3_rm1_tfcurto15.csv @@ -0,0 +1,25 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 22/08/2025 +Data Final: 04/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;23/10/2025 09:15:00;23/10/2025 09:30:00;15min;1;1;C;154.500,00;154.700,00;186.735,00;No;40,00;200,00;1;40,00;200,00;0,00;0,00;0,00; - ;40,00 +WINJ26;04/11/2025 10:00:00;04/11/2025 10:15:00;15min;1;1;V;158.550,00;158.430,00;186.735,00;No;-24,00;-120,00;2;-24,00;-120,00;0,00;0,00;0,00;12d;16,00 +WINJ26;14/11/2025 09:15:00;14/11/2025 09:30:00;15min;1;1;V;164.915,00;164.770,00;186.735,00;Sim;-29,00;-145,00;3;-29,00;-145,00;0,00;0,00;0,00;9d23h;-13,00 +WINJ26;18/11/2025 09:15:00;18/11/2025 09:30:00;15min;1;1;V;163.750,00;164.000,00;186.735,00;No;50,00;250,00;4;50,00;250,00;0,00;0,00;0,00;4d;37,00 +WINJ26;26/11/2025 09:15:00;26/11/2025 09:30:00;15min;1;1;C;164.085,00;164.100,00;186.735,00;No;3,00;15,00;5;3,00;15,00;0,00;0,00;0,00;8d;40,00 +WINJ26;04/12/2025 09:15:00;04/12/2025 09:30:00;15min;1;1;C;169.815,00;170.000,00;186.735,00;No;37,00;185,00;6;37,00;185,00;0,00;0,00;0,00;8d;77,00 +WINJ26;09/12/2025 09:15:00;09/12/2025 09:30:00;15min;1;1;V;164.850,00;164.655,00;186.735,00;Sim;-39,00;-195,00;7;-39,00;-195,00;0,00;0,00;0,00;5d;38,00 +WINJ26;10/12/2025 09:15:00;10/12/2025 09:30:00;15min;1;1;C;166.330,00;165.600,00;186.735,00;Sim;-146,00;-730,00;8;-146,00;-730,00;0,00;0,00;0,00;1d;-108,00 +WINJ26;11/12/2025 10:00:00;11/12/2025 10:30:00;30min;1;1;V;165.040,00;165.615,00;186.735,00;Sim;115,00;575,00;9;115,00;575,00;0,00;0,00;0,00;1d;7,00 +WINJ26;15/12/2025 09:15:00;15/12/2025 09:30:00;15min;1;1;C;168.740,00;169.000,00;186.735,00;No;52,00;260,00;10;52,00;260,00;0,00;0,00;0,00;3d23h;59,00 +WINJ26;16/12/2025 09:15:00;16/12/2025 09:30:00;15min;1;1;V;166.850,00;166.950,00;186.735,00;Sim;20,00;100,00;11;20,00;100,00;0,00;0,00;0,00;1d;79,00 +WINJ26;14/01/2026 09:15:00;14/01/2026 09:30:00;15min;1;1;C;167.745,00;167.915,00;186.735,00;Sim;34,00;170,00;12;34,00;170,00;0,00;0,00;0,00;1m1d;113,00 +WINJ26;20/01/2026 09:15:00;20/01/2026 09:30:00;15min;1;1;V;168.270,00;168.475,00;186.735,00;Sim;41,00;205,00;13;41,00;205,00;0,00;0,00;0,00;6d;154,00 +WINJ26;21/01/2026 09:15:00;21/01/2026 09:30:00;15min;1;1;C;172.590,00;172.625,00;186.735,00;No;7,00;35,00;14;7,00;35,00;0,00;0,00;0,00;1d;161,00 +WINJ26;03/02/2026 09:15:00;03/02/2026 09:30:00;15min;1;1;C;188.980,00;189.050,00;186.735,00;No;14,00;70,00;15;14,00;70,00;0,00;0,00;0,00;13d;175,00 +WINJ26;11/02/2026 09:15:00;11/02/2026 09:30:00;15min;1;1;C;191.880,00;191.530,00;186.735,00;No;-70,00;-350,00;16;-70,00;-350,00;0,00;0,00;0,00;8d;105,00 +WINJ26;13/02/2026 09:15:00;13/02/2026 09:30:00;15min;1;1;V;189.265,00;189.775,00;186.735,00;Sim;102,00;510,00;17;102,00;510,00;0,00;0,00;0,00;2d;207,00 +WINJ26;24/02/2026 09:15:00;24/02/2026 09:30:00;15min;1;1;C;194.175,00;193.230,00;186.735,00;No;-189,00;-945,00;18;-189,00;-945,00;0,00;0,00;0,00;11d;18,00 +WINJ26;04/03/2026 09:15:00;04/03/2026 09:30:00;15min;1;1;C;187.670,00;187.330,00;186.735,00;Sim;-68,00;-340,00;19;-68,00;-340,00;0,00;0,00;0,00;8d;-50,00 diff --git a/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v03_cm3_rm1_tfcurto30.csv b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v03_cm3_rm1_tfcurto30.csv new file mode 100644 index 0000000..008fafd --- /dev/null +++ b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v03_cm3_rm1_tfcurto30.csv @@ -0,0 +1,20 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 22/08/2025 +Data Final: 04/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;28/08/2025 10:00:00;28/08/2025 10:30:00;30min;1;1;C;151.460,00;151.750,00;186.745,00;No;58,00;290,00;1;58,00;290,00;0,00;0,00;0,00; - ;58,00 +WINJ26;29/09/2025 09:30:00;29/09/2025 10:00:00;30min;1;1;C;156.710,00;157.250,00;186.745,00;No;108,00;540,00;2;108,00;540,00;0,00;0,00;0,00;1m23h;166,00 +WINJ26;03/11/2025 09:30:00;03/11/2025 11:00:00;1h30min;1;1;C;158.710,00;158.605,00;186.745,00;No;-21,00;-105,00;3;-21,00;-105,00;0,00;0,00;0,00;1m4d;145,00 +WINJ26;18/11/2025 09:30:00;18/11/2025 10:00:00;30min;1;1;V;163.980,00;163.740,00;186.745,00;No;-48,00;-240,00;4;-48,00;-240,00;0,00;0,00;0,00;15d;97,00 +WINJ26;26/11/2025 09:30:00;26/11/2025 10:00:00;30min;1;1;C;164.110,00;164.240,00;186.745,00;No;26,00;130,00;5;26,00;130,00;0,00;0,00;0,00;8d;123,00 +WINJ26;09/12/2025 09:30:00;09/12/2025 10:00:00;30min;1;1;V;164.050,00;164.840,00;186.745,00;Sim;158,00;790,00;6;158,00;790,00;0,00;0,00;0,00;13d;281,00 +WINJ26;10/12/2025 09:30:00;10/12/2025 10:00:00;30min;1;1;C;165.610,00;165.020,00;186.745,00;No;-118,00;-590,00;7;-118,00;-590,00;0,00;0,00;0,00;1d;163,00 +WINJ26;11/12/2025 10:00:00;11/12/2025 10:30:00;30min;1;1;V;165.040,00;165.615,00;186.745,00;Sim;115,00;575,00;8;115,00;575,00;0,00;0,00;0,00;1d;278,00 +WINJ26;15/12/2025 09:30:00;15/12/2025 10:00:00;30min;1;1;C;169.010,00;168.490,00;186.745,00;No;-104,00;-520,00;9;-104,00;-520,00;0,00;0,00;0,00;3d23h;174,00 +WINJ26;16/12/2025 09:30:00;16/12/2025 10:00:00;30min;1;1;V;167.280,00;166.830,00;186.745,00;Sim;-90,00;-450,00;10;-90,00;-450,00;0,00;0,00;0,00;1d;84,00 +WINJ26;14/01/2026 09:30:00;14/01/2026 10:00:00;30min;1;1;C;167.930,00;168.190,00;186.745,00;Sim;52,00;260,00;11;52,00;260,00;0,00;0,00;0,00;1m1d;136,00 +WINJ26;20/01/2026 09:30:00;20/01/2026 10:00:00;30min;1;1;V;169.020,00;168.250,00;186.745,00;Sim;-154,00;-770,00;12;-154,00;-770,00;0,00;0,00;0,00;6d;-18,00 +WINJ26;21/01/2026 09:30:00;21/01/2026 10:00:00;30min;1;1;C;172.645,00;173.060,00;186.745,00;No;83,00;415,00;13;83,00;415,00;0,00;0,00;0,00;1d;65,00 +WINJ26;13/02/2026 09:30:00;13/02/2026 10:00:00;30min;1;1;V;189.230,00;189.245,00;186.745,00;Sim;3,00;15,00;14;3,00;15,00;0,00;0,00;0,00;23d;68,00 diff --git a/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v03_cm3_rm1_tfcurto60.csv b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v03_cm3_rm1_tfcurto60.csv new file mode 100644 index 0000000..b355037 --- /dev/null +++ b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v03_cm3_rm1_tfcurto60.csv @@ -0,0 +1,29 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 22/08/2025 +Data Final: 04/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;28/08/2025 10:00:00;29/08/2025 09:00:00;23h;1;1;C;151.460,00;152.000,00;186.710,00;No;108,00;540,00;1;108,00;540,00;0,00;0,00;0,00; - ;108,00 +WINJ26;05/09/2025 10:00:00;05/09/2025 11:00:00;1h;1;1;C;153.400,00;153.400,00;186.710,00;No;0;0;2;0;0;0,00;0,00;0,00;8d;108,00 +WINJ26;10/09/2025 10:00:00;11/09/2025 09:00:00;23h;1;1;C;152.360,00;153.490,00;186.710,00;Sim;226,00;1.130,00;3;226,00;1.130,00;0,00;0,00;0,00;5d;334,00 +WINJ26;29/09/2025 10:00:00;29/09/2025 11:00:00;1h;1;1;C;157.260,00;156.600,00;186.710,00;No;-132,00;-660,00;4;-132,00;-660,00;0,00;0,00;0,00;19d;202,00 +WINJ26;01/10/2025 10:00:00;01/10/2025 11:00:00;1h;1;1;C;156.750,00;156.000,00;186.710,00;Sim;-150,00;-750,00;5;-150,00;-750,00;0,00;0,00;0,00;2d;52,00 +WINJ26;17/10/2025 10:00:00;17/10/2025 11:00:00;1h;1;1;V;151.375,00;150.800,00;186.710,00;No;-115,00;-575,00;6;-115,00;-575,00;0,00;0,00;0,00;16d;-63,00 +WINJ26;24/10/2025 10:00:00;24/10/2025 11:00:00;1h;1;1;C;155.710,00;154.990,00;186.710,00;Sim;-144,00;-720,00;7;-144,00;-720,00;0,00;0,00;0,00;7d;-207,00 +WINJ26;03/11/2025 11:00:00;03/11/2025 12:00:00;1h;1;1;C;158.615,00;158.990,00;186.710,00;No;75,00;375,00;8;75,00;375,00;0,00;0,00;0,00;10d1h;-132,00 +WINJ26;18/11/2025 10:00:00;18/11/2025 11:00:00;1h;1;1;V;164.500,00;163.970,00;186.710,00;Sim;-106,00;-530,00;9;-106,00;-530,00;0,00;0,00;0,00;14d23h;-238,00 +WINJ26;26/11/2025 10:00:00;26/11/2025 11:00:00;1h;1;1;C;164.260,00;165.290,00;186.710,00;No;206,00;1.030,00;10;206,00;1.030,00;0,00;0,00;0,00;8d;-32,00 +WINJ26;04/12/2025 10:00:00;04/12/2025 11:00:00;1h;1;1;C;170.095,00;171.240,00;186.710,00;No;229,00;1.145,00;11;229,00;1.145,00;0,00;0,00;0,00;8d;197,00 +WINJ26;09/12/2025 10:00:00;09/12/2025 11:00:00;1h;1;1;V;163.160,00;164.040,00;186.710,00;Sim;176,00;880,00;12;176,00;880,00;0,00;0,00;0,00;5d;373,00 +WINJ26;11/12/2025 10:00:00;11/12/2025 11:00:00;1h;1;1;V;165.510,00;165.605,00;186.710,00;Sim;19,00;95,00;13;19,00;95,00;0,00;0,00;0,00;2d;392,00 +WINJ26;15/12/2025 10:00:00;15/12/2025 11:00:00;1h;1;1;C;168.510,00;169.320,00;186.710,00;Sim;162,00;810,00;14;162,00;810,00;0,00;0,00;0,00;4d;554,00 +WINJ26;16/12/2025 10:00:00;16/12/2025 11:00:00;1h;1;1;V;167.010,00;167.260,00;186.710,00;Sim;50,00;250,00;15;50,00;250,00;0,00;0,00;0,00;1d;604,00 +WINJ26;30/12/2025 10:00:00;30/12/2025 11:00:00;1h;1;1;C;167.600,00;167.190,00;186.710,00;Sim;-82,00;-410,00;16;-82,00;-410,00;0,00;0,00;0,00;14d;522,00 +WINJ26;02/01/2026 10:00:00;02/01/2026 11:00:00;1h;1;1;C;168.105,00;166.695,00;186.710,00;No;-282,00;-1.410,00;17;-282,00;-1.410,00;0,00;0,00;0,00;3d;240,00 +WINJ26;14/01/2026 10:00:00;14/01/2026 11:00:00;1h;1;1;C;168.210,00;168.210,00;186.710,00;No;0;0;18;0;0;0,00;0,00;0,00;12d;240,00 +WINJ26;21/01/2026 10:00:00;21/01/2026 11:00:00;1h;1;1;C;173.075,00;173.810,00;186.710,00;No;147,00;735,00;19;147,00;735,00;0,00;0,00;0,00;7d;387,00 +WINJ26;03/02/2026 10:00:00;03/02/2026 11:00:00;1h;1;1;C;189.570,00;190.820,00;186.710,00;No;250,00;1.250,00;20;250,00;1.250,00;0,00;0,00;0,00;13d;637,00 +WINJ26;11/02/2026 10:00:00;11/02/2026 11:00:00;1h;1;1;C;192.245,00;192.550,00;186.710,00;No;61,00;305,00;21;61,00;305,00;0,00;0,00;0,00;8d;698,00 +WINJ26;13/02/2026 10:00:00;13/02/2026 11:00:00;1h;1;1;V;188.955,00;189.210,00;186.710,00;Sim;51,00;255,00;22;51,00;255,00;0,00;0,00;0,00;2d;749,00 +WINJ26;03/03/2026 10:00:00;03/03/2026 11:00:00;1h;1;1;V;185.620,00;187.255,00;186.710,00;No;327,00;1.635,00;23;327,00;1.635,00;0,00;0,00;0,00;18d;1.076,00 diff --git a/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v04_cm1_rm2_tfcurto01.csv b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v04_cm1_rm2_tfcurto01.csv new file mode 100644 index 0000000..6d6d575 --- /dev/null +++ b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v04_cm1_rm2_tfcurto01.csv @@ -0,0 +1,14 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 02/02/2026 +Data Final: 04/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;03/02/2026 09:01:00;03/02/2026 09:03:00;2min;1;1;C;188.460,00;188.615,00;186.695,00;No;31,00;155,00;1;31,00;155,00;0,00;0,00;0,00; - ;31,00 +WINJ26;04/02/2026 09:01:00;04/02/2026 09:05:00;4min;1;1;C;191.040,00;189.690,00;186.695,00;No;-270,00;-1.350,00;2;-270,00;-1.350,00;0,00;0,00;0,00;1d;-239,00 +WINJ26;06/02/2026 09:01:00;06/02/2026 09:05:00;4min;1;1;C;187.790,00;188.140,00;186.695,00;Sim;70,00;350,00;3;70,00;350,00;0,00;0,00;0,00;2d;-169,00 +WINJ26;11/02/2026 09:01:00;11/02/2026 09:05:00;4min;1;1;C;191.000,00;191.950,00;186.695,00;No;190,00;950,00;4;190,00;950,00;0,00;0,00;0,00;5d;21,00 +WINJ26;12/02/2026 09:01:00;12/02/2026 09:05:00;4min;1;1;C;194.970,00;193.570,00;186.695,00;No;-280,00;-1.400,00;5;-280,00;-1.400,00;0,00;0,00;0,00;1d;-259,00 +WINJ26;13/02/2026 09:01:00;13/02/2026 09:03:00;2min;1;1;V;190.340,00;191.075,00;186.695,00;No;147,00;735,00;6;147,00;735,00;0,00;0,00;0,00;1d;-112,00 +WINJ26;25/02/2026 09:01:00;25/02/2026 09:05:00;4min;1;1;C;197.070,00;196.800,00;186.695,00;No;-54,00;-270,00;7;-54,00;-270,00;0,00;0,00;0,00;12d;-166,00 +WINJ26;27/02/2026 09:01:00;27/02/2026 09:03:00;2min;1;1;V;193.235,00;193.920,00;186.695,00;Sim;137,00;685,00;8;137,00;685,00;0,00;0,00;0,00;2d;-29,00 diff --git a/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v04_cm1_rm2_tfcurto02.csv b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v04_cm1_rm2_tfcurto02.csv new file mode 100644 index 0000000..07c4cef --- /dev/null +++ b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v04_cm1_rm2_tfcurto02.csv @@ -0,0 +1,25 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 24/10/2025 +Data Final: 04/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;14/11/2025 09:02:00;14/11/2025 09:12:00;10min;1;1;V;164.730,00;164.700,00;186.690,00;No;-6,00;-30,00;1;-6,00;-30,00;0,00;0,00;0,00; - ;-6,00 +WINJ26;21/11/2025 09:04:00;21/11/2025 09:16:00;12min;1;1;V;162.260,00;161.840,00;186.690,00;No;-84,00;-420,00;2;-84,00;-420,00;0,00;0,00;0,00;7d;-90,00 +WINJ26;04/12/2025 09:06:00;04/12/2025 09:20:00;14min;1;1;C;169.500,00;170.000,00;186.690,00;No;100,00;500,00;3;100,00;500,00;0,00;0,00;0,00;13d;10,00 +WINJ26;16/12/2025 09:04:00;16/12/2025 09:12:00;8min;1;1;V;167.000,00;168.490,00;186.690,00;Sim;298,00;1.490,00;4;298,00;1.490,00;0,00;0,00;0,00;11d23h;308,00 +WINJ26;17/12/2025 09:02:00;17/12/2025 09:12:00;10min;1;1;V;164.800,00;164.015,00;186.690,00;No;-157,00;-785,00;5;-157,00;-785,00;0,00;0,00;0,00;23h58min;151,00 +WINJ26;26/12/2025 09:02:00;26/12/2025 09:10:00;8min;1;1;V;165.875,00;165.490,00;186.690,00;Sim;-77,00;-385,00;6;-77,00;-385,00;0,00;0,00;0,00;9d;74,00 +WINJ26;30/12/2025 09:02:00;30/12/2025 09:10:00;8min;1;1;C;166.780,00;167.200,00;186.690,00;Sim;84,00;420,00;7;84,00;420,00;0,00;0,00;0,00;4d;158,00 +WINJ26;02/01/2026 09:02:00;02/01/2026 09:10:00;8min;1;1;C;167.910,00;167.575,00;186.690,00;No;-67,00;-335,00;8;-67,00;-335,00;0,00;0,00;0,00;3d;91,00 +WINJ26;20/01/2026 09:02:00;20/01/2026 09:10:00;8min;1;1;V;168.780,00;168.765,00;186.690,00;Sim;-3,00;-15,00;9;-3,00;-15,00;0,00;0,00;0,00;18d;88,00 +WINJ26;21/01/2026 09:02:00;21/01/2026 09:08:00;6min;1;1;C;171.840,00;172.075,00;186.690,00;No;47,00;235,00;10;47,00;235,00;0,00;0,00;0,00;1d;135,00 +WINJ26;26/01/2026 09:02:00;26/01/2026 09:06:00;4min;1;1;C;185.445,00;186.230,00;186.690,00;No;157,00;785,00;11;157,00;785,00;0,00;0,00;0,00;5d;292,00 +WINJ26;29/01/2026 09:02:00;29/01/2026 09:06:00;4min;1;1;C;192.290,00;191.815,00;186.690,00;No;-95,00;-475,00;12;-95,00;-475,00;0,00;0,00;0,00;3d;197,00 +WINJ26;03/02/2026 09:02:00;03/02/2026 09:06:00;4min;1;1;C;188.830,00;188.550,00;186.690,00;Sim;-56,00;-280,00;13;-56,00;-280,00;0,00;0,00;0,00;5d;141,00 +WINJ26;06/02/2026 09:02:00;06/02/2026 09:10:00;8min;1;1;C;187.875,00;187.670,00;186.690,00;Sim;-41,00;-205,00;14;-41,00;-205,00;0,00;0,00;0,00;3d;100,00 +WINJ26;11/02/2026 09:02:00;11/02/2026 09:10:00;8min;1;1;C;191.415,00;191.895,00;186.690,00;No;96,00;480,00;15;96,00;480,00;0,00;0,00;0,00;5d;196,00 +WINJ26;13/02/2026 09:02:00;13/02/2026 09:08:00;6min;1;1;V;190.075,00;190.305,00;186.690,00;Sim;46,00;230,00;16;46,00;230,00;0,00;0,00;0,00;2d;242,00 +WINJ26;27/02/2026 09:02:00;27/02/2026 09:06:00;4min;1;1;V;192.535,00;193.255,00;186.690,00;Sim;144,00;720,00;17;144,00;720,00;0,00;0,00;0,00;14d;386,00 +WINJ26;03/03/2026 09:04:00;03/03/2026 09:10:00;6min;1;1;V;187.285,00;187.785,00;186.690,00;No;100,00;500,00;18;100,00;500,00;0,00;0,00;0,00;4d;486,00 +WINJ26;04/03/2026 09:02:00;04/03/2026 09:06:00;4min;1;1;C;187.160,00;187.430,00;186.690,00;Sim;54,00;270,00;19;54,00;270,00;0,00;0,00;0,00;23h58min;540,00 diff --git a/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v04_cm1_rm2_tfcurto03.csv b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v04_cm1_rm2_tfcurto03.csv new file mode 100644 index 0000000..64fe42c --- /dev/null +++ b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v04_cm1_rm2_tfcurto03.csv @@ -0,0 +1,25 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 24/10/2025 +Data Final: 04/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;04/11/2025 09:03:00;04/11/2025 10:15:00;1h12min;1;1;V;158.540,00;158.190,00;186.745,00;No;-70,00;-350,00;1;-70,00;-350,00;0,00;0,00;0,00; - ;-70,00 +WINJ26;14/11/2025 09:03:00;14/11/2025 09:15:00;12min;1;1;V;164.790,00;164.740,00;186.745,00;Sim;-10,00;-50,00;2;-10,00;-50,00;0,00;0,00;0,00;10d;-80,00 +WINJ26;18/11/2025 09:03:00;18/11/2025 09:30:00;27min;1;1;V;163.750,00;164.510,00;186.745,00;No;152,00;760,00;3;152,00;760,00;0,00;0,00;0,00;4d;72,00 +WINJ26;21/11/2025 09:06:00;21/11/2025 09:18:00;12min;1;1;V;162.420,00;161.840,00;186.745,00;No;-116,00;-580,00;4;-116,00;-580,00;0,00;0,00;0,00;3d;-44,00 +WINJ26;04/12/2025 09:06:00;04/12/2025 09:18:00;12min;1;1;C;169.500,00;170.000,00;186.745,00;No;100,00;500,00;5;100,00;500,00;0,00;0,00;0,00;13d;56,00 +WINJ26;16/12/2025 09:03:00;16/12/2025 09:09:00;6min;1;1;V;167.010,00;168.490,00;186.745,00;Sim;296,00;1.480,00;6;296,00;1.480,00;0,00;0,00;0,00;11d23h;352,00 +WINJ26;17/12/2025 09:06:00;17/12/2025 09:12:00;6min;1;1;V;164.800,00;164.115,00;186.745,00;No;-137,00;-685,00;7;-137,00;-685,00;0,00;0,00;0,00;1d;215,00 +WINJ26;26/12/2025 09:03:00;26/12/2025 09:15:00;12min;1;1;V;165.990,00;165.690,00;186.745,00;Sim;-60,00;-300,00;8;-60,00;-300,00;0,00;0,00;0,00;8d23h;155,00 +WINJ26;30/12/2025 09:03:00;30/12/2025 09:15:00;12min;1;1;C;166.845,00;167.390,00;186.745,00;Sim;109,00;545,00;9;109,00;545,00;0,00;0,00;0,00;4d;264,00 +WINJ26;02/01/2026 09:03:00;02/01/2026 09:15:00;12min;1;1;C;167.955,00;167.705,00;186.745,00;No;-50,00;-250,00;10;-50,00;-250,00;0,00;0,00;0,00;3d;214,00 +WINJ26;21/01/2026 09:03:00;21/01/2026 09:15:00;12min;1;1;C;171.825,00;172.570,00;186.745,00;No;149,00;745,00;11;149,00;745,00;0,00;0,00;0,00;19d;363,00 +WINJ26;26/01/2026 09:03:00;26/01/2026 09:12:00;9min;1;1;C;185.625,00;185.845,00;186.745,00;No;44,00;220,00;12;44,00;220,00;0,00;0,00;0,00;5d;407,00 +WINJ26;27/01/2026 09:03:00;27/01/2026 09:12:00;9min;1;1;C;185.395,00;185.210,00;186.745,00;Sim;-37,00;-185,00;13;-37,00;-185,00;0,00;0,00;0,00;1d;370,00 +WINJ26;29/01/2026 09:03:00;29/01/2026 09:12:00;9min;1;1;C;192.105,00;191.825,00;186.745,00;No;-56,00;-280,00;14;-56,00;-280,00;0,00;0,00;0,00;2d;314,00 +WINJ26;11/02/2026 09:03:00;11/02/2026 09:09:00;6min;1;1;C;191.680,00;192.040,00;186.745,00;Sim;72,00;360,00;15;72,00;360,00;0,00;0,00;0,00;13d;386,00 +WINJ26;13/02/2026 09:03:00;13/02/2026 09:09:00;6min;1;1;V;190.095,00;190.320,00;186.745,00;Sim;45,00;225,00;16;45,00;225,00;0,00;0,00;0,00;2d;431,00 +WINJ26;24/02/2026 09:03:00;24/02/2026 09:15:00;12min;1;1;C;193.145,00;194.155,00;186.745,00;No;202,00;1.010,00;17;202,00;1.010,00;0,00;0,00;0,00;11d;633,00 +WINJ26;27/02/2026 09:03:00;27/02/2026 09:09:00;6min;1;1;V;192.500,00;193.215,00;186.745,00;Sim;143,00;715,00;18;143,00;715,00;0,00;0,00;0,00;3d;776,00 +WINJ26;04/03/2026 09:03:00;04/03/2026 09:09:00;6min;1;1;C;187.565,00;187.335,00;186.745,00;Sim;-46,00;-230,00;19;-46,00;-230,00;0,00;0,00;0,00;5d;730,00 diff --git a/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v04_cm1_rm2_tfcurto04.csv b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v04_cm1_rm2_tfcurto04.csv new file mode 100644 index 0000000..ebd8ac8 --- /dev/null +++ b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v04_cm1_rm2_tfcurto04.csv @@ -0,0 +1,23 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 22/08/2025 +Data Final: 04/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;04/11/2025 09:04:00;04/11/2025 10:12:00;1h8min;1;1;V;158.540,00;158.190,00;186.745,00;No;-70,00;-350,00;1;-70,00;-350,00;0,00;0,00;0,00; - ;-70,00 +WINJ26;14/11/2025 09:04:00;14/11/2025 09:16:00;12min;1;1;V;164.840,00;164.640,00;186.745,00;Sim;-40,00;-200,00;2;-40,00;-200,00;0,00;0,00;0,00;10d;-110,00 +WINJ26;18/11/2025 09:04:00;18/11/2025 09:28:00;24min;1;1;V;163.750,00;164.500,00;186.745,00;No;150,00;750,00;3;150,00;750,00;0,00;0,00;0,00;4d;40,00 +WINJ26;21/11/2025 09:04:00;21/11/2025 09:20:00;16min;1;1;V;162.270,00;161.840,00;186.745,00;No;-86,00;-430,00;4;-86,00;-430,00;0,00;0,00;0,00;3d;-46,00 +WINJ26;04/12/2025 09:04:00;04/12/2025 09:20:00;16min;1;1;C;169.500,00;169.990,00;186.745,00;No;98,00;490,00;5;98,00;490,00;0,00;0,00;0,00;13d;52,00 +WINJ26;10/12/2025 09:04:00;10/12/2025 09:32:00;28min;1;1;C;166.295,00;165.600,00;186.745,00;Sim;-139,00;-695,00;6;-139,00;-695,00;0,00;0,00;0,00;6d;-87,00 +WINJ26;17/12/2025 09:04:00;17/12/2025 09:16:00;12min;1;1;V;164.720,00;164.115,00;186.745,00;Sim;-121,00;-605,00;7;-121,00;-605,00;0,00;0,00;0,00;7d;-208,00 +WINJ26;26/12/2025 09:04:00;26/12/2025 09:16:00;12min;1;1;V;166.030,00;165.575,00;186.745,00;Sim;-91,00;-455,00;8;-91,00;-455,00;0,00;0,00;0,00;9d;-299,00 +WINJ26;02/01/2026 09:04:00;02/01/2026 09:16:00;12min;1;1;C;167.890,00;167.705,00;186.745,00;No;-37,00;-185,00;9;-37,00;-185,00;0,00;0,00;0,00;7d;-336,00 +WINJ26;21/01/2026 09:04:00;21/01/2026 09:16:00;12min;1;1;C;171.810,00;172.490,00;186.745,00;No;136,00;680,00;10;136,00;680,00;0,00;0,00;0,00;19d;-200,00 +WINJ26;26/01/2026 09:04:00;26/01/2026 09:16:00;12min;1;1;C;186.315,00;185.515,00;186.745,00;No;-160,00;-800,00;11;-160,00;-800,00;0,00;0,00;0,00;5d;-360,00 +WINJ26;06/02/2026 09:04:00;06/02/2026 09:16:00;12min;1;1;C;188.150,00;187.410,00;186.745,00;No;-148,00;-740,00;12;-148,00;-740,00;0,00;0,00;0,00;11d;-508,00 +WINJ26;11/02/2026 09:04:00;11/02/2026 09:12:00;8min;1;1;C;191.935,00;191.940,00;186.745,00;No;1,00;5,00;13;1,00;5,00;0,00;0,00;0,00;5d;-507,00 +WINJ26;13/02/2026 09:04:00;13/02/2026 09:16:00;12min;1;1;V;189.915,00;190.265,00;186.745,00;Sim;70,00;350,00;14;70,00;350,00;0,00;0,00;0,00;2d;-437,00 +WINJ26;27/02/2026 09:04:00;27/02/2026 09:16:00;12min;1;1;V;193.230,00;192.490,00;186.745,00;Sim;-148,00;-740,00;15;-148,00;-740,00;0,00;0,00;0,00;14d;-585,00 +WINJ26;03/03/2026 09:04:00;03/03/2026 09:12:00;8min;1;1;V;187.765,00;187.785,00;186.745,00;No;4,00;20,00;16;4,00;20,00;0,00;0,00;0,00;4d;-581,00 +WINJ26;04/03/2026 09:04:00;04/03/2026 09:16:00;12min;1;1;C;187.590,00;187.590,00;186.745,00;Sim;0;0;17;0;0;0,00;0,00;0,00;1d;-581,00 diff --git a/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v04_cm1_rm2_tfcurto05.csv b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v04_cm1_rm2_tfcurto05.csv new file mode 100644 index 0000000..6e25ca4 --- /dev/null +++ b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v04_cm1_rm2_tfcurto05.csv @@ -0,0 +1,26 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 22/08/2025 +Data Final: 04/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;04/11/2025 10:00:00;04/11/2025 10:15:00;15min;1;1;V;158.540,00;158.430,00;186.710,00;No;-22,00;-110,00;1;-22,00;-110,00;0,00;0,00;0,00; - ;-22,00 +WINJ26;14/11/2025 09:05:00;14/11/2025 09:20:00;15min;1;1;V;164.730,00;164.640,00;186.710,00;Sim;-18,00;-90,00;2;-18,00;-90,00;0,00;0,00;0,00;9d23h;-40,00 +WINJ26;18/11/2025 09:05:00;18/11/2025 09:30:00;25min;1;1;V;163.750,00;164.400,00;186.710,00;No;130,00;650,00;3;130,00;650,00;0,00;0,00;0,00;4d;90,00 +WINJ26;21/11/2025 09:05:00;21/11/2025 09:20:00;15min;1;1;V;162.270,00;161.840,00;186.710,00;No;-86,00;-430,00;4;-86,00;-430,00;0,00;0,00;0,00;3d;4,00 +WINJ26;04/12/2025 09:05:00;04/12/2025 09:20:00;15min;1;1;C;169.500,00;169.990,00;186.710,00;No;98,00;490,00;5;98,00;490,00;0,00;0,00;0,00;13d;102,00 +WINJ26;09/12/2025 09:05:00;09/12/2025 09:30:00;25min;1;1;V;164.850,00;164.700,00;186.710,00;Sim;-30,00;-150,00;6;-30,00;-150,00;0,00;0,00;0,00;5d;72,00 +WINJ26;10/12/2025 09:10:00;10/12/2025 09:30:00;20min;1;1;C;166.300,00;165.600,00;186.710,00;Sim;-140,00;-700,00;7;-140,00;-700,00;0,00;0,00;0,00;1d;-68,00 +WINJ26;16/12/2025 09:05:00;16/12/2025 09:20:00;15min;1;1;V;166.930,00;167.390,00;186.710,00;Sim;92,00;460,00;8;92,00;460,00;0,00;0,00;0,00;5d23h;24,00 +WINJ26;17/12/2025 09:05:00;17/12/2025 09:20:00;15min;1;1;V;164.445,00;164.115,00;186.710,00;No;-66,00;-330,00;9;-66,00;-330,00;0,00;0,00;0,00;1d;-42,00 +WINJ26;26/12/2025 09:05:00;26/12/2025 09:15:00;10min;1;1;V;165.990,00;165.710,00;186.710,00;Sim;-56,00;-280,00;10;-56,00;-280,00;0,00;0,00;0,00;9d;-98,00 +WINJ26;30/12/2025 09:05:00;30/12/2025 09:20:00;15min;1;1;C;167.080,00;167.450,00;186.710,00;No;74,00;370,00;11;74,00;370,00;0,00;0,00;0,00;4d;-24,00 +WINJ26;02/01/2026 09:05:00;02/01/2026 09:20:00;15min;1;1;C;167.920,00;167.720,00;186.710,00;No;-40,00;-200,00;12;-40,00;-200,00;0,00;0,00;0,00;3d;-64,00 +WINJ26;07/01/2026 09:05:00;07/01/2026 09:15:00;10min;1;1;V;169.235,00;169.035,00;186.710,00;Sim;-40,00;-200,00;13;-40,00;-200,00;0,00;0,00;0,00;5d;-104,00 +WINJ26;21/01/2026 09:05:00;21/01/2026 09:20:00;15min;1;1;C;171.995,00;172.535,00;186.710,00;No;108,00;540,00;14;108,00;540,00;0,00;0,00;0,00;14d;4,00 +WINJ26;06/02/2026 09:05:00;06/02/2026 09:20:00;15min;1;1;C;188.150,00;186.890,00;186.710,00;No;-252,00;-1.260,00;15;-252,00;-1.260,00;0,00;0,00;0,00;16d;-248,00 +WINJ26;11/02/2026 09:05:00;11/02/2026 09:15:00;10min;1;1;C;191.970,00;191.860,00;186.710,00;No;-22,00;-110,00;16;-22,00;-110,00;0,00;0,00;0,00;5d;-270,00 +WINJ26;13/02/2026 09:05:00;13/02/2026 09:20:00;15min;1;1;V;189.270,00;190.295,00;186.710,00;Sim;205,00;1.025,00;17;205,00;1.025,00;0,00;0,00;0,00;2d;-65,00 +WINJ26;27/02/2026 09:05:00;27/02/2026 09:20:00;15min;1;1;V;193.560,00;192.480,00;186.710,00;Sim;-216,00;-1.080,00;18;-216,00;-1.080,00;0,00;0,00;0,00;14d;-281,00 +WINJ26;03/03/2026 09:05:00;03/03/2026 09:20:00;15min;1;1;V;188.040,00;187.890,00;186.710,00;No;-30,00;-150,00;19;-30,00;-150,00;0,00;0,00;0,00;4d;-311,00 +WINJ26;04/03/2026 09:05:00;04/03/2026 09:20:00;15min;1;1;C;187.630,00;187.315,00;186.710,00;Sim;-63,00;-315,00;20;-63,00;-315,00;0,00;0,00;0,00;1d;-374,00 diff --git a/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v04_cm1_rm2_tfcurto15.csv b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v04_cm1_rm2_tfcurto15.csv new file mode 100644 index 0000000..39c9b31 --- /dev/null +++ b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v04_cm1_rm2_tfcurto15.csv @@ -0,0 +1,27 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 22/08/2025 +Data Final: 04/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;23/10/2025 09:15:00;23/10/2025 09:30:00;15min;1;1;C;154.500,00;154.700,00;186.670,00;No;40,00;200,00;1;40,00;200,00;0,00;0,00;0,00; - ;40,00 +WINJ26;04/11/2025 10:00:00;04/11/2025 10:15:00;15min;1;1;V;158.550,00;158.430,00;186.670,00;No;-24,00;-120,00;2;-24,00;-120,00;0,00;0,00;0,00;12d;16,00 +WINJ26;14/11/2025 09:15:00;14/11/2025 09:30:00;15min;1;1;V;164.915,00;164.770,00;186.670,00;Sim;-29,00;-145,00;3;-29,00;-145,00;0,00;0,00;0,00;9d23h;-13,00 +WINJ26;18/11/2025 09:15:00;18/11/2025 09:30:00;15min;1;1;V;163.750,00;164.000,00;186.670,00;No;50,00;250,00;4;50,00;250,00;0,00;0,00;0,00;4d;37,00 +WINJ26;26/11/2025 09:15:00;26/11/2025 09:30:00;15min;1;1;C;164.085,00;164.100,00;186.670,00;No;3,00;15,00;5;3,00;15,00;0,00;0,00;0,00;8d;40,00 +WINJ26;04/12/2025 09:15:00;04/12/2025 09:30:00;15min;1;1;C;169.815,00;170.000,00;186.670,00;No;37,00;185,00;6;37,00;185,00;0,00;0,00;0,00;8d;77,00 +WINJ26;09/12/2025 09:15:00;09/12/2025 09:30:00;15min;1;1;V;164.850,00;164.655,00;186.670,00;Sim;-39,00;-195,00;7;-39,00;-195,00;0,00;0,00;0,00;5d;38,00 +WINJ26;10/12/2025 09:15:00;10/12/2025 09:30:00;15min;1;1;C;166.330,00;165.600,00;186.670,00;Sim;-146,00;-730,00;8;-146,00;-730,00;0,00;0,00;0,00;1d;-108,00 +WINJ26;11/12/2025 10:00:00;11/12/2025 10:30:00;30min;1;1;V;165.040,00;165.615,00;186.670,00;Sim;115,00;575,00;9;115,00;575,00;0,00;0,00;0,00;1d;7,00 +WINJ26;15/12/2025 09:15:00;15/12/2025 09:30:00;15min;1;1;C;168.740,00;169.000,00;186.670,00;No;52,00;260,00;10;52,00;260,00;0,00;0,00;0,00;3d23h;59,00 +WINJ26;16/12/2025 09:15:00;16/12/2025 09:30:00;15min;1;1;V;166.850,00;166.950,00;186.670,00;Sim;20,00;100,00;11;20,00;100,00;0,00;0,00;0,00;1d;79,00 +WINJ26;23/12/2025 09:15:00;23/12/2025 09:30:00;15min;1;1;C;164.810,00;164.890,00;186.670,00;Sim;16,00;80,00;12;16,00;80,00;0,00;0,00;0,00;7d;95,00 +WINJ26;30/12/2025 09:15:00;30/12/2025 09:30:00;15min;1;1;C;167.410,00;167.510,00;186.670,00;No;20,00;100,00;13;20,00;100,00;0,00;0,00;0,00;7d;115,00 +WINJ26;14/01/2026 09:15:00;14/01/2026 09:30:00;15min;1;1;C;167.745,00;167.915,00;186.670,00;No;34,00;170,00;14;34,00;170,00;0,00;0,00;0,00;15d;149,00 +WINJ26;20/01/2026 09:15:00;20/01/2026 09:30:00;15min;1;1;V;168.270,00;168.475,00;186.670,00;Sim;41,00;205,00;15;41,00;205,00;0,00;0,00;0,00;6d;190,00 +WINJ26;21/01/2026 09:15:00;21/01/2026 09:30:00;15min;1;1;C;172.590,00;172.625,00;186.670,00;No;7,00;35,00;16;7,00;35,00;0,00;0,00;0,00;1d;197,00 +WINJ26;03/02/2026 09:15:00;03/02/2026 09:30:00;15min;1;1;C;188.980,00;189.050,00;186.670,00;No;14,00;70,00;17;14,00;70,00;0,00;0,00;0,00;13d;211,00 +WINJ26;11/02/2026 09:15:00;11/02/2026 09:30:00;15min;1;1;C;191.880,00;191.530,00;186.670,00;No;-70,00;-350,00;18;-70,00;-350,00;0,00;0,00;0,00;8d;141,00 +WINJ26;13/02/2026 09:15:00;13/02/2026 09:30:00;15min;1;1;V;189.265,00;189.775,00;186.670,00;Sim;102,00;510,00;19;102,00;510,00;0,00;0,00;0,00;2d;243,00 +WINJ26;24/02/2026 09:15:00;24/02/2026 09:30:00;15min;1;1;C;194.175,00;193.230,00;186.670,00;No;-189,00;-945,00;20;-189,00;-945,00;0,00;0,00;0,00;11d;54,00 +WINJ26;04/03/2026 09:15:00;04/03/2026 09:30:00;15min;1;1;C;187.670,00;187.330,00;186.670,00;Sim;-68,00;-340,00;21;-68,00;-340,00;0,00;0,00;0,00;8d;-14,00 diff --git a/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v04_cm1_rm2_tfcurto30.csv b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v04_cm1_rm2_tfcurto30.csv new file mode 100644 index 0000000..832827d --- /dev/null +++ b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v04_cm1_rm2_tfcurto30.csv @@ -0,0 +1,22 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 22/08/2025 +Data Final: 04/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;28/08/2025 10:00:00;28/08/2025 10:30:00;30min;1;1;C;151.460,00;151.750,00;186.660,00;No;58,00;290,00;1;58,00;290,00;0,00;0,00;0,00; - ;58,00 +WINJ26;29/09/2025 09:30:00;29/09/2025 10:00:00;30min;1;1;C;156.710,00;157.250,00;186.660,00;No;108,00;540,00;2;108,00;540,00;0,00;0,00;0,00;1m23h;166,00 +WINJ26;03/11/2025 09:30:00;03/11/2025 11:00:00;1h30min;1;1;C;158.710,00;158.605,00;186.660,00;No;-21,00;-105,00;3;-21,00;-105,00;0,00;0,00;0,00;1m4d;145,00 +WINJ26;18/11/2025 09:30:00;18/11/2025 10:00:00;30min;1;1;V;163.980,00;163.740,00;186.660,00;No;-48,00;-240,00;4;-48,00;-240,00;0,00;0,00;0,00;15d;97,00 +WINJ26;26/11/2025 09:30:00;26/11/2025 10:00:00;30min;1;1;C;164.110,00;164.240,00;186.660,00;No;26,00;130,00;5;26,00;130,00;0,00;0,00;0,00;8d;123,00 +WINJ26;09/12/2025 09:30:00;09/12/2025 10:00:00;30min;1;1;V;164.050,00;164.840,00;186.660,00;Sim;158,00;790,00;6;158,00;790,00;0,00;0,00;0,00;13d;281,00 +WINJ26;10/12/2025 09:30:00;10/12/2025 10:00:00;30min;1;1;C;165.610,00;165.020,00;186.660,00;No;-118,00;-590,00;7;-118,00;-590,00;0,00;0,00;0,00;1d;163,00 +WINJ26;11/12/2025 10:00:00;11/12/2025 10:30:00;30min;1;1;V;165.040,00;165.615,00;186.660,00;Sim;115,00;575,00;8;115,00;575,00;0,00;0,00;0,00;1d;278,00 +WINJ26;15/12/2025 09:30:00;15/12/2025 10:00:00;30min;1;1;C;169.010,00;168.490,00;186.660,00;No;-104,00;-520,00;9;-104,00;-520,00;0,00;0,00;0,00;3d23h;174,00 +WINJ26;16/12/2025 09:30:00;16/12/2025 10:00:00;30min;1;1;V;167.280,00;166.830,00;186.660,00;Sim;-90,00;-450,00;10;-90,00;-450,00;0,00;0,00;0,00;1d;84,00 +WINJ26;23/12/2025 09:30:00;23/12/2025 10:00:00;30min;1;1;C;164.910,00;165.015,00;186.660,00;Sim;21,00;105,00;11;21,00;105,00;0,00;0,00;0,00;7d;105,00 +WINJ26;30/12/2025 09:30:00;30/12/2025 10:00:00;30min;1;1;C;167.530,00;167.580,00;186.660,00;No;10,00;50,00;12;10,00;50,00;0,00;0,00;0,00;7d;115,00 +WINJ26;14/01/2026 09:30:00;14/01/2026 10:00:00;30min;1;1;C;167.930,00;168.190,00;186.660,00;No;52,00;260,00;13;52,00;260,00;0,00;0,00;0,00;15d;167,00 +WINJ26;20/01/2026 09:30:00;20/01/2026 10:00:00;30min;1;1;V;169.020,00;168.250,00;186.660,00;Sim;-154,00;-770,00;14;-154,00;-770,00;0,00;0,00;0,00;6d;13,00 +WINJ26;21/01/2026 09:30:00;21/01/2026 10:00:00;30min;1;1;C;172.645,00;173.060,00;186.660,00;No;83,00;415,00;15;83,00;415,00;0,00;0,00;0,00;1d;96,00 +WINJ26;13/02/2026 09:30:00;13/02/2026 10:00:00;30min;1;1;V;189.230,00;189.245,00;186.660,00;Sim;3,00;15,00;16;3,00;15,00;0,00;0,00;0,00;23d;99,00 diff --git a/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v04_cm1_rm2_tfcurto60.csv b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v04_cm1_rm2_tfcurto60.csv new file mode 100644 index 0000000..e37c421 --- /dev/null +++ b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v04_cm1_rm2_tfcurto60.csv @@ -0,0 +1,29 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 22/08/2025 +Data Final: 04/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;28/08/2025 10:00:00;29/08/2025 09:00:00;23h;1;1;C;151.460,00;152.000,00;186.645,00;No;108,00;540,00;1;108,00;540,00;0,00;0,00;0,00; - ;108,00 +WINJ26;05/09/2025 10:00:00;05/09/2025 11:00:00;1h;1;1;C;153.400,00;153.400,00;186.645,00;No;0;0;2;0;0;0,00;0,00;0,00;8d;108,00 +WINJ26;10/09/2025 10:00:00;11/09/2025 09:00:00;23h;1;1;C;152.360,00;153.490,00;186.645,00;Sim;226,00;1.130,00;3;226,00;1.130,00;0,00;0,00;0,00;5d;334,00 +WINJ26;29/09/2025 10:00:00;29/09/2025 11:00:00;1h;1;1;C;157.260,00;156.600,00;186.645,00;No;-132,00;-660,00;4;-132,00;-660,00;0,00;0,00;0,00;19d;202,00 +WINJ26;15/10/2025 10:00:00;15/10/2025 11:00:00;1h;1;1;V;151.200,00;150.095,00;186.645,00;No;-221,00;-1.105,00;5;-221,00;-1.105,00;0,00;0,00;0,00;16d;-19,00 +WINJ26;17/10/2025 10:00:00;17/10/2025 11:00:00;1h;1;1;V;151.375,00;150.800,00;186.645,00;Sim;-115,00;-575,00;6;-115,00;-575,00;0,00;0,00;0,00;2d;-134,00 +WINJ26;24/10/2025 10:00:00;24/10/2025 11:00:00;1h;1;1;C;155.710,00;154.990,00;186.645,00;Sim;-144,00;-720,00;7;-144,00;-720,00;0,00;0,00;0,00;7d;-278,00 +WINJ26;03/11/2025 11:00:00;03/11/2025 12:00:00;1h;1;1;C;158.615,00;158.990,00;186.645,00;No;75,00;375,00;8;75,00;375,00;0,00;0,00;0,00;10d1h;-203,00 +WINJ26;18/11/2025 10:00:00;18/11/2025 11:00:00;1h;1;1;V;164.500,00;163.970,00;186.645,00;Sim;-106,00;-530,00;9;-106,00;-530,00;0,00;0,00;0,00;14d23h;-309,00 +WINJ26;26/11/2025 10:00:00;26/11/2025 11:00:00;1h;1;1;C;164.260,00;165.290,00;186.645,00;No;206,00;1.030,00;10;206,00;1.030,00;0,00;0,00;0,00;8d;-103,00 +WINJ26;04/12/2025 10:00:00;04/12/2025 11:00:00;1h;1;1;C;170.095,00;171.240,00;186.645,00;No;229,00;1.145,00;11;229,00;1.145,00;0,00;0,00;0,00;8d;126,00 +WINJ26;09/12/2025 10:00:00;09/12/2025 11:00:00;1h;1;1;V;163.160,00;164.040,00;186.645,00;Sim;176,00;880,00;12;176,00;880,00;0,00;0,00;0,00;5d;302,00 +WINJ26;11/12/2025 10:00:00;11/12/2025 11:00:00;1h;1;1;V;165.510,00;165.605,00;186.645,00;Sim;19,00;95,00;13;19,00;95,00;0,00;0,00;0,00;2d;321,00 +WINJ26;15/12/2025 10:00:00;15/12/2025 11:00:00;1h;1;1;C;168.510,00;169.320,00;186.645,00;Sim;162,00;810,00;14;162,00;810,00;0,00;0,00;0,00;4d;483,00 +WINJ26;16/12/2025 10:00:00;16/12/2025 11:00:00;1h;1;1;V;167.010,00;167.260,00;186.645,00;Sim;50,00;250,00;15;50,00;250,00;0,00;0,00;0,00;1d;533,00 +WINJ26;30/12/2025 10:00:00;30/12/2025 11:00:00;1h;1;1;C;167.600,00;167.190,00;186.645,00;Sim;-82,00;-410,00;16;-82,00;-410,00;0,00;0,00;0,00;14d;451,00 +WINJ26;02/01/2026 10:00:00;02/01/2026 11:00:00;1h;1;1;C;168.105,00;166.695,00;186.645,00;No;-282,00;-1.410,00;17;-282,00;-1.410,00;0,00;0,00;0,00;3d;169,00 +WINJ26;14/01/2026 10:00:00;14/01/2026 11:00:00;1h;1;1;C;168.210,00;168.210,00;186.645,00;No;0;0;18;0;0;0,00;0,00;0,00;12d;169,00 +WINJ26;21/01/2026 10:00:00;21/01/2026 11:00:00;1h;1;1;C;173.075,00;173.810,00;186.645,00;No;147,00;735,00;19;147,00;735,00;0,00;0,00;0,00;7d;316,00 +WINJ26;03/02/2026 10:00:00;03/02/2026 11:00:00;1h;1;1;C;189.570,00;190.820,00;186.645,00;No;250,00;1.250,00;20;250,00;1.250,00;0,00;0,00;0,00;13d;566,00 +WINJ26;11/02/2026 10:00:00;11/02/2026 11:00:00;1h;1;1;C;192.245,00;192.550,00;186.645,00;No;61,00;305,00;21;61,00;305,00;0,00;0,00;0,00;8d;627,00 +WINJ26;13/02/2026 10:00:00;13/02/2026 11:00:00;1h;1;1;V;188.955,00;189.210,00;186.645,00;Sim;51,00;255,00;22;51,00;255,00;0,00;0,00;0,00;2d;678,00 +WINJ26;03/03/2026 10:00:00;03/03/2026 11:00:00;1h;1;1;V;185.620,00;187.255,00;186.645,00;No;327,00;1.635,00;23;327,00;1.635,00;0,00;0,00;0,00;18d;1.005,00 diff --git a/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v06_cm3_rm2_tfcurto1.csv b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v06_cm3_rm2_tfcurto1.csv new file mode 100644 index 0000000..2420e76 --- /dev/null +++ b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v06_cm3_rm2_tfcurto1.csv @@ -0,0 +1,10 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 02/02/2026 +Data Final: 04/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;03/02/2026 09:01:00;03/02/2026 09:03:00;2min;1;1;C;188.460,00;188.615,00;186.860,00;No;31,00;155,00;1;31,00;155,00;0,00;0,00;0,00; - ;31,00 +WINJ26;06/02/2026 09:01:00;06/02/2026 09:05:00;4min;1;1;C;187.790,00;188.140,00;186.860,00;Sim;70,00;350,00;2;70,00;350,00;0,00;0,00;0,00;3d;101,00 +WINJ26;11/02/2026 09:01:00;11/02/2026 09:05:00;4min;1;1;C;191.000,00;191.950,00;186.860,00;No;190,00;950,00;3;190,00;950,00;0,00;0,00;0,00;5d;291,00 +WINJ26;25/02/2026 09:01:00;25/02/2026 09:04:00;3min;1;1;C;197.070,00;196.510,00;186.860,00;No;-112,00;-560,00;4;-112,00;-560,00;0,00;0,00;0,00;14d;179,00 diff --git a/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v06_cm3_rm2_tfcurto15.csv b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v06_cm3_rm2_tfcurto15.csv new file mode 100644 index 0000000..363b674 --- /dev/null +++ b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v06_cm3_rm2_tfcurto15.csv @@ -0,0 +1,26 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 22/08/2025 +Data Final: 04/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;23/10/2025 09:15:00;23/10/2025 09:30:00;15min;1;1;C;154.500,00;154.700,00;186.740,00;No;40,00;200,00;1;40,00;200,00;0,00;0,00;0,00; - ;40,00 +WINJ26;04/11/2025 10:00:00;04/11/2025 10:15:00;15min;1;1;V;158.550,00;158.430,00;186.740,00;No;-24,00;-120,00;2;-24,00;-120,00;0,00;0,00;0,00;12d;16,00 +WINJ26;14/11/2025 09:15:00;14/11/2025 09:30:00;15min;1;1;V;164.915,00;164.770,00;186.740,00;Sim;-29,00;-145,00;3;-29,00;-145,00;0,00;0,00;0,00;9d23h;-13,00 +WINJ26;18/11/2025 09:15:00;18/11/2025 09:30:00;15min;1;1;V;163.750,00;164.000,00;186.740,00;No;50,00;250,00;4;50,00;250,00;0,00;0,00;0,00;4d;37,00 +WINJ26;26/11/2025 09:15:00;26/11/2025 09:30:00;15min;1;1;C;164.085,00;164.100,00;186.740,00;No;3,00;15,00;5;3,00;15,00;0,00;0,00;0,00;8d;40,00 +WINJ26;04/12/2025 09:15:00;04/12/2025 09:30:00;15min;1;1;C;169.815,00;170.000,00;186.740,00;No;37,00;185,00;6;37,00;185,00;0,00;0,00;0,00;8d;77,00 +WINJ26;09/12/2025 09:15:00;09/12/2025 09:30:00;15min;1;1;V;164.850,00;164.655,00;186.740,00;Sim;-39,00;-195,00;7;-39,00;-195,00;0,00;0,00;0,00;5d;38,00 +WINJ26;10/12/2025 09:15:00;10/12/2025 09:30:00;15min;1;1;C;166.330,00;165.600,00;186.740,00;Sim;-146,00;-730,00;8;-146,00;-730,00;0,00;0,00;0,00;1d;-108,00 +WINJ26;11/12/2025 10:00:00;11/12/2025 10:30:00;30min;1;1;V;165.040,00;165.615,00;186.740,00;Sim;115,00;575,00;9;115,00;575,00;0,00;0,00;0,00;1d;7,00 +WINJ26;15/12/2025 09:15:00;15/12/2025 09:30:00;15min;1;1;C;168.740,00;169.000,00;186.740,00;No;52,00;260,00;10;52,00;260,00;0,00;0,00;0,00;3d23h;59,00 +WINJ26;16/12/2025 09:15:00;16/12/2025 09:30:00;15min;1;1;V;166.850,00;166.950,00;186.740,00;Sim;20,00;100,00;11;20,00;100,00;0,00;0,00;0,00;1d;79,00 +WINJ26;14/01/2026 09:15:00;14/01/2026 09:30:00;15min;1;1;C;167.745,00;167.915,00;186.740,00;Sim;34,00;170,00;12;34,00;170,00;0,00;0,00;0,00;1m1d;113,00 +WINJ26;20/01/2026 09:15:00;20/01/2026 09:30:00;15min;1;1;V;168.270,00;168.475,00;186.740,00;Sim;41,00;205,00;13;41,00;205,00;0,00;0,00;0,00;6d;154,00 +WINJ26;21/01/2026 09:15:00;21/01/2026 09:30:00;15min;1;1;C;172.590,00;172.625,00;186.740,00;No;7,00;35,00;14;7,00;35,00;0,00;0,00;0,00;1d;161,00 +WINJ26;22/01/2026 09:15:00;22/01/2026 09:30:00;15min;1;1;C;177.645,00;177.510,00;186.740,00;No;-27,00;-135,00;15;-27,00;-135,00;0,00;0,00;0,00;1d;134,00 +WINJ26;03/02/2026 09:15:00;03/02/2026 09:30:00;15min;1;1;C;188.980,00;189.050,00;186.740,00;No;14,00;70,00;16;14,00;70,00;0,00;0,00;0,00;12d;148,00 +WINJ26;11/02/2026 09:15:00;11/02/2026 09:30:00;15min;1;1;C;191.880,00;191.530,00;186.740,00;No;-70,00;-350,00;17;-70,00;-350,00;0,00;0,00;0,00;8d;78,00 +WINJ26;13/02/2026 09:15:00;13/02/2026 09:30:00;15min;1;1;V;189.265,00;189.775,00;186.740,00;Sim;102,00;510,00;18;102,00;510,00;0,00;0,00;0,00;2d;180,00 +WINJ26;24/02/2026 09:15:00;24/02/2026 09:30:00;15min;1;1;C;194.175,00;193.230,00;186.740,00;No;-189,00;-945,00;19;-189,00;-945,00;0,00;0,00;0,00;11d;-9,00 +WINJ26;04/03/2026 09:15:00;04/03/2026 09:30:00;15min;1;1;C;187.670,00;187.330,00;186.740,00;Sim;-68,00;-340,00;20;-68,00;-340,00;0,00;0,00;0,00;8d;-77,00 diff --git a/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v06_cm3_rm2_tfcurto30.csv b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v06_cm3_rm2_tfcurto30.csv new file mode 100644 index 0000000..7c7fdac --- /dev/null +++ b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v06_cm3_rm2_tfcurto30.csv @@ -0,0 +1,20 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 22/08/2025 +Data Final: 04/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;28/08/2025 10:00:00;28/08/2025 10:30:00;30min;1;1;C;151.460,00;151.750,00;186.455,00;No;58,00;290,00;1;58,00;290,00;0,00;0,00;0,00; - ;58,00 +WINJ26;29/09/2025 09:30:00;29/09/2025 10:00:00;30min;1;1;C;156.710,00;157.250,00;186.455,00;No;108,00;540,00;2;108,00;540,00;0,00;0,00;0,00;1m23h;166,00 +WINJ26;03/11/2025 09:30:00;03/11/2025 11:00:00;1h30min;1;1;C;158.710,00;158.605,00;186.455,00;No;-21,00;-105,00;3;-21,00;-105,00;0,00;0,00;0,00;1m4d;145,00 +WINJ26;18/11/2025 09:30:00;18/11/2025 10:00:00;30min;1;1;V;163.980,00;163.740,00;186.455,00;No;-48,00;-240,00;4;-48,00;-240,00;0,00;0,00;0,00;15d;97,00 +WINJ26;26/11/2025 09:30:00;26/11/2025 10:00:00;30min;1;1;C;164.110,00;164.240,00;186.455,00;No;26,00;130,00;5;26,00;130,00;0,00;0,00;0,00;8d;123,00 +WINJ26;09/12/2025 09:30:00;09/12/2025 10:00:00;30min;1;1;V;164.050,00;164.840,00;186.455,00;Sim;158,00;790,00;6;158,00;790,00;0,00;0,00;0,00;13d;281,00 +WINJ26;10/12/2025 09:30:00;10/12/2025 10:00:00;30min;1;1;C;165.610,00;165.020,00;186.455,00;No;-118,00;-590,00;7;-118,00;-590,00;0,00;0,00;0,00;1d;163,00 +WINJ26;11/12/2025 10:00:00;11/12/2025 10:30:00;30min;1;1;V;165.040,00;165.615,00;186.455,00;Sim;115,00;575,00;8;115,00;575,00;0,00;0,00;0,00;1d;278,00 +WINJ26;15/12/2025 09:30:00;15/12/2025 10:00:00;30min;1;1;C;169.010,00;168.490,00;186.455,00;No;-104,00;-520,00;9;-104,00;-520,00;0,00;0,00;0,00;3d23h;174,00 +WINJ26;16/12/2025 09:30:00;16/12/2025 10:00:00;30min;1;1;V;167.280,00;166.830,00;186.455,00;Sim;-90,00;-450,00;10;-90,00;-450,00;0,00;0,00;0,00;1d;84,00 +WINJ26;14/01/2026 09:30:00;14/01/2026 10:00:00;30min;1;1;C;167.930,00;168.190,00;186.455,00;Sim;52,00;260,00;11;52,00;260,00;0,00;0,00;0,00;1m1d;136,00 +WINJ26;20/01/2026 09:30:00;20/01/2026 10:00:00;30min;1;1;V;169.020,00;168.250,00;186.455,00;Sim;-154,00;-770,00;12;-154,00;-770,00;0,00;0,00;0,00;6d;-18,00 +WINJ26;21/01/2026 09:30:00;21/01/2026 10:00:00;30min;1;1;C;172.645,00;173.060,00;186.455,00;No;83,00;415,00;13;83,00;415,00;0,00;0,00;0,00;1d;65,00 +WINJ26;13/02/2026 09:30:00;13/02/2026 10:00:00;30min;1;1;V;189.230,00;189.245,00;186.455,00;Sim;3,00;15,00;14;3,00;15,00;0,00;0,00;0,00;23d;68,00 diff --git a/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v06_cm3_rm2_tfcurto4.csv b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v06_cm3_rm2_tfcurto4.csv new file mode 100644 index 0000000..5925964 --- /dev/null +++ b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v06_cm3_rm2_tfcurto4.csv @@ -0,0 +1,24 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 22/08/2025 +Data Final: 04/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;04/11/2025 09:04:00;04/11/2025 10:12:00;1h8min;1;1;V;158.540,00;158.190,00;186.815,00;No;-70,00;-350,00;1;-70,00;-350,00;0,00;0,00;0,00; - ;-70,00 +WINJ26;14/11/2025 09:04:00;14/11/2025 09:16:00;12min;1;1;V;164.840,00;164.640,00;186.815,00;Sim;-40,00;-200,00;2;-40,00;-200,00;0,00;0,00;0,00;10d;-110,00 +WINJ26;18/11/2025 09:04:00;18/11/2025 09:28:00;24min;1;1;V;163.750,00;164.500,00;186.815,00;No;150,00;750,00;3;150,00;750,00;0,00;0,00;0,00;4d;40,00 +WINJ26;21/11/2025 09:04:00;21/11/2025 09:20:00;16min;1;1;V;162.270,00;161.840,00;186.815,00;No;-86,00;-430,00;4;-86,00;-430,00;0,00;0,00;0,00;3d;-46,00 +WINJ26;04/12/2025 09:04:00;04/12/2025 09:20:00;16min;1;1;C;169.500,00;169.990,00;186.815,00;No;98,00;490,00;5;98,00;490,00;0,00;0,00;0,00;13d;52,00 +WINJ26;10/12/2025 09:04:00;10/12/2025 09:32:00;28min;1;1;C;166.295,00;165.600,00;186.815,00;Sim;-139,00;-695,00;6;-139,00;-695,00;0,00;0,00;0,00;6d;-87,00 +WINJ26;17/12/2025 09:04:00;17/12/2025 09:12:00;8min;1;1;V;164.810,00;164.115,00;186.815,00;Sim;-139,00;-695,00;7;-139,00;-695,00;0,00;0,00;0,00;7d;-226,00 +WINJ26;26/12/2025 09:04:00;26/12/2025 09:16:00;12min;1;1;V;166.030,00;165.575,00;186.815,00;Sim;-91,00;-455,00;8;-91,00;-455,00;0,00;0,00;0,00;9d;-317,00 +WINJ26;02/01/2026 09:04:00;02/01/2026 09:16:00;12min;1;1;C;167.890,00;167.705,00;186.815,00;No;-37,00;-185,00;9;-37,00;-185,00;0,00;0,00;0,00;7d;-354,00 +WINJ26;21/01/2026 09:04:00;21/01/2026 09:16:00;12min;1;1;C;171.810,00;172.490,00;186.815,00;No;136,00;680,00;10;136,00;680,00;0,00;0,00;0,00;19d;-218,00 +WINJ26;26/01/2026 09:04:00;26/01/2026 09:16:00;12min;1;1;C;186.315,00;185.515,00;186.815,00;No;-160,00;-800,00;11;-160,00;-800,00;0,00;0,00;0,00;5d;-378,00 +WINJ26;06/02/2026 09:04:00;06/02/2026 09:16:00;12min;1;1;C;188.150,00;187.410,00;186.815,00;No;-148,00;-740,00;12;-148,00;-740,00;0,00;0,00;0,00;11d;-526,00 +WINJ26;11/02/2026 09:04:00;11/02/2026 09:12:00;8min;1;1;C;191.935,00;191.940,00;186.815,00;No;1,00;5,00;13;1,00;5,00;0,00;0,00;0,00;5d;-525,00 +WINJ26;13/02/2026 09:04:00;13/02/2026 09:16:00;12min;1;1;V;189.915,00;190.265,00;186.815,00;Sim;70,00;350,00;14;70,00;350,00;0,00;0,00;0,00;2d;-455,00 +WINJ26;24/02/2026 09:04:00;24/02/2026 09:16:00;12min;1;1;C;193.115,00;194.010,00;186.815,00;No;179,00;895,00;15;179,00;895,00;0,00;0,00;0,00;11d;-276,00 +WINJ26;27/02/2026 09:04:00;27/02/2026 09:16:00;12min;1;1;V;193.230,00;192.490,00;186.815,00;Sim;-148,00;-740,00;16;-148,00;-740,00;0,00;0,00;0,00;3d;-424,00 +WINJ26;03/03/2026 09:04:00;03/03/2026 09:12:00;8min;1;1;V;187.765,00;187.785,00;186.815,00;No;4,00;20,00;17;4,00;20,00;0,00;0,00;0,00;4d;-420,00 +WINJ26;04/03/2026 09:04:00;04/03/2026 09:16:00;12min;1;1;C;187.590,00;187.590,00;186.815,00;Sim;0;0;18;0;0;0,00;0,00;0,00;1d;-420,00 diff --git a/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v06_cm3_rm2_tfcurto5.csv b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v06_cm3_rm2_tfcurto5.csv new file mode 100644 index 0000000..07287e5 --- /dev/null +++ b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v06_cm3_rm2_tfcurto5.csv @@ -0,0 +1,26 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 22/08/2025 +Data Final: 04/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;04/11/2025 10:00:00;04/11/2025 10:15:00;15min;1;1;V;158.540,00;158.430,00;186.800,00;No;-22,00;-110,00;1;-22,00;-110,00;0,00;0,00;0,00; - ;-22,00 +WINJ26;14/11/2025 09:05:00;14/11/2025 09:20:00;15min;1;1;V;164.730,00;164.640,00;186.800,00;Sim;-18,00;-90,00;2;-18,00;-90,00;0,00;0,00;0,00;9d23h;-40,00 +WINJ26;18/11/2025 09:05:00;18/11/2025 09:30:00;25min;1;1;V;163.750,00;164.400,00;186.800,00;No;130,00;650,00;3;130,00;650,00;0,00;0,00;0,00;4d;90,00 +WINJ26;21/11/2025 09:05:00;21/11/2025 09:20:00;15min;1;1;V;162.270,00;161.840,00;186.800,00;No;-86,00;-430,00;4;-86,00;-430,00;0,00;0,00;0,00;3d;4,00 +WINJ26;04/12/2025 09:05:00;04/12/2025 09:20:00;15min;1;1;C;169.500,00;169.990,00;186.800,00;No;98,00;490,00;5;98,00;490,00;0,00;0,00;0,00;13d;102,00 +WINJ26;09/12/2025 09:05:00;09/12/2025 09:30:00;25min;1;1;V;164.850,00;164.700,00;186.800,00;Sim;-30,00;-150,00;6;-30,00;-150,00;0,00;0,00;0,00;5d;72,00 +WINJ26;10/12/2025 09:10:00;10/12/2025 09:30:00;20min;1;1;C;166.300,00;165.600,00;186.800,00;Sim;-140,00;-700,00;7;-140,00;-700,00;0,00;0,00;0,00;1d;-68,00 +WINJ26;16/12/2025 09:05:00;16/12/2025 09:20:00;15min;1;1;V;166.930,00;167.390,00;186.800,00;Sim;92,00;460,00;8;92,00;460,00;0,00;0,00;0,00;5d23h;24,00 +WINJ26;17/12/2025 09:05:00;17/12/2025 09:20:00;15min;1;1;V;164.445,00;164.115,00;186.800,00;No;-66,00;-330,00;9;-66,00;-330,00;0,00;0,00;0,00;1d;-42,00 +WINJ26;26/12/2025 09:05:00;26/12/2025 09:15:00;10min;1;1;V;165.990,00;165.710,00;186.800,00;Sim;-56,00;-280,00;10;-56,00;-280,00;0,00;0,00;0,00;9d;-98,00 +WINJ26;02/01/2026 09:05:00;02/01/2026 09:20:00;15min;1;1;C;167.920,00;167.720,00;186.800,00;No;-40,00;-200,00;11;-40,00;-200,00;0,00;0,00;0,00;7d;-138,00 +WINJ26;07/01/2026 09:05:00;07/01/2026 09:15:00;10min;1;1;V;169.235,00;169.035,00;186.800,00;Sim;-40,00;-200,00;12;-40,00;-200,00;0,00;0,00;0,00;5d;-178,00 +WINJ26;21/01/2026 09:05:00;21/01/2026 09:20:00;15min;1;1;C;171.995,00;172.535,00;186.800,00;No;108,00;540,00;13;108,00;540,00;0,00;0,00;0,00;14d;-70,00 +WINJ26;06/02/2026 09:05:00;06/02/2026 09:20:00;15min;1;1;C;188.150,00;186.890,00;186.800,00;No;-252,00;-1.260,00;14;-252,00;-1.260,00;0,00;0,00;0,00;16d;-322,00 +WINJ26;11/02/2026 09:05:00;11/02/2026 09:15:00;10min;1;1;C;191.970,00;191.860,00;186.800,00;No;-22,00;-110,00;15;-22,00;-110,00;0,00;0,00;0,00;5d;-344,00 +WINJ26;13/02/2026 09:05:00;13/02/2026 09:20:00;15min;1;1;V;189.270,00;190.295,00;186.800,00;Sim;205,00;1.025,00;16;205,00;1.025,00;0,00;0,00;0,00;2d;-139,00 +WINJ26;24/02/2026 09:05:00;24/02/2026 09:20:00;15min;1;1;C;193.080,00;193.750,00;186.800,00;No;134,00;670,00;17;134,00;670,00;0,00;0,00;0,00;11d;-5,00 +WINJ26;27/02/2026 09:05:00;27/02/2026 09:20:00;15min;1;1;V;193.560,00;192.480,00;186.800,00;Sim;-216,00;-1.080,00;18;-216,00;-1.080,00;0,00;0,00;0,00;3d;-221,00 +WINJ26;03/03/2026 09:05:00;03/03/2026 09:20:00;15min;1;1;V;188.040,00;187.890,00;186.800,00;No;-30,00;-150,00;19;-30,00;-150,00;0,00;0,00;0,00;4d;-251,00 +WINJ26;04/03/2026 09:05:00;04/03/2026 09:20:00;15min;1;1;C;187.630,00;187.315,00;186.800,00;Sim;-63,00;-315,00;20;-63,00;-315,00;0,00;0,00;0,00;1d;-314,00 diff --git a/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v06_cm3_rm2_tfcurto60.csv b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v06_cm3_rm2_tfcurto60.csv new file mode 100644 index 0000000..09324a5 --- /dev/null +++ b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v06_cm3_rm2_tfcurto60.csv @@ -0,0 +1,29 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 22/08/2025 +Data Final: 04/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;28/08/2025 10:00:00;29/08/2025 09:00:00;23h;1;1;C;151.460,00;152.000,00;186.440,00;No;108,00;540,00;1;108,00;540,00;0,00;0,00;0,00; - ;108,00 +WINJ26;05/09/2025 10:00:00;05/09/2025 11:00:00;1h;1;1;C;153.400,00;153.400,00;186.440,00;No;0;0;2;0;0;0,00;0,00;0,00;8d;108,00 +WINJ26;10/09/2025 10:00:00;11/09/2025 09:00:00;23h;1;1;C;152.360,00;153.490,00;186.440,00;Sim;226,00;1.130,00;3;226,00;1.130,00;0,00;0,00;0,00;5d;334,00 +WINJ26;29/09/2025 10:00:00;29/09/2025 11:00:00;1h;1;1;C;157.260,00;156.600,00;186.440,00;No;-132,00;-660,00;4;-132,00;-660,00;0,00;0,00;0,00;19d;202,00 +WINJ26;01/10/2025 10:00:00;01/10/2025 11:00:00;1h;1;1;C;156.750,00;156.000,00;186.440,00;Sim;-150,00;-750,00;5;-150,00;-750,00;0,00;0,00;0,00;2d;52,00 +WINJ26;17/10/2025 10:00:00;17/10/2025 11:00:00;1h;1;1;V;151.375,00;150.800,00;186.440,00;No;-115,00;-575,00;6;-115,00;-575,00;0,00;0,00;0,00;16d;-63,00 +WINJ26;24/10/2025 10:00:00;24/10/2025 11:00:00;1h;1;1;C;155.710,00;154.990,00;186.440,00;Sim;-144,00;-720,00;7;-144,00;-720,00;0,00;0,00;0,00;7d;-207,00 +WINJ26;03/11/2025 11:00:00;03/11/2025 12:00:00;1h;1;1;C;158.615,00;158.990,00;186.440,00;No;75,00;375,00;8;75,00;375,00;0,00;0,00;0,00;10d1h;-132,00 +WINJ26;18/11/2025 10:00:00;18/11/2025 11:00:00;1h;1;1;V;164.500,00;163.970,00;186.440,00;Sim;-106,00;-530,00;9;-106,00;-530,00;0,00;0,00;0,00;14d23h;-238,00 +WINJ26;26/11/2025 10:00:00;26/11/2025 11:00:00;1h;1;1;C;164.260,00;165.290,00;186.440,00;No;206,00;1.030,00;10;206,00;1.030,00;0,00;0,00;0,00;8d;-32,00 +WINJ26;04/12/2025 10:00:00;04/12/2025 11:00:00;1h;1;1;C;170.095,00;171.240,00;186.440,00;No;229,00;1.145,00;11;229,00;1.145,00;0,00;0,00;0,00;8d;197,00 +WINJ26;09/12/2025 10:00:00;09/12/2025 11:00:00;1h;1;1;V;163.160,00;164.040,00;186.440,00;Sim;176,00;880,00;12;176,00;880,00;0,00;0,00;0,00;5d;373,00 +WINJ26;11/12/2025 10:00:00;11/12/2025 11:00:00;1h;1;1;V;165.510,00;165.605,00;186.440,00;Sim;19,00;95,00;13;19,00;95,00;0,00;0,00;0,00;2d;392,00 +WINJ26;15/12/2025 10:00:00;15/12/2025 11:00:00;1h;1;1;C;168.510,00;169.320,00;186.440,00;Sim;162,00;810,00;14;162,00;810,00;0,00;0,00;0,00;4d;554,00 +WINJ26;16/12/2025 10:00:00;16/12/2025 11:00:00;1h;1;1;V;167.010,00;167.260,00;186.440,00;Sim;50,00;250,00;15;50,00;250,00;0,00;0,00;0,00;1d;604,00 +WINJ26;30/12/2025 10:00:00;30/12/2025 11:00:00;1h;1;1;C;167.600,00;167.190,00;186.440,00;Sim;-82,00;-410,00;16;-82,00;-410,00;0,00;0,00;0,00;14d;522,00 +WINJ26;02/01/2026 10:00:00;02/01/2026 11:00:00;1h;1;1;C;168.105,00;166.695,00;186.440,00;No;-282,00;-1.410,00;17;-282,00;-1.410,00;0,00;0,00;0,00;3d;240,00 +WINJ26;14/01/2026 10:00:00;14/01/2026 11:00:00;1h;1;1;C;168.210,00;168.210,00;186.440,00;No;0;0;18;0;0;0,00;0,00;0,00;12d;240,00 +WINJ26;21/01/2026 10:00:00;21/01/2026 11:00:00;1h;1;1;C;173.075,00;173.810,00;186.440,00;No;147,00;735,00;19;147,00;735,00;0,00;0,00;0,00;7d;387,00 +WINJ26;03/02/2026 10:00:00;03/02/2026 11:00:00;1h;1;1;C;189.570,00;190.820,00;186.440,00;No;250,00;1.250,00;20;250,00;1.250,00;0,00;0,00;0,00;13d;637,00 +WINJ26;11/02/2026 10:00:00;11/02/2026 11:00:00;1h;1;1;C;192.245,00;192.550,00;186.440,00;No;61,00;305,00;21;61,00;305,00;0,00;0,00;0,00;8d;698,00 +WINJ26;13/02/2026 10:00:00;13/02/2026 11:00:00;1h;1;1;V;188.955,00;189.210,00;186.440,00;Sim;51,00;255,00;22;51,00;255,00;0,00;0,00;0,00;2d;749,00 +WINJ26;03/03/2026 10:00:00;03/03/2026 11:00:00;1h;1;1;V;185.620,00;187.255,00;186.440,00;No;327,00;1.635,00;23;327,00;1.635,00;0,00;0,00;0,00;18d;1.076,00 diff --git a/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v07_cm1_rm3_tfcurto1.csv b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v07_cm1_rm3_tfcurto1.csv new file mode 100644 index 0000000..0ce9654 --- /dev/null +++ b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v07_cm1_rm3_tfcurto1.csv @@ -0,0 +1,14 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 22/08/2025 +Data Final: 04/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;03/02/2026 09:01:00;03/02/2026 09:05:00;4min;1;1;C;188.460,00;188.565,00;186.740,00;No;21,00;105,00;1;21,00;105,00;0,00;0,00;0,00; - ;21,00 +WINJ26;04/02/2026 09:01:00;04/02/2026 09:03:00;2min;1;1;C;191.040,00;190.390,00;186.740,00;No;-130,00;-650,00;2;-130,00;-650,00;0,00;0,00;0,00;1d;-109,00 +WINJ26;06/02/2026 09:01:00;06/02/2026 09:03:00;2min;1;1;C;187.790,00;187.900,00;186.740,00;Sim;22,00;110,00;3;22,00;110,00;0,00;0,00;0,00;2d;-87,00 +WINJ26;11/02/2026 09:01:00;11/02/2026 09:05:00;4min;1;1;C;191.000,00;191.950,00;186.740,00;No;190,00;950,00;4;190,00;950,00;0,00;0,00;0,00;5d;103,00 +WINJ26;12/02/2026 09:01:00;12/02/2026 09:03:00;2min;1;1;C;194.970,00;193.740,00;186.740,00;No;-246,00;-1.230,00;5;-246,00;-1.230,00;0,00;0,00;0,00;1d;-143,00 +WINJ26;13/02/2026 09:01:00;13/02/2026 09:05:00;4min;1;1;V;190.315,00;191.075,00;186.740,00;No;152,00;760,00;6;152,00;760,00;0,00;0,00;0,00;1d;9,00 +WINJ26;25/02/2026 09:01:00;25/02/2026 09:03:00;2min;1;1;C;197.070,00;196.180,00;186.740,00;No;-178,00;-890,00;7;-178,00;-890,00;0,00;0,00;0,00;12d;-169,00 +WINJ26;27/02/2026 09:01:00;27/02/2026 09:05:00;4min;1;1;V;192.500,00;193.920,00;186.740,00;Sim;284,00;1.420,00;8;284,00;1.420,00;0,00;0,00;0,00;2d;115,00 diff --git a/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v07_cm1_rm3_tfcurto15.csv b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v07_cm1_rm3_tfcurto15.csv new file mode 100644 index 0000000..14b1e58 --- /dev/null +++ b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v07_cm1_rm3_tfcurto15.csv @@ -0,0 +1,27 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 22/08/2025 +Data Final: 04/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;23/10/2025 09:15:00;23/10/2025 09:30:00;15min;1;1;C;154.500,00;154.700,00;186.765,00;No;40,00;200,00;1;40,00;200,00;0,00;0,00;0,00; - ;40,00 +WINJ26;04/11/2025 10:00:00;04/11/2025 10:15:00;15min;1;1;V;158.550,00;158.430,00;186.765,00;No;-24,00;-120,00;2;-24,00;-120,00;0,00;0,00;0,00;12d;16,00 +WINJ26;14/11/2025 09:15:00;14/11/2025 09:30:00;15min;1;1;V;164.915,00;164.770,00;186.765,00;Sim;-29,00;-145,00;3;-29,00;-145,00;0,00;0,00;0,00;9d23h;-13,00 +WINJ26;18/11/2025 09:15:00;18/11/2025 09:30:00;15min;1;1;V;163.750,00;164.000,00;186.765,00;No;50,00;250,00;4;50,00;250,00;0,00;0,00;0,00;4d;37,00 +WINJ26;26/11/2025 09:15:00;26/11/2025 09:30:00;15min;1;1;C;164.085,00;164.100,00;186.765,00;No;3,00;15,00;5;3,00;15,00;0,00;0,00;0,00;8d;40,00 +WINJ26;04/12/2025 09:15:00;04/12/2025 09:30:00;15min;1;1;C;169.815,00;170.000,00;186.765,00;No;37,00;185,00;6;37,00;185,00;0,00;0,00;0,00;8d;77,00 +WINJ26;09/12/2025 09:15:00;09/12/2025 09:30:00;15min;1;1;V;164.850,00;164.655,00;186.765,00;Sim;-39,00;-195,00;7;-39,00;-195,00;0,00;0,00;0,00;5d;38,00 +WINJ26;10/12/2025 09:15:00;10/12/2025 09:30:00;15min;1;1;C;166.330,00;165.600,00;186.765,00;Sim;-146,00;-730,00;8;-146,00;-730,00;0,00;0,00;0,00;1d;-108,00 +WINJ26;11/12/2025 10:00:00;11/12/2025 10:30:00;30min;1;1;V;165.040,00;165.615,00;186.765,00;Sim;115,00;575,00;9;115,00;575,00;0,00;0,00;0,00;1d;7,00 +WINJ26;15/12/2025 09:15:00;15/12/2025 09:30:00;15min;1;1;C;168.740,00;169.000,00;186.765,00;No;52,00;260,00;10;52,00;260,00;0,00;0,00;0,00;3d23h;59,00 +WINJ26;16/12/2025 09:15:00;16/12/2025 09:30:00;15min;1;1;V;166.850,00;166.950,00;186.765,00;Sim;20,00;100,00;11;20,00;100,00;0,00;0,00;0,00;1d;79,00 +WINJ26;23/12/2025 09:15:00;23/12/2025 09:30:00;15min;1;1;C;164.810,00;164.890,00;186.765,00;Sim;16,00;80,00;12;16,00;80,00;0,00;0,00;0,00;7d;95,00 +WINJ26;30/12/2025 09:15:00;30/12/2025 09:30:00;15min;1;1;C;167.410,00;167.510,00;186.765,00;No;20,00;100,00;13;20,00;100,00;0,00;0,00;0,00;7d;115,00 +WINJ26;14/01/2026 09:15:00;14/01/2026 09:30:00;15min;1;1;C;167.745,00;167.915,00;186.765,00;No;34,00;170,00;14;34,00;170,00;0,00;0,00;0,00;15d;149,00 +WINJ26;20/01/2026 09:15:00;20/01/2026 09:30:00;15min;1;1;V;168.270,00;168.475,00;186.765,00;Sim;41,00;205,00;15;41,00;205,00;0,00;0,00;0,00;6d;190,00 +WINJ26;21/01/2026 09:15:00;21/01/2026 09:30:00;15min;1;1;C;172.590,00;172.625,00;186.765,00;No;7,00;35,00;16;7,00;35,00;0,00;0,00;0,00;1d;197,00 +WINJ26;03/02/2026 09:15:00;03/02/2026 09:30:00;15min;1;1;C;188.980,00;189.050,00;186.765,00;No;14,00;70,00;17;14,00;70,00;0,00;0,00;0,00;13d;211,00 +WINJ26;11/02/2026 09:15:00;11/02/2026 09:30:00;15min;1;1;C;191.880,00;191.530,00;186.765,00;No;-70,00;-350,00;18;-70,00;-350,00;0,00;0,00;0,00;8d;141,00 +WINJ26;13/02/2026 09:15:00;13/02/2026 09:30:00;15min;1;1;V;189.265,00;189.775,00;186.765,00;Sim;102,00;510,00;19;102,00;510,00;0,00;0,00;0,00;2d;243,00 +WINJ26;24/02/2026 09:15:00;24/02/2026 09:30:00;15min;1;1;C;194.175,00;193.230,00;186.765,00;No;-189,00;-945,00;20;-189,00;-945,00;0,00;0,00;0,00;11d;54,00 +WINJ26;04/03/2026 09:15:00;04/03/2026 09:30:00;15min;1;1;C;187.670,00;187.330,00;186.765,00;Sim;-68,00;-340,00;21;-68,00;-340,00;0,00;0,00;0,00;8d;-14,00 diff --git a/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v07_cm1_rm3_tfcurto2.csv b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v07_cm1_rm3_tfcurto2.csv new file mode 100644 index 0000000..7aef0e6 --- /dev/null +++ b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v07_cm1_rm3_tfcurto2.csv @@ -0,0 +1,25 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 22/08/2025 +Data Final: 04/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;14/11/2025 09:02:00;14/11/2025 09:12:00;10min;1;1;V;164.730,00;164.700,00;186.680,00;No;-6,00;-30,00;1;-6,00;-30,00;0,00;0,00;0,00; - ;-6,00 +WINJ26;21/11/2025 09:04:00;21/11/2025 09:08:00;4min;1;1;V;162.000,00;161.840,00;186.680,00;No;-32,00;-160,00;2;-32,00;-160,00;0,00;0,00;0,00;7d;-38,00 +WINJ26;04/12/2025 09:06:00;04/12/2025 09:20:00;14min;1;1;C;169.500,00;170.000,00;186.680,00;No;100,00;500,00;3;100,00;500,00;0,00;0,00;0,00;13d;62,00 +WINJ26;16/12/2025 09:04:00;16/12/2025 09:12:00;8min;1;1;V;167.000,00;168.490,00;186.680,00;Sim;298,00;1.490,00;4;298,00;1.490,00;0,00;0,00;0,00;11d23h;360,00 +WINJ26;17/12/2025 09:02:00;17/12/2025 09:08:00;6min;1;1;V;164.410,00;164.015,00;186.680,00;No;-79,00;-395,00;5;-79,00;-395,00;0,00;0,00;0,00;23h58min;281,00 +WINJ26;26/12/2025 09:02:00;26/12/2025 09:06:00;4min;1;1;V;165.605,00;165.490,00;186.680,00;Sim;-23,00;-115,00;6;-23,00;-115,00;0,00;0,00;0,00;9d;258,00 +WINJ26;30/12/2025 09:02:00;30/12/2025 09:10:00;8min;1;1;C;166.780,00;167.200,00;186.680,00;Sim;84,00;420,00;7;84,00;420,00;0,00;0,00;0,00;4d;342,00 +WINJ26;02/01/2026 09:02:00;02/01/2026 09:08:00;6min;1;1;C;167.910,00;167.730,00;186.680,00;No;-36,00;-180,00;8;-36,00;-180,00;0,00;0,00;0,00;3d;306,00 +WINJ26;20/01/2026 09:02:00;20/01/2026 09:06:00;4min;1;1;V;169.335,00;168.765,00;186.680,00;Sim;-114,00;-570,00;9;-114,00;-570,00;0,00;0,00;0,00;18d;192,00 +WINJ26;21/01/2026 09:02:00;21/01/2026 09:10:00;8min;1;1;C;171.840,00;172.225,00;186.680,00;No;77,00;385,00;10;77,00;385,00;0,00;0,00;0,00;1d;269,00 +WINJ26;26/01/2026 09:02:00;26/01/2026 09:10:00;8min;1;1;C;185.445,00;186.125,00;186.680,00;No;136,00;680,00;11;136,00;680,00;0,00;0,00;0,00;5d;405,00 +WINJ26;29/01/2026 09:02:00;29/01/2026 09:06:00;4min;1;1;C;192.290,00;191.815,00;186.680,00;No;-95,00;-475,00;12;-95,00;-475,00;0,00;0,00;0,00;3d;310,00 +WINJ26;03/02/2026 09:02:00;03/02/2026 09:06:00;4min;1;1;C;188.830,00;188.550,00;186.680,00;Sim;-56,00;-280,00;13;-56,00;-280,00;0,00;0,00;0,00;5d;254,00 +WINJ26;06/02/2026 09:02:00;06/02/2026 09:06:00;4min;1;1;C;187.875,00;187.840,00;186.680,00;Sim;-7,00;-35,00;14;-7,00;-35,00;0,00;0,00;0,00;3d;247,00 +WINJ26;11/02/2026 09:02:00;11/02/2026 09:10:00;8min;1;1;C;191.415,00;191.895,00;186.680,00;No;96,00;480,00;15;96,00;480,00;0,00;0,00;0,00;5d;343,00 +WINJ26;13/02/2026 09:02:00;13/02/2026 09:10:00;8min;1;1;V;190.105,00;190.305,00;186.680,00;Sim;40,00;200,00;16;40,00;200,00;0,00;0,00;0,00;2d;383,00 +WINJ26;27/02/2026 09:02:00;27/02/2026 09:10:00;8min;1;1;V;192.585,00;193.255,00;186.680,00;Sim;134,00;670,00;17;134,00;670,00;0,00;0,00;0,00;14d;517,00 +WINJ26;03/03/2026 09:04:00;03/03/2026 09:12:00;8min;1;1;V;187.765,00;187.785,00;186.680,00;No;4,00;20,00;18;4,00;20,00;0,00;0,00;0,00;4d;521,00 +WINJ26;04/03/2026 09:02:00;04/03/2026 09:10:00;8min;1;1;C;187.160,00;187.410,00;186.680,00;Sim;50,00;250,00;19;50,00;250,00;0,00;0,00;0,00;23h58min;571,00 diff --git a/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v07_cm1_rm3_tfcurto3.csv b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v07_cm1_rm3_tfcurto3.csv new file mode 100644 index 0000000..e5a8d5d --- /dev/null +++ b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v07_cm1_rm3_tfcurto3.csv @@ -0,0 +1,25 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 24/10/2025 +Data Final: 04/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;04/11/2025 09:03:00;04/11/2025 10:15:00;1h12min;1;1;V;158.540,00;158.190,00;186.700,00;No;-70,00;-350,00;1;-70,00;-350,00;0,00;0,00;0,00; - ;-70,00 +WINJ26;14/11/2025 09:03:00;14/11/2025 09:15:00;12min;1;1;V;164.790,00;164.740,00;186.700,00;Sim;-10,00;-50,00;2;-10,00;-50,00;0,00;0,00;0,00;10d;-80,00 +WINJ26;18/11/2025 09:03:00;18/11/2025 09:30:00;27min;1;1;V;163.750,00;164.510,00;186.700,00;No;152,00;760,00;3;152,00;760,00;0,00;0,00;0,00;4d;72,00 +WINJ26;21/11/2025 09:06:00;21/11/2025 09:15:00;9min;1;1;V;162.260,00;161.840,00;186.700,00;No;-84,00;-420,00;4;-84,00;-420,00;0,00;0,00;0,00;3d;-12,00 +WINJ26;04/12/2025 09:06:00;04/12/2025 09:18:00;12min;1;1;C;169.500,00;170.000,00;186.700,00;No;100,00;500,00;5;100,00;500,00;0,00;0,00;0,00;13d;88,00 +WINJ26;16/12/2025 09:03:00;16/12/2025 09:15:00;12min;1;1;V;166.960,00;168.490,00;186.700,00;Sim;306,00;1.530,00;6;306,00;1.530,00;0,00;0,00;0,00;11d23h;394,00 +WINJ26;17/12/2025 09:06:00;17/12/2025 09:12:00;6min;1;1;V;164.800,00;164.115,00;186.700,00;No;-137,00;-685,00;7;-137,00;-685,00;0,00;0,00;0,00;1d;257,00 +WINJ26;26/12/2025 09:03:00;26/12/2025 09:09:00;6min;1;1;V;165.895,00;165.690,00;186.700,00;Sim;-41,00;-205,00;8;-41,00;-205,00;0,00;0,00;0,00;8d23h;216,00 +WINJ26;30/12/2025 09:03:00;30/12/2025 09:15:00;12min;1;1;C;166.845,00;167.390,00;186.700,00;Sim;109,00;545,00;9;109,00;545,00;0,00;0,00;0,00;4d;325,00 +WINJ26;02/01/2026 09:03:00;02/01/2026 09:09:00;6min;1;1;C;167.955,00;167.685,00;186.700,00;No;-54,00;-270,00;10;-54,00;-270,00;0,00;0,00;0,00;3d;271,00 +WINJ26;21/01/2026 09:03:00;21/01/2026 09:15:00;12min;1;1;C;171.825,00;172.570,00;186.700,00;No;149,00;745,00;11;149,00;745,00;0,00;0,00;0,00;19d;420,00 +WINJ26;26/01/2026 09:03:00;26/01/2026 09:15:00;12min;1;1;C;185.625,00;185.765,00;186.700,00;No;28,00;140,00;12;28,00;140,00;0,00;0,00;0,00;5d;448,00 +WINJ26;27/01/2026 09:03:00;27/01/2026 09:09:00;6min;1;1;C;185.395,00;185.305,00;186.700,00;Sim;-18,00;-90,00;13;-18,00;-90,00;0,00;0,00;0,00;1d;430,00 +WINJ26;29/01/2026 09:03:00;29/01/2026 09:09:00;6min;1;1;C;192.105,00;191.990,00;186.700,00;No;-23,00;-115,00;14;-23,00;-115,00;0,00;0,00;0,00;2d;407,00 +WINJ26;11/02/2026 09:03:00;11/02/2026 09:15:00;12min;1;1;C;191.680,00;191.860,00;186.700,00;Sim;36,00;180,00;15;36,00;180,00;0,00;0,00;0,00;13d;443,00 +WINJ26;13/02/2026 09:03:00;13/02/2026 09:09:00;6min;1;1;V;190.095,00;190.320,00;186.700,00;Sim;45,00;225,00;16;45,00;225,00;0,00;0,00;0,00;2d;488,00 +WINJ26;24/02/2026 09:03:00;24/02/2026 09:15:00;12min;1;1;C;193.145,00;194.155,00;186.700,00;No;202,00;1.010,00;17;202,00;1.010,00;0,00;0,00;0,00;11d;690,00 +WINJ26;27/02/2026 09:03:00;27/02/2026 09:15:00;12min;1;1;V;193.045,00;193.215,00;186.700,00;Sim;34,00;170,00;18;34,00;170,00;0,00;0,00;0,00;3d;724,00 +WINJ26;04/03/2026 09:03:00;04/03/2026 09:09:00;6min;1;1;C;187.565,00;187.335,00;186.700,00;Sim;-46,00;-230,00;19;-46,00;-230,00;0,00;0,00;0,00;5d;678,00 diff --git a/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v07_cm1_rm3_tfcurto30.csv b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v07_cm1_rm3_tfcurto30.csv new file mode 100644 index 0000000..ff26190 --- /dev/null +++ b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v07_cm1_rm3_tfcurto30.csv @@ -0,0 +1,23 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 22/08/2025 +Data Final: 04/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;28/08/2025 10:00:00;28/08/2025 10:30:00;30min;1;1;C;151.460,00;151.750,00;186.755,00;No;58,00;290,00;1;58,00;290,00;0,00;0,00;0,00; - ;58,00 +WINJ26;29/09/2025 09:30:00;29/09/2025 10:00:00;30min;1;1;C;156.710,00;157.250,00;186.755,00;No;108,00;540,00;2;108,00;540,00;0,00;0,00;0,00;1m23h;166,00 +WINJ26;24/10/2025 09:30:00;24/10/2025 10:00:00;30min;1;1;C;155.010,00;155.700,00;186.755,00;Sim;138,00;690,00;3;138,00;690,00;0,00;0,00;0,00;25d;304,00 +WINJ26;03/11/2025 09:30:00;03/11/2025 11:00:00;1h30min;1;1;C;158.710,00;158.605,00;186.755,00;No;-21,00;-105,00;4;-21,00;-105,00;0,00;0,00;0,00;10d;283,00 +WINJ26;18/11/2025 09:30:00;18/11/2025 10:00:00;30min;1;1;V;163.980,00;163.740,00;186.755,00;No;-48,00;-240,00;5;-48,00;-240,00;0,00;0,00;0,00;15d;235,00 +WINJ26;26/11/2025 09:30:00;26/11/2025 10:00:00;30min;1;1;C;164.110,00;164.240,00;186.755,00;No;26,00;130,00;6;26,00;130,00;0,00;0,00;0,00;8d;261,00 +WINJ26;09/12/2025 09:30:00;09/12/2025 10:00:00;30min;1;1;V;164.050,00;164.840,00;186.755,00;Sim;158,00;790,00;7;158,00;790,00;0,00;0,00;0,00;13d;419,00 +WINJ26;10/12/2025 09:30:00;10/12/2025 10:00:00;30min;1;1;C;165.610,00;165.020,00;186.755,00;No;-118,00;-590,00;8;-118,00;-590,00;0,00;0,00;0,00;1d;301,00 +WINJ26;11/12/2025 10:00:00;11/12/2025 10:30:00;30min;1;1;V;165.040,00;165.615,00;186.755,00;Sim;115,00;575,00;9;115,00;575,00;0,00;0,00;0,00;1d;416,00 +WINJ26;15/12/2025 09:30:00;15/12/2025 10:00:00;30min;1;1;C;169.010,00;168.490,00;186.755,00;No;-104,00;-520,00;10;-104,00;-520,00;0,00;0,00;0,00;3d23h;312,00 +WINJ26;16/12/2025 09:30:00;16/12/2025 10:00:00;30min;1;1;V;167.280,00;166.830,00;186.755,00;Sim;-90,00;-450,00;11;-90,00;-450,00;0,00;0,00;0,00;1d;222,00 +WINJ26;23/12/2025 09:30:00;23/12/2025 10:00:00;30min;1;1;C;164.910,00;165.015,00;186.755,00;Sim;21,00;105,00;12;21,00;105,00;0,00;0,00;0,00;7d;243,00 +WINJ26;30/12/2025 09:30:00;30/12/2025 10:00:00;30min;1;1;C;167.530,00;167.580,00;186.755,00;No;10,00;50,00;13;10,00;50,00;0,00;0,00;0,00;7d;253,00 +WINJ26;14/01/2026 09:30:00;14/01/2026 10:00:00;30min;1;1;C;167.930,00;168.190,00;186.755,00;No;52,00;260,00;14;52,00;260,00;0,00;0,00;0,00;15d;305,00 +WINJ26;20/01/2026 09:30:00;20/01/2026 10:00:00;30min;1;1;V;169.020,00;168.250,00;186.755,00;Sim;-154,00;-770,00;15;-154,00;-770,00;0,00;0,00;0,00;6d;151,00 +WINJ26;21/01/2026 09:30:00;21/01/2026 10:00:00;30min;1;1;C;172.645,00;173.060,00;186.755,00;No;83,00;415,00;16;83,00;415,00;0,00;0,00;0,00;1d;234,00 +WINJ26;13/02/2026 09:30:00;13/02/2026 10:00:00;30min;1;1;V;189.230,00;189.245,00;186.755,00;Sim;3,00;15,00;17;3,00;15,00;0,00;0,00;0,00;23d;237,00 diff --git a/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v07_cm1_rm3_tfcurto4.csv b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v07_cm1_rm3_tfcurto4.csv new file mode 100644 index 0000000..a5010c5 --- /dev/null +++ b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v07_cm1_rm3_tfcurto4.csv @@ -0,0 +1,24 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 22/08/2025 +Data Final: 04/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;04/11/2025 09:04:00;04/11/2025 10:12:00;1h8min;1;1;V;158.540,00;158.190,00;186.780,00;No;-70,00;-350,00;1;-70,00;-350,00;0,00;0,00;0,00; - ;-70,00 +WINJ26;14/11/2025 09:04:00;14/11/2025 09:16:00;12min;1;1;V;164.840,00;164.640,00;186.780,00;Sim;-40,00;-200,00;2;-40,00;-200,00;0,00;0,00;0,00;10d;-110,00 +WINJ26;18/11/2025 09:04:00;18/11/2025 09:28:00;24min;1;1;V;163.750,00;164.500,00;186.780,00;No;150,00;750,00;3;150,00;750,00;0,00;0,00;0,00;4d;40,00 +WINJ26;21/11/2025 09:04:00;21/11/2025 09:16:00;12min;1;1;V;162.270,00;161.840,00;186.780,00;No;-86,00;-430,00;4;-86,00;-430,00;0,00;0,00;0,00;3d;-46,00 +WINJ26;04/12/2025 09:04:00;04/12/2025 09:20:00;16min;1;1;C;169.500,00;169.990,00;186.780,00;No;98,00;490,00;5;98,00;490,00;0,00;0,00;0,00;13d;52,00 +WINJ26;10/12/2025 09:04:00;10/12/2025 09:32:00;28min;1;1;C;166.295,00;165.600,00;186.780,00;Sim;-139,00;-695,00;6;-139,00;-695,00;0,00;0,00;0,00;6d;-87,00 +WINJ26;17/12/2025 09:04:00;17/12/2025 09:12:00;8min;1;1;V;164.810,00;164.115,00;186.780,00;Sim;-139,00;-695,00;7;-139,00;-695,00;0,00;0,00;0,00;7d;-226,00 +WINJ26;26/12/2025 09:04:00;26/12/2025 09:12:00;8min;1;1;V;165.835,00;165.575,00;186.780,00;Sim;-52,00;-260,00;8;-52,00;-260,00;0,00;0,00;0,00;9d;-278,00 +WINJ26;02/01/2026 09:04:00;02/01/2026 09:12:00;8min;1;1;C;167.890,00;167.505,00;186.780,00;No;-77,00;-385,00;9;-77,00;-385,00;0,00;0,00;0,00;7d;-355,00 +WINJ26;21/01/2026 09:04:00;21/01/2026 09:16:00;12min;1;1;C;171.810,00;172.490,00;186.780,00;No;136,00;680,00;10;136,00;680,00;0,00;0,00;0,00;19d;-219,00 +WINJ26;26/01/2026 09:04:00;26/01/2026 09:12:00;8min;1;1;C;186.315,00;185.845,00;186.780,00;No;-94,00;-470,00;11;-94,00;-470,00;0,00;0,00;0,00;5d;-313,00 +WINJ26;06/02/2026 09:04:00;06/02/2026 09:12:00;8min;1;1;C;188.150,00;187.630,00;186.780,00;No;-104,00;-520,00;12;-104,00;-520,00;0,00;0,00;0,00;11d;-417,00 +WINJ26;11/02/2026 09:04:00;11/02/2026 09:16:00;12min;1;1;C;191.935,00;191.800,00;186.780,00;No;-27,00;-135,00;13;-27,00;-135,00;0,00;0,00;0,00;5d;-444,00 +WINJ26;13/02/2026 09:04:00;13/02/2026 09:16:00;12min;1;1;V;189.915,00;190.265,00;186.780,00;Sim;70,00;350,00;14;70,00;350,00;0,00;0,00;0,00;2d;-374,00 +WINJ26;24/02/2026 09:04:00;24/02/2026 09:16:00;12min;1;1;C;193.115,00;194.010,00;186.780,00;No;179,00;895,00;15;179,00;895,00;0,00;0,00;0,00;11d;-195,00 +WINJ26;27/02/2026 09:04:00;27/02/2026 09:12:00;8min;1;1;V;192.665,00;192.490,00;186.780,00;Sim;-35,00;-175,00;16;-35,00;-175,00;0,00;0,00;0,00;3d;-230,00 +WINJ26;03/03/2026 09:04:00;03/03/2026 09:12:00;8min;1;1;V;187.765,00;187.785,00;186.780,00;No;4,00;20,00;17;4,00;20,00;0,00;0,00;0,00;4d;-226,00 +WINJ26;04/03/2026 09:04:00;04/03/2026 09:12:00;8min;1;1;C;187.590,00;187.445,00;186.780,00;Sim;-29,00;-145,00;18;-29,00;-145,00;0,00;0,00;0,00;1d;-255,00 diff --git a/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v07_cm1_rm3_tfcurto5.csv b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v07_cm1_rm3_tfcurto5.csv new file mode 100644 index 0000000..e373915 --- /dev/null +++ b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v07_cm1_rm3_tfcurto5.csv @@ -0,0 +1,26 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 22/08/2025 +Data Final: 04/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;04/11/2025 10:00:00;04/11/2025 10:15:00;15min;1;1;V;158.540,00;158.430,00;186.795,00;No;-22,00;-110,00;1;-22,00;-110,00;0,00;0,00;0,00; - ;-22,00 +WINJ26;14/11/2025 09:05:00;14/11/2025 09:15:00;10min;1;1;V;164.790,00;164.640,00;186.795,00;Sim;-30,00;-150,00;2;-30,00;-150,00;0,00;0,00;0,00;9d23h;-52,00 +WINJ26;18/11/2025 09:05:00;18/11/2025 09:30:00;25min;1;1;V;163.750,00;164.400,00;186.795,00;No;130,00;650,00;3;130,00;650,00;0,00;0,00;0,00;4d;78,00 +WINJ26;21/11/2025 09:05:00;21/11/2025 09:15:00;10min;1;1;V;162.270,00;161.840,00;186.795,00;No;-86,00;-430,00;4;-86,00;-430,00;0,00;0,00;0,00;3d;-8,00 +WINJ26;04/12/2025 09:05:00;04/12/2025 09:20:00;15min;1;1;C;169.500,00;169.990,00;186.795,00;No;98,00;490,00;5;98,00;490,00;0,00;0,00;0,00;13d;90,00 +WINJ26;09/12/2025 09:05:00;09/12/2025 09:30:00;25min;1;1;V;164.850,00;164.700,00;186.795,00;Sim;-30,00;-150,00;6;-30,00;-150,00;0,00;0,00;0,00;5d;60,00 +WINJ26;10/12/2025 09:10:00;10/12/2025 09:30:00;20min;1;1;C;166.300,00;165.600,00;186.795,00;Sim;-140,00;-700,00;7;-140,00;-700,00;0,00;0,00;0,00;1d;-80,00 +WINJ26;16/12/2025 09:05:00;16/12/2025 09:20:00;15min;1;1;V;166.930,00;167.390,00;186.795,00;Sim;92,00;460,00;8;92,00;460,00;0,00;0,00;0,00;5d23h;12,00 +WINJ26;17/12/2025 09:05:00;17/12/2025 09:15:00;10min;1;1;V;164.820,00;164.115,00;186.795,00;No;-141,00;-705,00;9;-141,00;-705,00;0,00;0,00;0,00;1d;-129,00 +WINJ26;26/12/2025 09:05:00;26/12/2025 09:15:00;10min;1;1;V;165.990,00;165.710,00;186.795,00;Sim;-56,00;-280,00;10;-56,00;-280,00;0,00;0,00;0,00;9d;-185,00 +WINJ26;30/12/2025 09:05:00;30/12/2025 09:20:00;15min;1;1;C;167.080,00;167.450,00;186.795,00;No;74,00;370,00;11;74,00;370,00;0,00;0,00;0,00;4d;-111,00 +WINJ26;02/01/2026 09:05:00;02/01/2026 09:15:00;10min;1;1;C;167.920,00;167.705,00;186.795,00;No;-43,00;-215,00;12;-43,00;-215,00;0,00;0,00;0,00;3d;-154,00 +WINJ26;07/01/2026 09:05:00;07/01/2026 09:15:00;10min;1;1;V;169.235,00;169.035,00;186.795,00;Sim;-40,00;-200,00;13;-40,00;-200,00;0,00;0,00;0,00;5d;-194,00 +WINJ26;21/01/2026 09:05:00;21/01/2026 09:20:00;15min;1;1;C;171.995,00;172.535,00;186.795,00;No;108,00;540,00;14;108,00;540,00;0,00;0,00;0,00;14d;-86,00 +WINJ26;06/02/2026 09:05:00;06/02/2026 09:15:00;10min;1;1;C;188.150,00;187.450,00;186.795,00;No;-140,00;-700,00;15;-140,00;-700,00;0,00;0,00;0,00;16d;-226,00 +WINJ26;11/02/2026 09:05:00;11/02/2026 09:15:00;10min;1;1;C;191.970,00;191.860,00;186.795,00;No;-22,00;-110,00;16;-22,00;-110,00;0,00;0,00;0,00;5d;-248,00 +WINJ26;13/02/2026 09:05:00;13/02/2026 09:20:00;15min;1;1;V;189.270,00;190.295,00;186.795,00;Sim;205,00;1.025,00;17;205,00;1.025,00;0,00;0,00;0,00;2d;-43,00 +WINJ26;27/02/2026 09:05:00;27/02/2026 09:15:00;10min;1;1;V;193.045,00;192.480,00;186.795,00;Sim;-113,00;-565,00;18;-113,00;-565,00;0,00;0,00;0,00;14d;-156,00 +WINJ26;03/03/2026 09:05:00;03/03/2026 09:15:00;10min;1;1;V;188.135,00;187.890,00;186.795,00;No;-49,00;-245,00;19;-49,00;-245,00;0,00;0,00;0,00;4d;-205,00 +WINJ26;04/03/2026 09:05:00;04/03/2026 09:15:00;10min;1;1;C;187.630,00;187.650,00;186.795,00;Sim;4,00;20,00;20;4,00;20,00;0,00;0,00;0,00;1d;-201,00 diff --git a/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v07_cm1_rm3_tfcurto60.csv b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v07_cm1_rm3_tfcurto60.csv new file mode 100644 index 0000000..aec71aa --- /dev/null +++ b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v07_cm1_rm3_tfcurto60.csv @@ -0,0 +1,31 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 22/08/2025 +Data Final: 04/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;28/08/2025 10:00:00;29/08/2025 09:00:00;23h;1;1;C;151.460,00;152.000,00;186.740,00;No;108,00;540,00;1;108,00;540,00;0,00;0,00;0,00; - ;108,00 +WINJ26;05/09/2025 10:00:00;05/09/2025 11:00:00;1h;1;1;C;153.400,00;153.400,00;186.740,00;No;0;0;2;0;0;0,00;0,00;0,00;8d;108,00 +WINJ26;10/09/2025 10:00:00;11/09/2025 09:00:00;23h;1;1;C;152.360,00;153.490,00;186.740,00;Sim;226,00;1.130,00;3;226,00;1.130,00;0,00;0,00;0,00;5d;334,00 +WINJ26;29/09/2025 10:00:00;29/09/2025 11:00:00;1h;1;1;C;157.260,00;156.600,00;186.740,00;No;-132,00;-660,00;4;-132,00;-660,00;0,00;0,00;0,00;19d;202,00 +WINJ26;01/10/2025 10:00:00;01/10/2025 11:00:00;1h;1;1;C;156.750,00;156.000,00;186.740,00;Sim;-150,00;-750,00;5;-150,00;-750,00;0,00;0,00;0,00;2d;52,00 +WINJ26;15/10/2025 10:00:00;15/10/2025 11:00:00;1h;1;1;V;151.200,00;150.095,00;186.740,00;No;-221,00;-1.105,00;6;-221,00;-1.105,00;0,00;0,00;0,00;14d;-169,00 +WINJ26;17/10/2025 10:00:00;17/10/2025 11:00:00;1h;1;1;V;151.375,00;150.800,00;186.740,00;Sim;-115,00;-575,00;7;-115,00;-575,00;0,00;0,00;0,00;2d;-284,00 +WINJ26;24/10/2025 10:00:00;24/10/2025 11:00:00;1h;1;1;C;155.710,00;154.990,00;186.740,00;Sim;-144,00;-720,00;8;-144,00;-720,00;0,00;0,00;0,00;7d;-428,00 +WINJ26;03/11/2025 11:00:00;03/11/2025 12:00:00;1h;1;1;C;158.615,00;158.990,00;186.740,00;No;75,00;375,00;9;75,00;375,00;0,00;0,00;0,00;10d1h;-353,00 +WINJ26;18/11/2025 10:00:00;18/11/2025 11:00:00;1h;1;1;V;164.500,00;163.970,00;186.740,00;Sim;-106,00;-530,00;10;-106,00;-530,00;0,00;0,00;0,00;14d23h;-459,00 +WINJ26;26/11/2025 10:00:00;26/11/2025 11:00:00;1h;1;1;C;164.260,00;165.290,00;186.740,00;No;206,00;1.030,00;11;206,00;1.030,00;0,00;0,00;0,00;8d;-253,00 +WINJ26;04/12/2025 10:00:00;04/12/2025 11:00:00;1h;1;1;C;170.095,00;171.240,00;186.740,00;No;229,00;1.145,00;12;229,00;1.145,00;0,00;0,00;0,00;8d;-24,00 +WINJ26;09/12/2025 10:00:00;09/12/2025 11:00:00;1h;1;1;V;163.160,00;164.040,00;186.740,00;Sim;176,00;880,00;13;176,00;880,00;0,00;0,00;0,00;5d;152,00 +WINJ26;11/12/2025 10:00:00;11/12/2025 11:00:00;1h;1;1;V;165.510,00;165.605,00;186.740,00;Sim;19,00;95,00;14;19,00;95,00;0,00;0,00;0,00;2d;171,00 +WINJ26;15/12/2025 10:00:00;15/12/2025 11:00:00;1h;1;1;C;168.510,00;169.320,00;186.740,00;Sim;162,00;810,00;15;162,00;810,00;0,00;0,00;0,00;4d;333,00 +WINJ26;16/12/2025 10:00:00;16/12/2025 11:00:00;1h;1;1;V;167.010,00;167.260,00;186.740,00;Sim;50,00;250,00;16;50,00;250,00;0,00;0,00;0,00;1d;383,00 +WINJ26;30/12/2025 10:00:00;30/12/2025 11:00:00;1h;1;1;C;167.600,00;167.190,00;186.740,00;Sim;-82,00;-410,00;17;-82,00;-410,00;0,00;0,00;0,00;14d;301,00 +WINJ26;02/01/2026 10:00:00;02/01/2026 11:00:00;1h;1;1;C;168.105,00;166.695,00;186.740,00;No;-282,00;-1.410,00;18;-282,00;-1.410,00;0,00;0,00;0,00;3d;19,00 +WINJ26;14/01/2026 10:00:00;14/01/2026 11:00:00;1h;1;1;C;168.210,00;168.210,00;186.740,00;No;0;0;19;0;0;0,00;0,00;0,00;12d;19,00 +WINJ26;21/01/2026 10:00:00;21/01/2026 11:00:00;1h;1;1;C;173.075,00;173.810,00;186.740,00;No;147,00;735,00;20;147,00;735,00;0,00;0,00;0,00;7d;166,00 +WINJ26;22/01/2026 10:00:00;22/01/2026 11:00:00;1h;1;1;C;178.005,00;178.060,00;186.740,00;No;11,00;55,00;21;11,00;55,00;0,00;0,00;0,00;1d;177,00 +WINJ26;03/02/2026 10:00:00;03/02/2026 11:00:00;1h;1;1;C;189.570,00;190.820,00;186.740,00;No;250,00;1.250,00;22;250,00;1.250,00;0,00;0,00;0,00;12d;427,00 +WINJ26;11/02/2026 10:00:00;11/02/2026 11:00:00;1h;1;1;C;192.245,00;192.550,00;186.740,00;No;61,00;305,00;23;61,00;305,00;0,00;0,00;0,00;8d;488,00 +WINJ26;13/02/2026 10:00:00;13/02/2026 11:00:00;1h;1;1;V;188.955,00;189.210,00;186.740,00;Sim;51,00;255,00;24;51,00;255,00;0,00;0,00;0,00;2d;539,00 +WINJ26;03/03/2026 10:00:00;03/03/2026 11:00:00;1h;1;1;V;185.620,00;187.255,00;186.740,00;No;327,00;1.635,00;25;327,00;1.635,00;0,00;0,00;0,00;18d;866,00 diff --git a/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v09_cm3_rm3_tfcurto1.csv b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v09_cm3_rm3_tfcurto1.csv new file mode 100644 index 0000000..bdd2a0e --- /dev/null +++ b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v09_cm3_rm3_tfcurto1.csv @@ -0,0 +1,11 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 02/02/2026 +Data Final: 04/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;03/02/2026 09:01:00;03/02/2026 09:05:00;4min;1;1;C;188.460,00;188.565,00;186.820,00;No;21,00;105,00;1;21,00;105,00;0,00;0,00;0,00; - ;21,00 +WINJ26;06/02/2026 09:01:00;06/02/2026 09:03:00;2min;1;1;C;187.790,00;187.900,00;186.820,00;Sim;22,00;110,00;2;22,00;110,00;0,00;0,00;0,00;3d;43,00 +WINJ26;11/02/2026 09:01:00;11/02/2026 09:05:00;4min;1;1;C;191.000,00;191.950,00;186.820,00;No;190,00;950,00;3;190,00;950,00;0,00;0,00;0,00;5d;233,00 +WINJ26;25/02/2026 09:01:00;25/02/2026 09:03:00;2min;1;1;C;197.070,00;196.180,00;186.820,00;No;-178,00;-890,00;4;-178,00;-890,00;0,00;0,00;0,00;14d;55,00 +WINJ26;27/02/2026 09:01:00;27/02/2026 09:05:00;4min;1;1;V;192.500,00;193.920,00;186.820,00;No;284,00;1.420,00;5;284,00;1.420,00;0,00;0,00;0,00;2d;339,00 diff --git a/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v09_cm3_rm3_tfcurto15.csv b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v09_cm3_rm3_tfcurto15.csv new file mode 100644 index 0000000..76cdab4 --- /dev/null +++ b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v09_cm3_rm3_tfcurto15.csv @@ -0,0 +1,25 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 22/08/2025 +Data Final: 04/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;23/10/2025 09:15:00;23/10/2025 09:30:00;15min;1;1;C;154.500,00;154.700,00;187.040,00;No;40,00;200,00;1;40,00;200,00;0,00;0,00;0,00; - ;40,00 +WINJ26;04/11/2025 10:00:00;04/11/2025 10:15:00;15min;1;1;V;158.550,00;158.430,00;187.040,00;No;-24,00;-120,00;2;-24,00;-120,00;0,00;0,00;0,00;12d;16,00 +WINJ26;14/11/2025 09:15:00;14/11/2025 09:30:00;15min;1;1;V;164.915,00;164.770,00;187.040,00;Sim;-29,00;-145,00;3;-29,00;-145,00;0,00;0,00;0,00;9d23h;-13,00 +WINJ26;18/11/2025 09:15:00;18/11/2025 09:30:00;15min;1;1;V;163.750,00;164.000,00;187.040,00;No;50,00;250,00;4;50,00;250,00;0,00;0,00;0,00;4d;37,00 +WINJ26;26/11/2025 09:15:00;26/11/2025 09:30:00;15min;1;1;C;164.085,00;164.100,00;187.040,00;No;3,00;15,00;5;3,00;15,00;0,00;0,00;0,00;8d;40,00 +WINJ26;04/12/2025 09:15:00;04/12/2025 09:30:00;15min;1;1;C;169.815,00;170.000,00;187.040,00;No;37,00;185,00;6;37,00;185,00;0,00;0,00;0,00;8d;77,00 +WINJ26;09/12/2025 09:15:00;09/12/2025 09:30:00;15min;1;1;V;164.850,00;164.655,00;187.040,00;Sim;-39,00;-195,00;7;-39,00;-195,00;0,00;0,00;0,00;5d;38,00 +WINJ26;10/12/2025 09:15:00;10/12/2025 09:30:00;15min;1;1;C;166.330,00;165.600,00;187.040,00;Sim;-146,00;-730,00;8;-146,00;-730,00;0,00;0,00;0,00;1d;-108,00 +WINJ26;11/12/2025 10:00:00;11/12/2025 10:30:00;30min;1;1;V;165.040,00;165.615,00;187.040,00;Sim;115,00;575,00;9;115,00;575,00;0,00;0,00;0,00;1d;7,00 +WINJ26;15/12/2025 09:15:00;15/12/2025 09:30:00;15min;1;1;C;168.740,00;169.000,00;187.040,00;No;52,00;260,00;10;52,00;260,00;0,00;0,00;0,00;3d23h;59,00 +WINJ26;16/12/2025 09:15:00;16/12/2025 09:30:00;15min;1;1;V;166.850,00;166.950,00;187.040,00;Sim;20,00;100,00;11;20,00;100,00;0,00;0,00;0,00;1d;79,00 +WINJ26;14/01/2026 09:15:00;14/01/2026 09:30:00;15min;1;1;C;167.745,00;167.915,00;187.040,00;Sim;34,00;170,00;12;34,00;170,00;0,00;0,00;0,00;1m1d;113,00 +WINJ26;20/01/2026 09:15:00;20/01/2026 09:30:00;15min;1;1;V;168.270,00;168.475,00;187.040,00;Sim;41,00;205,00;13;41,00;205,00;0,00;0,00;0,00;6d;154,00 +WINJ26;21/01/2026 09:15:00;21/01/2026 09:30:00;15min;1;1;C;172.590,00;172.625,00;187.040,00;No;7,00;35,00;14;7,00;35,00;0,00;0,00;0,00;1d;161,00 +WINJ26;03/02/2026 09:15:00;03/02/2026 09:30:00;15min;1;1;C;188.980,00;189.050,00;187.040,00;No;14,00;70,00;15;14,00;70,00;0,00;0,00;0,00;13d;175,00 +WINJ26;11/02/2026 09:15:00;11/02/2026 09:30:00;15min;1;1;C;191.880,00;191.530,00;187.040,00;No;-70,00;-350,00;16;-70,00;-350,00;0,00;0,00;0,00;8d;105,00 +WINJ26;13/02/2026 09:15:00;13/02/2026 09:30:00;15min;1;1;V;189.265,00;189.775,00;187.040,00;Sim;102,00;510,00;17;102,00;510,00;0,00;0,00;0,00;2d;207,00 +WINJ26;24/02/2026 09:15:00;24/02/2026 09:30:00;15min;1;1;C;194.175,00;193.230,00;187.040,00;No;-189,00;-945,00;18;-189,00;-945,00;0,00;0,00;0,00;11d;18,00 +WINJ26;04/03/2026 09:15:00;04/03/2026 09:30:00;15min;1;1;C;187.670,00;187.330,00;187.040,00;Sim;-68,00;-340,00;19;-68,00;-340,00;0,00;0,00;0,00;8d;-50,00 diff --git a/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v09_cm3_rm3_tfcurto2.csv b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v09_cm3_rm3_tfcurto2.csv new file mode 100644 index 0000000..930f82b --- /dev/null +++ b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v09_cm3_rm3_tfcurto2.csv @@ -0,0 +1,10 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 02/02/2026 +Data Final: 04/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;03/02/2026 09:02:00;03/02/2026 09:06:00;4min;1;1;C;188.830,00;188.550,00;187.035,00;No;-56,00;-280,00;1;-56,00;-280,00;0,00;0,00;0,00; - ;-56,00 +WINJ26;06/02/2026 09:02:00;06/02/2026 09:06:00;4min;1;1;C;187.875,00;187.840,00;187.035,00;Sim;-7,00;-35,00;2;-7,00;-35,00;0,00;0,00;0,00;3d;-63,00 +WINJ26;11/02/2026 09:02:00;11/02/2026 09:10:00;8min;1;1;C;191.415,00;191.895,00;187.035,00;No;96,00;480,00;3;96,00;480,00;0,00;0,00;0,00;5d;33,00 +WINJ26;13/02/2026 09:02:00; - ; - ;0;1;V;187.025,00;190.305,00;187.025,00;No;656,00;3.280,00;4;656,00;3.280,00;0,00;0,00;0,00;2d;689,00 diff --git a/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v09_cm3_rm3_tfcurto30.csv b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v09_cm3_rm3_tfcurto30.csv new file mode 100644 index 0000000..5f1118a --- /dev/null +++ b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v09_cm3_rm3_tfcurto30.csv @@ -0,0 +1,20 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 22/08/2025 +Data Final: 04/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;28/08/2025 10:00:00;28/08/2025 10:30:00;30min;1;1;C;151.460,00;151.750,00;187.075,00;No;58,00;290,00;1;58,00;290,00;0,00;0,00;0,00; - ;58,00 +WINJ26;29/09/2025 09:30:00;29/09/2025 10:00:00;30min;1;1;C;156.710,00;157.250,00;187.075,00;No;108,00;540,00;2;108,00;540,00;0,00;0,00;0,00;1m23h;166,00 +WINJ26;03/11/2025 09:30:00;03/11/2025 11:00:00;1h30min;1;1;C;158.710,00;158.605,00;187.075,00;No;-21,00;-105,00;3;-21,00;-105,00;0,00;0,00;0,00;1m4d;145,00 +WINJ26;18/11/2025 09:30:00;18/11/2025 10:00:00;30min;1;1;V;163.980,00;163.740,00;187.075,00;No;-48,00;-240,00;4;-48,00;-240,00;0,00;0,00;0,00;15d;97,00 +WINJ26;26/11/2025 09:30:00;26/11/2025 10:00:00;30min;1;1;C;164.110,00;164.240,00;187.075,00;No;26,00;130,00;5;26,00;130,00;0,00;0,00;0,00;8d;123,00 +WINJ26;09/12/2025 09:30:00;09/12/2025 10:00:00;30min;1;1;V;164.050,00;164.840,00;187.075,00;Sim;158,00;790,00;6;158,00;790,00;0,00;0,00;0,00;13d;281,00 +WINJ26;10/12/2025 09:30:00;10/12/2025 10:00:00;30min;1;1;C;165.610,00;165.020,00;187.075,00;No;-118,00;-590,00;7;-118,00;-590,00;0,00;0,00;0,00;1d;163,00 +WINJ26;11/12/2025 10:00:00;11/12/2025 10:30:00;30min;1;1;V;165.040,00;165.615,00;187.075,00;Sim;115,00;575,00;8;115,00;575,00;0,00;0,00;0,00;1d;278,00 +WINJ26;15/12/2025 09:30:00;15/12/2025 10:00:00;30min;1;1;C;169.010,00;168.490,00;187.075,00;No;-104,00;-520,00;9;-104,00;-520,00;0,00;0,00;0,00;3d23h;174,00 +WINJ26;16/12/2025 09:30:00;16/12/2025 10:00:00;30min;1;1;V;167.280,00;166.830,00;187.075,00;Sim;-90,00;-450,00;10;-90,00;-450,00;0,00;0,00;0,00;1d;84,00 +WINJ26;14/01/2026 09:30:00;14/01/2026 10:00:00;30min;1;1;C;167.930,00;168.190,00;187.075,00;Sim;52,00;260,00;11;52,00;260,00;0,00;0,00;0,00;1m1d;136,00 +WINJ26;20/01/2026 09:30:00;20/01/2026 10:00:00;30min;1;1;V;169.020,00;168.250,00;187.075,00;Sim;-154,00;-770,00;12;-154,00;-770,00;0,00;0,00;0,00;6d;-18,00 +WINJ26;21/01/2026 09:30:00;21/01/2026 10:00:00;30min;1;1;C;172.645,00;173.060,00;187.075,00;No;83,00;415,00;13;83,00;415,00;0,00;0,00;0,00;1d;65,00 +WINJ26;13/02/2026 09:30:00;13/02/2026 10:00:00;30min;1;1;V;189.230,00;189.245,00;187.075,00;Sim;3,00;15,00;14;3,00;15,00;0,00;0,00;0,00;23d;68,00 diff --git a/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v09_cm3_rm3_tfcurto5.csv b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v09_cm3_rm3_tfcurto5.csv new file mode 100644 index 0000000..7a02ae4 --- /dev/null +++ b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v09_cm3_rm3_tfcurto5.csv @@ -0,0 +1,25 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 22/08/2025 +Data Final: 04/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;04/11/2025 10:00:00;04/11/2025 10:15:00;15min;1;1;V;158.540,00;158.430,00;186.875,00;No;-22,00;-110,00;1;-22,00;-110,00;0,00;0,00;0,00; - ;-22,00 +WINJ26;14/11/2025 09:05:00;14/11/2025 09:15:00;10min;1;1;V;164.790,00;164.640,00;186.875,00;Sim;-30,00;-150,00;2;-30,00;-150,00;0,00;0,00;0,00;9d23h;-52,00 +WINJ26;18/11/2025 09:05:00;18/11/2025 09:30:00;25min;1;1;V;163.750,00;164.400,00;186.875,00;No;130,00;650,00;3;130,00;650,00;0,00;0,00;0,00;4d;78,00 +WINJ26;21/11/2025 09:05:00;21/11/2025 09:15:00;10min;1;1;V;162.270,00;161.840,00;186.875,00;No;-86,00;-430,00;4;-86,00;-430,00;0,00;0,00;0,00;3d;-8,00 +WINJ26;04/12/2025 09:05:00;04/12/2025 09:20:00;15min;1;1;C;169.500,00;169.990,00;186.875,00;No;98,00;490,00;5;98,00;490,00;0,00;0,00;0,00;13d;90,00 +WINJ26;09/12/2025 09:05:00;09/12/2025 09:30:00;25min;1;1;V;164.850,00;164.700,00;186.875,00;Sim;-30,00;-150,00;6;-30,00;-150,00;0,00;0,00;0,00;5d;60,00 +WINJ26;10/12/2025 09:10:00;10/12/2025 09:30:00;20min;1;1;C;166.300,00;165.600,00;186.875,00;Sim;-140,00;-700,00;7;-140,00;-700,00;0,00;0,00;0,00;1d;-80,00 +WINJ26;16/12/2025 09:05:00;16/12/2025 09:20:00;15min;1;1;V;166.930,00;167.390,00;186.875,00;Sim;92,00;460,00;8;92,00;460,00;0,00;0,00;0,00;5d23h;12,00 +WINJ26;17/12/2025 09:05:00;17/12/2025 09:15:00;10min;1;1;V;164.820,00;164.115,00;186.875,00;No;-141,00;-705,00;9;-141,00;-705,00;0,00;0,00;0,00;1d;-129,00 +WINJ26;26/12/2025 09:05:00;26/12/2025 09:15:00;10min;1;1;V;165.990,00;165.710,00;186.875,00;Sim;-56,00;-280,00;10;-56,00;-280,00;0,00;0,00;0,00;9d;-185,00 +WINJ26;02/01/2026 09:05:00;02/01/2026 09:15:00;10min;1;1;C;167.920,00;167.705,00;186.875,00;No;-43,00;-215,00;11;-43,00;-215,00;0,00;0,00;0,00;7d;-228,00 +WINJ26;07/01/2026 09:05:00;07/01/2026 09:15:00;10min;1;1;V;169.235,00;169.035,00;186.875,00;Sim;-40,00;-200,00;12;-40,00;-200,00;0,00;0,00;0,00;5d;-268,00 +WINJ26;21/01/2026 09:05:00;21/01/2026 09:20:00;15min;1;1;C;171.995,00;172.535,00;186.875,00;No;108,00;540,00;13;108,00;540,00;0,00;0,00;0,00;14d;-160,00 +WINJ26;06/02/2026 09:05:00;06/02/2026 09:15:00;10min;1;1;C;188.150,00;187.450,00;186.875,00;No;-140,00;-700,00;14;-140,00;-700,00;0,00;0,00;0,00;16d;-300,00 +WINJ26;11/02/2026 09:05:00;11/02/2026 09:15:00;10min;1;1;C;191.970,00;191.860,00;186.875,00;No;-22,00;-110,00;15;-22,00;-110,00;0,00;0,00;0,00;5d;-322,00 +WINJ26;13/02/2026 09:05:00;13/02/2026 09:20:00;15min;1;1;V;189.270,00;190.295,00;186.875,00;Sim;205,00;1.025,00;16;205,00;1.025,00;0,00;0,00;0,00;2d;-117,00 +WINJ26;27/02/2026 09:05:00;27/02/2026 09:15:00;10min;1;1;V;193.045,00;192.480,00;186.875,00;Sim;-113,00;-565,00;17;-113,00;-565,00;0,00;0,00;0,00;14d;-230,00 +WINJ26;03/03/2026 09:05:00;03/03/2026 09:15:00;10min;1;1;V;188.135,00;187.890,00;186.875,00;No;-49,00;-245,00;18;-49,00;-245,00;0,00;0,00;0,00;4d;-279,00 +WINJ26;04/03/2026 09:05:00;04/03/2026 09:15:00;10min;1;1;C;187.630,00;187.650,00;186.875,00;Sim;4,00;20,00;19;4,00;20,00;0,00;0,00;0,00;1d;-275,00 diff --git a/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v09_cm3_rm3_tfcurto60.csv b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v09_cm3_rm3_tfcurto60.csv new file mode 100644 index 0000000..7538ba6 --- /dev/null +++ b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v09_cm3_rm3_tfcurto60.csv @@ -0,0 +1,29 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 22/08/2025 +Data Final: 04/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;28/08/2025 10:00:00;29/08/2025 09:00:00;23h;1;1;C;151.460,00;152.000,00;187.075,00;No;108,00;540,00;1;108,00;540,00;0,00;0,00;0,00; - ;108,00 +WINJ26;05/09/2025 10:00:00;05/09/2025 11:00:00;1h;1;1;C;153.400,00;153.400,00;187.075,00;No;0;0;2;0;0;0,00;0,00;0,00;8d;108,00 +WINJ26;10/09/2025 10:00:00;11/09/2025 09:00:00;23h;1;1;C;152.360,00;153.490,00;187.075,00;Sim;226,00;1.130,00;3;226,00;1.130,00;0,00;0,00;0,00;5d;334,00 +WINJ26;29/09/2025 10:00:00;29/09/2025 11:00:00;1h;1;1;C;157.260,00;156.600,00;187.075,00;No;-132,00;-660,00;4;-132,00;-660,00;0,00;0,00;0,00;19d;202,00 +WINJ26;01/10/2025 10:00:00;01/10/2025 11:00:00;1h;1;1;C;156.750,00;156.000,00;187.075,00;Sim;-150,00;-750,00;5;-150,00;-750,00;0,00;0,00;0,00;2d;52,00 +WINJ26;17/10/2025 10:00:00;17/10/2025 11:00:00;1h;1;1;V;151.375,00;150.800,00;187.075,00;No;-115,00;-575,00;6;-115,00;-575,00;0,00;0,00;0,00;16d;-63,00 +WINJ26;24/10/2025 10:00:00;24/10/2025 11:00:00;1h;1;1;C;155.710,00;154.990,00;187.075,00;Sim;-144,00;-720,00;7;-144,00;-720,00;0,00;0,00;0,00;7d;-207,00 +WINJ26;03/11/2025 11:00:00;03/11/2025 12:00:00;1h;1;1;C;158.615,00;158.990,00;187.075,00;No;75,00;375,00;8;75,00;375,00;0,00;0,00;0,00;10d1h;-132,00 +WINJ26;18/11/2025 10:00:00;18/11/2025 11:00:00;1h;1;1;V;164.500,00;163.970,00;187.075,00;Sim;-106,00;-530,00;9;-106,00;-530,00;0,00;0,00;0,00;14d23h;-238,00 +WINJ26;26/11/2025 10:00:00;26/11/2025 11:00:00;1h;1;1;C;164.260,00;165.290,00;187.075,00;No;206,00;1.030,00;10;206,00;1.030,00;0,00;0,00;0,00;8d;-32,00 +WINJ26;04/12/2025 10:00:00;04/12/2025 11:00:00;1h;1;1;C;170.095,00;171.240,00;187.075,00;No;229,00;1.145,00;11;229,00;1.145,00;0,00;0,00;0,00;8d;197,00 +WINJ26;09/12/2025 10:00:00;09/12/2025 11:00:00;1h;1;1;V;163.160,00;164.040,00;187.075,00;Sim;176,00;880,00;12;176,00;880,00;0,00;0,00;0,00;5d;373,00 +WINJ26;11/12/2025 10:00:00;11/12/2025 11:00:00;1h;1;1;V;165.510,00;165.605,00;187.075,00;Sim;19,00;95,00;13;19,00;95,00;0,00;0,00;0,00;2d;392,00 +WINJ26;15/12/2025 10:00:00;15/12/2025 11:00:00;1h;1;1;C;168.510,00;169.320,00;187.075,00;Sim;162,00;810,00;14;162,00;810,00;0,00;0,00;0,00;4d;554,00 +WINJ26;16/12/2025 10:00:00;16/12/2025 11:00:00;1h;1;1;V;167.010,00;167.260,00;187.075,00;Sim;50,00;250,00;15;50,00;250,00;0,00;0,00;0,00;1d;604,00 +WINJ26;30/12/2025 10:00:00;30/12/2025 11:00:00;1h;1;1;C;167.600,00;167.190,00;187.075,00;Sim;-82,00;-410,00;16;-82,00;-410,00;0,00;0,00;0,00;14d;522,00 +WINJ26;02/01/2026 10:00:00;02/01/2026 11:00:00;1h;1;1;C;168.105,00;166.695,00;187.075,00;No;-282,00;-1.410,00;17;-282,00;-1.410,00;0,00;0,00;0,00;3d;240,00 +WINJ26;14/01/2026 10:00:00;14/01/2026 11:00:00;1h;1;1;C;168.210,00;168.210,00;187.075,00;No;0;0;18;0;0;0,00;0,00;0,00;12d;240,00 +WINJ26;21/01/2026 10:00:00;21/01/2026 11:00:00;1h;1;1;C;173.075,00;173.810,00;187.075,00;No;147,00;735,00;19;147,00;735,00;0,00;0,00;0,00;7d;387,00 +WINJ26;03/02/2026 10:00:00;03/02/2026 11:00:00;1h;1;1;C;189.570,00;190.820,00;187.075,00;No;250,00;1.250,00;20;250,00;1.250,00;0,00;0,00;0,00;13d;637,00 +WINJ26;11/02/2026 10:00:00;11/02/2026 11:00:00;1h;1;1;C;192.245,00;192.550,00;187.075,00;No;61,00;305,00;21;61,00;305,00;0,00;0,00;0,00;8d;698,00 +WINJ26;13/02/2026 10:00:00;13/02/2026 11:00:00;1h;1;1;V;188.955,00;189.210,00;187.075,00;Sim;51,00;255,00;22;51,00;255,00;0,00;0,00;0,00;2d;749,00 +WINJ26;03/03/2026 10:00:00;03/03/2026 11:00:00;1h;1;1;V;185.620,00;187.255,00;187.075,00;No;327,00;1.635,00;23;327,00;1.635,00;0,00;0,00;0,00;18d;1.076,00 diff --git a/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v10_cm1_rm1_tfcurto1.csv b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v10_cm1_rm1_tfcurto1.csv new file mode 100644 index 0000000..93c9d23 --- /dev/null +++ b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v10_cm1_rm1_tfcurto1.csv @@ -0,0 +1,14 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 02/02/2026 +Data Final: 04/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;03/02/2026 09:01:00;03/02/2026 09:03:00;2min;1;1;C;188.460,00;188.615,00;187.060,00;No;31,00;155,00;1;31,00;155,00;0,00;0,00;0,00; - ;31,00 +WINJ26;04/02/2026 09:01:00;04/02/2026 09:03:00;2min;1;1;C;191.040,00;190.390,00;187.060,00;No;-130,00;-650,00;2;-130,00;-650,00;0,00;0,00;0,00;1d;-99,00 +WINJ26;06/02/2026 09:01:00;06/02/2026 09:03:00;2min;1;1;C;187.790,00;187.900,00;187.060,00;Sim;22,00;110,00;3;22,00;110,00;0,00;0,00;0,00;2d;-77,00 +WINJ26;11/02/2026 09:01:00;11/02/2026 09:05:00;4min;1;1;C;191.000,00;191.950,00;187.060,00;No;190,00;950,00;4;190,00;950,00;0,00;0,00;0,00;5d;113,00 +WINJ26;12/02/2026 09:01:00;12/02/2026 09:03:00;2min;1;1;C;194.970,00;193.740,00;187.060,00;No;-246,00;-1.230,00;5;-246,00;-1.230,00;0,00;0,00;0,00;1d;-133,00 +WINJ26;13/02/2026 09:01:00;13/02/2026 09:03:00;2min;1;1;V;190.340,00;191.075,00;187.060,00;No;147,00;735,00;6;147,00;735,00;0,00;0,00;0,00;1d;14,00 +WINJ26;25/02/2026 09:01:00;25/02/2026 09:03:00;2min;1;1;C;197.070,00;196.180,00;187.060,00;No;-178,00;-890,00;7;-178,00;-890,00;0,00;0,00;0,00;12d;-164,00 +WINJ26;27/02/2026 09:01:00;27/02/2026 09:05:00;4min;1;1;V;192.500,00;193.920,00;187.060,00;Sim;284,00;1.420,00;8;284,00;1.420,00;0,00;0,00;0,00;2d;120,00 diff --git a/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v10_cm1_rm1_tfcurto15.csv b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v10_cm1_rm1_tfcurto15.csv new file mode 100644 index 0000000..8e70c77 --- /dev/null +++ b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v10_cm1_rm1_tfcurto15.csv @@ -0,0 +1,27 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 22/08/2025 +Data Final: 04/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;23/10/2025 09:15:00;23/10/2025 09:30:00;15min;1;1;C;154.500,00;154.700,00;187.090,00;No;40,00;200,00;1;40,00;200,00;0,00;0,00;0,00; - ;40,00 +WINJ26;04/11/2025 10:00:00;04/11/2025 10:15:00;15min;1;1;V;158.550,00;158.430,00;187.090,00;No;-24,00;-120,00;2;-24,00;-120,00;0,00;0,00;0,00;12d;16,00 +WINJ26;14/11/2025 09:15:00;14/11/2025 09:30:00;15min;1;1;V;164.915,00;164.770,00;187.090,00;Sim;-29,00;-145,00;3;-29,00;-145,00;0,00;0,00;0,00;9d23h;-13,00 +WINJ26;18/11/2025 09:15:00;18/11/2025 09:30:00;15min;1;1;V;163.750,00;164.000,00;187.090,00;No;50,00;250,00;4;50,00;250,00;0,00;0,00;0,00;4d;37,00 +WINJ26;26/11/2025 09:15:00;26/11/2025 09:30:00;15min;1;1;C;164.085,00;164.100,00;187.090,00;No;3,00;15,00;5;3,00;15,00;0,00;0,00;0,00;8d;40,00 +WINJ26;04/12/2025 09:15:00;04/12/2025 09:30:00;15min;1;1;C;169.815,00;170.000,00;187.090,00;No;37,00;185,00;6;37,00;185,00;0,00;0,00;0,00;8d;77,00 +WINJ26;09/12/2025 09:15:00;09/12/2025 09:30:00;15min;1;1;V;164.850,00;164.655,00;187.090,00;Sim;-39,00;-195,00;7;-39,00;-195,00;0,00;0,00;0,00;5d;38,00 +WINJ26;10/12/2025 09:15:00;10/12/2025 09:30:00;15min;1;1;C;166.330,00;165.600,00;187.090,00;Sim;-146,00;-730,00;8;-146,00;-730,00;0,00;0,00;0,00;1d;-108,00 +WINJ26;11/12/2025 10:00:00;11/12/2025 10:30:00;30min;1;1;V;165.040,00;165.615,00;187.090,00;Sim;115,00;575,00;9;115,00;575,00;0,00;0,00;0,00;1d;7,00 +WINJ26;15/12/2025 09:15:00;15/12/2025 09:30:00;15min;1;1;C;168.740,00;169.000,00;187.090,00;No;52,00;260,00;10;52,00;260,00;0,00;0,00;0,00;3d23h;59,00 +WINJ26;16/12/2025 09:15:00;16/12/2025 09:30:00;15min;1;1;V;166.850,00;166.950,00;187.090,00;Sim;20,00;100,00;11;20,00;100,00;0,00;0,00;0,00;1d;79,00 +WINJ26;23/12/2025 09:15:00;23/12/2025 09:30:00;15min;1;1;C;164.810,00;164.890,00;187.090,00;Sim;16,00;80,00;12;16,00;80,00;0,00;0,00;0,00;7d;95,00 +WINJ26;30/12/2025 09:15:00;30/12/2025 09:30:00;15min;1;1;C;167.410,00;167.510,00;187.090,00;No;20,00;100,00;13;20,00;100,00;0,00;0,00;0,00;7d;115,00 +WINJ26;14/01/2026 09:15:00;14/01/2026 09:30:00;15min;1;1;C;167.745,00;167.915,00;187.090,00;No;34,00;170,00;14;34,00;170,00;0,00;0,00;0,00;15d;149,00 +WINJ26;20/01/2026 09:15:00;20/01/2026 09:30:00;15min;1;1;V;168.270,00;168.475,00;187.090,00;Sim;41,00;205,00;15;41,00;205,00;0,00;0,00;0,00;6d;190,00 +WINJ26;21/01/2026 09:15:00;21/01/2026 09:30:00;15min;1;1;C;172.590,00;172.625,00;187.090,00;No;7,00;35,00;16;7,00;35,00;0,00;0,00;0,00;1d;197,00 +WINJ26;03/02/2026 09:15:00;03/02/2026 09:30:00;15min;1;1;C;188.980,00;189.050,00;187.090,00;No;14,00;70,00;17;14,00;70,00;0,00;0,00;0,00;13d;211,00 +WINJ26;11/02/2026 09:15:00;11/02/2026 09:30:00;15min;1;1;C;191.880,00;191.530,00;187.090,00;No;-70,00;-350,00;18;-70,00;-350,00;0,00;0,00;0,00;8d;141,00 +WINJ26;13/02/2026 09:15:00;13/02/2026 09:30:00;15min;1;1;V;189.265,00;189.775,00;187.090,00;Sim;102,00;510,00;19;102,00;510,00;0,00;0,00;0,00;2d;243,00 +WINJ26;24/02/2026 09:15:00;24/02/2026 09:30:00;15min;1;1;C;194.175,00;193.230,00;187.090,00;No;-189,00;-945,00;20;-189,00;-945,00;0,00;0,00;0,00;11d;54,00 +WINJ26;04/03/2026 09:15:00;04/03/2026 09:30:00;15min;1;1;C;187.670,00;187.330,00;187.090,00;Sim;-68,00;-340,00;21;-68,00;-340,00;0,00;0,00;0,00;8d;-14,00 diff --git a/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v10_cm1_rm1_tfcurto2.csv b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v10_cm1_rm1_tfcurto2.csv new file mode 100644 index 0000000..88ffe79 --- /dev/null +++ b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v10_cm1_rm1_tfcurto2.csv @@ -0,0 +1,13 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 02/02/2026 +Data Final: 04/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;03/02/2026 09:02:00;03/02/2026 09:08:00;6min;1;1;C;188.830,00;188.470,00;187.060,00;No;-72,00;-360,00;1;-72,00;-360,00;0,00;0,00;0,00; - ;-72,00 +WINJ26;06/02/2026 09:02:00;06/02/2026 09:06:00;4min;1;1;C;187.875,00;187.840,00;187.060,00;Sim;-7,00;-35,00;2;-7,00;-35,00;0,00;0,00;0,00;3d;-79,00 +WINJ26;11/02/2026 09:02:00;11/02/2026 09:08:00;6min;1;1;C;191.415,00;191.875,00;187.060,00;No;92,00;460,00;3;92,00;460,00;0,00;0,00;0,00;5d;13,00 +WINJ26;13/02/2026 09:02:00;13/02/2026 09:10:00;8min;1;1;V;190.105,00;190.305,00;187.060,00;No;40,00;200,00;4;40,00;200,00;0,00;0,00;0,00;2d;53,00 +WINJ26;27/02/2026 09:02:00;27/02/2026 09:06:00;4min;1;1;V;192.535,00;193.255,00;187.060,00;Sim;144,00;720,00;5;144,00;720,00;0,00;0,00;0,00;14d;197,00 +WINJ26;03/03/2026 09:04:00;03/03/2026 09:12:00;8min;1;1;V;187.765,00;187.785,00;187.060,00;No;4,00;20,00;6;4,00;20,00;0,00;0,00;0,00;4d;201,00 +WINJ26;04/03/2026 09:02:00;04/03/2026 09:06:00;4min;1;1;C;187.160,00;187.430,00;187.060,00;Sim;54,00;270,00;7;54,00;270,00;0,00;0,00;0,00;23h58min;255,00 diff --git a/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v10_cm1_rm1_tfcurto3.csv b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v10_cm1_rm1_tfcurto3.csv new file mode 100644 index 0000000..9eeb80c --- /dev/null +++ b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v10_cm1_rm1_tfcurto3.csv @@ -0,0 +1,25 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 22/08/2025 +Data Final: 04/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;04/11/2025 09:03:00;04/11/2025 10:15:00;1h12min;1;1;V;158.540,00;158.190,00;186.935,00;No;-70,00;-350,00;1;-70,00;-350,00;0,00;0,00;0,00; - ;-70,00 +WINJ26;14/11/2025 09:03:00;14/11/2025 09:15:00;12min;1;1;V;164.790,00;164.740,00;186.935,00;Sim;-10,00;-50,00;2;-10,00;-50,00;0,00;0,00;0,00;10d;-80,00 +WINJ26;18/11/2025 09:03:00;18/11/2025 09:30:00;27min;1;1;V;163.750,00;164.510,00;186.935,00;No;152,00;760,00;3;152,00;760,00;0,00;0,00;0,00;4d;72,00 +WINJ26;21/11/2025 09:06:00;21/11/2025 09:15:00;9min;1;1;V;162.260,00;161.840,00;186.935,00;No;-84,00;-420,00;4;-84,00;-420,00;0,00;0,00;0,00;3d;-12,00 +WINJ26;04/12/2025 09:06:00;04/12/2025 09:18:00;12min;1;1;C;169.500,00;170.000,00;186.935,00;No;100,00;500,00;5;100,00;500,00;0,00;0,00;0,00;13d;88,00 +WINJ26;16/12/2025 09:03:00;16/12/2025 09:12:00;9min;1;1;V;167.000,00;168.490,00;186.935,00;Sim;298,00;1.490,00;6;298,00;1.490,00;0,00;0,00;0,00;11d23h;386,00 +WINJ26;17/12/2025 09:06:00;17/12/2025 09:12:00;6min;1;1;V;164.800,00;164.115,00;186.935,00;No;-137,00;-685,00;7;-137,00;-685,00;0,00;0,00;0,00;1d;249,00 +WINJ26;26/12/2025 09:03:00;26/12/2025 09:09:00;6min;1;1;V;165.895,00;165.690,00;186.935,00;Sim;-41,00;-205,00;8;-41,00;-205,00;0,00;0,00;0,00;8d23h;208,00 +WINJ26;30/12/2025 09:03:00;30/12/2025 09:09:00;6min;1;1;C;166.845,00;167.190,00;186.935,00;Sim;69,00;345,00;9;69,00;345,00;0,00;0,00;0,00;4d;277,00 +WINJ26;02/01/2026 09:03:00;02/01/2026 09:09:00;6min;1;1;C;167.955,00;167.685,00;186.935,00;No;-54,00;-270,00;10;-54,00;-270,00;0,00;0,00;0,00;3d;223,00 +WINJ26;21/01/2026 09:03:00;21/01/2026 09:15:00;12min;1;1;C;171.825,00;172.570,00;186.935,00;No;149,00;745,00;11;149,00;745,00;0,00;0,00;0,00;19d;372,00 +WINJ26;26/01/2026 09:03:00;26/01/2026 09:09:00;6min;1;1;C;185.625,00;186.005,00;186.935,00;No;76,00;380,00;12;76,00;380,00;0,00;0,00;0,00;5d;448,00 +WINJ26;27/01/2026 09:03:00;27/01/2026 09:09:00;6min;1;1;C;185.395,00;185.305,00;186.935,00;Sim;-18,00;-90,00;13;-18,00;-90,00;0,00;0,00;0,00;1d;430,00 +WINJ26;29/01/2026 09:03:00;29/01/2026 09:12:00;9min;1;1;C;192.105,00;191.825,00;186.935,00;No;-56,00;-280,00;14;-56,00;-280,00;0,00;0,00;0,00;2d;374,00 +WINJ26;11/02/2026 09:03:00;11/02/2026 09:09:00;6min;1;1;C;191.680,00;192.040,00;186.935,00;Sim;72,00;360,00;15;72,00;360,00;0,00;0,00;0,00;13d;446,00 +WINJ26;13/02/2026 09:03:00;13/02/2026 09:15:00;12min;1;1;V;189.795,00;190.320,00;186.935,00;Sim;105,00;525,00;16;105,00;525,00;0,00;0,00;0,00;2d;551,00 +WINJ26;24/02/2026 09:03:00;24/02/2026 09:15:00;12min;1;1;C;193.145,00;194.155,00;186.935,00;No;202,00;1.010,00;17;202,00;1.010,00;0,00;0,00;0,00;11d;753,00 +WINJ26;27/02/2026 09:03:00;27/02/2026 09:12:00;9min;1;1;V;192.665,00;193.215,00;186.935,00;Sim;110,00;550,00;18;110,00;550,00;0,00;0,00;0,00;3d;863,00 +WINJ26;04/03/2026 09:03:00;04/03/2026 09:09:00;6min;1;1;C;187.565,00;187.335,00;186.935,00;Sim;-46,00;-230,00;19;-46,00;-230,00;0,00;0,00;0,00;5d;817,00 diff --git a/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v10_cm1_rm1_tfcurto30.csv b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v10_cm1_rm1_tfcurto30.csv new file mode 100644 index 0000000..4e7a833 --- /dev/null +++ b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v10_cm1_rm1_tfcurto30.csv @@ -0,0 +1,22 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 22/08/2025 +Data Final: 04/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;28/08/2025 10:00:00;28/08/2025 10:30:00;30min;1;1;C;151.460,00;151.750,00;186.985,00;No;58,00;290,00;1;58,00;290,00;0,00;0,00;0,00; - ;58,00 +WINJ26;29/09/2025 09:30:00;29/09/2025 10:00:00;30min;1;1;C;156.710,00;157.250,00;186.985,00;No;108,00;540,00;2;108,00;540,00;0,00;0,00;0,00;1m23h;166,00 +WINJ26;03/11/2025 09:30:00;03/11/2025 11:00:00;1h30min;1;1;C;158.710,00;158.605,00;186.985,00;No;-21,00;-105,00;3;-21,00;-105,00;0,00;0,00;0,00;1m4d;145,00 +WINJ26;18/11/2025 09:30:00;18/11/2025 10:00:00;30min;1;1;V;163.980,00;163.740,00;186.985,00;No;-48,00;-240,00;4;-48,00;-240,00;0,00;0,00;0,00;15d;97,00 +WINJ26;26/11/2025 09:30:00;26/11/2025 10:00:00;30min;1;1;C;164.110,00;164.240,00;186.985,00;No;26,00;130,00;5;26,00;130,00;0,00;0,00;0,00;8d;123,00 +WINJ26;09/12/2025 09:30:00;09/12/2025 10:00:00;30min;1;1;V;164.050,00;164.840,00;186.985,00;Sim;158,00;790,00;6;158,00;790,00;0,00;0,00;0,00;13d;281,00 +WINJ26;10/12/2025 09:30:00;10/12/2025 10:00:00;30min;1;1;C;165.610,00;165.020,00;186.985,00;No;-118,00;-590,00;7;-118,00;-590,00;0,00;0,00;0,00;1d;163,00 +WINJ26;11/12/2025 10:00:00;11/12/2025 10:30:00;30min;1;1;V;165.040,00;165.615,00;186.985,00;Sim;115,00;575,00;8;115,00;575,00;0,00;0,00;0,00;1d;278,00 +WINJ26;15/12/2025 09:30:00;15/12/2025 10:00:00;30min;1;1;C;169.010,00;168.490,00;186.985,00;No;-104,00;-520,00;9;-104,00;-520,00;0,00;0,00;0,00;3d23h;174,00 +WINJ26;16/12/2025 09:30:00;16/12/2025 10:00:00;30min;1;1;V;167.280,00;166.830,00;186.985,00;Sim;-90,00;-450,00;10;-90,00;-450,00;0,00;0,00;0,00;1d;84,00 +WINJ26;23/12/2025 09:30:00;23/12/2025 10:00:00;30min;1;1;C;164.910,00;165.015,00;186.985,00;Sim;21,00;105,00;11;21,00;105,00;0,00;0,00;0,00;7d;105,00 +WINJ26;30/12/2025 09:30:00;30/12/2025 10:00:00;30min;1;1;C;167.530,00;167.580,00;186.985,00;No;10,00;50,00;12;10,00;50,00;0,00;0,00;0,00;7d;115,00 +WINJ26;14/01/2026 09:30:00;14/01/2026 10:00:00;30min;1;1;C;167.930,00;168.190,00;186.985,00;No;52,00;260,00;13;52,00;260,00;0,00;0,00;0,00;15d;167,00 +WINJ26;20/01/2026 09:30:00;20/01/2026 10:00:00;30min;1;1;V;169.020,00;168.250,00;186.985,00;Sim;-154,00;-770,00;14;-154,00;-770,00;0,00;0,00;0,00;6d;13,00 +WINJ26;21/01/2026 09:30:00;21/01/2026 10:00:00;30min;1;1;C;172.645,00;173.060,00;186.985,00;No;83,00;415,00;15;83,00;415,00;0,00;0,00;0,00;1d;96,00 +WINJ26;13/02/2026 09:30:00;13/02/2026 10:00:00;30min;1;1;V;189.230,00;189.245,00;186.985,00;Sim;3,00;15,00;16;3,00;15,00;0,00;0,00;0,00;23d;99,00 diff --git a/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v10_cm1_rm1_tfcurto4.csv b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v10_cm1_rm1_tfcurto4.csv new file mode 100644 index 0000000..18768a5 --- /dev/null +++ b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v10_cm1_rm1_tfcurto4.csv @@ -0,0 +1,23 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 22/08/2025 +Data Final: 04/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;04/11/2025 09:04:00;04/11/2025 10:12:00;1h8min;1;1;V;158.540,00;158.190,00;186.940,00;No;-70,00;-350,00;1;-70,00;-350,00;0,00;0,00;0,00; - ;-70,00 +WINJ26;14/11/2025 09:04:00;14/11/2025 09:16:00;12min;1;1;V;164.840,00;164.640,00;186.940,00;Sim;-40,00;-200,00;2;-40,00;-200,00;0,00;0,00;0,00;10d;-110,00 +WINJ26;18/11/2025 09:04:00;18/11/2025 09:28:00;24min;1;1;V;163.750,00;164.500,00;186.940,00;No;150,00;750,00;3;150,00;750,00;0,00;0,00;0,00;4d;40,00 +WINJ26;21/11/2025 09:04:00;21/11/2025 09:16:00;12min;1;1;V;162.270,00;161.840,00;186.940,00;No;-86,00;-430,00;4;-86,00;-430,00;0,00;0,00;0,00;3d;-46,00 +WINJ26;04/12/2025 09:04:00;04/12/2025 09:20:00;16min;1;1;C;169.500,00;169.990,00;186.940,00;No;98,00;490,00;5;98,00;490,00;0,00;0,00;0,00;13d;52,00 +WINJ26;10/12/2025 09:04:00;10/12/2025 09:32:00;28min;1;1;C;166.295,00;165.600,00;186.940,00;Sim;-139,00;-695,00;6;-139,00;-695,00;0,00;0,00;0,00;6d;-87,00 +WINJ26;17/12/2025 09:04:00;17/12/2025 09:12:00;8min;1;1;V;164.810,00;164.115,00;186.940,00;Sim;-139,00;-695,00;7;-139,00;-695,00;0,00;0,00;0,00;7d;-226,00 +WINJ26;26/12/2025 09:04:00;26/12/2025 09:12:00;8min;1;1;V;165.835,00;165.575,00;186.940,00;Sim;-52,00;-260,00;8;-52,00;-260,00;0,00;0,00;0,00;9d;-278,00 +WINJ26;02/01/2026 09:04:00;02/01/2026 09:12:00;8min;1;1;C;167.890,00;167.505,00;186.940,00;No;-77,00;-385,00;9;-77,00;-385,00;0,00;0,00;0,00;7d;-355,00 +WINJ26;21/01/2026 09:04:00;21/01/2026 09:16:00;12min;1;1;C;171.810,00;172.490,00;186.940,00;No;136,00;680,00;10;136,00;680,00;0,00;0,00;0,00;19d;-219,00 +WINJ26;26/01/2026 09:04:00;26/01/2026 09:12:00;8min;1;1;C;186.315,00;185.845,00;186.940,00;No;-94,00;-470,00;11;-94,00;-470,00;0,00;0,00;0,00;5d;-313,00 +WINJ26;06/02/2026 09:04:00;06/02/2026 09:12:00;8min;1;1;C;188.150,00;187.630,00;186.940,00;No;-104,00;-520,00;12;-104,00;-520,00;0,00;0,00;0,00;11d;-417,00 +WINJ26;11/02/2026 09:04:00;11/02/2026 09:16:00;12min;1;1;C;191.935,00;191.800,00;186.940,00;No;-27,00;-135,00;13;-27,00;-135,00;0,00;0,00;0,00;5d;-444,00 +WINJ26;13/02/2026 09:04:00;13/02/2026 09:16:00;12min;1;1;V;189.915,00;190.265,00;186.940,00;Sim;70,00;350,00;14;70,00;350,00;0,00;0,00;0,00;2d;-374,00 +WINJ26;27/02/2026 09:04:00;27/02/2026 09:12:00;8min;1;1;V;192.665,00;192.490,00;186.940,00;Sim;-35,00;-175,00;15;-35,00;-175,00;0,00;0,00;0,00;14d;-409,00 +WINJ26;03/03/2026 09:04:00;03/03/2026 09:12:00;8min;1;1;V;187.765,00;187.785,00;186.940,00;No;4,00;20,00;16;4,00;20,00;0,00;0,00;0,00;4d;-405,00 +WINJ26;04/03/2026 09:04:00;04/03/2026 09:16:00;12min;1;1;C;187.590,00;187.590,00;186.940,00;Sim;0;0;17;0;0;0,00;0,00;0,00;1d;-405,00 diff --git a/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v10_cm1_rm1_tfcurto5.csv b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v10_cm1_rm1_tfcurto5.csv new file mode 100644 index 0000000..58aca24 --- /dev/null +++ b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v10_cm1_rm1_tfcurto5.csv @@ -0,0 +1,26 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 22/08/2025 +Data Final: 04/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;04/11/2025 10:00:00;04/11/2025 10:15:00;15min;1;1;V;158.540,00;158.430,00;187.070,00;No;-22,00;-110,00;1;-22,00;-110,00;0,00;0,00;0,00; - ;-22,00 +WINJ26;14/11/2025 09:05:00;14/11/2025 09:20:00;15min;1;1;V;164.730,00;164.640,00;187.070,00;Sim;-18,00;-90,00;2;-18,00;-90,00;0,00;0,00;0,00;9d23h;-40,00 +WINJ26;18/11/2025 09:05:00;18/11/2025 09:30:00;25min;1;1;V;163.750,00;164.400,00;187.070,00;No;130,00;650,00;3;130,00;650,00;0,00;0,00;0,00;4d;90,00 +WINJ26;21/11/2025 09:05:00;21/11/2025 09:15:00;10min;1;1;V;162.270,00;161.840,00;187.070,00;No;-86,00;-430,00;4;-86,00;-430,00;0,00;0,00;0,00;3d;4,00 +WINJ26;04/12/2025 09:05:00;04/12/2025 09:20:00;15min;1;1;C;169.500,00;169.990,00;187.070,00;No;98,00;490,00;5;98,00;490,00;0,00;0,00;0,00;13d;102,00 +WINJ26;09/12/2025 09:05:00;09/12/2025 09:30:00;25min;1;1;V;164.850,00;164.700,00;187.070,00;Sim;-30,00;-150,00;6;-30,00;-150,00;0,00;0,00;0,00;5d;72,00 +WINJ26;10/12/2025 09:10:00;10/12/2025 09:30:00;20min;1;1;C;166.300,00;165.600,00;187.070,00;Sim;-140,00;-700,00;7;-140,00;-700,00;0,00;0,00;0,00;1d;-68,00 +WINJ26;16/12/2025 09:05:00;16/12/2025 09:20:00;15min;1;1;V;166.930,00;167.390,00;187.070,00;Sim;92,00;460,00;8;92,00;460,00;0,00;0,00;0,00;5d23h;24,00 +WINJ26;17/12/2025 09:05:00;17/12/2025 09:15:00;10min;1;1;V;164.820,00;164.115,00;187.070,00;No;-141,00;-705,00;9;-141,00;-705,00;0,00;0,00;0,00;1d;-117,00 +WINJ26;26/12/2025 09:05:00;26/12/2025 09:15:00;10min;1;1;V;165.990,00;165.710,00;187.070,00;Sim;-56,00;-280,00;10;-56,00;-280,00;0,00;0,00;0,00;9d;-173,00 +WINJ26;30/12/2025 09:05:00;30/12/2025 09:20:00;15min;1;1;C;167.080,00;167.450,00;187.070,00;No;74,00;370,00;11;74,00;370,00;0,00;0,00;0,00;4d;-99,00 +WINJ26;02/01/2026 09:05:00;02/01/2026 09:20:00;15min;1;1;C;167.920,00;167.720,00;187.070,00;No;-40,00;-200,00;12;-40,00;-200,00;0,00;0,00;0,00;3d;-139,00 +WINJ26;07/01/2026 09:05:00;07/01/2026 09:20:00;15min;1;1;V;169.345,00;169.035,00;187.070,00;Sim;-62,00;-310,00;13;-62,00;-310,00;0,00;0,00;0,00;5d;-201,00 +WINJ26;21/01/2026 09:05:00;21/01/2026 09:20:00;15min;1;1;C;171.995,00;172.535,00;187.070,00;No;108,00;540,00;14;108,00;540,00;0,00;0,00;0,00;14d;-93,00 +WINJ26;06/02/2026 09:05:00;06/02/2026 09:15:00;10min;1;1;C;188.150,00;187.450,00;187.070,00;No;-140,00;-700,00;15;-140,00;-700,00;0,00;0,00;0,00;16d;-233,00 +WINJ26;11/02/2026 09:05:00;11/02/2026 09:15:00;10min;1;1;C;191.970,00;191.860,00;187.070,00;No;-22,00;-110,00;16;-22,00;-110,00;0,00;0,00;0,00;5d;-255,00 +WINJ26;13/02/2026 09:05:00;13/02/2026 09:20:00;15min;1;1;V;189.270,00;190.295,00;187.070,00;Sim;205,00;1.025,00;17;205,00;1.025,00;0,00;0,00;0,00;2d;-50,00 +WINJ26;27/02/2026 09:05:00;27/02/2026 09:15:00;10min;1;1;V;193.045,00;192.480,00;187.070,00;Sim;-113,00;-565,00;18;-113,00;-565,00;0,00;0,00;0,00;14d;-163,00 +WINJ26;03/03/2026 09:05:00;03/03/2026 09:15:00;10min;1;1;V;188.135,00;187.890,00;187.070,00;No;-49,00;-245,00;19;-49,00;-245,00;0,00;0,00;0,00;4d;-212,00 +WINJ26;04/03/2026 09:05:00;04/03/2026 09:20:00;15min;1;1;C;187.630,00;187.315,00;187.070,00;Sim;-63,00;-315,00;20;-63,00;-315,00;0,00;0,00;0,00;1d;-275,00 diff --git a/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v10_cm1_rm1_tfcurto60.csv b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v10_cm1_rm1_tfcurto60.csv new file mode 100644 index 0000000..f0b1635 --- /dev/null +++ b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v10_cm1_rm1_tfcurto60.csv @@ -0,0 +1,29 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 22/08/2025 +Data Final: 04/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;28/08/2025 10:00:00;29/08/2025 09:00:00;23h;1;1;C;151.460,00;152.000,00;187.000,00;No;108,00;540,00;1;108,00;540,00;0,00;0,00;0,00; - ;108,00 +WINJ26;05/09/2025 10:00:00;05/09/2025 11:00:00;1h;1;1;C;153.400,00;153.400,00;187.000,00;No;0;0;2;0;0;0,00;0,00;0,00;8d;108,00 +WINJ26;10/09/2025 10:00:00;11/09/2025 09:00:00;23h;1;1;C;152.360,00;153.490,00;187.000,00;Sim;226,00;1.130,00;3;226,00;1.130,00;0,00;0,00;0,00;5d;334,00 +WINJ26;29/09/2025 10:00:00;29/09/2025 11:00:00;1h;1;1;C;157.260,00;156.600,00;187.000,00;No;-132,00;-660,00;4;-132,00;-660,00;0,00;0,00;0,00;19d;202,00 +WINJ26;15/10/2025 10:00:00;15/10/2025 11:00:00;1h;1;1;V;151.200,00;150.095,00;187.000,00;No;-221,00;-1.105,00;5;-221,00;-1.105,00;0,00;0,00;0,00;16d;-19,00 +WINJ26;17/10/2025 10:00:00;17/10/2025 11:00:00;1h;1;1;V;151.375,00;150.800,00;187.000,00;Sim;-115,00;-575,00;6;-115,00;-575,00;0,00;0,00;0,00;2d;-134,00 +WINJ26;24/10/2025 10:00:00;24/10/2025 11:00:00;1h;1;1;C;155.710,00;154.990,00;187.000,00;Sim;-144,00;-720,00;7;-144,00;-720,00;0,00;0,00;0,00;7d;-278,00 +WINJ26;03/11/2025 11:00:00;03/11/2025 12:00:00;1h;1;1;C;158.615,00;158.990,00;187.000,00;No;75,00;375,00;8;75,00;375,00;0,00;0,00;0,00;10d1h;-203,00 +WINJ26;18/11/2025 10:00:00;18/11/2025 11:00:00;1h;1;1;V;164.500,00;163.970,00;187.000,00;Sim;-106,00;-530,00;9;-106,00;-530,00;0,00;0,00;0,00;14d23h;-309,00 +WINJ26;26/11/2025 10:00:00;26/11/2025 11:00:00;1h;1;1;C;164.260,00;165.290,00;187.000,00;No;206,00;1.030,00;10;206,00;1.030,00;0,00;0,00;0,00;8d;-103,00 +WINJ26;04/12/2025 10:00:00;04/12/2025 11:00:00;1h;1;1;C;170.095,00;171.240,00;187.000,00;No;229,00;1.145,00;11;229,00;1.145,00;0,00;0,00;0,00;8d;126,00 +WINJ26;09/12/2025 10:00:00;09/12/2025 11:00:00;1h;1;1;V;163.160,00;164.040,00;187.000,00;Sim;176,00;880,00;12;176,00;880,00;0,00;0,00;0,00;5d;302,00 +WINJ26;11/12/2025 10:00:00;11/12/2025 11:00:00;1h;1;1;V;165.510,00;165.605,00;187.000,00;Sim;19,00;95,00;13;19,00;95,00;0,00;0,00;0,00;2d;321,00 +WINJ26;15/12/2025 10:00:00;15/12/2025 11:00:00;1h;1;1;C;168.510,00;169.320,00;187.000,00;Sim;162,00;810,00;14;162,00;810,00;0,00;0,00;0,00;4d;483,00 +WINJ26;16/12/2025 10:00:00;16/12/2025 11:00:00;1h;1;1;V;167.010,00;167.260,00;187.000,00;Sim;50,00;250,00;15;50,00;250,00;0,00;0,00;0,00;1d;533,00 +WINJ26;30/12/2025 10:00:00;30/12/2025 11:00:00;1h;1;1;C;167.600,00;167.190,00;187.000,00;Sim;-82,00;-410,00;16;-82,00;-410,00;0,00;0,00;0,00;14d;451,00 +WINJ26;02/01/2026 10:00:00;02/01/2026 11:00:00;1h;1;1;C;168.105,00;166.695,00;187.000,00;No;-282,00;-1.410,00;17;-282,00;-1.410,00;0,00;0,00;0,00;3d;169,00 +WINJ26;14/01/2026 10:00:00;14/01/2026 11:00:00;1h;1;1;C;168.210,00;168.210,00;187.000,00;No;0;0;18;0;0;0,00;0,00;0,00;12d;169,00 +WINJ26;21/01/2026 10:00:00;21/01/2026 11:00:00;1h;1;1;C;173.075,00;173.810,00;187.000,00;No;147,00;735,00;19;147,00;735,00;0,00;0,00;0,00;7d;316,00 +WINJ26;03/02/2026 10:00:00;03/02/2026 11:00:00;1h;1;1;C;189.570,00;190.820,00;187.000,00;No;250,00;1.250,00;20;250,00;1.250,00;0,00;0,00;0,00;13d;566,00 +WINJ26;11/02/2026 10:00:00;11/02/2026 11:00:00;1h;1;1;C;192.245,00;192.550,00;187.000,00;No;61,00;305,00;21;61,00;305,00;0,00;0,00;0,00;8d;627,00 +WINJ26;13/02/2026 10:00:00;13/02/2026 11:00:00;1h;1;1;V;188.955,00;189.210,00;187.000,00;Sim;51,00;255,00;22;51,00;255,00;0,00;0,00;0,00;2d;678,00 +WINJ26;03/03/2026 10:00:00;03/03/2026 11:00:00;1h;1;1;V;185.620,00;187.255,00;187.000,00;No;327,00;1.635,00;23;327,00;1.635,00;0,00;0,00;0,00;18d;1.005,00 diff --git a/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v12_cm3_rm1_tfcurto1.csv b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v12_cm3_rm1_tfcurto1.csv new file mode 100644 index 0000000..d56c7ef --- /dev/null +++ b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v12_cm3_rm1_tfcurto1.csv @@ -0,0 +1,11 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 02/02/2026 +Data Final: 04/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;03/02/2026 09:01:00;03/02/2026 09:03:00;2min;1;1;C;188.460,00;188.615,00;187.570,00;No;31,00;155,00;1;31,00;155,00;0,00;0,00;0,00; - ;31,00 +WINJ26;06/02/2026 09:01:00;06/02/2026 09:03:00;2min;1;1;C;187.790,00;187.900,00;187.570,00;Sim;22,00;110,00;2;22,00;110,00;0,00;0,00;0,00;3d;53,00 +WINJ26;11/02/2026 09:01:00;11/02/2026 09:05:00;4min;1;1;C;191.000,00;191.950,00;187.570,00;No;190,00;950,00;3;190,00;950,00;0,00;0,00;0,00;5d;243,00 +WINJ26;25/02/2026 09:01:00;25/02/2026 09:03:00;2min;1;1;C;197.070,00;196.180,00;187.570,00;No;-178,00;-890,00;4;-178,00;-890,00;0,00;0,00;0,00;14d;65,00 +WINJ26;27/02/2026 09:01:00;27/02/2026 09:05:00;4min;1;1;V;192.500,00;193.920,00;187.570,00;No;284,00;1.420,00;5;284,00;1.420,00;0,00;0,00;0,00;2d;349,00 diff --git a/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v12_cm3_rm1_tfcurto15.csv b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v12_cm3_rm1_tfcurto15.csv new file mode 100644 index 0000000..ab03d77 --- /dev/null +++ b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v12_cm3_rm1_tfcurto15.csv @@ -0,0 +1,25 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 22/08/2025 +Data Final: 04/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;23/10/2025 09:15:00;23/10/2025 09:30:00;15min;1;1;C;154.500,00;154.700,00;187.560,00;No;40,00;200,00;1;40,00;200,00;0,00;0,00;0,00; - ;40,00 +WINJ26;04/11/2025 10:00:00;04/11/2025 10:15:00;15min;1;1;V;158.550,00;158.430,00;187.560,00;No;-24,00;-120,00;2;-24,00;-120,00;0,00;0,00;0,00;12d;16,00 +WINJ26;14/11/2025 09:15:00;14/11/2025 09:30:00;15min;1;1;V;164.915,00;164.770,00;187.560,00;Sim;-29,00;-145,00;3;-29,00;-145,00;0,00;0,00;0,00;9d23h;-13,00 +WINJ26;18/11/2025 09:15:00;18/11/2025 09:30:00;15min;1;1;V;163.750,00;164.000,00;187.560,00;No;50,00;250,00;4;50,00;250,00;0,00;0,00;0,00;4d;37,00 +WINJ26;26/11/2025 09:15:00;26/11/2025 09:30:00;15min;1;1;C;164.085,00;164.100,00;187.560,00;No;3,00;15,00;5;3,00;15,00;0,00;0,00;0,00;8d;40,00 +WINJ26;04/12/2025 09:15:00;04/12/2025 09:30:00;15min;1;1;C;169.815,00;170.000,00;187.560,00;No;37,00;185,00;6;37,00;185,00;0,00;0,00;0,00;8d;77,00 +WINJ26;09/12/2025 09:15:00;09/12/2025 09:30:00;15min;1;1;V;164.850,00;164.655,00;187.560,00;Sim;-39,00;-195,00;7;-39,00;-195,00;0,00;0,00;0,00;5d;38,00 +WINJ26;10/12/2025 09:15:00;10/12/2025 09:30:00;15min;1;1;C;166.330,00;165.600,00;187.560,00;Sim;-146,00;-730,00;8;-146,00;-730,00;0,00;0,00;0,00;1d;-108,00 +WINJ26;11/12/2025 10:00:00;11/12/2025 10:30:00;30min;1;1;V;165.040,00;165.615,00;187.560,00;Sim;115,00;575,00;9;115,00;575,00;0,00;0,00;0,00;1d;7,00 +WINJ26;15/12/2025 09:15:00;15/12/2025 09:30:00;15min;1;1;C;168.740,00;169.000,00;187.560,00;No;52,00;260,00;10;52,00;260,00;0,00;0,00;0,00;3d23h;59,00 +WINJ26;16/12/2025 09:15:00;16/12/2025 09:30:00;15min;1;1;V;166.850,00;166.950,00;187.560,00;Sim;20,00;100,00;11;20,00;100,00;0,00;0,00;0,00;1d;79,00 +WINJ26;14/01/2026 09:15:00;14/01/2026 09:30:00;15min;1;1;C;167.745,00;167.915,00;187.560,00;Sim;34,00;170,00;12;34,00;170,00;0,00;0,00;0,00;1m1d;113,00 +WINJ26;20/01/2026 09:15:00;20/01/2026 09:30:00;15min;1;1;V;168.270,00;168.475,00;187.560,00;Sim;41,00;205,00;13;41,00;205,00;0,00;0,00;0,00;6d;154,00 +WINJ26;21/01/2026 09:15:00;21/01/2026 09:30:00;15min;1;1;C;172.590,00;172.625,00;187.560,00;No;7,00;35,00;14;7,00;35,00;0,00;0,00;0,00;1d;161,00 +WINJ26;03/02/2026 09:15:00;03/02/2026 09:30:00;15min;1;1;C;188.980,00;189.050,00;187.560,00;No;14,00;70,00;15;14,00;70,00;0,00;0,00;0,00;13d;175,00 +WINJ26;11/02/2026 09:15:00;11/02/2026 09:30:00;15min;1;1;C;191.880,00;191.530,00;187.560,00;No;-70,00;-350,00;16;-70,00;-350,00;0,00;0,00;0,00;8d;105,00 +WINJ26;13/02/2026 09:15:00;13/02/2026 09:30:00;15min;1;1;V;189.265,00;189.775,00;187.560,00;Sim;102,00;510,00;17;102,00;510,00;0,00;0,00;0,00;2d;207,00 +WINJ26;24/02/2026 09:15:00;24/02/2026 09:30:00;15min;1;1;C;194.175,00;193.230,00;187.560,00;No;-189,00;-945,00;18;-189,00;-945,00;0,00;0,00;0,00;11d;18,00 +WINJ26;04/03/2026 09:15:00;04/03/2026 09:30:00;15min;1;1;C;187.670,00;187.330,00;187.560,00;Sim;-68,00;-340,00;19;-68,00;-340,00;0,00;0,00;0,00;8d;-50,00 diff --git a/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v12_cm3_rm1_tfcurto2.csv b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v12_cm3_rm1_tfcurto2.csv new file mode 100644 index 0000000..8f45d37 --- /dev/null +++ b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v12_cm3_rm1_tfcurto2.csv @@ -0,0 +1,13 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 02/02/2026 +Data Final: 04/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;03/02/2026 09:02:00;03/02/2026 09:08:00;6min;1;1;C;188.830,00;188.470,00;187.575,00;No;-72,00;-360,00;1;-72,00;-360,00;0,00;0,00;0,00; - ;-72,00 +WINJ26;06/02/2026 09:02:00;06/02/2026 09:06:00;4min;1;1;C;187.875,00;187.840,00;187.575,00;Sim;-7,00;-35,00;2;-7,00;-35,00;0,00;0,00;0,00;3d;-79,00 +WINJ26;11/02/2026 09:02:00;11/02/2026 09:08:00;6min;1;1;C;191.415,00;191.875,00;187.575,00;No;92,00;460,00;3;92,00;460,00;0,00;0,00;0,00;5d;13,00 +WINJ26;13/02/2026 09:02:00;13/02/2026 09:10:00;8min;1;1;V;190.105,00;190.305,00;187.575,00;No;40,00;200,00;4;40,00;200,00;0,00;0,00;0,00;2d;53,00 +WINJ26;27/02/2026 09:02:00;27/02/2026 09:06:00;4min;1;1;V;192.535,00;193.255,00;187.575,00;Sim;144,00;720,00;5;144,00;720,00;0,00;0,00;0,00;14d;197,00 +WINJ26;03/03/2026 09:04:00;03/03/2026 09:12:00;8min;1;1;V;187.765,00;187.785,00;187.575,00;No;4,00;20,00;6;4,00;20,00;0,00;0,00;0,00;4d;201,00 +WINJ26;04/03/2026 09:02:00;04/03/2026 09:06:00;4min;1;1;C;187.160,00;187.430,00;187.575,00;Sim;54,00;270,00;7;54,00;270,00;0,00;0,00;0,00;23h58min;255,00 diff --git a/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v12_cm3_rm1_tfcurto3.csv b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v12_cm3_rm1_tfcurto3.csv new file mode 100644 index 0000000..8f5fc7d --- /dev/null +++ b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v12_cm3_rm1_tfcurto3.csv @@ -0,0 +1,25 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 24/10/2025 +Data Final: 04/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;04/11/2025 09:03:00;04/11/2025 10:15:00;1h12min;1;1;V;158.540,00;158.190,00;187.565,00;No;-70,00;-350,00;1;-70,00;-350,00;0,00;0,00;0,00; - ;-70,00 +WINJ26;14/11/2025 09:03:00;14/11/2025 09:15:00;12min;1;1;V;164.790,00;164.740,00;187.565,00;Sim;-10,00;-50,00;2;-10,00;-50,00;0,00;0,00;0,00;10d;-80,00 +WINJ26;18/11/2025 09:03:00;18/11/2025 09:30:00;27min;1;1;V;163.750,00;164.510,00;187.565,00;No;152,00;760,00;3;152,00;760,00;0,00;0,00;0,00;4d;72,00 +WINJ26;21/11/2025 09:06:00;21/11/2025 09:15:00;9min;1;1;V;162.260,00;161.840,00;187.565,00;No;-84,00;-420,00;4;-84,00;-420,00;0,00;0,00;0,00;3d;-12,00 +WINJ26;04/12/2025 09:06:00;04/12/2025 09:18:00;12min;1;1;C;169.500,00;170.000,00;187.565,00;No;100,00;500,00;5;100,00;500,00;0,00;0,00;0,00;13d;88,00 +WINJ26;16/12/2025 09:03:00;16/12/2025 09:12:00;9min;1;1;V;167.000,00;168.490,00;187.565,00;Sim;298,00;1.490,00;6;298,00;1.490,00;0,00;0,00;0,00;11d23h;386,00 +WINJ26;17/12/2025 09:06:00;17/12/2025 09:12:00;6min;1;1;V;164.800,00;164.115,00;187.565,00;No;-137,00;-685,00;7;-137,00;-685,00;0,00;0,00;0,00;1d;249,00 +WINJ26;26/12/2025 09:03:00;26/12/2025 09:09:00;6min;1;1;V;165.895,00;165.690,00;187.565,00;Sim;-41,00;-205,00;8;-41,00;-205,00;0,00;0,00;0,00;8d23h;208,00 +WINJ26;30/12/2025 09:03:00;30/12/2025 09:09:00;6min;1;1;C;166.845,00;167.190,00;187.565,00;Sim;69,00;345,00;9;69,00;345,00;0,00;0,00;0,00;4d;277,00 +WINJ26;02/01/2026 09:03:00;02/01/2026 09:09:00;6min;1;1;C;167.955,00;167.685,00;187.565,00;No;-54,00;-270,00;10;-54,00;-270,00;0,00;0,00;0,00;3d;223,00 +WINJ26;21/01/2026 09:03:00;21/01/2026 09:15:00;12min;1;1;C;171.825,00;172.570,00;187.565,00;No;149,00;745,00;11;149,00;745,00;0,00;0,00;0,00;19d;372,00 +WINJ26;26/01/2026 09:03:00;26/01/2026 09:09:00;6min;1;1;C;185.625,00;186.005,00;187.565,00;No;76,00;380,00;12;76,00;380,00;0,00;0,00;0,00;5d;448,00 +WINJ26;27/01/2026 09:03:00;27/01/2026 09:09:00;6min;1;1;C;185.395,00;185.305,00;187.565,00;Sim;-18,00;-90,00;13;-18,00;-90,00;0,00;0,00;0,00;1d;430,00 +WINJ26;29/01/2026 09:03:00;29/01/2026 09:12:00;9min;1;1;C;192.105,00;191.825,00;187.565,00;No;-56,00;-280,00;14;-56,00;-280,00;0,00;0,00;0,00;2d;374,00 +WINJ26;11/02/2026 09:03:00;11/02/2026 09:09:00;6min;1;1;C;191.680,00;192.040,00;187.565,00;Sim;72,00;360,00;15;72,00;360,00;0,00;0,00;0,00;13d;446,00 +WINJ26;13/02/2026 09:03:00;13/02/2026 09:15:00;12min;1;1;V;189.795,00;190.320,00;187.565,00;Sim;105,00;525,00;16;105,00;525,00;0,00;0,00;0,00;2d;551,00 +WINJ26;24/02/2026 09:03:00;24/02/2026 09:15:00;12min;1;1;C;193.145,00;194.155,00;187.565,00;No;202,00;1.010,00;17;202,00;1.010,00;0,00;0,00;0,00;11d;753,00 +WINJ26;27/02/2026 09:03:00;27/02/2026 09:12:00;9min;1;1;V;192.665,00;193.215,00;187.565,00;Sim;110,00;550,00;18;110,00;550,00;0,00;0,00;0,00;3d;863,00 +WINJ26;04/03/2026 09:03:00;04/03/2026 09:09:00;6min;1;1;C;187.565,00;187.335,00;187.565,00;Sim;-46,00;-230,00;19;-46,00;-230,00;0,00;0,00;0,00;5d;817,00 diff --git a/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v12_cm3_rm1_tfcurto30.csv b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v12_cm3_rm1_tfcurto30.csv new file mode 100644 index 0000000..ad7bb30 --- /dev/null +++ b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v12_cm3_rm1_tfcurto30.csv @@ -0,0 +1,20 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 22/08/2025 +Data Final: 04/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;28/08/2025 10:00:00;28/08/2025 10:30:00;30min;1;1;C;151.460,00;151.750,00;187.535,00;No;58,00;290,00;1;58,00;290,00;0,00;0,00;0,00; - ;58,00 +WINJ26;29/09/2025 09:30:00;29/09/2025 10:00:00;30min;1;1;C;156.710,00;157.250,00;187.535,00;No;108,00;540,00;2;108,00;540,00;0,00;0,00;0,00;1m23h;166,00 +WINJ26;03/11/2025 09:30:00;03/11/2025 11:00:00;1h30min;1;1;C;158.710,00;158.605,00;187.535,00;No;-21,00;-105,00;3;-21,00;-105,00;0,00;0,00;0,00;1m4d;145,00 +WINJ26;18/11/2025 09:30:00;18/11/2025 10:00:00;30min;1;1;V;163.980,00;163.740,00;187.535,00;No;-48,00;-240,00;4;-48,00;-240,00;0,00;0,00;0,00;15d;97,00 +WINJ26;26/11/2025 09:30:00;26/11/2025 10:00:00;30min;1;1;C;164.110,00;164.240,00;187.535,00;No;26,00;130,00;5;26,00;130,00;0,00;0,00;0,00;8d;123,00 +WINJ26;09/12/2025 09:30:00;09/12/2025 10:00:00;30min;1;1;V;164.050,00;164.840,00;187.535,00;Sim;158,00;790,00;6;158,00;790,00;0,00;0,00;0,00;13d;281,00 +WINJ26;10/12/2025 09:30:00;10/12/2025 10:00:00;30min;1;1;C;165.610,00;165.020,00;187.535,00;No;-118,00;-590,00;7;-118,00;-590,00;0,00;0,00;0,00;1d;163,00 +WINJ26;11/12/2025 10:00:00;11/12/2025 10:30:00;30min;1;1;V;165.040,00;165.615,00;187.535,00;Sim;115,00;575,00;8;115,00;575,00;0,00;0,00;0,00;1d;278,00 +WINJ26;15/12/2025 09:30:00;15/12/2025 10:00:00;30min;1;1;C;169.010,00;168.490,00;187.535,00;No;-104,00;-520,00;9;-104,00;-520,00;0,00;0,00;0,00;3d23h;174,00 +WINJ26;16/12/2025 09:30:00;16/12/2025 10:00:00;30min;1;1;V;167.280,00;166.830,00;187.535,00;Sim;-90,00;-450,00;10;-90,00;-450,00;0,00;0,00;0,00;1d;84,00 +WINJ26;14/01/2026 09:30:00;14/01/2026 10:00:00;30min;1;1;C;167.930,00;168.190,00;187.535,00;Sim;52,00;260,00;11;52,00;260,00;0,00;0,00;0,00;1m1d;136,00 +WINJ26;20/01/2026 09:30:00;20/01/2026 10:00:00;30min;1;1;V;169.020,00;168.250,00;187.535,00;Sim;-154,00;-770,00;12;-154,00;-770,00;0,00;0,00;0,00;6d;-18,00 +WINJ26;21/01/2026 09:30:00;21/01/2026 10:00:00;30min;1;1;C;172.645,00;173.060,00;187.535,00;No;83,00;415,00;13;83,00;415,00;0,00;0,00;0,00;1d;65,00 +WINJ26;13/02/2026 09:30:00;13/02/2026 10:00:00;30min;1;1;V;189.230,00;189.245,00;187.535,00;Sim;3,00;15,00;14;3,00;15,00;0,00;0,00;0,00;23d;68,00 diff --git a/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v12_cm3_rm1_tfcurto4.csv b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v12_cm3_rm1_tfcurto4.csv new file mode 100644 index 0000000..df9a463 --- /dev/null +++ b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v12_cm3_rm1_tfcurto4.csv @@ -0,0 +1,23 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 22/08/2025 +Data Final: 04/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;04/11/2025 09:04:00;04/11/2025 10:12:00;1h8min;1;1;V;158.540,00;158.190,00;187.540,00;No;-70,00;-350,00;1;-70,00;-350,00;0,00;0,00;0,00; - ;-70,00 +WINJ26;14/11/2025 09:04:00;14/11/2025 09:16:00;12min;1;1;V;164.840,00;164.640,00;187.540,00;Sim;-40,00;-200,00;2;-40,00;-200,00;0,00;0,00;0,00;10d;-110,00 +WINJ26;18/11/2025 09:04:00;18/11/2025 09:28:00;24min;1;1;V;163.750,00;164.500,00;187.540,00;No;150,00;750,00;3;150,00;750,00;0,00;0,00;0,00;4d;40,00 +WINJ26;21/11/2025 09:04:00;21/11/2025 09:16:00;12min;1;1;V;162.270,00;161.840,00;187.540,00;No;-86,00;-430,00;4;-86,00;-430,00;0,00;0,00;0,00;3d;-46,00 +WINJ26;04/12/2025 09:04:00;04/12/2025 09:20:00;16min;1;1;C;169.500,00;169.990,00;187.540,00;No;98,00;490,00;5;98,00;490,00;0,00;0,00;0,00;13d;52,00 +WINJ26;10/12/2025 09:04:00;10/12/2025 09:32:00;28min;1;1;C;166.295,00;165.600,00;187.540,00;Sim;-139,00;-695,00;6;-139,00;-695,00;0,00;0,00;0,00;6d;-87,00 +WINJ26;17/12/2025 09:04:00;17/12/2025 09:12:00;8min;1;1;V;164.810,00;164.115,00;187.540,00;Sim;-139,00;-695,00;7;-139,00;-695,00;0,00;0,00;0,00;7d;-226,00 +WINJ26;26/12/2025 09:04:00;26/12/2025 09:12:00;8min;1;1;V;165.835,00;165.575,00;187.540,00;Sim;-52,00;-260,00;8;-52,00;-260,00;0,00;0,00;0,00;9d;-278,00 +WINJ26;02/01/2026 09:04:00;02/01/2026 09:12:00;8min;1;1;C;167.890,00;167.505,00;187.540,00;No;-77,00;-385,00;9;-77,00;-385,00;0,00;0,00;0,00;7d;-355,00 +WINJ26;21/01/2026 09:04:00;21/01/2026 09:16:00;12min;1;1;C;171.810,00;172.490,00;187.540,00;No;136,00;680,00;10;136,00;680,00;0,00;0,00;0,00;19d;-219,00 +WINJ26;26/01/2026 09:04:00;26/01/2026 09:12:00;8min;1;1;C;186.315,00;185.845,00;187.540,00;No;-94,00;-470,00;11;-94,00;-470,00;0,00;0,00;0,00;5d;-313,00 +WINJ26;06/02/2026 09:04:00;06/02/2026 09:12:00;8min;1;1;C;188.150,00;187.630,00;187.540,00;No;-104,00;-520,00;12;-104,00;-520,00;0,00;0,00;0,00;11d;-417,00 +WINJ26;11/02/2026 09:04:00;11/02/2026 09:16:00;12min;1;1;C;191.935,00;191.800,00;187.540,00;No;-27,00;-135,00;13;-27,00;-135,00;0,00;0,00;0,00;5d;-444,00 +WINJ26;13/02/2026 09:04:00;13/02/2026 09:16:00;12min;1;1;V;189.915,00;190.265,00;187.540,00;Sim;70,00;350,00;14;70,00;350,00;0,00;0,00;0,00;2d;-374,00 +WINJ26;27/02/2026 09:04:00;27/02/2026 09:12:00;8min;1;1;V;192.665,00;192.490,00;187.540,00;Sim;-35,00;-175,00;15;-35,00;-175,00;0,00;0,00;0,00;14d;-409,00 +WINJ26;03/03/2026 09:04:00;03/03/2026 09:12:00;8min;1;1;V;187.765,00;187.785,00;187.540,00;No;4,00;20,00;16;4,00;20,00;0,00;0,00;0,00;4d;-405,00 +WINJ26;04/03/2026 09:04:00;04/03/2026 09:16:00;12min;1;1;C;187.590,00;187.590,00;187.540,00;Sim;0;0;17;0;0;0,00;0,00;0,00;1d;-405,00 diff --git a/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v12_cm3_rm1_tfcurto5.csv b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v12_cm3_rm1_tfcurto5.csv new file mode 100644 index 0000000..1b64318 --- /dev/null +++ b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v12_cm3_rm1_tfcurto5.csv @@ -0,0 +1,25 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 22/08/2025 +Data Final: 04/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;04/11/2025 10:00:00;04/11/2025 10:15:00;15min;1;1;V;158.540,00;158.430,00;187.575,00;No;-22,00;-110,00;1;-22,00;-110,00;0,00;0,00;0,00; - ;-22,00 +WINJ26;14/11/2025 09:05:00;14/11/2025 09:20:00;15min;1;1;V;164.730,00;164.640,00;187.575,00;Sim;-18,00;-90,00;2;-18,00;-90,00;0,00;0,00;0,00;9d23h;-40,00 +WINJ26;18/11/2025 09:05:00;18/11/2025 09:30:00;25min;1;1;V;163.750,00;164.400,00;187.575,00;No;130,00;650,00;3;130,00;650,00;0,00;0,00;0,00;4d;90,00 +WINJ26;21/11/2025 09:05:00;21/11/2025 09:15:00;10min;1;1;V;162.270,00;161.840,00;187.575,00;No;-86,00;-430,00;4;-86,00;-430,00;0,00;0,00;0,00;3d;4,00 +WINJ26;04/12/2025 09:05:00;04/12/2025 09:20:00;15min;1;1;C;169.500,00;169.990,00;187.575,00;No;98,00;490,00;5;98,00;490,00;0,00;0,00;0,00;13d;102,00 +WINJ26;09/12/2025 09:05:00;09/12/2025 09:30:00;25min;1;1;V;164.850,00;164.700,00;187.575,00;Sim;-30,00;-150,00;6;-30,00;-150,00;0,00;0,00;0,00;5d;72,00 +WINJ26;10/12/2025 09:10:00;10/12/2025 09:30:00;20min;1;1;C;166.300,00;165.600,00;187.575,00;Sim;-140,00;-700,00;7;-140,00;-700,00;0,00;0,00;0,00;1d;-68,00 +WINJ26;16/12/2025 09:05:00;16/12/2025 09:20:00;15min;1;1;V;166.930,00;167.390,00;187.575,00;Sim;92,00;460,00;8;92,00;460,00;0,00;0,00;0,00;5d23h;24,00 +WINJ26;17/12/2025 09:05:00;17/12/2025 09:15:00;10min;1;1;V;164.820,00;164.115,00;187.575,00;No;-141,00;-705,00;9;-141,00;-705,00;0,00;0,00;0,00;1d;-117,00 +WINJ26;26/12/2025 09:05:00;26/12/2025 09:15:00;10min;1;1;V;165.990,00;165.710,00;187.575,00;Sim;-56,00;-280,00;10;-56,00;-280,00;0,00;0,00;0,00;9d;-173,00 +WINJ26;02/01/2026 09:05:00;02/01/2026 09:20:00;15min;1;1;C;167.920,00;167.720,00;187.575,00;No;-40,00;-200,00;11;-40,00;-200,00;0,00;0,00;0,00;7d;-213,00 +WINJ26;07/01/2026 09:05:00;07/01/2026 09:20:00;15min;1;1;V;169.345,00;169.035,00;187.575,00;Sim;-62,00;-310,00;12;-62,00;-310,00;0,00;0,00;0,00;5d;-275,00 +WINJ26;21/01/2026 09:05:00;21/01/2026 09:20:00;15min;1;1;C;171.995,00;172.535,00;187.575,00;No;108,00;540,00;13;108,00;540,00;0,00;0,00;0,00;14d;-167,00 +WINJ26;06/02/2026 09:05:00;06/02/2026 09:15:00;10min;1;1;C;188.150,00;187.450,00;187.575,00;No;-140,00;-700,00;14;-140,00;-700,00;0,00;0,00;0,00;16d;-307,00 +WINJ26;11/02/2026 09:05:00;11/02/2026 09:15:00;10min;1;1;C;191.970,00;191.860,00;187.575,00;No;-22,00;-110,00;15;-22,00;-110,00;0,00;0,00;0,00;5d;-329,00 +WINJ26;13/02/2026 09:05:00;13/02/2026 09:20:00;15min;1;1;V;189.270,00;190.295,00;187.575,00;Sim;205,00;1.025,00;16;205,00;1.025,00;0,00;0,00;0,00;2d;-124,00 +WINJ26;27/02/2026 09:05:00;27/02/2026 09:15:00;10min;1;1;V;193.045,00;192.480,00;187.575,00;Sim;-113,00;-565,00;17;-113,00;-565,00;0,00;0,00;0,00;14d;-237,00 +WINJ26;03/03/2026 09:05:00;03/03/2026 09:15:00;10min;1;1;V;188.135,00;187.890,00;187.575,00;No;-49,00;-245,00;18;-49,00;-245,00;0,00;0,00;0,00;4d;-286,00 +WINJ26;04/03/2026 09:05:00;04/03/2026 09:20:00;15min;1;1;C;187.630,00;187.315,00;187.575,00;Sim;-63,00;-315,00;19;-63,00;-315,00;0,00;0,00;0,00;1d;-349,00 diff --git a/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v12_cm3_rm1_tfcurto60.csv b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v12_cm3_rm1_tfcurto60.csv new file mode 100644 index 0000000..2e2a13a --- /dev/null +++ b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v12_cm3_rm1_tfcurto60.csv @@ -0,0 +1,28 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 22/08/2025 +Data Final: 04/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;28/08/2025 10:00:00;29/08/2025 09:00:00;23h;1;1;C;151.460,00;152.000,00;187.030,00;No;108,00;540,00;1;108,00;540,00;0,00;0,00;0,00; - ;108,00 +WINJ26;05/09/2025 10:00:00;05/09/2025 11:00:00;1h;1;1;C;153.400,00;153.400,00;187.030,00;No;0;0;2;0;0;0,00;0,00;0,00;8d;108,00 +WINJ26;10/09/2025 10:00:00;11/09/2025 09:00:00;23h;1;1;C;152.360,00;153.490,00;187.030,00;Sim;226,00;1.130,00;3;226,00;1.130,00;0,00;0,00;0,00;5d;334,00 +WINJ26;29/09/2025 10:00:00;29/09/2025 11:00:00;1h;1;1;C;157.260,00;156.600,00;187.030,00;No;-132,00;-660,00;4;-132,00;-660,00;0,00;0,00;0,00;19d;202,00 +WINJ26;17/10/2025 10:00:00;17/10/2025 11:00:00;1h;1;1;V;151.375,00;150.800,00;187.030,00;No;-115,00;-575,00;5;-115,00;-575,00;0,00;0,00;0,00;18d;87,00 +WINJ26;24/10/2025 10:00:00;24/10/2025 11:00:00;1h;1;1;C;155.710,00;154.990,00;187.030,00;Sim;-144,00;-720,00;6;-144,00;-720,00;0,00;0,00;0,00;7d;-57,00 +WINJ26;03/11/2025 11:00:00;03/11/2025 12:00:00;1h;1;1;C;158.615,00;158.990,00;187.030,00;No;75,00;375,00;7;75,00;375,00;0,00;0,00;0,00;10d1h;18,00 +WINJ26;18/11/2025 10:00:00;18/11/2025 11:00:00;1h;1;1;V;164.500,00;163.970,00;187.030,00;Sim;-106,00;-530,00;8;-106,00;-530,00;0,00;0,00;0,00;14d23h;-88,00 +WINJ26;26/11/2025 10:00:00;26/11/2025 11:00:00;1h;1;1;C;164.260,00;165.290,00;187.030,00;No;206,00;1.030,00;9;206,00;1.030,00;0,00;0,00;0,00;8d;118,00 +WINJ26;04/12/2025 10:00:00;04/12/2025 11:00:00;1h;1;1;C;170.095,00;171.240,00;187.030,00;No;229,00;1.145,00;10;229,00;1.145,00;0,00;0,00;0,00;8d;347,00 +WINJ26;09/12/2025 10:00:00;09/12/2025 11:00:00;1h;1;1;V;163.160,00;164.040,00;187.030,00;Sim;176,00;880,00;11;176,00;880,00;0,00;0,00;0,00;5d;523,00 +WINJ26;11/12/2025 10:00:00;11/12/2025 11:00:00;1h;1;1;V;165.510,00;165.605,00;187.030,00;Sim;19,00;95,00;12;19,00;95,00;0,00;0,00;0,00;2d;542,00 +WINJ26;15/12/2025 10:00:00;15/12/2025 11:00:00;1h;1;1;C;168.510,00;169.320,00;187.030,00;Sim;162,00;810,00;13;162,00;810,00;0,00;0,00;0,00;4d;704,00 +WINJ26;16/12/2025 10:00:00;16/12/2025 11:00:00;1h;1;1;V;167.010,00;167.260,00;187.030,00;Sim;50,00;250,00;14;50,00;250,00;0,00;0,00;0,00;1d;754,00 +WINJ26;30/12/2025 10:00:00;30/12/2025 11:00:00;1h;1;1;C;167.600,00;167.190,00;187.030,00;Sim;-82,00;-410,00;15;-82,00;-410,00;0,00;0,00;0,00;14d;672,00 +WINJ26;02/01/2026 10:00:00;02/01/2026 11:00:00;1h;1;1;C;168.105,00;166.695,00;187.030,00;No;-282,00;-1.410,00;16;-282,00;-1.410,00;0,00;0,00;0,00;3d;390,00 +WINJ26;14/01/2026 10:00:00;14/01/2026 11:00:00;1h;1;1;C;168.210,00;168.210,00;187.030,00;No;0;0;17;0;0;0,00;0,00;0,00;12d;390,00 +WINJ26;21/01/2026 10:00:00;21/01/2026 11:00:00;1h;1;1;C;173.075,00;173.810,00;187.030,00;No;147,00;735,00;18;147,00;735,00;0,00;0,00;0,00;7d;537,00 +WINJ26;03/02/2026 10:00:00;03/02/2026 11:00:00;1h;1;1;C;189.570,00;190.820,00;187.030,00;No;250,00;1.250,00;19;250,00;1.250,00;0,00;0,00;0,00;13d;787,00 +WINJ26;11/02/2026 10:00:00;11/02/2026 11:00:00;1h;1;1;C;192.245,00;192.550,00;187.030,00;No;61,00;305,00;20;61,00;305,00;0,00;0,00;0,00;8d;848,00 +WINJ26;13/02/2026 10:00:00;13/02/2026 11:00:00;1h;1;1;V;188.955,00;189.210,00;187.030,00;Sim;51,00;255,00;21;51,00;255,00;0,00;0,00;0,00;2d;899,00 +WINJ26;03/03/2026 10:00:00;03/03/2026 11:00:00;1h;1;1;V;185.620,00;187.255,00;187.030,00;No;327,00;1.635,00;22;327,00;1.635,00;0,00;0,00;0,00;18d;1.226,00 diff --git a/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v13_cm1_rm2_tfcurto1.csv b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v13_cm1_rm2_tfcurto1.csv new file mode 100644 index 0000000..56b7f17 --- /dev/null +++ b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v13_cm1_rm2_tfcurto1.csv @@ -0,0 +1,15 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 02/02/2026 +Data Final: 04/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;03/02/2026 09:01:00;03/02/2026 09:03:00;2min;1;1;C;188.460,00;188.615,00;187.540,00;No;31,00;155,00;1;31,00;155,00;0,00;0,00;0,00; - ;31,00 +WINJ26;04/02/2026 09:01:00;04/02/2026 09:03:00;2min;1;1;C;191.040,00;190.390,00;187.540,00;No;-130,00;-650,00;2;-130,00;-650,00;0,00;0,00;0,00;1d;-99,00 +WINJ26;06/02/2026 09:01:00;06/02/2026 09:05:00;4min;1;1;C;187.790,00;188.140,00;187.540,00;Sim;70,00;350,00;3;70,00;350,00;0,00;0,00;0,00;2d;-29,00 +WINJ26;11/02/2026 09:01:00;11/02/2026 09:05:00;4min;1;1;C;191.000,00;191.950,00;187.540,00;No;190,00;950,00;4;190,00;950,00;0,00;0,00;0,00;5d;161,00 +WINJ26;12/02/2026 09:01:00;12/02/2026 09:05:00;4min;1;1;C;194.970,00;193.570,00;187.540,00;No;-280,00;-1.400,00;5;-280,00;-1.400,00;0,00;0,00;0,00;1d;-119,00 +WINJ26;13/02/2026 09:01:00;13/02/2026 09:03:00;2min;1;1;V;190.340,00;191.075,00;187.540,00;No;147,00;735,00;6;147,00;735,00;0,00;0,00;0,00;1d;28,00 +WINJ26;25/02/2026 09:01:00;25/02/2026 09:03:00;2min;1;1;C;197.070,00;196.180,00;187.540,00;No;-178,00;-890,00;7;-178,00;-890,00;0,00;0,00;0,00;12d;-150,00 +WINJ26;27/02/2026 09:01:00;27/02/2026 09:03:00;2min;1;1;V;193.235,00;193.920,00;187.540,00;Sim;137,00;685,00;8;137,00;685,00;0,00;0,00;0,00;2d;-13,00 +WINJ26;02/03/2026 09:01:00;02/03/2026 09:03:00;2min;1;1;V;190.300,00;189.945,00;187.540,00;No;-71,00;-355,00;9;-71,00;-355,00;0,00;0,00;0,00;3d;-84,00 diff --git a/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v13_cm1_rm2_tfcurto2.csv b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v13_cm1_rm2_tfcurto2.csv new file mode 100644 index 0000000..5a4c0d4 --- /dev/null +++ b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v13_cm1_rm2_tfcurto2.csv @@ -0,0 +1,25 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 24/10/2025 +Data Final: 04/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;14/11/2025 09:02:00;14/11/2025 09:12:00;10min;1;1;V;164.730,00;164.700,00;187.525,00;No;-6,00;-30,00;1;-6,00;-30,00;0,00;0,00;0,00; - ;-6,00 +WINJ26;21/11/2025 09:04:00;21/11/2025 09:16:00;12min;1;1;V;162.260,00;161.840,00;187.525,00;No;-84,00;-420,00;2;-84,00;-420,00;0,00;0,00;0,00;7d;-90,00 +WINJ26;04/12/2025 09:06:00;04/12/2025 09:20:00;14min;1;1;C;169.500,00;170.000,00;187.525,00;No;100,00;500,00;3;100,00;500,00;0,00;0,00;0,00;13d;10,00 +WINJ26;16/12/2025 09:04:00;16/12/2025 09:12:00;8min;1;1;V;167.000,00;168.490,00;187.525,00;Sim;298,00;1.490,00;4;298,00;1.490,00;0,00;0,00;0,00;11d23h;308,00 +WINJ26;17/12/2025 09:02:00;17/12/2025 09:08:00;6min;1;1;V;164.410,00;164.015,00;187.525,00;No;-79,00;-395,00;5;-79,00;-395,00;0,00;0,00;0,00;23h58min;229,00 +WINJ26;26/12/2025 09:02:00;26/12/2025 09:06:00;4min;1;1;V;165.605,00;165.490,00;187.525,00;Sim;-23,00;-115,00;6;-23,00;-115,00;0,00;0,00;0,00;9d;206,00 +WINJ26;30/12/2025 09:02:00;30/12/2025 09:10:00;8min;1;1;C;166.780,00;167.200,00;187.525,00;Sim;84,00;420,00;7;84,00;420,00;0,00;0,00;0,00;4d;290,00 +WINJ26;02/01/2026 09:02:00;02/01/2026 09:10:00;8min;1;1;C;167.910,00;167.575,00;187.525,00;No;-67,00;-335,00;8;-67,00;-335,00;0,00;0,00;0,00;3d;223,00 +WINJ26;20/01/2026 09:02:00;20/01/2026 09:10:00;8min;1;1;V;168.780,00;168.765,00;187.525,00;Sim;-3,00;-15,00;9;-3,00;-15,00;0,00;0,00;0,00;18d;220,00 +WINJ26;21/01/2026 09:02:00;21/01/2026 09:08:00;6min;1;1;C;171.840,00;172.075,00;187.525,00;No;47,00;235,00;10;47,00;235,00;0,00;0,00;0,00;1d;267,00 +WINJ26;26/01/2026 09:02:00;26/01/2026 09:06:00;4min;1;1;C;185.445,00;186.230,00;187.525,00;No;157,00;785,00;11;157,00;785,00;0,00;0,00;0,00;5d;424,00 +WINJ26;29/01/2026 09:02:00;29/01/2026 09:06:00;4min;1;1;C;192.290,00;191.815,00;187.525,00;No;-95,00;-475,00;12;-95,00;-475,00;0,00;0,00;0,00;3d;329,00 +WINJ26;03/02/2026 09:02:00;03/02/2026 09:06:00;4min;1;1;C;188.830,00;188.550,00;187.525,00;Sim;-56,00;-280,00;13;-56,00;-280,00;0,00;0,00;0,00;5d;273,00 +WINJ26;06/02/2026 09:02:00;06/02/2026 09:08:00;6min;1;1;C;187.875,00;187.690,00;187.525,00;Sim;-37,00;-185,00;14;-37,00;-185,00;0,00;0,00;0,00;3d;236,00 +WINJ26;11/02/2026 09:02:00;11/02/2026 09:08:00;6min;1;1;C;191.415,00;191.875,00;187.525,00;No;92,00;460,00;15;92,00;460,00;0,00;0,00;0,00;5d;328,00 +WINJ26;13/02/2026 09:02:00;13/02/2026 09:08:00;6min;1;1;V;190.075,00;190.305,00;187.525,00;Sim;46,00;230,00;16;46,00;230,00;0,00;0,00;0,00;2d;374,00 +WINJ26;27/02/2026 09:02:00;27/02/2026 09:06:00;4min;1;1;V;192.535,00;193.255,00;187.525,00;Sim;144,00;720,00;17;144,00;720,00;0,00;0,00;0,00;14d;518,00 +WINJ26;03/03/2026 09:04:00;03/03/2026 09:10:00;6min;1;1;V;187.285,00;187.785,00;187.525,00;No;100,00;500,00;18;100,00;500,00;0,00;0,00;0,00;4d;618,00 +WINJ26;04/03/2026 09:02:00;04/03/2026 09:06:00;4min;1;1;C;187.160,00;187.430,00;187.525,00;Sim;54,00;270,00;19;54,00;270,00;0,00;0,00;0,00;23h58min;672,00 diff --git a/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v13_cm1_rm2_tfcurto3.csv b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v13_cm1_rm2_tfcurto3.csv new file mode 100644 index 0000000..659de25 --- /dev/null +++ b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v13_cm1_rm2_tfcurto3.csv @@ -0,0 +1,26 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 24/10/2025 +Data Final: 04/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;04/11/2025 09:03:00;04/11/2025 10:15:00;1h12min;1;1;V;158.540,00;158.190,00;187.505,00;No;-70,00;-350,00;1;-70,00;-350,00;0,00;0,00;0,00; - ;-70,00 +WINJ26;14/11/2025 09:03:00;14/11/2025 09:15:00;12min;1;1;V;164.790,00;164.740,00;187.505,00;Sim;-10,00;-50,00;2;-10,00;-50,00;0,00;0,00;0,00;10d;-80,00 +WINJ26;18/11/2025 09:03:00;18/11/2025 09:30:00;27min;1;1;V;163.750,00;164.510,00;187.505,00;No;152,00;760,00;3;152,00;760,00;0,00;0,00;0,00;4d;72,00 +WINJ26;21/11/2025 09:06:00;21/11/2025 09:18:00;12min;1;1;V;162.420,00;161.840,00;187.505,00;No;-116,00;-580,00;4;-116,00;-580,00;0,00;0,00;0,00;3d;-44,00 +WINJ26;04/12/2025 09:06:00;04/12/2025 09:18:00;12min;1;1;C;169.500,00;170.000,00;187.505,00;No;100,00;500,00;5;100,00;500,00;0,00;0,00;0,00;13d;56,00 +WINJ26;16/12/2025 09:03:00;16/12/2025 09:09:00;6min;1;1;V;167.010,00;168.490,00;187.505,00;Sim;296,00;1.480,00;6;296,00;1.480,00;0,00;0,00;0,00;11d23h;352,00 +WINJ26;17/12/2025 09:06:00;17/12/2025 09:12:00;6min;1;1;V;164.800,00;164.115,00;187.505,00;No;-137,00;-685,00;7;-137,00;-685,00;0,00;0,00;0,00;1d;215,00 +WINJ26;26/12/2025 09:03:00;26/12/2025 09:15:00;12min;1;1;V;165.990,00;165.690,00;187.505,00;Sim;-60,00;-300,00;8;-60,00;-300,00;0,00;0,00;0,00;8d23h;155,00 +WINJ26;30/12/2025 09:03:00;30/12/2025 09:15:00;12min;1;1;C;166.845,00;167.390,00;187.505,00;Sim;109,00;545,00;9;109,00;545,00;0,00;0,00;0,00;4d;264,00 +WINJ26;02/01/2026 09:03:00;02/01/2026 09:15:00;12min;1;1;C;167.955,00;167.705,00;187.505,00;No;-50,00;-250,00;10;-50,00;-250,00;0,00;0,00;0,00;3d;214,00 +WINJ26;21/01/2026 09:03:00;21/01/2026 09:15:00;12min;1;1;C;171.825,00;172.570,00;187.505,00;No;149,00;745,00;11;149,00;745,00;0,00;0,00;0,00;19d;363,00 +WINJ26;26/01/2026 09:03:00;26/01/2026 09:09:00;6min;1;1;C;185.625,00;186.005,00;187.505,00;No;76,00;380,00;12;76,00;380,00;0,00;0,00;0,00;5d;439,00 +WINJ26;27/01/2026 09:03:00;27/01/2026 09:12:00;9min;1;1;C;185.395,00;185.210,00;187.505,00;Sim;-37,00;-185,00;13;-37,00;-185,00;0,00;0,00;0,00;1d;402,00 +WINJ26;29/01/2026 09:03:00;29/01/2026 09:12:00;9min;1;1;C;192.105,00;191.825,00;187.505,00;No;-56,00;-280,00;14;-56,00;-280,00;0,00;0,00;0,00;2d;346,00 +WINJ26;11/02/2026 09:03:00;11/02/2026 09:09:00;6min;1;1;C;191.680,00;192.040,00;187.505,00;Sim;72,00;360,00;15;72,00;360,00;0,00;0,00;0,00;13d;418,00 +WINJ26;13/02/2026 09:03:00;13/02/2026 09:09:00;6min;1;1;V;190.095,00;190.320,00;187.505,00;Sim;45,00;225,00;16;45,00;225,00;0,00;0,00;0,00;2d;463,00 +WINJ26;23/02/2026 09:03:00;23/02/2026 09:09:00;6min;1;1;V;193.610,00;193.395,00;187.505,00;Sim;-43,00;-215,00;17;-43,00;-215,00;0,00;0,00;0,00;10d;420,00 +WINJ26;24/02/2026 09:03:00;24/02/2026 09:15:00;12min;1;1;C;193.145,00;194.155,00;187.505,00;No;202,00;1.010,00;18;202,00;1.010,00;0,00;0,00;0,00;1d;622,00 +WINJ26;27/02/2026 09:03:00;27/02/2026 09:09:00;6min;1;1;V;192.500,00;193.215,00;187.505,00;No;143,00;715,00;19;143,00;715,00;0,00;0,00;0,00;3d;765,00 +WINJ26;04/03/2026 09:03:00;04/03/2026 09:09:00;6min;1;1;C;187.565,00;187.335,00;187.505,00;Sim;-46,00;-230,00;20;-46,00;-230,00;0,00;0,00;0,00;5d;719,00 diff --git a/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v13_cm1_rm2_tfcurto4.csv b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v13_cm1_rm2_tfcurto4.csv new file mode 100644 index 0000000..af9c1ed --- /dev/null +++ b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v13_cm1_rm2_tfcurto4.csv @@ -0,0 +1,24 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 22/08/2025 +Data Final: 04/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;04/11/2025 09:04:00;04/11/2025 10:12:00;1h8min;1;1;V;158.540,00;158.190,00;187.560,00;No;-70,00;-350,00;1;-70,00;-350,00;0,00;0,00;0,00; - ;-70,00 +WINJ26;14/11/2025 09:04:00;14/11/2025 09:16:00;12min;1;1;V;164.840,00;164.640,00;187.560,00;Sim;-40,00;-200,00;2;-40,00;-200,00;0,00;0,00;0,00;10d;-110,00 +WINJ26;18/11/2025 09:04:00;18/11/2025 09:28:00;24min;1;1;V;163.750,00;164.500,00;187.560,00;No;150,00;750,00;3;150,00;750,00;0,00;0,00;0,00;4d;40,00 +WINJ26;21/11/2025 09:04:00;21/11/2025 09:20:00;16min;1;1;V;162.270,00;161.840,00;187.560,00;No;-86,00;-430,00;4;-86,00;-430,00;0,00;0,00;0,00;3d;-46,00 +WINJ26;04/12/2025 09:04:00;04/12/2025 09:20:00;16min;1;1;C;169.500,00;169.990,00;187.560,00;No;98,00;490,00;5;98,00;490,00;0,00;0,00;0,00;13d;52,00 +WINJ26;10/12/2025 09:04:00;10/12/2025 09:32:00;28min;1;1;C;166.295,00;165.600,00;187.560,00;Sim;-139,00;-695,00;6;-139,00;-695,00;0,00;0,00;0,00;6d;-87,00 +WINJ26;17/12/2025 09:04:00;17/12/2025 09:12:00;8min;1;1;V;164.810,00;164.115,00;187.560,00;Sim;-139,00;-695,00;7;-139,00;-695,00;0,00;0,00;0,00;7d;-226,00 +WINJ26;26/12/2025 09:04:00;26/12/2025 09:16:00;12min;1;1;V;166.030,00;165.575,00;187.560,00;Sim;-91,00;-455,00;8;-91,00;-455,00;0,00;0,00;0,00;9d;-317,00 +WINJ26;02/01/2026 09:04:00;02/01/2026 09:16:00;12min;1;1;C;167.890,00;167.705,00;187.560,00;No;-37,00;-185,00;9;-37,00;-185,00;0,00;0,00;0,00;7d;-354,00 +WINJ26;21/01/2026 09:04:00;21/01/2026 09:16:00;12min;1;1;C;171.810,00;172.490,00;187.560,00;No;136,00;680,00;10;136,00;680,00;0,00;0,00;0,00;19d;-218,00 +WINJ26;26/01/2026 09:04:00;26/01/2026 09:16:00;12min;1;1;C;186.315,00;185.515,00;187.560,00;No;-160,00;-800,00;11;-160,00;-800,00;0,00;0,00;0,00;5d;-378,00 +WINJ26;06/02/2026 09:04:00;06/02/2026 09:16:00;12min;1;1;C;188.150,00;187.410,00;187.560,00;No;-148,00;-740,00;12;-148,00;-740,00;0,00;0,00;0,00;11d;-526,00 +WINJ26;11/02/2026 09:04:00;11/02/2026 09:12:00;8min;1;1;C;191.935,00;191.940,00;187.560,00;No;1,00;5,00;13;1,00;5,00;0,00;0,00;0,00;5d;-525,00 +WINJ26;13/02/2026 09:04:00;13/02/2026 09:16:00;12min;1;1;V;189.915,00;190.265,00;187.560,00;Sim;70,00;350,00;14;70,00;350,00;0,00;0,00;0,00;2d;-455,00 +WINJ26;24/02/2026 09:04:00;24/02/2026 09:16:00;12min;1;1;C;193.115,00;194.010,00;187.560,00;No;179,00;895,00;15;179,00;895,00;0,00;0,00;0,00;11d;-276,00 +WINJ26;27/02/2026 09:04:00;27/02/2026 09:16:00;12min;1;1;V;193.230,00;192.490,00;187.560,00;Sim;-148,00;-740,00;16;-148,00;-740,00;0,00;0,00;0,00;3d;-424,00 +WINJ26;03/03/2026 09:04:00;03/03/2026 09:12:00;8min;1;1;V;187.765,00;187.785,00;187.560,00;No;4,00;20,00;17;4,00;20,00;0,00;0,00;0,00;4d;-420,00 +WINJ26;04/03/2026 09:04:00;04/03/2026 09:16:00;12min;1;1;C;187.590,00;187.590,00;187.560,00;Sim;0;0;18;0;0;0,00;0,00;0,00;1d;-420,00 diff --git a/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v15_cm3_rm2_tfcurto1.csv b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v15_cm3_rm2_tfcurto1.csv new file mode 100644 index 0000000..995e3d7 --- /dev/null +++ b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v15_cm3_rm2_tfcurto1.csv @@ -0,0 +1,11 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 02/02/2026 +Data Final: 04/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;03/02/2026 09:01:00;03/02/2026 09:03:00;2min;1;1;C;188.460,00;188.615,00;187.620,00;No;31,00;155,00;1;31,00;155,00;0,00;0,00;0,00; - ;31,00 +WINJ26;06/02/2026 09:01:00;06/02/2026 09:05:00;4min;1;1;C;187.790,00;188.140,00;187.620,00;Sim;70,00;350,00;2;70,00;350,00;0,00;0,00;0,00;3d;101,00 +WINJ26;11/02/2026 09:01:00;11/02/2026 09:05:00;4min;1;1;C;191.000,00;191.950,00;187.620,00;No;190,00;950,00;3;190,00;950,00;0,00;0,00;0,00;5d;291,00 +WINJ26;25/02/2026 09:01:00;25/02/2026 09:04:00;3min;1;1;C;197.070,00;196.510,00;187.620,00;No;-112,00;-560,00;4;-112,00;-560,00;0,00;0,00;0,00;14d;179,00 +WINJ26;27/02/2026 09:01:00;27/02/2026 09:03:00;2min;1;1;V;193.235,00;193.920,00;187.620,00;No;137,00;685,00;5;137,00;685,00;0,00;0,00;0,00;2d;316,00 diff --git a/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v15_cm3_rm2_tfcurto15.csv b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v15_cm3_rm2_tfcurto15.csv new file mode 100644 index 0000000..6008b16 --- /dev/null +++ b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v15_cm3_rm2_tfcurto15.csv @@ -0,0 +1,25 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 22/08/2025 +Data Final: 04/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;23/10/2025 09:15:00;23/10/2025 09:30:00;15min;1;1;C;154.500,00;154.700,00;187.460,00;No;40,00;200,00;1;40,00;200,00;0,00;0,00;0,00; - ;40,00 +WINJ26;04/11/2025 10:00:00;04/11/2025 10:15:00;15min;1;1;V;158.550,00;158.430,00;187.460,00;No;-24,00;-120,00;2;-24,00;-120,00;0,00;0,00;0,00;12d;16,00 +WINJ26;14/11/2025 09:15:00;14/11/2025 09:30:00;15min;1;1;V;164.915,00;164.770,00;187.460,00;Sim;-29,00;-145,00;3;-29,00;-145,00;0,00;0,00;0,00;9d23h;-13,00 +WINJ26;18/11/2025 09:15:00;18/11/2025 09:30:00;15min;1;1;V;163.750,00;164.000,00;187.460,00;No;50,00;250,00;4;50,00;250,00;0,00;0,00;0,00;4d;37,00 +WINJ26;26/11/2025 09:15:00;26/11/2025 09:30:00;15min;1;1;C;164.085,00;164.100,00;187.460,00;No;3,00;15,00;5;3,00;15,00;0,00;0,00;0,00;8d;40,00 +WINJ26;04/12/2025 09:15:00;04/12/2025 09:30:00;15min;1;1;C;169.815,00;170.000,00;187.460,00;No;37,00;185,00;6;37,00;185,00;0,00;0,00;0,00;8d;77,00 +WINJ26;09/12/2025 09:15:00;09/12/2025 09:30:00;15min;1;1;V;164.850,00;164.655,00;187.460,00;Sim;-39,00;-195,00;7;-39,00;-195,00;0,00;0,00;0,00;5d;38,00 +WINJ26;10/12/2025 09:15:00;10/12/2025 09:30:00;15min;1;1;C;166.330,00;165.600,00;187.460,00;Sim;-146,00;-730,00;8;-146,00;-730,00;0,00;0,00;0,00;1d;-108,00 +WINJ26;11/12/2025 10:00:00;11/12/2025 10:30:00;30min;1;1;V;165.040,00;165.615,00;187.460,00;Sim;115,00;575,00;9;115,00;575,00;0,00;0,00;0,00;1d;7,00 +WINJ26;15/12/2025 09:15:00;15/12/2025 09:30:00;15min;1;1;C;168.740,00;169.000,00;187.460,00;No;52,00;260,00;10;52,00;260,00;0,00;0,00;0,00;3d23h;59,00 +WINJ26;16/12/2025 09:15:00;16/12/2025 09:30:00;15min;1;1;V;166.850,00;166.950,00;187.460,00;Sim;20,00;100,00;11;20,00;100,00;0,00;0,00;0,00;1d;79,00 +WINJ26;14/01/2026 09:15:00;14/01/2026 09:30:00;15min;1;1;C;167.745,00;167.915,00;187.460,00;Sim;34,00;170,00;12;34,00;170,00;0,00;0,00;0,00;1m1d;113,00 +WINJ26;20/01/2026 09:15:00;20/01/2026 09:30:00;15min;1;1;V;168.270,00;168.475,00;187.460,00;Sim;41,00;205,00;13;41,00;205,00;0,00;0,00;0,00;6d;154,00 +WINJ26;21/01/2026 09:15:00;21/01/2026 09:30:00;15min;1;1;C;172.590,00;172.625,00;187.460,00;No;7,00;35,00;14;7,00;35,00;0,00;0,00;0,00;1d;161,00 +WINJ26;03/02/2026 09:15:00;03/02/2026 09:30:00;15min;1;1;C;188.980,00;189.050,00;187.460,00;No;14,00;70,00;15;14,00;70,00;0,00;0,00;0,00;13d;175,00 +WINJ26;11/02/2026 09:15:00;11/02/2026 09:30:00;15min;1;1;C;191.880,00;191.530,00;187.460,00;No;-70,00;-350,00;16;-70,00;-350,00;0,00;0,00;0,00;8d;105,00 +WINJ26;13/02/2026 09:15:00;13/02/2026 09:30:00;15min;1;1;V;189.265,00;189.775,00;187.460,00;Sim;102,00;510,00;17;102,00;510,00;0,00;0,00;0,00;2d;207,00 +WINJ26;24/02/2026 09:15:00;24/02/2026 09:30:00;15min;1;1;C;194.175,00;193.230,00;187.460,00;No;-189,00;-945,00;18;-189,00;-945,00;0,00;0,00;0,00;11d;18,00 +WINJ26;04/03/2026 09:15:00;04/03/2026 09:30:00;15min;1;1;C;187.670,00;187.330,00;187.460,00;Sim;-68,00;-340,00;19;-68,00;-340,00;0,00;0,00;0,00;8d;-50,00 diff --git a/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v15_cm3_rm2_tfcurto2.csv b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v15_cm3_rm2_tfcurto2.csv new file mode 100644 index 0000000..b596548 --- /dev/null +++ b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v15_cm3_rm2_tfcurto2.csv @@ -0,0 +1,25 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 22/08/2025 +Data Final: 04/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;14/11/2025 09:02:00;14/11/2025 09:12:00;10min;1;1;V;164.730,00;164.700,00;187.625,00;No;-6,00;-30,00;1;-6,00;-30,00;0,00;0,00;0,00; - ;-6,00 +WINJ26;21/11/2025 09:04:00;21/11/2025 09:16:00;12min;1;1;V;162.260,00;161.840,00;187.625,00;No;-84,00;-420,00;2;-84,00;-420,00;0,00;0,00;0,00;7d;-90,00 +WINJ26;04/12/2025 09:06:00;04/12/2025 09:20:00;14min;1;1;C;169.500,00;170.000,00;187.625,00;No;100,00;500,00;3;100,00;500,00;0,00;0,00;0,00;13d;10,00 +WINJ26;16/12/2025 09:04:00;16/12/2025 09:12:00;8min;1;1;V;167.000,00;168.490,00;187.625,00;Sim;298,00;1.490,00;4;298,00;1.490,00;0,00;0,00;0,00;11d23h;308,00 +WINJ26;17/12/2025 09:02:00;17/12/2025 09:12:00;10min;1;1;V;164.800,00;164.015,00;187.625,00;No;-157,00;-785,00;5;-157,00;-785,00;0,00;0,00;0,00;23h58min;151,00 +WINJ26;26/12/2025 09:02:00;26/12/2025 09:10:00;8min;1;1;V;165.875,00;165.490,00;187.625,00;Sim;-77,00;-385,00;6;-77,00;-385,00;0,00;0,00;0,00;9d;74,00 +WINJ26;30/12/2025 09:02:00;30/12/2025 09:10:00;8min;1;1;C;166.780,00;167.200,00;187.625,00;Sim;84,00;420,00;7;84,00;420,00;0,00;0,00;0,00;4d;158,00 +WINJ26;02/01/2026 09:02:00;02/01/2026 09:10:00;8min;1;1;C;167.910,00;167.575,00;187.625,00;No;-67,00;-335,00;8;-67,00;-335,00;0,00;0,00;0,00;3d;91,00 +WINJ26;20/01/2026 09:02:00;20/01/2026 09:10:00;8min;1;1;V;168.780,00;168.765,00;187.625,00;Sim;-3,00;-15,00;9;-3,00;-15,00;0,00;0,00;0,00;18d;88,00 +WINJ26;21/01/2026 09:02:00;21/01/2026 09:08:00;6min;1;1;C;171.840,00;172.075,00;187.625,00;No;47,00;235,00;10;47,00;235,00;0,00;0,00;0,00;1d;135,00 +WINJ26;26/01/2026 09:02:00;26/01/2026 09:06:00;4min;1;1;C;185.445,00;186.230,00;187.625,00;No;157,00;785,00;11;157,00;785,00;0,00;0,00;0,00;5d;292,00 +WINJ26;29/01/2026 09:02:00;29/01/2026 09:06:00;4min;1;1;C;192.290,00;191.815,00;187.625,00;No;-95,00;-475,00;12;-95,00;-475,00;0,00;0,00;0,00;3d;197,00 +WINJ26;03/02/2026 09:02:00;03/02/2026 09:06:00;4min;1;1;C;188.830,00;188.550,00;187.625,00;Sim;-56,00;-280,00;13;-56,00;-280,00;0,00;0,00;0,00;5d;141,00 +WINJ26;06/02/2026 09:02:00;06/02/2026 09:10:00;8min;1;1;C;187.875,00;187.670,00;187.625,00;Sim;-41,00;-205,00;14;-41,00;-205,00;0,00;0,00;0,00;3d;100,00 +WINJ26;11/02/2026 09:02:00;11/02/2026 09:08:00;6min;1;1;C;191.415,00;191.875,00;187.625,00;No;92,00;460,00;15;92,00;460,00;0,00;0,00;0,00;5d;192,00 +WINJ26;13/02/2026 09:02:00;13/02/2026 09:08:00;6min;1;1;V;190.075,00;190.305,00;187.625,00;Sim;46,00;230,00;16;46,00;230,00;0,00;0,00;0,00;2d;238,00 +WINJ26;27/02/2026 09:02:00;27/02/2026 09:06:00;4min;1;1;V;192.535,00;193.255,00;187.625,00;Sim;144,00;720,00;17;144,00;720,00;0,00;0,00;0,00;14d;382,00 +WINJ26;03/03/2026 09:04:00;03/03/2026 09:10:00;6min;1;1;V;187.285,00;187.785,00;187.625,00;No;100,00;500,00;18;100,00;500,00;0,00;0,00;0,00;4d;482,00 +WINJ26;04/03/2026 09:02:00;04/03/2026 09:06:00;4min;1;1;C;187.160,00;187.430,00;187.625,00;Sim;54,00;270,00;19;54,00;270,00;0,00;0,00;0,00;23h58min;536,00 diff --git a/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v15_cm3_rm2_tfcurto3.csv b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v15_cm3_rm2_tfcurto3.csv new file mode 100644 index 0000000..a5d12e7 --- /dev/null +++ b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v15_cm3_rm2_tfcurto3.csv @@ -0,0 +1,25 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 24/10/2025 +Data Final: 04/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;04/11/2025 09:03:00;04/11/2025 10:15:00;1h12min;1;1;V;158.540,00;158.190,00;187.625,00;No;-70,00;-350,00;1;-70,00;-350,00;0,00;0,00;0,00; - ;-70,00 +WINJ26;14/11/2025 09:03:00;14/11/2025 09:15:00;12min;1;1;V;164.790,00;164.740,00;187.625,00;Sim;-10,00;-50,00;2;-10,00;-50,00;0,00;0,00;0,00;10d;-80,00 +WINJ26;18/11/2025 09:03:00;18/11/2025 09:30:00;27min;1;1;V;163.750,00;164.510,00;187.625,00;No;152,00;760,00;3;152,00;760,00;0,00;0,00;0,00;4d;72,00 +WINJ26;21/11/2025 09:06:00;21/11/2025 09:18:00;12min;1;1;V;162.420,00;161.840,00;187.625,00;No;-116,00;-580,00;4;-116,00;-580,00;0,00;0,00;0,00;3d;-44,00 +WINJ26;04/12/2025 09:06:00;04/12/2025 09:18:00;12min;1;1;C;169.500,00;170.000,00;187.625,00;No;100,00;500,00;5;100,00;500,00;0,00;0,00;0,00;13d;56,00 +WINJ26;16/12/2025 09:03:00;16/12/2025 09:09:00;6min;1;1;V;167.010,00;168.490,00;187.625,00;Sim;296,00;1.480,00;6;296,00;1.480,00;0,00;0,00;0,00;11d23h;352,00 +WINJ26;17/12/2025 09:06:00;17/12/2025 09:12:00;6min;1;1;V;164.800,00;164.115,00;187.625,00;No;-137,00;-685,00;7;-137,00;-685,00;0,00;0,00;0,00;1d;215,00 +WINJ26;26/12/2025 09:03:00;26/12/2025 09:15:00;12min;1;1;V;165.990,00;165.690,00;187.625,00;Sim;-60,00;-300,00;8;-60,00;-300,00;0,00;0,00;0,00;8d23h;155,00 +WINJ26;30/12/2025 09:03:00;30/12/2025 09:15:00;12min;1;1;C;166.845,00;167.390,00;187.625,00;Sim;109,00;545,00;9;109,00;545,00;0,00;0,00;0,00;4d;264,00 +WINJ26;02/01/2026 09:03:00;02/01/2026 09:15:00;12min;1;1;C;167.955,00;167.705,00;187.625,00;No;-50,00;-250,00;10;-50,00;-250,00;0,00;0,00;0,00;3d;214,00 +WINJ26;21/01/2026 09:03:00;21/01/2026 09:15:00;12min;1;1;C;171.825,00;172.570,00;187.625,00;No;149,00;745,00;11;149,00;745,00;0,00;0,00;0,00;19d;363,00 +WINJ26;26/01/2026 09:03:00;26/01/2026 09:12:00;9min;1;1;C;185.625,00;185.845,00;187.625,00;No;44,00;220,00;12;44,00;220,00;0,00;0,00;0,00;5d;407,00 +WINJ26;27/01/2026 09:03:00;27/01/2026 09:12:00;9min;1;1;C;185.395,00;185.210,00;187.625,00;Sim;-37,00;-185,00;13;-37,00;-185,00;0,00;0,00;0,00;1d;370,00 +WINJ26;29/01/2026 09:03:00;29/01/2026 09:12:00;9min;1;1;C;192.105,00;191.825,00;187.625,00;No;-56,00;-280,00;14;-56,00;-280,00;0,00;0,00;0,00;2d;314,00 +WINJ26;11/02/2026 09:03:00;11/02/2026 09:09:00;6min;1;1;C;191.680,00;192.040,00;187.625,00;Sim;72,00;360,00;15;72,00;360,00;0,00;0,00;0,00;13d;386,00 +WINJ26;13/02/2026 09:03:00;13/02/2026 09:09:00;6min;1;1;V;190.095,00;190.320,00;187.625,00;Sim;45,00;225,00;16;45,00;225,00;0,00;0,00;0,00;2d;431,00 +WINJ26;24/02/2026 09:03:00;24/02/2026 09:15:00;12min;1;1;C;193.145,00;194.155,00;187.625,00;No;202,00;1.010,00;17;202,00;1.010,00;0,00;0,00;0,00;11d;633,00 +WINJ26;27/02/2026 09:03:00;27/02/2026 09:09:00;6min;1;1;V;192.500,00;193.215,00;187.625,00;Sim;143,00;715,00;18;143,00;715,00;0,00;0,00;0,00;3d;776,00 +WINJ26;04/03/2026 09:03:00;04/03/2026 09:09:00;6min;1;1;C;187.565,00;187.335,00;187.625,00;Sim;-46,00;-230,00;19;-46,00;-230,00;0,00;0,00;0,00;5d;730,00 diff --git a/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v15_cm3_rm2_tfcurto30.csv b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v15_cm3_rm2_tfcurto30.csv new file mode 100644 index 0000000..863c4c5 --- /dev/null +++ b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v15_cm3_rm2_tfcurto30.csv @@ -0,0 +1,20 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 22/08/2025 +Data Final: 04/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;28/08/2025 10:00:00;28/08/2025 10:30:00;30min;1;1;C;151.460,00;151.750,00;187.435,00;No;58,00;290,00;1;58,00;290,00;0,00;0,00;0,00; - ;58,00 +WINJ26;29/09/2025 09:30:00;29/09/2025 10:00:00;30min;1;1;C;156.710,00;157.250,00;187.435,00;No;108,00;540,00;2;108,00;540,00;0,00;0,00;0,00;1m23h;166,00 +WINJ26;03/11/2025 09:30:00;03/11/2025 11:00:00;1h30min;1;1;C;158.710,00;158.605,00;187.435,00;No;-21,00;-105,00;3;-21,00;-105,00;0,00;0,00;0,00;1m4d;145,00 +WINJ26;18/11/2025 09:30:00;18/11/2025 10:00:00;30min;1;1;V;163.980,00;163.740,00;187.435,00;No;-48,00;-240,00;4;-48,00;-240,00;0,00;0,00;0,00;15d;97,00 +WINJ26;26/11/2025 09:30:00;26/11/2025 10:00:00;30min;1;1;C;164.110,00;164.240,00;187.435,00;No;26,00;130,00;5;26,00;130,00;0,00;0,00;0,00;8d;123,00 +WINJ26;09/12/2025 09:30:00;09/12/2025 10:00:00;30min;1;1;V;164.050,00;164.840,00;187.435,00;Sim;158,00;790,00;6;158,00;790,00;0,00;0,00;0,00;13d;281,00 +WINJ26;10/12/2025 09:30:00;10/12/2025 10:00:00;30min;1;1;C;165.610,00;165.020,00;187.435,00;No;-118,00;-590,00;7;-118,00;-590,00;0,00;0,00;0,00;1d;163,00 +WINJ26;11/12/2025 10:00:00;11/12/2025 10:30:00;30min;1;1;V;165.040,00;165.615,00;187.435,00;Sim;115,00;575,00;8;115,00;575,00;0,00;0,00;0,00;1d;278,00 +WINJ26;15/12/2025 09:30:00;15/12/2025 10:00:00;30min;1;1;C;169.010,00;168.490,00;187.435,00;No;-104,00;-520,00;9;-104,00;-520,00;0,00;0,00;0,00;3d23h;174,00 +WINJ26;16/12/2025 09:30:00;16/12/2025 10:00:00;30min;1;1;V;167.280,00;166.830,00;187.435,00;Sim;-90,00;-450,00;10;-90,00;-450,00;0,00;0,00;0,00;1d;84,00 +WINJ26;14/01/2026 09:30:00;14/01/2026 10:00:00;30min;1;1;C;167.930,00;168.190,00;187.435,00;Sim;52,00;260,00;11;52,00;260,00;0,00;0,00;0,00;1m1d;136,00 +WINJ26;20/01/2026 09:30:00;20/01/2026 10:00:00;30min;1;1;V;169.020,00;168.250,00;187.435,00;Sim;-154,00;-770,00;12;-154,00;-770,00;0,00;0,00;0,00;6d;-18,00 +WINJ26;21/01/2026 09:30:00;21/01/2026 10:00:00;30min;1;1;C;172.645,00;173.060,00;187.435,00;No;83,00;415,00;13;83,00;415,00;0,00;0,00;0,00;1d;65,00 +WINJ26;13/02/2026 09:30:00;13/02/2026 10:00:00;30min;1;1;V;189.230,00;189.245,00;187.435,00;Sim;3,00;15,00;14;3,00;15,00;0,00;0,00;0,00;23d;68,00 diff --git a/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v15_cm3_rm2_tfcurto4.csv b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v15_cm3_rm2_tfcurto4.csv new file mode 100644 index 0000000..eeeefd6 --- /dev/null +++ b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v15_cm3_rm2_tfcurto4.csv @@ -0,0 +1,23 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 22/08/2025 +Data Final: 04/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;04/11/2025 09:04:00;04/11/2025 10:12:00;1h8min;1;1;V;158.540,00;158.190,00;187.545,00;No;-70,00;-350,00;1;-70,00;-350,00;0,00;0,00;0,00; - ;-70,00 +WINJ26;14/11/2025 09:04:00;14/11/2025 09:16:00;12min;1;1;V;164.840,00;164.640,00;187.545,00;Sim;-40,00;-200,00;2;-40,00;-200,00;0,00;0,00;0,00;10d;-110,00 +WINJ26;18/11/2025 09:04:00;18/11/2025 09:28:00;24min;1;1;V;163.750,00;164.500,00;187.545,00;No;150,00;750,00;3;150,00;750,00;0,00;0,00;0,00;4d;40,00 +WINJ26;21/11/2025 09:04:00;21/11/2025 09:20:00;16min;1;1;V;162.270,00;161.840,00;187.545,00;No;-86,00;-430,00;4;-86,00;-430,00;0,00;0,00;0,00;3d;-46,00 +WINJ26;04/12/2025 09:04:00;04/12/2025 09:20:00;16min;1;1;C;169.500,00;169.990,00;187.545,00;No;98,00;490,00;5;98,00;490,00;0,00;0,00;0,00;13d;52,00 +WINJ26;10/12/2025 09:04:00;10/12/2025 09:32:00;28min;1;1;C;166.295,00;165.600,00;187.545,00;Sim;-139,00;-695,00;6;-139,00;-695,00;0,00;0,00;0,00;6d;-87,00 +WINJ26;17/12/2025 09:04:00;17/12/2025 09:12:00;8min;1;1;V;164.810,00;164.115,00;187.545,00;Sim;-139,00;-695,00;7;-139,00;-695,00;0,00;0,00;0,00;7d;-226,00 +WINJ26;26/12/2025 09:04:00;26/12/2025 09:16:00;12min;1;1;V;166.030,00;165.575,00;187.545,00;Sim;-91,00;-455,00;8;-91,00;-455,00;0,00;0,00;0,00;9d;-317,00 +WINJ26;02/01/2026 09:04:00;02/01/2026 09:16:00;12min;1;1;C;167.890,00;167.705,00;187.545,00;No;-37,00;-185,00;9;-37,00;-185,00;0,00;0,00;0,00;7d;-354,00 +WINJ26;21/01/2026 09:04:00;21/01/2026 09:16:00;12min;1;1;C;171.810,00;172.490,00;187.545,00;No;136,00;680,00;10;136,00;680,00;0,00;0,00;0,00;19d;-218,00 +WINJ26;26/01/2026 09:04:00;26/01/2026 09:16:00;12min;1;1;C;186.315,00;185.515,00;187.545,00;No;-160,00;-800,00;11;-160,00;-800,00;0,00;0,00;0,00;5d;-378,00 +WINJ26;06/02/2026 09:04:00;06/02/2026 09:16:00;12min;1;1;C;188.150,00;187.410,00;187.545,00;No;-148,00;-740,00;12;-148,00;-740,00;0,00;0,00;0,00;11d;-526,00 +WINJ26;11/02/2026 09:04:00;11/02/2026 09:12:00;8min;1;1;C;191.935,00;191.940,00;187.545,00;No;1,00;5,00;13;1,00;5,00;0,00;0,00;0,00;5d;-525,00 +WINJ26;13/02/2026 09:04:00;13/02/2026 09:16:00;12min;1;1;V;189.915,00;190.265,00;187.545,00;Sim;70,00;350,00;14;70,00;350,00;0,00;0,00;0,00;2d;-455,00 +WINJ26;27/02/2026 09:04:00;27/02/2026 09:16:00;12min;1;1;V;193.230,00;192.490,00;187.545,00;Sim;-148,00;-740,00;15;-148,00;-740,00;0,00;0,00;0,00;14d;-603,00 +WINJ26;03/03/2026 09:04:00;03/03/2026 09:12:00;8min;1;1;V;187.765,00;187.785,00;187.545,00;No;4,00;20,00;16;4,00;20,00;0,00;0,00;0,00;4d;-599,00 +WINJ26;04/03/2026 09:04:00;04/03/2026 09:16:00;12min;1;1;C;187.590,00;187.590,00;187.545,00;Sim;0;0;17;0;0;0,00;0,00;0,00;1d;-599,00 diff --git a/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v15_cm3_rm2_tfcurto5.csv b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v15_cm3_rm2_tfcurto5.csv new file mode 100644 index 0000000..f7e9448 --- /dev/null +++ b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v15_cm3_rm2_tfcurto5.csv @@ -0,0 +1,25 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 22/08/2025 +Data Final: 04/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;04/11/2025 10:00:00;04/11/2025 10:15:00;15min;1;1;V;158.540,00;158.430,00;187.600,00;No;-22,00;-110,00;1;-22,00;-110,00;0,00;0,00;0,00; - ;-22,00 +WINJ26;14/11/2025 09:05:00;14/11/2025 09:20:00;15min;1;1;V;164.730,00;164.640,00;187.600,00;Sim;-18,00;-90,00;2;-18,00;-90,00;0,00;0,00;0,00;9d23h;-40,00 +WINJ26;18/11/2025 09:05:00;18/11/2025 09:30:00;25min;1;1;V;163.750,00;164.400,00;187.600,00;No;130,00;650,00;3;130,00;650,00;0,00;0,00;0,00;4d;90,00 +WINJ26;21/11/2025 09:05:00;21/11/2025 09:20:00;15min;1;1;V;162.270,00;161.840,00;187.600,00;No;-86,00;-430,00;4;-86,00;-430,00;0,00;0,00;0,00;3d;4,00 +WINJ26;04/12/2025 09:05:00;04/12/2025 09:20:00;15min;1;1;C;169.500,00;169.990,00;187.600,00;No;98,00;490,00;5;98,00;490,00;0,00;0,00;0,00;13d;102,00 +WINJ26;09/12/2025 09:05:00;09/12/2025 09:30:00;25min;1;1;V;164.850,00;164.700,00;187.600,00;Sim;-30,00;-150,00;6;-30,00;-150,00;0,00;0,00;0,00;5d;72,00 +WINJ26;10/12/2025 09:10:00;10/12/2025 09:30:00;20min;1;1;C;166.300,00;165.600,00;187.600,00;Sim;-140,00;-700,00;7;-140,00;-700,00;0,00;0,00;0,00;1d;-68,00 +WINJ26;16/12/2025 09:05:00;16/12/2025 09:20:00;15min;1;1;V;166.930,00;167.390,00;187.600,00;Sim;92,00;460,00;8;92,00;460,00;0,00;0,00;0,00;5d23h;24,00 +WINJ26;17/12/2025 09:05:00;17/12/2025 09:20:00;15min;1;1;V;164.445,00;164.115,00;187.600,00;No;-66,00;-330,00;9;-66,00;-330,00;0,00;0,00;0,00;1d;-42,00 +WINJ26;26/12/2025 09:05:00;26/12/2025 09:15:00;10min;1;1;V;165.990,00;165.710,00;187.600,00;Sim;-56,00;-280,00;10;-56,00;-280,00;0,00;0,00;0,00;9d;-98,00 +WINJ26;02/01/2026 09:05:00;02/01/2026 09:20:00;15min;1;1;C;167.920,00;167.720,00;187.600,00;No;-40,00;-200,00;11;-40,00;-200,00;0,00;0,00;0,00;7d;-138,00 +WINJ26;07/01/2026 09:05:00;07/01/2026 09:15:00;10min;1;1;V;169.235,00;169.035,00;187.600,00;Sim;-40,00;-200,00;12;-40,00;-200,00;0,00;0,00;0,00;5d;-178,00 +WINJ26;21/01/2026 09:05:00;21/01/2026 09:20:00;15min;1;1;C;171.995,00;172.535,00;187.600,00;No;108,00;540,00;13;108,00;540,00;0,00;0,00;0,00;14d;-70,00 +WINJ26;06/02/2026 09:05:00;06/02/2026 09:20:00;15min;1;1;C;188.150,00;186.890,00;187.600,00;No;-252,00;-1.260,00;14;-252,00;-1.260,00;0,00;0,00;0,00;16d;-322,00 +WINJ26;11/02/2026 09:05:00;11/02/2026 09:15:00;10min;1;1;C;191.970,00;191.860,00;187.600,00;No;-22,00;-110,00;15;-22,00;-110,00;0,00;0,00;0,00;5d;-344,00 +WINJ26;13/02/2026 09:05:00;13/02/2026 09:20:00;15min;1;1;V;189.270,00;190.295,00;187.600,00;Sim;205,00;1.025,00;16;205,00;1.025,00;0,00;0,00;0,00;2d;-139,00 +WINJ26;27/02/2026 09:05:00;27/02/2026 09:20:00;15min;1;1;V;193.560,00;192.480,00;187.600,00;Sim;-216,00;-1.080,00;17;-216,00;-1.080,00;0,00;0,00;0,00;14d;-355,00 +WINJ26;03/03/2026 09:05:00;03/03/2026 09:20:00;15min;1;1;V;188.040,00;187.890,00;187.600,00;No;-30,00;-150,00;18;-30,00;-150,00;0,00;0,00;0,00;4d;-385,00 +WINJ26;04/03/2026 09:05:00;04/03/2026 09:20:00;15min;1;1;C;187.630,00;187.315,00;187.600,00;Sim;-63,00;-315,00;19;-63,00;-315,00;0,00;0,00;0,00;1d;-448,00 diff --git a/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v15_cm3_rm2_tfcurto60.csv b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v15_cm3_rm2_tfcurto60.csv new file mode 100644 index 0000000..9e11610 --- /dev/null +++ b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v15_cm3_rm2_tfcurto60.csv @@ -0,0 +1,28 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 22/08/2025 +Data Final: 04/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;28/08/2025 10:00:00;29/08/2025 09:00:00;23h;1;1;C;151.460,00;152.000,00;187.460,00;No;108,00;540,00;1;108,00;540,00;0,00;0,00;0,00; - ;108,00 +WINJ26;05/09/2025 10:00:00;05/09/2025 11:00:00;1h;1;1;C;153.400,00;153.400,00;187.460,00;No;0;0;2;0;0;0,00;0,00;0,00;8d;108,00 +WINJ26;10/09/2025 10:00:00;11/09/2025 09:00:00;23h;1;1;C;152.360,00;153.490,00;187.460,00;Sim;226,00;1.130,00;3;226,00;1.130,00;0,00;0,00;0,00;5d;334,00 +WINJ26;29/09/2025 10:00:00;29/09/2025 11:00:00;1h;1;1;C;157.260,00;156.600,00;187.460,00;No;-132,00;-660,00;4;-132,00;-660,00;0,00;0,00;0,00;19d;202,00 +WINJ26;17/10/2025 10:00:00;17/10/2025 11:00:00;1h;1;1;V;151.375,00;150.800,00;187.460,00;No;-115,00;-575,00;5;-115,00;-575,00;0,00;0,00;0,00;18d;87,00 +WINJ26;24/10/2025 10:00:00;24/10/2025 11:00:00;1h;1;1;C;155.710,00;154.990,00;187.460,00;Sim;-144,00;-720,00;6;-144,00;-720,00;0,00;0,00;0,00;7d;-57,00 +WINJ26;03/11/2025 11:00:00;03/11/2025 12:00:00;1h;1;1;C;158.615,00;158.990,00;187.460,00;No;75,00;375,00;7;75,00;375,00;0,00;0,00;0,00;10d1h;18,00 +WINJ26;18/11/2025 10:00:00;18/11/2025 11:00:00;1h;1;1;V;164.500,00;163.970,00;187.460,00;Sim;-106,00;-530,00;8;-106,00;-530,00;0,00;0,00;0,00;14d23h;-88,00 +WINJ26;26/11/2025 10:00:00;26/11/2025 11:00:00;1h;1;1;C;164.260,00;165.290,00;187.460,00;No;206,00;1.030,00;9;206,00;1.030,00;0,00;0,00;0,00;8d;118,00 +WINJ26;04/12/2025 10:00:00;04/12/2025 11:00:00;1h;1;1;C;170.095,00;171.240,00;187.460,00;No;229,00;1.145,00;10;229,00;1.145,00;0,00;0,00;0,00;8d;347,00 +WINJ26;09/12/2025 10:00:00;09/12/2025 11:00:00;1h;1;1;V;163.160,00;164.040,00;187.460,00;Sim;176,00;880,00;11;176,00;880,00;0,00;0,00;0,00;5d;523,00 +WINJ26;11/12/2025 10:00:00;11/12/2025 11:00:00;1h;1;1;V;165.510,00;165.605,00;187.460,00;Sim;19,00;95,00;12;19,00;95,00;0,00;0,00;0,00;2d;542,00 +WINJ26;15/12/2025 10:00:00;15/12/2025 11:00:00;1h;1;1;C;168.510,00;169.320,00;187.460,00;Sim;162,00;810,00;13;162,00;810,00;0,00;0,00;0,00;4d;704,00 +WINJ26;16/12/2025 10:00:00;16/12/2025 11:00:00;1h;1;1;V;167.010,00;167.260,00;187.460,00;Sim;50,00;250,00;14;50,00;250,00;0,00;0,00;0,00;1d;754,00 +WINJ26;30/12/2025 10:00:00;30/12/2025 11:00:00;1h;1;1;C;167.600,00;167.190,00;187.460,00;Sim;-82,00;-410,00;15;-82,00;-410,00;0,00;0,00;0,00;14d;672,00 +WINJ26;02/01/2026 10:00:00;02/01/2026 11:00:00;1h;1;1;C;168.105,00;166.695,00;187.460,00;No;-282,00;-1.410,00;16;-282,00;-1.410,00;0,00;0,00;0,00;3d;390,00 +WINJ26;14/01/2026 10:00:00;14/01/2026 11:00:00;1h;1;1;C;168.210,00;168.210,00;187.460,00;No;0;0;17;0;0;0,00;0,00;0,00;12d;390,00 +WINJ26;21/01/2026 10:00:00;21/01/2026 11:00:00;1h;1;1;C;173.075,00;173.810,00;187.460,00;No;147,00;735,00;18;147,00;735,00;0,00;0,00;0,00;7d;537,00 +WINJ26;03/02/2026 10:00:00;03/02/2026 11:00:00;1h;1;1;C;189.570,00;190.820,00;187.460,00;No;250,00;1.250,00;19;250,00;1.250,00;0,00;0,00;0,00;13d;787,00 +WINJ26;11/02/2026 10:00:00;11/02/2026 11:00:00;1h;1;1;C;192.245,00;192.550,00;187.460,00;No;61,00;305,00;20;61,00;305,00;0,00;0,00;0,00;8d;848,00 +WINJ26;13/02/2026 10:00:00;13/02/2026 11:00:00;1h;1;1;V;188.955,00;189.210,00;187.460,00;Sim;51,00;255,00;21;51,00;255,00;0,00;0,00;0,00;2d;899,00 +WINJ26;03/03/2026 10:00:00;03/03/2026 11:00:00;1h;1;1;V;185.620,00;187.255,00;187.460,00;No;327,00;1.635,00;22;327,00;1.635,00;0,00;0,00;0,00;18d;1.226,00 diff --git a/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v16_cm1_rm3_tfcurto1.csv b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v16_cm1_rm3_tfcurto1.csv new file mode 100644 index 0000000..4bb7356 --- /dev/null +++ b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v16_cm1_rm3_tfcurto1.csv @@ -0,0 +1,14 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 02/02/2026 +Data Final: 04/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;03/02/2026 09:01:00;03/02/2026 09:05:00;4min;1;1;C;188.460,00;188.565,00;187.445,00;No;21,00;105,00;1;21,00;105,00;0,00;0,00;0,00; - ;21,00 +WINJ26;04/02/2026 09:01:00;04/02/2026 09:03:00;2min;1;1;C;191.040,00;190.390,00;187.445,00;No;-130,00;-650,00;2;-130,00;-650,00;0,00;0,00;0,00;1d;-109,00 +WINJ26;06/02/2026 09:01:00;06/02/2026 09:03:00;2min;1;1;C;187.790,00;187.900,00;187.445,00;Sim;22,00;110,00;3;22,00;110,00;0,00;0,00;0,00;2d;-87,00 +WINJ26;11/02/2026 09:01:00;11/02/2026 09:05:00;4min;1;1;C;191.000,00;191.950,00;187.445,00;No;190,00;950,00;4;190,00;950,00;0,00;0,00;0,00;5d;103,00 +WINJ26;12/02/2026 09:01:00;12/02/2026 09:03:00;2min;1;1;C;194.970,00;193.740,00;187.445,00;No;-246,00;-1.230,00;5;-246,00;-1.230,00;0,00;0,00;0,00;1d;-143,00 +WINJ26;13/02/2026 09:01:00;13/02/2026 09:05:00;4min;1;1;V;190.315,00;191.075,00;187.445,00;No;152,00;760,00;6;152,00;760,00;0,00;0,00;0,00;1d;9,00 +WINJ26;25/02/2026 09:01:00;25/02/2026 09:03:00;2min;1;1;C;197.070,00;196.180,00;187.445,00;No;-178,00;-890,00;7;-178,00;-890,00;0,00;0,00;0,00;12d;-169,00 +WINJ26;27/02/2026 09:01:00;27/02/2026 09:05:00;4min;1;1;V;192.500,00;193.920,00;187.445,00;Sim;284,00;1.420,00;8;284,00;1.420,00;0,00;0,00;0,00;2d;115,00 diff --git a/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v16_cm1_rm3_tfcurto15.csv b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v16_cm1_rm3_tfcurto15.csv new file mode 100644 index 0000000..e31949c --- /dev/null +++ b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v16_cm1_rm3_tfcurto15.csv @@ -0,0 +1,29 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 22/08/2025 +Data Final: 04/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;23/10/2025 09:15:00;23/10/2025 09:30:00;15min;1;1;C;154.500,00;154.700,00;187.365,00;No;40,00;200,00;1;40,00;200,00;0,00;0,00;0,00; - ;40,00 +WINJ26;04/11/2025 10:00:00;04/11/2025 10:15:00;15min;1;1;V;158.550,00;158.430,00;187.365,00;No;-24,00;-120,00;2;-24,00;-120,00;0,00;0,00;0,00;12d;16,00 +WINJ26;14/11/2025 09:15:00;14/11/2025 09:30:00;15min;1;1;V;164.915,00;164.770,00;187.365,00;Sim;-29,00;-145,00;3;-29,00;-145,00;0,00;0,00;0,00;9d23h;-13,00 +WINJ26;18/11/2025 09:15:00;18/11/2025 09:30:00;15min;1;1;V;163.750,00;164.000,00;187.365,00;No;50,00;250,00;4;50,00;250,00;0,00;0,00;0,00;4d;37,00 +WINJ26;26/11/2025 09:15:00;26/11/2025 09:30:00;15min;1;1;C;164.085,00;164.100,00;187.365,00;No;3,00;15,00;5;3,00;15,00;0,00;0,00;0,00;8d;40,00 +WINJ26;04/12/2025 09:15:00;04/12/2025 09:30:00;15min;1;1;C;169.815,00;170.000,00;187.365,00;No;37,00;185,00;6;37,00;185,00;0,00;0,00;0,00;8d;77,00 +WINJ26;09/12/2025 09:15:00;09/12/2025 09:30:00;15min;1;1;V;164.850,00;164.655,00;187.365,00;Sim;-39,00;-195,00;7;-39,00;-195,00;0,00;0,00;0,00;5d;38,00 +WINJ26;10/12/2025 09:15:00;10/12/2025 09:30:00;15min;1;1;C;166.330,00;165.600,00;187.365,00;Sim;-146,00;-730,00;8;-146,00;-730,00;0,00;0,00;0,00;1d;-108,00 +WINJ26;11/12/2025 10:00:00;11/12/2025 10:30:00;30min;1;1;V;165.040,00;165.615,00;187.365,00;Sim;115,00;575,00;9;115,00;575,00;0,00;0,00;0,00;1d;7,00 +WINJ26;15/12/2025 09:15:00;15/12/2025 09:30:00;15min;1;1;C;168.740,00;169.000,00;187.365,00;No;52,00;260,00;10;52,00;260,00;0,00;0,00;0,00;3d23h;59,00 +WINJ26;16/12/2025 09:15:00;16/12/2025 09:30:00;15min;1;1;V;166.850,00;166.950,00;187.365,00;Sim;20,00;100,00;11;20,00;100,00;0,00;0,00;0,00;1d;79,00 +WINJ26;23/12/2025 09:15:00;23/12/2025 09:30:00;15min;1;1;C;164.810,00;164.890,00;187.365,00;Sim;16,00;80,00;12;16,00;80,00;0,00;0,00;0,00;7d;95,00 +WINJ26;30/12/2025 09:15:00;30/12/2025 09:30:00;15min;1;1;C;167.410,00;167.510,00;187.365,00;No;20,00;100,00;13;20,00;100,00;0,00;0,00;0,00;7d;115,00 +WINJ26;02/01/2026 09:15:00;02/01/2026 09:30:00;15min;1;1;C;167.725,00;167.600,00;187.365,00;No;-25,00;-125,00;14;-25,00;-125,00;0,00;0,00;0,00;3d;90,00 +WINJ26;14/01/2026 09:15:00;14/01/2026 09:30:00;15min;1;1;C;167.745,00;167.915,00;187.365,00;No;34,00;170,00;15;34,00;170,00;0,00;0,00;0,00;12d;124,00 +WINJ26;20/01/2026 09:15:00;20/01/2026 09:30:00;15min;1;1;V;168.270,00;168.475,00;187.365,00;Sim;41,00;205,00;16;41,00;205,00;0,00;0,00;0,00;6d;165,00 +WINJ26;21/01/2026 09:15:00;21/01/2026 09:30:00;15min;1;1;C;172.590,00;172.625,00;187.365,00;No;7,00;35,00;17;7,00;35,00;0,00;0,00;0,00;1d;172,00 +WINJ26;03/02/2026 09:15:00;03/02/2026 09:30:00;15min;1;1;C;188.980,00;189.050,00;187.365,00;No;14,00;70,00;18;14,00;70,00;0,00;0,00;0,00;13d;186,00 +WINJ26;11/02/2026 09:15:00;11/02/2026 09:30:00;15min;1;1;C;191.880,00;191.530,00;187.365,00;No;-70,00;-350,00;19;-70,00;-350,00;0,00;0,00;0,00;8d;116,00 +WINJ26;13/02/2026 09:15:00;13/02/2026 09:30:00;15min;1;1;V;189.265,00;189.775,00;187.365,00;Sim;102,00;510,00;20;102,00;510,00;0,00;0,00;0,00;2d;218,00 +WINJ26;24/02/2026 09:15:00;24/02/2026 09:30:00;15min;1;1;C;194.175,00;193.230,00;187.365,00;No;-189,00;-945,00;21;-189,00;-945,00;0,00;0,00;0,00;11d;29,00 +WINJ26;27/02/2026 09:15:00;27/02/2026 09:30:00;15min;1;1;V;193.440,00;193.025,00;187.365,00;Sim;-83,00;-415,00;22;-83,00;-415,00;0,00;0,00;0,00;3d;-54,00 +WINJ26;04/03/2026 09:15:00;04/03/2026 09:30:00;15min;1;1;C;187.670,00;187.330,00;187.365,00;Sim;-68,00;-340,00;23;-68,00;-340,00;0,00;0,00;0,00;5d;-122,00 diff --git a/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v16_cm1_rm3_tfcurto2.csv b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v16_cm1_rm3_tfcurto2.csv new file mode 100644 index 0000000..1b641f7 --- /dev/null +++ b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v16_cm1_rm3_tfcurto2.csv @@ -0,0 +1,13 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 02/02/2026 +Data Final: 04/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;03/02/2026 09:02:00;03/02/2026 09:06:00;4min;1;1;C;188.830,00;188.550,00;187.490,00;No;-56,00;-280,00;1;-56,00;-280,00;0,00;0,00;0,00; - ;-56,00 +WINJ26;06/02/2026 09:02:00;06/02/2026 09:06:00;4min;1;1;C;187.875,00;187.840,00;187.490,00;Sim;-7,00;-35,00;2;-7,00;-35,00;0,00;0,00;0,00;3d;-63,00 +WINJ26;11/02/2026 09:02:00;11/02/2026 09:10:00;8min;1;1;C;191.415,00;191.895,00;187.490,00;No;96,00;480,00;3;96,00;480,00;0,00;0,00;0,00;5d;33,00 +WINJ26;13/02/2026 09:02:00;13/02/2026 09:10:00;8min;1;1;V;190.105,00;190.305,00;187.490,00;No;40,00;200,00;4;40,00;200,00;0,00;0,00;0,00;2d;73,00 +WINJ26;27/02/2026 09:02:00;27/02/2026 09:10:00;8min;1;1;V;192.585,00;193.255,00;187.490,00;Sim;134,00;670,00;5;134,00;670,00;0,00;0,00;0,00;14d;207,00 +WINJ26;03/03/2026 09:04:00;03/03/2026 09:12:00;8min;1;1;V;187.765,00;187.785,00;187.490,00;No;4,00;20,00;6;4,00;20,00;0,00;0,00;0,00;4d;211,00 +WINJ26;04/03/2026 09:02:00;04/03/2026 09:10:00;8min;1;1;C;187.160,00;187.410,00;187.490,00;Sim;50,00;250,00;7;50,00;250,00;0,00;0,00;0,00;23h58min;261,00 diff --git a/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v16_cm1_rm3_tfcurto3.csv b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v16_cm1_rm3_tfcurto3.csv new file mode 100644 index 0000000..7954d4a --- /dev/null +++ b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v16_cm1_rm3_tfcurto3.csv @@ -0,0 +1,26 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 24/10/2025 +Data Final: 04/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;04/11/2025 09:03:00;04/11/2025 10:15:00;1h12min;1;1;V;158.540,00;158.190,00;187.425,00;No;-70,00;-350,00;1;-70,00;-350,00;0,00;0,00;0,00; - ;-70,00 +WINJ26;05/11/2025 09:09:00;05/11/2025 10:24:00;1h15min;1;1;C;158.950,00;158.820,00;187.425,00;No;-26,00;-130,00;2;-26,00;-130,00;0,00;0,00;0,00;1d;-96,00 +WINJ26;14/11/2025 09:03:00;14/11/2025 09:15:00;12min;1;1;V;164.790,00;164.740,00;187.425,00;Sim;-10,00;-50,00;3;-10,00;-50,00;0,00;0,00;0,00;8d23h;-106,00 +WINJ26;18/11/2025 09:03:00;18/11/2025 09:30:00;27min;1;1;V;163.750,00;164.510,00;187.425,00;No;152,00;760,00;4;152,00;760,00;0,00;0,00;0,00;4d;46,00 +WINJ26;21/11/2025 09:06:00;21/11/2025 09:15:00;9min;1;1;V;162.260,00;161.840,00;187.425,00;No;-84,00;-420,00;5;-84,00;-420,00;0,00;0,00;0,00;3d;-38,00 +WINJ26;04/12/2025 09:06:00;04/12/2025 09:18:00;12min;1;1;C;169.500,00;170.000,00;187.425,00;No;100,00;500,00;6;100,00;500,00;0,00;0,00;0,00;13d;62,00 +WINJ26;16/12/2025 09:03:00;16/12/2025 09:15:00;12min;1;1;V;166.960,00;168.490,00;187.425,00;Sim;306,00;1.530,00;7;306,00;1.530,00;0,00;0,00;0,00;11d23h;368,00 +WINJ26;17/12/2025 09:06:00;17/12/2025 09:12:00;6min;1;1;V;164.800,00;164.115,00;187.425,00;No;-137,00;-685,00;8;-137,00;-685,00;0,00;0,00;0,00;1d;231,00 +WINJ26;26/12/2025 09:03:00;26/12/2025 09:09:00;6min;1;1;V;165.895,00;165.690,00;187.425,00;Sim;-41,00;-205,00;9;-41,00;-205,00;0,00;0,00;0,00;8d23h;190,00 +WINJ26;30/12/2025 09:03:00;30/12/2025 09:15:00;12min;1;1;C;166.845,00;167.390,00;187.425,00;Sim;109,00;545,00;10;109,00;545,00;0,00;0,00;0,00;4d;299,00 +WINJ26;02/01/2026 09:03:00;02/01/2026 09:09:00;6min;1;1;C;167.955,00;167.685,00;187.425,00;No;-54,00;-270,00;11;-54,00;-270,00;0,00;0,00;0,00;3d;245,00 +WINJ26;21/01/2026 09:03:00;21/01/2026 09:15:00;12min;1;1;C;171.825,00;172.570,00;187.425,00;No;149,00;745,00;12;149,00;745,00;0,00;0,00;0,00;19d;394,00 +WINJ26;26/01/2026 09:03:00;26/01/2026 09:15:00;12min;1;1;C;185.625,00;185.765,00;187.425,00;No;28,00;140,00;13;28,00;140,00;0,00;0,00;0,00;5d;422,00 +WINJ26;27/01/2026 09:03:00;27/01/2026 09:09:00;6min;1;1;C;185.395,00;185.305,00;187.425,00;Sim;-18,00;-90,00;14;-18,00;-90,00;0,00;0,00;0,00;1d;404,00 +WINJ26;29/01/2026 09:03:00;29/01/2026 09:09:00;6min;1;1;C;192.105,00;191.990,00;187.425,00;No;-23,00;-115,00;15;-23,00;-115,00;0,00;0,00;0,00;2d;381,00 +WINJ26;11/02/2026 09:03:00;11/02/2026 09:15:00;12min;1;1;C;191.680,00;191.860,00;187.425,00;Sim;36,00;180,00;16;36,00;180,00;0,00;0,00;0,00;13d;417,00 +WINJ26;13/02/2026 09:03:00;13/02/2026 09:09:00;6min;1;1;V;190.095,00;190.320,00;187.425,00;Sim;45,00;225,00;17;45,00;225,00;0,00;0,00;0,00;2d;462,00 +WINJ26;24/02/2026 09:03:00;24/02/2026 09:15:00;12min;1;1;C;193.145,00;194.155,00;187.425,00;No;202,00;1.010,00;18;202,00;1.010,00;0,00;0,00;0,00;11d;664,00 +WINJ26;27/02/2026 09:03:00;27/02/2026 09:15:00;12min;1;1;V;193.045,00;193.215,00;187.425,00;Sim;34,00;170,00;19;34,00;170,00;0,00;0,00;0,00;3d;698,00 +WINJ26;04/03/2026 09:03:00;04/03/2026 09:09:00;6min;1;1;C;187.565,00;187.335,00;187.425,00;Sim;-46,00;-230,00;20;-46,00;-230,00;0,00;0,00;0,00;5d;652,00 diff --git a/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v16_cm1_rm3_tfcurto30.csv b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v16_cm1_rm3_tfcurto30.csv new file mode 100644 index 0000000..2bbb82f --- /dev/null +++ b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v16_cm1_rm3_tfcurto30.csv @@ -0,0 +1,24 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 22/08/2025 +Data Final: 04/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;28/08/2025 10:00:00;28/08/2025 10:30:00;30min;1;1;C;151.460,00;151.750,00;187.370,00;No;58,00;290,00;1;58,00;290,00;0,00;0,00;0,00; - ;58,00 +WINJ26;29/09/2025 09:30:00;29/09/2025 10:00:00;30min;1;1;C;156.710,00;157.250,00;187.370,00;No;108,00;540,00;2;108,00;540,00;0,00;0,00;0,00;1m23h;166,00 +WINJ26;03/11/2025 09:30:00;03/11/2025 11:00:00;1h30min;1;1;C;158.710,00;158.605,00;187.370,00;No;-21,00;-105,00;3;-21,00;-105,00;0,00;0,00;0,00;1m4d;145,00 +WINJ26;18/11/2025 09:30:00;18/11/2025 10:00:00;30min;1;1;V;163.980,00;163.740,00;187.370,00;No;-48,00;-240,00;4;-48,00;-240,00;0,00;0,00;0,00;15d;97,00 +WINJ26;26/11/2025 09:30:00;26/11/2025 10:00:00;30min;1;1;C;164.110,00;164.240,00;187.370,00;No;26,00;130,00;5;26,00;130,00;0,00;0,00;0,00;8d;123,00 +WINJ26;09/12/2025 09:30:00;09/12/2025 10:00:00;30min;1;1;V;164.050,00;164.840,00;187.370,00;Sim;158,00;790,00;6;158,00;790,00;0,00;0,00;0,00;13d;281,00 +WINJ26;10/12/2025 09:30:00;10/12/2025 10:00:00;30min;1;1;C;165.610,00;165.020,00;187.370,00;No;-118,00;-590,00;7;-118,00;-590,00;0,00;0,00;0,00;1d;163,00 +WINJ26;11/12/2025 10:00:00;11/12/2025 10:30:00;30min;1;1;V;165.040,00;165.615,00;187.370,00;Sim;115,00;575,00;8;115,00;575,00;0,00;0,00;0,00;1d;278,00 +WINJ26;15/12/2025 09:30:00;15/12/2025 10:00:00;30min;1;1;C;169.010,00;168.490,00;187.370,00;No;-104,00;-520,00;9;-104,00;-520,00;0,00;0,00;0,00;3d23h;174,00 +WINJ26;16/12/2025 09:30:00;16/12/2025 10:00:00;30min;1;1;V;167.280,00;166.830,00;187.370,00;Sim;-90,00;-450,00;10;-90,00;-450,00;0,00;0,00;0,00;1d;84,00 +WINJ26;23/12/2025 09:30:00;23/12/2025 10:00:00;30min;1;1;C;164.910,00;165.015,00;187.370,00;Sim;21,00;105,00;11;21,00;105,00;0,00;0,00;0,00;7d;105,00 +WINJ26;30/12/2025 09:30:00;30/12/2025 10:00:00;30min;1;1;C;167.530,00;167.580,00;187.370,00;No;10,00;50,00;12;10,00;50,00;0,00;0,00;0,00;7d;115,00 +WINJ26;02/01/2026 09:30:00;02/01/2026 10:00:00;30min;1;1;C;167.620,00;168.085,00;187.370,00;No;93,00;465,00;13;93,00;465,00;0,00;0,00;0,00;3d;208,00 +WINJ26;14/01/2026 09:30:00;14/01/2026 10:00:00;30min;1;1;C;167.930,00;168.190,00;187.370,00;No;52,00;260,00;14;52,00;260,00;0,00;0,00;0,00;12d;260,00 +WINJ26;20/01/2026 09:30:00;20/01/2026 10:00:00;30min;1;1;V;169.020,00;168.250,00;187.370,00;Sim;-154,00;-770,00;15;-154,00;-770,00;0,00;0,00;0,00;6d;106,00 +WINJ26;21/01/2026 09:30:00;21/01/2026 10:00:00;30min;1;1;C;172.645,00;173.060,00;187.370,00;No;83,00;415,00;16;83,00;415,00;0,00;0,00;0,00;1d;189,00 +WINJ26;13/02/2026 09:30:00;13/02/2026 10:00:00;30min;1;1;V;189.230,00;189.245,00;187.370,00;Sim;3,00;15,00;17;3,00;15,00;0,00;0,00;0,00;23d;192,00 +WINJ26;27/02/2026 09:30:00;27/02/2026 10:00:00;30min;1;1;V;193.625,00;193.420,00;187.370,00;Sim;-41,00;-205,00;18;-41,00;-205,00;0,00;0,00;0,00;14d;151,00 diff --git a/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v16_cm1_rm3_tfcurto4.csv b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v16_cm1_rm3_tfcurto4.csv new file mode 100644 index 0000000..892618b --- /dev/null +++ b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v16_cm1_rm3_tfcurto4.csv @@ -0,0 +1,24 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 22/08/2025 +Data Final: 04/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;04/11/2025 09:04:00;04/11/2025 10:12:00;1h8min;1;1;V;158.540,00;158.190,00;187.395,00;No;-70,00;-350,00;1;-70,00;-350,00;0,00;0,00;0,00; - ;-70,00 +WINJ26;14/11/2025 09:04:00;14/11/2025 09:16:00;12min;1;1;V;164.840,00;164.640,00;187.395,00;Sim;-40,00;-200,00;2;-40,00;-200,00;0,00;0,00;0,00;10d;-110,00 +WINJ26;18/11/2025 09:04:00;18/11/2025 09:28:00;24min;1;1;V;163.750,00;164.500,00;187.395,00;No;150,00;750,00;3;150,00;750,00;0,00;0,00;0,00;4d;40,00 +WINJ26;21/11/2025 09:04:00;21/11/2025 09:16:00;12min;1;1;V;162.270,00;161.840,00;187.395,00;No;-86,00;-430,00;4;-86,00;-430,00;0,00;0,00;0,00;3d;-46,00 +WINJ26;04/12/2025 09:04:00;04/12/2025 09:20:00;16min;1;1;C;169.500,00;169.990,00;187.395,00;No;98,00;490,00;5;98,00;490,00;0,00;0,00;0,00;13d;52,00 +WINJ26;10/12/2025 09:04:00;10/12/2025 09:32:00;28min;1;1;C;166.295,00;165.600,00;187.395,00;Sim;-139,00;-695,00;6;-139,00;-695,00;0,00;0,00;0,00;6d;-87,00 +WINJ26;17/12/2025 09:04:00;17/12/2025 09:12:00;8min;1;1;V;164.810,00;164.115,00;187.395,00;Sim;-139,00;-695,00;7;-139,00;-695,00;0,00;0,00;0,00;7d;-226,00 +WINJ26;26/12/2025 09:04:00;26/12/2025 09:12:00;8min;1;1;V;165.835,00;165.575,00;187.395,00;Sim;-52,00;-260,00;8;-52,00;-260,00;0,00;0,00;0,00;9d;-278,00 +WINJ26;02/01/2026 09:04:00;02/01/2026 09:12:00;8min;1;1;C;167.890,00;167.505,00;187.395,00;No;-77,00;-385,00;9;-77,00;-385,00;0,00;0,00;0,00;7d;-355,00 +WINJ26;21/01/2026 09:04:00;21/01/2026 09:16:00;12min;1;1;C;171.810,00;172.490,00;187.395,00;No;136,00;680,00;10;136,00;680,00;0,00;0,00;0,00;19d;-219,00 +WINJ26;22/01/2026 09:04:00;22/01/2026 09:12:00;8min;1;1;C;177.350,00;177.445,00;187.395,00;No;19,00;95,00;11;19,00;95,00;0,00;0,00;0,00;1d;-200,00 +WINJ26;26/01/2026 09:04:00;26/01/2026 09:12:00;8min;1;1;C;186.315,00;185.845,00;187.395,00;No;-94,00;-470,00;12;-94,00;-470,00;0,00;0,00;0,00;4d;-294,00 +WINJ26;06/02/2026 09:04:00;06/02/2026 09:12:00;8min;1;1;C;188.150,00;187.630,00;187.395,00;No;-104,00;-520,00;13;-104,00;-520,00;0,00;0,00;0,00;11d;-398,00 +WINJ26;11/02/2026 09:04:00;11/02/2026 09:16:00;12min;1;1;C;191.935,00;191.800,00;187.395,00;No;-27,00;-135,00;14;-27,00;-135,00;0,00;0,00;0,00;5d;-425,00 +WINJ26;13/02/2026 09:04:00;13/02/2026 09:16:00;12min;1;1;V;189.915,00;190.265,00;187.395,00;Sim;70,00;350,00;15;70,00;350,00;0,00;0,00;0,00;2d;-355,00 +WINJ26;27/02/2026 09:04:00;27/02/2026 09:12:00;8min;1;1;V;192.665,00;192.490,00;187.395,00;Sim;-35,00;-175,00;16;-35,00;-175,00;0,00;0,00;0,00;14d;-390,00 +WINJ26;03/03/2026 09:04:00;03/03/2026 09:12:00;8min;1;1;V;187.765,00;187.785,00;187.395,00;No;4,00;20,00;17;4,00;20,00;0,00;0,00;0,00;4d;-386,00 +WINJ26;04/03/2026 09:04:00;04/03/2026 09:12:00;8min;1;1;C;187.590,00;187.445,00;187.395,00;Sim;-29,00;-145,00;18;-29,00;-145,00;0,00;0,00;0,00;1d;-415,00 diff --git a/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v16_cm1_rm3_tfcurto5.csv b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v16_cm1_rm3_tfcurto5.csv new file mode 100644 index 0000000..b8a422a --- /dev/null +++ b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v16_cm1_rm3_tfcurto5.csv @@ -0,0 +1,26 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 22/08/2025 +Data Final: 04/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;04/11/2025 10:00:00;04/11/2025 10:15:00;15min;1;1;V;158.540,00;158.430,00;187.475,00;No;-22,00;-110,00;1;-22,00;-110,00;0,00;0,00;0,00; - ;-22,00 +WINJ26;14/11/2025 09:05:00;14/11/2025 09:15:00;10min;1;1;V;164.790,00;164.640,00;187.475,00;Sim;-30,00;-150,00;2;-30,00;-150,00;0,00;0,00;0,00;9d23h;-52,00 +WINJ26;18/11/2025 09:05:00;18/11/2025 09:30:00;25min;1;1;V;163.750,00;164.400,00;187.475,00;No;130,00;650,00;3;130,00;650,00;0,00;0,00;0,00;4d;78,00 +WINJ26;21/11/2025 09:05:00;21/11/2025 09:15:00;10min;1;1;V;162.270,00;161.840,00;187.475,00;No;-86,00;-430,00;4;-86,00;-430,00;0,00;0,00;0,00;3d;-8,00 +WINJ26;04/12/2025 09:05:00;04/12/2025 09:20:00;15min;1;1;C;169.500,00;169.990,00;187.475,00;No;98,00;490,00;5;98,00;490,00;0,00;0,00;0,00;13d;90,00 +WINJ26;09/12/2025 09:05:00;09/12/2025 09:30:00;25min;1;1;V;164.850,00;164.700,00;187.475,00;Sim;-30,00;-150,00;6;-30,00;-150,00;0,00;0,00;0,00;5d;60,00 +WINJ26;10/12/2025 09:10:00;10/12/2025 09:30:00;20min;1;1;C;166.300,00;165.600,00;187.475,00;Sim;-140,00;-700,00;7;-140,00;-700,00;0,00;0,00;0,00;1d;-80,00 +WINJ26;16/12/2025 09:05:00;16/12/2025 09:20:00;15min;1;1;V;166.930,00;167.390,00;187.475,00;Sim;92,00;460,00;8;92,00;460,00;0,00;0,00;0,00;5d23h;12,00 +WINJ26;17/12/2025 09:05:00;17/12/2025 09:15:00;10min;1;1;V;164.820,00;164.115,00;187.475,00;No;-141,00;-705,00;9;-141,00;-705,00;0,00;0,00;0,00;1d;-129,00 +WINJ26;26/12/2025 09:05:00;26/12/2025 09:15:00;10min;1;1;V;165.990,00;165.710,00;187.475,00;Sim;-56,00;-280,00;10;-56,00;-280,00;0,00;0,00;0,00;9d;-185,00 +WINJ26;30/12/2025 09:05:00;30/12/2025 09:20:00;15min;1;1;C;167.080,00;167.450,00;187.475,00;No;74,00;370,00;11;74,00;370,00;0,00;0,00;0,00;4d;-111,00 +WINJ26;02/01/2026 09:05:00;02/01/2026 09:15:00;10min;1;1;C;167.920,00;167.705,00;187.475,00;No;-43,00;-215,00;12;-43,00;-215,00;0,00;0,00;0,00;3d;-154,00 +WINJ26;07/01/2026 09:05:00;07/01/2026 09:15:00;10min;1;1;V;169.235,00;169.035,00;187.475,00;Sim;-40,00;-200,00;13;-40,00;-200,00;0,00;0,00;0,00;5d;-194,00 +WINJ26;21/01/2026 09:05:00;21/01/2026 09:20:00;15min;1;1;C;171.995,00;172.535,00;187.475,00;No;108,00;540,00;14;108,00;540,00;0,00;0,00;0,00;14d;-86,00 +WINJ26;06/02/2026 09:05:00;06/02/2026 09:15:00;10min;1;1;C;188.150,00;187.450,00;187.475,00;No;-140,00;-700,00;15;-140,00;-700,00;0,00;0,00;0,00;16d;-226,00 +WINJ26;11/02/2026 09:05:00;11/02/2026 09:15:00;10min;1;1;C;191.970,00;191.860,00;187.475,00;No;-22,00;-110,00;16;-22,00;-110,00;0,00;0,00;0,00;5d;-248,00 +WINJ26;13/02/2026 09:05:00;13/02/2026 09:20:00;15min;1;1;V;189.270,00;190.295,00;187.475,00;Sim;205,00;1.025,00;17;205,00;1.025,00;0,00;0,00;0,00;2d;-43,00 +WINJ26;27/02/2026 09:05:00;27/02/2026 09:15:00;10min;1;1;V;193.045,00;192.480,00;187.475,00;Sim;-113,00;-565,00;18;-113,00;-565,00;0,00;0,00;0,00;14d;-156,00 +WINJ26;03/03/2026 09:05:00;03/03/2026 09:15:00;10min;1;1;V;188.135,00;187.890,00;187.475,00;No;-49,00;-245,00;19;-49,00;-245,00;0,00;0,00;0,00;4d;-205,00 +WINJ26;04/03/2026 09:05:00;04/03/2026 09:15:00;10min;1;1;C;187.630,00;187.650,00;187.475,00;Sim;4,00;20,00;20;4,00;20,00;0,00;0,00;0,00;1d;-201,00 diff --git a/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v16_cm1_rm3_tfcurto60.csv b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v16_cm1_rm3_tfcurto60.csv new file mode 100644 index 0000000..8f305c8 --- /dev/null +++ b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v16_cm1_rm3_tfcurto60.csv @@ -0,0 +1,29 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 22/08/2025 +Data Final: 04/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;28/08/2025 10:00:00;29/08/2025 09:00:00;23h;1;1;C;151.460,00;152.000,00;187.225,00;No;108,00;540,00;1;108,00;540,00;0,00;0,00;0,00; - ;108,00 +WINJ26;05/09/2025 10:00:00;05/09/2025 11:00:00;1h;1;1;C;153.400,00;153.400,00;187.225,00;No;0;0;2;0;0;0,00;0,00;0,00;8d;108,00 +WINJ26;10/09/2025 10:00:00;11/09/2025 09:00:00;23h;1;1;C;152.360,00;153.490,00;187.225,00;Sim;226,00;1.130,00;3;226,00;1.130,00;0,00;0,00;0,00;5d;334,00 +WINJ26;29/09/2025 10:00:00;29/09/2025 11:00:00;1h;1;1;C;157.260,00;156.600,00;187.225,00;No;-132,00;-660,00;4;-132,00;-660,00;0,00;0,00;0,00;19d;202,00 +WINJ26;15/10/2025 10:00:00;15/10/2025 11:00:00;1h;1;1;V;151.200,00;150.095,00;187.225,00;No;-221,00;-1.105,00;5;-221,00;-1.105,00;0,00;0,00;0,00;16d;-19,00 +WINJ26;17/10/2025 10:00:00;17/10/2025 11:00:00;1h;1;1;V;151.375,00;150.800,00;187.225,00;Sim;-115,00;-575,00;6;-115,00;-575,00;0,00;0,00;0,00;2d;-134,00 +WINJ26;24/10/2025 10:00:00;24/10/2025 11:00:00;1h;1;1;C;155.710,00;154.990,00;187.225,00;Sim;-144,00;-720,00;7;-144,00;-720,00;0,00;0,00;0,00;7d;-278,00 +WINJ26;03/11/2025 11:00:00;03/11/2025 12:00:00;1h;1;1;C;158.615,00;158.990,00;187.225,00;No;75,00;375,00;8;75,00;375,00;0,00;0,00;0,00;10d1h;-203,00 +WINJ26;18/11/2025 10:00:00;18/11/2025 11:00:00;1h;1;1;V;164.500,00;163.970,00;187.225,00;Sim;-106,00;-530,00;9;-106,00;-530,00;0,00;0,00;0,00;14d23h;-309,00 +WINJ26;26/11/2025 10:00:00;26/11/2025 11:00:00;1h;1;1;C;164.260,00;165.290,00;187.225,00;No;206,00;1.030,00;10;206,00;1.030,00;0,00;0,00;0,00;8d;-103,00 +WINJ26;04/12/2025 10:00:00;04/12/2025 11:00:00;1h;1;1;C;170.095,00;171.240,00;187.225,00;No;229,00;1.145,00;11;229,00;1.145,00;0,00;0,00;0,00;8d;126,00 +WINJ26;09/12/2025 10:00:00;09/12/2025 11:00:00;1h;1;1;V;163.160,00;164.040,00;187.225,00;Sim;176,00;880,00;12;176,00;880,00;0,00;0,00;0,00;5d;302,00 +WINJ26;11/12/2025 10:00:00;11/12/2025 11:00:00;1h;1;1;V;165.510,00;165.605,00;187.225,00;Sim;19,00;95,00;13;19,00;95,00;0,00;0,00;0,00;2d;321,00 +WINJ26;15/12/2025 10:00:00;15/12/2025 11:00:00;1h;1;1;C;168.510,00;169.320,00;187.225,00;Sim;162,00;810,00;14;162,00;810,00;0,00;0,00;0,00;4d;483,00 +WINJ26;16/12/2025 10:00:00;16/12/2025 11:00:00;1h;1;1;V;167.010,00;167.260,00;187.225,00;Sim;50,00;250,00;15;50,00;250,00;0,00;0,00;0,00;1d;533,00 +WINJ26;30/12/2025 10:00:00;30/12/2025 11:00:00;1h;1;1;C;167.600,00;167.190,00;187.225,00;Sim;-82,00;-410,00;16;-82,00;-410,00;0,00;0,00;0,00;14d;451,00 +WINJ26;02/01/2026 10:00:00;02/01/2026 11:00:00;1h;1;1;C;168.105,00;166.695,00;187.225,00;No;-282,00;-1.410,00;17;-282,00;-1.410,00;0,00;0,00;0,00;3d;169,00 +WINJ26;14/01/2026 10:00:00;14/01/2026 11:00:00;1h;1;1;C;168.210,00;168.210,00;187.225,00;No;0;0;18;0;0;0,00;0,00;0,00;12d;169,00 +WINJ26;21/01/2026 10:00:00;21/01/2026 11:00:00;1h;1;1;C;173.075,00;173.810,00;187.225,00;No;147,00;735,00;19;147,00;735,00;0,00;0,00;0,00;7d;316,00 +WINJ26;03/02/2026 10:00:00;03/02/2026 11:00:00;1h;1;1;C;189.570,00;190.820,00;187.225,00;No;250,00;1.250,00;20;250,00;1.250,00;0,00;0,00;0,00;13d;566,00 +WINJ26;11/02/2026 10:00:00;11/02/2026 11:00:00;1h;1;1;C;192.245,00;192.550,00;187.225,00;No;61,00;305,00;21;61,00;305,00;0,00;0,00;0,00;8d;627,00 +WINJ26;13/02/2026 10:00:00;13/02/2026 11:00:00;1h;1;1;V;188.955,00;189.210,00;187.225,00;Sim;51,00;255,00;22;51,00;255,00;0,00;0,00;0,00;2d;678,00 +WINJ26;03/03/2026 10:00:00;03/03/2026 11:00:00;1h;1;1;V;185.620,00;187.255,00;187.225,00;No;327,00;1.635,00;23;327,00;1.635,00;0,00;0,00;0,00;18d;1.005,00 diff --git a/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v18_cm3_rm3_tfcurto1.csv b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v18_cm3_rm3_tfcurto1.csv new file mode 100644 index 0000000..18c6a9b --- /dev/null +++ b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v18_cm3_rm3_tfcurto1.csv @@ -0,0 +1,12 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 02/02/2026 +Data Final: 04/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;03/02/2026 09:01:00;03/02/2026 09:05:00;4min;1;1;C;188.460,00;188.565,00;187.545,00;No;21,00;105,00;1;21,00;105,00;0,00;0,00;0,00; - ;21,00 +WINJ26;06/02/2026 09:01:00;06/02/2026 09:03:00;2min;1;1;C;187.790,00;187.900,00;187.545,00;Sim;22,00;110,00;2;22,00;110,00;0,00;0,00;0,00;3d;43,00 +WINJ26;11/02/2026 09:01:00;11/02/2026 09:05:00;4min;1;1;C;191.000,00;191.950,00;187.545,00;No;190,00;950,00;3;190,00;950,00;0,00;0,00;0,00;5d;233,00 +WINJ26;25/02/2026 09:01:00;25/02/2026 09:03:00;2min;1;1;C;197.070,00;196.180,00;187.545,00;No;-178,00;-890,00;4;-178,00;-890,00;0,00;0,00;0,00;14d;55,00 +WINJ26;27/02/2026 09:01:00;27/02/2026 09:05:00;4min;1;1;V;192.500,00;193.920,00;187.545,00;No;284,00;1.420,00;5;284,00;1.420,00;0,00;0,00;0,00;2d;339,00 +WINJ26;02/03/2026 09:01:00;02/03/2026 09:03:00;2min;1;1;V;190.300,00;189.945,00;187.545,00;No;-71,00;-355,00;6;-71,00;-355,00;0,00;0,00;0,00;3d;268,00 diff --git a/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v18_cm3_rm3_tfcurto15.csv b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v18_cm3_rm3_tfcurto15.csv new file mode 100644 index 0000000..5fc00fb --- /dev/null +++ b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v18_cm3_rm3_tfcurto15.csv @@ -0,0 +1,28 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 22/08/2025 +Data Final: 04/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;23/10/2025 09:15:00;23/10/2025 09:30:00;15min;1;1;C;154.500,00;154.700,00;187.540,00;No;40,00;200,00;1;40,00;200,00;0,00;0,00;0,00; - ;40,00 +WINJ26;04/11/2025 10:00:00;04/11/2025 10:15:00;15min;1;1;V;158.550,00;158.430,00;187.540,00;No;-24,00;-120,00;2;-24,00;-120,00;0,00;0,00;0,00;12d;16,00 +WINJ26;14/11/2025 09:15:00;14/11/2025 09:30:00;15min;1;1;V;164.915,00;164.770,00;187.540,00;Sim;-29,00;-145,00;3;-29,00;-145,00;0,00;0,00;0,00;9d23h;-13,00 +WINJ26;18/11/2025 09:15:00;18/11/2025 09:30:00;15min;1;1;V;163.750,00;164.000,00;187.540,00;No;50,00;250,00;4;50,00;250,00;0,00;0,00;0,00;4d;37,00 +WINJ26;26/11/2025 09:15:00;26/11/2025 09:30:00;15min;1;1;C;164.085,00;164.100,00;187.540,00;No;3,00;15,00;5;3,00;15,00;0,00;0,00;0,00;8d;40,00 +WINJ26;04/12/2025 09:15:00;04/12/2025 09:30:00;15min;1;1;C;169.815,00;170.000,00;187.540,00;No;37,00;185,00;6;37,00;185,00;0,00;0,00;0,00;8d;77,00 +WINJ26;09/12/2025 09:15:00;09/12/2025 09:30:00;15min;1;1;V;164.850,00;164.655,00;187.540,00;Sim;-39,00;-195,00;7;-39,00;-195,00;0,00;0,00;0,00;5d;38,00 +WINJ26;10/12/2025 09:15:00;10/12/2025 09:30:00;15min;1;1;C;166.330,00;165.600,00;187.540,00;Sim;-146,00;-730,00;8;-146,00;-730,00;0,00;0,00;0,00;1d;-108,00 +WINJ26;11/12/2025 10:00:00;11/12/2025 10:30:00;30min;1;1;V;165.040,00;165.615,00;187.540,00;Sim;115,00;575,00;9;115,00;575,00;0,00;0,00;0,00;1d;7,00 +WINJ26;15/12/2025 09:15:00;15/12/2025 09:30:00;15min;1;1;C;168.740,00;169.000,00;187.540,00;No;52,00;260,00;10;52,00;260,00;0,00;0,00;0,00;3d23h;59,00 +WINJ26;16/12/2025 09:15:00;16/12/2025 09:30:00;15min;1;1;V;166.850,00;166.950,00;187.540,00;Sim;20,00;100,00;11;20,00;100,00;0,00;0,00;0,00;1d;79,00 +WINJ26;02/01/2026 09:15:00;02/01/2026 09:30:00;15min;1;1;C;167.725,00;167.600,00;187.540,00;Sim;-25,00;-125,00;12;-25,00;-125,00;0,00;0,00;0,00;17d;54,00 +WINJ26;14/01/2026 09:15:00;14/01/2026 09:30:00;15min;1;1;C;167.745,00;167.915,00;187.540,00;No;34,00;170,00;13;34,00;170,00;0,00;0,00;0,00;12d;88,00 +WINJ26;20/01/2026 09:15:00;20/01/2026 09:30:00;15min;1;1;V;168.270,00;168.475,00;187.540,00;Sim;41,00;205,00;14;41,00;205,00;0,00;0,00;0,00;6d;129,00 +WINJ26;21/01/2026 09:15:00;21/01/2026 09:30:00;15min;1;1;C;172.590,00;172.625,00;187.540,00;No;7,00;35,00;15;7,00;35,00;0,00;0,00;0,00;1d;136,00 +WINJ26;22/01/2026 09:15:00;22/01/2026 09:30:00;15min;1;1;C;177.645,00;177.510,00;187.540,00;No;-27,00;-135,00;16;-27,00;-135,00;0,00;0,00;0,00;1d;109,00 +WINJ26;03/02/2026 09:15:00;03/02/2026 09:30:00;15min;1;1;C;188.980,00;189.050,00;187.540,00;No;14,00;70,00;17;14,00;70,00;0,00;0,00;0,00;12d;123,00 +WINJ26;11/02/2026 09:15:00;11/02/2026 09:30:00;15min;1;1;C;191.880,00;191.530,00;187.540,00;No;-70,00;-350,00;18;-70,00;-350,00;0,00;0,00;0,00;8d;53,00 +WINJ26;13/02/2026 09:15:00;13/02/2026 09:30:00;15min;1;1;V;189.265,00;189.775,00;187.540,00;Sim;102,00;510,00;19;102,00;510,00;0,00;0,00;0,00;2d;155,00 +WINJ26;24/02/2026 09:15:00;24/02/2026 09:30:00;15min;1;1;C;194.175,00;193.230,00;187.540,00;No;-189,00;-945,00;20;-189,00;-945,00;0,00;0,00;0,00;11d;-34,00 +WINJ26;27/02/2026 09:15:00;27/02/2026 09:30:00;15min;1;1;V;193.440,00;193.025,00;187.540,00;Sim;-83,00;-415,00;21;-83,00;-415,00;0,00;0,00;0,00;3d;-117,00 +WINJ26;04/03/2026 09:15:00;04/03/2026 09:30:00;15min;1;1;C;187.670,00;187.330,00;187.540,00;Sim;-68,00;-340,00;22;-68,00;-340,00;0,00;0,00;0,00;5d;-185,00 diff --git a/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v18_cm3_rm3_tfcurto2.csv b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v18_cm3_rm3_tfcurto2.csv new file mode 100644 index 0000000..41bd073 --- /dev/null +++ b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v18_cm3_rm3_tfcurto2.csv @@ -0,0 +1,13 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 02/02/2026 +Data Final: 04/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;03/02/2026 09:02:00;03/02/2026 09:06:00;4min;1;1;C;188.830,00;188.550,00;187.515,00;No;-56,00;-280,00;1;-56,00;-280,00;0,00;0,00;0,00; - ;-56,00 +WINJ26;06/02/2026 09:02:00;06/02/2026 09:06:00;4min;1;1;C;187.875,00;187.840,00;187.515,00;Sim;-7,00;-35,00;2;-7,00;-35,00;0,00;0,00;0,00;3d;-63,00 +WINJ26;11/02/2026 09:02:00;11/02/2026 09:10:00;8min;1;1;C;191.415,00;191.895,00;187.515,00;No;96,00;480,00;3;96,00;480,00;0,00;0,00;0,00;5d;33,00 +WINJ26;13/02/2026 09:02:00;13/02/2026 09:10:00;8min;1;1;V;190.105,00;190.305,00;187.515,00;No;40,00;200,00;4;40,00;200,00;0,00;0,00;0,00;2d;73,00 +WINJ26;27/02/2026 09:02:00;27/02/2026 09:10:00;8min;1;1;V;192.585,00;193.255,00;187.515,00;Sim;134,00;670,00;5;134,00;670,00;0,00;0,00;0,00;14d;207,00 +WINJ26;03/03/2026 09:04:00;03/03/2026 09:12:00;8min;1;1;V;187.765,00;187.785,00;187.515,00;No;4,00;20,00;6;4,00;20,00;0,00;0,00;0,00;4d;211,00 +WINJ26;04/03/2026 09:02:00;04/03/2026 09:10:00;8min;1;1;C;187.160,00;187.410,00;187.515,00;Sim;50,00;250,00;7;50,00;250,00;0,00;0,00;0,00;23h58min;261,00 diff --git a/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v18_cm3_rm3_tfcurto3.csv b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v18_cm3_rm3_tfcurto3.csv new file mode 100644 index 0000000..5042fb6 --- /dev/null +++ b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v18_cm3_rm3_tfcurto3.csv @@ -0,0 +1,28 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 24/10/2025 +Data Final: 04/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;04/11/2025 09:03:00;04/11/2025 10:15:00;1h12min;1;1;V;158.540,00;158.190,00;187.535,00;No;-70,00;-350,00;1;-70,00;-350,00;0,00;0,00;0,00; - ;-70,00 +WINJ26;05/11/2025 09:09:00;05/11/2025 10:24:00;1h15min;1;1;C;158.950,00;158.820,00;187.535,00;No;-26,00;-130,00;2;-26,00;-130,00;0,00;0,00;0,00;1d;-96,00 +WINJ26;14/11/2025 09:03:00;14/11/2025 09:15:00;12min;1;1;V;164.790,00;164.740,00;187.535,00;Sim;-10,00;-50,00;3;-10,00;-50,00;0,00;0,00;0,00;8d23h;-106,00 +WINJ26;18/11/2025 09:03:00;18/11/2025 09:30:00;27min;1;1;V;163.750,00;164.510,00;187.535,00;No;152,00;760,00;4;152,00;760,00;0,00;0,00;0,00;4d;46,00 +WINJ26;21/11/2025 09:06:00;21/11/2025 09:15:00;9min;1;1;V;162.260,00;161.840,00;187.535,00;No;-84,00;-420,00;5;-84,00;-420,00;0,00;0,00;0,00;3d;-38,00 +WINJ26;04/12/2025 09:06:00;04/12/2025 09:18:00;12min;1;1;C;169.500,00;170.000,00;187.535,00;No;100,00;500,00;6;100,00;500,00;0,00;0,00;0,00;13d;62,00 +WINJ26;16/12/2025 09:03:00;16/12/2025 09:15:00;12min;1;1;V;166.960,00;168.490,00;187.535,00;Sim;306,00;1.530,00;7;306,00;1.530,00;0,00;0,00;0,00;11d23h;368,00 +WINJ26;17/12/2025 09:06:00;17/12/2025 09:12:00;6min;1;1;V;164.800,00;164.115,00;187.535,00;No;-137,00;-685,00;8;-137,00;-685,00;0,00;0,00;0,00;1d;231,00 +WINJ26;26/12/2025 09:03:00;26/12/2025 09:09:00;6min;1;1;V;165.895,00;165.690,00;187.535,00;Sim;-41,00;-205,00;9;-41,00;-205,00;0,00;0,00;0,00;8d23h;190,00 +WINJ26;29/12/2025 09:03:00;29/12/2025 09:12:00;9min;1;1;C;167.305,00;167.315,00;187.535,00;Sim;2,00;10,00;10;2,00;10,00;0,00;0,00;0,00;3d;192,00 +WINJ26;30/12/2025 09:03:00;30/12/2025 09:15:00;12min;1;1;C;166.845,00;167.390,00;187.535,00;Sim;109,00;545,00;11;109,00;545,00;0,00;0,00;0,00;1d;301,00 +WINJ26;02/01/2026 09:03:00;02/01/2026 09:09:00;6min;1;1;C;167.955,00;167.685,00;187.535,00;No;-54,00;-270,00;12;-54,00;-270,00;0,00;0,00;0,00;3d;247,00 +WINJ26;21/01/2026 09:03:00;21/01/2026 09:15:00;12min;1;1;C;171.825,00;172.570,00;187.535,00;No;149,00;745,00;13;149,00;745,00;0,00;0,00;0,00;19d;396,00 +WINJ26;26/01/2026 09:03:00;26/01/2026 09:15:00;12min;1;1;C;185.625,00;185.765,00;187.535,00;No;28,00;140,00;14;28,00;140,00;0,00;0,00;0,00;5d;424,00 +WINJ26;27/01/2026 09:03:00;27/01/2026 09:09:00;6min;1;1;C;185.395,00;185.305,00;187.535,00;Sim;-18,00;-90,00;15;-18,00;-90,00;0,00;0,00;0,00;1d;406,00 +WINJ26;29/01/2026 09:03:00;29/01/2026 09:09:00;6min;1;1;C;192.105,00;191.990,00;187.535,00;No;-23,00;-115,00;16;-23,00;-115,00;0,00;0,00;0,00;2d;383,00 +WINJ26;11/02/2026 09:03:00;11/02/2026 09:15:00;12min;1;1;C;191.680,00;191.860,00;187.535,00;Sim;36,00;180,00;17;36,00;180,00;0,00;0,00;0,00;13d;419,00 +WINJ26;13/02/2026 09:03:00;13/02/2026 09:09:00;6min;1;1;V;190.095,00;190.320,00;187.535,00;Sim;45,00;225,00;18;45,00;225,00;0,00;0,00;0,00;2d;464,00 +WINJ26;23/02/2026 09:03:00;23/02/2026 09:09:00;6min;1;1;V;193.610,00;193.395,00;187.535,00;Sim;-43,00;-215,00;19;-43,00;-215,00;0,00;0,00;0,00;10d;421,00 +WINJ26;24/02/2026 09:03:00;24/02/2026 09:15:00;12min;1;1;C;193.145,00;194.155,00;187.535,00;No;202,00;1.010,00;20;202,00;1.010,00;0,00;0,00;0,00;1d;623,00 +WINJ26;27/02/2026 09:03:00;27/02/2026 09:15:00;12min;1;1;V;193.045,00;193.215,00;187.535,00;No;34,00;170,00;21;34,00;170,00;0,00;0,00;0,00;3d;657,00 +WINJ26;04/03/2026 09:03:00;04/03/2026 09:09:00;6min;1;1;C;187.565,00;187.335,00;187.535,00;Sim;-46,00;-230,00;22;-46,00;-230,00;0,00;0,00;0,00;5d;611,00 diff --git a/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v18_cm3_rm3_tfcurto30.csv b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v18_cm3_rm3_tfcurto30.csv new file mode 100644 index 0000000..36511bc --- /dev/null +++ b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v18_cm3_rm3_tfcurto30.csv @@ -0,0 +1,22 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 22/08/2025 +Data Final: 04/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;28/08/2025 10:00:00;28/08/2025 10:30:00;30min;1;1;C;151.460,00;151.750,00;187.405,00;No;58,00;290,00;1;58,00;290,00;0,00;0,00;0,00; - ;58,00 +WINJ26;29/09/2025 09:30:00;29/09/2025 10:00:00;30min;1;1;C;156.710,00;157.250,00;187.405,00;No;108,00;540,00;2;108,00;540,00;0,00;0,00;0,00;1m23h;166,00 +WINJ26;03/11/2025 09:30:00;03/11/2025 11:00:00;1h30min;1;1;C;158.710,00;158.605,00;187.405,00;No;-21,00;-105,00;3;-21,00;-105,00;0,00;0,00;0,00;1m4d;145,00 +WINJ26;18/11/2025 09:30:00;18/11/2025 10:00:00;30min;1;1;V;163.980,00;163.740,00;187.405,00;No;-48,00;-240,00;4;-48,00;-240,00;0,00;0,00;0,00;15d;97,00 +WINJ26;26/11/2025 09:30:00;26/11/2025 10:00:00;30min;1;1;C;164.110,00;164.240,00;187.405,00;No;26,00;130,00;5;26,00;130,00;0,00;0,00;0,00;8d;123,00 +WINJ26;09/12/2025 09:30:00;09/12/2025 10:00:00;30min;1;1;V;164.050,00;164.840,00;187.405,00;Sim;158,00;790,00;6;158,00;790,00;0,00;0,00;0,00;13d;281,00 +WINJ26;10/12/2025 09:30:00;10/12/2025 10:00:00;30min;1;1;C;165.610,00;165.020,00;187.405,00;No;-118,00;-590,00;7;-118,00;-590,00;0,00;0,00;0,00;1d;163,00 +WINJ26;11/12/2025 10:00:00;11/12/2025 10:30:00;30min;1;1;V;165.040,00;165.615,00;187.405,00;Sim;115,00;575,00;8;115,00;575,00;0,00;0,00;0,00;1d;278,00 +WINJ26;15/12/2025 09:30:00;15/12/2025 10:00:00;30min;1;1;C;169.010,00;168.490,00;187.405,00;No;-104,00;-520,00;9;-104,00;-520,00;0,00;0,00;0,00;3d23h;174,00 +WINJ26;16/12/2025 09:30:00;16/12/2025 10:00:00;30min;1;1;V;167.280,00;166.830,00;187.405,00;Sim;-90,00;-450,00;10;-90,00;-450,00;0,00;0,00;0,00;1d;84,00 +WINJ26;02/01/2026 09:30:00;02/01/2026 10:00:00;30min;1;1;C;167.620,00;168.085,00;187.405,00;Sim;93,00;465,00;11;93,00;465,00;0,00;0,00;0,00;17d;177,00 +WINJ26;14/01/2026 09:30:00;14/01/2026 10:00:00;30min;1;1;C;167.930,00;168.190,00;187.405,00;No;52,00;260,00;12;52,00;260,00;0,00;0,00;0,00;12d;229,00 +WINJ26;20/01/2026 09:30:00;20/01/2026 10:00:00;30min;1;1;V;169.020,00;168.250,00;187.405,00;Sim;-154,00;-770,00;13;-154,00;-770,00;0,00;0,00;0,00;6d;75,00 +WINJ26;21/01/2026 09:30:00;21/01/2026 10:00:00;30min;1;1;C;172.645,00;173.060,00;187.405,00;No;83,00;415,00;14;83,00;415,00;0,00;0,00;0,00;1d;158,00 +WINJ26;13/02/2026 09:30:00;13/02/2026 10:00:00;30min;1;1;V;189.230,00;189.245,00;187.405,00;Sim;3,00;15,00;15;3,00;15,00;0,00;0,00;0,00;23d;161,00 +WINJ26;27/02/2026 09:30:00;27/02/2026 10:00:00;30min;1;1;V;193.625,00;193.420,00;187.405,00;Sim;-41,00;-205,00;16;-41,00;-205,00;0,00;0,00;0,00;14d;120,00 diff --git a/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v18_cm3_rm3_tfcurto4.csv b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v18_cm3_rm3_tfcurto4.csv new file mode 100644 index 0000000..404651d --- /dev/null +++ b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v18_cm3_rm3_tfcurto4.csv @@ -0,0 +1,25 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 22/08/2025 +Data Final: 04/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;04/11/2025 09:04:00;04/11/2025 10:12:00;1h8min;1;1;V;158.540,00;158.190,00;187.510,00;No;-70,00;-350,00;1;-70,00;-350,00;0,00;0,00;0,00; - ;-70,00 +WINJ26;14/11/2025 09:04:00;14/11/2025 09:16:00;12min;1;1;V;164.840,00;164.640,00;187.510,00;Sim;-40,00;-200,00;2;-40,00;-200,00;0,00;0,00;0,00;10d;-110,00 +WINJ26;18/11/2025 09:04:00;18/11/2025 09:28:00;24min;1;1;V;163.750,00;164.500,00;187.510,00;No;150,00;750,00;3;150,00;750,00;0,00;0,00;0,00;4d;40,00 +WINJ26;21/11/2025 09:04:00;21/11/2025 09:16:00;12min;1;1;V;162.270,00;161.840,00;187.510,00;No;-86,00;-430,00;4;-86,00;-430,00;0,00;0,00;0,00;3d;-46,00 +WINJ26;04/12/2025 09:04:00;04/12/2025 09:20:00;16min;1;1;C;169.500,00;169.990,00;187.510,00;No;98,00;490,00;5;98,00;490,00;0,00;0,00;0,00;13d;52,00 +WINJ26;10/12/2025 09:04:00;10/12/2025 09:32:00;28min;1;1;C;166.295,00;165.600,00;187.510,00;Sim;-139,00;-695,00;6;-139,00;-695,00;0,00;0,00;0,00;6d;-87,00 +WINJ26;17/12/2025 09:04:00;17/12/2025 09:12:00;8min;1;1;V;164.810,00;164.115,00;187.510,00;Sim;-139,00;-695,00;7;-139,00;-695,00;0,00;0,00;0,00;7d;-226,00 +WINJ26;26/12/2025 09:04:00;26/12/2025 09:12:00;8min;1;1;V;165.835,00;165.575,00;187.510,00;Sim;-52,00;-260,00;8;-52,00;-260,00;0,00;0,00;0,00;9d;-278,00 +WINJ26;02/01/2026 09:04:00;02/01/2026 09:12:00;8min;1;1;C;167.890,00;167.505,00;187.510,00;No;-77,00;-385,00;9;-77,00;-385,00;0,00;0,00;0,00;7d;-355,00 +WINJ26;21/01/2026 09:04:00;21/01/2026 09:16:00;12min;1;1;C;171.810,00;172.490,00;187.510,00;No;136,00;680,00;10;136,00;680,00;0,00;0,00;0,00;19d;-219,00 +WINJ26;22/01/2026 09:04:00;22/01/2026 09:12:00;8min;1;1;C;177.350,00;177.445,00;187.510,00;No;19,00;95,00;11;19,00;95,00;0,00;0,00;0,00;1d;-200,00 +WINJ26;26/01/2026 09:04:00;26/01/2026 09:12:00;8min;1;1;C;186.315,00;185.845,00;187.510,00;No;-94,00;-470,00;12;-94,00;-470,00;0,00;0,00;0,00;4d;-294,00 +WINJ26;06/02/2026 09:04:00;06/02/2026 09:12:00;8min;1;1;C;188.150,00;187.630,00;187.510,00;No;-104,00;-520,00;13;-104,00;-520,00;0,00;0,00;0,00;11d;-398,00 +WINJ26;11/02/2026 09:04:00;11/02/2026 09:16:00;12min;1;1;C;191.935,00;191.800,00;187.510,00;No;-27,00;-135,00;14;-27,00;-135,00;0,00;0,00;0,00;5d;-425,00 +WINJ26;13/02/2026 09:04:00;13/02/2026 09:16:00;12min;1;1;V;189.915,00;190.265,00;187.510,00;Sim;70,00;350,00;15;70,00;350,00;0,00;0,00;0,00;2d;-355,00 +WINJ26;24/02/2026 09:04:00;24/02/2026 09:16:00;12min;1;1;C;193.115,00;194.010,00;187.510,00;No;179,00;895,00;16;179,00;895,00;0,00;0,00;0,00;11d;-176,00 +WINJ26;27/02/2026 09:04:00;27/02/2026 09:12:00;8min;1;1;V;192.665,00;192.490,00;187.510,00;Sim;-35,00;-175,00;17;-35,00;-175,00;0,00;0,00;0,00;3d;-211,00 +WINJ26;03/03/2026 09:04:00;03/03/2026 09:12:00;8min;1;1;V;187.765,00;187.785,00;187.510,00;No;4,00;20,00;18;4,00;20,00;0,00;0,00;0,00;4d;-207,00 +WINJ26;04/03/2026 09:04:00;04/03/2026 09:12:00;8min;1;1;C;187.590,00;187.445,00;187.510,00;Sim;-29,00;-145,00;19;-29,00;-145,00;0,00;0,00;0,00;1d;-236,00 diff --git a/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v18_cm3_rm3_tfcurto5.csv b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v18_cm3_rm3_tfcurto5.csv new file mode 100644 index 0000000..d8166af --- /dev/null +++ b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v18_cm3_rm3_tfcurto5.csv @@ -0,0 +1,26 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 22/08/2025 +Data Final: 04/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;04/11/2025 10:00:00;04/11/2025 10:15:00;15min;1;1;V;158.540,00;158.430,00;187.540,00;No;-22,00;-110,00;1;-22,00;-110,00;0,00;0,00;0,00; - ;-22,00 +WINJ26;14/11/2025 09:05:00;14/11/2025 09:15:00;10min;1;1;V;164.790,00;164.640,00;187.540,00;Sim;-30,00;-150,00;2;-30,00;-150,00;0,00;0,00;0,00;9d23h;-52,00 +WINJ26;18/11/2025 09:05:00;18/11/2025 09:30:00;25min;1;1;V;163.750,00;164.400,00;187.540,00;No;130,00;650,00;3;130,00;650,00;0,00;0,00;0,00;4d;78,00 +WINJ26;21/11/2025 09:05:00;21/11/2025 09:15:00;10min;1;1;V;162.270,00;161.840,00;187.540,00;No;-86,00;-430,00;4;-86,00;-430,00;0,00;0,00;0,00;3d;-8,00 +WINJ26;04/12/2025 09:05:00;04/12/2025 09:20:00;15min;1;1;C;169.500,00;169.990,00;187.540,00;No;98,00;490,00;5;98,00;490,00;0,00;0,00;0,00;13d;90,00 +WINJ26;09/12/2025 09:05:00;09/12/2025 09:30:00;25min;1;1;V;164.850,00;164.700,00;187.540,00;Sim;-30,00;-150,00;6;-30,00;-150,00;0,00;0,00;0,00;5d;60,00 +WINJ26;10/12/2025 09:10:00;10/12/2025 09:30:00;20min;1;1;C;166.300,00;165.600,00;187.540,00;Sim;-140,00;-700,00;7;-140,00;-700,00;0,00;0,00;0,00;1d;-80,00 +WINJ26;16/12/2025 09:05:00;16/12/2025 09:20:00;15min;1;1;V;166.930,00;167.390,00;187.540,00;Sim;92,00;460,00;8;92,00;460,00;0,00;0,00;0,00;5d23h;12,00 +WINJ26;17/12/2025 09:05:00;17/12/2025 09:15:00;10min;1;1;V;164.820,00;164.115,00;187.540,00;No;-141,00;-705,00;9;-141,00;-705,00;0,00;0,00;0,00;1d;-129,00 +WINJ26;26/12/2025 09:05:00;26/12/2025 09:15:00;10min;1;1;V;165.990,00;165.710,00;187.540,00;Sim;-56,00;-280,00;10;-56,00;-280,00;0,00;0,00;0,00;9d;-185,00 +WINJ26;02/01/2026 09:05:00;02/01/2026 09:15:00;10min;1;1;C;167.920,00;167.705,00;187.540,00;No;-43,00;-215,00;11;-43,00;-215,00;0,00;0,00;0,00;7d;-228,00 +WINJ26;07/01/2026 09:05:00;07/01/2026 09:15:00;10min;1;1;V;169.235,00;169.035,00;187.540,00;Sim;-40,00;-200,00;12;-40,00;-200,00;0,00;0,00;0,00;5d;-268,00 +WINJ26;21/01/2026 09:05:00;21/01/2026 09:20:00;15min;1;1;C;171.995,00;172.535,00;187.540,00;No;108,00;540,00;13;108,00;540,00;0,00;0,00;0,00;14d;-160,00 +WINJ26;06/02/2026 09:05:00;06/02/2026 09:15:00;10min;1;1;C;188.150,00;187.450,00;187.540,00;No;-140,00;-700,00;14;-140,00;-700,00;0,00;0,00;0,00;16d;-300,00 +WINJ26;11/02/2026 09:05:00;11/02/2026 09:15:00;10min;1;1;C;191.970,00;191.860,00;187.540,00;No;-22,00;-110,00;15;-22,00;-110,00;0,00;0,00;0,00;5d;-322,00 +WINJ26;13/02/2026 09:05:00;13/02/2026 09:20:00;15min;1;1;V;189.270,00;190.295,00;187.540,00;Sim;205,00;1.025,00;16;205,00;1.025,00;0,00;0,00;0,00;2d;-117,00 +WINJ26;24/02/2026 09:05:00;24/02/2026 09:20:00;15min;1;1;C;193.080,00;193.750,00;187.540,00;No;134,00;670,00;17;134,00;670,00;0,00;0,00;0,00;11d;17,00 +WINJ26;27/02/2026 09:05:00;27/02/2026 09:15:00;10min;1;1;V;193.045,00;192.480,00;187.540,00;Sim;-113,00;-565,00;18;-113,00;-565,00;0,00;0,00;0,00;3d;-96,00 +WINJ26;03/03/2026 09:05:00;03/03/2026 09:15:00;10min;1;1;V;188.135,00;187.890,00;187.540,00;No;-49,00;-245,00;19;-49,00;-245,00;0,00;0,00;0,00;4d;-145,00 +WINJ26;04/03/2026 09:05:00;04/03/2026 09:15:00;10min;1;1;C;187.630,00;187.650,00;187.540,00;Sim;4,00;20,00;20;4,00;20,00;0,00;0,00;0,00;1d;-141,00 diff --git a/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v18_cm3_rm3_tfcurto60.csv b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v18_cm3_rm3_tfcurto60.csv new file mode 100644 index 0000000..8310bd1 --- /dev/null +++ b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v18_cm3_rm3_tfcurto60.csv @@ -0,0 +1,30 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 22/08/2025 +Data Final: 04/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;28/08/2025 10:00:00;29/08/2025 09:00:00;23h;1;1;C;151.460,00;152.000,00;187.430,00;No;108,00;540,00;1;108,00;540,00;0,00;0,00;0,00; - ;108,00 +WINJ26;05/09/2025 10:00:00;05/09/2025 11:00:00;1h;1;1;C;153.400,00;153.400,00;187.430,00;No;0;0;2;0;0;0,00;0,00;0,00;8d;108,00 +WINJ26;10/09/2025 10:00:00;11/09/2025 09:00:00;23h;1;1;C;152.360,00;153.490,00;187.430,00;Sim;226,00;1.130,00;3;226,00;1.130,00;0,00;0,00;0,00;5d;334,00 +WINJ26;25/09/2025 10:00:00;25/09/2025 11:00:00;1h;1;1;V;155.750,00;156.240,00;187.430,00;No;98,00;490,00;4;98,00;490,00;0,00;0,00;0,00;15d;432,00 +WINJ26;29/09/2025 10:00:00;29/09/2025 11:00:00;1h;1;1;C;157.260,00;156.600,00;187.430,00;No;-132,00;-660,00;5;-132,00;-660,00;0,00;0,00;0,00;4d;300,00 +WINJ26;01/10/2025 10:00:00;01/10/2025 11:00:00;1h;1;1;C;156.750,00;156.000,00;187.430,00;Sim;-150,00;-750,00;6;-150,00;-750,00;0,00;0,00;0,00;2d;150,00 +WINJ26;17/10/2025 10:00:00;17/10/2025 11:00:00;1h;1;1;V;151.375,00;150.800,00;187.430,00;No;-115,00;-575,00;7;-115,00;-575,00;0,00;0,00;0,00;16d;35,00 +WINJ26;24/10/2025 10:00:00;24/10/2025 11:00:00;1h;1;1;C;155.710,00;154.990,00;187.430,00;Sim;-144,00;-720,00;8;-144,00;-720,00;0,00;0,00;0,00;7d;-109,00 +WINJ26;03/11/2025 11:00:00;03/11/2025 12:00:00;1h;1;1;C;158.615,00;158.990,00;187.430,00;No;75,00;375,00;9;75,00;375,00;0,00;0,00;0,00;10d1h;-34,00 +WINJ26;18/11/2025 10:00:00;18/11/2025 11:00:00;1h;1;1;V;164.500,00;163.970,00;187.430,00;Sim;-106,00;-530,00;10;-106,00;-530,00;0,00;0,00;0,00;14d23h;-140,00 +WINJ26;26/11/2025 10:00:00;26/11/2025 11:00:00;1h;1;1;C;164.260,00;165.290,00;187.430,00;No;206,00;1.030,00;11;206,00;1.030,00;0,00;0,00;0,00;8d;66,00 +WINJ26;04/12/2025 10:00:00;04/12/2025 11:00:00;1h;1;1;C;170.095,00;171.240,00;187.430,00;No;229,00;1.145,00;12;229,00;1.145,00;0,00;0,00;0,00;8d;295,00 +WINJ26;09/12/2025 10:00:00;09/12/2025 11:00:00;1h;1;1;V;163.160,00;164.040,00;187.430,00;Sim;176,00;880,00;13;176,00;880,00;0,00;0,00;0,00;5d;471,00 +WINJ26;11/12/2025 10:00:00;11/12/2025 11:00:00;1h;1;1;V;165.510,00;165.605,00;187.430,00;Sim;19,00;95,00;14;19,00;95,00;0,00;0,00;0,00;2d;490,00 +WINJ26;15/12/2025 10:00:00;15/12/2025 11:00:00;1h;1;1;C;168.510,00;169.320,00;187.430,00;Sim;162,00;810,00;15;162,00;810,00;0,00;0,00;0,00;4d;652,00 +WINJ26;16/12/2025 10:00:00;16/12/2025 11:00:00;1h;1;1;V;167.010,00;167.260,00;187.430,00;Sim;50,00;250,00;16;50,00;250,00;0,00;0,00;0,00;1d;702,00 +WINJ26;30/12/2025 10:00:00;30/12/2025 11:00:00;1h;1;1;C;167.600,00;167.190,00;187.430,00;Sim;-82,00;-410,00;17;-82,00;-410,00;0,00;0,00;0,00;14d;620,00 +WINJ26;02/01/2026 10:00:00;02/01/2026 11:00:00;1h;1;1;C;168.105,00;166.695,00;187.430,00;No;-282,00;-1.410,00;18;-282,00;-1.410,00;0,00;0,00;0,00;3d;338,00 +WINJ26;14/01/2026 10:00:00;14/01/2026 11:00:00;1h;1;1;C;168.210,00;168.210,00;187.430,00;No;0;0;19;0;0;0,00;0,00;0,00;12d;338,00 +WINJ26;21/01/2026 10:00:00;21/01/2026 11:00:00;1h;1;1;C;173.075,00;173.810,00;187.430,00;No;147,00;735,00;20;147,00;735,00;0,00;0,00;0,00;7d;485,00 +WINJ26;03/02/2026 10:00:00;03/02/2026 11:00:00;1h;1;1;C;189.570,00;190.820,00;187.430,00;No;250,00;1.250,00;21;250,00;1.250,00;0,00;0,00;0,00;13d;735,00 +WINJ26;11/02/2026 10:00:00;11/02/2026 11:00:00;1h;1;1;C;192.245,00;192.550,00;187.430,00;No;61,00;305,00;22;61,00;305,00;0,00;0,00;0,00;8d;796,00 +WINJ26;13/02/2026 10:00:00;13/02/2026 11:00:00;1h;1;1;V;188.955,00;189.210,00;187.430,00;Sim;51,00;255,00;23;51,00;255,00;0,00;0,00;0,00;2d;847,00 +WINJ26;03/03/2026 10:00:00;03/03/2026 11:00:00;1h;1;1;V;185.620,00;187.255,00;187.430,00;No;327,00;1.635,00;24;327,00;1.635,00;0,00;0,00;0,00;18d;1.174,00 diff --git a/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v19_cm1_rm1_tfcurto1.csv b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v19_cm1_rm1_tfcurto1.csv new file mode 100644 index 0000000..f1e9ceb --- /dev/null +++ b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v19_cm1_rm1_tfcurto1.csv @@ -0,0 +1,14 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 02/02/2026 +Data Final: 04/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;03/02/2026 09:01:00;03/02/2026 09:03:00;2min;1;1;C;188.460,00;188.615,00;187.625,00;No;31,00;155,00;1;31,00;155,00;0,00;0,00;0,00; - ;31,00 +WINJ26;04/02/2026 09:01:00;04/02/2026 09:03:00;2min;1;1;C;191.040,00;190.390,00;187.625,00;No;-130,00;-650,00;2;-130,00;-650,00;0,00;0,00;0,00;1d;-99,00 +WINJ26;06/02/2026 09:01:00;06/02/2026 09:03:00;2min;1;1;C;187.790,00;187.900,00;187.625,00;Sim;22,00;110,00;3;22,00;110,00;0,00;0,00;0,00;2d;-77,00 +WINJ26;11/02/2026 09:01:00;11/02/2026 09:05:00;4min;1;1;C;191.000,00;191.950,00;187.625,00;No;190,00;950,00;4;190,00;950,00;0,00;0,00;0,00;5d;113,00 +WINJ26;12/02/2026 09:01:00;12/02/2026 09:03:00;2min;1;1;C;194.970,00;193.740,00;187.625,00;No;-246,00;-1.230,00;5;-246,00;-1.230,00;0,00;0,00;0,00;1d;-133,00 +WINJ26;13/02/2026 09:01:00;13/02/2026 09:03:00;2min;1;1;V;190.340,00;191.075,00;187.625,00;No;147,00;735,00;6;147,00;735,00;0,00;0,00;0,00;1d;14,00 +WINJ26;25/02/2026 09:01:00;25/02/2026 09:03:00;2min;1;1;C;197.070,00;196.180,00;187.625,00;No;-178,00;-890,00;7;-178,00;-890,00;0,00;0,00;0,00;12d;-164,00 +WINJ26;27/02/2026 09:01:00;27/02/2026 09:05:00;4min;1;1;V;192.500,00;193.920,00;187.625,00;Sim;284,00;1.420,00;8;284,00;1.420,00;0,00;0,00;0,00;2d;120,00 diff --git a/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v19_cm1_rm1_tfcurto15.csv b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v19_cm1_rm1_tfcurto15.csv new file mode 100644 index 0000000..e1c8568 --- /dev/null +++ b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v19_cm1_rm1_tfcurto15.csv @@ -0,0 +1,29 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 22/08/2025 +Data Final: 04/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;23/10/2025 09:15:00;23/10/2025 09:30:00;15min;1;1;C;154.500,00;154.700,00;187.835,00;No;40,00;200,00;1;40,00;200,00;0,00;0,00;0,00; - ;40,00 +WINJ26;04/11/2025 10:00:00;04/11/2025 10:15:00;15min;1;1;V;158.550,00;158.430,00;187.835,00;No;-24,00;-120,00;2;-24,00;-120,00;0,00;0,00;0,00;12d;16,00 +WINJ26;14/11/2025 09:15:00;14/11/2025 09:30:00;15min;1;1;V;164.915,00;164.770,00;187.835,00;Sim;-29,00;-145,00;3;-29,00;-145,00;0,00;0,00;0,00;9d23h;-13,00 +WINJ26;18/11/2025 09:15:00;18/11/2025 09:30:00;15min;1;1;V;163.750,00;164.000,00;187.835,00;No;50,00;250,00;4;50,00;250,00;0,00;0,00;0,00;4d;37,00 +WINJ26;26/11/2025 09:15:00;26/11/2025 09:30:00;15min;1;1;C;164.085,00;164.100,00;187.835,00;No;3,00;15,00;5;3,00;15,00;0,00;0,00;0,00;8d;40,00 +WINJ26;04/12/2025 09:15:00;04/12/2025 09:30:00;15min;1;1;C;169.815,00;170.000,00;187.835,00;No;37,00;185,00;6;37,00;185,00;0,00;0,00;0,00;8d;77,00 +WINJ26;09/12/2025 09:15:00;09/12/2025 09:30:00;15min;1;1;V;164.850,00;164.655,00;187.835,00;Sim;-39,00;-195,00;7;-39,00;-195,00;0,00;0,00;0,00;5d;38,00 +WINJ26;10/12/2025 09:15:00;10/12/2025 09:30:00;15min;1;1;C;166.330,00;165.600,00;187.835,00;Sim;-146,00;-730,00;8;-146,00;-730,00;0,00;0,00;0,00;1d;-108,00 +WINJ26;11/12/2025 10:00:00;11/12/2025 10:30:00;30min;1;1;V;165.040,00;165.615,00;187.835,00;Sim;115,00;575,00;9;115,00;575,00;0,00;0,00;0,00;1d;7,00 +WINJ26;15/12/2025 09:15:00;15/12/2025 09:30:00;15min;1;1;C;168.740,00;169.000,00;187.835,00;No;52,00;260,00;10;52,00;260,00;0,00;0,00;0,00;3d23h;59,00 +WINJ26;16/12/2025 09:15:00;16/12/2025 09:30:00;15min;1;1;V;166.850,00;166.950,00;187.835,00;Sim;20,00;100,00;11;20,00;100,00;0,00;0,00;0,00;1d;79,00 +WINJ26;23/12/2025 09:15:00;23/12/2025 09:30:00;15min;1;1;C;164.810,00;164.890,00;187.835,00;Sim;16,00;80,00;12;16,00;80,00;0,00;0,00;0,00;7d;95,00 +WINJ26;30/12/2025 09:15:00;30/12/2025 09:30:00;15min;1;1;C;167.410,00;167.510,00;187.835,00;No;20,00;100,00;13;20,00;100,00;0,00;0,00;0,00;7d;115,00 +WINJ26;02/01/2026 09:15:00;02/01/2026 09:30:00;15min;1;1;C;167.725,00;167.600,00;187.835,00;No;-25,00;-125,00;14;-25,00;-125,00;0,00;0,00;0,00;3d;90,00 +WINJ26;14/01/2026 09:15:00;14/01/2026 09:30:00;15min;1;1;C;167.745,00;167.915,00;187.835,00;No;34,00;170,00;15;34,00;170,00;0,00;0,00;0,00;12d;124,00 +WINJ26;20/01/2026 09:15:00;20/01/2026 09:30:00;15min;1;1;V;168.270,00;168.475,00;187.835,00;Sim;41,00;205,00;16;41,00;205,00;0,00;0,00;0,00;6d;165,00 +WINJ26;21/01/2026 09:15:00;21/01/2026 09:30:00;15min;1;1;C;172.590,00;172.625,00;187.835,00;No;7,00;35,00;17;7,00;35,00;0,00;0,00;0,00;1d;172,00 +WINJ26;03/02/2026 09:15:00;03/02/2026 09:30:00;15min;1;1;C;188.980,00;189.050,00;187.835,00;No;14,00;70,00;18;14,00;70,00;0,00;0,00;0,00;13d;186,00 +WINJ26;11/02/2026 09:15:00;11/02/2026 09:30:00;15min;1;1;C;191.880,00;191.530,00;187.835,00;No;-70,00;-350,00;19;-70,00;-350,00;0,00;0,00;0,00;8d;116,00 +WINJ26;13/02/2026 09:15:00;13/02/2026 09:30:00;15min;1;1;V;189.265,00;189.775,00;187.835,00;Sim;102,00;510,00;20;102,00;510,00;0,00;0,00;0,00;2d;218,00 +WINJ26;24/02/2026 09:15:00;24/02/2026 09:30:00;15min;1;1;C;194.175,00;193.230,00;187.835,00;No;-189,00;-945,00;21;-189,00;-945,00;0,00;0,00;0,00;11d;29,00 +WINJ26;27/02/2026 09:15:00;27/02/2026 09:30:00;15min;1;1;V;193.440,00;193.025,00;187.835,00;Sim;-83,00;-415,00;22;-83,00;-415,00;0,00;0,00;0,00;3d;-54,00 +WINJ26;04/03/2026 09:15:00;04/03/2026 09:30:00;15min;1;1;C;187.670,00;187.330,00;187.835,00;Sim;-68,00;-340,00;23;-68,00;-340,00;0,00;0,00;0,00;5d;-122,00 diff --git a/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v19_cm1_rm1_tfcurto2.csv b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v19_cm1_rm1_tfcurto2.csv new file mode 100644 index 0000000..78e3c1e --- /dev/null +++ b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v19_cm1_rm1_tfcurto2.csv @@ -0,0 +1,25 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 24/10/2025 +Data Final: 04/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;14/11/2025 09:02:00;14/11/2025 09:12:00;10min;1;1;V;164.730,00;164.700,00;187.615,00;No;-6,00;-30,00;1;-6,00;-30,00;0,00;0,00;0,00; - ;-6,00 +WINJ26;21/11/2025 09:04:00;21/11/2025 09:08:00;4min;1;1;V;162.000,00;161.840,00;187.615,00;No;-32,00;-160,00;2;-32,00;-160,00;0,00;0,00;0,00;7d;-38,00 +WINJ26;04/12/2025 09:06:00;04/12/2025 09:20:00;14min;1;1;C;169.500,00;170.000,00;187.615,00;No;100,00;500,00;3;100,00;500,00;0,00;0,00;0,00;13d;62,00 +WINJ26;16/12/2025 09:04:00;16/12/2025 09:12:00;8min;1;1;V;167.000,00;168.490,00;187.615,00;Sim;298,00;1.490,00;4;298,00;1.490,00;0,00;0,00;0,00;11d23h;360,00 +WINJ26;17/12/2025 09:02:00;17/12/2025 09:08:00;6min;1;1;V;164.410,00;164.015,00;187.615,00;No;-79,00;-395,00;5;-79,00;-395,00;0,00;0,00;0,00;23h58min;281,00 +WINJ26;26/12/2025 09:02:00;26/12/2025 09:06:00;4min;1;1;V;165.605,00;165.490,00;187.615,00;Sim;-23,00;-115,00;6;-23,00;-115,00;0,00;0,00;0,00;9d;258,00 +WINJ26;30/12/2025 09:02:00;30/12/2025 09:10:00;8min;1;1;C;166.780,00;167.200,00;187.615,00;Sim;84,00;420,00;7;84,00;420,00;0,00;0,00;0,00;4d;342,00 +WINJ26;02/01/2026 09:02:00;02/01/2026 09:08:00;6min;1;1;C;167.910,00;167.730,00;187.615,00;No;-36,00;-180,00;8;-36,00;-180,00;0,00;0,00;0,00;3d;306,00 +WINJ26;20/01/2026 09:02:00;20/01/2026 09:06:00;4min;1;1;V;169.335,00;168.765,00;187.615,00;Sim;-114,00;-570,00;9;-114,00;-570,00;0,00;0,00;0,00;18d;192,00 +WINJ26;21/01/2026 09:02:00;21/01/2026 09:08:00;6min;1;1;C;171.840,00;172.075,00;187.615,00;No;47,00;235,00;10;47,00;235,00;0,00;0,00;0,00;1d;239,00 +WINJ26;26/01/2026 09:02:00;26/01/2026 09:06:00;4min;1;1;C;185.445,00;186.230,00;187.615,00;No;157,00;785,00;11;157,00;785,00;0,00;0,00;0,00;5d;396,00 +WINJ26;29/01/2026 09:02:00;29/01/2026 09:06:00;4min;1;1;C;192.290,00;191.815,00;187.615,00;No;-95,00;-475,00;12;-95,00;-475,00;0,00;0,00;0,00;3d;301,00 +WINJ26;03/02/2026 09:02:00;03/02/2026 09:08:00;6min;1;1;C;188.830,00;188.470,00;187.615,00;Sim;-72,00;-360,00;13;-72,00;-360,00;0,00;0,00;0,00;5d;229,00 +WINJ26;06/02/2026 09:02:00;06/02/2026 09:06:00;4min;1;1;C;187.875,00;187.840,00;187.615,00;Sim;-7,00;-35,00;14;-7,00;-35,00;0,00;0,00;0,00;3d;222,00 +WINJ26;11/02/2026 09:02:00;11/02/2026 09:08:00;6min;1;1;C;191.415,00;191.875,00;187.615,00;No;92,00;460,00;15;92,00;460,00;0,00;0,00;0,00;5d;314,00 +WINJ26;13/02/2026 09:02:00;13/02/2026 09:10:00;8min;1;1;V;190.105,00;190.305,00;187.615,00;Sim;40,00;200,00;16;40,00;200,00;0,00;0,00;0,00;2d;354,00 +WINJ26;27/02/2026 09:02:00;27/02/2026 09:06:00;4min;1;1;V;192.535,00;193.255,00;187.615,00;Sim;144,00;720,00;17;144,00;720,00;0,00;0,00;0,00;14d;498,00 +WINJ26;03/03/2026 09:04:00;03/03/2026 09:12:00;8min;1;1;V;187.765,00;187.785,00;187.615,00;No;4,00;20,00;18;4,00;20,00;0,00;0,00;0,00;4d;502,00 +WINJ26;04/03/2026 09:02:00;04/03/2026 09:06:00;4min;1;1;C;187.160,00;187.430,00;187.615,00;Sim;54,00;270,00;19;54,00;270,00;0,00;0,00;0,00;23h58min;556,00 diff --git a/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v19_cm1_rm1_tfcurto3.csv b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v19_cm1_rm1_tfcurto3.csv new file mode 100644 index 0000000..d7c77a3 --- /dev/null +++ b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v19_cm1_rm1_tfcurto3.csv @@ -0,0 +1,27 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 24/10/2025 +Data Final: 04/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;04/11/2025 09:03:00;04/11/2025 10:15:00;1h12min;1;1;V;158.540,00;158.190,00;187.620,00;No;-70,00;-350,00;1;-70,00;-350,00;0,00;0,00;0,00; - ;-70,00 +WINJ26;05/11/2025 09:09:00;05/11/2025 10:24:00;1h15min;1;1;C;158.950,00;158.820,00;187.620,00;No;-26,00;-130,00;2;-26,00;-130,00;0,00;0,00;0,00;1d;-96,00 +WINJ26;14/11/2025 09:03:00;14/11/2025 09:15:00;12min;1;1;V;164.790,00;164.740,00;187.620,00;Sim;-10,00;-50,00;3;-10,00;-50,00;0,00;0,00;0,00;8d23h;-106,00 +WINJ26;18/11/2025 09:03:00;18/11/2025 09:30:00;27min;1;1;V;163.750,00;164.510,00;187.620,00;No;152,00;760,00;4;152,00;760,00;0,00;0,00;0,00;4d;46,00 +WINJ26;21/11/2025 09:06:00;21/11/2025 09:15:00;9min;1;1;V;162.260,00;161.840,00;187.620,00;No;-84,00;-420,00;5;-84,00;-420,00;0,00;0,00;0,00;3d;-38,00 +WINJ26;04/12/2025 09:06:00;04/12/2025 09:18:00;12min;1;1;C;169.500,00;170.000,00;187.620,00;No;100,00;500,00;6;100,00;500,00;0,00;0,00;0,00;13d;62,00 +WINJ26;16/12/2025 09:03:00;16/12/2025 09:12:00;9min;1;1;V;167.000,00;168.490,00;187.620,00;Sim;298,00;1.490,00;7;298,00;1.490,00;0,00;0,00;0,00;11d23h;360,00 +WINJ26;17/12/2025 09:06:00;17/12/2025 09:12:00;6min;1;1;V;164.800,00;164.115,00;187.620,00;No;-137,00;-685,00;8;-137,00;-685,00;0,00;0,00;0,00;1d;223,00 +WINJ26;26/12/2025 09:03:00;26/12/2025 09:09:00;6min;1;1;V;165.895,00;165.690,00;187.620,00;Sim;-41,00;-205,00;9;-41,00;-205,00;0,00;0,00;0,00;8d23h;182,00 +WINJ26;29/12/2025 09:03:00;29/12/2025 09:12:00;9min;1;1;C;167.305,00;167.315,00;187.620,00;Sim;2,00;10,00;10;2,00;10,00;0,00;0,00;0,00;3d;184,00 +WINJ26;30/12/2025 09:03:00;30/12/2025 09:09:00;6min;1;1;C;166.845,00;167.190,00;187.620,00;Sim;69,00;345,00;11;69,00;345,00;0,00;0,00;0,00;1d;253,00 +WINJ26;02/01/2026 09:03:00;02/01/2026 09:09:00;6min;1;1;C;167.955,00;167.685,00;187.620,00;No;-54,00;-270,00;12;-54,00;-270,00;0,00;0,00;0,00;3d;199,00 +WINJ26;21/01/2026 09:03:00;21/01/2026 09:15:00;12min;1;1;C;171.825,00;172.570,00;187.620,00;No;149,00;745,00;13;149,00;745,00;0,00;0,00;0,00;19d;348,00 +WINJ26;26/01/2026 09:03:00;26/01/2026 09:09:00;6min;1;1;C;185.625,00;186.005,00;187.620,00;No;76,00;380,00;14;76,00;380,00;0,00;0,00;0,00;5d;424,00 +WINJ26;27/01/2026 09:03:00;27/01/2026 09:09:00;6min;1;1;C;185.395,00;185.305,00;187.620,00;Sim;-18,00;-90,00;15;-18,00;-90,00;0,00;0,00;0,00;1d;406,00 +WINJ26;29/01/2026 09:03:00;29/01/2026 09:12:00;9min;1;1;C;192.105,00;191.825,00;187.620,00;No;-56,00;-280,00;16;-56,00;-280,00;0,00;0,00;0,00;2d;350,00 +WINJ26;11/02/2026 09:03:00;11/02/2026 09:09:00;6min;1;1;C;191.680,00;192.040,00;187.620,00;Sim;72,00;360,00;17;72,00;360,00;0,00;0,00;0,00;13d;422,00 +WINJ26;13/02/2026 09:03:00;13/02/2026 09:15:00;12min;1;1;V;189.795,00;190.320,00;187.620,00;Sim;105,00;525,00;18;105,00;525,00;0,00;0,00;0,00;2d;527,00 +WINJ26;24/02/2026 09:03:00;24/02/2026 09:15:00;12min;1;1;C;193.145,00;194.155,00;187.620,00;No;202,00;1.010,00;19;202,00;1.010,00;0,00;0,00;0,00;11d;729,00 +WINJ26;27/02/2026 09:03:00;27/02/2026 09:12:00;9min;1;1;V;192.665,00;193.215,00;187.620,00;Sim;110,00;550,00;20;110,00;550,00;0,00;0,00;0,00;3d;839,00 +WINJ26;04/03/2026 09:03:00;04/03/2026 09:09:00;6min;1;1;C;187.565,00;187.335,00;187.620,00;Sim;-46,00;-230,00;21;-46,00;-230,00;0,00;0,00;0,00;5d;793,00 diff --git a/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v19_cm1_rm1_tfcurto30.csv b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v19_cm1_rm1_tfcurto30.csv new file mode 100644 index 0000000..cc6e882 --- /dev/null +++ b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v19_cm1_rm1_tfcurto30.csv @@ -0,0 +1,25 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 22/08/2025 +Data Final: 04/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;28/08/2025 10:00:00;28/08/2025 10:30:00;30min;1;1;C;151.460,00;151.750,00;187.590,00;No;58,00;290,00;1;58,00;290,00;0,00;0,00;0,00; - ;58,00 +WINJ26;29/09/2025 09:30:00;29/09/2025 10:00:00;30min;1;1;C;156.710,00;157.250,00;187.590,00;No;108,00;540,00;2;108,00;540,00;0,00;0,00;0,00;1m23h;166,00 +WINJ26;24/10/2025 09:30:00;24/10/2025 10:00:00;30min;1;1;C;155.010,00;155.700,00;187.590,00;Sim;138,00;690,00;3;138,00;690,00;0,00;0,00;0,00;25d;304,00 +WINJ26;03/11/2025 09:30:00;03/11/2025 11:00:00;1h30min;1;1;C;158.710,00;158.605,00;187.590,00;No;-21,00;-105,00;4;-21,00;-105,00;0,00;0,00;0,00;10d;283,00 +WINJ26;18/11/2025 09:30:00;18/11/2025 10:00:00;30min;1;1;V;163.980,00;163.740,00;187.590,00;No;-48,00;-240,00;5;-48,00;-240,00;0,00;0,00;0,00;15d;235,00 +WINJ26;26/11/2025 09:30:00;26/11/2025 10:00:00;30min;1;1;C;164.110,00;164.240,00;187.590,00;No;26,00;130,00;6;26,00;130,00;0,00;0,00;0,00;8d;261,00 +WINJ26;09/12/2025 09:30:00;09/12/2025 10:00:00;30min;1;1;V;164.050,00;164.840,00;187.590,00;Sim;158,00;790,00;7;158,00;790,00;0,00;0,00;0,00;13d;419,00 +WINJ26;10/12/2025 09:30:00;10/12/2025 10:00:00;30min;1;1;C;165.610,00;165.020,00;187.590,00;No;-118,00;-590,00;8;-118,00;-590,00;0,00;0,00;0,00;1d;301,00 +WINJ26;11/12/2025 10:00:00;11/12/2025 10:30:00;30min;1;1;V;165.040,00;165.615,00;187.590,00;Sim;115,00;575,00;9;115,00;575,00;0,00;0,00;0,00;1d;416,00 +WINJ26;15/12/2025 09:30:00;15/12/2025 10:00:00;30min;1;1;C;169.010,00;168.490,00;187.590,00;No;-104,00;-520,00;10;-104,00;-520,00;0,00;0,00;0,00;3d23h;312,00 +WINJ26;16/12/2025 09:30:00;16/12/2025 10:00:00;30min;1;1;V;167.280,00;166.830,00;187.590,00;Sim;-90,00;-450,00;11;-90,00;-450,00;0,00;0,00;0,00;1d;222,00 +WINJ26;23/12/2025 09:30:00;23/12/2025 10:00:00;30min;1;1;C;164.910,00;165.015,00;187.590,00;Sim;21,00;105,00;12;21,00;105,00;0,00;0,00;0,00;7d;243,00 +WINJ26;30/12/2025 09:30:00;30/12/2025 10:00:00;30min;1;1;C;167.530,00;167.580,00;187.590,00;No;10,00;50,00;13;10,00;50,00;0,00;0,00;0,00;7d;253,00 +WINJ26;02/01/2026 09:30:00;02/01/2026 10:00:00;30min;1;1;C;167.620,00;168.085,00;187.590,00;No;93,00;465,00;14;93,00;465,00;0,00;0,00;0,00;3d;346,00 +WINJ26;14/01/2026 09:30:00;14/01/2026 10:00:00;30min;1;1;C;167.930,00;168.190,00;187.590,00;No;52,00;260,00;15;52,00;260,00;0,00;0,00;0,00;12d;398,00 +WINJ26;20/01/2026 09:30:00;20/01/2026 10:00:00;30min;1;1;V;169.020,00;168.250,00;187.590,00;Sim;-154,00;-770,00;16;-154,00;-770,00;0,00;0,00;0,00;6d;244,00 +WINJ26;21/01/2026 09:30:00;21/01/2026 10:00:00;30min;1;1;C;172.645,00;173.060,00;187.590,00;No;83,00;415,00;17;83,00;415,00;0,00;0,00;0,00;1d;327,00 +WINJ26;13/02/2026 09:30:00;13/02/2026 10:00:00;30min;1;1;V;189.230,00;189.245,00;187.590,00;Sim;3,00;15,00;18;3,00;15,00;0,00;0,00;0,00;23d;330,00 +WINJ26;27/02/2026 09:30:00;27/02/2026 10:00:00;30min;1;1;V;193.625,00;193.420,00;187.590,00;Sim;-41,00;-205,00;19;-41,00;-205,00;0,00;0,00;0,00;14d;289,00 diff --git a/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v19_cm1_rm1_tfcurto4.csv b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v19_cm1_rm1_tfcurto4.csv new file mode 100644 index 0000000..3a0c6c5 --- /dev/null +++ b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v19_cm1_rm1_tfcurto4.csv @@ -0,0 +1,25 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 22/08/2025 +Data Final: 04/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;04/11/2025 09:04:00;04/11/2025 10:12:00;1h8min;1;1;V;158.540,00;158.190,00;187.605,00;No;-70,00;-350,00;1;-70,00;-350,00;0,00;0,00;0,00; - ;-70,00 +WINJ26;14/11/2025 09:04:00;14/11/2025 09:16:00;12min;1;1;V;164.840,00;164.640,00;187.605,00;Sim;-40,00;-200,00;2;-40,00;-200,00;0,00;0,00;0,00;10d;-110,00 +WINJ26;18/11/2025 09:04:00;18/11/2025 09:28:00;24min;1;1;V;163.750,00;164.500,00;187.605,00;No;150,00;750,00;3;150,00;750,00;0,00;0,00;0,00;4d;40,00 +WINJ26;21/11/2025 09:04:00;21/11/2025 09:16:00;12min;1;1;V;162.270,00;161.840,00;187.605,00;No;-86,00;-430,00;4;-86,00;-430,00;0,00;0,00;0,00;3d;-46,00 +WINJ26;04/12/2025 09:04:00;04/12/2025 09:20:00;16min;1;1;C;169.500,00;169.990,00;187.605,00;No;98,00;490,00;5;98,00;490,00;0,00;0,00;0,00;13d;52,00 +WINJ26;10/12/2025 09:04:00;10/12/2025 09:32:00;28min;1;1;C;166.295,00;165.600,00;187.605,00;Sim;-139,00;-695,00;6;-139,00;-695,00;0,00;0,00;0,00;6d;-87,00 +WINJ26;17/12/2025 09:04:00;17/12/2025 09:12:00;8min;1;1;V;164.810,00;164.115,00;187.605,00;Sim;-139,00;-695,00;7;-139,00;-695,00;0,00;0,00;0,00;7d;-226,00 +WINJ26;26/12/2025 09:04:00;26/12/2025 09:12:00;8min;1;1;V;165.835,00;165.575,00;187.605,00;Sim;-52,00;-260,00;8;-52,00;-260,00;0,00;0,00;0,00;9d;-278,00 +WINJ26;02/01/2026 09:04:00;02/01/2026 09:12:00;8min;1;1;C;167.890,00;167.505,00;187.605,00;No;-77,00;-385,00;9;-77,00;-385,00;0,00;0,00;0,00;7d;-355,00 +WINJ26;21/01/2026 09:04:00;21/01/2026 09:16:00;12min;1;1;C;171.810,00;172.490,00;187.605,00;No;136,00;680,00;10;136,00;680,00;0,00;0,00;0,00;19d;-219,00 +WINJ26;22/01/2026 09:04:00;22/01/2026 09:16:00;12min;1;1;C;177.350,00;177.725,00;187.605,00;No;75,00;375,00;11;75,00;375,00;0,00;0,00;0,00;1d;-144,00 +WINJ26;26/01/2026 09:04:00;26/01/2026 09:12:00;8min;1;1;C;186.315,00;185.845,00;187.605,00;No;-94,00;-470,00;12;-94,00;-470,00;0,00;0,00;0,00;4d;-238,00 +WINJ26;06/02/2026 09:04:00;06/02/2026 09:12:00;8min;1;1;C;188.150,00;187.630,00;187.605,00;No;-104,00;-520,00;13;-104,00;-520,00;0,00;0,00;0,00;11d;-342,00 +WINJ26;11/02/2026 09:04:00;11/02/2026 09:16:00;12min;1;1;C;191.935,00;191.800,00;187.605,00;No;-27,00;-135,00;14;-27,00;-135,00;0,00;0,00;0,00;5d;-369,00 +WINJ26;13/02/2026 09:04:00;13/02/2026 09:16:00;12min;1;1;V;189.915,00;190.265,00;187.605,00;Sim;70,00;350,00;15;70,00;350,00;0,00;0,00;0,00;2d;-299,00 +WINJ26;24/02/2026 09:04:00;24/02/2026 09:16:00;12min;1;1;C;193.115,00;194.010,00;187.605,00;No;179,00;895,00;16;179,00;895,00;0,00;0,00;0,00;11d;-120,00 +WINJ26;27/02/2026 09:04:00;27/02/2026 09:12:00;8min;1;1;V;192.665,00;192.490,00;187.605,00;Sim;-35,00;-175,00;17;-35,00;-175,00;0,00;0,00;0,00;3d;-155,00 +WINJ26;03/03/2026 09:04:00;03/03/2026 09:12:00;8min;1;1;V;187.765,00;187.785,00;187.605,00;No;4,00;20,00;18;4,00;20,00;0,00;0,00;0,00;4d;-151,00 +WINJ26;04/03/2026 09:04:00;04/03/2026 09:16:00;12min;1;1;C;187.590,00;187.590,00;187.605,00;Sim;0;0;19;0;0;0,00;0,00;0,00;1d;-151,00 diff --git a/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v19_cm1_rm1_tfcurto60.csv b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v19_cm1_rm1_tfcurto60.csv new file mode 100644 index 0000000..18eabcb --- /dev/null +++ b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v19_cm1_rm1_tfcurto60.csv @@ -0,0 +1,31 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 22/08/2025 +Data Final: 04/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;28/08/2025 10:00:00;29/08/2025 09:00:00;23h;1;1;C;151.460,00;152.000,00;187.630,00;No;108,00;540,00;1;108,00;540,00;0,00;0,00;0,00; - ;108,00 +WINJ26;05/09/2025 10:00:00;05/09/2025 11:00:00;1h;1;1;C;153.400,00;153.400,00;187.630,00;No;0;0;2;0;0;0,00;0,00;0,00;8d;108,00 +WINJ26;10/09/2025 10:00:00;11/09/2025 09:00:00;23h;1;1;C;152.360,00;153.490,00;187.630,00;Sim;226,00;1.130,00;3;226,00;1.130,00;0,00;0,00;0,00;5d;334,00 +WINJ26;29/09/2025 10:00:00;29/09/2025 11:00:00;1h;1;1;C;157.260,00;156.600,00;187.630,00;No;-132,00;-660,00;4;-132,00;-660,00;0,00;0,00;0,00;19d;202,00 +WINJ26;01/10/2025 10:00:00;01/10/2025 11:00:00;1h;1;1;C;156.750,00;156.000,00;187.630,00;Sim;-150,00;-750,00;5;-150,00;-750,00;0,00;0,00;0,00;2d;52,00 +WINJ26;15/10/2025 10:00:00;15/10/2025 11:00:00;1h;1;1;V;151.200,00;150.095,00;187.630,00;No;-221,00;-1.105,00;6;-221,00;-1.105,00;0,00;0,00;0,00;14d;-169,00 +WINJ26;17/10/2025 10:00:00;17/10/2025 11:00:00;1h;1;1;V;151.375,00;150.800,00;187.630,00;Sim;-115,00;-575,00;7;-115,00;-575,00;0,00;0,00;0,00;2d;-284,00 +WINJ26;24/10/2025 10:00:00;24/10/2025 11:00:00;1h;1;1;C;155.710,00;154.990,00;187.630,00;Sim;-144,00;-720,00;8;-144,00;-720,00;0,00;0,00;0,00;7d;-428,00 +WINJ26;03/11/2025 11:00:00;03/11/2025 12:00:00;1h;1;1;C;158.615,00;158.990,00;187.630,00;No;75,00;375,00;9;75,00;375,00;0,00;0,00;0,00;10d1h;-353,00 +WINJ26;18/11/2025 10:00:00;18/11/2025 11:00:00;1h;1;1;V;164.500,00;163.970,00;187.630,00;Sim;-106,00;-530,00;10;-106,00;-530,00;0,00;0,00;0,00;14d23h;-459,00 +WINJ26;26/11/2025 10:00:00;26/11/2025 11:00:00;1h;1;1;C;164.260,00;165.290,00;187.630,00;No;206,00;1.030,00;11;206,00;1.030,00;0,00;0,00;0,00;8d;-253,00 +WINJ26;04/12/2025 10:00:00;04/12/2025 11:00:00;1h;1;1;C;170.095,00;171.240,00;187.630,00;No;229,00;1.145,00;12;229,00;1.145,00;0,00;0,00;0,00;8d;-24,00 +WINJ26;09/12/2025 10:00:00;09/12/2025 11:00:00;1h;1;1;V;163.160,00;164.040,00;187.630,00;Sim;176,00;880,00;13;176,00;880,00;0,00;0,00;0,00;5d;152,00 +WINJ26;11/12/2025 10:00:00;11/12/2025 11:00:00;1h;1;1;V;165.510,00;165.605,00;187.630,00;Sim;19,00;95,00;14;19,00;95,00;0,00;0,00;0,00;2d;171,00 +WINJ26;15/12/2025 10:00:00;15/12/2025 11:00:00;1h;1;1;C;168.510,00;169.320,00;187.630,00;Sim;162,00;810,00;15;162,00;810,00;0,00;0,00;0,00;4d;333,00 +WINJ26;16/12/2025 10:00:00;16/12/2025 11:00:00;1h;1;1;V;167.010,00;167.260,00;187.630,00;Sim;50,00;250,00;16;50,00;250,00;0,00;0,00;0,00;1d;383,00 +WINJ26;30/12/2025 10:00:00;30/12/2025 11:00:00;1h;1;1;C;167.600,00;167.190,00;187.630,00;Sim;-82,00;-410,00;17;-82,00;-410,00;0,00;0,00;0,00;14d;301,00 +WINJ26;02/01/2026 10:00:00;02/01/2026 11:00:00;1h;1;1;C;168.105,00;166.695,00;187.630,00;No;-282,00;-1.410,00;18;-282,00;-1.410,00;0,00;0,00;0,00;3d;19,00 +WINJ26;14/01/2026 10:00:00;14/01/2026 11:00:00;1h;1;1;C;168.210,00;168.210,00;187.630,00;No;0;0;19;0;0;0,00;0,00;0,00;12d;19,00 +WINJ26;21/01/2026 10:00:00;21/01/2026 11:00:00;1h;1;1;C;173.075,00;173.810,00;187.630,00;No;147,00;735,00;20;147,00;735,00;0,00;0,00;0,00;7d;166,00 +WINJ26;22/01/2026 10:00:00;22/01/2026 11:00:00;1h;1;1;C;178.005,00;178.060,00;187.630,00;No;11,00;55,00;21;11,00;55,00;0,00;0,00;0,00;1d;177,00 +WINJ26;03/02/2026 10:00:00;03/02/2026 11:00:00;1h;1;1;C;189.570,00;190.820,00;187.630,00;No;250,00;1.250,00;22;250,00;1.250,00;0,00;0,00;0,00;12d;427,00 +WINJ26;11/02/2026 10:00:00;11/02/2026 11:00:00;1h;1;1;C;192.245,00;192.550,00;187.630,00;No;61,00;305,00;23;61,00;305,00;0,00;0,00;0,00;8d;488,00 +WINJ26;13/02/2026 10:00:00;13/02/2026 11:00:00;1h;1;1;V;188.955,00;189.210,00;187.630,00;Sim;51,00;255,00;24;51,00;255,00;0,00;0,00;0,00;2d;539,00 +WINJ26;03/03/2026 10:00:00;03/03/2026 11:00:00;1h;1;1;V;185.620,00;187.255,00;187.630,00;No;327,00;1.635,00;25;327,00;1.635,00;0,00;0,00;0,00;18d;866,00 diff --git a/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v20_cm2_rm1_tfcurto15.csv b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v20_cm2_rm1_tfcurto15.csv new file mode 100644 index 0000000..686dfd1 --- /dev/null +++ b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v20_cm2_rm1_tfcurto15.csv @@ -0,0 +1,8 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 22/08/2025 +Data Final: 04/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;02/01/2026 09:15:00;02/01/2026 09:30:00;15min;1;1;C;167.725,00;167.600,00;188.020,00;No;-25,00;-125,00;1;-25,00;-125,00;0,00;0,00;0,00; - ;-25,00 +WINJ26;27/02/2026 09:15:00;27/02/2026 09:30:00;15min;1;1;V;193.440,00;193.025,00;188.020,00;No;-83,00;-415,00;2;-83,00;-415,00;0,00;0,00;0,00;1m25d;-108,00 diff --git a/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v20_cm2_rm1_tfcurto30.csv b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v20_cm2_rm1_tfcurto30.csv new file mode 100644 index 0000000..c41d246 --- /dev/null +++ b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v20_cm2_rm1_tfcurto30.csv @@ -0,0 +1,8 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 22/08/2025 +Data Final: 04/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;02/01/2026 09:30:00;02/01/2026 10:00:00;30min;1;1;C;167.620,00;168.085,00;187.990,00;No;93,00;465,00;1;93,00;465,00;0,00;0,00;0,00; - ;93,00 +WINJ26;27/02/2026 09:30:00;27/02/2026 10:00:00;30min;1;1;V;193.625,00;193.420,00;187.990,00;No;-41,00;-205,00;2;-41,00;-205,00;0,00;0,00;0,00;1m25d;52,00 diff --git a/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v21_cm3_rm1_tfcurto1.csv b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v21_cm3_rm1_tfcurto1.csv new file mode 100644 index 0000000..17f4886 --- /dev/null +++ b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v21_cm3_rm1_tfcurto1.csv @@ -0,0 +1,12 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 02/02/2026 +Data Final: 04/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;03/02/2026 09:01:00;03/02/2026 09:03:00;2min;1;1;C;188.460,00;188.615,00;188.040,00;No;31,00;155,00;1;31,00;155,00;0,00;0,00;0,00; - ;31,00 +WINJ26;06/02/2026 09:01:00;06/02/2026 09:03:00;2min;1;1;C;187.790,00;187.900,00;188.040,00;Sim;22,00;110,00;2;22,00;110,00;0,00;0,00;0,00;3d;53,00 +WINJ26;11/02/2026 09:01:00;11/02/2026 09:05:00;4min;1;1;C;191.000,00;191.950,00;188.040,00;No;190,00;950,00;3;190,00;950,00;0,00;0,00;0,00;5d;243,00 +WINJ26;25/02/2026 09:01:00;25/02/2026 09:03:00;2min;1;1;C;197.070,00;196.180,00;188.040,00;No;-178,00;-890,00;4;-178,00;-890,00;0,00;0,00;0,00;14d;65,00 +WINJ26;27/02/2026 09:01:00;27/02/2026 09:05:00;4min;1;1;V;192.500,00;193.920,00;188.040,00;No;284,00;1.420,00;5;284,00;1.420,00;0,00;0,00;0,00;2d;349,00 +WINJ26;02/03/2026 09:01:00;02/03/2026 09:03:00;2min;1;1;V;190.300,00;189.945,00;188.040,00;No;-71,00;-355,00;6;-71,00;-355,00;0,00;0,00;0,00;3d;278,00 diff --git a/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v21_cm3_rm1_tfcurto15.csv b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v21_cm3_rm1_tfcurto15.csv new file mode 100644 index 0000000..7e195e5 --- /dev/null +++ b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v21_cm3_rm1_tfcurto15.csv @@ -0,0 +1,28 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 22/08/2025 +Data Final: 04/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;23/10/2025 09:15:00;23/10/2025 09:30:00;15min;1;1;C;154.500,00;154.700,00;188.020,00;No;40,00;200,00;1;40,00;200,00;0,00;0,00;0,00; - ;40,00 +WINJ26;04/11/2025 10:00:00;04/11/2025 10:15:00;15min;1;1;V;158.550,00;158.430,00;188.020,00;No;-24,00;-120,00;2;-24,00;-120,00;0,00;0,00;0,00;12d;16,00 +WINJ26;14/11/2025 09:15:00;14/11/2025 09:30:00;15min;1;1;V;164.915,00;164.770,00;188.020,00;Sim;-29,00;-145,00;3;-29,00;-145,00;0,00;0,00;0,00;9d23h;-13,00 +WINJ26;18/11/2025 09:15:00;18/11/2025 09:30:00;15min;1;1;V;163.750,00;164.000,00;188.020,00;No;50,00;250,00;4;50,00;250,00;0,00;0,00;0,00;4d;37,00 +WINJ26;26/11/2025 09:15:00;26/11/2025 09:30:00;15min;1;1;C;164.085,00;164.100,00;188.020,00;No;3,00;15,00;5;3,00;15,00;0,00;0,00;0,00;8d;40,00 +WINJ26;04/12/2025 09:15:00;04/12/2025 09:30:00;15min;1;1;C;169.815,00;170.000,00;188.020,00;No;37,00;185,00;6;37,00;185,00;0,00;0,00;0,00;8d;77,00 +WINJ26;09/12/2025 09:15:00;09/12/2025 09:30:00;15min;1;1;V;164.850,00;164.655,00;188.020,00;Sim;-39,00;-195,00;7;-39,00;-195,00;0,00;0,00;0,00;5d;38,00 +WINJ26;10/12/2025 09:15:00;10/12/2025 09:30:00;15min;1;1;C;166.330,00;165.600,00;188.020,00;Sim;-146,00;-730,00;8;-146,00;-730,00;0,00;0,00;0,00;1d;-108,00 +WINJ26;11/12/2025 10:00:00;11/12/2025 10:30:00;30min;1;1;V;165.040,00;165.615,00;188.020,00;Sim;115,00;575,00;9;115,00;575,00;0,00;0,00;0,00;1d;7,00 +WINJ26;15/12/2025 09:15:00;15/12/2025 09:30:00;15min;1;1;C;168.740,00;169.000,00;188.020,00;No;52,00;260,00;10;52,00;260,00;0,00;0,00;0,00;3d23h;59,00 +WINJ26;16/12/2025 09:15:00;16/12/2025 09:30:00;15min;1;1;V;166.850,00;166.950,00;188.020,00;Sim;20,00;100,00;11;20,00;100,00;0,00;0,00;0,00;1d;79,00 +WINJ26;02/01/2026 09:15:00;02/01/2026 09:30:00;15min;1;1;C;167.725,00;167.600,00;188.020,00;Sim;-25,00;-125,00;12;-25,00;-125,00;0,00;0,00;0,00;17d;54,00 +WINJ26;14/01/2026 09:15:00;14/01/2026 09:30:00;15min;1;1;C;167.745,00;167.915,00;188.020,00;No;34,00;170,00;13;34,00;170,00;0,00;0,00;0,00;12d;88,00 +WINJ26;20/01/2026 09:15:00;20/01/2026 09:30:00;15min;1;1;V;168.270,00;168.475,00;188.020,00;Sim;41,00;205,00;14;41,00;205,00;0,00;0,00;0,00;6d;129,00 +WINJ26;21/01/2026 09:15:00;21/01/2026 09:30:00;15min;1;1;C;172.590,00;172.625,00;188.020,00;No;7,00;35,00;15;7,00;35,00;0,00;0,00;0,00;1d;136,00 +WINJ26;22/01/2026 09:15:00;22/01/2026 09:30:00;15min;1;1;C;177.645,00;177.510,00;188.020,00;No;-27,00;-135,00;16;-27,00;-135,00;0,00;0,00;0,00;1d;109,00 +WINJ26;03/02/2026 09:15:00;03/02/2026 09:30:00;15min;1;1;C;188.980,00;189.050,00;188.020,00;No;14,00;70,00;17;14,00;70,00;0,00;0,00;0,00;12d;123,00 +WINJ26;11/02/2026 09:15:00;11/02/2026 09:30:00;15min;1;1;C;191.880,00;191.530,00;188.020,00;No;-70,00;-350,00;18;-70,00;-350,00;0,00;0,00;0,00;8d;53,00 +WINJ26;13/02/2026 09:15:00;13/02/2026 09:30:00;15min;1;1;V;189.265,00;189.775,00;188.020,00;Sim;102,00;510,00;19;102,00;510,00;0,00;0,00;0,00;2d;155,00 +WINJ26;24/02/2026 09:15:00;24/02/2026 09:30:00;15min;1;1;C;194.175,00;193.230,00;188.020,00;No;-189,00;-945,00;20;-189,00;-945,00;0,00;0,00;0,00;11d;-34,00 +WINJ26;27/02/2026 09:15:00;27/02/2026 09:30:00;15min;1;1;V;193.440,00;193.025,00;188.020,00;Sim;-83,00;-415,00;21;-83,00;-415,00;0,00;0,00;0,00;3d;-117,00 +WINJ26;04/03/2026 09:15:00;04/03/2026 09:30:00;15min;1;1;C;187.670,00;187.330,00;188.020,00;Sim;-68,00;-340,00;22;-68,00;-340,00;0,00;0,00;0,00;5d;-185,00 diff --git a/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v21_cm3_rm1_tfcurto2.csv b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v21_cm3_rm1_tfcurto2.csv new file mode 100644 index 0000000..f1c9ae1 --- /dev/null +++ b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v21_cm3_rm1_tfcurto2.csv @@ -0,0 +1,13 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 02/02/2026 +Data Final: 04/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;03/02/2026 09:02:00;03/02/2026 09:08:00;6min;1;1;C;188.830,00;188.470,00;188.015,00;No;-72,00;-360,00;1;-72,00;-360,00;0,00;0,00;0,00; - ;-72,00 +WINJ26;06/02/2026 09:02:00;06/02/2026 09:06:00;4min;1;1;C;187.875,00;187.840,00;188.015,00;Sim;-7,00;-35,00;2;-7,00;-35,00;0,00;0,00;0,00;3d;-79,00 +WINJ26;11/02/2026 09:02:00;11/02/2026 09:08:00;6min;1;1;C;191.415,00;191.875,00;188.015,00;No;92,00;460,00;3;92,00;460,00;0,00;0,00;0,00;5d;13,00 +WINJ26;13/02/2026 09:02:00;13/02/2026 09:10:00;8min;1;1;V;190.105,00;190.305,00;188.015,00;No;40,00;200,00;4;40,00;200,00;0,00;0,00;0,00;2d;53,00 +WINJ26;27/02/2026 09:02:00;27/02/2026 09:06:00;4min;1;1;V;192.535,00;193.255,00;188.015,00;Sim;144,00;720,00;5;144,00;720,00;0,00;0,00;0,00;14d;197,00 +WINJ26;03/03/2026 09:04:00;03/03/2026 09:12:00;8min;1;1;V;187.765,00;187.785,00;188.015,00;No;4,00;20,00;6;4,00;20,00;0,00;0,00;0,00;4d;201,00 +WINJ26;04/03/2026 09:02:00;04/03/2026 09:06:00;4min;1;1;C;187.160,00;187.430,00;188.015,00;Sim;54,00;270,00;7;54,00;270,00;0,00;0,00;0,00;23h58min;255,00 diff --git a/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v21_cm3_rm1_tfcurto3.csv b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v21_cm3_rm1_tfcurto3.csv new file mode 100644 index 0000000..4ad62ec --- /dev/null +++ b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v21_cm3_rm1_tfcurto3.csv @@ -0,0 +1,28 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 24/10/2025 +Data Final: 04/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;04/11/2025 09:03:00;04/11/2025 10:15:00;1h12min;1;1;V;158.540,00;158.190,00;188.035,00;No;-70,00;-350,00;1;-70,00;-350,00;0,00;0,00;0,00; - ;-70,00 +WINJ26;05/11/2025 09:09:00;05/11/2025 10:24:00;1h15min;1;1;C;158.950,00;158.820,00;188.035,00;No;-26,00;-130,00;2;-26,00;-130,00;0,00;0,00;0,00;1d;-96,00 +WINJ26;14/11/2025 09:03:00;14/11/2025 09:15:00;12min;1;1;V;164.790,00;164.740,00;188.035,00;Sim;-10,00;-50,00;3;-10,00;-50,00;0,00;0,00;0,00;8d23h;-106,00 +WINJ26;18/11/2025 09:03:00;18/11/2025 09:30:00;27min;1;1;V;163.750,00;164.510,00;188.035,00;No;152,00;760,00;4;152,00;760,00;0,00;0,00;0,00;4d;46,00 +WINJ26;21/11/2025 09:06:00;21/11/2025 09:15:00;9min;1;1;V;162.260,00;161.840,00;188.035,00;No;-84,00;-420,00;5;-84,00;-420,00;0,00;0,00;0,00;3d;-38,00 +WINJ26;04/12/2025 09:06:00;04/12/2025 09:18:00;12min;1;1;C;169.500,00;170.000,00;188.035,00;No;100,00;500,00;6;100,00;500,00;0,00;0,00;0,00;13d;62,00 +WINJ26;16/12/2025 09:03:00;16/12/2025 09:12:00;9min;1;1;V;167.000,00;168.490,00;188.035,00;Sim;298,00;1.490,00;7;298,00;1.490,00;0,00;0,00;0,00;11d23h;360,00 +WINJ26;17/12/2025 09:06:00;17/12/2025 09:12:00;6min;1;1;V;164.800,00;164.115,00;188.035,00;No;-137,00;-685,00;8;-137,00;-685,00;0,00;0,00;0,00;1d;223,00 +WINJ26;26/12/2025 09:03:00;26/12/2025 09:09:00;6min;1;1;V;165.895,00;165.690,00;188.035,00;Sim;-41,00;-205,00;9;-41,00;-205,00;0,00;0,00;0,00;8d23h;182,00 +WINJ26;29/12/2025 09:03:00;29/12/2025 09:12:00;9min;1;1;C;167.305,00;167.315,00;188.035,00;Sim;2,00;10,00;10;2,00;10,00;0,00;0,00;0,00;3d;184,00 +WINJ26;30/12/2025 09:03:00;30/12/2025 09:09:00;6min;1;1;C;166.845,00;167.190,00;188.035,00;Sim;69,00;345,00;11;69,00;345,00;0,00;0,00;0,00;1d;253,00 +WINJ26;02/01/2026 09:03:00;02/01/2026 09:09:00;6min;1;1;C;167.955,00;167.685,00;188.035,00;No;-54,00;-270,00;12;-54,00;-270,00;0,00;0,00;0,00;3d;199,00 +WINJ26;21/01/2026 09:03:00;21/01/2026 09:15:00;12min;1;1;C;171.825,00;172.570,00;188.035,00;No;149,00;745,00;13;149,00;745,00;0,00;0,00;0,00;19d;348,00 +WINJ26;26/01/2026 09:03:00;26/01/2026 09:09:00;6min;1;1;C;185.625,00;186.005,00;188.035,00;No;76,00;380,00;14;76,00;380,00;0,00;0,00;0,00;5d;424,00 +WINJ26;27/01/2026 09:03:00;27/01/2026 09:09:00;6min;1;1;C;185.395,00;185.305,00;188.035,00;Sim;-18,00;-90,00;15;-18,00;-90,00;0,00;0,00;0,00;1d;406,00 +WINJ26;29/01/2026 09:03:00;29/01/2026 09:12:00;9min;1;1;C;192.105,00;191.825,00;188.035,00;No;-56,00;-280,00;16;-56,00;-280,00;0,00;0,00;0,00;2d;350,00 +WINJ26;11/02/2026 09:03:00;11/02/2026 09:09:00;6min;1;1;C;191.680,00;192.040,00;188.035,00;Sim;72,00;360,00;17;72,00;360,00;0,00;0,00;0,00;13d;422,00 +WINJ26;13/02/2026 09:03:00;13/02/2026 09:15:00;12min;1;1;V;189.795,00;190.320,00;188.035,00;Sim;105,00;525,00;18;105,00;525,00;0,00;0,00;0,00;2d;527,00 +WINJ26;23/02/2026 09:03:00;23/02/2026 09:09:00;6min;1;1;V;193.610,00;193.395,00;188.035,00;Sim;-43,00;-215,00;19;-43,00;-215,00;0,00;0,00;0,00;10d;484,00 +WINJ26;24/02/2026 09:03:00;24/02/2026 09:15:00;12min;1;1;C;193.145,00;194.155,00;188.035,00;No;202,00;1.010,00;20;202,00;1.010,00;0,00;0,00;0,00;1d;686,00 +WINJ26;27/02/2026 09:03:00;27/02/2026 09:12:00;9min;1;1;V;192.665,00;193.215,00;188.035,00;No;110,00;550,00;21;110,00;550,00;0,00;0,00;0,00;3d;796,00 +WINJ26;04/03/2026 09:03:00;04/03/2026 09:09:00;6min;1;1;C;187.565,00;187.335,00;188.035,00;Sim;-46,00;-230,00;22;-46,00;-230,00;0,00;0,00;0,00;5d;750,00 diff --git a/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v21_cm3_rm1_tfcurto30.csv b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v21_cm3_rm1_tfcurto30.csv new file mode 100644 index 0000000..b2b8a2f --- /dev/null +++ b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v21_cm3_rm1_tfcurto30.csv @@ -0,0 +1,8 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 02/02/2026 +Data Final: 04/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;13/02/2026 09:30:00;13/02/2026 10:00:00;30min;1;1;V;189.230,00;189.245,00;188.035,00;No;3,00;15,00;1;3,00;15,00;0,00;0,00;0,00; - ;3,00 +WINJ26;27/02/2026 09:30:00;27/02/2026 10:00:00;30min;1;1;V;193.625,00;193.420,00;188.035,00;Sim;-41,00;-205,00;2;-41,00;-205,00;0,00;0,00;0,00;14d;-38,00 diff --git a/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v21_cm3_rm1_tfcurto4.csv b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v21_cm3_rm1_tfcurto4.csv new file mode 100644 index 0000000..f67b076 --- /dev/null +++ b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v21_cm3_rm1_tfcurto4.csv @@ -0,0 +1,30 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 22/08/2025 +Data Final: 04/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;28/08/2025 09:41:00;28/08/2025 10:22:00;41min;1;1;C;151.460,00;151.750,00;188.010,00;No;58,00;290,00;1;58,00;290,00;0,00;0,00;0,00; - ;58,00 +WINJ26;05/09/2025 09:41:00;05/09/2025 11:03:00;1h22min;1;1;C;153.400,00;153.400,00;188.010,00;No;0;0;2;0;0;0,00;0,00;0,00;8d;58,00 +WINJ26;10/09/2025 09:41:00;11/09/2025 09:00:00;23h19min;1;1;C;152.360,00;153.490,00;188.010,00;Sim;226,00;1.130,00;3;226,00;1.130,00;0,00;0,00;0,00;5d;284,00 +WINJ26;15/09/2025 09:41:00;15/09/2025 10:22:00;41min;1;1;C;153.210,00;153.200,00;188.010,00;No;-2,00;-10,00;4;-2,00;-10,00;0,00;0,00;0,00;5d;282,00 +WINJ26;29/09/2025 09:41:00;29/09/2025 11:44:00;2h3min;1;1;C;157.010,00;156.600,00;188.010,00;No;-82,00;-410,00;5;-82,00;-410,00;0,00;0,00;0,00;14d;200,00 +WINJ26;23/10/2025 09:41:00;23/10/2025 10:22:00;41min;1;1;C;154.835,00;154.590,00;188.010,00;Sim;-49,00;-245,00;6;-49,00;-245,00;0,00;0,00;0,00;24d;151,00 +WINJ26;24/10/2025 09:41:00;24/10/2025 10:22:00;41min;1;1;C;155.510,00;155.740,00;188.010,00;No;46,00;230,00;7;46,00;230,00;0,00;0,00;0,00;1d;197,00 +WINJ26;03/11/2025 09:41:00;03/11/2025 11:03:00;1h22min;1;1;C;158.730,00;158.605,00;188.010,00;No;-25,00;-125,00;8;-25,00;-125,00;0,00;0,00;0,00;10d;172,00 +WINJ26;18/11/2025 09:41:00;18/11/2025 10:22:00;41min;1;1;V;164.550,00;163.590,00;188.010,00;No;-192,00;-960,00;9;-192,00;-960,00;0,00;0,00;0,00;15d;-20,00 +WINJ26;04/12/2025 09:41:00;04/12/2025 10:22:00;41min;1;1;C;170.095,00;170.650,00;188.010,00;No;111,00;555,00;10;111,00;555,00;0,00;0,00;0,00;16d;91,00 +WINJ26;15/12/2025 09:41:00;15/12/2025 10:22:00;41min;1;1;C;169.210,00;168.650,00;188.010,00;Sim;-112,00;-560,00;11;-112,00;-560,00;0,00;0,00;0,00;11d;-21,00 +WINJ26;16/12/2025 09:41:00;16/12/2025 10:22:00;41min;1;1;V;167.175,00;166.990,00;188.010,00;Sim;-37,00;-185,00;12;-37,00;-185,00;0,00;0,00;0,00;1d;-58,00 +WINJ26;17/12/2025 09:41:00;17/12/2025 10:22:00;41min;1;1;V;163.650,00;164.225,00;188.010,00;No;115,00;575,00;13;115,00;575,00;0,00;0,00;0,00;1d;57,00 +WINJ26;30/12/2025 09:41:00;30/12/2025 10:22:00;41min;1;1;C;167.860,00;167.920,00;188.010,00;Sim;12,00;60,00;14;12,00;60,00;0,00;0,00;0,00;13d;69,00 +WINJ26;02/01/2026 09:41:00;02/01/2026 10:22:00;41min;1;1;C;167.805,00;167.575,00;188.010,00;Sim;-46,00;-230,00;15;-46,00;-230,00;0,00;0,00;0,00;3d;23,00 +WINJ26;14/01/2026 09:41:00;14/01/2026 10:22:00;41min;1;1;C;167.995,00;168.175,00;188.010,00;No;36,00;180,00;16;36,00;180,00;0,00;0,00;0,00;12d;59,00 +WINJ26;20/01/2026 09:41:00;20/01/2026 10:22:00;41min;1;1;V;169.410,00;168.345,00;188.010,00;Sim;-213,00;-1.065,00;17;-213,00;-1.065,00;0,00;0,00;0,00;6d;-154,00 +WINJ26;21/01/2026 09:41:00;21/01/2026 10:22:00;41min;1;1;C;172.740,00;173.540,00;188.010,00;No;160,00;800,00;18;160,00;800,00;0,00;0,00;0,00;1d;6,00 +WINJ26;27/01/2026 09:41:00;27/01/2026 10:22:00;41min;1;1;C;186.290,00;185.785,00;188.010,00;No;-101,00;-505,00;19;-101,00;-505,00;0,00;0,00;0,00;6d;-95,00 +WINJ26;03/02/2026 09:41:00;03/02/2026 10:22:00;41min;1;1;C;189.435,00;189.055,00;188.010,00;No;-76,00;-380,00;20;-76,00;-380,00;0,00;0,00;0,00;7d;-171,00 +WINJ26;09/02/2026 09:41:00;09/02/2026 10:22:00;41min;1;1;C;188.650,00;187.490,00;188.010,00;Sim;-232,00;-1.160,00;21;-232,00;-1.160,00;0,00;0,00;0,00;6d;-403,00 +WINJ26;11/02/2026 09:41:00;11/02/2026 10:22:00;41min;1;1;C;191.925,00;191.920,00;188.010,00;No;-1,00;-5,00;22;-1,00;-5,00;0,00;0,00;0,00;2d;-404,00 +WINJ26;13/02/2026 09:41:00;13/02/2026 10:22:00;41min;1;1;V;188.795,00;189.220,00;188.010,00;Sim;85,00;425,00;23;85,00;425,00;0,00;0,00;0,00;2d;-319,00 +WINJ26;27/02/2026 09:41:00;27/02/2026 10:22:00;41min;1;1;V;193.500,00;193.540,00;188.010,00;Sim;8,00;40,00;24;8,00;40,00;0,00;0,00;0,00;14d;-311,00 diff --git a/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v21_cm3_rm1_tfcurto5.csv b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v21_cm3_rm1_tfcurto5.csv new file mode 100644 index 0000000..c4ff4bb --- /dev/null +++ b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v21_cm3_rm1_tfcurto5.csv @@ -0,0 +1,26 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 22/08/2025 +Data Final: 04/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;04/11/2025 10:00:00;04/11/2025 10:15:00;15min;1;1;V;158.540,00;158.430,00;188.030,00;No;-22,00;-110,00;1;-22,00;-110,00;0,00;0,00;0,00; - ;-22,00 +WINJ26;14/11/2025 09:05:00;14/11/2025 09:20:00;15min;1;1;V;164.730,00;164.640,00;188.030,00;Sim;-18,00;-90,00;2;-18,00;-90,00;0,00;0,00;0,00;9d23h;-40,00 +WINJ26;18/11/2025 09:05:00;18/11/2025 09:30:00;25min;1;1;V;163.750,00;164.400,00;188.030,00;No;130,00;650,00;3;130,00;650,00;0,00;0,00;0,00;4d;90,00 +WINJ26;21/11/2025 09:05:00;21/11/2025 09:15:00;10min;1;1;V;162.270,00;161.840,00;188.030,00;No;-86,00;-430,00;4;-86,00;-430,00;0,00;0,00;0,00;3d;4,00 +WINJ26;04/12/2025 09:05:00;04/12/2025 09:20:00;15min;1;1;C;169.500,00;169.990,00;188.030,00;No;98,00;490,00;5;98,00;490,00;0,00;0,00;0,00;13d;102,00 +WINJ26;09/12/2025 09:05:00;09/12/2025 09:30:00;25min;1;1;V;164.850,00;164.700,00;188.030,00;Sim;-30,00;-150,00;6;-30,00;-150,00;0,00;0,00;0,00;5d;72,00 +WINJ26;10/12/2025 09:10:00;10/12/2025 09:30:00;20min;1;1;C;166.300,00;165.600,00;188.030,00;Sim;-140,00;-700,00;7;-140,00;-700,00;0,00;0,00;0,00;1d;-68,00 +WINJ26;16/12/2025 09:05:00;16/12/2025 09:20:00;15min;1;1;V;166.930,00;167.390,00;188.030,00;Sim;92,00;460,00;8;92,00;460,00;0,00;0,00;0,00;5d23h;24,00 +WINJ26;17/12/2025 09:05:00;17/12/2025 09:15:00;10min;1;1;V;164.820,00;164.115,00;188.030,00;No;-141,00;-705,00;9;-141,00;-705,00;0,00;0,00;0,00;1d;-117,00 +WINJ26;26/12/2025 09:05:00;26/12/2025 09:15:00;10min;1;1;V;165.990,00;165.710,00;188.030,00;Sim;-56,00;-280,00;10;-56,00;-280,00;0,00;0,00;0,00;9d;-173,00 +WINJ26;02/01/2026 09:05:00;02/01/2026 09:20:00;15min;1;1;C;167.920,00;167.720,00;188.030,00;No;-40,00;-200,00;11;-40,00;-200,00;0,00;0,00;0,00;7d;-213,00 +WINJ26;07/01/2026 09:05:00;07/01/2026 09:20:00;15min;1;1;V;169.345,00;169.035,00;188.030,00;Sim;-62,00;-310,00;12;-62,00;-310,00;0,00;0,00;0,00;5d;-275,00 +WINJ26;21/01/2026 09:05:00;21/01/2026 09:20:00;15min;1;1;C;171.995,00;172.535,00;188.030,00;No;108,00;540,00;13;108,00;540,00;0,00;0,00;0,00;14d;-167,00 +WINJ26;06/02/2026 09:05:00;06/02/2026 09:15:00;10min;1;1;C;188.150,00;187.450,00;188.030,00;No;-140,00;-700,00;14;-140,00;-700,00;0,00;0,00;0,00;16d;-307,00 +WINJ26;11/02/2026 09:05:00;11/02/2026 09:15:00;10min;1;1;C;191.970,00;191.860,00;188.030,00;No;-22,00;-110,00;15;-22,00;-110,00;0,00;0,00;0,00;5d;-329,00 +WINJ26;13/02/2026 09:05:00;13/02/2026 09:20:00;15min;1;1;V;189.270,00;190.295,00;188.030,00;Sim;205,00;1.025,00;16;205,00;1.025,00;0,00;0,00;0,00;2d;-124,00 +WINJ26;24/02/2026 09:05:00;24/02/2026 09:20:00;15min;1;1;C;193.080,00;193.750,00;188.030,00;No;134,00;670,00;17;134,00;670,00;0,00;0,00;0,00;11d;10,00 +WINJ26;27/02/2026 09:05:00;27/02/2026 09:15:00;10min;1;1;V;193.045,00;192.480,00;188.030,00;Sim;-113,00;-565,00;18;-113,00;-565,00;0,00;0,00;0,00;3d;-103,00 +WINJ26;03/03/2026 09:05:00;03/03/2026 09:15:00;10min;1;1;V;188.135,00;187.890,00;188.030,00;No;-49,00;-245,00;19;-49,00;-245,00;0,00;0,00;0,00;4d;-152,00 +WINJ26;04/03/2026 09:05:00;04/03/2026 09:20:00;15min;1;1;C;187.630,00;187.315,00;188.030,00;Sim;-63,00;-315,00;20;-63,00;-315,00;0,00;0,00;0,00;1d;-215,00 diff --git a/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v21_cm3_rm1_tfcurto60.csv b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v21_cm3_rm1_tfcurto60.csv new file mode 100644 index 0000000..e068aaa --- /dev/null +++ b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v21_cm3_rm1_tfcurto60.csv @@ -0,0 +1,10 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 02/02/2026 +Data Final: 04/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;03/02/2026 10:00:00;03/02/2026 11:00:00;1h;1;1;C;189.570,00;190.820,00;188.045,00;No;250,00;1.250,00;1;250,00;1.250,00;0,00;0,00;0,00; - ;250,00 +WINJ26;11/02/2026 10:00:00;11/02/2026 11:00:00;1h;1;1;C;192.245,00;192.550,00;188.045,00;No;61,00;305,00;2;61,00;305,00;0,00;0,00;0,00;8d;311,00 +WINJ26;13/02/2026 10:00:00;13/02/2026 11:00:00;1h;1;1;V;188.955,00;189.210,00;188.045,00;No;51,00;255,00;3;51,00;255,00;0,00;0,00;0,00;2d;362,00 +WINJ26;03/03/2026 10:00:00;03/03/2026 11:00:00;1h;1;1;V;185.620,00;187.255,00;188.045,00;No;327,00;1.635,00;4;327,00;1.635,00;0,00;0,00;0,00;18d;689,00 diff --git a/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v22_cm1_rm2_tfcurto1.csv b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v22_cm1_rm2_tfcurto1.csv new file mode 100644 index 0000000..15a43f5 --- /dev/null +++ b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v22_cm1_rm2_tfcurto1.csv @@ -0,0 +1,15 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 02/02/2026 +Data Final: 04/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;03/02/2026 09:01:00;03/02/2026 09:03:00;2min;1;1;C;188.460,00;188.615,00;188.030,00;No;31,00;155,00;1;31,00;155,00;0,00;0,00;0,00; - ;31,00 +WINJ26;04/02/2026 09:01:00;04/02/2026 09:05:00;4min;1;1;C;191.040,00;189.690,00;188.030,00;No;-270,00;-1.350,00;2;-270,00;-1.350,00;0,00;0,00;0,00;1d;-239,00 +WINJ26;06/02/2026 09:01:00;06/02/2026 09:05:00;4min;1;1;C;187.790,00;188.140,00;188.030,00;Sim;70,00;350,00;3;70,00;350,00;0,00;0,00;0,00;2d;-169,00 +WINJ26;11/02/2026 09:01:00;11/02/2026 09:05:00;4min;1;1;C;191.000,00;191.950,00;188.030,00;No;190,00;950,00;4;190,00;950,00;0,00;0,00;0,00;5d;21,00 +WINJ26;12/02/2026 09:01:00;12/02/2026 09:05:00;4min;1;1;C;194.970,00;193.570,00;188.030,00;No;-280,00;-1.400,00;5;-280,00;-1.400,00;0,00;0,00;0,00;1d;-259,00 +WINJ26;13/02/2026 09:01:00;13/02/2026 09:03:00;2min;1;1;V;190.340,00;191.075,00;188.030,00;No;147,00;735,00;6;147,00;735,00;0,00;0,00;0,00;1d;-112,00 +WINJ26;25/02/2026 09:01:00;25/02/2026 09:04:00;3min;1;1;C;197.070,00;196.510,00;188.030,00;No;-112,00;-560,00;7;-112,00;-560,00;0,00;0,00;0,00;12d;-224,00 +WINJ26;27/02/2026 09:01:00;27/02/2026 09:03:00;2min;1;1;V;193.235,00;193.920,00;188.030,00;Sim;137,00;685,00;8;137,00;685,00;0,00;0,00;0,00;2d;-87,00 +WINJ26;02/03/2026 09:01:00;02/03/2026 09:03:00;2min;1;1;V;190.300,00;189.945,00;188.030,00;No;-71,00;-355,00;9;-71,00;-355,00;0,00;0,00;0,00;3d;-158,00 diff --git a/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v22_cm1_rm2_tfcurto15.csv b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v22_cm1_rm2_tfcurto15.csv new file mode 100644 index 0000000..8701e19 --- /dev/null +++ b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v22_cm1_rm2_tfcurto15.csv @@ -0,0 +1,30 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 22/08/2025 +Data Final: 04/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;23/10/2025 09:15:00;23/10/2025 09:30:00;15min;1;1;C;154.500,00;154.700,00;188.010,00;No;40,00;200,00;1;40,00;200,00;0,00;0,00;0,00; - ;40,00 +WINJ26;04/11/2025 10:00:00;04/11/2025 10:15:00;15min;1;1;V;158.550,00;158.430,00;188.010,00;No;-24,00;-120,00;2;-24,00;-120,00;0,00;0,00;0,00;12d;16,00 +WINJ26;14/11/2025 09:15:00;14/11/2025 09:30:00;15min;1;1;V;164.915,00;164.770,00;188.010,00;Sim;-29,00;-145,00;3;-29,00;-145,00;0,00;0,00;0,00;9d23h;-13,00 +WINJ26;18/11/2025 09:15:00;18/11/2025 09:30:00;15min;1;1;V;163.750,00;164.000,00;188.010,00;No;50,00;250,00;4;50,00;250,00;0,00;0,00;0,00;4d;37,00 +WINJ26;26/11/2025 09:15:00;26/11/2025 09:30:00;15min;1;1;C;164.085,00;164.100,00;188.010,00;No;3,00;15,00;5;3,00;15,00;0,00;0,00;0,00;8d;40,00 +WINJ26;04/12/2025 09:15:00;04/12/2025 09:30:00;15min;1;1;C;169.815,00;170.000,00;188.010,00;No;37,00;185,00;6;37,00;185,00;0,00;0,00;0,00;8d;77,00 +WINJ26;09/12/2025 09:15:00;09/12/2025 09:30:00;15min;1;1;V;164.850,00;164.655,00;188.010,00;Sim;-39,00;-195,00;7;-39,00;-195,00;0,00;0,00;0,00;5d;38,00 +WINJ26;10/12/2025 09:15:00;10/12/2025 09:30:00;15min;1;1;C;166.330,00;165.600,00;188.010,00;Sim;-146,00;-730,00;8;-146,00;-730,00;0,00;0,00;0,00;1d;-108,00 +WINJ26;11/12/2025 10:00:00;11/12/2025 10:30:00;30min;1;1;V;165.040,00;165.615,00;188.010,00;Sim;115,00;575,00;9;115,00;575,00;0,00;0,00;0,00;1d;7,00 +WINJ26;15/12/2025 09:15:00;15/12/2025 09:30:00;15min;1;1;C;168.740,00;169.000,00;188.010,00;No;52,00;260,00;10;52,00;260,00;0,00;0,00;0,00;3d23h;59,00 +WINJ26;16/12/2025 09:15:00;16/12/2025 09:30:00;15min;1;1;V;166.850,00;166.950,00;188.010,00;Sim;20,00;100,00;11;20,00;100,00;0,00;0,00;0,00;1d;79,00 +WINJ26;23/12/2025 09:15:00;23/12/2025 09:30:00;15min;1;1;C;164.810,00;164.890,00;188.010,00;Sim;16,00;80,00;12;16,00;80,00;0,00;0,00;0,00;7d;95,00 +WINJ26;30/12/2025 09:15:00;30/12/2025 09:30:00;15min;1;1;C;167.410,00;167.510,00;188.010,00;No;20,00;100,00;13;20,00;100,00;0,00;0,00;0,00;7d;115,00 +WINJ26;02/01/2026 09:15:00;02/01/2026 09:30:00;15min;1;1;C;167.725,00;167.600,00;188.010,00;No;-25,00;-125,00;14;-25,00;-125,00;0,00;0,00;0,00;3d;90,00 +WINJ26;14/01/2026 09:15:00;14/01/2026 09:30:00;15min;1;1;C;167.745,00;167.915,00;188.010,00;No;34,00;170,00;15;34,00;170,00;0,00;0,00;0,00;12d;124,00 +WINJ26;20/01/2026 09:15:00;20/01/2026 09:30:00;15min;1;1;V;168.270,00;168.475,00;188.010,00;Sim;41,00;205,00;16;41,00;205,00;0,00;0,00;0,00;6d;165,00 +WINJ26;21/01/2026 09:15:00;21/01/2026 09:30:00;15min;1;1;C;172.590,00;172.625,00;188.010,00;No;7,00;35,00;17;7,00;35,00;0,00;0,00;0,00;1d;172,00 +WINJ26;22/01/2026 09:15:00;22/01/2026 09:30:00;15min;1;1;C;177.645,00;177.510,00;188.010,00;No;-27,00;-135,00;18;-27,00;-135,00;0,00;0,00;0,00;1d;145,00 +WINJ26;03/02/2026 09:15:00;03/02/2026 09:30:00;15min;1;1;C;188.980,00;189.050,00;188.010,00;No;14,00;70,00;19;14,00;70,00;0,00;0,00;0,00;12d;159,00 +WINJ26;11/02/2026 09:15:00;11/02/2026 09:30:00;15min;1;1;C;191.880,00;191.530,00;188.010,00;No;-70,00;-350,00;20;-70,00;-350,00;0,00;0,00;0,00;8d;89,00 +WINJ26;13/02/2026 09:15:00;13/02/2026 09:30:00;15min;1;1;V;189.265,00;189.775,00;188.010,00;Sim;102,00;510,00;21;102,00;510,00;0,00;0,00;0,00;2d;191,00 +WINJ26;24/02/2026 09:15:00;24/02/2026 09:30:00;15min;1;1;C;194.175,00;193.230,00;188.010,00;No;-189,00;-945,00;22;-189,00;-945,00;0,00;0,00;0,00;11d;2,00 +WINJ26;27/02/2026 09:15:00;27/02/2026 09:30:00;15min;1;1;V;193.440,00;193.025,00;188.010,00;Sim;-83,00;-415,00;23;-83,00;-415,00;0,00;0,00;0,00;3d;-81,00 +WINJ26;04/03/2026 09:15:00;04/03/2026 09:30:00;15min;1;1;C;187.670,00;187.330,00;188.010,00;Sim;-68,00;-340,00;24;-68,00;-340,00;0,00;0,00;0,00;5d;-149,00 diff --git a/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v22_cm1_rm2_tfcurto2.csv b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v22_cm1_rm2_tfcurto2.csv new file mode 100644 index 0000000..1d76058 --- /dev/null +++ b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v22_cm1_rm2_tfcurto2.csv @@ -0,0 +1,13 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 02/02/2026 +Data Final: 04/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;03/02/2026 09:02:00;03/02/2026 09:06:00;4min;1;1;C;188.830,00;188.550,00;188.030,00;No;-56,00;-280,00;1;-56,00;-280,00;0,00;0,00;0,00; - ;-56,00 +WINJ26;06/02/2026 09:02:00;06/02/2026 09:10:00;8min;1;1;C;187.875,00;187.670,00;188.030,00;Sim;-41,00;-205,00;2;-41,00;-205,00;0,00;0,00;0,00;3d;-97,00 +WINJ26;11/02/2026 09:02:00;11/02/2026 09:08:00;6min;1;1;C;191.415,00;191.875,00;188.030,00;No;92,00;460,00;3;92,00;460,00;0,00;0,00;0,00;5d;-5,00 +WINJ26;13/02/2026 09:02:00;13/02/2026 09:08:00;6min;1;1;V;190.075,00;190.305,00;188.030,00;No;46,00;230,00;4;46,00;230,00;0,00;0,00;0,00;2d;41,00 +WINJ26;27/02/2026 09:02:00;27/02/2026 09:06:00;4min;1;1;V;192.535,00;193.255,00;188.030,00;Sim;144,00;720,00;5;144,00;720,00;0,00;0,00;0,00;14d;185,00 +WINJ26;03/03/2026 09:04:00;03/03/2026 09:10:00;6min;1;1;V;187.285,00;187.785,00;188.030,00;No;100,00;500,00;6;100,00;500,00;0,00;0,00;0,00;4d;285,00 +WINJ26;04/03/2026 09:02:00;04/03/2026 09:06:00;4min;1;1;C;187.160,00;187.430,00;188.030,00;Sim;54,00;270,00;7;54,00;270,00;0,00;0,00;0,00;23h58min;339,00 diff --git a/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v22_cm1_rm2_tfcurto3.csv b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v22_cm1_rm2_tfcurto3.csv new file mode 100644 index 0000000..2834ed1 --- /dev/null +++ b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v22_cm1_rm2_tfcurto3.csv @@ -0,0 +1,28 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 24/10/2025 +Data Final: 04/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;04/11/2025 09:03:00;04/11/2025 10:15:00;1h12min;1;1;V;158.540,00;158.190,00;187.975,00;No;-70,00;-350,00;1;-70,00;-350,00;0,00;0,00;0,00; - ;-70,00 +WINJ26;05/11/2025 09:09:00;05/11/2025 10:24:00;1h15min;1;1;C;158.950,00;158.820,00;187.975,00;No;-26,00;-130,00;2;-26,00;-130,00;0,00;0,00;0,00;1d;-96,00 +WINJ26;14/11/2025 09:03:00;14/11/2025 09:15:00;12min;1;1;V;164.790,00;164.740,00;187.975,00;Sim;-10,00;-50,00;3;-10,00;-50,00;0,00;0,00;0,00;8d23h;-106,00 +WINJ26;18/11/2025 09:03:00;18/11/2025 09:30:00;27min;1;1;V;163.750,00;164.510,00;187.975,00;No;152,00;760,00;4;152,00;760,00;0,00;0,00;0,00;4d;46,00 +WINJ26;21/11/2025 09:06:00;21/11/2025 09:18:00;12min;1;1;V;162.420,00;161.840,00;187.975,00;No;-116,00;-580,00;5;-116,00;-580,00;0,00;0,00;0,00;3d;-70,00 +WINJ26;04/12/2025 09:06:00;04/12/2025 09:18:00;12min;1;1;C;169.500,00;170.000,00;187.975,00;No;100,00;500,00;6;100,00;500,00;0,00;0,00;0,00;13d;30,00 +WINJ26;16/12/2025 09:03:00;16/12/2025 09:09:00;6min;1;1;V;167.010,00;168.490,00;187.975,00;Sim;296,00;1.480,00;7;296,00;1.480,00;0,00;0,00;0,00;11d23h;326,00 +WINJ26;17/12/2025 09:06:00;17/12/2025 09:12:00;6min;1;1;V;164.800,00;164.115,00;187.975,00;No;-137,00;-685,00;8;-137,00;-685,00;0,00;0,00;0,00;1d;189,00 +WINJ26;26/12/2025 09:03:00;26/12/2025 09:15:00;12min;1;1;V;165.990,00;165.690,00;187.975,00;Sim;-60,00;-300,00;9;-60,00;-300,00;0,00;0,00;0,00;8d23h;129,00 +WINJ26;29/12/2025 09:03:00;29/12/2025 09:09:00;6min;1;1;C;167.305,00;167.370,00;187.975,00;Sim;13,00;65,00;10;13,00;65,00;0,00;0,00;0,00;3d;142,00 +WINJ26;30/12/2025 09:03:00;30/12/2025 09:15:00;12min;1;1;C;166.845,00;167.390,00;187.975,00;Sim;109,00;545,00;11;109,00;545,00;0,00;0,00;0,00;1d;251,00 +WINJ26;02/01/2026 09:03:00;02/01/2026 09:15:00;12min;1;1;C;167.955,00;167.705,00;187.975,00;No;-50,00;-250,00;12;-50,00;-250,00;0,00;0,00;0,00;3d;201,00 +WINJ26;21/01/2026 09:03:00;21/01/2026 09:15:00;12min;1;1;C;171.825,00;172.570,00;187.975,00;No;149,00;745,00;13;149,00;745,00;0,00;0,00;0,00;19d;350,00 +WINJ26;26/01/2026 09:03:00;26/01/2026 09:12:00;9min;1;1;C;185.625,00;185.845,00;187.975,00;No;44,00;220,00;14;44,00;220,00;0,00;0,00;0,00;5d;394,00 +WINJ26;27/01/2026 09:03:00;27/01/2026 09:12:00;9min;1;1;C;185.395,00;185.210,00;187.975,00;Sim;-37,00;-185,00;15;-37,00;-185,00;0,00;0,00;0,00;1d;357,00 +WINJ26;29/01/2026 09:03:00;29/01/2026 09:12:00;9min;1;1;C;192.105,00;191.825,00;187.975,00;No;-56,00;-280,00;16;-56,00;-280,00;0,00;0,00;0,00;2d;301,00 +WINJ26;11/02/2026 09:03:00;11/02/2026 09:09:00;6min;1;1;C;191.680,00;192.040,00;187.975,00;Sim;72,00;360,00;17;72,00;360,00;0,00;0,00;0,00;13d;373,00 +WINJ26;13/02/2026 09:03:00;13/02/2026 09:09:00;6min;1;1;V;190.095,00;190.320,00;187.975,00;Sim;45,00;225,00;18;45,00;225,00;0,00;0,00;0,00;2d;418,00 +WINJ26;23/02/2026 09:03:00;23/02/2026 09:09:00;6min;1;1;V;193.610,00;193.395,00;187.975,00;Sim;-43,00;-215,00;19;-43,00;-215,00;0,00;0,00;0,00;10d;375,00 +WINJ26;24/02/2026 09:03:00;24/02/2026 09:15:00;12min;1;1;C;193.145,00;194.155,00;187.975,00;No;202,00;1.010,00;20;202,00;1.010,00;0,00;0,00;0,00;1d;577,00 +WINJ26;27/02/2026 09:03:00;27/02/2026 09:09:00;6min;1;1;V;192.500,00;193.215,00;187.975,00;No;143,00;715,00;21;143,00;715,00;0,00;0,00;0,00;3d;720,00 +WINJ26;04/03/2026 09:03:00;04/03/2026 09:09:00;6min;1;1;C;187.565,00;187.335,00;187.975,00;Sim;-46,00;-230,00;22;-46,00;-230,00;0,00;0,00;0,00;5d;674,00 diff --git a/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v22_cm1_rm2_tfcurto30.csv b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v22_cm1_rm2_tfcurto30.csv new file mode 100644 index 0000000..fe48770 --- /dev/null +++ b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v22_cm1_rm2_tfcurto30.csv @@ -0,0 +1,24 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 22/08/2025 +Data Final: 04/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;28/08/2025 10:00:00;28/08/2025 10:30:00;30min;1;1;C;151.460,00;151.750,00;188.005,00;No;58,00;290,00;1;58,00;290,00;0,00;0,00;0,00; - ;58,00 +WINJ26;29/09/2025 09:30:00;29/09/2025 10:00:00;30min;1;1;C;156.710,00;157.250,00;188.005,00;No;108,00;540,00;2;108,00;540,00;0,00;0,00;0,00;1m23h;166,00 +WINJ26;03/11/2025 09:30:00;03/11/2025 11:00:00;1h30min;1;1;C;158.710,00;158.605,00;188.005,00;No;-21,00;-105,00;3;-21,00;-105,00;0,00;0,00;0,00;1m4d;145,00 +WINJ26;18/11/2025 09:30:00;18/11/2025 10:00:00;30min;1;1;V;163.980,00;163.740,00;188.005,00;No;-48,00;-240,00;4;-48,00;-240,00;0,00;0,00;0,00;15d;97,00 +WINJ26;26/11/2025 09:30:00;26/11/2025 10:00:00;30min;1;1;C;164.110,00;164.240,00;188.005,00;No;26,00;130,00;5;26,00;130,00;0,00;0,00;0,00;8d;123,00 +WINJ26;09/12/2025 09:30:00;09/12/2025 10:00:00;30min;1;1;V;164.050,00;164.840,00;188.005,00;Sim;158,00;790,00;6;158,00;790,00;0,00;0,00;0,00;13d;281,00 +WINJ26;10/12/2025 09:30:00;10/12/2025 10:00:00;30min;1;1;C;165.610,00;165.020,00;188.005,00;No;-118,00;-590,00;7;-118,00;-590,00;0,00;0,00;0,00;1d;163,00 +WINJ26;11/12/2025 10:00:00;11/12/2025 10:30:00;30min;1;1;V;165.040,00;165.615,00;188.005,00;Sim;115,00;575,00;8;115,00;575,00;0,00;0,00;0,00;1d;278,00 +WINJ26;15/12/2025 09:30:00;15/12/2025 10:00:00;30min;1;1;C;169.010,00;168.490,00;188.005,00;No;-104,00;-520,00;9;-104,00;-520,00;0,00;0,00;0,00;3d23h;174,00 +WINJ26;16/12/2025 09:30:00;16/12/2025 10:00:00;30min;1;1;V;167.280,00;166.830,00;188.005,00;Sim;-90,00;-450,00;10;-90,00;-450,00;0,00;0,00;0,00;1d;84,00 +WINJ26;23/12/2025 09:30:00;23/12/2025 10:00:00;30min;1;1;C;164.910,00;165.015,00;188.005,00;Sim;21,00;105,00;11;21,00;105,00;0,00;0,00;0,00;7d;105,00 +WINJ26;30/12/2025 09:30:00;30/12/2025 10:00:00;30min;1;1;C;167.530,00;167.580,00;188.005,00;No;10,00;50,00;12;10,00;50,00;0,00;0,00;0,00;7d;115,00 +WINJ26;02/01/2026 09:30:00;02/01/2026 10:00:00;30min;1;1;C;167.620,00;168.085,00;188.005,00;No;93,00;465,00;13;93,00;465,00;0,00;0,00;0,00;3d;208,00 +WINJ26;14/01/2026 09:30:00;14/01/2026 10:00:00;30min;1;1;C;167.930,00;168.190,00;188.005,00;No;52,00;260,00;14;52,00;260,00;0,00;0,00;0,00;12d;260,00 +WINJ26;20/01/2026 09:30:00;20/01/2026 10:00:00;30min;1;1;V;169.020,00;168.250,00;188.005,00;Sim;-154,00;-770,00;15;-154,00;-770,00;0,00;0,00;0,00;6d;106,00 +WINJ26;21/01/2026 09:30:00;21/01/2026 10:00:00;30min;1;1;C;172.645,00;173.060,00;188.005,00;No;83,00;415,00;16;83,00;415,00;0,00;0,00;0,00;1d;189,00 +WINJ26;13/02/2026 09:30:00;13/02/2026 10:00:00;30min;1;1;V;189.230,00;189.245,00;188.005,00;Sim;3,00;15,00;17;3,00;15,00;0,00;0,00;0,00;23d;192,00 +WINJ26;27/02/2026 09:30:00;27/02/2026 10:00:00;30min;1;1;V;193.625,00;193.420,00;188.005,00;Sim;-41,00;-205,00;18;-41,00;-205,00;0,00;0,00;0,00;14d;151,00 diff --git a/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v22_cm1_rm2_tfcurto4.csv b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v22_cm1_rm2_tfcurto4.csv new file mode 100644 index 0000000..ccb071c --- /dev/null +++ b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v22_cm1_rm2_tfcurto4.csv @@ -0,0 +1,25 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 22/08/2025 +Data Final: 04/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;04/11/2025 09:04:00;04/11/2025 10:12:00;1h8min;1;1;V;158.540,00;158.190,00;188.005,00;No;-70,00;-350,00;1;-70,00;-350,00;0,00;0,00;0,00; - ;-70,00 +WINJ26;14/11/2025 09:04:00;14/11/2025 09:16:00;12min;1;1;V;164.840,00;164.640,00;188.005,00;Sim;-40,00;-200,00;2;-40,00;-200,00;0,00;0,00;0,00;10d;-110,00 +WINJ26;18/11/2025 09:04:00;18/11/2025 09:28:00;24min;1;1;V;163.750,00;164.500,00;188.005,00;No;150,00;750,00;3;150,00;750,00;0,00;0,00;0,00;4d;40,00 +WINJ26;21/11/2025 09:04:00;21/11/2025 09:20:00;16min;1;1;V;162.270,00;161.840,00;188.005,00;No;-86,00;-430,00;4;-86,00;-430,00;0,00;0,00;0,00;3d;-46,00 +WINJ26;04/12/2025 09:04:00;04/12/2025 09:20:00;16min;1;1;C;169.500,00;169.990,00;188.005,00;No;98,00;490,00;5;98,00;490,00;0,00;0,00;0,00;13d;52,00 +WINJ26;10/12/2025 09:04:00;10/12/2025 09:32:00;28min;1;1;C;166.295,00;165.600,00;188.005,00;Sim;-139,00;-695,00;6;-139,00;-695,00;0,00;0,00;0,00;6d;-87,00 +WINJ26;17/12/2025 09:04:00;17/12/2025 09:12:00;8min;1;1;V;164.810,00;164.115,00;188.005,00;Sim;-139,00;-695,00;7;-139,00;-695,00;0,00;0,00;0,00;7d;-226,00 +WINJ26;26/12/2025 09:04:00;26/12/2025 09:16:00;12min;1;1;V;166.030,00;165.575,00;188.005,00;Sim;-91,00;-455,00;8;-91,00;-455,00;0,00;0,00;0,00;9d;-317,00 +WINJ26;02/01/2026 09:04:00;02/01/2026 09:16:00;12min;1;1;C;167.890,00;167.705,00;188.005,00;No;-37,00;-185,00;9;-37,00;-185,00;0,00;0,00;0,00;7d;-354,00 +WINJ26;21/01/2026 09:04:00;21/01/2026 09:16:00;12min;1;1;C;171.810,00;172.490,00;188.005,00;No;136,00;680,00;10;136,00;680,00;0,00;0,00;0,00;19d;-218,00 +WINJ26;22/01/2026 09:04:00;22/01/2026 09:16:00;12min;1;1;C;177.350,00;177.725,00;188.005,00;No;75,00;375,00;11;75,00;375,00;0,00;0,00;0,00;1d;-143,00 +WINJ26;26/01/2026 09:04:00;26/01/2026 09:16:00;12min;1;1;C;186.315,00;185.515,00;188.005,00;No;-160,00;-800,00;12;-160,00;-800,00;0,00;0,00;0,00;4d;-303,00 +WINJ26;06/02/2026 09:04:00;06/02/2026 09:16:00;12min;1;1;C;188.150,00;187.410,00;188.005,00;No;-148,00;-740,00;13;-148,00;-740,00;0,00;0,00;0,00;11d;-451,00 +WINJ26;11/02/2026 09:04:00;11/02/2026 09:12:00;8min;1;1;C;191.935,00;191.940,00;188.005,00;No;1,00;5,00;14;1,00;5,00;0,00;0,00;0,00;5d;-450,00 +WINJ26;13/02/2026 09:04:00;13/02/2026 09:16:00;12min;1;1;V;189.915,00;190.265,00;188.005,00;Sim;70,00;350,00;15;70,00;350,00;0,00;0,00;0,00;2d;-380,00 +WINJ26;24/02/2026 09:04:00;24/02/2026 09:16:00;12min;1;1;C;193.115,00;194.010,00;188.005,00;No;179,00;895,00;16;179,00;895,00;0,00;0,00;0,00;11d;-201,00 +WINJ26;27/02/2026 09:04:00;27/02/2026 09:16:00;12min;1;1;V;193.230,00;192.490,00;188.005,00;Sim;-148,00;-740,00;17;-148,00;-740,00;0,00;0,00;0,00;3d;-349,00 +WINJ26;03/03/2026 09:04:00;03/03/2026 09:12:00;8min;1;1;V;187.765,00;187.785,00;188.005,00;No;4,00;20,00;18;4,00;20,00;0,00;0,00;0,00;4d;-345,00 +WINJ26;04/03/2026 09:04:00;04/03/2026 09:16:00;12min;1;1;C;187.590,00;187.590,00;188.005,00;Sim;0;0;19;0;0;0,00;0,00;0,00;1d;-345,00 diff --git a/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v22_cm1_rm2_tfcurto5.csv b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v22_cm1_rm2_tfcurto5.csv new file mode 100644 index 0000000..aa85df8 --- /dev/null +++ b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v22_cm1_rm2_tfcurto5.csv @@ -0,0 +1,27 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 22/08/2025 +Data Final: 04/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;04/11/2025 10:00:00;04/11/2025 10:15:00;15min;1;1;V;158.540,00;158.430,00;188.035,00;No;-22,00;-110,00;1;-22,00;-110,00;0,00;0,00;0,00; - ;-22,00 +WINJ26;14/11/2025 09:05:00;14/11/2025 09:20:00;15min;1;1;V;164.730,00;164.640,00;188.035,00;Sim;-18,00;-90,00;2;-18,00;-90,00;0,00;0,00;0,00;9d23h;-40,00 +WINJ26;18/11/2025 09:05:00;18/11/2025 09:30:00;25min;1;1;V;163.750,00;164.400,00;188.035,00;No;130,00;650,00;3;130,00;650,00;0,00;0,00;0,00;4d;90,00 +WINJ26;21/11/2025 09:05:00;21/11/2025 09:20:00;15min;1;1;V;162.270,00;161.840,00;188.035,00;No;-86,00;-430,00;4;-86,00;-430,00;0,00;0,00;0,00;3d;4,00 +WINJ26;04/12/2025 09:05:00;04/12/2025 09:20:00;15min;1;1;C;169.500,00;169.990,00;188.035,00;No;98,00;490,00;5;98,00;490,00;0,00;0,00;0,00;13d;102,00 +WINJ26;09/12/2025 09:05:00;09/12/2025 09:30:00;25min;1;1;V;164.850,00;164.700,00;188.035,00;Sim;-30,00;-150,00;6;-30,00;-150,00;0,00;0,00;0,00;5d;72,00 +WINJ26;10/12/2025 09:10:00;10/12/2025 09:30:00;20min;1;1;C;166.300,00;165.600,00;188.035,00;Sim;-140,00;-700,00;7;-140,00;-700,00;0,00;0,00;0,00;1d;-68,00 +WINJ26;16/12/2025 09:05:00;16/12/2025 09:20:00;15min;1;1;V;166.930,00;167.390,00;188.035,00;Sim;92,00;460,00;8;92,00;460,00;0,00;0,00;0,00;5d23h;24,00 +WINJ26;17/12/2025 09:05:00;17/12/2025 09:20:00;15min;1;1;V;164.445,00;164.115,00;188.035,00;No;-66,00;-330,00;9;-66,00;-330,00;0,00;0,00;0,00;1d;-42,00 +WINJ26;26/12/2025 09:05:00;26/12/2025 09:15:00;10min;1;1;V;165.990,00;165.710,00;188.035,00;Sim;-56,00;-280,00;10;-56,00;-280,00;0,00;0,00;0,00;9d;-98,00 +WINJ26;30/12/2025 09:05:00;30/12/2025 09:20:00;15min;1;1;C;167.080,00;167.450,00;188.035,00;No;74,00;370,00;11;74,00;370,00;0,00;0,00;0,00;4d;-24,00 +WINJ26;02/01/2026 09:05:00;02/01/2026 09:20:00;15min;1;1;C;167.920,00;167.720,00;188.035,00;No;-40,00;-200,00;12;-40,00;-200,00;0,00;0,00;0,00;3d;-64,00 +WINJ26;07/01/2026 09:05:00;07/01/2026 09:15:00;10min;1;1;V;169.235,00;169.035,00;188.035,00;Sim;-40,00;-200,00;13;-40,00;-200,00;0,00;0,00;0,00;5d;-104,00 +WINJ26;21/01/2026 09:05:00;21/01/2026 09:20:00;15min;1;1;C;171.995,00;172.535,00;188.035,00;No;108,00;540,00;14;108,00;540,00;0,00;0,00;0,00;14d;4,00 +WINJ26;06/02/2026 09:05:00;06/02/2026 09:20:00;15min;1;1;C;188.150,00;186.890,00;188.035,00;No;-252,00;-1.260,00;15;-252,00;-1.260,00;0,00;0,00;0,00;16d;-248,00 +WINJ26;11/02/2026 09:05:00;11/02/2026 09:15:00;10min;1;1;C;191.970,00;191.860,00;188.035,00;No;-22,00;-110,00;16;-22,00;-110,00;0,00;0,00;0,00;5d;-270,00 +WINJ26;13/02/2026 09:05:00;13/02/2026 09:20:00;15min;1;1;V;189.270,00;190.295,00;188.035,00;Sim;205,00;1.025,00;17;205,00;1.025,00;0,00;0,00;0,00;2d;-65,00 +WINJ26;24/02/2026 09:05:00;24/02/2026 09:20:00;15min;1;1;C;193.080,00;193.750,00;188.035,00;No;134,00;670,00;18;134,00;670,00;0,00;0,00;0,00;11d;69,00 +WINJ26;27/02/2026 09:05:00;27/02/2026 09:20:00;15min;1;1;V;193.560,00;192.480,00;188.035,00;Sim;-216,00;-1.080,00;19;-216,00;-1.080,00;0,00;0,00;0,00;3d;-147,00 +WINJ26;03/03/2026 09:05:00;03/03/2026 09:20:00;15min;1;1;V;188.040,00;187.890,00;188.035,00;No;-30,00;-150,00;20;-30,00;-150,00;0,00;0,00;0,00;4d;-177,00 +WINJ26;04/03/2026 09:05:00;04/03/2026 09:20:00;15min;1;1;C;187.630,00;187.315,00;188.035,00;Sim;-63,00;-315,00;21;-63,00;-315,00;0,00;0,00;0,00;1d;-240,00 diff --git a/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v22_cm1_rm2_tfcurto60.csv b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v22_cm1_rm2_tfcurto60.csv new file mode 100644 index 0000000..e09bfb5 --- /dev/null +++ b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v22_cm1_rm2_tfcurto60.csv @@ -0,0 +1,32 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 22/08/2025 +Data Final: 04/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;28/08/2025 10:00:00;29/08/2025 09:00:00;23h;1;1;C;151.460,00;152.000,00;188.025,00;No;108,00;540,00;1;108,00;540,00;0,00;0,00;0,00; - ;108,00 +WINJ26;05/09/2025 10:00:00;05/09/2025 11:00:00;1h;1;1;C;153.400,00;153.400,00;188.025,00;No;0;0;2;0;0;0,00;0,00;0,00;8d;108,00 +WINJ26;10/09/2025 10:00:00;11/09/2025 09:00:00;23h;1;1;C;152.360,00;153.490,00;188.025,00;Sim;226,00;1.130,00;3;226,00;1.130,00;0,00;0,00;0,00;5d;334,00 +WINJ26;25/09/2025 10:00:00;25/09/2025 11:00:00;1h;1;1;V;155.750,00;156.240,00;188.025,00;No;98,00;490,00;4;98,00;490,00;0,00;0,00;0,00;15d;432,00 +WINJ26;29/09/2025 10:00:00;29/09/2025 11:00:00;1h;1;1;C;157.260,00;156.600,00;188.025,00;No;-132,00;-660,00;5;-132,00;-660,00;0,00;0,00;0,00;4d;300,00 +WINJ26;01/10/2025 10:00:00;01/10/2025 11:00:00;1h;1;1;C;156.750,00;156.000,00;188.025,00;Sim;-150,00;-750,00;6;-150,00;-750,00;0,00;0,00;0,00;2d;150,00 +WINJ26;15/10/2025 10:00:00;15/10/2025 11:00:00;1h;1;1;V;151.200,00;150.095,00;188.025,00;No;-221,00;-1.105,00;7;-221,00;-1.105,00;0,00;0,00;0,00;14d;-71,00 +WINJ26;17/10/2025 10:00:00;17/10/2025 11:00:00;1h;1;1;V;151.375,00;150.800,00;188.025,00;Sim;-115,00;-575,00;8;-115,00;-575,00;0,00;0,00;0,00;2d;-186,00 +WINJ26;24/10/2025 10:00:00;24/10/2025 11:00:00;1h;1;1;C;155.710,00;154.990,00;188.025,00;Sim;-144,00;-720,00;9;-144,00;-720,00;0,00;0,00;0,00;7d;-330,00 +WINJ26;03/11/2025 11:00:00;03/11/2025 12:00:00;1h;1;1;C;158.615,00;158.990,00;188.025,00;No;75,00;375,00;10;75,00;375,00;0,00;0,00;0,00;10d1h;-255,00 +WINJ26;18/11/2025 10:00:00;18/11/2025 11:00:00;1h;1;1;V;164.500,00;163.970,00;188.025,00;Sim;-106,00;-530,00;11;-106,00;-530,00;0,00;0,00;0,00;14d23h;-361,00 +WINJ26;26/11/2025 10:00:00;26/11/2025 11:00:00;1h;1;1;C;164.260,00;165.290,00;188.025,00;No;206,00;1.030,00;12;206,00;1.030,00;0,00;0,00;0,00;8d;-155,00 +WINJ26;04/12/2025 10:00:00;04/12/2025 11:00:00;1h;1;1;C;170.095,00;171.240,00;188.025,00;No;229,00;1.145,00;13;229,00;1.145,00;0,00;0,00;0,00;8d;74,00 +WINJ26;09/12/2025 10:00:00;09/12/2025 11:00:00;1h;1;1;V;163.160,00;164.040,00;188.025,00;Sim;176,00;880,00;14;176,00;880,00;0,00;0,00;0,00;5d;250,00 +WINJ26;11/12/2025 10:00:00;11/12/2025 11:00:00;1h;1;1;V;165.510,00;165.605,00;188.025,00;Sim;19,00;95,00;15;19,00;95,00;0,00;0,00;0,00;2d;269,00 +WINJ26;15/12/2025 10:00:00;15/12/2025 11:00:00;1h;1;1;C;168.510,00;169.320,00;188.025,00;Sim;162,00;810,00;16;162,00;810,00;0,00;0,00;0,00;4d;431,00 +WINJ26;16/12/2025 10:00:00;16/12/2025 11:00:00;1h;1;1;V;167.010,00;167.260,00;188.025,00;Sim;50,00;250,00;17;50,00;250,00;0,00;0,00;0,00;1d;481,00 +WINJ26;30/12/2025 10:00:00;30/12/2025 11:00:00;1h;1;1;C;167.600,00;167.190,00;188.025,00;Sim;-82,00;-410,00;18;-82,00;-410,00;0,00;0,00;0,00;14d;399,00 +WINJ26;02/01/2026 10:00:00;02/01/2026 11:00:00;1h;1;1;C;168.105,00;166.695,00;188.025,00;No;-282,00;-1.410,00;19;-282,00;-1.410,00;0,00;0,00;0,00;3d;117,00 +WINJ26;14/01/2026 10:00:00;14/01/2026 11:00:00;1h;1;1;C;168.210,00;168.210,00;188.025,00;No;0;0;20;0;0;0,00;0,00;0,00;12d;117,00 +WINJ26;21/01/2026 10:00:00;21/01/2026 11:00:00;1h;1;1;C;173.075,00;173.810,00;188.025,00;No;147,00;735,00;21;147,00;735,00;0,00;0,00;0,00;7d;264,00 +WINJ26;22/01/2026 10:00:00;22/01/2026 11:00:00;1h;1;1;C;178.005,00;178.060,00;188.025,00;No;11,00;55,00;22;11,00;55,00;0,00;0,00;0,00;1d;275,00 +WINJ26;03/02/2026 10:00:00;03/02/2026 11:00:00;1h;1;1;C;189.570,00;190.820,00;188.025,00;No;250,00;1.250,00;23;250,00;1.250,00;0,00;0,00;0,00;12d;525,00 +WINJ26;11/02/2026 10:00:00;11/02/2026 11:00:00;1h;1;1;C;192.245,00;192.550,00;188.025,00;No;61,00;305,00;24;61,00;305,00;0,00;0,00;0,00;8d;586,00 +WINJ26;13/02/2026 10:00:00;13/02/2026 11:00:00;1h;1;1;V;188.955,00;189.210,00;188.025,00;Sim;51,00;255,00;25;51,00;255,00;0,00;0,00;0,00;2d;637,00 +WINJ26;03/03/2026 10:00:00;03/03/2026 11:00:00;1h;1;1;V;185.620,00;187.255,00;188.025,00;No;327,00;1.635,00;26;327,00;1.635,00;0,00;0,00;0,00;18d;964,00 diff --git a/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v25_cm1_rm3_tfcurto1.csv b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v25_cm1_rm3_tfcurto1.csv new file mode 100644 index 0000000..538ca88 --- /dev/null +++ b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v25_cm1_rm3_tfcurto1.csv @@ -0,0 +1,14 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 02/02/2026 +Data Final: 04/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;03/02/2026 09:01:00;03/02/2026 09:05:00;4min;1;1;C;188.460,00;188.565,00;187.935,00;No;21,00;105,00;1;21,00;105,00;0,00;0,00;0,00; - ;21,00 +WINJ26;04/02/2026 09:01:00;04/02/2026 09:03:00;2min;1;1;C;191.040,00;190.390,00;187.935,00;No;-130,00;-650,00;2;-130,00;-650,00;0,00;0,00;0,00;1d;-109,00 +WINJ26;06/02/2026 09:01:00;06/02/2026 09:03:00;2min;1;1;C;187.790,00;187.900,00;187.935,00;Sim;22,00;110,00;3;22,00;110,00;0,00;0,00;0,00;2d;-87,00 +WINJ26;11/02/2026 09:01:00;11/02/2026 09:05:00;4min;1;1;C;191.000,00;191.950,00;187.935,00;No;190,00;950,00;4;190,00;950,00;0,00;0,00;0,00;5d;103,00 +WINJ26;12/02/2026 09:01:00;12/02/2026 09:03:00;2min;1;1;C;194.970,00;193.740,00;187.935,00;No;-246,00;-1.230,00;5;-246,00;-1.230,00;0,00;0,00;0,00;1d;-143,00 +WINJ26;13/02/2026 09:01:00;13/02/2026 09:05:00;4min;1;1;V;190.315,00;191.075,00;187.935,00;No;152,00;760,00;6;152,00;760,00;0,00;0,00;0,00;1d;9,00 +WINJ26;25/02/2026 09:01:00;25/02/2026 09:03:00;2min;1;1;C;197.070,00;196.180,00;187.935,00;No;-178,00;-890,00;7;-178,00;-890,00;0,00;0,00;0,00;12d;-169,00 +WINJ26;27/02/2026 09:01:00;27/02/2026 09:05:00;4min;1;1;V;192.500,00;193.920,00;187.935,00;Sim;284,00;1.420,00;8;284,00;1.420,00;0,00;0,00;0,00;2d;115,00 diff --git a/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v25_cm1_rm3_tfcurto10.csv b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v25_cm1_rm3_tfcurto10.csv new file mode 100644 index 0000000..f4b5c42 --- /dev/null +++ b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v25_cm1_rm3_tfcurto10.csv @@ -0,0 +1,28 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 22/08/2025 +Data Final: 04/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;04/11/2025 10:00:00;04/11/2025 10:10:00;10min;1;1;V;158.540,00;158.430,00;188.165,00;No;-22,00;-110,00;1;-22,00;-110,00;0,00;0,00;0,00; - ;-22,00 +WINJ26;05/11/2025 09:10:00;05/11/2025 10:20:00;1h10min;1;1;C;158.950,00;158.820,00;188.165,00;No;-26,00;-130,00;2;-26,00;-130,00;0,00;0,00;0,00;23h10min;-48,00 +WINJ26;14/11/2025 09:10:00;14/11/2025 09:30:00;20min;1;1;V;164.915,00;164.730,00;188.165,00;Sim;-37,00;-185,00;3;-37,00;-185,00;0,00;0,00;0,00;9d;-85,00 +WINJ26;18/11/2025 09:20:00;18/11/2025 09:30:00;10min;1;1;V;163.750,00;164.000,00;188.165,00;No;50,00;250,00;4;50,00;250,00;0,00;0,00;0,00;4d;-35,00 +WINJ26;04/12/2025 09:10:00;04/12/2025 09:30:00;20min;1;1;C;169.815,00;170.000,00;188.165,00;No;37,00;185,00;5;37,00;185,00;0,00;0,00;0,00;15d23h;2,00 +WINJ26;09/12/2025 09:10:00;09/12/2025 09:40:00;30min;1;1;V;164.355,00;164.655,00;188.165,00;Sim;60,00;300,00;6;60,00;300,00;0,00;0,00;0,00;5d;62,00 +WINJ26;10/12/2025 09:10:00;10/12/2025 10:20:00;1h10min;1;1;C;166.310,00;165.020,00;188.165,00;Sim;-258,00;-1.290,00;7;-258,00;-1.290,00;0,00;0,00;0,00;1d;-196,00 +WINJ26;11/12/2025 09:10:00;11/12/2025 10:30:00;1h20min;1;1;V;165.040,00;164.825,00;188.165,00;Sim;-43,00;-215,00;8;-43,00;-215,00;0,00;0,00;0,00;1d;-239,00 +WINJ26;15/12/2025 09:10:00;15/12/2025 09:30:00;20min;1;1;C;168.740,00;169.000,00;188.165,00;No;52,00;260,00;9;52,00;260,00;0,00;0,00;0,00;4d;-187,00 +WINJ26;16/12/2025 09:10:00;16/12/2025 09:30:00;20min;1;1;V;166.850,00;167.020,00;188.165,00;Sim;34,00;170,00;10;34,00;170,00;0,00;0,00;0,00;1d;-153,00 +WINJ26;23/12/2025 09:10:00;23/12/2025 09:30:00;20min;1;1;C;164.520,00;164.890,00;188.165,00;Sim;74,00;370,00;11;74,00;370,00;0,00;0,00;0,00;7d;-79,00 +WINJ26;30/12/2025 09:10:00;30/12/2025 09:30:00;20min;1;1;C;167.210,00;167.510,00;188.165,00;No;60,00;300,00;12;60,00;300,00;0,00;0,00;0,00;7d;-19,00 +WINJ26;02/01/2026 09:10:00;02/01/2026 09:30:00;20min;1;1;C;167.595,00;167.600,00;188.165,00;No;1,00;5,00;13;1,00;5,00;0,00;0,00;0,00;3d;-18,00 +WINJ26;14/01/2026 09:10:00;14/01/2026 09:30:00;20min;1;1;C;167.685,00;167.920,00;188.165,00;No;47,00;235,00;14;47,00;235,00;0,00;0,00;0,00;12d;29,00 +WINJ26;21/01/2026 09:10:00;21/01/2026 09:30:00;20min;1;1;C;172.235,00;172.625,00;188.165,00;No;78,00;390,00;15;78,00;390,00;0,00;0,00;0,00;7d;107,00 +WINJ26;11/02/2026 09:10:00;11/02/2026 09:30:00;20min;1;1;C;191.915,00;191.530,00;188.165,00;No;-77,00;-385,00;16;-77,00;-385,00;0,00;0,00;0,00;21d;30,00 +WINJ26;13/02/2026 09:10:00;13/02/2026 09:30:00;20min;1;1;V;189.260,00;190.090,00;188.165,00;Sim;166,00;830,00;17;166,00;830,00;0,00;0,00;0,00;2d;196,00 +WINJ26;24/02/2026 09:10:00;24/02/2026 09:30:00;20min;1;1;C;193.370,00;193.230,00;188.165,00;No;-28,00;-140,00;18;-28,00;-140,00;0,00;0,00;0,00;11d;168,00 +WINJ26;25/02/2026 09:10:00;25/02/2026 09:30:00;20min;1;1;C;197.595,00;196.360,00;188.165,00;No;-247,00;-1.235,00;19;-247,00;-1.235,00;0,00;0,00;0,00;1d;-79,00 +WINJ26;27/02/2026 09:10:00;27/02/2026 09:30:00;20min;1;1;V;193.440,00;192.565,00;188.165,00;Sim;-175,00;-875,00;20;-175,00;-875,00;0,00;0,00;0,00;2d;-254,00 +WINJ26;03/03/2026 09:10:00;03/03/2026 09:30:00;20min;1;1;V;188.105,00;187.265,00;188.165,00;No;-168,00;-840,00;21;-168,00;-840,00;0,00;0,00;0,00;4d;-422,00 +WINJ26;04/03/2026 09:10:00;04/03/2026 09:30:00;20min;1;1;C;187.430,00;187.330,00;188.165,00;Sim;-20,00;-100,00;22;-20,00;-100,00;0,00;0,00;0,00;1d;-442,00 diff --git a/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v25_cm1_rm3_tfcurto15.csv b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v25_cm1_rm3_tfcurto15.csv new file mode 100644 index 0000000..8fea8f3 --- /dev/null +++ b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v25_cm1_rm3_tfcurto15.csv @@ -0,0 +1,29 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 22/08/2025 +Data Final: 04/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;23/10/2025 09:15:00;23/10/2025 09:30:00;15min;1;1;C;154.500,00;154.700,00;187.915,00;No;40,00;200,00;1;40,00;200,00;0,00;0,00;0,00; - ;40,00 +WINJ26;04/11/2025 10:00:00;04/11/2025 10:15:00;15min;1;1;V;158.550,00;158.430,00;187.915,00;No;-24,00;-120,00;2;-24,00;-120,00;0,00;0,00;0,00;12d;16,00 +WINJ26;14/11/2025 09:15:00;14/11/2025 09:30:00;15min;1;1;V;164.915,00;164.770,00;187.915,00;Sim;-29,00;-145,00;3;-29,00;-145,00;0,00;0,00;0,00;9d23h;-13,00 +WINJ26;18/11/2025 09:15:00;18/11/2025 09:30:00;15min;1;1;V;163.750,00;164.000,00;187.915,00;No;50,00;250,00;4;50,00;250,00;0,00;0,00;0,00;4d;37,00 +WINJ26;26/11/2025 09:15:00;26/11/2025 09:30:00;15min;1;1;C;164.085,00;164.100,00;187.915,00;No;3,00;15,00;5;3,00;15,00;0,00;0,00;0,00;8d;40,00 +WINJ26;04/12/2025 09:15:00;04/12/2025 09:30:00;15min;1;1;C;169.815,00;170.000,00;187.915,00;No;37,00;185,00;6;37,00;185,00;0,00;0,00;0,00;8d;77,00 +WINJ26;09/12/2025 09:15:00;09/12/2025 09:30:00;15min;1;1;V;164.850,00;164.655,00;187.915,00;Sim;-39,00;-195,00;7;-39,00;-195,00;0,00;0,00;0,00;5d;38,00 +WINJ26;10/12/2025 09:15:00;10/12/2025 09:30:00;15min;1;1;C;166.330,00;165.600,00;187.915,00;Sim;-146,00;-730,00;8;-146,00;-730,00;0,00;0,00;0,00;1d;-108,00 +WINJ26;11/12/2025 10:00:00;11/12/2025 10:30:00;30min;1;1;V;165.040,00;165.615,00;187.915,00;Sim;115,00;575,00;9;115,00;575,00;0,00;0,00;0,00;1d;7,00 +WINJ26;15/12/2025 09:15:00;15/12/2025 09:30:00;15min;1;1;C;168.740,00;169.000,00;187.915,00;No;52,00;260,00;10;52,00;260,00;0,00;0,00;0,00;3d23h;59,00 +WINJ26;16/12/2025 09:15:00;16/12/2025 09:30:00;15min;1;1;V;166.850,00;166.950,00;187.915,00;Sim;20,00;100,00;11;20,00;100,00;0,00;0,00;0,00;1d;79,00 +WINJ26;23/12/2025 09:15:00;23/12/2025 09:30:00;15min;1;1;C;164.810,00;164.890,00;187.915,00;Sim;16,00;80,00;12;16,00;80,00;0,00;0,00;0,00;7d;95,00 +WINJ26;30/12/2025 09:15:00;30/12/2025 09:30:00;15min;1;1;C;167.410,00;167.510,00;187.915,00;No;20,00;100,00;13;20,00;100,00;0,00;0,00;0,00;7d;115,00 +WINJ26;02/01/2026 09:15:00;02/01/2026 09:30:00;15min;1;1;C;167.725,00;167.600,00;187.915,00;No;-25,00;-125,00;14;-25,00;-125,00;0,00;0,00;0,00;3d;90,00 +WINJ26;14/01/2026 09:15:00;14/01/2026 09:30:00;15min;1;1;C;167.745,00;167.915,00;187.915,00;No;34,00;170,00;15;34,00;170,00;0,00;0,00;0,00;12d;124,00 +WINJ26;20/01/2026 09:15:00;20/01/2026 09:30:00;15min;1;1;V;168.270,00;168.475,00;187.915,00;Sim;41,00;205,00;16;41,00;205,00;0,00;0,00;0,00;6d;165,00 +WINJ26;21/01/2026 09:15:00;21/01/2026 09:30:00;15min;1;1;C;172.590,00;172.625,00;187.915,00;No;7,00;35,00;17;7,00;35,00;0,00;0,00;0,00;1d;172,00 +WINJ26;03/02/2026 09:15:00;03/02/2026 09:30:00;15min;1;1;C;188.980,00;189.050,00;187.915,00;No;14,00;70,00;18;14,00;70,00;0,00;0,00;0,00;13d;186,00 +WINJ26;11/02/2026 09:15:00;11/02/2026 09:30:00;15min;1;1;C;191.880,00;191.530,00;187.915,00;No;-70,00;-350,00;19;-70,00;-350,00;0,00;0,00;0,00;8d;116,00 +WINJ26;13/02/2026 09:15:00;13/02/2026 09:30:00;15min;1;1;V;189.265,00;189.775,00;187.915,00;Sim;102,00;510,00;20;102,00;510,00;0,00;0,00;0,00;2d;218,00 +WINJ26;24/02/2026 09:15:00;24/02/2026 09:30:00;15min;1;1;C;194.175,00;193.230,00;187.915,00;No;-189,00;-945,00;21;-189,00;-945,00;0,00;0,00;0,00;11d;29,00 +WINJ26;27/02/2026 09:15:00;27/02/2026 09:30:00;15min;1;1;V;193.440,00;193.025,00;187.915,00;Sim;-83,00;-415,00;22;-83,00;-415,00;0,00;0,00;0,00;3d;-54,00 +WINJ26;04/03/2026 09:15:00;04/03/2026 09:30:00;15min;1;1;C;187.670,00;187.330,00;187.915,00;Sim;-68,00;-340,00;23;-68,00;-340,00;0,00;0,00;0,00;5d;-122,00 diff --git a/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v25_cm1_rm3_tfcurto2.csv b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v25_cm1_rm3_tfcurto2.csv new file mode 100644 index 0000000..85c0974 --- /dev/null +++ b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v25_cm1_rm3_tfcurto2.csv @@ -0,0 +1,13 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 02/02/2026 +Data Final: 04/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;03/02/2026 09:02:00;03/02/2026 09:06:00;4min;1;1;C;188.830,00;188.550,00;188.150,00;No;-56,00;-280,00;1;-56,00;-280,00;0,00;0,00;0,00; - ;-56,00 +WINJ26;06/02/2026 09:02:00;06/02/2026 09:06:00;4min;1;1;C;187.875,00;187.840,00;188.150,00;Sim;-7,00;-35,00;2;-7,00;-35,00;0,00;0,00;0,00;3d;-63,00 +WINJ26;11/02/2026 09:02:00;11/02/2026 09:10:00;8min;1;1;C;191.415,00;191.895,00;188.150,00;No;96,00;480,00;3;96,00;480,00;0,00;0,00;0,00;5d;33,00 +WINJ26;13/02/2026 09:02:00;13/02/2026 09:10:00;8min;1;1;V;190.105,00;190.305,00;188.150,00;No;40,00;200,00;4;40,00;200,00;0,00;0,00;0,00;2d;73,00 +WINJ26;27/02/2026 09:02:00;27/02/2026 09:10:00;8min;1;1;V;192.585,00;193.255,00;188.150,00;Sim;134,00;670,00;5;134,00;670,00;0,00;0,00;0,00;14d;207,00 +WINJ26;03/03/2026 09:04:00;03/03/2026 09:12:00;8min;1;1;V;187.765,00;187.785,00;188.150,00;No;4,00;20,00;6;4,00;20,00;0,00;0,00;0,00;4d;211,00 +WINJ26;04/03/2026 09:02:00;04/03/2026 09:10:00;8min;1;1;C;187.160,00;187.410,00;188.150,00;Sim;50,00;250,00;7;50,00;250,00;0,00;0,00;0,00;23h58min;261,00 diff --git a/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v25_cm1_rm3_tfcurto3.csv b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v25_cm1_rm3_tfcurto3.csv new file mode 100644 index 0000000..7889ba9 --- /dev/null +++ b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v25_cm1_rm3_tfcurto3.csv @@ -0,0 +1,26 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 24/10/2025 +Data Final: 04/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;04/11/2025 09:03:00;04/11/2025 10:15:00;1h12min;1;1;V;158.540,00;158.190,00;188.115,00;No;-70,00;-350,00;1;-70,00;-350,00;0,00;0,00;0,00; - ;-70,00 +WINJ26;05/11/2025 09:09:00;05/11/2025 10:24:00;1h15min;1;1;C;158.950,00;158.820,00;188.115,00;No;-26,00;-130,00;2;-26,00;-130,00;0,00;0,00;0,00;1d;-96,00 +WINJ26;14/11/2025 09:03:00;14/11/2025 09:15:00;12min;1;1;V;164.790,00;164.740,00;188.115,00;Sim;-10,00;-50,00;3;-10,00;-50,00;0,00;0,00;0,00;8d23h;-106,00 +WINJ26;18/11/2025 09:03:00;18/11/2025 09:30:00;27min;1;1;V;163.750,00;164.510,00;188.115,00;No;152,00;760,00;4;152,00;760,00;0,00;0,00;0,00;4d;46,00 +WINJ26;21/11/2025 09:06:00;21/11/2025 09:15:00;9min;1;1;V;162.260,00;161.840,00;188.115,00;No;-84,00;-420,00;5;-84,00;-420,00;0,00;0,00;0,00;3d;-38,00 +WINJ26;04/12/2025 09:06:00;04/12/2025 09:18:00;12min;1;1;C;169.500,00;170.000,00;188.115,00;No;100,00;500,00;6;100,00;500,00;0,00;0,00;0,00;13d;62,00 +WINJ26;16/12/2025 09:03:00;16/12/2025 09:15:00;12min;1;1;V;166.960,00;168.490,00;188.115,00;Sim;306,00;1.530,00;7;306,00;1.530,00;0,00;0,00;0,00;11d23h;368,00 +WINJ26;17/12/2025 09:06:00;17/12/2025 09:12:00;6min;1;1;V;164.800,00;164.115,00;188.115,00;No;-137,00;-685,00;8;-137,00;-685,00;0,00;0,00;0,00;1d;231,00 +WINJ26;26/12/2025 09:03:00;26/12/2025 09:09:00;6min;1;1;V;165.895,00;165.690,00;188.115,00;Sim;-41,00;-205,00;9;-41,00;-205,00;0,00;0,00;0,00;8d23h;190,00 +WINJ26;30/12/2025 09:03:00;30/12/2025 09:15:00;12min;1;1;C;166.845,00;167.390,00;188.115,00;Sim;109,00;545,00;10;109,00;545,00;0,00;0,00;0,00;4d;299,00 +WINJ26;02/01/2026 09:03:00;02/01/2026 09:09:00;6min;1;1;C;167.955,00;167.685,00;188.115,00;No;-54,00;-270,00;11;-54,00;-270,00;0,00;0,00;0,00;3d;245,00 +WINJ26;21/01/2026 09:03:00;21/01/2026 09:15:00;12min;1;1;C;171.825,00;172.570,00;188.115,00;No;149,00;745,00;12;149,00;745,00;0,00;0,00;0,00;19d;394,00 +WINJ26;26/01/2026 09:03:00;26/01/2026 09:15:00;12min;1;1;C;185.625,00;185.765,00;188.115,00;No;28,00;140,00;13;28,00;140,00;0,00;0,00;0,00;5d;422,00 +WINJ26;27/01/2026 09:03:00;27/01/2026 09:09:00;6min;1;1;C;185.395,00;185.305,00;188.115,00;Sim;-18,00;-90,00;14;-18,00;-90,00;0,00;0,00;0,00;1d;404,00 +WINJ26;29/01/2026 09:03:00;29/01/2026 09:09:00;6min;1;1;C;192.105,00;191.990,00;188.115,00;No;-23,00;-115,00;15;-23,00;-115,00;0,00;0,00;0,00;2d;381,00 +WINJ26;11/02/2026 09:03:00;11/02/2026 09:15:00;12min;1;1;C;191.680,00;191.860,00;188.115,00;Sim;36,00;180,00;16;36,00;180,00;0,00;0,00;0,00;13d;417,00 +WINJ26;13/02/2026 09:03:00;13/02/2026 09:09:00;6min;1;1;V;190.095,00;190.320,00;188.115,00;Sim;45,00;225,00;17;45,00;225,00;0,00;0,00;0,00;2d;462,00 +WINJ26;24/02/2026 09:03:00;24/02/2026 09:15:00;12min;1;1;C;193.145,00;194.155,00;188.115,00;No;202,00;1.010,00;18;202,00;1.010,00;0,00;0,00;0,00;11d;664,00 +WINJ26;27/02/2026 09:03:00;27/02/2026 09:15:00;12min;1;1;V;193.045,00;193.215,00;188.115,00;Sim;34,00;170,00;19;34,00;170,00;0,00;0,00;0,00;3d;698,00 +WINJ26;04/03/2026 09:03:00;04/03/2026 09:09:00;6min;1;1;C;187.565,00;187.335,00;188.115,00;Sim;-46,00;-230,00;20;-46,00;-230,00;0,00;0,00;0,00;5d;652,00 diff --git a/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v25_cm1_rm3_tfcurto30.csv b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v25_cm1_rm3_tfcurto30.csv new file mode 100644 index 0000000..00006a7 --- /dev/null +++ b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v25_cm1_rm3_tfcurto30.csv @@ -0,0 +1,25 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 22/08/2025 +Data Final: 04/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;28/08/2025 10:00:00;28/08/2025 10:30:00;30min;1;1;C;151.460,00;151.750,00;187.865,00;No;58,00;290,00;1;58,00;290,00;0,00;0,00;0,00; - ;58,00 +WINJ26;29/09/2025 09:30:00;29/09/2025 10:00:00;30min;1;1;C;156.710,00;157.250,00;187.865,00;No;108,00;540,00;2;108,00;540,00;0,00;0,00;0,00;1m23h;166,00 +WINJ26;24/10/2025 09:30:00;24/10/2025 10:00:00;30min;1;1;C;155.010,00;155.700,00;187.865,00;Sim;138,00;690,00;3;138,00;690,00;0,00;0,00;0,00;25d;304,00 +WINJ26;03/11/2025 09:30:00;03/11/2025 11:00:00;1h30min;1;1;C;158.710,00;158.605,00;187.865,00;No;-21,00;-105,00;4;-21,00;-105,00;0,00;0,00;0,00;10d;283,00 +WINJ26;18/11/2025 09:30:00;18/11/2025 10:00:00;30min;1;1;V;163.980,00;163.740,00;187.865,00;No;-48,00;-240,00;5;-48,00;-240,00;0,00;0,00;0,00;15d;235,00 +WINJ26;26/11/2025 09:30:00;26/11/2025 10:00:00;30min;1;1;C;164.110,00;164.240,00;187.865,00;No;26,00;130,00;6;26,00;130,00;0,00;0,00;0,00;8d;261,00 +WINJ26;09/12/2025 09:30:00;09/12/2025 10:00:00;30min;1;1;V;164.050,00;164.840,00;187.865,00;Sim;158,00;790,00;7;158,00;790,00;0,00;0,00;0,00;13d;419,00 +WINJ26;10/12/2025 09:30:00;10/12/2025 10:00:00;30min;1;1;C;165.610,00;165.020,00;187.865,00;No;-118,00;-590,00;8;-118,00;-590,00;0,00;0,00;0,00;1d;301,00 +WINJ26;11/12/2025 10:00:00;11/12/2025 10:30:00;30min;1;1;V;165.040,00;165.615,00;187.865,00;Sim;115,00;575,00;9;115,00;575,00;0,00;0,00;0,00;1d;416,00 +WINJ26;15/12/2025 09:30:00;15/12/2025 10:00:00;30min;1;1;C;169.010,00;168.490,00;187.865,00;No;-104,00;-520,00;10;-104,00;-520,00;0,00;0,00;0,00;3d23h;312,00 +WINJ26;16/12/2025 09:30:00;16/12/2025 10:00:00;30min;1;1;V;167.280,00;166.830,00;187.865,00;Sim;-90,00;-450,00;11;-90,00;-450,00;0,00;0,00;0,00;1d;222,00 +WINJ26;23/12/2025 09:30:00;23/12/2025 10:00:00;30min;1;1;C;164.910,00;165.015,00;187.865,00;Sim;21,00;105,00;12;21,00;105,00;0,00;0,00;0,00;7d;243,00 +WINJ26;30/12/2025 09:30:00;30/12/2025 10:00:00;30min;1;1;C;167.530,00;167.580,00;187.865,00;No;10,00;50,00;13;10,00;50,00;0,00;0,00;0,00;7d;253,00 +WINJ26;02/01/2026 09:30:00;02/01/2026 10:00:00;30min;1;1;C;167.620,00;168.085,00;187.865,00;No;93,00;465,00;14;93,00;465,00;0,00;0,00;0,00;3d;346,00 +WINJ26;14/01/2026 09:30:00;14/01/2026 10:00:00;30min;1;1;C;167.930,00;168.190,00;187.865,00;No;52,00;260,00;15;52,00;260,00;0,00;0,00;0,00;12d;398,00 +WINJ26;20/01/2026 09:30:00;20/01/2026 10:00:00;30min;1;1;V;169.020,00;168.250,00;187.865,00;Sim;-154,00;-770,00;16;-154,00;-770,00;0,00;0,00;0,00;6d;244,00 +WINJ26;21/01/2026 09:30:00;21/01/2026 10:00:00;30min;1;1;C;172.645,00;173.060,00;187.865,00;No;83,00;415,00;17;83,00;415,00;0,00;0,00;0,00;1d;327,00 +WINJ26;13/02/2026 09:30:00;13/02/2026 10:00:00;30min;1;1;V;189.230,00;189.245,00;187.865,00;Sim;3,00;15,00;18;3,00;15,00;0,00;0,00;0,00;23d;330,00 +WINJ26;27/02/2026 09:30:00;27/02/2026 10:00:00;30min;1;1;V;193.625,00;193.420,00;187.865,00;Sim;-41,00;-205,00;19;-41,00;-205,00;0,00;0,00;0,00;14d;289,00 diff --git a/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v25_cm1_rm3_tfcurto4.csv b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v25_cm1_rm3_tfcurto4.csv new file mode 100644 index 0000000..0c97546 --- /dev/null +++ b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v25_cm1_rm3_tfcurto4.csv @@ -0,0 +1,24 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 22/08/2025 +Data Final: 04/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;04/11/2025 09:04:00;04/11/2025 10:12:00;1h8min;1;1;V;158.540,00;158.190,00;188.175,00;No;-70,00;-350,00;1;-70,00;-350,00;0,00;0,00;0,00; - ;-70,00 +WINJ26;14/11/2025 09:04:00;14/11/2025 09:16:00;12min;1;1;V;164.840,00;164.640,00;188.175,00;Sim;-40,00;-200,00;2;-40,00;-200,00;0,00;0,00;0,00;10d;-110,00 +WINJ26;18/11/2025 09:04:00;18/11/2025 09:28:00;24min;1;1;V;163.750,00;164.500,00;188.175,00;No;150,00;750,00;3;150,00;750,00;0,00;0,00;0,00;4d;40,00 +WINJ26;21/11/2025 09:04:00;21/11/2025 09:16:00;12min;1;1;V;162.270,00;161.840,00;188.175,00;No;-86,00;-430,00;4;-86,00;-430,00;0,00;0,00;0,00;3d;-46,00 +WINJ26;04/12/2025 09:04:00;04/12/2025 09:20:00;16min;1;1;C;169.500,00;169.990,00;188.175,00;No;98,00;490,00;5;98,00;490,00;0,00;0,00;0,00;13d;52,00 +WINJ26;10/12/2025 09:04:00;10/12/2025 09:32:00;28min;1;1;C;166.295,00;165.600,00;188.175,00;Sim;-139,00;-695,00;6;-139,00;-695,00;0,00;0,00;0,00;6d;-87,00 +WINJ26;17/12/2025 09:04:00;17/12/2025 09:12:00;8min;1;1;V;164.810,00;164.115,00;188.175,00;Sim;-139,00;-695,00;7;-139,00;-695,00;0,00;0,00;0,00;7d;-226,00 +WINJ26;26/12/2025 09:04:00;26/12/2025 09:12:00;8min;1;1;V;165.835,00;165.575,00;188.175,00;Sim;-52,00;-260,00;8;-52,00;-260,00;0,00;0,00;0,00;9d;-278,00 +WINJ26;02/01/2026 09:04:00;02/01/2026 09:12:00;8min;1;1;C;167.890,00;167.505,00;188.175,00;No;-77,00;-385,00;9;-77,00;-385,00;0,00;0,00;0,00;7d;-355,00 +WINJ26;21/01/2026 09:04:00;21/01/2026 09:16:00;12min;1;1;C;171.810,00;172.490,00;188.175,00;No;136,00;680,00;10;136,00;680,00;0,00;0,00;0,00;19d;-219,00 +WINJ26;22/01/2026 09:04:00;22/01/2026 09:12:00;8min;1;1;C;177.350,00;177.445,00;188.175,00;No;19,00;95,00;11;19,00;95,00;0,00;0,00;0,00;1d;-200,00 +WINJ26;26/01/2026 09:04:00;26/01/2026 09:12:00;8min;1;1;C;186.315,00;185.845,00;188.175,00;No;-94,00;-470,00;12;-94,00;-470,00;0,00;0,00;0,00;4d;-294,00 +WINJ26;06/02/2026 09:04:00;06/02/2026 09:12:00;8min;1;1;C;188.150,00;187.630,00;188.175,00;No;-104,00;-520,00;13;-104,00;-520,00;0,00;0,00;0,00;11d;-398,00 +WINJ26;11/02/2026 09:04:00;11/02/2026 09:16:00;12min;1;1;C;191.935,00;191.800,00;188.175,00;No;-27,00;-135,00;14;-27,00;-135,00;0,00;0,00;0,00;5d;-425,00 +WINJ26;13/02/2026 09:04:00;13/02/2026 09:16:00;12min;1;1;V;189.915,00;190.265,00;188.175,00;Sim;70,00;350,00;15;70,00;350,00;0,00;0,00;0,00;2d;-355,00 +WINJ26;27/02/2026 09:04:00;27/02/2026 09:12:00;8min;1;1;V;192.665,00;192.490,00;188.175,00;Sim;-35,00;-175,00;16;-35,00;-175,00;0,00;0,00;0,00;14d;-390,00 +WINJ26;03/03/2026 09:04:00;03/03/2026 09:12:00;8min;1;1;V;187.765,00;187.785,00;188.175,00;No;4,00;20,00;17;4,00;20,00;0,00;0,00;0,00;4d;-386,00 +WINJ26;04/03/2026 09:04:00;04/03/2026 09:12:00;8min;1;1;C;187.590,00;187.445,00;188.175,00;Sim;-29,00;-145,00;18;-29,00;-145,00;0,00;0,00;0,00;1d;-415,00 diff --git a/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v25_cm1_rm3_tfcurto5.csv b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v25_cm1_rm3_tfcurto5.csv new file mode 100644 index 0000000..f625c35 --- /dev/null +++ b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v25_cm1_rm3_tfcurto5.csv @@ -0,0 +1,26 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 22/08/2025 +Data Final: 04/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;04/11/2025 10:00:00;04/11/2025 10:15:00;15min;1;1;V;158.540,00;158.430,00;187.925,00;No;-22,00;-110,00;1;-22,00;-110,00;0,00;0,00;0,00; - ;-22,00 +WINJ26;14/11/2025 09:05:00;14/11/2025 09:15:00;10min;1;1;V;164.790,00;164.640,00;187.925,00;Sim;-30,00;-150,00;2;-30,00;-150,00;0,00;0,00;0,00;9d23h;-52,00 +WINJ26;18/11/2025 09:05:00;18/11/2025 09:30:00;25min;1;1;V;163.750,00;164.400,00;187.925,00;No;130,00;650,00;3;130,00;650,00;0,00;0,00;0,00;4d;78,00 +WINJ26;21/11/2025 09:05:00;21/11/2025 09:15:00;10min;1;1;V;162.270,00;161.840,00;187.925,00;No;-86,00;-430,00;4;-86,00;-430,00;0,00;0,00;0,00;3d;-8,00 +WINJ26;04/12/2025 09:05:00;04/12/2025 09:20:00;15min;1;1;C;169.500,00;169.990,00;187.925,00;No;98,00;490,00;5;98,00;490,00;0,00;0,00;0,00;13d;90,00 +WINJ26;09/12/2025 09:05:00;09/12/2025 09:30:00;25min;1;1;V;164.850,00;164.700,00;187.925,00;Sim;-30,00;-150,00;6;-30,00;-150,00;0,00;0,00;0,00;5d;60,00 +WINJ26;10/12/2025 09:10:00;10/12/2025 09:30:00;20min;1;1;C;166.300,00;165.600,00;187.925,00;Sim;-140,00;-700,00;7;-140,00;-700,00;0,00;0,00;0,00;1d;-80,00 +WINJ26;16/12/2025 09:05:00;16/12/2025 09:20:00;15min;1;1;V;166.930,00;167.390,00;187.925,00;Sim;92,00;460,00;8;92,00;460,00;0,00;0,00;0,00;5d23h;12,00 +WINJ26;17/12/2025 09:05:00;17/12/2025 09:15:00;10min;1;1;V;164.820,00;164.115,00;187.925,00;No;-141,00;-705,00;9;-141,00;-705,00;0,00;0,00;0,00;1d;-129,00 +WINJ26;26/12/2025 09:05:00;26/12/2025 09:15:00;10min;1;1;V;165.990,00;165.710,00;187.925,00;Sim;-56,00;-280,00;10;-56,00;-280,00;0,00;0,00;0,00;9d;-185,00 +WINJ26;30/12/2025 09:05:00;30/12/2025 09:20:00;15min;1;1;C;167.080,00;167.450,00;187.925,00;No;74,00;370,00;11;74,00;370,00;0,00;0,00;0,00;4d;-111,00 +WINJ26;02/01/2026 09:05:00;02/01/2026 09:15:00;10min;1;1;C;167.920,00;167.705,00;187.925,00;No;-43,00;-215,00;12;-43,00;-215,00;0,00;0,00;0,00;3d;-154,00 +WINJ26;07/01/2026 09:05:00;07/01/2026 09:15:00;10min;1;1;V;169.235,00;169.035,00;187.925,00;Sim;-40,00;-200,00;13;-40,00;-200,00;0,00;0,00;0,00;5d;-194,00 +WINJ26;21/01/2026 09:05:00;21/01/2026 09:20:00;15min;1;1;C;171.995,00;172.535,00;187.925,00;No;108,00;540,00;14;108,00;540,00;0,00;0,00;0,00;14d;-86,00 +WINJ26;06/02/2026 09:05:00;06/02/2026 09:15:00;10min;1;1;C;188.150,00;187.450,00;187.925,00;No;-140,00;-700,00;15;-140,00;-700,00;0,00;0,00;0,00;16d;-226,00 +WINJ26;11/02/2026 09:05:00;11/02/2026 09:15:00;10min;1;1;C;191.970,00;191.860,00;187.925,00;No;-22,00;-110,00;16;-22,00;-110,00;0,00;0,00;0,00;5d;-248,00 +WINJ26;13/02/2026 09:05:00;13/02/2026 09:20:00;15min;1;1;V;189.270,00;190.295,00;187.925,00;Sim;205,00;1.025,00;17;205,00;1.025,00;0,00;0,00;0,00;2d;-43,00 +WINJ26;27/02/2026 09:05:00;27/02/2026 09:15:00;10min;1;1;V;193.045,00;192.480,00;187.925,00;Sim;-113,00;-565,00;18;-113,00;-565,00;0,00;0,00;0,00;14d;-156,00 +WINJ26;03/03/2026 09:05:00;03/03/2026 09:15:00;10min;1;1;V;188.135,00;187.890,00;187.925,00;No;-49,00;-245,00;19;-49,00;-245,00;0,00;0,00;0,00;4d;-205,00 +WINJ26;04/03/2026 09:05:00;04/03/2026 09:15:00;10min;1;1;C;187.630,00;187.650,00;187.925,00;Sim;4,00;20,00;20;4,00;20,00;0,00;0,00;0,00;1d;-201,00 diff --git a/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v25_cm1_rm3_tfcurto60.csv b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v25_cm1_rm3_tfcurto60.csv new file mode 100644 index 0000000..a98f7a0 --- /dev/null +++ b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v25_cm1_rm3_tfcurto60.csv @@ -0,0 +1,29 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 22/08/2025 +Data Final: 04/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;28/08/2025 10:00:00;29/08/2025 09:00:00;23h;1;1;C;151.460,00;152.000,00;187.870,00;No;108,00;540,00;1;108,00;540,00;0,00;0,00;0,00; - ;108,00 +WINJ26;05/09/2025 10:00:00;05/09/2025 11:00:00;1h;1;1;C;153.400,00;153.400,00;187.870,00;No;0;0;2;0;0;0,00;0,00;0,00;8d;108,00 +WINJ26;10/09/2025 10:00:00;11/09/2025 09:00:00;23h;1;1;C;152.360,00;153.490,00;187.870,00;Sim;226,00;1.130,00;3;226,00;1.130,00;0,00;0,00;0,00;5d;334,00 +WINJ26;29/09/2025 10:00:00;29/09/2025 11:00:00;1h;1;1;C;157.260,00;156.600,00;187.870,00;No;-132,00;-660,00;4;-132,00;-660,00;0,00;0,00;0,00;19d;202,00 +WINJ26;15/10/2025 10:00:00;15/10/2025 11:00:00;1h;1;1;V;151.200,00;150.095,00;187.870,00;No;-221,00;-1.105,00;5;-221,00;-1.105,00;0,00;0,00;0,00;16d;-19,00 +WINJ26;17/10/2025 10:00:00;17/10/2025 11:00:00;1h;1;1;V;151.375,00;150.800,00;187.870,00;Sim;-115,00;-575,00;6;-115,00;-575,00;0,00;0,00;0,00;2d;-134,00 +WINJ26;24/10/2025 10:00:00;24/10/2025 11:00:00;1h;1;1;C;155.710,00;154.990,00;187.870,00;Sim;-144,00;-720,00;7;-144,00;-720,00;0,00;0,00;0,00;7d;-278,00 +WINJ26;03/11/2025 11:00:00;03/11/2025 12:00:00;1h;1;1;C;158.615,00;158.990,00;187.870,00;No;75,00;375,00;8;75,00;375,00;0,00;0,00;0,00;10d1h;-203,00 +WINJ26;18/11/2025 10:00:00;18/11/2025 11:00:00;1h;1;1;V;164.500,00;163.970,00;187.870,00;Sim;-106,00;-530,00;9;-106,00;-530,00;0,00;0,00;0,00;14d23h;-309,00 +WINJ26;26/11/2025 10:00:00;26/11/2025 11:00:00;1h;1;1;C;164.260,00;165.290,00;187.870,00;No;206,00;1.030,00;10;206,00;1.030,00;0,00;0,00;0,00;8d;-103,00 +WINJ26;04/12/2025 10:00:00;04/12/2025 11:00:00;1h;1;1;C;170.095,00;171.240,00;187.870,00;No;229,00;1.145,00;11;229,00;1.145,00;0,00;0,00;0,00;8d;126,00 +WINJ26;09/12/2025 10:00:00;09/12/2025 11:00:00;1h;1;1;V;163.160,00;164.040,00;187.870,00;Sim;176,00;880,00;12;176,00;880,00;0,00;0,00;0,00;5d;302,00 +WINJ26;11/12/2025 10:00:00;11/12/2025 11:00:00;1h;1;1;V;165.510,00;165.605,00;187.870,00;Sim;19,00;95,00;13;19,00;95,00;0,00;0,00;0,00;2d;321,00 +WINJ26;15/12/2025 10:00:00;15/12/2025 11:00:00;1h;1;1;C;168.510,00;169.320,00;187.870,00;Sim;162,00;810,00;14;162,00;810,00;0,00;0,00;0,00;4d;483,00 +WINJ26;16/12/2025 10:00:00;16/12/2025 11:00:00;1h;1;1;V;167.010,00;167.260,00;187.870,00;Sim;50,00;250,00;15;50,00;250,00;0,00;0,00;0,00;1d;533,00 +WINJ26;30/12/2025 10:00:00;30/12/2025 11:00:00;1h;1;1;C;167.600,00;167.190,00;187.870,00;Sim;-82,00;-410,00;16;-82,00;-410,00;0,00;0,00;0,00;14d;451,00 +WINJ26;02/01/2026 10:00:00;02/01/2026 11:00:00;1h;1;1;C;168.105,00;166.695,00;187.870,00;No;-282,00;-1.410,00;17;-282,00;-1.410,00;0,00;0,00;0,00;3d;169,00 +WINJ26;14/01/2026 10:00:00;14/01/2026 11:00:00;1h;1;1;C;168.210,00;168.210,00;187.870,00;No;0;0;18;0;0;0,00;0,00;0,00;12d;169,00 +WINJ26;21/01/2026 10:00:00;21/01/2026 11:00:00;1h;1;1;C;173.075,00;173.810,00;187.870,00;No;147,00;735,00;19;147,00;735,00;0,00;0,00;0,00;7d;316,00 +WINJ26;03/02/2026 10:00:00;03/02/2026 11:00:00;1h;1;1;C;189.570,00;190.820,00;187.870,00;No;250,00;1.250,00;20;250,00;1.250,00;0,00;0,00;0,00;13d;566,00 +WINJ26;11/02/2026 10:00:00;11/02/2026 11:00:00;1h;1;1;C;192.245,00;192.550,00;187.870,00;No;61,00;305,00;21;61,00;305,00;0,00;0,00;0,00;8d;627,00 +WINJ26;13/02/2026 10:00:00;13/02/2026 11:00:00;1h;1;1;V;188.955,00;189.210,00;187.870,00;Sim;51,00;255,00;22;51,00;255,00;0,00;0,00;0,00;2d;678,00 +WINJ26;03/03/2026 10:00:00;03/03/2026 11:00:00;1h;1;1;V;185.620,00;187.255,00;187.870,00;No;327,00;1.635,00;23;327,00;1.635,00;0,00;0,00;0,00;18d;1.005,00 diff --git a/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v27_cm3_rm3_tfcurto1.csv b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v27_cm3_rm3_tfcurto1.csv new file mode 100644 index 0000000..e409e21 --- /dev/null +++ b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v27_cm3_rm3_tfcurto1.csv @@ -0,0 +1,11 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 02/02/2026 +Data Final: 04/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;03/02/2026 09:01:00;03/02/2026 09:05:00;4min;1;1;C;188.460,00;188.565,00;188.220,00;No;21,00;105,00;1;21,00;105,00;0,00;0,00;0,00; - ;21,00 +WINJ26;06/02/2026 09:01:00;06/02/2026 09:03:00;2min;1;1;C;187.790,00;187.900,00;188.220,00;Sim;22,00;110,00;2;22,00;110,00;0,00;0,00;0,00;3d;43,00 +WINJ26;11/02/2026 09:01:00;11/02/2026 09:05:00;4min;1;1;C;191.000,00;191.950,00;188.220,00;No;190,00;950,00;3;190,00;950,00;0,00;0,00;0,00;5d;233,00 +WINJ26;25/02/2026 09:01:00;25/02/2026 09:03:00;2min;1;1;C;197.070,00;196.180,00;188.220,00;No;-178,00;-890,00;4;-178,00;-890,00;0,00;0,00;0,00;14d;55,00 +WINJ26;27/02/2026 09:01:00;27/02/2026 09:05:00;4min;1;1;V;192.500,00;193.920,00;188.220,00;No;284,00;1.420,00;5;284,00;1.420,00;0,00;0,00;0,00;2d;339,00 diff --git a/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v27_cm3_rm3_tfcurto15.csv b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v27_cm3_rm3_tfcurto15.csv new file mode 100644 index 0000000..27b7985 --- /dev/null +++ b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v27_cm3_rm3_tfcurto15.csv @@ -0,0 +1,27 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 22/08/2025 +Data Final: 04/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;23/10/2025 09:15:00;23/10/2025 09:30:00;15min;1;1;C;154.500,00;154.700,00;188.205,00;No;40,00;200,00;1;40,00;200,00;0,00;0,00;0,00; - ;40,00 +WINJ26;04/11/2025 10:00:00;04/11/2025 10:15:00;15min;1;1;V;158.550,00;158.430,00;188.205,00;No;-24,00;-120,00;2;-24,00;-120,00;0,00;0,00;0,00;12d;16,00 +WINJ26;14/11/2025 09:15:00;14/11/2025 09:30:00;15min;1;1;V;164.915,00;164.770,00;188.205,00;Sim;-29,00;-145,00;3;-29,00;-145,00;0,00;0,00;0,00;9d23h;-13,00 +WINJ26;18/11/2025 09:15:00;18/11/2025 09:30:00;15min;1;1;V;163.750,00;164.000,00;188.205,00;No;50,00;250,00;4;50,00;250,00;0,00;0,00;0,00;4d;37,00 +WINJ26;26/11/2025 09:15:00;26/11/2025 09:30:00;15min;1;1;C;164.085,00;164.100,00;188.205,00;No;3,00;15,00;5;3,00;15,00;0,00;0,00;0,00;8d;40,00 +WINJ26;04/12/2025 09:15:00;04/12/2025 09:30:00;15min;1;1;C;169.815,00;170.000,00;188.205,00;No;37,00;185,00;6;37,00;185,00;0,00;0,00;0,00;8d;77,00 +WINJ26;09/12/2025 09:15:00;09/12/2025 09:30:00;15min;1;1;V;164.850,00;164.655,00;188.205,00;Sim;-39,00;-195,00;7;-39,00;-195,00;0,00;0,00;0,00;5d;38,00 +WINJ26;10/12/2025 09:15:00;10/12/2025 09:30:00;15min;1;1;C;166.330,00;165.600,00;188.205,00;Sim;-146,00;-730,00;8;-146,00;-730,00;0,00;0,00;0,00;1d;-108,00 +WINJ26;11/12/2025 10:00:00;11/12/2025 10:30:00;30min;1;1;V;165.040,00;165.615,00;188.205,00;Sim;115,00;575,00;9;115,00;575,00;0,00;0,00;0,00;1d;7,00 +WINJ26;15/12/2025 09:15:00;15/12/2025 09:30:00;15min;1;1;C;168.740,00;169.000,00;188.205,00;No;52,00;260,00;10;52,00;260,00;0,00;0,00;0,00;3d23h;59,00 +WINJ26;16/12/2025 09:15:00;16/12/2025 09:30:00;15min;1;1;V;166.850,00;166.950,00;188.205,00;Sim;20,00;100,00;11;20,00;100,00;0,00;0,00;0,00;1d;79,00 +WINJ26;02/01/2026 09:15:00;02/01/2026 09:30:00;15min;1;1;C;167.725,00;167.600,00;188.205,00;Sim;-25,00;-125,00;12;-25,00;-125,00;0,00;0,00;0,00;17d;54,00 +WINJ26;14/01/2026 09:15:00;14/01/2026 09:30:00;15min;1;1;C;167.745,00;167.915,00;188.205,00;No;34,00;170,00;13;34,00;170,00;0,00;0,00;0,00;12d;88,00 +WINJ26;20/01/2026 09:15:00;20/01/2026 09:30:00;15min;1;1;V;168.270,00;168.475,00;188.205,00;Sim;41,00;205,00;14;41,00;205,00;0,00;0,00;0,00;6d;129,00 +WINJ26;21/01/2026 09:15:00;21/01/2026 09:30:00;15min;1;1;C;172.590,00;172.625,00;188.205,00;No;7,00;35,00;15;7,00;35,00;0,00;0,00;0,00;1d;136,00 +WINJ26;03/02/2026 09:15:00;03/02/2026 09:30:00;15min;1;1;C;188.980,00;189.050,00;188.205,00;No;14,00;70,00;16;14,00;70,00;0,00;0,00;0,00;13d;150,00 +WINJ26;11/02/2026 09:15:00;11/02/2026 09:30:00;15min;1;1;C;191.880,00;191.530,00;188.205,00;No;-70,00;-350,00;17;-70,00;-350,00;0,00;0,00;0,00;8d;80,00 +WINJ26;13/02/2026 09:15:00;13/02/2026 09:30:00;15min;1;1;V;189.265,00;189.775,00;188.205,00;Sim;102,00;510,00;18;102,00;510,00;0,00;0,00;0,00;2d;182,00 +WINJ26;24/02/2026 09:15:00;24/02/2026 09:30:00;15min;1;1;C;194.175,00;193.230,00;188.205,00;No;-189,00;-945,00;19;-189,00;-945,00;0,00;0,00;0,00;11d;-7,00 +WINJ26;27/02/2026 09:15:00;27/02/2026 09:30:00;15min;1;1;V;193.440,00;193.025,00;188.205,00;Sim;-83,00;-415,00;20;-83,00;-415,00;0,00;0,00;0,00;3d;-90,00 +WINJ26;04/03/2026 09:15:00;04/03/2026 09:30:00;15min;1;1;C;187.670,00;187.330,00;188.205,00;Sim;-68,00;-340,00;21;-68,00;-340,00;0,00;0,00;0,00;5d;-158,00 diff --git a/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v27_cm3_rm3_tfcurto30.csv b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v27_cm3_rm3_tfcurto30.csv new file mode 100644 index 0000000..eece286 --- /dev/null +++ b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v27_cm3_rm3_tfcurto30.csv @@ -0,0 +1,8 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 02/02/2026 +Data Final: 04/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;13/02/2026 09:30:00;13/02/2026 10:00:00;30min;1;1;V;189.230,00;189.245,00;188.215,00;No;3,00;15,00;1;3,00;15,00;0,00;0,00;0,00; - ;3,00 +WINJ26;27/02/2026 09:30:00;27/02/2026 10:00:00;30min;1;1;V;193.625,00;193.420,00;188.215,00;Sim;-41,00;-205,00;2;-41,00;-205,00;0,00;0,00;0,00;14d;-38,00 diff --git a/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v27_cm3_rm3_tfcurto40.csv b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v27_cm3_rm3_tfcurto40.csv new file mode 100644 index 0000000..2e00923 --- /dev/null +++ b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v27_cm3_rm3_tfcurto40.csv @@ -0,0 +1,30 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 22/08/2025 +Data Final: 04/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;28/08/2025 09:40:00;28/08/2025 10:20:00;40min;1;1;C;151.460,00;151.750,00;188.145,00;No;58,00;290,00;1;58,00;290,00;0,00;0,00;0,00; - ;58,00 +WINJ26;05/09/2025 09:40:00;05/09/2025 11:00:00;1h20min;1;1;C;153.400,00;153.400,00;188.145,00;No;0;0;2;0;0;0,00;0,00;0,00;8d;58,00 +WINJ26;10/09/2025 09:40:00;11/09/2025 09:00:00;23h20min;1;1;C;152.360,00;153.490,00;188.145,00;Sim;226,00;1.130,00;3;226,00;1.130,00;0,00;0,00;0,00;5d;284,00 +WINJ26;15/09/2025 09:40:00;15/09/2025 10:20:00;40min;1;1;C;153.210,00;153.200,00;188.145,00;No;-2,00;-10,00;4;-2,00;-10,00;0,00;0,00;0,00;5d;282,00 +WINJ26;23/10/2025 09:40:00;23/10/2025 10:20:00;40min;1;1;C;154.835,00;154.590,00;188.145,00;No;-49,00;-245,00;5;-49,00;-245,00;0,00;0,00;0,00;1m7d;233,00 +WINJ26;24/10/2025 09:40:00;24/10/2025 10:20:00;40min;1;1;C;155.490,00;155.740,00;188.145,00;No;50,00;250,00;6;50,00;250,00;0,00;0,00;0,00;1d;283,00 +WINJ26;03/11/2025 09:40:00;03/11/2025 11:00:00;1h20min;1;1;C;158.730,00;158.605,00;188.145,00;No;-25,00;-125,00;7;-25,00;-125,00;0,00;0,00;0,00;10d;258,00 +WINJ26;18/11/2025 09:40:00;18/11/2025 10:20:00;40min;1;1;V;164.550,00;163.690,00;188.145,00;No;-172,00;-860,00;8;-172,00;-860,00;0,00;0,00;0,00;15d;86,00 +WINJ26;04/12/2025 09:40:00;04/12/2025 10:20:00;40min;1;1;C;170.095,00;170.650,00;188.145,00;No;111,00;555,00;9;111,00;555,00;0,00;0,00;0,00;16d;197,00 +WINJ26;11/12/2025 09:40:00;11/12/2025 10:20:00;40min;1;1;V;165.040,00;165.615,00;188.145,00;Sim;115,00;575,00;10;115,00;575,00;0,00;0,00;0,00;7d;312,00 +WINJ26;15/12/2025 09:40:00;15/12/2025 10:20:00;40min;1;1;C;169.210,00;168.650,00;188.145,00;Sim;-112,00;-560,00;11;-112,00;-560,00;0,00;0,00;0,00;4d;200,00 +WINJ26;16/12/2025 09:40:00;16/12/2025 10:20:00;40min;1;1;V;167.385,00;166.990,00;188.145,00;Sim;-79,00;-395,00;12;-79,00;-395,00;0,00;0,00;0,00;1d;121,00 +WINJ26;23/12/2025 09:40:00;23/12/2025 10:20:00;40min;1;1;C;165.025,00;165.705,00;188.145,00;Sim;136,00;680,00;13;136,00;680,00;0,00;0,00;0,00;7d;257,00 +WINJ26;30/12/2025 09:40:00;30/12/2025 10:20:00;40min;1;1;C;167.790,00;167.915,00;188.145,00;No;25,00;125,00;14;25,00;125,00;0,00;0,00;0,00;7d;282,00 +WINJ26;02/01/2026 09:40:00;02/01/2026 10:20:00;40min;1;1;C;167.780,00;167.625,00;188.145,00;Sim;-31,00;-155,00;15;-31,00;-155,00;0,00;0,00;0,00;3d;251,00 +WINJ26;14/01/2026 09:40:00;14/01/2026 10:20:00;40min;1;1;C;168.060,00;168.365,00;188.145,00;No;61,00;305,00;16;61,00;305,00;0,00;0,00;0,00;12d;312,00 +WINJ26;20/01/2026 09:40:00;20/01/2026 10:20:00;40min;1;1;V;169.095,00;168.375,00;188.145,00;Sim;-144,00;-720,00;17;-144,00;-720,00;0,00;0,00;0,00;6d;168,00 +WINJ26;21/01/2026 09:40:00;21/01/2026 10:20:00;40min;1;1;C;172.755,00;173.540,00;188.145,00;No;157,00;785,00;18;157,00;785,00;0,00;0,00;0,00;1d;325,00 +WINJ26;27/01/2026 09:40:00;27/01/2026 10:20:00;40min;1;1;C;186.220,00;185.920,00;188.145,00;No;-60,00;-300,00;19;-60,00;-300,00;0,00;0,00;0,00;6d;265,00 +WINJ26;03/02/2026 09:40:00;03/02/2026 10:20:00;40min;1;1;C;189.515,00;189.135,00;188.145,00;No;-76,00;-380,00;20;-76,00;-380,00;0,00;0,00;0,00;7d;189,00 +WINJ26;09/02/2026 09:40:00;09/02/2026 10:20:00;40min;1;1;C;188.685,00;187.650,00;188.145,00;Sim;-207,00;-1.035,00;21;-207,00;-1.035,00;0,00;0,00;0,00;6d;-18,00 +WINJ26;11/02/2026 09:40:00;11/02/2026 10:20:00;40min;1;1;C;191.960,00;191.915,00;188.145,00;No;-9,00;-45,00;22;-9,00;-45,00;0,00;0,00;0,00;2d;-27,00 +WINJ26;13/02/2026 09:40:00;13/02/2026 10:20:00;40min;1;1;V;188.455,00;189.145,00;188.145,00;Sim;138,00;690,00;23;138,00;690,00;0,00;0,00;0,00;2d;111,00 +WINJ26;27/02/2026 09:40:00;27/02/2026 10:20:00;40min;1;1;V;193.600,00;193.560,00;188.145,00;Sim;-8,00;-40,00;24;-8,00;-40,00;0,00;0,00;0,00;14d;103,00 diff --git a/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v27_cm3_rm3_tfcurto5.csv b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v27_cm3_rm3_tfcurto5.csv new file mode 100644 index 0000000..f09d2ab --- /dev/null +++ b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v27_cm3_rm3_tfcurto5.csv @@ -0,0 +1,25 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 22/08/2025 +Data Final: 04/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;04/11/2025 10:00:00;04/11/2025 10:15:00;15min;1;1;V;158.540,00;158.430,00;188.205,00;No;-22,00;-110,00;1;-22,00;-110,00;0,00;0,00;0,00; - ;-22,00 +WINJ26;14/11/2025 09:05:00;14/11/2025 09:15:00;10min;1;1;V;164.790,00;164.640,00;188.205,00;Sim;-30,00;-150,00;2;-30,00;-150,00;0,00;0,00;0,00;9d23h;-52,00 +WINJ26;18/11/2025 09:05:00;18/11/2025 09:30:00;25min;1;1;V;163.750,00;164.400,00;188.205,00;No;130,00;650,00;3;130,00;650,00;0,00;0,00;0,00;4d;78,00 +WINJ26;21/11/2025 09:05:00;21/11/2025 09:15:00;10min;1;1;V;162.270,00;161.840,00;188.205,00;No;-86,00;-430,00;4;-86,00;-430,00;0,00;0,00;0,00;3d;-8,00 +WINJ26;04/12/2025 09:05:00;04/12/2025 09:20:00;15min;1;1;C;169.500,00;169.990,00;188.205,00;No;98,00;490,00;5;98,00;490,00;0,00;0,00;0,00;13d;90,00 +WINJ26;09/12/2025 09:05:00;09/12/2025 09:30:00;25min;1;1;V;164.850,00;164.700,00;188.205,00;Sim;-30,00;-150,00;6;-30,00;-150,00;0,00;0,00;0,00;5d;60,00 +WINJ26;10/12/2025 09:10:00;10/12/2025 09:30:00;20min;1;1;C;166.300,00;165.600,00;188.205,00;Sim;-140,00;-700,00;7;-140,00;-700,00;0,00;0,00;0,00;1d;-80,00 +WINJ26;16/12/2025 09:05:00;16/12/2025 09:20:00;15min;1;1;V;166.930,00;167.390,00;188.205,00;Sim;92,00;460,00;8;92,00;460,00;0,00;0,00;0,00;5d23h;12,00 +WINJ26;17/12/2025 09:05:00;17/12/2025 09:15:00;10min;1;1;V;164.820,00;164.115,00;188.205,00;No;-141,00;-705,00;9;-141,00;-705,00;0,00;0,00;0,00;1d;-129,00 +WINJ26;26/12/2025 09:05:00;26/12/2025 09:15:00;10min;1;1;V;165.990,00;165.710,00;188.205,00;Sim;-56,00;-280,00;10;-56,00;-280,00;0,00;0,00;0,00;9d;-185,00 +WINJ26;02/01/2026 09:05:00;02/01/2026 09:15:00;10min;1;1;C;167.920,00;167.705,00;188.205,00;No;-43,00;-215,00;11;-43,00;-215,00;0,00;0,00;0,00;7d;-228,00 +WINJ26;07/01/2026 09:05:00;07/01/2026 09:15:00;10min;1;1;V;169.235,00;169.035,00;188.205,00;Sim;-40,00;-200,00;12;-40,00;-200,00;0,00;0,00;0,00;5d;-268,00 +WINJ26;21/01/2026 09:05:00;21/01/2026 09:20:00;15min;1;1;C;171.995,00;172.535,00;188.205,00;No;108,00;540,00;13;108,00;540,00;0,00;0,00;0,00;14d;-160,00 +WINJ26;06/02/2026 09:05:00;06/02/2026 09:15:00;10min;1;1;C;188.150,00;187.450,00;188.205,00;No;-140,00;-700,00;14;-140,00;-700,00;0,00;0,00;0,00;16d;-300,00 +WINJ26;11/02/2026 09:05:00;11/02/2026 09:15:00;10min;1;1;C;191.970,00;191.860,00;188.205,00;No;-22,00;-110,00;15;-22,00;-110,00;0,00;0,00;0,00;5d;-322,00 +WINJ26;13/02/2026 09:05:00;13/02/2026 09:20:00;15min;1;1;V;189.270,00;190.295,00;188.205,00;Sim;205,00;1.025,00;16;205,00;1.025,00;0,00;0,00;0,00;2d;-117,00 +WINJ26;27/02/2026 09:05:00;27/02/2026 09:15:00;10min;1;1;V;193.045,00;192.480,00;188.205,00;Sim;-113,00;-565,00;17;-113,00;-565,00;0,00;0,00;0,00;14d;-230,00 +WINJ26;03/03/2026 09:05:00;03/03/2026 09:15:00;10min;1;1;V;188.135,00;187.890,00;188.205,00;No;-49,00;-245,00;18;-49,00;-245,00;0,00;0,00;0,00;4d;-279,00 +WINJ26;04/03/2026 09:05:00;04/03/2026 09:15:00;10min;1;1;C;187.630,00;187.650,00;188.205,00;Sim;4,00;20,00;19;4,00;20,00;0,00;0,00;0,00;1d;-275,00 diff --git a/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v27_cm3_rm3_tfcurto50.csv b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v27_cm3_rm3_tfcurto50.csv new file mode 100644 index 0000000..f6f0d02 --- /dev/null +++ b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v27_cm3_rm3_tfcurto50.csv @@ -0,0 +1,30 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 22/08/2025 +Data Final: 04/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;28/08/2025 09:50:00;28/08/2025 10:40:00;50min;1;1;C;151.460,00;151.750,00;188.170,00;No;58,00;290,00;1;58,00;290,00;0,00;0,00;0,00; - ;58,00 +WINJ26;05/09/2025 09:50:00;05/09/2025 10:40:00;50min;1;1;C;153.400,00;153.400,00;188.170,00;No;0;0;2;0;0;0,00;0,00;0,00;8d;58,00 +WINJ26;10/09/2025 09:50:00;11/09/2025 09:00:00;23h10min;1;1;C;152.360,00;153.490,00;188.170,00;Sim;226,00;1.130,00;3;226,00;1.130,00;0,00;0,00;0,00;5d;284,00 +WINJ26;29/09/2025 09:50:00;29/09/2025 11:30:00;1h40min;1;1;C;157.260,00;156.600,00;188.170,00;No;-132,00;-660,00;4;-132,00;-660,00;0,00;0,00;0,00;19d;152,00 +WINJ26;01/10/2025 09:50:00;01/10/2025 10:40:00;50min;1;1;C;156.750,00;156.000,00;188.170,00;Sim;-150,00;-750,00;5;-150,00;-750,00;0,00;0,00;0,00;2d;2,00 +WINJ26;17/10/2025 09:50:00;17/10/2025 10:40:00;50min;1;1;V;151.220,00;150.800,00;188.170,00;No;-84,00;-420,00;6;-84,00;-420,00;0,00;0,00;0,00;16d;-82,00 +WINJ26;23/10/2025 09:50:00;23/10/2025 11:30:00;1h40min;1;1;C;154.510,00;153.700,00;188.170,00;Sim;-162,00;-810,00;7;-162,00;-810,00;0,00;0,00;0,00;6d;-244,00 +WINJ26;24/10/2025 09:50:00;24/10/2025 10:40:00;50min;1;1;C;155.510,00;155.490,00;188.170,00;No;-4,00;-20,00;8;-4,00;-20,00;0,00;0,00;0,00;1d;-248,00 +WINJ26;03/11/2025 09:50:00;03/11/2025 10:40:00;50min;1;1;C;158.800,00;158.605,00;188.170,00;No;-39,00;-195,00;9;-39,00;-195,00;0,00;0,00;0,00;10d;-287,00 +WINJ26;18/11/2025 09:50:00;18/11/2025 10:40:00;50min;1;1;V;164.520,00;163.590,00;188.170,00;Sim;-186,00;-930,00;10;-186,00;-930,00;0,00;0,00;0,00;15d;-473,00 +WINJ26;04/12/2025 09:50:00;04/12/2025 10:40:00;50min;1;1;C;170.095,00;170.860,00;188.170,00;No;153,00;765,00;11;153,00;765,00;0,00;0,00;0,00;16d;-320,00 +WINJ26;11/12/2025 09:50:00;11/12/2025 10:40:00;50min;1;1;V;165.510,00;165.605,00;188.170,00;Sim;19,00;95,00;12;19,00;95,00;0,00;0,00;0,00;7d;-301,00 +WINJ26;15/12/2025 09:50:00;15/12/2025 10:40:00;50min;1;1;C;168.500,00;168.650,00;188.170,00;Sim;30,00;150,00;13;30,00;150,00;0,00;0,00;0,00;4d;-271,00 +WINJ26;16/12/2025 09:50:00;16/12/2025 10:40:00;50min;1;1;V;166.940,00;167.080,00;188.170,00;Sim;28,00;140,00;14;28,00;140,00;0,00;0,00;0,00;1d;-243,00 +WINJ26;30/12/2025 09:50:00;30/12/2025 10:40:00;50min;1;1;C;167.700,00;167.670,00;188.170,00;Sim;-6,00;-30,00;15;-6,00;-30,00;0,00;0,00;0,00;14d;-249,00 +WINJ26;02/01/2026 09:50:00;02/01/2026 10:40:00;50min;1;1;C;167.965,00;167.415,00;188.170,00;No;-110,00;-550,00;16;-110,00;-550,00;0,00;0,00;0,00;3d;-359,00 +WINJ26;21/01/2026 09:50:00;21/01/2026 10:40:00;50min;1;1;C;172.885,00;173.610,00;188.170,00;No;145,00;725,00;17;145,00;725,00;0,00;0,00;0,00;19d;-214,00 +WINJ26;22/01/2026 09:50:00;22/01/2026 10:40:00;50min;1;1;C;177.915,00;178.090,00;188.170,00;No;35,00;175,00;18;35,00;175,00;0,00;0,00;0,00;1d;-179,00 +WINJ26;27/01/2026 09:50:00;27/01/2026 10:40:00;50min;1;1;C;186.230,00;186.335,00;188.170,00;No;21,00;105,00;19;21,00;105,00;0,00;0,00;0,00;5d;-158,00 +WINJ26;03/02/2026 09:50:00;03/02/2026 10:40:00;50min;1;1;C;189.900,00;190.065,00;188.170,00;No;33,00;165,00;20;33,00;165,00;0,00;0,00;0,00;7d;-125,00 +WINJ26;11/02/2026 09:50:00;11/02/2026 10:40:00;50min;1;1;C;192.325,00;192.170,00;188.170,00;No;-31,00;-155,00;21;-31,00;-155,00;0,00;0,00;0,00;8d;-156,00 +WINJ26;13/02/2026 09:50:00;13/02/2026 10:40:00;50min;1;1;V;188.965,00;189.180,00;188.170,00;Sim;43,00;215,00;22;43,00;215,00;0,00;0,00;0,00;2d;-113,00 +WINJ26;27/02/2026 09:50:00;27/02/2026 10:40:00;50min;1;1;V;192.660,00;192.905,00;188.170,00;Sim;49,00;245,00;23;49,00;245,00;0,00;0,00;0,00;14d;-64,00 +WINJ26;03/03/2026 09:50:00;03/03/2026 10:40:00;50min;1;1;V;186.205,00;187.105,00;188.170,00;No;180,00;900,00;24;180,00;900,00;0,00;0,00;0,00;4d;116,00 diff --git a/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v27_cm3_rm3_tfcurto55.csv b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v27_cm3_rm3_tfcurto55.csv new file mode 100644 index 0000000..7477cfa --- /dev/null +++ b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v27_cm3_rm3_tfcurto55.csv @@ -0,0 +1,31 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 22/08/2025 +Data Final: 04/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;28/08/2025 09:55:00;28/08/2025 10:50:00;55min;1;1;C;151.460,00;151.900,00;188.535,00;No;88,00;440,00;1;88,00;440,00;0,00;0,00;0,00; - ;88,00 +WINJ26;05/09/2025 09:55:00;05/09/2025 10:50:00;55min;1;1;C;153.400,00;153.400,00;188.535,00;No;0;0;2;0;0;0,00;0,00;0,00;8d;88,00 +WINJ26;10/09/2025 09:55:00;11/09/2025 09:00:00;23h5min;1;1;C;152.360,00;153.490,00;188.535,00;Sim;226,00;1.130,00;3;226,00;1.130,00;0,00;0,00;0,00;5d;314,00 +WINJ26;25/09/2025 09:55:00;25/09/2025 10:50:00;55min;1;1;V;155.750,00;156.675,00;188.535,00;No;185,00;925,00;4;185,00;925,00;0,00;0,00;0,00;15d;499,00 +WINJ26;29/09/2025 09:55:00;29/09/2025 11:45:00;1h50min;1;1;C;157.260,00;156.600,00;188.535,00;No;-132,00;-660,00;5;-132,00;-660,00;0,00;0,00;0,00;4d;367,00 +WINJ26;01/10/2025 09:55:00;01/10/2025 10:50:00;55min;1;1;C;156.750,00;156.000,00;188.535,00;Sim;-150,00;-750,00;6;-150,00;-750,00;0,00;0,00;0,00;2d;217,00 +WINJ26;17/10/2025 09:55:00;17/10/2025 10:50:00;55min;1;1;V;151.360,00;150.800,00;188.535,00;No;-112,00;-560,00;7;-112,00;-560,00;0,00;0,00;0,00;16d;105,00 +WINJ26;24/10/2025 09:55:00;24/10/2025 10:50:00;55min;1;1;C;155.710,00;155.240,00;188.535,00;Sim;-94,00;-470,00;8;-94,00;-470,00;0,00;0,00;0,00;7d;11,00 +WINJ26;03/11/2025 10:50:00;03/11/2025 11:45:00;55min;1;1;C;158.615,00;158.835,00;188.535,00;No;44,00;220,00;9;44,00;220,00;0,00;0,00;0,00;10d;55,00 +WINJ26;18/11/2025 09:55:00;18/11/2025 10:50:00;55min;1;1;V;164.520,00;163.590,00;188.535,00;Sim;-186,00;-930,00;10;-186,00;-930,00;0,00;0,00;0,00;14d23h;-131,00 +WINJ26;26/11/2025 09:55:00;26/11/2025 10:50:00;55min;1;1;C;164.260,00;165.250,00;188.535,00;No;198,00;990,00;11;198,00;990,00;0,00;0,00;0,00;8d;67,00 +WINJ26;04/12/2025 09:55:00;04/12/2025 10:50:00;55min;1;1;C;170.095,00;171.060,00;188.535,00;No;193,00;965,00;12;193,00;965,00;0,00;0,00;0,00;8d;260,00 +WINJ26;11/12/2025 09:55:00;11/12/2025 10:50:00;55min;1;1;V;165.510,00;165.605,00;188.535,00;Sim;19,00;95,00;13;19,00;95,00;0,00;0,00;0,00;7d;279,00 +WINJ26;15/12/2025 09:55:00;15/12/2025 10:50:00;55min;1;1;C;168.510,00;169.320,00;188.535,00;Sim;162,00;810,00;14;162,00;810,00;0,00;0,00;0,00;4d;441,00 +WINJ26;16/12/2025 09:55:00;16/12/2025 10:50:00;55min;1;1;V;167.010,00;167.190,00;188.535,00;Sim;36,00;180,00;15;36,00;180,00;0,00;0,00;0,00;1d;477,00 +WINJ26;30/12/2025 09:55:00;30/12/2025 10:50:00;55min;1;1;C;167.710,00;167.325,00;188.535,00;Sim;-77,00;-385,00;16;-77,00;-385,00;0,00;0,00;0,00;14d;400,00 +WINJ26;02/01/2026 09:55:00;02/01/2026 10:50:00;55min;1;1;C;167.975,00;167.405,00;188.535,00;No;-114,00;-570,00;17;-114,00;-570,00;0,00;0,00;0,00;3d;286,00 +WINJ26;21/01/2026 09:55:00;21/01/2026 10:50:00;55min;1;1;C;172.975,00;173.435,00;188.535,00;No;92,00;460,00;18;92,00;460,00;0,00;0,00;0,00;19d;378,00 +WINJ26;22/01/2026 09:55:00;22/01/2026 10:50:00;55min;1;1;C;177.900,00;178.060,00;188.535,00;No;32,00;160,00;19;32,00;160,00;0,00;0,00;0,00;1d;410,00 +WINJ26;27/01/2026 09:55:00;27/01/2026 10:50:00;55min;1;1;C;186.085,00;186.490,00;188.535,00;No;81,00;405,00;20;81,00;405,00;0,00;0,00;0,00;5d;491,00 +WINJ26;03/02/2026 09:55:00;03/02/2026 10:50:00;55min;1;1;C;189.805,00;190.235,00;188.535,00;No;86,00;430,00;21;86,00;430,00;0,00;0,00;0,00;7d;577,00 +WINJ26;11/02/2026 09:55:00;11/02/2026 10:50:00;55min;1;1;C;192.260,00;192.725,00;188.535,00;No;93,00;465,00;22;93,00;465,00;0,00;0,00;0,00;8d;670,00 +WINJ26;13/02/2026 09:55:00;13/02/2026 10:50:00;55min;1;1;V;189.240,00;189.135,00;188.535,00;Sim;-21,00;-105,00;23;-21,00;-105,00;0,00;0,00;0,00;2d;649,00 +WINJ26;27/02/2026 09:55:00;27/02/2026 10:50:00;55min;1;1;V;192.795,00;193.290,00;188.535,00;Sim;99,00;495,00;24;99,00;495,00;0,00;0,00;0,00;14d;748,00 +WINJ26;03/03/2026 09:55:00;03/03/2026 10:50:00;55min;1;1;V;185.635,00;187.040,00;188.535,00;No;281,00;1.405,00;25;281,00;1.405,00;0,00;0,00;0,00;4d;1.029,00 diff --git a/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v27_cm3_rm3_tfcurto60.csv b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v27_cm3_rm3_tfcurto60.csv new file mode 100644 index 0000000..a8a6b09 --- /dev/null +++ b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v27_cm3_rm3_tfcurto60.csv @@ -0,0 +1,10 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 02/02/2026 +Data Final: 04/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;03/02/2026 10:00:00;03/02/2026 11:00:00;1h;1;1;C;189.570,00;190.820,00;188.245,00;No;250,00;1.250,00;1;250,00;1.250,00;0,00;0,00;0,00; - ;250,00 +WINJ26;11/02/2026 10:00:00;11/02/2026 11:00:00;1h;1;1;C;192.245,00;192.550,00;188.245,00;No;61,00;305,00;2;61,00;305,00;0,00;0,00;0,00;8d;311,00 +WINJ26;13/02/2026 10:00:00;13/02/2026 11:00:00;1h;1;1;V;188.955,00;189.210,00;188.245,00;No;51,00;255,00;3;51,00;255,00;0,00;0,00;0,00;2d;362,00 +WINJ26;03/03/2026 10:00:00;03/03/2026 11:00:00;1h;1;1;V;185.620,00;187.255,00;188.245,00;No;327,00;1.635,00;4;327,00;1.635,00;0,00;0,00;0,00;18d;689,00 diff --git a/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v27_cm3_rm3_tfcurto90.csv b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v27_cm3_rm3_tfcurto90.csv new file mode 100644 index 0000000..faeff8f --- /dev/null +++ b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v27_cm3_rm3_tfcurto90.csv @@ -0,0 +1,32 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 22/08/2025 +Data Final: 04/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;28/08/2025 10:30:00;29/08/2025 09:00:00;22h30min;1;1;C;151.760,00;152.000,00;188.545,00;No;48,00;240,00;1;48,00;240,00;0,00;0,00;0,00; - ;48,00 +WINJ26;05/09/2025 10:30:00;05/09/2025 15:00:00;4h30min;1;1;C;153.400,00;153.200,00;188.545,00;No;-40,00;-200,00;2;-40,00;-200,00;0,00;0,00;0,00;8d;8,00 +WINJ26;29/09/2025 10:30:00;29/09/2025 13:30:00;3h;1;1;C;156.600,00;156.390,00;188.545,00;No;-42,00;-210,00;3;-42,00;-210,00;0,00;0,00;0,00;24d;-34,00 +WINJ26;23/10/2025 10:30:00;23/10/2025 12:00:00;1h30min;1;1;C;154.600,00;153.700,00;188.545,00;Sim;-180,00;-900,00;4;-180,00;-900,00;0,00;0,00;0,00;24d;-214,00 +WINJ26;24/10/2025 10:30:00;24/10/2025 13:30:00;3h;1;1;C;155.500,00;154.820,00;188.545,00;No;-136,00;-680,00;5;-136,00;-680,00;0,00;0,00;0,00;1d;-350,00 +WINJ26;27/10/2025 10:30:00;27/10/2025 12:00:00;1h30min;1;1;C;155.900,00;155.650,00;188.545,00;No;-50,00;-250,00;6;-50,00;-250,00;0,00;0,00;0,00;3d;-400,00 +WINJ26;29/10/2025 10:30:00;29/10/2025 12:00:00;1h30min;1;1;C;157.010,00;157.250,00;188.545,00;No;48,00;240,00;7;48,00;240,00;0,00;0,00;0,00;2d;-352,00 +WINJ26;03/11/2025 10:30:00;03/11/2025 12:00:00;1h30min;1;1;C;158.615,00;158.990,00;188.545,00;No;75,00;375,00;8;75,00;375,00;0,00;0,00;0,00;5d;-277,00 +WINJ26;19/11/2025 10:30:00;19/11/2025 12:00:00;1h30min;1;1;V;164.100,00;163.895,00;188.545,00;No;-41,00;-205,00;9;-41,00;-205,00;0,00;0,00;0,00;16d;-318,00 +WINJ26;25/11/2025 10:30:00;25/11/2025 12:00:00;1h30min;1;1;C;164.000,00;163.175,00;188.545,00;No;-165,00;-825,00;10;-165,00;-825,00;0,00;0,00;0,00;6d;-483,00 +WINJ26;26/11/2025 10:30:00;26/11/2025 12:00:00;1h30min;1;1;C;164.910,00;165.050,00;188.545,00;No;28,00;140,00;11;28,00;140,00;0,00;0,00;0,00;1d;-455,00 +WINJ26;04/12/2025 10:30:00;04/12/2025 12:00:00;1h30min;1;1;C;170.860,00;171.250,00;188.545,00;No;78,00;390,00;12;78,00;390,00;0,00;0,00;0,00;8d;-377,00 +WINJ26;09/12/2025 10:30:00;09/12/2025 12:00:00;1h30min;1;1;V;163.710,00;163.290,00;188.545,00;No;-84,00;-420,00;13;-84,00;-420,00;0,00;0,00;0,00;5d;-461,00 +WINJ26;12/12/2025 10:30:00;12/12/2025 12:00:00;1h30min;1;1;C;167.160,00;167.290,00;188.545,00;Sim;26,00;130,00;14;26,00;130,00;0,00;0,00;0,00;3d;-435,00 +WINJ26;17/12/2025 10:30:00;17/12/2025 12:00:00;1h30min;1;1;V;164.165,00;163.240,00;188.545,00;No;-185,00;-925,00;15;-185,00;-925,00;0,00;0,00;0,00;5d;-620,00 +WINJ26;23/12/2025 10:30:00;23/12/2025 12:00:00;1h30min;1;1;C;165.400,00;166.125,00;188.545,00;Sim;145,00;725,00;16;145,00;725,00;0,00;0,00;0,00;6d;-475,00 +WINJ26;30/12/2025 10:30:00;30/12/2025 12:00:00;1h30min;1;1;C;167.830,00;167.050,00;188.545,00;No;-156,00;-780,00;17;-156,00;-780,00;0,00;0,00;0,00;7d;-631,00 +WINJ26;14/01/2026 10:30:00;14/01/2026 12:00:00;1h30min;1;1;C;168.470,00;168.620,00;188.545,00;No;30,00;150,00;18;30,00;150,00;0,00;0,00;0,00;15d;-601,00 +WINJ26;21/01/2026 10:30:00;21/01/2026 12:00:00;1h30min;1;1;C;173.695,00;174.580,00;188.545,00;No;177,00;885,00;19;177,00;885,00;0,00;0,00;0,00;7d;-424,00 +WINJ26;22/01/2026 10:30:00;22/01/2026 12:00:00;1h30min;1;1;C;178.040,00;180.020,00;188.545,00;No;396,00;1.980,00;20;396,00;1.980,00;0,00;0,00;0,00;1d;-28,00 +WINJ26;28/01/2026 10:30:00;28/01/2026 12:00:00;1h30min;1;1;C;189.110,00;189.540,00;188.545,00;No;86,00;430,00;21;86,00;430,00;0,00;0,00;0,00;6d;58,00 +WINJ26;03/02/2026 10:30:00;03/02/2026 12:00:00;1h30min;1;1;C;189.745,00;191.555,00;188.545,00;No;362,00;1.810,00;22;362,00;1.810,00;0,00;0,00;0,00;6d;420,00 +WINJ26;11/02/2026 10:30:00;11/02/2026 12:00:00;1h30min;1;1;C;192.465,00;193.025,00;188.545,00;No;112,00;560,00;23;112,00;560,00;0,00;0,00;0,00;8d;532,00 +WINJ26;13/02/2026 10:30:00;13/02/2026 12:00:00;1h30min;1;1;V;187.805,00;189.085,00;188.545,00;Sim;256,00;1.280,00;24;256,00;1.280,00;0,00;0,00;0,00;2d;788,00 +WINJ26;27/02/2026 10:30:00;27/02/2026 12:00:00;1h30min;1;1;V;193.075,00;192.855,00;188.545,00;Sim;-44,00;-220,00;25;-44,00;-220,00;0,00;0,00;0,00;14d;744,00 +WINJ26;03/03/2026 10:30:00;03/03/2026 12:00:00;1h30min;1;1;V;183.815,00;186.070,00;188.545,00;No;451,00;2.255,00;26;451,00;2.255,00;0,00;0,00;0,00;4d;1.195,00 diff --git a/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v28_cm1_rm1_tfcurto1.csv b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v28_cm1_rm1_tfcurto1.csv new file mode 100644 index 0000000..7351d40 --- /dev/null +++ b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v28_cm1_rm1_tfcurto1.csv @@ -0,0 +1,14 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 02/02/2026 +Data Final: 04/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;03/02/2026 09:01:00;03/02/2026 09:03:00;2min;1;1;C;188.460,00;188.615,00;188.465,00;No;31,00;155,00;1;31,00;155,00;0,00;0,00;0,00; - ;31,00 +WINJ26;04/02/2026 09:01:00;04/02/2026 09:03:00;2min;1;1;C;191.040,00;190.390,00;188.465,00;No;-130,00;-650,00;2;-130,00;-650,00;0,00;0,00;0,00;1d;-99,00 +WINJ26;06/02/2026 09:01:00;06/02/2026 09:03:00;2min;1;1;C;187.790,00;187.900,00;188.465,00;Sim;22,00;110,00;3;22,00;110,00;0,00;0,00;0,00;2d;-77,00 +WINJ26;11/02/2026 09:01:00;11/02/2026 09:05:00;4min;1;1;C;191.000,00;191.950,00;188.465,00;No;190,00;950,00;4;190,00;950,00;0,00;0,00;0,00;5d;113,00 +WINJ26;12/02/2026 09:01:00;12/02/2026 09:03:00;2min;1;1;C;194.970,00;193.740,00;188.465,00;No;-246,00;-1.230,00;5;-246,00;-1.230,00;0,00;0,00;0,00;1d;-133,00 +WINJ26;13/02/2026 09:01:00;13/02/2026 09:03:00;2min;1;1;V;190.340,00;191.075,00;188.465,00;No;147,00;735,00;6;147,00;735,00;0,00;0,00;0,00;1d;14,00 +WINJ26;25/02/2026 09:01:00;25/02/2026 09:03:00;2min;1;1;C;197.070,00;196.180,00;188.465,00;No;-178,00;-890,00;7;-178,00;-890,00;0,00;0,00;0,00;12d;-164,00 +WINJ26;27/02/2026 09:01:00;27/02/2026 09:05:00;4min;1;1;V;192.500,00;193.920,00;188.465,00;Sim;284,00;1.420,00;8;284,00;1.420,00;0,00;0,00;0,00;2d;120,00 diff --git a/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v28_cm1_rm1_tfcurto15.csv b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v28_cm1_rm1_tfcurto15.csv new file mode 100644 index 0000000..8f69efc --- /dev/null +++ b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v28_cm1_rm1_tfcurto15.csv @@ -0,0 +1,29 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 22/08/2025 +Data Final: 04/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;23/10/2025 09:15:00;23/10/2025 09:30:00;15min;1;1;C;154.500,00;154.700,00;188.505,00;No;40,00;200,00;1;40,00;200,00;0,00;0,00;0,00; - ;40,00 +WINJ26;04/11/2025 10:00:00;04/11/2025 10:15:00;15min;1;1;V;158.550,00;158.430,00;188.505,00;No;-24,00;-120,00;2;-24,00;-120,00;0,00;0,00;0,00;12d;16,00 +WINJ26;14/11/2025 09:15:00;14/11/2025 09:30:00;15min;1;1;V;164.915,00;164.770,00;188.505,00;Sim;-29,00;-145,00;3;-29,00;-145,00;0,00;0,00;0,00;9d23h;-13,00 +WINJ26;18/11/2025 09:15:00;18/11/2025 09:30:00;15min;1;1;V;163.750,00;164.000,00;188.505,00;No;50,00;250,00;4;50,00;250,00;0,00;0,00;0,00;4d;37,00 +WINJ26;26/11/2025 09:15:00;26/11/2025 09:30:00;15min;1;1;C;164.085,00;164.100,00;188.505,00;No;3,00;15,00;5;3,00;15,00;0,00;0,00;0,00;8d;40,00 +WINJ26;04/12/2025 09:15:00;04/12/2025 09:30:00;15min;1;1;C;169.815,00;170.000,00;188.505,00;No;37,00;185,00;6;37,00;185,00;0,00;0,00;0,00;8d;77,00 +WINJ26;09/12/2025 09:15:00;09/12/2025 09:30:00;15min;1;1;V;164.850,00;164.655,00;188.505,00;Sim;-39,00;-195,00;7;-39,00;-195,00;0,00;0,00;0,00;5d;38,00 +WINJ26;10/12/2025 09:15:00;10/12/2025 09:30:00;15min;1;1;C;166.330,00;165.600,00;188.505,00;Sim;-146,00;-730,00;8;-146,00;-730,00;0,00;0,00;0,00;1d;-108,00 +WINJ26;11/12/2025 10:00:00;11/12/2025 10:30:00;30min;1;1;V;165.040,00;165.615,00;188.505,00;Sim;115,00;575,00;9;115,00;575,00;0,00;0,00;0,00;1d;7,00 +WINJ26;15/12/2025 09:15:00;15/12/2025 09:30:00;15min;1;1;C;168.740,00;169.000,00;188.505,00;No;52,00;260,00;10;52,00;260,00;0,00;0,00;0,00;3d23h;59,00 +WINJ26;16/12/2025 09:15:00;16/12/2025 09:30:00;15min;1;1;V;166.850,00;166.950,00;188.505,00;Sim;20,00;100,00;11;20,00;100,00;0,00;0,00;0,00;1d;79,00 +WINJ26;23/12/2025 09:15:00;23/12/2025 09:30:00;15min;1;1;C;164.810,00;164.890,00;188.505,00;Sim;16,00;80,00;12;16,00;80,00;0,00;0,00;0,00;7d;95,00 +WINJ26;30/12/2025 09:15:00;30/12/2025 09:30:00;15min;1;1;C;167.410,00;167.510,00;188.505,00;No;20,00;100,00;13;20,00;100,00;0,00;0,00;0,00;7d;115,00 +WINJ26;02/01/2026 09:15:00;02/01/2026 09:30:00;15min;1;1;C;167.725,00;167.600,00;188.505,00;No;-25,00;-125,00;14;-25,00;-125,00;0,00;0,00;0,00;3d;90,00 +WINJ26;14/01/2026 09:15:00;14/01/2026 09:30:00;15min;1;1;C;167.745,00;167.915,00;188.505,00;No;34,00;170,00;15;34,00;170,00;0,00;0,00;0,00;12d;124,00 +WINJ26;20/01/2026 09:15:00;20/01/2026 09:30:00;15min;1;1;V;168.270,00;168.475,00;188.505,00;Sim;41,00;205,00;16;41,00;205,00;0,00;0,00;0,00;6d;165,00 +WINJ26;21/01/2026 09:15:00;21/01/2026 09:30:00;15min;1;1;C;172.590,00;172.625,00;188.505,00;No;7,00;35,00;17;7,00;35,00;0,00;0,00;0,00;1d;172,00 +WINJ26;03/02/2026 09:15:00;03/02/2026 09:30:00;15min;1;1;C;188.980,00;189.050,00;188.505,00;No;14,00;70,00;18;14,00;70,00;0,00;0,00;0,00;13d;186,00 +WINJ26;11/02/2026 09:15:00;11/02/2026 09:30:00;15min;1;1;C;191.880,00;191.530,00;188.505,00;No;-70,00;-350,00;19;-70,00;-350,00;0,00;0,00;0,00;8d;116,00 +WINJ26;13/02/2026 09:15:00;13/02/2026 09:30:00;15min;1;1;V;189.265,00;189.775,00;188.505,00;Sim;102,00;510,00;20;102,00;510,00;0,00;0,00;0,00;2d;218,00 +WINJ26;24/02/2026 09:15:00;24/02/2026 09:30:00;15min;1;1;C;194.175,00;193.230,00;188.505,00;No;-189,00;-945,00;21;-189,00;-945,00;0,00;0,00;0,00;11d;29,00 +WINJ26;27/02/2026 09:15:00;27/02/2026 09:30:00;15min;1;1;V;193.440,00;193.025,00;188.505,00;Sim;-83,00;-415,00;22;-83,00;-415,00;0,00;0,00;0,00;3d;-54,00 +WINJ26;04/03/2026 09:15:00;04/03/2026 09:30:00;15min;1;1;C;187.670,00;187.330,00;188.505,00;Sim;-68,00;-340,00;23;-68,00;-340,00;0,00;0,00;0,00;5d;-122,00 diff --git a/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v28_cm1_rm1_tfcurto2.csv b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v28_cm1_rm1_tfcurto2.csv new file mode 100644 index 0000000..dcbf722 --- /dev/null +++ b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v28_cm1_rm1_tfcurto2.csv @@ -0,0 +1,13 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 02/02/2026 +Data Final: 04/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;03/02/2026 09:02:00;03/02/2026 09:08:00;6min;1;1;C;188.830,00;188.470,00;188.495,00;No;-72,00;-360,00;1;-72,00;-360,00;0,00;0,00;0,00; - ;-72,00 +WINJ26;06/02/2026 09:02:00;06/02/2026 09:06:00;4min;1;1;C;187.875,00;187.840,00;188.495,00;Sim;-7,00;-35,00;2;-7,00;-35,00;0,00;0,00;0,00;3d;-79,00 +WINJ26;11/02/2026 09:02:00;11/02/2026 09:08:00;6min;1;1;C;191.415,00;191.875,00;188.495,00;No;92,00;460,00;3;92,00;460,00;0,00;0,00;0,00;5d;13,00 +WINJ26;13/02/2026 09:02:00;13/02/2026 09:10:00;8min;1;1;V;190.105,00;190.305,00;188.495,00;No;40,00;200,00;4;40,00;200,00;0,00;0,00;0,00;2d;53,00 +WINJ26;27/02/2026 09:02:00;27/02/2026 09:06:00;4min;1;1;V;192.535,00;193.255,00;188.495,00;Sim;144,00;720,00;5;144,00;720,00;0,00;0,00;0,00;14d;197,00 +WINJ26;03/03/2026 09:04:00;03/03/2026 09:12:00;8min;1;1;V;187.765,00;187.785,00;188.495,00;No;4,00;20,00;6;4,00;20,00;0,00;0,00;0,00;4d;201,00 +WINJ26;04/03/2026 09:02:00;04/03/2026 09:06:00;4min;1;1;C;187.160,00;187.430,00;188.495,00;Sim;54,00;270,00;7;54,00;270,00;0,00;0,00;0,00;23h58min;255,00 diff --git a/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v28_cm1_rm1_tfcurto3.csv b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v28_cm1_rm1_tfcurto3.csv new file mode 100644 index 0000000..57d0604 --- /dev/null +++ b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v28_cm1_rm1_tfcurto3.csv @@ -0,0 +1,26 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 24/10/2025 +Data Final: 04/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;04/11/2025 09:03:00;04/11/2025 10:15:00;1h12min;1;1;V;158.540,00;158.190,00;188.455,00;No;-70,00;-350,00;1;-70,00;-350,00;0,00;0,00;0,00; - ;-70,00 +WINJ26;05/11/2025 09:09:00;05/11/2025 10:24:00;1h15min;1;1;C;158.950,00;158.820,00;188.455,00;No;-26,00;-130,00;2;-26,00;-130,00;0,00;0,00;0,00;1d;-96,00 +WINJ26;14/11/2025 09:03:00;14/11/2025 09:15:00;12min;1;1;V;164.790,00;164.740,00;188.455,00;Sim;-10,00;-50,00;3;-10,00;-50,00;0,00;0,00;0,00;8d23h;-106,00 +WINJ26;18/11/2025 09:03:00;18/11/2025 09:30:00;27min;1;1;V;163.750,00;164.510,00;188.455,00;No;152,00;760,00;4;152,00;760,00;0,00;0,00;0,00;4d;46,00 +WINJ26;21/11/2025 09:06:00;21/11/2025 09:15:00;9min;1;1;V;162.260,00;161.840,00;188.455,00;No;-84,00;-420,00;5;-84,00;-420,00;0,00;0,00;0,00;3d;-38,00 +WINJ26;04/12/2025 09:06:00;04/12/2025 09:18:00;12min;1;1;C;169.500,00;170.000,00;188.455,00;No;100,00;500,00;6;100,00;500,00;0,00;0,00;0,00;13d;62,00 +WINJ26;16/12/2025 09:03:00;16/12/2025 09:12:00;9min;1;1;V;167.000,00;168.490,00;188.455,00;Sim;298,00;1.490,00;7;298,00;1.490,00;0,00;0,00;0,00;11d23h;360,00 +WINJ26;17/12/2025 09:06:00;17/12/2025 09:12:00;6min;1;1;V;164.800,00;164.115,00;188.455,00;No;-137,00;-685,00;8;-137,00;-685,00;0,00;0,00;0,00;1d;223,00 +WINJ26;26/12/2025 09:03:00;26/12/2025 09:09:00;6min;1;1;V;165.895,00;165.690,00;188.455,00;Sim;-41,00;-205,00;9;-41,00;-205,00;0,00;0,00;0,00;8d23h;182,00 +WINJ26;30/12/2025 09:03:00;30/12/2025 09:09:00;6min;1;1;C;166.845,00;167.190,00;188.455,00;Sim;69,00;345,00;10;69,00;345,00;0,00;0,00;0,00;4d;251,00 +WINJ26;02/01/2026 09:03:00;02/01/2026 09:09:00;6min;1;1;C;167.955,00;167.685,00;188.455,00;No;-54,00;-270,00;11;-54,00;-270,00;0,00;0,00;0,00;3d;197,00 +WINJ26;21/01/2026 09:03:00;21/01/2026 09:15:00;12min;1;1;C;171.825,00;172.570,00;188.455,00;No;149,00;745,00;12;149,00;745,00;0,00;0,00;0,00;19d;346,00 +WINJ26;26/01/2026 09:03:00;26/01/2026 09:09:00;6min;1;1;C;185.625,00;186.005,00;188.455,00;No;76,00;380,00;13;76,00;380,00;0,00;0,00;0,00;5d;422,00 +WINJ26;27/01/2026 09:03:00;27/01/2026 09:09:00;6min;1;1;C;185.395,00;185.305,00;188.455,00;Sim;-18,00;-90,00;14;-18,00;-90,00;0,00;0,00;0,00;1d;404,00 +WINJ26;29/01/2026 09:03:00;29/01/2026 09:12:00;9min;1;1;C;192.105,00;191.825,00;188.455,00;No;-56,00;-280,00;15;-56,00;-280,00;0,00;0,00;0,00;2d;348,00 +WINJ26;11/02/2026 09:03:00;11/02/2026 09:09:00;6min;1;1;C;191.680,00;192.040,00;188.455,00;Sim;72,00;360,00;16;72,00;360,00;0,00;0,00;0,00;13d;420,00 +WINJ26;13/02/2026 09:03:00;13/02/2026 09:15:00;12min;1;1;V;189.795,00;190.320,00;188.455,00;Sim;105,00;525,00;17;105,00;525,00;0,00;0,00;0,00;2d;525,00 +WINJ26;24/02/2026 09:03:00;24/02/2026 09:15:00;12min;1;1;C;193.145,00;194.155,00;188.455,00;No;202,00;1.010,00;18;202,00;1.010,00;0,00;0,00;0,00;11d;727,00 +WINJ26;27/02/2026 09:03:00;27/02/2026 09:12:00;9min;1;1;V;192.665,00;193.215,00;188.455,00;Sim;110,00;550,00;19;110,00;550,00;0,00;0,00;0,00;3d;837,00 +WINJ26;04/03/2026 09:03:00;04/03/2026 09:09:00;6min;1;1;C;187.565,00;187.335,00;188.455,00;Sim;-46,00;-230,00;20;-46,00;-230,00;0,00;0,00;0,00;5d;791,00 diff --git a/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v28_cm1_rm1_tfcurto30.csv b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v28_cm1_rm1_tfcurto30.csv new file mode 100644 index 0000000..1197fe7 --- /dev/null +++ b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v28_cm1_rm1_tfcurto30.csv @@ -0,0 +1,24 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 22/08/2025 +Data Final: 04/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;28/08/2025 10:00:00;28/08/2025 10:30:00;30min;1;1;C;151.460,00;151.750,00;188.505,00;No;58,00;290,00;1;58,00;290,00;0,00;0,00;0,00; - ;58,00 +WINJ26;29/09/2025 09:30:00;29/09/2025 10:00:00;30min;1;1;C;156.710,00;157.250,00;188.505,00;No;108,00;540,00;2;108,00;540,00;0,00;0,00;0,00;1m23h;166,00 +WINJ26;03/11/2025 09:30:00;03/11/2025 11:00:00;1h30min;1;1;C;158.710,00;158.605,00;188.505,00;No;-21,00;-105,00;3;-21,00;-105,00;0,00;0,00;0,00;1m4d;145,00 +WINJ26;18/11/2025 09:30:00;18/11/2025 10:00:00;30min;1;1;V;163.980,00;163.740,00;188.505,00;No;-48,00;-240,00;4;-48,00;-240,00;0,00;0,00;0,00;15d;97,00 +WINJ26;26/11/2025 09:30:00;26/11/2025 10:00:00;30min;1;1;C;164.110,00;164.240,00;188.505,00;No;26,00;130,00;5;26,00;130,00;0,00;0,00;0,00;8d;123,00 +WINJ26;09/12/2025 09:30:00;09/12/2025 10:00:00;30min;1;1;V;164.050,00;164.840,00;188.505,00;Sim;158,00;790,00;6;158,00;790,00;0,00;0,00;0,00;13d;281,00 +WINJ26;10/12/2025 09:30:00;10/12/2025 10:00:00;30min;1;1;C;165.610,00;165.020,00;188.505,00;No;-118,00;-590,00;7;-118,00;-590,00;0,00;0,00;0,00;1d;163,00 +WINJ26;11/12/2025 10:00:00;11/12/2025 10:30:00;30min;1;1;V;165.040,00;165.615,00;188.505,00;Sim;115,00;575,00;8;115,00;575,00;0,00;0,00;0,00;1d;278,00 +WINJ26;15/12/2025 09:30:00;15/12/2025 10:00:00;30min;1;1;C;169.010,00;168.490,00;188.505,00;No;-104,00;-520,00;9;-104,00;-520,00;0,00;0,00;0,00;3d23h;174,00 +WINJ26;16/12/2025 09:30:00;16/12/2025 10:00:00;30min;1;1;V;167.280,00;166.830,00;188.505,00;Sim;-90,00;-450,00;10;-90,00;-450,00;0,00;0,00;0,00;1d;84,00 +WINJ26;23/12/2025 09:30:00;23/12/2025 10:00:00;30min;1;1;C;164.910,00;165.015,00;188.505,00;Sim;21,00;105,00;11;21,00;105,00;0,00;0,00;0,00;7d;105,00 +WINJ26;30/12/2025 09:30:00;30/12/2025 10:00:00;30min;1;1;C;167.530,00;167.580,00;188.505,00;No;10,00;50,00;12;10,00;50,00;0,00;0,00;0,00;7d;115,00 +WINJ26;02/01/2026 09:30:00;02/01/2026 10:00:00;30min;1;1;C;167.620,00;168.085,00;188.505,00;No;93,00;465,00;13;93,00;465,00;0,00;0,00;0,00;3d;208,00 +WINJ26;14/01/2026 09:30:00;14/01/2026 10:00:00;30min;1;1;C;167.930,00;168.190,00;188.505,00;No;52,00;260,00;14;52,00;260,00;0,00;0,00;0,00;12d;260,00 +WINJ26;20/01/2026 09:30:00;20/01/2026 10:00:00;30min;1;1;V;169.020,00;168.250,00;188.505,00;Sim;-154,00;-770,00;15;-154,00;-770,00;0,00;0,00;0,00;6d;106,00 +WINJ26;21/01/2026 09:30:00;21/01/2026 10:00:00;30min;1;1;C;172.645,00;173.060,00;188.505,00;No;83,00;415,00;16;83,00;415,00;0,00;0,00;0,00;1d;189,00 +WINJ26;13/02/2026 09:30:00;13/02/2026 10:00:00;30min;1;1;V;189.230,00;189.245,00;188.505,00;Sim;3,00;15,00;17;3,00;15,00;0,00;0,00;0,00;23d;192,00 +WINJ26;27/02/2026 09:30:00;27/02/2026 10:00:00;30min;1;1;V;193.625,00;193.420,00;188.505,00;Sim;-41,00;-205,00;18;-41,00;-205,00;0,00;0,00;0,00;14d;151,00 diff --git a/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v28_cm1_rm1_tfcurto5.csv b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v28_cm1_rm1_tfcurto5.csv new file mode 100644 index 0000000..0e31ae2 --- /dev/null +++ b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v28_cm1_rm1_tfcurto5.csv @@ -0,0 +1,26 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 22/08/2025 +Data Final: 04/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;04/11/2025 10:00:00;04/11/2025 10:15:00;15min;1;1;V;158.540,00;158.430,00;188.475,00;No;-22,00;-110,00;1;-22,00;-110,00;0,00;0,00;0,00; - ;-22,00 +WINJ26;14/11/2025 09:05:00;14/11/2025 09:20:00;15min;1;1;V;164.730,00;164.640,00;188.475,00;Sim;-18,00;-90,00;2;-18,00;-90,00;0,00;0,00;0,00;9d23h;-40,00 +WINJ26;18/11/2025 09:05:00;18/11/2025 09:30:00;25min;1;1;V;163.750,00;164.400,00;188.475,00;No;130,00;650,00;3;130,00;650,00;0,00;0,00;0,00;4d;90,00 +WINJ26;21/11/2025 09:05:00;21/11/2025 09:15:00;10min;1;1;V;162.270,00;161.840,00;188.475,00;No;-86,00;-430,00;4;-86,00;-430,00;0,00;0,00;0,00;3d;4,00 +WINJ26;04/12/2025 09:05:00;04/12/2025 09:20:00;15min;1;1;C;169.500,00;169.990,00;188.475,00;No;98,00;490,00;5;98,00;490,00;0,00;0,00;0,00;13d;102,00 +WINJ26;09/12/2025 09:05:00;09/12/2025 09:30:00;25min;1;1;V;164.850,00;164.700,00;188.475,00;Sim;-30,00;-150,00;6;-30,00;-150,00;0,00;0,00;0,00;5d;72,00 +WINJ26;10/12/2025 09:10:00;10/12/2025 09:30:00;20min;1;1;C;166.300,00;165.600,00;188.475,00;Sim;-140,00;-700,00;7;-140,00;-700,00;0,00;0,00;0,00;1d;-68,00 +WINJ26;16/12/2025 09:05:00;16/12/2025 09:20:00;15min;1;1;V;166.930,00;167.390,00;188.475,00;Sim;92,00;460,00;8;92,00;460,00;0,00;0,00;0,00;5d23h;24,00 +WINJ26;17/12/2025 09:05:00;17/12/2025 09:15:00;10min;1;1;V;164.820,00;164.115,00;188.475,00;No;-141,00;-705,00;9;-141,00;-705,00;0,00;0,00;0,00;1d;-117,00 +WINJ26;26/12/2025 09:05:00;26/12/2025 09:15:00;10min;1;1;V;165.990,00;165.710,00;188.475,00;Sim;-56,00;-280,00;10;-56,00;-280,00;0,00;0,00;0,00;9d;-173,00 +WINJ26;30/12/2025 09:05:00;30/12/2025 09:20:00;15min;1;1;C;167.080,00;167.450,00;188.475,00;No;74,00;370,00;11;74,00;370,00;0,00;0,00;0,00;4d;-99,00 +WINJ26;02/01/2026 09:05:00;02/01/2026 09:20:00;15min;1;1;C;167.920,00;167.720,00;188.475,00;No;-40,00;-200,00;12;-40,00;-200,00;0,00;0,00;0,00;3d;-139,00 +WINJ26;07/01/2026 09:05:00;07/01/2026 09:20:00;15min;1;1;V;169.345,00;169.035,00;188.475,00;Sim;-62,00;-310,00;13;-62,00;-310,00;0,00;0,00;0,00;5d;-201,00 +WINJ26;21/01/2026 09:05:00;21/01/2026 09:20:00;15min;1;1;C;171.995,00;172.535,00;188.475,00;No;108,00;540,00;14;108,00;540,00;0,00;0,00;0,00;14d;-93,00 +WINJ26;06/02/2026 09:05:00;06/02/2026 09:15:00;10min;1;1;C;188.150,00;187.450,00;188.475,00;No;-140,00;-700,00;15;-140,00;-700,00;0,00;0,00;0,00;16d;-233,00 +WINJ26;11/02/2026 09:05:00;11/02/2026 09:15:00;10min;1;1;C;191.970,00;191.860,00;188.475,00;No;-22,00;-110,00;16;-22,00;-110,00;0,00;0,00;0,00;5d;-255,00 +WINJ26;13/02/2026 09:05:00;13/02/2026 09:20:00;15min;1;1;V;189.270,00;190.295,00;188.475,00;Sim;205,00;1.025,00;17;205,00;1.025,00;0,00;0,00;0,00;2d;-50,00 +WINJ26;27/02/2026 09:05:00;27/02/2026 09:15:00;10min;1;1;V;193.045,00;192.480,00;188.475,00;Sim;-113,00;-565,00;18;-113,00;-565,00;0,00;0,00;0,00;14d;-163,00 +WINJ26;03/03/2026 09:05:00;03/03/2026 09:15:00;10min;1;1;V;188.135,00;187.890,00;188.475,00;No;-49,00;-245,00;19;-49,00;-245,00;0,00;0,00;0,00;4d;-212,00 +WINJ26;04/03/2026 09:05:00;04/03/2026 09:20:00;15min;1;1;C;187.630,00;187.315,00;188.475,00;Sim;-63,00;-315,00;20;-63,00;-315,00;0,00;0,00;0,00;1d;-275,00 diff --git a/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v28_cm1_rm1_tfcurto60.csv b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v28_cm1_rm1_tfcurto60.csv new file mode 100644 index 0000000..9355ced --- /dev/null +++ b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v28_cm1_rm1_tfcurto60.csv @@ -0,0 +1,29 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 22/08/2025 +Data Final: 04/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;28/08/2025 10:00:00;29/08/2025 09:00:00;23h;1;1;C;151.460,00;152.000,00;188.485,00;No;108,00;540,00;1;108,00;540,00;0,00;0,00;0,00; - ;108,00 +WINJ26;05/09/2025 10:00:00;05/09/2025 11:00:00;1h;1;1;C;153.400,00;153.400,00;188.485,00;No;0;0;2;0;0;0,00;0,00;0,00;8d;108,00 +WINJ26;10/09/2025 10:00:00;11/09/2025 09:00:00;23h;1;1;C;152.360,00;153.490,00;188.485,00;Sim;226,00;1.130,00;3;226,00;1.130,00;0,00;0,00;0,00;5d;334,00 +WINJ26;29/09/2025 10:00:00;29/09/2025 11:00:00;1h;1;1;C;157.260,00;156.600,00;188.485,00;No;-132,00;-660,00;4;-132,00;-660,00;0,00;0,00;0,00;19d;202,00 +WINJ26;15/10/2025 10:00:00;15/10/2025 11:00:00;1h;1;1;V;151.200,00;150.095,00;188.485,00;No;-221,00;-1.105,00;5;-221,00;-1.105,00;0,00;0,00;0,00;16d;-19,00 +WINJ26;17/10/2025 10:00:00;17/10/2025 11:00:00;1h;1;1;V;151.375,00;150.800,00;188.485,00;Sim;-115,00;-575,00;6;-115,00;-575,00;0,00;0,00;0,00;2d;-134,00 +WINJ26;24/10/2025 10:00:00;24/10/2025 11:00:00;1h;1;1;C;155.710,00;154.990,00;188.485,00;Sim;-144,00;-720,00;7;-144,00;-720,00;0,00;0,00;0,00;7d;-278,00 +WINJ26;03/11/2025 11:00:00;03/11/2025 12:00:00;1h;1;1;C;158.615,00;158.990,00;188.485,00;No;75,00;375,00;8;75,00;375,00;0,00;0,00;0,00;10d1h;-203,00 +WINJ26;18/11/2025 10:00:00;18/11/2025 11:00:00;1h;1;1;V;164.500,00;163.970,00;188.485,00;Sim;-106,00;-530,00;9;-106,00;-530,00;0,00;0,00;0,00;14d23h;-309,00 +WINJ26;26/11/2025 10:00:00;26/11/2025 11:00:00;1h;1;1;C;164.260,00;165.290,00;188.485,00;No;206,00;1.030,00;10;206,00;1.030,00;0,00;0,00;0,00;8d;-103,00 +WINJ26;04/12/2025 10:00:00;04/12/2025 11:00:00;1h;1;1;C;170.095,00;171.240,00;188.485,00;No;229,00;1.145,00;11;229,00;1.145,00;0,00;0,00;0,00;8d;126,00 +WINJ26;09/12/2025 10:00:00;09/12/2025 11:00:00;1h;1;1;V;163.160,00;164.040,00;188.485,00;Sim;176,00;880,00;12;176,00;880,00;0,00;0,00;0,00;5d;302,00 +WINJ26;11/12/2025 10:00:00;11/12/2025 11:00:00;1h;1;1;V;165.510,00;165.605,00;188.485,00;Sim;19,00;95,00;13;19,00;95,00;0,00;0,00;0,00;2d;321,00 +WINJ26;15/12/2025 10:00:00;15/12/2025 11:00:00;1h;1;1;C;168.510,00;169.320,00;188.485,00;Sim;162,00;810,00;14;162,00;810,00;0,00;0,00;0,00;4d;483,00 +WINJ26;16/12/2025 10:00:00;16/12/2025 11:00:00;1h;1;1;V;167.010,00;167.260,00;188.485,00;Sim;50,00;250,00;15;50,00;250,00;0,00;0,00;0,00;1d;533,00 +WINJ26;30/12/2025 10:00:00;30/12/2025 11:00:00;1h;1;1;C;167.600,00;167.190,00;188.485,00;Sim;-82,00;-410,00;16;-82,00;-410,00;0,00;0,00;0,00;14d;451,00 +WINJ26;02/01/2026 10:00:00;02/01/2026 11:00:00;1h;1;1;C;168.105,00;166.695,00;188.485,00;No;-282,00;-1.410,00;17;-282,00;-1.410,00;0,00;0,00;0,00;3d;169,00 +WINJ26;14/01/2026 10:00:00;14/01/2026 11:00:00;1h;1;1;C;168.210,00;168.210,00;188.485,00;No;0;0;18;0;0;0,00;0,00;0,00;12d;169,00 +WINJ26;21/01/2026 10:00:00;21/01/2026 11:00:00;1h;1;1;C;173.075,00;173.810,00;188.485,00;No;147,00;735,00;19;147,00;735,00;0,00;0,00;0,00;7d;316,00 +WINJ26;03/02/2026 10:00:00;03/02/2026 11:00:00;1h;1;1;C;189.570,00;190.820,00;188.485,00;No;250,00;1.250,00;20;250,00;1.250,00;0,00;0,00;0,00;13d;566,00 +WINJ26;11/02/2026 10:00:00;11/02/2026 11:00:00;1h;1;1;C;192.245,00;192.550,00;188.485,00;No;61,00;305,00;21;61,00;305,00;0,00;0,00;0,00;8d;627,00 +WINJ26;13/02/2026 10:00:00;13/02/2026 11:00:00;1h;1;1;V;188.955,00;189.210,00;188.485,00;Sim;51,00;255,00;22;51,00;255,00;0,00;0,00;0,00;2d;678,00 +WINJ26;03/03/2026 10:00:00;03/03/2026 11:00:00;1h;1;1;V;185.620,00;187.255,00;188.485,00;No;327,00;1.635,00;23;327,00;1.635,00;0,00;0,00;0,00;18d;1.005,00 diff --git a/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v28_cm1_rm1_tfcurto90.csv b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v28_cm1_rm1_tfcurto90.csv new file mode 100644 index 0000000..74ec828 --- /dev/null +++ b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v28_cm1_rm1_tfcurto90.csv @@ -0,0 +1,33 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 22/08/2025 +Data Final: 04/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;28/08/2025 10:30:00;29/08/2025 09:00:00;22h30min;1;1;C;151.760,00;152.000,00;188.535,00;No;48,00;240,00;1;48,00;240,00;0,00;0,00;0,00; - ;48,00 +WINJ26;05/09/2025 10:30:00;05/09/2025 15:00:00;4h30min;1;1;C;153.400,00;153.200,00;188.535,00;No;-40,00;-200,00;2;-40,00;-200,00;0,00;0,00;0,00;8d;8,00 +WINJ26;29/09/2025 10:30:00;29/09/2025 13:30:00;3h;1;1;C;156.600,00;156.390,00;188.535,00;No;-42,00;-210,00;3;-42,00;-210,00;0,00;0,00;0,00;24d;-34,00 +WINJ26;15/10/2025 10:30:00;15/10/2025 12:00:00;1h30min;1;1;V;151.200,00;151.180,00;188.535,00;No;-4,00;-20,00;4;-4,00;-20,00;0,00;0,00;0,00;16d;-38,00 +WINJ26;17/10/2025 10:30:00;17/10/2025 12:00:00;1h30min;1;1;V;151.935,00;150.800,00;188.535,00;No;-227,00;-1.135,00;5;-227,00;-1.135,00;0,00;0,00;0,00;2d;-265,00 +WINJ26;23/10/2025 10:30:00;23/10/2025 12:00:00;1h30min;1;1;C;154.600,00;153.700,00;188.535,00;Sim;-180,00;-900,00;6;-180,00;-900,00;0,00;0,00;0,00;6d;-445,00 +WINJ26;24/10/2025 10:30:00;24/10/2025 13:30:00;3h;1;1;C;155.500,00;154.820,00;188.535,00;No;-136,00;-680,00;7;-136,00;-680,00;0,00;0,00;0,00;1d;-581,00 +WINJ26;29/10/2025 10:30:00;29/10/2025 12:00:00;1h30min;1;1;C;157.010,00;157.250,00;188.535,00;No;48,00;240,00;8;48,00;240,00;0,00;0,00;0,00;5d;-533,00 +WINJ26;03/11/2025 10:30:00;03/11/2025 12:00:00;1h30min;1;1;C;158.615,00;158.990,00;188.535,00;No;75,00;375,00;9;75,00;375,00;0,00;0,00;0,00;5d;-458,00 +WINJ26;19/11/2025 10:30:00;19/11/2025 12:00:00;1h30min;1;1;V;164.100,00;163.895,00;188.535,00;Sim;-41,00;-205,00;10;-41,00;-205,00;0,00;0,00;0,00;16d;-499,00 +WINJ26;25/11/2025 10:30:00;25/11/2025 12:00:00;1h30min;1;1;C;164.000,00;163.175,00;188.535,00;No;-165,00;-825,00;11;-165,00;-825,00;0,00;0,00;0,00;6d;-664,00 +WINJ26;26/11/2025 10:30:00;26/11/2025 12:00:00;1h30min;1;1;C;164.910,00;165.050,00;188.535,00;No;28,00;140,00;12;28,00;140,00;0,00;0,00;0,00;1d;-636,00 +WINJ26;04/12/2025 10:30:00;04/12/2025 12:00:00;1h30min;1;1;C;170.860,00;171.250,00;188.535,00;No;78,00;390,00;13;78,00;390,00;0,00;0,00;0,00;8d;-558,00 +WINJ26;09/12/2025 10:30:00;09/12/2025 12:00:00;1h30min;1;1;V;163.710,00;163.290,00;188.535,00;No;-84,00;-420,00;14;-84,00;-420,00;0,00;0,00;0,00;5d;-642,00 +WINJ26;12/12/2025 10:30:00;12/12/2025 12:00:00;1h30min;1;1;C;167.160,00;167.290,00;188.535,00;Sim;26,00;130,00;15;26,00;130,00;0,00;0,00;0,00;3d;-616,00 +WINJ26;17/12/2025 10:30:00;17/12/2025 12:00:00;1h30min;1;1;V;164.165,00;163.240,00;188.535,00;No;-185,00;-925,00;16;-185,00;-925,00;0,00;0,00;0,00;5d;-801,00 +WINJ26;23/12/2025 10:30:00;23/12/2025 12:00:00;1h30min;1;1;C;165.400,00;166.125,00;188.535,00;Sim;145,00;725,00;17;145,00;725,00;0,00;0,00;0,00;6d;-656,00 +WINJ26;30/12/2025 10:30:00;30/12/2025 12:00:00;1h30min;1;1;C;167.830,00;167.050,00;188.535,00;No;-156,00;-780,00;18;-156,00;-780,00;0,00;0,00;0,00;7d;-812,00 +WINJ26;14/01/2026 10:30:00;14/01/2026 12:00:00;1h30min;1;1;C;168.470,00;168.620,00;188.535,00;No;30,00;150,00;19;30,00;150,00;0,00;0,00;0,00;15d;-782,00 +WINJ26;21/01/2026 10:30:00;21/01/2026 12:00:00;1h30min;1;1;C;173.695,00;174.580,00;188.535,00;No;177,00;885,00;20;177,00;885,00;0,00;0,00;0,00;7d;-605,00 +WINJ26;22/01/2026 10:30:00;22/01/2026 12:00:00;1h30min;1;1;C;178.040,00;180.020,00;188.535,00;No;396,00;1.980,00;21;396,00;1.980,00;0,00;0,00;0,00;1d;-209,00 +WINJ26;28/01/2026 10:30:00;28/01/2026 12:00:00;1h30min;1;1;C;189.110,00;189.540,00;188.535,00;No;86,00;430,00;22;86,00;430,00;0,00;0,00;0,00;6d;-123,00 +WINJ26;03/02/2026 10:30:00;03/02/2026 12:00:00;1h30min;1;1;C;189.745,00;191.555,00;188.535,00;No;362,00;1.810,00;23;362,00;1.810,00;0,00;0,00;0,00;6d;239,00 +WINJ26;11/02/2026 10:30:00;11/02/2026 12:00:00;1h30min;1;1;C;192.465,00;193.025,00;188.535,00;No;112,00;560,00;24;112,00;560,00;0,00;0,00;0,00;8d;351,00 +WINJ26;13/02/2026 10:30:00;13/02/2026 12:00:00;1h30min;1;1;V;187.805,00;189.085,00;188.535,00;Sim;256,00;1.280,00;25;256,00;1.280,00;0,00;0,00;0,00;2d;607,00 +WINJ26;27/02/2026 10:30:00;27/02/2026 12:00:00;1h30min;1;1;V;193.075,00;192.855,00;188.535,00;Sim;-44,00;-220,00;26;-44,00;-220,00;0,00;0,00;0,00;14d;563,00 +WINJ26;03/03/2026 10:30:00;03/03/2026 12:00:00;1h30min;1;1;V;183.815,00;186.070,00;188.535,00;No;451,00;2.255,00;27;451,00;2.255,00;0,00;0,00;0,00;4d;1.014,00 diff --git a/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v30_cm3_rm1_tfcurto1.csv b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v30_cm3_rm1_tfcurto1.csv new file mode 100644 index 0000000..b4cda9d --- /dev/null +++ b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v30_cm3_rm1_tfcurto1.csv @@ -0,0 +1,11 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 02/02/2026 +Data Final: 04/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;03/02/2026 09:01:00;03/02/2026 09:03:00;2min;1;1;C;188.460,00;188.615,00;188.550,00;No;31,00;155,00;1;31,00;155,00;0,00;0,00;0,00; - ;31,00 +WINJ26;06/02/2026 09:01:00;06/02/2026 09:03:00;2min;1;1;C;187.790,00;187.900,00;188.550,00;Sim;22,00;110,00;2;22,00;110,00;0,00;0,00;0,00;3d;53,00 +WINJ26;11/02/2026 09:01:00;11/02/2026 09:05:00;4min;1;1;C;191.000,00;191.950,00;188.550,00;No;190,00;950,00;3;190,00;950,00;0,00;0,00;0,00;5d;243,00 +WINJ26;25/02/2026 09:01:00;25/02/2026 09:03:00;2min;1;1;C;197.070,00;196.180,00;188.550,00;No;-178,00;-890,00;4;-178,00;-890,00;0,00;0,00;0,00;14d;65,00 +WINJ26;27/02/2026 09:01:00;27/02/2026 09:05:00;4min;1;1;V;192.500,00;193.920,00;188.550,00;No;284,00;1.420,00;5;284,00;1.420,00;0,00;0,00;0,00;2d;349,00 diff --git a/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v30_cm3_rm1_tfcurto15.csv b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v30_cm3_rm1_tfcurto15.csv new file mode 100644 index 0000000..37bb66d --- /dev/null +++ b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v30_cm3_rm1_tfcurto15.csv @@ -0,0 +1,27 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 22/08/2025 +Data Final: 04/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;23/10/2025 09:15:00;23/10/2025 09:30:00;15min;1;1;C;154.500,00;154.700,00;188.520,00;No;40,00;200,00;1;40,00;200,00;0,00;0,00;0,00; - ;40,00 +WINJ26;04/11/2025 10:00:00;04/11/2025 10:15:00;15min;1;1;V;158.550,00;158.430,00;188.520,00;No;-24,00;-120,00;2;-24,00;-120,00;0,00;0,00;0,00;12d;16,00 +WINJ26;14/11/2025 09:15:00;14/11/2025 09:30:00;15min;1;1;V;164.915,00;164.770,00;188.520,00;Sim;-29,00;-145,00;3;-29,00;-145,00;0,00;0,00;0,00;9d23h;-13,00 +WINJ26;18/11/2025 09:15:00;18/11/2025 09:30:00;15min;1;1;V;163.750,00;164.000,00;188.520,00;No;50,00;250,00;4;50,00;250,00;0,00;0,00;0,00;4d;37,00 +WINJ26;26/11/2025 09:15:00;26/11/2025 09:30:00;15min;1;1;C;164.085,00;164.100,00;188.520,00;No;3,00;15,00;5;3,00;15,00;0,00;0,00;0,00;8d;40,00 +WINJ26;04/12/2025 09:15:00;04/12/2025 09:30:00;15min;1;1;C;169.815,00;170.000,00;188.520,00;No;37,00;185,00;6;37,00;185,00;0,00;0,00;0,00;8d;77,00 +WINJ26;09/12/2025 09:15:00;09/12/2025 09:30:00;15min;1;1;V;164.850,00;164.655,00;188.520,00;Sim;-39,00;-195,00;7;-39,00;-195,00;0,00;0,00;0,00;5d;38,00 +WINJ26;10/12/2025 09:15:00;10/12/2025 09:30:00;15min;1;1;C;166.330,00;165.600,00;188.520,00;Sim;-146,00;-730,00;8;-146,00;-730,00;0,00;0,00;0,00;1d;-108,00 +WINJ26;11/12/2025 10:00:00;11/12/2025 10:30:00;30min;1;1;V;165.040,00;165.615,00;188.520,00;Sim;115,00;575,00;9;115,00;575,00;0,00;0,00;0,00;1d;7,00 +WINJ26;15/12/2025 09:15:00;15/12/2025 09:30:00;15min;1;1;C;168.740,00;169.000,00;188.520,00;No;52,00;260,00;10;52,00;260,00;0,00;0,00;0,00;3d23h;59,00 +WINJ26;16/12/2025 09:15:00;16/12/2025 09:30:00;15min;1;1;V;166.850,00;166.950,00;188.520,00;Sim;20,00;100,00;11;20,00;100,00;0,00;0,00;0,00;1d;79,00 +WINJ26;02/01/2026 09:15:00;02/01/2026 09:30:00;15min;1;1;C;167.725,00;167.600,00;188.520,00;Sim;-25,00;-125,00;12;-25,00;-125,00;0,00;0,00;0,00;17d;54,00 +WINJ26;14/01/2026 09:15:00;14/01/2026 09:30:00;15min;1;1;C;167.745,00;167.915,00;188.520,00;No;34,00;170,00;13;34,00;170,00;0,00;0,00;0,00;12d;88,00 +WINJ26;20/01/2026 09:15:00;20/01/2026 09:30:00;15min;1;1;V;168.270,00;168.475,00;188.520,00;Sim;41,00;205,00;14;41,00;205,00;0,00;0,00;0,00;6d;129,00 +WINJ26;21/01/2026 09:15:00;21/01/2026 09:30:00;15min;1;1;C;172.590,00;172.625,00;188.520,00;No;7,00;35,00;15;7,00;35,00;0,00;0,00;0,00;1d;136,00 +WINJ26;03/02/2026 09:15:00;03/02/2026 09:30:00;15min;1;1;C;188.980,00;189.050,00;188.520,00;No;14,00;70,00;16;14,00;70,00;0,00;0,00;0,00;13d;150,00 +WINJ26;11/02/2026 09:15:00;11/02/2026 09:30:00;15min;1;1;C;191.880,00;191.530,00;188.520,00;No;-70,00;-350,00;17;-70,00;-350,00;0,00;0,00;0,00;8d;80,00 +WINJ26;13/02/2026 09:15:00;13/02/2026 09:30:00;15min;1;1;V;189.265,00;189.775,00;188.520,00;Sim;102,00;510,00;18;102,00;510,00;0,00;0,00;0,00;2d;182,00 +WINJ26;24/02/2026 09:15:00;24/02/2026 09:30:00;15min;1;1;C;194.175,00;193.230,00;188.520,00;No;-189,00;-945,00;19;-189,00;-945,00;0,00;0,00;0,00;11d;-7,00 +WINJ26;27/02/2026 09:15:00;27/02/2026 09:30:00;15min;1;1;V;193.440,00;193.025,00;188.520,00;Sim;-83,00;-415,00;20;-83,00;-415,00;0,00;0,00;0,00;3d;-90,00 +WINJ26;04/03/2026 09:15:00;04/03/2026 09:30:00;15min;1;1;C;187.670,00;187.330,00;188.520,00;Sim;-68,00;-340,00;21;-68,00;-340,00;0,00;0,00;0,00;5d;-158,00 diff --git a/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v30_cm3_rm1_tfcurto30.csv b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v30_cm3_rm1_tfcurto30.csv new file mode 100644 index 0000000..714342c --- /dev/null +++ b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v30_cm3_rm1_tfcurto30.csv @@ -0,0 +1,22 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 22/08/2025 +Data Final: 04/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;28/08/2025 10:00:00;28/08/2025 10:30:00;30min;1;1;C;151.460,00;151.750,00;188.510,00;No;58,00;290,00;1;58,00;290,00;0,00;0,00;0,00; - ;58,00 +WINJ26;29/09/2025 09:30:00;29/09/2025 10:00:00;30min;1;1;C;156.710,00;157.250,00;188.510,00;No;108,00;540,00;2;108,00;540,00;0,00;0,00;0,00;1m23h;166,00 +WINJ26;03/11/2025 09:30:00;03/11/2025 11:00:00;1h30min;1;1;C;158.710,00;158.605,00;188.510,00;No;-21,00;-105,00;3;-21,00;-105,00;0,00;0,00;0,00;1m4d;145,00 +WINJ26;18/11/2025 09:30:00;18/11/2025 10:00:00;30min;1;1;V;163.980,00;163.740,00;188.510,00;No;-48,00;-240,00;4;-48,00;-240,00;0,00;0,00;0,00;15d;97,00 +WINJ26;26/11/2025 09:30:00;26/11/2025 10:00:00;30min;1;1;C;164.110,00;164.240,00;188.510,00;No;26,00;130,00;5;26,00;130,00;0,00;0,00;0,00;8d;123,00 +WINJ26;09/12/2025 09:30:00;09/12/2025 10:00:00;30min;1;1;V;164.050,00;164.840,00;188.510,00;Sim;158,00;790,00;6;158,00;790,00;0,00;0,00;0,00;13d;281,00 +WINJ26;10/12/2025 09:30:00;10/12/2025 10:00:00;30min;1;1;C;165.610,00;165.020,00;188.510,00;No;-118,00;-590,00;7;-118,00;-590,00;0,00;0,00;0,00;1d;163,00 +WINJ26;11/12/2025 10:00:00;11/12/2025 10:30:00;30min;1;1;V;165.040,00;165.615,00;188.510,00;Sim;115,00;575,00;8;115,00;575,00;0,00;0,00;0,00;1d;278,00 +WINJ26;15/12/2025 09:30:00;15/12/2025 10:00:00;30min;1;1;C;169.010,00;168.490,00;188.510,00;No;-104,00;-520,00;9;-104,00;-520,00;0,00;0,00;0,00;3d23h;174,00 +WINJ26;16/12/2025 09:30:00;16/12/2025 10:00:00;30min;1;1;V;167.280,00;166.830,00;188.510,00;Sim;-90,00;-450,00;10;-90,00;-450,00;0,00;0,00;0,00;1d;84,00 +WINJ26;02/01/2026 09:30:00;02/01/2026 10:00:00;30min;1;1;C;167.620,00;168.085,00;188.510,00;Sim;93,00;465,00;11;93,00;465,00;0,00;0,00;0,00;17d;177,00 +WINJ26;14/01/2026 09:30:00;14/01/2026 10:00:00;30min;1;1;C;167.930,00;168.190,00;188.510,00;No;52,00;260,00;12;52,00;260,00;0,00;0,00;0,00;12d;229,00 +WINJ26;20/01/2026 09:30:00;20/01/2026 10:00:00;30min;1;1;V;169.020,00;168.250,00;188.510,00;Sim;-154,00;-770,00;13;-154,00;-770,00;0,00;0,00;0,00;6d;75,00 +WINJ26;21/01/2026 09:30:00;21/01/2026 10:00:00;30min;1;1;C;172.645,00;173.060,00;188.510,00;No;83,00;415,00;14;83,00;415,00;0,00;0,00;0,00;1d;158,00 +WINJ26;13/02/2026 09:30:00;13/02/2026 10:00:00;30min;1;1;V;189.230,00;189.245,00;188.510,00;Sim;3,00;15,00;15;3,00;15,00;0,00;0,00;0,00;23d;161,00 +WINJ26;27/02/2026 09:30:00;27/02/2026 10:00:00;30min;1;1;V;193.625,00;193.420,00;188.510,00;Sim;-41,00;-205,00;16;-41,00;-205,00;0,00;0,00;0,00;14d;120,00 diff --git a/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v30_cm3_rm1_tfcurto5.csv b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v30_cm3_rm1_tfcurto5.csv new file mode 100644 index 0000000..21eb9e7 --- /dev/null +++ b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v30_cm3_rm1_tfcurto5.csv @@ -0,0 +1,25 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 22/08/2025 +Data Final: 04/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;04/11/2025 10:00:00;04/11/2025 10:15:00;15min;1;1;V;158.540,00;158.430,00;188.540,00;No;-22,00;-110,00;1;-22,00;-110,00;0,00;0,00;0,00; - ;-22,00 +WINJ26;14/11/2025 09:05:00;14/11/2025 09:20:00;15min;1;1;V;164.730,00;164.640,00;188.540,00;Sim;-18,00;-90,00;2;-18,00;-90,00;0,00;0,00;0,00;9d23h;-40,00 +WINJ26;18/11/2025 09:05:00;18/11/2025 09:30:00;25min;1;1;V;163.750,00;164.400,00;188.540,00;No;130,00;650,00;3;130,00;650,00;0,00;0,00;0,00;4d;90,00 +WINJ26;21/11/2025 09:05:00;21/11/2025 09:15:00;10min;1;1;V;162.270,00;161.840,00;188.540,00;No;-86,00;-430,00;4;-86,00;-430,00;0,00;0,00;0,00;3d;4,00 +WINJ26;04/12/2025 09:05:00;04/12/2025 09:20:00;15min;1;1;C;169.500,00;169.990,00;188.540,00;No;98,00;490,00;5;98,00;490,00;0,00;0,00;0,00;13d;102,00 +WINJ26;09/12/2025 09:05:00;09/12/2025 09:30:00;25min;1;1;V;164.850,00;164.700,00;188.540,00;Sim;-30,00;-150,00;6;-30,00;-150,00;0,00;0,00;0,00;5d;72,00 +WINJ26;10/12/2025 09:10:00;10/12/2025 09:30:00;20min;1;1;C;166.300,00;165.600,00;188.540,00;Sim;-140,00;-700,00;7;-140,00;-700,00;0,00;0,00;0,00;1d;-68,00 +WINJ26;16/12/2025 09:05:00;16/12/2025 09:20:00;15min;1;1;V;166.930,00;167.390,00;188.540,00;Sim;92,00;460,00;8;92,00;460,00;0,00;0,00;0,00;5d23h;24,00 +WINJ26;17/12/2025 09:05:00;17/12/2025 09:15:00;10min;1;1;V;164.820,00;164.115,00;188.540,00;No;-141,00;-705,00;9;-141,00;-705,00;0,00;0,00;0,00;1d;-117,00 +WINJ26;26/12/2025 09:05:00;26/12/2025 09:15:00;10min;1;1;V;165.990,00;165.710,00;188.540,00;Sim;-56,00;-280,00;10;-56,00;-280,00;0,00;0,00;0,00;9d;-173,00 +WINJ26;02/01/2026 09:05:00;02/01/2026 09:20:00;15min;1;1;C;167.920,00;167.720,00;188.540,00;No;-40,00;-200,00;11;-40,00;-200,00;0,00;0,00;0,00;7d;-213,00 +WINJ26;07/01/2026 09:05:00;07/01/2026 09:20:00;15min;1;1;V;169.345,00;169.035,00;188.540,00;Sim;-62,00;-310,00;12;-62,00;-310,00;0,00;0,00;0,00;5d;-275,00 +WINJ26;21/01/2026 09:05:00;21/01/2026 09:20:00;15min;1;1;C;171.995,00;172.535,00;188.540,00;No;108,00;540,00;13;108,00;540,00;0,00;0,00;0,00;14d;-167,00 +WINJ26;06/02/2026 09:05:00;06/02/2026 09:15:00;10min;1;1;C;188.150,00;187.450,00;188.540,00;No;-140,00;-700,00;14;-140,00;-700,00;0,00;0,00;0,00;16d;-307,00 +WINJ26;11/02/2026 09:05:00;11/02/2026 09:15:00;10min;1;1;C;191.970,00;191.860,00;188.540,00;No;-22,00;-110,00;15;-22,00;-110,00;0,00;0,00;0,00;5d;-329,00 +WINJ26;13/02/2026 09:05:00;13/02/2026 09:20:00;15min;1;1;V;189.270,00;190.295,00;188.540,00;Sim;205,00;1.025,00;16;205,00;1.025,00;0,00;0,00;0,00;2d;-124,00 +WINJ26;27/02/2026 09:05:00;27/02/2026 09:15:00;10min;1;1;V;193.045,00;192.480,00;188.540,00;Sim;-113,00;-565,00;17;-113,00;-565,00;0,00;0,00;0,00;14d;-237,00 +WINJ26;03/03/2026 09:05:00;03/03/2026 09:15:00;10min;1;1;V;188.135,00;187.890,00;188.540,00;No;-49,00;-245,00;18;-49,00;-245,00;0,00;0,00;0,00;4d;-286,00 +WINJ26;04/03/2026 09:05:00;04/03/2026 09:20:00;15min;1;1;C;187.630,00;187.315,00;188.540,00;Sim;-63,00;-315,00;19;-63,00;-315,00;0,00;0,00;0,00;1d;-349,00 diff --git a/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v30_cm3_rm1_tfcurto60.csv b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v30_cm3_rm1_tfcurto60.csv new file mode 100644 index 0000000..a58523a --- /dev/null +++ b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v30_cm3_rm1_tfcurto60.csv @@ -0,0 +1,28 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 22/08/2025 +Data Final: 04/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;28/08/2025 10:00:00;29/08/2025 09:00:00;23h;1;1;C;151.460,00;152.000,00;188.510,00;No;108,00;540,00;1;108,00;540,00;0,00;0,00;0,00; - ;108,00 +WINJ26;05/09/2025 10:00:00;05/09/2025 11:00:00;1h;1;1;C;153.400,00;153.400,00;188.510,00;No;0;0;2;0;0;0,00;0,00;0,00;8d;108,00 +WINJ26;10/09/2025 10:00:00;11/09/2025 09:00:00;23h;1;1;C;152.360,00;153.490,00;188.510,00;Sim;226,00;1.130,00;3;226,00;1.130,00;0,00;0,00;0,00;5d;334,00 +WINJ26;29/09/2025 10:00:00;29/09/2025 11:00:00;1h;1;1;C;157.260,00;156.600,00;188.510,00;No;-132,00;-660,00;4;-132,00;-660,00;0,00;0,00;0,00;19d;202,00 +WINJ26;17/10/2025 10:00:00;17/10/2025 11:00:00;1h;1;1;V;151.375,00;150.800,00;188.510,00;No;-115,00;-575,00;5;-115,00;-575,00;0,00;0,00;0,00;18d;87,00 +WINJ26;24/10/2025 10:00:00;24/10/2025 11:00:00;1h;1;1;C;155.710,00;154.990,00;188.510,00;Sim;-144,00;-720,00;6;-144,00;-720,00;0,00;0,00;0,00;7d;-57,00 +WINJ26;03/11/2025 11:00:00;03/11/2025 12:00:00;1h;1;1;C;158.615,00;158.990,00;188.510,00;No;75,00;375,00;7;75,00;375,00;0,00;0,00;0,00;10d1h;18,00 +WINJ26;18/11/2025 10:00:00;18/11/2025 11:00:00;1h;1;1;V;164.500,00;163.970,00;188.510,00;Sim;-106,00;-530,00;8;-106,00;-530,00;0,00;0,00;0,00;14d23h;-88,00 +WINJ26;26/11/2025 10:00:00;26/11/2025 11:00:00;1h;1;1;C;164.260,00;165.290,00;188.510,00;No;206,00;1.030,00;9;206,00;1.030,00;0,00;0,00;0,00;8d;118,00 +WINJ26;04/12/2025 10:00:00;04/12/2025 11:00:00;1h;1;1;C;170.095,00;171.240,00;188.510,00;No;229,00;1.145,00;10;229,00;1.145,00;0,00;0,00;0,00;8d;347,00 +WINJ26;09/12/2025 10:00:00;09/12/2025 11:00:00;1h;1;1;V;163.160,00;164.040,00;188.510,00;Sim;176,00;880,00;11;176,00;880,00;0,00;0,00;0,00;5d;523,00 +WINJ26;11/12/2025 10:00:00;11/12/2025 11:00:00;1h;1;1;V;165.510,00;165.605,00;188.510,00;Sim;19,00;95,00;12;19,00;95,00;0,00;0,00;0,00;2d;542,00 +WINJ26;15/12/2025 10:00:00;15/12/2025 11:00:00;1h;1;1;C;168.510,00;169.320,00;188.510,00;Sim;162,00;810,00;13;162,00;810,00;0,00;0,00;0,00;4d;704,00 +WINJ26;16/12/2025 10:00:00;16/12/2025 11:00:00;1h;1;1;V;167.010,00;167.260,00;188.510,00;Sim;50,00;250,00;14;50,00;250,00;0,00;0,00;0,00;1d;754,00 +WINJ26;30/12/2025 10:00:00;30/12/2025 11:00:00;1h;1;1;C;167.600,00;167.190,00;188.510,00;Sim;-82,00;-410,00;15;-82,00;-410,00;0,00;0,00;0,00;14d;672,00 +WINJ26;02/01/2026 10:00:00;02/01/2026 11:00:00;1h;1;1;C;168.105,00;166.695,00;188.510,00;No;-282,00;-1.410,00;16;-282,00;-1.410,00;0,00;0,00;0,00;3d;390,00 +WINJ26;14/01/2026 10:00:00;14/01/2026 11:00:00;1h;1;1;C;168.210,00;168.210,00;188.510,00;No;0;0;17;0;0;0,00;0,00;0,00;12d;390,00 +WINJ26;21/01/2026 10:00:00;21/01/2026 11:00:00;1h;1;1;C;173.075,00;173.810,00;188.510,00;No;147,00;735,00;18;147,00;735,00;0,00;0,00;0,00;7d;537,00 +WINJ26;03/02/2026 10:00:00;03/02/2026 11:00:00;1h;1;1;C;189.570,00;190.820,00;188.510,00;No;250,00;1.250,00;19;250,00;1.250,00;0,00;0,00;0,00;13d;787,00 +WINJ26;11/02/2026 10:00:00;11/02/2026 11:00:00;1h;1;1;C;192.245,00;192.550,00;188.510,00;No;61,00;305,00;20;61,00;305,00;0,00;0,00;0,00;8d;848,00 +WINJ26;13/02/2026 10:00:00;13/02/2026 11:00:00;1h;1;1;V;188.955,00;189.210,00;188.510,00;Sim;51,00;255,00;21;51,00;255,00;0,00;0,00;0,00;2d;899,00 +WINJ26;03/03/2026 10:00:00;03/03/2026 11:00:00;1h;1;1;V;185.620,00;187.255,00;188.510,00;No;327,00;1.635,00;22;327,00;1.635,00;0,00;0,00;0,00;18d;1.226,00 diff --git a/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v31_cm1_rm2_tfcurto1.csv b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v31_cm1_rm2_tfcurto1.csv new file mode 100644 index 0000000..145ddcf --- /dev/null +++ b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v31_cm1_rm2_tfcurto1.csv @@ -0,0 +1,14 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 02/02/2026 +Data Final: 04/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;03/02/2026 09:01:00;03/02/2026 09:03:00;2min;1;1;C;188.460,00;188.615,00;188.665,00;No;31,00;155,00;1;31,00;155,00;0,00;0,00;0,00; - ;31,00 +WINJ26;04/02/2026 09:01:00;04/02/2026 09:05:00;4min;1;1;C;191.040,00;189.690,00;188.665,00;No;-270,00;-1.350,00;2;-270,00;-1.350,00;0,00;0,00;0,00;1d;-239,00 +WINJ26;06/02/2026 09:01:00;06/02/2026 09:05:00;4min;1;1;C;187.790,00;188.140,00;188.665,00;Sim;70,00;350,00;3;70,00;350,00;0,00;0,00;0,00;2d;-169,00 +WINJ26;11/02/2026 09:01:00;11/02/2026 09:05:00;4min;1;1;C;191.000,00;191.950,00;188.665,00;No;190,00;950,00;4;190,00;950,00;0,00;0,00;0,00;5d;21,00 +WINJ26;12/02/2026 09:01:00;12/02/2026 09:05:00;4min;1;1;C;194.970,00;193.570,00;188.665,00;No;-280,00;-1.400,00;5;-280,00;-1.400,00;0,00;0,00;0,00;1d;-259,00 +WINJ26;13/02/2026 09:01:00;13/02/2026 09:03:00;2min;1;1;V;190.340,00;191.075,00;188.665,00;No;147,00;735,00;6;147,00;735,00;0,00;0,00;0,00;1d;-112,00 +WINJ26;25/02/2026 09:01:00;25/02/2026 09:04:00;3min;1;1;C;197.070,00;196.510,00;188.665,00;No;-112,00;-560,00;7;-112,00;-560,00;0,00;0,00;0,00;12d;-224,00 +WINJ26;27/02/2026 09:01:00;27/02/2026 09:03:00;2min;1;1;V;193.235,00;193.920,00;188.665,00;Sim;137,00;685,00;8;137,00;685,00;0,00;0,00;0,00;2d;-87,00 diff --git a/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v31_cm1_rm2_tfcurto15.csv b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v31_cm1_rm2_tfcurto15.csv new file mode 100644 index 0000000..71a1cc2 --- /dev/null +++ b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v31_cm1_rm2_tfcurto15.csv @@ -0,0 +1,29 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 22/08/2025 +Data Final: 04/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;23/10/2025 09:15:00;23/10/2025 09:30:00;15min;1;1;C;154.500,00;154.700,00;188.705,00;No;40,00;200,00;1;40,00;200,00;0,00;0,00;0,00; - ;40,00 +WINJ26;04/11/2025 10:00:00;04/11/2025 10:15:00;15min;1;1;V;158.550,00;158.430,00;188.705,00;No;-24,00;-120,00;2;-24,00;-120,00;0,00;0,00;0,00;12d;16,00 +WINJ26;14/11/2025 09:15:00;14/11/2025 09:30:00;15min;1;1;V;164.915,00;164.770,00;188.705,00;Sim;-29,00;-145,00;3;-29,00;-145,00;0,00;0,00;0,00;9d23h;-13,00 +WINJ26;18/11/2025 09:15:00;18/11/2025 09:30:00;15min;1;1;V;163.750,00;164.000,00;188.705,00;No;50,00;250,00;4;50,00;250,00;0,00;0,00;0,00;4d;37,00 +WINJ26;26/11/2025 09:15:00;26/11/2025 09:30:00;15min;1;1;C;164.085,00;164.100,00;188.705,00;No;3,00;15,00;5;3,00;15,00;0,00;0,00;0,00;8d;40,00 +WINJ26;04/12/2025 09:15:00;04/12/2025 09:30:00;15min;1;1;C;169.815,00;170.000,00;188.705,00;No;37,00;185,00;6;37,00;185,00;0,00;0,00;0,00;8d;77,00 +WINJ26;09/12/2025 09:15:00;09/12/2025 09:30:00;15min;1;1;V;164.850,00;164.655,00;188.705,00;Sim;-39,00;-195,00;7;-39,00;-195,00;0,00;0,00;0,00;5d;38,00 +WINJ26;10/12/2025 09:15:00;10/12/2025 09:30:00;15min;1;1;C;166.330,00;165.600,00;188.705,00;Sim;-146,00;-730,00;8;-146,00;-730,00;0,00;0,00;0,00;1d;-108,00 +WINJ26;11/12/2025 10:00:00;11/12/2025 10:30:00;30min;1;1;V;165.040,00;165.615,00;188.705,00;Sim;115,00;575,00;9;115,00;575,00;0,00;0,00;0,00;1d;7,00 +WINJ26;15/12/2025 09:15:00;15/12/2025 09:30:00;15min;1;1;C;168.740,00;169.000,00;188.705,00;No;52,00;260,00;10;52,00;260,00;0,00;0,00;0,00;3d23h;59,00 +WINJ26;16/12/2025 09:15:00;16/12/2025 09:30:00;15min;1;1;V;166.850,00;166.950,00;188.705,00;Sim;20,00;100,00;11;20,00;100,00;0,00;0,00;0,00;1d;79,00 +WINJ26;23/12/2025 09:15:00;23/12/2025 09:30:00;15min;1;1;C;164.810,00;164.890,00;188.705,00;Sim;16,00;80,00;12;16,00;80,00;0,00;0,00;0,00;7d;95,00 +WINJ26;30/12/2025 09:15:00;30/12/2025 09:30:00;15min;1;1;C;167.410,00;167.510,00;188.705,00;No;20,00;100,00;13;20,00;100,00;0,00;0,00;0,00;7d;115,00 +WINJ26;02/01/2026 09:15:00;02/01/2026 09:30:00;15min;1;1;C;167.725,00;167.600,00;188.705,00;No;-25,00;-125,00;14;-25,00;-125,00;0,00;0,00;0,00;3d;90,00 +WINJ26;14/01/2026 09:15:00;14/01/2026 09:30:00;15min;1;1;C;167.745,00;167.915,00;188.705,00;No;34,00;170,00;15;34,00;170,00;0,00;0,00;0,00;12d;124,00 +WINJ26;20/01/2026 09:15:00;20/01/2026 09:30:00;15min;1;1;V;168.270,00;168.475,00;188.705,00;Sim;41,00;205,00;16;41,00;205,00;0,00;0,00;0,00;6d;165,00 +WINJ26;21/01/2026 09:15:00;21/01/2026 09:30:00;15min;1;1;C;172.590,00;172.625,00;188.705,00;No;7,00;35,00;17;7,00;35,00;0,00;0,00;0,00;1d;172,00 +WINJ26;03/02/2026 09:15:00;03/02/2026 09:30:00;15min;1;1;C;188.980,00;189.050,00;188.705,00;No;14,00;70,00;18;14,00;70,00;0,00;0,00;0,00;13d;186,00 +WINJ26;11/02/2026 09:15:00;11/02/2026 09:30:00;15min;1;1;C;191.880,00;191.530,00;188.705,00;No;-70,00;-350,00;19;-70,00;-350,00;0,00;0,00;0,00;8d;116,00 +WINJ26;13/02/2026 09:15:00;13/02/2026 09:30:00;15min;1;1;V;189.265,00;189.775,00;188.705,00;Sim;102,00;510,00;20;102,00;510,00;0,00;0,00;0,00;2d;218,00 +WINJ26;24/02/2026 09:15:00;24/02/2026 09:30:00;15min;1;1;C;194.175,00;193.230,00;188.705,00;No;-189,00;-945,00;21;-189,00;-945,00;0,00;0,00;0,00;11d;29,00 +WINJ26;27/02/2026 09:15:00;27/02/2026 09:30:00;15min;1;1;V;193.440,00;193.025,00;188.705,00;Sim;-83,00;-415,00;22;-83,00;-415,00;0,00;0,00;0,00;3d;-54,00 +WINJ26;04/03/2026 09:15:00;04/03/2026 09:30:00;15min;1;1;C;187.670,00;187.330,00;188.705,00;Sim;-68,00;-340,00;23;-68,00;-340,00;0,00;0,00;0,00;5d;-122,00 diff --git a/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v31_cm1_rm2_tfcurto2.csv b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v31_cm1_rm2_tfcurto2.csv new file mode 100644 index 0000000..3de3945 --- /dev/null +++ b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v31_cm1_rm2_tfcurto2.csv @@ -0,0 +1,25 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 24/10/2025 +Data Final: 04/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;14/11/2025 09:02:00;14/11/2025 09:12:00;10min;1;1;V;164.730,00;164.700,00;188.665,00;No;-6,00;-30,00;1;-6,00;-30,00;0,00;0,00;0,00; - ;-6,00 +WINJ26;21/11/2025 09:04:00;21/11/2025 09:16:00;12min;1;1;V;162.260,00;161.840,00;188.665,00;No;-84,00;-420,00;2;-84,00;-420,00;0,00;0,00;0,00;7d;-90,00 +WINJ26;04/12/2025 09:06:00;04/12/2025 09:20:00;14min;1;1;C;169.500,00;170.000,00;188.665,00;No;100,00;500,00;3;100,00;500,00;0,00;0,00;0,00;13d;10,00 +WINJ26;16/12/2025 09:04:00;16/12/2025 09:12:00;8min;1;1;V;167.000,00;168.490,00;188.665,00;Sim;298,00;1.490,00;4;298,00;1.490,00;0,00;0,00;0,00;11d23h;308,00 +WINJ26;17/12/2025 09:02:00;17/12/2025 09:12:00;10min;1;1;V;164.800,00;164.015,00;188.665,00;No;-157,00;-785,00;5;-157,00;-785,00;0,00;0,00;0,00;23h58min;151,00 +WINJ26;26/12/2025 09:02:00;26/12/2025 09:10:00;8min;1;1;V;165.875,00;165.490,00;188.665,00;Sim;-77,00;-385,00;6;-77,00;-385,00;0,00;0,00;0,00;9d;74,00 +WINJ26;30/12/2025 09:02:00;30/12/2025 09:10:00;8min;1;1;C;166.780,00;167.200,00;188.665,00;Sim;84,00;420,00;7;84,00;420,00;0,00;0,00;0,00;4d;158,00 +WINJ26;02/01/2026 09:02:00;02/01/2026 09:10:00;8min;1;1;C;167.910,00;167.575,00;188.665,00;No;-67,00;-335,00;8;-67,00;-335,00;0,00;0,00;0,00;3d;91,00 +WINJ26;20/01/2026 09:02:00;20/01/2026 09:10:00;8min;1;1;V;168.780,00;168.765,00;188.665,00;Sim;-3,00;-15,00;9;-3,00;-15,00;0,00;0,00;0,00;18d;88,00 +WINJ26;21/01/2026 09:02:00;21/01/2026 09:08:00;6min;1;1;C;171.840,00;172.075,00;188.665,00;No;47,00;235,00;10;47,00;235,00;0,00;0,00;0,00;1d;135,00 +WINJ26;26/01/2026 09:02:00;26/01/2026 09:06:00;4min;1;1;C;185.445,00;186.230,00;188.665,00;No;157,00;785,00;11;157,00;785,00;0,00;0,00;0,00;5d;292,00 +WINJ26;29/01/2026 09:02:00;29/01/2026 09:06:00;4min;1;1;C;192.290,00;191.815,00;188.665,00;No;-95,00;-475,00;12;-95,00;-475,00;0,00;0,00;0,00;3d;197,00 +WINJ26;03/02/2026 09:02:00;03/02/2026 09:06:00;4min;1;1;C;188.830,00;188.550,00;188.665,00;Sim;-56,00;-280,00;13;-56,00;-280,00;0,00;0,00;0,00;5d;141,00 +WINJ26;06/02/2026 09:02:00;06/02/2026 09:10:00;8min;1;1;C;187.875,00;187.670,00;188.665,00;Sim;-41,00;-205,00;14;-41,00;-205,00;0,00;0,00;0,00;3d;100,00 +WINJ26;11/02/2026 09:02:00;11/02/2026 09:08:00;6min;1;1;C;191.415,00;191.875,00;188.665,00;No;92,00;460,00;15;92,00;460,00;0,00;0,00;0,00;5d;192,00 +WINJ26;13/02/2026 09:02:00;13/02/2026 09:08:00;6min;1;1;V;190.075,00;190.305,00;188.665,00;Sim;46,00;230,00;16;46,00;230,00;0,00;0,00;0,00;2d;238,00 +WINJ26;27/02/2026 09:02:00;27/02/2026 09:06:00;4min;1;1;V;192.535,00;193.255,00;188.665,00;Sim;144,00;720,00;17;144,00;720,00;0,00;0,00;0,00;14d;382,00 +WINJ26;03/03/2026 09:04:00;03/03/2026 09:10:00;6min;1;1;V;187.285,00;187.785,00;188.665,00;No;100,00;500,00;18;100,00;500,00;0,00;0,00;0,00;4d;482,00 +WINJ26;04/03/2026 09:02:00;04/03/2026 09:06:00;4min;1;1;C;187.160,00;187.430,00;188.665,00;Sim;54,00;270,00;19;54,00;270,00;0,00;0,00;0,00;23h58min;536,00 diff --git a/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v31_cm1_rm2_tfcurto3.csv b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v31_cm1_rm2_tfcurto3.csv new file mode 100644 index 0000000..f4b798a --- /dev/null +++ b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v31_cm1_rm2_tfcurto3.csv @@ -0,0 +1,27 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 24/10/2025 +Data Final: 04/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;04/11/2025 09:03:00;04/11/2025 10:15:00;1h12min;1;1;V;158.540,00;158.190,00;188.690,00;No;-70,00;-350,00;1;-70,00;-350,00;0,00;0,00;0,00; - ;-70,00 +WINJ26;05/11/2025 09:09:00;05/11/2025 10:24:00;1h15min;1;1;C;158.950,00;158.820,00;188.690,00;No;-26,00;-130,00;2;-26,00;-130,00;0,00;0,00;0,00;1d;-96,00 +WINJ26;14/11/2025 09:03:00;14/11/2025 09:15:00;12min;1;1;V;164.790,00;164.740,00;188.690,00;Sim;-10,00;-50,00;3;-10,00;-50,00;0,00;0,00;0,00;8d23h;-106,00 +WINJ26;18/11/2025 09:03:00;18/11/2025 09:30:00;27min;1;1;V;163.750,00;164.510,00;188.690,00;No;152,00;760,00;4;152,00;760,00;0,00;0,00;0,00;4d;46,00 +WINJ26;21/11/2025 09:06:00;21/11/2025 09:18:00;12min;1;1;V;162.420,00;161.840,00;188.690,00;No;-116,00;-580,00;5;-116,00;-580,00;0,00;0,00;0,00;3d;-70,00 +WINJ26;04/12/2025 09:06:00;04/12/2025 09:18:00;12min;1;1;C;169.500,00;170.000,00;188.690,00;No;100,00;500,00;6;100,00;500,00;0,00;0,00;0,00;13d;30,00 +WINJ26;16/12/2025 09:03:00;16/12/2025 09:09:00;6min;1;1;V;167.010,00;168.490,00;188.690,00;Sim;296,00;1.480,00;7;296,00;1.480,00;0,00;0,00;0,00;11d23h;326,00 +WINJ26;17/12/2025 09:06:00;17/12/2025 09:12:00;6min;1;1;V;164.800,00;164.115,00;188.690,00;No;-137,00;-685,00;8;-137,00;-685,00;0,00;0,00;0,00;1d;189,00 +WINJ26;26/12/2025 09:03:00;26/12/2025 09:15:00;12min;1;1;V;165.990,00;165.690,00;188.690,00;Sim;-60,00;-300,00;9;-60,00;-300,00;0,00;0,00;0,00;8d23h;129,00 +WINJ26;29/12/2025 09:03:00;29/12/2025 09:09:00;6min;1;1;C;167.305,00;167.370,00;188.690,00;Sim;13,00;65,00;10;13,00;65,00;0,00;0,00;0,00;3d;142,00 +WINJ26;30/12/2025 09:03:00;30/12/2025 09:15:00;12min;1;1;C;166.845,00;167.390,00;188.690,00;Sim;109,00;545,00;11;109,00;545,00;0,00;0,00;0,00;1d;251,00 +WINJ26;02/01/2026 09:03:00;02/01/2026 09:15:00;12min;1;1;C;167.955,00;167.705,00;188.690,00;No;-50,00;-250,00;12;-50,00;-250,00;0,00;0,00;0,00;3d;201,00 +WINJ26;21/01/2026 09:03:00;21/01/2026 09:15:00;12min;1;1;C;171.825,00;172.570,00;188.690,00;No;149,00;745,00;13;149,00;745,00;0,00;0,00;0,00;19d;350,00 +WINJ26;26/01/2026 09:03:00;26/01/2026 09:12:00;9min;1;1;C;185.625,00;185.845,00;188.690,00;No;44,00;220,00;14;44,00;220,00;0,00;0,00;0,00;5d;394,00 +WINJ26;27/01/2026 09:03:00;27/01/2026 09:12:00;9min;1;1;C;185.395,00;185.210,00;188.690,00;Sim;-37,00;-185,00;15;-37,00;-185,00;0,00;0,00;0,00;1d;357,00 +WINJ26;29/01/2026 09:03:00;29/01/2026 09:12:00;9min;1;1;C;192.105,00;191.825,00;188.690,00;No;-56,00;-280,00;16;-56,00;-280,00;0,00;0,00;0,00;2d;301,00 +WINJ26;11/02/2026 09:03:00;11/02/2026 09:09:00;6min;1;1;C;191.680,00;192.040,00;188.690,00;Sim;72,00;360,00;17;72,00;360,00;0,00;0,00;0,00;13d;373,00 +WINJ26;13/02/2026 09:03:00;13/02/2026 09:09:00;6min;1;1;V;190.095,00;190.320,00;188.690,00;Sim;45,00;225,00;18;45,00;225,00;0,00;0,00;0,00;2d;418,00 +WINJ26;24/02/2026 09:03:00;24/02/2026 09:15:00;12min;1;1;C;193.145,00;194.155,00;188.690,00;No;202,00;1.010,00;19;202,00;1.010,00;0,00;0,00;0,00;11d;620,00 +WINJ26;27/02/2026 09:03:00;27/02/2026 09:09:00;6min;1;1;V;192.500,00;193.215,00;188.690,00;Sim;143,00;715,00;20;143,00;715,00;0,00;0,00;0,00;3d;763,00 +WINJ26;04/03/2026 09:03:00;04/03/2026 09:09:00;6min;1;1;C;187.565,00;187.335,00;188.690,00;Sim;-46,00;-230,00;21;-46,00;-230,00;0,00;0,00;0,00;5d;717,00 diff --git a/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v31_cm1_rm2_tfcurto30.csv b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v31_cm1_rm2_tfcurto30.csv new file mode 100644 index 0000000..1590efa --- /dev/null +++ b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v31_cm1_rm2_tfcurto30.csv @@ -0,0 +1,25 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 22/08/2025 +Data Final: 04/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;28/08/2025 10:00:00;28/08/2025 10:30:00;30min;1;1;C;151.460,00;151.750,00;188.695,00;No;58,00;290,00;1;58,00;290,00;0,00;0,00;0,00; - ;58,00 +WINJ26;29/09/2025 09:30:00;29/09/2025 10:00:00;30min;1;1;C;156.710,00;157.250,00;188.695,00;No;108,00;540,00;2;108,00;540,00;0,00;0,00;0,00;1m23h;166,00 +WINJ26;24/10/2025 09:30:00;24/10/2025 10:00:00;30min;1;1;C;155.010,00;155.700,00;188.695,00;Sim;138,00;690,00;3;138,00;690,00;0,00;0,00;0,00;25d;304,00 +WINJ26;03/11/2025 09:30:00;03/11/2025 11:00:00;1h30min;1;1;C;158.710,00;158.605,00;188.695,00;No;-21,00;-105,00;4;-21,00;-105,00;0,00;0,00;0,00;10d;283,00 +WINJ26;18/11/2025 09:30:00;18/11/2025 10:00:00;30min;1;1;V;163.980,00;163.740,00;188.695,00;No;-48,00;-240,00;5;-48,00;-240,00;0,00;0,00;0,00;15d;235,00 +WINJ26;26/11/2025 09:30:00;26/11/2025 10:00:00;30min;1;1;C;164.110,00;164.240,00;188.695,00;No;26,00;130,00;6;26,00;130,00;0,00;0,00;0,00;8d;261,00 +WINJ26;09/12/2025 09:30:00;09/12/2025 10:00:00;30min;1;1;V;164.050,00;164.840,00;188.695,00;Sim;158,00;790,00;7;158,00;790,00;0,00;0,00;0,00;13d;419,00 +WINJ26;10/12/2025 09:30:00;10/12/2025 10:00:00;30min;1;1;C;165.610,00;165.020,00;188.695,00;No;-118,00;-590,00;8;-118,00;-590,00;0,00;0,00;0,00;1d;301,00 +WINJ26;11/12/2025 10:00:00;11/12/2025 10:30:00;30min;1;1;V;165.040,00;165.615,00;188.695,00;Sim;115,00;575,00;9;115,00;575,00;0,00;0,00;0,00;1d;416,00 +WINJ26;15/12/2025 09:30:00;15/12/2025 10:00:00;30min;1;1;C;169.010,00;168.490,00;188.695,00;No;-104,00;-520,00;10;-104,00;-520,00;0,00;0,00;0,00;3d23h;312,00 +WINJ26;16/12/2025 09:30:00;16/12/2025 10:00:00;30min;1;1;V;167.280,00;166.830,00;188.695,00;Sim;-90,00;-450,00;11;-90,00;-450,00;0,00;0,00;0,00;1d;222,00 +WINJ26;23/12/2025 09:30:00;23/12/2025 10:00:00;30min;1;1;C;164.910,00;165.015,00;188.695,00;Sim;21,00;105,00;12;21,00;105,00;0,00;0,00;0,00;7d;243,00 +WINJ26;30/12/2025 09:30:00;30/12/2025 10:00:00;30min;1;1;C;167.530,00;167.580,00;188.695,00;No;10,00;50,00;13;10,00;50,00;0,00;0,00;0,00;7d;253,00 +WINJ26;02/01/2026 09:30:00;02/01/2026 10:00:00;30min;1;1;C;167.620,00;168.085,00;188.695,00;No;93,00;465,00;14;93,00;465,00;0,00;0,00;0,00;3d;346,00 +WINJ26;14/01/2026 09:30:00;14/01/2026 10:00:00;30min;1;1;C;167.930,00;168.190,00;188.695,00;No;52,00;260,00;15;52,00;260,00;0,00;0,00;0,00;12d;398,00 +WINJ26;20/01/2026 09:30:00;20/01/2026 10:00:00;30min;1;1;V;169.020,00;168.250,00;188.695,00;Sim;-154,00;-770,00;16;-154,00;-770,00;0,00;0,00;0,00;6d;244,00 +WINJ26;21/01/2026 09:30:00;21/01/2026 10:00:00;30min;1;1;C;172.645,00;173.060,00;188.695,00;No;83,00;415,00;17;83,00;415,00;0,00;0,00;0,00;1d;327,00 +WINJ26;13/02/2026 09:30:00;13/02/2026 10:00:00;30min;1;1;V;189.230,00;189.245,00;188.695,00;Sim;3,00;15,00;18;3,00;15,00;0,00;0,00;0,00;23d;330,00 +WINJ26;27/02/2026 09:30:00;27/02/2026 10:00:00;30min;1;1;V;193.625,00;193.420,00;188.695,00;Sim;-41,00;-205,00;19;-41,00;-205,00;0,00;0,00;0,00;14d;289,00 diff --git a/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v31_cm1_rm2_tfcurto4.csv b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v31_cm1_rm2_tfcurto4.csv new file mode 100644 index 0000000..71b9ac2 --- /dev/null +++ b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v31_cm1_rm2_tfcurto4.csv @@ -0,0 +1,25 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 22/08/2025 +Data Final: 04/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;04/11/2025 09:04:00;04/11/2025 10:12:00;1h8min;1;1;V;158.540,00;158.190,00;188.560,00;No;-70,00;-350,00;1;-70,00;-350,00;0,00;0,00;0,00; - ;-70,00 +WINJ26;14/11/2025 09:04:00;14/11/2025 09:16:00;12min;1;1;V;164.840,00;164.640,00;188.560,00;Sim;-40,00;-200,00;2;-40,00;-200,00;0,00;0,00;0,00;10d;-110,00 +WINJ26;18/11/2025 09:04:00;18/11/2025 09:28:00;24min;1;1;V;163.750,00;164.500,00;188.560,00;No;150,00;750,00;3;150,00;750,00;0,00;0,00;0,00;4d;40,00 +WINJ26;21/11/2025 09:04:00;21/11/2025 09:20:00;16min;1;1;V;162.270,00;161.840,00;188.560,00;No;-86,00;-430,00;4;-86,00;-430,00;0,00;0,00;0,00;3d;-46,00 +WINJ26;04/12/2025 09:04:00;04/12/2025 09:20:00;16min;1;1;C;169.500,00;169.990,00;188.560,00;No;98,00;490,00;5;98,00;490,00;0,00;0,00;0,00;13d;52,00 +WINJ26;10/12/2025 09:04:00;10/12/2025 09:32:00;28min;1;1;C;166.295,00;165.600,00;188.560,00;Sim;-139,00;-695,00;6;-139,00;-695,00;0,00;0,00;0,00;6d;-87,00 +WINJ26;17/12/2025 09:04:00;17/12/2025 09:12:00;8min;1;1;V;164.810,00;164.115,00;188.560,00;Sim;-139,00;-695,00;7;-139,00;-695,00;0,00;0,00;0,00;7d;-226,00 +WINJ26;26/12/2025 09:04:00;26/12/2025 09:16:00;12min;1;1;V;166.030,00;165.575,00;188.560,00;Sim;-91,00;-455,00;8;-91,00;-455,00;0,00;0,00;0,00;9d;-317,00 +WINJ26;02/01/2026 09:04:00;02/01/2026 09:16:00;12min;1;1;C;167.890,00;167.705,00;188.560,00;No;-37,00;-185,00;9;-37,00;-185,00;0,00;0,00;0,00;7d;-354,00 +WINJ26;21/01/2026 09:04:00;21/01/2026 09:16:00;12min;1;1;C;171.810,00;172.490,00;188.560,00;No;136,00;680,00;10;136,00;680,00;0,00;0,00;0,00;19d;-218,00 +WINJ26;22/01/2026 09:04:00;22/01/2026 09:16:00;12min;1;1;C;177.350,00;177.725,00;188.560,00;No;75,00;375,00;11;75,00;375,00;0,00;0,00;0,00;1d;-143,00 +WINJ26;26/01/2026 09:04:00;26/01/2026 09:16:00;12min;1;1;C;186.315,00;185.515,00;188.560,00;No;-160,00;-800,00;12;-160,00;-800,00;0,00;0,00;0,00;4d;-303,00 +WINJ26;06/02/2026 09:04:00;06/02/2026 09:16:00;12min;1;1;C;188.150,00;187.410,00;188.560,00;No;-148,00;-740,00;13;-148,00;-740,00;0,00;0,00;0,00;11d;-451,00 +WINJ26;11/02/2026 09:04:00;11/02/2026 09:12:00;8min;1;1;C;191.935,00;191.940,00;188.560,00;No;1,00;5,00;14;1,00;5,00;0,00;0,00;0,00;5d;-450,00 +WINJ26;13/02/2026 09:04:00;13/02/2026 09:16:00;12min;1;1;V;189.915,00;190.265,00;188.560,00;Sim;70,00;350,00;15;70,00;350,00;0,00;0,00;0,00;2d;-380,00 +WINJ26;24/02/2026 09:04:00;24/02/2026 09:16:00;12min;1;1;C;193.115,00;194.010,00;188.560,00;No;179,00;895,00;16;179,00;895,00;0,00;0,00;0,00;11d;-201,00 +WINJ26;27/02/2026 09:04:00;27/02/2026 09:16:00;12min;1;1;V;193.230,00;192.490,00;188.560,00;Sim;-148,00;-740,00;17;-148,00;-740,00;0,00;0,00;0,00;3d;-349,00 +WINJ26;03/03/2026 09:04:00;03/03/2026 09:12:00;8min;1;1;V;187.765,00;187.785,00;188.560,00;No;4,00;20,00;18;4,00;20,00;0,00;0,00;0,00;4d;-345,00 +WINJ26;04/03/2026 09:04:00;04/03/2026 09:16:00;12min;1;1;C;187.590,00;187.590,00;188.560,00;Sim;0;0;19;0;0;0,00;0,00;0,00;1d;-345,00 diff --git a/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v31_cm1_rm2_tfcurto5.csv b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v31_cm1_rm2_tfcurto5.csv new file mode 100644 index 0000000..2101de6 --- /dev/null +++ b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v31_cm1_rm2_tfcurto5.csv @@ -0,0 +1,26 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 22/08/2025 +Data Final: 04/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;04/11/2025 10:00:00;04/11/2025 10:15:00;15min;1;1;V;158.540,00;158.430,00;188.695,00;No;-22,00;-110,00;1;-22,00;-110,00;0,00;0,00;0,00; - ;-22,00 +WINJ26;14/11/2025 09:05:00;14/11/2025 09:20:00;15min;1;1;V;164.730,00;164.640,00;188.695,00;Sim;-18,00;-90,00;2;-18,00;-90,00;0,00;0,00;0,00;9d23h;-40,00 +WINJ26;18/11/2025 09:05:00;18/11/2025 09:30:00;25min;1;1;V;163.750,00;164.400,00;188.695,00;No;130,00;650,00;3;130,00;650,00;0,00;0,00;0,00;4d;90,00 +WINJ26;21/11/2025 09:05:00;21/11/2025 09:20:00;15min;1;1;V;162.270,00;161.840,00;188.695,00;No;-86,00;-430,00;4;-86,00;-430,00;0,00;0,00;0,00;3d;4,00 +WINJ26;04/12/2025 09:05:00;04/12/2025 09:20:00;15min;1;1;C;169.500,00;169.990,00;188.695,00;No;98,00;490,00;5;98,00;490,00;0,00;0,00;0,00;13d;102,00 +WINJ26;09/12/2025 09:05:00;09/12/2025 09:30:00;25min;1;1;V;164.850,00;164.700,00;188.695,00;Sim;-30,00;-150,00;6;-30,00;-150,00;0,00;0,00;0,00;5d;72,00 +WINJ26;10/12/2025 09:10:00;10/12/2025 09:30:00;20min;1;1;C;166.300,00;165.600,00;188.695,00;Sim;-140,00;-700,00;7;-140,00;-700,00;0,00;0,00;0,00;1d;-68,00 +WINJ26;16/12/2025 09:05:00;16/12/2025 09:20:00;15min;1;1;V;166.930,00;167.390,00;188.695,00;Sim;92,00;460,00;8;92,00;460,00;0,00;0,00;0,00;5d23h;24,00 +WINJ26;17/12/2025 09:05:00;17/12/2025 09:20:00;15min;1;1;V;164.445,00;164.115,00;188.695,00;No;-66,00;-330,00;9;-66,00;-330,00;0,00;0,00;0,00;1d;-42,00 +WINJ26;26/12/2025 09:05:00;26/12/2025 09:15:00;10min;1;1;V;165.990,00;165.710,00;188.695,00;Sim;-56,00;-280,00;10;-56,00;-280,00;0,00;0,00;0,00;9d;-98,00 +WINJ26;30/12/2025 09:05:00;30/12/2025 09:20:00;15min;1;1;C;167.080,00;167.450,00;188.695,00;No;74,00;370,00;11;74,00;370,00;0,00;0,00;0,00;4d;-24,00 +WINJ26;02/01/2026 09:05:00;02/01/2026 09:20:00;15min;1;1;C;167.920,00;167.720,00;188.695,00;No;-40,00;-200,00;12;-40,00;-200,00;0,00;0,00;0,00;3d;-64,00 +WINJ26;07/01/2026 09:05:00;07/01/2026 09:15:00;10min;1;1;V;169.235,00;169.035,00;188.695,00;Sim;-40,00;-200,00;13;-40,00;-200,00;0,00;0,00;0,00;5d;-104,00 +WINJ26;21/01/2026 09:05:00;21/01/2026 09:20:00;15min;1;1;C;171.995,00;172.535,00;188.695,00;No;108,00;540,00;14;108,00;540,00;0,00;0,00;0,00;14d;4,00 +WINJ26;06/02/2026 09:05:00;06/02/2026 09:20:00;15min;1;1;C;188.150,00;186.890,00;188.695,00;No;-252,00;-1.260,00;15;-252,00;-1.260,00;0,00;0,00;0,00;16d;-248,00 +WINJ26;11/02/2026 09:05:00;11/02/2026 09:15:00;10min;1;1;C;191.970,00;191.860,00;188.695,00;No;-22,00;-110,00;16;-22,00;-110,00;0,00;0,00;0,00;5d;-270,00 +WINJ26;13/02/2026 09:05:00;13/02/2026 09:20:00;15min;1;1;V;189.270,00;190.295,00;188.695,00;Sim;205,00;1.025,00;17;205,00;1.025,00;0,00;0,00;0,00;2d;-65,00 +WINJ26;27/02/2026 09:05:00;27/02/2026 09:20:00;15min;1;1;V;193.560,00;192.480,00;188.695,00;Sim;-216,00;-1.080,00;18;-216,00;-1.080,00;0,00;0,00;0,00;14d;-281,00 +WINJ26;03/03/2026 09:05:00;03/03/2026 09:20:00;15min;1;1;V;188.040,00;187.890,00;188.695,00;No;-30,00;-150,00;19;-30,00;-150,00;0,00;0,00;0,00;4d;-311,00 +WINJ26;04/03/2026 09:05:00;04/03/2026 09:20:00;15min;1;1;C;187.630,00;187.315,00;188.695,00;Sim;-63,00;-315,00;20;-63,00;-315,00;0,00;0,00;0,00;1d;-374,00 diff --git a/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v31_cm1_rm2_tfcurto60.csv b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v31_cm1_rm2_tfcurto60.csv new file mode 100644 index 0000000..fa1863f --- /dev/null +++ b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v31_cm1_rm2_tfcurto60.csv @@ -0,0 +1,31 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 22/08/2025 +Data Final: 04/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;28/08/2025 10:00:00;29/08/2025 09:00:00;23h;1;1;C;151.460,00;152.000,00;188.690,00;No;108,00;540,00;1;108,00;540,00;0,00;0,00;0,00; - ;108,00 +WINJ26;05/09/2025 10:00:00;05/09/2025 11:00:00;1h;1;1;C;153.400,00;153.400,00;188.690,00;No;0;0;2;0;0;0,00;0,00;0,00;8d;108,00 +WINJ26;10/09/2025 10:00:00;11/09/2025 09:00:00;23h;1;1;C;152.360,00;153.490,00;188.690,00;Sim;226,00;1.130,00;3;226,00;1.130,00;0,00;0,00;0,00;5d;334,00 +WINJ26;29/09/2025 10:00:00;29/09/2025 11:00:00;1h;1;1;C;157.260,00;156.600,00;188.690,00;No;-132,00;-660,00;4;-132,00;-660,00;0,00;0,00;0,00;19d;202,00 +WINJ26;01/10/2025 10:00:00;01/10/2025 11:00:00;1h;1;1;C;156.750,00;156.000,00;188.690,00;Sim;-150,00;-750,00;5;-150,00;-750,00;0,00;0,00;0,00;2d;52,00 +WINJ26;15/10/2025 10:00:00;15/10/2025 11:00:00;1h;1;1;V;151.200,00;150.095,00;188.690,00;No;-221,00;-1.105,00;6;-221,00;-1.105,00;0,00;0,00;0,00;14d;-169,00 +WINJ26;17/10/2025 10:00:00;17/10/2025 11:00:00;1h;1;1;V;151.375,00;150.800,00;188.690,00;Sim;-115,00;-575,00;7;-115,00;-575,00;0,00;0,00;0,00;2d;-284,00 +WINJ26;24/10/2025 10:00:00;24/10/2025 11:00:00;1h;1;1;C;155.710,00;154.990,00;188.690,00;Sim;-144,00;-720,00;8;-144,00;-720,00;0,00;0,00;0,00;7d;-428,00 +WINJ26;03/11/2025 11:00:00;03/11/2025 12:00:00;1h;1;1;C;158.615,00;158.990,00;188.690,00;No;75,00;375,00;9;75,00;375,00;0,00;0,00;0,00;10d1h;-353,00 +WINJ26;18/11/2025 10:00:00;18/11/2025 11:00:00;1h;1;1;V;164.500,00;163.970,00;188.690,00;Sim;-106,00;-530,00;10;-106,00;-530,00;0,00;0,00;0,00;14d23h;-459,00 +WINJ26;26/11/2025 10:00:00;26/11/2025 11:00:00;1h;1;1;C;164.260,00;165.290,00;188.690,00;No;206,00;1.030,00;11;206,00;1.030,00;0,00;0,00;0,00;8d;-253,00 +WINJ26;04/12/2025 10:00:00;04/12/2025 11:00:00;1h;1;1;C;170.095,00;171.240,00;188.690,00;No;229,00;1.145,00;12;229,00;1.145,00;0,00;0,00;0,00;8d;-24,00 +WINJ26;09/12/2025 10:00:00;09/12/2025 11:00:00;1h;1;1;V;163.160,00;164.040,00;188.690,00;Sim;176,00;880,00;13;176,00;880,00;0,00;0,00;0,00;5d;152,00 +WINJ26;11/12/2025 10:00:00;11/12/2025 11:00:00;1h;1;1;V;165.510,00;165.605,00;188.690,00;Sim;19,00;95,00;14;19,00;95,00;0,00;0,00;0,00;2d;171,00 +WINJ26;15/12/2025 10:00:00;15/12/2025 11:00:00;1h;1;1;C;168.510,00;169.320,00;188.690,00;Sim;162,00;810,00;15;162,00;810,00;0,00;0,00;0,00;4d;333,00 +WINJ26;16/12/2025 10:00:00;16/12/2025 11:00:00;1h;1;1;V;167.010,00;167.260,00;188.690,00;Sim;50,00;250,00;16;50,00;250,00;0,00;0,00;0,00;1d;383,00 +WINJ26;30/12/2025 10:00:00;30/12/2025 11:00:00;1h;1;1;C;167.600,00;167.190,00;188.690,00;Sim;-82,00;-410,00;17;-82,00;-410,00;0,00;0,00;0,00;14d;301,00 +WINJ26;02/01/2026 10:00:00;02/01/2026 11:00:00;1h;1;1;C;168.105,00;166.695,00;188.690,00;No;-282,00;-1.410,00;18;-282,00;-1.410,00;0,00;0,00;0,00;3d;19,00 +WINJ26;14/01/2026 10:00:00;14/01/2026 11:00:00;1h;1;1;C;168.210,00;168.210,00;188.690,00;No;0;0;19;0;0;0,00;0,00;0,00;12d;19,00 +WINJ26;21/01/2026 10:00:00;21/01/2026 11:00:00;1h;1;1;C;173.075,00;173.810,00;188.690,00;No;147,00;735,00;20;147,00;735,00;0,00;0,00;0,00;7d;166,00 +WINJ26;22/01/2026 10:00:00;22/01/2026 11:00:00;1h;1;1;C;178.005,00;178.060,00;188.690,00;No;11,00;55,00;21;11,00;55,00;0,00;0,00;0,00;1d;177,00 +WINJ26;03/02/2026 10:00:00;03/02/2026 11:00:00;1h;1;1;C;189.570,00;190.820,00;188.690,00;No;250,00;1.250,00;22;250,00;1.250,00;0,00;0,00;0,00;12d;427,00 +WINJ26;11/02/2026 10:00:00;11/02/2026 11:00:00;1h;1;1;C;192.245,00;192.550,00;188.690,00;No;61,00;305,00;23;61,00;305,00;0,00;0,00;0,00;8d;488,00 +WINJ26;13/02/2026 10:00:00;13/02/2026 11:00:00;1h;1;1;V;188.955,00;189.210,00;188.690,00;Sim;51,00;255,00;24;51,00;255,00;0,00;0,00;0,00;2d;539,00 +WINJ26;03/03/2026 10:00:00;03/03/2026 11:00:00;1h;1;1;V;185.620,00;187.255,00;188.690,00;No;327,00;1.635,00;25;327,00;1.635,00;0,00;0,00;0,00;18d;866,00 diff --git a/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v33_cm3_rm2_tfcurto1.csv b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v33_cm3_rm2_tfcurto1.csv new file mode 100644 index 0000000..a8b3a64 --- /dev/null +++ b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v33_cm3_rm2_tfcurto1.csv @@ -0,0 +1,12 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 02/02/2026 +Data Final: 04/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;03/02/2026 09:01:00;03/02/2026 09:03:00;2min;1;1;C;188.460,00;188.615,00;188.595,00;No;31,00;155,00;1;31,00;155,00;0,00;0,00;0,00; - ;31,00 +WINJ26;06/02/2026 09:01:00;06/02/2026 09:05:00;4min;1;1;C;187.790,00;188.140,00;188.595,00;Sim;70,00;350,00;2;70,00;350,00;0,00;0,00;0,00;3d;101,00 +WINJ26;11/02/2026 09:01:00;11/02/2026 09:05:00;4min;1;1;C;191.000,00;191.950,00;188.595,00;No;190,00;950,00;3;190,00;950,00;0,00;0,00;0,00;5d;291,00 +WINJ26;25/02/2026 09:01:00;25/02/2026 09:03:00;2min;1;1;C;197.070,00;196.180,00;188.595,00;No;-178,00;-890,00;4;-178,00;-890,00;0,00;0,00;0,00;14d;113,00 +WINJ26;27/02/2026 09:01:00;27/02/2026 09:03:00;2min;1;1;V;193.235,00;193.920,00;188.595,00;No;137,00;685,00;5;137,00;685,00;0,00;0,00;0,00;2d;250,00 +WINJ26;02/03/2026 09:01:00;02/03/2026 09:03:00;2min;1;1;V;190.300,00;189.945,00;188.595,00;No;-71,00;-355,00;6;-71,00;-355,00;0,00;0,00;0,00;3d;179,00 diff --git a/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v33_cm3_rm2_tfcurto15.csv b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v33_cm3_rm2_tfcurto15.csv new file mode 100644 index 0000000..89585cf --- /dev/null +++ b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v33_cm3_rm2_tfcurto15.csv @@ -0,0 +1,28 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 22/08/2025 +Data Final: 04/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;23/10/2025 09:15:00;23/10/2025 09:30:00;15min;1;1;C;154.500,00;154.700,00;188.565,00;No;40,00;200,00;1;40,00;200,00;0,00;0,00;0,00; - ;40,00 +WINJ26;04/11/2025 10:00:00;04/11/2025 10:15:00;15min;1;1;V;158.550,00;158.430,00;188.565,00;No;-24,00;-120,00;2;-24,00;-120,00;0,00;0,00;0,00;12d;16,00 +WINJ26;14/11/2025 09:15:00;14/11/2025 09:30:00;15min;1;1;V;164.915,00;164.770,00;188.565,00;Sim;-29,00;-145,00;3;-29,00;-145,00;0,00;0,00;0,00;9d23h;-13,00 +WINJ26;18/11/2025 09:15:00;18/11/2025 09:30:00;15min;1;1;V;163.750,00;164.000,00;188.565,00;No;50,00;250,00;4;50,00;250,00;0,00;0,00;0,00;4d;37,00 +WINJ26;26/11/2025 09:15:00;26/11/2025 09:30:00;15min;1;1;C;164.085,00;164.100,00;188.565,00;No;3,00;15,00;5;3,00;15,00;0,00;0,00;0,00;8d;40,00 +WINJ26;04/12/2025 09:15:00;04/12/2025 09:30:00;15min;1;1;C;169.815,00;170.000,00;188.565,00;No;37,00;185,00;6;37,00;185,00;0,00;0,00;0,00;8d;77,00 +WINJ26;09/12/2025 09:15:00;09/12/2025 09:30:00;15min;1;1;V;164.850,00;164.655,00;188.565,00;Sim;-39,00;-195,00;7;-39,00;-195,00;0,00;0,00;0,00;5d;38,00 +WINJ26;10/12/2025 09:15:00;10/12/2025 09:30:00;15min;1;1;C;166.330,00;165.600,00;188.565,00;Sim;-146,00;-730,00;8;-146,00;-730,00;0,00;0,00;0,00;1d;-108,00 +WINJ26;11/12/2025 10:00:00;11/12/2025 10:30:00;30min;1;1;V;165.040,00;165.615,00;188.565,00;Sim;115,00;575,00;9;115,00;575,00;0,00;0,00;0,00;1d;7,00 +WINJ26;15/12/2025 09:15:00;15/12/2025 09:30:00;15min;1;1;C;168.740,00;169.000,00;188.565,00;No;52,00;260,00;10;52,00;260,00;0,00;0,00;0,00;3d23h;59,00 +WINJ26;16/12/2025 09:15:00;16/12/2025 09:30:00;15min;1;1;V;166.850,00;166.950,00;188.565,00;Sim;20,00;100,00;11;20,00;100,00;0,00;0,00;0,00;1d;79,00 +WINJ26;02/01/2026 09:15:00;02/01/2026 09:30:00;15min;1;1;C;167.725,00;167.600,00;188.565,00;Sim;-25,00;-125,00;12;-25,00;-125,00;0,00;0,00;0,00;17d;54,00 +WINJ26;14/01/2026 09:15:00;14/01/2026 09:30:00;15min;1;1;C;167.745,00;167.915,00;188.565,00;No;34,00;170,00;13;34,00;170,00;0,00;0,00;0,00;12d;88,00 +WINJ26;20/01/2026 09:15:00;20/01/2026 09:30:00;15min;1;1;V;168.270,00;168.475,00;188.565,00;Sim;41,00;205,00;14;41,00;205,00;0,00;0,00;0,00;6d;129,00 +WINJ26;21/01/2026 09:15:00;21/01/2026 09:30:00;15min;1;1;C;172.590,00;172.625,00;188.565,00;No;7,00;35,00;15;7,00;35,00;0,00;0,00;0,00;1d;136,00 +WINJ26;22/01/2026 09:15:00;22/01/2026 09:30:00;15min;1;1;C;177.645,00;177.510,00;188.565,00;No;-27,00;-135,00;16;-27,00;-135,00;0,00;0,00;0,00;1d;109,00 +WINJ26;03/02/2026 09:15:00;03/02/2026 09:30:00;15min;1;1;C;188.980,00;189.050,00;188.565,00;No;14,00;70,00;17;14,00;70,00;0,00;0,00;0,00;12d;123,00 +WINJ26;11/02/2026 09:15:00;11/02/2026 09:30:00;15min;1;1;C;191.880,00;191.530,00;188.565,00;No;-70,00;-350,00;18;-70,00;-350,00;0,00;0,00;0,00;8d;53,00 +WINJ26;13/02/2026 09:15:00;13/02/2026 09:30:00;15min;1;1;V;189.265,00;189.775,00;188.565,00;Sim;102,00;510,00;19;102,00;510,00;0,00;0,00;0,00;2d;155,00 +WINJ26;24/02/2026 09:15:00;24/02/2026 09:30:00;15min;1;1;C;194.175,00;193.230,00;188.565,00;No;-189,00;-945,00;20;-189,00;-945,00;0,00;0,00;0,00;11d;-34,00 +WINJ26;27/02/2026 09:15:00;27/02/2026 09:30:00;15min;1;1;V;193.440,00;193.025,00;188.565,00;Sim;-83,00;-415,00;21;-83,00;-415,00;0,00;0,00;0,00;3d;-117,00 +WINJ26;04/03/2026 09:15:00;04/03/2026 09:30:00;15min;1;1;C;187.670,00;187.330,00;188.565,00;Sim;-68,00;-340,00;22;-68,00;-340,00;0,00;0,00;0,00;5d;-185,00 diff --git a/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v33_cm3_rm2_tfcurto2.csv b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v33_cm3_rm2_tfcurto2.csv new file mode 100644 index 0000000..57f3216 --- /dev/null +++ b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v33_cm3_rm2_tfcurto2.csv @@ -0,0 +1,25 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 22/08/2025 +Data Final: 04/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;14/11/2025 09:02:00;14/11/2025 09:12:00;10min;1;1;V;164.730,00;164.700,00;188.615,00;No;-6,00;-30,00;1;-6,00;-30,00;0,00;0,00;0,00; - ;-6,00 +WINJ26;21/11/2025 09:04:00;21/11/2025 09:16:00;12min;1;1;V;162.260,00;161.840,00;188.615,00;No;-84,00;-420,00;2;-84,00;-420,00;0,00;0,00;0,00;7d;-90,00 +WINJ26;04/12/2025 09:06:00;04/12/2025 09:20:00;14min;1;1;C;169.500,00;170.000,00;188.615,00;No;100,00;500,00;3;100,00;500,00;0,00;0,00;0,00;13d;10,00 +WINJ26;16/12/2025 09:04:00;16/12/2025 09:12:00;8min;1;1;V;167.000,00;168.490,00;188.615,00;Sim;298,00;1.490,00;4;298,00;1.490,00;0,00;0,00;0,00;11d23h;308,00 +WINJ26;17/12/2025 09:02:00;17/12/2025 09:08:00;6min;1;1;V;164.410,00;164.015,00;188.615,00;No;-79,00;-395,00;5;-79,00;-395,00;0,00;0,00;0,00;23h58min;229,00 +WINJ26;26/12/2025 09:02:00;26/12/2025 09:06:00;4min;1;1;V;165.605,00;165.490,00;188.615,00;Sim;-23,00;-115,00;6;-23,00;-115,00;0,00;0,00;0,00;9d;206,00 +WINJ26;30/12/2025 09:02:00;30/12/2025 09:10:00;8min;1;1;C;166.780,00;167.200,00;188.615,00;Sim;84,00;420,00;7;84,00;420,00;0,00;0,00;0,00;4d;290,00 +WINJ26;02/01/2026 09:02:00;02/01/2026 09:10:00;8min;1;1;C;167.910,00;167.575,00;188.615,00;No;-67,00;-335,00;8;-67,00;-335,00;0,00;0,00;0,00;3d;223,00 +WINJ26;20/01/2026 09:02:00;20/01/2026 09:10:00;8min;1;1;V;168.780,00;168.765,00;188.615,00;Sim;-3,00;-15,00;9;-3,00;-15,00;0,00;0,00;0,00;18d;220,00 +WINJ26;21/01/2026 09:02:00;21/01/2026 09:08:00;6min;1;1;C;171.840,00;172.075,00;188.615,00;No;47,00;235,00;10;47,00;235,00;0,00;0,00;0,00;1d;267,00 +WINJ26;26/01/2026 09:02:00;26/01/2026 09:06:00;4min;1;1;C;185.445,00;186.230,00;188.615,00;No;157,00;785,00;11;157,00;785,00;0,00;0,00;0,00;5d;424,00 +WINJ26;29/01/2026 09:02:00;29/01/2026 09:06:00;4min;1;1;C;192.290,00;191.815,00;188.615,00;No;-95,00;-475,00;12;-95,00;-475,00;0,00;0,00;0,00;3d;329,00 +WINJ26;03/02/2026 09:02:00;03/02/2026 09:06:00;4min;1;1;C;188.830,00;188.550,00;188.615,00;Sim;-56,00;-280,00;13;-56,00;-280,00;0,00;0,00;0,00;5d;273,00 +WINJ26;06/02/2026 09:02:00;06/02/2026 09:08:00;6min;1;1;C;187.875,00;187.690,00;188.615,00;Sim;-37,00;-185,00;14;-37,00;-185,00;0,00;0,00;0,00;3d;236,00 +WINJ26;11/02/2026 09:02:00;11/02/2026 09:08:00;6min;1;1;C;191.415,00;191.875,00;188.615,00;No;92,00;460,00;15;92,00;460,00;0,00;0,00;0,00;5d;328,00 +WINJ26;13/02/2026 09:02:00;13/02/2026 09:08:00;6min;1;1;V;190.075,00;190.305,00;188.615,00;Sim;46,00;230,00;16;46,00;230,00;0,00;0,00;0,00;2d;374,00 +WINJ26;27/02/2026 09:02:00;27/02/2026 09:06:00;4min;1;1;V;192.535,00;193.255,00;188.615,00;Sim;144,00;720,00;17;144,00;720,00;0,00;0,00;0,00;14d;518,00 +WINJ26;03/03/2026 09:04:00;03/03/2026 09:10:00;6min;1;1;V;187.285,00;187.785,00;188.615,00;No;100,00;500,00;18;100,00;500,00;0,00;0,00;0,00;4d;618,00 +WINJ26;04/03/2026 09:02:00;04/03/2026 09:06:00;4min;1;1;C;187.160,00;187.430,00;188.615,00;Sim;54,00;270,00;19;54,00;270,00;0,00;0,00;0,00;23h58min;672,00 diff --git a/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v33_cm3_rm2_tfcurto3.csv b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v33_cm3_rm2_tfcurto3.csv new file mode 100644 index 0000000..0810588 --- /dev/null +++ b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v33_cm3_rm2_tfcurto3.csv @@ -0,0 +1,28 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 24/10/2025 +Data Final: 04/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;04/11/2025 09:03:00;04/11/2025 10:15:00;1h12min;1;1;V;158.540,00;158.190,00;188.625,00;No;-70,00;-350,00;1;-70,00;-350,00;0,00;0,00;0,00; - ;-70,00 +WINJ26;05/11/2025 09:09:00;05/11/2025 10:24:00;1h15min;1;1;C;158.950,00;158.820,00;188.625,00;No;-26,00;-130,00;2;-26,00;-130,00;0,00;0,00;0,00;1d;-96,00 +WINJ26;14/11/2025 09:03:00;14/11/2025 09:15:00;12min;1;1;V;164.790,00;164.740,00;188.625,00;Sim;-10,00;-50,00;3;-10,00;-50,00;0,00;0,00;0,00;8d23h;-106,00 +WINJ26;18/11/2025 09:03:00;18/11/2025 09:30:00;27min;1;1;V;163.750,00;164.510,00;188.625,00;No;152,00;760,00;4;152,00;760,00;0,00;0,00;0,00;4d;46,00 +WINJ26;21/11/2025 09:06:00;21/11/2025 09:18:00;12min;1;1;V;162.420,00;161.840,00;188.625,00;No;-116,00;-580,00;5;-116,00;-580,00;0,00;0,00;0,00;3d;-70,00 +WINJ26;04/12/2025 09:06:00;04/12/2025 09:18:00;12min;1;1;C;169.500,00;170.000,00;188.625,00;No;100,00;500,00;6;100,00;500,00;0,00;0,00;0,00;13d;30,00 +WINJ26;16/12/2025 09:03:00;16/12/2025 09:09:00;6min;1;1;V;167.010,00;168.490,00;188.625,00;Sim;296,00;1.480,00;7;296,00;1.480,00;0,00;0,00;0,00;11d23h;326,00 +WINJ26;17/12/2025 09:06:00;17/12/2025 09:12:00;6min;1;1;V;164.800,00;164.115,00;188.625,00;No;-137,00;-685,00;8;-137,00;-685,00;0,00;0,00;0,00;1d;189,00 +WINJ26;26/12/2025 09:03:00;26/12/2025 09:15:00;12min;1;1;V;165.990,00;165.690,00;188.625,00;Sim;-60,00;-300,00;9;-60,00;-300,00;0,00;0,00;0,00;8d23h;129,00 +WINJ26;29/12/2025 09:03:00;29/12/2025 09:09:00;6min;1;1;C;167.305,00;167.370,00;188.625,00;Sim;13,00;65,00;10;13,00;65,00;0,00;0,00;0,00;3d;142,00 +WINJ26;30/12/2025 09:03:00;30/12/2025 09:15:00;12min;1;1;C;166.845,00;167.390,00;188.625,00;Sim;109,00;545,00;11;109,00;545,00;0,00;0,00;0,00;1d;251,00 +WINJ26;02/01/2026 09:03:00;02/01/2026 09:15:00;12min;1;1;C;167.955,00;167.705,00;188.625,00;No;-50,00;-250,00;12;-50,00;-250,00;0,00;0,00;0,00;3d;201,00 +WINJ26;21/01/2026 09:03:00;21/01/2026 09:15:00;12min;1;1;C;171.825,00;172.570,00;188.625,00;No;149,00;745,00;13;149,00;745,00;0,00;0,00;0,00;19d;350,00 +WINJ26;26/01/2026 09:03:00;26/01/2026 09:09:00;6min;1;1;C;185.625,00;186.005,00;188.625,00;No;76,00;380,00;14;76,00;380,00;0,00;0,00;0,00;5d;426,00 +WINJ26;27/01/2026 09:03:00;27/01/2026 09:12:00;9min;1;1;C;185.395,00;185.210,00;188.625,00;Sim;-37,00;-185,00;15;-37,00;-185,00;0,00;0,00;0,00;1d;389,00 +WINJ26;29/01/2026 09:03:00;29/01/2026 09:12:00;9min;1;1;C;192.105,00;191.825,00;188.625,00;No;-56,00;-280,00;16;-56,00;-280,00;0,00;0,00;0,00;2d;333,00 +WINJ26;11/02/2026 09:03:00;11/02/2026 09:09:00;6min;1;1;C;191.680,00;192.040,00;188.625,00;Sim;72,00;360,00;17;72,00;360,00;0,00;0,00;0,00;13d;405,00 +WINJ26;13/02/2026 09:03:00;13/02/2026 09:09:00;6min;1;1;V;190.095,00;190.320,00;188.625,00;Sim;45,00;225,00;18;45,00;225,00;0,00;0,00;0,00;2d;450,00 +WINJ26;23/02/2026 09:03:00;23/02/2026 09:09:00;6min;1;1;V;193.610,00;193.395,00;188.625,00;Sim;-43,00;-215,00;19;-43,00;-215,00;0,00;0,00;0,00;10d;407,00 +WINJ26;24/02/2026 09:03:00;24/02/2026 09:15:00;12min;1;1;C;193.145,00;194.155,00;188.625,00;No;202,00;1.010,00;20;202,00;1.010,00;0,00;0,00;0,00;1d;609,00 +WINJ26;27/02/2026 09:03:00;27/02/2026 09:09:00;6min;1;1;V;192.500,00;193.215,00;188.625,00;No;143,00;715,00;21;143,00;715,00;0,00;0,00;0,00;3d;752,00 +WINJ26;04/03/2026 09:03:00;04/03/2026 09:09:00;6min;1;1;C;187.565,00;187.335,00;188.625,00;Sim;-46,00;-230,00;22;-46,00;-230,00;0,00;0,00;0,00;5d;706,00 diff --git a/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v33_cm3_rm2_tfcurto30.csv b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v33_cm3_rm2_tfcurto30.csv new file mode 100644 index 0000000..726fb44 --- /dev/null +++ b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v33_cm3_rm2_tfcurto30.csv @@ -0,0 +1,22 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 22/08/2025 +Data Final: 04/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;28/08/2025 10:00:00;28/08/2025 10:30:00;30min;1;1;C;151.460,00;151.750,00;188.590,00;No;58,00;290,00;1;58,00;290,00;0,00;0,00;0,00; - ;58,00 +WINJ26;29/09/2025 09:30:00;29/09/2025 10:00:00;30min;1;1;C;156.710,00;157.250,00;188.590,00;No;108,00;540,00;2;108,00;540,00;0,00;0,00;0,00;1m23h;166,00 +WINJ26;03/11/2025 09:30:00;03/11/2025 11:00:00;1h30min;1;1;C;158.710,00;158.605,00;188.590,00;No;-21,00;-105,00;3;-21,00;-105,00;0,00;0,00;0,00;1m4d;145,00 +WINJ26;18/11/2025 09:30:00;18/11/2025 10:00:00;30min;1;1;V;163.980,00;163.740,00;188.590,00;No;-48,00;-240,00;4;-48,00;-240,00;0,00;0,00;0,00;15d;97,00 +WINJ26;26/11/2025 09:30:00;26/11/2025 10:00:00;30min;1;1;C;164.110,00;164.240,00;188.590,00;No;26,00;130,00;5;26,00;130,00;0,00;0,00;0,00;8d;123,00 +WINJ26;09/12/2025 09:30:00;09/12/2025 10:00:00;30min;1;1;V;164.050,00;164.840,00;188.590,00;Sim;158,00;790,00;6;158,00;790,00;0,00;0,00;0,00;13d;281,00 +WINJ26;10/12/2025 09:30:00;10/12/2025 10:00:00;30min;1;1;C;165.610,00;165.020,00;188.590,00;No;-118,00;-590,00;7;-118,00;-590,00;0,00;0,00;0,00;1d;163,00 +WINJ26;11/12/2025 10:00:00;11/12/2025 10:30:00;30min;1;1;V;165.040,00;165.615,00;188.590,00;Sim;115,00;575,00;8;115,00;575,00;0,00;0,00;0,00;1d;278,00 +WINJ26;15/12/2025 09:30:00;15/12/2025 10:00:00;30min;1;1;C;169.010,00;168.490,00;188.590,00;No;-104,00;-520,00;9;-104,00;-520,00;0,00;0,00;0,00;3d23h;174,00 +WINJ26;16/12/2025 09:30:00;16/12/2025 10:00:00;30min;1;1;V;167.280,00;166.830,00;188.590,00;Sim;-90,00;-450,00;10;-90,00;-450,00;0,00;0,00;0,00;1d;84,00 +WINJ26;02/01/2026 09:30:00;02/01/2026 10:00:00;30min;1;1;C;167.620,00;168.085,00;188.590,00;Sim;93,00;465,00;11;93,00;465,00;0,00;0,00;0,00;17d;177,00 +WINJ26;14/01/2026 09:30:00;14/01/2026 10:00:00;30min;1;1;C;167.930,00;168.190,00;188.590,00;No;52,00;260,00;12;52,00;260,00;0,00;0,00;0,00;12d;229,00 +WINJ26;20/01/2026 09:30:00;20/01/2026 10:00:00;30min;1;1;V;169.020,00;168.250,00;188.590,00;Sim;-154,00;-770,00;13;-154,00;-770,00;0,00;0,00;0,00;6d;75,00 +WINJ26;21/01/2026 09:30:00;21/01/2026 10:00:00;30min;1;1;C;172.645,00;173.060,00;188.590,00;No;83,00;415,00;14;83,00;415,00;0,00;0,00;0,00;1d;158,00 +WINJ26;13/02/2026 09:30:00;13/02/2026 10:00:00;30min;1;1;V;189.230,00;189.245,00;188.590,00;Sim;3,00;15,00;15;3,00;15,00;0,00;0,00;0,00;23d;161,00 +WINJ26;27/02/2026 09:30:00;27/02/2026 10:00:00;30min;1;1;V;193.625,00;193.420,00;188.590,00;Sim;-41,00;-205,00;16;-41,00;-205,00;0,00;0,00;0,00;14d;120,00 diff --git a/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v33_cm3_rm2_tfcurto4.csv b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v33_cm3_rm2_tfcurto4.csv new file mode 100644 index 0000000..9591095 --- /dev/null +++ b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v33_cm3_rm2_tfcurto4.csv @@ -0,0 +1,25 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 22/08/2025 +Data Final: 04/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;04/11/2025 09:04:00;04/11/2025 10:12:00;1h8min;1;1;V;158.540,00;158.190,00;188.610,00;No;-70,00;-350,00;1;-70,00;-350,00;0,00;0,00;0,00; - ;-70,00 +WINJ26;14/11/2025 09:04:00;14/11/2025 09:16:00;12min;1;1;V;164.840,00;164.640,00;188.610,00;Sim;-40,00;-200,00;2;-40,00;-200,00;0,00;0,00;0,00;10d;-110,00 +WINJ26;18/11/2025 09:04:00;18/11/2025 09:28:00;24min;1;1;V;163.750,00;164.500,00;188.610,00;No;150,00;750,00;3;150,00;750,00;0,00;0,00;0,00;4d;40,00 +WINJ26;21/11/2025 09:04:00;21/11/2025 09:20:00;16min;1;1;V;162.270,00;161.840,00;188.610,00;No;-86,00;-430,00;4;-86,00;-430,00;0,00;0,00;0,00;3d;-46,00 +WINJ26;04/12/2025 09:04:00;04/12/2025 09:20:00;16min;1;1;C;169.500,00;169.990,00;188.610,00;No;98,00;490,00;5;98,00;490,00;0,00;0,00;0,00;13d;52,00 +WINJ26;10/12/2025 09:04:00;10/12/2025 09:32:00;28min;1;1;C;166.295,00;165.600,00;188.610,00;Sim;-139,00;-695,00;6;-139,00;-695,00;0,00;0,00;0,00;6d;-87,00 +WINJ26;17/12/2025 09:04:00;17/12/2025 09:12:00;8min;1;1;V;164.810,00;164.115,00;188.610,00;Sim;-139,00;-695,00;7;-139,00;-695,00;0,00;0,00;0,00;7d;-226,00 +WINJ26;26/12/2025 09:04:00;26/12/2025 09:16:00;12min;1;1;V;166.030,00;165.575,00;188.610,00;Sim;-91,00;-455,00;8;-91,00;-455,00;0,00;0,00;0,00;9d;-317,00 +WINJ26;02/01/2026 09:04:00;02/01/2026 09:16:00;12min;1;1;C;167.890,00;167.705,00;188.610,00;No;-37,00;-185,00;9;-37,00;-185,00;0,00;0,00;0,00;7d;-354,00 +WINJ26;21/01/2026 09:04:00;21/01/2026 09:16:00;12min;1;1;C;171.810,00;172.490,00;188.610,00;No;136,00;680,00;10;136,00;680,00;0,00;0,00;0,00;19d;-218,00 +WINJ26;22/01/2026 09:04:00;22/01/2026 09:16:00;12min;1;1;C;177.350,00;177.725,00;188.610,00;No;75,00;375,00;11;75,00;375,00;0,00;0,00;0,00;1d;-143,00 +WINJ26;26/01/2026 09:04:00;26/01/2026 09:16:00;12min;1;1;C;186.315,00;185.515,00;188.610,00;No;-160,00;-800,00;12;-160,00;-800,00;0,00;0,00;0,00;4d;-303,00 +WINJ26;06/02/2026 09:04:00;06/02/2026 09:16:00;12min;1;1;C;188.150,00;187.410,00;188.610,00;No;-148,00;-740,00;13;-148,00;-740,00;0,00;0,00;0,00;11d;-451,00 +WINJ26;11/02/2026 09:04:00;11/02/2026 09:12:00;8min;1;1;C;191.935,00;191.940,00;188.610,00;No;1,00;5,00;14;1,00;5,00;0,00;0,00;0,00;5d;-450,00 +WINJ26;13/02/2026 09:04:00;13/02/2026 09:16:00;12min;1;1;V;189.915,00;190.265,00;188.610,00;Sim;70,00;350,00;15;70,00;350,00;0,00;0,00;0,00;2d;-380,00 +WINJ26;24/02/2026 09:04:00;24/02/2026 09:16:00;12min;1;1;C;193.115,00;194.010,00;188.610,00;No;179,00;895,00;16;179,00;895,00;0,00;0,00;0,00;11d;-201,00 +WINJ26;27/02/2026 09:04:00;27/02/2026 09:16:00;12min;1;1;V;193.230,00;192.490,00;188.610,00;Sim;-148,00;-740,00;17;-148,00;-740,00;0,00;0,00;0,00;3d;-349,00 +WINJ26;03/03/2026 09:04:00;03/03/2026 09:12:00;8min;1;1;V;187.765,00;187.785,00;188.610,00;No;4,00;20,00;18;4,00;20,00;0,00;0,00;0,00;4d;-345,00 +WINJ26;04/03/2026 09:04:00;04/03/2026 09:16:00;12min;1;1;C;187.590,00;187.590,00;188.610,00;Sim;0;0;19;0;0;0,00;0,00;0,00;1d;-345,00 diff --git a/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v33_cm3_rm2_tfcurto5.csv b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v33_cm3_rm2_tfcurto5.csv new file mode 100644 index 0000000..87f2960 --- /dev/null +++ b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v33_cm3_rm2_tfcurto5.csv @@ -0,0 +1,26 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 22/08/2025 +Data Final: 04/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;04/11/2025 10:00:00;04/11/2025 10:15:00;15min;1;1;V;158.540,00;158.430,00;188.600,00;No;-22,00;-110,00;1;-22,00;-110,00;0,00;0,00;0,00; - ;-22,00 +WINJ26;14/11/2025 09:05:00;14/11/2025 09:20:00;15min;1;1;V;164.730,00;164.640,00;188.600,00;Sim;-18,00;-90,00;2;-18,00;-90,00;0,00;0,00;0,00;9d23h;-40,00 +WINJ26;18/11/2025 09:05:00;18/11/2025 09:30:00;25min;1;1;V;163.750,00;164.400,00;188.600,00;No;130,00;650,00;3;130,00;650,00;0,00;0,00;0,00;4d;90,00 +WINJ26;21/11/2025 09:05:00;21/11/2025 09:20:00;15min;1;1;V;162.270,00;161.840,00;188.600,00;No;-86,00;-430,00;4;-86,00;-430,00;0,00;0,00;0,00;3d;4,00 +WINJ26;04/12/2025 09:05:00;04/12/2025 09:20:00;15min;1;1;C;169.500,00;169.990,00;188.600,00;No;98,00;490,00;5;98,00;490,00;0,00;0,00;0,00;13d;102,00 +WINJ26;09/12/2025 09:05:00;09/12/2025 09:30:00;25min;1;1;V;164.850,00;164.700,00;188.600,00;Sim;-30,00;-150,00;6;-30,00;-150,00;0,00;0,00;0,00;5d;72,00 +WINJ26;10/12/2025 09:10:00;10/12/2025 09:30:00;20min;1;1;C;166.300,00;165.600,00;188.600,00;Sim;-140,00;-700,00;7;-140,00;-700,00;0,00;0,00;0,00;1d;-68,00 +WINJ26;16/12/2025 09:05:00;16/12/2025 09:20:00;15min;1;1;V;166.930,00;167.390,00;188.600,00;Sim;92,00;460,00;8;92,00;460,00;0,00;0,00;0,00;5d23h;24,00 +WINJ26;17/12/2025 09:05:00;17/12/2025 09:15:00;10min;1;1;V;164.820,00;164.115,00;188.600,00;No;-141,00;-705,00;9;-141,00;-705,00;0,00;0,00;0,00;1d;-117,00 +WINJ26;26/12/2025 09:05:00;26/12/2025 09:15:00;10min;1;1;V;165.990,00;165.710,00;188.600,00;Sim;-56,00;-280,00;10;-56,00;-280,00;0,00;0,00;0,00;9d;-173,00 +WINJ26;02/01/2026 09:05:00;02/01/2026 09:20:00;15min;1;1;C;167.920,00;167.720,00;188.600,00;No;-40,00;-200,00;11;-40,00;-200,00;0,00;0,00;0,00;7d;-213,00 +WINJ26;07/01/2026 09:05:00;07/01/2026 09:15:00;10min;1;1;V;169.235,00;169.035,00;188.600,00;Sim;-40,00;-200,00;12;-40,00;-200,00;0,00;0,00;0,00;5d;-253,00 +WINJ26;21/01/2026 09:05:00;21/01/2026 09:20:00;15min;1;1;C;171.995,00;172.535,00;188.600,00;No;108,00;540,00;13;108,00;540,00;0,00;0,00;0,00;14d;-145,00 +WINJ26;06/02/2026 09:05:00;06/02/2026 09:20:00;15min;1;1;C;188.150,00;186.890,00;188.600,00;No;-252,00;-1.260,00;14;-252,00;-1.260,00;0,00;0,00;0,00;16d;-397,00 +WINJ26;11/02/2026 09:05:00;11/02/2026 09:15:00;10min;1;1;C;191.970,00;191.860,00;188.600,00;No;-22,00;-110,00;15;-22,00;-110,00;0,00;0,00;0,00;5d;-419,00 +WINJ26;13/02/2026 09:05:00;13/02/2026 09:20:00;15min;1;1;V;189.270,00;190.295,00;188.600,00;Sim;205,00;1.025,00;16;205,00;1.025,00;0,00;0,00;0,00;2d;-214,00 +WINJ26;24/02/2026 09:05:00;24/02/2026 09:20:00;15min;1;1;C;193.080,00;193.750,00;188.600,00;No;134,00;670,00;17;134,00;670,00;0,00;0,00;0,00;11d;-80,00 +WINJ26;27/02/2026 09:05:00;27/02/2026 09:15:00;10min;1;1;V;193.045,00;192.480,00;188.600,00;Sim;-113,00;-565,00;18;-113,00;-565,00;0,00;0,00;0,00;3d;-193,00 +WINJ26;03/03/2026 09:05:00;03/03/2026 09:20:00;15min;1;1;V;188.040,00;187.890,00;188.600,00;No;-30,00;-150,00;19;-30,00;-150,00;0,00;0,00;0,00;4d;-223,00 +WINJ26;04/03/2026 09:05:00;04/03/2026 09:20:00;15min;1;1;C;187.630,00;187.315,00;188.600,00;Sim;-63,00;-315,00;20;-63,00;-315,00;0,00;0,00;0,00;1d;-286,00 diff --git a/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v33_cm3_rm2_tfcurto60.csv b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v33_cm3_rm2_tfcurto60.csv new file mode 100644 index 0000000..0c7c545 --- /dev/null +++ b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v33_cm3_rm2_tfcurto60.csv @@ -0,0 +1,30 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 22/08/2025 +Data Final: 04/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;28/08/2025 10:00:00;29/08/2025 09:00:00;23h;1;1;C;151.460,00;152.000,00;188.615,00;No;108,00;540,00;1;108,00;540,00;0,00;0,00;0,00; - ;108,00 +WINJ26;05/09/2025 10:00:00;05/09/2025 11:00:00;1h;1;1;C;153.400,00;153.400,00;188.615,00;No;0;0;2;0;0;0,00;0,00;0,00;8d;108,00 +WINJ26;10/09/2025 10:00:00;11/09/2025 09:00:00;23h;1;1;C;152.360,00;153.490,00;188.615,00;Sim;226,00;1.130,00;3;226,00;1.130,00;0,00;0,00;0,00;5d;334,00 +WINJ26;25/09/2025 10:00:00;25/09/2025 11:00:00;1h;1;1;V;155.750,00;156.240,00;188.615,00;No;98,00;490,00;4;98,00;490,00;0,00;0,00;0,00;15d;432,00 +WINJ26;29/09/2025 10:00:00;29/09/2025 11:00:00;1h;1;1;C;157.260,00;156.600,00;188.615,00;No;-132,00;-660,00;5;-132,00;-660,00;0,00;0,00;0,00;4d;300,00 +WINJ26;01/10/2025 10:00:00;01/10/2025 11:00:00;1h;1;1;C;156.750,00;156.000,00;188.615,00;Sim;-150,00;-750,00;6;-150,00;-750,00;0,00;0,00;0,00;2d;150,00 +WINJ26;17/10/2025 10:00:00;17/10/2025 11:00:00;1h;1;1;V;151.375,00;150.800,00;188.615,00;No;-115,00;-575,00;7;-115,00;-575,00;0,00;0,00;0,00;16d;35,00 +WINJ26;24/10/2025 10:00:00;24/10/2025 11:00:00;1h;1;1;C;155.710,00;154.990,00;188.615,00;Sim;-144,00;-720,00;8;-144,00;-720,00;0,00;0,00;0,00;7d;-109,00 +WINJ26;03/11/2025 11:00:00;03/11/2025 12:00:00;1h;1;1;C;158.615,00;158.990,00;188.615,00;No;75,00;375,00;9;75,00;375,00;0,00;0,00;0,00;10d1h;-34,00 +WINJ26;18/11/2025 10:00:00;18/11/2025 11:00:00;1h;1;1;V;164.500,00;163.970,00;188.615,00;Sim;-106,00;-530,00;10;-106,00;-530,00;0,00;0,00;0,00;14d23h;-140,00 +WINJ26;26/11/2025 10:00:00;26/11/2025 11:00:00;1h;1;1;C;164.260,00;165.290,00;188.615,00;No;206,00;1.030,00;11;206,00;1.030,00;0,00;0,00;0,00;8d;66,00 +WINJ26;04/12/2025 10:00:00;04/12/2025 11:00:00;1h;1;1;C;170.095,00;171.240,00;188.615,00;No;229,00;1.145,00;12;229,00;1.145,00;0,00;0,00;0,00;8d;295,00 +WINJ26;09/12/2025 10:00:00;09/12/2025 11:00:00;1h;1;1;V;163.160,00;164.040,00;188.615,00;Sim;176,00;880,00;13;176,00;880,00;0,00;0,00;0,00;5d;471,00 +WINJ26;11/12/2025 10:00:00;11/12/2025 11:00:00;1h;1;1;V;165.510,00;165.605,00;188.615,00;Sim;19,00;95,00;14;19,00;95,00;0,00;0,00;0,00;2d;490,00 +WINJ26;15/12/2025 10:00:00;15/12/2025 11:00:00;1h;1;1;C;168.510,00;169.320,00;188.615,00;Sim;162,00;810,00;15;162,00;810,00;0,00;0,00;0,00;4d;652,00 +WINJ26;16/12/2025 10:00:00;16/12/2025 11:00:00;1h;1;1;V;167.010,00;167.260,00;188.615,00;Sim;50,00;250,00;16;50,00;250,00;0,00;0,00;0,00;1d;702,00 +WINJ26;30/12/2025 10:00:00;30/12/2025 11:00:00;1h;1;1;C;167.600,00;167.190,00;188.615,00;Sim;-82,00;-410,00;17;-82,00;-410,00;0,00;0,00;0,00;14d;620,00 +WINJ26;02/01/2026 10:00:00;02/01/2026 11:00:00;1h;1;1;C;168.105,00;166.695,00;188.615,00;No;-282,00;-1.410,00;18;-282,00;-1.410,00;0,00;0,00;0,00;3d;338,00 +WINJ26;14/01/2026 10:00:00;14/01/2026 11:00:00;1h;1;1;C;168.210,00;168.210,00;188.615,00;No;0;0;19;0;0;0,00;0,00;0,00;12d;338,00 +WINJ26;21/01/2026 10:00:00;21/01/2026 11:00:00;1h;1;1;C;173.075,00;173.810,00;188.615,00;No;147,00;735,00;20;147,00;735,00;0,00;0,00;0,00;7d;485,00 +WINJ26;03/02/2026 10:00:00;03/02/2026 11:00:00;1h;1;1;C;189.570,00;190.820,00;188.615,00;No;250,00;1.250,00;21;250,00;1.250,00;0,00;0,00;0,00;13d;735,00 +WINJ26;11/02/2026 10:00:00;11/02/2026 11:00:00;1h;1;1;C;192.245,00;192.550,00;188.615,00;No;61,00;305,00;22;61,00;305,00;0,00;0,00;0,00;8d;796,00 +WINJ26;13/02/2026 10:00:00;13/02/2026 11:00:00;1h;1;1;V;188.955,00;189.210,00;188.615,00;Sim;51,00;255,00;23;51,00;255,00;0,00;0,00;0,00;2d;847,00 +WINJ26;03/03/2026 10:00:00;03/03/2026 11:00:00;1h;1;1;V;185.620,00;187.255,00;188.615,00;No;327,00;1.635,00;24;327,00;1.635,00;0,00;0,00;0,00;18d;1.174,00 diff --git a/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v34_cm1_rm3_tfcurto1.csv b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v34_cm1_rm3_tfcurto1.csv new file mode 100644 index 0000000..282a2dd --- /dev/null +++ b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v34_cm1_rm3_tfcurto1.csv @@ -0,0 +1,14 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 02/02/2026 +Data Final: 04/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;03/02/2026 09:01:00;03/02/2026 09:05:00;4min;1;1;C;188.460,00;188.565,00;188.690,00;No;21,00;105,00;1;21,00;105,00;0,00;0,00;0,00; - ;21,00 +WINJ26;04/02/2026 09:01:00;04/02/2026 09:03:00;2min;1;1;C;191.040,00;190.390,00;188.690,00;No;-130,00;-650,00;2;-130,00;-650,00;0,00;0,00;0,00;1d;-109,00 +WINJ26;06/02/2026 09:01:00;06/02/2026 09:03:00;2min;1;1;C;187.790,00;187.900,00;188.690,00;Sim;22,00;110,00;3;22,00;110,00;0,00;0,00;0,00;2d;-87,00 +WINJ26;11/02/2026 09:01:00;11/02/2026 09:05:00;4min;1;1;C;191.000,00;191.950,00;188.690,00;No;190,00;950,00;4;190,00;950,00;0,00;0,00;0,00;5d;103,00 +WINJ26;12/02/2026 09:01:00;12/02/2026 09:03:00;2min;1;1;C;194.970,00;193.740,00;188.690,00;No;-246,00;-1.230,00;5;-246,00;-1.230,00;0,00;0,00;0,00;1d;-143,00 +WINJ26;13/02/2026 09:01:00;13/02/2026 09:05:00;4min;1;1;V;190.315,00;191.075,00;188.690,00;No;152,00;760,00;6;152,00;760,00;0,00;0,00;0,00;1d;9,00 +WINJ26;25/02/2026 09:01:00;25/02/2026 09:03:00;2min;1;1;C;197.070,00;196.180,00;188.690,00;No;-178,00;-890,00;7;-178,00;-890,00;0,00;0,00;0,00;12d;-169,00 +WINJ26;27/02/2026 09:01:00;27/02/2026 09:05:00;4min;1;1;V;192.500,00;193.920,00;188.690,00;Sim;284,00;1.420,00;8;284,00;1.420,00;0,00;0,00;0,00;2d;115,00 diff --git a/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v34_cm1_rm3_tfcurto15.csv b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v34_cm1_rm3_tfcurto15.csv new file mode 100644 index 0000000..5f13be7 --- /dev/null +++ b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v34_cm1_rm3_tfcurto15.csv @@ -0,0 +1,29 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 22/08/2025 +Data Final: 04/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;23/10/2025 09:15:00;23/10/2025 09:30:00;15min;1;1;C;154.500,00;154.700,00;188.690,00;No;40,00;200,00;1;40,00;200,00;0,00;0,00;0,00; - ;40,00 +WINJ26;04/11/2025 10:00:00;04/11/2025 10:15:00;15min;1;1;V;158.550,00;158.430,00;188.690,00;No;-24,00;-120,00;2;-24,00;-120,00;0,00;0,00;0,00;12d;16,00 +WINJ26;14/11/2025 09:15:00;14/11/2025 09:30:00;15min;1;1;V;164.915,00;164.770,00;188.690,00;Sim;-29,00;-145,00;3;-29,00;-145,00;0,00;0,00;0,00;9d23h;-13,00 +WINJ26;18/11/2025 09:15:00;18/11/2025 09:30:00;15min;1;1;V;163.750,00;164.000,00;188.690,00;No;50,00;250,00;4;50,00;250,00;0,00;0,00;0,00;4d;37,00 +WINJ26;26/11/2025 09:15:00;26/11/2025 09:30:00;15min;1;1;C;164.085,00;164.100,00;188.690,00;No;3,00;15,00;5;3,00;15,00;0,00;0,00;0,00;8d;40,00 +WINJ26;04/12/2025 09:15:00;04/12/2025 09:30:00;15min;1;1;C;169.815,00;170.000,00;188.690,00;No;37,00;185,00;6;37,00;185,00;0,00;0,00;0,00;8d;77,00 +WINJ26;09/12/2025 09:15:00;09/12/2025 09:30:00;15min;1;1;V;164.850,00;164.655,00;188.690,00;Sim;-39,00;-195,00;7;-39,00;-195,00;0,00;0,00;0,00;5d;38,00 +WINJ26;10/12/2025 09:15:00;10/12/2025 09:30:00;15min;1;1;C;166.330,00;165.600,00;188.690,00;Sim;-146,00;-730,00;8;-146,00;-730,00;0,00;0,00;0,00;1d;-108,00 +WINJ26;11/12/2025 10:00:00;11/12/2025 10:30:00;30min;1;1;V;165.040,00;165.615,00;188.690,00;Sim;115,00;575,00;9;115,00;575,00;0,00;0,00;0,00;1d;7,00 +WINJ26;15/12/2025 09:15:00;15/12/2025 09:30:00;15min;1;1;C;168.740,00;169.000,00;188.690,00;No;52,00;260,00;10;52,00;260,00;0,00;0,00;0,00;3d23h;59,00 +WINJ26;16/12/2025 09:15:00;16/12/2025 09:30:00;15min;1;1;V;166.850,00;166.950,00;188.690,00;Sim;20,00;100,00;11;20,00;100,00;0,00;0,00;0,00;1d;79,00 +WINJ26;23/12/2025 09:15:00;23/12/2025 09:30:00;15min;1;1;C;164.810,00;164.890,00;188.690,00;Sim;16,00;80,00;12;16,00;80,00;0,00;0,00;0,00;7d;95,00 +WINJ26;30/12/2025 09:15:00;30/12/2025 09:30:00;15min;1;1;C;167.410,00;167.510,00;188.690,00;No;20,00;100,00;13;20,00;100,00;0,00;0,00;0,00;7d;115,00 +WINJ26;02/01/2026 09:15:00;02/01/2026 09:30:00;15min;1;1;C;167.725,00;167.600,00;188.690,00;No;-25,00;-125,00;14;-25,00;-125,00;0,00;0,00;0,00;3d;90,00 +WINJ26;14/01/2026 09:15:00;14/01/2026 09:30:00;15min;1;1;C;167.745,00;167.915,00;188.690,00;No;34,00;170,00;15;34,00;170,00;0,00;0,00;0,00;12d;124,00 +WINJ26;20/01/2026 09:15:00;20/01/2026 09:30:00;15min;1;1;V;168.270,00;168.475,00;188.690,00;Sim;41,00;205,00;16;41,00;205,00;0,00;0,00;0,00;6d;165,00 +WINJ26;21/01/2026 09:15:00;21/01/2026 09:30:00;15min;1;1;C;172.590,00;172.625,00;188.690,00;No;7,00;35,00;17;7,00;35,00;0,00;0,00;0,00;1d;172,00 +WINJ26;03/02/2026 09:15:00;03/02/2026 09:30:00;15min;1;1;C;188.980,00;189.050,00;188.690,00;No;14,00;70,00;18;14,00;70,00;0,00;0,00;0,00;13d;186,00 +WINJ26;11/02/2026 09:15:00;11/02/2026 09:30:00;15min;1;1;C;191.880,00;191.530,00;188.690,00;No;-70,00;-350,00;19;-70,00;-350,00;0,00;0,00;0,00;8d;116,00 +WINJ26;13/02/2026 09:15:00;13/02/2026 09:30:00;15min;1;1;V;189.265,00;189.775,00;188.690,00;Sim;102,00;510,00;20;102,00;510,00;0,00;0,00;0,00;2d;218,00 +WINJ26;24/02/2026 09:15:00;24/02/2026 09:30:00;15min;1;1;C;194.175,00;193.230,00;188.690,00;No;-189,00;-945,00;21;-189,00;-945,00;0,00;0,00;0,00;11d;29,00 +WINJ26;27/02/2026 09:15:00;27/02/2026 09:30:00;15min;1;1;V;193.440,00;193.025,00;188.690,00;Sim;-83,00;-415,00;22;-83,00;-415,00;0,00;0,00;0,00;3d;-54,00 +WINJ26;04/03/2026 09:15:00;04/03/2026 09:30:00;15min;1;1;C;187.670,00;187.330,00;188.690,00;Sim;-68,00;-340,00;23;-68,00;-340,00;0,00;0,00;0,00;5d;-122,00 diff --git a/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v34_cm1_rm3_tfcurto3.csv b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v34_cm1_rm3_tfcurto3.csv new file mode 100644 index 0000000..e21fcd5 --- /dev/null +++ b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v34_cm1_rm3_tfcurto3.csv @@ -0,0 +1,27 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 24/10/2025 +Data Final: 04/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;04/11/2025 09:03:00;04/11/2025 10:15:00;1h12min;1;1;V;158.540,00;158.190,00;188.710,00;No;-70,00;-350,00;1;-70,00;-350,00;0,00;0,00;0,00; - ;-70,00 +WINJ26;05/11/2025 09:09:00;05/11/2025 10:24:00;1h15min;1;1;C;158.950,00;158.820,00;188.710,00;No;-26,00;-130,00;2;-26,00;-130,00;0,00;0,00;0,00;1d;-96,00 +WINJ26;14/11/2025 09:03:00;14/11/2025 09:15:00;12min;1;1;V;164.790,00;164.740,00;188.710,00;Sim;-10,00;-50,00;3;-10,00;-50,00;0,00;0,00;0,00;8d23h;-106,00 +WINJ26;18/11/2025 09:03:00;18/11/2025 09:30:00;27min;1;1;V;163.750,00;164.510,00;188.710,00;No;152,00;760,00;4;152,00;760,00;0,00;0,00;0,00;4d;46,00 +WINJ26;21/11/2025 09:06:00;21/11/2025 09:15:00;9min;1;1;V;162.260,00;161.840,00;188.710,00;No;-84,00;-420,00;5;-84,00;-420,00;0,00;0,00;0,00;3d;-38,00 +WINJ26;04/12/2025 09:06:00;04/12/2025 09:18:00;12min;1;1;C;169.500,00;170.000,00;188.710,00;No;100,00;500,00;6;100,00;500,00;0,00;0,00;0,00;13d;62,00 +WINJ26;16/12/2025 09:03:00;16/12/2025 09:15:00;12min;1;1;V;166.960,00;168.490,00;188.710,00;Sim;306,00;1.530,00;7;306,00;1.530,00;0,00;0,00;0,00;11d23h;368,00 +WINJ26;17/12/2025 09:06:00;17/12/2025 09:12:00;6min;1;1;V;164.800,00;164.115,00;188.710,00;No;-137,00;-685,00;8;-137,00;-685,00;0,00;0,00;0,00;1d;231,00 +WINJ26;26/12/2025 09:03:00;26/12/2025 09:09:00;6min;1;1;V;165.895,00;165.690,00;188.710,00;Sim;-41,00;-205,00;9;-41,00;-205,00;0,00;0,00;0,00;8d23h;190,00 +WINJ26;29/12/2025 09:03:00;29/12/2025 09:12:00;9min;1;1;C;167.305,00;167.315,00;188.710,00;Sim;2,00;10,00;10;2,00;10,00;0,00;0,00;0,00;3d;192,00 +WINJ26;30/12/2025 09:03:00;30/12/2025 09:15:00;12min;1;1;C;166.845,00;167.390,00;188.710,00;Sim;109,00;545,00;11;109,00;545,00;0,00;0,00;0,00;1d;301,00 +WINJ26;02/01/2026 09:03:00;02/01/2026 09:09:00;6min;1;1;C;167.955,00;167.685,00;188.710,00;No;-54,00;-270,00;12;-54,00;-270,00;0,00;0,00;0,00;3d;247,00 +WINJ26;21/01/2026 09:03:00;21/01/2026 09:15:00;12min;1;1;C;171.825,00;172.570,00;188.710,00;No;149,00;745,00;13;149,00;745,00;0,00;0,00;0,00;19d;396,00 +WINJ26;26/01/2026 09:03:00;26/01/2026 09:15:00;12min;1;1;C;185.625,00;185.765,00;188.710,00;No;28,00;140,00;14;28,00;140,00;0,00;0,00;0,00;5d;424,00 +WINJ26;27/01/2026 09:03:00;27/01/2026 09:09:00;6min;1;1;C;185.395,00;185.305,00;188.710,00;Sim;-18,00;-90,00;15;-18,00;-90,00;0,00;0,00;0,00;1d;406,00 +WINJ26;29/01/2026 09:03:00;29/01/2026 09:09:00;6min;1;1;C;192.105,00;191.990,00;188.710,00;No;-23,00;-115,00;16;-23,00;-115,00;0,00;0,00;0,00;2d;383,00 +WINJ26;11/02/2026 09:03:00;11/02/2026 09:15:00;12min;1;1;C;191.680,00;191.860,00;188.710,00;Sim;36,00;180,00;17;36,00;180,00;0,00;0,00;0,00;13d;419,00 +WINJ26;13/02/2026 09:03:00;13/02/2026 09:09:00;6min;1;1;V;190.095,00;190.320,00;188.710,00;Sim;45,00;225,00;18;45,00;225,00;0,00;0,00;0,00;2d;464,00 +WINJ26;24/02/2026 09:03:00;24/02/2026 09:15:00;12min;1;1;C;193.145,00;194.155,00;188.710,00;No;202,00;1.010,00;19;202,00;1.010,00;0,00;0,00;0,00;11d;666,00 +WINJ26;27/02/2026 09:03:00;27/02/2026 09:15:00;12min;1;1;V;193.045,00;193.215,00;188.710,00;Sim;34,00;170,00;20;34,00;170,00;0,00;0,00;0,00;3d;700,00 +WINJ26;04/03/2026 09:03:00;04/03/2026 09:09:00;6min;1;1;C;187.565,00;187.335,00;188.710,00;Sim;-46,00;-230,00;21;-46,00;-230,00;0,00;0,00;0,00;5d;654,00 diff --git a/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v34_cm1_rm3_tfcurto30.csv b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v34_cm1_rm3_tfcurto30.csv new file mode 100644 index 0000000..e8f5ffa --- /dev/null +++ b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v34_cm1_rm3_tfcurto30.csv @@ -0,0 +1,24 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 22/08/2025 +Data Final: 04/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;28/08/2025 10:00:00;28/08/2025 10:30:00;30min;1;1;C;151.460,00;151.750,00;188.675,00;No;58,00;290,00;1;58,00;290,00;0,00;0,00;0,00; - ;58,00 +WINJ26;29/09/2025 09:30:00;29/09/2025 10:00:00;30min;1;1;C;156.710,00;157.250,00;188.675,00;No;108,00;540,00;2;108,00;540,00;0,00;0,00;0,00;1m23h;166,00 +WINJ26;03/11/2025 09:30:00;03/11/2025 11:00:00;1h30min;1;1;C;158.710,00;158.605,00;188.675,00;No;-21,00;-105,00;3;-21,00;-105,00;0,00;0,00;0,00;1m4d;145,00 +WINJ26;18/11/2025 09:30:00;18/11/2025 10:00:00;30min;1;1;V;163.980,00;163.740,00;188.675,00;No;-48,00;-240,00;4;-48,00;-240,00;0,00;0,00;0,00;15d;97,00 +WINJ26;26/11/2025 09:30:00;26/11/2025 10:00:00;30min;1;1;C;164.110,00;164.240,00;188.675,00;No;26,00;130,00;5;26,00;130,00;0,00;0,00;0,00;8d;123,00 +WINJ26;09/12/2025 09:30:00;09/12/2025 10:00:00;30min;1;1;V;164.050,00;164.840,00;188.675,00;Sim;158,00;790,00;6;158,00;790,00;0,00;0,00;0,00;13d;281,00 +WINJ26;10/12/2025 09:30:00;10/12/2025 10:00:00;30min;1;1;C;165.610,00;165.020,00;188.675,00;No;-118,00;-590,00;7;-118,00;-590,00;0,00;0,00;0,00;1d;163,00 +WINJ26;11/12/2025 10:00:00;11/12/2025 10:30:00;30min;1;1;V;165.040,00;165.615,00;188.675,00;Sim;115,00;575,00;8;115,00;575,00;0,00;0,00;0,00;1d;278,00 +WINJ26;15/12/2025 09:30:00;15/12/2025 10:00:00;30min;1;1;C;169.010,00;168.490,00;188.675,00;No;-104,00;-520,00;9;-104,00;-520,00;0,00;0,00;0,00;3d23h;174,00 +WINJ26;16/12/2025 09:30:00;16/12/2025 10:00:00;30min;1;1;V;167.280,00;166.830,00;188.675,00;Sim;-90,00;-450,00;10;-90,00;-450,00;0,00;0,00;0,00;1d;84,00 +WINJ26;23/12/2025 09:30:00;23/12/2025 10:00:00;30min;1;1;C;164.910,00;165.015,00;188.675,00;Sim;21,00;105,00;11;21,00;105,00;0,00;0,00;0,00;7d;105,00 +WINJ26;30/12/2025 09:30:00;30/12/2025 10:00:00;30min;1;1;C;167.530,00;167.580,00;188.675,00;No;10,00;50,00;12;10,00;50,00;0,00;0,00;0,00;7d;115,00 +WINJ26;02/01/2026 09:30:00;02/01/2026 10:00:00;30min;1;1;C;167.620,00;168.085,00;188.675,00;No;93,00;465,00;13;93,00;465,00;0,00;0,00;0,00;3d;208,00 +WINJ26;14/01/2026 09:30:00;14/01/2026 10:00:00;30min;1;1;C;167.930,00;168.190,00;188.675,00;No;52,00;260,00;14;52,00;260,00;0,00;0,00;0,00;12d;260,00 +WINJ26;20/01/2026 09:30:00;20/01/2026 10:00:00;30min;1;1;V;169.020,00;168.250,00;188.675,00;Sim;-154,00;-770,00;15;-154,00;-770,00;0,00;0,00;0,00;6d;106,00 +WINJ26;21/01/2026 09:30:00;21/01/2026 10:00:00;30min;1;1;C;172.645,00;173.060,00;188.675,00;No;83,00;415,00;16;83,00;415,00;0,00;0,00;0,00;1d;189,00 +WINJ26;13/02/2026 09:30:00;13/02/2026 10:00:00;30min;1;1;V;189.230,00;189.245,00;188.675,00;Sim;3,00;15,00;17;3,00;15,00;0,00;0,00;0,00;23d;192,00 +WINJ26;27/02/2026 09:30:00;27/02/2026 10:00:00;30min;1;1;V;193.625,00;193.420,00;188.675,00;Sim;-41,00;-205,00;18;-41,00;-205,00;0,00;0,00;0,00;14d;151,00 diff --git a/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v34_cm1_rm3_tfcurto4.csv b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v34_cm1_rm3_tfcurto4.csv new file mode 100644 index 0000000..13d27c6 --- /dev/null +++ b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v34_cm1_rm3_tfcurto4.csv @@ -0,0 +1,25 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 22/08/2025 +Data Final: 04/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;04/11/2025 09:04:00;04/11/2025 10:12:00;1h8min;1;1;V;158.540,00;158.190,00;188.660,00;No;-70,00;-350,00;1;-70,00;-350,00;0,00;0,00;0,00; - ;-70,00 +WINJ26;14/11/2025 09:04:00;14/11/2025 09:16:00;12min;1;1;V;164.840,00;164.640,00;188.660,00;Sim;-40,00;-200,00;2;-40,00;-200,00;0,00;0,00;0,00;10d;-110,00 +WINJ26;18/11/2025 09:04:00;18/11/2025 09:28:00;24min;1;1;V;163.750,00;164.500,00;188.660,00;No;150,00;750,00;3;150,00;750,00;0,00;0,00;0,00;4d;40,00 +WINJ26;21/11/2025 09:04:00;21/11/2025 09:16:00;12min;1;1;V;162.270,00;161.840,00;188.660,00;No;-86,00;-430,00;4;-86,00;-430,00;0,00;0,00;0,00;3d;-46,00 +WINJ26;04/12/2025 09:04:00;04/12/2025 09:20:00;16min;1;1;C;169.500,00;169.990,00;188.660,00;No;98,00;490,00;5;98,00;490,00;0,00;0,00;0,00;13d;52,00 +WINJ26;10/12/2025 09:04:00;10/12/2025 09:32:00;28min;1;1;C;166.295,00;165.600,00;188.660,00;Sim;-139,00;-695,00;6;-139,00;-695,00;0,00;0,00;0,00;6d;-87,00 +WINJ26;17/12/2025 09:04:00;17/12/2025 09:12:00;8min;1;1;V;164.810,00;164.115,00;188.660,00;Sim;-139,00;-695,00;7;-139,00;-695,00;0,00;0,00;0,00;7d;-226,00 +WINJ26;26/12/2025 09:04:00;26/12/2025 09:12:00;8min;1;1;V;165.835,00;165.575,00;188.660,00;Sim;-52,00;-260,00;8;-52,00;-260,00;0,00;0,00;0,00;9d;-278,00 +WINJ26;02/01/2026 09:04:00;02/01/2026 09:12:00;8min;1;1;C;167.890,00;167.505,00;188.660,00;No;-77,00;-385,00;9;-77,00;-385,00;0,00;0,00;0,00;7d;-355,00 +WINJ26;21/01/2026 09:04:00;21/01/2026 09:16:00;12min;1;1;C;171.810,00;172.490,00;188.660,00;No;136,00;680,00;10;136,00;680,00;0,00;0,00;0,00;19d;-219,00 +WINJ26;22/01/2026 09:04:00;22/01/2026 09:12:00;8min;1;1;C;177.350,00;177.445,00;188.660,00;No;19,00;95,00;11;19,00;95,00;0,00;0,00;0,00;1d;-200,00 +WINJ26;26/01/2026 09:04:00;26/01/2026 09:12:00;8min;1;1;C;186.315,00;185.845,00;188.660,00;No;-94,00;-470,00;12;-94,00;-470,00;0,00;0,00;0,00;4d;-294,00 +WINJ26;06/02/2026 09:04:00;06/02/2026 09:12:00;8min;1;1;C;188.150,00;187.630,00;188.660,00;No;-104,00;-520,00;13;-104,00;-520,00;0,00;0,00;0,00;11d;-398,00 +WINJ26;11/02/2026 09:04:00;11/02/2026 09:16:00;12min;1;1;C;191.935,00;191.800,00;188.660,00;No;-27,00;-135,00;14;-27,00;-135,00;0,00;0,00;0,00;5d;-425,00 +WINJ26;13/02/2026 09:04:00;13/02/2026 09:16:00;12min;1;1;V;189.915,00;190.265,00;188.660,00;Sim;70,00;350,00;15;70,00;350,00;0,00;0,00;0,00;2d;-355,00 +WINJ26;24/02/2026 09:04:00;24/02/2026 09:16:00;12min;1;1;C;193.115,00;194.010,00;188.660,00;No;179,00;895,00;16;179,00;895,00;0,00;0,00;0,00;11d;-176,00 +WINJ26;27/02/2026 09:04:00;27/02/2026 09:12:00;8min;1;1;V;192.665,00;192.490,00;188.660,00;Sim;-35,00;-175,00;17;-35,00;-175,00;0,00;0,00;0,00;3d;-211,00 +WINJ26;03/03/2026 09:04:00;03/03/2026 09:12:00;8min;1;1;V;187.765,00;187.785,00;188.660,00;No;4,00;20,00;18;4,00;20,00;0,00;0,00;0,00;4d;-207,00 +WINJ26;04/03/2026 09:04:00;04/03/2026 09:12:00;8min;1;1;C;187.590,00;187.445,00;188.660,00;Sim;-29,00;-145,00;19;-29,00;-145,00;0,00;0,00;0,00;1d;-236,00 diff --git a/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v34_cm1_rm3_tfcurto5.csv b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v34_cm1_rm3_tfcurto5.csv new file mode 100644 index 0000000..d071208 --- /dev/null +++ b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v34_cm1_rm3_tfcurto5.csv @@ -0,0 +1,26 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 22/08/2025 +Data Final: 04/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;04/11/2025 10:00:00;04/11/2025 10:15:00;15min;1;1;V;158.540,00;158.430,00;188.700,00;No;-22,00;-110,00;1;-22,00;-110,00;0,00;0,00;0,00; - ;-22,00 +WINJ26;14/11/2025 09:05:00;14/11/2025 09:15:00;10min;1;1;V;164.790,00;164.640,00;188.700,00;Sim;-30,00;-150,00;2;-30,00;-150,00;0,00;0,00;0,00;9d23h;-52,00 +WINJ26;18/11/2025 09:05:00;18/11/2025 09:30:00;25min;1;1;V;163.750,00;164.400,00;188.700,00;No;130,00;650,00;3;130,00;650,00;0,00;0,00;0,00;4d;78,00 +WINJ26;21/11/2025 09:05:00;21/11/2025 09:15:00;10min;1;1;V;162.270,00;161.840,00;188.700,00;No;-86,00;-430,00;4;-86,00;-430,00;0,00;0,00;0,00;3d;-8,00 +WINJ26;04/12/2025 09:05:00;04/12/2025 09:20:00;15min;1;1;C;169.500,00;169.990,00;188.700,00;No;98,00;490,00;5;98,00;490,00;0,00;0,00;0,00;13d;90,00 +WINJ26;09/12/2025 09:05:00;09/12/2025 09:30:00;25min;1;1;V;164.850,00;164.700,00;188.700,00;Sim;-30,00;-150,00;6;-30,00;-150,00;0,00;0,00;0,00;5d;60,00 +WINJ26;10/12/2025 09:10:00;10/12/2025 09:30:00;20min;1;1;C;166.300,00;165.600,00;188.700,00;Sim;-140,00;-700,00;7;-140,00;-700,00;0,00;0,00;0,00;1d;-80,00 +WINJ26;16/12/2025 09:05:00;16/12/2025 09:20:00;15min;1;1;V;166.930,00;167.390,00;188.700,00;Sim;92,00;460,00;8;92,00;460,00;0,00;0,00;0,00;5d23h;12,00 +WINJ26;17/12/2025 09:05:00;17/12/2025 09:15:00;10min;1;1;V;164.820,00;164.115,00;188.700,00;No;-141,00;-705,00;9;-141,00;-705,00;0,00;0,00;0,00;1d;-129,00 +WINJ26;26/12/2025 09:05:00;26/12/2025 09:15:00;10min;1;1;V;165.990,00;165.710,00;188.700,00;Sim;-56,00;-280,00;10;-56,00;-280,00;0,00;0,00;0,00;9d;-185,00 +WINJ26;30/12/2025 09:05:00;30/12/2025 09:20:00;15min;1;1;C;167.080,00;167.450,00;188.700,00;No;74,00;370,00;11;74,00;370,00;0,00;0,00;0,00;4d;-111,00 +WINJ26;02/01/2026 09:05:00;02/01/2026 09:15:00;10min;1;1;C;167.920,00;167.705,00;188.700,00;No;-43,00;-215,00;12;-43,00;-215,00;0,00;0,00;0,00;3d;-154,00 +WINJ26;07/01/2026 09:05:00;07/01/2026 09:15:00;10min;1;1;V;169.235,00;169.035,00;188.700,00;Sim;-40,00;-200,00;13;-40,00;-200,00;0,00;0,00;0,00;5d;-194,00 +WINJ26;21/01/2026 09:05:00;21/01/2026 09:20:00;15min;1;1;C;171.995,00;172.535,00;188.700,00;No;108,00;540,00;14;108,00;540,00;0,00;0,00;0,00;14d;-86,00 +WINJ26;06/02/2026 09:05:00;06/02/2026 09:15:00;10min;1;1;C;188.150,00;187.450,00;188.700,00;No;-140,00;-700,00;15;-140,00;-700,00;0,00;0,00;0,00;16d;-226,00 +WINJ26;11/02/2026 09:05:00;11/02/2026 09:15:00;10min;1;1;C;191.970,00;191.860,00;188.700,00;No;-22,00;-110,00;16;-22,00;-110,00;0,00;0,00;0,00;5d;-248,00 +WINJ26;13/02/2026 09:05:00;13/02/2026 09:20:00;15min;1;1;V;189.270,00;190.295,00;188.700,00;Sim;205,00;1.025,00;17;205,00;1.025,00;0,00;0,00;0,00;2d;-43,00 +WINJ26;27/02/2026 09:05:00;27/02/2026 09:15:00;10min;1;1;V;193.045,00;192.480,00;188.700,00;Sim;-113,00;-565,00;18;-113,00;-565,00;0,00;0,00;0,00;14d;-156,00 +WINJ26;03/03/2026 09:05:00;03/03/2026 09:15:00;10min;1;1;V;188.135,00;187.890,00;188.700,00;No;-49,00;-245,00;19;-49,00;-245,00;0,00;0,00;0,00;4d;-205,00 +WINJ26;04/03/2026 09:05:00;04/03/2026 09:15:00;10min;1;1;C;187.630,00;187.650,00;188.700,00;Sim;4,00;20,00;20;4,00;20,00;0,00;0,00;0,00;1d;-201,00 diff --git a/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v34_cm1_rm3_tfcurto60.csv b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v34_cm1_rm3_tfcurto60.csv new file mode 100644 index 0000000..dbfb7d3 --- /dev/null +++ b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v34_cm1_rm3_tfcurto60.csv @@ -0,0 +1,31 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 22/08/2025 +Data Final: 04/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;28/08/2025 10:00:00;29/08/2025 09:00:00;23h;1;1;C;151.460,00;152.000,00;188.680,00;No;108,00;540,00;1;108,00;540,00;0,00;0,00;0,00; - ;108,00 +WINJ26;05/09/2025 10:00:00;05/09/2025 11:00:00;1h;1;1;C;153.400,00;153.400,00;188.680,00;No;0;0;2;0;0;0,00;0,00;0,00;8d;108,00 +WINJ26;10/09/2025 10:00:00;11/09/2025 09:00:00;23h;1;1;C;152.360,00;153.490,00;188.680,00;Sim;226,00;1.130,00;3;226,00;1.130,00;0,00;0,00;0,00;5d;334,00 +WINJ26;29/09/2025 10:00:00;29/09/2025 11:00:00;1h;1;1;C;157.260,00;156.600,00;188.680,00;No;-132,00;-660,00;4;-132,00;-660,00;0,00;0,00;0,00;19d;202,00 +WINJ26;01/10/2025 10:00:00;01/10/2025 11:00:00;1h;1;1;C;156.750,00;156.000,00;188.680,00;Sim;-150,00;-750,00;5;-150,00;-750,00;0,00;0,00;0,00;2d;52,00 +WINJ26;15/10/2025 10:00:00;15/10/2025 11:00:00;1h;1;1;V;151.200,00;150.095,00;188.680,00;No;-221,00;-1.105,00;6;-221,00;-1.105,00;0,00;0,00;0,00;14d;-169,00 +WINJ26;17/10/2025 10:00:00;17/10/2025 11:00:00;1h;1;1;V;151.375,00;150.800,00;188.680,00;Sim;-115,00;-575,00;7;-115,00;-575,00;0,00;0,00;0,00;2d;-284,00 +WINJ26;24/10/2025 10:00:00;24/10/2025 11:00:00;1h;1;1;C;155.710,00;154.990,00;188.680,00;Sim;-144,00;-720,00;8;-144,00;-720,00;0,00;0,00;0,00;7d;-428,00 +WINJ26;03/11/2025 11:00:00;03/11/2025 12:00:00;1h;1;1;C;158.615,00;158.990,00;188.680,00;No;75,00;375,00;9;75,00;375,00;0,00;0,00;0,00;10d1h;-353,00 +WINJ26;18/11/2025 10:00:00;18/11/2025 11:00:00;1h;1;1;V;164.500,00;163.970,00;188.680,00;Sim;-106,00;-530,00;10;-106,00;-530,00;0,00;0,00;0,00;14d23h;-459,00 +WINJ26;26/11/2025 10:00:00;26/11/2025 11:00:00;1h;1;1;C;164.260,00;165.290,00;188.680,00;No;206,00;1.030,00;11;206,00;1.030,00;0,00;0,00;0,00;8d;-253,00 +WINJ26;04/12/2025 10:00:00;04/12/2025 11:00:00;1h;1;1;C;170.095,00;171.240,00;188.680,00;No;229,00;1.145,00;12;229,00;1.145,00;0,00;0,00;0,00;8d;-24,00 +WINJ26;09/12/2025 10:00:00;09/12/2025 11:00:00;1h;1;1;V;163.160,00;164.040,00;188.680,00;Sim;176,00;880,00;13;176,00;880,00;0,00;0,00;0,00;5d;152,00 +WINJ26;11/12/2025 10:00:00;11/12/2025 11:00:00;1h;1;1;V;165.510,00;165.605,00;188.680,00;Sim;19,00;95,00;14;19,00;95,00;0,00;0,00;0,00;2d;171,00 +WINJ26;15/12/2025 10:00:00;15/12/2025 11:00:00;1h;1;1;C;168.510,00;169.320,00;188.680,00;Sim;162,00;810,00;15;162,00;810,00;0,00;0,00;0,00;4d;333,00 +WINJ26;16/12/2025 10:00:00;16/12/2025 11:00:00;1h;1;1;V;167.010,00;167.260,00;188.680,00;Sim;50,00;250,00;16;50,00;250,00;0,00;0,00;0,00;1d;383,00 +WINJ26;30/12/2025 10:00:00;30/12/2025 11:00:00;1h;1;1;C;167.600,00;167.190,00;188.680,00;Sim;-82,00;-410,00;17;-82,00;-410,00;0,00;0,00;0,00;14d;301,00 +WINJ26;02/01/2026 10:00:00;02/01/2026 11:00:00;1h;1;1;C;168.105,00;166.695,00;188.680,00;No;-282,00;-1.410,00;18;-282,00;-1.410,00;0,00;0,00;0,00;3d;19,00 +WINJ26;14/01/2026 10:00:00;14/01/2026 11:00:00;1h;1;1;C;168.210,00;168.210,00;188.680,00;No;0;0;19;0;0;0,00;0,00;0,00;12d;19,00 +WINJ26;21/01/2026 10:00:00;21/01/2026 11:00:00;1h;1;1;C;173.075,00;173.810,00;188.680,00;No;147,00;735,00;20;147,00;735,00;0,00;0,00;0,00;7d;166,00 +WINJ26;22/01/2026 10:00:00;22/01/2026 11:00:00;1h;1;1;C;178.005,00;178.060,00;188.680,00;No;11,00;55,00;21;11,00;55,00;0,00;0,00;0,00;1d;177,00 +WINJ26;03/02/2026 10:00:00;03/02/2026 11:00:00;1h;1;1;C;189.570,00;190.820,00;188.680,00;No;250,00;1.250,00;22;250,00;1.250,00;0,00;0,00;0,00;12d;427,00 +WINJ26;11/02/2026 10:00:00;11/02/2026 11:00:00;1h;1;1;C;192.245,00;192.550,00;188.680,00;No;61,00;305,00;23;61,00;305,00;0,00;0,00;0,00;8d;488,00 +WINJ26;13/02/2026 10:00:00;13/02/2026 11:00:00;1h;1;1;V;188.955,00;189.210,00;188.680,00;Sim;51,00;255,00;24;51,00;255,00;0,00;0,00;0,00;2d;539,00 +WINJ26;03/03/2026 10:00:00;03/03/2026 11:00:00;1h;1;1;V;185.620,00;187.255,00;188.680,00;No;327,00;1.635,00;25;327,00;1.635,00;0,00;0,00;0,00;18d;866,00 diff --git a/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v36_cm3_rm3_tfcurto1.csv b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v36_cm3_rm3_tfcurto1.csv new file mode 100644 index 0000000..e631bc3 --- /dev/null +++ b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v36_cm3_rm3_tfcurto1.csv @@ -0,0 +1,11 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 02/02/2026 +Data Final: 04/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;03/02/2026 09:01:00;03/02/2026 09:05:00;4min;1;1;C;188.460,00;188.565,00;188.210,00;No;21,00;105,00;1;21,00;105,00;0,00;0,00;0,00; - ;21,00 +WINJ26;06/02/2026 09:01:00;06/02/2026 09:03:00;2min;1;1;C;187.790,00;187.900,00;188.210,00;Sim;22,00;110,00;2;22,00;110,00;0,00;0,00;0,00;3d;43,00 +WINJ26;11/02/2026 09:01:00;11/02/2026 09:05:00;4min;1;1;C;191.000,00;191.950,00;188.210,00;No;190,00;950,00;3;190,00;950,00;0,00;0,00;0,00;5d;233,00 +WINJ26;25/02/2026 09:01:00;25/02/2026 09:03:00;2min;1;1;C;197.070,00;196.180,00;188.210,00;No;-178,00;-890,00;4;-178,00;-890,00;0,00;0,00;0,00;14d;55,00 +WINJ26;27/02/2026 09:01:00;27/02/2026 09:05:00;4min;1;1;V;192.500,00;193.920,00;188.210,00;No;284,00;1.420,00;5;284,00;1.420,00;0,00;0,00;0,00;2d;339,00 diff --git a/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v36_cm3_rm3_tfcurto15.csv b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v36_cm3_rm3_tfcurto15.csv new file mode 100644 index 0000000..70b8958 --- /dev/null +++ b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v36_cm3_rm3_tfcurto15.csv @@ -0,0 +1,27 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 22/08/2025 +Data Final: 04/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;23/10/2025 09:15:00;23/10/2025 09:30:00;15min;1;1;C;154.500,00;154.700,00;188.300,00;No;40,00;200,00;1;40,00;200,00;0,00;0,00;0,00; - ;40,00 +WINJ26;04/11/2025 10:00:00;04/11/2025 10:15:00;15min;1;1;V;158.550,00;158.430,00;188.300,00;No;-24,00;-120,00;2;-24,00;-120,00;0,00;0,00;0,00;12d;16,00 +WINJ26;14/11/2025 09:15:00;14/11/2025 09:30:00;15min;1;1;V;164.915,00;164.770,00;188.300,00;Sim;-29,00;-145,00;3;-29,00;-145,00;0,00;0,00;0,00;9d23h;-13,00 +WINJ26;18/11/2025 09:15:00;18/11/2025 09:30:00;15min;1;1;V;163.750,00;164.000,00;188.300,00;No;50,00;250,00;4;50,00;250,00;0,00;0,00;0,00;4d;37,00 +WINJ26;26/11/2025 09:15:00;26/11/2025 09:30:00;15min;1;1;C;164.085,00;164.100,00;188.300,00;No;3,00;15,00;5;3,00;15,00;0,00;0,00;0,00;8d;40,00 +WINJ26;04/12/2025 09:15:00;04/12/2025 09:30:00;15min;1;1;C;169.815,00;170.000,00;188.300,00;No;37,00;185,00;6;37,00;185,00;0,00;0,00;0,00;8d;77,00 +WINJ26;09/12/2025 09:15:00;09/12/2025 09:30:00;15min;1;1;V;164.850,00;164.655,00;188.300,00;Sim;-39,00;-195,00;7;-39,00;-195,00;0,00;0,00;0,00;5d;38,00 +WINJ26;10/12/2025 09:15:00;10/12/2025 09:30:00;15min;1;1;C;166.330,00;165.600,00;188.300,00;Sim;-146,00;-730,00;8;-146,00;-730,00;0,00;0,00;0,00;1d;-108,00 +WINJ26;11/12/2025 10:00:00;11/12/2025 10:30:00;30min;1;1;V;165.040,00;165.615,00;188.300,00;Sim;115,00;575,00;9;115,00;575,00;0,00;0,00;0,00;1d;7,00 +WINJ26;15/12/2025 09:15:00;15/12/2025 09:30:00;15min;1;1;C;168.740,00;169.000,00;188.300,00;No;52,00;260,00;10;52,00;260,00;0,00;0,00;0,00;3d23h;59,00 +WINJ26;16/12/2025 09:15:00;16/12/2025 09:30:00;15min;1;1;V;166.850,00;166.950,00;188.300,00;Sim;20,00;100,00;11;20,00;100,00;0,00;0,00;0,00;1d;79,00 +WINJ26;02/01/2026 09:15:00;02/01/2026 09:30:00;15min;1;1;C;167.725,00;167.600,00;188.300,00;Sim;-25,00;-125,00;12;-25,00;-125,00;0,00;0,00;0,00;17d;54,00 +WINJ26;14/01/2026 09:15:00;14/01/2026 09:30:00;15min;1;1;C;167.745,00;167.915,00;188.300,00;No;34,00;170,00;13;34,00;170,00;0,00;0,00;0,00;12d;88,00 +WINJ26;20/01/2026 09:15:00;20/01/2026 09:30:00;15min;1;1;V;168.270,00;168.475,00;188.300,00;Sim;41,00;205,00;14;41,00;205,00;0,00;0,00;0,00;6d;129,00 +WINJ26;21/01/2026 09:15:00;21/01/2026 09:30:00;15min;1;1;C;172.590,00;172.625,00;188.300,00;No;7,00;35,00;15;7,00;35,00;0,00;0,00;0,00;1d;136,00 +WINJ26;03/02/2026 09:15:00;03/02/2026 09:30:00;15min;1;1;C;188.980,00;189.050,00;188.300,00;No;14,00;70,00;16;14,00;70,00;0,00;0,00;0,00;13d;150,00 +WINJ26;11/02/2026 09:15:00;11/02/2026 09:30:00;15min;1;1;C;191.880,00;191.530,00;188.300,00;No;-70,00;-350,00;17;-70,00;-350,00;0,00;0,00;0,00;8d;80,00 +WINJ26;13/02/2026 09:15:00;13/02/2026 09:30:00;15min;1;1;V;189.265,00;189.775,00;188.300,00;Sim;102,00;510,00;18;102,00;510,00;0,00;0,00;0,00;2d;182,00 +WINJ26;24/02/2026 09:15:00;24/02/2026 09:30:00;15min;1;1;C;194.175,00;193.230,00;188.300,00;No;-189,00;-945,00;19;-189,00;-945,00;0,00;0,00;0,00;11d;-7,00 +WINJ26;27/02/2026 09:15:00;27/02/2026 09:30:00;15min;1;1;V;193.440,00;193.025,00;188.300,00;Sim;-83,00;-415,00;20;-83,00;-415,00;0,00;0,00;0,00;3d;-90,00 +WINJ26;04/03/2026 09:15:00;04/03/2026 09:30:00;15min;1;1;C;187.670,00;187.330,00;188.300,00;Sim;-68,00;-340,00;21;-68,00;-340,00;0,00;0,00;0,00;5d;-158,00 diff --git a/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v36_cm3_rm3_tfcurto30.csv b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v36_cm3_rm3_tfcurto30.csv new file mode 100644 index 0000000..b1b1776 --- /dev/null +++ b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v36_cm3_rm3_tfcurto30.csv @@ -0,0 +1,22 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 22/08/2025 +Data Final: 04/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;28/08/2025 10:00:00;28/08/2025 10:30:00;30min;1;1;C;151.460,00;151.750,00;188.265,00;No;58,00;290,00;1;58,00;290,00;0,00;0,00;0,00; - ;58,00 +WINJ26;29/09/2025 09:30:00;29/09/2025 10:00:00;30min;1;1;C;156.710,00;157.250,00;188.265,00;No;108,00;540,00;2;108,00;540,00;0,00;0,00;0,00;1m23h;166,00 +WINJ26;03/11/2025 09:30:00;03/11/2025 11:00:00;1h30min;1;1;C;158.710,00;158.605,00;188.265,00;No;-21,00;-105,00;3;-21,00;-105,00;0,00;0,00;0,00;1m4d;145,00 +WINJ26;18/11/2025 09:30:00;18/11/2025 10:00:00;30min;1;1;V;163.980,00;163.740,00;188.265,00;No;-48,00;-240,00;4;-48,00;-240,00;0,00;0,00;0,00;15d;97,00 +WINJ26;26/11/2025 09:30:00;26/11/2025 10:00:00;30min;1;1;C;164.110,00;164.240,00;188.265,00;No;26,00;130,00;5;26,00;130,00;0,00;0,00;0,00;8d;123,00 +WINJ26;09/12/2025 09:30:00;09/12/2025 10:00:00;30min;1;1;V;164.050,00;164.840,00;188.265,00;Sim;158,00;790,00;6;158,00;790,00;0,00;0,00;0,00;13d;281,00 +WINJ26;10/12/2025 09:30:00;10/12/2025 10:00:00;30min;1;1;C;165.610,00;165.020,00;188.265,00;No;-118,00;-590,00;7;-118,00;-590,00;0,00;0,00;0,00;1d;163,00 +WINJ26;11/12/2025 10:00:00;11/12/2025 10:30:00;30min;1;1;V;165.040,00;165.615,00;188.265,00;Sim;115,00;575,00;8;115,00;575,00;0,00;0,00;0,00;1d;278,00 +WINJ26;15/12/2025 09:30:00;15/12/2025 10:00:00;30min;1;1;C;169.010,00;168.490,00;188.265,00;No;-104,00;-520,00;9;-104,00;-520,00;0,00;0,00;0,00;3d23h;174,00 +WINJ26;16/12/2025 09:30:00;16/12/2025 10:00:00;30min;1;1;V;167.280,00;166.830,00;188.265,00;Sim;-90,00;-450,00;10;-90,00;-450,00;0,00;0,00;0,00;1d;84,00 +WINJ26;02/01/2026 09:30:00;02/01/2026 10:00:00;30min;1;1;C;167.620,00;168.085,00;188.265,00;Sim;93,00;465,00;11;93,00;465,00;0,00;0,00;0,00;17d;177,00 +WINJ26;14/01/2026 09:30:00;14/01/2026 10:00:00;30min;1;1;C;167.930,00;168.190,00;188.265,00;No;52,00;260,00;12;52,00;260,00;0,00;0,00;0,00;12d;229,00 +WINJ26;20/01/2026 09:30:00;20/01/2026 10:00:00;30min;1;1;V;169.020,00;168.250,00;188.265,00;Sim;-154,00;-770,00;13;-154,00;-770,00;0,00;0,00;0,00;6d;75,00 +WINJ26;21/01/2026 09:30:00;21/01/2026 10:00:00;30min;1;1;C;172.645,00;173.060,00;188.265,00;No;83,00;415,00;14;83,00;415,00;0,00;0,00;0,00;1d;158,00 +WINJ26;13/02/2026 09:30:00;13/02/2026 10:00:00;30min;1;1;V;189.230,00;189.245,00;188.265,00;Sim;3,00;15,00;15;3,00;15,00;0,00;0,00;0,00;23d;161,00 +WINJ26;27/02/2026 09:30:00;27/02/2026 10:00:00;30min;1;1;V;193.625,00;193.420,00;188.265,00;Sim;-41,00;-205,00;16;-41,00;-205,00;0,00;0,00;0,00;14d;120,00 diff --git a/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v36_cm3_rm3_tfcurto5.csv b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v36_cm3_rm3_tfcurto5.csv new file mode 100644 index 0000000..92aa050 --- /dev/null +++ b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v36_cm3_rm3_tfcurto5.csv @@ -0,0 +1,25 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 22/08/2025 +Data Final: 04/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;04/11/2025 10:00:00;04/11/2025 10:15:00;15min;1;1;V;158.540,00;158.430,00;188.280,00;No;-22,00;-110,00;1;-22,00;-110,00;0,00;0,00;0,00; - ;-22,00 +WINJ26;14/11/2025 09:05:00;14/11/2025 09:15:00;10min;1;1;V;164.790,00;164.640,00;188.280,00;Sim;-30,00;-150,00;2;-30,00;-150,00;0,00;0,00;0,00;9d23h;-52,00 +WINJ26;18/11/2025 09:05:00;18/11/2025 09:30:00;25min;1;1;V;163.750,00;164.400,00;188.280,00;No;130,00;650,00;3;130,00;650,00;0,00;0,00;0,00;4d;78,00 +WINJ26;21/11/2025 09:05:00;21/11/2025 09:15:00;10min;1;1;V;162.270,00;161.840,00;188.280,00;No;-86,00;-430,00;4;-86,00;-430,00;0,00;0,00;0,00;3d;-8,00 +WINJ26;04/12/2025 09:05:00;04/12/2025 09:20:00;15min;1;1;C;169.500,00;169.990,00;188.280,00;No;98,00;490,00;5;98,00;490,00;0,00;0,00;0,00;13d;90,00 +WINJ26;09/12/2025 09:05:00;09/12/2025 09:30:00;25min;1;1;V;164.850,00;164.700,00;188.280,00;Sim;-30,00;-150,00;6;-30,00;-150,00;0,00;0,00;0,00;5d;60,00 +WINJ26;10/12/2025 09:10:00;10/12/2025 09:30:00;20min;1;1;C;166.300,00;165.600,00;188.280,00;Sim;-140,00;-700,00;7;-140,00;-700,00;0,00;0,00;0,00;1d;-80,00 +WINJ26;16/12/2025 09:05:00;16/12/2025 09:20:00;15min;1;1;V;166.930,00;167.390,00;188.280,00;Sim;92,00;460,00;8;92,00;460,00;0,00;0,00;0,00;5d23h;12,00 +WINJ26;17/12/2025 09:05:00;17/12/2025 09:15:00;10min;1;1;V;164.820,00;164.115,00;188.280,00;No;-141,00;-705,00;9;-141,00;-705,00;0,00;0,00;0,00;1d;-129,00 +WINJ26;26/12/2025 09:05:00;26/12/2025 09:15:00;10min;1;1;V;165.990,00;165.710,00;188.280,00;Sim;-56,00;-280,00;10;-56,00;-280,00;0,00;0,00;0,00;9d;-185,00 +WINJ26;02/01/2026 09:05:00;02/01/2026 09:15:00;10min;1;1;C;167.920,00;167.705,00;188.280,00;No;-43,00;-215,00;11;-43,00;-215,00;0,00;0,00;0,00;7d;-228,00 +WINJ26;07/01/2026 09:05:00;07/01/2026 09:15:00;10min;1;1;V;169.235,00;169.035,00;188.280,00;Sim;-40,00;-200,00;12;-40,00;-200,00;0,00;0,00;0,00;5d;-268,00 +WINJ26;21/01/2026 09:05:00;21/01/2026 09:20:00;15min;1;1;C;171.995,00;172.535,00;188.280,00;No;108,00;540,00;13;108,00;540,00;0,00;0,00;0,00;14d;-160,00 +WINJ26;06/02/2026 09:05:00;06/02/2026 09:15:00;10min;1;1;C;188.150,00;187.450,00;188.280,00;No;-140,00;-700,00;14;-140,00;-700,00;0,00;0,00;0,00;16d;-300,00 +WINJ26;11/02/2026 09:05:00;11/02/2026 09:15:00;10min;1;1;C;191.970,00;191.860,00;188.280,00;No;-22,00;-110,00;15;-22,00;-110,00;0,00;0,00;0,00;5d;-322,00 +WINJ26;13/02/2026 09:05:00;13/02/2026 09:20:00;15min;1;1;V;189.270,00;190.295,00;188.280,00;Sim;205,00;1.025,00;16;205,00;1.025,00;0,00;0,00;0,00;2d;-117,00 +WINJ26;27/02/2026 09:05:00;27/02/2026 09:15:00;10min;1;1;V;193.045,00;192.480,00;188.280,00;Sim;-113,00;-565,00;17;-113,00;-565,00;0,00;0,00;0,00;14d;-230,00 +WINJ26;03/03/2026 09:05:00;03/03/2026 09:15:00;10min;1;1;V;188.135,00;187.890,00;188.280,00;No;-49,00;-245,00;18;-49,00;-245,00;0,00;0,00;0,00;4d;-279,00 +WINJ26;04/03/2026 09:05:00;04/03/2026 09:15:00;10min;1;1;C;187.630,00;187.650,00;188.280,00;Sim;4,00;20,00;19;4,00;20,00;0,00;0,00;0,00;1d;-275,00 diff --git a/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v36_cm3_rm3_tfcurto60.csv b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v36_cm3_rm3_tfcurto60.csv new file mode 100644 index 0000000..018bf01 --- /dev/null +++ b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v36_cm3_rm3_tfcurto60.csv @@ -0,0 +1,28 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 22/08/2025 +Data Final: 04/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;28/08/2025 10:00:00;29/08/2025 09:00:00;23h;1;1;C;151.460,00;152.000,00;188.310,00;No;108,00;540,00;1;108,00;540,00;0,00;0,00;0,00; - ;108,00 +WINJ26;05/09/2025 10:00:00;05/09/2025 11:00:00;1h;1;1;C;153.400,00;153.400,00;188.310,00;No;0;0;2;0;0;0,00;0,00;0,00;8d;108,00 +WINJ26;10/09/2025 10:00:00;11/09/2025 09:00:00;23h;1;1;C;152.360,00;153.490,00;188.310,00;Sim;226,00;1.130,00;3;226,00;1.130,00;0,00;0,00;0,00;5d;334,00 +WINJ26;29/09/2025 10:00:00;29/09/2025 11:00:00;1h;1;1;C;157.260,00;156.600,00;188.310,00;No;-132,00;-660,00;4;-132,00;-660,00;0,00;0,00;0,00;19d;202,00 +WINJ26;17/10/2025 10:00:00;17/10/2025 11:00:00;1h;1;1;V;151.375,00;150.800,00;188.310,00;No;-115,00;-575,00;5;-115,00;-575,00;0,00;0,00;0,00;18d;87,00 +WINJ26;24/10/2025 10:00:00;24/10/2025 11:00:00;1h;1;1;C;155.710,00;154.990,00;188.310,00;Sim;-144,00;-720,00;6;-144,00;-720,00;0,00;0,00;0,00;7d;-57,00 +WINJ26;03/11/2025 11:00:00;03/11/2025 12:00:00;1h;1;1;C;158.615,00;158.990,00;188.310,00;No;75,00;375,00;7;75,00;375,00;0,00;0,00;0,00;10d1h;18,00 +WINJ26;18/11/2025 10:00:00;18/11/2025 11:00:00;1h;1;1;V;164.500,00;163.970,00;188.310,00;Sim;-106,00;-530,00;8;-106,00;-530,00;0,00;0,00;0,00;14d23h;-88,00 +WINJ26;26/11/2025 10:00:00;26/11/2025 11:00:00;1h;1;1;C;164.260,00;165.290,00;188.310,00;No;206,00;1.030,00;9;206,00;1.030,00;0,00;0,00;0,00;8d;118,00 +WINJ26;04/12/2025 10:00:00;04/12/2025 11:00:00;1h;1;1;C;170.095,00;171.240,00;188.310,00;No;229,00;1.145,00;10;229,00;1.145,00;0,00;0,00;0,00;8d;347,00 +WINJ26;09/12/2025 10:00:00;09/12/2025 11:00:00;1h;1;1;V;163.160,00;164.040,00;188.310,00;Sim;176,00;880,00;11;176,00;880,00;0,00;0,00;0,00;5d;523,00 +WINJ26;11/12/2025 10:00:00;11/12/2025 11:00:00;1h;1;1;V;165.510,00;165.605,00;188.310,00;Sim;19,00;95,00;12;19,00;95,00;0,00;0,00;0,00;2d;542,00 +WINJ26;15/12/2025 10:00:00;15/12/2025 11:00:00;1h;1;1;C;168.510,00;169.320,00;188.310,00;Sim;162,00;810,00;13;162,00;810,00;0,00;0,00;0,00;4d;704,00 +WINJ26;16/12/2025 10:00:00;16/12/2025 11:00:00;1h;1;1;V;167.010,00;167.260,00;188.310,00;Sim;50,00;250,00;14;50,00;250,00;0,00;0,00;0,00;1d;754,00 +WINJ26;30/12/2025 10:00:00;30/12/2025 11:00:00;1h;1;1;C;167.600,00;167.190,00;188.310,00;Sim;-82,00;-410,00;15;-82,00;-410,00;0,00;0,00;0,00;14d;672,00 +WINJ26;02/01/2026 10:00:00;02/01/2026 11:00:00;1h;1;1;C;168.105,00;166.695,00;188.310,00;No;-282,00;-1.410,00;16;-282,00;-1.410,00;0,00;0,00;0,00;3d;390,00 +WINJ26;14/01/2026 10:00:00;14/01/2026 11:00:00;1h;1;1;C;168.210,00;168.210,00;188.310,00;No;0;0;17;0;0;0,00;0,00;0,00;12d;390,00 +WINJ26;21/01/2026 10:00:00;21/01/2026 11:00:00;1h;1;1;C;173.075,00;173.810,00;188.310,00;No;147,00;735,00;18;147,00;735,00;0,00;0,00;0,00;7d;537,00 +WINJ26;03/02/2026 10:00:00;03/02/2026 11:00:00;1h;1;1;C;189.570,00;190.820,00;188.310,00;No;250,00;1.250,00;19;250,00;1.250,00;0,00;0,00;0,00;13d;787,00 +WINJ26;11/02/2026 10:00:00;11/02/2026 11:00:00;1h;1;1;C;192.245,00;192.550,00;188.310,00;No;61,00;305,00;20;61,00;305,00;0,00;0,00;0,00;8d;848,00 +WINJ26;13/02/2026 10:00:00;13/02/2026 11:00:00;1h;1;1;V;188.955,00;189.210,00;188.310,00;Sim;51,00;255,00;21;51,00;255,00;0,00;0,00;0,00;2d;899,00 +WINJ26;03/03/2026 10:00:00;03/03/2026 11:00:00;1h;1;1;V;185.620,00;187.255,00;188.310,00;No;327,00;1.635,00;22;327,00;1.635,00;0,00;0,00;0,00;18d;1.226,00 diff --git a/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v37_cm1_rm1_tfcurto1.csv b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v37_cm1_rm1_tfcurto1.csv new file mode 100644 index 0000000..ab85a4e --- /dev/null +++ b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v37_cm1_rm1_tfcurto1.csv @@ -0,0 +1,16 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 22/08/2025 +Data Final: 04/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;03/02/2026 09:01:00;03/02/2026 09:03:00;2min;1;1;C;188.450,00;188.615,00;187.685,00;No;33,00;165,00;1;33,00;165,00;0,00;0,00;0,00; - ;33,00 +WINJ26;04/02/2026 09:01:00;04/02/2026 09:03:00;2min;1;1;C;191.030,00;190.400,00;187.685,00;No;-126,00;-630,00;2;-126,00;-630,00;0,00;0,00;0,00;1d;-93,00 +WINJ26;06/02/2026 09:01:00;06/02/2026 09:03:00;2min;1;1;C;187.780,00;187.900,00;187.685,00;Sim;24,00;120,00;3;24,00;120,00;0,00;0,00;0,00;2d;-69,00 +WINJ26;09/02/2026 09:01:00;09/02/2026 09:03:00;2min;1;1;C;187.850,00;187.700,00;187.685,00;No;-30,00;-150,00;4;-30,00;-150,00;0,00;0,00;0,00;3d;-99,00 +WINJ26;11/02/2026 09:01:00;11/02/2026 09:05:00;4min;1;1;C;190.990,00;191.960,00;187.685,00;No;194,00;970,00;5;194,00;970,00;0,00;0,00;0,00;2d;95,00 +WINJ26;12/02/2026 09:01:00;12/02/2026 09:03:00;2min;1;1;C;194.960,00;193.750,00;187.685,00;No;-242,00;-1.210,00;6;-242,00;-1.210,00;0,00;0,00;0,00;1d;-147,00 +WINJ26;13/02/2026 09:01:00;13/02/2026 09:03:00;2min;1;1;V;190.330,00;191.085,00;187.685,00;No;151,00;755,00;7;151,00;755,00;0,00;0,00;0,00;1d;4,00 +WINJ26;25/02/2026 09:01:00;25/02/2026 09:03:00;2min;1;1;C;197.060,00;196.190,00;187.685,00;No;-174,00;-870,00;8;-174,00;-870,00;0,00;0,00;0,00;12d;-170,00 +WINJ26;27/02/2026 09:01:00;27/02/2026 09:05:00;4min;1;1;V;192.490,00;193.930,00;187.685,00;Sim;288,00;1.440,00;9;288,00;1.440,00;0,00;0,00;0,00;2d;118,00 +WINJ26;02/03/2026 09:01:00;02/03/2026 09:03:00;2min;1;1;V;190.290,00;189.950,00;187.685,00;No;-68,00;-340,00;10;-68,00;-340,00;0,00;0,00;0,00;3d;50,00 diff --git a/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v37_cm1_rm1_tfcurto15.csv b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v37_cm1_rm1_tfcurto15.csv new file mode 100644 index 0000000..df4ca2e --- /dev/null +++ b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v37_cm1_rm1_tfcurto15.csv @@ -0,0 +1,30 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 22/08/2025 +Data Final: 04/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;23/10/2025 09:15:00;23/10/2025 09:30:00;15min;1;1;C;154.500,00;154.700,00;187.685,00;No;40,00;200,00;1;40,00;200,00;0,00;0,00;0,00; - ;40,00 +WINJ26;04/11/2025 10:00:00;04/11/2025 10:15:00;15min;1;1;V;158.540,00;158.430,00;187.685,00;No;-22,00;-110,00;2;-22,00;-110,00;0,00;0,00;0,00;12d;18,00 +WINJ26;14/11/2025 09:15:00;14/11/2025 09:30:00;15min;1;1;V;164.905,00;164.780,00;187.685,00;Sim;-25,00;-125,00;3;-25,00;-125,00;0,00;0,00;0,00;9d23h;-7,00 +WINJ26;18/11/2025 09:15:00;18/11/2025 09:30:00;15min;1;1;V;163.750,00;164.000,00;187.685,00;No;50,00;250,00;4;50,00;250,00;0,00;0,00;0,00;4d;43,00 +WINJ26;26/11/2025 09:15:00;26/11/2025 09:30:00;15min;1;1;C;164.075,00;164.100,00;187.685,00;No;5,00;25,00;5;5,00;25,00;0,00;0,00;0,00;8d;48,00 +WINJ26;04/12/2025 09:15:00;04/12/2025 09:30:00;15min;1;1;C;169.805,00;170.000,00;187.685,00;No;39,00;195,00;6;39,00;195,00;0,00;0,00;0,00;8d;87,00 +WINJ26;09/12/2025 09:15:00;09/12/2025 09:30:00;15min;1;1;V;164.850,00;164.665,00;187.685,00;Sim;-37,00;-185,00;7;-37,00;-185,00;0,00;0,00;0,00;5d;50,00 +WINJ26;10/12/2025 09:15:00;10/12/2025 09:30:00;15min;1;1;C;166.330,00;165.600,00;187.685,00;Sim;-146,00;-730,00;8;-146,00;-730,00;0,00;0,00;0,00;1d;-96,00 +WINJ26;11/12/2025 10:00:00;11/12/2025 10:30:00;30min;1;1;V;165.040,00;165.615,00;187.685,00;Sim;115,00;575,00;9;115,00;575,00;0,00;0,00;0,00;1d;19,00 +WINJ26;15/12/2025 09:15:00;15/12/2025 09:30:00;15min;1;1;C;168.730,00;169.000,00;187.685,00;No;54,00;270,00;10;54,00;270,00;0,00;0,00;0,00;3d23h;73,00 +WINJ26;16/12/2025 09:15:00;16/12/2025 09:30:00;15min;1;1;V;166.840,00;166.960,00;187.685,00;Sim;24,00;120,00;11;24,00;120,00;0,00;0,00;0,00;1d;97,00 +WINJ26;23/12/2025 09:15:00;23/12/2025 09:30:00;15min;1;1;C;164.800,00;164.900,00;187.685,00;Sim;20,00;100,00;12;20,00;100,00;0,00;0,00;0,00;7d;117,00 +WINJ26;30/12/2025 09:15:00;30/12/2025 09:30:00;15min;1;1;C;167.400,00;167.520,00;187.685,00;No;24,00;120,00;13;24,00;120,00;0,00;0,00;0,00;7d;141,00 +WINJ26;02/01/2026 09:15:00;02/01/2026 09:30:00;15min;1;1;C;167.715,00;167.610,00;187.685,00;No;-21,00;-105,00;14;-21,00;-105,00;0,00;0,00;0,00;3d;120,00 +WINJ26;14/01/2026 09:15:00;14/01/2026 09:30:00;15min;1;1;C;167.735,00;167.920,00;187.685,00;No;37,00;185,00;15;37,00;185,00;0,00;0,00;0,00;12d;157,00 +WINJ26;20/01/2026 09:15:00;20/01/2026 09:30:00;15min;1;1;V;168.260,00;168.485,00;187.685,00;Sim;45,00;225,00;16;45,00;225,00;0,00;0,00;0,00;6d;202,00 +WINJ26;21/01/2026 09:15:00;21/01/2026 09:30:00;15min;1;1;C;172.580,00;172.635,00;187.685,00;No;11,00;55,00;17;11,00;55,00;0,00;0,00;0,00;1d;213,00 +WINJ26;22/01/2026 09:15:00;22/01/2026 09:30:00;15min;1;1;C;177.635,00;177.520,00;187.685,00;No;-23,00;-115,00;18;-23,00;-115,00;0,00;0,00;0,00;1d;190,00 +WINJ26;03/02/2026 09:15:00;03/02/2026 09:30:00;15min;1;1;C;188.970,00;189.050,00;187.685,00;No;16,00;80,00;19;16,00;80,00;0,00;0,00;0,00;12d;206,00 +WINJ26;11/02/2026 09:15:00;11/02/2026 09:30:00;15min;1;1;C;191.870,00;191.540,00;187.685,00;No;-66,00;-330,00;20;-66,00;-330,00;0,00;0,00;0,00;8d;140,00 +WINJ26;13/02/2026 09:15:00;13/02/2026 09:30:00;15min;1;1;V;189.255,00;189.785,00;187.685,00;Sim;106,00;530,00;21;106,00;530,00;0,00;0,00;0,00;2d;246,00 +WINJ26;24/02/2026 09:15:00;24/02/2026 09:30:00;15min;1;1;C;194.165,00;193.240,00;187.685,00;No;-185,00;-925,00;22;-185,00;-925,00;0,00;0,00;0,00;11d;61,00 +WINJ26;27/02/2026 09:15:00;27/02/2026 09:30:00;15min;1;1;V;193.430,00;193.035,00;187.685,00;Sim;-79,00;-395,00;23;-79,00;-395,00;0,00;0,00;0,00;3d;-18,00 +WINJ26;04/03/2026 09:15:00;04/03/2026 09:30:00;15min;1;1;C;187.660,00;187.340,00;187.685,00;Sim;-64,00;-320,00;24;-64,00;-320,00;0,00;0,00;0,00;5d;-82,00 diff --git a/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v37_cm1_rm1_tfcurto30.csv b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v37_cm1_rm1_tfcurto30.csv new file mode 100644 index 0000000..99408de --- /dev/null +++ b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v37_cm1_rm1_tfcurto30.csv @@ -0,0 +1,25 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 22/08/2025 +Data Final: 04/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;28/08/2025 10:00:00;28/08/2025 10:30:00;30min;1;1;C;151.450,00;151.750,00;187.685,00;No;60,00;300,00;1;60,00;300,00;0,00;0,00;0,00; - ;60,00 +WINJ26;29/09/2025 09:30:00;29/09/2025 10:00:00;30min;1;1;C;156.700,00;157.250,00;187.685,00;No;110,00;550,00;2;110,00;550,00;0,00;0,00;0,00;1m23h;170,00 +WINJ26;24/10/2025 09:30:00;24/10/2025 10:00:00;30min;1;1;C;155.000,00;155.700,00;187.685,00;Sim;140,00;700,00;3;140,00;700,00;0,00;0,00;0,00;25d;310,00 +WINJ26;03/11/2025 09:30:00;03/11/2025 11:00:00;1h30min;1;1;C;158.700,00;158.605,00;187.685,00;No;-19,00;-95,00;4;-19,00;-95,00;0,00;0,00;0,00;10d;291,00 +WINJ26;18/11/2025 09:30:00;18/11/2025 10:00:00;30min;1;1;V;163.970,00;163.750,00;187.685,00;No;-44,00;-220,00;5;-44,00;-220,00;0,00;0,00;0,00;15d;247,00 +WINJ26;26/11/2025 09:30:00;26/11/2025 10:00:00;30min;1;1;C;164.100,00;164.250,00;187.685,00;No;30,00;150,00;6;30,00;150,00;0,00;0,00;0,00;8d;277,00 +WINJ26;09/12/2025 09:30:00;09/12/2025 10:00:00;30min;1;1;V;164.050,00;164.850,00;187.685,00;Sim;160,00;800,00;7;160,00;800,00;0,00;0,00;0,00;13d;437,00 +WINJ26;10/12/2025 09:30:00;10/12/2025 10:00:00;30min;1;1;C;165.600,00;165.030,00;187.685,00;No;-114,00;-570,00;8;-114,00;-570,00;0,00;0,00;0,00;1d;323,00 +WINJ26;11/12/2025 10:00:00;11/12/2025 10:30:00;30min;1;1;V;165.040,00;165.615,00;187.685,00;Sim;115,00;575,00;9;115,00;575,00;0,00;0,00;0,00;1d;438,00 +WINJ26;15/12/2025 09:30:00;15/12/2025 10:00:00;30min;1;1;C;169.000,00;168.500,00;187.685,00;No;-100,00;-500,00;10;-100,00;-500,00;0,00;0,00;0,00;3d23h;338,00 +WINJ26;16/12/2025 09:30:00;16/12/2025 10:00:00;30min;1;1;V;167.270,00;166.840,00;187.685,00;Sim;-86,00;-430,00;11;-86,00;-430,00;0,00;0,00;0,00;1d;252,00 +WINJ26;23/12/2025 09:30:00;23/12/2025 10:00:00;30min;1;1;C;164.900,00;165.025,00;187.685,00;Sim;25,00;125,00;12;25,00;125,00;0,00;0,00;0,00;7d;277,00 +WINJ26;30/12/2025 09:30:00;30/12/2025 10:00:00;30min;1;1;C;167.520,00;167.590,00;187.685,00;No;14,00;70,00;13;14,00;70,00;0,00;0,00;0,00;7d;291,00 +WINJ26;02/01/2026 09:30:00;02/01/2026 10:00:00;30min;1;1;C;167.610,00;168.095,00;187.685,00;No;97,00;485,00;14;97,00;485,00;0,00;0,00;0,00;3d;388,00 +WINJ26;14/01/2026 09:30:00;14/01/2026 10:00:00;30min;1;1;C;167.920,00;168.200,00;187.685,00;No;56,00;280,00;15;56,00;280,00;0,00;0,00;0,00;12d;444,00 +WINJ26;20/01/2026 09:30:00;20/01/2026 10:00:00;30min;1;1;V;169.010,00;168.260,00;187.685,00;Sim;-150,00;-750,00;16;-150,00;-750,00;0,00;0,00;0,00;6d;294,00 +WINJ26;21/01/2026 09:30:00;21/01/2026 10:00:00;30min;1;1;C;172.635,00;173.065,00;187.685,00;No;86,00;430,00;17;86,00;430,00;0,00;0,00;0,00;1d;380,00 +WINJ26;13/02/2026 09:30:00;13/02/2026 10:00:00;30min;1;1;V;189.220,00;189.255,00;187.685,00;Sim;7,00;35,00;18;7,00;35,00;0,00;0,00;0,00;23d;387,00 +WINJ26;27/02/2026 09:30:00;27/02/2026 10:00:00;30min;1;1;V;193.615,00;193.430,00;187.685,00;Sim;-37,00;-185,00;19;-37,00;-185,00;0,00;0,00;0,00;14d;350,00 diff --git a/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v37_cm1_rm1_tfcurto5.csv b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v37_cm1_rm1_tfcurto5.csv new file mode 100644 index 0000000..b58211e --- /dev/null +++ b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v37_cm1_rm1_tfcurto5.csv @@ -0,0 +1,27 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 22/08/2025 +Data Final: 04/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;04/11/2025 10:00:00;04/11/2025 10:15:00;15min;1;1;V;158.540,00;158.430,00;187.685,00;No;-22,00;-110,00;1;-22,00;-110,00;0,00;0,00;0,00; - ;-22,00 +WINJ26;14/11/2025 09:05:00;14/11/2025 09:20:00;15min;1;1;V;164.730,00;164.650,00;187.685,00;Sim;-16,00;-80,00;2;-16,00;-80,00;0,00;0,00;0,00;9d23h;-38,00 +WINJ26;18/11/2025 09:05:00;18/11/2025 09:30:00;25min;1;1;V;163.750,00;164.410,00;187.685,00;No;132,00;660,00;3;132,00;660,00;0,00;0,00;0,00;4d;94,00 +WINJ26;21/11/2025 09:05:00;21/11/2025 09:15:00;10min;1;1;V;162.260,00;161.840,00;187.685,00;No;-84,00;-420,00;4;-84,00;-420,00;0,00;0,00;0,00;3d;10,00 +WINJ26;04/12/2025 09:05:00;04/12/2025 09:20:00;15min;1;1;C;169.500,00;170.000,00;187.685,00;No;100,00;500,00;5;100,00;500,00;0,00;0,00;0,00;13d;110,00 +WINJ26;09/12/2025 09:05:00;09/12/2025 09:30:00;25min;1;1;V;164.850,00;164.700,00;187.685,00;Sim;-30,00;-150,00;6;-30,00;-150,00;0,00;0,00;0,00;5d;80,00 +WINJ26;10/12/2025 09:10:00;10/12/2025 09:30:00;20min;1;1;C;166.300,00;165.600,00;187.685,00;Sim;-140,00;-700,00;7;-140,00;-700,00;0,00;0,00;0,00;1d;-60,00 +WINJ26;16/12/2025 09:05:00;16/12/2025 09:20:00;15min;1;1;V;166.920,00;167.400,00;187.685,00;Sim;96,00;480,00;8;96,00;480,00;0,00;0,00;0,00;5d23h;36,00 +WINJ26;17/12/2025 09:05:00;17/12/2025 09:15:00;10min;1;1;V;164.810,00;164.125,00;187.685,00;No;-137,00;-685,00;9;-137,00;-685,00;0,00;0,00;0,00;1d;-101,00 +WINJ26;26/12/2025 09:05:00;26/12/2025 09:15:00;10min;1;1;V;165.980,00;165.720,00;187.685,00;Sim;-52,00;-260,00;10;-52,00;-260,00;0,00;0,00;0,00;9d;-153,00 +WINJ26;30/12/2025 09:05:00;30/12/2025 09:20:00;15min;1;1;C;167.070,00;167.460,00;187.685,00;No;78,00;390,00;11;78,00;390,00;0,00;0,00;0,00;4d;-75,00 +WINJ26;02/01/2026 09:05:00;02/01/2026 09:20:00;15min;1;1;C;167.910,00;167.720,00;187.685,00;No;-38,00;-190,00;12;-38,00;-190,00;0,00;0,00;0,00;3d;-113,00 +WINJ26;07/01/2026 09:05:00;07/01/2026 09:20:00;15min;1;1;V;169.335,00;169.045,00;187.685,00;Sim;-58,00;-290,00;13;-58,00;-290,00;0,00;0,00;0,00;5d;-171,00 +WINJ26;21/01/2026 09:05:00;21/01/2026 09:20:00;15min;1;1;C;171.985,00;172.545,00;187.685,00;No;112,00;560,00;14;112,00;560,00;0,00;0,00;0,00;14d;-59,00 +WINJ26;06/02/2026 09:05:00;06/02/2026 09:15:00;10min;1;1;C;188.150,00;187.460,00;187.685,00;No;-138,00;-690,00;15;-138,00;-690,00;0,00;0,00;0,00;16d;-197,00 +WINJ26;11/02/2026 09:05:00;11/02/2026 09:15:00;10min;1;1;C;191.960,00;191.870,00;187.685,00;No;-18,00;-90,00;16;-18,00;-90,00;0,00;0,00;0,00;5d;-215,00 +WINJ26;13/02/2026 09:05:00;13/02/2026 09:20:00;15min;1;1;V;189.260,00;190.305,00;187.685,00;Sim;209,00;1.045,00;17;209,00;1.045,00;0,00;0,00;0,00;2d;-6,00 +WINJ26;24/02/2026 09:05:00;24/02/2026 09:20:00;15min;1;1;C;193.070,00;193.760,00;187.685,00;No;138,00;690,00;18;138,00;690,00;0,00;0,00;0,00;11d;132,00 +WINJ26;27/02/2026 09:05:00;27/02/2026 09:15:00;10min;1;1;V;193.035,00;192.490,00;187.685,00;Sim;-109,00;-545,00;19;-109,00;-545,00;0,00;0,00;0,00;3d;23,00 +WINJ26;03/03/2026 09:05:00;03/03/2026 09:15:00;10min;1;1;V;188.125,00;187.900,00;187.685,00;No;-45,00;-225,00;20;-45,00;-225,00;0,00;0,00;0,00;4d;-22,00 +WINJ26;04/03/2026 09:05:00;04/03/2026 09:20:00;15min;1;1;C;187.620,00;187.325,00;187.685,00;Sim;-59,00;-295,00;21;-59,00;-295,00;0,00;0,00;0,00;1d;-81,00 diff --git a/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v37_cm1_rm1_tfcurto60.csv b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v37_cm1_rm1_tfcurto60.csv new file mode 100644 index 0000000..52a0cd9 --- /dev/null +++ b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v37_cm1_rm1_tfcurto60.csv @@ -0,0 +1,32 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 22/08/2025 +Data Final: 04/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;28/08/2025 10:00:00;29/08/2025 09:00:00;23h;1;1;C;151.450,00;152.000,00;187.685,00;No;110,00;550,00;1;110,00;550,00;0,00;0,00;0,00; - ;110,00 +WINJ26;05/09/2025 10:00:00;05/09/2025 11:00:00;1h;1;1;C;153.400,00;153.400,00;187.685,00;No;0;0;2;0;0;0,00;0,00;0,00;8d;110,00 +WINJ26;10/09/2025 10:00:00;11/09/2025 09:00:00;23h;1;1;C;152.350,00;153.500,00;187.685,00;Sim;230,00;1.150,00;3;230,00;1.150,00;0,00;0,00;0,00;5d;340,00 +WINJ26;25/09/2025 10:00:00;25/09/2025 11:00:00;1h;1;1;V;155.750,00;156.250,00;187.685,00;No;100,00;500,00;4;100,00;500,00;0,00;0,00;0,00;15d;440,00 +WINJ26;29/09/2025 10:00:00;29/09/2025 11:00:00;1h;1;1;C;157.250,00;156.600,00;187.685,00;No;-130,00;-650,00;5;-130,00;-650,00;0,00;0,00;0,00;4d;310,00 +WINJ26;01/10/2025 10:00:00;01/10/2025 11:00:00;1h;1;1;C;156.750,00;156.000,00;187.685,00;Sim;-150,00;-750,00;6;-150,00;-750,00;0,00;0,00;0,00;2d;160,00 +WINJ26;15/10/2025 10:00:00;15/10/2025 11:00:00;1h;1;1;V;151.200,00;150.105,00;187.685,00;No;-219,00;-1.095,00;7;-219,00;-1.095,00;0,00;0,00;0,00;14d;-59,00 +WINJ26;17/10/2025 10:00:00;17/10/2025 11:00:00;1h;1;1;V;151.365,00;150.800,00;187.685,00;Sim;-113,00;-565,00;8;-113,00;-565,00;0,00;0,00;0,00;2d;-172,00 +WINJ26;24/10/2025 10:00:00;24/10/2025 11:00:00;1h;1;1;C;155.700,00;155.000,00;187.685,00;Sim;-140,00;-700,00;9;-140,00;-700,00;0,00;0,00;0,00;7d;-312,00 +WINJ26;03/11/2025 11:00:00;03/11/2025 12:00:00;1h;1;1;C;158.605,00;159.000,00;187.685,00;No;79,00;395,00;10;79,00;395,00;0,00;0,00;0,00;10d1h;-233,00 +WINJ26;18/11/2025 10:00:00;18/11/2025 11:00:00;1h;1;1;V;164.500,00;163.970,00;187.685,00;Sim;-106,00;-530,00;11;-106,00;-530,00;0,00;0,00;0,00;14d23h;-339,00 +WINJ26;26/11/2025 10:00:00;26/11/2025 11:00:00;1h;1;1;C;164.250,00;165.300,00;187.685,00;No;210,00;1.050,00;12;210,00;1.050,00;0,00;0,00;0,00;8d;-129,00 +WINJ26;04/12/2025 10:00:00;04/12/2025 11:00:00;1h;1;1;C;170.085,00;171.250,00;187.685,00;No;233,00;1.165,00;13;233,00;1.165,00;0,00;0,00;0,00;8d;104,00 +WINJ26;09/12/2025 10:00:00;09/12/2025 11:00:00;1h;1;1;V;163.150,00;164.050,00;187.685,00;Sim;180,00;900,00;14;180,00;900,00;0,00;0,00;0,00;5d;284,00 +WINJ26;11/12/2025 10:00:00;11/12/2025 11:00:00;1h;1;1;V;165.500,00;165.615,00;187.685,00;Sim;23,00;115,00;15;23,00;115,00;0,00;0,00;0,00;2d;307,00 +WINJ26;15/12/2025 10:00:00;15/12/2025 11:00:00;1h;1;1;C;168.500,00;169.330,00;187.685,00;Sim;166,00;830,00;16;166,00;830,00;0,00;0,00;0,00;4d;473,00 +WINJ26;16/12/2025 10:00:00;16/12/2025 11:00:00;1h;1;1;V;167.000,00;167.270,00;187.685,00;Sim;54,00;270,00;17;54,00;270,00;0,00;0,00;0,00;1d;527,00 +WINJ26;30/12/2025 10:00:00;30/12/2025 11:00:00;1h;1;1;C;167.590,00;167.200,00;187.685,00;Sim;-78,00;-390,00;18;-78,00;-390,00;0,00;0,00;0,00;14d;449,00 +WINJ26;02/01/2026 10:00:00;02/01/2026 11:00:00;1h;1;1;C;168.095,00;166.705,00;187.685,00;No;-278,00;-1.390,00;19;-278,00;-1.390,00;0,00;0,00;0,00;3d;171,00 +WINJ26;14/01/2026 10:00:00;14/01/2026 11:00:00;1h;1;1;C;168.200,00;168.220,00;187.685,00;No;4,00;20,00;20;4,00;20,00;0,00;0,00;0,00;12d;175,00 +WINJ26;21/01/2026 10:00:00;21/01/2026 11:00:00;1h;1;1;C;173.065,00;173.820,00;187.685,00;No;151,00;755,00;21;151,00;755,00;0,00;0,00;0,00;7d;326,00 +WINJ26;22/01/2026 10:00:00;22/01/2026 11:00:00;1h;1;1;C;177.995,00;178.070,00;187.685,00;No;15,00;75,00;22;15,00;75,00;0,00;0,00;0,00;1d;341,00 +WINJ26;03/02/2026 10:00:00;03/02/2026 11:00:00;1h;1;1;C;189.560,00;190.830,00;187.685,00;No;254,00;1.270,00;23;254,00;1.270,00;0,00;0,00;0,00;12d;595,00 +WINJ26;11/02/2026 10:00:00;11/02/2026 11:00:00;1h;1;1;C;192.235,00;192.560,00;187.685,00;No;65,00;325,00;24;65,00;325,00;0,00;0,00;0,00;8d;660,00 +WINJ26;13/02/2026 10:00:00;13/02/2026 11:00:00;1h;1;1;V;188.945,00;189.220,00;187.685,00;Sim;55,00;275,00;25;55,00;275,00;0,00;0,00;0,00;2d;715,00 +WINJ26;03/03/2026 10:00:00;03/03/2026 11:00:00;1h;1;1;V;185.610,00;187.265,00;187.685,00;No;331,00;1.655,00;26;331,00;1.655,00;0,00;0,00;0,00;18d;1.046,00 diff --git a/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v39_cm3_rm1_tfcurto1.csv b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v39_cm3_rm1_tfcurto1.csv new file mode 100644 index 0000000..0a9e0e0 --- /dev/null +++ b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v39_cm3_rm1_tfcurto1.csv @@ -0,0 +1,11 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 22/08/2025 +Data Final: 04/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;03/02/2026 09:01:00;03/02/2026 09:03:00;2min;1;1;C;188.450,00;188.615,00;187.685,00;No;33,00;165,00;1;33,00;165,00;0,00;0,00;0,00; - ;33,00 +WINJ26;06/02/2026 09:01:00;06/02/2026 09:03:00;2min;1;1;C;187.780,00;187.900,00;187.685,00;Sim;24,00;120,00;2;24,00;120,00;0,00;0,00;0,00;3d;57,00 +WINJ26;11/02/2026 09:01:00;11/02/2026 09:05:00;4min;1;1;C;190.990,00;191.960,00;187.685,00;No;194,00;970,00;3;194,00;970,00;0,00;0,00;0,00;5d;251,00 +WINJ26;25/02/2026 09:01:00;25/02/2026 09:03:00;2min;1;1;C;197.060,00;196.190,00;187.685,00;No;-174,00;-870,00;4;-174,00;-870,00;0,00;0,00;0,00;14d;77,00 +WINJ26;27/02/2026 09:01:00;27/02/2026 09:05:00;4min;1;1;V;192.490,00;193.930,00;187.685,00;No;288,00;1.440,00;5;288,00;1.440,00;0,00;0,00;0,00;2d;365,00 diff --git a/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v39_cm3_rm1_tfcurto30.csv b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v39_cm3_rm1_tfcurto30.csv new file mode 100644 index 0000000..1816c15 --- /dev/null +++ b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v39_cm3_rm1_tfcurto30.csv @@ -0,0 +1,22 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 22/08/2025 +Data Final: 04/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;28/08/2025 10:00:00;28/08/2025 10:30:00;30min;1;1;C;151.450,00;151.750,00;187.685,00;No;60,00;300,00;1;60,00;300,00;0,00;0,00;0,00; - ;60,00 +WINJ26;29/09/2025 09:30:00;29/09/2025 10:00:00;30min;1;1;C;156.700,00;157.250,00;187.685,00;No;110,00;550,00;2;110,00;550,00;0,00;0,00;0,00;1m23h;170,00 +WINJ26;03/11/2025 09:30:00;03/11/2025 11:00:00;1h30min;1;1;C;158.700,00;158.605,00;187.685,00;No;-19,00;-95,00;3;-19,00;-95,00;0,00;0,00;0,00;1m4d;151,00 +WINJ26;18/11/2025 09:30:00;18/11/2025 10:00:00;30min;1;1;V;163.970,00;163.750,00;187.685,00;No;-44,00;-220,00;4;-44,00;-220,00;0,00;0,00;0,00;15d;107,00 +WINJ26;26/11/2025 09:30:00;26/11/2025 10:00:00;30min;1;1;C;164.100,00;164.250,00;187.685,00;No;30,00;150,00;5;30,00;150,00;0,00;0,00;0,00;8d;137,00 +WINJ26;09/12/2025 09:30:00;09/12/2025 10:00:00;30min;1;1;V;164.050,00;164.850,00;187.685,00;Sim;160,00;800,00;6;160,00;800,00;0,00;0,00;0,00;13d;297,00 +WINJ26;10/12/2025 09:30:00;10/12/2025 10:00:00;30min;1;1;C;165.600,00;165.030,00;187.685,00;No;-114,00;-570,00;7;-114,00;-570,00;0,00;0,00;0,00;1d;183,00 +WINJ26;11/12/2025 10:00:00;11/12/2025 10:30:00;30min;1;1;V;165.040,00;165.615,00;187.685,00;Sim;115,00;575,00;8;115,00;575,00;0,00;0,00;0,00;1d;298,00 +WINJ26;15/12/2025 09:30:00;15/12/2025 10:00:00;30min;1;1;C;169.000,00;168.500,00;187.685,00;No;-100,00;-500,00;9;-100,00;-500,00;0,00;0,00;0,00;3d23h;198,00 +WINJ26;16/12/2025 09:30:00;16/12/2025 10:00:00;30min;1;1;V;167.270,00;166.840,00;187.685,00;Sim;-86,00;-430,00;10;-86,00;-430,00;0,00;0,00;0,00;1d;112,00 +WINJ26;02/01/2026 09:30:00;02/01/2026 10:00:00;30min;1;1;C;167.610,00;168.095,00;187.685,00;Sim;97,00;485,00;11;97,00;485,00;0,00;0,00;0,00;17d;209,00 +WINJ26;14/01/2026 09:30:00;14/01/2026 10:00:00;30min;1;1;C;167.920,00;168.200,00;187.685,00;No;56,00;280,00;12;56,00;280,00;0,00;0,00;0,00;12d;265,00 +WINJ26;20/01/2026 09:30:00;20/01/2026 10:00:00;30min;1;1;V;169.010,00;168.260,00;187.685,00;Sim;-150,00;-750,00;13;-150,00;-750,00;0,00;0,00;0,00;6d;115,00 +WINJ26;21/01/2026 09:30:00;21/01/2026 10:00:00;30min;1;1;C;172.635,00;173.065,00;187.685,00;No;86,00;430,00;14;86,00;430,00;0,00;0,00;0,00;1d;201,00 +WINJ26;13/02/2026 09:30:00;13/02/2026 10:00:00;30min;1;1;V;189.220,00;189.255,00;187.685,00;Sim;7,00;35,00;15;7,00;35,00;0,00;0,00;0,00;23d;208,00 +WINJ26;27/02/2026 09:30:00;27/02/2026 10:00:00;30min;1;1;V;193.615,00;193.430,00;187.685,00;Sim;-37,00;-185,00;16;-37,00;-185,00;0,00;0,00;0,00;14d;171,00 diff --git a/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v39_cm3_rm1_tfcurto5.csv b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v39_cm3_rm1_tfcurto5.csv new file mode 100644 index 0000000..694f8f7 --- /dev/null +++ b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v39_cm3_rm1_tfcurto5.csv @@ -0,0 +1,25 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 22/08/2025 +Data Final: 04/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;04/11/2025 10:00:00;04/11/2025 10:15:00;15min;1;1;V;158.540,00;158.430,00;187.685,00;No;-22,00;-110,00;1;-22,00;-110,00;0,00;0,00;0,00; - ;-22,00 +WINJ26;14/11/2025 09:05:00;14/11/2025 09:20:00;15min;1;1;V;164.730,00;164.650,00;187.685,00;Sim;-16,00;-80,00;2;-16,00;-80,00;0,00;0,00;0,00;9d23h;-38,00 +WINJ26;18/11/2025 09:05:00;18/11/2025 09:30:00;25min;1;1;V;163.750,00;164.410,00;187.685,00;No;132,00;660,00;3;132,00;660,00;0,00;0,00;0,00;4d;94,00 +WINJ26;21/11/2025 09:05:00;21/11/2025 09:15:00;10min;1;1;V;162.260,00;161.840,00;187.685,00;No;-84,00;-420,00;4;-84,00;-420,00;0,00;0,00;0,00;3d;10,00 +WINJ26;04/12/2025 09:05:00;04/12/2025 09:20:00;15min;1;1;C;169.500,00;170.000,00;187.685,00;No;100,00;500,00;5;100,00;500,00;0,00;0,00;0,00;13d;110,00 +WINJ26;09/12/2025 09:05:00;09/12/2025 09:30:00;25min;1;1;V;164.850,00;164.700,00;187.685,00;Sim;-30,00;-150,00;6;-30,00;-150,00;0,00;0,00;0,00;5d;80,00 +WINJ26;10/12/2025 09:10:00;10/12/2025 09:30:00;20min;1;1;C;166.300,00;165.600,00;187.685,00;Sim;-140,00;-700,00;7;-140,00;-700,00;0,00;0,00;0,00;1d;-60,00 +WINJ26;16/12/2025 09:05:00;16/12/2025 09:20:00;15min;1;1;V;166.920,00;167.400,00;187.685,00;Sim;96,00;480,00;8;96,00;480,00;0,00;0,00;0,00;5d23h;36,00 +WINJ26;17/12/2025 09:05:00;17/12/2025 09:15:00;10min;1;1;V;164.810,00;164.125,00;187.685,00;No;-137,00;-685,00;9;-137,00;-685,00;0,00;0,00;0,00;1d;-101,00 +WINJ26;26/12/2025 09:05:00;26/12/2025 09:15:00;10min;1;1;V;165.980,00;165.720,00;187.685,00;Sim;-52,00;-260,00;10;-52,00;-260,00;0,00;0,00;0,00;9d;-153,00 +WINJ26;02/01/2026 09:05:00;02/01/2026 09:20:00;15min;1;1;C;167.910,00;167.720,00;187.685,00;No;-38,00;-190,00;11;-38,00;-190,00;0,00;0,00;0,00;7d;-191,00 +WINJ26;07/01/2026 09:05:00;07/01/2026 09:20:00;15min;1;1;V;169.335,00;169.045,00;187.685,00;Sim;-58,00;-290,00;12;-58,00;-290,00;0,00;0,00;0,00;5d;-249,00 +WINJ26;21/01/2026 09:05:00;21/01/2026 09:20:00;15min;1;1;C;171.985,00;172.545,00;187.685,00;No;112,00;560,00;13;112,00;560,00;0,00;0,00;0,00;14d;-137,00 +WINJ26;06/02/2026 09:05:00;06/02/2026 09:15:00;10min;1;1;C;188.150,00;187.460,00;187.685,00;No;-138,00;-690,00;14;-138,00;-690,00;0,00;0,00;0,00;16d;-275,00 +WINJ26;11/02/2026 09:05:00;11/02/2026 09:15:00;10min;1;1;C;191.960,00;191.870,00;187.685,00;No;-18,00;-90,00;15;-18,00;-90,00;0,00;0,00;0,00;5d;-293,00 +WINJ26;13/02/2026 09:05:00;13/02/2026 09:20:00;15min;1;1;V;189.260,00;190.305,00;187.685,00;Sim;209,00;1.045,00;16;209,00;1.045,00;0,00;0,00;0,00;2d;-84,00 +WINJ26;27/02/2026 09:05:00;27/02/2026 09:15:00;10min;1;1;V;193.035,00;192.490,00;187.685,00;Sim;-109,00;-545,00;17;-109,00;-545,00;0,00;0,00;0,00;14d;-193,00 +WINJ26;03/03/2026 09:05:00;03/03/2026 09:15:00;10min;1;1;V;188.125,00;187.900,00;187.685,00;No;-45,00;-225,00;18;-45,00;-225,00;0,00;0,00;0,00;4d;-238,00 +WINJ26;04/03/2026 09:05:00;04/03/2026 09:20:00;15min;1;1;C;187.620,00;187.325,00;187.685,00;Sim;-59,00;-295,00;19;-59,00;-295,00;0,00;0,00;0,00;1d;-297,00 diff --git a/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v39_cm3_rm1_tfcurto60.csv b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v39_cm3_rm1_tfcurto60.csv new file mode 100644 index 0000000..354164b --- /dev/null +++ b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v39_cm3_rm1_tfcurto60.csv @@ -0,0 +1,29 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 22/08/2025 +Data Final: 04/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;28/08/2025 10:00:00;29/08/2025 09:00:00;23h;1;1;C;151.450,00;152.000,00;187.685,00;No;110,00;550,00;1;110,00;550,00;0,00;0,00;0,00; - ;110,00 +WINJ26;05/09/2025 10:00:00;05/09/2025 11:00:00;1h;1;1;C;153.400,00;153.400,00;187.685,00;No;0;0;2;0;0;0,00;0,00;0,00;8d;110,00 +WINJ26;10/09/2025 10:00:00;11/09/2025 09:00:00;23h;1;1;C;152.350,00;153.500,00;187.685,00;Sim;230,00;1.150,00;3;230,00;1.150,00;0,00;0,00;0,00;5d;340,00 +WINJ26;29/09/2025 10:00:00;29/09/2025 11:00:00;1h;1;1;C;157.250,00;156.600,00;187.685,00;No;-130,00;-650,00;4;-130,00;-650,00;0,00;0,00;0,00;19d;210,00 +WINJ26;01/10/2025 10:00:00;01/10/2025 11:00:00;1h;1;1;C;156.750,00;156.000,00;187.685,00;Sim;-150,00;-750,00;5;-150,00;-750,00;0,00;0,00;0,00;2d;60,00 +WINJ26;17/10/2025 10:00:00;17/10/2025 11:00:00;1h;1;1;V;151.365,00;150.800,00;187.685,00;No;-113,00;-565,00;6;-113,00;-565,00;0,00;0,00;0,00;16d;-53,00 +WINJ26;24/10/2025 10:00:00;24/10/2025 11:00:00;1h;1;1;C;155.700,00;155.000,00;187.685,00;Sim;-140,00;-700,00;7;-140,00;-700,00;0,00;0,00;0,00;7d;-193,00 +WINJ26;03/11/2025 11:00:00;03/11/2025 12:00:00;1h;1;1;C;158.605,00;159.000,00;187.685,00;No;79,00;395,00;8;79,00;395,00;0,00;0,00;0,00;10d1h;-114,00 +WINJ26;18/11/2025 10:00:00;18/11/2025 11:00:00;1h;1;1;V;164.500,00;163.970,00;187.685,00;Sim;-106,00;-530,00;9;-106,00;-530,00;0,00;0,00;0,00;14d23h;-220,00 +WINJ26;26/11/2025 10:00:00;26/11/2025 11:00:00;1h;1;1;C;164.250,00;165.300,00;187.685,00;No;210,00;1.050,00;10;210,00;1.050,00;0,00;0,00;0,00;8d;-10,00 +WINJ26;04/12/2025 10:00:00;04/12/2025 11:00:00;1h;1;1;C;170.085,00;171.250,00;187.685,00;No;233,00;1.165,00;11;233,00;1.165,00;0,00;0,00;0,00;8d;223,00 +WINJ26;09/12/2025 10:00:00;09/12/2025 11:00:00;1h;1;1;V;163.150,00;164.050,00;187.685,00;Sim;180,00;900,00;12;180,00;900,00;0,00;0,00;0,00;5d;403,00 +WINJ26;11/12/2025 10:00:00;11/12/2025 11:00:00;1h;1;1;V;165.500,00;165.615,00;187.685,00;Sim;23,00;115,00;13;23,00;115,00;0,00;0,00;0,00;2d;426,00 +WINJ26;15/12/2025 10:00:00;15/12/2025 11:00:00;1h;1;1;C;168.500,00;169.330,00;187.685,00;Sim;166,00;830,00;14;166,00;830,00;0,00;0,00;0,00;4d;592,00 +WINJ26;16/12/2025 10:00:00;16/12/2025 11:00:00;1h;1;1;V;167.000,00;167.270,00;187.685,00;Sim;54,00;270,00;15;54,00;270,00;0,00;0,00;0,00;1d;646,00 +WINJ26;30/12/2025 10:00:00;30/12/2025 11:00:00;1h;1;1;C;167.590,00;167.200,00;187.685,00;Sim;-78,00;-390,00;16;-78,00;-390,00;0,00;0,00;0,00;14d;568,00 +WINJ26;02/01/2026 10:00:00;02/01/2026 11:00:00;1h;1;1;C;168.095,00;166.705,00;187.685,00;No;-278,00;-1.390,00;17;-278,00;-1.390,00;0,00;0,00;0,00;3d;290,00 +WINJ26;14/01/2026 10:00:00;14/01/2026 11:00:00;1h;1;1;C;168.200,00;168.220,00;187.685,00;No;4,00;20,00;18;4,00;20,00;0,00;0,00;0,00;12d;294,00 +WINJ26;21/01/2026 10:00:00;21/01/2026 11:00:00;1h;1;1;C;173.065,00;173.820,00;187.685,00;No;151,00;755,00;19;151,00;755,00;0,00;0,00;0,00;7d;445,00 +WINJ26;03/02/2026 10:00:00;03/02/2026 11:00:00;1h;1;1;C;189.560,00;190.830,00;187.685,00;No;254,00;1.270,00;20;254,00;1.270,00;0,00;0,00;0,00;13d;699,00 +WINJ26;11/02/2026 10:00:00;11/02/2026 11:00:00;1h;1;1;C;192.235,00;192.560,00;187.685,00;No;65,00;325,00;21;65,00;325,00;0,00;0,00;0,00;8d;764,00 +WINJ26;13/02/2026 10:00:00;13/02/2026 11:00:00;1h;1;1;V;188.945,00;189.220,00;187.685,00;Sim;55,00;275,00;22;55,00;275,00;0,00;0,00;0,00;2d;819,00 +WINJ26;03/03/2026 10:00:00;03/03/2026 11:00:00;1h;1;1;V;185.610,00;187.265,00;187.685,00;No;331,00;1.655,00;23;331,00;1.655,00;0,00;0,00;0,00;18d;1.150,00 diff --git a/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v40_cm1_rm2_tfcurto1.csv b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v40_cm1_rm2_tfcurto1.csv new file mode 100644 index 0000000..973f0f9 --- /dev/null +++ b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v40_cm1_rm2_tfcurto1.csv @@ -0,0 +1,14 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 01/01/2026 +Data Final: 05/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;03/02/2026 09:01:00;03/02/2026 09:03:00;2min;1;1;C;188.450,00;188.615,00;187.685,00;No;33,00;165,00;1;33,00;165,00;0,00;0,00;0,00; - ;33,00 +WINJ26;04/02/2026 09:01:00;04/02/2026 09:05:00;4min;1;1;C;191.030,00;189.700,00;187.685,00;No;-266,00;-1.330,00;2;-266,00;-1.330,00;0,00;0,00;0,00;1d;-233,00 +WINJ26;06/02/2026 09:01:00;06/02/2026 09:05:00;4min;1;1;C;187.780,00;188.150,00;187.685,00;Sim;74,00;370,00;3;74,00;370,00;0,00;0,00;0,00;2d;-159,00 +WINJ26;11/02/2026 09:01:00;11/02/2026 09:05:00;4min;1;1;C;190.990,00;191.960,00;187.685,00;No;194,00;970,00;4;194,00;970,00;0,00;0,00;0,00;5d;35,00 +WINJ26;12/02/2026 09:01:00;12/02/2026 09:05:00;4min;1;1;C;194.960,00;193.580,00;187.685,00;No;-276,00;-1.380,00;5;-276,00;-1.380,00;0,00;0,00;0,00;1d;-241,00 +WINJ26;13/02/2026 09:01:00;13/02/2026 09:03:00;2min;1;1;V;190.330,00;191.085,00;187.685,00;No;151,00;755,00;6;151,00;755,00;0,00;0,00;0,00;1d;-90,00 +WINJ26;25/02/2026 09:01:00;25/02/2026 09:05:00;4min;1;1;C;197.060,00;196.810,00;187.685,00;No;-50,00;-250,00;7;-50,00;-250,00;0,00;0,00;0,00;12d;-140,00 +WINJ26;27/02/2026 09:01:00;27/02/2026 09:03:00;2min;1;1;V;193.225,00;193.930,00;187.685,00;Sim;141,00;705,00;8;141,00;705,00;0,00;0,00;0,00;2d;1,00 diff --git a/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v40_cm1_rm2_tfcurto15.csv b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v40_cm1_rm2_tfcurto15.csv new file mode 100644 index 0000000..2fbbeb6 --- /dev/null +++ b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v40_cm1_rm2_tfcurto15.csv @@ -0,0 +1,16 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 01/01/2026 +Data Final: 05/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;02/01/2026 09:15:00;02/01/2026 09:30:00;15min;1;1;C;167.715,00;167.610,00;187.685,00;No;-21,00;-105,00;1;-21,00;-105,00;0,00;0,00;0,00; - ;-21,00 +WINJ26;14/01/2026 09:15:00;14/01/2026 09:30:00;15min;1;1;C;167.735,00;167.920,00;187.685,00;No;37,00;185,00;2;37,00;185,00;0,00;0,00;0,00;12d;16,00 +WINJ26;20/01/2026 09:15:00;20/01/2026 09:30:00;15min;1;1;V;168.260,00;168.485,00;187.685,00;No;45,00;225,00;3;45,00;225,00;0,00;0,00;0,00;6d;61,00 +WINJ26;21/01/2026 09:15:00;21/01/2026 09:30:00;15min;1;1;C;172.580,00;172.635,00;187.685,00;No;11,00;55,00;4;11,00;55,00;0,00;0,00;0,00;1d;72,00 +WINJ26;03/02/2026 09:15:00;03/02/2026 09:30:00;15min;1;1;C;188.970,00;189.050,00;187.685,00;No;16,00;80,00;5;16,00;80,00;0,00;0,00;0,00;13d;88,00 +WINJ26;11/02/2026 09:15:00;11/02/2026 09:30:00;15min;1;1;C;191.870,00;191.540,00;187.685,00;No;-66,00;-330,00;6;-66,00;-330,00;0,00;0,00;0,00;8d;22,00 +WINJ26;13/02/2026 09:15:00;13/02/2026 09:30:00;15min;1;1;V;189.255,00;189.785,00;187.685,00;Sim;106,00;530,00;7;106,00;530,00;0,00;0,00;0,00;2d;128,00 +WINJ26;24/02/2026 09:15:00;24/02/2026 09:30:00;15min;1;1;C;194.165,00;193.240,00;187.685,00;No;-185,00;-925,00;8;-185,00;-925,00;0,00;0,00;0,00;11d;-57,00 +WINJ26;27/02/2026 09:15:00;27/02/2026 09:30:00;15min;1;1;V;193.430,00;193.035,00;187.685,00;Sim;-79,00;-395,00;9;-79,00;-395,00;0,00;0,00;0,00;3d;-136,00 +WINJ26;04/03/2026 09:15:00;04/03/2026 09:30:00;15min;1;1;C;187.660,00;187.340,00;187.685,00;Sim;-64,00;-320,00;10;-64,00;-320,00;0,00;0,00;0,00;5d;-200,00 diff --git a/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v40_cm1_rm2_tfcurto30.csv b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v40_cm1_rm2_tfcurto30.csv new file mode 100644 index 0000000..fc21854 --- /dev/null +++ b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v40_cm1_rm2_tfcurto30.csv @@ -0,0 +1,12 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 01/01/2026 +Data Final: 05/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;02/01/2026 09:30:00;02/01/2026 10:00:00;30min;1;1;C;167.610,00;168.095,00;187.685,00;No;97,00;485,00;1;97,00;485,00;0,00;0,00;0,00; - ;97,00 +WINJ26;14/01/2026 09:30:00;14/01/2026 10:00:00;30min;1;1;C;167.920,00;168.200,00;187.685,00;No;56,00;280,00;2;56,00;280,00;0,00;0,00;0,00;12d;153,00 +WINJ26;20/01/2026 09:30:00;20/01/2026 10:00:00;30min;1;1;V;169.010,00;168.260,00;187.685,00;No;-150,00;-750,00;3;-150,00;-750,00;0,00;0,00;0,00;6d;3,00 +WINJ26;21/01/2026 09:30:00;21/01/2026 10:00:00;30min;1;1;C;172.635,00;173.065,00;187.685,00;No;86,00;430,00;4;86,00;430,00;0,00;0,00;0,00;1d;89,00 +WINJ26;13/02/2026 09:30:00;13/02/2026 10:00:00;30min;1;1;V;189.220,00;189.255,00;187.685,00;Sim;7,00;35,00;5;7,00;35,00;0,00;0,00;0,00;23d;96,00 +WINJ26;27/02/2026 09:30:00;27/02/2026 10:00:00;30min;1;1;V;193.615,00;193.430,00;187.685,00;Sim;-37,00;-185,00;6;-37,00;-185,00;0,00;0,00;0,00;14d;59,00 diff --git a/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v40_cm1_rm2_tfcurto5.csv b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v40_cm1_rm2_tfcurto5.csv new file mode 100644 index 0000000..6686893 --- /dev/null +++ b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v40_cm1_rm2_tfcurto5.csv @@ -0,0 +1,15 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 01/01/2026 +Data Final: 05/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;02/01/2026 09:05:00;02/01/2026 09:20:00;15min;1;1;C;167.910,00;167.720,00;187.685,00;No;-38,00;-190,00;1;-38,00;-190,00;0,00;0,00;0,00; - ;-38,00 +WINJ26;07/01/2026 09:05:00;07/01/2026 09:15:00;10min;1;1;V;169.225,00;169.045,00;187.685,00;No;-36,00;-180,00;2;-36,00;-180,00;0,00;0,00;0,00;5d;-74,00 +WINJ26;21/01/2026 09:05:00;21/01/2026 09:20:00;15min;1;1;C;171.985,00;172.545,00;187.685,00;No;112,00;560,00;3;112,00;560,00;0,00;0,00;0,00;14d;38,00 +WINJ26;06/02/2026 09:05:00;06/02/2026 09:20:00;15min;1;1;C;188.150,00;186.900,00;187.685,00;No;-250,00;-1.250,00;4;-250,00;-1.250,00;0,00;0,00;0,00;16d;-212,00 +WINJ26;11/02/2026 09:05:00;11/02/2026 09:15:00;10min;1;1;C;191.960,00;191.870,00;187.685,00;No;-18,00;-90,00;5;-18,00;-90,00;0,00;0,00;0,00;5d;-230,00 +WINJ26;13/02/2026 09:05:00;13/02/2026 09:20:00;15min;1;1;V;189.260,00;190.305,00;187.685,00;Sim;209,00;1.045,00;6;209,00;1.045,00;0,00;0,00;0,00;2d;-21,00 +WINJ26;27/02/2026 09:05:00;27/02/2026 09:20:00;15min;1;1;V;193.550,00;192.490,00;187.685,00;Sim;-212,00;-1.060,00;7;-212,00;-1.060,00;0,00;0,00;0,00;14d;-233,00 +WINJ26;03/03/2026 09:05:00;03/03/2026 09:20:00;15min;1;1;V;188.030,00;187.900,00;187.685,00;No;-26,00;-130,00;8;-26,00;-130,00;0,00;0,00;0,00;4d;-259,00 +WINJ26;04/03/2026 09:05:00;04/03/2026 09:20:00;15min;1;1;C;187.620,00;187.325,00;187.685,00;Sim;-59,00;-295,00;9;-59,00;-295,00;0,00;0,00;0,00;1d;-318,00 diff --git a/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v40_cm1_rm2_tfcurto60.csv b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v40_cm1_rm2_tfcurto60.csv new file mode 100644 index 0000000..297d167 --- /dev/null +++ b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v40_cm1_rm2_tfcurto60.csv @@ -0,0 +1,13 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 01/01/2026 +Data Final: 05/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;02/01/2026 10:00:00;02/01/2026 11:00:00;1h;1;1;C;168.095,00;166.705,00;187.685,00;No;-278,00;-1.390,00;1;-278,00;-1.390,00;0,00;0,00;0,00; - ;-278,00 +WINJ26;14/01/2026 10:00:00;14/01/2026 11:00:00;1h;1;1;C;168.200,00;168.220,00;187.685,00;No;4,00;20,00;2;4,00;20,00;0,00;0,00;0,00;12d;-274,00 +WINJ26;21/01/2026 10:00:00;21/01/2026 11:00:00;1h;1;1;C;173.065,00;173.820,00;187.685,00;No;151,00;755,00;3;151,00;755,00;0,00;0,00;0,00;7d;-123,00 +WINJ26;03/02/2026 10:00:00;03/02/2026 11:00:00;1h;1;1;C;189.560,00;190.830,00;187.685,00;No;254,00;1.270,00;4;254,00;1.270,00;0,00;0,00;0,00;13d;131,00 +WINJ26;11/02/2026 10:00:00;11/02/2026 11:00:00;1h;1;1;C;192.235,00;192.560,00;187.685,00;No;65,00;325,00;5;65,00;325,00;0,00;0,00;0,00;8d;196,00 +WINJ26;13/02/2026 10:00:00;13/02/2026 11:00:00;1h;1;1;V;188.945,00;189.220,00;187.685,00;No;55,00;275,00;6;55,00;275,00;0,00;0,00;0,00;2d;251,00 +WINJ26;03/03/2026 10:00:00;03/03/2026 11:00:00;1h;1;1;V;185.610,00;187.265,00;187.685,00;No;331,00;1.655,00;7;331,00;1.655,00;0,00;0,00;0,00;18d;582,00 diff --git a/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v42_cm3_rm2_tfcurto1.csv b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v42_cm3_rm2_tfcurto1.csv new file mode 100644 index 0000000..5a2d90b --- /dev/null +++ b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v42_cm3_rm2_tfcurto1.csv @@ -0,0 +1,12 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 01/01/2026 +Data Final: 05/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;03/02/2026 09:01:00;03/02/2026 09:03:00;2min;1;1;C;188.450,00;188.615,00;187.685,00;No;33,00;165,00;1;33,00;165,00;0,00;0,00;0,00; - ;33,00 +WINJ26;06/02/2026 09:01:00;06/02/2026 09:05:00;4min;1;1;C;187.780,00;188.150,00;187.685,00;Sim;74,00;370,00;2;74,00;370,00;0,00;0,00;0,00;3d;107,00 +WINJ26;11/02/2026 09:01:00;11/02/2026 09:05:00;4min;1;1;C;190.990,00;191.960,00;187.685,00;No;194,00;970,00;3;194,00;970,00;0,00;0,00;0,00;5d;301,00 +WINJ26;25/02/2026 09:01:00;25/02/2026 09:04:00;3min;1;1;C;197.060,00;196.520,00;187.685,00;No;-108,00;-540,00;4;-108,00;-540,00;0,00;0,00;0,00;14d;193,00 +WINJ26;27/02/2026 09:01:00;27/02/2026 09:03:00;2min;1;1;V;193.225,00;193.930,00;187.685,00;No;141,00;705,00;5;141,00;705,00;0,00;0,00;0,00;2d;334,00 +WINJ26;02/03/2026 09:01:00;02/03/2026 09:03:00;2min;1;1;V;190.290,00;189.950,00;187.685,00;No;-68,00;-340,00;6;-68,00;-340,00;0,00;0,00;0,00;3d;266,00 diff --git a/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v42_cm3_rm2_tfcurto15.csv b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v42_cm3_rm2_tfcurto15.csv new file mode 100644 index 0000000..06ab09f --- /dev/null +++ b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v42_cm3_rm2_tfcurto15.csv @@ -0,0 +1,17 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 01/01/2026 +Data Final: 05/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;02/01/2026 09:15:00;02/01/2026 09:30:00;15min;1;1;C;167.715,00;167.610,00;187.685,00;No;-21,00;-105,00;1;-21,00;-105,00;0,00;0,00;0,00; - ;-21,00 +WINJ26;14/01/2026 09:15:00;14/01/2026 09:30:00;15min;1;1;C;167.735,00;167.920,00;187.685,00;No;37,00;185,00;2;37,00;185,00;0,00;0,00;0,00;12d;16,00 +WINJ26;20/01/2026 09:15:00;20/01/2026 09:30:00;15min;1;1;V;168.260,00;168.485,00;187.685,00;No;45,00;225,00;3;45,00;225,00;0,00;0,00;0,00;6d;61,00 +WINJ26;21/01/2026 09:15:00;21/01/2026 09:30:00;15min;1;1;C;172.580,00;172.635,00;187.685,00;No;11,00;55,00;4;11,00;55,00;0,00;0,00;0,00;1d;72,00 +WINJ26;22/01/2026 09:15:00;22/01/2026 09:30:00;15min;1;1;C;177.635,00;177.520,00;187.685,00;No;-23,00;-115,00;5;-23,00;-115,00;0,00;0,00;0,00;1d;49,00 +WINJ26;03/02/2026 09:15:00;03/02/2026 09:30:00;15min;1;1;C;188.970,00;189.050,00;187.685,00;No;16,00;80,00;6;16,00;80,00;0,00;0,00;0,00;12d;65,00 +WINJ26;11/02/2026 09:15:00;11/02/2026 09:30:00;15min;1;1;C;191.870,00;191.540,00;187.685,00;No;-66,00;-330,00;7;-66,00;-330,00;0,00;0,00;0,00;8d;-1,00 +WINJ26;13/02/2026 09:15:00;13/02/2026 09:30:00;15min;1;1;V;189.255,00;189.785,00;187.685,00;Sim;106,00;530,00;8;106,00;530,00;0,00;0,00;0,00;2d;105,00 +WINJ26;24/02/2026 09:15:00;24/02/2026 09:30:00;15min;1;1;C;194.165,00;193.240,00;187.685,00;No;-185,00;-925,00;9;-185,00;-925,00;0,00;0,00;0,00;11d;-80,00 +WINJ26;27/02/2026 09:15:00;27/02/2026 09:30:00;15min;1;1;V;193.430,00;193.035,00;187.685,00;Sim;-79,00;-395,00;10;-79,00;-395,00;0,00;0,00;0,00;3d;-159,00 +WINJ26;04/03/2026 09:15:00;04/03/2026 09:30:00;15min;1;1;C;187.660,00;187.340,00;187.685,00;Sim;-64,00;-320,00;11;-64,00;-320,00;0,00;0,00;0,00;5d;-223,00 diff --git a/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v42_cm3_rm2_tfcurto30.csv b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v42_cm3_rm2_tfcurto30.csv new file mode 100644 index 0000000..fc21854 --- /dev/null +++ b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v42_cm3_rm2_tfcurto30.csv @@ -0,0 +1,12 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 01/01/2026 +Data Final: 05/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;02/01/2026 09:30:00;02/01/2026 10:00:00;30min;1;1;C;167.610,00;168.095,00;187.685,00;No;97,00;485,00;1;97,00;485,00;0,00;0,00;0,00; - ;97,00 +WINJ26;14/01/2026 09:30:00;14/01/2026 10:00:00;30min;1;1;C;167.920,00;168.200,00;187.685,00;No;56,00;280,00;2;56,00;280,00;0,00;0,00;0,00;12d;153,00 +WINJ26;20/01/2026 09:30:00;20/01/2026 10:00:00;30min;1;1;V;169.010,00;168.260,00;187.685,00;No;-150,00;-750,00;3;-150,00;-750,00;0,00;0,00;0,00;6d;3,00 +WINJ26;21/01/2026 09:30:00;21/01/2026 10:00:00;30min;1;1;C;172.635,00;173.065,00;187.685,00;No;86,00;430,00;4;86,00;430,00;0,00;0,00;0,00;1d;89,00 +WINJ26;13/02/2026 09:30:00;13/02/2026 10:00:00;30min;1;1;V;189.220,00;189.255,00;187.685,00;Sim;7,00;35,00;5;7,00;35,00;0,00;0,00;0,00;23d;96,00 +WINJ26;27/02/2026 09:30:00;27/02/2026 10:00:00;30min;1;1;V;193.615,00;193.430,00;187.685,00;Sim;-37,00;-185,00;6;-37,00;-185,00;0,00;0,00;0,00;14d;59,00 diff --git a/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v42_cm3_rm2_tfcurto5.csv b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v42_cm3_rm2_tfcurto5.csv new file mode 100644 index 0000000..d0a0f8a --- /dev/null +++ b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v42_cm3_rm2_tfcurto5.csv @@ -0,0 +1,16 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 01/01/2026 +Data Final: 05/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;02/01/2026 09:05:00;02/01/2026 09:20:00;15min;1;1;C;167.910,00;167.720,00;187.685,00;No;-38,00;-190,00;1;-38,00;-190,00;0,00;0,00;0,00; - ;-38,00 +WINJ26;07/01/2026 09:05:00;07/01/2026 09:15:00;10min;1;1;V;169.225,00;169.045,00;187.685,00;No;-36,00;-180,00;2;-36,00;-180,00;0,00;0,00;0,00;5d;-74,00 +WINJ26;21/01/2026 09:05:00;21/01/2026 09:20:00;15min;1;1;C;171.985,00;172.545,00;187.685,00;No;112,00;560,00;3;112,00;560,00;0,00;0,00;0,00;14d;38,00 +WINJ26;06/02/2026 09:05:00;06/02/2026 09:20:00;15min;1;1;C;188.150,00;186.900,00;187.685,00;No;-250,00;-1.250,00;4;-250,00;-1.250,00;0,00;0,00;0,00;16d;-212,00 +WINJ26;11/02/2026 09:05:00;11/02/2026 09:15:00;10min;1;1;C;191.960,00;191.870,00;187.685,00;No;-18,00;-90,00;5;-18,00;-90,00;0,00;0,00;0,00;5d;-230,00 +WINJ26;13/02/2026 09:05:00;13/02/2026 09:20:00;15min;1;1;V;189.260,00;190.305,00;187.685,00;Sim;209,00;1.045,00;6;209,00;1.045,00;0,00;0,00;0,00;2d;-21,00 +WINJ26;24/02/2026 09:05:00;24/02/2026 09:20:00;15min;1;1;C;193.070,00;193.760,00;187.685,00;No;138,00;690,00;7;138,00;690,00;0,00;0,00;0,00;11d;117,00 +WINJ26;27/02/2026 09:05:00;27/02/2026 09:20:00;15min;1;1;V;193.550,00;192.490,00;187.685,00;Sim;-212,00;-1.060,00;8;-212,00;-1.060,00;0,00;0,00;0,00;3d;-95,00 +WINJ26;03/03/2026 09:05:00;03/03/2026 09:20:00;15min;1;1;V;188.030,00;187.900,00;187.685,00;No;-26,00;-130,00;9;-26,00;-130,00;0,00;0,00;0,00;4d;-121,00 +WINJ26;04/03/2026 09:05:00;04/03/2026 09:20:00;15min;1;1;C;187.620,00;187.325,00;187.685,00;Sim;-59,00;-295,00;10;-59,00;-295,00;0,00;0,00;0,00;1d;-180,00 diff --git a/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v42_cm3_rm2_tfcurto60.csv b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v42_cm3_rm2_tfcurto60.csv new file mode 100644 index 0000000..297d167 --- /dev/null +++ b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v42_cm3_rm2_tfcurto60.csv @@ -0,0 +1,13 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 01/01/2026 +Data Final: 05/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;02/01/2026 10:00:00;02/01/2026 11:00:00;1h;1;1;C;168.095,00;166.705,00;187.685,00;No;-278,00;-1.390,00;1;-278,00;-1.390,00;0,00;0,00;0,00; - ;-278,00 +WINJ26;14/01/2026 10:00:00;14/01/2026 11:00:00;1h;1;1;C;168.200,00;168.220,00;187.685,00;No;4,00;20,00;2;4,00;20,00;0,00;0,00;0,00;12d;-274,00 +WINJ26;21/01/2026 10:00:00;21/01/2026 11:00:00;1h;1;1;C;173.065,00;173.820,00;187.685,00;No;151,00;755,00;3;151,00;755,00;0,00;0,00;0,00;7d;-123,00 +WINJ26;03/02/2026 10:00:00;03/02/2026 11:00:00;1h;1;1;C;189.560,00;190.830,00;187.685,00;No;254,00;1.270,00;4;254,00;1.270,00;0,00;0,00;0,00;13d;131,00 +WINJ26;11/02/2026 10:00:00;11/02/2026 11:00:00;1h;1;1;C;192.235,00;192.560,00;187.685,00;No;65,00;325,00;5;65,00;325,00;0,00;0,00;0,00;8d;196,00 +WINJ26;13/02/2026 10:00:00;13/02/2026 11:00:00;1h;1;1;V;188.945,00;189.220,00;187.685,00;No;55,00;275,00;6;55,00;275,00;0,00;0,00;0,00;2d;251,00 +WINJ26;03/03/2026 10:00:00;03/03/2026 11:00:00;1h;1;1;V;185.610,00;187.265,00;187.685,00;No;331,00;1.655,00;7;331,00;1.655,00;0,00;0,00;0,00;18d;582,00 diff --git a/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v43_cm1_rm3_tfcurto1.csv b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v43_cm1_rm3_tfcurto1.csv new file mode 100644 index 0000000..dff8a98 --- /dev/null +++ b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v43_cm1_rm3_tfcurto1.csv @@ -0,0 +1,14 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 01/01/2026 +Data Final: 05/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;03/02/2026 09:01:00;03/02/2026 09:05:00;4min;1;1;C;188.450,00;188.565,00;187.685,00;No;23,00;115,00;1;23,00;115,00;0,00;0,00;0,00; - ;23,00 +WINJ26;04/02/2026 09:01:00;04/02/2026 09:03:00;2min;1;1;C;191.030,00;190.400,00;187.685,00;No;-126,00;-630,00;2;-126,00;-630,00;0,00;0,00;0,00;1d;-103,00 +WINJ26;06/02/2026 09:01:00;06/02/2026 09:03:00;2min;1;1;C;187.780,00;187.900,00;187.685,00;Sim;24,00;120,00;3;24,00;120,00;0,00;0,00;0,00;2d;-79,00 +WINJ26;11/02/2026 09:01:00;11/02/2026 09:05:00;4min;1;1;C;190.990,00;191.960,00;187.685,00;No;194,00;970,00;4;194,00;970,00;0,00;0,00;0,00;5d;115,00 +WINJ26;12/02/2026 09:01:00;12/02/2026 09:03:00;2min;1;1;C;194.960,00;193.750,00;187.685,00;No;-242,00;-1.210,00;5;-242,00;-1.210,00;0,00;0,00;0,00;1d;-127,00 +WINJ26;13/02/2026 09:01:00;13/02/2026 09:05:00;4min;1;1;V;190.305,00;191.085,00;187.685,00;No;156,00;780,00;6;156,00;780,00;0,00;0,00;0,00;1d;29,00 +WINJ26;25/02/2026 09:01:00;25/02/2026 09:03:00;2min;1;1;C;197.060,00;196.190,00;187.685,00;No;-174,00;-870,00;7;-174,00;-870,00;0,00;0,00;0,00;12d;-145,00 +WINJ26;27/02/2026 09:01:00;27/02/2026 09:05:00;4min;1;1;V;192.490,00;193.930,00;187.685,00;Sim;288,00;1.440,00;8;288,00;1.440,00;0,00;0,00;0,00;2d;143,00 diff --git a/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v43_cm1_rm3_tfcurto15.csv b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v43_cm1_rm3_tfcurto15.csv new file mode 100644 index 0000000..2fbbeb6 --- /dev/null +++ b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v43_cm1_rm3_tfcurto15.csv @@ -0,0 +1,16 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 01/01/2026 +Data Final: 05/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;02/01/2026 09:15:00;02/01/2026 09:30:00;15min;1;1;C;167.715,00;167.610,00;187.685,00;No;-21,00;-105,00;1;-21,00;-105,00;0,00;0,00;0,00; - ;-21,00 +WINJ26;14/01/2026 09:15:00;14/01/2026 09:30:00;15min;1;1;C;167.735,00;167.920,00;187.685,00;No;37,00;185,00;2;37,00;185,00;0,00;0,00;0,00;12d;16,00 +WINJ26;20/01/2026 09:15:00;20/01/2026 09:30:00;15min;1;1;V;168.260,00;168.485,00;187.685,00;No;45,00;225,00;3;45,00;225,00;0,00;0,00;0,00;6d;61,00 +WINJ26;21/01/2026 09:15:00;21/01/2026 09:30:00;15min;1;1;C;172.580,00;172.635,00;187.685,00;No;11,00;55,00;4;11,00;55,00;0,00;0,00;0,00;1d;72,00 +WINJ26;03/02/2026 09:15:00;03/02/2026 09:30:00;15min;1;1;C;188.970,00;189.050,00;187.685,00;No;16,00;80,00;5;16,00;80,00;0,00;0,00;0,00;13d;88,00 +WINJ26;11/02/2026 09:15:00;11/02/2026 09:30:00;15min;1;1;C;191.870,00;191.540,00;187.685,00;No;-66,00;-330,00;6;-66,00;-330,00;0,00;0,00;0,00;8d;22,00 +WINJ26;13/02/2026 09:15:00;13/02/2026 09:30:00;15min;1;1;V;189.255,00;189.785,00;187.685,00;Sim;106,00;530,00;7;106,00;530,00;0,00;0,00;0,00;2d;128,00 +WINJ26;24/02/2026 09:15:00;24/02/2026 09:30:00;15min;1;1;C;194.165,00;193.240,00;187.685,00;No;-185,00;-925,00;8;-185,00;-925,00;0,00;0,00;0,00;11d;-57,00 +WINJ26;27/02/2026 09:15:00;27/02/2026 09:30:00;15min;1;1;V;193.430,00;193.035,00;187.685,00;Sim;-79,00;-395,00;9;-79,00;-395,00;0,00;0,00;0,00;3d;-136,00 +WINJ26;04/03/2026 09:15:00;04/03/2026 09:30:00;15min;1;1;C;187.660,00;187.340,00;187.685,00;Sim;-64,00;-320,00;10;-64,00;-320,00;0,00;0,00;0,00;5d;-200,00 diff --git a/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v43_cm1_rm3_tfcurto30.csv b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v43_cm1_rm3_tfcurto30.csv new file mode 100644 index 0000000..fc21854 --- /dev/null +++ b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v43_cm1_rm3_tfcurto30.csv @@ -0,0 +1,12 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 01/01/2026 +Data Final: 05/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;02/01/2026 09:30:00;02/01/2026 10:00:00;30min;1;1;C;167.610,00;168.095,00;187.685,00;No;97,00;485,00;1;97,00;485,00;0,00;0,00;0,00; - ;97,00 +WINJ26;14/01/2026 09:30:00;14/01/2026 10:00:00;30min;1;1;C;167.920,00;168.200,00;187.685,00;No;56,00;280,00;2;56,00;280,00;0,00;0,00;0,00;12d;153,00 +WINJ26;20/01/2026 09:30:00;20/01/2026 10:00:00;30min;1;1;V;169.010,00;168.260,00;187.685,00;No;-150,00;-750,00;3;-150,00;-750,00;0,00;0,00;0,00;6d;3,00 +WINJ26;21/01/2026 09:30:00;21/01/2026 10:00:00;30min;1;1;C;172.635,00;173.065,00;187.685,00;No;86,00;430,00;4;86,00;430,00;0,00;0,00;0,00;1d;89,00 +WINJ26;13/02/2026 09:30:00;13/02/2026 10:00:00;30min;1;1;V;189.220,00;189.255,00;187.685,00;Sim;7,00;35,00;5;7,00;35,00;0,00;0,00;0,00;23d;96,00 +WINJ26;27/02/2026 09:30:00;27/02/2026 10:00:00;30min;1;1;V;193.615,00;193.430,00;187.685,00;Sim;-37,00;-185,00;6;-37,00;-185,00;0,00;0,00;0,00;14d;59,00 diff --git a/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v43_cm1_rm3_tfcurto5.csv b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v43_cm1_rm3_tfcurto5.csv new file mode 100644 index 0000000..713d111 --- /dev/null +++ b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v43_cm1_rm3_tfcurto5.csv @@ -0,0 +1,15 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 01/01/2026 +Data Final: 05/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;02/01/2026 09:05:00;02/01/2026 09:15:00;10min;1;1;C;167.910,00;167.715,00;187.685,00;No;-39,00;-195,00;1;-39,00;-195,00;0,00;0,00;0,00; - ;-39,00 +WINJ26;07/01/2026 09:05:00;07/01/2026 09:15:00;10min;1;1;V;169.225,00;169.045,00;187.685,00;No;-36,00;-180,00;2;-36,00;-180,00;0,00;0,00;0,00;5d;-75,00 +WINJ26;21/01/2026 09:05:00;21/01/2026 09:20:00;15min;1;1;C;171.985,00;172.545,00;187.685,00;No;112,00;560,00;3;112,00;560,00;0,00;0,00;0,00;14d;37,00 +WINJ26;06/02/2026 09:05:00;06/02/2026 09:15:00;10min;1;1;C;188.150,00;187.460,00;187.685,00;No;-138,00;-690,00;4;-138,00;-690,00;0,00;0,00;0,00;16d;-101,00 +WINJ26;11/02/2026 09:05:00;11/02/2026 09:15:00;10min;1;1;C;191.960,00;191.870,00;187.685,00;No;-18,00;-90,00;5;-18,00;-90,00;0,00;0,00;0,00;5d;-119,00 +WINJ26;13/02/2026 09:05:00;13/02/2026 09:20:00;15min;1;1;V;189.260,00;190.305,00;187.685,00;Sim;209,00;1.045,00;6;209,00;1.045,00;0,00;0,00;0,00;2d;90,00 +WINJ26;27/02/2026 09:05:00;27/02/2026 09:15:00;10min;1;1;V;193.035,00;192.490,00;187.685,00;Sim;-109,00;-545,00;7;-109,00;-545,00;0,00;0,00;0,00;14d;-19,00 +WINJ26;03/03/2026 09:05:00;03/03/2026 09:15:00;10min;1;1;V;188.125,00;187.900,00;187.685,00;No;-45,00;-225,00;8;-45,00;-225,00;0,00;0,00;0,00;4d;-64,00 +WINJ26;04/03/2026 09:05:00;04/03/2026 09:15:00;10min;1;1;C;187.620,00;187.660,00;187.685,00;Sim;8,00;40,00;9;8,00;40,00;0,00;0,00;0,00;1d;-56,00 diff --git a/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v45_cm3_rm3_tfcurto1.csv b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v45_cm3_rm3_tfcurto1.csv new file mode 100644 index 0000000..3f729e1 --- /dev/null +++ b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v45_cm3_rm3_tfcurto1.csv @@ -0,0 +1,11 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 22/08/2025 +Data Final: 05/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;03/02/2026 09:01:00;03/02/2026 09:05:00;4min;1;1;C;188.450,00;188.565,00;187.685,00;No;23,00;115,00;1;23,00;115,00;0,00;0,00;0,00; - ;23,00 +WINJ26;06/02/2026 09:01:00;06/02/2026 09:03:00;2min;1;1;C;187.780,00;187.900,00;187.685,00;Sim;24,00;120,00;2;24,00;120,00;0,00;0,00;0,00;3d;47,00 +WINJ26;11/02/2026 09:01:00;11/02/2026 09:05:00;4min;1;1;C;190.990,00;191.960,00;187.685,00;No;194,00;970,00;3;194,00;970,00;0,00;0,00;0,00;5d;241,00 +WINJ26;25/02/2026 09:01:00;25/02/2026 09:03:00;2min;1;1;C;197.060,00;196.190,00;187.685,00;No;-174,00;-870,00;4;-174,00;-870,00;0,00;0,00;0,00;14d;67,00 +WINJ26;27/02/2026 09:01:00;27/02/2026 09:05:00;4min;1;1;V;192.490,00;193.930,00;187.685,00;No;288,00;1.440,00;5;288,00;1.440,00;0,00;0,00;0,00;2d;355,00 diff --git a/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v45_cm3_rm3_tfcurto15.csv b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v45_cm3_rm3_tfcurto15.csv new file mode 100644 index 0000000..fec8b9d --- /dev/null +++ b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v45_cm3_rm3_tfcurto15.csv @@ -0,0 +1,27 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 22/08/2025 +Data Final: 05/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;23/10/2025 09:15:00;23/10/2025 09:30:00;15min;1;1;C;154.500,00;154.700,00;187.685,00;No;40,00;200,00;1;40,00;200,00;0,00;0,00;0,00; - ;40,00 +WINJ26;04/11/2025 10:00:00;04/11/2025 10:15:00;15min;1;1;V;158.540,00;158.430,00;187.685,00;No;-22,00;-110,00;2;-22,00;-110,00;0,00;0,00;0,00;12d;18,00 +WINJ26;14/11/2025 09:15:00;14/11/2025 09:30:00;15min;1;1;V;164.905,00;164.780,00;187.685,00;Sim;-25,00;-125,00;3;-25,00;-125,00;0,00;0,00;0,00;9d23h;-7,00 +WINJ26;18/11/2025 09:15:00;18/11/2025 09:30:00;15min;1;1;V;163.750,00;164.000,00;187.685,00;No;50,00;250,00;4;50,00;250,00;0,00;0,00;0,00;4d;43,00 +WINJ26;26/11/2025 09:15:00;26/11/2025 09:30:00;15min;1;1;C;164.075,00;164.100,00;187.685,00;No;5,00;25,00;5;5,00;25,00;0,00;0,00;0,00;8d;48,00 +WINJ26;04/12/2025 09:15:00;04/12/2025 09:30:00;15min;1;1;C;169.805,00;170.000,00;187.685,00;No;39,00;195,00;6;39,00;195,00;0,00;0,00;0,00;8d;87,00 +WINJ26;09/12/2025 09:15:00;09/12/2025 09:30:00;15min;1;1;V;164.850,00;164.665,00;187.685,00;Sim;-37,00;-185,00;7;-37,00;-185,00;0,00;0,00;0,00;5d;50,00 +WINJ26;10/12/2025 09:15:00;10/12/2025 09:30:00;15min;1;1;C;166.330,00;165.600,00;187.685,00;Sim;-146,00;-730,00;8;-146,00;-730,00;0,00;0,00;0,00;1d;-96,00 +WINJ26;11/12/2025 10:00:00;11/12/2025 10:30:00;30min;1;1;V;165.040,00;165.615,00;187.685,00;Sim;115,00;575,00;9;115,00;575,00;0,00;0,00;0,00;1d;19,00 +WINJ26;15/12/2025 09:15:00;15/12/2025 09:30:00;15min;1;1;C;168.730,00;169.000,00;187.685,00;No;54,00;270,00;10;54,00;270,00;0,00;0,00;0,00;3d23h;73,00 +WINJ26;16/12/2025 09:15:00;16/12/2025 09:30:00;15min;1;1;V;166.840,00;166.960,00;187.685,00;Sim;24,00;120,00;11;24,00;120,00;0,00;0,00;0,00;1d;97,00 +WINJ26;02/01/2026 09:15:00;02/01/2026 09:30:00;15min;1;1;C;167.715,00;167.610,00;187.685,00;Sim;-21,00;-105,00;12;-21,00;-105,00;0,00;0,00;0,00;17d;76,00 +WINJ26;14/01/2026 09:15:00;14/01/2026 09:30:00;15min;1;1;C;167.735,00;167.920,00;187.685,00;No;37,00;185,00;13;37,00;185,00;0,00;0,00;0,00;12d;113,00 +WINJ26;20/01/2026 09:15:00;20/01/2026 09:30:00;15min;1;1;V;168.260,00;168.485,00;187.685,00;Sim;45,00;225,00;14;45,00;225,00;0,00;0,00;0,00;6d;158,00 +WINJ26;21/01/2026 09:15:00;21/01/2026 09:30:00;15min;1;1;C;172.580,00;172.635,00;187.685,00;No;11,00;55,00;15;11,00;55,00;0,00;0,00;0,00;1d;169,00 +WINJ26;03/02/2026 09:15:00;03/02/2026 09:30:00;15min;1;1;C;188.970,00;189.050,00;187.685,00;No;16,00;80,00;16;16,00;80,00;0,00;0,00;0,00;13d;185,00 +WINJ26;11/02/2026 09:15:00;11/02/2026 09:30:00;15min;1;1;C;191.870,00;191.540,00;187.685,00;No;-66,00;-330,00;17;-66,00;-330,00;0,00;0,00;0,00;8d;119,00 +WINJ26;13/02/2026 09:15:00;13/02/2026 09:30:00;15min;1;1;V;189.255,00;189.785,00;187.685,00;Sim;106,00;530,00;18;106,00;530,00;0,00;0,00;0,00;2d;225,00 +WINJ26;24/02/2026 09:15:00;24/02/2026 09:30:00;15min;1;1;C;194.165,00;193.240,00;187.685,00;No;-185,00;-925,00;19;-185,00;-925,00;0,00;0,00;0,00;11d;40,00 +WINJ26;27/02/2026 09:15:00;27/02/2026 09:30:00;15min;1;1;V;193.430,00;193.035,00;187.685,00;Sim;-79,00;-395,00;20;-79,00;-395,00;0,00;0,00;0,00;3d;-39,00 +WINJ26;04/03/2026 09:15:00;04/03/2026 09:30:00;15min;1;1;C;187.660,00;187.340,00;187.685,00;Sim;-64,00;-320,00;21;-64,00;-320,00;0,00;0,00;0,00;5d;-103,00 diff --git a/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v45_cm3_rm3_tfcurto30.csv b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v45_cm3_rm3_tfcurto30.csv new file mode 100644 index 0000000..ce72b58 --- /dev/null +++ b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v45_cm3_rm3_tfcurto30.csv @@ -0,0 +1,22 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 22/08/2025 +Data Final: 05/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;28/08/2025 10:00:00;28/08/2025 10:30:00;30min;1;1;C;151.450,00;151.750,00;187.685,00;No;60,00;300,00;1;60,00;300,00;0,00;0,00;0,00; - ;60,00 +WINJ26;29/09/2025 09:30:00;29/09/2025 10:00:00;30min;1;1;C;156.700,00;157.250,00;187.685,00;No;110,00;550,00;2;110,00;550,00;0,00;0,00;0,00;1m3d23h;170,00 +WINJ26;03/11/2025 09:30:00;03/11/2025 11:00:00;1h30min;1;1;C;158.700,00;158.605,00;187.685,00;No;-19,00;-95,00;3;-19,00;-95,00;0,00;0,00;0,00;1m4d;151,00 +WINJ26;18/11/2025 09:30:00;18/11/2025 10:00:00;30min;1;1;V;163.970,00;163.750,00;187.685,00;No;-44,00;-220,00;4;-44,00;-220,00;0,00;0,00;0,00;15d;107,00 +WINJ26;26/11/2025 09:30:00;26/11/2025 10:00:00;30min;1;1;C;164.100,00;164.250,00;187.685,00;No;30,00;150,00;5;30,00;150,00;0,00;0,00;0,00;8d;137,00 +WINJ26;09/12/2025 09:30:00;09/12/2025 10:00:00;30min;1;1;V;164.050,00;164.850,00;187.685,00;Sim;160,00;800,00;6;160,00;800,00;0,00;0,00;0,00;13d;297,00 +WINJ26;10/12/2025 09:30:00;10/12/2025 10:00:00;30min;1;1;C;165.600,00;165.030,00;187.685,00;No;-114,00;-570,00;7;-114,00;-570,00;0,00;0,00;0,00;1d;183,00 +WINJ26;11/12/2025 10:00:00;11/12/2025 10:30:00;30min;1;1;V;165.040,00;165.615,00;187.685,00;Sim;115,00;575,00;8;115,00;575,00;0,00;0,00;0,00;1d;298,00 +WINJ26;15/12/2025 09:30:00;15/12/2025 10:00:00;30min;1;1;C;169.000,00;168.500,00;187.685,00;No;-100,00;-500,00;9;-100,00;-500,00;0,00;0,00;0,00;3d23h;198,00 +WINJ26;16/12/2025 09:30:00;16/12/2025 10:00:00;30min;1;1;V;167.270,00;166.840,00;187.685,00;Sim;-86,00;-430,00;10;-86,00;-430,00;0,00;0,00;0,00;1d;112,00 +WINJ26;02/01/2026 09:30:00;02/01/2026 10:00:00;30min;1;1;C;167.610,00;168.095,00;187.685,00;Sim;97,00;485,00;11;97,00;485,00;0,00;0,00;0,00;17d;209,00 +WINJ26;14/01/2026 09:30:00;14/01/2026 10:00:00;30min;1;1;C;167.920,00;168.200,00;187.685,00;No;56,00;280,00;12;56,00;280,00;0,00;0,00;0,00;12d;265,00 +WINJ26;20/01/2026 09:30:00;20/01/2026 10:00:00;30min;1;1;V;169.010,00;168.260,00;187.685,00;Sim;-150,00;-750,00;13;-150,00;-750,00;0,00;0,00;0,00;6d;115,00 +WINJ26;21/01/2026 09:30:00;21/01/2026 10:00:00;30min;1;1;C;172.635,00;173.065,00;187.685,00;No;86,00;430,00;14;86,00;430,00;0,00;0,00;0,00;1d;201,00 +WINJ26;13/02/2026 09:30:00;13/02/2026 10:00:00;30min;1;1;V;189.220,00;189.255,00;187.685,00;Sim;7,00;35,00;15;7,00;35,00;0,00;0,00;0,00;23d;208,00 +WINJ26;27/02/2026 09:30:00;27/02/2026 10:00:00;30min;1;1;V;193.615,00;193.430,00;187.685,00;Sim;-37,00;-185,00;16;-37,00;-185,00;0,00;0,00;0,00;14d;171,00 diff --git a/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v45_cm3_rm3_tfcurto5.csv b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v45_cm3_rm3_tfcurto5.csv new file mode 100644 index 0000000..5218846 --- /dev/null +++ b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v45_cm3_rm3_tfcurto5.csv @@ -0,0 +1,25 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 22/08/2025 +Data Final: 05/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;04/11/2025 10:00:00;04/11/2025 10:15:00;15min;1;1;V;158.540,00;158.430,00;187.685,00;No;-22,00;-110,00;1;-22,00;-110,00;0,00;0,00;0,00; - ;-22,00 +WINJ26;14/11/2025 09:05:00;14/11/2025 09:15:00;10min;1;1;V;164.780,00;164.650,00;187.685,00;Sim;-26,00;-130,00;2;-26,00;-130,00;0,00;0,00;0,00;9d23h;-48,00 +WINJ26;18/11/2025 09:05:00;18/11/2025 09:30:00;25min;1;1;V;163.750,00;164.410,00;187.685,00;No;132,00;660,00;3;132,00;660,00;0,00;0,00;0,00;4d;84,00 +WINJ26;21/11/2025 09:05:00;21/11/2025 09:15:00;10min;1;1;V;162.260,00;161.840,00;187.685,00;No;-84,00;-420,00;4;-84,00;-420,00;0,00;0,00;0,00;3d;0,00 +WINJ26;04/12/2025 09:05:00;04/12/2025 09:20:00;15min;1;1;C;169.500,00;170.000,00;187.685,00;No;100,00;500,00;5;100,00;500,00;0,00;0,00;0,00;13d;100,00 +WINJ26;09/12/2025 09:05:00;09/12/2025 09:30:00;25min;1;1;V;164.850,00;164.700,00;187.685,00;Sim;-30,00;-150,00;6;-30,00;-150,00;0,00;0,00;0,00;5d;70,00 +WINJ26;10/12/2025 09:10:00;10/12/2025 09:30:00;20min;1;1;C;166.300,00;165.600,00;187.685,00;Sim;-140,00;-700,00;7;-140,00;-700,00;0,00;0,00;0,00;1d;-70,00 +WINJ26;16/12/2025 09:05:00;16/12/2025 09:20:00;15min;1;1;V;166.920,00;167.400,00;187.685,00;Sim;96,00;480,00;8;96,00;480,00;0,00;0,00;0,00;5d23h;26,00 +WINJ26;17/12/2025 09:05:00;17/12/2025 09:15:00;10min;1;1;V;164.810,00;164.125,00;187.685,00;No;-137,00;-685,00;9;-137,00;-685,00;0,00;0,00;0,00;1d;-111,00 +WINJ26;26/12/2025 09:05:00;26/12/2025 09:15:00;10min;1;1;V;165.980,00;165.720,00;187.685,00;Sim;-52,00;-260,00;10;-52,00;-260,00;0,00;0,00;0,00;9d;-163,00 +WINJ26;02/01/2026 09:05:00;02/01/2026 09:15:00;10min;1;1;C;167.910,00;167.715,00;187.685,00;No;-39,00;-195,00;11;-39,00;-195,00;0,00;0,00;0,00;7d;-202,00 +WINJ26;07/01/2026 09:05:00;07/01/2026 09:15:00;10min;1;1;V;169.225,00;169.045,00;187.685,00;Sim;-36,00;-180,00;12;-36,00;-180,00;0,00;0,00;0,00;5d;-238,00 +WINJ26;21/01/2026 09:05:00;21/01/2026 09:20:00;15min;1;1;C;171.985,00;172.545,00;187.685,00;No;112,00;560,00;13;112,00;560,00;0,00;0,00;0,00;14d;-126,00 +WINJ26;06/02/2026 09:05:00;06/02/2026 09:15:00;10min;1;1;C;188.150,00;187.460,00;187.685,00;No;-138,00;-690,00;14;-138,00;-690,00;0,00;0,00;0,00;16d;-264,00 +WINJ26;11/02/2026 09:05:00;11/02/2026 09:15:00;10min;1;1;C;191.960,00;191.870,00;187.685,00;No;-18,00;-90,00;15;-18,00;-90,00;0,00;0,00;0,00;5d;-282,00 +WINJ26;13/02/2026 09:05:00;13/02/2026 09:20:00;15min;1;1;V;189.260,00;190.305,00;187.685,00;Sim;209,00;1.045,00;16;209,00;1.045,00;0,00;0,00;0,00;2d;-73,00 +WINJ26;27/02/2026 09:05:00;27/02/2026 09:15:00;10min;1;1;V;193.035,00;192.490,00;187.685,00;Sim;-109,00;-545,00;17;-109,00;-545,00;0,00;0,00;0,00;14d;-182,00 +WINJ26;03/03/2026 09:05:00;03/03/2026 09:15:00;10min;1;1;V;188.125,00;187.900,00;187.685,00;No;-45,00;-225,00;18;-45,00;-225,00;0,00;0,00;0,00;4d;-227,00 +WINJ26;04/03/2026 09:05:00;04/03/2026 09:15:00;10min;1;1;C;187.620,00;187.660,00;187.685,00;Sim;8,00;40,00;19;8,00;40,00;0,00;0,00;0,00;1d;-219,00 diff --git a/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v45_cm3_rm3_tfcurto60.csv b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v45_cm3_rm3_tfcurto60.csv new file mode 100644 index 0000000..f210e7e --- /dev/null +++ b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v45_cm3_rm3_tfcurto60.csv @@ -0,0 +1,28 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 22/08/2025 +Data Final: 05/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;28/08/2025 10:00:00;29/08/2025 09:00:00;23h;1;1;C;151.450,00;152.000,00;187.685,00;No;110,00;550,00;1;110,00;550,00;0,00;0,00;0,00; - ;110,00 +WINJ26;05/09/2025 10:00:00;05/09/2025 11:00:00;1h;1;1;C;153.400,00;153.400,00;187.685,00;No;0;0;2;0;0;0,00;0,00;0,00;8d;110,00 +WINJ26;10/09/2025 10:00:00;11/09/2025 09:00:00;23h;1;1;C;152.350,00;153.500,00;187.685,00;Sim;230,00;1.150,00;3;230,00;1.150,00;0,00;0,00;0,00;5d;340,00 +WINJ26;29/09/2025 10:00:00;29/09/2025 11:00:00;1h;1;1;C;157.250,00;156.600,00;187.685,00;No;-130,00;-650,00;4;-130,00;-650,00;0,00;0,00;0,00;19d;210,00 +WINJ26;17/10/2025 10:00:00;17/10/2025 11:00:00;1h;1;1;V;151.365,00;150.800,00;187.685,00;No;-113,00;-565,00;5;-113,00;-565,00;0,00;0,00;0,00;18d;97,00 +WINJ26;24/10/2025 10:00:00;24/10/2025 11:00:00;1h;1;1;C;155.700,00;155.000,00;187.685,00;Sim;-140,00;-700,00;6;-140,00;-700,00;0,00;0,00;0,00;7d;-43,00 +WINJ26;03/11/2025 11:00:00;03/11/2025 12:00:00;1h;1;1;C;158.605,00;159.000,00;187.685,00;No;79,00;395,00;7;79,00;395,00;0,00;0,00;0,00;10d1h;36,00 +WINJ26;18/11/2025 10:00:00;18/11/2025 11:00:00;1h;1;1;V;164.500,00;163.970,00;187.685,00;Sim;-106,00;-530,00;8;-106,00;-530,00;0,00;0,00;0,00;14d23h;-70,00 +WINJ26;26/11/2025 10:00:00;26/11/2025 11:00:00;1h;1;1;C;164.250,00;165.300,00;187.685,00;No;210,00;1.050,00;9;210,00;1.050,00;0,00;0,00;0,00;8d;140,00 +WINJ26;04/12/2025 10:00:00;04/12/2025 11:00:00;1h;1;1;C;170.085,00;171.250,00;187.685,00;No;233,00;1.165,00;10;233,00;1.165,00;0,00;0,00;0,00;8d;373,00 +WINJ26;09/12/2025 10:00:00;09/12/2025 11:00:00;1h;1;1;V;163.150,00;164.050,00;187.685,00;Sim;180,00;900,00;11;180,00;900,00;0,00;0,00;0,00;5d;553,00 +WINJ26;11/12/2025 10:00:00;11/12/2025 11:00:00;1h;1;1;V;165.500,00;165.615,00;187.685,00;Sim;23,00;115,00;12;23,00;115,00;0,00;0,00;0,00;2d;576,00 +WINJ26;15/12/2025 10:00:00;15/12/2025 11:00:00;1h;1;1;C;168.500,00;169.330,00;187.685,00;Sim;166,00;830,00;13;166,00;830,00;0,00;0,00;0,00;4d;742,00 +WINJ26;16/12/2025 10:00:00;16/12/2025 11:00:00;1h;1;1;V;167.000,00;167.270,00;187.685,00;Sim;54,00;270,00;14;54,00;270,00;0,00;0,00;0,00;1d;796,00 +WINJ26;30/12/2025 10:00:00;30/12/2025 11:00:00;1h;1;1;C;167.590,00;167.200,00;187.685,00;Sim;-78,00;-390,00;15;-78,00;-390,00;0,00;0,00;0,00;14d;718,00 +WINJ26;02/01/2026 10:00:00;02/01/2026 11:00:00;1h;1;1;C;168.095,00;166.705,00;187.685,00;No;-278,00;-1.390,00;16;-278,00;-1.390,00;0,00;0,00;0,00;3d;440,00 +WINJ26;14/01/2026 10:00:00;14/01/2026 11:00:00;1h;1;1;C;168.200,00;168.220,00;187.685,00;No;4,00;20,00;17;4,00;20,00;0,00;0,00;0,00;12d;444,00 +WINJ26;21/01/2026 10:00:00;21/01/2026 11:00:00;1h;1;1;C;173.065,00;173.820,00;187.685,00;No;151,00;755,00;18;151,00;755,00;0,00;0,00;0,00;7d;595,00 +WINJ26;03/02/2026 10:00:00;03/02/2026 11:00:00;1h;1;1;C;189.560,00;190.830,00;187.685,00;No;254,00;1.270,00;19;254,00;1.270,00;0,00;0,00;0,00;13d;849,00 +WINJ26;11/02/2026 10:00:00;11/02/2026 11:00:00;1h;1;1;C;192.235,00;192.560,00;187.685,00;No;65,00;325,00;20;65,00;325,00;0,00;0,00;0,00;8d;914,00 +WINJ26;13/02/2026 10:00:00;13/02/2026 11:00:00;1h;1;1;V;188.945,00;189.220,00;187.685,00;Sim;55,00;275,00;21;55,00;275,00;0,00;0,00;0,00;2d;969,00 +WINJ26;03/03/2026 10:00:00;03/03/2026 11:00:00;1h;1;1;V;185.610,00;187.265,00;187.685,00;No;331,00;1.655,00;22;331,00;1.655,00;0,00;0,00;0,00;18d;1.300,00 diff --git a/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v46_cm1_rm1_tfcurto1.csv b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v46_cm1_rm1_tfcurto1.csv new file mode 100644 index 0000000..dda0271 --- /dev/null +++ b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v46_cm1_rm1_tfcurto1.csv @@ -0,0 +1,15 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 22/08/2025 +Data Final: 05/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;03/02/2026 09:01:00;03/02/2026 09:03:00;2min;1;1;C;188.450,00;188.615,00;187.685,00;No;33,00;165,00;1;33,00;165,00;0,00;0,00;0,00; - ;33,00 +WINJ26;04/02/2026 09:01:00;04/02/2026 09:03:00;2min;1;1;C;191.030,00;190.400,00;187.685,00;No;-126,00;-630,00;2;-126,00;-630,00;0,00;0,00;0,00;1d;-93,00 +WINJ26;06/02/2026 09:01:00;06/02/2026 09:03:00;2min;1;1;C;187.780,00;187.900,00;187.685,00;Sim;24,00;120,00;3;24,00;120,00;0,00;0,00;0,00;2d;-69,00 +WINJ26;11/02/2026 09:01:00;11/02/2026 09:05:00;4min;1;1;C;190.990,00;191.960,00;187.685,00;No;194,00;970,00;4;194,00;970,00;0,00;0,00;0,00;5d;125,00 +WINJ26;12/02/2026 09:01:00;12/02/2026 09:03:00;2min;1;1;C;194.960,00;193.750,00;187.685,00;No;-242,00;-1.210,00;5;-242,00;-1.210,00;0,00;0,00;0,00;1d;-117,00 +WINJ26;13/02/2026 09:01:00;13/02/2026 09:03:00;2min;1;1;V;190.330,00;191.085,00;187.685,00;No;151,00;755,00;6;151,00;755,00;0,00;0,00;0,00;1d;34,00 +WINJ26;25/02/2026 09:01:00;25/02/2026 09:03:00;2min;1;1;C;197.060,00;196.190,00;187.685,00;No;-174,00;-870,00;7;-174,00;-870,00;0,00;0,00;0,00;12d;-140,00 +WINJ26;27/02/2026 09:01:00;27/02/2026 09:05:00;4min;1;1;V;192.490,00;193.930,00;187.685,00;Sim;288,00;1.440,00;8;288,00;1.440,00;0,00;0,00;0,00;2d;148,00 +WINJ26;02/03/2026 09:01:00;02/03/2026 09:03:00;2min;1;1;V;190.290,00;189.950,00;187.685,00;No;-68,00;-340,00;9;-68,00;-340,00;0,00;0,00;0,00;3d;80,00 diff --git a/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v46_cm1_rm1_tfcurto15.csv b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v46_cm1_rm1_tfcurto15.csv new file mode 100644 index 0000000..c12e768 --- /dev/null +++ b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v46_cm1_rm1_tfcurto15.csv @@ -0,0 +1,30 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 22/08/2025 +Data Final: 05/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;23/10/2025 09:15:00;23/10/2025 09:30:00;15min;1;1;C;154.500,00;154.700,00;187.685,00;No;40,00;200,00;1;40,00;200,00;0,00;0,00;0,00; - ;40,00 +WINJ26;04/11/2025 10:00:00;04/11/2025 10:15:00;15min;1;1;V;158.540,00;158.430,00;187.685,00;No;-22,00;-110,00;2;-22,00;-110,00;0,00;0,00;0,00;12d;18,00 +WINJ26;14/11/2025 09:15:00;14/11/2025 09:30:00;15min;1;1;V;164.905,00;164.780,00;187.685,00;Sim;-25,00;-125,00;3;-25,00;-125,00;0,00;0,00;0,00;9d23h;-7,00 +WINJ26;18/11/2025 09:15:00;18/11/2025 09:30:00;15min;1;1;V;163.750,00;164.000,00;187.685,00;No;50,00;250,00;4;50,00;250,00;0,00;0,00;0,00;4d;43,00 +WINJ26;26/11/2025 09:15:00;26/11/2025 09:30:00;15min;1;1;C;164.075,00;164.100,00;187.685,00;No;5,00;25,00;5;5,00;25,00;0,00;0,00;0,00;8d;48,00 +WINJ26;04/12/2025 09:15:00;04/12/2025 09:30:00;15min;1;1;C;169.805,00;170.000,00;187.685,00;No;39,00;195,00;6;39,00;195,00;0,00;0,00;0,00;8d;87,00 +WINJ26;09/12/2025 09:15:00;09/12/2025 09:30:00;15min;1;1;V;164.850,00;164.665,00;187.685,00;Sim;-37,00;-185,00;7;-37,00;-185,00;0,00;0,00;0,00;5d;50,00 +WINJ26;10/12/2025 09:15:00;10/12/2025 09:30:00;15min;1;1;C;166.330,00;165.600,00;187.685,00;Sim;-146,00;-730,00;8;-146,00;-730,00;0,00;0,00;0,00;1d;-96,00 +WINJ26;11/12/2025 10:00:00;11/12/2025 10:30:00;30min;1;1;V;165.040,00;165.615,00;187.685,00;Sim;115,00;575,00;9;115,00;575,00;0,00;0,00;0,00;1d;19,00 +WINJ26;15/12/2025 09:15:00;15/12/2025 09:30:00;15min;1;1;C;168.730,00;169.000,00;187.685,00;No;54,00;270,00;10;54,00;270,00;0,00;0,00;0,00;3d23h;73,00 +WINJ26;16/12/2025 09:15:00;16/12/2025 09:30:00;15min;1;1;V;166.840,00;166.960,00;187.685,00;Sim;24,00;120,00;11;24,00;120,00;0,00;0,00;0,00;1d;97,00 +WINJ26;23/12/2025 09:15:00;23/12/2025 09:30:00;15min;1;1;C;164.800,00;164.900,00;187.685,00;Sim;20,00;100,00;12;20,00;100,00;0,00;0,00;0,00;7d;117,00 +WINJ26;30/12/2025 09:15:00;30/12/2025 09:30:00;15min;1;1;C;167.400,00;167.520,00;187.685,00;No;24,00;120,00;13;24,00;120,00;0,00;0,00;0,00;7d;141,00 +WINJ26;02/01/2026 09:15:00;02/01/2026 09:30:00;15min;1;1;C;167.715,00;167.610,00;187.685,00;No;-21,00;-105,00;14;-21,00;-105,00;0,00;0,00;0,00;3d;120,00 +WINJ26;14/01/2026 09:15:00;14/01/2026 09:30:00;15min;1;1;C;167.735,00;167.920,00;187.685,00;No;37,00;185,00;15;37,00;185,00;0,00;0,00;0,00;12d;157,00 +WINJ26;20/01/2026 09:15:00;20/01/2026 09:30:00;15min;1;1;V;168.260,00;168.485,00;187.685,00;Sim;45,00;225,00;16;45,00;225,00;0,00;0,00;0,00;6d;202,00 +WINJ26;21/01/2026 09:15:00;21/01/2026 09:30:00;15min;1;1;C;172.580,00;172.635,00;187.685,00;No;11,00;55,00;17;11,00;55,00;0,00;0,00;0,00;1d;213,00 +WINJ26;22/01/2026 09:15:00;22/01/2026 09:30:00;15min;1;1;C;177.635,00;177.520,00;187.685,00;No;-23,00;-115,00;18;-23,00;-115,00;0,00;0,00;0,00;1d;190,00 +WINJ26;03/02/2026 09:15:00;03/02/2026 09:30:00;15min;1;1;C;188.970,00;189.050,00;187.685,00;No;16,00;80,00;19;16,00;80,00;0,00;0,00;0,00;12d;206,00 +WINJ26;11/02/2026 09:15:00;11/02/2026 09:30:00;15min;1;1;C;191.870,00;191.540,00;187.685,00;No;-66,00;-330,00;20;-66,00;-330,00;0,00;0,00;0,00;8d;140,00 +WINJ26;13/02/2026 09:15:00;13/02/2026 09:30:00;15min;1;1;V;189.255,00;189.785,00;187.685,00;Sim;106,00;530,00;21;106,00;530,00;0,00;0,00;0,00;2d;246,00 +WINJ26;24/02/2026 09:15:00;24/02/2026 09:30:00;15min;1;1;C;194.165,00;193.240,00;187.685,00;No;-185,00;-925,00;22;-185,00;-925,00;0,00;0,00;0,00;11d;61,00 +WINJ26;27/02/2026 09:15:00;27/02/2026 09:30:00;15min;1;1;V;193.430,00;193.035,00;187.685,00;Sim;-79,00;-395,00;23;-79,00;-395,00;0,00;0,00;0,00;3d;-18,00 +WINJ26;04/03/2026 09:15:00;04/03/2026 09:30:00;15min;1;1;C;187.660,00;187.340,00;187.685,00;Sim;-64,00;-320,00;24;-64,00;-320,00;0,00;0,00;0,00;5d;-82,00 diff --git a/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v46_cm1_rm1_tfcurto30.csv b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v46_cm1_rm1_tfcurto30.csv new file mode 100644 index 0000000..c3609a5 --- /dev/null +++ b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v46_cm1_rm1_tfcurto30.csv @@ -0,0 +1,24 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 22/08/2025 +Data Final: 05/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;28/08/2025 10:00:00;28/08/2025 10:30:00;30min;1;1;C;151.450,00;151.750,00;187.685,00;No;60,00;300,00;1;60,00;300,00;0,00;0,00;0,00; - ;60,00 +WINJ26;29/09/2025 09:30:00;29/09/2025 10:00:00;30min;1;1;C;156.700,00;157.250,00;187.685,00;No;110,00;550,00;2;110,00;550,00;0,00;0,00;0,00;1m3d23h;170,00 +WINJ26;03/11/2025 09:30:00;03/11/2025 11:00:00;1h30min;1;1;C;158.700,00;158.605,00;187.685,00;No;-19,00;-95,00;3;-19,00;-95,00;0,00;0,00;0,00;1m4d;151,00 +WINJ26;18/11/2025 09:30:00;18/11/2025 10:00:00;30min;1;1;V;163.970,00;163.750,00;187.685,00;No;-44,00;-220,00;4;-44,00;-220,00;0,00;0,00;0,00;15d;107,00 +WINJ26;26/11/2025 09:30:00;26/11/2025 10:00:00;30min;1;1;C;164.100,00;164.250,00;187.685,00;No;30,00;150,00;5;30,00;150,00;0,00;0,00;0,00;8d;137,00 +WINJ26;09/12/2025 09:30:00;09/12/2025 10:00:00;30min;1;1;V;164.050,00;164.850,00;187.685,00;Sim;160,00;800,00;6;160,00;800,00;0,00;0,00;0,00;13d;297,00 +WINJ26;10/12/2025 09:30:00;10/12/2025 10:00:00;30min;1;1;C;165.600,00;165.030,00;187.685,00;No;-114,00;-570,00;7;-114,00;-570,00;0,00;0,00;0,00;1d;183,00 +WINJ26;11/12/2025 10:00:00;11/12/2025 10:30:00;30min;1;1;V;165.040,00;165.615,00;187.685,00;Sim;115,00;575,00;8;115,00;575,00;0,00;0,00;0,00;1d;298,00 +WINJ26;15/12/2025 09:30:00;15/12/2025 10:00:00;30min;1;1;C;169.000,00;168.500,00;187.685,00;No;-100,00;-500,00;9;-100,00;-500,00;0,00;0,00;0,00;3d23h;198,00 +WINJ26;16/12/2025 09:30:00;16/12/2025 10:00:00;30min;1;1;V;167.270,00;166.840,00;187.685,00;Sim;-86,00;-430,00;10;-86,00;-430,00;0,00;0,00;0,00;1d;112,00 +WINJ26;23/12/2025 09:30:00;23/12/2025 10:00:00;30min;1;1;C;164.900,00;165.025,00;187.685,00;Sim;25,00;125,00;11;25,00;125,00;0,00;0,00;0,00;7d;137,00 +WINJ26;30/12/2025 09:30:00;30/12/2025 10:00:00;30min;1;1;C;167.520,00;167.590,00;187.685,00;No;14,00;70,00;12;14,00;70,00;0,00;0,00;0,00;7d;151,00 +WINJ26;02/01/2026 09:30:00;02/01/2026 10:00:00;30min;1;1;C;167.610,00;168.095,00;187.685,00;No;97,00;485,00;13;97,00;485,00;0,00;0,00;0,00;3d;248,00 +WINJ26;14/01/2026 09:30:00;14/01/2026 10:00:00;30min;1;1;C;167.920,00;168.200,00;187.685,00;No;56,00;280,00;14;56,00;280,00;0,00;0,00;0,00;12d;304,00 +WINJ26;20/01/2026 09:30:00;20/01/2026 10:00:00;30min;1;1;V;169.010,00;168.260,00;187.685,00;Sim;-150,00;-750,00;15;-150,00;-750,00;0,00;0,00;0,00;6d;154,00 +WINJ26;21/01/2026 09:30:00;21/01/2026 10:00:00;30min;1;1;C;172.635,00;173.065,00;187.685,00;No;86,00;430,00;16;86,00;430,00;0,00;0,00;0,00;1d;240,00 +WINJ26;13/02/2026 09:30:00;13/02/2026 10:00:00;30min;1;1;V;189.220,00;189.255,00;187.685,00;Sim;7,00;35,00;17;7,00;35,00;0,00;0,00;0,00;23d;247,00 +WINJ26;27/02/2026 09:30:00;27/02/2026 10:00:00;30min;1;1;V;193.615,00;193.430,00;187.685,00;Sim;-37,00;-185,00;18;-37,00;-185,00;0,00;0,00;0,00;14d;210,00 diff --git a/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v46_cm1_rm1_tfcurto5.csv b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v46_cm1_rm1_tfcurto5.csv new file mode 100644 index 0000000..f6fbdf0 --- /dev/null +++ b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v46_cm1_rm1_tfcurto5.csv @@ -0,0 +1,27 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 22/08/2025 +Data Final: 05/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;04/11/2025 10:00:00;04/11/2025 10:15:00;15min;1;1;V;158.540,00;158.430,00;187.685,00;No;-22,00;-110,00;1;-22,00;-110,00;0,00;0,00;0,00; - ;-22,00 +WINJ26;14/11/2025 09:05:00;14/11/2025 09:20:00;15min;1;1;V;164.730,00;164.650,00;187.685,00;Sim;-16,00;-80,00;2;-16,00;-80,00;0,00;0,00;0,00;9d23h;-38,00 +WINJ26;18/11/2025 09:05:00;18/11/2025 09:30:00;25min;1;1;V;163.750,00;164.410,00;187.685,00;No;132,00;660,00;3;132,00;660,00;0,00;0,00;0,00;4d;94,00 +WINJ26;21/11/2025 09:05:00;21/11/2025 09:15:00;10min;1;1;V;162.260,00;161.840,00;187.685,00;No;-84,00;-420,00;4;-84,00;-420,00;0,00;0,00;0,00;3d;10,00 +WINJ26;04/12/2025 09:05:00;04/12/2025 09:20:00;15min;1;1;C;169.500,00;170.000,00;187.685,00;No;100,00;500,00;5;100,00;500,00;0,00;0,00;0,00;13d;110,00 +WINJ26;09/12/2025 09:05:00;09/12/2025 09:30:00;25min;1;1;V;164.850,00;164.700,00;187.685,00;Sim;-30,00;-150,00;6;-30,00;-150,00;0,00;0,00;0,00;5d;80,00 +WINJ26;10/12/2025 09:10:00;10/12/2025 09:30:00;20min;1;1;C;166.300,00;165.600,00;187.685,00;Sim;-140,00;-700,00;7;-140,00;-700,00;0,00;0,00;0,00;1d;-60,00 +WINJ26;16/12/2025 09:05:00;16/12/2025 09:20:00;15min;1;1;V;166.920,00;167.400,00;187.685,00;Sim;96,00;480,00;8;96,00;480,00;0,00;0,00;0,00;5d23h;36,00 +WINJ26;17/12/2025 09:05:00;17/12/2025 09:15:00;10min;1;1;V;164.810,00;164.125,00;187.685,00;No;-137,00;-685,00;9;-137,00;-685,00;0,00;0,00;0,00;1d;-101,00 +WINJ26;26/12/2025 09:05:00;26/12/2025 09:15:00;10min;1;1;V;165.980,00;165.720,00;187.685,00;Sim;-52,00;-260,00;10;-52,00;-260,00;0,00;0,00;0,00;9d;-153,00 +WINJ26;30/12/2025 09:05:00;30/12/2025 09:20:00;15min;1;1;C;167.070,00;167.460,00;187.685,00;No;78,00;390,00;11;78,00;390,00;0,00;0,00;0,00;4d;-75,00 +WINJ26;02/01/2026 09:05:00;02/01/2026 09:20:00;15min;1;1;C;167.910,00;167.720,00;187.685,00;No;-38,00;-190,00;12;-38,00;-190,00;0,00;0,00;0,00;3d;-113,00 +WINJ26;07/01/2026 09:05:00;07/01/2026 09:20:00;15min;1;1;V;169.335,00;169.045,00;187.685,00;Sim;-58,00;-290,00;13;-58,00;-290,00;0,00;0,00;0,00;5d;-171,00 +WINJ26;21/01/2026 09:05:00;21/01/2026 09:20:00;15min;1;1;C;171.985,00;172.545,00;187.685,00;No;112,00;560,00;14;112,00;560,00;0,00;0,00;0,00;14d;-59,00 +WINJ26;06/02/2026 09:05:00;06/02/2026 09:15:00;10min;1;1;C;188.150,00;187.460,00;187.685,00;No;-138,00;-690,00;15;-138,00;-690,00;0,00;0,00;0,00;16d;-197,00 +WINJ26;11/02/2026 09:05:00;11/02/2026 09:15:00;10min;1;1;C;191.960,00;191.870,00;187.685,00;No;-18,00;-90,00;16;-18,00;-90,00;0,00;0,00;0,00;5d;-215,00 +WINJ26;13/02/2026 09:05:00;13/02/2026 09:20:00;15min;1;1;V;189.260,00;190.305,00;187.685,00;Sim;209,00;1.045,00;17;209,00;1.045,00;0,00;0,00;0,00;2d;-6,00 +WINJ26;24/02/2026 09:05:00;24/02/2026 09:20:00;15min;1;1;C;193.070,00;193.760,00;187.685,00;No;138,00;690,00;18;138,00;690,00;0,00;0,00;0,00;11d;132,00 +WINJ26;27/02/2026 09:05:00;27/02/2026 09:15:00;10min;1;1;V;193.035,00;192.490,00;187.685,00;Sim;-109,00;-545,00;19;-109,00;-545,00;0,00;0,00;0,00;3d;23,00 +WINJ26;03/03/2026 09:05:00;03/03/2026 09:15:00;10min;1;1;V;188.125,00;187.900,00;187.685,00;No;-45,00;-225,00;20;-45,00;-225,00;0,00;0,00;0,00;4d;-22,00 +WINJ26;04/03/2026 09:05:00;04/03/2026 09:20:00;15min;1;1;C;187.620,00;187.325,00;187.685,00;Sim;-59,00;-295,00;21;-59,00;-295,00;0,00;0,00;0,00;1d;-81,00 diff --git a/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v46_cm1_rm1_tfcurto60.csv b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v46_cm1_rm1_tfcurto60.csv new file mode 100644 index 0000000..f279d19 --- /dev/null +++ b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v46_cm1_rm1_tfcurto60.csv @@ -0,0 +1,32 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 22/08/2025 +Data Final: 05/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;28/08/2025 10:00:00;29/08/2025 09:00:00;23h;1;1;C;151.450,00;152.000,00;187.685,00;No;110,00;550,00;1;110,00;550,00;0,00;0,00;0,00; - ;110,00 +WINJ26;05/09/2025 10:00:00;05/09/2025 11:00:00;1h;1;1;C;153.400,00;153.400,00;187.685,00;No;0;0;2;0;0;0,00;0,00;0,00;8d;110,00 +WINJ26;10/09/2025 10:00:00;11/09/2025 09:00:00;23h;1;1;C;152.350,00;153.500,00;187.685,00;Sim;230,00;1.150,00;3;230,00;1.150,00;0,00;0,00;0,00;5d;340,00 +WINJ26;25/09/2025 10:00:00;25/09/2025 11:00:00;1h;1;1;V;155.750,00;156.250,00;187.685,00;No;100,00;500,00;4;100,00;500,00;0,00;0,00;0,00;15d;440,00 +WINJ26;29/09/2025 10:00:00;29/09/2025 11:00:00;1h;1;1;C;157.250,00;156.600,00;187.685,00;No;-130,00;-650,00;5;-130,00;-650,00;0,00;0,00;0,00;4d;310,00 +WINJ26;01/10/2025 10:00:00;01/10/2025 11:00:00;1h;1;1;C;156.750,00;156.000,00;187.685,00;Sim;-150,00;-750,00;6;-150,00;-750,00;0,00;0,00;0,00;2d;160,00 +WINJ26;15/10/2025 10:00:00;15/10/2025 11:00:00;1h;1;1;V;151.200,00;150.105,00;187.685,00;No;-219,00;-1.095,00;7;-219,00;-1.095,00;0,00;0,00;0,00;14d;-59,00 +WINJ26;17/10/2025 10:00:00;17/10/2025 11:00:00;1h;1;1;V;151.365,00;150.800,00;187.685,00;Sim;-113,00;-565,00;8;-113,00;-565,00;0,00;0,00;0,00;2d;-172,00 +WINJ26;24/10/2025 10:00:00;24/10/2025 11:00:00;1h;1;1;C;155.700,00;155.000,00;187.685,00;Sim;-140,00;-700,00;9;-140,00;-700,00;0,00;0,00;0,00;7d;-312,00 +WINJ26;03/11/2025 11:00:00;03/11/2025 12:00:00;1h;1;1;C;158.605,00;159.000,00;187.685,00;No;79,00;395,00;10;79,00;395,00;0,00;0,00;0,00;10d1h;-233,00 +WINJ26;18/11/2025 10:00:00;18/11/2025 11:00:00;1h;1;1;V;164.500,00;163.970,00;187.685,00;Sim;-106,00;-530,00;11;-106,00;-530,00;0,00;0,00;0,00;14d23h;-339,00 +WINJ26;26/11/2025 10:00:00;26/11/2025 11:00:00;1h;1;1;C;164.250,00;165.300,00;187.685,00;No;210,00;1.050,00;12;210,00;1.050,00;0,00;0,00;0,00;8d;-129,00 +WINJ26;04/12/2025 10:00:00;04/12/2025 11:00:00;1h;1;1;C;170.085,00;171.250,00;187.685,00;No;233,00;1.165,00;13;233,00;1.165,00;0,00;0,00;0,00;8d;104,00 +WINJ26;09/12/2025 10:00:00;09/12/2025 11:00:00;1h;1;1;V;163.150,00;164.050,00;187.685,00;Sim;180,00;900,00;14;180,00;900,00;0,00;0,00;0,00;5d;284,00 +WINJ26;11/12/2025 10:00:00;11/12/2025 11:00:00;1h;1;1;V;165.500,00;165.615,00;187.685,00;Sim;23,00;115,00;15;23,00;115,00;0,00;0,00;0,00;2d;307,00 +WINJ26;15/12/2025 10:00:00;15/12/2025 11:00:00;1h;1;1;C;168.500,00;169.330,00;187.685,00;Sim;166,00;830,00;16;166,00;830,00;0,00;0,00;0,00;4d;473,00 +WINJ26;16/12/2025 10:00:00;16/12/2025 11:00:00;1h;1;1;V;167.000,00;167.270,00;187.685,00;Sim;54,00;270,00;17;54,00;270,00;0,00;0,00;0,00;1d;527,00 +WINJ26;30/12/2025 10:00:00;30/12/2025 11:00:00;1h;1;1;C;167.590,00;167.200,00;187.685,00;Sim;-78,00;-390,00;18;-78,00;-390,00;0,00;0,00;0,00;14d;449,00 +WINJ26;02/01/2026 10:00:00;02/01/2026 11:00:00;1h;1;1;C;168.095,00;166.705,00;187.685,00;No;-278,00;-1.390,00;19;-278,00;-1.390,00;0,00;0,00;0,00;3d;171,00 +WINJ26;14/01/2026 10:00:00;14/01/2026 11:00:00;1h;1;1;C;168.200,00;168.220,00;187.685,00;No;4,00;20,00;20;4,00;20,00;0,00;0,00;0,00;12d;175,00 +WINJ26;21/01/2026 10:00:00;21/01/2026 11:00:00;1h;1;1;C;173.065,00;173.820,00;187.685,00;No;151,00;755,00;21;151,00;755,00;0,00;0,00;0,00;7d;326,00 +WINJ26;22/01/2026 10:00:00;22/01/2026 11:00:00;1h;1;1;C;177.995,00;178.070,00;187.685,00;No;15,00;75,00;22;15,00;75,00;0,00;0,00;0,00;1d;341,00 +WINJ26;03/02/2026 10:00:00;03/02/2026 11:00:00;1h;1;1;C;189.560,00;190.830,00;187.685,00;No;254,00;1.270,00;23;254,00;1.270,00;0,00;0,00;0,00;12d;595,00 +WINJ26;11/02/2026 10:00:00;11/02/2026 11:00:00;1h;1;1;C;192.235,00;192.560,00;187.685,00;No;65,00;325,00;24;65,00;325,00;0,00;0,00;0,00;8d;660,00 +WINJ26;13/02/2026 10:00:00;13/02/2026 11:00:00;1h;1;1;V;188.945,00;189.220,00;187.685,00;Sim;55,00;275,00;25;55,00;275,00;0,00;0,00;0,00;2d;715,00 +WINJ26;03/03/2026 10:00:00;03/03/2026 11:00:00;1h;1;1;V;185.610,00;187.265,00;187.685,00;No;331,00;1.655,00;26;331,00;1.655,00;0,00;0,00;0,00;18d;1.046,00 diff --git a/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v47_cm2_rm1_tfcurto15.csv b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v47_cm2_rm1_tfcurto15.csv new file mode 100644 index 0000000..d81e3b1 --- /dev/null +++ b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v47_cm2_rm1_tfcurto15.csv @@ -0,0 +1,8 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 22/08/2025 +Data Final: 05/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;02/01/2026 09:15:00;02/01/2026 09:30:00;15min;1;1;C;167.715,00;167.610,00;187.685,00;No;-21,00;-105,00;1;-21,00;-105,00;0,00;0,00;0,00; - ;-21,00 +WINJ26;27/02/2026 09:15:00;27/02/2026 09:30:00;15min;1;1;V;193.430,00;193.035,00;187.685,00;No;-79,00;-395,00;2;-79,00;-395,00;0,00;0,00;0,00;1m25d;-100,00 diff --git a/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v47_cm2_rm1_tfcurto47.csv b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v47_cm2_rm1_tfcurto47.csv new file mode 100644 index 0000000..bd7848c --- /dev/null +++ b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v47_cm2_rm1_tfcurto47.csv @@ -0,0 +1,8 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 22/08/2025 +Data Final: 05/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;02/01/2026 09:30:00;02/01/2026 10:00:00;30min;1;1;C;167.610,00;168.095,00;187.685,00;No;97,00;485,00;1;97,00;485,00;0,00;0,00;0,00; - ;97,00 +WINJ26;27/02/2026 09:30:00;27/02/2026 10:00:00;30min;1;1;V;193.615,00;193.430,00;187.685,00;No;-37,00;-185,00;2;-37,00;-185,00;0,00;0,00;0,00;1m25d;60,00 diff --git a/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v48_cm3_rm1_tfcurto1.csv b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v48_cm3_rm1_tfcurto1.csv new file mode 100644 index 0000000..aaaeb2b --- /dev/null +++ b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v48_cm3_rm1_tfcurto1.csv @@ -0,0 +1,11 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 22/08/2025 +Data Final: 05/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;03/02/2026 09:01:00;03/02/2026 09:03:00;2min;1;1;C;188.450,00;188.615,00;187.685,00;No;33,00;165,00;1;33,00;165,00;0,00;0,00;0,00; - ;33,00 +WINJ26;06/02/2026 09:01:00;06/02/2026 09:03:00;2min;1;1;C;187.780,00;187.900,00;187.685,00;Sim;24,00;120,00;2;24,00;120,00;0,00;0,00;0,00;3d;57,00 +WINJ26;11/02/2026 09:01:00;11/02/2026 09:05:00;4min;1;1;C;190.990,00;191.960,00;187.685,00;No;194,00;970,00;3;194,00;970,00;0,00;0,00;0,00;5d;251,00 +WINJ26;25/02/2026 09:01:00;25/02/2026 09:03:00;2min;1;1;C;197.060,00;196.190,00;187.685,00;No;-174,00;-870,00;4;-174,00;-870,00;0,00;0,00;0,00;14d;77,00 +WINJ26;27/02/2026 09:01:00;27/02/2026 09:05:00;4min;1;1;V;192.490,00;193.930,00;187.685,00;No;288,00;1.440,00;5;288,00;1.440,00;0,00;0,00;0,00;2d;365,00 diff --git a/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v48_cm3_rm1_tfcurto15.csv b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v48_cm3_rm1_tfcurto15.csv new file mode 100644 index 0000000..fec8b9d --- /dev/null +++ b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v48_cm3_rm1_tfcurto15.csv @@ -0,0 +1,27 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 22/08/2025 +Data Final: 05/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;23/10/2025 09:15:00;23/10/2025 09:30:00;15min;1;1;C;154.500,00;154.700,00;187.685,00;No;40,00;200,00;1;40,00;200,00;0,00;0,00;0,00; - ;40,00 +WINJ26;04/11/2025 10:00:00;04/11/2025 10:15:00;15min;1;1;V;158.540,00;158.430,00;187.685,00;No;-22,00;-110,00;2;-22,00;-110,00;0,00;0,00;0,00;12d;18,00 +WINJ26;14/11/2025 09:15:00;14/11/2025 09:30:00;15min;1;1;V;164.905,00;164.780,00;187.685,00;Sim;-25,00;-125,00;3;-25,00;-125,00;0,00;0,00;0,00;9d23h;-7,00 +WINJ26;18/11/2025 09:15:00;18/11/2025 09:30:00;15min;1;1;V;163.750,00;164.000,00;187.685,00;No;50,00;250,00;4;50,00;250,00;0,00;0,00;0,00;4d;43,00 +WINJ26;26/11/2025 09:15:00;26/11/2025 09:30:00;15min;1;1;C;164.075,00;164.100,00;187.685,00;No;5,00;25,00;5;5,00;25,00;0,00;0,00;0,00;8d;48,00 +WINJ26;04/12/2025 09:15:00;04/12/2025 09:30:00;15min;1;1;C;169.805,00;170.000,00;187.685,00;No;39,00;195,00;6;39,00;195,00;0,00;0,00;0,00;8d;87,00 +WINJ26;09/12/2025 09:15:00;09/12/2025 09:30:00;15min;1;1;V;164.850,00;164.665,00;187.685,00;Sim;-37,00;-185,00;7;-37,00;-185,00;0,00;0,00;0,00;5d;50,00 +WINJ26;10/12/2025 09:15:00;10/12/2025 09:30:00;15min;1;1;C;166.330,00;165.600,00;187.685,00;Sim;-146,00;-730,00;8;-146,00;-730,00;0,00;0,00;0,00;1d;-96,00 +WINJ26;11/12/2025 10:00:00;11/12/2025 10:30:00;30min;1;1;V;165.040,00;165.615,00;187.685,00;Sim;115,00;575,00;9;115,00;575,00;0,00;0,00;0,00;1d;19,00 +WINJ26;15/12/2025 09:15:00;15/12/2025 09:30:00;15min;1;1;C;168.730,00;169.000,00;187.685,00;No;54,00;270,00;10;54,00;270,00;0,00;0,00;0,00;3d23h;73,00 +WINJ26;16/12/2025 09:15:00;16/12/2025 09:30:00;15min;1;1;V;166.840,00;166.960,00;187.685,00;Sim;24,00;120,00;11;24,00;120,00;0,00;0,00;0,00;1d;97,00 +WINJ26;02/01/2026 09:15:00;02/01/2026 09:30:00;15min;1;1;C;167.715,00;167.610,00;187.685,00;Sim;-21,00;-105,00;12;-21,00;-105,00;0,00;0,00;0,00;17d;76,00 +WINJ26;14/01/2026 09:15:00;14/01/2026 09:30:00;15min;1;1;C;167.735,00;167.920,00;187.685,00;No;37,00;185,00;13;37,00;185,00;0,00;0,00;0,00;12d;113,00 +WINJ26;20/01/2026 09:15:00;20/01/2026 09:30:00;15min;1;1;V;168.260,00;168.485,00;187.685,00;Sim;45,00;225,00;14;45,00;225,00;0,00;0,00;0,00;6d;158,00 +WINJ26;21/01/2026 09:15:00;21/01/2026 09:30:00;15min;1;1;C;172.580,00;172.635,00;187.685,00;No;11,00;55,00;15;11,00;55,00;0,00;0,00;0,00;1d;169,00 +WINJ26;03/02/2026 09:15:00;03/02/2026 09:30:00;15min;1;1;C;188.970,00;189.050,00;187.685,00;No;16,00;80,00;16;16,00;80,00;0,00;0,00;0,00;13d;185,00 +WINJ26;11/02/2026 09:15:00;11/02/2026 09:30:00;15min;1;1;C;191.870,00;191.540,00;187.685,00;No;-66,00;-330,00;17;-66,00;-330,00;0,00;0,00;0,00;8d;119,00 +WINJ26;13/02/2026 09:15:00;13/02/2026 09:30:00;15min;1;1;V;189.255,00;189.785,00;187.685,00;Sim;106,00;530,00;18;106,00;530,00;0,00;0,00;0,00;2d;225,00 +WINJ26;24/02/2026 09:15:00;24/02/2026 09:30:00;15min;1;1;C;194.165,00;193.240,00;187.685,00;No;-185,00;-925,00;19;-185,00;-925,00;0,00;0,00;0,00;11d;40,00 +WINJ26;27/02/2026 09:15:00;27/02/2026 09:30:00;15min;1;1;V;193.430,00;193.035,00;187.685,00;Sim;-79,00;-395,00;20;-79,00;-395,00;0,00;0,00;0,00;3d;-39,00 +WINJ26;04/03/2026 09:15:00;04/03/2026 09:30:00;15min;1;1;C;187.660,00;187.340,00;187.685,00;Sim;-64,00;-320,00;21;-64,00;-320,00;0,00;0,00;0,00;5d;-103,00 diff --git a/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v48_cm3_rm1_tfcurto30.csv b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v48_cm3_rm1_tfcurto30.csv new file mode 100644 index 0000000..ce72b58 --- /dev/null +++ b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v48_cm3_rm1_tfcurto30.csv @@ -0,0 +1,22 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 22/08/2025 +Data Final: 05/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;28/08/2025 10:00:00;28/08/2025 10:30:00;30min;1;1;C;151.450,00;151.750,00;187.685,00;No;60,00;300,00;1;60,00;300,00;0,00;0,00;0,00; - ;60,00 +WINJ26;29/09/2025 09:30:00;29/09/2025 10:00:00;30min;1;1;C;156.700,00;157.250,00;187.685,00;No;110,00;550,00;2;110,00;550,00;0,00;0,00;0,00;1m3d23h;170,00 +WINJ26;03/11/2025 09:30:00;03/11/2025 11:00:00;1h30min;1;1;C;158.700,00;158.605,00;187.685,00;No;-19,00;-95,00;3;-19,00;-95,00;0,00;0,00;0,00;1m4d;151,00 +WINJ26;18/11/2025 09:30:00;18/11/2025 10:00:00;30min;1;1;V;163.970,00;163.750,00;187.685,00;No;-44,00;-220,00;4;-44,00;-220,00;0,00;0,00;0,00;15d;107,00 +WINJ26;26/11/2025 09:30:00;26/11/2025 10:00:00;30min;1;1;C;164.100,00;164.250,00;187.685,00;No;30,00;150,00;5;30,00;150,00;0,00;0,00;0,00;8d;137,00 +WINJ26;09/12/2025 09:30:00;09/12/2025 10:00:00;30min;1;1;V;164.050,00;164.850,00;187.685,00;Sim;160,00;800,00;6;160,00;800,00;0,00;0,00;0,00;13d;297,00 +WINJ26;10/12/2025 09:30:00;10/12/2025 10:00:00;30min;1;1;C;165.600,00;165.030,00;187.685,00;No;-114,00;-570,00;7;-114,00;-570,00;0,00;0,00;0,00;1d;183,00 +WINJ26;11/12/2025 10:00:00;11/12/2025 10:30:00;30min;1;1;V;165.040,00;165.615,00;187.685,00;Sim;115,00;575,00;8;115,00;575,00;0,00;0,00;0,00;1d;298,00 +WINJ26;15/12/2025 09:30:00;15/12/2025 10:00:00;30min;1;1;C;169.000,00;168.500,00;187.685,00;No;-100,00;-500,00;9;-100,00;-500,00;0,00;0,00;0,00;3d23h;198,00 +WINJ26;16/12/2025 09:30:00;16/12/2025 10:00:00;30min;1;1;V;167.270,00;166.840,00;187.685,00;Sim;-86,00;-430,00;10;-86,00;-430,00;0,00;0,00;0,00;1d;112,00 +WINJ26;02/01/2026 09:30:00;02/01/2026 10:00:00;30min;1;1;C;167.610,00;168.095,00;187.685,00;Sim;97,00;485,00;11;97,00;485,00;0,00;0,00;0,00;17d;209,00 +WINJ26;14/01/2026 09:30:00;14/01/2026 10:00:00;30min;1;1;C;167.920,00;168.200,00;187.685,00;No;56,00;280,00;12;56,00;280,00;0,00;0,00;0,00;12d;265,00 +WINJ26;20/01/2026 09:30:00;20/01/2026 10:00:00;30min;1;1;V;169.010,00;168.260,00;187.685,00;Sim;-150,00;-750,00;13;-150,00;-750,00;0,00;0,00;0,00;6d;115,00 +WINJ26;21/01/2026 09:30:00;21/01/2026 10:00:00;30min;1;1;C;172.635,00;173.065,00;187.685,00;No;86,00;430,00;14;86,00;430,00;0,00;0,00;0,00;1d;201,00 +WINJ26;13/02/2026 09:30:00;13/02/2026 10:00:00;30min;1;1;V;189.220,00;189.255,00;187.685,00;Sim;7,00;35,00;15;7,00;35,00;0,00;0,00;0,00;23d;208,00 +WINJ26;27/02/2026 09:30:00;27/02/2026 10:00:00;30min;1;1;V;193.615,00;193.430,00;187.685,00;Sim;-37,00;-185,00;16;-37,00;-185,00;0,00;0,00;0,00;14d;171,00 diff --git a/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v48_cm3_rm1_tfcurto5.csv b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v48_cm3_rm1_tfcurto5.csv new file mode 100644 index 0000000..798cfc6 --- /dev/null +++ b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v48_cm3_rm1_tfcurto5.csv @@ -0,0 +1,25 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 22/08/2025 +Data Final: 05/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;04/11/2025 10:00:00;04/11/2025 10:15:00;15min;1;1;V;158.540,00;158.430,00;187.685,00;No;-22,00;-110,00;1;-22,00;-110,00;0,00;0,00;0,00; - ;-22,00 +WINJ26;14/11/2025 09:05:00;14/11/2025 09:20:00;15min;1;1;V;164.730,00;164.650,00;187.685,00;Sim;-16,00;-80,00;2;-16,00;-80,00;0,00;0,00;0,00;9d23h;-38,00 +WINJ26;18/11/2025 09:05:00;18/11/2025 09:30:00;25min;1;1;V;163.750,00;164.410,00;187.685,00;No;132,00;660,00;3;132,00;660,00;0,00;0,00;0,00;4d;94,00 +WINJ26;21/11/2025 09:05:00;21/11/2025 09:15:00;10min;1;1;V;162.260,00;161.840,00;187.685,00;No;-84,00;-420,00;4;-84,00;-420,00;0,00;0,00;0,00;3d;10,00 +WINJ26;04/12/2025 09:05:00;04/12/2025 09:20:00;15min;1;1;C;169.500,00;170.000,00;187.685,00;No;100,00;500,00;5;100,00;500,00;0,00;0,00;0,00;13d;110,00 +WINJ26;09/12/2025 09:05:00;09/12/2025 09:30:00;25min;1;1;V;164.850,00;164.700,00;187.685,00;Sim;-30,00;-150,00;6;-30,00;-150,00;0,00;0,00;0,00;5d;80,00 +WINJ26;10/12/2025 09:10:00;10/12/2025 09:30:00;20min;1;1;C;166.300,00;165.600,00;187.685,00;Sim;-140,00;-700,00;7;-140,00;-700,00;0,00;0,00;0,00;1d;-60,00 +WINJ26;16/12/2025 09:05:00;16/12/2025 09:20:00;15min;1;1;V;166.920,00;167.400,00;187.685,00;Sim;96,00;480,00;8;96,00;480,00;0,00;0,00;0,00;5d23h;36,00 +WINJ26;17/12/2025 09:05:00;17/12/2025 09:15:00;10min;1;1;V;164.810,00;164.125,00;187.685,00;No;-137,00;-685,00;9;-137,00;-685,00;0,00;0,00;0,00;1d;-101,00 +WINJ26;26/12/2025 09:05:00;26/12/2025 09:15:00;10min;1;1;V;165.980,00;165.720,00;187.685,00;Sim;-52,00;-260,00;10;-52,00;-260,00;0,00;0,00;0,00;9d;-153,00 +WINJ26;02/01/2026 09:05:00;02/01/2026 09:20:00;15min;1;1;C;167.910,00;167.720,00;187.685,00;No;-38,00;-190,00;11;-38,00;-190,00;0,00;0,00;0,00;7d;-191,00 +WINJ26;07/01/2026 09:05:00;07/01/2026 09:20:00;15min;1;1;V;169.335,00;169.045,00;187.685,00;Sim;-58,00;-290,00;12;-58,00;-290,00;0,00;0,00;0,00;5d;-249,00 +WINJ26;21/01/2026 09:05:00;21/01/2026 09:20:00;15min;1;1;C;171.985,00;172.545,00;187.685,00;No;112,00;560,00;13;112,00;560,00;0,00;0,00;0,00;14d;-137,00 +WINJ26;06/02/2026 09:05:00;06/02/2026 09:15:00;10min;1;1;C;188.150,00;187.460,00;187.685,00;No;-138,00;-690,00;14;-138,00;-690,00;0,00;0,00;0,00;16d;-275,00 +WINJ26;11/02/2026 09:05:00;11/02/2026 09:15:00;10min;1;1;C;191.960,00;191.870,00;187.685,00;No;-18,00;-90,00;15;-18,00;-90,00;0,00;0,00;0,00;5d;-293,00 +WINJ26;13/02/2026 09:05:00;13/02/2026 09:20:00;15min;1;1;V;189.260,00;190.305,00;187.685,00;Sim;209,00;1.045,00;16;209,00;1.045,00;0,00;0,00;0,00;2d;-84,00 +WINJ26;27/02/2026 09:05:00;27/02/2026 09:15:00;10min;1;1;V;193.035,00;192.490,00;187.685,00;Sim;-109,00;-545,00;17;-109,00;-545,00;0,00;0,00;0,00;14d;-193,00 +WINJ26;03/03/2026 09:05:00;03/03/2026 09:15:00;10min;1;1;V;188.125,00;187.900,00;187.685,00;No;-45,00;-225,00;18;-45,00;-225,00;0,00;0,00;0,00;4d;-238,00 +WINJ26;04/03/2026 09:05:00;04/03/2026 09:20:00;15min;1;1;C;187.620,00;187.325,00;187.685,00;Sim;-59,00;-295,00;19;-59,00;-295,00;0,00;0,00;0,00;1d;-297,00 diff --git a/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v48_cm3_rm1_tfcurto60.csv b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v48_cm3_rm1_tfcurto60.csv new file mode 100644 index 0000000..f210e7e --- /dev/null +++ b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v48_cm3_rm1_tfcurto60.csv @@ -0,0 +1,28 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 22/08/2025 +Data Final: 05/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;28/08/2025 10:00:00;29/08/2025 09:00:00;23h;1;1;C;151.450,00;152.000,00;187.685,00;No;110,00;550,00;1;110,00;550,00;0,00;0,00;0,00; - ;110,00 +WINJ26;05/09/2025 10:00:00;05/09/2025 11:00:00;1h;1;1;C;153.400,00;153.400,00;187.685,00;No;0;0;2;0;0;0,00;0,00;0,00;8d;110,00 +WINJ26;10/09/2025 10:00:00;11/09/2025 09:00:00;23h;1;1;C;152.350,00;153.500,00;187.685,00;Sim;230,00;1.150,00;3;230,00;1.150,00;0,00;0,00;0,00;5d;340,00 +WINJ26;29/09/2025 10:00:00;29/09/2025 11:00:00;1h;1;1;C;157.250,00;156.600,00;187.685,00;No;-130,00;-650,00;4;-130,00;-650,00;0,00;0,00;0,00;19d;210,00 +WINJ26;17/10/2025 10:00:00;17/10/2025 11:00:00;1h;1;1;V;151.365,00;150.800,00;187.685,00;No;-113,00;-565,00;5;-113,00;-565,00;0,00;0,00;0,00;18d;97,00 +WINJ26;24/10/2025 10:00:00;24/10/2025 11:00:00;1h;1;1;C;155.700,00;155.000,00;187.685,00;Sim;-140,00;-700,00;6;-140,00;-700,00;0,00;0,00;0,00;7d;-43,00 +WINJ26;03/11/2025 11:00:00;03/11/2025 12:00:00;1h;1;1;C;158.605,00;159.000,00;187.685,00;No;79,00;395,00;7;79,00;395,00;0,00;0,00;0,00;10d1h;36,00 +WINJ26;18/11/2025 10:00:00;18/11/2025 11:00:00;1h;1;1;V;164.500,00;163.970,00;187.685,00;Sim;-106,00;-530,00;8;-106,00;-530,00;0,00;0,00;0,00;14d23h;-70,00 +WINJ26;26/11/2025 10:00:00;26/11/2025 11:00:00;1h;1;1;C;164.250,00;165.300,00;187.685,00;No;210,00;1.050,00;9;210,00;1.050,00;0,00;0,00;0,00;8d;140,00 +WINJ26;04/12/2025 10:00:00;04/12/2025 11:00:00;1h;1;1;C;170.085,00;171.250,00;187.685,00;No;233,00;1.165,00;10;233,00;1.165,00;0,00;0,00;0,00;8d;373,00 +WINJ26;09/12/2025 10:00:00;09/12/2025 11:00:00;1h;1;1;V;163.150,00;164.050,00;187.685,00;Sim;180,00;900,00;11;180,00;900,00;0,00;0,00;0,00;5d;553,00 +WINJ26;11/12/2025 10:00:00;11/12/2025 11:00:00;1h;1;1;V;165.500,00;165.615,00;187.685,00;Sim;23,00;115,00;12;23,00;115,00;0,00;0,00;0,00;2d;576,00 +WINJ26;15/12/2025 10:00:00;15/12/2025 11:00:00;1h;1;1;C;168.500,00;169.330,00;187.685,00;Sim;166,00;830,00;13;166,00;830,00;0,00;0,00;0,00;4d;742,00 +WINJ26;16/12/2025 10:00:00;16/12/2025 11:00:00;1h;1;1;V;167.000,00;167.270,00;187.685,00;Sim;54,00;270,00;14;54,00;270,00;0,00;0,00;0,00;1d;796,00 +WINJ26;30/12/2025 10:00:00;30/12/2025 11:00:00;1h;1;1;C;167.590,00;167.200,00;187.685,00;Sim;-78,00;-390,00;15;-78,00;-390,00;0,00;0,00;0,00;14d;718,00 +WINJ26;02/01/2026 10:00:00;02/01/2026 11:00:00;1h;1;1;C;168.095,00;166.705,00;187.685,00;No;-278,00;-1.390,00;16;-278,00;-1.390,00;0,00;0,00;0,00;3d;440,00 +WINJ26;14/01/2026 10:00:00;14/01/2026 11:00:00;1h;1;1;C;168.200,00;168.220,00;187.685,00;No;4,00;20,00;17;4,00;20,00;0,00;0,00;0,00;12d;444,00 +WINJ26;21/01/2026 10:00:00;21/01/2026 11:00:00;1h;1;1;C;173.065,00;173.820,00;187.685,00;No;151,00;755,00;18;151,00;755,00;0,00;0,00;0,00;7d;595,00 +WINJ26;03/02/2026 10:00:00;03/02/2026 11:00:00;1h;1;1;C;189.560,00;190.830,00;187.685,00;No;254,00;1.270,00;19;254,00;1.270,00;0,00;0,00;0,00;13d;849,00 +WINJ26;11/02/2026 10:00:00;11/02/2026 11:00:00;1h;1;1;C;192.235,00;192.560,00;187.685,00;No;65,00;325,00;20;65,00;325,00;0,00;0,00;0,00;8d;914,00 +WINJ26;13/02/2026 10:00:00;13/02/2026 11:00:00;1h;1;1;V;188.945,00;189.220,00;187.685,00;Sim;55,00;275,00;21;55,00;275,00;0,00;0,00;0,00;2d;969,00 +WINJ26;03/03/2026 10:00:00;03/03/2026 11:00:00;1h;1;1;V;185.610,00;187.265,00;187.685,00;No;331,00;1.655,00;22;331,00;1.655,00;0,00;0,00;0,00;18d;1.300,00 diff --git a/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v49_cm1_rm2_tfcurto1.csv b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v49_cm1_rm2_tfcurto1.csv new file mode 100644 index 0000000..b9b0d1e --- /dev/null +++ b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v49_cm1_rm2_tfcurto1.csv @@ -0,0 +1,14 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 22/08/2025 +Data Final: 05/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;03/02/2026 09:01:00;03/02/2026 09:03:00;2min;1;1;C;188.450,00;188.615,00;187.685,00;No;33,00;165,00;1;33,00;165,00;0,00;0,00;0,00; - ;33,00 +WINJ26;04/02/2026 09:01:00;04/02/2026 09:03:00;2min;1;1;C;191.030,00;190.400,00;187.685,00;No;-126,00;-630,00;2;-126,00;-630,00;0,00;0,00;0,00;1d;-93,00 +WINJ26;06/02/2026 09:01:00;06/02/2026 09:05:00;4min;1;1;C;187.780,00;188.150,00;187.685,00;Sim;74,00;370,00;3;74,00;370,00;0,00;0,00;0,00;2d;-19,00 +WINJ26;11/02/2026 09:01:00;11/02/2026 09:05:00;4min;1;1;C;190.990,00;191.960,00;187.685,00;No;194,00;970,00;4;194,00;970,00;0,00;0,00;0,00;5d;175,00 +WINJ26;12/02/2026 09:01:00;12/02/2026 09:05:00;4min;1;1;C;194.960,00;193.580,00;187.685,00;No;-276,00;-1.380,00;5;-276,00;-1.380,00;0,00;0,00;0,00;1d;-101,00 +WINJ26;13/02/2026 09:01:00;13/02/2026 09:03:00;2min;1;1;V;190.330,00;191.085,00;187.685,00;No;151,00;755,00;6;151,00;755,00;0,00;0,00;0,00;1d;50,00 +WINJ26;25/02/2026 09:01:00;25/02/2026 09:03:00;2min;1;1;C;197.060,00;196.190,00;187.685,00;No;-174,00;-870,00;7;-174,00;-870,00;0,00;0,00;0,00;12d;-124,00 +WINJ26;27/02/2026 09:01:00;27/02/2026 09:03:00;2min;1;1;V;193.225,00;193.930,00;187.685,00;Sim;141,00;705,00;8;141,00;705,00;0,00;0,00;0,00;2d;17,00 diff --git a/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v49_cm1_rm2_tfcurto15.csv b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v49_cm1_rm2_tfcurto15.csv new file mode 100644 index 0000000..a779d0f --- /dev/null +++ b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v49_cm1_rm2_tfcurto15.csv @@ -0,0 +1,29 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 22/08/2025 +Data Final: 05/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;23/10/2025 09:15:00;23/10/2025 09:30:00;15min;1;1;C;154.500,00;154.700,00;187.685,00;No;40,00;200,00;1;40,00;200,00;0,00;0,00;0,00; - ;40,00 +WINJ26;04/11/2025 10:00:00;04/11/2025 10:15:00;15min;1;1;V;158.540,00;158.430,00;187.685,00;No;-22,00;-110,00;2;-22,00;-110,00;0,00;0,00;0,00;12d;18,00 +WINJ26;14/11/2025 09:15:00;14/11/2025 09:30:00;15min;1;1;V;164.905,00;164.780,00;187.685,00;Sim;-25,00;-125,00;3;-25,00;-125,00;0,00;0,00;0,00;9d23h;-7,00 +WINJ26;18/11/2025 09:15:00;18/11/2025 09:30:00;15min;1;1;V;163.750,00;164.000,00;187.685,00;No;50,00;250,00;4;50,00;250,00;0,00;0,00;0,00;4d;43,00 +WINJ26;26/11/2025 09:15:00;26/11/2025 09:30:00;15min;1;1;C;164.075,00;164.100,00;187.685,00;No;5,00;25,00;5;5,00;25,00;0,00;0,00;0,00;8d;48,00 +WINJ26;04/12/2025 09:15:00;04/12/2025 09:30:00;15min;1;1;C;169.805,00;170.000,00;187.685,00;No;39,00;195,00;6;39,00;195,00;0,00;0,00;0,00;8d;87,00 +WINJ26;09/12/2025 09:15:00;09/12/2025 09:30:00;15min;1;1;V;164.850,00;164.665,00;187.685,00;Sim;-37,00;-185,00;7;-37,00;-185,00;0,00;0,00;0,00;5d;50,00 +WINJ26;10/12/2025 09:15:00;10/12/2025 09:30:00;15min;1;1;C;166.330,00;165.600,00;187.685,00;Sim;-146,00;-730,00;8;-146,00;-730,00;0,00;0,00;0,00;1d;-96,00 +WINJ26;11/12/2025 10:00:00;11/12/2025 10:30:00;30min;1;1;V;165.040,00;165.615,00;187.685,00;Sim;115,00;575,00;9;115,00;575,00;0,00;0,00;0,00;1d;19,00 +WINJ26;15/12/2025 09:15:00;15/12/2025 09:30:00;15min;1;1;C;168.730,00;169.000,00;187.685,00;No;54,00;270,00;10;54,00;270,00;0,00;0,00;0,00;3d23h;73,00 +WINJ26;16/12/2025 09:15:00;16/12/2025 09:30:00;15min;1;1;V;166.840,00;166.960,00;187.685,00;Sim;24,00;120,00;11;24,00;120,00;0,00;0,00;0,00;1d;97,00 +WINJ26;23/12/2025 09:15:00;23/12/2025 09:30:00;15min;1;1;C;164.800,00;164.900,00;187.685,00;Sim;20,00;100,00;12;20,00;100,00;0,00;0,00;0,00;7d;117,00 +WINJ26;30/12/2025 09:15:00;30/12/2025 09:30:00;15min;1;1;C;167.400,00;167.520,00;187.685,00;No;24,00;120,00;13;24,00;120,00;0,00;0,00;0,00;7d;141,00 +WINJ26;02/01/2026 09:15:00;02/01/2026 09:30:00;15min;1;1;C;167.715,00;167.610,00;187.685,00;No;-21,00;-105,00;14;-21,00;-105,00;0,00;0,00;0,00;3d;120,00 +WINJ26;14/01/2026 09:15:00;14/01/2026 09:30:00;15min;1;1;C;167.735,00;167.920,00;187.685,00;No;37,00;185,00;15;37,00;185,00;0,00;0,00;0,00;12d;157,00 +WINJ26;20/01/2026 09:15:00;20/01/2026 09:30:00;15min;1;1;V;168.260,00;168.485,00;187.685,00;Sim;45,00;225,00;16;45,00;225,00;0,00;0,00;0,00;6d;202,00 +WINJ26;21/01/2026 09:15:00;21/01/2026 09:30:00;15min;1;1;C;172.580,00;172.635,00;187.685,00;No;11,00;55,00;17;11,00;55,00;0,00;0,00;0,00;1d;213,00 +WINJ26;03/02/2026 09:15:00;03/02/2026 09:30:00;15min;1;1;C;188.970,00;189.050,00;187.685,00;No;16,00;80,00;18;16,00;80,00;0,00;0,00;0,00;13d;229,00 +WINJ26;11/02/2026 09:15:00;11/02/2026 09:30:00;15min;1;1;C;191.870,00;191.540,00;187.685,00;No;-66,00;-330,00;19;-66,00;-330,00;0,00;0,00;0,00;8d;163,00 +WINJ26;13/02/2026 09:15:00;13/02/2026 09:30:00;15min;1;1;V;189.255,00;189.785,00;187.685,00;Sim;106,00;530,00;20;106,00;530,00;0,00;0,00;0,00;2d;269,00 +WINJ26;24/02/2026 09:15:00;24/02/2026 09:30:00;15min;1;1;C;194.165,00;193.240,00;187.685,00;No;-185,00;-925,00;21;-185,00;-925,00;0,00;0,00;0,00;11d;84,00 +WINJ26;27/02/2026 09:15:00;27/02/2026 09:30:00;15min;1;1;V;193.430,00;193.035,00;187.685,00;Sim;-79,00;-395,00;22;-79,00;-395,00;0,00;0,00;0,00;3d;5,00 +WINJ26;04/03/2026 09:15:00;04/03/2026 09:30:00;15min;1;1;C;187.660,00;187.340,00;187.685,00;Sim;-64,00;-320,00;23;-64,00;-320,00;0,00;0,00;0,00;5d;-59,00 diff --git a/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v49_cm1_rm2_tfcurto30.csv b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v49_cm1_rm2_tfcurto30.csv new file mode 100644 index 0000000..a9c6d91 --- /dev/null +++ b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v49_cm1_rm2_tfcurto30.csv @@ -0,0 +1,25 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 22/08/2025 +Data Final: 05/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;28/08/2025 10:00:00;28/08/2025 10:30:00;30min;1;1;C;151.450,00;151.750,00;187.685,00;No;60,00;300,00;1;60,00;300,00;0,00;0,00;0,00; - ;60,00 +WINJ26;29/09/2025 09:30:00;29/09/2025 10:00:00;30min;1;1;C;156.700,00;157.250,00;187.685,00;No;110,00;550,00;2;110,00;550,00;0,00;0,00;0,00;1m3d23h;170,00 +WINJ26;24/10/2025 09:30:00;24/10/2025 10:00:00;30min;1;1;C;155.000,00;155.700,00;187.685,00;Sim;140,00;700,00;3;140,00;700,00;0,00;0,00;0,00;25d;310,00 +WINJ26;03/11/2025 09:30:00;03/11/2025 11:00:00;1h30min;1;1;C;158.700,00;158.605,00;187.685,00;No;-19,00;-95,00;4;-19,00;-95,00;0,00;0,00;0,00;10d;291,00 +WINJ26;18/11/2025 09:30:00;18/11/2025 10:00:00;30min;1;1;V;163.970,00;163.750,00;187.685,00;No;-44,00;-220,00;5;-44,00;-220,00;0,00;0,00;0,00;15d;247,00 +WINJ26;26/11/2025 09:30:00;26/11/2025 10:00:00;30min;1;1;C;164.100,00;164.250,00;187.685,00;No;30,00;150,00;6;30,00;150,00;0,00;0,00;0,00;8d;277,00 +WINJ26;09/12/2025 09:30:00;09/12/2025 10:00:00;30min;1;1;V;164.050,00;164.850,00;187.685,00;Sim;160,00;800,00;7;160,00;800,00;0,00;0,00;0,00;13d;437,00 +WINJ26;10/12/2025 09:30:00;10/12/2025 10:00:00;30min;1;1;C;165.600,00;165.030,00;187.685,00;No;-114,00;-570,00;8;-114,00;-570,00;0,00;0,00;0,00;1d;323,00 +WINJ26;11/12/2025 10:00:00;11/12/2025 10:30:00;30min;1;1;V;165.040,00;165.615,00;187.685,00;Sim;115,00;575,00;9;115,00;575,00;0,00;0,00;0,00;1d;438,00 +WINJ26;15/12/2025 09:30:00;15/12/2025 10:00:00;30min;1;1;C;169.000,00;168.500,00;187.685,00;No;-100,00;-500,00;10;-100,00;-500,00;0,00;0,00;0,00;3d23h;338,00 +WINJ26;16/12/2025 09:30:00;16/12/2025 10:00:00;30min;1;1;V;167.270,00;166.840,00;187.685,00;Sim;-86,00;-430,00;11;-86,00;-430,00;0,00;0,00;0,00;1d;252,00 +WINJ26;23/12/2025 09:30:00;23/12/2025 10:00:00;30min;1;1;C;164.900,00;165.025,00;187.685,00;Sim;25,00;125,00;12;25,00;125,00;0,00;0,00;0,00;7d;277,00 +WINJ26;30/12/2025 09:30:00;30/12/2025 10:00:00;30min;1;1;C;167.520,00;167.590,00;187.685,00;No;14,00;70,00;13;14,00;70,00;0,00;0,00;0,00;7d;291,00 +WINJ26;02/01/2026 09:30:00;02/01/2026 10:00:00;30min;1;1;C;167.610,00;168.095,00;187.685,00;No;97,00;485,00;14;97,00;485,00;0,00;0,00;0,00;3d;388,00 +WINJ26;14/01/2026 09:30:00;14/01/2026 10:00:00;30min;1;1;C;167.920,00;168.200,00;187.685,00;No;56,00;280,00;15;56,00;280,00;0,00;0,00;0,00;12d;444,00 +WINJ26;20/01/2026 09:30:00;20/01/2026 10:00:00;30min;1;1;V;169.010,00;168.260,00;187.685,00;Sim;-150,00;-750,00;16;-150,00;-750,00;0,00;0,00;0,00;6d;294,00 +WINJ26;21/01/2026 09:30:00;21/01/2026 10:00:00;30min;1;1;C;172.635,00;173.065,00;187.685,00;No;86,00;430,00;17;86,00;430,00;0,00;0,00;0,00;1d;380,00 +WINJ26;13/02/2026 09:30:00;13/02/2026 10:00:00;30min;1;1;V;189.220,00;189.255,00;187.685,00;Sim;7,00;35,00;18;7,00;35,00;0,00;0,00;0,00;23d;387,00 +WINJ26;27/02/2026 09:30:00;27/02/2026 10:00:00;30min;1;1;V;193.615,00;193.430,00;187.685,00;Sim;-37,00;-185,00;19;-37,00;-185,00;0,00;0,00;0,00;14d;350,00 diff --git a/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v49_cm1_rm2_tfcurto5.csv b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v49_cm1_rm2_tfcurto5.csv new file mode 100644 index 0000000..7c42c8c --- /dev/null +++ b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v49_cm1_rm2_tfcurto5.csv @@ -0,0 +1,26 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 22/08/2025 +Data Final: 05/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;04/11/2025 10:00:00;04/11/2025 10:15:00;15min;1;1;V;158.540,00;158.430,00;187.685,00;No;-22,00;-110,00;1;-22,00;-110,00;0,00;0,00;0,00; - ;-22,00 +WINJ26;14/11/2025 09:05:00;14/11/2025 09:20:00;15min;1;1;V;164.730,00;164.650,00;187.685,00;Sim;-16,00;-80,00;2;-16,00;-80,00;0,00;0,00;0,00;9d23h;-38,00 +WINJ26;18/11/2025 09:05:00;18/11/2025 09:30:00;25min;1;1;V;163.750,00;164.410,00;187.685,00;No;132,00;660,00;3;132,00;660,00;0,00;0,00;0,00;4d;94,00 +WINJ26;21/11/2025 09:05:00;21/11/2025 09:20:00;15min;1;1;V;162.270,00;161.840,00;187.685,00;No;-86,00;-430,00;4;-86,00;-430,00;0,00;0,00;0,00;3d;8,00 +WINJ26;04/12/2025 09:05:00;04/12/2025 09:20:00;15min;1;1;C;169.500,00;170.000,00;187.685,00;No;100,00;500,00;5;100,00;500,00;0,00;0,00;0,00;13d;108,00 +WINJ26;09/12/2025 09:05:00;09/12/2025 09:30:00;25min;1;1;V;164.850,00;164.700,00;187.685,00;Sim;-30,00;-150,00;6;-30,00;-150,00;0,00;0,00;0,00;5d;78,00 +WINJ26;10/12/2025 09:10:00;10/12/2025 09:30:00;20min;1;1;C;166.300,00;165.600,00;187.685,00;Sim;-140,00;-700,00;7;-140,00;-700,00;0,00;0,00;0,00;1d;-62,00 +WINJ26;16/12/2025 09:05:00;16/12/2025 09:20:00;15min;1;1;V;166.920,00;167.400,00;187.685,00;Sim;96,00;480,00;8;96,00;480,00;0,00;0,00;0,00;5d23h;34,00 +WINJ26;17/12/2025 09:05:00;17/12/2025 09:15:00;10min;1;1;V;164.810,00;164.125,00;187.685,00;No;-137,00;-685,00;9;-137,00;-685,00;0,00;0,00;0,00;1d;-103,00 +WINJ26;26/12/2025 09:05:00;26/12/2025 09:15:00;10min;1;1;V;165.980,00;165.720,00;187.685,00;Sim;-52,00;-260,00;10;-52,00;-260,00;0,00;0,00;0,00;9d;-155,00 +WINJ26;30/12/2025 09:05:00;30/12/2025 09:20:00;15min;1;1;C;167.070,00;167.460,00;187.685,00;No;78,00;390,00;11;78,00;390,00;0,00;0,00;0,00;4d;-77,00 +WINJ26;02/01/2026 09:05:00;02/01/2026 09:20:00;15min;1;1;C;167.910,00;167.720,00;187.685,00;No;-38,00;-190,00;12;-38,00;-190,00;0,00;0,00;0,00;3d;-115,00 +WINJ26;07/01/2026 09:05:00;07/01/2026 09:15:00;10min;1;1;V;169.225,00;169.045,00;187.685,00;Sim;-36,00;-180,00;13;-36,00;-180,00;0,00;0,00;0,00;5d;-151,00 +WINJ26;21/01/2026 09:05:00;21/01/2026 09:20:00;15min;1;1;C;171.985,00;172.545,00;187.685,00;No;112,00;560,00;14;112,00;560,00;0,00;0,00;0,00;14d;-39,00 +WINJ26;06/02/2026 09:05:00;06/02/2026 09:20:00;15min;1;1;C;188.150,00;186.900,00;187.685,00;No;-250,00;-1.250,00;15;-250,00;-1.250,00;0,00;0,00;0,00;16d;-289,00 +WINJ26;11/02/2026 09:05:00;11/02/2026 09:15:00;10min;1;1;C;191.960,00;191.870,00;187.685,00;No;-18,00;-90,00;16;-18,00;-90,00;0,00;0,00;0,00;5d;-307,00 +WINJ26;13/02/2026 09:05:00;13/02/2026 09:20:00;15min;1;1;V;189.260,00;190.305,00;187.685,00;Sim;209,00;1.045,00;17;209,00;1.045,00;0,00;0,00;0,00;2d;-98,00 +WINJ26;27/02/2026 09:05:00;27/02/2026 09:15:00;10min;1;1;V;193.035,00;192.490,00;187.685,00;Sim;-109,00;-545,00;18;-109,00;-545,00;0,00;0,00;0,00;14d;-207,00 +WINJ26;03/03/2026 09:05:00;03/03/2026 09:20:00;15min;1;1;V;188.030,00;187.900,00;187.685,00;No;-26,00;-130,00;19;-26,00;-130,00;0,00;0,00;0,00;4d;-233,00 +WINJ26;04/03/2026 09:05:00;04/03/2026 09:20:00;15min;1;1;C;187.620,00;187.325,00;187.685,00;Sim;-59,00;-295,00;20;-59,00;-295,00;0,00;0,00;0,00;1d;-292,00 diff --git a/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v49_cm1_rm2_tfcurto60.csv b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v49_cm1_rm2_tfcurto60.csv new file mode 100644 index 0000000..136547e --- /dev/null +++ b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/robo_candle1a4_v49_cm1_rm2_tfcurto60.csv @@ -0,0 +1,31 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 22/08/2025 +Data Final: 05/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;28/08/2025 10:00:00;29/08/2025 09:00:00;23h;1;1;C;151.450,00;152.000,00;187.685,00;No;110,00;550,00;1;110,00;550,00;0,00;0,00;0,00; - ;110,00 +WINJ26;05/09/2025 10:00:00;05/09/2025 11:00:00;1h;1;1;C;153.400,00;153.400,00;187.685,00;No;0;0;2;0;0;0,00;0,00;0,00;8d;110,00 +WINJ26;10/09/2025 10:00:00;11/09/2025 09:00:00;23h;1;1;C;152.350,00;153.500,00;187.685,00;Sim;230,00;1.150,00;3;230,00;1.150,00;0,00;0,00;0,00;5d;340,00 +WINJ26;29/09/2025 10:00:00;29/09/2025 11:00:00;1h;1;1;C;157.250,00;156.600,00;187.685,00;No;-130,00;-650,00;4;-130,00;-650,00;0,00;0,00;0,00;19d;210,00 +WINJ26;01/10/2025 10:00:00;01/10/2025 11:00:00;1h;1;1;C;156.750,00;156.000,00;187.685,00;Sim;-150,00;-750,00;5;-150,00;-750,00;0,00;0,00;0,00;2d;60,00 +WINJ26;15/10/2025 10:00:00;15/10/2025 11:00:00;1h;1;1;V;151.200,00;150.105,00;187.685,00;No;-219,00;-1.095,00;6;-219,00;-1.095,00;0,00;0,00;0,00;14d;-159,00 +WINJ26;17/10/2025 10:00:00;17/10/2025 11:00:00;1h;1;1;V;151.365,00;150.800,00;187.685,00;Sim;-113,00;-565,00;7;-113,00;-565,00;0,00;0,00;0,00;2d;-272,00 +WINJ26;24/10/2025 10:00:00;24/10/2025 11:00:00;1h;1;1;C;155.700,00;155.000,00;187.685,00;Sim;-140,00;-700,00;8;-140,00;-700,00;0,00;0,00;0,00;7d;-412,00 +WINJ26;03/11/2025 11:00:00;03/11/2025 12:00:00;1h;1;1;C;158.605,00;159.000,00;187.685,00;No;79,00;395,00;9;79,00;395,00;0,00;0,00;0,00;10d1h;-333,00 +WINJ26;18/11/2025 10:00:00;18/11/2025 11:00:00;1h;1;1;V;164.500,00;163.970,00;187.685,00;Sim;-106,00;-530,00;10;-106,00;-530,00;0,00;0,00;0,00;14d23h;-439,00 +WINJ26;26/11/2025 10:00:00;26/11/2025 11:00:00;1h;1;1;C;164.250,00;165.300,00;187.685,00;No;210,00;1.050,00;11;210,00;1.050,00;0,00;0,00;0,00;8d;-229,00 +WINJ26;04/12/2025 10:00:00;04/12/2025 11:00:00;1h;1;1;C;170.085,00;171.250,00;187.685,00;No;233,00;1.165,00;12;233,00;1.165,00;0,00;0,00;0,00;8d;4,00 +WINJ26;09/12/2025 10:00:00;09/12/2025 11:00:00;1h;1;1;V;163.150,00;164.050,00;187.685,00;Sim;180,00;900,00;13;180,00;900,00;0,00;0,00;0,00;5d;184,00 +WINJ26;11/12/2025 10:00:00;11/12/2025 11:00:00;1h;1;1;V;165.500,00;165.615,00;187.685,00;Sim;23,00;115,00;14;23,00;115,00;0,00;0,00;0,00;2d;207,00 +WINJ26;15/12/2025 10:00:00;15/12/2025 11:00:00;1h;1;1;C;168.500,00;169.330,00;187.685,00;Sim;166,00;830,00;15;166,00;830,00;0,00;0,00;0,00;4d;373,00 +WINJ26;16/12/2025 10:00:00;16/12/2025 11:00:00;1h;1;1;V;167.000,00;167.270,00;187.685,00;Sim;54,00;270,00;16;54,00;270,00;0,00;0,00;0,00;1d;427,00 +WINJ26;30/12/2025 10:00:00;30/12/2025 11:00:00;1h;1;1;C;167.590,00;167.200,00;187.685,00;Sim;-78,00;-390,00;17;-78,00;-390,00;0,00;0,00;0,00;14d;349,00 +WINJ26;02/01/2026 10:00:00;02/01/2026 11:00:00;1h;1;1;C;168.095,00;166.705,00;187.685,00;No;-278,00;-1.390,00;18;-278,00;-1.390,00;0,00;0,00;0,00;3d;71,00 +WINJ26;14/01/2026 10:00:00;14/01/2026 11:00:00;1h;1;1;C;168.200,00;168.220,00;187.685,00;No;4,00;20,00;19;4,00;20,00;0,00;0,00;0,00;12d;75,00 +WINJ26;21/01/2026 10:00:00;21/01/2026 11:00:00;1h;1;1;C;173.065,00;173.820,00;187.685,00;No;151,00;755,00;20;151,00;755,00;0,00;0,00;0,00;7d;226,00 +WINJ26;22/01/2026 10:00:00;22/01/2026 11:00:00;1h;1;1;C;177.995,00;178.070,00;187.685,00;No;15,00;75,00;21;15,00;75,00;0,00;0,00;0,00;1d;241,00 +WINJ26;03/02/2026 10:00:00;03/02/2026 11:00:00;1h;1;1;C;189.560,00;190.830,00;187.685,00;No;254,00;1.270,00;22;254,00;1.270,00;0,00;0,00;0,00;12d;495,00 +WINJ26;11/02/2026 10:00:00;11/02/2026 11:00:00;1h;1;1;C;192.235,00;192.560,00;187.685,00;No;65,00;325,00;23;65,00;325,00;0,00;0,00;0,00;8d;560,00 +WINJ26;13/02/2026 10:00:00;13/02/2026 11:00:00;1h;1;1;V;188.945,00;189.220,00;187.685,00;Sim;55,00;275,00;24;55,00;275,00;0,00;0,00;0,00;2d;615,00 +WINJ26;03/03/2026 10:00:00;03/03/2026 11:00:00;1h;1;1;V;185.610,00;187.265,00;187.685,00;No;331,00;1.655,00;25;331,00;1.655,00;0,00;0,00;0,00;18d;946,00 diff --git a/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/top10_top5_final_operacional_candle1a4.txt b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/top10_top5_final_operacional_candle1a4.txt new file mode 100644 index 0000000..cb3824a --- /dev/null +++ b/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame/top10_top5_final_operacional_candle1a4.txt @@ -0,0 +1,26 @@ +TOP 10 E TOP 5 FINAL OPERACIONAL - CANDLE1A4 (CORRIGIDO v2) +Gerado em: 04/03/2026 17:51:58 +Regras aplicadas: WinRate > 60; Saldo > 0; Drawdown <= 700; amostra pequena com peso menor. + +TOP 10 FINAL (ROBOS ELEGIVEIS) +Pos | Robo | ScoreFinal | TFAprov | TradesAprov | WinRateAprov | SaldoAprov | DrawdownPiorAprov | PatrimonioSugerido +1 | robo_candle1a4_v21_cm3_rm1_tfcurto | 57.74 | 3 | 17 | 76.47 | 1222 | 178 | 1000 +2 | robo_candle1a4_v27_cm3_rm3_tfcurto | 52.05 | 3 | 34 | 70.59 | 2057 | 630 | 1575 +3 | robo_candle1a4_v12_cm3_rm1_tfcurto | 51.1 | 3 | 34 | 67.65 | 1830 | 422 | 1055 +4 | robo_candle1a4_v30_cm3_rm1_tfcurto | 47.53 | 2 | 27 | 66.67 | 1575 | 422 | 1055 +5 | robo_candle1a4_v01_cm1_rm1_tfcurto | 45.79 | 2 | 39 | 69.23 | 1239 | 243 | 1000 +6 | robo_candle1a4_v03_cm3_rm1_tfcurto | 45.13 | 3 | 35 | 65.71 | 1680 | 572 | 1430 +7 | robo_candle1a4_v25_cm1_rm3_tfcurto | 44.98 | 4 | 57 | 63.16 | 1670 | 643 | 1608 +8 | robo_candle1a4_v16_cm1_rm3_tfcurto | 44.65 | 4 | 56 | 62.5 | 1532 | 643 | 1608 +9 | robo_candle1a4_v28_cm1_rm1_tfcurto | 44.64 | 4 | 56 | 62.5 | 1531 | 643 | 1608 +10 | robo_candle1a4_v10_cm1_rm1_tfcurto | 44.55 | 4 | 54 | 62.96 | 1479 | 643 | 1608 + +TOP 5 PARA OPERAR +Pos | Robo | ScoreFinal | TFAprov | TradesAprov | WinRateAprov | SaldoAprov | DrawdownPiorAprov | PatrimonioSugerido +1 | robo_candle1a4_v21_cm3_rm1_tfcurto | 57.74 | 3 | 17 | 76.47 | 1222 | 178 | 1000 +2 | robo_candle1a4_v27_cm3_rm3_tfcurto | 52.05 | 3 | 34 | 70.59 | 2057 | 630 | 1575 +3 | robo_candle1a4_v12_cm3_rm1_tfcurto | 51.1 | 3 | 34 | 67.65 | 1830 | 422 | 1055 +4 | robo_candle1a4_v30_cm3_rm1_tfcurto | 47.53 | 2 | 27 | 66.67 | 1575 | 422 | 1055 +5 | robo_candle1a4_v01_cm1_rm1_tfcurto | 45.79 | 2 | 39 | 69.23 | 1239 | 243 | 1000 + +OBS PATRIMONIO: estimativa tecnica = 2.5x drawdown pior aprovado (minimo 1000). diff --git a/automacao_backtests/CANDLE1A4/versoes_tf_menor/robo_candle1a4_v01_cm1_rm1_tfcurto.txt b/automacao_backtests/CANDLE1A4/versoes_tf_menor/robo_candle1a4_v01_cm1_rm1_tfcurto.txt new file mode 100644 index 0000000..d936d39 --- /dev/null +++ b/automacao_backtests/CANDLE1A4/versoes_tf_menor/robo_candle1a4_v01_cm1_rm1_tfcurto.txt @@ -0,0 +1,225 @@ +// Estrategia: robo_candle1a4_v01_cm1_rm1_tfcurto +// Tema: Candle1A4 - operacao apenas nos primeiros 5 candles do dia (grafico 2 min) +// Regras: Le leitura principal do gap no candle 1 + nivel do dia anterior, entrada no candle 1 com sinal forte, +// maximo 1 trade por dia, saida por rejeicao/tempo. +input + ConfirmacaoModo(1); + RejeicaoModo(1); + MinPercCorpoC1(0.35); + MinRangeC1(8); + ConfirmacaoC2MinPerc(0.4); + RazaoPavio(1.2); + GapMinPontos(10); + ToleranciaNivelDiaAnterior(15); + ScoreMinimoEntrada(3); + PeriodoMMECurta(9); + PeriodoMMEIntermediaria(20); + PeriodoMMELenta(50); + MaxBarrasPosicao(6); + HoraInicioJanela(900); + HoraFimJanela(910); + MaxTradesPorDia(1); + +var + oC1, hC1, lC1, cC1, rangeC1, corpoC1, pavioSupC1, pavioInfC1 : float; + fMaxDiaAtual, fMinDiaAtual, fMaxDiaAnterior, fMinDiaAnterior, fGapAbertura : float; + fMME9, fMME20, fMME50 : float; + fPosFechC1NoRange : float; + fCloseAnterior, fVolumeAnterior : float; + iDateAnterior : integer; + oAtual, hAtual, lAtual, cAtual, rangeAtual, corpoAtual : float; + iCandleDia, iBarrasPosicao, iTradesDia, iScoreCompra, iScoreVenda : integer; + bDiaNovo, bJanelaAtiva, bC1Valido, bDirecaoAlta, bDirecaoBaixa : boolean; + bSinalForteC1, bRejeicaoAtual : boolean; + bGapAlta, bGapBaixa, bEmMaxAnterior, bEmMinAnterior : boolean; + bGapNaRegiaoAlta, bGapNaRegiaoBaixa : boolean; + bC1DirecionalAlta, bC1DirecionalBaixa : boolean; + bC1RejeicaoAlta, bC1RejeicaoBaixa : boolean; + bFechamentoMediasAlta, bFechamentoMediasBaixa : boolean; + bSinalModoCompra, bSinalModoVenda : boolean; + +begin + iDateAnterior := Date[1]; + fCloseAnterior := Close[1]; + fVolumeAnterior := Volume[1]; + + bDiaNovo := Date <> iDateAnterior; + + if bDiaNovo then + begin + if iDateAnterior > 0 then + begin + fMaxDiaAnterior := fMaxDiaAtual; + fMinDiaAnterior := fMinDiaAtual; + end + else + begin + fMaxDiaAnterior := High; + fMinDiaAnterior := Low; + end; + + iCandleDia := 1; + iBarrasPosicao := 0; + iTradesDia := 0; + + oC1 := Open; + hC1 := High; + lC1 := Low; + cC1 := Close; + + fMaxDiaAtual := High; + fMinDiaAtual := Low; + fGapAbertura := Open - fCloseAnterior; + end + else + begin + iCandleDia := iCandleDia + 1; + + if High > fMaxDiaAtual then + fMaxDiaAtual := High; + + if Low < fMinDiaAtual then + fMinDiaAtual := Low; + end; + + bJanelaAtiva := (Time >= HoraInicioJanela) and (Time <= HoraFimJanela); + + fMME9 := MediaExp(PeriodoMMECurta, Close); + fMME20 := MediaExp(PeriodoMMEIntermediaria, Close); + fMME50 := MediaExp(PeriodoMMELenta, Close); + + rangeC1 := hC1 - lC1; + corpoC1 := Abs(cC1 - oC1); + + bDirecaoAlta := cC1 > oC1; + bDirecaoBaixa := cC1 < oC1; + bC1Valido := (rangeC1 >= MinRangeC1) and ((corpoC1 / Max(rangeC1, 0.01)) >= MinPercCorpoC1); + + pavioSupC1 := hC1 - Max(oC1, cC1); + pavioInfC1 := Min(oC1, cC1) - lC1; + + bGapAlta := fGapAbertura >= GapMinPontos; + bGapBaixa := fGapAbertura <= (-GapMinPontos); + + bEmMaxAnterior := (Abs(cC1 - fMaxDiaAnterior) <= ToleranciaNivelDiaAnterior) + or (Abs(hC1 - fMaxDiaAnterior) <= ToleranciaNivelDiaAnterior); + + bEmMinAnterior := (Abs(cC1 - fMinDiaAnterior) <= ToleranciaNivelDiaAnterior) + or (Abs(lC1 - fMinDiaAnterior) <= ToleranciaNivelDiaAnterior); + + bGapNaRegiaoAlta := bGapAlta and bEmMaxAnterior; + bGapNaRegiaoBaixa := bGapBaixa and bEmMinAnterior; + + fPosFechC1NoRange := (cC1 - lC1) / Max(rangeC1, 0.01); + + bC1DirecionalAlta := bDirecaoAlta + and bC1Valido + and ((corpoC1 / Max(rangeC1, 0.01)) >= ConfirmacaoC2MinPerc) + and (fPosFechC1NoRange >= 0.70); + + bC1DirecionalBaixa := bDirecaoBaixa + and bC1Valido + and ((corpoC1 / Max(rangeC1, 0.01)) >= ConfirmacaoC2MinPerc) + and (fPosFechC1NoRange <= 0.30); + + bC1RejeicaoAlta := bDirecaoAlta + and bC1Valido + and (pavioInfC1 >= (corpoC1 * RazaoPavio)) + and (fPosFechC1NoRange >= 0.55); + + bC1RejeicaoBaixa := bDirecaoBaixa + and bC1Valido + and (pavioSupC1 >= (corpoC1 * RazaoPavio)) + and (fPosFechC1NoRange <= 0.45); + + bFechamentoMediasAlta := (cC1 >= fMME9) and (cC1 >= fMME20) and (cC1 >= fMME50); + bFechamentoMediasBaixa := (cC1 <= fMME9) and (cC1 <= fMME20) and (cC1 <= fMME50); + + bSinalForteC1 := false; + bSinalModoCompra := false; + bSinalModoVenda := false; + + if ConfirmacaoModo = 1 then + begin + bSinalModoCompra := bC1DirecionalAlta; + bSinalModoVenda := bC1DirecionalBaixa; + end; + + if ConfirmacaoModo = 2 then + begin + bSinalModoCompra := bC1RejeicaoAlta; + bSinalModoVenda := bC1RejeicaoBaixa; + end; + + if ConfirmacaoModo = 3 then + begin + bSinalModoCompra := (bC1DirecionalAlta or bC1RejeicaoAlta) and (Volume > fVolumeAnterior); + bSinalModoVenda := (bC1DirecionalBaixa or bC1RejeicaoBaixa) and (Volume > fVolumeAnterior); + end; + + iScoreCompra := 0; + if bGapAlta then + iScoreCompra := iScoreCompra + 1; + if bEmMaxAnterior then + iScoreCompra := iScoreCompra + 1; + if bFechamentoMediasAlta then + iScoreCompra := iScoreCompra + 1; + if bSinalModoCompra then + iScoreCompra := iScoreCompra + 1; + + iScoreVenda := 0; + if bGapBaixa then + iScoreVenda := iScoreVenda + 1; + if bEmMinAnterior then + iScoreVenda := iScoreVenda + 1; + if bFechamentoMediasBaixa then + iScoreVenda := iScoreVenda + 1; + if bSinalModoVenda then + iScoreVenda := iScoreVenda + 1; + + if bDirecaoAlta then + bSinalForteC1 := iScoreCompra >= ScoreMinimoEntrada; + + if bDirecaoBaixa then + bSinalForteC1 := iScoreVenda >= ScoreMinimoEntrada; + + if (not IsBought) and (not IsSold) and bJanelaAtiva and (iTradesDia < MaxTradesPorDia) and (iCandleDia = 1) and bSinalForteC1 then + begin + if bDirecaoAlta then BuyAtMarket; + if bDirecaoBaixa then SellShortAtMarket; + iTradesDia := iTradesDia + 1; + iBarrasPosicao := 0; + end; + + if IsBought or IsSold then + iBarrasPosicao := iBarrasPosicao + 1 + else + iBarrasPosicao := 0; + + if IsBought or IsSold then + begin + oAtual := Open; + hAtual := High; + lAtual := Low; + cAtual := Close; + corpoAtual := Abs(cAtual - oAtual); + + bRejeicaoAtual := false; + + if RejeicaoModo = 1 then + bRejeicaoAtual := (IsBought and (cAtual < oAtual)) or (IsSold and (cAtual > oAtual)); + + if RejeicaoModo = 2 then + bRejeicaoAtual := (IsBought and ((hAtual - cAtual) > (corpoAtual * RazaoPavio))) + or (IsSold and ((cAtual - lAtual) > (corpoAtual * RazaoPavio))); + + if RejeicaoModo = 3 then + bRejeicaoAtual := (IsBought and (cAtual < hC1)) or (IsSold and (cAtual > lC1)); + + if ((iCandleDia >= 3) and bRejeicaoAtual) + or (iBarrasPosicao >= MaxBarrasPosicao) + or (iCandleDia >= 5) + or (Time > HoraFimJanela) then + ClosePosition; + end; +end; diff --git a/automacao_backtests/CANDLE1A4/versoes_tf_menor/robo_candle1a4_v02_cm2_rm1_tfcurto.txt b/automacao_backtests/CANDLE1A4/versoes_tf_menor/robo_candle1a4_v02_cm2_rm1_tfcurto.txt new file mode 100644 index 0000000..eef4a49 --- /dev/null +++ b/automacao_backtests/CANDLE1A4/versoes_tf_menor/robo_candle1a4_v02_cm2_rm1_tfcurto.txt @@ -0,0 +1,225 @@ +// Estrategia: robo_candle1a4_v02_cm2_rm1_tfcurto +// Tema: Candle1A4 - operacao apenas nos primeiros 5 candles do dia (grafico 2 min) +// Regras: Le leitura principal do gap no candle 1 + nivel do dia anterior, entrada no candle 1 com sinal forte, +// maximo 1 trade por dia, saida por rejeicao/tempo. +input + ConfirmacaoModo(2); + RejeicaoModo(1); + MinPercCorpoC1(0.4); + MinRangeC1(10); + ConfirmacaoC2MinPerc(0.45); + RazaoPavio(1.4); + GapMinPontos(10); + ToleranciaNivelDiaAnterior(15); + ScoreMinimoEntrada(3); + PeriodoMMECurta(9); + PeriodoMMEIntermediaria(20); + PeriodoMMELenta(50); + MaxBarrasPosicao(7); + HoraInicioJanela(900); + HoraFimJanela(910); + MaxTradesPorDia(1); + +var + oC1, hC1, lC1, cC1, rangeC1, corpoC1, pavioSupC1, pavioInfC1 : float; + fMaxDiaAtual, fMinDiaAtual, fMaxDiaAnterior, fMinDiaAnterior, fGapAbertura : float; + fMME9, fMME20, fMME50 : float; + fPosFechC1NoRange : float; + fCloseAnterior, fVolumeAnterior : float; + iDateAnterior : integer; + oAtual, hAtual, lAtual, cAtual, rangeAtual, corpoAtual : float; + iCandleDia, iBarrasPosicao, iTradesDia, iScoreCompra, iScoreVenda : integer; + bDiaNovo, bJanelaAtiva, bC1Valido, bDirecaoAlta, bDirecaoBaixa : boolean; + bSinalForteC1, bRejeicaoAtual : boolean; + bGapAlta, bGapBaixa, bEmMaxAnterior, bEmMinAnterior : boolean; + bGapNaRegiaoAlta, bGapNaRegiaoBaixa : boolean; + bC1DirecionalAlta, bC1DirecionalBaixa : boolean; + bC1RejeicaoAlta, bC1RejeicaoBaixa : boolean; + bFechamentoMediasAlta, bFechamentoMediasBaixa : boolean; + bSinalModoCompra, bSinalModoVenda : boolean; + +begin + iDateAnterior := Date[1]; + fCloseAnterior := Close[1]; + fVolumeAnterior := Volume[1]; + + bDiaNovo := Date <> iDateAnterior; + + if bDiaNovo then + begin + if iDateAnterior > 0 then + begin + fMaxDiaAnterior := fMaxDiaAtual; + fMinDiaAnterior := fMinDiaAtual; + end + else + begin + fMaxDiaAnterior := High; + fMinDiaAnterior := Low; + end; + + iCandleDia := 1; + iBarrasPosicao := 0; + iTradesDia := 0; + + oC1 := Open; + hC1 := High; + lC1 := Low; + cC1 := Close; + + fMaxDiaAtual := High; + fMinDiaAtual := Low; + fGapAbertura := Open - fCloseAnterior; + end + else + begin + iCandleDia := iCandleDia + 1; + + if High > fMaxDiaAtual then + fMaxDiaAtual := High; + + if Low < fMinDiaAtual then + fMinDiaAtual := Low; + end; + + bJanelaAtiva := (Time >= HoraInicioJanela) and (Time <= HoraFimJanela); + + fMME9 := MediaExp(PeriodoMMECurta, Close); + fMME20 := MediaExp(PeriodoMMEIntermediaria, Close); + fMME50 := MediaExp(PeriodoMMELenta, Close); + + rangeC1 := hC1 - lC1; + corpoC1 := Abs(cC1 - oC1); + + bDirecaoAlta := cC1 > oC1; + bDirecaoBaixa := cC1 < oC1; + bC1Valido := (rangeC1 >= MinRangeC1) and ((corpoC1 / Max(rangeC1, 0.01)) >= MinPercCorpoC1); + + pavioSupC1 := hC1 - Max(oC1, cC1); + pavioInfC1 := Min(oC1, cC1) - lC1; + + bGapAlta := fGapAbertura >= GapMinPontos; + bGapBaixa := fGapAbertura <= (-GapMinPontos); + + bEmMaxAnterior := (Abs(cC1 - fMaxDiaAnterior) <= ToleranciaNivelDiaAnterior) + or (Abs(hC1 - fMaxDiaAnterior) <= ToleranciaNivelDiaAnterior); + + bEmMinAnterior := (Abs(cC1 - fMinDiaAnterior) <= ToleranciaNivelDiaAnterior) + or (Abs(lC1 - fMinDiaAnterior) <= ToleranciaNivelDiaAnterior); + + bGapNaRegiaoAlta := bGapAlta and bEmMaxAnterior; + bGapNaRegiaoBaixa := bGapBaixa and bEmMinAnterior; + + fPosFechC1NoRange := (cC1 - lC1) / Max(rangeC1, 0.01); + + bC1DirecionalAlta := bDirecaoAlta + and bC1Valido + and ((corpoC1 / Max(rangeC1, 0.01)) >= ConfirmacaoC2MinPerc) + and (fPosFechC1NoRange >= 0.70); + + bC1DirecionalBaixa := bDirecaoBaixa + and bC1Valido + and ((corpoC1 / Max(rangeC1, 0.01)) >= ConfirmacaoC2MinPerc) + and (fPosFechC1NoRange <= 0.30); + + bC1RejeicaoAlta := bDirecaoAlta + and bC1Valido + and (pavioInfC1 >= (corpoC1 * RazaoPavio)) + and (fPosFechC1NoRange >= 0.55); + + bC1RejeicaoBaixa := bDirecaoBaixa + and bC1Valido + and (pavioSupC1 >= (corpoC1 * RazaoPavio)) + and (fPosFechC1NoRange <= 0.45); + + bFechamentoMediasAlta := (cC1 >= fMME9) and (cC1 >= fMME20) and (cC1 >= fMME50); + bFechamentoMediasBaixa := (cC1 <= fMME9) and (cC1 <= fMME20) and (cC1 <= fMME50); + + bSinalForteC1 := false; + bSinalModoCompra := false; + bSinalModoVenda := false; + + if ConfirmacaoModo = 1 then + begin + bSinalModoCompra := bC1DirecionalAlta; + bSinalModoVenda := bC1DirecionalBaixa; + end; + + if ConfirmacaoModo = 2 then + begin + bSinalModoCompra := bC1RejeicaoAlta; + bSinalModoVenda := bC1RejeicaoBaixa; + end; + + if ConfirmacaoModo = 3 then + begin + bSinalModoCompra := (bC1DirecionalAlta or bC1RejeicaoAlta) and (Volume > fVolumeAnterior); + bSinalModoVenda := (bC1DirecionalBaixa or bC1RejeicaoBaixa) and (Volume > fVolumeAnterior); + end; + + iScoreCompra := 0; + if bGapAlta then + iScoreCompra := iScoreCompra + 1; + if bEmMaxAnterior then + iScoreCompra := iScoreCompra + 1; + if bFechamentoMediasAlta then + iScoreCompra := iScoreCompra + 1; + if bSinalModoCompra then + iScoreCompra := iScoreCompra + 1; + + iScoreVenda := 0; + if bGapBaixa then + iScoreVenda := iScoreVenda + 1; + if bEmMinAnterior then + iScoreVenda := iScoreVenda + 1; + if bFechamentoMediasBaixa then + iScoreVenda := iScoreVenda + 1; + if bSinalModoVenda then + iScoreVenda := iScoreVenda + 1; + + if bDirecaoAlta then + bSinalForteC1 := iScoreCompra >= ScoreMinimoEntrada; + + if bDirecaoBaixa then + bSinalForteC1 := iScoreVenda >= ScoreMinimoEntrada; + + if (not IsBought) and (not IsSold) and bJanelaAtiva and (iTradesDia < MaxTradesPorDia) and (iCandleDia = 1) and bSinalForteC1 then + begin + if bDirecaoAlta then BuyAtMarket; + if bDirecaoBaixa then SellShortAtMarket; + iTradesDia := iTradesDia + 1; + iBarrasPosicao := 0; + end; + + if IsBought or IsSold then + iBarrasPosicao := iBarrasPosicao + 1 + else + iBarrasPosicao := 0; + + if IsBought or IsSold then + begin + oAtual := Open; + hAtual := High; + lAtual := Low; + cAtual := Close; + corpoAtual := Abs(cAtual - oAtual); + + bRejeicaoAtual := false; + + if RejeicaoModo = 1 then + bRejeicaoAtual := (IsBought and (cAtual < oAtual)) or (IsSold and (cAtual > oAtual)); + + if RejeicaoModo = 2 then + bRejeicaoAtual := (IsBought and ((hAtual - cAtual) > (corpoAtual * RazaoPavio))) + or (IsSold and ((cAtual - lAtual) > (corpoAtual * RazaoPavio))); + + if RejeicaoModo = 3 then + bRejeicaoAtual := (IsBought and (cAtual < hC1)) or (IsSold and (cAtual > lC1)); + + if ((iCandleDia >= 3) and bRejeicaoAtual) + or (iBarrasPosicao >= MaxBarrasPosicao) + or (iCandleDia >= 5) + or (Time > HoraFimJanela) then + ClosePosition; + end; +end; diff --git a/automacao_backtests/CANDLE1A4/versoes_tf_menor/robo_candle1a4_v03_cm3_rm1_tfcurto.txt b/automacao_backtests/CANDLE1A4/versoes_tf_menor/robo_candle1a4_v03_cm3_rm1_tfcurto.txt new file mode 100644 index 0000000..4e8b130 --- /dev/null +++ b/automacao_backtests/CANDLE1A4/versoes_tf_menor/robo_candle1a4_v03_cm3_rm1_tfcurto.txt @@ -0,0 +1,225 @@ +// Estrategia: robo_candle1a4_v03_cm3_rm1_tfcurto +// Tema: Candle1A4 - operacao apenas nos primeiros 5 candles do dia (grafico 2 min) +// Regras: Le leitura principal do gap no candle 1 + nivel do dia anterior, entrada no candle 1 com sinal forte, +// maximo 1 trade por dia, saida por rejeicao/tempo. +input + ConfirmacaoModo(3); + RejeicaoModo(1); + MinPercCorpoC1(0.45); + MinRangeC1(12); + ConfirmacaoC2MinPerc(0.5); + RazaoPavio(1.6); + GapMinPontos(10); + ToleranciaNivelDiaAnterior(15); + ScoreMinimoEntrada(3); + PeriodoMMECurta(9); + PeriodoMMEIntermediaria(20); + PeriodoMMELenta(50); + MaxBarrasPosicao(8); + HoraInicioJanela(900); + HoraFimJanela(910); + MaxTradesPorDia(1); + +var + oC1, hC1, lC1, cC1, rangeC1, corpoC1, pavioSupC1, pavioInfC1 : float; + fMaxDiaAtual, fMinDiaAtual, fMaxDiaAnterior, fMinDiaAnterior, fGapAbertura : float; + fMME9, fMME20, fMME50 : float; + fPosFechC1NoRange : float; + fCloseAnterior, fVolumeAnterior : float; + iDateAnterior : integer; + oAtual, hAtual, lAtual, cAtual, rangeAtual, corpoAtual : float; + iCandleDia, iBarrasPosicao, iTradesDia, iScoreCompra, iScoreVenda : integer; + bDiaNovo, bJanelaAtiva, bC1Valido, bDirecaoAlta, bDirecaoBaixa : boolean; + bSinalForteC1, bRejeicaoAtual : boolean; + bGapAlta, bGapBaixa, bEmMaxAnterior, bEmMinAnterior : boolean; + bGapNaRegiaoAlta, bGapNaRegiaoBaixa : boolean; + bC1DirecionalAlta, bC1DirecionalBaixa : boolean; + bC1RejeicaoAlta, bC1RejeicaoBaixa : boolean; + bFechamentoMediasAlta, bFechamentoMediasBaixa : boolean; + bSinalModoCompra, bSinalModoVenda : boolean; + +begin + iDateAnterior := Date[1]; + fCloseAnterior := Close[1]; + fVolumeAnterior := Volume[1]; + + bDiaNovo := Date <> iDateAnterior; + + if bDiaNovo then + begin + if iDateAnterior > 0 then + begin + fMaxDiaAnterior := fMaxDiaAtual; + fMinDiaAnterior := fMinDiaAtual; + end + else + begin + fMaxDiaAnterior := High; + fMinDiaAnterior := Low; + end; + + iCandleDia := 1; + iBarrasPosicao := 0; + iTradesDia := 0; + + oC1 := Open; + hC1 := High; + lC1 := Low; + cC1 := Close; + + fMaxDiaAtual := High; + fMinDiaAtual := Low; + fGapAbertura := Open - fCloseAnterior; + end + else + begin + iCandleDia := iCandleDia + 1; + + if High > fMaxDiaAtual then + fMaxDiaAtual := High; + + if Low < fMinDiaAtual then + fMinDiaAtual := Low; + end; + + bJanelaAtiva := (Time >= HoraInicioJanela) and (Time <= HoraFimJanela); + + fMME9 := MediaExp(PeriodoMMECurta, Close); + fMME20 := MediaExp(PeriodoMMEIntermediaria, Close); + fMME50 := MediaExp(PeriodoMMELenta, Close); + + rangeC1 := hC1 - lC1; + corpoC1 := Abs(cC1 - oC1); + + bDirecaoAlta := cC1 > oC1; + bDirecaoBaixa := cC1 < oC1; + bC1Valido := (rangeC1 >= MinRangeC1) and ((corpoC1 / Max(rangeC1, 0.01)) >= MinPercCorpoC1); + + pavioSupC1 := hC1 - Max(oC1, cC1); + pavioInfC1 := Min(oC1, cC1) - lC1; + + bGapAlta := fGapAbertura >= GapMinPontos; + bGapBaixa := fGapAbertura <= (-GapMinPontos); + + bEmMaxAnterior := (Abs(cC1 - fMaxDiaAnterior) <= ToleranciaNivelDiaAnterior) + or (Abs(hC1 - fMaxDiaAnterior) <= ToleranciaNivelDiaAnterior); + + bEmMinAnterior := (Abs(cC1 - fMinDiaAnterior) <= ToleranciaNivelDiaAnterior) + or (Abs(lC1 - fMinDiaAnterior) <= ToleranciaNivelDiaAnterior); + + bGapNaRegiaoAlta := bGapAlta and bEmMaxAnterior; + bGapNaRegiaoBaixa := bGapBaixa and bEmMinAnterior; + + fPosFechC1NoRange := (cC1 - lC1) / Max(rangeC1, 0.01); + + bC1DirecionalAlta := bDirecaoAlta + and bC1Valido + and ((corpoC1 / Max(rangeC1, 0.01)) >= ConfirmacaoC2MinPerc) + and (fPosFechC1NoRange >= 0.70); + + bC1DirecionalBaixa := bDirecaoBaixa + and bC1Valido + and ((corpoC1 / Max(rangeC1, 0.01)) >= ConfirmacaoC2MinPerc) + and (fPosFechC1NoRange <= 0.30); + + bC1RejeicaoAlta := bDirecaoAlta + and bC1Valido + and (pavioInfC1 >= (corpoC1 * RazaoPavio)) + and (fPosFechC1NoRange >= 0.55); + + bC1RejeicaoBaixa := bDirecaoBaixa + and bC1Valido + and (pavioSupC1 >= (corpoC1 * RazaoPavio)) + and (fPosFechC1NoRange <= 0.45); + + bFechamentoMediasAlta := (cC1 >= fMME9) and (cC1 >= fMME20) and (cC1 >= fMME50); + bFechamentoMediasBaixa := (cC1 <= fMME9) and (cC1 <= fMME20) and (cC1 <= fMME50); + + bSinalForteC1 := false; + bSinalModoCompra := false; + bSinalModoVenda := false; + + if ConfirmacaoModo = 1 then + begin + bSinalModoCompra := bC1DirecionalAlta; + bSinalModoVenda := bC1DirecionalBaixa; + end; + + if ConfirmacaoModo = 2 then + begin + bSinalModoCompra := bC1RejeicaoAlta; + bSinalModoVenda := bC1RejeicaoBaixa; + end; + + if ConfirmacaoModo = 3 then + begin + bSinalModoCompra := (bC1DirecionalAlta or bC1RejeicaoAlta) and (Volume > fVolumeAnterior); + bSinalModoVenda := (bC1DirecionalBaixa or bC1RejeicaoBaixa) and (Volume > fVolumeAnterior); + end; + + iScoreCompra := 0; + if bGapAlta then + iScoreCompra := iScoreCompra + 1; + if bEmMaxAnterior then + iScoreCompra := iScoreCompra + 1; + if bFechamentoMediasAlta then + iScoreCompra := iScoreCompra + 1; + if bSinalModoCompra then + iScoreCompra := iScoreCompra + 1; + + iScoreVenda := 0; + if bGapBaixa then + iScoreVenda := iScoreVenda + 1; + if bEmMinAnterior then + iScoreVenda := iScoreVenda + 1; + if bFechamentoMediasBaixa then + iScoreVenda := iScoreVenda + 1; + if bSinalModoVenda then + iScoreVenda := iScoreVenda + 1; + + if bDirecaoAlta then + bSinalForteC1 := iScoreCompra >= ScoreMinimoEntrada; + + if bDirecaoBaixa then + bSinalForteC1 := iScoreVenda >= ScoreMinimoEntrada; + + if (not IsBought) and (not IsSold) and bJanelaAtiva and (iTradesDia < MaxTradesPorDia) and (iCandleDia = 1) and bSinalForteC1 then + begin + if bDirecaoAlta then BuyAtMarket; + if bDirecaoBaixa then SellShortAtMarket; + iTradesDia := iTradesDia + 1; + iBarrasPosicao := 0; + end; + + if IsBought or IsSold then + iBarrasPosicao := iBarrasPosicao + 1 + else + iBarrasPosicao := 0; + + if IsBought or IsSold then + begin + oAtual := Open; + hAtual := High; + lAtual := Low; + cAtual := Close; + corpoAtual := Abs(cAtual - oAtual); + + bRejeicaoAtual := false; + + if RejeicaoModo = 1 then + bRejeicaoAtual := (IsBought and (cAtual < oAtual)) or (IsSold and (cAtual > oAtual)); + + if RejeicaoModo = 2 then + bRejeicaoAtual := (IsBought and ((hAtual - cAtual) > (corpoAtual * RazaoPavio))) + or (IsSold and ((cAtual - lAtual) > (corpoAtual * RazaoPavio))); + + if RejeicaoModo = 3 then + bRejeicaoAtual := (IsBought and (cAtual < hC1)) or (IsSold and (cAtual > lC1)); + + if ((iCandleDia >= 3) and bRejeicaoAtual) + or (iBarrasPosicao >= MaxBarrasPosicao) + or (iCandleDia >= 5) + or (Time > HoraFimJanela) then + ClosePosition; + end; +end; diff --git a/automacao_backtests/CANDLE1A4/versoes_tf_menor/robo_candle1a4_v04_cm1_rm2_tfcurto.txt b/automacao_backtests/CANDLE1A4/versoes_tf_menor/robo_candle1a4_v04_cm1_rm2_tfcurto.txt new file mode 100644 index 0000000..8801bbf --- /dev/null +++ b/automacao_backtests/CANDLE1A4/versoes_tf_menor/robo_candle1a4_v04_cm1_rm2_tfcurto.txt @@ -0,0 +1,225 @@ +// Estrategia: robo_candle1a4_v04_cm1_rm2_tfcurto +// Tema: Candle1A4 - operacao apenas nos primeiros 5 candles do dia (grafico 2 min) +// Regras: Le leitura principal do gap no candle 1 + nivel do dia anterior, entrada no candle 1 com sinal forte, +// maximo 1 trade por dia, saida por rejeicao/tempo. +input + ConfirmacaoModo(1); + RejeicaoModo(2); + MinPercCorpoC1(0.5); + MinRangeC1(14); + ConfirmacaoC2MinPerc(0.55); + RazaoPavio(1.8); + GapMinPontos(10); + ToleranciaNivelDiaAnterior(15); + ScoreMinimoEntrada(3); + PeriodoMMECurta(9); + PeriodoMMEIntermediaria(20); + PeriodoMMELenta(50); + MaxBarrasPosicao(9); + HoraInicioJanela(900); + HoraFimJanela(910); + MaxTradesPorDia(1); + +var + oC1, hC1, lC1, cC1, rangeC1, corpoC1, pavioSupC1, pavioInfC1 : float; + fMaxDiaAtual, fMinDiaAtual, fMaxDiaAnterior, fMinDiaAnterior, fGapAbertura : float; + fMME9, fMME20, fMME50 : float; + fPosFechC1NoRange : float; + fCloseAnterior, fVolumeAnterior : float; + iDateAnterior : integer; + oAtual, hAtual, lAtual, cAtual, rangeAtual, corpoAtual : float; + iCandleDia, iBarrasPosicao, iTradesDia, iScoreCompra, iScoreVenda : integer; + bDiaNovo, bJanelaAtiva, bC1Valido, bDirecaoAlta, bDirecaoBaixa : boolean; + bSinalForteC1, bRejeicaoAtual : boolean; + bGapAlta, bGapBaixa, bEmMaxAnterior, bEmMinAnterior : boolean; + bGapNaRegiaoAlta, bGapNaRegiaoBaixa : boolean; + bC1DirecionalAlta, bC1DirecionalBaixa : boolean; + bC1RejeicaoAlta, bC1RejeicaoBaixa : boolean; + bFechamentoMediasAlta, bFechamentoMediasBaixa : boolean; + bSinalModoCompra, bSinalModoVenda : boolean; + +begin + iDateAnterior := Date[1]; + fCloseAnterior := Close[1]; + fVolumeAnterior := Volume[1]; + + bDiaNovo := Date <> iDateAnterior; + + if bDiaNovo then + begin + if iDateAnterior > 0 then + begin + fMaxDiaAnterior := fMaxDiaAtual; + fMinDiaAnterior := fMinDiaAtual; + end + else + begin + fMaxDiaAnterior := High; + fMinDiaAnterior := Low; + end; + + iCandleDia := 1; + iBarrasPosicao := 0; + iTradesDia := 0; + + oC1 := Open; + hC1 := High; + lC1 := Low; + cC1 := Close; + + fMaxDiaAtual := High; + fMinDiaAtual := Low; + fGapAbertura := Open - fCloseAnterior; + end + else + begin + iCandleDia := iCandleDia + 1; + + if High > fMaxDiaAtual then + fMaxDiaAtual := High; + + if Low < fMinDiaAtual then + fMinDiaAtual := Low; + end; + + bJanelaAtiva := (Time >= HoraInicioJanela) and (Time <= HoraFimJanela); + + fMME9 := MediaExp(PeriodoMMECurta, Close); + fMME20 := MediaExp(PeriodoMMEIntermediaria, Close); + fMME50 := MediaExp(PeriodoMMELenta, Close); + + rangeC1 := hC1 - lC1; + corpoC1 := Abs(cC1 - oC1); + + bDirecaoAlta := cC1 > oC1; + bDirecaoBaixa := cC1 < oC1; + bC1Valido := (rangeC1 >= MinRangeC1) and ((corpoC1 / Max(rangeC1, 0.01)) >= MinPercCorpoC1); + + pavioSupC1 := hC1 - Max(oC1, cC1); + pavioInfC1 := Min(oC1, cC1) - lC1; + + bGapAlta := fGapAbertura >= GapMinPontos; + bGapBaixa := fGapAbertura <= (-GapMinPontos); + + bEmMaxAnterior := (Abs(cC1 - fMaxDiaAnterior) <= ToleranciaNivelDiaAnterior) + or (Abs(hC1 - fMaxDiaAnterior) <= ToleranciaNivelDiaAnterior); + + bEmMinAnterior := (Abs(cC1 - fMinDiaAnterior) <= ToleranciaNivelDiaAnterior) + or (Abs(lC1 - fMinDiaAnterior) <= ToleranciaNivelDiaAnterior); + + bGapNaRegiaoAlta := bGapAlta and bEmMaxAnterior; + bGapNaRegiaoBaixa := bGapBaixa and bEmMinAnterior; + + fPosFechC1NoRange := (cC1 - lC1) / Max(rangeC1, 0.01); + + bC1DirecionalAlta := bDirecaoAlta + and bC1Valido + and ((corpoC1 / Max(rangeC1, 0.01)) >= ConfirmacaoC2MinPerc) + and (fPosFechC1NoRange >= 0.70); + + bC1DirecionalBaixa := bDirecaoBaixa + and bC1Valido + and ((corpoC1 / Max(rangeC1, 0.01)) >= ConfirmacaoC2MinPerc) + and (fPosFechC1NoRange <= 0.30); + + bC1RejeicaoAlta := bDirecaoAlta + and bC1Valido + and (pavioInfC1 >= (corpoC1 * RazaoPavio)) + and (fPosFechC1NoRange >= 0.55); + + bC1RejeicaoBaixa := bDirecaoBaixa + and bC1Valido + and (pavioSupC1 >= (corpoC1 * RazaoPavio)) + and (fPosFechC1NoRange <= 0.45); + + bFechamentoMediasAlta := (cC1 >= fMME9) and (cC1 >= fMME20) and (cC1 >= fMME50); + bFechamentoMediasBaixa := (cC1 <= fMME9) and (cC1 <= fMME20) and (cC1 <= fMME50); + + bSinalForteC1 := false; + bSinalModoCompra := false; + bSinalModoVenda := false; + + if ConfirmacaoModo = 1 then + begin + bSinalModoCompra := bC1DirecionalAlta; + bSinalModoVenda := bC1DirecionalBaixa; + end; + + if ConfirmacaoModo = 2 then + begin + bSinalModoCompra := bC1RejeicaoAlta; + bSinalModoVenda := bC1RejeicaoBaixa; + end; + + if ConfirmacaoModo = 3 then + begin + bSinalModoCompra := (bC1DirecionalAlta or bC1RejeicaoAlta) and (Volume > fVolumeAnterior); + bSinalModoVenda := (bC1DirecionalBaixa or bC1RejeicaoBaixa) and (Volume > fVolumeAnterior); + end; + + iScoreCompra := 0; + if bGapAlta then + iScoreCompra := iScoreCompra + 1; + if bEmMaxAnterior then + iScoreCompra := iScoreCompra + 1; + if bFechamentoMediasAlta then + iScoreCompra := iScoreCompra + 1; + if bSinalModoCompra then + iScoreCompra := iScoreCompra + 1; + + iScoreVenda := 0; + if bGapBaixa then + iScoreVenda := iScoreVenda + 1; + if bEmMinAnterior then + iScoreVenda := iScoreVenda + 1; + if bFechamentoMediasBaixa then + iScoreVenda := iScoreVenda + 1; + if bSinalModoVenda then + iScoreVenda := iScoreVenda + 1; + + if bDirecaoAlta then + bSinalForteC1 := iScoreCompra >= ScoreMinimoEntrada; + + if bDirecaoBaixa then + bSinalForteC1 := iScoreVenda >= ScoreMinimoEntrada; + + if (not IsBought) and (not IsSold) and bJanelaAtiva and (iTradesDia < MaxTradesPorDia) and (iCandleDia = 1) and bSinalForteC1 then + begin + if bDirecaoAlta then BuyAtMarket; + if bDirecaoBaixa then SellShortAtMarket; + iTradesDia := iTradesDia + 1; + iBarrasPosicao := 0; + end; + + if IsBought or IsSold then + iBarrasPosicao := iBarrasPosicao + 1 + else + iBarrasPosicao := 0; + + if IsBought or IsSold then + begin + oAtual := Open; + hAtual := High; + lAtual := Low; + cAtual := Close; + corpoAtual := Abs(cAtual - oAtual); + + bRejeicaoAtual := false; + + if RejeicaoModo = 1 then + bRejeicaoAtual := (IsBought and (cAtual < oAtual)) or (IsSold and (cAtual > oAtual)); + + if RejeicaoModo = 2 then + bRejeicaoAtual := (IsBought and ((hAtual - cAtual) > (corpoAtual * RazaoPavio))) + or (IsSold and ((cAtual - lAtual) > (corpoAtual * RazaoPavio))); + + if RejeicaoModo = 3 then + bRejeicaoAtual := (IsBought and (cAtual < hC1)) or (IsSold and (cAtual > lC1)); + + if ((iCandleDia >= 3) and bRejeicaoAtual) + or (iBarrasPosicao >= MaxBarrasPosicao) + or (iCandleDia >= 5) + or (Time > HoraFimJanela) then + ClosePosition; + end; +end; diff --git a/automacao_backtests/CANDLE1A4/versoes_tf_menor/robo_candle1a4_v05_cm2_rm2_tfcurto.txt b/automacao_backtests/CANDLE1A4/versoes_tf_menor/robo_candle1a4_v05_cm2_rm2_tfcurto.txt new file mode 100644 index 0000000..74adb82 --- /dev/null +++ b/automacao_backtests/CANDLE1A4/versoes_tf_menor/robo_candle1a4_v05_cm2_rm2_tfcurto.txt @@ -0,0 +1,225 @@ +// Estrategia: robo_candle1a4_v05_cm2_rm2_tfcurto +// Tema: Candle1A4 - operacao apenas nos primeiros 5 candles do dia (grafico 2 min) +// Regras: Le leitura principal do gap no candle 1 + nivel do dia anterior, entrada no candle 1 com sinal forte, +// maximo 1 trade por dia, saida por rejeicao/tempo. +input + ConfirmacaoModo(2); + RejeicaoModo(2); + MinPercCorpoC1(0.55); + MinRangeC1(16); + ConfirmacaoC2MinPerc(0.4); + RazaoPavio(1.2); + GapMinPontos(10); + ToleranciaNivelDiaAnterior(15); + ScoreMinimoEntrada(3); + PeriodoMMECurta(9); + PeriodoMMEIntermediaria(20); + PeriodoMMELenta(50); + MaxBarrasPosicao(10); + HoraInicioJanela(900); + HoraFimJanela(910); + MaxTradesPorDia(1); + +var + oC1, hC1, lC1, cC1, rangeC1, corpoC1, pavioSupC1, pavioInfC1 : float; + fMaxDiaAtual, fMinDiaAtual, fMaxDiaAnterior, fMinDiaAnterior, fGapAbertura : float; + fMME9, fMME20, fMME50 : float; + fPosFechC1NoRange : float; + fCloseAnterior, fVolumeAnterior : float; + iDateAnterior : integer; + oAtual, hAtual, lAtual, cAtual, rangeAtual, corpoAtual : float; + iCandleDia, iBarrasPosicao, iTradesDia, iScoreCompra, iScoreVenda : integer; + bDiaNovo, bJanelaAtiva, bC1Valido, bDirecaoAlta, bDirecaoBaixa : boolean; + bSinalForteC1, bRejeicaoAtual : boolean; + bGapAlta, bGapBaixa, bEmMaxAnterior, bEmMinAnterior : boolean; + bGapNaRegiaoAlta, bGapNaRegiaoBaixa : boolean; + bC1DirecionalAlta, bC1DirecionalBaixa : boolean; + bC1RejeicaoAlta, bC1RejeicaoBaixa : boolean; + bFechamentoMediasAlta, bFechamentoMediasBaixa : boolean; + bSinalModoCompra, bSinalModoVenda : boolean; + +begin + iDateAnterior := Date[1]; + fCloseAnterior := Close[1]; + fVolumeAnterior := Volume[1]; + + bDiaNovo := Date <> iDateAnterior; + + if bDiaNovo then + begin + if iDateAnterior > 0 then + begin + fMaxDiaAnterior := fMaxDiaAtual; + fMinDiaAnterior := fMinDiaAtual; + end + else + begin + fMaxDiaAnterior := High; + fMinDiaAnterior := Low; + end; + + iCandleDia := 1; + iBarrasPosicao := 0; + iTradesDia := 0; + + oC1 := Open; + hC1 := High; + lC1 := Low; + cC1 := Close; + + fMaxDiaAtual := High; + fMinDiaAtual := Low; + fGapAbertura := Open - fCloseAnterior; + end + else + begin + iCandleDia := iCandleDia + 1; + + if High > fMaxDiaAtual then + fMaxDiaAtual := High; + + if Low < fMinDiaAtual then + fMinDiaAtual := Low; + end; + + bJanelaAtiva := (Time >= HoraInicioJanela) and (Time <= HoraFimJanela); + + fMME9 := MediaExp(PeriodoMMECurta, Close); + fMME20 := MediaExp(PeriodoMMEIntermediaria, Close); + fMME50 := MediaExp(PeriodoMMELenta, Close); + + rangeC1 := hC1 - lC1; + corpoC1 := Abs(cC1 - oC1); + + bDirecaoAlta := cC1 > oC1; + bDirecaoBaixa := cC1 < oC1; + bC1Valido := (rangeC1 >= MinRangeC1) and ((corpoC1 / Max(rangeC1, 0.01)) >= MinPercCorpoC1); + + pavioSupC1 := hC1 - Max(oC1, cC1); + pavioInfC1 := Min(oC1, cC1) - lC1; + + bGapAlta := fGapAbertura >= GapMinPontos; + bGapBaixa := fGapAbertura <= (-GapMinPontos); + + bEmMaxAnterior := (Abs(cC1 - fMaxDiaAnterior) <= ToleranciaNivelDiaAnterior) + or (Abs(hC1 - fMaxDiaAnterior) <= ToleranciaNivelDiaAnterior); + + bEmMinAnterior := (Abs(cC1 - fMinDiaAnterior) <= ToleranciaNivelDiaAnterior) + or (Abs(lC1 - fMinDiaAnterior) <= ToleranciaNivelDiaAnterior); + + bGapNaRegiaoAlta := bGapAlta and bEmMaxAnterior; + bGapNaRegiaoBaixa := bGapBaixa and bEmMinAnterior; + + fPosFechC1NoRange := (cC1 - lC1) / Max(rangeC1, 0.01); + + bC1DirecionalAlta := bDirecaoAlta + and bC1Valido + and ((corpoC1 / Max(rangeC1, 0.01)) >= ConfirmacaoC2MinPerc) + and (fPosFechC1NoRange >= 0.70); + + bC1DirecionalBaixa := bDirecaoBaixa + and bC1Valido + and ((corpoC1 / Max(rangeC1, 0.01)) >= ConfirmacaoC2MinPerc) + and (fPosFechC1NoRange <= 0.30); + + bC1RejeicaoAlta := bDirecaoAlta + and bC1Valido + and (pavioInfC1 >= (corpoC1 * RazaoPavio)) + and (fPosFechC1NoRange >= 0.55); + + bC1RejeicaoBaixa := bDirecaoBaixa + and bC1Valido + and (pavioSupC1 >= (corpoC1 * RazaoPavio)) + and (fPosFechC1NoRange <= 0.45); + + bFechamentoMediasAlta := (cC1 >= fMME9) and (cC1 >= fMME20) and (cC1 >= fMME50); + bFechamentoMediasBaixa := (cC1 <= fMME9) and (cC1 <= fMME20) and (cC1 <= fMME50); + + bSinalForteC1 := false; + bSinalModoCompra := false; + bSinalModoVenda := false; + + if ConfirmacaoModo = 1 then + begin + bSinalModoCompra := bC1DirecionalAlta; + bSinalModoVenda := bC1DirecionalBaixa; + end; + + if ConfirmacaoModo = 2 then + begin + bSinalModoCompra := bC1RejeicaoAlta; + bSinalModoVenda := bC1RejeicaoBaixa; + end; + + if ConfirmacaoModo = 3 then + begin + bSinalModoCompra := (bC1DirecionalAlta or bC1RejeicaoAlta) and (Volume > fVolumeAnterior); + bSinalModoVenda := (bC1DirecionalBaixa or bC1RejeicaoBaixa) and (Volume > fVolumeAnterior); + end; + + iScoreCompra := 0; + if bGapAlta then + iScoreCompra := iScoreCompra + 1; + if bEmMaxAnterior then + iScoreCompra := iScoreCompra + 1; + if bFechamentoMediasAlta then + iScoreCompra := iScoreCompra + 1; + if bSinalModoCompra then + iScoreCompra := iScoreCompra + 1; + + iScoreVenda := 0; + if bGapBaixa then + iScoreVenda := iScoreVenda + 1; + if bEmMinAnterior then + iScoreVenda := iScoreVenda + 1; + if bFechamentoMediasBaixa then + iScoreVenda := iScoreVenda + 1; + if bSinalModoVenda then + iScoreVenda := iScoreVenda + 1; + + if bDirecaoAlta then + bSinalForteC1 := iScoreCompra >= ScoreMinimoEntrada; + + if bDirecaoBaixa then + bSinalForteC1 := iScoreVenda >= ScoreMinimoEntrada; + + if (not IsBought) and (not IsSold) and bJanelaAtiva and (iTradesDia < MaxTradesPorDia) and (iCandleDia = 1) and bSinalForteC1 then + begin + if bDirecaoAlta then BuyAtMarket; + if bDirecaoBaixa then SellShortAtMarket; + iTradesDia := iTradesDia + 1; + iBarrasPosicao := 0; + end; + + if IsBought or IsSold then + iBarrasPosicao := iBarrasPosicao + 1 + else + iBarrasPosicao := 0; + + if IsBought or IsSold then + begin + oAtual := Open; + hAtual := High; + lAtual := Low; + cAtual := Close; + corpoAtual := Abs(cAtual - oAtual); + + bRejeicaoAtual := false; + + if RejeicaoModo = 1 then + bRejeicaoAtual := (IsBought and (cAtual < oAtual)) or (IsSold and (cAtual > oAtual)); + + if RejeicaoModo = 2 then + bRejeicaoAtual := (IsBought and ((hAtual - cAtual) > (corpoAtual * RazaoPavio))) + or (IsSold and ((cAtual - lAtual) > (corpoAtual * RazaoPavio))); + + if RejeicaoModo = 3 then + bRejeicaoAtual := (IsBought and (cAtual < hC1)) or (IsSold and (cAtual > lC1)); + + if ((iCandleDia >= 3) and bRejeicaoAtual) + or (iBarrasPosicao >= MaxBarrasPosicao) + or (iCandleDia >= 5) + or (Time > HoraFimJanela) then + ClosePosition; + end; +end; diff --git a/automacao_backtests/CANDLE1A4/versoes_tf_menor/robo_candle1a4_v06_cm3_rm2_tfcurto.txt b/automacao_backtests/CANDLE1A4/versoes_tf_menor/robo_candle1a4_v06_cm3_rm2_tfcurto.txt new file mode 100644 index 0000000..4768592 --- /dev/null +++ b/automacao_backtests/CANDLE1A4/versoes_tf_menor/robo_candle1a4_v06_cm3_rm2_tfcurto.txt @@ -0,0 +1,225 @@ +// Estrategia: robo_candle1a4_v06_cm3_rm2_tfcurto +// Tema: Candle1A4 - operacao apenas nos primeiros 5 candles do dia (grafico 2 min) +// Regras: Le leitura principal do gap no candle 1 + nivel do dia anterior, entrada no candle 1 com sinal forte, +// maximo 1 trade por dia, saida por rejeicao/tempo. +input + ConfirmacaoModo(3); + RejeicaoModo(2); + MinPercCorpoC1(0.35); + MinRangeC1(18); + ConfirmacaoC2MinPerc(0.45); + RazaoPavio(1.4); + GapMinPontos(10); + ToleranciaNivelDiaAnterior(15); + ScoreMinimoEntrada(3); + PeriodoMMECurta(9); + PeriodoMMEIntermediaria(20); + PeriodoMMELenta(50); + MaxBarrasPosicao(11); + HoraInicioJanela(900); + HoraFimJanela(910); + MaxTradesPorDia(1); + +var + oC1, hC1, lC1, cC1, rangeC1, corpoC1, pavioSupC1, pavioInfC1 : float; + fMaxDiaAtual, fMinDiaAtual, fMaxDiaAnterior, fMinDiaAnterior, fGapAbertura : float; + fMME9, fMME20, fMME50 : float; + fPosFechC1NoRange : float; + fCloseAnterior, fVolumeAnterior : float; + iDateAnterior : integer; + oAtual, hAtual, lAtual, cAtual, rangeAtual, corpoAtual : float; + iCandleDia, iBarrasPosicao, iTradesDia, iScoreCompra, iScoreVenda : integer; + bDiaNovo, bJanelaAtiva, bC1Valido, bDirecaoAlta, bDirecaoBaixa : boolean; + bSinalForteC1, bRejeicaoAtual : boolean; + bGapAlta, bGapBaixa, bEmMaxAnterior, bEmMinAnterior : boolean; + bGapNaRegiaoAlta, bGapNaRegiaoBaixa : boolean; + bC1DirecionalAlta, bC1DirecionalBaixa : boolean; + bC1RejeicaoAlta, bC1RejeicaoBaixa : boolean; + bFechamentoMediasAlta, bFechamentoMediasBaixa : boolean; + bSinalModoCompra, bSinalModoVenda : boolean; + +begin + iDateAnterior := Date[1]; + fCloseAnterior := Close[1]; + fVolumeAnterior := Volume[1]; + + bDiaNovo := Date <> iDateAnterior; + + if bDiaNovo then + begin + if iDateAnterior > 0 then + begin + fMaxDiaAnterior := fMaxDiaAtual; + fMinDiaAnterior := fMinDiaAtual; + end + else + begin + fMaxDiaAnterior := High; + fMinDiaAnterior := Low; + end; + + iCandleDia := 1; + iBarrasPosicao := 0; + iTradesDia := 0; + + oC1 := Open; + hC1 := High; + lC1 := Low; + cC1 := Close; + + fMaxDiaAtual := High; + fMinDiaAtual := Low; + fGapAbertura := Open - fCloseAnterior; + end + else + begin + iCandleDia := iCandleDia + 1; + + if High > fMaxDiaAtual then + fMaxDiaAtual := High; + + if Low < fMinDiaAtual then + fMinDiaAtual := Low; + end; + + bJanelaAtiva := (Time >= HoraInicioJanela) and (Time <= HoraFimJanela); + + fMME9 := MediaExp(PeriodoMMECurta, Close); + fMME20 := MediaExp(PeriodoMMEIntermediaria, Close); + fMME50 := MediaExp(PeriodoMMELenta, Close); + + rangeC1 := hC1 - lC1; + corpoC1 := Abs(cC1 - oC1); + + bDirecaoAlta := cC1 > oC1; + bDirecaoBaixa := cC1 < oC1; + bC1Valido := (rangeC1 >= MinRangeC1) and ((corpoC1 / Max(rangeC1, 0.01)) >= MinPercCorpoC1); + + pavioSupC1 := hC1 - Max(oC1, cC1); + pavioInfC1 := Min(oC1, cC1) - lC1; + + bGapAlta := fGapAbertura >= GapMinPontos; + bGapBaixa := fGapAbertura <= (-GapMinPontos); + + bEmMaxAnterior := (Abs(cC1 - fMaxDiaAnterior) <= ToleranciaNivelDiaAnterior) + or (Abs(hC1 - fMaxDiaAnterior) <= ToleranciaNivelDiaAnterior); + + bEmMinAnterior := (Abs(cC1 - fMinDiaAnterior) <= ToleranciaNivelDiaAnterior) + or (Abs(lC1 - fMinDiaAnterior) <= ToleranciaNivelDiaAnterior); + + bGapNaRegiaoAlta := bGapAlta and bEmMaxAnterior; + bGapNaRegiaoBaixa := bGapBaixa and bEmMinAnterior; + + fPosFechC1NoRange := (cC1 - lC1) / Max(rangeC1, 0.01); + + bC1DirecionalAlta := bDirecaoAlta + and bC1Valido + and ((corpoC1 / Max(rangeC1, 0.01)) >= ConfirmacaoC2MinPerc) + and (fPosFechC1NoRange >= 0.70); + + bC1DirecionalBaixa := bDirecaoBaixa + and bC1Valido + and ((corpoC1 / Max(rangeC1, 0.01)) >= ConfirmacaoC2MinPerc) + and (fPosFechC1NoRange <= 0.30); + + bC1RejeicaoAlta := bDirecaoAlta + and bC1Valido + and (pavioInfC1 >= (corpoC1 * RazaoPavio)) + and (fPosFechC1NoRange >= 0.55); + + bC1RejeicaoBaixa := bDirecaoBaixa + and bC1Valido + and (pavioSupC1 >= (corpoC1 * RazaoPavio)) + and (fPosFechC1NoRange <= 0.45); + + bFechamentoMediasAlta := (cC1 >= fMME9) and (cC1 >= fMME20) and (cC1 >= fMME50); + bFechamentoMediasBaixa := (cC1 <= fMME9) and (cC1 <= fMME20) and (cC1 <= fMME50); + + bSinalForteC1 := false; + bSinalModoCompra := false; + bSinalModoVenda := false; + + if ConfirmacaoModo = 1 then + begin + bSinalModoCompra := bC1DirecionalAlta; + bSinalModoVenda := bC1DirecionalBaixa; + end; + + if ConfirmacaoModo = 2 then + begin + bSinalModoCompra := bC1RejeicaoAlta; + bSinalModoVenda := bC1RejeicaoBaixa; + end; + + if ConfirmacaoModo = 3 then + begin + bSinalModoCompra := (bC1DirecionalAlta or bC1RejeicaoAlta) and (Volume > fVolumeAnterior); + bSinalModoVenda := (bC1DirecionalBaixa or bC1RejeicaoBaixa) and (Volume > fVolumeAnterior); + end; + + iScoreCompra := 0; + if bGapAlta then + iScoreCompra := iScoreCompra + 1; + if bEmMaxAnterior then + iScoreCompra := iScoreCompra + 1; + if bFechamentoMediasAlta then + iScoreCompra := iScoreCompra + 1; + if bSinalModoCompra then + iScoreCompra := iScoreCompra + 1; + + iScoreVenda := 0; + if bGapBaixa then + iScoreVenda := iScoreVenda + 1; + if bEmMinAnterior then + iScoreVenda := iScoreVenda + 1; + if bFechamentoMediasBaixa then + iScoreVenda := iScoreVenda + 1; + if bSinalModoVenda then + iScoreVenda := iScoreVenda + 1; + + if bDirecaoAlta then + bSinalForteC1 := iScoreCompra >= ScoreMinimoEntrada; + + if bDirecaoBaixa then + bSinalForteC1 := iScoreVenda >= ScoreMinimoEntrada; + + if (not IsBought) and (not IsSold) and bJanelaAtiva and (iTradesDia < MaxTradesPorDia) and (iCandleDia = 1) and bSinalForteC1 then + begin + if bDirecaoAlta then BuyAtMarket; + if bDirecaoBaixa then SellShortAtMarket; + iTradesDia := iTradesDia + 1; + iBarrasPosicao := 0; + end; + + if IsBought or IsSold then + iBarrasPosicao := iBarrasPosicao + 1 + else + iBarrasPosicao := 0; + + if IsBought or IsSold then + begin + oAtual := Open; + hAtual := High; + lAtual := Low; + cAtual := Close; + corpoAtual := Abs(cAtual - oAtual); + + bRejeicaoAtual := false; + + if RejeicaoModo = 1 then + bRejeicaoAtual := (IsBought and (cAtual < oAtual)) or (IsSold and (cAtual > oAtual)); + + if RejeicaoModo = 2 then + bRejeicaoAtual := (IsBought and ((hAtual - cAtual) > (corpoAtual * RazaoPavio))) + or (IsSold and ((cAtual - lAtual) > (corpoAtual * RazaoPavio))); + + if RejeicaoModo = 3 then + bRejeicaoAtual := (IsBought and (cAtual < hC1)) or (IsSold and (cAtual > lC1)); + + if ((iCandleDia >= 3) and bRejeicaoAtual) + or (iBarrasPosicao >= MaxBarrasPosicao) + or (iCandleDia >= 5) + or (Time > HoraFimJanela) then + ClosePosition; + end; +end; diff --git a/automacao_backtests/CANDLE1A4/versoes_tf_menor/robo_candle1a4_v07_cm1_rm3_tfcurto.txt b/automacao_backtests/CANDLE1A4/versoes_tf_menor/robo_candle1a4_v07_cm1_rm3_tfcurto.txt new file mode 100644 index 0000000..1e8c942 --- /dev/null +++ b/automacao_backtests/CANDLE1A4/versoes_tf_menor/robo_candle1a4_v07_cm1_rm3_tfcurto.txt @@ -0,0 +1,225 @@ +// Estrategia: robo_candle1a4_v07_cm1_rm3_tfcurto +// Tema: Candle1A4 - operacao apenas nos primeiros 5 candles do dia (grafico 2 min) +// Regras: Le leitura principal do gap no candle 1 + nivel do dia anterior, entrada no candle 1 com sinal forte, +// maximo 1 trade por dia, saida por rejeicao/tempo. +input + ConfirmacaoModo(1); + RejeicaoModo(3); + MinPercCorpoC1(0.4); + MinRangeC1(8); + ConfirmacaoC2MinPerc(0.5); + RazaoPavio(1.6); + GapMinPontos(10); + ToleranciaNivelDiaAnterior(15); + ScoreMinimoEntrada(3); + PeriodoMMECurta(9); + PeriodoMMEIntermediaria(20); + PeriodoMMELenta(50); + MaxBarrasPosicao(12); + HoraInicioJanela(900); + HoraFimJanela(910); + MaxTradesPorDia(1); + +var + oC1, hC1, lC1, cC1, rangeC1, corpoC1, pavioSupC1, pavioInfC1 : float; + fMaxDiaAtual, fMinDiaAtual, fMaxDiaAnterior, fMinDiaAnterior, fGapAbertura : float; + fMME9, fMME20, fMME50 : float; + fPosFechC1NoRange : float; + fCloseAnterior, fVolumeAnterior : float; + iDateAnterior : integer; + oAtual, hAtual, lAtual, cAtual, rangeAtual, corpoAtual : float; + iCandleDia, iBarrasPosicao, iTradesDia, iScoreCompra, iScoreVenda : integer; + bDiaNovo, bJanelaAtiva, bC1Valido, bDirecaoAlta, bDirecaoBaixa : boolean; + bSinalForteC1, bRejeicaoAtual : boolean; + bGapAlta, bGapBaixa, bEmMaxAnterior, bEmMinAnterior : boolean; + bGapNaRegiaoAlta, bGapNaRegiaoBaixa : boolean; + bC1DirecionalAlta, bC1DirecionalBaixa : boolean; + bC1RejeicaoAlta, bC1RejeicaoBaixa : boolean; + bFechamentoMediasAlta, bFechamentoMediasBaixa : boolean; + bSinalModoCompra, bSinalModoVenda : boolean; + +begin + iDateAnterior := Date[1]; + fCloseAnterior := Close[1]; + fVolumeAnterior := Volume[1]; + + bDiaNovo := Date <> iDateAnterior; + + if bDiaNovo then + begin + if iDateAnterior > 0 then + begin + fMaxDiaAnterior := fMaxDiaAtual; + fMinDiaAnterior := fMinDiaAtual; + end + else + begin + fMaxDiaAnterior := High; + fMinDiaAnterior := Low; + end; + + iCandleDia := 1; + iBarrasPosicao := 0; + iTradesDia := 0; + + oC1 := Open; + hC1 := High; + lC1 := Low; + cC1 := Close; + + fMaxDiaAtual := High; + fMinDiaAtual := Low; + fGapAbertura := Open - fCloseAnterior; + end + else + begin + iCandleDia := iCandleDia + 1; + + if High > fMaxDiaAtual then + fMaxDiaAtual := High; + + if Low < fMinDiaAtual then + fMinDiaAtual := Low; + end; + + bJanelaAtiva := (Time >= HoraInicioJanela) and (Time <= HoraFimJanela); + + fMME9 := MediaExp(PeriodoMMECurta, Close); + fMME20 := MediaExp(PeriodoMMEIntermediaria, Close); + fMME50 := MediaExp(PeriodoMMELenta, Close); + + rangeC1 := hC1 - lC1; + corpoC1 := Abs(cC1 - oC1); + + bDirecaoAlta := cC1 > oC1; + bDirecaoBaixa := cC1 < oC1; + bC1Valido := (rangeC1 >= MinRangeC1) and ((corpoC1 / Max(rangeC1, 0.01)) >= MinPercCorpoC1); + + pavioSupC1 := hC1 - Max(oC1, cC1); + pavioInfC1 := Min(oC1, cC1) - lC1; + + bGapAlta := fGapAbertura >= GapMinPontos; + bGapBaixa := fGapAbertura <= (-GapMinPontos); + + bEmMaxAnterior := (Abs(cC1 - fMaxDiaAnterior) <= ToleranciaNivelDiaAnterior) + or (Abs(hC1 - fMaxDiaAnterior) <= ToleranciaNivelDiaAnterior); + + bEmMinAnterior := (Abs(cC1 - fMinDiaAnterior) <= ToleranciaNivelDiaAnterior) + or (Abs(lC1 - fMinDiaAnterior) <= ToleranciaNivelDiaAnterior); + + bGapNaRegiaoAlta := bGapAlta and bEmMaxAnterior; + bGapNaRegiaoBaixa := bGapBaixa and bEmMinAnterior; + + fPosFechC1NoRange := (cC1 - lC1) / Max(rangeC1, 0.01); + + bC1DirecionalAlta := bDirecaoAlta + and bC1Valido + and ((corpoC1 / Max(rangeC1, 0.01)) >= ConfirmacaoC2MinPerc) + and (fPosFechC1NoRange >= 0.70); + + bC1DirecionalBaixa := bDirecaoBaixa + and bC1Valido + and ((corpoC1 / Max(rangeC1, 0.01)) >= ConfirmacaoC2MinPerc) + and (fPosFechC1NoRange <= 0.30); + + bC1RejeicaoAlta := bDirecaoAlta + and bC1Valido + and (pavioInfC1 >= (corpoC1 * RazaoPavio)) + and (fPosFechC1NoRange >= 0.55); + + bC1RejeicaoBaixa := bDirecaoBaixa + and bC1Valido + and (pavioSupC1 >= (corpoC1 * RazaoPavio)) + and (fPosFechC1NoRange <= 0.45); + + bFechamentoMediasAlta := (cC1 >= fMME9) and (cC1 >= fMME20) and (cC1 >= fMME50); + bFechamentoMediasBaixa := (cC1 <= fMME9) and (cC1 <= fMME20) and (cC1 <= fMME50); + + bSinalForteC1 := false; + bSinalModoCompra := false; + bSinalModoVenda := false; + + if ConfirmacaoModo = 1 then + begin + bSinalModoCompra := bC1DirecionalAlta; + bSinalModoVenda := bC1DirecionalBaixa; + end; + + if ConfirmacaoModo = 2 then + begin + bSinalModoCompra := bC1RejeicaoAlta; + bSinalModoVenda := bC1RejeicaoBaixa; + end; + + if ConfirmacaoModo = 3 then + begin + bSinalModoCompra := (bC1DirecionalAlta or bC1RejeicaoAlta) and (Volume > fVolumeAnterior); + bSinalModoVenda := (bC1DirecionalBaixa or bC1RejeicaoBaixa) and (Volume > fVolumeAnterior); + end; + + iScoreCompra := 0; + if bGapAlta then + iScoreCompra := iScoreCompra + 1; + if bEmMaxAnterior then + iScoreCompra := iScoreCompra + 1; + if bFechamentoMediasAlta then + iScoreCompra := iScoreCompra + 1; + if bSinalModoCompra then + iScoreCompra := iScoreCompra + 1; + + iScoreVenda := 0; + if bGapBaixa then + iScoreVenda := iScoreVenda + 1; + if bEmMinAnterior then + iScoreVenda := iScoreVenda + 1; + if bFechamentoMediasBaixa then + iScoreVenda := iScoreVenda + 1; + if bSinalModoVenda then + iScoreVenda := iScoreVenda + 1; + + if bDirecaoAlta then + bSinalForteC1 := iScoreCompra >= ScoreMinimoEntrada; + + if bDirecaoBaixa then + bSinalForteC1 := iScoreVenda >= ScoreMinimoEntrada; + + if (not IsBought) and (not IsSold) and bJanelaAtiva and (iTradesDia < MaxTradesPorDia) and (iCandleDia = 1) and bSinalForteC1 then + begin + if bDirecaoAlta then BuyAtMarket; + if bDirecaoBaixa then SellShortAtMarket; + iTradesDia := iTradesDia + 1; + iBarrasPosicao := 0; + end; + + if IsBought or IsSold then + iBarrasPosicao := iBarrasPosicao + 1 + else + iBarrasPosicao := 0; + + if IsBought or IsSold then + begin + oAtual := Open; + hAtual := High; + lAtual := Low; + cAtual := Close; + corpoAtual := Abs(cAtual - oAtual); + + bRejeicaoAtual := false; + + if RejeicaoModo = 1 then + bRejeicaoAtual := (IsBought and (cAtual < oAtual)) or (IsSold and (cAtual > oAtual)); + + if RejeicaoModo = 2 then + bRejeicaoAtual := (IsBought and ((hAtual - cAtual) > (corpoAtual * RazaoPavio))) + or (IsSold and ((cAtual - lAtual) > (corpoAtual * RazaoPavio))); + + if RejeicaoModo = 3 then + bRejeicaoAtual := (IsBought and (cAtual < hC1)) or (IsSold and (cAtual > lC1)); + + if ((iCandleDia >= 3) and bRejeicaoAtual) + or (iBarrasPosicao >= MaxBarrasPosicao) + or (iCandleDia >= 5) + or (Time > HoraFimJanela) then + ClosePosition; + end; +end; diff --git a/automacao_backtests/CANDLE1A4/versoes_tf_menor/robo_candle1a4_v08_cm2_rm3_tfcurto.txt b/automacao_backtests/CANDLE1A4/versoes_tf_menor/robo_candle1a4_v08_cm2_rm3_tfcurto.txt new file mode 100644 index 0000000..23eee06 --- /dev/null +++ b/automacao_backtests/CANDLE1A4/versoes_tf_menor/robo_candle1a4_v08_cm2_rm3_tfcurto.txt @@ -0,0 +1,225 @@ +// Estrategia: robo_candle1a4_v08_cm2_rm3_tfcurto +// Tema: Candle1A4 - operacao apenas nos primeiros 5 candles do dia (grafico 2 min) +// Regras: Le leitura principal do gap no candle 1 + nivel do dia anterior, entrada no candle 1 com sinal forte, +// maximo 1 trade por dia, saida por rejeicao/tempo. +input + ConfirmacaoModo(2); + RejeicaoModo(3); + MinPercCorpoC1(0.45); + MinRangeC1(10); + ConfirmacaoC2MinPerc(0.55); + RazaoPavio(1.8); + GapMinPontos(10); + ToleranciaNivelDiaAnterior(15); + ScoreMinimoEntrada(3); + PeriodoMMECurta(9); + PeriodoMMEIntermediaria(20); + PeriodoMMELenta(50); + MaxBarrasPosicao(13); + HoraInicioJanela(900); + HoraFimJanela(910); + MaxTradesPorDia(1); + +var + oC1, hC1, lC1, cC1, rangeC1, corpoC1, pavioSupC1, pavioInfC1 : float; + fMaxDiaAtual, fMinDiaAtual, fMaxDiaAnterior, fMinDiaAnterior, fGapAbertura : float; + fMME9, fMME20, fMME50 : float; + fPosFechC1NoRange : float; + fCloseAnterior, fVolumeAnterior : float; + iDateAnterior : integer; + oAtual, hAtual, lAtual, cAtual, rangeAtual, corpoAtual : float; + iCandleDia, iBarrasPosicao, iTradesDia, iScoreCompra, iScoreVenda : integer; + bDiaNovo, bJanelaAtiva, bC1Valido, bDirecaoAlta, bDirecaoBaixa : boolean; + bSinalForteC1, bRejeicaoAtual : boolean; + bGapAlta, bGapBaixa, bEmMaxAnterior, bEmMinAnterior : boolean; + bGapNaRegiaoAlta, bGapNaRegiaoBaixa : boolean; + bC1DirecionalAlta, bC1DirecionalBaixa : boolean; + bC1RejeicaoAlta, bC1RejeicaoBaixa : boolean; + bFechamentoMediasAlta, bFechamentoMediasBaixa : boolean; + bSinalModoCompra, bSinalModoVenda : boolean; + +begin + iDateAnterior := Date[1]; + fCloseAnterior := Close[1]; + fVolumeAnterior := Volume[1]; + + bDiaNovo := Date <> iDateAnterior; + + if bDiaNovo then + begin + if iDateAnterior > 0 then + begin + fMaxDiaAnterior := fMaxDiaAtual; + fMinDiaAnterior := fMinDiaAtual; + end + else + begin + fMaxDiaAnterior := High; + fMinDiaAnterior := Low; + end; + + iCandleDia := 1; + iBarrasPosicao := 0; + iTradesDia := 0; + + oC1 := Open; + hC1 := High; + lC1 := Low; + cC1 := Close; + + fMaxDiaAtual := High; + fMinDiaAtual := Low; + fGapAbertura := Open - fCloseAnterior; + end + else + begin + iCandleDia := iCandleDia + 1; + + if High > fMaxDiaAtual then + fMaxDiaAtual := High; + + if Low < fMinDiaAtual then + fMinDiaAtual := Low; + end; + + bJanelaAtiva := (Time >= HoraInicioJanela) and (Time <= HoraFimJanela); + + fMME9 := MediaExp(PeriodoMMECurta, Close); + fMME20 := MediaExp(PeriodoMMEIntermediaria, Close); + fMME50 := MediaExp(PeriodoMMELenta, Close); + + rangeC1 := hC1 - lC1; + corpoC1 := Abs(cC1 - oC1); + + bDirecaoAlta := cC1 > oC1; + bDirecaoBaixa := cC1 < oC1; + bC1Valido := (rangeC1 >= MinRangeC1) and ((corpoC1 / Max(rangeC1, 0.01)) >= MinPercCorpoC1); + + pavioSupC1 := hC1 - Max(oC1, cC1); + pavioInfC1 := Min(oC1, cC1) - lC1; + + bGapAlta := fGapAbertura >= GapMinPontos; + bGapBaixa := fGapAbertura <= (-GapMinPontos); + + bEmMaxAnterior := (Abs(cC1 - fMaxDiaAnterior) <= ToleranciaNivelDiaAnterior) + or (Abs(hC1 - fMaxDiaAnterior) <= ToleranciaNivelDiaAnterior); + + bEmMinAnterior := (Abs(cC1 - fMinDiaAnterior) <= ToleranciaNivelDiaAnterior) + or (Abs(lC1 - fMinDiaAnterior) <= ToleranciaNivelDiaAnterior); + + bGapNaRegiaoAlta := bGapAlta and bEmMaxAnterior; + bGapNaRegiaoBaixa := bGapBaixa and bEmMinAnterior; + + fPosFechC1NoRange := (cC1 - lC1) / Max(rangeC1, 0.01); + + bC1DirecionalAlta := bDirecaoAlta + and bC1Valido + and ((corpoC1 / Max(rangeC1, 0.01)) >= ConfirmacaoC2MinPerc) + and (fPosFechC1NoRange >= 0.70); + + bC1DirecionalBaixa := bDirecaoBaixa + and bC1Valido + and ((corpoC1 / Max(rangeC1, 0.01)) >= ConfirmacaoC2MinPerc) + and (fPosFechC1NoRange <= 0.30); + + bC1RejeicaoAlta := bDirecaoAlta + and bC1Valido + and (pavioInfC1 >= (corpoC1 * RazaoPavio)) + and (fPosFechC1NoRange >= 0.55); + + bC1RejeicaoBaixa := bDirecaoBaixa + and bC1Valido + and (pavioSupC1 >= (corpoC1 * RazaoPavio)) + and (fPosFechC1NoRange <= 0.45); + + bFechamentoMediasAlta := (cC1 >= fMME9) and (cC1 >= fMME20) and (cC1 >= fMME50); + bFechamentoMediasBaixa := (cC1 <= fMME9) and (cC1 <= fMME20) and (cC1 <= fMME50); + + bSinalForteC1 := false; + bSinalModoCompra := false; + bSinalModoVenda := false; + + if ConfirmacaoModo = 1 then + begin + bSinalModoCompra := bC1DirecionalAlta; + bSinalModoVenda := bC1DirecionalBaixa; + end; + + if ConfirmacaoModo = 2 then + begin + bSinalModoCompra := bC1RejeicaoAlta; + bSinalModoVenda := bC1RejeicaoBaixa; + end; + + if ConfirmacaoModo = 3 then + begin + bSinalModoCompra := (bC1DirecionalAlta or bC1RejeicaoAlta) and (Volume > fVolumeAnterior); + bSinalModoVenda := (bC1DirecionalBaixa or bC1RejeicaoBaixa) and (Volume > fVolumeAnterior); + end; + + iScoreCompra := 0; + if bGapAlta then + iScoreCompra := iScoreCompra + 1; + if bEmMaxAnterior then + iScoreCompra := iScoreCompra + 1; + if bFechamentoMediasAlta then + iScoreCompra := iScoreCompra + 1; + if bSinalModoCompra then + iScoreCompra := iScoreCompra + 1; + + iScoreVenda := 0; + if bGapBaixa then + iScoreVenda := iScoreVenda + 1; + if bEmMinAnterior then + iScoreVenda := iScoreVenda + 1; + if bFechamentoMediasBaixa then + iScoreVenda := iScoreVenda + 1; + if bSinalModoVenda then + iScoreVenda := iScoreVenda + 1; + + if bDirecaoAlta then + bSinalForteC1 := iScoreCompra >= ScoreMinimoEntrada; + + if bDirecaoBaixa then + bSinalForteC1 := iScoreVenda >= ScoreMinimoEntrada; + + if (not IsBought) and (not IsSold) and bJanelaAtiva and (iTradesDia < MaxTradesPorDia) and (iCandleDia = 1) and bSinalForteC1 then + begin + if bDirecaoAlta then BuyAtMarket; + if bDirecaoBaixa then SellShortAtMarket; + iTradesDia := iTradesDia + 1; + iBarrasPosicao := 0; + end; + + if IsBought or IsSold then + iBarrasPosicao := iBarrasPosicao + 1 + else + iBarrasPosicao := 0; + + if IsBought or IsSold then + begin + oAtual := Open; + hAtual := High; + lAtual := Low; + cAtual := Close; + corpoAtual := Abs(cAtual - oAtual); + + bRejeicaoAtual := false; + + if RejeicaoModo = 1 then + bRejeicaoAtual := (IsBought and (cAtual < oAtual)) or (IsSold and (cAtual > oAtual)); + + if RejeicaoModo = 2 then + bRejeicaoAtual := (IsBought and ((hAtual - cAtual) > (corpoAtual * RazaoPavio))) + or (IsSold and ((cAtual - lAtual) > (corpoAtual * RazaoPavio))); + + if RejeicaoModo = 3 then + bRejeicaoAtual := (IsBought and (cAtual < hC1)) or (IsSold and (cAtual > lC1)); + + if ((iCandleDia >= 3) and bRejeicaoAtual) + or (iBarrasPosicao >= MaxBarrasPosicao) + or (iCandleDia >= 5) + or (Time > HoraFimJanela) then + ClosePosition; + end; +end; diff --git a/automacao_backtests/CANDLE1A4/versoes_tf_menor/robo_candle1a4_v09_cm3_rm3_tfcurto.txt b/automacao_backtests/CANDLE1A4/versoes_tf_menor/robo_candle1a4_v09_cm3_rm3_tfcurto.txt new file mode 100644 index 0000000..d02cd0c --- /dev/null +++ b/automacao_backtests/CANDLE1A4/versoes_tf_menor/robo_candle1a4_v09_cm3_rm3_tfcurto.txt @@ -0,0 +1,225 @@ +// Estrategia: robo_candle1a4_v09_cm3_rm3_tfcurto +// Tema: Candle1A4 - operacao apenas nos primeiros 5 candles do dia (grafico 2 min) +// Regras: Le leitura principal do gap no candle 1 + nivel do dia anterior, entrada no candle 1 com sinal forte, +// maximo 1 trade por dia, saida por rejeicao/tempo. +input + ConfirmacaoModo(3); + RejeicaoModo(3); + MinPercCorpoC1(0.5); + MinRangeC1(12); + ConfirmacaoC2MinPerc(0.4); + RazaoPavio(1.2); + GapMinPontos(10); + ToleranciaNivelDiaAnterior(15); + ScoreMinimoEntrada(3); + PeriodoMMECurta(9); + PeriodoMMEIntermediaria(20); + PeriodoMMELenta(50); + MaxBarrasPosicao(6); + HoraInicioJanela(900); + HoraFimJanela(910); + MaxTradesPorDia(1); + +var + oC1, hC1, lC1, cC1, rangeC1, corpoC1, pavioSupC1, pavioInfC1 : float; + fMaxDiaAtual, fMinDiaAtual, fMaxDiaAnterior, fMinDiaAnterior, fGapAbertura : float; + fMME9, fMME20, fMME50 : float; + fPosFechC1NoRange : float; + fCloseAnterior, fVolumeAnterior : float; + iDateAnterior : integer; + oAtual, hAtual, lAtual, cAtual, rangeAtual, corpoAtual : float; + iCandleDia, iBarrasPosicao, iTradesDia, iScoreCompra, iScoreVenda : integer; + bDiaNovo, bJanelaAtiva, bC1Valido, bDirecaoAlta, bDirecaoBaixa : boolean; + bSinalForteC1, bRejeicaoAtual : boolean; + bGapAlta, bGapBaixa, bEmMaxAnterior, bEmMinAnterior : boolean; + bGapNaRegiaoAlta, bGapNaRegiaoBaixa : boolean; + bC1DirecionalAlta, bC1DirecionalBaixa : boolean; + bC1RejeicaoAlta, bC1RejeicaoBaixa : boolean; + bFechamentoMediasAlta, bFechamentoMediasBaixa : boolean; + bSinalModoCompra, bSinalModoVenda : boolean; + +begin + iDateAnterior := Date[1]; + fCloseAnterior := Close[1]; + fVolumeAnterior := Volume[1]; + + bDiaNovo := Date <> iDateAnterior; + + if bDiaNovo then + begin + if iDateAnterior > 0 then + begin + fMaxDiaAnterior := fMaxDiaAtual; + fMinDiaAnterior := fMinDiaAtual; + end + else + begin + fMaxDiaAnterior := High; + fMinDiaAnterior := Low; + end; + + iCandleDia := 1; + iBarrasPosicao := 0; + iTradesDia := 0; + + oC1 := Open; + hC1 := High; + lC1 := Low; + cC1 := Close; + + fMaxDiaAtual := High; + fMinDiaAtual := Low; + fGapAbertura := Open - fCloseAnterior; + end + else + begin + iCandleDia := iCandleDia + 1; + + if High > fMaxDiaAtual then + fMaxDiaAtual := High; + + if Low < fMinDiaAtual then + fMinDiaAtual := Low; + end; + + bJanelaAtiva := (Time >= HoraInicioJanela) and (Time <= HoraFimJanela); + + fMME9 := MediaExp(PeriodoMMECurta, Close); + fMME20 := MediaExp(PeriodoMMEIntermediaria, Close); + fMME50 := MediaExp(PeriodoMMELenta, Close); + + rangeC1 := hC1 - lC1; + corpoC1 := Abs(cC1 - oC1); + + bDirecaoAlta := cC1 > oC1; + bDirecaoBaixa := cC1 < oC1; + bC1Valido := (rangeC1 >= MinRangeC1) and ((corpoC1 / Max(rangeC1, 0.01)) >= MinPercCorpoC1); + + pavioSupC1 := hC1 - Max(oC1, cC1); + pavioInfC1 := Min(oC1, cC1) - lC1; + + bGapAlta := fGapAbertura >= GapMinPontos; + bGapBaixa := fGapAbertura <= (-GapMinPontos); + + bEmMaxAnterior := (Abs(cC1 - fMaxDiaAnterior) <= ToleranciaNivelDiaAnterior) + or (Abs(hC1 - fMaxDiaAnterior) <= ToleranciaNivelDiaAnterior); + + bEmMinAnterior := (Abs(cC1 - fMinDiaAnterior) <= ToleranciaNivelDiaAnterior) + or (Abs(lC1 - fMinDiaAnterior) <= ToleranciaNivelDiaAnterior); + + bGapNaRegiaoAlta := bGapAlta and bEmMaxAnterior; + bGapNaRegiaoBaixa := bGapBaixa and bEmMinAnterior; + + fPosFechC1NoRange := (cC1 - lC1) / Max(rangeC1, 0.01); + + bC1DirecionalAlta := bDirecaoAlta + and bC1Valido + and ((corpoC1 / Max(rangeC1, 0.01)) >= ConfirmacaoC2MinPerc) + and (fPosFechC1NoRange >= 0.70); + + bC1DirecionalBaixa := bDirecaoBaixa + and bC1Valido + and ((corpoC1 / Max(rangeC1, 0.01)) >= ConfirmacaoC2MinPerc) + and (fPosFechC1NoRange <= 0.30); + + bC1RejeicaoAlta := bDirecaoAlta + and bC1Valido + and (pavioInfC1 >= (corpoC1 * RazaoPavio)) + and (fPosFechC1NoRange >= 0.55); + + bC1RejeicaoBaixa := bDirecaoBaixa + and bC1Valido + and (pavioSupC1 >= (corpoC1 * RazaoPavio)) + and (fPosFechC1NoRange <= 0.45); + + bFechamentoMediasAlta := (cC1 >= fMME9) and (cC1 >= fMME20) and (cC1 >= fMME50); + bFechamentoMediasBaixa := (cC1 <= fMME9) and (cC1 <= fMME20) and (cC1 <= fMME50); + + bSinalForteC1 := false; + bSinalModoCompra := false; + bSinalModoVenda := false; + + if ConfirmacaoModo = 1 then + begin + bSinalModoCompra := bC1DirecionalAlta; + bSinalModoVenda := bC1DirecionalBaixa; + end; + + if ConfirmacaoModo = 2 then + begin + bSinalModoCompra := bC1RejeicaoAlta; + bSinalModoVenda := bC1RejeicaoBaixa; + end; + + if ConfirmacaoModo = 3 then + begin + bSinalModoCompra := (bC1DirecionalAlta or bC1RejeicaoAlta) and (Volume > fVolumeAnterior); + bSinalModoVenda := (bC1DirecionalBaixa or bC1RejeicaoBaixa) and (Volume > fVolumeAnterior); + end; + + iScoreCompra := 0; + if bGapAlta then + iScoreCompra := iScoreCompra + 1; + if bEmMaxAnterior then + iScoreCompra := iScoreCompra + 1; + if bFechamentoMediasAlta then + iScoreCompra := iScoreCompra + 1; + if bSinalModoCompra then + iScoreCompra := iScoreCompra + 1; + + iScoreVenda := 0; + if bGapBaixa then + iScoreVenda := iScoreVenda + 1; + if bEmMinAnterior then + iScoreVenda := iScoreVenda + 1; + if bFechamentoMediasBaixa then + iScoreVenda := iScoreVenda + 1; + if bSinalModoVenda then + iScoreVenda := iScoreVenda + 1; + + if bDirecaoAlta then + bSinalForteC1 := iScoreCompra >= ScoreMinimoEntrada; + + if bDirecaoBaixa then + bSinalForteC1 := iScoreVenda >= ScoreMinimoEntrada; + + if (not IsBought) and (not IsSold) and bJanelaAtiva and (iTradesDia < MaxTradesPorDia) and (iCandleDia = 1) and bSinalForteC1 then + begin + if bDirecaoAlta then BuyAtMarket; + if bDirecaoBaixa then SellShortAtMarket; + iTradesDia := iTradesDia + 1; + iBarrasPosicao := 0; + end; + + if IsBought or IsSold then + iBarrasPosicao := iBarrasPosicao + 1 + else + iBarrasPosicao := 0; + + if IsBought or IsSold then + begin + oAtual := Open; + hAtual := High; + lAtual := Low; + cAtual := Close; + corpoAtual := Abs(cAtual - oAtual); + + bRejeicaoAtual := false; + + if RejeicaoModo = 1 then + bRejeicaoAtual := (IsBought and (cAtual < oAtual)) or (IsSold and (cAtual > oAtual)); + + if RejeicaoModo = 2 then + bRejeicaoAtual := (IsBought and ((hAtual - cAtual) > (corpoAtual * RazaoPavio))) + or (IsSold and ((cAtual - lAtual) > (corpoAtual * RazaoPavio))); + + if RejeicaoModo = 3 then + bRejeicaoAtual := (IsBought and (cAtual < hC1)) or (IsSold and (cAtual > lC1)); + + if ((iCandleDia >= 3) and bRejeicaoAtual) + or (iBarrasPosicao >= MaxBarrasPosicao) + or (iCandleDia >= 5) + or (Time > HoraFimJanela) then + ClosePosition; + end; +end; diff --git a/automacao_backtests/CANDLE1A4/versoes_tf_menor/robo_candle1a4_v10_cm1_rm1_tfcurto.txt b/automacao_backtests/CANDLE1A4/versoes_tf_menor/robo_candle1a4_v10_cm1_rm1_tfcurto.txt new file mode 100644 index 0000000..856955a --- /dev/null +++ b/automacao_backtests/CANDLE1A4/versoes_tf_menor/robo_candle1a4_v10_cm1_rm1_tfcurto.txt @@ -0,0 +1,225 @@ +// Estrategia: robo_candle1a4_v10_cm1_rm1_tfcurto +// Tema: Candle1A4 - operacao apenas nos primeiros 5 candles do dia (grafico 2 min) +// Regras: Le leitura principal do gap no candle 1 + nivel do dia anterior, entrada no candle 1 com sinal forte, +// maximo 1 trade por dia, saida por rejeicao/tempo. +input + ConfirmacaoModo(1); + RejeicaoModo(1); + MinPercCorpoC1(0.55); + MinRangeC1(14); + ConfirmacaoC2MinPerc(0.45); + RazaoPavio(1.4); + GapMinPontos(10); + ToleranciaNivelDiaAnterior(15); + ScoreMinimoEntrada(3); + PeriodoMMECurta(9); + PeriodoMMEIntermediaria(20); + PeriodoMMELenta(50); + MaxBarrasPosicao(7); + HoraInicioJanela(900); + HoraFimJanela(910); + MaxTradesPorDia(1); + +var + oC1, hC1, lC1, cC1, rangeC1, corpoC1, pavioSupC1, pavioInfC1 : float; + fMaxDiaAtual, fMinDiaAtual, fMaxDiaAnterior, fMinDiaAnterior, fGapAbertura : float; + fMME9, fMME20, fMME50 : float; + fPosFechC1NoRange : float; + fCloseAnterior, fVolumeAnterior : float; + iDateAnterior : integer; + oAtual, hAtual, lAtual, cAtual, rangeAtual, corpoAtual : float; + iCandleDia, iBarrasPosicao, iTradesDia, iScoreCompra, iScoreVenda : integer; + bDiaNovo, bJanelaAtiva, bC1Valido, bDirecaoAlta, bDirecaoBaixa : boolean; + bSinalForteC1, bRejeicaoAtual : boolean; + bGapAlta, bGapBaixa, bEmMaxAnterior, bEmMinAnterior : boolean; + bGapNaRegiaoAlta, bGapNaRegiaoBaixa : boolean; + bC1DirecionalAlta, bC1DirecionalBaixa : boolean; + bC1RejeicaoAlta, bC1RejeicaoBaixa : boolean; + bFechamentoMediasAlta, bFechamentoMediasBaixa : boolean; + bSinalModoCompra, bSinalModoVenda : boolean; + +begin + iDateAnterior := Date[1]; + fCloseAnterior := Close[1]; + fVolumeAnterior := Volume[1]; + + bDiaNovo := Date <> iDateAnterior; + + if bDiaNovo then + begin + if iDateAnterior > 0 then + begin + fMaxDiaAnterior := fMaxDiaAtual; + fMinDiaAnterior := fMinDiaAtual; + end + else + begin + fMaxDiaAnterior := High; + fMinDiaAnterior := Low; + end; + + iCandleDia := 1; + iBarrasPosicao := 0; + iTradesDia := 0; + + oC1 := Open; + hC1 := High; + lC1 := Low; + cC1 := Close; + + fMaxDiaAtual := High; + fMinDiaAtual := Low; + fGapAbertura := Open - fCloseAnterior; + end + else + begin + iCandleDia := iCandleDia + 1; + + if High > fMaxDiaAtual then + fMaxDiaAtual := High; + + if Low < fMinDiaAtual then + fMinDiaAtual := Low; + end; + + bJanelaAtiva := (Time >= HoraInicioJanela) and (Time <= HoraFimJanela); + + fMME9 := MediaExp(PeriodoMMECurta, Close); + fMME20 := MediaExp(PeriodoMMEIntermediaria, Close); + fMME50 := MediaExp(PeriodoMMELenta, Close); + + rangeC1 := hC1 - lC1; + corpoC1 := Abs(cC1 - oC1); + + bDirecaoAlta := cC1 > oC1; + bDirecaoBaixa := cC1 < oC1; + bC1Valido := (rangeC1 >= MinRangeC1) and ((corpoC1 / Max(rangeC1, 0.01)) >= MinPercCorpoC1); + + pavioSupC1 := hC1 - Max(oC1, cC1); + pavioInfC1 := Min(oC1, cC1) - lC1; + + bGapAlta := fGapAbertura >= GapMinPontos; + bGapBaixa := fGapAbertura <= (-GapMinPontos); + + bEmMaxAnterior := (Abs(cC1 - fMaxDiaAnterior) <= ToleranciaNivelDiaAnterior) + or (Abs(hC1 - fMaxDiaAnterior) <= ToleranciaNivelDiaAnterior); + + bEmMinAnterior := (Abs(cC1 - fMinDiaAnterior) <= ToleranciaNivelDiaAnterior) + or (Abs(lC1 - fMinDiaAnterior) <= ToleranciaNivelDiaAnterior); + + bGapNaRegiaoAlta := bGapAlta and bEmMaxAnterior; + bGapNaRegiaoBaixa := bGapBaixa and bEmMinAnterior; + + fPosFechC1NoRange := (cC1 - lC1) / Max(rangeC1, 0.01); + + bC1DirecionalAlta := bDirecaoAlta + and bC1Valido + and ((corpoC1 / Max(rangeC1, 0.01)) >= ConfirmacaoC2MinPerc) + and (fPosFechC1NoRange >= 0.70); + + bC1DirecionalBaixa := bDirecaoBaixa + and bC1Valido + and ((corpoC1 / Max(rangeC1, 0.01)) >= ConfirmacaoC2MinPerc) + and (fPosFechC1NoRange <= 0.30); + + bC1RejeicaoAlta := bDirecaoAlta + and bC1Valido + and (pavioInfC1 >= (corpoC1 * RazaoPavio)) + and (fPosFechC1NoRange >= 0.55); + + bC1RejeicaoBaixa := bDirecaoBaixa + and bC1Valido + and (pavioSupC1 >= (corpoC1 * RazaoPavio)) + and (fPosFechC1NoRange <= 0.45); + + bFechamentoMediasAlta := (cC1 >= fMME9) and (cC1 >= fMME20) and (cC1 >= fMME50); + bFechamentoMediasBaixa := (cC1 <= fMME9) and (cC1 <= fMME20) and (cC1 <= fMME50); + + bSinalForteC1 := false; + bSinalModoCompra := false; + bSinalModoVenda := false; + + if ConfirmacaoModo = 1 then + begin + bSinalModoCompra := bC1DirecionalAlta; + bSinalModoVenda := bC1DirecionalBaixa; + end; + + if ConfirmacaoModo = 2 then + begin + bSinalModoCompra := bC1RejeicaoAlta; + bSinalModoVenda := bC1RejeicaoBaixa; + end; + + if ConfirmacaoModo = 3 then + begin + bSinalModoCompra := (bC1DirecionalAlta or bC1RejeicaoAlta) and (Volume > fVolumeAnterior); + bSinalModoVenda := (bC1DirecionalBaixa or bC1RejeicaoBaixa) and (Volume > fVolumeAnterior); + end; + + iScoreCompra := 0; + if bGapAlta then + iScoreCompra := iScoreCompra + 1; + if bEmMaxAnterior then + iScoreCompra := iScoreCompra + 1; + if bFechamentoMediasAlta then + iScoreCompra := iScoreCompra + 1; + if bSinalModoCompra then + iScoreCompra := iScoreCompra + 1; + + iScoreVenda := 0; + if bGapBaixa then + iScoreVenda := iScoreVenda + 1; + if bEmMinAnterior then + iScoreVenda := iScoreVenda + 1; + if bFechamentoMediasBaixa then + iScoreVenda := iScoreVenda + 1; + if bSinalModoVenda then + iScoreVenda := iScoreVenda + 1; + + if bDirecaoAlta then + bSinalForteC1 := iScoreCompra >= ScoreMinimoEntrada; + + if bDirecaoBaixa then + bSinalForteC1 := iScoreVenda >= ScoreMinimoEntrada; + + if (not IsBought) and (not IsSold) and bJanelaAtiva and (iTradesDia < MaxTradesPorDia) and (iCandleDia = 1) and bSinalForteC1 then + begin + if bDirecaoAlta then BuyAtMarket; + if bDirecaoBaixa then SellShortAtMarket; + iTradesDia := iTradesDia + 1; + iBarrasPosicao := 0; + end; + + if IsBought or IsSold then + iBarrasPosicao := iBarrasPosicao + 1 + else + iBarrasPosicao := 0; + + if IsBought or IsSold then + begin + oAtual := Open; + hAtual := High; + lAtual := Low; + cAtual := Close; + corpoAtual := Abs(cAtual - oAtual); + + bRejeicaoAtual := false; + + if RejeicaoModo = 1 then + bRejeicaoAtual := (IsBought and (cAtual < oAtual)) or (IsSold and (cAtual > oAtual)); + + if RejeicaoModo = 2 then + bRejeicaoAtual := (IsBought and ((hAtual - cAtual) > (corpoAtual * RazaoPavio))) + or (IsSold and ((cAtual - lAtual) > (corpoAtual * RazaoPavio))); + + if RejeicaoModo = 3 then + bRejeicaoAtual := (IsBought and (cAtual < hC1)) or (IsSold and (cAtual > lC1)); + + if ((iCandleDia >= 3) and bRejeicaoAtual) + or (iBarrasPosicao >= MaxBarrasPosicao) + or (iCandleDia >= 5) + or (Time > HoraFimJanela) then + ClosePosition; + end; +end; diff --git a/automacao_backtests/CANDLE1A4/versoes_tf_menor/robo_candle1a4_v11_cm2_rm1_tfcurto.txt b/automacao_backtests/CANDLE1A4/versoes_tf_menor/robo_candle1a4_v11_cm2_rm1_tfcurto.txt new file mode 100644 index 0000000..d841796 --- /dev/null +++ b/automacao_backtests/CANDLE1A4/versoes_tf_menor/robo_candle1a4_v11_cm2_rm1_tfcurto.txt @@ -0,0 +1,225 @@ +// Estrategia: robo_candle1a4_v11_cm2_rm1_tfcurto +// Tema: Candle1A4 - operacao apenas nos primeiros 5 candles do dia (grafico 2 min) +// Regras: Le leitura principal do gap no candle 1 + nivel do dia anterior, entrada no candle 1 com sinal forte, +// maximo 1 trade por dia, saida por rejeicao/tempo. +input + ConfirmacaoModo(2); + RejeicaoModo(1); + MinPercCorpoC1(0.35); + MinRangeC1(16); + ConfirmacaoC2MinPerc(0.5); + RazaoPavio(1.6); + GapMinPontos(10); + ToleranciaNivelDiaAnterior(15); + ScoreMinimoEntrada(3); + PeriodoMMECurta(9); + PeriodoMMEIntermediaria(20); + PeriodoMMELenta(50); + MaxBarrasPosicao(8); + HoraInicioJanela(900); + HoraFimJanela(910); + MaxTradesPorDia(1); + +var + oC1, hC1, lC1, cC1, rangeC1, corpoC1, pavioSupC1, pavioInfC1 : float; + fMaxDiaAtual, fMinDiaAtual, fMaxDiaAnterior, fMinDiaAnterior, fGapAbertura : float; + fMME9, fMME20, fMME50 : float; + fPosFechC1NoRange : float; + fCloseAnterior, fVolumeAnterior : float; + iDateAnterior : integer; + oAtual, hAtual, lAtual, cAtual, rangeAtual, corpoAtual : float; + iCandleDia, iBarrasPosicao, iTradesDia, iScoreCompra, iScoreVenda : integer; + bDiaNovo, bJanelaAtiva, bC1Valido, bDirecaoAlta, bDirecaoBaixa : boolean; + bSinalForteC1, bRejeicaoAtual : boolean; + bGapAlta, bGapBaixa, bEmMaxAnterior, bEmMinAnterior : boolean; + bGapNaRegiaoAlta, bGapNaRegiaoBaixa : boolean; + bC1DirecionalAlta, bC1DirecionalBaixa : boolean; + bC1RejeicaoAlta, bC1RejeicaoBaixa : boolean; + bFechamentoMediasAlta, bFechamentoMediasBaixa : boolean; + bSinalModoCompra, bSinalModoVenda : boolean; + +begin + iDateAnterior := Date[1]; + fCloseAnterior := Close[1]; + fVolumeAnterior := Volume[1]; + + bDiaNovo := Date <> iDateAnterior; + + if bDiaNovo then + begin + if iDateAnterior > 0 then + begin + fMaxDiaAnterior := fMaxDiaAtual; + fMinDiaAnterior := fMinDiaAtual; + end + else + begin + fMaxDiaAnterior := High; + fMinDiaAnterior := Low; + end; + + iCandleDia := 1; + iBarrasPosicao := 0; + iTradesDia := 0; + + oC1 := Open; + hC1 := High; + lC1 := Low; + cC1 := Close; + + fMaxDiaAtual := High; + fMinDiaAtual := Low; + fGapAbertura := Open - fCloseAnterior; + end + else + begin + iCandleDia := iCandleDia + 1; + + if High > fMaxDiaAtual then + fMaxDiaAtual := High; + + if Low < fMinDiaAtual then + fMinDiaAtual := Low; + end; + + bJanelaAtiva := (Time >= HoraInicioJanela) and (Time <= HoraFimJanela); + + fMME9 := MediaExp(PeriodoMMECurta, Close); + fMME20 := MediaExp(PeriodoMMEIntermediaria, Close); + fMME50 := MediaExp(PeriodoMMELenta, Close); + + rangeC1 := hC1 - lC1; + corpoC1 := Abs(cC1 - oC1); + + bDirecaoAlta := cC1 > oC1; + bDirecaoBaixa := cC1 < oC1; + bC1Valido := (rangeC1 >= MinRangeC1) and ((corpoC1 / Max(rangeC1, 0.01)) >= MinPercCorpoC1); + + pavioSupC1 := hC1 - Max(oC1, cC1); + pavioInfC1 := Min(oC1, cC1) - lC1; + + bGapAlta := fGapAbertura >= GapMinPontos; + bGapBaixa := fGapAbertura <= (-GapMinPontos); + + bEmMaxAnterior := (Abs(cC1 - fMaxDiaAnterior) <= ToleranciaNivelDiaAnterior) + or (Abs(hC1 - fMaxDiaAnterior) <= ToleranciaNivelDiaAnterior); + + bEmMinAnterior := (Abs(cC1 - fMinDiaAnterior) <= ToleranciaNivelDiaAnterior) + or (Abs(lC1 - fMinDiaAnterior) <= ToleranciaNivelDiaAnterior); + + bGapNaRegiaoAlta := bGapAlta and bEmMaxAnterior; + bGapNaRegiaoBaixa := bGapBaixa and bEmMinAnterior; + + fPosFechC1NoRange := (cC1 - lC1) / Max(rangeC1, 0.01); + + bC1DirecionalAlta := bDirecaoAlta + and bC1Valido + and ((corpoC1 / Max(rangeC1, 0.01)) >= ConfirmacaoC2MinPerc) + and (fPosFechC1NoRange >= 0.70); + + bC1DirecionalBaixa := bDirecaoBaixa + and bC1Valido + and ((corpoC1 / Max(rangeC1, 0.01)) >= ConfirmacaoC2MinPerc) + and (fPosFechC1NoRange <= 0.30); + + bC1RejeicaoAlta := bDirecaoAlta + and bC1Valido + and (pavioInfC1 >= (corpoC1 * RazaoPavio)) + and (fPosFechC1NoRange >= 0.55); + + bC1RejeicaoBaixa := bDirecaoBaixa + and bC1Valido + and (pavioSupC1 >= (corpoC1 * RazaoPavio)) + and (fPosFechC1NoRange <= 0.45); + + bFechamentoMediasAlta := (cC1 >= fMME9) and (cC1 >= fMME20) and (cC1 >= fMME50); + bFechamentoMediasBaixa := (cC1 <= fMME9) and (cC1 <= fMME20) and (cC1 <= fMME50); + + bSinalForteC1 := false; + bSinalModoCompra := false; + bSinalModoVenda := false; + + if ConfirmacaoModo = 1 then + begin + bSinalModoCompra := bC1DirecionalAlta; + bSinalModoVenda := bC1DirecionalBaixa; + end; + + if ConfirmacaoModo = 2 then + begin + bSinalModoCompra := bC1RejeicaoAlta; + bSinalModoVenda := bC1RejeicaoBaixa; + end; + + if ConfirmacaoModo = 3 then + begin + bSinalModoCompra := (bC1DirecionalAlta or bC1RejeicaoAlta) and (Volume > fVolumeAnterior); + bSinalModoVenda := (bC1DirecionalBaixa or bC1RejeicaoBaixa) and (Volume > fVolumeAnterior); + end; + + iScoreCompra := 0; + if bGapAlta then + iScoreCompra := iScoreCompra + 1; + if bEmMaxAnterior then + iScoreCompra := iScoreCompra + 1; + if bFechamentoMediasAlta then + iScoreCompra := iScoreCompra + 1; + if bSinalModoCompra then + iScoreCompra := iScoreCompra + 1; + + iScoreVenda := 0; + if bGapBaixa then + iScoreVenda := iScoreVenda + 1; + if bEmMinAnterior then + iScoreVenda := iScoreVenda + 1; + if bFechamentoMediasBaixa then + iScoreVenda := iScoreVenda + 1; + if bSinalModoVenda then + iScoreVenda := iScoreVenda + 1; + + if bDirecaoAlta then + bSinalForteC1 := iScoreCompra >= ScoreMinimoEntrada; + + if bDirecaoBaixa then + bSinalForteC1 := iScoreVenda >= ScoreMinimoEntrada; + + if (not IsBought) and (not IsSold) and bJanelaAtiva and (iTradesDia < MaxTradesPorDia) and (iCandleDia = 1) and bSinalForteC1 then + begin + if bDirecaoAlta then BuyAtMarket; + if bDirecaoBaixa then SellShortAtMarket; + iTradesDia := iTradesDia + 1; + iBarrasPosicao := 0; + end; + + if IsBought or IsSold then + iBarrasPosicao := iBarrasPosicao + 1 + else + iBarrasPosicao := 0; + + if IsBought or IsSold then + begin + oAtual := Open; + hAtual := High; + lAtual := Low; + cAtual := Close; + corpoAtual := Abs(cAtual - oAtual); + + bRejeicaoAtual := false; + + if RejeicaoModo = 1 then + bRejeicaoAtual := (IsBought and (cAtual < oAtual)) or (IsSold and (cAtual > oAtual)); + + if RejeicaoModo = 2 then + bRejeicaoAtual := (IsBought and ((hAtual - cAtual) > (corpoAtual * RazaoPavio))) + or (IsSold and ((cAtual - lAtual) > (corpoAtual * RazaoPavio))); + + if RejeicaoModo = 3 then + bRejeicaoAtual := (IsBought and (cAtual < hC1)) or (IsSold and (cAtual > lC1)); + + if ((iCandleDia >= 3) and bRejeicaoAtual) + or (iBarrasPosicao >= MaxBarrasPosicao) + or (iCandleDia >= 5) + or (Time > HoraFimJanela) then + ClosePosition; + end; +end; diff --git a/automacao_backtests/CANDLE1A4/versoes_tf_menor/robo_candle1a4_v12_cm3_rm1_tfcurto.txt b/automacao_backtests/CANDLE1A4/versoes_tf_menor/robo_candle1a4_v12_cm3_rm1_tfcurto.txt new file mode 100644 index 0000000..ec2c1a8 --- /dev/null +++ b/automacao_backtests/CANDLE1A4/versoes_tf_menor/robo_candle1a4_v12_cm3_rm1_tfcurto.txt @@ -0,0 +1,225 @@ +// Estrategia: robo_candle1a4_v12_cm3_rm1_tfcurto +// Tema: Candle1A4 - operacao apenas nos primeiros 5 candles do dia (grafico 2 min) +// Regras: Le leitura principal do gap no candle 1 + nivel do dia anterior, entrada no candle 1 com sinal forte, +// maximo 1 trade por dia, saida por rejeicao/tempo. +input + ConfirmacaoModo(3); + RejeicaoModo(1); + MinPercCorpoC1(0.4); + MinRangeC1(18); + ConfirmacaoC2MinPerc(0.55); + RazaoPavio(1.8); + GapMinPontos(10); + ToleranciaNivelDiaAnterior(15); + ScoreMinimoEntrada(3); + PeriodoMMECurta(9); + PeriodoMMEIntermediaria(20); + PeriodoMMELenta(50); + MaxBarrasPosicao(9); + HoraInicioJanela(900); + HoraFimJanela(910); + MaxTradesPorDia(1); + +var + oC1, hC1, lC1, cC1, rangeC1, corpoC1, pavioSupC1, pavioInfC1 : float; + fMaxDiaAtual, fMinDiaAtual, fMaxDiaAnterior, fMinDiaAnterior, fGapAbertura : float; + fMME9, fMME20, fMME50 : float; + fPosFechC1NoRange : float; + fCloseAnterior, fVolumeAnterior : float; + iDateAnterior : integer; + oAtual, hAtual, lAtual, cAtual, rangeAtual, corpoAtual : float; + iCandleDia, iBarrasPosicao, iTradesDia, iScoreCompra, iScoreVenda : integer; + bDiaNovo, bJanelaAtiva, bC1Valido, bDirecaoAlta, bDirecaoBaixa : boolean; + bSinalForteC1, bRejeicaoAtual : boolean; + bGapAlta, bGapBaixa, bEmMaxAnterior, bEmMinAnterior : boolean; + bGapNaRegiaoAlta, bGapNaRegiaoBaixa : boolean; + bC1DirecionalAlta, bC1DirecionalBaixa : boolean; + bC1RejeicaoAlta, bC1RejeicaoBaixa : boolean; + bFechamentoMediasAlta, bFechamentoMediasBaixa : boolean; + bSinalModoCompra, bSinalModoVenda : boolean; + +begin + iDateAnterior := Date[1]; + fCloseAnterior := Close[1]; + fVolumeAnterior := Volume[1]; + + bDiaNovo := Date <> iDateAnterior; + + if bDiaNovo then + begin + if iDateAnterior > 0 then + begin + fMaxDiaAnterior := fMaxDiaAtual; + fMinDiaAnterior := fMinDiaAtual; + end + else + begin + fMaxDiaAnterior := High; + fMinDiaAnterior := Low; + end; + + iCandleDia := 1; + iBarrasPosicao := 0; + iTradesDia := 0; + + oC1 := Open; + hC1 := High; + lC1 := Low; + cC1 := Close; + + fMaxDiaAtual := High; + fMinDiaAtual := Low; + fGapAbertura := Open - fCloseAnterior; + end + else + begin + iCandleDia := iCandleDia + 1; + + if High > fMaxDiaAtual then + fMaxDiaAtual := High; + + if Low < fMinDiaAtual then + fMinDiaAtual := Low; + end; + + bJanelaAtiva := (Time >= HoraInicioJanela) and (Time <= HoraFimJanela); + + fMME9 := MediaExp(PeriodoMMECurta, Close); + fMME20 := MediaExp(PeriodoMMEIntermediaria, Close); + fMME50 := MediaExp(PeriodoMMELenta, Close); + + rangeC1 := hC1 - lC1; + corpoC1 := Abs(cC1 - oC1); + + bDirecaoAlta := cC1 > oC1; + bDirecaoBaixa := cC1 < oC1; + bC1Valido := (rangeC1 >= MinRangeC1) and ((corpoC1 / Max(rangeC1, 0.01)) >= MinPercCorpoC1); + + pavioSupC1 := hC1 - Max(oC1, cC1); + pavioInfC1 := Min(oC1, cC1) - lC1; + + bGapAlta := fGapAbertura >= GapMinPontos; + bGapBaixa := fGapAbertura <= (-GapMinPontos); + + bEmMaxAnterior := (Abs(cC1 - fMaxDiaAnterior) <= ToleranciaNivelDiaAnterior) + or (Abs(hC1 - fMaxDiaAnterior) <= ToleranciaNivelDiaAnterior); + + bEmMinAnterior := (Abs(cC1 - fMinDiaAnterior) <= ToleranciaNivelDiaAnterior) + or (Abs(lC1 - fMinDiaAnterior) <= ToleranciaNivelDiaAnterior); + + bGapNaRegiaoAlta := bGapAlta and bEmMaxAnterior; + bGapNaRegiaoBaixa := bGapBaixa and bEmMinAnterior; + + fPosFechC1NoRange := (cC1 - lC1) / Max(rangeC1, 0.01); + + bC1DirecionalAlta := bDirecaoAlta + and bC1Valido + and ((corpoC1 / Max(rangeC1, 0.01)) >= ConfirmacaoC2MinPerc) + and (fPosFechC1NoRange >= 0.70); + + bC1DirecionalBaixa := bDirecaoBaixa + and bC1Valido + and ((corpoC1 / Max(rangeC1, 0.01)) >= ConfirmacaoC2MinPerc) + and (fPosFechC1NoRange <= 0.30); + + bC1RejeicaoAlta := bDirecaoAlta + and bC1Valido + and (pavioInfC1 >= (corpoC1 * RazaoPavio)) + and (fPosFechC1NoRange >= 0.55); + + bC1RejeicaoBaixa := bDirecaoBaixa + and bC1Valido + and (pavioSupC1 >= (corpoC1 * RazaoPavio)) + and (fPosFechC1NoRange <= 0.45); + + bFechamentoMediasAlta := (cC1 >= fMME9) and (cC1 >= fMME20) and (cC1 >= fMME50); + bFechamentoMediasBaixa := (cC1 <= fMME9) and (cC1 <= fMME20) and (cC1 <= fMME50); + + bSinalForteC1 := false; + bSinalModoCompra := false; + bSinalModoVenda := false; + + if ConfirmacaoModo = 1 then + begin + bSinalModoCompra := bC1DirecionalAlta; + bSinalModoVenda := bC1DirecionalBaixa; + end; + + if ConfirmacaoModo = 2 then + begin + bSinalModoCompra := bC1RejeicaoAlta; + bSinalModoVenda := bC1RejeicaoBaixa; + end; + + if ConfirmacaoModo = 3 then + begin + bSinalModoCompra := (bC1DirecionalAlta or bC1RejeicaoAlta) and (Volume > fVolumeAnterior); + bSinalModoVenda := (bC1DirecionalBaixa or bC1RejeicaoBaixa) and (Volume > fVolumeAnterior); + end; + + iScoreCompra := 0; + if bGapAlta then + iScoreCompra := iScoreCompra + 1; + if bEmMaxAnterior then + iScoreCompra := iScoreCompra + 1; + if bFechamentoMediasAlta then + iScoreCompra := iScoreCompra + 1; + if bSinalModoCompra then + iScoreCompra := iScoreCompra + 1; + + iScoreVenda := 0; + if bGapBaixa then + iScoreVenda := iScoreVenda + 1; + if bEmMinAnterior then + iScoreVenda := iScoreVenda + 1; + if bFechamentoMediasBaixa then + iScoreVenda := iScoreVenda + 1; + if bSinalModoVenda then + iScoreVenda := iScoreVenda + 1; + + if bDirecaoAlta then + bSinalForteC1 := iScoreCompra >= ScoreMinimoEntrada; + + if bDirecaoBaixa then + bSinalForteC1 := iScoreVenda >= ScoreMinimoEntrada; + + if (not IsBought) and (not IsSold) and bJanelaAtiva and (iTradesDia < MaxTradesPorDia) and (iCandleDia = 1) and bSinalForteC1 then + begin + if bDirecaoAlta then BuyAtMarket; + if bDirecaoBaixa then SellShortAtMarket; + iTradesDia := iTradesDia + 1; + iBarrasPosicao := 0; + end; + + if IsBought or IsSold then + iBarrasPosicao := iBarrasPosicao + 1 + else + iBarrasPosicao := 0; + + if IsBought or IsSold then + begin + oAtual := Open; + hAtual := High; + lAtual := Low; + cAtual := Close; + corpoAtual := Abs(cAtual - oAtual); + + bRejeicaoAtual := false; + + if RejeicaoModo = 1 then + bRejeicaoAtual := (IsBought and (cAtual < oAtual)) or (IsSold and (cAtual > oAtual)); + + if RejeicaoModo = 2 then + bRejeicaoAtual := (IsBought and ((hAtual - cAtual) > (corpoAtual * RazaoPavio))) + or (IsSold and ((cAtual - lAtual) > (corpoAtual * RazaoPavio))); + + if RejeicaoModo = 3 then + bRejeicaoAtual := (IsBought and (cAtual < hC1)) or (IsSold and (cAtual > lC1)); + + if ((iCandleDia >= 3) and bRejeicaoAtual) + or (iBarrasPosicao >= MaxBarrasPosicao) + or (iCandleDia >= 5) + or (Time > HoraFimJanela) then + ClosePosition; + end; +end; diff --git a/automacao_backtests/CANDLE1A4/versoes_tf_menor/robo_candle1a4_v13_cm1_rm2_tfcurto.txt b/automacao_backtests/CANDLE1A4/versoes_tf_menor/robo_candle1a4_v13_cm1_rm2_tfcurto.txt new file mode 100644 index 0000000..d8ac682 --- /dev/null +++ b/automacao_backtests/CANDLE1A4/versoes_tf_menor/robo_candle1a4_v13_cm1_rm2_tfcurto.txt @@ -0,0 +1,225 @@ +// Estrategia: robo_candle1a4_v13_cm1_rm2_tfcurto +// Tema: Candle1A4 - operacao apenas nos primeiros 5 candles do dia (grafico 2 min) +// Regras: Le leitura principal do gap no candle 1 + nivel do dia anterior, entrada no candle 1 com sinal forte, +// maximo 1 trade por dia, saida por rejeicao/tempo. +input + ConfirmacaoModo(1); + RejeicaoModo(2); + MinPercCorpoC1(0.45); + MinRangeC1(8); + ConfirmacaoC2MinPerc(0.4); + RazaoPavio(1.2); + GapMinPontos(10); + ToleranciaNivelDiaAnterior(15); + ScoreMinimoEntrada(3); + PeriodoMMECurta(9); + PeriodoMMEIntermediaria(20); + PeriodoMMELenta(50); + MaxBarrasPosicao(10); + HoraInicioJanela(900); + HoraFimJanela(910); + MaxTradesPorDia(1); + +var + oC1, hC1, lC1, cC1, rangeC1, corpoC1, pavioSupC1, pavioInfC1 : float; + fMaxDiaAtual, fMinDiaAtual, fMaxDiaAnterior, fMinDiaAnterior, fGapAbertura : float; + fMME9, fMME20, fMME50 : float; + fPosFechC1NoRange : float; + fCloseAnterior, fVolumeAnterior : float; + iDateAnterior : integer; + oAtual, hAtual, lAtual, cAtual, rangeAtual, corpoAtual : float; + iCandleDia, iBarrasPosicao, iTradesDia, iScoreCompra, iScoreVenda : integer; + bDiaNovo, bJanelaAtiva, bC1Valido, bDirecaoAlta, bDirecaoBaixa : boolean; + bSinalForteC1, bRejeicaoAtual : boolean; + bGapAlta, bGapBaixa, bEmMaxAnterior, bEmMinAnterior : boolean; + bGapNaRegiaoAlta, bGapNaRegiaoBaixa : boolean; + bC1DirecionalAlta, bC1DirecionalBaixa : boolean; + bC1RejeicaoAlta, bC1RejeicaoBaixa : boolean; + bFechamentoMediasAlta, bFechamentoMediasBaixa : boolean; + bSinalModoCompra, bSinalModoVenda : boolean; + +begin + iDateAnterior := Date[1]; + fCloseAnterior := Close[1]; + fVolumeAnterior := Volume[1]; + + bDiaNovo := Date <> iDateAnterior; + + if bDiaNovo then + begin + if iDateAnterior > 0 then + begin + fMaxDiaAnterior := fMaxDiaAtual; + fMinDiaAnterior := fMinDiaAtual; + end + else + begin + fMaxDiaAnterior := High; + fMinDiaAnterior := Low; + end; + + iCandleDia := 1; + iBarrasPosicao := 0; + iTradesDia := 0; + + oC1 := Open; + hC1 := High; + lC1 := Low; + cC1 := Close; + + fMaxDiaAtual := High; + fMinDiaAtual := Low; + fGapAbertura := Open - fCloseAnterior; + end + else + begin + iCandleDia := iCandleDia + 1; + + if High > fMaxDiaAtual then + fMaxDiaAtual := High; + + if Low < fMinDiaAtual then + fMinDiaAtual := Low; + end; + + bJanelaAtiva := (Time >= HoraInicioJanela) and (Time <= HoraFimJanela); + + fMME9 := MediaExp(PeriodoMMECurta, Close); + fMME20 := MediaExp(PeriodoMMEIntermediaria, Close); + fMME50 := MediaExp(PeriodoMMELenta, Close); + + rangeC1 := hC1 - lC1; + corpoC1 := Abs(cC1 - oC1); + + bDirecaoAlta := cC1 > oC1; + bDirecaoBaixa := cC1 < oC1; + bC1Valido := (rangeC1 >= MinRangeC1) and ((corpoC1 / Max(rangeC1, 0.01)) >= MinPercCorpoC1); + + pavioSupC1 := hC1 - Max(oC1, cC1); + pavioInfC1 := Min(oC1, cC1) - lC1; + + bGapAlta := fGapAbertura >= GapMinPontos; + bGapBaixa := fGapAbertura <= (-GapMinPontos); + + bEmMaxAnterior := (Abs(cC1 - fMaxDiaAnterior) <= ToleranciaNivelDiaAnterior) + or (Abs(hC1 - fMaxDiaAnterior) <= ToleranciaNivelDiaAnterior); + + bEmMinAnterior := (Abs(cC1 - fMinDiaAnterior) <= ToleranciaNivelDiaAnterior) + or (Abs(lC1 - fMinDiaAnterior) <= ToleranciaNivelDiaAnterior); + + bGapNaRegiaoAlta := bGapAlta and bEmMaxAnterior; + bGapNaRegiaoBaixa := bGapBaixa and bEmMinAnterior; + + fPosFechC1NoRange := (cC1 - lC1) / Max(rangeC1, 0.01); + + bC1DirecionalAlta := bDirecaoAlta + and bC1Valido + and ((corpoC1 / Max(rangeC1, 0.01)) >= ConfirmacaoC2MinPerc) + and (fPosFechC1NoRange >= 0.70); + + bC1DirecionalBaixa := bDirecaoBaixa + and bC1Valido + and ((corpoC1 / Max(rangeC1, 0.01)) >= ConfirmacaoC2MinPerc) + and (fPosFechC1NoRange <= 0.30); + + bC1RejeicaoAlta := bDirecaoAlta + and bC1Valido + and (pavioInfC1 >= (corpoC1 * RazaoPavio)) + and (fPosFechC1NoRange >= 0.55); + + bC1RejeicaoBaixa := bDirecaoBaixa + and bC1Valido + and (pavioSupC1 >= (corpoC1 * RazaoPavio)) + and (fPosFechC1NoRange <= 0.45); + + bFechamentoMediasAlta := (cC1 >= fMME9) and (cC1 >= fMME20) and (cC1 >= fMME50); + bFechamentoMediasBaixa := (cC1 <= fMME9) and (cC1 <= fMME20) and (cC1 <= fMME50); + + bSinalForteC1 := false; + bSinalModoCompra := false; + bSinalModoVenda := false; + + if ConfirmacaoModo = 1 then + begin + bSinalModoCompra := bC1DirecionalAlta; + bSinalModoVenda := bC1DirecionalBaixa; + end; + + if ConfirmacaoModo = 2 then + begin + bSinalModoCompra := bC1RejeicaoAlta; + bSinalModoVenda := bC1RejeicaoBaixa; + end; + + if ConfirmacaoModo = 3 then + begin + bSinalModoCompra := (bC1DirecionalAlta or bC1RejeicaoAlta) and (Volume > fVolumeAnterior); + bSinalModoVenda := (bC1DirecionalBaixa or bC1RejeicaoBaixa) and (Volume > fVolumeAnterior); + end; + + iScoreCompra := 0; + if bGapAlta then + iScoreCompra := iScoreCompra + 1; + if bEmMaxAnterior then + iScoreCompra := iScoreCompra + 1; + if bFechamentoMediasAlta then + iScoreCompra := iScoreCompra + 1; + if bSinalModoCompra then + iScoreCompra := iScoreCompra + 1; + + iScoreVenda := 0; + if bGapBaixa then + iScoreVenda := iScoreVenda + 1; + if bEmMinAnterior then + iScoreVenda := iScoreVenda + 1; + if bFechamentoMediasBaixa then + iScoreVenda := iScoreVenda + 1; + if bSinalModoVenda then + iScoreVenda := iScoreVenda + 1; + + if bDirecaoAlta then + bSinalForteC1 := iScoreCompra >= ScoreMinimoEntrada; + + if bDirecaoBaixa then + bSinalForteC1 := iScoreVenda >= ScoreMinimoEntrada; + + if (not IsBought) and (not IsSold) and bJanelaAtiva and (iTradesDia < MaxTradesPorDia) and (iCandleDia = 1) and bSinalForteC1 then + begin + if bDirecaoAlta then BuyAtMarket; + if bDirecaoBaixa then SellShortAtMarket; + iTradesDia := iTradesDia + 1; + iBarrasPosicao := 0; + end; + + if IsBought or IsSold then + iBarrasPosicao := iBarrasPosicao + 1 + else + iBarrasPosicao := 0; + + if IsBought or IsSold then + begin + oAtual := Open; + hAtual := High; + lAtual := Low; + cAtual := Close; + corpoAtual := Abs(cAtual - oAtual); + + bRejeicaoAtual := false; + + if RejeicaoModo = 1 then + bRejeicaoAtual := (IsBought and (cAtual < oAtual)) or (IsSold and (cAtual > oAtual)); + + if RejeicaoModo = 2 then + bRejeicaoAtual := (IsBought and ((hAtual - cAtual) > (corpoAtual * RazaoPavio))) + or (IsSold and ((cAtual - lAtual) > (corpoAtual * RazaoPavio))); + + if RejeicaoModo = 3 then + bRejeicaoAtual := (IsBought and (cAtual < hC1)) or (IsSold and (cAtual > lC1)); + + if ((iCandleDia >= 3) and bRejeicaoAtual) + or (iBarrasPosicao >= MaxBarrasPosicao) + or (iCandleDia >= 5) + or (Time > HoraFimJanela) then + ClosePosition; + end; +end; diff --git a/automacao_backtests/CANDLE1A4/versoes_tf_menor/robo_candle1a4_v14_cm2_rm2_tfcurto.txt b/automacao_backtests/CANDLE1A4/versoes_tf_menor/robo_candle1a4_v14_cm2_rm2_tfcurto.txt new file mode 100644 index 0000000..b527b2d --- /dev/null +++ b/automacao_backtests/CANDLE1A4/versoes_tf_menor/robo_candle1a4_v14_cm2_rm2_tfcurto.txt @@ -0,0 +1,225 @@ +// Estrategia: robo_candle1a4_v14_cm2_rm2_tfcurto +// Tema: Candle1A4 - operacao apenas nos primeiros 5 candles do dia (grafico 2 min) +// Regras: Le leitura principal do gap no candle 1 + nivel do dia anterior, entrada no candle 1 com sinal forte, +// maximo 1 trade por dia, saida por rejeicao/tempo. +input + ConfirmacaoModo(2); + RejeicaoModo(2); + MinPercCorpoC1(0.5); + MinRangeC1(10); + ConfirmacaoC2MinPerc(0.45); + RazaoPavio(1.4); + GapMinPontos(10); + ToleranciaNivelDiaAnterior(15); + ScoreMinimoEntrada(3); + PeriodoMMECurta(9); + PeriodoMMEIntermediaria(20); + PeriodoMMELenta(50); + MaxBarrasPosicao(11); + HoraInicioJanela(900); + HoraFimJanela(910); + MaxTradesPorDia(1); + +var + oC1, hC1, lC1, cC1, rangeC1, corpoC1, pavioSupC1, pavioInfC1 : float; + fMaxDiaAtual, fMinDiaAtual, fMaxDiaAnterior, fMinDiaAnterior, fGapAbertura : float; + fMME9, fMME20, fMME50 : float; + fPosFechC1NoRange : float; + fCloseAnterior, fVolumeAnterior : float; + iDateAnterior : integer; + oAtual, hAtual, lAtual, cAtual, rangeAtual, corpoAtual : float; + iCandleDia, iBarrasPosicao, iTradesDia, iScoreCompra, iScoreVenda : integer; + bDiaNovo, bJanelaAtiva, bC1Valido, bDirecaoAlta, bDirecaoBaixa : boolean; + bSinalForteC1, bRejeicaoAtual : boolean; + bGapAlta, bGapBaixa, bEmMaxAnterior, bEmMinAnterior : boolean; + bGapNaRegiaoAlta, bGapNaRegiaoBaixa : boolean; + bC1DirecionalAlta, bC1DirecionalBaixa : boolean; + bC1RejeicaoAlta, bC1RejeicaoBaixa : boolean; + bFechamentoMediasAlta, bFechamentoMediasBaixa : boolean; + bSinalModoCompra, bSinalModoVenda : boolean; + +begin + iDateAnterior := Date[1]; + fCloseAnterior := Close[1]; + fVolumeAnterior := Volume[1]; + + bDiaNovo := Date <> iDateAnterior; + + if bDiaNovo then + begin + if iDateAnterior > 0 then + begin + fMaxDiaAnterior := fMaxDiaAtual; + fMinDiaAnterior := fMinDiaAtual; + end + else + begin + fMaxDiaAnterior := High; + fMinDiaAnterior := Low; + end; + + iCandleDia := 1; + iBarrasPosicao := 0; + iTradesDia := 0; + + oC1 := Open; + hC1 := High; + lC1 := Low; + cC1 := Close; + + fMaxDiaAtual := High; + fMinDiaAtual := Low; + fGapAbertura := Open - fCloseAnterior; + end + else + begin + iCandleDia := iCandleDia + 1; + + if High > fMaxDiaAtual then + fMaxDiaAtual := High; + + if Low < fMinDiaAtual then + fMinDiaAtual := Low; + end; + + bJanelaAtiva := (Time >= HoraInicioJanela) and (Time <= HoraFimJanela); + + fMME9 := MediaExp(PeriodoMMECurta, Close); + fMME20 := MediaExp(PeriodoMMEIntermediaria, Close); + fMME50 := MediaExp(PeriodoMMELenta, Close); + + rangeC1 := hC1 - lC1; + corpoC1 := Abs(cC1 - oC1); + + bDirecaoAlta := cC1 > oC1; + bDirecaoBaixa := cC1 < oC1; + bC1Valido := (rangeC1 >= MinRangeC1) and ((corpoC1 / Max(rangeC1, 0.01)) >= MinPercCorpoC1); + + pavioSupC1 := hC1 - Max(oC1, cC1); + pavioInfC1 := Min(oC1, cC1) - lC1; + + bGapAlta := fGapAbertura >= GapMinPontos; + bGapBaixa := fGapAbertura <= (-GapMinPontos); + + bEmMaxAnterior := (Abs(cC1 - fMaxDiaAnterior) <= ToleranciaNivelDiaAnterior) + or (Abs(hC1 - fMaxDiaAnterior) <= ToleranciaNivelDiaAnterior); + + bEmMinAnterior := (Abs(cC1 - fMinDiaAnterior) <= ToleranciaNivelDiaAnterior) + or (Abs(lC1 - fMinDiaAnterior) <= ToleranciaNivelDiaAnterior); + + bGapNaRegiaoAlta := bGapAlta and bEmMaxAnterior; + bGapNaRegiaoBaixa := bGapBaixa and bEmMinAnterior; + + fPosFechC1NoRange := (cC1 - lC1) / Max(rangeC1, 0.01); + + bC1DirecionalAlta := bDirecaoAlta + and bC1Valido + and ((corpoC1 / Max(rangeC1, 0.01)) >= ConfirmacaoC2MinPerc) + and (fPosFechC1NoRange >= 0.70); + + bC1DirecionalBaixa := bDirecaoBaixa + and bC1Valido + and ((corpoC1 / Max(rangeC1, 0.01)) >= ConfirmacaoC2MinPerc) + and (fPosFechC1NoRange <= 0.30); + + bC1RejeicaoAlta := bDirecaoAlta + and bC1Valido + and (pavioInfC1 >= (corpoC1 * RazaoPavio)) + and (fPosFechC1NoRange >= 0.55); + + bC1RejeicaoBaixa := bDirecaoBaixa + and bC1Valido + and (pavioSupC1 >= (corpoC1 * RazaoPavio)) + and (fPosFechC1NoRange <= 0.45); + + bFechamentoMediasAlta := (cC1 >= fMME9) and (cC1 >= fMME20) and (cC1 >= fMME50); + bFechamentoMediasBaixa := (cC1 <= fMME9) and (cC1 <= fMME20) and (cC1 <= fMME50); + + bSinalForteC1 := false; + bSinalModoCompra := false; + bSinalModoVenda := false; + + if ConfirmacaoModo = 1 then + begin + bSinalModoCompra := bC1DirecionalAlta; + bSinalModoVenda := bC1DirecionalBaixa; + end; + + if ConfirmacaoModo = 2 then + begin + bSinalModoCompra := bC1RejeicaoAlta; + bSinalModoVenda := bC1RejeicaoBaixa; + end; + + if ConfirmacaoModo = 3 then + begin + bSinalModoCompra := (bC1DirecionalAlta or bC1RejeicaoAlta) and (Volume > fVolumeAnterior); + bSinalModoVenda := (bC1DirecionalBaixa or bC1RejeicaoBaixa) and (Volume > fVolumeAnterior); + end; + + iScoreCompra := 0; + if bGapAlta then + iScoreCompra := iScoreCompra + 1; + if bEmMaxAnterior then + iScoreCompra := iScoreCompra + 1; + if bFechamentoMediasAlta then + iScoreCompra := iScoreCompra + 1; + if bSinalModoCompra then + iScoreCompra := iScoreCompra + 1; + + iScoreVenda := 0; + if bGapBaixa then + iScoreVenda := iScoreVenda + 1; + if bEmMinAnterior then + iScoreVenda := iScoreVenda + 1; + if bFechamentoMediasBaixa then + iScoreVenda := iScoreVenda + 1; + if bSinalModoVenda then + iScoreVenda := iScoreVenda + 1; + + if bDirecaoAlta then + bSinalForteC1 := iScoreCompra >= ScoreMinimoEntrada; + + if bDirecaoBaixa then + bSinalForteC1 := iScoreVenda >= ScoreMinimoEntrada; + + if (not IsBought) and (not IsSold) and bJanelaAtiva and (iTradesDia < MaxTradesPorDia) and (iCandleDia = 1) and bSinalForteC1 then + begin + if bDirecaoAlta then BuyAtMarket; + if bDirecaoBaixa then SellShortAtMarket; + iTradesDia := iTradesDia + 1; + iBarrasPosicao := 0; + end; + + if IsBought or IsSold then + iBarrasPosicao := iBarrasPosicao + 1 + else + iBarrasPosicao := 0; + + if IsBought or IsSold then + begin + oAtual := Open; + hAtual := High; + lAtual := Low; + cAtual := Close; + corpoAtual := Abs(cAtual - oAtual); + + bRejeicaoAtual := false; + + if RejeicaoModo = 1 then + bRejeicaoAtual := (IsBought and (cAtual < oAtual)) or (IsSold and (cAtual > oAtual)); + + if RejeicaoModo = 2 then + bRejeicaoAtual := (IsBought and ((hAtual - cAtual) > (corpoAtual * RazaoPavio))) + or (IsSold and ((cAtual - lAtual) > (corpoAtual * RazaoPavio))); + + if RejeicaoModo = 3 then + bRejeicaoAtual := (IsBought and (cAtual < hC1)) or (IsSold and (cAtual > lC1)); + + if ((iCandleDia >= 3) and bRejeicaoAtual) + or (iBarrasPosicao >= MaxBarrasPosicao) + or (iCandleDia >= 5) + or (Time > HoraFimJanela) then + ClosePosition; + end; +end; diff --git a/automacao_backtests/CANDLE1A4/versoes_tf_menor/robo_candle1a4_v15_cm3_rm2_tfcurto.txt b/automacao_backtests/CANDLE1A4/versoes_tf_menor/robo_candle1a4_v15_cm3_rm2_tfcurto.txt new file mode 100644 index 0000000..f41baf0 --- /dev/null +++ b/automacao_backtests/CANDLE1A4/versoes_tf_menor/robo_candle1a4_v15_cm3_rm2_tfcurto.txt @@ -0,0 +1,225 @@ +// Estrategia: robo_candle1a4_v15_cm3_rm2_tfcurto +// Tema: Candle1A4 - operacao apenas nos primeiros 5 candles do dia (grafico 2 min) +// Regras: Le leitura principal do gap no candle 1 + nivel do dia anterior, entrada no candle 1 com sinal forte, +// maximo 1 trade por dia, saida por rejeicao/tempo. +input + ConfirmacaoModo(3); + RejeicaoModo(2); + MinPercCorpoC1(0.55); + MinRangeC1(12); + ConfirmacaoC2MinPerc(0.5); + RazaoPavio(1.6); + GapMinPontos(10); + ToleranciaNivelDiaAnterior(15); + ScoreMinimoEntrada(3); + PeriodoMMECurta(9); + PeriodoMMEIntermediaria(20); + PeriodoMMELenta(50); + MaxBarrasPosicao(12); + HoraInicioJanela(900); + HoraFimJanela(910); + MaxTradesPorDia(1); + +var + oC1, hC1, lC1, cC1, rangeC1, corpoC1, pavioSupC1, pavioInfC1 : float; + fMaxDiaAtual, fMinDiaAtual, fMaxDiaAnterior, fMinDiaAnterior, fGapAbertura : float; + fMME9, fMME20, fMME50 : float; + fPosFechC1NoRange : float; + fCloseAnterior, fVolumeAnterior : float; + iDateAnterior : integer; + oAtual, hAtual, lAtual, cAtual, rangeAtual, corpoAtual : float; + iCandleDia, iBarrasPosicao, iTradesDia, iScoreCompra, iScoreVenda : integer; + bDiaNovo, bJanelaAtiva, bC1Valido, bDirecaoAlta, bDirecaoBaixa : boolean; + bSinalForteC1, bRejeicaoAtual : boolean; + bGapAlta, bGapBaixa, bEmMaxAnterior, bEmMinAnterior : boolean; + bGapNaRegiaoAlta, bGapNaRegiaoBaixa : boolean; + bC1DirecionalAlta, bC1DirecionalBaixa : boolean; + bC1RejeicaoAlta, bC1RejeicaoBaixa : boolean; + bFechamentoMediasAlta, bFechamentoMediasBaixa : boolean; + bSinalModoCompra, bSinalModoVenda : boolean; + +begin + iDateAnterior := Date[1]; + fCloseAnterior := Close[1]; + fVolumeAnterior := Volume[1]; + + bDiaNovo := Date <> iDateAnterior; + + if bDiaNovo then + begin + if iDateAnterior > 0 then + begin + fMaxDiaAnterior := fMaxDiaAtual; + fMinDiaAnterior := fMinDiaAtual; + end + else + begin + fMaxDiaAnterior := High; + fMinDiaAnterior := Low; + end; + + iCandleDia := 1; + iBarrasPosicao := 0; + iTradesDia := 0; + + oC1 := Open; + hC1 := High; + lC1 := Low; + cC1 := Close; + + fMaxDiaAtual := High; + fMinDiaAtual := Low; + fGapAbertura := Open - fCloseAnterior; + end + else + begin + iCandleDia := iCandleDia + 1; + + if High > fMaxDiaAtual then + fMaxDiaAtual := High; + + if Low < fMinDiaAtual then + fMinDiaAtual := Low; + end; + + bJanelaAtiva := (Time >= HoraInicioJanela) and (Time <= HoraFimJanela); + + fMME9 := MediaExp(PeriodoMMECurta, Close); + fMME20 := MediaExp(PeriodoMMEIntermediaria, Close); + fMME50 := MediaExp(PeriodoMMELenta, Close); + + rangeC1 := hC1 - lC1; + corpoC1 := Abs(cC1 - oC1); + + bDirecaoAlta := cC1 > oC1; + bDirecaoBaixa := cC1 < oC1; + bC1Valido := (rangeC1 >= MinRangeC1) and ((corpoC1 / Max(rangeC1, 0.01)) >= MinPercCorpoC1); + + pavioSupC1 := hC1 - Max(oC1, cC1); + pavioInfC1 := Min(oC1, cC1) - lC1; + + bGapAlta := fGapAbertura >= GapMinPontos; + bGapBaixa := fGapAbertura <= (-GapMinPontos); + + bEmMaxAnterior := (Abs(cC1 - fMaxDiaAnterior) <= ToleranciaNivelDiaAnterior) + or (Abs(hC1 - fMaxDiaAnterior) <= ToleranciaNivelDiaAnterior); + + bEmMinAnterior := (Abs(cC1 - fMinDiaAnterior) <= ToleranciaNivelDiaAnterior) + or (Abs(lC1 - fMinDiaAnterior) <= ToleranciaNivelDiaAnterior); + + bGapNaRegiaoAlta := bGapAlta and bEmMaxAnterior; + bGapNaRegiaoBaixa := bGapBaixa and bEmMinAnterior; + + fPosFechC1NoRange := (cC1 - lC1) / Max(rangeC1, 0.01); + + bC1DirecionalAlta := bDirecaoAlta + and bC1Valido + and ((corpoC1 / Max(rangeC1, 0.01)) >= ConfirmacaoC2MinPerc) + and (fPosFechC1NoRange >= 0.70); + + bC1DirecionalBaixa := bDirecaoBaixa + and bC1Valido + and ((corpoC1 / Max(rangeC1, 0.01)) >= ConfirmacaoC2MinPerc) + and (fPosFechC1NoRange <= 0.30); + + bC1RejeicaoAlta := bDirecaoAlta + and bC1Valido + and (pavioInfC1 >= (corpoC1 * RazaoPavio)) + and (fPosFechC1NoRange >= 0.55); + + bC1RejeicaoBaixa := bDirecaoBaixa + and bC1Valido + and (pavioSupC1 >= (corpoC1 * RazaoPavio)) + and (fPosFechC1NoRange <= 0.45); + + bFechamentoMediasAlta := (cC1 >= fMME9) and (cC1 >= fMME20) and (cC1 >= fMME50); + bFechamentoMediasBaixa := (cC1 <= fMME9) and (cC1 <= fMME20) and (cC1 <= fMME50); + + bSinalForteC1 := false; + bSinalModoCompra := false; + bSinalModoVenda := false; + + if ConfirmacaoModo = 1 then + begin + bSinalModoCompra := bC1DirecionalAlta; + bSinalModoVenda := bC1DirecionalBaixa; + end; + + if ConfirmacaoModo = 2 then + begin + bSinalModoCompra := bC1RejeicaoAlta; + bSinalModoVenda := bC1RejeicaoBaixa; + end; + + if ConfirmacaoModo = 3 then + begin + bSinalModoCompra := (bC1DirecionalAlta or bC1RejeicaoAlta) and (Volume > fVolumeAnterior); + bSinalModoVenda := (bC1DirecionalBaixa or bC1RejeicaoBaixa) and (Volume > fVolumeAnterior); + end; + + iScoreCompra := 0; + if bGapAlta then + iScoreCompra := iScoreCompra + 1; + if bEmMaxAnterior then + iScoreCompra := iScoreCompra + 1; + if bFechamentoMediasAlta then + iScoreCompra := iScoreCompra + 1; + if bSinalModoCompra then + iScoreCompra := iScoreCompra + 1; + + iScoreVenda := 0; + if bGapBaixa then + iScoreVenda := iScoreVenda + 1; + if bEmMinAnterior then + iScoreVenda := iScoreVenda + 1; + if bFechamentoMediasBaixa then + iScoreVenda := iScoreVenda + 1; + if bSinalModoVenda then + iScoreVenda := iScoreVenda + 1; + + if bDirecaoAlta then + bSinalForteC1 := iScoreCompra >= ScoreMinimoEntrada; + + if bDirecaoBaixa then + bSinalForteC1 := iScoreVenda >= ScoreMinimoEntrada; + + if (not IsBought) and (not IsSold) and bJanelaAtiva and (iTradesDia < MaxTradesPorDia) and (iCandleDia = 1) and bSinalForteC1 then + begin + if bDirecaoAlta then BuyAtMarket; + if bDirecaoBaixa then SellShortAtMarket; + iTradesDia := iTradesDia + 1; + iBarrasPosicao := 0; + end; + + if IsBought or IsSold then + iBarrasPosicao := iBarrasPosicao + 1 + else + iBarrasPosicao := 0; + + if IsBought or IsSold then + begin + oAtual := Open; + hAtual := High; + lAtual := Low; + cAtual := Close; + corpoAtual := Abs(cAtual - oAtual); + + bRejeicaoAtual := false; + + if RejeicaoModo = 1 then + bRejeicaoAtual := (IsBought and (cAtual < oAtual)) or (IsSold and (cAtual > oAtual)); + + if RejeicaoModo = 2 then + bRejeicaoAtual := (IsBought and ((hAtual - cAtual) > (corpoAtual * RazaoPavio))) + or (IsSold and ((cAtual - lAtual) > (corpoAtual * RazaoPavio))); + + if RejeicaoModo = 3 then + bRejeicaoAtual := (IsBought and (cAtual < hC1)) or (IsSold and (cAtual > lC1)); + + if ((iCandleDia >= 3) and bRejeicaoAtual) + or (iBarrasPosicao >= MaxBarrasPosicao) + or (iCandleDia >= 5) + or (Time > HoraFimJanela) then + ClosePosition; + end; +end; diff --git a/automacao_backtests/CANDLE1A4/versoes_tf_menor/robo_candle1a4_v16_cm1_rm3_tfcurto.txt b/automacao_backtests/CANDLE1A4/versoes_tf_menor/robo_candle1a4_v16_cm1_rm3_tfcurto.txt new file mode 100644 index 0000000..1b6608b --- /dev/null +++ b/automacao_backtests/CANDLE1A4/versoes_tf_menor/robo_candle1a4_v16_cm1_rm3_tfcurto.txt @@ -0,0 +1,225 @@ +// Estrategia: robo_candle1a4_v16_cm1_rm3_tfcurto +// Tema: Candle1A4 - operacao apenas nos primeiros 5 candles do dia (grafico 2 min) +// Regras: Le leitura principal do gap no candle 1 + nivel do dia anterior, entrada no candle 1 com sinal forte, +// maximo 1 trade por dia, saida por rejeicao/tempo. +input + ConfirmacaoModo(1); + RejeicaoModo(3); + MinPercCorpoC1(0.35); + MinRangeC1(14); + ConfirmacaoC2MinPerc(0.55); + RazaoPavio(1.8); + GapMinPontos(10); + ToleranciaNivelDiaAnterior(15); + ScoreMinimoEntrada(3); + PeriodoMMECurta(9); + PeriodoMMEIntermediaria(20); + PeriodoMMELenta(50); + MaxBarrasPosicao(13); + HoraInicioJanela(900); + HoraFimJanela(910); + MaxTradesPorDia(1); + +var + oC1, hC1, lC1, cC1, rangeC1, corpoC1, pavioSupC1, pavioInfC1 : float; + fMaxDiaAtual, fMinDiaAtual, fMaxDiaAnterior, fMinDiaAnterior, fGapAbertura : float; + fMME9, fMME20, fMME50 : float; + fPosFechC1NoRange : float; + fCloseAnterior, fVolumeAnterior : float; + iDateAnterior : integer; + oAtual, hAtual, lAtual, cAtual, rangeAtual, corpoAtual : float; + iCandleDia, iBarrasPosicao, iTradesDia, iScoreCompra, iScoreVenda : integer; + bDiaNovo, bJanelaAtiva, bC1Valido, bDirecaoAlta, bDirecaoBaixa : boolean; + bSinalForteC1, bRejeicaoAtual : boolean; + bGapAlta, bGapBaixa, bEmMaxAnterior, bEmMinAnterior : boolean; + bGapNaRegiaoAlta, bGapNaRegiaoBaixa : boolean; + bC1DirecionalAlta, bC1DirecionalBaixa : boolean; + bC1RejeicaoAlta, bC1RejeicaoBaixa : boolean; + bFechamentoMediasAlta, bFechamentoMediasBaixa : boolean; + bSinalModoCompra, bSinalModoVenda : boolean; + +begin + iDateAnterior := Date[1]; + fCloseAnterior := Close[1]; + fVolumeAnterior := Volume[1]; + + bDiaNovo := Date <> iDateAnterior; + + if bDiaNovo then + begin + if iDateAnterior > 0 then + begin + fMaxDiaAnterior := fMaxDiaAtual; + fMinDiaAnterior := fMinDiaAtual; + end + else + begin + fMaxDiaAnterior := High; + fMinDiaAnterior := Low; + end; + + iCandleDia := 1; + iBarrasPosicao := 0; + iTradesDia := 0; + + oC1 := Open; + hC1 := High; + lC1 := Low; + cC1 := Close; + + fMaxDiaAtual := High; + fMinDiaAtual := Low; + fGapAbertura := Open - fCloseAnterior; + end + else + begin + iCandleDia := iCandleDia + 1; + + if High > fMaxDiaAtual then + fMaxDiaAtual := High; + + if Low < fMinDiaAtual then + fMinDiaAtual := Low; + end; + + bJanelaAtiva := (Time >= HoraInicioJanela) and (Time <= HoraFimJanela); + + fMME9 := MediaExp(PeriodoMMECurta, Close); + fMME20 := MediaExp(PeriodoMMEIntermediaria, Close); + fMME50 := MediaExp(PeriodoMMELenta, Close); + + rangeC1 := hC1 - lC1; + corpoC1 := Abs(cC1 - oC1); + + bDirecaoAlta := cC1 > oC1; + bDirecaoBaixa := cC1 < oC1; + bC1Valido := (rangeC1 >= MinRangeC1) and ((corpoC1 / Max(rangeC1, 0.01)) >= MinPercCorpoC1); + + pavioSupC1 := hC1 - Max(oC1, cC1); + pavioInfC1 := Min(oC1, cC1) - lC1; + + bGapAlta := fGapAbertura >= GapMinPontos; + bGapBaixa := fGapAbertura <= (-GapMinPontos); + + bEmMaxAnterior := (Abs(cC1 - fMaxDiaAnterior) <= ToleranciaNivelDiaAnterior) + or (Abs(hC1 - fMaxDiaAnterior) <= ToleranciaNivelDiaAnterior); + + bEmMinAnterior := (Abs(cC1 - fMinDiaAnterior) <= ToleranciaNivelDiaAnterior) + or (Abs(lC1 - fMinDiaAnterior) <= ToleranciaNivelDiaAnterior); + + bGapNaRegiaoAlta := bGapAlta and bEmMaxAnterior; + bGapNaRegiaoBaixa := bGapBaixa and bEmMinAnterior; + + fPosFechC1NoRange := (cC1 - lC1) / Max(rangeC1, 0.01); + + bC1DirecionalAlta := bDirecaoAlta + and bC1Valido + and ((corpoC1 / Max(rangeC1, 0.01)) >= ConfirmacaoC2MinPerc) + and (fPosFechC1NoRange >= 0.70); + + bC1DirecionalBaixa := bDirecaoBaixa + and bC1Valido + and ((corpoC1 / Max(rangeC1, 0.01)) >= ConfirmacaoC2MinPerc) + and (fPosFechC1NoRange <= 0.30); + + bC1RejeicaoAlta := bDirecaoAlta + and bC1Valido + and (pavioInfC1 >= (corpoC1 * RazaoPavio)) + and (fPosFechC1NoRange >= 0.55); + + bC1RejeicaoBaixa := bDirecaoBaixa + and bC1Valido + and (pavioSupC1 >= (corpoC1 * RazaoPavio)) + and (fPosFechC1NoRange <= 0.45); + + bFechamentoMediasAlta := (cC1 >= fMME9) and (cC1 >= fMME20) and (cC1 >= fMME50); + bFechamentoMediasBaixa := (cC1 <= fMME9) and (cC1 <= fMME20) and (cC1 <= fMME50); + + bSinalForteC1 := false; + bSinalModoCompra := false; + bSinalModoVenda := false; + + if ConfirmacaoModo = 1 then + begin + bSinalModoCompra := bC1DirecionalAlta; + bSinalModoVenda := bC1DirecionalBaixa; + end; + + if ConfirmacaoModo = 2 then + begin + bSinalModoCompra := bC1RejeicaoAlta; + bSinalModoVenda := bC1RejeicaoBaixa; + end; + + if ConfirmacaoModo = 3 then + begin + bSinalModoCompra := (bC1DirecionalAlta or bC1RejeicaoAlta) and (Volume > fVolumeAnterior); + bSinalModoVenda := (bC1DirecionalBaixa or bC1RejeicaoBaixa) and (Volume > fVolumeAnterior); + end; + + iScoreCompra := 0; + if bGapAlta then + iScoreCompra := iScoreCompra + 1; + if bEmMaxAnterior then + iScoreCompra := iScoreCompra + 1; + if bFechamentoMediasAlta then + iScoreCompra := iScoreCompra + 1; + if bSinalModoCompra then + iScoreCompra := iScoreCompra + 1; + + iScoreVenda := 0; + if bGapBaixa then + iScoreVenda := iScoreVenda + 1; + if bEmMinAnterior then + iScoreVenda := iScoreVenda + 1; + if bFechamentoMediasBaixa then + iScoreVenda := iScoreVenda + 1; + if bSinalModoVenda then + iScoreVenda := iScoreVenda + 1; + + if bDirecaoAlta then + bSinalForteC1 := iScoreCompra >= ScoreMinimoEntrada; + + if bDirecaoBaixa then + bSinalForteC1 := iScoreVenda >= ScoreMinimoEntrada; + + if (not IsBought) and (not IsSold) and bJanelaAtiva and (iTradesDia < MaxTradesPorDia) and (iCandleDia = 1) and bSinalForteC1 then + begin + if bDirecaoAlta then BuyAtMarket; + if bDirecaoBaixa then SellShortAtMarket; + iTradesDia := iTradesDia + 1; + iBarrasPosicao := 0; + end; + + if IsBought or IsSold then + iBarrasPosicao := iBarrasPosicao + 1 + else + iBarrasPosicao := 0; + + if IsBought or IsSold then + begin + oAtual := Open; + hAtual := High; + lAtual := Low; + cAtual := Close; + corpoAtual := Abs(cAtual - oAtual); + + bRejeicaoAtual := false; + + if RejeicaoModo = 1 then + bRejeicaoAtual := (IsBought and (cAtual < oAtual)) or (IsSold and (cAtual > oAtual)); + + if RejeicaoModo = 2 then + bRejeicaoAtual := (IsBought and ((hAtual - cAtual) > (corpoAtual * RazaoPavio))) + or (IsSold and ((cAtual - lAtual) > (corpoAtual * RazaoPavio))); + + if RejeicaoModo = 3 then + bRejeicaoAtual := (IsBought and (cAtual < hC1)) or (IsSold and (cAtual > lC1)); + + if ((iCandleDia >= 3) and bRejeicaoAtual) + or (iBarrasPosicao >= MaxBarrasPosicao) + or (iCandleDia >= 5) + or (Time > HoraFimJanela) then + ClosePosition; + end; +end; diff --git a/automacao_backtests/CANDLE1A4/versoes_tf_menor/robo_candle1a4_v17_cm2_rm3_tfcurto.txt b/automacao_backtests/CANDLE1A4/versoes_tf_menor/robo_candle1a4_v17_cm2_rm3_tfcurto.txt new file mode 100644 index 0000000..e817dd1 --- /dev/null +++ b/automacao_backtests/CANDLE1A4/versoes_tf_menor/robo_candle1a4_v17_cm2_rm3_tfcurto.txt @@ -0,0 +1,225 @@ +// Estrategia: robo_candle1a4_v17_cm2_rm3_tfcurto +// Tema: Candle1A4 - operacao apenas nos primeiros 5 candles do dia (grafico 2 min) +// Regras: Le leitura principal do gap no candle 1 + nivel do dia anterior, entrada no candle 1 com sinal forte, +// maximo 1 trade por dia, saida por rejeicao/tempo. +input + ConfirmacaoModo(2); + RejeicaoModo(3); + MinPercCorpoC1(0.4); + MinRangeC1(16); + ConfirmacaoC2MinPerc(0.4); + RazaoPavio(1.2); + GapMinPontos(10); + ToleranciaNivelDiaAnterior(15); + ScoreMinimoEntrada(3); + PeriodoMMECurta(9); + PeriodoMMEIntermediaria(20); + PeriodoMMELenta(50); + MaxBarrasPosicao(6); + HoraInicioJanela(900); + HoraFimJanela(910); + MaxTradesPorDia(1); + +var + oC1, hC1, lC1, cC1, rangeC1, corpoC1, pavioSupC1, pavioInfC1 : float; + fMaxDiaAtual, fMinDiaAtual, fMaxDiaAnterior, fMinDiaAnterior, fGapAbertura : float; + fMME9, fMME20, fMME50 : float; + fPosFechC1NoRange : float; + fCloseAnterior, fVolumeAnterior : float; + iDateAnterior : integer; + oAtual, hAtual, lAtual, cAtual, rangeAtual, corpoAtual : float; + iCandleDia, iBarrasPosicao, iTradesDia, iScoreCompra, iScoreVenda : integer; + bDiaNovo, bJanelaAtiva, bC1Valido, bDirecaoAlta, bDirecaoBaixa : boolean; + bSinalForteC1, bRejeicaoAtual : boolean; + bGapAlta, bGapBaixa, bEmMaxAnterior, bEmMinAnterior : boolean; + bGapNaRegiaoAlta, bGapNaRegiaoBaixa : boolean; + bC1DirecionalAlta, bC1DirecionalBaixa : boolean; + bC1RejeicaoAlta, bC1RejeicaoBaixa : boolean; + bFechamentoMediasAlta, bFechamentoMediasBaixa : boolean; + bSinalModoCompra, bSinalModoVenda : boolean; + +begin + iDateAnterior := Date[1]; + fCloseAnterior := Close[1]; + fVolumeAnterior := Volume[1]; + + bDiaNovo := Date <> iDateAnterior; + + if bDiaNovo then + begin + if iDateAnterior > 0 then + begin + fMaxDiaAnterior := fMaxDiaAtual; + fMinDiaAnterior := fMinDiaAtual; + end + else + begin + fMaxDiaAnterior := High; + fMinDiaAnterior := Low; + end; + + iCandleDia := 1; + iBarrasPosicao := 0; + iTradesDia := 0; + + oC1 := Open; + hC1 := High; + lC1 := Low; + cC1 := Close; + + fMaxDiaAtual := High; + fMinDiaAtual := Low; + fGapAbertura := Open - fCloseAnterior; + end + else + begin + iCandleDia := iCandleDia + 1; + + if High > fMaxDiaAtual then + fMaxDiaAtual := High; + + if Low < fMinDiaAtual then + fMinDiaAtual := Low; + end; + + bJanelaAtiva := (Time >= HoraInicioJanela) and (Time <= HoraFimJanela); + + fMME9 := MediaExp(PeriodoMMECurta, Close); + fMME20 := MediaExp(PeriodoMMEIntermediaria, Close); + fMME50 := MediaExp(PeriodoMMELenta, Close); + + rangeC1 := hC1 - lC1; + corpoC1 := Abs(cC1 - oC1); + + bDirecaoAlta := cC1 > oC1; + bDirecaoBaixa := cC1 < oC1; + bC1Valido := (rangeC1 >= MinRangeC1) and ((corpoC1 / Max(rangeC1, 0.01)) >= MinPercCorpoC1); + + pavioSupC1 := hC1 - Max(oC1, cC1); + pavioInfC1 := Min(oC1, cC1) - lC1; + + bGapAlta := fGapAbertura >= GapMinPontos; + bGapBaixa := fGapAbertura <= (-GapMinPontos); + + bEmMaxAnterior := (Abs(cC1 - fMaxDiaAnterior) <= ToleranciaNivelDiaAnterior) + or (Abs(hC1 - fMaxDiaAnterior) <= ToleranciaNivelDiaAnterior); + + bEmMinAnterior := (Abs(cC1 - fMinDiaAnterior) <= ToleranciaNivelDiaAnterior) + or (Abs(lC1 - fMinDiaAnterior) <= ToleranciaNivelDiaAnterior); + + bGapNaRegiaoAlta := bGapAlta and bEmMaxAnterior; + bGapNaRegiaoBaixa := bGapBaixa and bEmMinAnterior; + + fPosFechC1NoRange := (cC1 - lC1) / Max(rangeC1, 0.01); + + bC1DirecionalAlta := bDirecaoAlta + and bC1Valido + and ((corpoC1 / Max(rangeC1, 0.01)) >= ConfirmacaoC2MinPerc) + and (fPosFechC1NoRange >= 0.70); + + bC1DirecionalBaixa := bDirecaoBaixa + and bC1Valido + and ((corpoC1 / Max(rangeC1, 0.01)) >= ConfirmacaoC2MinPerc) + and (fPosFechC1NoRange <= 0.30); + + bC1RejeicaoAlta := bDirecaoAlta + and bC1Valido + and (pavioInfC1 >= (corpoC1 * RazaoPavio)) + and (fPosFechC1NoRange >= 0.55); + + bC1RejeicaoBaixa := bDirecaoBaixa + and bC1Valido + and (pavioSupC1 >= (corpoC1 * RazaoPavio)) + and (fPosFechC1NoRange <= 0.45); + + bFechamentoMediasAlta := (cC1 >= fMME9) and (cC1 >= fMME20) and (cC1 >= fMME50); + bFechamentoMediasBaixa := (cC1 <= fMME9) and (cC1 <= fMME20) and (cC1 <= fMME50); + + bSinalForteC1 := false; + bSinalModoCompra := false; + bSinalModoVenda := false; + + if ConfirmacaoModo = 1 then + begin + bSinalModoCompra := bC1DirecionalAlta; + bSinalModoVenda := bC1DirecionalBaixa; + end; + + if ConfirmacaoModo = 2 then + begin + bSinalModoCompra := bC1RejeicaoAlta; + bSinalModoVenda := bC1RejeicaoBaixa; + end; + + if ConfirmacaoModo = 3 then + begin + bSinalModoCompra := (bC1DirecionalAlta or bC1RejeicaoAlta) and (Volume > fVolumeAnterior); + bSinalModoVenda := (bC1DirecionalBaixa or bC1RejeicaoBaixa) and (Volume > fVolumeAnterior); + end; + + iScoreCompra := 0; + if bGapAlta then + iScoreCompra := iScoreCompra + 1; + if bEmMaxAnterior then + iScoreCompra := iScoreCompra + 1; + if bFechamentoMediasAlta then + iScoreCompra := iScoreCompra + 1; + if bSinalModoCompra then + iScoreCompra := iScoreCompra + 1; + + iScoreVenda := 0; + if bGapBaixa then + iScoreVenda := iScoreVenda + 1; + if bEmMinAnterior then + iScoreVenda := iScoreVenda + 1; + if bFechamentoMediasBaixa then + iScoreVenda := iScoreVenda + 1; + if bSinalModoVenda then + iScoreVenda := iScoreVenda + 1; + + if bDirecaoAlta then + bSinalForteC1 := iScoreCompra >= ScoreMinimoEntrada; + + if bDirecaoBaixa then + bSinalForteC1 := iScoreVenda >= ScoreMinimoEntrada; + + if (not IsBought) and (not IsSold) and bJanelaAtiva and (iTradesDia < MaxTradesPorDia) and (iCandleDia = 1) and bSinalForteC1 then + begin + if bDirecaoAlta then BuyAtMarket; + if bDirecaoBaixa then SellShortAtMarket; + iTradesDia := iTradesDia + 1; + iBarrasPosicao := 0; + end; + + if IsBought or IsSold then + iBarrasPosicao := iBarrasPosicao + 1 + else + iBarrasPosicao := 0; + + if IsBought or IsSold then + begin + oAtual := Open; + hAtual := High; + lAtual := Low; + cAtual := Close; + corpoAtual := Abs(cAtual - oAtual); + + bRejeicaoAtual := false; + + if RejeicaoModo = 1 then + bRejeicaoAtual := (IsBought and (cAtual < oAtual)) or (IsSold and (cAtual > oAtual)); + + if RejeicaoModo = 2 then + bRejeicaoAtual := (IsBought and ((hAtual - cAtual) > (corpoAtual * RazaoPavio))) + or (IsSold and ((cAtual - lAtual) > (corpoAtual * RazaoPavio))); + + if RejeicaoModo = 3 then + bRejeicaoAtual := (IsBought and (cAtual < hC1)) or (IsSold and (cAtual > lC1)); + + if ((iCandleDia >= 3) and bRejeicaoAtual) + or (iBarrasPosicao >= MaxBarrasPosicao) + or (iCandleDia >= 5) + or (Time > HoraFimJanela) then + ClosePosition; + end; +end; diff --git a/automacao_backtests/CANDLE1A4/versoes_tf_menor/robo_candle1a4_v18_cm3_rm3_tfcurto.txt b/automacao_backtests/CANDLE1A4/versoes_tf_menor/robo_candle1a4_v18_cm3_rm3_tfcurto.txt new file mode 100644 index 0000000..c8e30bd --- /dev/null +++ b/automacao_backtests/CANDLE1A4/versoes_tf_menor/robo_candle1a4_v18_cm3_rm3_tfcurto.txt @@ -0,0 +1,225 @@ +// Estrategia: robo_candle1a4_v18_cm3_rm3_tfcurto +// Tema: Candle1A4 - operacao apenas nos primeiros 5 candles do dia (grafico 2 min) +// Regras: Le leitura principal do gap no candle 1 + nivel do dia anterior, entrada no candle 1 com sinal forte, +// maximo 1 trade por dia, saida por rejeicao/tempo. +input + ConfirmacaoModo(3); + RejeicaoModo(3); + MinPercCorpoC1(0.45); + MinRangeC1(18); + ConfirmacaoC2MinPerc(0.45); + RazaoPavio(1.4); + GapMinPontos(10); + ToleranciaNivelDiaAnterior(15); + ScoreMinimoEntrada(3); + PeriodoMMECurta(9); + PeriodoMMEIntermediaria(20); + PeriodoMMELenta(50); + MaxBarrasPosicao(7); + HoraInicioJanela(900); + HoraFimJanela(910); + MaxTradesPorDia(1); + +var + oC1, hC1, lC1, cC1, rangeC1, corpoC1, pavioSupC1, pavioInfC1 : float; + fMaxDiaAtual, fMinDiaAtual, fMaxDiaAnterior, fMinDiaAnterior, fGapAbertura : float; + fMME9, fMME20, fMME50 : float; + fPosFechC1NoRange : float; + fCloseAnterior, fVolumeAnterior : float; + iDateAnterior : integer; + oAtual, hAtual, lAtual, cAtual, rangeAtual, corpoAtual : float; + iCandleDia, iBarrasPosicao, iTradesDia, iScoreCompra, iScoreVenda : integer; + bDiaNovo, bJanelaAtiva, bC1Valido, bDirecaoAlta, bDirecaoBaixa : boolean; + bSinalForteC1, bRejeicaoAtual : boolean; + bGapAlta, bGapBaixa, bEmMaxAnterior, bEmMinAnterior : boolean; + bGapNaRegiaoAlta, bGapNaRegiaoBaixa : boolean; + bC1DirecionalAlta, bC1DirecionalBaixa : boolean; + bC1RejeicaoAlta, bC1RejeicaoBaixa : boolean; + bFechamentoMediasAlta, bFechamentoMediasBaixa : boolean; + bSinalModoCompra, bSinalModoVenda : boolean; + +begin + iDateAnterior := Date[1]; + fCloseAnterior := Close[1]; + fVolumeAnterior := Volume[1]; + + bDiaNovo := Date <> iDateAnterior; + + if bDiaNovo then + begin + if iDateAnterior > 0 then + begin + fMaxDiaAnterior := fMaxDiaAtual; + fMinDiaAnterior := fMinDiaAtual; + end + else + begin + fMaxDiaAnterior := High; + fMinDiaAnterior := Low; + end; + + iCandleDia := 1; + iBarrasPosicao := 0; + iTradesDia := 0; + + oC1 := Open; + hC1 := High; + lC1 := Low; + cC1 := Close; + + fMaxDiaAtual := High; + fMinDiaAtual := Low; + fGapAbertura := Open - fCloseAnterior; + end + else + begin + iCandleDia := iCandleDia + 1; + + if High > fMaxDiaAtual then + fMaxDiaAtual := High; + + if Low < fMinDiaAtual then + fMinDiaAtual := Low; + end; + + bJanelaAtiva := (Time >= HoraInicioJanela) and (Time <= HoraFimJanela); + + fMME9 := MediaExp(PeriodoMMECurta, Close); + fMME20 := MediaExp(PeriodoMMEIntermediaria, Close); + fMME50 := MediaExp(PeriodoMMELenta, Close); + + rangeC1 := hC1 - lC1; + corpoC1 := Abs(cC1 - oC1); + + bDirecaoAlta := cC1 > oC1; + bDirecaoBaixa := cC1 < oC1; + bC1Valido := (rangeC1 >= MinRangeC1) and ((corpoC1 / Max(rangeC1, 0.01)) >= MinPercCorpoC1); + + pavioSupC1 := hC1 - Max(oC1, cC1); + pavioInfC1 := Min(oC1, cC1) - lC1; + + bGapAlta := fGapAbertura >= GapMinPontos; + bGapBaixa := fGapAbertura <= (-GapMinPontos); + + bEmMaxAnterior := (Abs(cC1 - fMaxDiaAnterior) <= ToleranciaNivelDiaAnterior) + or (Abs(hC1 - fMaxDiaAnterior) <= ToleranciaNivelDiaAnterior); + + bEmMinAnterior := (Abs(cC1 - fMinDiaAnterior) <= ToleranciaNivelDiaAnterior) + or (Abs(lC1 - fMinDiaAnterior) <= ToleranciaNivelDiaAnterior); + + bGapNaRegiaoAlta := bGapAlta and bEmMaxAnterior; + bGapNaRegiaoBaixa := bGapBaixa and bEmMinAnterior; + + fPosFechC1NoRange := (cC1 - lC1) / Max(rangeC1, 0.01); + + bC1DirecionalAlta := bDirecaoAlta + and bC1Valido + and ((corpoC1 / Max(rangeC1, 0.01)) >= ConfirmacaoC2MinPerc) + and (fPosFechC1NoRange >= 0.70); + + bC1DirecionalBaixa := bDirecaoBaixa + and bC1Valido + and ((corpoC1 / Max(rangeC1, 0.01)) >= ConfirmacaoC2MinPerc) + and (fPosFechC1NoRange <= 0.30); + + bC1RejeicaoAlta := bDirecaoAlta + and bC1Valido + and (pavioInfC1 >= (corpoC1 * RazaoPavio)) + and (fPosFechC1NoRange >= 0.55); + + bC1RejeicaoBaixa := bDirecaoBaixa + and bC1Valido + and (pavioSupC1 >= (corpoC1 * RazaoPavio)) + and (fPosFechC1NoRange <= 0.45); + + bFechamentoMediasAlta := (cC1 >= fMME9) and (cC1 >= fMME20) and (cC1 >= fMME50); + bFechamentoMediasBaixa := (cC1 <= fMME9) and (cC1 <= fMME20) and (cC1 <= fMME50); + + bSinalForteC1 := false; + bSinalModoCompra := false; + bSinalModoVenda := false; + + if ConfirmacaoModo = 1 then + begin + bSinalModoCompra := bC1DirecionalAlta; + bSinalModoVenda := bC1DirecionalBaixa; + end; + + if ConfirmacaoModo = 2 then + begin + bSinalModoCompra := bC1RejeicaoAlta; + bSinalModoVenda := bC1RejeicaoBaixa; + end; + + if ConfirmacaoModo = 3 then + begin + bSinalModoCompra := (bC1DirecionalAlta or bC1RejeicaoAlta) and (Volume > fVolumeAnterior); + bSinalModoVenda := (bC1DirecionalBaixa or bC1RejeicaoBaixa) and (Volume > fVolumeAnterior); + end; + + iScoreCompra := 0; + if bGapAlta then + iScoreCompra := iScoreCompra + 1; + if bEmMaxAnterior then + iScoreCompra := iScoreCompra + 1; + if bFechamentoMediasAlta then + iScoreCompra := iScoreCompra + 1; + if bSinalModoCompra then + iScoreCompra := iScoreCompra + 1; + + iScoreVenda := 0; + if bGapBaixa then + iScoreVenda := iScoreVenda + 1; + if bEmMinAnterior then + iScoreVenda := iScoreVenda + 1; + if bFechamentoMediasBaixa then + iScoreVenda := iScoreVenda + 1; + if bSinalModoVenda then + iScoreVenda := iScoreVenda + 1; + + if bDirecaoAlta then + bSinalForteC1 := iScoreCompra >= ScoreMinimoEntrada; + + if bDirecaoBaixa then + bSinalForteC1 := iScoreVenda >= ScoreMinimoEntrada; + + if (not IsBought) and (not IsSold) and bJanelaAtiva and (iTradesDia < MaxTradesPorDia) and (iCandleDia = 1) and bSinalForteC1 then + begin + if bDirecaoAlta then BuyAtMarket; + if bDirecaoBaixa then SellShortAtMarket; + iTradesDia := iTradesDia + 1; + iBarrasPosicao := 0; + end; + + if IsBought or IsSold then + iBarrasPosicao := iBarrasPosicao + 1 + else + iBarrasPosicao := 0; + + if IsBought or IsSold then + begin + oAtual := Open; + hAtual := High; + lAtual := Low; + cAtual := Close; + corpoAtual := Abs(cAtual - oAtual); + + bRejeicaoAtual := false; + + if RejeicaoModo = 1 then + bRejeicaoAtual := (IsBought and (cAtual < oAtual)) or (IsSold and (cAtual > oAtual)); + + if RejeicaoModo = 2 then + bRejeicaoAtual := (IsBought and ((hAtual - cAtual) > (corpoAtual * RazaoPavio))) + or (IsSold and ((cAtual - lAtual) > (corpoAtual * RazaoPavio))); + + if RejeicaoModo = 3 then + bRejeicaoAtual := (IsBought and (cAtual < hC1)) or (IsSold and (cAtual > lC1)); + + if ((iCandleDia >= 3) and bRejeicaoAtual) + or (iBarrasPosicao >= MaxBarrasPosicao) + or (iCandleDia >= 5) + or (Time > HoraFimJanela) then + ClosePosition; + end; +end; diff --git a/automacao_backtests/CANDLE1A4/versoes_tf_menor/robo_candle1a4_v19_cm1_rm1_tfcurto.txt b/automacao_backtests/CANDLE1A4/versoes_tf_menor/robo_candle1a4_v19_cm1_rm1_tfcurto.txt new file mode 100644 index 0000000..913414b --- /dev/null +++ b/automacao_backtests/CANDLE1A4/versoes_tf_menor/robo_candle1a4_v19_cm1_rm1_tfcurto.txt @@ -0,0 +1,225 @@ +// Estrategia: robo_candle1a4_v19_cm1_rm1_tfcurto +// Tema: Candle1A4 - operacao apenas nos primeiros 5 candles do dia (grafico 2 min) +// Regras: Le leitura principal do gap no candle 1 + nivel do dia anterior, entrada no candle 1 com sinal forte, +// maximo 1 trade por dia, saida por rejeicao/tempo. +input + ConfirmacaoModo(1); + RejeicaoModo(1); + MinPercCorpoC1(0.5); + MinRangeC1(8); + ConfirmacaoC2MinPerc(0.5); + RazaoPavio(1.6); + GapMinPontos(10); + ToleranciaNivelDiaAnterior(15); + ScoreMinimoEntrada(3); + PeriodoMMECurta(9); + PeriodoMMEIntermediaria(20); + PeriodoMMELenta(50); + MaxBarrasPosicao(8); + HoraInicioJanela(900); + HoraFimJanela(910); + MaxTradesPorDia(1); + +var + oC1, hC1, lC1, cC1, rangeC1, corpoC1, pavioSupC1, pavioInfC1 : float; + fMaxDiaAtual, fMinDiaAtual, fMaxDiaAnterior, fMinDiaAnterior, fGapAbertura : float; + fMME9, fMME20, fMME50 : float; + fPosFechC1NoRange : float; + fCloseAnterior, fVolumeAnterior : float; + iDateAnterior : integer; + oAtual, hAtual, lAtual, cAtual, rangeAtual, corpoAtual : float; + iCandleDia, iBarrasPosicao, iTradesDia, iScoreCompra, iScoreVenda : integer; + bDiaNovo, bJanelaAtiva, bC1Valido, bDirecaoAlta, bDirecaoBaixa : boolean; + bSinalForteC1, bRejeicaoAtual : boolean; + bGapAlta, bGapBaixa, bEmMaxAnterior, bEmMinAnterior : boolean; + bGapNaRegiaoAlta, bGapNaRegiaoBaixa : boolean; + bC1DirecionalAlta, bC1DirecionalBaixa : boolean; + bC1RejeicaoAlta, bC1RejeicaoBaixa : boolean; + bFechamentoMediasAlta, bFechamentoMediasBaixa : boolean; + bSinalModoCompra, bSinalModoVenda : boolean; + +begin + iDateAnterior := Date[1]; + fCloseAnterior := Close[1]; + fVolumeAnterior := Volume[1]; + + bDiaNovo := Date <> iDateAnterior; + + if bDiaNovo then + begin + if iDateAnterior > 0 then + begin + fMaxDiaAnterior := fMaxDiaAtual; + fMinDiaAnterior := fMinDiaAtual; + end + else + begin + fMaxDiaAnterior := High; + fMinDiaAnterior := Low; + end; + + iCandleDia := 1; + iBarrasPosicao := 0; + iTradesDia := 0; + + oC1 := Open; + hC1 := High; + lC1 := Low; + cC1 := Close; + + fMaxDiaAtual := High; + fMinDiaAtual := Low; + fGapAbertura := Open - fCloseAnterior; + end + else + begin + iCandleDia := iCandleDia + 1; + + if High > fMaxDiaAtual then + fMaxDiaAtual := High; + + if Low < fMinDiaAtual then + fMinDiaAtual := Low; + end; + + bJanelaAtiva := (Time >= HoraInicioJanela) and (Time <= HoraFimJanela); + + fMME9 := MediaExp(PeriodoMMECurta, Close); + fMME20 := MediaExp(PeriodoMMEIntermediaria, Close); + fMME50 := MediaExp(PeriodoMMELenta, Close); + + rangeC1 := hC1 - lC1; + corpoC1 := Abs(cC1 - oC1); + + bDirecaoAlta := cC1 > oC1; + bDirecaoBaixa := cC1 < oC1; + bC1Valido := (rangeC1 >= MinRangeC1) and ((corpoC1 / Max(rangeC1, 0.01)) >= MinPercCorpoC1); + + pavioSupC1 := hC1 - Max(oC1, cC1); + pavioInfC1 := Min(oC1, cC1) - lC1; + + bGapAlta := fGapAbertura >= GapMinPontos; + bGapBaixa := fGapAbertura <= (-GapMinPontos); + + bEmMaxAnterior := (Abs(cC1 - fMaxDiaAnterior) <= ToleranciaNivelDiaAnterior) + or (Abs(hC1 - fMaxDiaAnterior) <= ToleranciaNivelDiaAnterior); + + bEmMinAnterior := (Abs(cC1 - fMinDiaAnterior) <= ToleranciaNivelDiaAnterior) + or (Abs(lC1 - fMinDiaAnterior) <= ToleranciaNivelDiaAnterior); + + bGapNaRegiaoAlta := bGapAlta and bEmMaxAnterior; + bGapNaRegiaoBaixa := bGapBaixa and bEmMinAnterior; + + fPosFechC1NoRange := (cC1 - lC1) / Max(rangeC1, 0.01); + + bC1DirecionalAlta := bDirecaoAlta + and bC1Valido + and ((corpoC1 / Max(rangeC1, 0.01)) >= ConfirmacaoC2MinPerc) + and (fPosFechC1NoRange >= 0.70); + + bC1DirecionalBaixa := bDirecaoBaixa + and bC1Valido + and ((corpoC1 / Max(rangeC1, 0.01)) >= ConfirmacaoC2MinPerc) + and (fPosFechC1NoRange <= 0.30); + + bC1RejeicaoAlta := bDirecaoAlta + and bC1Valido + and (pavioInfC1 >= (corpoC1 * RazaoPavio)) + and (fPosFechC1NoRange >= 0.55); + + bC1RejeicaoBaixa := bDirecaoBaixa + and bC1Valido + and (pavioSupC1 >= (corpoC1 * RazaoPavio)) + and (fPosFechC1NoRange <= 0.45); + + bFechamentoMediasAlta := (cC1 >= fMME9) and (cC1 >= fMME20) and (cC1 >= fMME50); + bFechamentoMediasBaixa := (cC1 <= fMME9) and (cC1 <= fMME20) and (cC1 <= fMME50); + + bSinalForteC1 := false; + bSinalModoCompra := false; + bSinalModoVenda := false; + + if ConfirmacaoModo = 1 then + begin + bSinalModoCompra := bC1DirecionalAlta; + bSinalModoVenda := bC1DirecionalBaixa; + end; + + if ConfirmacaoModo = 2 then + begin + bSinalModoCompra := bC1RejeicaoAlta; + bSinalModoVenda := bC1RejeicaoBaixa; + end; + + if ConfirmacaoModo = 3 then + begin + bSinalModoCompra := (bC1DirecionalAlta or bC1RejeicaoAlta) and (Volume > fVolumeAnterior); + bSinalModoVenda := (bC1DirecionalBaixa or bC1RejeicaoBaixa) and (Volume > fVolumeAnterior); + end; + + iScoreCompra := 0; + if bGapAlta then + iScoreCompra := iScoreCompra + 1; + if bEmMaxAnterior then + iScoreCompra := iScoreCompra + 1; + if bFechamentoMediasAlta then + iScoreCompra := iScoreCompra + 1; + if bSinalModoCompra then + iScoreCompra := iScoreCompra + 1; + + iScoreVenda := 0; + if bGapBaixa then + iScoreVenda := iScoreVenda + 1; + if bEmMinAnterior then + iScoreVenda := iScoreVenda + 1; + if bFechamentoMediasBaixa then + iScoreVenda := iScoreVenda + 1; + if bSinalModoVenda then + iScoreVenda := iScoreVenda + 1; + + if bDirecaoAlta then + bSinalForteC1 := iScoreCompra >= ScoreMinimoEntrada; + + if bDirecaoBaixa then + bSinalForteC1 := iScoreVenda >= ScoreMinimoEntrada; + + if (not IsBought) and (not IsSold) and bJanelaAtiva and (iTradesDia < MaxTradesPorDia) and (iCandleDia = 1) and bSinalForteC1 then + begin + if bDirecaoAlta then BuyAtMarket; + if bDirecaoBaixa then SellShortAtMarket; + iTradesDia := iTradesDia + 1; + iBarrasPosicao := 0; + end; + + if IsBought or IsSold then + iBarrasPosicao := iBarrasPosicao + 1 + else + iBarrasPosicao := 0; + + if IsBought or IsSold then + begin + oAtual := Open; + hAtual := High; + lAtual := Low; + cAtual := Close; + corpoAtual := Abs(cAtual - oAtual); + + bRejeicaoAtual := false; + + if RejeicaoModo = 1 then + bRejeicaoAtual := (IsBought and (cAtual < oAtual)) or (IsSold and (cAtual > oAtual)); + + if RejeicaoModo = 2 then + bRejeicaoAtual := (IsBought and ((hAtual - cAtual) > (corpoAtual * RazaoPavio))) + or (IsSold and ((cAtual - lAtual) > (corpoAtual * RazaoPavio))); + + if RejeicaoModo = 3 then + bRejeicaoAtual := (IsBought and (cAtual < hC1)) or (IsSold and (cAtual > lC1)); + + if ((iCandleDia >= 3) and bRejeicaoAtual) + or (iBarrasPosicao >= MaxBarrasPosicao) + or (iCandleDia >= 5) + or (Time > HoraFimJanela) then + ClosePosition; + end; +end; diff --git a/automacao_backtests/CANDLE1A4/versoes_tf_menor/robo_candle1a4_v21_cm3_rm1_tfcurto.txt b/automacao_backtests/CANDLE1A4/versoes_tf_menor/robo_candle1a4_v21_cm3_rm1_tfcurto.txt new file mode 100644 index 0000000..cfc9a3f --- /dev/null +++ b/automacao_backtests/CANDLE1A4/versoes_tf_menor/robo_candle1a4_v21_cm3_rm1_tfcurto.txt @@ -0,0 +1,225 @@ +// Estrategia: robo_candle1a4_v21_cm3_rm1_tfcurto +// Tema: Candle1A4 - operacao apenas nos primeiros 5 candles do dia (grafico 2 min) +// Regras: Le leitura principal do gap no candle 1 + nivel do dia anterior, entrada no candle 1 com sinal forte, +// maximo 1 trade por dia, saida por rejeicao/tempo. +input + ConfirmacaoModo(3); + RejeicaoModo(1); + MinPercCorpoC1(0.35); + MinRangeC1(12); + ConfirmacaoC2MinPerc(0.4); + RazaoPavio(1.2); + GapMinPontos(10); + ToleranciaNivelDiaAnterior(15); + ScoreMinimoEntrada(3); + PeriodoMMECurta(9); + PeriodoMMEIntermediaria(20); + PeriodoMMELenta(50); + MaxBarrasPosicao(10); + HoraInicioJanela(900); + HoraFimJanela(910); + MaxTradesPorDia(1); + +var + oC1, hC1, lC1, cC1, rangeC1, corpoC1, pavioSupC1, pavioInfC1 : float; + fMaxDiaAtual, fMinDiaAtual, fMaxDiaAnterior, fMinDiaAnterior, fGapAbertura : float; + fMME9, fMME20, fMME50 : float; + fPosFechC1NoRange : float; + fCloseAnterior, fVolumeAnterior : float; + iDateAnterior : integer; + oAtual, hAtual, lAtual, cAtual, rangeAtual, corpoAtual : float; + iCandleDia, iBarrasPosicao, iTradesDia, iScoreCompra, iScoreVenda : integer; + bDiaNovo, bJanelaAtiva, bC1Valido, bDirecaoAlta, bDirecaoBaixa : boolean; + bSinalForteC1, bRejeicaoAtual : boolean; + bGapAlta, bGapBaixa, bEmMaxAnterior, bEmMinAnterior : boolean; + bGapNaRegiaoAlta, bGapNaRegiaoBaixa : boolean; + bC1DirecionalAlta, bC1DirecionalBaixa : boolean; + bC1RejeicaoAlta, bC1RejeicaoBaixa : boolean; + bFechamentoMediasAlta, bFechamentoMediasBaixa : boolean; + bSinalModoCompra, bSinalModoVenda : boolean; + +begin + iDateAnterior := Date[1]; + fCloseAnterior := Close[1]; + fVolumeAnterior := Volume[1]; + + bDiaNovo := Date <> iDateAnterior; + + if bDiaNovo then + begin + if iDateAnterior > 0 then + begin + fMaxDiaAnterior := fMaxDiaAtual; + fMinDiaAnterior := fMinDiaAtual; + end + else + begin + fMaxDiaAnterior := High; + fMinDiaAnterior := Low; + end; + + iCandleDia := 1; + iBarrasPosicao := 0; + iTradesDia := 0; + + oC1 := Open; + hC1 := High; + lC1 := Low; + cC1 := Close; + + fMaxDiaAtual := High; + fMinDiaAtual := Low; + fGapAbertura := Open - fCloseAnterior; + end + else + begin + iCandleDia := iCandleDia + 1; + + if High > fMaxDiaAtual then + fMaxDiaAtual := High; + + if Low < fMinDiaAtual then + fMinDiaAtual := Low; + end; + + bJanelaAtiva := (Time >= HoraInicioJanela) and (Time <= HoraFimJanela); + + fMME9 := MediaExp(PeriodoMMECurta, Close); + fMME20 := MediaExp(PeriodoMMEIntermediaria, Close); + fMME50 := MediaExp(PeriodoMMELenta, Close); + + rangeC1 := hC1 - lC1; + corpoC1 := Abs(cC1 - oC1); + + bDirecaoAlta := cC1 > oC1; + bDirecaoBaixa := cC1 < oC1; + bC1Valido := (rangeC1 >= MinRangeC1) and ((corpoC1 / Max(rangeC1, 0.01)) >= MinPercCorpoC1); + + pavioSupC1 := hC1 - Max(oC1, cC1); + pavioInfC1 := Min(oC1, cC1) - lC1; + + bGapAlta := fGapAbertura >= GapMinPontos; + bGapBaixa := fGapAbertura <= (-GapMinPontos); + + bEmMaxAnterior := (Abs(cC1 - fMaxDiaAnterior) <= ToleranciaNivelDiaAnterior) + or (Abs(hC1 - fMaxDiaAnterior) <= ToleranciaNivelDiaAnterior); + + bEmMinAnterior := (Abs(cC1 - fMinDiaAnterior) <= ToleranciaNivelDiaAnterior) + or (Abs(lC1 - fMinDiaAnterior) <= ToleranciaNivelDiaAnterior); + + bGapNaRegiaoAlta := bGapAlta and bEmMaxAnterior; + bGapNaRegiaoBaixa := bGapBaixa and bEmMinAnterior; + + fPosFechC1NoRange := (cC1 - lC1) / Max(rangeC1, 0.01); + + bC1DirecionalAlta := bDirecaoAlta + and bC1Valido + and ((corpoC1 / Max(rangeC1, 0.01)) >= ConfirmacaoC2MinPerc) + and (fPosFechC1NoRange >= 0.70); + + bC1DirecionalBaixa := bDirecaoBaixa + and bC1Valido + and ((corpoC1 / Max(rangeC1, 0.01)) >= ConfirmacaoC2MinPerc) + and (fPosFechC1NoRange <= 0.30); + + bC1RejeicaoAlta := bDirecaoAlta + and bC1Valido + and (pavioInfC1 >= (corpoC1 * RazaoPavio)) + and (fPosFechC1NoRange >= 0.55); + + bC1RejeicaoBaixa := bDirecaoBaixa + and bC1Valido + and (pavioSupC1 >= (corpoC1 * RazaoPavio)) + and (fPosFechC1NoRange <= 0.45); + + bFechamentoMediasAlta := (cC1 >= fMME9) and (cC1 >= fMME20) and (cC1 >= fMME50); + bFechamentoMediasBaixa := (cC1 <= fMME9) and (cC1 <= fMME20) and (cC1 <= fMME50); + + bSinalForteC1 := false; + bSinalModoCompra := false; + bSinalModoVenda := false; + + if ConfirmacaoModo = 1 then + begin + bSinalModoCompra := bC1DirecionalAlta; + bSinalModoVenda := bC1DirecionalBaixa; + end; + + if ConfirmacaoModo = 2 then + begin + bSinalModoCompra := bC1RejeicaoAlta; + bSinalModoVenda := bC1RejeicaoBaixa; + end; + + if ConfirmacaoModo = 3 then + begin + bSinalModoCompra := (bC1DirecionalAlta or bC1RejeicaoAlta) and (Volume > fVolumeAnterior); + bSinalModoVenda := (bC1DirecionalBaixa or bC1RejeicaoBaixa) and (Volume > fVolumeAnterior); + end; + + iScoreCompra := 0; + if bGapAlta then + iScoreCompra := iScoreCompra + 1; + if bEmMaxAnterior then + iScoreCompra := iScoreCompra + 1; + if bFechamentoMediasAlta then + iScoreCompra := iScoreCompra + 1; + if bSinalModoCompra then + iScoreCompra := iScoreCompra + 1; + + iScoreVenda := 0; + if bGapBaixa then + iScoreVenda := iScoreVenda + 1; + if bEmMinAnterior then + iScoreVenda := iScoreVenda + 1; + if bFechamentoMediasBaixa then + iScoreVenda := iScoreVenda + 1; + if bSinalModoVenda then + iScoreVenda := iScoreVenda + 1; + + if bDirecaoAlta then + bSinalForteC1 := iScoreCompra >= ScoreMinimoEntrada; + + if bDirecaoBaixa then + bSinalForteC1 := iScoreVenda >= ScoreMinimoEntrada; + + if (not IsBought) and (not IsSold) and bJanelaAtiva and (iTradesDia < MaxTradesPorDia) and (iCandleDia = 1) and bSinalForteC1 then + begin + if bDirecaoAlta then BuyAtMarket; + if bDirecaoBaixa then SellShortAtMarket; + iTradesDia := iTradesDia + 1; + iBarrasPosicao := 0; + end; + + if IsBought or IsSold then + iBarrasPosicao := iBarrasPosicao + 1 + else + iBarrasPosicao := 0; + + if IsBought or IsSold then + begin + oAtual := Open; + hAtual := High; + lAtual := Low; + cAtual := Close; + corpoAtual := Abs(cAtual - oAtual); + + bRejeicaoAtual := false; + + if RejeicaoModo = 1 then + bRejeicaoAtual := (IsBought and (cAtual < oAtual)) or (IsSold and (cAtual > oAtual)); + + if RejeicaoModo = 2 then + bRejeicaoAtual := (IsBought and ((hAtual - cAtual) > (corpoAtual * RazaoPavio))) + or (IsSold and ((cAtual - lAtual) > (corpoAtual * RazaoPavio))); + + if RejeicaoModo = 3 then + bRejeicaoAtual := (IsBought and (cAtual < hC1)) or (IsSold and (cAtual > lC1)); + + if ((iCandleDia >= 3) and bRejeicaoAtual) + or (iBarrasPosicao >= MaxBarrasPosicao) + or (iCandleDia >= 5) + or (Time > HoraFimJanela) then + ClosePosition; + end; +end; diff --git a/automacao_backtests/CANDLE1A4/versoes_tf_menor/robo_candle1a4_v22_cm1_rm2_tfcurto.txt b/automacao_backtests/CANDLE1A4/versoes_tf_menor/robo_candle1a4_v22_cm1_rm2_tfcurto.txt new file mode 100644 index 0000000..d7e15ab --- /dev/null +++ b/automacao_backtests/CANDLE1A4/versoes_tf_menor/robo_candle1a4_v22_cm1_rm2_tfcurto.txt @@ -0,0 +1,225 @@ +// Estrategia: robo_candle1a4_v22_cm1_rm2_tfcurto +// Tema: Candle1A4 - operacao apenas nos primeiros 5 candles do dia (grafico 2 min) +// Regras: Le leitura principal do gap no candle 1 + nivel do dia anterior, entrada no candle 1 com sinal forte, +// maximo 1 trade por dia, saida por rejeicao/tempo. +input + ConfirmacaoModo(1); + RejeicaoModo(2); + MinPercCorpoC1(0.4); + MinRangeC1(14); + ConfirmacaoC2MinPerc(0.45); + RazaoPavio(1.4); + GapMinPontos(10); + ToleranciaNivelDiaAnterior(15); + ScoreMinimoEntrada(3); + PeriodoMMECurta(9); + PeriodoMMEIntermediaria(20); + PeriodoMMELenta(50); + MaxBarrasPosicao(11); + HoraInicioJanela(900); + HoraFimJanela(910); + MaxTradesPorDia(1); + +var + oC1, hC1, lC1, cC1, rangeC1, corpoC1, pavioSupC1, pavioInfC1 : float; + fMaxDiaAtual, fMinDiaAtual, fMaxDiaAnterior, fMinDiaAnterior, fGapAbertura : float; + fMME9, fMME20, fMME50 : float; + fPosFechC1NoRange : float; + fCloseAnterior, fVolumeAnterior : float; + iDateAnterior : integer; + oAtual, hAtual, lAtual, cAtual, rangeAtual, corpoAtual : float; + iCandleDia, iBarrasPosicao, iTradesDia, iScoreCompra, iScoreVenda : integer; + bDiaNovo, bJanelaAtiva, bC1Valido, bDirecaoAlta, bDirecaoBaixa : boolean; + bSinalForteC1, bRejeicaoAtual : boolean; + bGapAlta, bGapBaixa, bEmMaxAnterior, bEmMinAnterior : boolean; + bGapNaRegiaoAlta, bGapNaRegiaoBaixa : boolean; + bC1DirecionalAlta, bC1DirecionalBaixa : boolean; + bC1RejeicaoAlta, bC1RejeicaoBaixa : boolean; + bFechamentoMediasAlta, bFechamentoMediasBaixa : boolean; + bSinalModoCompra, bSinalModoVenda : boolean; + +begin + iDateAnterior := Date[1]; + fCloseAnterior := Close[1]; + fVolumeAnterior := Volume[1]; + + bDiaNovo := Date <> iDateAnterior; + + if bDiaNovo then + begin + if iDateAnterior > 0 then + begin + fMaxDiaAnterior := fMaxDiaAtual; + fMinDiaAnterior := fMinDiaAtual; + end + else + begin + fMaxDiaAnterior := High; + fMinDiaAnterior := Low; + end; + + iCandleDia := 1; + iBarrasPosicao := 0; + iTradesDia := 0; + + oC1 := Open; + hC1 := High; + lC1 := Low; + cC1 := Close; + + fMaxDiaAtual := High; + fMinDiaAtual := Low; + fGapAbertura := Open - fCloseAnterior; + end + else + begin + iCandleDia := iCandleDia + 1; + + if High > fMaxDiaAtual then + fMaxDiaAtual := High; + + if Low < fMinDiaAtual then + fMinDiaAtual := Low; + end; + + bJanelaAtiva := (Time >= HoraInicioJanela) and (Time <= HoraFimJanela); + + fMME9 := MediaExp(PeriodoMMECurta, Close); + fMME20 := MediaExp(PeriodoMMEIntermediaria, Close); + fMME50 := MediaExp(PeriodoMMELenta, Close); + + rangeC1 := hC1 - lC1; + corpoC1 := Abs(cC1 - oC1); + + bDirecaoAlta := cC1 > oC1; + bDirecaoBaixa := cC1 < oC1; + bC1Valido := (rangeC1 >= MinRangeC1) and ((corpoC1 / Max(rangeC1, 0.01)) >= MinPercCorpoC1); + + pavioSupC1 := hC1 - Max(oC1, cC1); + pavioInfC1 := Min(oC1, cC1) - lC1; + + bGapAlta := fGapAbertura >= GapMinPontos; + bGapBaixa := fGapAbertura <= (-GapMinPontos); + + bEmMaxAnterior := (Abs(cC1 - fMaxDiaAnterior) <= ToleranciaNivelDiaAnterior) + or (Abs(hC1 - fMaxDiaAnterior) <= ToleranciaNivelDiaAnterior); + + bEmMinAnterior := (Abs(cC1 - fMinDiaAnterior) <= ToleranciaNivelDiaAnterior) + or (Abs(lC1 - fMinDiaAnterior) <= ToleranciaNivelDiaAnterior); + + bGapNaRegiaoAlta := bGapAlta and bEmMaxAnterior; + bGapNaRegiaoBaixa := bGapBaixa and bEmMinAnterior; + + fPosFechC1NoRange := (cC1 - lC1) / Max(rangeC1, 0.01); + + bC1DirecionalAlta := bDirecaoAlta + and bC1Valido + and ((corpoC1 / Max(rangeC1, 0.01)) >= ConfirmacaoC2MinPerc) + and (fPosFechC1NoRange >= 0.70); + + bC1DirecionalBaixa := bDirecaoBaixa + and bC1Valido + and ((corpoC1 / Max(rangeC1, 0.01)) >= ConfirmacaoC2MinPerc) + and (fPosFechC1NoRange <= 0.30); + + bC1RejeicaoAlta := bDirecaoAlta + and bC1Valido + and (pavioInfC1 >= (corpoC1 * RazaoPavio)) + and (fPosFechC1NoRange >= 0.55); + + bC1RejeicaoBaixa := bDirecaoBaixa + and bC1Valido + and (pavioSupC1 >= (corpoC1 * RazaoPavio)) + and (fPosFechC1NoRange <= 0.45); + + bFechamentoMediasAlta := (cC1 >= fMME9) and (cC1 >= fMME20) and (cC1 >= fMME50); + bFechamentoMediasBaixa := (cC1 <= fMME9) and (cC1 <= fMME20) and (cC1 <= fMME50); + + bSinalForteC1 := false; + bSinalModoCompra := false; + bSinalModoVenda := false; + + if ConfirmacaoModo = 1 then + begin + bSinalModoCompra := bC1DirecionalAlta; + bSinalModoVenda := bC1DirecionalBaixa; + end; + + if ConfirmacaoModo = 2 then + begin + bSinalModoCompra := bC1RejeicaoAlta; + bSinalModoVenda := bC1RejeicaoBaixa; + end; + + if ConfirmacaoModo = 3 then + begin + bSinalModoCompra := (bC1DirecionalAlta or bC1RejeicaoAlta) and (Volume > fVolumeAnterior); + bSinalModoVenda := (bC1DirecionalBaixa or bC1RejeicaoBaixa) and (Volume > fVolumeAnterior); + end; + + iScoreCompra := 0; + if bGapAlta then + iScoreCompra := iScoreCompra + 1; + if bEmMaxAnterior then + iScoreCompra := iScoreCompra + 1; + if bFechamentoMediasAlta then + iScoreCompra := iScoreCompra + 1; + if bSinalModoCompra then + iScoreCompra := iScoreCompra + 1; + + iScoreVenda := 0; + if bGapBaixa then + iScoreVenda := iScoreVenda + 1; + if bEmMinAnterior then + iScoreVenda := iScoreVenda + 1; + if bFechamentoMediasBaixa then + iScoreVenda := iScoreVenda + 1; + if bSinalModoVenda then + iScoreVenda := iScoreVenda + 1; + + if bDirecaoAlta then + bSinalForteC1 := iScoreCompra >= ScoreMinimoEntrada; + + if bDirecaoBaixa then + bSinalForteC1 := iScoreVenda >= ScoreMinimoEntrada; + + if (not IsBought) and (not IsSold) and bJanelaAtiva and (iTradesDia < MaxTradesPorDia) and (iCandleDia = 1) and bSinalForteC1 then + begin + if bDirecaoAlta then BuyAtMarket; + if bDirecaoBaixa then SellShortAtMarket; + iTradesDia := iTradesDia + 1; + iBarrasPosicao := 0; + end; + + if IsBought or IsSold then + iBarrasPosicao := iBarrasPosicao + 1 + else + iBarrasPosicao := 0; + + if IsBought or IsSold then + begin + oAtual := Open; + hAtual := High; + lAtual := Low; + cAtual := Close; + corpoAtual := Abs(cAtual - oAtual); + + bRejeicaoAtual := false; + + if RejeicaoModo = 1 then + bRejeicaoAtual := (IsBought and (cAtual < oAtual)) or (IsSold and (cAtual > oAtual)); + + if RejeicaoModo = 2 then + bRejeicaoAtual := (IsBought and ((hAtual - cAtual) > (corpoAtual * RazaoPavio))) + or (IsSold and ((cAtual - lAtual) > (corpoAtual * RazaoPavio))); + + if RejeicaoModo = 3 then + bRejeicaoAtual := (IsBought and (cAtual < hC1)) or (IsSold and (cAtual > lC1)); + + if ((iCandleDia >= 3) and bRejeicaoAtual) + or (iBarrasPosicao >= MaxBarrasPosicao) + or (iCandleDia >= 5) + or (Time > HoraFimJanela) then + ClosePosition; + end; +end; diff --git a/automacao_backtests/CANDLE1A4/versoes_tf_menor/robo_candle1a4_v24_cm3_rm2_tfcurto.txt b/automacao_backtests/CANDLE1A4/versoes_tf_menor/robo_candle1a4_v24_cm3_rm2_tfcurto.txt new file mode 100644 index 0000000..5903228 --- /dev/null +++ b/automacao_backtests/CANDLE1A4/versoes_tf_menor/robo_candle1a4_v24_cm3_rm2_tfcurto.txt @@ -0,0 +1,225 @@ +// Estrategia: robo_candle1a4_v24_cm3_rm2_tfcurto +// Tema: Candle1A4 - operacao apenas nos primeiros 5 candles do dia (grafico 2 min) +// Regras: Le leitura principal do gap no candle 1 + nivel do dia anterior, entrada no candle 1 com sinal forte, +// maximo 1 trade por dia, saida por rejeicao/tempo. +input + ConfirmacaoModo(3); + RejeicaoModo(2); + MinPercCorpoC1(0.5); + MinRangeC1(18); + ConfirmacaoC2MinPerc(0.55); + RazaoPavio(1.8); + GapMinPontos(10); + ToleranciaNivelDiaAnterior(15); + ScoreMinimoEntrada(3); + PeriodoMMECurta(9); + PeriodoMMEIntermediaria(20); + PeriodoMMELenta(50); + MaxBarrasPosicao(13); + HoraInicioJanela(900); + HoraFimJanela(910); + MaxTradesPorDia(1); + +var + oC1, hC1, lC1, cC1, rangeC1, corpoC1, pavioSupC1, pavioInfC1 : float; + fMaxDiaAtual, fMinDiaAtual, fMaxDiaAnterior, fMinDiaAnterior, fGapAbertura : float; + fMME9, fMME20, fMME50 : float; + fPosFechC1NoRange : float; + fCloseAnterior, fVolumeAnterior : float; + iDateAnterior : integer; + oAtual, hAtual, lAtual, cAtual, rangeAtual, corpoAtual : float; + iCandleDia, iBarrasPosicao, iTradesDia, iScoreCompra, iScoreVenda : integer; + bDiaNovo, bJanelaAtiva, bC1Valido, bDirecaoAlta, bDirecaoBaixa : boolean; + bSinalForteC1, bRejeicaoAtual : boolean; + bGapAlta, bGapBaixa, bEmMaxAnterior, bEmMinAnterior : boolean; + bGapNaRegiaoAlta, bGapNaRegiaoBaixa : boolean; + bC1DirecionalAlta, bC1DirecionalBaixa : boolean; + bC1RejeicaoAlta, bC1RejeicaoBaixa : boolean; + bFechamentoMediasAlta, bFechamentoMediasBaixa : boolean; + bSinalModoCompra, bSinalModoVenda : boolean; + +begin + iDateAnterior := Date[1]; + fCloseAnterior := Close[1]; + fVolumeAnterior := Volume[1]; + + bDiaNovo := Date <> iDateAnterior; + + if bDiaNovo then + begin + if iDateAnterior > 0 then + begin + fMaxDiaAnterior := fMaxDiaAtual; + fMinDiaAnterior := fMinDiaAtual; + end + else + begin + fMaxDiaAnterior := High; + fMinDiaAnterior := Low; + end; + + iCandleDia := 1; + iBarrasPosicao := 0; + iTradesDia := 0; + + oC1 := Open; + hC1 := High; + lC1 := Low; + cC1 := Close; + + fMaxDiaAtual := High; + fMinDiaAtual := Low; + fGapAbertura := Open - fCloseAnterior; + end + else + begin + iCandleDia := iCandleDia + 1; + + if High > fMaxDiaAtual then + fMaxDiaAtual := High; + + if Low < fMinDiaAtual then + fMinDiaAtual := Low; + end; + + bJanelaAtiva := (Time >= HoraInicioJanela) and (Time <= HoraFimJanela); + + fMME9 := MediaExp(PeriodoMMECurta, Close); + fMME20 := MediaExp(PeriodoMMEIntermediaria, Close); + fMME50 := MediaExp(PeriodoMMELenta, Close); + + rangeC1 := hC1 - lC1; + corpoC1 := Abs(cC1 - oC1); + + bDirecaoAlta := cC1 > oC1; + bDirecaoBaixa := cC1 < oC1; + bC1Valido := (rangeC1 >= MinRangeC1) and ((corpoC1 / Max(rangeC1, 0.01)) >= MinPercCorpoC1); + + pavioSupC1 := hC1 - Max(oC1, cC1); + pavioInfC1 := Min(oC1, cC1) - lC1; + + bGapAlta := fGapAbertura >= GapMinPontos; + bGapBaixa := fGapAbertura <= (-GapMinPontos); + + bEmMaxAnterior := (Abs(cC1 - fMaxDiaAnterior) <= ToleranciaNivelDiaAnterior) + or (Abs(hC1 - fMaxDiaAnterior) <= ToleranciaNivelDiaAnterior); + + bEmMinAnterior := (Abs(cC1 - fMinDiaAnterior) <= ToleranciaNivelDiaAnterior) + or (Abs(lC1 - fMinDiaAnterior) <= ToleranciaNivelDiaAnterior); + + bGapNaRegiaoAlta := bGapAlta and bEmMaxAnterior; + bGapNaRegiaoBaixa := bGapBaixa and bEmMinAnterior; + + fPosFechC1NoRange := (cC1 - lC1) / Max(rangeC1, 0.01); + + bC1DirecionalAlta := bDirecaoAlta + and bC1Valido + and ((corpoC1 / Max(rangeC1, 0.01)) >= ConfirmacaoC2MinPerc) + and (fPosFechC1NoRange >= 0.70); + + bC1DirecionalBaixa := bDirecaoBaixa + and bC1Valido + and ((corpoC1 / Max(rangeC1, 0.01)) >= ConfirmacaoC2MinPerc) + and (fPosFechC1NoRange <= 0.30); + + bC1RejeicaoAlta := bDirecaoAlta + and bC1Valido + and (pavioInfC1 >= (corpoC1 * RazaoPavio)) + and (fPosFechC1NoRange >= 0.55); + + bC1RejeicaoBaixa := bDirecaoBaixa + and bC1Valido + and (pavioSupC1 >= (corpoC1 * RazaoPavio)) + and (fPosFechC1NoRange <= 0.45); + + bFechamentoMediasAlta := (cC1 >= fMME9) and (cC1 >= fMME20) and (cC1 >= fMME50); + bFechamentoMediasBaixa := (cC1 <= fMME9) and (cC1 <= fMME20) and (cC1 <= fMME50); + + bSinalForteC1 := false; + bSinalModoCompra := false; + bSinalModoVenda := false; + + if ConfirmacaoModo = 1 then + begin + bSinalModoCompra := bC1DirecionalAlta; + bSinalModoVenda := bC1DirecionalBaixa; + end; + + if ConfirmacaoModo = 2 then + begin + bSinalModoCompra := bC1RejeicaoAlta; + bSinalModoVenda := bC1RejeicaoBaixa; + end; + + if ConfirmacaoModo = 3 then + begin + bSinalModoCompra := (bC1DirecionalAlta or bC1RejeicaoAlta) and (Volume > fVolumeAnterior); + bSinalModoVenda := (bC1DirecionalBaixa or bC1RejeicaoBaixa) and (Volume > fVolumeAnterior); + end; + + iScoreCompra := 0; + if bGapAlta then + iScoreCompra := iScoreCompra + 1; + if bEmMaxAnterior then + iScoreCompra := iScoreCompra + 1; + if bFechamentoMediasAlta then + iScoreCompra := iScoreCompra + 1; + if bSinalModoCompra then + iScoreCompra := iScoreCompra + 1; + + iScoreVenda := 0; + if bGapBaixa then + iScoreVenda := iScoreVenda + 1; + if bEmMinAnterior then + iScoreVenda := iScoreVenda + 1; + if bFechamentoMediasBaixa then + iScoreVenda := iScoreVenda + 1; + if bSinalModoVenda then + iScoreVenda := iScoreVenda + 1; + + if bDirecaoAlta then + bSinalForteC1 := iScoreCompra >= ScoreMinimoEntrada; + + if bDirecaoBaixa then + bSinalForteC1 := iScoreVenda >= ScoreMinimoEntrada; + + if (not IsBought) and (not IsSold) and bJanelaAtiva and (iTradesDia < MaxTradesPorDia) and (iCandleDia = 1) and bSinalForteC1 then + begin + if bDirecaoAlta then BuyAtMarket; + if bDirecaoBaixa then SellShortAtMarket; + iTradesDia := iTradesDia + 1; + iBarrasPosicao := 0; + end; + + if IsBought or IsSold then + iBarrasPosicao := iBarrasPosicao + 1 + else + iBarrasPosicao := 0; + + if IsBought or IsSold then + begin + oAtual := Open; + hAtual := High; + lAtual := Low; + cAtual := Close; + corpoAtual := Abs(cAtual - oAtual); + + bRejeicaoAtual := false; + + if RejeicaoModo = 1 then + bRejeicaoAtual := (IsBought and (cAtual < oAtual)) or (IsSold and (cAtual > oAtual)); + + if RejeicaoModo = 2 then + bRejeicaoAtual := (IsBought and ((hAtual - cAtual) > (corpoAtual * RazaoPavio))) + or (IsSold and ((cAtual - lAtual) > (corpoAtual * RazaoPavio))); + + if RejeicaoModo = 3 then + bRejeicaoAtual := (IsBought and (cAtual < hC1)) or (IsSold and (cAtual > lC1)); + + if ((iCandleDia >= 3) and bRejeicaoAtual) + or (iBarrasPosicao >= MaxBarrasPosicao) + or (iCandleDia >= 5) + or (Time > HoraFimJanela) then + ClosePosition; + end; +end; diff --git a/automacao_backtests/CANDLE1A4/versoes_tf_menor/robo_candle1a4_v25_cm1_rm3_tfcurto.txt b/automacao_backtests/CANDLE1A4/versoes_tf_menor/robo_candle1a4_v25_cm1_rm3_tfcurto.txt new file mode 100644 index 0000000..ef52d70 --- /dev/null +++ b/automacao_backtests/CANDLE1A4/versoes_tf_menor/robo_candle1a4_v25_cm1_rm3_tfcurto.txt @@ -0,0 +1,225 @@ +// Estrategia: robo_candle1a4_v25_cm1_rm3_tfcurto +// Tema: Candle1A4 - operacao apenas nos primeiros 5 candles do dia (grafico 2 min) +// Regras: Le leitura principal do gap no candle 1 + nivel do dia anterior, entrada no candle 1 com sinal forte, +// maximo 1 trade por dia, saida por rejeicao/tempo. +input + ConfirmacaoModo(1); + RejeicaoModo(3); + MinPercCorpoC1(0.55); + MinRangeC1(8); + ConfirmacaoC2MinPerc(0.4); + RazaoPavio(1.2); + GapMinPontos(10); + ToleranciaNivelDiaAnterior(15); + ScoreMinimoEntrada(3); + PeriodoMMECurta(9); + PeriodoMMEIntermediaria(20); + PeriodoMMELenta(50); + MaxBarrasPosicao(6); + HoraInicioJanela(900); + HoraFimJanela(910); + MaxTradesPorDia(1); + +var + oC1, hC1, lC1, cC1, rangeC1, corpoC1, pavioSupC1, pavioInfC1 : float; + fMaxDiaAtual, fMinDiaAtual, fMaxDiaAnterior, fMinDiaAnterior, fGapAbertura : float; + fMME9, fMME20, fMME50 : float; + fPosFechC1NoRange : float; + fCloseAnterior, fVolumeAnterior : float; + iDateAnterior : integer; + oAtual, hAtual, lAtual, cAtual, rangeAtual, corpoAtual : float; + iCandleDia, iBarrasPosicao, iTradesDia, iScoreCompra, iScoreVenda : integer; + bDiaNovo, bJanelaAtiva, bC1Valido, bDirecaoAlta, bDirecaoBaixa : boolean; + bSinalForteC1, bRejeicaoAtual : boolean; + bGapAlta, bGapBaixa, bEmMaxAnterior, bEmMinAnterior : boolean; + bGapNaRegiaoAlta, bGapNaRegiaoBaixa : boolean; + bC1DirecionalAlta, bC1DirecionalBaixa : boolean; + bC1RejeicaoAlta, bC1RejeicaoBaixa : boolean; + bFechamentoMediasAlta, bFechamentoMediasBaixa : boolean; + bSinalModoCompra, bSinalModoVenda : boolean; + +begin + iDateAnterior := Date[1]; + fCloseAnterior := Close[1]; + fVolumeAnterior := Volume[1]; + + bDiaNovo := Date <> iDateAnterior; + + if bDiaNovo then + begin + if iDateAnterior > 0 then + begin + fMaxDiaAnterior := fMaxDiaAtual; + fMinDiaAnterior := fMinDiaAtual; + end + else + begin + fMaxDiaAnterior := High; + fMinDiaAnterior := Low; + end; + + iCandleDia := 1; + iBarrasPosicao := 0; + iTradesDia := 0; + + oC1 := Open; + hC1 := High; + lC1 := Low; + cC1 := Close; + + fMaxDiaAtual := High; + fMinDiaAtual := Low; + fGapAbertura := Open - fCloseAnterior; + end + else + begin + iCandleDia := iCandleDia + 1; + + if High > fMaxDiaAtual then + fMaxDiaAtual := High; + + if Low < fMinDiaAtual then + fMinDiaAtual := Low; + end; + + bJanelaAtiva := (Time >= HoraInicioJanela) and (Time <= HoraFimJanela); + + fMME9 := MediaExp(PeriodoMMECurta, Close); + fMME20 := MediaExp(PeriodoMMEIntermediaria, Close); + fMME50 := MediaExp(PeriodoMMELenta, Close); + + rangeC1 := hC1 - lC1; + corpoC1 := Abs(cC1 - oC1); + + bDirecaoAlta := cC1 > oC1; + bDirecaoBaixa := cC1 < oC1; + bC1Valido := (rangeC1 >= MinRangeC1) and ((corpoC1 / Max(rangeC1, 0.01)) >= MinPercCorpoC1); + + pavioSupC1 := hC1 - Max(oC1, cC1); + pavioInfC1 := Min(oC1, cC1) - lC1; + + bGapAlta := fGapAbertura >= GapMinPontos; + bGapBaixa := fGapAbertura <= (-GapMinPontos); + + bEmMaxAnterior := (Abs(cC1 - fMaxDiaAnterior) <= ToleranciaNivelDiaAnterior) + or (Abs(hC1 - fMaxDiaAnterior) <= ToleranciaNivelDiaAnterior); + + bEmMinAnterior := (Abs(cC1 - fMinDiaAnterior) <= ToleranciaNivelDiaAnterior) + or (Abs(lC1 - fMinDiaAnterior) <= ToleranciaNivelDiaAnterior); + + bGapNaRegiaoAlta := bGapAlta and bEmMaxAnterior; + bGapNaRegiaoBaixa := bGapBaixa and bEmMinAnterior; + + fPosFechC1NoRange := (cC1 - lC1) / Max(rangeC1, 0.01); + + bC1DirecionalAlta := bDirecaoAlta + and bC1Valido + and ((corpoC1 / Max(rangeC1, 0.01)) >= ConfirmacaoC2MinPerc) + and (fPosFechC1NoRange >= 0.70); + + bC1DirecionalBaixa := bDirecaoBaixa + and bC1Valido + and ((corpoC1 / Max(rangeC1, 0.01)) >= ConfirmacaoC2MinPerc) + and (fPosFechC1NoRange <= 0.30); + + bC1RejeicaoAlta := bDirecaoAlta + and bC1Valido + and (pavioInfC1 >= (corpoC1 * RazaoPavio)) + and (fPosFechC1NoRange >= 0.55); + + bC1RejeicaoBaixa := bDirecaoBaixa + and bC1Valido + and (pavioSupC1 >= (corpoC1 * RazaoPavio)) + and (fPosFechC1NoRange <= 0.45); + + bFechamentoMediasAlta := (cC1 >= fMME9) and (cC1 >= fMME20) and (cC1 >= fMME50); + bFechamentoMediasBaixa := (cC1 <= fMME9) and (cC1 <= fMME20) and (cC1 <= fMME50); + + bSinalForteC1 := false; + bSinalModoCompra := false; + bSinalModoVenda := false; + + if ConfirmacaoModo = 1 then + begin + bSinalModoCompra := bC1DirecionalAlta; + bSinalModoVenda := bC1DirecionalBaixa; + end; + + if ConfirmacaoModo = 2 then + begin + bSinalModoCompra := bC1RejeicaoAlta; + bSinalModoVenda := bC1RejeicaoBaixa; + end; + + if ConfirmacaoModo = 3 then + begin + bSinalModoCompra := (bC1DirecionalAlta or bC1RejeicaoAlta) and (Volume > fVolumeAnterior); + bSinalModoVenda := (bC1DirecionalBaixa or bC1RejeicaoBaixa) and (Volume > fVolumeAnterior); + end; + + iScoreCompra := 0; + if bGapAlta then + iScoreCompra := iScoreCompra + 1; + if bEmMaxAnterior then + iScoreCompra := iScoreCompra + 1; + if bFechamentoMediasAlta then + iScoreCompra := iScoreCompra + 1; + if bSinalModoCompra then + iScoreCompra := iScoreCompra + 1; + + iScoreVenda := 0; + if bGapBaixa then + iScoreVenda := iScoreVenda + 1; + if bEmMinAnterior then + iScoreVenda := iScoreVenda + 1; + if bFechamentoMediasBaixa then + iScoreVenda := iScoreVenda + 1; + if bSinalModoVenda then + iScoreVenda := iScoreVenda + 1; + + if bDirecaoAlta then + bSinalForteC1 := iScoreCompra >= ScoreMinimoEntrada; + + if bDirecaoBaixa then + bSinalForteC1 := iScoreVenda >= ScoreMinimoEntrada; + + if (not IsBought) and (not IsSold) and bJanelaAtiva and (iTradesDia < MaxTradesPorDia) and (iCandleDia = 1) and bSinalForteC1 then + begin + if bDirecaoAlta then BuyAtMarket; + if bDirecaoBaixa then SellShortAtMarket; + iTradesDia := iTradesDia + 1; + iBarrasPosicao := 0; + end; + + if IsBought or IsSold then + iBarrasPosicao := iBarrasPosicao + 1 + else + iBarrasPosicao := 0; + + if IsBought or IsSold then + begin + oAtual := Open; + hAtual := High; + lAtual := Low; + cAtual := Close; + corpoAtual := Abs(cAtual - oAtual); + + bRejeicaoAtual := false; + + if RejeicaoModo = 1 then + bRejeicaoAtual := (IsBought and (cAtual < oAtual)) or (IsSold and (cAtual > oAtual)); + + if RejeicaoModo = 2 then + bRejeicaoAtual := (IsBought and ((hAtual - cAtual) > (corpoAtual * RazaoPavio))) + or (IsSold and ((cAtual - lAtual) > (corpoAtual * RazaoPavio))); + + if RejeicaoModo = 3 then + bRejeicaoAtual := (IsBought and (cAtual < hC1)) or (IsSold and (cAtual > lC1)); + + if ((iCandleDia >= 3) and bRejeicaoAtual) + or (iBarrasPosicao >= MaxBarrasPosicao) + or (iCandleDia >= 5) + or (Time > HoraFimJanela) then + ClosePosition; + end; +end; diff --git a/automacao_backtests/CANDLE1A4/versoes_tf_menor/robo_candle1a4_v27_cm3_rm3_tfcurto.txt b/automacao_backtests/CANDLE1A4/versoes_tf_menor/robo_candle1a4_v27_cm3_rm3_tfcurto.txt new file mode 100644 index 0000000..a207ccf --- /dev/null +++ b/automacao_backtests/CANDLE1A4/versoes_tf_menor/robo_candle1a4_v27_cm3_rm3_tfcurto.txt @@ -0,0 +1,225 @@ +// Estrategia: robo_candle1a4_v27_cm3_rm3_tfcurto +// Tema: Candle1A4 - operacao apenas nos primeiros 5 candles do dia (grafico 2 min) +// Regras: Le leitura principal do gap no candle 1 + nivel do dia anterior, entrada no candle 1 com sinal forte, +// maximo 1 trade por dia, saida por rejeicao/tempo. +input + ConfirmacaoModo(3); + RejeicaoModo(3); + MinPercCorpoC1(0.4); + MinRangeC1(12); + ConfirmacaoC2MinPerc(0.5); + RazaoPavio(1.6); + GapMinPontos(10); + ToleranciaNivelDiaAnterior(15); + ScoreMinimoEntrada(3); + PeriodoMMECurta(9); + PeriodoMMEIntermediaria(20); + PeriodoMMELenta(50); + MaxBarrasPosicao(8); + HoraInicioJanela(900); + HoraFimJanela(910); + MaxTradesPorDia(1); + +var + oC1, hC1, lC1, cC1, rangeC1, corpoC1, pavioSupC1, pavioInfC1 : float; + fMaxDiaAtual, fMinDiaAtual, fMaxDiaAnterior, fMinDiaAnterior, fGapAbertura : float; + fMME9, fMME20, fMME50 : float; + fPosFechC1NoRange : float; + fCloseAnterior, fVolumeAnterior : float; + iDateAnterior : integer; + oAtual, hAtual, lAtual, cAtual, rangeAtual, corpoAtual : float; + iCandleDia, iBarrasPosicao, iTradesDia, iScoreCompra, iScoreVenda : integer; + bDiaNovo, bJanelaAtiva, bC1Valido, bDirecaoAlta, bDirecaoBaixa : boolean; + bSinalForteC1, bRejeicaoAtual : boolean; + bGapAlta, bGapBaixa, bEmMaxAnterior, bEmMinAnterior : boolean; + bGapNaRegiaoAlta, bGapNaRegiaoBaixa : boolean; + bC1DirecionalAlta, bC1DirecionalBaixa : boolean; + bC1RejeicaoAlta, bC1RejeicaoBaixa : boolean; + bFechamentoMediasAlta, bFechamentoMediasBaixa : boolean; + bSinalModoCompra, bSinalModoVenda : boolean; + +begin + iDateAnterior := Date[1]; + fCloseAnterior := Close[1]; + fVolumeAnterior := Volume[1]; + + bDiaNovo := Date <> iDateAnterior; + + if bDiaNovo then + begin + if iDateAnterior > 0 then + begin + fMaxDiaAnterior := fMaxDiaAtual; + fMinDiaAnterior := fMinDiaAtual; + end + else + begin + fMaxDiaAnterior := High; + fMinDiaAnterior := Low; + end; + + iCandleDia := 1; + iBarrasPosicao := 0; + iTradesDia := 0; + + oC1 := Open; + hC1 := High; + lC1 := Low; + cC1 := Close; + + fMaxDiaAtual := High; + fMinDiaAtual := Low; + fGapAbertura := Open - fCloseAnterior; + end + else + begin + iCandleDia := iCandleDia + 1; + + if High > fMaxDiaAtual then + fMaxDiaAtual := High; + + if Low < fMinDiaAtual then + fMinDiaAtual := Low; + end; + + bJanelaAtiva := (Time >= HoraInicioJanela) and (Time <= HoraFimJanela); + + fMME9 := MediaExp(PeriodoMMECurta, Close); + fMME20 := MediaExp(PeriodoMMEIntermediaria, Close); + fMME50 := MediaExp(PeriodoMMELenta, Close); + + rangeC1 := hC1 - lC1; + corpoC1 := Abs(cC1 - oC1); + + bDirecaoAlta := cC1 > oC1; + bDirecaoBaixa := cC1 < oC1; + bC1Valido := (rangeC1 >= MinRangeC1) and ((corpoC1 / Max(rangeC1, 0.01)) >= MinPercCorpoC1); + + pavioSupC1 := hC1 - Max(oC1, cC1); + pavioInfC1 := Min(oC1, cC1) - lC1; + + bGapAlta := fGapAbertura >= GapMinPontos; + bGapBaixa := fGapAbertura <= (-GapMinPontos); + + bEmMaxAnterior := (Abs(cC1 - fMaxDiaAnterior) <= ToleranciaNivelDiaAnterior) + or (Abs(hC1 - fMaxDiaAnterior) <= ToleranciaNivelDiaAnterior); + + bEmMinAnterior := (Abs(cC1 - fMinDiaAnterior) <= ToleranciaNivelDiaAnterior) + or (Abs(lC1 - fMinDiaAnterior) <= ToleranciaNivelDiaAnterior); + + bGapNaRegiaoAlta := bGapAlta and bEmMaxAnterior; + bGapNaRegiaoBaixa := bGapBaixa and bEmMinAnterior; + + fPosFechC1NoRange := (cC1 - lC1) / Max(rangeC1, 0.01); + + bC1DirecionalAlta := bDirecaoAlta + and bC1Valido + and ((corpoC1 / Max(rangeC1, 0.01)) >= ConfirmacaoC2MinPerc) + and (fPosFechC1NoRange >= 0.70); + + bC1DirecionalBaixa := bDirecaoBaixa + and bC1Valido + and ((corpoC1 / Max(rangeC1, 0.01)) >= ConfirmacaoC2MinPerc) + and (fPosFechC1NoRange <= 0.30); + + bC1RejeicaoAlta := bDirecaoAlta + and bC1Valido + and (pavioInfC1 >= (corpoC1 * RazaoPavio)) + and (fPosFechC1NoRange >= 0.55); + + bC1RejeicaoBaixa := bDirecaoBaixa + and bC1Valido + and (pavioSupC1 >= (corpoC1 * RazaoPavio)) + and (fPosFechC1NoRange <= 0.45); + + bFechamentoMediasAlta := (cC1 >= fMME9) and (cC1 >= fMME20) and (cC1 >= fMME50); + bFechamentoMediasBaixa := (cC1 <= fMME9) and (cC1 <= fMME20) and (cC1 <= fMME50); + + bSinalForteC1 := false; + bSinalModoCompra := false; + bSinalModoVenda := false; + + if ConfirmacaoModo = 1 then + begin + bSinalModoCompra := bC1DirecionalAlta; + bSinalModoVenda := bC1DirecionalBaixa; + end; + + if ConfirmacaoModo = 2 then + begin + bSinalModoCompra := bC1RejeicaoAlta; + bSinalModoVenda := bC1RejeicaoBaixa; + end; + + if ConfirmacaoModo = 3 then + begin + bSinalModoCompra := (bC1DirecionalAlta or bC1RejeicaoAlta) and (Volume > fVolumeAnterior); + bSinalModoVenda := (bC1DirecionalBaixa or bC1RejeicaoBaixa) and (Volume > fVolumeAnterior); + end; + + iScoreCompra := 0; + if bGapAlta then + iScoreCompra := iScoreCompra + 1; + if bEmMaxAnterior then + iScoreCompra := iScoreCompra + 1; + if bFechamentoMediasAlta then + iScoreCompra := iScoreCompra + 1; + if bSinalModoCompra then + iScoreCompra := iScoreCompra + 1; + + iScoreVenda := 0; + if bGapBaixa then + iScoreVenda := iScoreVenda + 1; + if bEmMinAnterior then + iScoreVenda := iScoreVenda + 1; + if bFechamentoMediasBaixa then + iScoreVenda := iScoreVenda + 1; + if bSinalModoVenda then + iScoreVenda := iScoreVenda + 1; + + if bDirecaoAlta then + bSinalForteC1 := iScoreCompra >= ScoreMinimoEntrada; + + if bDirecaoBaixa then + bSinalForteC1 := iScoreVenda >= ScoreMinimoEntrada; + + if (not IsBought) and (not IsSold) and bJanelaAtiva and (iTradesDia < MaxTradesPorDia) and (iCandleDia = 1) and bSinalForteC1 then + begin + if bDirecaoAlta then BuyAtMarket; + if bDirecaoBaixa then SellShortAtMarket; + iTradesDia := iTradesDia + 1; + iBarrasPosicao := 0; + end; + + if IsBought or IsSold then + iBarrasPosicao := iBarrasPosicao + 1 + else + iBarrasPosicao := 0; + + if IsBought or IsSold then + begin + oAtual := Open; + hAtual := High; + lAtual := Low; + cAtual := Close; + corpoAtual := Abs(cAtual - oAtual); + + bRejeicaoAtual := false; + + if RejeicaoModo = 1 then + bRejeicaoAtual := (IsBought and (cAtual < oAtual)) or (IsSold and (cAtual > oAtual)); + + if RejeicaoModo = 2 then + bRejeicaoAtual := (IsBought and ((hAtual - cAtual) > (corpoAtual * RazaoPavio))) + or (IsSold and ((cAtual - lAtual) > (corpoAtual * RazaoPavio))); + + if RejeicaoModo = 3 then + bRejeicaoAtual := (IsBought and (cAtual < hC1)) or (IsSold and (cAtual > lC1)); + + if ((iCandleDia >= 3) and bRejeicaoAtual) + or (iBarrasPosicao >= MaxBarrasPosicao) + or (iCandleDia >= 5) + or (Time > HoraFimJanela) then + ClosePosition; + end; +end; diff --git a/automacao_backtests/CANDLE1A4/versoes_tf_menor/robo_candle1a4_v28_cm1_rm1_tfcurto.txt b/automacao_backtests/CANDLE1A4/versoes_tf_menor/robo_candle1a4_v28_cm1_rm1_tfcurto.txt new file mode 100644 index 0000000..185d809 --- /dev/null +++ b/automacao_backtests/CANDLE1A4/versoes_tf_menor/robo_candle1a4_v28_cm1_rm1_tfcurto.txt @@ -0,0 +1,225 @@ +// Estrategia: robo_candle1a4_v28_cm1_rm1_tfcurto +// Tema: Candle1A4 - operacao apenas nos primeiros 5 candles do dia (grafico 2 min) +// Regras: Le leitura principal do gap no candle 1 + nivel do dia anterior, entrada no candle 1 com sinal forte, +// maximo 1 trade por dia, saida por rejeicao/tempo. +input + ConfirmacaoModo(1); + RejeicaoModo(1); + MinPercCorpoC1(0.45); + MinRangeC1(14); + ConfirmacaoC2MinPerc(0.55); + RazaoPavio(1.8); + GapMinPontos(10); + ToleranciaNivelDiaAnterior(15); + ScoreMinimoEntrada(3); + PeriodoMMECurta(9); + PeriodoMMEIntermediaria(20); + PeriodoMMELenta(50); + MaxBarrasPosicao(9); + HoraInicioJanela(900); + HoraFimJanela(910); + MaxTradesPorDia(1); + +var + oC1, hC1, lC1, cC1, rangeC1, corpoC1, pavioSupC1, pavioInfC1 : float; + fMaxDiaAtual, fMinDiaAtual, fMaxDiaAnterior, fMinDiaAnterior, fGapAbertura : float; + fMME9, fMME20, fMME50 : float; + fPosFechC1NoRange : float; + fCloseAnterior, fVolumeAnterior : float; + iDateAnterior : integer; + oAtual, hAtual, lAtual, cAtual, rangeAtual, corpoAtual : float; + iCandleDia, iBarrasPosicao, iTradesDia, iScoreCompra, iScoreVenda : integer; + bDiaNovo, bJanelaAtiva, bC1Valido, bDirecaoAlta, bDirecaoBaixa : boolean; + bSinalForteC1, bRejeicaoAtual : boolean; + bGapAlta, bGapBaixa, bEmMaxAnterior, bEmMinAnterior : boolean; + bGapNaRegiaoAlta, bGapNaRegiaoBaixa : boolean; + bC1DirecionalAlta, bC1DirecionalBaixa : boolean; + bC1RejeicaoAlta, bC1RejeicaoBaixa : boolean; + bFechamentoMediasAlta, bFechamentoMediasBaixa : boolean; + bSinalModoCompra, bSinalModoVenda : boolean; + +begin + iDateAnterior := Date[1]; + fCloseAnterior := Close[1]; + fVolumeAnterior := Volume[1]; + + bDiaNovo := Date <> iDateAnterior; + + if bDiaNovo then + begin + if iDateAnterior > 0 then + begin + fMaxDiaAnterior := fMaxDiaAtual; + fMinDiaAnterior := fMinDiaAtual; + end + else + begin + fMaxDiaAnterior := High; + fMinDiaAnterior := Low; + end; + + iCandleDia := 1; + iBarrasPosicao := 0; + iTradesDia := 0; + + oC1 := Open; + hC1 := High; + lC1 := Low; + cC1 := Close; + + fMaxDiaAtual := High; + fMinDiaAtual := Low; + fGapAbertura := Open - fCloseAnterior; + end + else + begin + iCandleDia := iCandleDia + 1; + + if High > fMaxDiaAtual then + fMaxDiaAtual := High; + + if Low < fMinDiaAtual then + fMinDiaAtual := Low; + end; + + bJanelaAtiva := (Time >= HoraInicioJanela) and (Time <= HoraFimJanela); + + fMME9 := MediaExp(PeriodoMMECurta, Close); + fMME20 := MediaExp(PeriodoMMEIntermediaria, Close); + fMME50 := MediaExp(PeriodoMMELenta, Close); + + rangeC1 := hC1 - lC1; + corpoC1 := Abs(cC1 - oC1); + + bDirecaoAlta := cC1 > oC1; + bDirecaoBaixa := cC1 < oC1; + bC1Valido := (rangeC1 >= MinRangeC1) and ((corpoC1 / Max(rangeC1, 0.01)) >= MinPercCorpoC1); + + pavioSupC1 := hC1 - Max(oC1, cC1); + pavioInfC1 := Min(oC1, cC1) - lC1; + + bGapAlta := fGapAbertura >= GapMinPontos; + bGapBaixa := fGapAbertura <= (-GapMinPontos); + + bEmMaxAnterior := (Abs(cC1 - fMaxDiaAnterior) <= ToleranciaNivelDiaAnterior) + or (Abs(hC1 - fMaxDiaAnterior) <= ToleranciaNivelDiaAnterior); + + bEmMinAnterior := (Abs(cC1 - fMinDiaAnterior) <= ToleranciaNivelDiaAnterior) + or (Abs(lC1 - fMinDiaAnterior) <= ToleranciaNivelDiaAnterior); + + bGapNaRegiaoAlta := bGapAlta and bEmMaxAnterior; + bGapNaRegiaoBaixa := bGapBaixa and bEmMinAnterior; + + fPosFechC1NoRange := (cC1 - lC1) / Max(rangeC1, 0.01); + + bC1DirecionalAlta := bDirecaoAlta + and bC1Valido + and ((corpoC1 / Max(rangeC1, 0.01)) >= ConfirmacaoC2MinPerc) + and (fPosFechC1NoRange >= 0.70); + + bC1DirecionalBaixa := bDirecaoBaixa + and bC1Valido + and ((corpoC1 / Max(rangeC1, 0.01)) >= ConfirmacaoC2MinPerc) + and (fPosFechC1NoRange <= 0.30); + + bC1RejeicaoAlta := bDirecaoAlta + and bC1Valido + and (pavioInfC1 >= (corpoC1 * RazaoPavio)) + and (fPosFechC1NoRange >= 0.55); + + bC1RejeicaoBaixa := bDirecaoBaixa + and bC1Valido + and (pavioSupC1 >= (corpoC1 * RazaoPavio)) + and (fPosFechC1NoRange <= 0.45); + + bFechamentoMediasAlta := (cC1 >= fMME9) and (cC1 >= fMME20) and (cC1 >= fMME50); + bFechamentoMediasBaixa := (cC1 <= fMME9) and (cC1 <= fMME20) and (cC1 <= fMME50); + + bSinalForteC1 := false; + bSinalModoCompra := false; + bSinalModoVenda := false; + + if ConfirmacaoModo = 1 then + begin + bSinalModoCompra := bC1DirecionalAlta; + bSinalModoVenda := bC1DirecionalBaixa; + end; + + if ConfirmacaoModo = 2 then + begin + bSinalModoCompra := bC1RejeicaoAlta; + bSinalModoVenda := bC1RejeicaoBaixa; + end; + + if ConfirmacaoModo = 3 then + begin + bSinalModoCompra := (bC1DirecionalAlta or bC1RejeicaoAlta) and (Volume > fVolumeAnterior); + bSinalModoVenda := (bC1DirecionalBaixa or bC1RejeicaoBaixa) and (Volume > fVolumeAnterior); + end; + + iScoreCompra := 0; + if bGapAlta then + iScoreCompra := iScoreCompra + 1; + if bEmMaxAnterior then + iScoreCompra := iScoreCompra + 1; + if bFechamentoMediasAlta then + iScoreCompra := iScoreCompra + 1; + if bSinalModoCompra then + iScoreCompra := iScoreCompra + 1; + + iScoreVenda := 0; + if bGapBaixa then + iScoreVenda := iScoreVenda + 1; + if bEmMinAnterior then + iScoreVenda := iScoreVenda + 1; + if bFechamentoMediasBaixa then + iScoreVenda := iScoreVenda + 1; + if bSinalModoVenda then + iScoreVenda := iScoreVenda + 1; + + if bDirecaoAlta then + bSinalForteC1 := iScoreCompra >= ScoreMinimoEntrada; + + if bDirecaoBaixa then + bSinalForteC1 := iScoreVenda >= ScoreMinimoEntrada; + + if (not IsBought) and (not IsSold) and bJanelaAtiva and (iTradesDia < MaxTradesPorDia) and (iCandleDia = 1) and bSinalForteC1 then + begin + if bDirecaoAlta then BuyAtMarket; + if bDirecaoBaixa then SellShortAtMarket; + iTradesDia := iTradesDia + 1; + iBarrasPosicao := 0; + end; + + if IsBought or IsSold then + iBarrasPosicao := iBarrasPosicao + 1 + else + iBarrasPosicao := 0; + + if IsBought or IsSold then + begin + oAtual := Open; + hAtual := High; + lAtual := Low; + cAtual := Close; + corpoAtual := Abs(cAtual - oAtual); + + bRejeicaoAtual := false; + + if RejeicaoModo = 1 then + bRejeicaoAtual := (IsBought and (cAtual < oAtual)) or (IsSold and (cAtual > oAtual)); + + if RejeicaoModo = 2 then + bRejeicaoAtual := (IsBought and ((hAtual - cAtual) > (corpoAtual * RazaoPavio))) + or (IsSold and ((cAtual - lAtual) > (corpoAtual * RazaoPavio))); + + if RejeicaoModo = 3 then + bRejeicaoAtual := (IsBought and (cAtual < hC1)) or (IsSold and (cAtual > lC1)); + + if ((iCandleDia >= 3) and bRejeicaoAtual) + or (iBarrasPosicao >= MaxBarrasPosicao) + or (iCandleDia >= 5) + or (Time > HoraFimJanela) then + ClosePosition; + end; +end; diff --git a/automacao_backtests/CANDLE1A4/versoes_tf_menor/robo_candle1a4_v30_cm3_rm1_tfcurto.txt b/automacao_backtests/CANDLE1A4/versoes_tf_menor/robo_candle1a4_v30_cm3_rm1_tfcurto.txt new file mode 100644 index 0000000..8b2dcf2 --- /dev/null +++ b/automacao_backtests/CANDLE1A4/versoes_tf_menor/robo_candle1a4_v30_cm3_rm1_tfcurto.txt @@ -0,0 +1,225 @@ +// Estrategia: robo_candle1a4_v30_cm3_rm1_tfcurto +// Tema: Candle1A4 - operacao apenas nos primeiros 5 candles do dia (grafico 2 min) +// Regras: Le leitura principal do gap no candle 1 + nivel do dia anterior, entrada no candle 1 com sinal forte, +// maximo 1 trade por dia, saida por rejeicao/tempo. +input + ConfirmacaoModo(3); + RejeicaoModo(1); + MinPercCorpoC1(0.55); + MinRangeC1(18); + ConfirmacaoC2MinPerc(0.45); + RazaoPavio(1.4); + GapMinPontos(10); + ToleranciaNivelDiaAnterior(15); + ScoreMinimoEntrada(3); + PeriodoMMECurta(9); + PeriodoMMEIntermediaria(20); + PeriodoMMELenta(50); + MaxBarrasPosicao(11); + HoraInicioJanela(900); + HoraFimJanela(910); + MaxTradesPorDia(1); + +var + oC1, hC1, lC1, cC1, rangeC1, corpoC1, pavioSupC1, pavioInfC1 : float; + fMaxDiaAtual, fMinDiaAtual, fMaxDiaAnterior, fMinDiaAnterior, fGapAbertura : float; + fMME9, fMME20, fMME50 : float; + fPosFechC1NoRange : float; + fCloseAnterior, fVolumeAnterior : float; + iDateAnterior : integer; + oAtual, hAtual, lAtual, cAtual, rangeAtual, corpoAtual : float; + iCandleDia, iBarrasPosicao, iTradesDia, iScoreCompra, iScoreVenda : integer; + bDiaNovo, bJanelaAtiva, bC1Valido, bDirecaoAlta, bDirecaoBaixa : boolean; + bSinalForteC1, bRejeicaoAtual : boolean; + bGapAlta, bGapBaixa, bEmMaxAnterior, bEmMinAnterior : boolean; + bGapNaRegiaoAlta, bGapNaRegiaoBaixa : boolean; + bC1DirecionalAlta, bC1DirecionalBaixa : boolean; + bC1RejeicaoAlta, bC1RejeicaoBaixa : boolean; + bFechamentoMediasAlta, bFechamentoMediasBaixa : boolean; + bSinalModoCompra, bSinalModoVenda : boolean; + +begin + iDateAnterior := Date[1]; + fCloseAnterior := Close[1]; + fVolumeAnterior := Volume[1]; + + bDiaNovo := Date <> iDateAnterior; + + if bDiaNovo then + begin + if iDateAnterior > 0 then + begin + fMaxDiaAnterior := fMaxDiaAtual; + fMinDiaAnterior := fMinDiaAtual; + end + else + begin + fMaxDiaAnterior := High; + fMinDiaAnterior := Low; + end; + + iCandleDia := 1; + iBarrasPosicao := 0; + iTradesDia := 0; + + oC1 := Open; + hC1 := High; + lC1 := Low; + cC1 := Close; + + fMaxDiaAtual := High; + fMinDiaAtual := Low; + fGapAbertura := Open - fCloseAnterior; + end + else + begin + iCandleDia := iCandleDia + 1; + + if High > fMaxDiaAtual then + fMaxDiaAtual := High; + + if Low < fMinDiaAtual then + fMinDiaAtual := Low; + end; + + bJanelaAtiva := (Time >= HoraInicioJanela) and (Time <= HoraFimJanela); + + fMME9 := MediaExp(PeriodoMMECurta, Close); + fMME20 := MediaExp(PeriodoMMEIntermediaria, Close); + fMME50 := MediaExp(PeriodoMMELenta, Close); + + rangeC1 := hC1 - lC1; + corpoC1 := Abs(cC1 - oC1); + + bDirecaoAlta := cC1 > oC1; + bDirecaoBaixa := cC1 < oC1; + bC1Valido := (rangeC1 >= MinRangeC1) and ((corpoC1 / Max(rangeC1, 0.01)) >= MinPercCorpoC1); + + pavioSupC1 := hC1 - Max(oC1, cC1); + pavioInfC1 := Min(oC1, cC1) - lC1; + + bGapAlta := fGapAbertura >= GapMinPontos; + bGapBaixa := fGapAbertura <= (-GapMinPontos); + + bEmMaxAnterior := (Abs(cC1 - fMaxDiaAnterior) <= ToleranciaNivelDiaAnterior) + or (Abs(hC1 - fMaxDiaAnterior) <= ToleranciaNivelDiaAnterior); + + bEmMinAnterior := (Abs(cC1 - fMinDiaAnterior) <= ToleranciaNivelDiaAnterior) + or (Abs(lC1 - fMinDiaAnterior) <= ToleranciaNivelDiaAnterior); + + bGapNaRegiaoAlta := bGapAlta and bEmMaxAnterior; + bGapNaRegiaoBaixa := bGapBaixa and bEmMinAnterior; + + fPosFechC1NoRange := (cC1 - lC1) / Max(rangeC1, 0.01); + + bC1DirecionalAlta := bDirecaoAlta + and bC1Valido + and ((corpoC1 / Max(rangeC1, 0.01)) >= ConfirmacaoC2MinPerc) + and (fPosFechC1NoRange >= 0.70); + + bC1DirecionalBaixa := bDirecaoBaixa + and bC1Valido + and ((corpoC1 / Max(rangeC1, 0.01)) >= ConfirmacaoC2MinPerc) + and (fPosFechC1NoRange <= 0.30); + + bC1RejeicaoAlta := bDirecaoAlta + and bC1Valido + and (pavioInfC1 >= (corpoC1 * RazaoPavio)) + and (fPosFechC1NoRange >= 0.55); + + bC1RejeicaoBaixa := bDirecaoBaixa + and bC1Valido + and (pavioSupC1 >= (corpoC1 * RazaoPavio)) + and (fPosFechC1NoRange <= 0.45); + + bFechamentoMediasAlta := (cC1 >= fMME9) and (cC1 >= fMME20) and (cC1 >= fMME50); + bFechamentoMediasBaixa := (cC1 <= fMME9) and (cC1 <= fMME20) and (cC1 <= fMME50); + + bSinalForteC1 := false; + bSinalModoCompra := false; + bSinalModoVenda := false; + + if ConfirmacaoModo = 1 then + begin + bSinalModoCompra := bC1DirecionalAlta; + bSinalModoVenda := bC1DirecionalBaixa; + end; + + if ConfirmacaoModo = 2 then + begin + bSinalModoCompra := bC1RejeicaoAlta; + bSinalModoVenda := bC1RejeicaoBaixa; + end; + + if ConfirmacaoModo = 3 then + begin + bSinalModoCompra := (bC1DirecionalAlta or bC1RejeicaoAlta) and (Volume > fVolumeAnterior); + bSinalModoVenda := (bC1DirecionalBaixa or bC1RejeicaoBaixa) and (Volume > fVolumeAnterior); + end; + + iScoreCompra := 0; + if bGapAlta then + iScoreCompra := iScoreCompra + 1; + if bEmMaxAnterior then + iScoreCompra := iScoreCompra + 1; + if bFechamentoMediasAlta then + iScoreCompra := iScoreCompra + 1; + if bSinalModoCompra then + iScoreCompra := iScoreCompra + 1; + + iScoreVenda := 0; + if bGapBaixa then + iScoreVenda := iScoreVenda + 1; + if bEmMinAnterior then + iScoreVenda := iScoreVenda + 1; + if bFechamentoMediasBaixa then + iScoreVenda := iScoreVenda + 1; + if bSinalModoVenda then + iScoreVenda := iScoreVenda + 1; + + if bDirecaoAlta then + bSinalForteC1 := iScoreCompra >= ScoreMinimoEntrada; + + if bDirecaoBaixa then + bSinalForteC1 := iScoreVenda >= ScoreMinimoEntrada; + + if (not IsBought) and (not IsSold) and bJanelaAtiva and (iTradesDia < MaxTradesPorDia) and (iCandleDia = 1) and bSinalForteC1 then + begin + if bDirecaoAlta then BuyAtMarket; + if bDirecaoBaixa then SellShortAtMarket; + iTradesDia := iTradesDia + 1; + iBarrasPosicao := 0; + end; + + if IsBought or IsSold then + iBarrasPosicao := iBarrasPosicao + 1 + else + iBarrasPosicao := 0; + + if IsBought or IsSold then + begin + oAtual := Open; + hAtual := High; + lAtual := Low; + cAtual := Close; + corpoAtual := Abs(cAtual - oAtual); + + bRejeicaoAtual := false; + + if RejeicaoModo = 1 then + bRejeicaoAtual := (IsBought and (cAtual < oAtual)) or (IsSold and (cAtual > oAtual)); + + if RejeicaoModo = 2 then + bRejeicaoAtual := (IsBought and ((hAtual - cAtual) > (corpoAtual * RazaoPavio))) + or (IsSold and ((cAtual - lAtual) > (corpoAtual * RazaoPavio))); + + if RejeicaoModo = 3 then + bRejeicaoAtual := (IsBought and (cAtual < hC1)) or (IsSold and (cAtual > lC1)); + + if ((iCandleDia >= 3) and bRejeicaoAtual) + or (iBarrasPosicao >= MaxBarrasPosicao) + or (iCandleDia >= 5) + or (Time > HoraFimJanela) then + ClosePosition; + end; +end; diff --git a/automacao_backtests/CANDLE1A4/versoes_tf_menor/robo_candle1a4_v31_cm1_rm2_tfcurto.txt b/automacao_backtests/CANDLE1A4/versoes_tf_menor/robo_candle1a4_v31_cm1_rm2_tfcurto.txt new file mode 100644 index 0000000..9ea1ae3 --- /dev/null +++ b/automacao_backtests/CANDLE1A4/versoes_tf_menor/robo_candle1a4_v31_cm1_rm2_tfcurto.txt @@ -0,0 +1,225 @@ +// Estrategia: robo_candle1a4_v31_cm1_rm2_tfcurto +// Tema: Candle1A4 - operacao apenas nos primeiros 5 candles do dia (grafico 2 min) +// Regras: Le leitura principal do gap no candle 1 + nivel do dia anterior, entrada no candle 1 com sinal forte, +// maximo 1 trade por dia, saida por rejeicao/tempo. +input + ConfirmacaoModo(1); + RejeicaoModo(2); + MinPercCorpoC1(0.35); + MinRangeC1(8); + ConfirmacaoC2MinPerc(0.5); + RazaoPavio(1.6); + GapMinPontos(10); + ToleranciaNivelDiaAnterior(15); + ScoreMinimoEntrada(3); + PeriodoMMECurta(9); + PeriodoMMEIntermediaria(20); + PeriodoMMELenta(50); + MaxBarrasPosicao(12); + HoraInicioJanela(900); + HoraFimJanela(910); + MaxTradesPorDia(1); + +var + oC1, hC1, lC1, cC1, rangeC1, corpoC1, pavioSupC1, pavioInfC1 : float; + fMaxDiaAtual, fMinDiaAtual, fMaxDiaAnterior, fMinDiaAnterior, fGapAbertura : float; + fMME9, fMME20, fMME50 : float; + fPosFechC1NoRange : float; + fCloseAnterior, fVolumeAnterior : float; + iDateAnterior : integer; + oAtual, hAtual, lAtual, cAtual, rangeAtual, corpoAtual : float; + iCandleDia, iBarrasPosicao, iTradesDia, iScoreCompra, iScoreVenda : integer; + bDiaNovo, bJanelaAtiva, bC1Valido, bDirecaoAlta, bDirecaoBaixa : boolean; + bSinalForteC1, bRejeicaoAtual : boolean; + bGapAlta, bGapBaixa, bEmMaxAnterior, bEmMinAnterior : boolean; + bGapNaRegiaoAlta, bGapNaRegiaoBaixa : boolean; + bC1DirecionalAlta, bC1DirecionalBaixa : boolean; + bC1RejeicaoAlta, bC1RejeicaoBaixa : boolean; + bFechamentoMediasAlta, bFechamentoMediasBaixa : boolean; + bSinalModoCompra, bSinalModoVenda : boolean; + +begin + iDateAnterior := Date[1]; + fCloseAnterior := Close[1]; + fVolumeAnterior := Volume[1]; + + bDiaNovo := Date <> iDateAnterior; + + if bDiaNovo then + begin + if iDateAnterior > 0 then + begin + fMaxDiaAnterior := fMaxDiaAtual; + fMinDiaAnterior := fMinDiaAtual; + end + else + begin + fMaxDiaAnterior := High; + fMinDiaAnterior := Low; + end; + + iCandleDia := 1; + iBarrasPosicao := 0; + iTradesDia := 0; + + oC1 := Open; + hC1 := High; + lC1 := Low; + cC1 := Close; + + fMaxDiaAtual := High; + fMinDiaAtual := Low; + fGapAbertura := Open - fCloseAnterior; + end + else + begin + iCandleDia := iCandleDia + 1; + + if High > fMaxDiaAtual then + fMaxDiaAtual := High; + + if Low < fMinDiaAtual then + fMinDiaAtual := Low; + end; + + bJanelaAtiva := (Time >= HoraInicioJanela) and (Time <= HoraFimJanela); + + fMME9 := MediaExp(PeriodoMMECurta, Close); + fMME20 := MediaExp(PeriodoMMEIntermediaria, Close); + fMME50 := MediaExp(PeriodoMMELenta, Close); + + rangeC1 := hC1 - lC1; + corpoC1 := Abs(cC1 - oC1); + + bDirecaoAlta := cC1 > oC1; + bDirecaoBaixa := cC1 < oC1; + bC1Valido := (rangeC1 >= MinRangeC1) and ((corpoC1 / Max(rangeC1, 0.01)) >= MinPercCorpoC1); + + pavioSupC1 := hC1 - Max(oC1, cC1); + pavioInfC1 := Min(oC1, cC1) - lC1; + + bGapAlta := fGapAbertura >= GapMinPontos; + bGapBaixa := fGapAbertura <= (-GapMinPontos); + + bEmMaxAnterior := (Abs(cC1 - fMaxDiaAnterior) <= ToleranciaNivelDiaAnterior) + or (Abs(hC1 - fMaxDiaAnterior) <= ToleranciaNivelDiaAnterior); + + bEmMinAnterior := (Abs(cC1 - fMinDiaAnterior) <= ToleranciaNivelDiaAnterior) + or (Abs(lC1 - fMinDiaAnterior) <= ToleranciaNivelDiaAnterior); + + bGapNaRegiaoAlta := bGapAlta and bEmMaxAnterior; + bGapNaRegiaoBaixa := bGapBaixa and bEmMinAnterior; + + fPosFechC1NoRange := (cC1 - lC1) / Max(rangeC1, 0.01); + + bC1DirecionalAlta := bDirecaoAlta + and bC1Valido + and ((corpoC1 / Max(rangeC1, 0.01)) >= ConfirmacaoC2MinPerc) + and (fPosFechC1NoRange >= 0.70); + + bC1DirecionalBaixa := bDirecaoBaixa + and bC1Valido + and ((corpoC1 / Max(rangeC1, 0.01)) >= ConfirmacaoC2MinPerc) + and (fPosFechC1NoRange <= 0.30); + + bC1RejeicaoAlta := bDirecaoAlta + and bC1Valido + and (pavioInfC1 >= (corpoC1 * RazaoPavio)) + and (fPosFechC1NoRange >= 0.55); + + bC1RejeicaoBaixa := bDirecaoBaixa + and bC1Valido + and (pavioSupC1 >= (corpoC1 * RazaoPavio)) + and (fPosFechC1NoRange <= 0.45); + + bFechamentoMediasAlta := (cC1 >= fMME9) and (cC1 >= fMME20) and (cC1 >= fMME50); + bFechamentoMediasBaixa := (cC1 <= fMME9) and (cC1 <= fMME20) and (cC1 <= fMME50); + + bSinalForteC1 := false; + bSinalModoCompra := false; + bSinalModoVenda := false; + + if ConfirmacaoModo = 1 then + begin + bSinalModoCompra := bC1DirecionalAlta; + bSinalModoVenda := bC1DirecionalBaixa; + end; + + if ConfirmacaoModo = 2 then + begin + bSinalModoCompra := bC1RejeicaoAlta; + bSinalModoVenda := bC1RejeicaoBaixa; + end; + + if ConfirmacaoModo = 3 then + begin + bSinalModoCompra := (bC1DirecionalAlta or bC1RejeicaoAlta) and (Volume > fVolumeAnterior); + bSinalModoVenda := (bC1DirecionalBaixa or bC1RejeicaoBaixa) and (Volume > fVolumeAnterior); + end; + + iScoreCompra := 0; + if bGapAlta then + iScoreCompra := iScoreCompra + 1; + if bEmMaxAnterior then + iScoreCompra := iScoreCompra + 1; + if bFechamentoMediasAlta then + iScoreCompra := iScoreCompra + 1; + if bSinalModoCompra then + iScoreCompra := iScoreCompra + 1; + + iScoreVenda := 0; + if bGapBaixa then + iScoreVenda := iScoreVenda + 1; + if bEmMinAnterior then + iScoreVenda := iScoreVenda + 1; + if bFechamentoMediasBaixa then + iScoreVenda := iScoreVenda + 1; + if bSinalModoVenda then + iScoreVenda := iScoreVenda + 1; + + if bDirecaoAlta then + bSinalForteC1 := iScoreCompra >= ScoreMinimoEntrada; + + if bDirecaoBaixa then + bSinalForteC1 := iScoreVenda >= ScoreMinimoEntrada; + + if (not IsBought) and (not IsSold) and bJanelaAtiva and (iTradesDia < MaxTradesPorDia) and (iCandleDia = 1) and bSinalForteC1 then + begin + if bDirecaoAlta then BuyAtMarket; + if bDirecaoBaixa then SellShortAtMarket; + iTradesDia := iTradesDia + 1; + iBarrasPosicao := 0; + end; + + if IsBought or IsSold then + iBarrasPosicao := iBarrasPosicao + 1 + else + iBarrasPosicao := 0; + + if IsBought or IsSold then + begin + oAtual := Open; + hAtual := High; + lAtual := Low; + cAtual := Close; + corpoAtual := Abs(cAtual - oAtual); + + bRejeicaoAtual := false; + + if RejeicaoModo = 1 then + bRejeicaoAtual := (IsBought and (cAtual < oAtual)) or (IsSold and (cAtual > oAtual)); + + if RejeicaoModo = 2 then + bRejeicaoAtual := (IsBought and ((hAtual - cAtual) > (corpoAtual * RazaoPavio))) + or (IsSold and ((cAtual - lAtual) > (corpoAtual * RazaoPavio))); + + if RejeicaoModo = 3 then + bRejeicaoAtual := (IsBought and (cAtual < hC1)) or (IsSold and (cAtual > lC1)); + + if ((iCandleDia >= 3) and bRejeicaoAtual) + or (iBarrasPosicao >= MaxBarrasPosicao) + or (iCandleDia >= 5) + or (Time > HoraFimJanela) then + ClosePosition; + end; +end; diff --git a/automacao_backtests/CANDLE1A4/versoes_tf_menor/robo_candle1a4_v33_cm3_rm2_tfcurto.txt b/automacao_backtests/CANDLE1A4/versoes_tf_menor/robo_candle1a4_v33_cm3_rm2_tfcurto.txt new file mode 100644 index 0000000..4b7c1fb --- /dev/null +++ b/automacao_backtests/CANDLE1A4/versoes_tf_menor/robo_candle1a4_v33_cm3_rm2_tfcurto.txt @@ -0,0 +1,225 @@ +// Estrategia: robo_candle1a4_v33_cm3_rm2_tfcurto +// Tema: Candle1A4 - operacao apenas nos primeiros 5 candles do dia (grafico 2 min) +// Regras: Le leitura principal do gap no candle 1 + nivel do dia anterior, entrada no candle 1 com sinal forte, +// maximo 1 trade por dia, saida por rejeicao/tempo. +input + ConfirmacaoModo(3); + RejeicaoModo(2); + MinPercCorpoC1(0.45); + MinRangeC1(12); + ConfirmacaoC2MinPerc(0.4); + RazaoPavio(1.2); + GapMinPontos(10); + ToleranciaNivelDiaAnterior(15); + ScoreMinimoEntrada(3); + PeriodoMMECurta(9); + PeriodoMMEIntermediaria(20); + PeriodoMMELenta(50); + MaxBarrasPosicao(6); + HoraInicioJanela(900); + HoraFimJanela(910); + MaxTradesPorDia(1); + +var + oC1, hC1, lC1, cC1, rangeC1, corpoC1, pavioSupC1, pavioInfC1 : float; + fMaxDiaAtual, fMinDiaAtual, fMaxDiaAnterior, fMinDiaAnterior, fGapAbertura : float; + fMME9, fMME20, fMME50 : float; + fPosFechC1NoRange : float; + fCloseAnterior, fVolumeAnterior : float; + iDateAnterior : integer; + oAtual, hAtual, lAtual, cAtual, rangeAtual, corpoAtual : float; + iCandleDia, iBarrasPosicao, iTradesDia, iScoreCompra, iScoreVenda : integer; + bDiaNovo, bJanelaAtiva, bC1Valido, bDirecaoAlta, bDirecaoBaixa : boolean; + bSinalForteC1, bRejeicaoAtual : boolean; + bGapAlta, bGapBaixa, bEmMaxAnterior, bEmMinAnterior : boolean; + bGapNaRegiaoAlta, bGapNaRegiaoBaixa : boolean; + bC1DirecionalAlta, bC1DirecionalBaixa : boolean; + bC1RejeicaoAlta, bC1RejeicaoBaixa : boolean; + bFechamentoMediasAlta, bFechamentoMediasBaixa : boolean; + bSinalModoCompra, bSinalModoVenda : boolean; + +begin + iDateAnterior := Date[1]; + fCloseAnterior := Close[1]; + fVolumeAnterior := Volume[1]; + + bDiaNovo := Date <> iDateAnterior; + + if bDiaNovo then + begin + if iDateAnterior > 0 then + begin + fMaxDiaAnterior := fMaxDiaAtual; + fMinDiaAnterior := fMinDiaAtual; + end + else + begin + fMaxDiaAnterior := High; + fMinDiaAnterior := Low; + end; + + iCandleDia := 1; + iBarrasPosicao := 0; + iTradesDia := 0; + + oC1 := Open; + hC1 := High; + lC1 := Low; + cC1 := Close; + + fMaxDiaAtual := High; + fMinDiaAtual := Low; + fGapAbertura := Open - fCloseAnterior; + end + else + begin + iCandleDia := iCandleDia + 1; + + if High > fMaxDiaAtual then + fMaxDiaAtual := High; + + if Low < fMinDiaAtual then + fMinDiaAtual := Low; + end; + + bJanelaAtiva := (Time >= HoraInicioJanela) and (Time <= HoraFimJanela); + + fMME9 := MediaExp(PeriodoMMECurta, Close); + fMME20 := MediaExp(PeriodoMMEIntermediaria, Close); + fMME50 := MediaExp(PeriodoMMELenta, Close); + + rangeC1 := hC1 - lC1; + corpoC1 := Abs(cC1 - oC1); + + bDirecaoAlta := cC1 > oC1; + bDirecaoBaixa := cC1 < oC1; + bC1Valido := (rangeC1 >= MinRangeC1) and ((corpoC1 / Max(rangeC1, 0.01)) >= MinPercCorpoC1); + + pavioSupC1 := hC1 - Max(oC1, cC1); + pavioInfC1 := Min(oC1, cC1) - lC1; + + bGapAlta := fGapAbertura >= GapMinPontos; + bGapBaixa := fGapAbertura <= (-GapMinPontos); + + bEmMaxAnterior := (Abs(cC1 - fMaxDiaAnterior) <= ToleranciaNivelDiaAnterior) + or (Abs(hC1 - fMaxDiaAnterior) <= ToleranciaNivelDiaAnterior); + + bEmMinAnterior := (Abs(cC1 - fMinDiaAnterior) <= ToleranciaNivelDiaAnterior) + or (Abs(lC1 - fMinDiaAnterior) <= ToleranciaNivelDiaAnterior); + + bGapNaRegiaoAlta := bGapAlta and bEmMaxAnterior; + bGapNaRegiaoBaixa := bGapBaixa and bEmMinAnterior; + + fPosFechC1NoRange := (cC1 - lC1) / Max(rangeC1, 0.01); + + bC1DirecionalAlta := bDirecaoAlta + and bC1Valido + and ((corpoC1 / Max(rangeC1, 0.01)) >= ConfirmacaoC2MinPerc) + and (fPosFechC1NoRange >= 0.70); + + bC1DirecionalBaixa := bDirecaoBaixa + and bC1Valido + and ((corpoC1 / Max(rangeC1, 0.01)) >= ConfirmacaoC2MinPerc) + and (fPosFechC1NoRange <= 0.30); + + bC1RejeicaoAlta := bDirecaoAlta + and bC1Valido + and (pavioInfC1 >= (corpoC1 * RazaoPavio)) + and (fPosFechC1NoRange >= 0.55); + + bC1RejeicaoBaixa := bDirecaoBaixa + and bC1Valido + and (pavioSupC1 >= (corpoC1 * RazaoPavio)) + and (fPosFechC1NoRange <= 0.45); + + bFechamentoMediasAlta := (cC1 >= fMME9) and (cC1 >= fMME20) and (cC1 >= fMME50); + bFechamentoMediasBaixa := (cC1 <= fMME9) and (cC1 <= fMME20) and (cC1 <= fMME50); + + bSinalForteC1 := false; + bSinalModoCompra := false; + bSinalModoVenda := false; + + if ConfirmacaoModo = 1 then + begin + bSinalModoCompra := bC1DirecionalAlta; + bSinalModoVenda := bC1DirecionalBaixa; + end; + + if ConfirmacaoModo = 2 then + begin + bSinalModoCompra := bC1RejeicaoAlta; + bSinalModoVenda := bC1RejeicaoBaixa; + end; + + if ConfirmacaoModo = 3 then + begin + bSinalModoCompra := (bC1DirecionalAlta or bC1RejeicaoAlta) and (Volume > fVolumeAnterior); + bSinalModoVenda := (bC1DirecionalBaixa or bC1RejeicaoBaixa) and (Volume > fVolumeAnterior); + end; + + iScoreCompra := 0; + if bGapAlta then + iScoreCompra := iScoreCompra + 1; + if bEmMaxAnterior then + iScoreCompra := iScoreCompra + 1; + if bFechamentoMediasAlta then + iScoreCompra := iScoreCompra + 1; + if bSinalModoCompra then + iScoreCompra := iScoreCompra + 1; + + iScoreVenda := 0; + if bGapBaixa then + iScoreVenda := iScoreVenda + 1; + if bEmMinAnterior then + iScoreVenda := iScoreVenda + 1; + if bFechamentoMediasBaixa then + iScoreVenda := iScoreVenda + 1; + if bSinalModoVenda then + iScoreVenda := iScoreVenda + 1; + + if bDirecaoAlta then + bSinalForteC1 := iScoreCompra >= ScoreMinimoEntrada; + + if bDirecaoBaixa then + bSinalForteC1 := iScoreVenda >= ScoreMinimoEntrada; + + if (not IsBought) and (not IsSold) and bJanelaAtiva and (iTradesDia < MaxTradesPorDia) and (iCandleDia = 1) and bSinalForteC1 then + begin + if bDirecaoAlta then BuyAtMarket; + if bDirecaoBaixa then SellShortAtMarket; + iTradesDia := iTradesDia + 1; + iBarrasPosicao := 0; + end; + + if IsBought or IsSold then + iBarrasPosicao := iBarrasPosicao + 1 + else + iBarrasPosicao := 0; + + if IsBought or IsSold then + begin + oAtual := Open; + hAtual := High; + lAtual := Low; + cAtual := Close; + corpoAtual := Abs(cAtual - oAtual); + + bRejeicaoAtual := false; + + if RejeicaoModo = 1 then + bRejeicaoAtual := (IsBought and (cAtual < oAtual)) or (IsSold and (cAtual > oAtual)); + + if RejeicaoModo = 2 then + bRejeicaoAtual := (IsBought and ((hAtual - cAtual) > (corpoAtual * RazaoPavio))) + or (IsSold and ((cAtual - lAtual) > (corpoAtual * RazaoPavio))); + + if RejeicaoModo = 3 then + bRejeicaoAtual := (IsBought and (cAtual < hC1)) or (IsSold and (cAtual > lC1)); + + if ((iCandleDia >= 3) and bRejeicaoAtual) + or (iBarrasPosicao >= MaxBarrasPosicao) + or (iCandleDia >= 5) + or (Time > HoraFimJanela) then + ClosePosition; + end; +end; diff --git a/automacao_backtests/CANDLE1A4/versoes_tf_menor/robo_candle1a4_v34_cm1_rm3_tfcurto.txt b/automacao_backtests/CANDLE1A4/versoes_tf_menor/robo_candle1a4_v34_cm1_rm3_tfcurto.txt new file mode 100644 index 0000000..81b179e --- /dev/null +++ b/automacao_backtests/CANDLE1A4/versoes_tf_menor/robo_candle1a4_v34_cm1_rm3_tfcurto.txt @@ -0,0 +1,225 @@ +// Estrategia: robo_candle1a4_v34_cm1_rm3_tfcurto +// Tema: Candle1A4 - operacao apenas nos primeiros 5 candles do dia (grafico 2 min) +// Regras: Le leitura principal do gap no candle 1 + nivel do dia anterior, entrada no candle 1 com sinal forte, +// maximo 1 trade por dia, saida por rejeicao/tempo. +input + ConfirmacaoModo(1); + RejeicaoModo(3); + MinPercCorpoC1(0.5); + MinRangeC1(14); + ConfirmacaoC2MinPerc(0.45); + RazaoPavio(1.4); + GapMinPontos(10); + ToleranciaNivelDiaAnterior(15); + ScoreMinimoEntrada(3); + PeriodoMMECurta(9); + PeriodoMMEIntermediaria(20); + PeriodoMMELenta(50); + MaxBarrasPosicao(7); + HoraInicioJanela(900); + HoraFimJanela(910); + MaxTradesPorDia(1); + +var + oC1, hC1, lC1, cC1, rangeC1, corpoC1, pavioSupC1, pavioInfC1 : float; + fMaxDiaAtual, fMinDiaAtual, fMaxDiaAnterior, fMinDiaAnterior, fGapAbertura : float; + fMME9, fMME20, fMME50 : float; + fPosFechC1NoRange : float; + fCloseAnterior, fVolumeAnterior : float; + iDateAnterior : integer; + oAtual, hAtual, lAtual, cAtual, rangeAtual, corpoAtual : float; + iCandleDia, iBarrasPosicao, iTradesDia, iScoreCompra, iScoreVenda : integer; + bDiaNovo, bJanelaAtiva, bC1Valido, bDirecaoAlta, bDirecaoBaixa : boolean; + bSinalForteC1, bRejeicaoAtual : boolean; + bGapAlta, bGapBaixa, bEmMaxAnterior, bEmMinAnterior : boolean; + bGapNaRegiaoAlta, bGapNaRegiaoBaixa : boolean; + bC1DirecionalAlta, bC1DirecionalBaixa : boolean; + bC1RejeicaoAlta, bC1RejeicaoBaixa : boolean; + bFechamentoMediasAlta, bFechamentoMediasBaixa : boolean; + bSinalModoCompra, bSinalModoVenda : boolean; + +begin + iDateAnterior := Date[1]; + fCloseAnterior := Close[1]; + fVolumeAnterior := Volume[1]; + + bDiaNovo := Date <> iDateAnterior; + + if bDiaNovo then + begin + if iDateAnterior > 0 then + begin + fMaxDiaAnterior := fMaxDiaAtual; + fMinDiaAnterior := fMinDiaAtual; + end + else + begin + fMaxDiaAnterior := High; + fMinDiaAnterior := Low; + end; + + iCandleDia := 1; + iBarrasPosicao := 0; + iTradesDia := 0; + + oC1 := Open; + hC1 := High; + lC1 := Low; + cC1 := Close; + + fMaxDiaAtual := High; + fMinDiaAtual := Low; + fGapAbertura := Open - fCloseAnterior; + end + else + begin + iCandleDia := iCandleDia + 1; + + if High > fMaxDiaAtual then + fMaxDiaAtual := High; + + if Low < fMinDiaAtual then + fMinDiaAtual := Low; + end; + + bJanelaAtiva := (Time >= HoraInicioJanela) and (Time <= HoraFimJanela); + + fMME9 := MediaExp(PeriodoMMECurta, Close); + fMME20 := MediaExp(PeriodoMMEIntermediaria, Close); + fMME50 := MediaExp(PeriodoMMELenta, Close); + + rangeC1 := hC1 - lC1; + corpoC1 := Abs(cC1 - oC1); + + bDirecaoAlta := cC1 > oC1; + bDirecaoBaixa := cC1 < oC1; + bC1Valido := (rangeC1 >= MinRangeC1) and ((corpoC1 / Max(rangeC1, 0.01)) >= MinPercCorpoC1); + + pavioSupC1 := hC1 - Max(oC1, cC1); + pavioInfC1 := Min(oC1, cC1) - lC1; + + bGapAlta := fGapAbertura >= GapMinPontos; + bGapBaixa := fGapAbertura <= (-GapMinPontos); + + bEmMaxAnterior := (Abs(cC1 - fMaxDiaAnterior) <= ToleranciaNivelDiaAnterior) + or (Abs(hC1 - fMaxDiaAnterior) <= ToleranciaNivelDiaAnterior); + + bEmMinAnterior := (Abs(cC1 - fMinDiaAnterior) <= ToleranciaNivelDiaAnterior) + or (Abs(lC1 - fMinDiaAnterior) <= ToleranciaNivelDiaAnterior); + + bGapNaRegiaoAlta := bGapAlta and bEmMaxAnterior; + bGapNaRegiaoBaixa := bGapBaixa and bEmMinAnterior; + + fPosFechC1NoRange := (cC1 - lC1) / Max(rangeC1, 0.01); + + bC1DirecionalAlta := bDirecaoAlta + and bC1Valido + and ((corpoC1 / Max(rangeC1, 0.01)) >= ConfirmacaoC2MinPerc) + and (fPosFechC1NoRange >= 0.70); + + bC1DirecionalBaixa := bDirecaoBaixa + and bC1Valido + and ((corpoC1 / Max(rangeC1, 0.01)) >= ConfirmacaoC2MinPerc) + and (fPosFechC1NoRange <= 0.30); + + bC1RejeicaoAlta := bDirecaoAlta + and bC1Valido + and (pavioInfC1 >= (corpoC1 * RazaoPavio)) + and (fPosFechC1NoRange >= 0.55); + + bC1RejeicaoBaixa := bDirecaoBaixa + and bC1Valido + and (pavioSupC1 >= (corpoC1 * RazaoPavio)) + and (fPosFechC1NoRange <= 0.45); + + bFechamentoMediasAlta := (cC1 >= fMME9) and (cC1 >= fMME20) and (cC1 >= fMME50); + bFechamentoMediasBaixa := (cC1 <= fMME9) and (cC1 <= fMME20) and (cC1 <= fMME50); + + bSinalForteC1 := false; + bSinalModoCompra := false; + bSinalModoVenda := false; + + if ConfirmacaoModo = 1 then + begin + bSinalModoCompra := bC1DirecionalAlta; + bSinalModoVenda := bC1DirecionalBaixa; + end; + + if ConfirmacaoModo = 2 then + begin + bSinalModoCompra := bC1RejeicaoAlta; + bSinalModoVenda := bC1RejeicaoBaixa; + end; + + if ConfirmacaoModo = 3 then + begin + bSinalModoCompra := (bC1DirecionalAlta or bC1RejeicaoAlta) and (Volume > fVolumeAnterior); + bSinalModoVenda := (bC1DirecionalBaixa or bC1RejeicaoBaixa) and (Volume > fVolumeAnterior); + end; + + iScoreCompra := 0; + if bGapAlta then + iScoreCompra := iScoreCompra + 1; + if bEmMaxAnterior then + iScoreCompra := iScoreCompra + 1; + if bFechamentoMediasAlta then + iScoreCompra := iScoreCompra + 1; + if bSinalModoCompra then + iScoreCompra := iScoreCompra + 1; + + iScoreVenda := 0; + if bGapBaixa then + iScoreVenda := iScoreVenda + 1; + if bEmMinAnterior then + iScoreVenda := iScoreVenda + 1; + if bFechamentoMediasBaixa then + iScoreVenda := iScoreVenda + 1; + if bSinalModoVenda then + iScoreVenda := iScoreVenda + 1; + + if bDirecaoAlta then + bSinalForteC1 := iScoreCompra >= ScoreMinimoEntrada; + + if bDirecaoBaixa then + bSinalForteC1 := iScoreVenda >= ScoreMinimoEntrada; + + if (not IsBought) and (not IsSold) and bJanelaAtiva and (iTradesDia < MaxTradesPorDia) and (iCandleDia = 1) and bSinalForteC1 then + begin + if bDirecaoAlta then BuyAtMarket; + if bDirecaoBaixa then SellShortAtMarket; + iTradesDia := iTradesDia + 1; + iBarrasPosicao := 0; + end; + + if IsBought or IsSold then + iBarrasPosicao := iBarrasPosicao + 1 + else + iBarrasPosicao := 0; + + if IsBought or IsSold then + begin + oAtual := Open; + hAtual := High; + lAtual := Low; + cAtual := Close; + corpoAtual := Abs(cAtual - oAtual); + + bRejeicaoAtual := false; + + if RejeicaoModo = 1 then + bRejeicaoAtual := (IsBought and (cAtual < oAtual)) or (IsSold and (cAtual > oAtual)); + + if RejeicaoModo = 2 then + bRejeicaoAtual := (IsBought and ((hAtual - cAtual) > (corpoAtual * RazaoPavio))) + or (IsSold and ((cAtual - lAtual) > (corpoAtual * RazaoPavio))); + + if RejeicaoModo = 3 then + bRejeicaoAtual := (IsBought and (cAtual < hC1)) or (IsSold and (cAtual > lC1)); + + if ((iCandleDia >= 3) and bRejeicaoAtual) + or (iBarrasPosicao >= MaxBarrasPosicao) + or (iCandleDia >= 5) + or (Time > HoraFimJanela) then + ClosePosition; + end; +end; diff --git a/automacao_backtests/CANDLE1A4/versoes_tf_menor/robo_candle1a4_v36_cm3_rm3_tfcurto.txt b/automacao_backtests/CANDLE1A4/versoes_tf_menor/robo_candle1a4_v36_cm3_rm3_tfcurto.txt new file mode 100644 index 0000000..b7b0c7b --- /dev/null +++ b/automacao_backtests/CANDLE1A4/versoes_tf_menor/robo_candle1a4_v36_cm3_rm3_tfcurto.txt @@ -0,0 +1,225 @@ +// Estrategia: robo_candle1a4_v36_cm3_rm3_tfcurto +// Tema: Candle1A4 - operacao apenas nos primeiros 5 candles do dia (grafico 2 min) +// Regras: Le leitura principal do gap no candle 1 + nivel do dia anterior, entrada no candle 1 com sinal forte, +// maximo 1 trade por dia, saida por rejeicao/tempo. +input + ConfirmacaoModo(3); + RejeicaoModo(3); + MinPercCorpoC1(0.35); + MinRangeC1(18); + ConfirmacaoC2MinPerc(0.55); + RazaoPavio(1.8); + GapMinPontos(10); + ToleranciaNivelDiaAnterior(15); + ScoreMinimoEntrada(3); + PeriodoMMECurta(9); + PeriodoMMEIntermediaria(20); + PeriodoMMELenta(50); + MaxBarrasPosicao(9); + HoraInicioJanela(900); + HoraFimJanela(910); + MaxTradesPorDia(1); + +var + oC1, hC1, lC1, cC1, rangeC1, corpoC1, pavioSupC1, pavioInfC1 : float; + fMaxDiaAtual, fMinDiaAtual, fMaxDiaAnterior, fMinDiaAnterior, fGapAbertura : float; + fMME9, fMME20, fMME50 : float; + fPosFechC1NoRange : float; + fCloseAnterior, fVolumeAnterior : float; + iDateAnterior : integer; + oAtual, hAtual, lAtual, cAtual, rangeAtual, corpoAtual : float; + iCandleDia, iBarrasPosicao, iTradesDia, iScoreCompra, iScoreVenda : integer; + bDiaNovo, bJanelaAtiva, bC1Valido, bDirecaoAlta, bDirecaoBaixa : boolean; + bSinalForteC1, bRejeicaoAtual : boolean; + bGapAlta, bGapBaixa, bEmMaxAnterior, bEmMinAnterior : boolean; + bGapNaRegiaoAlta, bGapNaRegiaoBaixa : boolean; + bC1DirecionalAlta, bC1DirecionalBaixa : boolean; + bC1RejeicaoAlta, bC1RejeicaoBaixa : boolean; + bFechamentoMediasAlta, bFechamentoMediasBaixa : boolean; + bSinalModoCompra, bSinalModoVenda : boolean; + +begin + iDateAnterior := Date[1]; + fCloseAnterior := Close[1]; + fVolumeAnterior := Volume[1]; + + bDiaNovo := Date <> iDateAnterior; + + if bDiaNovo then + begin + if iDateAnterior > 0 then + begin + fMaxDiaAnterior := fMaxDiaAtual; + fMinDiaAnterior := fMinDiaAtual; + end + else + begin + fMaxDiaAnterior := High; + fMinDiaAnterior := Low; + end; + + iCandleDia := 1; + iBarrasPosicao := 0; + iTradesDia := 0; + + oC1 := Open; + hC1 := High; + lC1 := Low; + cC1 := Close; + + fMaxDiaAtual := High; + fMinDiaAtual := Low; + fGapAbertura := Open - fCloseAnterior; + end + else + begin + iCandleDia := iCandleDia + 1; + + if High > fMaxDiaAtual then + fMaxDiaAtual := High; + + if Low < fMinDiaAtual then + fMinDiaAtual := Low; + end; + + bJanelaAtiva := (Time >= HoraInicioJanela) and (Time <= HoraFimJanela); + + fMME9 := MediaExp(PeriodoMMECurta, Close); + fMME20 := MediaExp(PeriodoMMEIntermediaria, Close); + fMME50 := MediaExp(PeriodoMMELenta, Close); + + rangeC1 := hC1 - lC1; + corpoC1 := Abs(cC1 - oC1); + + bDirecaoAlta := cC1 > oC1; + bDirecaoBaixa := cC1 < oC1; + bC1Valido := (rangeC1 >= MinRangeC1) and ((corpoC1 / Max(rangeC1, 0.01)) >= MinPercCorpoC1); + + pavioSupC1 := hC1 - Max(oC1, cC1); + pavioInfC1 := Min(oC1, cC1) - lC1; + + bGapAlta := fGapAbertura >= GapMinPontos; + bGapBaixa := fGapAbertura <= (-GapMinPontos); + + bEmMaxAnterior := (Abs(cC1 - fMaxDiaAnterior) <= ToleranciaNivelDiaAnterior) + or (Abs(hC1 - fMaxDiaAnterior) <= ToleranciaNivelDiaAnterior); + + bEmMinAnterior := (Abs(cC1 - fMinDiaAnterior) <= ToleranciaNivelDiaAnterior) + or (Abs(lC1 - fMinDiaAnterior) <= ToleranciaNivelDiaAnterior); + + bGapNaRegiaoAlta := bGapAlta and bEmMaxAnterior; + bGapNaRegiaoBaixa := bGapBaixa and bEmMinAnterior; + + fPosFechC1NoRange := (cC1 - lC1) / Max(rangeC1, 0.01); + + bC1DirecionalAlta := bDirecaoAlta + and bC1Valido + and ((corpoC1 / Max(rangeC1, 0.01)) >= ConfirmacaoC2MinPerc) + and (fPosFechC1NoRange >= 0.70); + + bC1DirecionalBaixa := bDirecaoBaixa + and bC1Valido + and ((corpoC1 / Max(rangeC1, 0.01)) >= ConfirmacaoC2MinPerc) + and (fPosFechC1NoRange <= 0.30); + + bC1RejeicaoAlta := bDirecaoAlta + and bC1Valido + and (pavioInfC1 >= (corpoC1 * RazaoPavio)) + and (fPosFechC1NoRange >= 0.55); + + bC1RejeicaoBaixa := bDirecaoBaixa + and bC1Valido + and (pavioSupC1 >= (corpoC1 * RazaoPavio)) + and (fPosFechC1NoRange <= 0.45); + + bFechamentoMediasAlta := (cC1 >= fMME9) and (cC1 >= fMME20) and (cC1 >= fMME50); + bFechamentoMediasBaixa := (cC1 <= fMME9) and (cC1 <= fMME20) and (cC1 <= fMME50); + + bSinalForteC1 := false; + bSinalModoCompra := false; + bSinalModoVenda := false; + + if ConfirmacaoModo = 1 then + begin + bSinalModoCompra := bC1DirecionalAlta; + bSinalModoVenda := bC1DirecionalBaixa; + end; + + if ConfirmacaoModo = 2 then + begin + bSinalModoCompra := bC1RejeicaoAlta; + bSinalModoVenda := bC1RejeicaoBaixa; + end; + + if ConfirmacaoModo = 3 then + begin + bSinalModoCompra := (bC1DirecionalAlta or bC1RejeicaoAlta) and (Volume > fVolumeAnterior); + bSinalModoVenda := (bC1DirecionalBaixa or bC1RejeicaoBaixa) and (Volume > fVolumeAnterior); + end; + + iScoreCompra := 0; + if bGapAlta then + iScoreCompra := iScoreCompra + 1; + if bEmMaxAnterior then + iScoreCompra := iScoreCompra + 1; + if bFechamentoMediasAlta then + iScoreCompra := iScoreCompra + 1; + if bSinalModoCompra then + iScoreCompra := iScoreCompra + 1; + + iScoreVenda := 0; + if bGapBaixa then + iScoreVenda := iScoreVenda + 1; + if bEmMinAnterior then + iScoreVenda := iScoreVenda + 1; + if bFechamentoMediasBaixa then + iScoreVenda := iScoreVenda + 1; + if bSinalModoVenda then + iScoreVenda := iScoreVenda + 1; + + if bDirecaoAlta then + bSinalForteC1 := iScoreCompra >= ScoreMinimoEntrada; + + if bDirecaoBaixa then + bSinalForteC1 := iScoreVenda >= ScoreMinimoEntrada; + + if (not IsBought) and (not IsSold) and bJanelaAtiva and (iTradesDia < MaxTradesPorDia) and (iCandleDia = 1) and bSinalForteC1 then + begin + if bDirecaoAlta then BuyAtMarket; + if bDirecaoBaixa then SellShortAtMarket; + iTradesDia := iTradesDia + 1; + iBarrasPosicao := 0; + end; + + if IsBought or IsSold then + iBarrasPosicao := iBarrasPosicao + 1 + else + iBarrasPosicao := 0; + + if IsBought or IsSold then + begin + oAtual := Open; + hAtual := High; + lAtual := Low; + cAtual := Close; + corpoAtual := Abs(cAtual - oAtual); + + bRejeicaoAtual := false; + + if RejeicaoModo = 1 then + bRejeicaoAtual := (IsBought and (cAtual < oAtual)) or (IsSold and (cAtual > oAtual)); + + if RejeicaoModo = 2 then + bRejeicaoAtual := (IsBought and ((hAtual - cAtual) > (corpoAtual * RazaoPavio))) + or (IsSold and ((cAtual - lAtual) > (corpoAtual * RazaoPavio))); + + if RejeicaoModo = 3 then + bRejeicaoAtual := (IsBought and (cAtual < hC1)) or (IsSold and (cAtual > lC1)); + + if ((iCandleDia >= 3) and bRejeicaoAtual) + or (iBarrasPosicao >= MaxBarrasPosicao) + or (iCandleDia >= 5) + or (Time > HoraFimJanela) then + ClosePosition; + end; +end; diff --git a/automacao_backtests/CANDLE1A4/versoes_tf_menor/robo_candle1a4_v37_cm1_rm1_tfcurto.txt b/automacao_backtests/CANDLE1A4/versoes_tf_menor/robo_candle1a4_v37_cm1_rm1_tfcurto.txt new file mode 100644 index 0000000..73526c6 --- /dev/null +++ b/automacao_backtests/CANDLE1A4/versoes_tf_menor/robo_candle1a4_v37_cm1_rm1_tfcurto.txt @@ -0,0 +1,225 @@ +// Estrategia: robo_candle1a4_v37_cm1_rm1_tfcurto +// Tema: Candle1A4 - operacao apenas nos primeiros 5 candles do dia (grafico 2 min) +// Regras: Le leitura principal do gap no candle 1 + nivel do dia anterior, entrada no candle 1 com sinal forte, +// maximo 1 trade por dia, saida por rejeicao/tempo. +input + ConfirmacaoModo(1); + RejeicaoModo(1); + MinPercCorpoC1(0.4); + MinRangeC1(8); + ConfirmacaoC2MinPerc(0.4); + RazaoPavio(1.2); + GapMinPontos(10); + ToleranciaNivelDiaAnterior(15); + ScoreMinimoEntrada(3); + PeriodoMMECurta(9); + PeriodoMMEIntermediaria(20); + PeriodoMMELenta(50); + MaxBarrasPosicao(10); + HoraInicioJanela(900); + HoraFimJanela(910); + MaxTradesPorDia(1); + +var + oC1, hC1, lC1, cC1, rangeC1, corpoC1, pavioSupC1, pavioInfC1 : float; + fMaxDiaAtual, fMinDiaAtual, fMaxDiaAnterior, fMinDiaAnterior, fGapAbertura : float; + fMME9, fMME20, fMME50 : float; + fPosFechC1NoRange : float; + fCloseAnterior, fVolumeAnterior : float; + iDateAnterior : integer; + oAtual, hAtual, lAtual, cAtual, rangeAtual, corpoAtual : float; + iCandleDia, iBarrasPosicao, iTradesDia, iScoreCompra, iScoreVenda : integer; + bDiaNovo, bJanelaAtiva, bC1Valido, bDirecaoAlta, bDirecaoBaixa : boolean; + bSinalForteC1, bRejeicaoAtual : boolean; + bGapAlta, bGapBaixa, bEmMaxAnterior, bEmMinAnterior : boolean; + bGapNaRegiaoAlta, bGapNaRegiaoBaixa : boolean; + bC1DirecionalAlta, bC1DirecionalBaixa : boolean; + bC1RejeicaoAlta, bC1RejeicaoBaixa : boolean; + bFechamentoMediasAlta, bFechamentoMediasBaixa : boolean; + bSinalModoCompra, bSinalModoVenda : boolean; + +begin + iDateAnterior := Date[1]; + fCloseAnterior := Close[1]; + fVolumeAnterior := Volume[1]; + + bDiaNovo := Date <> iDateAnterior; + + if bDiaNovo then + begin + if iDateAnterior > 0 then + begin + fMaxDiaAnterior := fMaxDiaAtual; + fMinDiaAnterior := fMinDiaAtual; + end + else + begin + fMaxDiaAnterior := High; + fMinDiaAnterior := Low; + end; + + iCandleDia := 1; + iBarrasPosicao := 0; + iTradesDia := 0; + + oC1 := Open; + hC1 := High; + lC1 := Low; + cC1 := Close; + + fMaxDiaAtual := High; + fMinDiaAtual := Low; + fGapAbertura := Open - fCloseAnterior; + end + else + begin + iCandleDia := iCandleDia + 1; + + if High > fMaxDiaAtual then + fMaxDiaAtual := High; + + if Low < fMinDiaAtual then + fMinDiaAtual := Low; + end; + + bJanelaAtiva := (Time >= HoraInicioJanela) and (Time <= HoraFimJanela); + + fMME9 := MediaExp(PeriodoMMECurta, Close); + fMME20 := MediaExp(PeriodoMMEIntermediaria, Close); + fMME50 := MediaExp(PeriodoMMELenta, Close); + + rangeC1 := hC1 - lC1; + corpoC1 := Abs(cC1 - oC1); + + bDirecaoAlta := cC1 > oC1; + bDirecaoBaixa := cC1 < oC1; + bC1Valido := (rangeC1 >= MinRangeC1) and ((corpoC1 / Max(rangeC1, 0.01)) >= MinPercCorpoC1); + + pavioSupC1 := hC1 - Max(oC1, cC1); + pavioInfC1 := Min(oC1, cC1) - lC1; + + bGapAlta := fGapAbertura >= GapMinPontos; + bGapBaixa := fGapAbertura <= (-GapMinPontos); + + bEmMaxAnterior := (Abs(cC1 - fMaxDiaAnterior) <= ToleranciaNivelDiaAnterior) + or (Abs(hC1 - fMaxDiaAnterior) <= ToleranciaNivelDiaAnterior); + + bEmMinAnterior := (Abs(cC1 - fMinDiaAnterior) <= ToleranciaNivelDiaAnterior) + or (Abs(lC1 - fMinDiaAnterior) <= ToleranciaNivelDiaAnterior); + + bGapNaRegiaoAlta := bGapAlta and bEmMaxAnterior; + bGapNaRegiaoBaixa := bGapBaixa and bEmMinAnterior; + + fPosFechC1NoRange := (cC1 - lC1) / Max(rangeC1, 0.01); + + bC1DirecionalAlta := bDirecaoAlta + and bC1Valido + and ((corpoC1 / Max(rangeC1, 0.01)) >= ConfirmacaoC2MinPerc) + and (fPosFechC1NoRange >= 0.70); + + bC1DirecionalBaixa := bDirecaoBaixa + and bC1Valido + and ((corpoC1 / Max(rangeC1, 0.01)) >= ConfirmacaoC2MinPerc) + and (fPosFechC1NoRange <= 0.30); + + bC1RejeicaoAlta := bDirecaoAlta + and bC1Valido + and (pavioInfC1 >= (corpoC1 * RazaoPavio)) + and (fPosFechC1NoRange >= 0.55); + + bC1RejeicaoBaixa := bDirecaoBaixa + and bC1Valido + and (pavioSupC1 >= (corpoC1 * RazaoPavio)) + and (fPosFechC1NoRange <= 0.45); + + bFechamentoMediasAlta := (cC1 >= fMME9) and (cC1 >= fMME20) and (cC1 >= fMME50); + bFechamentoMediasBaixa := (cC1 <= fMME9) and (cC1 <= fMME20) and (cC1 <= fMME50); + + bSinalForteC1 := false; + bSinalModoCompra := false; + bSinalModoVenda := false; + + if ConfirmacaoModo = 1 then + begin + bSinalModoCompra := bC1DirecionalAlta; + bSinalModoVenda := bC1DirecionalBaixa; + end; + + if ConfirmacaoModo = 2 then + begin + bSinalModoCompra := bC1RejeicaoAlta; + bSinalModoVenda := bC1RejeicaoBaixa; + end; + + if ConfirmacaoModo = 3 then + begin + bSinalModoCompra := (bC1DirecionalAlta or bC1RejeicaoAlta) and (Volume > fVolumeAnterior); + bSinalModoVenda := (bC1DirecionalBaixa or bC1RejeicaoBaixa) and (Volume > fVolumeAnterior); + end; + + iScoreCompra := 0; + if bGapAlta then + iScoreCompra := iScoreCompra + 1; + if bEmMaxAnterior then + iScoreCompra := iScoreCompra + 1; + if bFechamentoMediasAlta then + iScoreCompra := iScoreCompra + 1; + if bSinalModoCompra then + iScoreCompra := iScoreCompra + 1; + + iScoreVenda := 0; + if bGapBaixa then + iScoreVenda := iScoreVenda + 1; + if bEmMinAnterior then + iScoreVenda := iScoreVenda + 1; + if bFechamentoMediasBaixa then + iScoreVenda := iScoreVenda + 1; + if bSinalModoVenda then + iScoreVenda := iScoreVenda + 1; + + if bDirecaoAlta then + bSinalForteC1 := iScoreCompra >= ScoreMinimoEntrada; + + if bDirecaoBaixa then + bSinalForteC1 := iScoreVenda >= ScoreMinimoEntrada; + + if (not IsBought) and (not IsSold) and bJanelaAtiva and (iTradesDia < MaxTradesPorDia) and (iCandleDia = 1) and bSinalForteC1 then + begin + if bDirecaoAlta then BuyAtMarket; + if bDirecaoBaixa then SellShortAtMarket; + iTradesDia := iTradesDia + 1; + iBarrasPosicao := 0; + end; + + if IsBought or IsSold then + iBarrasPosicao := iBarrasPosicao + 1 + else + iBarrasPosicao := 0; + + if IsBought or IsSold then + begin + oAtual := Open; + hAtual := High; + lAtual := Low; + cAtual := Close; + corpoAtual := Abs(cAtual - oAtual); + + bRejeicaoAtual := false; + + if RejeicaoModo = 1 then + bRejeicaoAtual := (IsBought and (cAtual < oAtual)) or (IsSold and (cAtual > oAtual)); + + if RejeicaoModo = 2 then + bRejeicaoAtual := (IsBought and ((hAtual - cAtual) > (corpoAtual * RazaoPavio))) + or (IsSold and ((cAtual - lAtual) > (corpoAtual * RazaoPavio))); + + if RejeicaoModo = 3 then + bRejeicaoAtual := (IsBought and (cAtual < hC1)) or (IsSold and (cAtual > lC1)); + + if ((iCandleDia >= 3) and bRejeicaoAtual) + or (iBarrasPosicao >= MaxBarrasPosicao) + or (iCandleDia >= 5) + or (Time > HoraFimJanela) then + ClosePosition; + end; +end; diff --git a/automacao_backtests/CANDLE1A4/versoes_tf_menor/robo_candle1a4_v39_cm3_rm1_tfcurto.txt b/automacao_backtests/CANDLE1A4/versoes_tf_menor/robo_candle1a4_v39_cm3_rm1_tfcurto.txt new file mode 100644 index 0000000..a408795 --- /dev/null +++ b/automacao_backtests/CANDLE1A4/versoes_tf_menor/robo_candle1a4_v39_cm3_rm1_tfcurto.txt @@ -0,0 +1,225 @@ +// Estrategia: robo_candle1a4_v39_cm3_rm1_tfcurto +// Tema: Candle1A4 - operacao apenas nos primeiros 5 candles do dia (grafico 2 min) +// Regras: Le leitura principal do gap no candle 1 + nivel do dia anterior, entrada no candle 1 com sinal forte, +// maximo 1 trade por dia, saida por rejeicao/tempo. +input + ConfirmacaoModo(3); + RejeicaoModo(1); + MinPercCorpoC1(0.5); + MinRangeC1(12); + ConfirmacaoC2MinPerc(0.5); + RazaoPavio(1.6); + GapMinPontos(10); + ToleranciaNivelDiaAnterior(15); + ScoreMinimoEntrada(3); + PeriodoMMECurta(9); + PeriodoMMEIntermediaria(20); + PeriodoMMELenta(50); + MaxBarrasPosicao(12); + HoraInicioJanela(900); + HoraFimJanela(910); + MaxTradesPorDia(1); + +var + oC1, hC1, lC1, cC1, rangeC1, corpoC1, pavioSupC1, pavioInfC1 : float; + fMaxDiaAtual, fMinDiaAtual, fMaxDiaAnterior, fMinDiaAnterior, fGapAbertura : float; + fMME9, fMME20, fMME50 : float; + fPosFechC1NoRange : float; + fCloseAnterior, fVolumeAnterior : float; + iDateAnterior : integer; + oAtual, hAtual, lAtual, cAtual, rangeAtual, corpoAtual : float; + iCandleDia, iBarrasPosicao, iTradesDia, iScoreCompra, iScoreVenda : integer; + bDiaNovo, bJanelaAtiva, bC1Valido, bDirecaoAlta, bDirecaoBaixa : boolean; + bSinalForteC1, bRejeicaoAtual : boolean; + bGapAlta, bGapBaixa, bEmMaxAnterior, bEmMinAnterior : boolean; + bGapNaRegiaoAlta, bGapNaRegiaoBaixa : boolean; + bC1DirecionalAlta, bC1DirecionalBaixa : boolean; + bC1RejeicaoAlta, bC1RejeicaoBaixa : boolean; + bFechamentoMediasAlta, bFechamentoMediasBaixa : boolean; + bSinalModoCompra, bSinalModoVenda : boolean; + +begin + iDateAnterior := Date[1]; + fCloseAnterior := Close[1]; + fVolumeAnterior := Volume[1]; + + bDiaNovo := Date <> iDateAnterior; + + if bDiaNovo then + begin + if iDateAnterior > 0 then + begin + fMaxDiaAnterior := fMaxDiaAtual; + fMinDiaAnterior := fMinDiaAtual; + end + else + begin + fMaxDiaAnterior := High; + fMinDiaAnterior := Low; + end; + + iCandleDia := 1; + iBarrasPosicao := 0; + iTradesDia := 0; + + oC1 := Open; + hC1 := High; + lC1 := Low; + cC1 := Close; + + fMaxDiaAtual := High; + fMinDiaAtual := Low; + fGapAbertura := Open - fCloseAnterior; + end + else + begin + iCandleDia := iCandleDia + 1; + + if High > fMaxDiaAtual then + fMaxDiaAtual := High; + + if Low < fMinDiaAtual then + fMinDiaAtual := Low; + end; + + bJanelaAtiva := (Time >= HoraInicioJanela) and (Time <= HoraFimJanela); + + fMME9 := MediaExp(PeriodoMMECurta, Close); + fMME20 := MediaExp(PeriodoMMEIntermediaria, Close); + fMME50 := MediaExp(PeriodoMMELenta, Close); + + rangeC1 := hC1 - lC1; + corpoC1 := Abs(cC1 - oC1); + + bDirecaoAlta := cC1 > oC1; + bDirecaoBaixa := cC1 < oC1; + bC1Valido := (rangeC1 >= MinRangeC1) and ((corpoC1 / Max(rangeC1, 0.01)) >= MinPercCorpoC1); + + pavioSupC1 := hC1 - Max(oC1, cC1); + pavioInfC1 := Min(oC1, cC1) - lC1; + + bGapAlta := fGapAbertura >= GapMinPontos; + bGapBaixa := fGapAbertura <= (-GapMinPontos); + + bEmMaxAnterior := (Abs(cC1 - fMaxDiaAnterior) <= ToleranciaNivelDiaAnterior) + or (Abs(hC1 - fMaxDiaAnterior) <= ToleranciaNivelDiaAnterior); + + bEmMinAnterior := (Abs(cC1 - fMinDiaAnterior) <= ToleranciaNivelDiaAnterior) + or (Abs(lC1 - fMinDiaAnterior) <= ToleranciaNivelDiaAnterior); + + bGapNaRegiaoAlta := bGapAlta and bEmMaxAnterior; + bGapNaRegiaoBaixa := bGapBaixa and bEmMinAnterior; + + fPosFechC1NoRange := (cC1 - lC1) / Max(rangeC1, 0.01); + + bC1DirecionalAlta := bDirecaoAlta + and bC1Valido + and ((corpoC1 / Max(rangeC1, 0.01)) >= ConfirmacaoC2MinPerc) + and (fPosFechC1NoRange >= 0.70); + + bC1DirecionalBaixa := bDirecaoBaixa + and bC1Valido + and ((corpoC1 / Max(rangeC1, 0.01)) >= ConfirmacaoC2MinPerc) + and (fPosFechC1NoRange <= 0.30); + + bC1RejeicaoAlta := bDirecaoAlta + and bC1Valido + and (pavioInfC1 >= (corpoC1 * RazaoPavio)) + and (fPosFechC1NoRange >= 0.55); + + bC1RejeicaoBaixa := bDirecaoBaixa + and bC1Valido + and (pavioSupC1 >= (corpoC1 * RazaoPavio)) + and (fPosFechC1NoRange <= 0.45); + + bFechamentoMediasAlta := (cC1 >= fMME9) and (cC1 >= fMME20) and (cC1 >= fMME50); + bFechamentoMediasBaixa := (cC1 <= fMME9) and (cC1 <= fMME20) and (cC1 <= fMME50); + + bSinalForteC1 := false; + bSinalModoCompra := false; + bSinalModoVenda := false; + + if ConfirmacaoModo = 1 then + begin + bSinalModoCompra := bC1DirecionalAlta; + bSinalModoVenda := bC1DirecionalBaixa; + end; + + if ConfirmacaoModo = 2 then + begin + bSinalModoCompra := bC1RejeicaoAlta; + bSinalModoVenda := bC1RejeicaoBaixa; + end; + + if ConfirmacaoModo = 3 then + begin + bSinalModoCompra := (bC1DirecionalAlta or bC1RejeicaoAlta) and (Volume > fVolumeAnterior); + bSinalModoVenda := (bC1DirecionalBaixa or bC1RejeicaoBaixa) and (Volume > fVolumeAnterior); + end; + + iScoreCompra := 0; + if bGapAlta then + iScoreCompra := iScoreCompra + 1; + if bEmMaxAnterior then + iScoreCompra := iScoreCompra + 1; + if bFechamentoMediasAlta then + iScoreCompra := iScoreCompra + 1; + if bSinalModoCompra then + iScoreCompra := iScoreCompra + 1; + + iScoreVenda := 0; + if bGapBaixa then + iScoreVenda := iScoreVenda + 1; + if bEmMinAnterior then + iScoreVenda := iScoreVenda + 1; + if bFechamentoMediasBaixa then + iScoreVenda := iScoreVenda + 1; + if bSinalModoVenda then + iScoreVenda := iScoreVenda + 1; + + if bDirecaoAlta then + bSinalForteC1 := iScoreCompra >= ScoreMinimoEntrada; + + if bDirecaoBaixa then + bSinalForteC1 := iScoreVenda >= ScoreMinimoEntrada; + + if (not IsBought) and (not IsSold) and bJanelaAtiva and (iTradesDia < MaxTradesPorDia) and (iCandleDia = 1) and bSinalForteC1 then + begin + if bDirecaoAlta then BuyAtMarket; + if bDirecaoBaixa then SellShortAtMarket; + iTradesDia := iTradesDia + 1; + iBarrasPosicao := 0; + end; + + if IsBought or IsSold then + iBarrasPosicao := iBarrasPosicao + 1 + else + iBarrasPosicao := 0; + + if IsBought or IsSold then + begin + oAtual := Open; + hAtual := High; + lAtual := Low; + cAtual := Close; + corpoAtual := Abs(cAtual - oAtual); + + bRejeicaoAtual := false; + + if RejeicaoModo = 1 then + bRejeicaoAtual := (IsBought and (cAtual < oAtual)) or (IsSold and (cAtual > oAtual)); + + if RejeicaoModo = 2 then + bRejeicaoAtual := (IsBought and ((hAtual - cAtual) > (corpoAtual * RazaoPavio))) + or (IsSold and ((cAtual - lAtual) > (corpoAtual * RazaoPavio))); + + if RejeicaoModo = 3 then + bRejeicaoAtual := (IsBought and (cAtual < hC1)) or (IsSold and (cAtual > lC1)); + + if ((iCandleDia >= 3) and bRejeicaoAtual) + or (iBarrasPosicao >= MaxBarrasPosicao) + or (iCandleDia >= 5) + or (Time > HoraFimJanela) then + ClosePosition; + end; +end; diff --git a/automacao_backtests/CANDLE1A4/versoes_tf_menor/robo_candle1a4_v40_cm1_rm2_tfcurto.txt b/automacao_backtests/CANDLE1A4/versoes_tf_menor/robo_candle1a4_v40_cm1_rm2_tfcurto.txt new file mode 100644 index 0000000..ff5e832 --- /dev/null +++ b/automacao_backtests/CANDLE1A4/versoes_tf_menor/robo_candle1a4_v40_cm1_rm2_tfcurto.txt @@ -0,0 +1,225 @@ +// Estrategia: robo_candle1a4_v40_cm1_rm2_tfcurto +// Tema: Candle1A4 - operacao apenas nos primeiros 5 candles do dia (grafico 2 min) +// Regras: Le leitura principal do gap no candle 1 + nivel do dia anterior, entrada no candle 1 com sinal forte, +// maximo 1 trade por dia, saida por rejeicao/tempo. +input + ConfirmacaoModo(1); + RejeicaoModo(2); + MinPercCorpoC1(0.55); + MinRangeC1(14); + ConfirmacaoC2MinPerc(0.55); + RazaoPavio(1.8); + GapMinPontos(10); + ToleranciaNivelDiaAnterior(15); + ScoreMinimoEntrada(3); + PeriodoMMECurta(9); + PeriodoMMEIntermediaria(20); + PeriodoMMELenta(50); + MaxBarrasPosicao(13); + HoraInicioJanela(900); + HoraFimJanela(910); + MaxTradesPorDia(1); + +var + oC1, hC1, lC1, cC1, rangeC1, corpoC1, pavioSupC1, pavioInfC1 : float; + fMaxDiaAtual, fMinDiaAtual, fMaxDiaAnterior, fMinDiaAnterior, fGapAbertura : float; + fMME9, fMME20, fMME50 : float; + fPosFechC1NoRange : float; + fCloseAnterior, fVolumeAnterior : float; + iDateAnterior : integer; + oAtual, hAtual, lAtual, cAtual, rangeAtual, corpoAtual : float; + iCandleDia, iBarrasPosicao, iTradesDia, iScoreCompra, iScoreVenda : integer; + bDiaNovo, bJanelaAtiva, bC1Valido, bDirecaoAlta, bDirecaoBaixa : boolean; + bSinalForteC1, bRejeicaoAtual : boolean; + bGapAlta, bGapBaixa, bEmMaxAnterior, bEmMinAnterior : boolean; + bGapNaRegiaoAlta, bGapNaRegiaoBaixa : boolean; + bC1DirecionalAlta, bC1DirecionalBaixa : boolean; + bC1RejeicaoAlta, bC1RejeicaoBaixa : boolean; + bFechamentoMediasAlta, bFechamentoMediasBaixa : boolean; + bSinalModoCompra, bSinalModoVenda : boolean; + +begin + iDateAnterior := Date[1]; + fCloseAnterior := Close[1]; + fVolumeAnterior := Volume[1]; + + bDiaNovo := Date <> iDateAnterior; + + if bDiaNovo then + begin + if iDateAnterior > 0 then + begin + fMaxDiaAnterior := fMaxDiaAtual; + fMinDiaAnterior := fMinDiaAtual; + end + else + begin + fMaxDiaAnterior := High; + fMinDiaAnterior := Low; + end; + + iCandleDia := 1; + iBarrasPosicao := 0; + iTradesDia := 0; + + oC1 := Open; + hC1 := High; + lC1 := Low; + cC1 := Close; + + fMaxDiaAtual := High; + fMinDiaAtual := Low; + fGapAbertura := Open - fCloseAnterior; + end + else + begin + iCandleDia := iCandleDia + 1; + + if High > fMaxDiaAtual then + fMaxDiaAtual := High; + + if Low < fMinDiaAtual then + fMinDiaAtual := Low; + end; + + bJanelaAtiva := (Time >= HoraInicioJanela) and (Time <= HoraFimJanela); + + fMME9 := MediaExp(PeriodoMMECurta, Close); + fMME20 := MediaExp(PeriodoMMEIntermediaria, Close); + fMME50 := MediaExp(PeriodoMMELenta, Close); + + rangeC1 := hC1 - lC1; + corpoC1 := Abs(cC1 - oC1); + + bDirecaoAlta := cC1 > oC1; + bDirecaoBaixa := cC1 < oC1; + bC1Valido := (rangeC1 >= MinRangeC1) and ((corpoC1 / Max(rangeC1, 0.01)) >= MinPercCorpoC1); + + pavioSupC1 := hC1 - Max(oC1, cC1); + pavioInfC1 := Min(oC1, cC1) - lC1; + + bGapAlta := fGapAbertura >= GapMinPontos; + bGapBaixa := fGapAbertura <= (-GapMinPontos); + + bEmMaxAnterior := (Abs(cC1 - fMaxDiaAnterior) <= ToleranciaNivelDiaAnterior) + or (Abs(hC1 - fMaxDiaAnterior) <= ToleranciaNivelDiaAnterior); + + bEmMinAnterior := (Abs(cC1 - fMinDiaAnterior) <= ToleranciaNivelDiaAnterior) + or (Abs(lC1 - fMinDiaAnterior) <= ToleranciaNivelDiaAnterior); + + bGapNaRegiaoAlta := bGapAlta and bEmMaxAnterior; + bGapNaRegiaoBaixa := bGapBaixa and bEmMinAnterior; + + fPosFechC1NoRange := (cC1 - lC1) / Max(rangeC1, 0.01); + + bC1DirecionalAlta := bDirecaoAlta + and bC1Valido + and ((corpoC1 / Max(rangeC1, 0.01)) >= ConfirmacaoC2MinPerc) + and (fPosFechC1NoRange >= 0.70); + + bC1DirecionalBaixa := bDirecaoBaixa + and bC1Valido + and ((corpoC1 / Max(rangeC1, 0.01)) >= ConfirmacaoC2MinPerc) + and (fPosFechC1NoRange <= 0.30); + + bC1RejeicaoAlta := bDirecaoAlta + and bC1Valido + and (pavioInfC1 >= (corpoC1 * RazaoPavio)) + and (fPosFechC1NoRange >= 0.55); + + bC1RejeicaoBaixa := bDirecaoBaixa + and bC1Valido + and (pavioSupC1 >= (corpoC1 * RazaoPavio)) + and (fPosFechC1NoRange <= 0.45); + + bFechamentoMediasAlta := (cC1 >= fMME9) and (cC1 >= fMME20) and (cC1 >= fMME50); + bFechamentoMediasBaixa := (cC1 <= fMME9) and (cC1 <= fMME20) and (cC1 <= fMME50); + + bSinalForteC1 := false; + bSinalModoCompra := false; + bSinalModoVenda := false; + + if ConfirmacaoModo = 1 then + begin + bSinalModoCompra := bC1DirecionalAlta; + bSinalModoVenda := bC1DirecionalBaixa; + end; + + if ConfirmacaoModo = 2 then + begin + bSinalModoCompra := bC1RejeicaoAlta; + bSinalModoVenda := bC1RejeicaoBaixa; + end; + + if ConfirmacaoModo = 3 then + begin + bSinalModoCompra := (bC1DirecionalAlta or bC1RejeicaoAlta) and (Volume > fVolumeAnterior); + bSinalModoVenda := (bC1DirecionalBaixa or bC1RejeicaoBaixa) and (Volume > fVolumeAnterior); + end; + + iScoreCompra := 0; + if bGapAlta then + iScoreCompra := iScoreCompra + 1; + if bEmMaxAnterior then + iScoreCompra := iScoreCompra + 1; + if bFechamentoMediasAlta then + iScoreCompra := iScoreCompra + 1; + if bSinalModoCompra then + iScoreCompra := iScoreCompra + 1; + + iScoreVenda := 0; + if bGapBaixa then + iScoreVenda := iScoreVenda + 1; + if bEmMinAnterior then + iScoreVenda := iScoreVenda + 1; + if bFechamentoMediasBaixa then + iScoreVenda := iScoreVenda + 1; + if bSinalModoVenda then + iScoreVenda := iScoreVenda + 1; + + if bDirecaoAlta then + bSinalForteC1 := iScoreCompra >= ScoreMinimoEntrada; + + if bDirecaoBaixa then + bSinalForteC1 := iScoreVenda >= ScoreMinimoEntrada; + + if (not IsBought) and (not IsSold) and bJanelaAtiva and (iTradesDia < MaxTradesPorDia) and (iCandleDia = 1) and bSinalForteC1 then + begin + if bDirecaoAlta then BuyAtMarket; + if bDirecaoBaixa then SellShortAtMarket; + iTradesDia := iTradesDia + 1; + iBarrasPosicao := 0; + end; + + if IsBought or IsSold then + iBarrasPosicao := iBarrasPosicao + 1 + else + iBarrasPosicao := 0; + + if IsBought or IsSold then + begin + oAtual := Open; + hAtual := High; + lAtual := Low; + cAtual := Close; + corpoAtual := Abs(cAtual - oAtual); + + bRejeicaoAtual := false; + + if RejeicaoModo = 1 then + bRejeicaoAtual := (IsBought and (cAtual < oAtual)) or (IsSold and (cAtual > oAtual)); + + if RejeicaoModo = 2 then + bRejeicaoAtual := (IsBought and ((hAtual - cAtual) > (corpoAtual * RazaoPavio))) + or (IsSold and ((cAtual - lAtual) > (corpoAtual * RazaoPavio))); + + if RejeicaoModo = 3 then + bRejeicaoAtual := (IsBought and (cAtual < hC1)) or (IsSold and (cAtual > lC1)); + + if ((iCandleDia >= 3) and bRejeicaoAtual) + or (iBarrasPosicao >= MaxBarrasPosicao) + or (iCandleDia >= 5) + or (Time > HoraFimJanela) then + ClosePosition; + end; +end; diff --git a/automacao_backtests/CANDLE1A4/versoes_tf_menor/robo_candle1a4_v42_cm3_rm2_tfcurto.txt b/automacao_backtests/CANDLE1A4/versoes_tf_menor/robo_candle1a4_v42_cm3_rm2_tfcurto.txt new file mode 100644 index 0000000..5c692ee --- /dev/null +++ b/automacao_backtests/CANDLE1A4/versoes_tf_menor/robo_candle1a4_v42_cm3_rm2_tfcurto.txt @@ -0,0 +1,225 @@ +// Estrategia: robo_candle1a4_v42_cm3_rm2_tfcurto +// Tema: Candle1A4 - operacao apenas nos primeiros 5 candles do dia (grafico 2 min) +// Regras: Le leitura principal do gap no candle 1 + nivel do dia anterior, entrada no candle 1 com sinal forte, +// maximo 1 trade por dia, saida por rejeicao/tempo. +input + ConfirmacaoModo(3); + RejeicaoModo(2); + MinPercCorpoC1(0.4); + MinRangeC1(18); + ConfirmacaoC2MinPerc(0.45); + RazaoPavio(1.4); + GapMinPontos(10); + ToleranciaNivelDiaAnterior(15); + ScoreMinimoEntrada(3); + PeriodoMMECurta(9); + PeriodoMMEIntermediaria(20); + PeriodoMMELenta(50); + MaxBarrasPosicao(7); + HoraInicioJanela(900); + HoraFimJanela(910); + MaxTradesPorDia(1); + +var + oC1, hC1, lC1, cC1, rangeC1, corpoC1, pavioSupC1, pavioInfC1 : float; + fMaxDiaAtual, fMinDiaAtual, fMaxDiaAnterior, fMinDiaAnterior, fGapAbertura : float; + fMME9, fMME20, fMME50 : float; + fPosFechC1NoRange : float; + fCloseAnterior, fVolumeAnterior : float; + iDateAnterior : integer; + oAtual, hAtual, lAtual, cAtual, rangeAtual, corpoAtual : float; + iCandleDia, iBarrasPosicao, iTradesDia, iScoreCompra, iScoreVenda : integer; + bDiaNovo, bJanelaAtiva, bC1Valido, bDirecaoAlta, bDirecaoBaixa : boolean; + bSinalForteC1, bRejeicaoAtual : boolean; + bGapAlta, bGapBaixa, bEmMaxAnterior, bEmMinAnterior : boolean; + bGapNaRegiaoAlta, bGapNaRegiaoBaixa : boolean; + bC1DirecionalAlta, bC1DirecionalBaixa : boolean; + bC1RejeicaoAlta, bC1RejeicaoBaixa : boolean; + bFechamentoMediasAlta, bFechamentoMediasBaixa : boolean; + bSinalModoCompra, bSinalModoVenda : boolean; + +begin + iDateAnterior := Date[1]; + fCloseAnterior := Close[1]; + fVolumeAnterior := Volume[1]; + + bDiaNovo := Date <> iDateAnterior; + + if bDiaNovo then + begin + if iDateAnterior > 0 then + begin + fMaxDiaAnterior := fMaxDiaAtual; + fMinDiaAnterior := fMinDiaAtual; + end + else + begin + fMaxDiaAnterior := High; + fMinDiaAnterior := Low; + end; + + iCandleDia := 1; + iBarrasPosicao := 0; + iTradesDia := 0; + + oC1 := Open; + hC1 := High; + lC1 := Low; + cC1 := Close; + + fMaxDiaAtual := High; + fMinDiaAtual := Low; + fGapAbertura := Open - fCloseAnterior; + end + else + begin + iCandleDia := iCandleDia + 1; + + if High > fMaxDiaAtual then + fMaxDiaAtual := High; + + if Low < fMinDiaAtual then + fMinDiaAtual := Low; + end; + + bJanelaAtiva := (Time >= HoraInicioJanela) and (Time <= HoraFimJanela); + + fMME9 := MediaExp(PeriodoMMECurta, Close); + fMME20 := MediaExp(PeriodoMMEIntermediaria, Close); + fMME50 := MediaExp(PeriodoMMELenta, Close); + + rangeC1 := hC1 - lC1; + corpoC1 := Abs(cC1 - oC1); + + bDirecaoAlta := cC1 > oC1; + bDirecaoBaixa := cC1 < oC1; + bC1Valido := (rangeC1 >= MinRangeC1) and ((corpoC1 / Max(rangeC1, 0.01)) >= MinPercCorpoC1); + + pavioSupC1 := hC1 - Max(oC1, cC1); + pavioInfC1 := Min(oC1, cC1) - lC1; + + bGapAlta := fGapAbertura >= GapMinPontos; + bGapBaixa := fGapAbertura <= (-GapMinPontos); + + bEmMaxAnterior := (Abs(cC1 - fMaxDiaAnterior) <= ToleranciaNivelDiaAnterior) + or (Abs(hC1 - fMaxDiaAnterior) <= ToleranciaNivelDiaAnterior); + + bEmMinAnterior := (Abs(cC1 - fMinDiaAnterior) <= ToleranciaNivelDiaAnterior) + or (Abs(lC1 - fMinDiaAnterior) <= ToleranciaNivelDiaAnterior); + + bGapNaRegiaoAlta := bGapAlta and bEmMaxAnterior; + bGapNaRegiaoBaixa := bGapBaixa and bEmMinAnterior; + + fPosFechC1NoRange := (cC1 - lC1) / Max(rangeC1, 0.01); + + bC1DirecionalAlta := bDirecaoAlta + and bC1Valido + and ((corpoC1 / Max(rangeC1, 0.01)) >= ConfirmacaoC2MinPerc) + and (fPosFechC1NoRange >= 0.70); + + bC1DirecionalBaixa := bDirecaoBaixa + and bC1Valido + and ((corpoC1 / Max(rangeC1, 0.01)) >= ConfirmacaoC2MinPerc) + and (fPosFechC1NoRange <= 0.30); + + bC1RejeicaoAlta := bDirecaoAlta + and bC1Valido + and (pavioInfC1 >= (corpoC1 * RazaoPavio)) + and (fPosFechC1NoRange >= 0.55); + + bC1RejeicaoBaixa := bDirecaoBaixa + and bC1Valido + and (pavioSupC1 >= (corpoC1 * RazaoPavio)) + and (fPosFechC1NoRange <= 0.45); + + bFechamentoMediasAlta := (cC1 >= fMME9) and (cC1 >= fMME20) and (cC1 >= fMME50); + bFechamentoMediasBaixa := (cC1 <= fMME9) and (cC1 <= fMME20) and (cC1 <= fMME50); + + bSinalForteC1 := false; + bSinalModoCompra := false; + bSinalModoVenda := false; + + if ConfirmacaoModo = 1 then + begin + bSinalModoCompra := bC1DirecionalAlta; + bSinalModoVenda := bC1DirecionalBaixa; + end; + + if ConfirmacaoModo = 2 then + begin + bSinalModoCompra := bC1RejeicaoAlta; + bSinalModoVenda := bC1RejeicaoBaixa; + end; + + if ConfirmacaoModo = 3 then + begin + bSinalModoCompra := (bC1DirecionalAlta or bC1RejeicaoAlta) and (Volume > fVolumeAnterior); + bSinalModoVenda := (bC1DirecionalBaixa or bC1RejeicaoBaixa) and (Volume > fVolumeAnterior); + end; + + iScoreCompra := 0; + if bGapAlta then + iScoreCompra := iScoreCompra + 1; + if bEmMaxAnterior then + iScoreCompra := iScoreCompra + 1; + if bFechamentoMediasAlta then + iScoreCompra := iScoreCompra + 1; + if bSinalModoCompra then + iScoreCompra := iScoreCompra + 1; + + iScoreVenda := 0; + if bGapBaixa then + iScoreVenda := iScoreVenda + 1; + if bEmMinAnterior then + iScoreVenda := iScoreVenda + 1; + if bFechamentoMediasBaixa then + iScoreVenda := iScoreVenda + 1; + if bSinalModoVenda then + iScoreVenda := iScoreVenda + 1; + + if bDirecaoAlta then + bSinalForteC1 := iScoreCompra >= ScoreMinimoEntrada; + + if bDirecaoBaixa then + bSinalForteC1 := iScoreVenda >= ScoreMinimoEntrada; + + if (not IsBought) and (not IsSold) and bJanelaAtiva and (iTradesDia < MaxTradesPorDia) and (iCandleDia = 1) and bSinalForteC1 then + begin + if bDirecaoAlta then BuyAtMarket; + if bDirecaoBaixa then SellShortAtMarket; + iTradesDia := iTradesDia + 1; + iBarrasPosicao := 0; + end; + + if IsBought or IsSold then + iBarrasPosicao := iBarrasPosicao + 1 + else + iBarrasPosicao := 0; + + if IsBought or IsSold then + begin + oAtual := Open; + hAtual := High; + lAtual := Low; + cAtual := Close; + corpoAtual := Abs(cAtual - oAtual); + + bRejeicaoAtual := false; + + if RejeicaoModo = 1 then + bRejeicaoAtual := (IsBought and (cAtual < oAtual)) or (IsSold and (cAtual > oAtual)); + + if RejeicaoModo = 2 then + bRejeicaoAtual := (IsBought and ((hAtual - cAtual) > (corpoAtual * RazaoPavio))) + or (IsSold and ((cAtual - lAtual) > (corpoAtual * RazaoPavio))); + + if RejeicaoModo = 3 then + bRejeicaoAtual := (IsBought and (cAtual < hC1)) or (IsSold and (cAtual > lC1)); + + if ((iCandleDia >= 3) and bRejeicaoAtual) + or (iBarrasPosicao >= MaxBarrasPosicao) + or (iCandleDia >= 5) + or (Time > HoraFimJanela) then + ClosePosition; + end; +end; diff --git a/automacao_backtests/CANDLE1A4/versoes_tf_menor/robo_candle1a4_v43_cm1_rm3_tfcurto.txt b/automacao_backtests/CANDLE1A4/versoes_tf_menor/robo_candle1a4_v43_cm1_rm3_tfcurto.txt new file mode 100644 index 0000000..28814da --- /dev/null +++ b/automacao_backtests/CANDLE1A4/versoes_tf_menor/robo_candle1a4_v43_cm1_rm3_tfcurto.txt @@ -0,0 +1,225 @@ +// Estrategia: robo_candle1a4_v43_cm1_rm3_tfcurto +// Tema: Candle1A4 - operacao apenas nos primeiros 5 candles do dia (grafico 2 min) +// Regras: Le leitura principal do gap no candle 1 + nivel do dia anterior, entrada no candle 1 com sinal forte, +// maximo 1 trade por dia, saida por rejeicao/tempo. +input + ConfirmacaoModo(1); + RejeicaoModo(3); + MinPercCorpoC1(0.45); + MinRangeC1(8); + ConfirmacaoC2MinPerc(0.5); + RazaoPavio(1.6); + GapMinPontos(10); + ToleranciaNivelDiaAnterior(15); + ScoreMinimoEntrada(3); + PeriodoMMECurta(9); + PeriodoMMEIntermediaria(20); + PeriodoMMELenta(50); + MaxBarrasPosicao(8); + HoraInicioJanela(900); + HoraFimJanela(910); + MaxTradesPorDia(1); + +var + oC1, hC1, lC1, cC1, rangeC1, corpoC1, pavioSupC1, pavioInfC1 : float; + fMaxDiaAtual, fMinDiaAtual, fMaxDiaAnterior, fMinDiaAnterior, fGapAbertura : float; + fMME9, fMME20, fMME50 : float; + fPosFechC1NoRange : float; + fCloseAnterior, fVolumeAnterior : float; + iDateAnterior : integer; + oAtual, hAtual, lAtual, cAtual, rangeAtual, corpoAtual : float; + iCandleDia, iBarrasPosicao, iTradesDia, iScoreCompra, iScoreVenda : integer; + bDiaNovo, bJanelaAtiva, bC1Valido, bDirecaoAlta, bDirecaoBaixa : boolean; + bSinalForteC1, bRejeicaoAtual : boolean; + bGapAlta, bGapBaixa, bEmMaxAnterior, bEmMinAnterior : boolean; + bGapNaRegiaoAlta, bGapNaRegiaoBaixa : boolean; + bC1DirecionalAlta, bC1DirecionalBaixa : boolean; + bC1RejeicaoAlta, bC1RejeicaoBaixa : boolean; + bFechamentoMediasAlta, bFechamentoMediasBaixa : boolean; + bSinalModoCompra, bSinalModoVenda : boolean; + +begin + iDateAnterior := Date[1]; + fCloseAnterior := Close[1]; + fVolumeAnterior := Volume[1]; + + bDiaNovo := Date <> iDateAnterior; + + if bDiaNovo then + begin + if iDateAnterior > 0 then + begin + fMaxDiaAnterior := fMaxDiaAtual; + fMinDiaAnterior := fMinDiaAtual; + end + else + begin + fMaxDiaAnterior := High; + fMinDiaAnterior := Low; + end; + + iCandleDia := 1; + iBarrasPosicao := 0; + iTradesDia := 0; + + oC1 := Open; + hC1 := High; + lC1 := Low; + cC1 := Close; + + fMaxDiaAtual := High; + fMinDiaAtual := Low; + fGapAbertura := Open - fCloseAnterior; + end + else + begin + iCandleDia := iCandleDia + 1; + + if High > fMaxDiaAtual then + fMaxDiaAtual := High; + + if Low < fMinDiaAtual then + fMinDiaAtual := Low; + end; + + bJanelaAtiva := (Time >= HoraInicioJanela) and (Time <= HoraFimJanela); + + fMME9 := MediaExp(PeriodoMMECurta, Close); + fMME20 := MediaExp(PeriodoMMEIntermediaria, Close); + fMME50 := MediaExp(PeriodoMMELenta, Close); + + rangeC1 := hC1 - lC1; + corpoC1 := Abs(cC1 - oC1); + + bDirecaoAlta := cC1 > oC1; + bDirecaoBaixa := cC1 < oC1; + bC1Valido := (rangeC1 >= MinRangeC1) and ((corpoC1 / Max(rangeC1, 0.01)) >= MinPercCorpoC1); + + pavioSupC1 := hC1 - Max(oC1, cC1); + pavioInfC1 := Min(oC1, cC1) - lC1; + + bGapAlta := fGapAbertura >= GapMinPontos; + bGapBaixa := fGapAbertura <= (-GapMinPontos); + + bEmMaxAnterior := (Abs(cC1 - fMaxDiaAnterior) <= ToleranciaNivelDiaAnterior) + or (Abs(hC1 - fMaxDiaAnterior) <= ToleranciaNivelDiaAnterior); + + bEmMinAnterior := (Abs(cC1 - fMinDiaAnterior) <= ToleranciaNivelDiaAnterior) + or (Abs(lC1 - fMinDiaAnterior) <= ToleranciaNivelDiaAnterior); + + bGapNaRegiaoAlta := bGapAlta and bEmMaxAnterior; + bGapNaRegiaoBaixa := bGapBaixa and bEmMinAnterior; + + fPosFechC1NoRange := (cC1 - lC1) / Max(rangeC1, 0.01); + + bC1DirecionalAlta := bDirecaoAlta + and bC1Valido + and ((corpoC1 / Max(rangeC1, 0.01)) >= ConfirmacaoC2MinPerc) + and (fPosFechC1NoRange >= 0.70); + + bC1DirecionalBaixa := bDirecaoBaixa + and bC1Valido + and ((corpoC1 / Max(rangeC1, 0.01)) >= ConfirmacaoC2MinPerc) + and (fPosFechC1NoRange <= 0.30); + + bC1RejeicaoAlta := bDirecaoAlta + and bC1Valido + and (pavioInfC1 >= (corpoC1 * RazaoPavio)) + and (fPosFechC1NoRange >= 0.55); + + bC1RejeicaoBaixa := bDirecaoBaixa + and bC1Valido + and (pavioSupC1 >= (corpoC1 * RazaoPavio)) + and (fPosFechC1NoRange <= 0.45); + + bFechamentoMediasAlta := (cC1 >= fMME9) and (cC1 >= fMME20) and (cC1 >= fMME50); + bFechamentoMediasBaixa := (cC1 <= fMME9) and (cC1 <= fMME20) and (cC1 <= fMME50); + + bSinalForteC1 := false; + bSinalModoCompra := false; + bSinalModoVenda := false; + + if ConfirmacaoModo = 1 then + begin + bSinalModoCompra := bC1DirecionalAlta; + bSinalModoVenda := bC1DirecionalBaixa; + end; + + if ConfirmacaoModo = 2 then + begin + bSinalModoCompra := bC1RejeicaoAlta; + bSinalModoVenda := bC1RejeicaoBaixa; + end; + + if ConfirmacaoModo = 3 then + begin + bSinalModoCompra := (bC1DirecionalAlta or bC1RejeicaoAlta) and (Volume > fVolumeAnterior); + bSinalModoVenda := (bC1DirecionalBaixa or bC1RejeicaoBaixa) and (Volume > fVolumeAnterior); + end; + + iScoreCompra := 0; + if bGapAlta then + iScoreCompra := iScoreCompra + 1; + if bEmMaxAnterior then + iScoreCompra := iScoreCompra + 1; + if bFechamentoMediasAlta then + iScoreCompra := iScoreCompra + 1; + if bSinalModoCompra then + iScoreCompra := iScoreCompra + 1; + + iScoreVenda := 0; + if bGapBaixa then + iScoreVenda := iScoreVenda + 1; + if bEmMinAnterior then + iScoreVenda := iScoreVenda + 1; + if bFechamentoMediasBaixa then + iScoreVenda := iScoreVenda + 1; + if bSinalModoVenda then + iScoreVenda := iScoreVenda + 1; + + if bDirecaoAlta then + bSinalForteC1 := iScoreCompra >= ScoreMinimoEntrada; + + if bDirecaoBaixa then + bSinalForteC1 := iScoreVenda >= ScoreMinimoEntrada; + + if (not IsBought) and (not IsSold) and bJanelaAtiva and (iTradesDia < MaxTradesPorDia) and (iCandleDia = 1) and bSinalForteC1 then + begin + if bDirecaoAlta then BuyAtMarket; + if bDirecaoBaixa then SellShortAtMarket; + iTradesDia := iTradesDia + 1; + iBarrasPosicao := 0; + end; + + if IsBought or IsSold then + iBarrasPosicao := iBarrasPosicao + 1 + else + iBarrasPosicao := 0; + + if IsBought or IsSold then + begin + oAtual := Open; + hAtual := High; + lAtual := Low; + cAtual := Close; + corpoAtual := Abs(cAtual - oAtual); + + bRejeicaoAtual := false; + + if RejeicaoModo = 1 then + bRejeicaoAtual := (IsBought and (cAtual < oAtual)) or (IsSold and (cAtual > oAtual)); + + if RejeicaoModo = 2 then + bRejeicaoAtual := (IsBought and ((hAtual - cAtual) > (corpoAtual * RazaoPavio))) + or (IsSold and ((cAtual - lAtual) > (corpoAtual * RazaoPavio))); + + if RejeicaoModo = 3 then + bRejeicaoAtual := (IsBought and (cAtual < hC1)) or (IsSold and (cAtual > lC1)); + + if ((iCandleDia >= 3) and bRejeicaoAtual) + or (iBarrasPosicao >= MaxBarrasPosicao) + or (iCandleDia >= 5) + or (Time > HoraFimJanela) then + ClosePosition; + end; +end; diff --git a/automacao_backtests/CANDLE1A4/versoes_tf_menor/robo_candle1a4_v45_cm3_rm3_tfcurto.txt b/automacao_backtests/CANDLE1A4/versoes_tf_menor/robo_candle1a4_v45_cm3_rm3_tfcurto.txt new file mode 100644 index 0000000..4184ee6 --- /dev/null +++ b/automacao_backtests/CANDLE1A4/versoes_tf_menor/robo_candle1a4_v45_cm3_rm3_tfcurto.txt @@ -0,0 +1,225 @@ +// Estrategia: robo_candle1a4_v45_cm3_rm3_tfcurto +// Tema: Candle1A4 - operacao apenas nos primeiros 5 candles do dia (grafico 2 min) +// Regras: Le leitura principal do gap no candle 1 + nivel do dia anterior, entrada no candle 1 com sinal forte, +// maximo 1 trade por dia, saida por rejeicao/tempo. +input + ConfirmacaoModo(3); + RejeicaoModo(3); + MinPercCorpoC1(0.55); + MinRangeC1(12); + ConfirmacaoC2MinPerc(0.4); + RazaoPavio(1.2); + GapMinPontos(10); + ToleranciaNivelDiaAnterior(15); + ScoreMinimoEntrada(3); + PeriodoMMECurta(9); + PeriodoMMEIntermediaria(20); + PeriodoMMELenta(50); + MaxBarrasPosicao(10); + HoraInicioJanela(900); + HoraFimJanela(910); + MaxTradesPorDia(1); + +var + oC1, hC1, lC1, cC1, rangeC1, corpoC1, pavioSupC1, pavioInfC1 : float; + fMaxDiaAtual, fMinDiaAtual, fMaxDiaAnterior, fMinDiaAnterior, fGapAbertura : float; + fMME9, fMME20, fMME50 : float; + fPosFechC1NoRange : float; + fCloseAnterior, fVolumeAnterior : float; + iDateAnterior : integer; + oAtual, hAtual, lAtual, cAtual, rangeAtual, corpoAtual : float; + iCandleDia, iBarrasPosicao, iTradesDia, iScoreCompra, iScoreVenda : integer; + bDiaNovo, bJanelaAtiva, bC1Valido, bDirecaoAlta, bDirecaoBaixa : boolean; + bSinalForteC1, bRejeicaoAtual : boolean; + bGapAlta, bGapBaixa, bEmMaxAnterior, bEmMinAnterior : boolean; + bGapNaRegiaoAlta, bGapNaRegiaoBaixa : boolean; + bC1DirecionalAlta, bC1DirecionalBaixa : boolean; + bC1RejeicaoAlta, bC1RejeicaoBaixa : boolean; + bFechamentoMediasAlta, bFechamentoMediasBaixa : boolean; + bSinalModoCompra, bSinalModoVenda : boolean; + +begin + iDateAnterior := Date[1]; + fCloseAnterior := Close[1]; + fVolumeAnterior := Volume[1]; + + bDiaNovo := Date <> iDateAnterior; + + if bDiaNovo then + begin + if iDateAnterior > 0 then + begin + fMaxDiaAnterior := fMaxDiaAtual; + fMinDiaAnterior := fMinDiaAtual; + end + else + begin + fMaxDiaAnterior := High; + fMinDiaAnterior := Low; + end; + + iCandleDia := 1; + iBarrasPosicao := 0; + iTradesDia := 0; + + oC1 := Open; + hC1 := High; + lC1 := Low; + cC1 := Close; + + fMaxDiaAtual := High; + fMinDiaAtual := Low; + fGapAbertura := Open - fCloseAnterior; + end + else + begin + iCandleDia := iCandleDia + 1; + + if High > fMaxDiaAtual then + fMaxDiaAtual := High; + + if Low < fMinDiaAtual then + fMinDiaAtual := Low; + end; + + bJanelaAtiva := (Time >= HoraInicioJanela) and (Time <= HoraFimJanela); + + fMME9 := MediaExp(PeriodoMMECurta, Close); + fMME20 := MediaExp(PeriodoMMEIntermediaria, Close); + fMME50 := MediaExp(PeriodoMMELenta, Close); + + rangeC1 := hC1 - lC1; + corpoC1 := Abs(cC1 - oC1); + + bDirecaoAlta := cC1 > oC1; + bDirecaoBaixa := cC1 < oC1; + bC1Valido := (rangeC1 >= MinRangeC1) and ((corpoC1 / Max(rangeC1, 0.01)) >= MinPercCorpoC1); + + pavioSupC1 := hC1 - Max(oC1, cC1); + pavioInfC1 := Min(oC1, cC1) - lC1; + + bGapAlta := fGapAbertura >= GapMinPontos; + bGapBaixa := fGapAbertura <= (-GapMinPontos); + + bEmMaxAnterior := (Abs(cC1 - fMaxDiaAnterior) <= ToleranciaNivelDiaAnterior) + or (Abs(hC1 - fMaxDiaAnterior) <= ToleranciaNivelDiaAnterior); + + bEmMinAnterior := (Abs(cC1 - fMinDiaAnterior) <= ToleranciaNivelDiaAnterior) + or (Abs(lC1 - fMinDiaAnterior) <= ToleranciaNivelDiaAnterior); + + bGapNaRegiaoAlta := bGapAlta and bEmMaxAnterior; + bGapNaRegiaoBaixa := bGapBaixa and bEmMinAnterior; + + fPosFechC1NoRange := (cC1 - lC1) / Max(rangeC1, 0.01); + + bC1DirecionalAlta := bDirecaoAlta + and bC1Valido + and ((corpoC1 / Max(rangeC1, 0.01)) >= ConfirmacaoC2MinPerc) + and (fPosFechC1NoRange >= 0.70); + + bC1DirecionalBaixa := bDirecaoBaixa + and bC1Valido + and ((corpoC1 / Max(rangeC1, 0.01)) >= ConfirmacaoC2MinPerc) + and (fPosFechC1NoRange <= 0.30); + + bC1RejeicaoAlta := bDirecaoAlta + and bC1Valido + and (pavioInfC1 >= (corpoC1 * RazaoPavio)) + and (fPosFechC1NoRange >= 0.55); + + bC1RejeicaoBaixa := bDirecaoBaixa + and bC1Valido + and (pavioSupC1 >= (corpoC1 * RazaoPavio)) + and (fPosFechC1NoRange <= 0.45); + + bFechamentoMediasAlta := (cC1 >= fMME9) and (cC1 >= fMME20) and (cC1 >= fMME50); + bFechamentoMediasBaixa := (cC1 <= fMME9) and (cC1 <= fMME20) and (cC1 <= fMME50); + + bSinalForteC1 := false; + bSinalModoCompra := false; + bSinalModoVenda := false; + + if ConfirmacaoModo = 1 then + begin + bSinalModoCompra := bC1DirecionalAlta; + bSinalModoVenda := bC1DirecionalBaixa; + end; + + if ConfirmacaoModo = 2 then + begin + bSinalModoCompra := bC1RejeicaoAlta; + bSinalModoVenda := bC1RejeicaoBaixa; + end; + + if ConfirmacaoModo = 3 then + begin + bSinalModoCompra := (bC1DirecionalAlta or bC1RejeicaoAlta) and (Volume > fVolumeAnterior); + bSinalModoVenda := (bC1DirecionalBaixa or bC1RejeicaoBaixa) and (Volume > fVolumeAnterior); + end; + + iScoreCompra := 0; + if bGapAlta then + iScoreCompra := iScoreCompra + 1; + if bEmMaxAnterior then + iScoreCompra := iScoreCompra + 1; + if bFechamentoMediasAlta then + iScoreCompra := iScoreCompra + 1; + if bSinalModoCompra then + iScoreCompra := iScoreCompra + 1; + + iScoreVenda := 0; + if bGapBaixa then + iScoreVenda := iScoreVenda + 1; + if bEmMinAnterior then + iScoreVenda := iScoreVenda + 1; + if bFechamentoMediasBaixa then + iScoreVenda := iScoreVenda + 1; + if bSinalModoVenda then + iScoreVenda := iScoreVenda + 1; + + if bDirecaoAlta then + bSinalForteC1 := iScoreCompra >= ScoreMinimoEntrada; + + if bDirecaoBaixa then + bSinalForteC1 := iScoreVenda >= ScoreMinimoEntrada; + + if (not IsBought) and (not IsSold) and bJanelaAtiva and (iTradesDia < MaxTradesPorDia) and (iCandleDia = 1) and bSinalForteC1 then + begin + if bDirecaoAlta then BuyAtMarket; + if bDirecaoBaixa then SellShortAtMarket; + iTradesDia := iTradesDia + 1; + iBarrasPosicao := 0; + end; + + if IsBought or IsSold then + iBarrasPosicao := iBarrasPosicao + 1 + else + iBarrasPosicao := 0; + + if IsBought or IsSold then + begin + oAtual := Open; + hAtual := High; + lAtual := Low; + cAtual := Close; + corpoAtual := Abs(cAtual - oAtual); + + bRejeicaoAtual := false; + + if RejeicaoModo = 1 then + bRejeicaoAtual := (IsBought and (cAtual < oAtual)) or (IsSold and (cAtual > oAtual)); + + if RejeicaoModo = 2 then + bRejeicaoAtual := (IsBought and ((hAtual - cAtual) > (corpoAtual * RazaoPavio))) + or (IsSold and ((cAtual - lAtual) > (corpoAtual * RazaoPavio))); + + if RejeicaoModo = 3 then + bRejeicaoAtual := (IsBought and (cAtual < hC1)) or (IsSold and (cAtual > lC1)); + + if ((iCandleDia >= 3) and bRejeicaoAtual) + or (iBarrasPosicao >= MaxBarrasPosicao) + or (iCandleDia >= 5) + or (Time > HoraFimJanela) then + ClosePosition; + end; +end; diff --git a/automacao_backtests/CANDLE1A4/versoes_tf_menor/robo_candle1a4_v46_cm1_rm1_tfcurto.txt b/automacao_backtests/CANDLE1A4/versoes_tf_menor/robo_candle1a4_v46_cm1_rm1_tfcurto.txt new file mode 100644 index 0000000..d314529 --- /dev/null +++ b/automacao_backtests/CANDLE1A4/versoes_tf_menor/robo_candle1a4_v46_cm1_rm1_tfcurto.txt @@ -0,0 +1,225 @@ +// Estrategia: robo_candle1a4_v46_cm1_rm1_tfcurto +// Tema: Candle1A4 - operacao apenas nos primeiros 5 candles do dia (grafico 2 min) +// Regras: Le leitura principal do gap no candle 1 + nivel do dia anterior, entrada no candle 1 com sinal forte, +// maximo 1 trade por dia, saida por rejeicao/tempo. +input + ConfirmacaoModo(1); + RejeicaoModo(1); + MinPercCorpoC1(0.35); + MinRangeC1(14); + ConfirmacaoC2MinPerc(0.45); + RazaoPavio(1.4); + GapMinPontos(10); + ToleranciaNivelDiaAnterior(15); + ScoreMinimoEntrada(3); + PeriodoMMECurta(9); + PeriodoMMEIntermediaria(20); + PeriodoMMELenta(50); + MaxBarrasPosicao(11); + HoraInicioJanela(900); + HoraFimJanela(910); + MaxTradesPorDia(1); + +var + oC1, hC1, lC1, cC1, rangeC1, corpoC1, pavioSupC1, pavioInfC1 : float; + fMaxDiaAtual, fMinDiaAtual, fMaxDiaAnterior, fMinDiaAnterior, fGapAbertura : float; + fMME9, fMME20, fMME50 : float; + fPosFechC1NoRange : float; + fCloseAnterior, fVolumeAnterior : float; + iDateAnterior : integer; + oAtual, hAtual, lAtual, cAtual, rangeAtual, corpoAtual : float; + iCandleDia, iBarrasPosicao, iTradesDia, iScoreCompra, iScoreVenda : integer; + bDiaNovo, bJanelaAtiva, bC1Valido, bDirecaoAlta, bDirecaoBaixa : boolean; + bSinalForteC1, bRejeicaoAtual : boolean; + bGapAlta, bGapBaixa, bEmMaxAnterior, bEmMinAnterior : boolean; + bGapNaRegiaoAlta, bGapNaRegiaoBaixa : boolean; + bC1DirecionalAlta, bC1DirecionalBaixa : boolean; + bC1RejeicaoAlta, bC1RejeicaoBaixa : boolean; + bFechamentoMediasAlta, bFechamentoMediasBaixa : boolean; + bSinalModoCompra, bSinalModoVenda : boolean; + +begin + iDateAnterior := Date[1]; + fCloseAnterior := Close[1]; + fVolumeAnterior := Volume[1]; + + bDiaNovo := Date <> iDateAnterior; + + if bDiaNovo then + begin + if iDateAnterior > 0 then + begin + fMaxDiaAnterior := fMaxDiaAtual; + fMinDiaAnterior := fMinDiaAtual; + end + else + begin + fMaxDiaAnterior := High; + fMinDiaAnterior := Low; + end; + + iCandleDia := 1; + iBarrasPosicao := 0; + iTradesDia := 0; + + oC1 := Open; + hC1 := High; + lC1 := Low; + cC1 := Close; + + fMaxDiaAtual := High; + fMinDiaAtual := Low; + fGapAbertura := Open - fCloseAnterior; + end + else + begin + iCandleDia := iCandleDia + 1; + + if High > fMaxDiaAtual then + fMaxDiaAtual := High; + + if Low < fMinDiaAtual then + fMinDiaAtual := Low; + end; + + bJanelaAtiva := (Time >= HoraInicioJanela) and (Time <= HoraFimJanela); + + fMME9 := MediaExp(PeriodoMMECurta, Close); + fMME20 := MediaExp(PeriodoMMEIntermediaria, Close); + fMME50 := MediaExp(PeriodoMMELenta, Close); + + rangeC1 := hC1 - lC1; + corpoC1 := Abs(cC1 - oC1); + + bDirecaoAlta := cC1 > oC1; + bDirecaoBaixa := cC1 < oC1; + bC1Valido := (rangeC1 >= MinRangeC1) and ((corpoC1 / Max(rangeC1, 0.01)) >= MinPercCorpoC1); + + pavioSupC1 := hC1 - Max(oC1, cC1); + pavioInfC1 := Min(oC1, cC1) - lC1; + + bGapAlta := fGapAbertura >= GapMinPontos; + bGapBaixa := fGapAbertura <= (-GapMinPontos); + + bEmMaxAnterior := (Abs(cC1 - fMaxDiaAnterior) <= ToleranciaNivelDiaAnterior) + or (Abs(hC1 - fMaxDiaAnterior) <= ToleranciaNivelDiaAnterior); + + bEmMinAnterior := (Abs(cC1 - fMinDiaAnterior) <= ToleranciaNivelDiaAnterior) + or (Abs(lC1 - fMinDiaAnterior) <= ToleranciaNivelDiaAnterior); + + bGapNaRegiaoAlta := bGapAlta and bEmMaxAnterior; + bGapNaRegiaoBaixa := bGapBaixa and bEmMinAnterior; + + fPosFechC1NoRange := (cC1 - lC1) / Max(rangeC1, 0.01); + + bC1DirecionalAlta := bDirecaoAlta + and bC1Valido + and ((corpoC1 / Max(rangeC1, 0.01)) >= ConfirmacaoC2MinPerc) + and (fPosFechC1NoRange >= 0.70); + + bC1DirecionalBaixa := bDirecaoBaixa + and bC1Valido + and ((corpoC1 / Max(rangeC1, 0.01)) >= ConfirmacaoC2MinPerc) + and (fPosFechC1NoRange <= 0.30); + + bC1RejeicaoAlta := bDirecaoAlta + and bC1Valido + and (pavioInfC1 >= (corpoC1 * RazaoPavio)) + and (fPosFechC1NoRange >= 0.55); + + bC1RejeicaoBaixa := bDirecaoBaixa + and bC1Valido + and (pavioSupC1 >= (corpoC1 * RazaoPavio)) + and (fPosFechC1NoRange <= 0.45); + + bFechamentoMediasAlta := (cC1 >= fMME9) and (cC1 >= fMME20) and (cC1 >= fMME50); + bFechamentoMediasBaixa := (cC1 <= fMME9) and (cC1 <= fMME20) and (cC1 <= fMME50); + + bSinalForteC1 := false; + bSinalModoCompra := false; + bSinalModoVenda := false; + + if ConfirmacaoModo = 1 then + begin + bSinalModoCompra := bC1DirecionalAlta; + bSinalModoVenda := bC1DirecionalBaixa; + end; + + if ConfirmacaoModo = 2 then + begin + bSinalModoCompra := bC1RejeicaoAlta; + bSinalModoVenda := bC1RejeicaoBaixa; + end; + + if ConfirmacaoModo = 3 then + begin + bSinalModoCompra := (bC1DirecionalAlta or bC1RejeicaoAlta) and (Volume > fVolumeAnterior); + bSinalModoVenda := (bC1DirecionalBaixa or bC1RejeicaoBaixa) and (Volume > fVolumeAnterior); + end; + + iScoreCompra := 0; + if bGapAlta then + iScoreCompra := iScoreCompra + 1; + if bEmMaxAnterior then + iScoreCompra := iScoreCompra + 1; + if bFechamentoMediasAlta then + iScoreCompra := iScoreCompra + 1; + if bSinalModoCompra then + iScoreCompra := iScoreCompra + 1; + + iScoreVenda := 0; + if bGapBaixa then + iScoreVenda := iScoreVenda + 1; + if bEmMinAnterior then + iScoreVenda := iScoreVenda + 1; + if bFechamentoMediasBaixa then + iScoreVenda := iScoreVenda + 1; + if bSinalModoVenda then + iScoreVenda := iScoreVenda + 1; + + if bDirecaoAlta then + bSinalForteC1 := iScoreCompra >= ScoreMinimoEntrada; + + if bDirecaoBaixa then + bSinalForteC1 := iScoreVenda >= ScoreMinimoEntrada; + + if (not IsBought) and (not IsSold) and bJanelaAtiva and (iTradesDia < MaxTradesPorDia) and (iCandleDia = 1) and bSinalForteC1 then + begin + if bDirecaoAlta then BuyAtMarket; + if bDirecaoBaixa then SellShortAtMarket; + iTradesDia := iTradesDia + 1; + iBarrasPosicao := 0; + end; + + if IsBought or IsSold then + iBarrasPosicao := iBarrasPosicao + 1 + else + iBarrasPosicao := 0; + + if IsBought or IsSold then + begin + oAtual := Open; + hAtual := High; + lAtual := Low; + cAtual := Close; + corpoAtual := Abs(cAtual - oAtual); + + bRejeicaoAtual := false; + + if RejeicaoModo = 1 then + bRejeicaoAtual := (IsBought and (cAtual < oAtual)) or (IsSold and (cAtual > oAtual)); + + if RejeicaoModo = 2 then + bRejeicaoAtual := (IsBought and ((hAtual - cAtual) > (corpoAtual * RazaoPavio))) + or (IsSold and ((cAtual - lAtual) > (corpoAtual * RazaoPavio))); + + if RejeicaoModo = 3 then + bRejeicaoAtual := (IsBought and (cAtual < hC1)) or (IsSold and (cAtual > lC1)); + + if ((iCandleDia >= 3) and bRejeicaoAtual) + or (iBarrasPosicao >= MaxBarrasPosicao) + or (iCandleDia >= 5) + or (Time > HoraFimJanela) then + ClosePosition; + end; +end; diff --git a/automacao_backtests/CANDLE1A4/versoes_tf_menor/robo_candle1a4_v48_cm3_rm1_tfcurto.txt b/automacao_backtests/CANDLE1A4/versoes_tf_menor/robo_candle1a4_v48_cm3_rm1_tfcurto.txt new file mode 100644 index 0000000..daeeee4 --- /dev/null +++ b/automacao_backtests/CANDLE1A4/versoes_tf_menor/robo_candle1a4_v48_cm3_rm1_tfcurto.txt @@ -0,0 +1,225 @@ +// Estrategia: robo_candle1a4_v48_cm3_rm1_tfcurto +// Tema: Candle1A4 - operacao apenas nos primeiros 5 candles do dia (grafico 2 min) +// Regras: Le leitura principal do gap no candle 1 + nivel do dia anterior, entrada no candle 1 com sinal forte, +// maximo 1 trade por dia, saida por rejeicao/tempo. +input + ConfirmacaoModo(3); + RejeicaoModo(1); + MinPercCorpoC1(0.45); + MinRangeC1(18); + ConfirmacaoC2MinPerc(0.55); + RazaoPavio(1.8); + GapMinPontos(10); + ToleranciaNivelDiaAnterior(15); + ScoreMinimoEntrada(3); + PeriodoMMECurta(9); + PeriodoMMEIntermediaria(20); + PeriodoMMELenta(50); + MaxBarrasPosicao(13); + HoraInicioJanela(900); + HoraFimJanela(910); + MaxTradesPorDia(1); + +var + oC1, hC1, lC1, cC1, rangeC1, corpoC1, pavioSupC1, pavioInfC1 : float; + fMaxDiaAtual, fMinDiaAtual, fMaxDiaAnterior, fMinDiaAnterior, fGapAbertura : float; + fMME9, fMME20, fMME50 : float; + fPosFechC1NoRange : float; + fCloseAnterior, fVolumeAnterior : float; + iDateAnterior : integer; + oAtual, hAtual, lAtual, cAtual, rangeAtual, corpoAtual : float; + iCandleDia, iBarrasPosicao, iTradesDia, iScoreCompra, iScoreVenda : integer; + bDiaNovo, bJanelaAtiva, bC1Valido, bDirecaoAlta, bDirecaoBaixa : boolean; + bSinalForteC1, bRejeicaoAtual : boolean; + bGapAlta, bGapBaixa, bEmMaxAnterior, bEmMinAnterior : boolean; + bGapNaRegiaoAlta, bGapNaRegiaoBaixa : boolean; + bC1DirecionalAlta, bC1DirecionalBaixa : boolean; + bC1RejeicaoAlta, bC1RejeicaoBaixa : boolean; + bFechamentoMediasAlta, bFechamentoMediasBaixa : boolean; + bSinalModoCompra, bSinalModoVenda : boolean; + +begin + iDateAnterior := Date[1]; + fCloseAnterior := Close[1]; + fVolumeAnterior := Volume[1]; + + bDiaNovo := Date <> iDateAnterior; + + if bDiaNovo then + begin + if iDateAnterior > 0 then + begin + fMaxDiaAnterior := fMaxDiaAtual; + fMinDiaAnterior := fMinDiaAtual; + end + else + begin + fMaxDiaAnterior := High; + fMinDiaAnterior := Low; + end; + + iCandleDia := 1; + iBarrasPosicao := 0; + iTradesDia := 0; + + oC1 := Open; + hC1 := High; + lC1 := Low; + cC1 := Close; + + fMaxDiaAtual := High; + fMinDiaAtual := Low; + fGapAbertura := Open - fCloseAnterior; + end + else + begin + iCandleDia := iCandleDia + 1; + + if High > fMaxDiaAtual then + fMaxDiaAtual := High; + + if Low < fMinDiaAtual then + fMinDiaAtual := Low; + end; + + bJanelaAtiva := (Time >= HoraInicioJanela) and (Time <= HoraFimJanela); + + fMME9 := MediaExp(PeriodoMMECurta, Close); + fMME20 := MediaExp(PeriodoMMEIntermediaria, Close); + fMME50 := MediaExp(PeriodoMMELenta, Close); + + rangeC1 := hC1 - lC1; + corpoC1 := Abs(cC1 - oC1); + + bDirecaoAlta := cC1 > oC1; + bDirecaoBaixa := cC1 < oC1; + bC1Valido := (rangeC1 >= MinRangeC1) and ((corpoC1 / Max(rangeC1, 0.01)) >= MinPercCorpoC1); + + pavioSupC1 := hC1 - Max(oC1, cC1); + pavioInfC1 := Min(oC1, cC1) - lC1; + + bGapAlta := fGapAbertura >= GapMinPontos; + bGapBaixa := fGapAbertura <= (-GapMinPontos); + + bEmMaxAnterior := (Abs(cC1 - fMaxDiaAnterior) <= ToleranciaNivelDiaAnterior) + or (Abs(hC1 - fMaxDiaAnterior) <= ToleranciaNivelDiaAnterior); + + bEmMinAnterior := (Abs(cC1 - fMinDiaAnterior) <= ToleranciaNivelDiaAnterior) + or (Abs(lC1 - fMinDiaAnterior) <= ToleranciaNivelDiaAnterior); + + bGapNaRegiaoAlta := bGapAlta and bEmMaxAnterior; + bGapNaRegiaoBaixa := bGapBaixa and bEmMinAnterior; + + fPosFechC1NoRange := (cC1 - lC1) / Max(rangeC1, 0.01); + + bC1DirecionalAlta := bDirecaoAlta + and bC1Valido + and ((corpoC1 / Max(rangeC1, 0.01)) >= ConfirmacaoC2MinPerc) + and (fPosFechC1NoRange >= 0.70); + + bC1DirecionalBaixa := bDirecaoBaixa + and bC1Valido + and ((corpoC1 / Max(rangeC1, 0.01)) >= ConfirmacaoC2MinPerc) + and (fPosFechC1NoRange <= 0.30); + + bC1RejeicaoAlta := bDirecaoAlta + and bC1Valido + and (pavioInfC1 >= (corpoC1 * RazaoPavio)) + and (fPosFechC1NoRange >= 0.55); + + bC1RejeicaoBaixa := bDirecaoBaixa + and bC1Valido + and (pavioSupC1 >= (corpoC1 * RazaoPavio)) + and (fPosFechC1NoRange <= 0.45); + + bFechamentoMediasAlta := (cC1 >= fMME9) and (cC1 >= fMME20) and (cC1 >= fMME50); + bFechamentoMediasBaixa := (cC1 <= fMME9) and (cC1 <= fMME20) and (cC1 <= fMME50); + + bSinalForteC1 := false; + bSinalModoCompra := false; + bSinalModoVenda := false; + + if ConfirmacaoModo = 1 then + begin + bSinalModoCompra := bC1DirecionalAlta; + bSinalModoVenda := bC1DirecionalBaixa; + end; + + if ConfirmacaoModo = 2 then + begin + bSinalModoCompra := bC1RejeicaoAlta; + bSinalModoVenda := bC1RejeicaoBaixa; + end; + + if ConfirmacaoModo = 3 then + begin + bSinalModoCompra := (bC1DirecionalAlta or bC1RejeicaoAlta) and (Volume > fVolumeAnterior); + bSinalModoVenda := (bC1DirecionalBaixa or bC1RejeicaoBaixa) and (Volume > fVolumeAnterior); + end; + + iScoreCompra := 0; + if bGapAlta then + iScoreCompra := iScoreCompra + 1; + if bEmMaxAnterior then + iScoreCompra := iScoreCompra + 1; + if bFechamentoMediasAlta then + iScoreCompra := iScoreCompra + 1; + if bSinalModoCompra then + iScoreCompra := iScoreCompra + 1; + + iScoreVenda := 0; + if bGapBaixa then + iScoreVenda := iScoreVenda + 1; + if bEmMinAnterior then + iScoreVenda := iScoreVenda + 1; + if bFechamentoMediasBaixa then + iScoreVenda := iScoreVenda + 1; + if bSinalModoVenda then + iScoreVenda := iScoreVenda + 1; + + if bDirecaoAlta then + bSinalForteC1 := iScoreCompra >= ScoreMinimoEntrada; + + if bDirecaoBaixa then + bSinalForteC1 := iScoreVenda >= ScoreMinimoEntrada; + + if (not IsBought) and (not IsSold) and bJanelaAtiva and (iTradesDia < MaxTradesPorDia) and (iCandleDia = 1) and bSinalForteC1 then + begin + if bDirecaoAlta then BuyAtMarket; + if bDirecaoBaixa then SellShortAtMarket; + iTradesDia := iTradesDia + 1; + iBarrasPosicao := 0; + end; + + if IsBought or IsSold then + iBarrasPosicao := iBarrasPosicao + 1 + else + iBarrasPosicao := 0; + + if IsBought or IsSold then + begin + oAtual := Open; + hAtual := High; + lAtual := Low; + cAtual := Close; + corpoAtual := Abs(cAtual - oAtual); + + bRejeicaoAtual := false; + + if RejeicaoModo = 1 then + bRejeicaoAtual := (IsBought and (cAtual < oAtual)) or (IsSold and (cAtual > oAtual)); + + if RejeicaoModo = 2 then + bRejeicaoAtual := (IsBought and ((hAtual - cAtual) > (corpoAtual * RazaoPavio))) + or (IsSold and ((cAtual - lAtual) > (corpoAtual * RazaoPavio))); + + if RejeicaoModo = 3 then + bRejeicaoAtual := (IsBought and (cAtual < hC1)) or (IsSold and (cAtual > lC1)); + + if ((iCandleDia >= 3) and bRejeicaoAtual) + or (iBarrasPosicao >= MaxBarrasPosicao) + or (iCandleDia >= 5) + or (Time > HoraFimJanela) then + ClosePosition; + end; +end; diff --git a/automacao_backtests/CANDLE1A4/versoes_tf_menor/robo_candle1a4_v49_cm1_rm2_tfcurto.txt b/automacao_backtests/CANDLE1A4/versoes_tf_menor/robo_candle1a4_v49_cm1_rm2_tfcurto.txt new file mode 100644 index 0000000..f2f26ed --- /dev/null +++ b/automacao_backtests/CANDLE1A4/versoes_tf_menor/robo_candle1a4_v49_cm1_rm2_tfcurto.txt @@ -0,0 +1,225 @@ +// Estrategia: robo_candle1a4_v49_cm1_rm2_tfcurto +// Tema: Candle1A4 - operacao apenas nos primeiros 5 candles do dia (grafico 2 min) +// Regras: Le leitura principal do gap no candle 1 + nivel do dia anterior, entrada no candle 1 com sinal forte, +// maximo 1 trade por dia, saida por rejeicao/tempo. +input + ConfirmacaoModo(1); + RejeicaoModo(2); + MinPercCorpoC1(0.5); + MinRangeC1(8); + ConfirmacaoC2MinPerc(0.4); + RazaoPavio(1.2); + GapMinPontos(10); + ToleranciaNivelDiaAnterior(15); + ScoreMinimoEntrada(3); + PeriodoMMECurta(9); + PeriodoMMEIntermediaria(20); + PeriodoMMELenta(50); + MaxBarrasPosicao(6); + HoraInicioJanela(900); + HoraFimJanela(910); + MaxTradesPorDia(1); + +var + oC1, hC1, lC1, cC1, rangeC1, corpoC1, pavioSupC1, pavioInfC1 : float; + fMaxDiaAtual, fMinDiaAtual, fMaxDiaAnterior, fMinDiaAnterior, fGapAbertura : float; + fMME9, fMME20, fMME50 : float; + fPosFechC1NoRange : float; + fCloseAnterior, fVolumeAnterior : float; + iDateAnterior : integer; + oAtual, hAtual, lAtual, cAtual, rangeAtual, corpoAtual : float; + iCandleDia, iBarrasPosicao, iTradesDia, iScoreCompra, iScoreVenda : integer; + bDiaNovo, bJanelaAtiva, bC1Valido, bDirecaoAlta, bDirecaoBaixa : boolean; + bSinalForteC1, bRejeicaoAtual : boolean; + bGapAlta, bGapBaixa, bEmMaxAnterior, bEmMinAnterior : boolean; + bGapNaRegiaoAlta, bGapNaRegiaoBaixa : boolean; + bC1DirecionalAlta, bC1DirecionalBaixa : boolean; + bC1RejeicaoAlta, bC1RejeicaoBaixa : boolean; + bFechamentoMediasAlta, bFechamentoMediasBaixa : boolean; + bSinalModoCompra, bSinalModoVenda : boolean; + +begin + iDateAnterior := Date[1]; + fCloseAnterior := Close[1]; + fVolumeAnterior := Volume[1]; + + bDiaNovo := Date <> iDateAnterior; + + if bDiaNovo then + begin + if iDateAnterior > 0 then + begin + fMaxDiaAnterior := fMaxDiaAtual; + fMinDiaAnterior := fMinDiaAtual; + end + else + begin + fMaxDiaAnterior := High; + fMinDiaAnterior := Low; + end; + + iCandleDia := 1; + iBarrasPosicao := 0; + iTradesDia := 0; + + oC1 := Open; + hC1 := High; + lC1 := Low; + cC1 := Close; + + fMaxDiaAtual := High; + fMinDiaAtual := Low; + fGapAbertura := Open - fCloseAnterior; + end + else + begin + iCandleDia := iCandleDia + 1; + + if High > fMaxDiaAtual then + fMaxDiaAtual := High; + + if Low < fMinDiaAtual then + fMinDiaAtual := Low; + end; + + bJanelaAtiva := (Time >= HoraInicioJanela) and (Time <= HoraFimJanela); + + fMME9 := MediaExp(PeriodoMMECurta, Close); + fMME20 := MediaExp(PeriodoMMEIntermediaria, Close); + fMME50 := MediaExp(PeriodoMMELenta, Close); + + rangeC1 := hC1 - lC1; + corpoC1 := Abs(cC1 - oC1); + + bDirecaoAlta := cC1 > oC1; + bDirecaoBaixa := cC1 < oC1; + bC1Valido := (rangeC1 >= MinRangeC1) and ((corpoC1 / Max(rangeC1, 0.01)) >= MinPercCorpoC1); + + pavioSupC1 := hC1 - Max(oC1, cC1); + pavioInfC1 := Min(oC1, cC1) - lC1; + + bGapAlta := fGapAbertura >= GapMinPontos; + bGapBaixa := fGapAbertura <= (-GapMinPontos); + + bEmMaxAnterior := (Abs(cC1 - fMaxDiaAnterior) <= ToleranciaNivelDiaAnterior) + or (Abs(hC1 - fMaxDiaAnterior) <= ToleranciaNivelDiaAnterior); + + bEmMinAnterior := (Abs(cC1 - fMinDiaAnterior) <= ToleranciaNivelDiaAnterior) + or (Abs(lC1 - fMinDiaAnterior) <= ToleranciaNivelDiaAnterior); + + bGapNaRegiaoAlta := bGapAlta and bEmMaxAnterior; + bGapNaRegiaoBaixa := bGapBaixa and bEmMinAnterior; + + fPosFechC1NoRange := (cC1 - lC1) / Max(rangeC1, 0.01); + + bC1DirecionalAlta := bDirecaoAlta + and bC1Valido + and ((corpoC1 / Max(rangeC1, 0.01)) >= ConfirmacaoC2MinPerc) + and (fPosFechC1NoRange >= 0.70); + + bC1DirecionalBaixa := bDirecaoBaixa + and bC1Valido + and ((corpoC1 / Max(rangeC1, 0.01)) >= ConfirmacaoC2MinPerc) + and (fPosFechC1NoRange <= 0.30); + + bC1RejeicaoAlta := bDirecaoAlta + and bC1Valido + and (pavioInfC1 >= (corpoC1 * RazaoPavio)) + and (fPosFechC1NoRange >= 0.55); + + bC1RejeicaoBaixa := bDirecaoBaixa + and bC1Valido + and (pavioSupC1 >= (corpoC1 * RazaoPavio)) + and (fPosFechC1NoRange <= 0.45); + + bFechamentoMediasAlta := (cC1 >= fMME9) and (cC1 >= fMME20) and (cC1 >= fMME50); + bFechamentoMediasBaixa := (cC1 <= fMME9) and (cC1 <= fMME20) and (cC1 <= fMME50); + + bSinalForteC1 := false; + bSinalModoCompra := false; + bSinalModoVenda := false; + + if ConfirmacaoModo = 1 then + begin + bSinalModoCompra := bC1DirecionalAlta; + bSinalModoVenda := bC1DirecionalBaixa; + end; + + if ConfirmacaoModo = 2 then + begin + bSinalModoCompra := bC1RejeicaoAlta; + bSinalModoVenda := bC1RejeicaoBaixa; + end; + + if ConfirmacaoModo = 3 then + begin + bSinalModoCompra := (bC1DirecionalAlta or bC1RejeicaoAlta) and (Volume > fVolumeAnterior); + bSinalModoVenda := (bC1DirecionalBaixa or bC1RejeicaoBaixa) and (Volume > fVolumeAnterior); + end; + + iScoreCompra := 0; + if bGapAlta then + iScoreCompra := iScoreCompra + 1; + if bEmMaxAnterior then + iScoreCompra := iScoreCompra + 1; + if bFechamentoMediasAlta then + iScoreCompra := iScoreCompra + 1; + if bSinalModoCompra then + iScoreCompra := iScoreCompra + 1; + + iScoreVenda := 0; + if bGapBaixa then + iScoreVenda := iScoreVenda + 1; + if bEmMinAnterior then + iScoreVenda := iScoreVenda + 1; + if bFechamentoMediasBaixa then + iScoreVenda := iScoreVenda + 1; + if bSinalModoVenda then + iScoreVenda := iScoreVenda + 1; + + if bDirecaoAlta then + bSinalForteC1 := iScoreCompra >= ScoreMinimoEntrada; + + if bDirecaoBaixa then + bSinalForteC1 := iScoreVenda >= ScoreMinimoEntrada; + + if (not IsBought) and (not IsSold) and bJanelaAtiva and (iTradesDia < MaxTradesPorDia) and (iCandleDia = 1) and bSinalForteC1 then + begin + if bDirecaoAlta then BuyAtMarket; + if bDirecaoBaixa then SellShortAtMarket; + iTradesDia := iTradesDia + 1; + iBarrasPosicao := 0; + end; + + if IsBought or IsSold then + iBarrasPosicao := iBarrasPosicao + 1 + else + iBarrasPosicao := 0; + + if IsBought or IsSold then + begin + oAtual := Open; + hAtual := High; + lAtual := Low; + cAtual := Close; + corpoAtual := Abs(cAtual - oAtual); + + bRejeicaoAtual := false; + + if RejeicaoModo = 1 then + bRejeicaoAtual := (IsBought and (cAtual < oAtual)) or (IsSold and (cAtual > oAtual)); + + if RejeicaoModo = 2 then + bRejeicaoAtual := (IsBought and ((hAtual - cAtual) > (corpoAtual * RazaoPavio))) + or (IsSold and ((cAtual - lAtual) > (corpoAtual * RazaoPavio))); + + if RejeicaoModo = 3 then + bRejeicaoAtual := (IsBought and (cAtual < hC1)) or (IsSold and (cAtual > lC1)); + + if ((iCandleDia >= 3) and bRejeicaoAtual) + or (iBarrasPosicao >= MaxBarrasPosicao) + or (iCandleDia >= 5) + or (Time > HoraFimJanela) then + ClosePosition; + end; +end; diff --git a/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/ranking_ate_o_momento_ifr.txt b/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/ranking_ate_o_momento_ifr.txt new file mode 100644 index 0000000..de40b8e --- /dev/null +++ b/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/ranking_ate_o_momento_ifr.txt @@ -0,0 +1,22 @@ +RANKING ATE O MOMENTO - IFR_RSI (CORRIGIDO) +Gerado em: 04/03/2026 18:03:13 +Combinacoes analisadas (robo+tf): 87 +Criterios de aprovacao: WinRate > 60; Saldo > 0; Drawdown <= 700 + +TOP 15 COMBINACOES APROVADAS (robo+tf) +Robo | TF | Trades | WinRate | Saldo | Drawdown +robo_ifr_v47_orb_confirmacao_dupla | 15 | 2 | 100 | 173 | 0 +robo_ifr_v5_regime_volatilidade | 60 | 11 | 90.91 | 1563 | 392 +robo_ifr_v4_divergencia_confirmada | 60 | 10 | 90 | 988 | 0 +robo_ifr_v23_dupla_confirmacao | 15 | 16 | 87.5 | 1253 | 59 +robo_ifr_v7_resgate_contexto | 30 | 7 | 85.71 | 1291 | 0 +robo_ifr_v25_ifr_mme200_contexto | 30 | 12 | 83.33 | 814 | 592 +robo_ifr_v6_saida_hibrida | 30 | 27 | 81.48 | 2254 | 662 +robo_ifr_v1_reversao_extremos | 60 | 10 | 80 | 1304 | 392 +robo_ifr_v7_resgate_contexto | 2 | 10 | 80 | 664 | 105 +robo_ifr_v6_saida_hibrida | 60 | 18 | 77.78 | 2315 | 341 +robo_ifr_v45_volume_por_horario | 60 | 12 | 75 | 1643 | 544 +robo_ifr_v25_ifr_mme200_contexto | 2 | 94 | 70.21 | 894 | 636 +robo_ifr_v45_volume_por_horario | 2 | 129 | 68.22 | 1481 | 432 +robo_ifr_v47_orb_confirmacao_dupla | 60 | 3 | 66.67 | 742 | 0 +robo_ifr_v1_reversao_extremos | 2 | 76 | 64.47 | 612 | 545 diff --git a/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/ranking_consistencia_todos_timeframes_ifr.txt b/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/ranking_consistencia_todos_timeframes_ifr.txt new file mode 100644 index 0000000..1dcb669 --- /dev/null +++ b/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/ranking_consistencia_todos_timeframes_ifr.txt @@ -0,0 +1,38 @@ +RANKING DE CONSISTENCIA - IFR_RSI (CORRIGIDO) +Gerado em: 04/03/2026 18:03:13 +Combinacoes analisadas (robo+tf): 87 +Criterios de aprovacao: WinRate > 60; Saldo > 0; Drawdown <= 700 + +TOP 15 ROBOS ELEGIVEIS (SCORE COM AMOSTRA PONDERADA) +Robo | ScoreFinal | TFAprov | QtdTF | TradesAprov | WinRateAprov | SaldoAprov | DrawdownPiorAprov | PatrimonioSugerido +robo_ifr_v7_resgate_contexto | 71.4 | 2 | 5 | 17 | 82.35 | 1955 | 105 | 1000 +robo_ifr_v6_saida_hibrida | 66.61 | 2 | 5 | 45 | 80 | 4569 | 662 | 1655 +robo_ifr_v47_orb_confirmacao_dupla | 64.01 | 2 | 4 | 5 | 80 | 915 | 0 | 1000 +robo_ifr_v23_dupla_confirmacao | 57.9 | 1 | 5 | 16 | 87.5 | 1253 | 59 | 1000 +robo_ifr_v25_ifr_mme200_contexto | 57.35 | 3 | 6 | 143 | 69.23 | 1740 | 636 | 1590 +robo_ifr_v45_volume_por_horario | 57.22 | 2 | 5 | 141 | 68.79 | 3124 | 544 | 1360 +robo_ifr_v5_regime_volatilidade | 55.53 | 1 | 5 | 11 | 90.91 | 1563 | 392 | 1000 +robo_ifr_v4_divergencia_confirmada | 55.21 | 1 | 5 | 10 | 90 | 988 | 0 | 1000 +robo_ifr_v1_reversao_extremos | 53 | 2 | 5 | 86 | 66.28 | 1916 | 545 | 1362 +robo_ifr_v36_divergencia_regular_pivo | 30.17 | 1 | 5 | 29 | 62.07 | 882 | 274 | 1000 + +RANKING DOS METODOS IFR +Metodo | Combinacoes | Aprovacoes | TradesTot | WinRateGlobal | SaldoTotal | DrawdownPior +ifr_mme200_contexto | 6 | 3 | 255 | 65.1 | 1471 | 744 +volume_por_horario | 5 | 2 | 273 | 64.47 | 3538 | 1607 +orb_confirmacao_dupla | 4 | 2 | 19 | 63.16 | 848 | 142 +reversao_extremos | 5 | 2 | 179 | 63.13 | -2516 | 3934 +resgate_contexto | 5 | 2 | 40 | 62.5 | 196 | 1107 +saida_hibrida | 5 | 2 | 358 | 54.19 | 1894 | 2376 +regime_volatilidade | 5 | 1 | 238 | 66.39 | -2676 | 2451 +divergencia_confirmada | 5 | 1 | 341 | 62.76 | -3813 | 3165 +dupla_confirmacao | 5 | 1 | 84 | 59.52 | -292 | 864 +divergencia_regular_pivo | 5 | 1 | 597 | 52.6 | -4270 | 2306 +ifr_adx_filtro | 5 | 0 | 497 | 63.38 | -1382 | 3342 +pullback_mme200 | 5 | 0 | 1020 | 62.84 | -637 | 2191 +ifr_assimetrico_lado | 5 | 0 | 609 | 62.23 | -4536 | 2671 +controle_risco_diario | 2 | 0 | 62 | 59.68 | -546 | 678 +bandas_dinamicas | 5 | 0 | 1804 | 59.65 | -9208 | 6844 +agressivo_reentrada | 5 | 0 | 222 | 57.66 | 96 | 1119 +balanceado_regime | 5 | 0 | 517 | 53.97 | -4093 | 2792 +um_trade_por_direcao | 5 | 0 | 346 | 51.73 | 874 | 2097 diff --git a/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v20_ifr_assimetrico_lado O que podemos implantar para evitar grande perdas.csv b/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v20_ifr_assimetrico_lado O que podemos implantar para evitar grande perdas.csv new file mode 100644 index 0000000..2b4c13d --- /dev/null +++ b/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/robo_ifr_v20_ifr_assimetrico_lado O que podemos implantar para evitar grande perdas.csv @@ -0,0 +1,7 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 02/03/2026 +Data Final: 06/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;MEP;MEN;Ag. Compra;Ag. Venda;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;06/03/2026 10:30:00; - ; - ;1;0;C;183.100,00;181.570,00;181.570,00;690,00;-2.030,00;-;-;No;-306,00;-1.530,00;1;-306,00;-1.530,00;-444,00;0,00;0,00; - ;-306,00 diff --git a/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/top10_top5_final_operacional_ifr.txt b/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/top10_top5_final_operacional_ifr.txt new file mode 100644 index 0000000..f7ad110 --- /dev/null +++ b/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe/top10_top5_final_operacional_ifr.txt @@ -0,0 +1,26 @@ +TOP 10 E TOP 5 FINAL OPERACIONAL - IFR_RSI (CORRIGIDO) +Gerado em: 04/03/2026 18:03:14 +Regras aplicadas: WinRate > 60; Saldo > 0; Drawdown <= 700; amostra pequena com peso menor. + +TOP 10 FINAL (ROBOS ELEGIVEIS) +Pos | Robo | ScoreFinal | TFAprov | TradesAprov | WinRateAprov | SaldoAprov | DrawdownPiorAprov | PatrimonioSugerido +1 | robo_ifr_v7_resgate_contexto | 71.4 | 2 | 17 | 82.35 | 1955 | 105 | 1000 +2 | robo_ifr_v6_saida_hibrida | 66.61 | 2 | 45 | 80 | 4569 | 662 | 1655 +3 | robo_ifr_v47_orb_confirmacao_dupla | 64.01 | 2 | 5 | 80 | 915 | 0 | 1000 +4 | robo_ifr_v23_dupla_confirmacao | 57.9 | 1 | 16 | 87.5 | 1253 | 59 | 1000 +5 | robo_ifr_v25_ifr_mme200_contexto | 57.35 | 3 | 143 | 69.23 | 1740 | 636 | 1590 +6 | robo_ifr_v45_volume_por_horario | 57.22 | 2 | 141 | 68.79 | 3124 | 544 | 1360 +7 | robo_ifr_v5_regime_volatilidade | 55.53 | 1 | 11 | 90.91 | 1563 | 392 | 1000 +8 | robo_ifr_v4_divergencia_confirmada | 55.21 | 1 | 10 | 90 | 988 | 0 | 1000 +9 | robo_ifr_v1_reversao_extremos | 53 | 2 | 86 | 66.28 | 1916 | 545 | 1362 +10 | robo_ifr_v36_divergencia_regular_pivo | 30.17 | 1 | 29 | 62.07 | 882 | 274 | 1000 + +TOP 5 PARA OPERAR +Pos | Robo | ScoreFinal | TFAprov | TradesAprov | WinRateAprov | SaldoAprov | DrawdownPiorAprov | PatrimonioSugerido +1 | robo_ifr_v7_resgate_contexto | 71.4 | 2 | 17 | 82.35 | 1955 | 105 | 1000 +2 | robo_ifr_v6_saida_hibrida | 66.61 | 2 | 45 | 80 | 4569 | 662 | 1655 +3 | robo_ifr_v47_orb_confirmacao_dupla | 64.01 | 2 | 5 | 80 | 915 | 0 | 1000 +4 | robo_ifr_v23_dupla_confirmacao | 57.9 | 1 | 16 | 87.5 | 1253 | 59 | 1000 +5 | robo_ifr_v25_ifr_mme200_contexto | 57.35 | 3 | 143 | 69.23 | 1740 | 636 | 1590 + +OBS PATRIMONIO: estimativa tecnica = 2.5x drawdown pior aprovado (minimo 1000). diff --git a/automacao_backtests/IFR_RSI/robo_ifr_v25_ifr_mme200_contexto2min69%.txt b/automacao_backtests/IFR_RSI/robo_ifr_v25_ifr_mme200_contexto2min69%.txt index 7e430ae..77ed856 100644 --- a/automacao_backtests/IFR_RSI/robo_ifr_v25_ifr_mme200_contexto2min69%.txt +++ b/automacao_backtests/IFR_RSI/robo_ifr_v25_ifr_mme200_contexto2min69%.txt @@ -20,6 +20,8 @@ var iBarrasEmPosicao : integer; fIFR, fMME200 : float; bContextoCompra, bContextoVenda : boolean; + SaldoAcumulado : float; + PrecoEntrada : float; begin fIFR := IFR(PeriodoIFR); @@ -28,16 +30,16 @@ begin bContextoCompra := (Close > fMME200); bContextoVenda := (Close < fMME200); - if (not IsBought) and (not IsSold) then + // Atualiza saldo acumulado ao fechar posição + if IsBought and ((UsarSaidaIFR50 and (fIFR >= 50)) or (UsarSaidaTempo and (iBarrasEmPosicao >= MaxBarrasPosicao))) then begin - if bContextoCompra and (fIFR[1] <= IFRExtremoCompra) and (fIFR >= IFREtornoCompra) then - begin - BuyAtMarket; - end - else if bContextoVenda and (fIFR[1] >= IFRExtremoVenda) and (fIFR <= IFREtornoVenda) then - begin - SellShortAtMarket; - end; + SaldoAcumulado := SaldoAcumulado + (Close - PrecoEntrada); + ClosePosition; + end; + if IsSold and ((UsarSaidaIFR50 and (fIFR <= 50)) or (UsarSaidaTempo and (iBarrasEmPosicao >= MaxBarrasPosicao))) then + begin + SaldoAcumulado := SaldoAcumulado + (PrecoEntrada - Close); + ClosePosition; end; if IsBought or IsSold then @@ -45,9 +47,25 @@ begin else iBarrasEmPosicao := 0; - if IsBought and ((UsarSaidaIFR50 and (fIFR >= 50)) or (UsarSaidaTempo and (iBarrasEmPosicao >= MaxBarrasPosicao))) then - ClosePosition; - - if IsSold and ((UsarSaidaIFR50 and (fIFR <= 50)) or (UsarSaidaTempo and (iBarrasEmPosicao >= MaxBarrasPosicao))) then - ClosePosition; + // Filtro: só entra se saldo <= 0 + if (not IsBought) and (not IsSold) then + begin + if SaldoAcumulado > 0 then + begin + // Não entra em operação + end + else + begin + if bContextoCompra and (fIFR[1] <= IFRExtremoCompra) and (fIFR >= IFREtornoCompra) then + begin + BuyAtMarket; + PrecoEntrada := Close; + end + else if bContextoVenda and (fIFR[1] >= IFRExtremoVenda) and (fIFR <= IFREtornoVenda) then + begin + SellShortAtMarket; + PrecoEntrada := Close; + end; + end; + end; end; \ No newline at end of file diff --git a/automacao_backtests/IFR_RSI/robo_ifr_v28_ifr_adx_filtro30min57%.txt b/automacao_backtests/IFR_RSI/robo_ifr_v28_ifr_adx_filtro30min57%.txt index d0cdd73..6a6232d 100644 --- a/automacao_backtests/IFR_RSI/robo_ifr_v28_ifr_adx_filtro30min57%.txt +++ b/automacao_backtests/IFR_RSI/robo_ifr_v28_ifr_adx_filtro30min57%.txt @@ -3,6 +3,7 @@ Autor: Wesley Descricao: IFR com filtro de forca de tendencia por ADX. Opera apenas quando ADX estiver acima do nivel minimo. + 20260306: Baseado no dia anterior com pior resultado, implementado Stop Loss e Take Profit. } input @@ -16,31 +17,104 @@ input UsarSaidaIFR50(true); UsarSaidaTempo(true); MaxBarrasPosicao(14); + UsarStopLoss(true); // Liga/desliga stop loss + StopLoss(-200); // Limite de perda por operação (exemplo: -200 pontos) + + UsarTakeProfit(true); // Liga/desliga take profit + TakeProfit(300); // Alvo de ganho por operação (exemplo: 300 pontos) + UsarDrawdownDiario(true); // Liga/desliga controle de drawdown diário + LimiteDrawdownDiario(-300); // Limite de perda diária (exemplo: -300 reais) + + UsarLimiteSaldoMaximo(true); // Liga/desliga bloqueio por saldo máximo + LimiteSaldoMaximo(1000); // Limite de saldo máximo para bloquear operações + + PatrimonioInicial(10000); // Patrimônio inicial para cálculo financeiro + UsarPerdaMaximaCarteira(true); // Liga/desliga controle de perda máxima da carteira + PerdaMaximaCarteira(0.1); // Percentual máximo de perda da carteira (exemplo: 0.1 = 10%) + UsarTaxaRisco(true); // Liga/desliga controle por taxa de risco + TaxaRisco(0.2); // Taxa de risco máxima (exemplo: 0.2 = 20%) var iBarrasEmPosicao : integer; fIFR, fADX : float; bTendenciaValida : boolean; + PrecoEntrada : float; + + saldoDiario : float; + ultimoDia : integer; begin fIFR := IFR(PeriodoIFR); fADX := ADX(PeriodoADX, PeriodoADX); bTendenciaValida := (fADX >= ADXMinimo); + // Controle de saldo diário + if (DayOfYear(Date) <> ultimoDia) then + begin + saldoDiario := 0; + ultimoDia := DayOfYear(Date); + end; + if (not IsBought) and (not IsSold) and bTendenciaValida then begin + // Bloqueia novas operações se drawdown diário atingido, saldo acima do limite, risco financeiro ou perda máxima da carteira excedida + if UsarDrawdownDiario and (saldoDiario <= LimiteDrawdownDiario) then + Print(Date, ": Bloqueio LimiteDrawdownDiario | Saldo: ", saldoDiario); + if UsarLimiteSaldoMaximo and (saldoDiario > LimiteSaldoMaximo) then + Print(Date, ": Bloqueio LimiteSaldoMaximo | Saldo: ", saldoDiario); + if UsarTaxaRisco and (saldoDiario <= -PatrimonioInicial * TaxaRisco) then + Print(Date, ": Bloqueio TaxaRisco | Saldo: ", saldoDiario); + if UsarPerdaMaximaCarteira and (saldoDiario <= -PatrimonioInicial * PerdaMaximaCarteira) then + Print(Date, ": Bloqueio PerdaMaximaCarteira | Saldo: ", saldoDiario); + if (UsarDrawdownDiario and (saldoDiario <= LimiteDrawdownDiario)) + or (UsarLimiteSaldoMaximo and (saldoDiario > LimiteSaldoMaximo)) + or (UsarTaxaRisco and (saldoDiario <= -PatrimonioInicial * TaxaRisco)) + or (UsarPerdaMaximaCarteira and (saldoDiario <= -PatrimonioInicial * PerdaMaximaCarteira)) then + exit; if (fIFR[1] <= IFRExtremoCompra) and (fIFR >= IFREtornoCompra) then begin BuyAtMarket; + PrecoEntrada := Close; + Print(Date, ": Compra executada | Preço: ", PrecoEntrada, " | Saldo: ", saldoDiario); end else if (fIFR[1] >= IFRExtremoVenda) and (fIFR <= IFREtornoVenda) then begin SellShortAtMarket; + PrecoEntrada := Close; + Print(Date, ": Venda executada | Preço: ", PrecoEntrada, " | Saldo: ", saldoDiario); end; end; if IsBought or IsSold then - iBarrasEmPosicao := iBarrasEmPosicao + 1 + begin + iBarrasEmPosicao := iBarrasEmPosicao + 1; + + // Stop-loss para posição comprada + if UsarStopLoss and IsBought and ((Close - PrecoEntrada) <= StopLoss) then + begin + ClosePosition; + Print(Date, ": StopLoss ativado | Fechando posição comprada | Preço: ", Close, " | Saldo: ", saldoDiario); + end; + // Stop-loss para posição vendida + if UsarStopLoss and IsSold and ((PrecoEntrada - Close) <= StopLoss) then + begin + ClosePosition; + Print(Date, ": StopLoss ativado | Fechando posição vendida | Preço: ", Close, " | Saldo: ", saldoDiario); + end; + + // Take profit para posição comprada + if UsarTakeProfit and IsBought and ((Close - PrecoEntrada) >= TakeProfit) then + begin + ClosePosition; + Print(Date, ": TakeProfit ativado | Fechando posição comprada | Preço: ", Close, " | Saldo: ", saldoDiario); + end; + // Take profit para posição vendida + if UsarTakeProfit and IsSold and ((PrecoEntrada - Close) >= TakeProfit) then + begin + ClosePosition; + Print(Date, ": TakeProfit ativado | Fechando posição vendida | Preço: ", Close, " | Saldo: ", saldoDiario); + end; + end else iBarrasEmPosicao := 0; @@ -49,4 +123,12 @@ begin if IsSold and ((UsarSaidaIFR50 and (fIFR <= 50)) or (UsarSaidaTempo and (iBarrasEmPosicao >= MaxBarrasPosicao))) then ClosePosition; + + // Atualiza saldo diário ao fechar posição + if (not IsBought) and (not IsSold) and (PrecoEntrada <> 0) then + begin + saldoDiario := saldoDiario + (Close - PrecoEntrada); + Print(Date, ": Posição fechada | Resultado: ", Close - PrecoEntrada, " | Saldo atualizado: ", saldoDiario); + PrecoEntrada := 0; + end; end; \ No newline at end of file diff --git a/automacao_backtests/IFR_RSI/top10/4robo_ifr_v20_ifr_assimetrico_lado30min62%.txt b/automacao_backtests/IFR_RSI/top10/4robo_ifr_v20_ifr_assimetrico_lado30min62%.txt index 022ba77..8cbafb7 100644 --- a/automacao_backtests/IFR_RSI/top10/4robo_ifr_v20_ifr_assimetrico_lado30min62%.txt +++ b/automacao_backtests/IFR_RSI/top10/4robo_ifr_v20_ifr_assimetrico_lado30min62%.txt @@ -3,6 +3,8 @@ Autor: Wesley Descricao: IFR com niveis assimetricos para compra e venda. Ajusta sensibilidade por lado para refletir comportamento diferente do mercado. + 20260303: 30 min Entrada 10h30 tivemos uma queda brusca, + 20260306:implantado drawdown, stoploss, saldocarteira } input @@ -30,6 +32,8 @@ input DiasParaResetSemanal(5); UsarResetSemanalPorDiaFixo(true); DiaSemanaReset(2); + UsarPerdaMaximaCarteira(true); // Liga/desliga controle de perda máxima da carteira + PerdaMaximaCarteira(0.1); // Percentual máximo de perda da carteira (exemplo: 0.1 = 10%) var iBarrasEmPosicao : integer; @@ -77,8 +81,13 @@ begin fResultadoTradeReais := fResultadoTradePontos * ValorPorPonto * QuantidadeContratos; fResultadoDia := fResultadoDia + fResultadoTradeReais; fResultadoSemana := fResultadoSemana + fResultadoTradeReais; + Print(Date, ": Posição fechada | Resultado: ", fResultadoTradeReais, " | Saldo atualizado: ", fResultadoDia); end; + // Log de bloqueio por perda máxima da carteira + if UsarPerdaMaximaCarteira and (fResultadoDia <= -SaldoConta * PerdaMaximaCarteira) then + Print(Date, ": Bloqueio PerdaMaximaCarteira | Saldo: ", fResultadoDia); + if UsarGestaoRisco and (fResultadoDia <= -fLimiteDia) then bBloqueioDia := true; @@ -121,13 +130,19 @@ begin if (not IsBought) and (not IsSold) and (not (UsarGestaoRisco and (bBloqueioDia or bBloqueioSemana))) then begin + // Bloqueia novas operações se perda máxima da carteira excedida + if UsarPerdaMaximaCarteira and (fResultadoDia <= -SaldoConta * PerdaMaximaCarteira) then + exit; + if (fIFR[1] <= IFRExtremoCompra) and (fIFR >= IFREtornoCompra) then begin BuyAtMarket; + Print(Date, ": Compra executada | Preço: ", Close, " | Saldo: ", fResultadoDia); end else if (fIFR[1] >= IFRExtremoVenda) and (fIFR <= IFREtornoVenda) then begin SellShortAtMarket; + Print(Date, ": Venda executada | Preço: ", Close, " | Saldo: ", fResultadoDia); end; end; @@ -137,10 +152,16 @@ begin iBarrasEmPosicao := 0; if IsBought and ((UsarSaidaIFR50 and (fIFR >= 52)) or (UsarSaidaTempo and (iBarrasEmPosicao >= MaxBarrasPosicao)) or bSaidaOCOCompra) then + begin ClosePosition; + Print(Date, ": Fechando posição comprada | Preço: ", Close, " | Saldo: ", fResultadoDia); + end; if IsSold and ((UsarSaidaIFR50 and (fIFR <= 48)) or (UsarSaidaTempo and (iBarrasEmPosicao >= MaxBarrasPosicao)) or bSaidaOCOVenda) then + begin ClosePosition; + Print(Date, ": Fechando posição vendida | Preço: ", Close, " | Saldo: ", fResultadoDia); + end; if (not bEstavaPosicionado) and IsBought then begin diff --git a/automacao_backtests/MEDIAS_9_20_50_200/catalogo_estrategias_medias_9_20_50_200.txt b/automacao_backtests/MEDIAS_9_20_50_200/catalogo_estrategias_medias_9_20_50_200.txt deleted file mode 100644 index 4640167..0000000 --- a/automacao_backtests/MEDIAS_9_20_50_200/catalogo_estrategias_medias_9_20_50_200.txt +++ /dev/null @@ -1,34 +0,0 @@ -CATALOGO - ESTRATEGIAS DE MEDIAS (MME9, MME20, MMA50, MMA200) - -Objetivo -- Testar variacoes objetivas de leitura de medias para identificar cenarios saudaveis. -- Foco: direcionalidade, retorno ao valor e zona de decisao na media 200. - -Robos criados -1) robo_medias_v1_leque_tendencia.txt -- Ideia: continuidade com leque completo (9>20>50>200 ou inverso) e inclinacao favoravel. -- Melhor para: mercado direcional com expansao. - -2) robo_medias_v2_pullback_20_regime.txt -- Ideia: retorno na MME20 com filtro de regime (MMA50 x MMA200). -- Melhor para: tendencia saudavel com correcao controlada. - -3) robo_medias_v3_rompimento_200_20proxima.txt -- Ideia: rompimento da MMA200 quando MME20 estiver proxima (zona de decisao). -- Melhor para: transicao para novo fluxo direcional. - -4) robo_medias_v4_filtro_compressao_direcional.txt -- Ideia: bloqueia em compressao 20x200 e libera so apos alinhamento direcional. -- Melhor para: evitar operacao em mercado embolado. - -Sugestao de bateria inicial de backtest -- Timeframes: 15m, 30m, 60m. -- Janela: 12 a 24 meses. -- Ativos: WIN e WDO (separados). -- Custos: incluir corretagem, emolumentos e slippage. - -Parametros para otimizar primeiro -- StopLossPontos e TakeProfitPontos. -- Distancia de compressao (20x200). -- Barras minimas de confirmacao direcional. -- Distancia maxima do preco para MME20 (evitar esticamento). diff --git a/automacao_backtests/MEDIAS_9_20_50_200/gerar_robos_medias.ps1 b/automacao_backtests/MEDIAS_9_20_50_200/gerar_robos_medias.ps1 deleted file mode 100644 index bf8a4a6..0000000 --- a/automacao_backtests/MEDIAS_9_20_50_200/gerar_robos_medias.ps1 +++ /dev/null @@ -1,221 +0,0 @@ -$base = "automacao_backtests/MEDIAS_9_20_50_200" - -$template = @' -{ - Estrategia: __STRATEGY__ - Autor: Wesley - Descricao: __DESC__ -} - -input - ModoEstrategia(__MODO__); - DistanciaMinimaLequePontos(__DISTLEQUE__); - DistanciaCompressao20x200(__DISTCOMP__); - DistanciaMaximaPrecoMME20(__DISTPRECO20__); - DistanciaToqueMME20(__DISTTOQUE20__); - MinBarrasConfirmacao(__MINBARRAS__); - ConfirmacoesRompimento(__CONF__); - UsarConfirmacaoCandle(true); - UsarOCO(true); - StopLossPontos(__STOP__); - TakeProfitPontos(__TAKE__); - UsarSaidaPorTempo(true); - MaxBarrasPosicao(__MAXBARRAS__); - -var - mme9, mme20, mma50, mma200 : float; - slope20, slope50, slope200 : float; - dist920, dist2050, dist20200, distPreco20 : float; - topoLookback, fundoLookback : float; - iAlta, iBaixa, iBarrasPosicao : integer; - bCompressao, bLequeAlta, bLequeBaixa : boolean; - bPullbackCompra, bPullbackVenda : boolean; - bRompAlta, bRompBaixa : boolean; - bCompra, bVenda, bConfCompra, bConfVenda : boolean; - bEstavaPosicionado, bSaidaOCOCompra, bSaidaOCOVenda : boolean; - fPrecoEntrada, fStopAtual, fAlvoAtual : float; - -begin - mme9 := MediaExp(9, Close); - mme20 := MediaExp(20, Close); - mma50 := Media(50, Close); - mma200 := Media(200, Close); - - slope20 := mme20 - mme20[1]; - slope50 := mma50 - mma50[1]; - slope200 := mma200 - mma200[1]; - - dist920 := Abs(mme9 - mme20); - dist2050 := Abs(mme20 - mma50); - dist20200 := Abs(mme20 - mma200); - distPreco20 := Abs(Close - mme20); - - topoLookback := Highest(High, 12); - fundoLookback := Lowest(Low, 12); - - bCompressao := dist20200 <= DistanciaCompressao20x200; - - bLequeAlta := (Close > mme9) and (mme9 > mme20) and (mme20 > mma50) and (mma50 > mma200) - and (slope20 > 0) and (slope50 > 0) - and (dist920 >= DistanciaMinimaLequePontos) - and (dist2050 >= DistanciaMinimaLequePontos); - - bLequeBaixa := (Close < mme9) and (mme9 < mme20) and (mme20 < mma50) and (mma50 < mma200) - and (slope20 < 0) and (slope50 < 0) - and (dist920 >= DistanciaMinimaLequePontos) - and (dist2050 >= DistanciaMinimaLequePontos); - - bPullbackCompra := (not bCompressao) and (mma50 > mma200) and (slope20 > 0) - and (Abs(Low - mme20) <= DistanciaToqueMME20) and (Close > mme20); - bPullbackVenda := (not bCompressao) and (mma50 < mma200) and (slope20 < 0) - and (Abs(High - mme20) <= DistanciaToqueMME20) and (Close < mme20); - - bRompAlta := (dist20200 <= DistanciaToqueMME20) and (Close > mma200) and (Close >= topoLookback[1]) and (mme9 > mme20); - bRompBaixa := (dist20200 <= DistanciaToqueMME20) and (Close < mma200) and (Close <= fundoLookback[1]) and (mme9 < mme20); - - bConfCompra := (not UsarConfirmacaoCandle) or (Close > High[1]); - bConfVenda := (not UsarConfirmacaoCandle) or (Close < Low[1]); - - if bLequeAlta or bPullbackCompra or bRompAlta then - iAlta := iAlta + 1 - else - iAlta := 0; - - if bLequeBaixa or bPullbackVenda or bRompBaixa then - iBaixa := iBaixa + 1 - else - iBaixa := 0; - - bCompra := false; - bVenda := false; - - if ModoEstrategia = 1 then - begin - bCompra := bLequeAlta and (not bCompressao) and (distPreco20 <= DistanciaMaximaPrecoMME20) and (iAlta >= MinBarrasConfirmacao); - bVenda := bLequeBaixa and (not bCompressao) and (distPreco20 <= DistanciaMaximaPrecoMME20) and (iBaixa >= MinBarrasConfirmacao); - end - else if ModoEstrategia = 2 then - begin - bCompra := bPullbackCompra and bConfCompra; - bVenda := bPullbackVenda and bConfVenda; - end - else if ModoEstrategia = 3 then - begin - bCompra := bRompAlta and (iAlta >= ConfirmacoesRompimento); - bVenda := bRompBaixa and (iBaixa >= ConfirmacoesRompimento); - end - else if ModoEstrategia = 4 then - begin - bCompra := (not bCompressao) and bLequeAlta and (slope200 >= 0) and (iAlta >= MinBarrasConfirmacao); - bVenda := (not bCompressao) and bLequeBaixa and (slope200 <= 0) and (iBaixa >= MinBarrasConfirmacao); - end - else - begin - bCompra := (bPullbackCompra or bRompAlta) and (not bCompressao) and bConfCompra; - bVenda := (bPullbackVenda or bRompBaixa) and (not bCompressao) and bConfVenda; - end; - - if IsBought or IsSold then - iBarrasPosicao := iBarrasPosicao + 1 - else - iBarrasPosicao := 0; - - if (not IsBought) and (not IsSold) then - begin - if bCompra then - BuyAtMarket - else if bVenda then - SellShortAtMarket; - end; - - bSaidaOCOCompra := false; - bSaidaOCOVenda := false; - - if IsBought and bEstavaPosicionado then - begin - fStopAtual := fPrecoEntrada - StopLossPontos; - fAlvoAtual := fPrecoEntrada + TakeProfitPontos; - bSaidaOCOCompra := UsarOCO and ((Low <= fStopAtual) or (High >= fAlvoAtual)); - end; - - if IsSold and bEstavaPosicionado then - begin - fStopAtual := fPrecoEntrada + StopLossPontos; - fAlvoAtual := fPrecoEntrada - TakeProfitPontos; - bSaidaOCOVenda := UsarOCO and ((High >= fStopAtual) or (Low <= fAlvoAtual)); - end; - - if IsBought and ( - bCompressao - or (Close < mme20) - or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) - or bSaidaOCOCompra - ) then - ClosePosition; - - if IsSold and ( - bCompressao - or (Close > mme20) - or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) - or bSaidaOCOVenda - ) then - ClosePosition; - - if (not bEstavaPosicionado) and IsBought then - fPrecoEntrada := Close; - - if (not bEstavaPosicionado) and IsSold then - fPrecoEntrada := Close; - - bEstavaPosicionado := IsBought or IsSold; -end; -'@ - -$familias = @( - @{ Prefix = 'leque'; Modo = 1; Desc = 'Leque direcional 9/20/50/200 com filtro de esticamento.' }, - @{ Prefix = 'pullback'; Modo = 2; Desc = 'Pullback na MME20 com regime por MMA50/200.' }, - @{ Prefix = 'romp200'; Modo = 3; Desc = 'Rompimento da MMA200 com MME20 proxima.' }, - @{ Prefix = 'compressao'; Modo = 4; Desc = 'Evita compressao 20x200 e opera so direcional.' }, - @{ Prefix = 'hibrido'; Modo = 5; Desc = 'Combinacao de pullback e rompimento com filtro de compressao.' } -) - -$index = 5 -foreach ($fam in $familias) { - for ($i = 1; $i -le 10; $i++) { - if ($index -gt 50) { break } - - $num = '{0:D2}' -f $index - $strategy = "robo_medias_v${num}_$($fam.Prefix)" - $file = Join-Path $base "$strategy.txt" - - $distLeque = 30 + (5 * ($i % 4)) - $distComp = 70 + (10 * ($i % 5)) - $distPreco = 180 + (30 * ($i % 5)) - $distToque = 35 + (10 * ($i % 4)) - $minBars = 1 + ($i % 3) - $conf = 1 + ($i % 2) - $stop = 120 + (15 * $i) - $take = [Math]::Round($stop * (1.6 + (0.1 * ($i % 3))), 1) - $maxBars = 8 + ($i % 6) - - $content = $template.Replace('__STRATEGY__', $strategy) - $content = $content.Replace('__DESC__', $fam.Desc) - $content = $content.Replace('__MODO__', [string]$fam.Modo) - $content = $content.Replace('__DISTLEQUE__', [string]$distLeque) - $content = $content.Replace('__DISTCOMP__', [string]$distComp) - $content = $content.Replace('__DISTPRECO20__', [string]$distPreco) - $content = $content.Replace('__DISTTOQUE20__', [string]$distToque) - $content = $content.Replace('__MINBARRAS__', [string]$minBars) - $content = $content.Replace('__CONF__', [string]$conf) - $content = $content.Replace('__STOP__', [string]$stop) - $content = $content.Replace('__TAKE__', [string]$take) - $content = $content.Replace('__MAXBARRAS__', [string]$maxBars) - - Set-Content -Path $file -Value $content -Encoding UTF8 - - $index++ - } -} - -$count = (Get-ChildItem $base -File | Where-Object { $_.Name -like 'robo_medias_v*.txt' }).Count -Write-Output "TOTAL_ROBOS=$count" diff --git a/automacao_backtests/MEDIAS_9_20_50_200/ranking_aprovados_reprovados_50_medias.txt b/automacao_backtests/MEDIAS_9_20_50_200/ranking_aprovados_reprovados_50_medias.txt deleted file mode 100644 index d308dbc..0000000 --- a/automacao_backtests/MEDIAS_9_20_50_200/ranking_aprovados_reprovados_50_medias.txt +++ /dev/null @@ -1,68 +0,0 @@ -RANKING - 50 ROBOS DE MEDIAS (MME9, MME20, MMA50, MMA200) - -Critérios sugeridos -- Aprovado: LucroLiquido > 0, ProfitFactor >= 1.20, Drawdown aceitavel para sua banca. -- Reprovado: LucroLiquido <= 0 ou ProfitFactor < 1.00 ou Drawdown excessivo. -- Em revisao: faixa intermediaria entre reprovado e aprovado. - -Campos recomendados por robo -- Timeframe -- LucroLiquido -- ProfitFactor -- WinRate -- DrawdownMax -- NumeroTrades -- Status (Aprovado / Em revisao / Reprovado) - -Tabela de controle -ID | Robo | Timeframe | LucroLiquido | ProfitFactor | WinRate | DrawdownMax | Trades | Status | Observacoes -01 | robo_medias_v1_leque_tendencia | | | | | | | | -02 | robo_medias_v2_pullback_20_regime | | | | | | | | -03 | robo_medias_v3_rompimento_200_20proxima | | | | | | | | -04 | robo_medias_v4_filtro_compressao_direcional | | | | | | | | -05 | robo_medias_v05_leque | | | | | | | | -06 | robo_medias_v06_leque | | | | | | | | -07 | robo_medias_v07_leque | | | | | | | | -08 | robo_medias_v08_leque | | | | | | | | -09 | robo_medias_v09_leque | | | | | | | | -10 | robo_medias_v10_leque | | | | | | | | -11 | robo_medias_v11_leque | | | | | | | | -12 | robo_medias_v12_leque | | | | | | | | -13 | robo_medias_v13_leque | | | | | | | | -14 | robo_medias_v14_leque | | | | | | | | -15 | robo_medias_v15_pullback | | | | | | | | -16 | robo_medias_v16_pullback | | | | | | | | -17 | robo_medias_v17_pullback | | | | | | | | -18 | robo_medias_v18_pullback | | | | | | | | -19 | robo_medias_v19_pullback | | | | | | | | -20 | robo_medias_v20_pullback | | | | | | | | -21 | robo_medias_v21_pullback | | | | | | | | -22 | robo_medias_v22_pullback | | | | | | | | -23 | robo_medias_v23_pullback | | | | | | | | -24 | robo_medias_v24_pullback | | | | | | | | -25 | robo_medias_v25_romp200 | | | | | | | | -26 | robo_medias_v26_romp200 | | | | | | | | -27 | robo_medias_v27_romp200 | | | | | | | | -28 | robo_medias_v28_romp200 | | | | | | | | -29 | robo_medias_v29_romp200 | | | | | | | | -30 | robo_medias_v30_romp200 | | | | | | | | -31 | robo_medias_v31_romp200 | | | | | | | | -32 | robo_medias_v32_romp200 | | | | | | | | -33 | robo_medias_v33_romp200 | | | | | | | | -34 | robo_medias_v34_romp200 | | | | | | | | -35 | robo_medias_v35_compressao | | | | | | | | -36 | robo_medias_v36_compressao | | | | | | | | -37 | robo_medias_v37_compressao | | | | | | | | -38 | robo_medias_v38_compressao | | | | | | | | -39 | robo_medias_v39_compressao | | | | | | | | -40 | robo_medias_v40_compressao | | | | | | | | -41 | robo_medias_v41_compressao | | | | | | | | -42 | robo_medias_v42_compressao | | | | | | | | -43 | robo_medias_v43_compressao | | | | | | | | -44 | robo_medias_v44_compressao | | | | | | | | -45 | robo_medias_v45_hibrido | | | | | | | | -46 | robo_medias_v46_hibrido | | | | | | | | -47 | robo_medias_v47_hibrido | | | | | | | | -48 | robo_medias_v48_hibrido | | | | | | | | -49 | robo_medias_v49_hibrido | | | | | | | | -50 | robo_medias_v50_hibrido | | | | | | | | diff --git a/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v05_leque.txt b/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v05_leque.txt deleted file mode 100644 index 7785c70..0000000 --- a/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v05_leque.txt +++ /dev/null @@ -1,168 +0,0 @@ -{ - Estrategia: robo_medias_v05_leque - Autor: Wesley - Descricao: Leque direcional 9/20/50/200 com filtro de esticamento. -} - -input - ModoEstrategia(1); - DistanciaMinimaLequePontos(35); - DistanciaCompressao20x200(80); - DistanciaMaximaPrecoMME20(210); - DistanciaToqueMME20(45); - MinBarrasConfirmacao(2); - ConfirmacoesRompimento(2); - UsarConfirmacaoCandle(true); - UsarOCO(true); - StopLossPontos(135); - TakeProfitPontos(229.5); - UsarSaidaPorTempo(true); - MaxBarrasPosicao(9); - -var - mme9, mme20, mma50, mma200 : float; - slope20, slope50, slope200 : float; - dist920, dist2050, dist20200, distPreco20 : float; - topoLookback, fundoLookback : float; - iAlta, iBaixa, iBarrasPosicao : integer; - bCompressao, bLequeAlta, bLequeBaixa : boolean; - bPullbackCompra, bPullbackVenda : boolean; - bRompAlta, bRompBaixa : boolean; - bCompra, bVenda, bConfCompra, bConfVenda : boolean; - bEstavaPosicionado, bSaidaOCOCompra, bSaidaOCOVenda : boolean; - fPrecoEntrada, fStopAtual, fAlvoAtual : float; - -begin - mme9 := MediaExp(9, Close); - mme20 := MediaExp(20, Close); - mma50 := Media(50, Close); - mma200 := Media(200, Close); - - slope20 := mme20 - mme20[1]; - slope50 := mma50 - mma50[1]; - slope200 := mma200 - mma200[1]; - - dist920 := Abs(mme9 - mme20); - dist2050 := Abs(mme20 - mma50); - dist20200 := Abs(mme20 - mma200); - distPreco20 := Abs(Close - mme20); - - topoLookback := Highest(High, 12); - fundoLookback := Lowest(Low, 12); - - bCompressao := dist20200 <= DistanciaCompressao20x200; - - bLequeAlta := (Close > mme9) and (mme9 > mme20) and (mme20 > mma50) and (mma50 > mma200) - and (slope20 > 0) and (slope50 > 0) - and (dist920 >= DistanciaMinimaLequePontos) - and (dist2050 >= DistanciaMinimaLequePontos); - - bLequeBaixa := (Close < mme9) and (mme9 < mme20) and (mme20 < mma50) and (mma50 < mma200) - and (slope20 < 0) and (slope50 < 0) - and (dist920 >= DistanciaMinimaLequePontos) - and (dist2050 >= DistanciaMinimaLequePontos); - - bPullbackCompra := (not bCompressao) and (mma50 > mma200) and (slope20 > 0) - and (Abs(Low - mme20) <= DistanciaToqueMME20) and (Close > mme20); - bPullbackVenda := (not bCompressao) and (mma50 < mma200) and (slope20 < 0) - and (Abs(High - mme20) <= DistanciaToqueMME20) and (Close < mme20); - - bRompAlta := (dist20200 <= DistanciaToqueMME20) and (Close > mma200) and (Close >= topoLookback[1]) and (mme9 > mme20); - bRompBaixa := (dist20200 <= DistanciaToqueMME20) and (Close < mma200) and (Close <= fundoLookback[1]) and (mme9 < mme20); - - bConfCompra := (not UsarConfirmacaoCandle) or (Close > High[1]); - bConfVenda := (not UsarConfirmacaoCandle) or (Close < Low[1]); - - if bLequeAlta or bPullbackCompra or bRompAlta then - iAlta := iAlta + 1 - else - iAlta := 0; - - if bLequeBaixa or bPullbackVenda or bRompBaixa then - iBaixa := iBaixa + 1 - else - iBaixa := 0; - - bCompra := false; - bVenda := false; - - if ModoEstrategia = 1 then - begin - bCompra := bLequeAlta and (not bCompressao) and (distPreco20 <= DistanciaMaximaPrecoMME20) and (iAlta >= MinBarrasConfirmacao); - bVenda := bLequeBaixa and (not bCompressao) and (distPreco20 <= DistanciaMaximaPrecoMME20) and (iBaixa >= MinBarrasConfirmacao); - end - else if ModoEstrategia = 2 then - begin - bCompra := bPullbackCompra and bConfCompra; - bVenda := bPullbackVenda and bConfVenda; - end - else if ModoEstrategia = 3 then - begin - bCompra := bRompAlta and (iAlta >= ConfirmacoesRompimento); - bVenda := bRompBaixa and (iBaixa >= ConfirmacoesRompimento); - end - else if ModoEstrategia = 4 then - begin - bCompra := (not bCompressao) and bLequeAlta and (slope200 >= 0) and (iAlta >= MinBarrasConfirmacao); - bVenda := (not bCompressao) and bLequeBaixa and (slope200 <= 0) and (iBaixa >= MinBarrasConfirmacao); - end - else - begin - bCompra := (bPullbackCompra or bRompAlta) and (not bCompressao) and bConfCompra; - bVenda := (bPullbackVenda or bRompBaixa) and (not bCompressao) and bConfVenda; - end; - - if IsBought or IsSold then - iBarrasPosicao := iBarrasPosicao + 1 - else - iBarrasPosicao := 0; - - if (not IsBought) and (not IsSold) then - begin - if bCompra then - BuyAtMarket - else if bVenda then - SellShortAtMarket; - end; - - bSaidaOCOCompra := false; - bSaidaOCOVenda := false; - - if IsBought and bEstavaPosicionado then - begin - fStopAtual := fPrecoEntrada - StopLossPontos; - fAlvoAtual := fPrecoEntrada + TakeProfitPontos; - bSaidaOCOCompra := UsarOCO and ((Low <= fStopAtual) or (High >= fAlvoAtual)); - end; - - if IsSold and bEstavaPosicionado then - begin - fStopAtual := fPrecoEntrada + StopLossPontos; - fAlvoAtual := fPrecoEntrada - TakeProfitPontos; - bSaidaOCOVenda := UsarOCO and ((High >= fStopAtual) or (Low <= fAlvoAtual)); - end; - - if IsBought and ( - bCompressao - or (Close < mme20) - or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) - or bSaidaOCOCompra - ) then - ClosePosition; - - if IsSold and ( - bCompressao - or (Close > mme20) - or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) - or bSaidaOCOVenda - ) then - ClosePosition; - - if (not bEstavaPosicionado) and IsBought then - fPrecoEntrada := Close; - - if (not bEstavaPosicionado) and IsSold then - fPrecoEntrada := Close; - - bEstavaPosicionado := IsBought or IsSold; -end; diff --git a/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v06_leque.txt b/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v06_leque.txt deleted file mode 100644 index 4ea8fa8..0000000 --- a/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v06_leque.txt +++ /dev/null @@ -1,168 +0,0 @@ -{ - Estrategia: robo_medias_v06_leque - Autor: Wesley - Descricao: Leque direcional 9/20/50/200 com filtro de esticamento. -} - -input - ModoEstrategia(1); - DistanciaMinimaLequePontos(40); - DistanciaCompressao20x200(90); - DistanciaMaximaPrecoMME20(240); - DistanciaToqueMME20(55); - MinBarrasConfirmacao(3); - ConfirmacoesRompimento(1); - UsarConfirmacaoCandle(true); - UsarOCO(true); - StopLossPontos(150); - TakeProfitPontos(270); - UsarSaidaPorTempo(true); - MaxBarrasPosicao(10); - -var - mme9, mme20, mma50, mma200 : float; - slope20, slope50, slope200 : float; - dist920, dist2050, dist20200, distPreco20 : float; - topoLookback, fundoLookback : float; - iAlta, iBaixa, iBarrasPosicao : integer; - bCompressao, bLequeAlta, bLequeBaixa : boolean; - bPullbackCompra, bPullbackVenda : boolean; - bRompAlta, bRompBaixa : boolean; - bCompra, bVenda, bConfCompra, bConfVenda : boolean; - bEstavaPosicionado, bSaidaOCOCompra, bSaidaOCOVenda : boolean; - fPrecoEntrada, fStopAtual, fAlvoAtual : float; - -begin - mme9 := MediaExp(9, Close); - mme20 := MediaExp(20, Close); - mma50 := Media(50, Close); - mma200 := Media(200, Close); - - slope20 := mme20 - mme20[1]; - slope50 := mma50 - mma50[1]; - slope200 := mma200 - mma200[1]; - - dist920 := Abs(mme9 - mme20); - dist2050 := Abs(mme20 - mma50); - dist20200 := Abs(mme20 - mma200); - distPreco20 := Abs(Close - mme20); - - topoLookback := Highest(High, 12); - fundoLookback := Lowest(Low, 12); - - bCompressao := dist20200 <= DistanciaCompressao20x200; - - bLequeAlta := (Close > mme9) and (mme9 > mme20) and (mme20 > mma50) and (mma50 > mma200) - and (slope20 > 0) and (slope50 > 0) - and (dist920 >= DistanciaMinimaLequePontos) - and (dist2050 >= DistanciaMinimaLequePontos); - - bLequeBaixa := (Close < mme9) and (mme9 < mme20) and (mme20 < mma50) and (mma50 < mma200) - and (slope20 < 0) and (slope50 < 0) - and (dist920 >= DistanciaMinimaLequePontos) - and (dist2050 >= DistanciaMinimaLequePontos); - - bPullbackCompra := (not bCompressao) and (mma50 > mma200) and (slope20 > 0) - and (Abs(Low - mme20) <= DistanciaToqueMME20) and (Close > mme20); - bPullbackVenda := (not bCompressao) and (mma50 < mma200) and (slope20 < 0) - and (Abs(High - mme20) <= DistanciaToqueMME20) and (Close < mme20); - - bRompAlta := (dist20200 <= DistanciaToqueMME20) and (Close > mma200) and (Close >= topoLookback[1]) and (mme9 > mme20); - bRompBaixa := (dist20200 <= DistanciaToqueMME20) and (Close < mma200) and (Close <= fundoLookback[1]) and (mme9 < mme20); - - bConfCompra := (not UsarConfirmacaoCandle) or (Close > High[1]); - bConfVenda := (not UsarConfirmacaoCandle) or (Close < Low[1]); - - if bLequeAlta or bPullbackCompra or bRompAlta then - iAlta := iAlta + 1 - else - iAlta := 0; - - if bLequeBaixa or bPullbackVenda or bRompBaixa then - iBaixa := iBaixa + 1 - else - iBaixa := 0; - - bCompra := false; - bVenda := false; - - if ModoEstrategia = 1 then - begin - bCompra := bLequeAlta and (not bCompressao) and (distPreco20 <= DistanciaMaximaPrecoMME20) and (iAlta >= MinBarrasConfirmacao); - bVenda := bLequeBaixa and (not bCompressao) and (distPreco20 <= DistanciaMaximaPrecoMME20) and (iBaixa >= MinBarrasConfirmacao); - end - else if ModoEstrategia = 2 then - begin - bCompra := bPullbackCompra and bConfCompra; - bVenda := bPullbackVenda and bConfVenda; - end - else if ModoEstrategia = 3 then - begin - bCompra := bRompAlta and (iAlta >= ConfirmacoesRompimento); - bVenda := bRompBaixa and (iBaixa >= ConfirmacoesRompimento); - end - else if ModoEstrategia = 4 then - begin - bCompra := (not bCompressao) and bLequeAlta and (slope200 >= 0) and (iAlta >= MinBarrasConfirmacao); - bVenda := (not bCompressao) and bLequeBaixa and (slope200 <= 0) and (iBaixa >= MinBarrasConfirmacao); - end - else - begin - bCompra := (bPullbackCompra or bRompAlta) and (not bCompressao) and bConfCompra; - bVenda := (bPullbackVenda or bRompBaixa) and (not bCompressao) and bConfVenda; - end; - - if IsBought or IsSold then - iBarrasPosicao := iBarrasPosicao + 1 - else - iBarrasPosicao := 0; - - if (not IsBought) and (not IsSold) then - begin - if bCompra then - BuyAtMarket - else if bVenda then - SellShortAtMarket; - end; - - bSaidaOCOCompra := false; - bSaidaOCOVenda := false; - - if IsBought and bEstavaPosicionado then - begin - fStopAtual := fPrecoEntrada - StopLossPontos; - fAlvoAtual := fPrecoEntrada + TakeProfitPontos; - bSaidaOCOCompra := UsarOCO and ((Low <= fStopAtual) or (High >= fAlvoAtual)); - end; - - if IsSold and bEstavaPosicionado then - begin - fStopAtual := fPrecoEntrada + StopLossPontos; - fAlvoAtual := fPrecoEntrada - TakeProfitPontos; - bSaidaOCOVenda := UsarOCO and ((High >= fStopAtual) or (Low <= fAlvoAtual)); - end; - - if IsBought and ( - bCompressao - or (Close < mme20) - or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) - or bSaidaOCOCompra - ) then - ClosePosition; - - if IsSold and ( - bCompressao - or (Close > mme20) - or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) - or bSaidaOCOVenda - ) then - ClosePosition; - - if (not bEstavaPosicionado) and IsBought then - fPrecoEntrada := Close; - - if (not bEstavaPosicionado) and IsSold then - fPrecoEntrada := Close; - - bEstavaPosicionado := IsBought or IsSold; -end; diff --git a/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v07_leque.txt b/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v07_leque.txt deleted file mode 100644 index fa086b0..0000000 --- a/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v07_leque.txt +++ /dev/null @@ -1,168 +0,0 @@ -{ - Estrategia: robo_medias_v07_leque - Autor: Wesley - Descricao: Leque direcional 9/20/50/200 com filtro de esticamento. -} - -input - ModoEstrategia(1); - DistanciaMinimaLequePontos(45); - DistanciaCompressao20x200(100); - DistanciaMaximaPrecoMME20(270); - DistanciaToqueMME20(65); - MinBarrasConfirmacao(1); - ConfirmacoesRompimento(2); - UsarConfirmacaoCandle(true); - UsarOCO(true); - StopLossPontos(165); - TakeProfitPontos(264); - UsarSaidaPorTempo(true); - MaxBarrasPosicao(11); - -var - mme9, mme20, mma50, mma200 : float; - slope20, slope50, slope200 : float; - dist920, dist2050, dist20200, distPreco20 : float; - topoLookback, fundoLookback : float; - iAlta, iBaixa, iBarrasPosicao : integer; - bCompressao, bLequeAlta, bLequeBaixa : boolean; - bPullbackCompra, bPullbackVenda : boolean; - bRompAlta, bRompBaixa : boolean; - bCompra, bVenda, bConfCompra, bConfVenda : boolean; - bEstavaPosicionado, bSaidaOCOCompra, bSaidaOCOVenda : boolean; - fPrecoEntrada, fStopAtual, fAlvoAtual : float; - -begin - mme9 := MediaExp(9, Close); - mme20 := MediaExp(20, Close); - mma50 := Media(50, Close); - mma200 := Media(200, Close); - - slope20 := mme20 - mme20[1]; - slope50 := mma50 - mma50[1]; - slope200 := mma200 - mma200[1]; - - dist920 := Abs(mme9 - mme20); - dist2050 := Abs(mme20 - mma50); - dist20200 := Abs(mme20 - mma200); - distPreco20 := Abs(Close - mme20); - - topoLookback := Highest(High, 12); - fundoLookback := Lowest(Low, 12); - - bCompressao := dist20200 <= DistanciaCompressao20x200; - - bLequeAlta := (Close > mme9) and (mme9 > mme20) and (mme20 > mma50) and (mma50 > mma200) - and (slope20 > 0) and (slope50 > 0) - and (dist920 >= DistanciaMinimaLequePontos) - and (dist2050 >= DistanciaMinimaLequePontos); - - bLequeBaixa := (Close < mme9) and (mme9 < mme20) and (mme20 < mma50) and (mma50 < mma200) - and (slope20 < 0) and (slope50 < 0) - and (dist920 >= DistanciaMinimaLequePontos) - and (dist2050 >= DistanciaMinimaLequePontos); - - bPullbackCompra := (not bCompressao) and (mma50 > mma200) and (slope20 > 0) - and (Abs(Low - mme20) <= DistanciaToqueMME20) and (Close > mme20); - bPullbackVenda := (not bCompressao) and (mma50 < mma200) and (slope20 < 0) - and (Abs(High - mme20) <= DistanciaToqueMME20) and (Close < mme20); - - bRompAlta := (dist20200 <= DistanciaToqueMME20) and (Close > mma200) and (Close >= topoLookback[1]) and (mme9 > mme20); - bRompBaixa := (dist20200 <= DistanciaToqueMME20) and (Close < mma200) and (Close <= fundoLookback[1]) and (mme9 < mme20); - - bConfCompra := (not UsarConfirmacaoCandle) or (Close > High[1]); - bConfVenda := (not UsarConfirmacaoCandle) or (Close < Low[1]); - - if bLequeAlta or bPullbackCompra or bRompAlta then - iAlta := iAlta + 1 - else - iAlta := 0; - - if bLequeBaixa or bPullbackVenda or bRompBaixa then - iBaixa := iBaixa + 1 - else - iBaixa := 0; - - bCompra := false; - bVenda := false; - - if ModoEstrategia = 1 then - begin - bCompra := bLequeAlta and (not bCompressao) and (distPreco20 <= DistanciaMaximaPrecoMME20) and (iAlta >= MinBarrasConfirmacao); - bVenda := bLequeBaixa and (not bCompressao) and (distPreco20 <= DistanciaMaximaPrecoMME20) and (iBaixa >= MinBarrasConfirmacao); - end - else if ModoEstrategia = 2 then - begin - bCompra := bPullbackCompra and bConfCompra; - bVenda := bPullbackVenda and bConfVenda; - end - else if ModoEstrategia = 3 then - begin - bCompra := bRompAlta and (iAlta >= ConfirmacoesRompimento); - bVenda := bRompBaixa and (iBaixa >= ConfirmacoesRompimento); - end - else if ModoEstrategia = 4 then - begin - bCompra := (not bCompressao) and bLequeAlta and (slope200 >= 0) and (iAlta >= MinBarrasConfirmacao); - bVenda := (not bCompressao) and bLequeBaixa and (slope200 <= 0) and (iBaixa >= MinBarrasConfirmacao); - end - else - begin - bCompra := (bPullbackCompra or bRompAlta) and (not bCompressao) and bConfCompra; - bVenda := (bPullbackVenda or bRompBaixa) and (not bCompressao) and bConfVenda; - end; - - if IsBought or IsSold then - iBarrasPosicao := iBarrasPosicao + 1 - else - iBarrasPosicao := 0; - - if (not IsBought) and (not IsSold) then - begin - if bCompra then - BuyAtMarket - else if bVenda then - SellShortAtMarket; - end; - - bSaidaOCOCompra := false; - bSaidaOCOVenda := false; - - if IsBought and bEstavaPosicionado then - begin - fStopAtual := fPrecoEntrada - StopLossPontos; - fAlvoAtual := fPrecoEntrada + TakeProfitPontos; - bSaidaOCOCompra := UsarOCO and ((Low <= fStopAtual) or (High >= fAlvoAtual)); - end; - - if IsSold and bEstavaPosicionado then - begin - fStopAtual := fPrecoEntrada + StopLossPontos; - fAlvoAtual := fPrecoEntrada - TakeProfitPontos; - bSaidaOCOVenda := UsarOCO and ((High >= fStopAtual) or (Low <= fAlvoAtual)); - end; - - if IsBought and ( - bCompressao - or (Close < mme20) - or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) - or bSaidaOCOCompra - ) then - ClosePosition; - - if IsSold and ( - bCompressao - or (Close > mme20) - or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) - or bSaidaOCOVenda - ) then - ClosePosition; - - if (not bEstavaPosicionado) and IsBought then - fPrecoEntrada := Close; - - if (not bEstavaPosicionado) and IsSold then - fPrecoEntrada := Close; - - bEstavaPosicionado := IsBought or IsSold; -end; diff --git a/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v08_leque.txt b/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v08_leque.txt deleted file mode 100644 index 6d296d8..0000000 --- a/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v08_leque.txt +++ /dev/null @@ -1,168 +0,0 @@ -{ - Estrategia: robo_medias_v08_leque - Autor: Wesley - Descricao: Leque direcional 9/20/50/200 com filtro de esticamento. -} - -input - ModoEstrategia(1); - DistanciaMinimaLequePontos(30); - DistanciaCompressao20x200(110); - DistanciaMaximaPrecoMME20(300); - DistanciaToqueMME20(35); - MinBarrasConfirmacao(2); - ConfirmacoesRompimento(1); - UsarConfirmacaoCandle(true); - UsarOCO(true); - StopLossPontos(180); - TakeProfitPontos(306); - UsarSaidaPorTempo(true); - MaxBarrasPosicao(12); - -var - mme9, mme20, mma50, mma200 : float; - slope20, slope50, slope200 : float; - dist920, dist2050, dist20200, distPreco20 : float; - topoLookback, fundoLookback : float; - iAlta, iBaixa, iBarrasPosicao : integer; - bCompressao, bLequeAlta, bLequeBaixa : boolean; - bPullbackCompra, bPullbackVenda : boolean; - bRompAlta, bRompBaixa : boolean; - bCompra, bVenda, bConfCompra, bConfVenda : boolean; - bEstavaPosicionado, bSaidaOCOCompra, bSaidaOCOVenda : boolean; - fPrecoEntrada, fStopAtual, fAlvoAtual : float; - -begin - mme9 := MediaExp(9, Close); - mme20 := MediaExp(20, Close); - mma50 := Media(50, Close); - mma200 := Media(200, Close); - - slope20 := mme20 - mme20[1]; - slope50 := mma50 - mma50[1]; - slope200 := mma200 - mma200[1]; - - dist920 := Abs(mme9 - mme20); - dist2050 := Abs(mme20 - mma50); - dist20200 := Abs(mme20 - mma200); - distPreco20 := Abs(Close - mme20); - - topoLookback := Highest(High, 12); - fundoLookback := Lowest(Low, 12); - - bCompressao := dist20200 <= DistanciaCompressao20x200; - - bLequeAlta := (Close > mme9) and (mme9 > mme20) and (mme20 > mma50) and (mma50 > mma200) - and (slope20 > 0) and (slope50 > 0) - and (dist920 >= DistanciaMinimaLequePontos) - and (dist2050 >= DistanciaMinimaLequePontos); - - bLequeBaixa := (Close < mme9) and (mme9 < mme20) and (mme20 < mma50) and (mma50 < mma200) - and (slope20 < 0) and (slope50 < 0) - and (dist920 >= DistanciaMinimaLequePontos) - and (dist2050 >= DistanciaMinimaLequePontos); - - bPullbackCompra := (not bCompressao) and (mma50 > mma200) and (slope20 > 0) - and (Abs(Low - mme20) <= DistanciaToqueMME20) and (Close > mme20); - bPullbackVenda := (not bCompressao) and (mma50 < mma200) and (slope20 < 0) - and (Abs(High - mme20) <= DistanciaToqueMME20) and (Close < mme20); - - bRompAlta := (dist20200 <= DistanciaToqueMME20) and (Close > mma200) and (Close >= topoLookback[1]) and (mme9 > mme20); - bRompBaixa := (dist20200 <= DistanciaToqueMME20) and (Close < mma200) and (Close <= fundoLookback[1]) and (mme9 < mme20); - - bConfCompra := (not UsarConfirmacaoCandle) or (Close > High[1]); - bConfVenda := (not UsarConfirmacaoCandle) or (Close < Low[1]); - - if bLequeAlta or bPullbackCompra or bRompAlta then - iAlta := iAlta + 1 - else - iAlta := 0; - - if bLequeBaixa or bPullbackVenda or bRompBaixa then - iBaixa := iBaixa + 1 - else - iBaixa := 0; - - bCompra := false; - bVenda := false; - - if ModoEstrategia = 1 then - begin - bCompra := bLequeAlta and (not bCompressao) and (distPreco20 <= DistanciaMaximaPrecoMME20) and (iAlta >= MinBarrasConfirmacao); - bVenda := bLequeBaixa and (not bCompressao) and (distPreco20 <= DistanciaMaximaPrecoMME20) and (iBaixa >= MinBarrasConfirmacao); - end - else if ModoEstrategia = 2 then - begin - bCompra := bPullbackCompra and bConfCompra; - bVenda := bPullbackVenda and bConfVenda; - end - else if ModoEstrategia = 3 then - begin - bCompra := bRompAlta and (iAlta >= ConfirmacoesRompimento); - bVenda := bRompBaixa and (iBaixa >= ConfirmacoesRompimento); - end - else if ModoEstrategia = 4 then - begin - bCompra := (not bCompressao) and bLequeAlta and (slope200 >= 0) and (iAlta >= MinBarrasConfirmacao); - bVenda := (not bCompressao) and bLequeBaixa and (slope200 <= 0) and (iBaixa >= MinBarrasConfirmacao); - end - else - begin - bCompra := (bPullbackCompra or bRompAlta) and (not bCompressao) and bConfCompra; - bVenda := (bPullbackVenda or bRompBaixa) and (not bCompressao) and bConfVenda; - end; - - if IsBought or IsSold then - iBarrasPosicao := iBarrasPosicao + 1 - else - iBarrasPosicao := 0; - - if (not IsBought) and (not IsSold) then - begin - if bCompra then - BuyAtMarket - else if bVenda then - SellShortAtMarket; - end; - - bSaidaOCOCompra := false; - bSaidaOCOVenda := false; - - if IsBought and bEstavaPosicionado then - begin - fStopAtual := fPrecoEntrada - StopLossPontos; - fAlvoAtual := fPrecoEntrada + TakeProfitPontos; - bSaidaOCOCompra := UsarOCO and ((Low <= fStopAtual) or (High >= fAlvoAtual)); - end; - - if IsSold and bEstavaPosicionado then - begin - fStopAtual := fPrecoEntrada + StopLossPontos; - fAlvoAtual := fPrecoEntrada - TakeProfitPontos; - bSaidaOCOVenda := UsarOCO and ((High >= fStopAtual) or (Low <= fAlvoAtual)); - end; - - if IsBought and ( - bCompressao - or (Close < mme20) - or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) - or bSaidaOCOCompra - ) then - ClosePosition; - - if IsSold and ( - bCompressao - or (Close > mme20) - or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) - or bSaidaOCOVenda - ) then - ClosePosition; - - if (not bEstavaPosicionado) and IsBought then - fPrecoEntrada := Close; - - if (not bEstavaPosicionado) and IsSold then - fPrecoEntrada := Close; - - bEstavaPosicionado := IsBought or IsSold; -end; diff --git a/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v09_leque.txt b/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v09_leque.txt deleted file mode 100644 index da2e3f7..0000000 --- a/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v09_leque.txt +++ /dev/null @@ -1,168 +0,0 @@ -{ - Estrategia: robo_medias_v09_leque - Autor: Wesley - Descricao: Leque direcional 9/20/50/200 com filtro de esticamento. -} - -input - ModoEstrategia(1); - DistanciaMinimaLequePontos(35); - DistanciaCompressao20x200(70); - DistanciaMaximaPrecoMME20(180); - DistanciaToqueMME20(45); - MinBarrasConfirmacao(3); - ConfirmacoesRompimento(2); - UsarConfirmacaoCandle(true); - UsarOCO(true); - StopLossPontos(195); - TakeProfitPontos(351); - UsarSaidaPorTempo(true); - MaxBarrasPosicao(13); - -var - mme9, mme20, mma50, mma200 : float; - slope20, slope50, slope200 : float; - dist920, dist2050, dist20200, distPreco20 : float; - topoLookback, fundoLookback : float; - iAlta, iBaixa, iBarrasPosicao : integer; - bCompressao, bLequeAlta, bLequeBaixa : boolean; - bPullbackCompra, bPullbackVenda : boolean; - bRompAlta, bRompBaixa : boolean; - bCompra, bVenda, bConfCompra, bConfVenda : boolean; - bEstavaPosicionado, bSaidaOCOCompra, bSaidaOCOVenda : boolean; - fPrecoEntrada, fStopAtual, fAlvoAtual : float; - -begin - mme9 := MediaExp(9, Close); - mme20 := MediaExp(20, Close); - mma50 := Media(50, Close); - mma200 := Media(200, Close); - - slope20 := mme20 - mme20[1]; - slope50 := mma50 - mma50[1]; - slope200 := mma200 - mma200[1]; - - dist920 := Abs(mme9 - mme20); - dist2050 := Abs(mme20 - mma50); - dist20200 := Abs(mme20 - mma200); - distPreco20 := Abs(Close - mme20); - - topoLookback := Highest(High, 12); - fundoLookback := Lowest(Low, 12); - - bCompressao := dist20200 <= DistanciaCompressao20x200; - - bLequeAlta := (Close > mme9) and (mme9 > mme20) and (mme20 > mma50) and (mma50 > mma200) - and (slope20 > 0) and (slope50 > 0) - and (dist920 >= DistanciaMinimaLequePontos) - and (dist2050 >= DistanciaMinimaLequePontos); - - bLequeBaixa := (Close < mme9) and (mme9 < mme20) and (mme20 < mma50) and (mma50 < mma200) - and (slope20 < 0) and (slope50 < 0) - and (dist920 >= DistanciaMinimaLequePontos) - and (dist2050 >= DistanciaMinimaLequePontos); - - bPullbackCompra := (not bCompressao) and (mma50 > mma200) and (slope20 > 0) - and (Abs(Low - mme20) <= DistanciaToqueMME20) and (Close > mme20); - bPullbackVenda := (not bCompressao) and (mma50 < mma200) and (slope20 < 0) - and (Abs(High - mme20) <= DistanciaToqueMME20) and (Close < mme20); - - bRompAlta := (dist20200 <= DistanciaToqueMME20) and (Close > mma200) and (Close >= topoLookback[1]) and (mme9 > mme20); - bRompBaixa := (dist20200 <= DistanciaToqueMME20) and (Close < mma200) and (Close <= fundoLookback[1]) and (mme9 < mme20); - - bConfCompra := (not UsarConfirmacaoCandle) or (Close > High[1]); - bConfVenda := (not UsarConfirmacaoCandle) or (Close < Low[1]); - - if bLequeAlta or bPullbackCompra or bRompAlta then - iAlta := iAlta + 1 - else - iAlta := 0; - - if bLequeBaixa or bPullbackVenda or bRompBaixa then - iBaixa := iBaixa + 1 - else - iBaixa := 0; - - bCompra := false; - bVenda := false; - - if ModoEstrategia = 1 then - begin - bCompra := bLequeAlta and (not bCompressao) and (distPreco20 <= DistanciaMaximaPrecoMME20) and (iAlta >= MinBarrasConfirmacao); - bVenda := bLequeBaixa and (not bCompressao) and (distPreco20 <= DistanciaMaximaPrecoMME20) and (iBaixa >= MinBarrasConfirmacao); - end - else if ModoEstrategia = 2 then - begin - bCompra := bPullbackCompra and bConfCompra; - bVenda := bPullbackVenda and bConfVenda; - end - else if ModoEstrategia = 3 then - begin - bCompra := bRompAlta and (iAlta >= ConfirmacoesRompimento); - bVenda := bRompBaixa and (iBaixa >= ConfirmacoesRompimento); - end - else if ModoEstrategia = 4 then - begin - bCompra := (not bCompressao) and bLequeAlta and (slope200 >= 0) and (iAlta >= MinBarrasConfirmacao); - bVenda := (not bCompressao) and bLequeBaixa and (slope200 <= 0) and (iBaixa >= MinBarrasConfirmacao); - end - else - begin - bCompra := (bPullbackCompra or bRompAlta) and (not bCompressao) and bConfCompra; - bVenda := (bPullbackVenda or bRompBaixa) and (not bCompressao) and bConfVenda; - end; - - if IsBought or IsSold then - iBarrasPosicao := iBarrasPosicao + 1 - else - iBarrasPosicao := 0; - - if (not IsBought) and (not IsSold) then - begin - if bCompra then - BuyAtMarket - else if bVenda then - SellShortAtMarket; - end; - - bSaidaOCOCompra := false; - bSaidaOCOVenda := false; - - if IsBought and bEstavaPosicionado then - begin - fStopAtual := fPrecoEntrada - StopLossPontos; - fAlvoAtual := fPrecoEntrada + TakeProfitPontos; - bSaidaOCOCompra := UsarOCO and ((Low <= fStopAtual) or (High >= fAlvoAtual)); - end; - - if IsSold and bEstavaPosicionado then - begin - fStopAtual := fPrecoEntrada + StopLossPontos; - fAlvoAtual := fPrecoEntrada - TakeProfitPontos; - bSaidaOCOVenda := UsarOCO and ((High >= fStopAtual) or (Low <= fAlvoAtual)); - end; - - if IsBought and ( - bCompressao - or (Close < mme20) - or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) - or bSaidaOCOCompra - ) then - ClosePosition; - - if IsSold and ( - bCompressao - or (Close > mme20) - or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) - or bSaidaOCOVenda - ) then - ClosePosition; - - if (not bEstavaPosicionado) and IsBought then - fPrecoEntrada := Close; - - if (not bEstavaPosicionado) and IsSold then - fPrecoEntrada := Close; - - bEstavaPosicionado := IsBought or IsSold; -end; diff --git a/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v10_leque.txt b/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v10_leque.txt deleted file mode 100644 index 7e427e7..0000000 --- a/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v10_leque.txt +++ /dev/null @@ -1,168 +0,0 @@ -{ - Estrategia: robo_medias_v10_leque - Autor: Wesley - Descricao: Leque direcional 9/20/50/200 com filtro de esticamento. -} - -input - ModoEstrategia(1); - DistanciaMinimaLequePontos(40); - DistanciaCompressao20x200(80); - DistanciaMaximaPrecoMME20(210); - DistanciaToqueMME20(55); - MinBarrasConfirmacao(1); - ConfirmacoesRompimento(1); - UsarConfirmacaoCandle(true); - UsarOCO(true); - StopLossPontos(210); - TakeProfitPontos(336); - UsarSaidaPorTempo(true); - MaxBarrasPosicao(8); - -var - mme9, mme20, mma50, mma200 : float; - slope20, slope50, slope200 : float; - dist920, dist2050, dist20200, distPreco20 : float; - topoLookback, fundoLookback : float; - iAlta, iBaixa, iBarrasPosicao : integer; - bCompressao, bLequeAlta, bLequeBaixa : boolean; - bPullbackCompra, bPullbackVenda : boolean; - bRompAlta, bRompBaixa : boolean; - bCompra, bVenda, bConfCompra, bConfVenda : boolean; - bEstavaPosicionado, bSaidaOCOCompra, bSaidaOCOVenda : boolean; - fPrecoEntrada, fStopAtual, fAlvoAtual : float; - -begin - mme9 := MediaExp(9, Close); - mme20 := MediaExp(20, Close); - mma50 := Media(50, Close); - mma200 := Media(200, Close); - - slope20 := mme20 - mme20[1]; - slope50 := mma50 - mma50[1]; - slope200 := mma200 - mma200[1]; - - dist920 := Abs(mme9 - mme20); - dist2050 := Abs(mme20 - mma50); - dist20200 := Abs(mme20 - mma200); - distPreco20 := Abs(Close - mme20); - - topoLookback := Highest(High, 12); - fundoLookback := Lowest(Low, 12); - - bCompressao := dist20200 <= DistanciaCompressao20x200; - - bLequeAlta := (Close > mme9) and (mme9 > mme20) and (mme20 > mma50) and (mma50 > mma200) - and (slope20 > 0) and (slope50 > 0) - and (dist920 >= DistanciaMinimaLequePontos) - and (dist2050 >= DistanciaMinimaLequePontos); - - bLequeBaixa := (Close < mme9) and (mme9 < mme20) and (mme20 < mma50) and (mma50 < mma200) - and (slope20 < 0) and (slope50 < 0) - and (dist920 >= DistanciaMinimaLequePontos) - and (dist2050 >= DistanciaMinimaLequePontos); - - bPullbackCompra := (not bCompressao) and (mma50 > mma200) and (slope20 > 0) - and (Abs(Low - mme20) <= DistanciaToqueMME20) and (Close > mme20); - bPullbackVenda := (not bCompressao) and (mma50 < mma200) and (slope20 < 0) - and (Abs(High - mme20) <= DistanciaToqueMME20) and (Close < mme20); - - bRompAlta := (dist20200 <= DistanciaToqueMME20) and (Close > mma200) and (Close >= topoLookback[1]) and (mme9 > mme20); - bRompBaixa := (dist20200 <= DistanciaToqueMME20) and (Close < mma200) and (Close <= fundoLookback[1]) and (mme9 < mme20); - - bConfCompra := (not UsarConfirmacaoCandle) or (Close > High[1]); - bConfVenda := (not UsarConfirmacaoCandle) or (Close < Low[1]); - - if bLequeAlta or bPullbackCompra or bRompAlta then - iAlta := iAlta + 1 - else - iAlta := 0; - - if bLequeBaixa or bPullbackVenda or bRompBaixa then - iBaixa := iBaixa + 1 - else - iBaixa := 0; - - bCompra := false; - bVenda := false; - - if ModoEstrategia = 1 then - begin - bCompra := bLequeAlta and (not bCompressao) and (distPreco20 <= DistanciaMaximaPrecoMME20) and (iAlta >= MinBarrasConfirmacao); - bVenda := bLequeBaixa and (not bCompressao) and (distPreco20 <= DistanciaMaximaPrecoMME20) and (iBaixa >= MinBarrasConfirmacao); - end - else if ModoEstrategia = 2 then - begin - bCompra := bPullbackCompra and bConfCompra; - bVenda := bPullbackVenda and bConfVenda; - end - else if ModoEstrategia = 3 then - begin - bCompra := bRompAlta and (iAlta >= ConfirmacoesRompimento); - bVenda := bRompBaixa and (iBaixa >= ConfirmacoesRompimento); - end - else if ModoEstrategia = 4 then - begin - bCompra := (not bCompressao) and bLequeAlta and (slope200 >= 0) and (iAlta >= MinBarrasConfirmacao); - bVenda := (not bCompressao) and bLequeBaixa and (slope200 <= 0) and (iBaixa >= MinBarrasConfirmacao); - end - else - begin - bCompra := (bPullbackCompra or bRompAlta) and (not bCompressao) and bConfCompra; - bVenda := (bPullbackVenda or bRompBaixa) and (not bCompressao) and bConfVenda; - end; - - if IsBought or IsSold then - iBarrasPosicao := iBarrasPosicao + 1 - else - iBarrasPosicao := 0; - - if (not IsBought) and (not IsSold) then - begin - if bCompra then - BuyAtMarket - else if bVenda then - SellShortAtMarket; - end; - - bSaidaOCOCompra := false; - bSaidaOCOVenda := false; - - if IsBought and bEstavaPosicionado then - begin - fStopAtual := fPrecoEntrada - StopLossPontos; - fAlvoAtual := fPrecoEntrada + TakeProfitPontos; - bSaidaOCOCompra := UsarOCO and ((Low <= fStopAtual) or (High >= fAlvoAtual)); - end; - - if IsSold and bEstavaPosicionado then - begin - fStopAtual := fPrecoEntrada + StopLossPontos; - fAlvoAtual := fPrecoEntrada - TakeProfitPontos; - bSaidaOCOVenda := UsarOCO and ((High >= fStopAtual) or (Low <= fAlvoAtual)); - end; - - if IsBought and ( - bCompressao - or (Close < mme20) - or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) - or bSaidaOCOCompra - ) then - ClosePosition; - - if IsSold and ( - bCompressao - or (Close > mme20) - or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) - or bSaidaOCOVenda - ) then - ClosePosition; - - if (not bEstavaPosicionado) and IsBought then - fPrecoEntrada := Close; - - if (not bEstavaPosicionado) and IsSold then - fPrecoEntrada := Close; - - bEstavaPosicionado := IsBought or IsSold; -end; diff --git a/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v11_leque.txt b/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v11_leque.txt deleted file mode 100644 index cc4efe8..0000000 --- a/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v11_leque.txt +++ /dev/null @@ -1,168 +0,0 @@ -{ - Estrategia: robo_medias_v11_leque - Autor: Wesley - Descricao: Leque direcional 9/20/50/200 com filtro de esticamento. -} - -input - ModoEstrategia(1); - DistanciaMinimaLequePontos(45); - DistanciaCompressao20x200(90); - DistanciaMaximaPrecoMME20(240); - DistanciaToqueMME20(65); - MinBarrasConfirmacao(2); - ConfirmacoesRompimento(2); - UsarConfirmacaoCandle(true); - UsarOCO(true); - StopLossPontos(225); - TakeProfitPontos(382.5); - UsarSaidaPorTempo(true); - MaxBarrasPosicao(9); - -var - mme9, mme20, mma50, mma200 : float; - slope20, slope50, slope200 : float; - dist920, dist2050, dist20200, distPreco20 : float; - topoLookback, fundoLookback : float; - iAlta, iBaixa, iBarrasPosicao : integer; - bCompressao, bLequeAlta, bLequeBaixa : boolean; - bPullbackCompra, bPullbackVenda : boolean; - bRompAlta, bRompBaixa : boolean; - bCompra, bVenda, bConfCompra, bConfVenda : boolean; - bEstavaPosicionado, bSaidaOCOCompra, bSaidaOCOVenda : boolean; - fPrecoEntrada, fStopAtual, fAlvoAtual : float; - -begin - mme9 := MediaExp(9, Close); - mme20 := MediaExp(20, Close); - mma50 := Media(50, Close); - mma200 := Media(200, Close); - - slope20 := mme20 - mme20[1]; - slope50 := mma50 - mma50[1]; - slope200 := mma200 - mma200[1]; - - dist920 := Abs(mme9 - mme20); - dist2050 := Abs(mme20 - mma50); - dist20200 := Abs(mme20 - mma200); - distPreco20 := Abs(Close - mme20); - - topoLookback := Highest(High, 12); - fundoLookback := Lowest(Low, 12); - - bCompressao := dist20200 <= DistanciaCompressao20x200; - - bLequeAlta := (Close > mme9) and (mme9 > mme20) and (mme20 > mma50) and (mma50 > mma200) - and (slope20 > 0) and (slope50 > 0) - and (dist920 >= DistanciaMinimaLequePontos) - and (dist2050 >= DistanciaMinimaLequePontos); - - bLequeBaixa := (Close < mme9) and (mme9 < mme20) and (mme20 < mma50) and (mma50 < mma200) - and (slope20 < 0) and (slope50 < 0) - and (dist920 >= DistanciaMinimaLequePontos) - and (dist2050 >= DistanciaMinimaLequePontos); - - bPullbackCompra := (not bCompressao) and (mma50 > mma200) and (slope20 > 0) - and (Abs(Low - mme20) <= DistanciaToqueMME20) and (Close > mme20); - bPullbackVenda := (not bCompressao) and (mma50 < mma200) and (slope20 < 0) - and (Abs(High - mme20) <= DistanciaToqueMME20) and (Close < mme20); - - bRompAlta := (dist20200 <= DistanciaToqueMME20) and (Close > mma200) and (Close >= topoLookback[1]) and (mme9 > mme20); - bRompBaixa := (dist20200 <= DistanciaToqueMME20) and (Close < mma200) and (Close <= fundoLookback[1]) and (mme9 < mme20); - - bConfCompra := (not UsarConfirmacaoCandle) or (Close > High[1]); - bConfVenda := (not UsarConfirmacaoCandle) or (Close < Low[1]); - - if bLequeAlta or bPullbackCompra or bRompAlta then - iAlta := iAlta + 1 - else - iAlta := 0; - - if bLequeBaixa or bPullbackVenda or bRompBaixa then - iBaixa := iBaixa + 1 - else - iBaixa := 0; - - bCompra := false; - bVenda := false; - - if ModoEstrategia = 1 then - begin - bCompra := bLequeAlta and (not bCompressao) and (distPreco20 <= DistanciaMaximaPrecoMME20) and (iAlta >= MinBarrasConfirmacao); - bVenda := bLequeBaixa and (not bCompressao) and (distPreco20 <= DistanciaMaximaPrecoMME20) and (iBaixa >= MinBarrasConfirmacao); - end - else if ModoEstrategia = 2 then - begin - bCompra := bPullbackCompra and bConfCompra; - bVenda := bPullbackVenda and bConfVenda; - end - else if ModoEstrategia = 3 then - begin - bCompra := bRompAlta and (iAlta >= ConfirmacoesRompimento); - bVenda := bRompBaixa and (iBaixa >= ConfirmacoesRompimento); - end - else if ModoEstrategia = 4 then - begin - bCompra := (not bCompressao) and bLequeAlta and (slope200 >= 0) and (iAlta >= MinBarrasConfirmacao); - bVenda := (not bCompressao) and bLequeBaixa and (slope200 <= 0) and (iBaixa >= MinBarrasConfirmacao); - end - else - begin - bCompra := (bPullbackCompra or bRompAlta) and (not bCompressao) and bConfCompra; - bVenda := (bPullbackVenda or bRompBaixa) and (not bCompressao) and bConfVenda; - end; - - if IsBought or IsSold then - iBarrasPosicao := iBarrasPosicao + 1 - else - iBarrasPosicao := 0; - - if (not IsBought) and (not IsSold) then - begin - if bCompra then - BuyAtMarket - else if bVenda then - SellShortAtMarket; - end; - - bSaidaOCOCompra := false; - bSaidaOCOVenda := false; - - if IsBought and bEstavaPosicionado then - begin - fStopAtual := fPrecoEntrada - StopLossPontos; - fAlvoAtual := fPrecoEntrada + TakeProfitPontos; - bSaidaOCOCompra := UsarOCO and ((Low <= fStopAtual) or (High >= fAlvoAtual)); - end; - - if IsSold and bEstavaPosicionado then - begin - fStopAtual := fPrecoEntrada + StopLossPontos; - fAlvoAtual := fPrecoEntrada - TakeProfitPontos; - bSaidaOCOVenda := UsarOCO and ((High >= fStopAtual) or (Low <= fAlvoAtual)); - end; - - if IsBought and ( - bCompressao - or (Close < mme20) - or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) - or bSaidaOCOCompra - ) then - ClosePosition; - - if IsSold and ( - bCompressao - or (Close > mme20) - or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) - or bSaidaOCOVenda - ) then - ClosePosition; - - if (not bEstavaPosicionado) and IsBought then - fPrecoEntrada := Close; - - if (not bEstavaPosicionado) and IsSold then - fPrecoEntrada := Close; - - bEstavaPosicionado := IsBought or IsSold; -end; diff --git a/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v12_leque.txt b/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v12_leque.txt deleted file mode 100644 index e3ab423..0000000 --- a/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v12_leque.txt +++ /dev/null @@ -1,168 +0,0 @@ -{ - Estrategia: robo_medias_v12_leque - Autor: Wesley - Descricao: Leque direcional 9/20/50/200 com filtro de esticamento. -} - -input - ModoEstrategia(1); - DistanciaMinimaLequePontos(30); - DistanciaCompressao20x200(100); - DistanciaMaximaPrecoMME20(270); - DistanciaToqueMME20(35); - MinBarrasConfirmacao(3); - ConfirmacoesRompimento(1); - UsarConfirmacaoCandle(true); - UsarOCO(true); - StopLossPontos(240); - TakeProfitPontos(432); - UsarSaidaPorTempo(true); - MaxBarrasPosicao(10); - -var - mme9, mme20, mma50, mma200 : float; - slope20, slope50, slope200 : float; - dist920, dist2050, dist20200, distPreco20 : float; - topoLookback, fundoLookback : float; - iAlta, iBaixa, iBarrasPosicao : integer; - bCompressao, bLequeAlta, bLequeBaixa : boolean; - bPullbackCompra, bPullbackVenda : boolean; - bRompAlta, bRompBaixa : boolean; - bCompra, bVenda, bConfCompra, bConfVenda : boolean; - bEstavaPosicionado, bSaidaOCOCompra, bSaidaOCOVenda : boolean; - fPrecoEntrada, fStopAtual, fAlvoAtual : float; - -begin - mme9 := MediaExp(9, Close); - mme20 := MediaExp(20, Close); - mma50 := Media(50, Close); - mma200 := Media(200, Close); - - slope20 := mme20 - mme20[1]; - slope50 := mma50 - mma50[1]; - slope200 := mma200 - mma200[1]; - - dist920 := Abs(mme9 - mme20); - dist2050 := Abs(mme20 - mma50); - dist20200 := Abs(mme20 - mma200); - distPreco20 := Abs(Close - mme20); - - topoLookback := Highest(High, 12); - fundoLookback := Lowest(Low, 12); - - bCompressao := dist20200 <= DistanciaCompressao20x200; - - bLequeAlta := (Close > mme9) and (mme9 > mme20) and (mme20 > mma50) and (mma50 > mma200) - and (slope20 > 0) and (slope50 > 0) - and (dist920 >= DistanciaMinimaLequePontos) - and (dist2050 >= DistanciaMinimaLequePontos); - - bLequeBaixa := (Close < mme9) and (mme9 < mme20) and (mme20 < mma50) and (mma50 < mma200) - and (slope20 < 0) and (slope50 < 0) - and (dist920 >= DistanciaMinimaLequePontos) - and (dist2050 >= DistanciaMinimaLequePontos); - - bPullbackCompra := (not bCompressao) and (mma50 > mma200) and (slope20 > 0) - and (Abs(Low - mme20) <= DistanciaToqueMME20) and (Close > mme20); - bPullbackVenda := (not bCompressao) and (mma50 < mma200) and (slope20 < 0) - and (Abs(High - mme20) <= DistanciaToqueMME20) and (Close < mme20); - - bRompAlta := (dist20200 <= DistanciaToqueMME20) and (Close > mma200) and (Close >= topoLookback[1]) and (mme9 > mme20); - bRompBaixa := (dist20200 <= DistanciaToqueMME20) and (Close < mma200) and (Close <= fundoLookback[1]) and (mme9 < mme20); - - bConfCompra := (not UsarConfirmacaoCandle) or (Close > High[1]); - bConfVenda := (not UsarConfirmacaoCandle) or (Close < Low[1]); - - if bLequeAlta or bPullbackCompra or bRompAlta then - iAlta := iAlta + 1 - else - iAlta := 0; - - if bLequeBaixa or bPullbackVenda or bRompBaixa then - iBaixa := iBaixa + 1 - else - iBaixa := 0; - - bCompra := false; - bVenda := false; - - if ModoEstrategia = 1 then - begin - bCompra := bLequeAlta and (not bCompressao) and (distPreco20 <= DistanciaMaximaPrecoMME20) and (iAlta >= MinBarrasConfirmacao); - bVenda := bLequeBaixa and (not bCompressao) and (distPreco20 <= DistanciaMaximaPrecoMME20) and (iBaixa >= MinBarrasConfirmacao); - end - else if ModoEstrategia = 2 then - begin - bCompra := bPullbackCompra and bConfCompra; - bVenda := bPullbackVenda and bConfVenda; - end - else if ModoEstrategia = 3 then - begin - bCompra := bRompAlta and (iAlta >= ConfirmacoesRompimento); - bVenda := bRompBaixa and (iBaixa >= ConfirmacoesRompimento); - end - else if ModoEstrategia = 4 then - begin - bCompra := (not bCompressao) and bLequeAlta and (slope200 >= 0) and (iAlta >= MinBarrasConfirmacao); - bVenda := (not bCompressao) and bLequeBaixa and (slope200 <= 0) and (iBaixa >= MinBarrasConfirmacao); - end - else - begin - bCompra := (bPullbackCompra or bRompAlta) and (not bCompressao) and bConfCompra; - bVenda := (bPullbackVenda or bRompBaixa) and (not bCompressao) and bConfVenda; - end; - - if IsBought or IsSold then - iBarrasPosicao := iBarrasPosicao + 1 - else - iBarrasPosicao := 0; - - if (not IsBought) and (not IsSold) then - begin - if bCompra then - BuyAtMarket - else if bVenda then - SellShortAtMarket; - end; - - bSaidaOCOCompra := false; - bSaidaOCOVenda := false; - - if IsBought and bEstavaPosicionado then - begin - fStopAtual := fPrecoEntrada - StopLossPontos; - fAlvoAtual := fPrecoEntrada + TakeProfitPontos; - bSaidaOCOCompra := UsarOCO and ((Low <= fStopAtual) or (High >= fAlvoAtual)); - end; - - if IsSold and bEstavaPosicionado then - begin - fStopAtual := fPrecoEntrada + StopLossPontos; - fAlvoAtual := fPrecoEntrada - TakeProfitPontos; - bSaidaOCOVenda := UsarOCO and ((High >= fStopAtual) or (Low <= fAlvoAtual)); - end; - - if IsBought and ( - bCompressao - or (Close < mme20) - or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) - or bSaidaOCOCompra - ) then - ClosePosition; - - if IsSold and ( - bCompressao - or (Close > mme20) - or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) - or bSaidaOCOVenda - ) then - ClosePosition; - - if (not bEstavaPosicionado) and IsBought then - fPrecoEntrada := Close; - - if (not bEstavaPosicionado) and IsSold then - fPrecoEntrada := Close; - - bEstavaPosicionado := IsBought or IsSold; -end; diff --git a/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v13_leque.txt b/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v13_leque.txt deleted file mode 100644 index 5bbde03..0000000 --- a/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v13_leque.txt +++ /dev/null @@ -1,168 +0,0 @@ -{ - Estrategia: robo_medias_v13_leque - Autor: Wesley - Descricao: Leque direcional 9/20/50/200 com filtro de esticamento. -} - -input - ModoEstrategia(1); - DistanciaMinimaLequePontos(35); - DistanciaCompressao20x200(110); - DistanciaMaximaPrecoMME20(300); - DistanciaToqueMME20(45); - MinBarrasConfirmacao(1); - ConfirmacoesRompimento(2); - UsarConfirmacaoCandle(true); - UsarOCO(true); - StopLossPontos(255); - TakeProfitPontos(408); - UsarSaidaPorTempo(true); - MaxBarrasPosicao(11); - -var - mme9, mme20, mma50, mma200 : float; - slope20, slope50, slope200 : float; - dist920, dist2050, dist20200, distPreco20 : float; - topoLookback, fundoLookback : float; - iAlta, iBaixa, iBarrasPosicao : integer; - bCompressao, bLequeAlta, bLequeBaixa : boolean; - bPullbackCompra, bPullbackVenda : boolean; - bRompAlta, bRompBaixa : boolean; - bCompra, bVenda, bConfCompra, bConfVenda : boolean; - bEstavaPosicionado, bSaidaOCOCompra, bSaidaOCOVenda : boolean; - fPrecoEntrada, fStopAtual, fAlvoAtual : float; - -begin - mme9 := MediaExp(9, Close); - mme20 := MediaExp(20, Close); - mma50 := Media(50, Close); - mma200 := Media(200, Close); - - slope20 := mme20 - mme20[1]; - slope50 := mma50 - mma50[1]; - slope200 := mma200 - mma200[1]; - - dist920 := Abs(mme9 - mme20); - dist2050 := Abs(mme20 - mma50); - dist20200 := Abs(mme20 - mma200); - distPreco20 := Abs(Close - mme20); - - topoLookback := Highest(High, 12); - fundoLookback := Lowest(Low, 12); - - bCompressao := dist20200 <= DistanciaCompressao20x200; - - bLequeAlta := (Close > mme9) and (mme9 > mme20) and (mme20 > mma50) and (mma50 > mma200) - and (slope20 > 0) and (slope50 > 0) - and (dist920 >= DistanciaMinimaLequePontos) - and (dist2050 >= DistanciaMinimaLequePontos); - - bLequeBaixa := (Close < mme9) and (mme9 < mme20) and (mme20 < mma50) and (mma50 < mma200) - and (slope20 < 0) and (slope50 < 0) - and (dist920 >= DistanciaMinimaLequePontos) - and (dist2050 >= DistanciaMinimaLequePontos); - - bPullbackCompra := (not bCompressao) and (mma50 > mma200) and (slope20 > 0) - and (Abs(Low - mme20) <= DistanciaToqueMME20) and (Close > mme20); - bPullbackVenda := (not bCompressao) and (mma50 < mma200) and (slope20 < 0) - and (Abs(High - mme20) <= DistanciaToqueMME20) and (Close < mme20); - - bRompAlta := (dist20200 <= DistanciaToqueMME20) and (Close > mma200) and (Close >= topoLookback[1]) and (mme9 > mme20); - bRompBaixa := (dist20200 <= DistanciaToqueMME20) and (Close < mma200) and (Close <= fundoLookback[1]) and (mme9 < mme20); - - bConfCompra := (not UsarConfirmacaoCandle) or (Close > High[1]); - bConfVenda := (not UsarConfirmacaoCandle) or (Close < Low[1]); - - if bLequeAlta or bPullbackCompra or bRompAlta then - iAlta := iAlta + 1 - else - iAlta := 0; - - if bLequeBaixa or bPullbackVenda or bRompBaixa then - iBaixa := iBaixa + 1 - else - iBaixa := 0; - - bCompra := false; - bVenda := false; - - if ModoEstrategia = 1 then - begin - bCompra := bLequeAlta and (not bCompressao) and (distPreco20 <= DistanciaMaximaPrecoMME20) and (iAlta >= MinBarrasConfirmacao); - bVenda := bLequeBaixa and (not bCompressao) and (distPreco20 <= DistanciaMaximaPrecoMME20) and (iBaixa >= MinBarrasConfirmacao); - end - else if ModoEstrategia = 2 then - begin - bCompra := bPullbackCompra and bConfCompra; - bVenda := bPullbackVenda and bConfVenda; - end - else if ModoEstrategia = 3 then - begin - bCompra := bRompAlta and (iAlta >= ConfirmacoesRompimento); - bVenda := bRompBaixa and (iBaixa >= ConfirmacoesRompimento); - end - else if ModoEstrategia = 4 then - begin - bCompra := (not bCompressao) and bLequeAlta and (slope200 >= 0) and (iAlta >= MinBarrasConfirmacao); - bVenda := (not bCompressao) and bLequeBaixa and (slope200 <= 0) and (iBaixa >= MinBarrasConfirmacao); - end - else - begin - bCompra := (bPullbackCompra or bRompAlta) and (not bCompressao) and bConfCompra; - bVenda := (bPullbackVenda or bRompBaixa) and (not bCompressao) and bConfVenda; - end; - - if IsBought or IsSold then - iBarrasPosicao := iBarrasPosicao + 1 - else - iBarrasPosicao := 0; - - if (not IsBought) and (not IsSold) then - begin - if bCompra then - BuyAtMarket - else if bVenda then - SellShortAtMarket; - end; - - bSaidaOCOCompra := false; - bSaidaOCOVenda := false; - - if IsBought and bEstavaPosicionado then - begin - fStopAtual := fPrecoEntrada - StopLossPontos; - fAlvoAtual := fPrecoEntrada + TakeProfitPontos; - bSaidaOCOCompra := UsarOCO and ((Low <= fStopAtual) or (High >= fAlvoAtual)); - end; - - if IsSold and bEstavaPosicionado then - begin - fStopAtual := fPrecoEntrada + StopLossPontos; - fAlvoAtual := fPrecoEntrada - TakeProfitPontos; - bSaidaOCOVenda := UsarOCO and ((High >= fStopAtual) or (Low <= fAlvoAtual)); - end; - - if IsBought and ( - bCompressao - or (Close < mme20) - or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) - or bSaidaOCOCompra - ) then - ClosePosition; - - if IsSold and ( - bCompressao - or (Close > mme20) - or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) - or bSaidaOCOVenda - ) then - ClosePosition; - - if (not bEstavaPosicionado) and IsBought then - fPrecoEntrada := Close; - - if (not bEstavaPosicionado) and IsSold then - fPrecoEntrada := Close; - - bEstavaPosicionado := IsBought or IsSold; -end; diff --git a/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v14_leque.txt b/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v14_leque.txt deleted file mode 100644 index 3a9c91c..0000000 --- a/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v14_leque.txt +++ /dev/null @@ -1,168 +0,0 @@ -{ - Estrategia: robo_medias_v14_leque - Autor: Wesley - Descricao: Leque direcional 9/20/50/200 com filtro de esticamento. -} - -input - ModoEstrategia(1); - DistanciaMinimaLequePontos(40); - DistanciaCompressao20x200(70); - DistanciaMaximaPrecoMME20(180); - DistanciaToqueMME20(55); - MinBarrasConfirmacao(2); - ConfirmacoesRompimento(1); - UsarConfirmacaoCandle(true); - UsarOCO(true); - StopLossPontos(270); - TakeProfitPontos(459); - UsarSaidaPorTempo(true); - MaxBarrasPosicao(12); - -var - mme9, mme20, mma50, mma200 : float; - slope20, slope50, slope200 : float; - dist920, dist2050, dist20200, distPreco20 : float; - topoLookback, fundoLookback : float; - iAlta, iBaixa, iBarrasPosicao : integer; - bCompressao, bLequeAlta, bLequeBaixa : boolean; - bPullbackCompra, bPullbackVenda : boolean; - bRompAlta, bRompBaixa : boolean; - bCompra, bVenda, bConfCompra, bConfVenda : boolean; - bEstavaPosicionado, bSaidaOCOCompra, bSaidaOCOVenda : boolean; - fPrecoEntrada, fStopAtual, fAlvoAtual : float; - -begin - mme9 := MediaExp(9, Close); - mme20 := MediaExp(20, Close); - mma50 := Media(50, Close); - mma200 := Media(200, Close); - - slope20 := mme20 - mme20[1]; - slope50 := mma50 - mma50[1]; - slope200 := mma200 - mma200[1]; - - dist920 := Abs(mme9 - mme20); - dist2050 := Abs(mme20 - mma50); - dist20200 := Abs(mme20 - mma200); - distPreco20 := Abs(Close - mme20); - - topoLookback := Highest(High, 12); - fundoLookback := Lowest(Low, 12); - - bCompressao := dist20200 <= DistanciaCompressao20x200; - - bLequeAlta := (Close > mme9) and (mme9 > mme20) and (mme20 > mma50) and (mma50 > mma200) - and (slope20 > 0) and (slope50 > 0) - and (dist920 >= DistanciaMinimaLequePontos) - and (dist2050 >= DistanciaMinimaLequePontos); - - bLequeBaixa := (Close < mme9) and (mme9 < mme20) and (mme20 < mma50) and (mma50 < mma200) - and (slope20 < 0) and (slope50 < 0) - and (dist920 >= DistanciaMinimaLequePontos) - and (dist2050 >= DistanciaMinimaLequePontos); - - bPullbackCompra := (not bCompressao) and (mma50 > mma200) and (slope20 > 0) - and (Abs(Low - mme20) <= DistanciaToqueMME20) and (Close > mme20); - bPullbackVenda := (not bCompressao) and (mma50 < mma200) and (slope20 < 0) - and (Abs(High - mme20) <= DistanciaToqueMME20) and (Close < mme20); - - bRompAlta := (dist20200 <= DistanciaToqueMME20) and (Close > mma200) and (Close >= topoLookback[1]) and (mme9 > mme20); - bRompBaixa := (dist20200 <= DistanciaToqueMME20) and (Close < mma200) and (Close <= fundoLookback[1]) and (mme9 < mme20); - - bConfCompra := (not UsarConfirmacaoCandle) or (Close > High[1]); - bConfVenda := (not UsarConfirmacaoCandle) or (Close < Low[1]); - - if bLequeAlta or bPullbackCompra or bRompAlta then - iAlta := iAlta + 1 - else - iAlta := 0; - - if bLequeBaixa or bPullbackVenda or bRompBaixa then - iBaixa := iBaixa + 1 - else - iBaixa := 0; - - bCompra := false; - bVenda := false; - - if ModoEstrategia = 1 then - begin - bCompra := bLequeAlta and (not bCompressao) and (distPreco20 <= DistanciaMaximaPrecoMME20) and (iAlta >= MinBarrasConfirmacao); - bVenda := bLequeBaixa and (not bCompressao) and (distPreco20 <= DistanciaMaximaPrecoMME20) and (iBaixa >= MinBarrasConfirmacao); - end - else if ModoEstrategia = 2 then - begin - bCompra := bPullbackCompra and bConfCompra; - bVenda := bPullbackVenda and bConfVenda; - end - else if ModoEstrategia = 3 then - begin - bCompra := bRompAlta and (iAlta >= ConfirmacoesRompimento); - bVenda := bRompBaixa and (iBaixa >= ConfirmacoesRompimento); - end - else if ModoEstrategia = 4 then - begin - bCompra := (not bCompressao) and bLequeAlta and (slope200 >= 0) and (iAlta >= MinBarrasConfirmacao); - bVenda := (not bCompressao) and bLequeBaixa and (slope200 <= 0) and (iBaixa >= MinBarrasConfirmacao); - end - else - begin - bCompra := (bPullbackCompra or bRompAlta) and (not bCompressao) and bConfCompra; - bVenda := (bPullbackVenda or bRompBaixa) and (not bCompressao) and bConfVenda; - end; - - if IsBought or IsSold then - iBarrasPosicao := iBarrasPosicao + 1 - else - iBarrasPosicao := 0; - - if (not IsBought) and (not IsSold) then - begin - if bCompra then - BuyAtMarket - else if bVenda then - SellShortAtMarket; - end; - - bSaidaOCOCompra := false; - bSaidaOCOVenda := false; - - if IsBought and bEstavaPosicionado then - begin - fStopAtual := fPrecoEntrada - StopLossPontos; - fAlvoAtual := fPrecoEntrada + TakeProfitPontos; - bSaidaOCOCompra := UsarOCO and ((Low <= fStopAtual) or (High >= fAlvoAtual)); - end; - - if IsSold and bEstavaPosicionado then - begin - fStopAtual := fPrecoEntrada + StopLossPontos; - fAlvoAtual := fPrecoEntrada - TakeProfitPontos; - bSaidaOCOVenda := UsarOCO and ((High >= fStopAtual) or (Low <= fAlvoAtual)); - end; - - if IsBought and ( - bCompressao - or (Close < mme20) - or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) - or bSaidaOCOCompra - ) then - ClosePosition; - - if IsSold and ( - bCompressao - or (Close > mme20) - or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) - or bSaidaOCOVenda - ) then - ClosePosition; - - if (not bEstavaPosicionado) and IsBought then - fPrecoEntrada := Close; - - if (not bEstavaPosicionado) and IsSold then - fPrecoEntrada := Close; - - bEstavaPosicionado := IsBought or IsSold; -end; diff --git a/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v15_pullback.txt b/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v15_pullback.txt deleted file mode 100644 index 612d19f..0000000 --- a/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v15_pullback.txt +++ /dev/null @@ -1,168 +0,0 @@ -{ - Estrategia: robo_medias_v15_pullback - Autor: Wesley - Descricao: Pullback na MME20 com regime por MMA50/200. -} - -input - ModoEstrategia(2); - DistanciaMinimaLequePontos(35); - DistanciaCompressao20x200(80); - DistanciaMaximaPrecoMME20(210); - DistanciaToqueMME20(45); - MinBarrasConfirmacao(2); - ConfirmacoesRompimento(2); - UsarConfirmacaoCandle(true); - UsarOCO(true); - StopLossPontos(135); - TakeProfitPontos(229.5); - UsarSaidaPorTempo(true); - MaxBarrasPosicao(9); - -var - mme9, mme20, mma50, mma200 : float; - slope20, slope50, slope200 : float; - dist920, dist2050, dist20200, distPreco20 : float; - topoLookback, fundoLookback : float; - iAlta, iBaixa, iBarrasPosicao : integer; - bCompressao, bLequeAlta, bLequeBaixa : boolean; - bPullbackCompra, bPullbackVenda : boolean; - bRompAlta, bRompBaixa : boolean; - bCompra, bVenda, bConfCompra, bConfVenda : boolean; - bEstavaPosicionado, bSaidaOCOCompra, bSaidaOCOVenda : boolean; - fPrecoEntrada, fStopAtual, fAlvoAtual : float; - -begin - mme9 := MediaExp(9, Close); - mme20 := MediaExp(20, Close); - mma50 := Media(50, Close); - mma200 := Media(200, Close); - - slope20 := mme20 - mme20[1]; - slope50 := mma50 - mma50[1]; - slope200 := mma200 - mma200[1]; - - dist920 := Abs(mme9 - mme20); - dist2050 := Abs(mme20 - mma50); - dist20200 := Abs(mme20 - mma200); - distPreco20 := Abs(Close - mme20); - - topoLookback := Highest(High, 12); - fundoLookback := Lowest(Low, 12); - - bCompressao := dist20200 <= DistanciaCompressao20x200; - - bLequeAlta := (Close > mme9) and (mme9 > mme20) and (mme20 > mma50) and (mma50 > mma200) - and (slope20 > 0) and (slope50 > 0) - and (dist920 >= DistanciaMinimaLequePontos) - and (dist2050 >= DistanciaMinimaLequePontos); - - bLequeBaixa := (Close < mme9) and (mme9 < mme20) and (mme20 < mma50) and (mma50 < mma200) - and (slope20 < 0) and (slope50 < 0) - and (dist920 >= DistanciaMinimaLequePontos) - and (dist2050 >= DistanciaMinimaLequePontos); - - bPullbackCompra := (not bCompressao) and (mma50 > mma200) and (slope20 > 0) - and (Abs(Low - mme20) <= DistanciaToqueMME20) and (Close > mme20); - bPullbackVenda := (not bCompressao) and (mma50 < mma200) and (slope20 < 0) - and (Abs(High - mme20) <= DistanciaToqueMME20) and (Close < mme20); - - bRompAlta := (dist20200 <= DistanciaToqueMME20) and (Close > mma200) and (Close >= topoLookback[1]) and (mme9 > mme20); - bRompBaixa := (dist20200 <= DistanciaToqueMME20) and (Close < mma200) and (Close <= fundoLookback[1]) and (mme9 < mme20); - - bConfCompra := (not UsarConfirmacaoCandle) or (Close > High[1]); - bConfVenda := (not UsarConfirmacaoCandle) or (Close < Low[1]); - - if bLequeAlta or bPullbackCompra or bRompAlta then - iAlta := iAlta + 1 - else - iAlta := 0; - - if bLequeBaixa or bPullbackVenda or bRompBaixa then - iBaixa := iBaixa + 1 - else - iBaixa := 0; - - bCompra := false; - bVenda := false; - - if ModoEstrategia = 1 then - begin - bCompra := bLequeAlta and (not bCompressao) and (distPreco20 <= DistanciaMaximaPrecoMME20) and (iAlta >= MinBarrasConfirmacao); - bVenda := bLequeBaixa and (not bCompressao) and (distPreco20 <= DistanciaMaximaPrecoMME20) and (iBaixa >= MinBarrasConfirmacao); - end - else if ModoEstrategia = 2 then - begin - bCompra := bPullbackCompra and bConfCompra; - bVenda := bPullbackVenda and bConfVenda; - end - else if ModoEstrategia = 3 then - begin - bCompra := bRompAlta and (iAlta >= ConfirmacoesRompimento); - bVenda := bRompBaixa and (iBaixa >= ConfirmacoesRompimento); - end - else if ModoEstrategia = 4 then - begin - bCompra := (not bCompressao) and bLequeAlta and (slope200 >= 0) and (iAlta >= MinBarrasConfirmacao); - bVenda := (not bCompressao) and bLequeBaixa and (slope200 <= 0) and (iBaixa >= MinBarrasConfirmacao); - end - else - begin - bCompra := (bPullbackCompra or bRompAlta) and (not bCompressao) and bConfCompra; - bVenda := (bPullbackVenda or bRompBaixa) and (not bCompressao) and bConfVenda; - end; - - if IsBought or IsSold then - iBarrasPosicao := iBarrasPosicao + 1 - else - iBarrasPosicao := 0; - - if (not IsBought) and (not IsSold) then - begin - if bCompra then - BuyAtMarket - else if bVenda then - SellShortAtMarket; - end; - - bSaidaOCOCompra := false; - bSaidaOCOVenda := false; - - if IsBought and bEstavaPosicionado then - begin - fStopAtual := fPrecoEntrada - StopLossPontos; - fAlvoAtual := fPrecoEntrada + TakeProfitPontos; - bSaidaOCOCompra := UsarOCO and ((Low <= fStopAtual) or (High >= fAlvoAtual)); - end; - - if IsSold and bEstavaPosicionado then - begin - fStopAtual := fPrecoEntrada + StopLossPontos; - fAlvoAtual := fPrecoEntrada - TakeProfitPontos; - bSaidaOCOVenda := UsarOCO and ((High >= fStopAtual) or (Low <= fAlvoAtual)); - end; - - if IsBought and ( - bCompressao - or (Close < mme20) - or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) - or bSaidaOCOCompra - ) then - ClosePosition; - - if IsSold and ( - bCompressao - or (Close > mme20) - or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) - or bSaidaOCOVenda - ) then - ClosePosition; - - if (not bEstavaPosicionado) and IsBought then - fPrecoEntrada := Close; - - if (not bEstavaPosicionado) and IsSold then - fPrecoEntrada := Close; - - bEstavaPosicionado := IsBought or IsSold; -end; diff --git a/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v16_pullback.txt b/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v16_pullback.txt deleted file mode 100644 index 482cf17..0000000 --- a/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v16_pullback.txt +++ /dev/null @@ -1,168 +0,0 @@ -{ - Estrategia: robo_medias_v16_pullback - Autor: Wesley - Descricao: Pullback na MME20 com regime por MMA50/200. -} - -input - ModoEstrategia(2); - DistanciaMinimaLequePontos(40); - DistanciaCompressao20x200(90); - DistanciaMaximaPrecoMME20(240); - DistanciaToqueMME20(55); - MinBarrasConfirmacao(3); - ConfirmacoesRompimento(1); - UsarConfirmacaoCandle(true); - UsarOCO(true); - StopLossPontos(150); - TakeProfitPontos(270); - UsarSaidaPorTempo(true); - MaxBarrasPosicao(10); - -var - mme9, mme20, mma50, mma200 : float; - slope20, slope50, slope200 : float; - dist920, dist2050, dist20200, distPreco20 : float; - topoLookback, fundoLookback : float; - iAlta, iBaixa, iBarrasPosicao : integer; - bCompressao, bLequeAlta, bLequeBaixa : boolean; - bPullbackCompra, bPullbackVenda : boolean; - bRompAlta, bRompBaixa : boolean; - bCompra, bVenda, bConfCompra, bConfVenda : boolean; - bEstavaPosicionado, bSaidaOCOCompra, bSaidaOCOVenda : boolean; - fPrecoEntrada, fStopAtual, fAlvoAtual : float; - -begin - mme9 := MediaExp(9, Close); - mme20 := MediaExp(20, Close); - mma50 := Media(50, Close); - mma200 := Media(200, Close); - - slope20 := mme20 - mme20[1]; - slope50 := mma50 - mma50[1]; - slope200 := mma200 - mma200[1]; - - dist920 := Abs(mme9 - mme20); - dist2050 := Abs(mme20 - mma50); - dist20200 := Abs(mme20 - mma200); - distPreco20 := Abs(Close - mme20); - - topoLookback := Highest(High, 12); - fundoLookback := Lowest(Low, 12); - - bCompressao := dist20200 <= DistanciaCompressao20x200; - - bLequeAlta := (Close > mme9) and (mme9 > mme20) and (mme20 > mma50) and (mma50 > mma200) - and (slope20 > 0) and (slope50 > 0) - and (dist920 >= DistanciaMinimaLequePontos) - and (dist2050 >= DistanciaMinimaLequePontos); - - bLequeBaixa := (Close < mme9) and (mme9 < mme20) and (mme20 < mma50) and (mma50 < mma200) - and (slope20 < 0) and (slope50 < 0) - and (dist920 >= DistanciaMinimaLequePontos) - and (dist2050 >= DistanciaMinimaLequePontos); - - bPullbackCompra := (not bCompressao) and (mma50 > mma200) and (slope20 > 0) - and (Abs(Low - mme20) <= DistanciaToqueMME20) and (Close > mme20); - bPullbackVenda := (not bCompressao) and (mma50 < mma200) and (slope20 < 0) - and (Abs(High - mme20) <= DistanciaToqueMME20) and (Close < mme20); - - bRompAlta := (dist20200 <= DistanciaToqueMME20) and (Close > mma200) and (Close >= topoLookback[1]) and (mme9 > mme20); - bRompBaixa := (dist20200 <= DistanciaToqueMME20) and (Close < mma200) and (Close <= fundoLookback[1]) and (mme9 < mme20); - - bConfCompra := (not UsarConfirmacaoCandle) or (Close > High[1]); - bConfVenda := (not UsarConfirmacaoCandle) or (Close < Low[1]); - - if bLequeAlta or bPullbackCompra or bRompAlta then - iAlta := iAlta + 1 - else - iAlta := 0; - - if bLequeBaixa or bPullbackVenda or bRompBaixa then - iBaixa := iBaixa + 1 - else - iBaixa := 0; - - bCompra := false; - bVenda := false; - - if ModoEstrategia = 1 then - begin - bCompra := bLequeAlta and (not bCompressao) and (distPreco20 <= DistanciaMaximaPrecoMME20) and (iAlta >= MinBarrasConfirmacao); - bVenda := bLequeBaixa and (not bCompressao) and (distPreco20 <= DistanciaMaximaPrecoMME20) and (iBaixa >= MinBarrasConfirmacao); - end - else if ModoEstrategia = 2 then - begin - bCompra := bPullbackCompra and bConfCompra; - bVenda := bPullbackVenda and bConfVenda; - end - else if ModoEstrategia = 3 then - begin - bCompra := bRompAlta and (iAlta >= ConfirmacoesRompimento); - bVenda := bRompBaixa and (iBaixa >= ConfirmacoesRompimento); - end - else if ModoEstrategia = 4 then - begin - bCompra := (not bCompressao) and bLequeAlta and (slope200 >= 0) and (iAlta >= MinBarrasConfirmacao); - bVenda := (not bCompressao) and bLequeBaixa and (slope200 <= 0) and (iBaixa >= MinBarrasConfirmacao); - end - else - begin - bCompra := (bPullbackCompra or bRompAlta) and (not bCompressao) and bConfCompra; - bVenda := (bPullbackVenda or bRompBaixa) and (not bCompressao) and bConfVenda; - end; - - if IsBought or IsSold then - iBarrasPosicao := iBarrasPosicao + 1 - else - iBarrasPosicao := 0; - - if (not IsBought) and (not IsSold) then - begin - if bCompra then - BuyAtMarket - else if bVenda then - SellShortAtMarket; - end; - - bSaidaOCOCompra := false; - bSaidaOCOVenda := false; - - if IsBought and bEstavaPosicionado then - begin - fStopAtual := fPrecoEntrada - StopLossPontos; - fAlvoAtual := fPrecoEntrada + TakeProfitPontos; - bSaidaOCOCompra := UsarOCO and ((Low <= fStopAtual) or (High >= fAlvoAtual)); - end; - - if IsSold and bEstavaPosicionado then - begin - fStopAtual := fPrecoEntrada + StopLossPontos; - fAlvoAtual := fPrecoEntrada - TakeProfitPontos; - bSaidaOCOVenda := UsarOCO and ((High >= fStopAtual) or (Low <= fAlvoAtual)); - end; - - if IsBought and ( - bCompressao - or (Close < mme20) - or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) - or bSaidaOCOCompra - ) then - ClosePosition; - - if IsSold and ( - bCompressao - or (Close > mme20) - or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) - or bSaidaOCOVenda - ) then - ClosePosition; - - if (not bEstavaPosicionado) and IsBought then - fPrecoEntrada := Close; - - if (not bEstavaPosicionado) and IsSold then - fPrecoEntrada := Close; - - bEstavaPosicionado := IsBought or IsSold; -end; diff --git a/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v17_pullback.txt b/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v17_pullback.txt deleted file mode 100644 index 0cc1c13..0000000 --- a/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v17_pullback.txt +++ /dev/null @@ -1,168 +0,0 @@ -{ - Estrategia: robo_medias_v17_pullback - Autor: Wesley - Descricao: Pullback na MME20 com regime por MMA50/200. -} - -input - ModoEstrategia(2); - DistanciaMinimaLequePontos(45); - DistanciaCompressao20x200(100); - DistanciaMaximaPrecoMME20(270); - DistanciaToqueMME20(65); - MinBarrasConfirmacao(1); - ConfirmacoesRompimento(2); - UsarConfirmacaoCandle(true); - UsarOCO(true); - StopLossPontos(165); - TakeProfitPontos(264); - UsarSaidaPorTempo(true); - MaxBarrasPosicao(11); - -var - mme9, mme20, mma50, mma200 : float; - slope20, slope50, slope200 : float; - dist920, dist2050, dist20200, distPreco20 : float; - topoLookback, fundoLookback : float; - iAlta, iBaixa, iBarrasPosicao : integer; - bCompressao, bLequeAlta, bLequeBaixa : boolean; - bPullbackCompra, bPullbackVenda : boolean; - bRompAlta, bRompBaixa : boolean; - bCompra, bVenda, bConfCompra, bConfVenda : boolean; - bEstavaPosicionado, bSaidaOCOCompra, bSaidaOCOVenda : boolean; - fPrecoEntrada, fStopAtual, fAlvoAtual : float; - -begin - mme9 := MediaExp(9, Close); - mme20 := MediaExp(20, Close); - mma50 := Media(50, Close); - mma200 := Media(200, Close); - - slope20 := mme20 - mme20[1]; - slope50 := mma50 - mma50[1]; - slope200 := mma200 - mma200[1]; - - dist920 := Abs(mme9 - mme20); - dist2050 := Abs(mme20 - mma50); - dist20200 := Abs(mme20 - mma200); - distPreco20 := Abs(Close - mme20); - - topoLookback := Highest(High, 12); - fundoLookback := Lowest(Low, 12); - - bCompressao := dist20200 <= DistanciaCompressao20x200; - - bLequeAlta := (Close > mme9) and (mme9 > mme20) and (mme20 > mma50) and (mma50 > mma200) - and (slope20 > 0) and (slope50 > 0) - and (dist920 >= DistanciaMinimaLequePontos) - and (dist2050 >= DistanciaMinimaLequePontos); - - bLequeBaixa := (Close < mme9) and (mme9 < mme20) and (mme20 < mma50) and (mma50 < mma200) - and (slope20 < 0) and (slope50 < 0) - and (dist920 >= DistanciaMinimaLequePontos) - and (dist2050 >= DistanciaMinimaLequePontos); - - bPullbackCompra := (not bCompressao) and (mma50 > mma200) and (slope20 > 0) - and (Abs(Low - mme20) <= DistanciaToqueMME20) and (Close > mme20); - bPullbackVenda := (not bCompressao) and (mma50 < mma200) and (slope20 < 0) - and (Abs(High - mme20) <= DistanciaToqueMME20) and (Close < mme20); - - bRompAlta := (dist20200 <= DistanciaToqueMME20) and (Close > mma200) and (Close >= topoLookback[1]) and (mme9 > mme20); - bRompBaixa := (dist20200 <= DistanciaToqueMME20) and (Close < mma200) and (Close <= fundoLookback[1]) and (mme9 < mme20); - - bConfCompra := (not UsarConfirmacaoCandle) or (Close > High[1]); - bConfVenda := (not UsarConfirmacaoCandle) or (Close < Low[1]); - - if bLequeAlta or bPullbackCompra or bRompAlta then - iAlta := iAlta + 1 - else - iAlta := 0; - - if bLequeBaixa or bPullbackVenda or bRompBaixa then - iBaixa := iBaixa + 1 - else - iBaixa := 0; - - bCompra := false; - bVenda := false; - - if ModoEstrategia = 1 then - begin - bCompra := bLequeAlta and (not bCompressao) and (distPreco20 <= DistanciaMaximaPrecoMME20) and (iAlta >= MinBarrasConfirmacao); - bVenda := bLequeBaixa and (not bCompressao) and (distPreco20 <= DistanciaMaximaPrecoMME20) and (iBaixa >= MinBarrasConfirmacao); - end - else if ModoEstrategia = 2 then - begin - bCompra := bPullbackCompra and bConfCompra; - bVenda := bPullbackVenda and bConfVenda; - end - else if ModoEstrategia = 3 then - begin - bCompra := bRompAlta and (iAlta >= ConfirmacoesRompimento); - bVenda := bRompBaixa and (iBaixa >= ConfirmacoesRompimento); - end - else if ModoEstrategia = 4 then - begin - bCompra := (not bCompressao) and bLequeAlta and (slope200 >= 0) and (iAlta >= MinBarrasConfirmacao); - bVenda := (not bCompressao) and bLequeBaixa and (slope200 <= 0) and (iBaixa >= MinBarrasConfirmacao); - end - else - begin - bCompra := (bPullbackCompra or bRompAlta) and (not bCompressao) and bConfCompra; - bVenda := (bPullbackVenda or bRompBaixa) and (not bCompressao) and bConfVenda; - end; - - if IsBought or IsSold then - iBarrasPosicao := iBarrasPosicao + 1 - else - iBarrasPosicao := 0; - - if (not IsBought) and (not IsSold) then - begin - if bCompra then - BuyAtMarket - else if bVenda then - SellShortAtMarket; - end; - - bSaidaOCOCompra := false; - bSaidaOCOVenda := false; - - if IsBought and bEstavaPosicionado then - begin - fStopAtual := fPrecoEntrada - StopLossPontos; - fAlvoAtual := fPrecoEntrada + TakeProfitPontos; - bSaidaOCOCompra := UsarOCO and ((Low <= fStopAtual) or (High >= fAlvoAtual)); - end; - - if IsSold and bEstavaPosicionado then - begin - fStopAtual := fPrecoEntrada + StopLossPontos; - fAlvoAtual := fPrecoEntrada - TakeProfitPontos; - bSaidaOCOVenda := UsarOCO and ((High >= fStopAtual) or (Low <= fAlvoAtual)); - end; - - if IsBought and ( - bCompressao - or (Close < mme20) - or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) - or bSaidaOCOCompra - ) then - ClosePosition; - - if IsSold and ( - bCompressao - or (Close > mme20) - or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) - or bSaidaOCOVenda - ) then - ClosePosition; - - if (not bEstavaPosicionado) and IsBought then - fPrecoEntrada := Close; - - if (not bEstavaPosicionado) and IsSold then - fPrecoEntrada := Close; - - bEstavaPosicionado := IsBought or IsSold; -end; diff --git a/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v18_pullback.txt b/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v18_pullback.txt deleted file mode 100644 index 9d19412..0000000 --- a/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v18_pullback.txt +++ /dev/null @@ -1,168 +0,0 @@ -{ - Estrategia: robo_medias_v18_pullback - Autor: Wesley - Descricao: Pullback na MME20 com regime por MMA50/200. -} - -input - ModoEstrategia(2); - DistanciaMinimaLequePontos(30); - DistanciaCompressao20x200(110); - DistanciaMaximaPrecoMME20(300); - DistanciaToqueMME20(35); - MinBarrasConfirmacao(2); - ConfirmacoesRompimento(1); - UsarConfirmacaoCandle(true); - UsarOCO(true); - StopLossPontos(180); - TakeProfitPontos(306); - UsarSaidaPorTempo(true); - MaxBarrasPosicao(12); - -var - mme9, mme20, mma50, mma200 : float; - slope20, slope50, slope200 : float; - dist920, dist2050, dist20200, distPreco20 : float; - topoLookback, fundoLookback : float; - iAlta, iBaixa, iBarrasPosicao : integer; - bCompressao, bLequeAlta, bLequeBaixa : boolean; - bPullbackCompra, bPullbackVenda : boolean; - bRompAlta, bRompBaixa : boolean; - bCompra, bVenda, bConfCompra, bConfVenda : boolean; - bEstavaPosicionado, bSaidaOCOCompra, bSaidaOCOVenda : boolean; - fPrecoEntrada, fStopAtual, fAlvoAtual : float; - -begin - mme9 := MediaExp(9, Close); - mme20 := MediaExp(20, Close); - mma50 := Media(50, Close); - mma200 := Media(200, Close); - - slope20 := mme20 - mme20[1]; - slope50 := mma50 - mma50[1]; - slope200 := mma200 - mma200[1]; - - dist920 := Abs(mme9 - mme20); - dist2050 := Abs(mme20 - mma50); - dist20200 := Abs(mme20 - mma200); - distPreco20 := Abs(Close - mme20); - - topoLookback := Highest(High, 12); - fundoLookback := Lowest(Low, 12); - - bCompressao := dist20200 <= DistanciaCompressao20x200; - - bLequeAlta := (Close > mme9) and (mme9 > mme20) and (mme20 > mma50) and (mma50 > mma200) - and (slope20 > 0) and (slope50 > 0) - and (dist920 >= DistanciaMinimaLequePontos) - and (dist2050 >= DistanciaMinimaLequePontos); - - bLequeBaixa := (Close < mme9) and (mme9 < mme20) and (mme20 < mma50) and (mma50 < mma200) - and (slope20 < 0) and (slope50 < 0) - and (dist920 >= DistanciaMinimaLequePontos) - and (dist2050 >= DistanciaMinimaLequePontos); - - bPullbackCompra := (not bCompressao) and (mma50 > mma200) and (slope20 > 0) - and (Abs(Low - mme20) <= DistanciaToqueMME20) and (Close > mme20); - bPullbackVenda := (not bCompressao) and (mma50 < mma200) and (slope20 < 0) - and (Abs(High - mme20) <= DistanciaToqueMME20) and (Close < mme20); - - bRompAlta := (dist20200 <= DistanciaToqueMME20) and (Close > mma200) and (Close >= topoLookback[1]) and (mme9 > mme20); - bRompBaixa := (dist20200 <= DistanciaToqueMME20) and (Close < mma200) and (Close <= fundoLookback[1]) and (mme9 < mme20); - - bConfCompra := (not UsarConfirmacaoCandle) or (Close > High[1]); - bConfVenda := (not UsarConfirmacaoCandle) or (Close < Low[1]); - - if bLequeAlta or bPullbackCompra or bRompAlta then - iAlta := iAlta + 1 - else - iAlta := 0; - - if bLequeBaixa or bPullbackVenda or bRompBaixa then - iBaixa := iBaixa + 1 - else - iBaixa := 0; - - bCompra := false; - bVenda := false; - - if ModoEstrategia = 1 then - begin - bCompra := bLequeAlta and (not bCompressao) and (distPreco20 <= DistanciaMaximaPrecoMME20) and (iAlta >= MinBarrasConfirmacao); - bVenda := bLequeBaixa and (not bCompressao) and (distPreco20 <= DistanciaMaximaPrecoMME20) and (iBaixa >= MinBarrasConfirmacao); - end - else if ModoEstrategia = 2 then - begin - bCompra := bPullbackCompra and bConfCompra; - bVenda := bPullbackVenda and bConfVenda; - end - else if ModoEstrategia = 3 then - begin - bCompra := bRompAlta and (iAlta >= ConfirmacoesRompimento); - bVenda := bRompBaixa and (iBaixa >= ConfirmacoesRompimento); - end - else if ModoEstrategia = 4 then - begin - bCompra := (not bCompressao) and bLequeAlta and (slope200 >= 0) and (iAlta >= MinBarrasConfirmacao); - bVenda := (not bCompressao) and bLequeBaixa and (slope200 <= 0) and (iBaixa >= MinBarrasConfirmacao); - end - else - begin - bCompra := (bPullbackCompra or bRompAlta) and (not bCompressao) and bConfCompra; - bVenda := (bPullbackVenda or bRompBaixa) and (not bCompressao) and bConfVenda; - end; - - if IsBought or IsSold then - iBarrasPosicao := iBarrasPosicao + 1 - else - iBarrasPosicao := 0; - - if (not IsBought) and (not IsSold) then - begin - if bCompra then - BuyAtMarket - else if bVenda then - SellShortAtMarket; - end; - - bSaidaOCOCompra := false; - bSaidaOCOVenda := false; - - if IsBought and bEstavaPosicionado then - begin - fStopAtual := fPrecoEntrada - StopLossPontos; - fAlvoAtual := fPrecoEntrada + TakeProfitPontos; - bSaidaOCOCompra := UsarOCO and ((Low <= fStopAtual) or (High >= fAlvoAtual)); - end; - - if IsSold and bEstavaPosicionado then - begin - fStopAtual := fPrecoEntrada + StopLossPontos; - fAlvoAtual := fPrecoEntrada - TakeProfitPontos; - bSaidaOCOVenda := UsarOCO and ((High >= fStopAtual) or (Low <= fAlvoAtual)); - end; - - if IsBought and ( - bCompressao - or (Close < mme20) - or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) - or bSaidaOCOCompra - ) then - ClosePosition; - - if IsSold and ( - bCompressao - or (Close > mme20) - or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) - or bSaidaOCOVenda - ) then - ClosePosition; - - if (not bEstavaPosicionado) and IsBought then - fPrecoEntrada := Close; - - if (not bEstavaPosicionado) and IsSold then - fPrecoEntrada := Close; - - bEstavaPosicionado := IsBought or IsSold; -end; diff --git a/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v19_pullback.txt b/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v19_pullback.txt deleted file mode 100644 index 5c2727d..0000000 --- a/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v19_pullback.txt +++ /dev/null @@ -1,168 +0,0 @@ -{ - Estrategia: robo_medias_v19_pullback - Autor: Wesley - Descricao: Pullback na MME20 com regime por MMA50/200. -} - -input - ModoEstrategia(2); - DistanciaMinimaLequePontos(35); - DistanciaCompressao20x200(70); - DistanciaMaximaPrecoMME20(180); - DistanciaToqueMME20(45); - MinBarrasConfirmacao(3); - ConfirmacoesRompimento(2); - UsarConfirmacaoCandle(true); - UsarOCO(true); - StopLossPontos(195); - TakeProfitPontos(351); - UsarSaidaPorTempo(true); - MaxBarrasPosicao(13); - -var - mme9, mme20, mma50, mma200 : float; - slope20, slope50, slope200 : float; - dist920, dist2050, dist20200, distPreco20 : float; - topoLookback, fundoLookback : float; - iAlta, iBaixa, iBarrasPosicao : integer; - bCompressao, bLequeAlta, bLequeBaixa : boolean; - bPullbackCompra, bPullbackVenda : boolean; - bRompAlta, bRompBaixa : boolean; - bCompra, bVenda, bConfCompra, bConfVenda : boolean; - bEstavaPosicionado, bSaidaOCOCompra, bSaidaOCOVenda : boolean; - fPrecoEntrada, fStopAtual, fAlvoAtual : float; - -begin - mme9 := MediaExp(9, Close); - mme20 := MediaExp(20, Close); - mma50 := Media(50, Close); - mma200 := Media(200, Close); - - slope20 := mme20 - mme20[1]; - slope50 := mma50 - mma50[1]; - slope200 := mma200 - mma200[1]; - - dist920 := Abs(mme9 - mme20); - dist2050 := Abs(mme20 - mma50); - dist20200 := Abs(mme20 - mma200); - distPreco20 := Abs(Close - mme20); - - topoLookback := Highest(High, 12); - fundoLookback := Lowest(Low, 12); - - bCompressao := dist20200 <= DistanciaCompressao20x200; - - bLequeAlta := (Close > mme9) and (mme9 > mme20) and (mme20 > mma50) and (mma50 > mma200) - and (slope20 > 0) and (slope50 > 0) - and (dist920 >= DistanciaMinimaLequePontos) - and (dist2050 >= DistanciaMinimaLequePontos); - - bLequeBaixa := (Close < mme9) and (mme9 < mme20) and (mme20 < mma50) and (mma50 < mma200) - and (slope20 < 0) and (slope50 < 0) - and (dist920 >= DistanciaMinimaLequePontos) - and (dist2050 >= DistanciaMinimaLequePontos); - - bPullbackCompra := (not bCompressao) and (mma50 > mma200) and (slope20 > 0) - and (Abs(Low - mme20) <= DistanciaToqueMME20) and (Close > mme20); - bPullbackVenda := (not bCompressao) and (mma50 < mma200) and (slope20 < 0) - and (Abs(High - mme20) <= DistanciaToqueMME20) and (Close < mme20); - - bRompAlta := (dist20200 <= DistanciaToqueMME20) and (Close > mma200) and (Close >= topoLookback[1]) and (mme9 > mme20); - bRompBaixa := (dist20200 <= DistanciaToqueMME20) and (Close < mma200) and (Close <= fundoLookback[1]) and (mme9 < mme20); - - bConfCompra := (not UsarConfirmacaoCandle) or (Close > High[1]); - bConfVenda := (not UsarConfirmacaoCandle) or (Close < Low[1]); - - if bLequeAlta or bPullbackCompra or bRompAlta then - iAlta := iAlta + 1 - else - iAlta := 0; - - if bLequeBaixa or bPullbackVenda or bRompBaixa then - iBaixa := iBaixa + 1 - else - iBaixa := 0; - - bCompra := false; - bVenda := false; - - if ModoEstrategia = 1 then - begin - bCompra := bLequeAlta and (not bCompressao) and (distPreco20 <= DistanciaMaximaPrecoMME20) and (iAlta >= MinBarrasConfirmacao); - bVenda := bLequeBaixa and (not bCompressao) and (distPreco20 <= DistanciaMaximaPrecoMME20) and (iBaixa >= MinBarrasConfirmacao); - end - else if ModoEstrategia = 2 then - begin - bCompra := bPullbackCompra and bConfCompra; - bVenda := bPullbackVenda and bConfVenda; - end - else if ModoEstrategia = 3 then - begin - bCompra := bRompAlta and (iAlta >= ConfirmacoesRompimento); - bVenda := bRompBaixa and (iBaixa >= ConfirmacoesRompimento); - end - else if ModoEstrategia = 4 then - begin - bCompra := (not bCompressao) and bLequeAlta and (slope200 >= 0) and (iAlta >= MinBarrasConfirmacao); - bVenda := (not bCompressao) and bLequeBaixa and (slope200 <= 0) and (iBaixa >= MinBarrasConfirmacao); - end - else - begin - bCompra := (bPullbackCompra or bRompAlta) and (not bCompressao) and bConfCompra; - bVenda := (bPullbackVenda or bRompBaixa) and (not bCompressao) and bConfVenda; - end; - - if IsBought or IsSold then - iBarrasPosicao := iBarrasPosicao + 1 - else - iBarrasPosicao := 0; - - if (not IsBought) and (not IsSold) then - begin - if bCompra then - BuyAtMarket - else if bVenda then - SellShortAtMarket; - end; - - bSaidaOCOCompra := false; - bSaidaOCOVenda := false; - - if IsBought and bEstavaPosicionado then - begin - fStopAtual := fPrecoEntrada - StopLossPontos; - fAlvoAtual := fPrecoEntrada + TakeProfitPontos; - bSaidaOCOCompra := UsarOCO and ((Low <= fStopAtual) or (High >= fAlvoAtual)); - end; - - if IsSold and bEstavaPosicionado then - begin - fStopAtual := fPrecoEntrada + StopLossPontos; - fAlvoAtual := fPrecoEntrada - TakeProfitPontos; - bSaidaOCOVenda := UsarOCO and ((High >= fStopAtual) or (Low <= fAlvoAtual)); - end; - - if IsBought and ( - bCompressao - or (Close < mme20) - or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) - or bSaidaOCOCompra - ) then - ClosePosition; - - if IsSold and ( - bCompressao - or (Close > mme20) - or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) - or bSaidaOCOVenda - ) then - ClosePosition; - - if (not bEstavaPosicionado) and IsBought then - fPrecoEntrada := Close; - - if (not bEstavaPosicionado) and IsSold then - fPrecoEntrada := Close; - - bEstavaPosicionado := IsBought or IsSold; -end; diff --git a/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v1_leque_tendencia.txt b/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v1_leque_tendencia.txt deleted file mode 100644 index b1c54ea..0000000 --- a/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v1_leque_tendencia.txt +++ /dev/null @@ -1,115 +0,0 @@ -{ - Estrategia: robo_medias_v1_leque_tendencia - Autor: Wesley - Descricao: Opera continuidade quando ha leque alinhado 9/20/50/200 e inclinacao favoravel. -} - -input - DistanciaMinimaLequePontos(40.0); - MaxDistanciaPrecoMME20(280.0); - BarrasMinimasTendencia(2); - UsarOCO(true); - StopLossPontos(180.0); - TakeProfitPontos(320.0); - UsarSaidaPorTempo(true); - MaxBarrasPosicao(10); - -var - mme9, mme20, mma50, mma200 : float; - dist920, dist2050, dist50200, distPreco20 : float; - slope20, slope50 : float; - iForcaAlta, iForcaBaixa, iBarrasPosicao : integer; - bLequeAlta, bLequeBaixa, bEsticado : boolean; - fPrecoEntrada, fStopAtual, fAlvoAtual : float; - bEstavaPosicionado, bSaidaOCOCompra, bSaidaOCOVenda : boolean; - -begin - mme9 := MediaExp(9, Close); - mme20 := MediaExp(20, Close); - mma50 := Media(50, Close); - mma200 := Media(200, Close); - - dist920 := Abs(mme9 - mme20); - dist2050 := Abs(mme20 - mma50); - dist50200 := Abs(mma50 - mma200); - distPreco20 := Abs(Close - mme20); - - slope20 := mme20 - mme20[1]; - slope50 := mma50 - mma50[1]; - - bLequeAlta := (Close > mme9) and (mme9 > mme20) and (mme20 > mma50) and (mma50 > mma200) - and (slope20 > 0) and (slope50 > 0) - and (dist920 >= DistanciaMinimaLequePontos) - and (dist2050 >= DistanciaMinimaLequePontos) - and (dist50200 >= DistanciaMinimaLequePontos); - - bLequeBaixa := (Close < mme9) and (mme9 < mme20) and (mme20 < mma50) and (mma50 < mma200) - and (slope20 < 0) and (slope50 < 0) - and (dist920 >= DistanciaMinimaLequePontos) - and (dist2050 >= DistanciaMinimaLequePontos) - and (dist50200 >= DistanciaMinimaLequePontos); - - bEsticado := distPreco20 > MaxDistanciaPrecoMME20; - - if bLequeAlta then - iForcaAlta := iForcaAlta + 1 - else - iForcaAlta := 0; - - if bLequeBaixa then - iForcaBaixa := iForcaBaixa + 1 - else - iForcaBaixa := 0; - - if IsBought or IsSold then - iBarrasPosicao := iBarrasPosicao + 1 - else - iBarrasPosicao := 0; - - if (not IsBought) and (not IsSold) and (not bEsticado) then - begin - if iForcaAlta >= BarrasMinimasTendencia then - BuyAtMarket - else if iForcaBaixa >= BarrasMinimasTendencia then - SellShortAtMarket; - end; - - bSaidaOCOCompra := false; - bSaidaOCOVenda := false; - - if IsBought and bEstavaPosicionado then - begin - fStopAtual := fPrecoEntrada - StopLossPontos; - fAlvoAtual := fPrecoEntrada + TakeProfitPontos; - bSaidaOCOCompra := UsarOCO and ((Low <= fStopAtual) or (High >= fAlvoAtual)); - end; - - if IsSold and bEstavaPosicionado then - begin - fStopAtual := fPrecoEntrada + StopLossPontos; - fAlvoAtual := fPrecoEntrada - TakeProfitPontos; - bSaidaOCOVenda := UsarOCO and ((High >= fStopAtual) or (Low <= fAlvoAtual)); - end; - - if IsBought and ( - (Close < mme20) - or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) - or bSaidaOCOCompra - ) then - ClosePosition; - - if IsSold and ( - (Close > mme20) - or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) - or bSaidaOCOVenda - ) then - ClosePosition; - - if (not bEstavaPosicionado) and IsBought then - fPrecoEntrada := Close; - - if (not bEstavaPosicionado) and IsSold then - fPrecoEntrada := Close; - - bEstavaPosicionado := IsBought or IsSold; -end; diff --git a/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v20_pullback.txt b/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v20_pullback.txt deleted file mode 100644 index d3ffe38..0000000 --- a/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v20_pullback.txt +++ /dev/null @@ -1,168 +0,0 @@ -{ - Estrategia: robo_medias_v20_pullback - Autor: Wesley - Descricao: Pullback na MME20 com regime por MMA50/200. -} - -input - ModoEstrategia(2); - DistanciaMinimaLequePontos(40); - DistanciaCompressao20x200(80); - DistanciaMaximaPrecoMME20(210); - DistanciaToqueMME20(55); - MinBarrasConfirmacao(1); - ConfirmacoesRompimento(1); - UsarConfirmacaoCandle(true); - UsarOCO(true); - StopLossPontos(210); - TakeProfitPontos(336); - UsarSaidaPorTempo(true); - MaxBarrasPosicao(8); - -var - mme9, mme20, mma50, mma200 : float; - slope20, slope50, slope200 : float; - dist920, dist2050, dist20200, distPreco20 : float; - topoLookback, fundoLookback : float; - iAlta, iBaixa, iBarrasPosicao : integer; - bCompressao, bLequeAlta, bLequeBaixa : boolean; - bPullbackCompra, bPullbackVenda : boolean; - bRompAlta, bRompBaixa : boolean; - bCompra, bVenda, bConfCompra, bConfVenda : boolean; - bEstavaPosicionado, bSaidaOCOCompra, bSaidaOCOVenda : boolean; - fPrecoEntrada, fStopAtual, fAlvoAtual : float; - -begin - mme9 := MediaExp(9, Close); - mme20 := MediaExp(20, Close); - mma50 := Media(50, Close); - mma200 := Media(200, Close); - - slope20 := mme20 - mme20[1]; - slope50 := mma50 - mma50[1]; - slope200 := mma200 - mma200[1]; - - dist920 := Abs(mme9 - mme20); - dist2050 := Abs(mme20 - mma50); - dist20200 := Abs(mme20 - mma200); - distPreco20 := Abs(Close - mme20); - - topoLookback := Highest(High, 12); - fundoLookback := Lowest(Low, 12); - - bCompressao := dist20200 <= DistanciaCompressao20x200; - - bLequeAlta := (Close > mme9) and (mme9 > mme20) and (mme20 > mma50) and (mma50 > mma200) - and (slope20 > 0) and (slope50 > 0) - and (dist920 >= DistanciaMinimaLequePontos) - and (dist2050 >= DistanciaMinimaLequePontos); - - bLequeBaixa := (Close < mme9) and (mme9 < mme20) and (mme20 < mma50) and (mma50 < mma200) - and (slope20 < 0) and (slope50 < 0) - and (dist920 >= DistanciaMinimaLequePontos) - and (dist2050 >= DistanciaMinimaLequePontos); - - bPullbackCompra := (not bCompressao) and (mma50 > mma200) and (slope20 > 0) - and (Abs(Low - mme20) <= DistanciaToqueMME20) and (Close > mme20); - bPullbackVenda := (not bCompressao) and (mma50 < mma200) and (slope20 < 0) - and (Abs(High - mme20) <= DistanciaToqueMME20) and (Close < mme20); - - bRompAlta := (dist20200 <= DistanciaToqueMME20) and (Close > mma200) and (Close >= topoLookback[1]) and (mme9 > mme20); - bRompBaixa := (dist20200 <= DistanciaToqueMME20) and (Close < mma200) and (Close <= fundoLookback[1]) and (mme9 < mme20); - - bConfCompra := (not UsarConfirmacaoCandle) or (Close > High[1]); - bConfVenda := (not UsarConfirmacaoCandle) or (Close < Low[1]); - - if bLequeAlta or bPullbackCompra or bRompAlta then - iAlta := iAlta + 1 - else - iAlta := 0; - - if bLequeBaixa or bPullbackVenda or bRompBaixa then - iBaixa := iBaixa + 1 - else - iBaixa := 0; - - bCompra := false; - bVenda := false; - - if ModoEstrategia = 1 then - begin - bCompra := bLequeAlta and (not bCompressao) and (distPreco20 <= DistanciaMaximaPrecoMME20) and (iAlta >= MinBarrasConfirmacao); - bVenda := bLequeBaixa and (not bCompressao) and (distPreco20 <= DistanciaMaximaPrecoMME20) and (iBaixa >= MinBarrasConfirmacao); - end - else if ModoEstrategia = 2 then - begin - bCompra := bPullbackCompra and bConfCompra; - bVenda := bPullbackVenda and bConfVenda; - end - else if ModoEstrategia = 3 then - begin - bCompra := bRompAlta and (iAlta >= ConfirmacoesRompimento); - bVenda := bRompBaixa and (iBaixa >= ConfirmacoesRompimento); - end - else if ModoEstrategia = 4 then - begin - bCompra := (not bCompressao) and bLequeAlta and (slope200 >= 0) and (iAlta >= MinBarrasConfirmacao); - bVenda := (not bCompressao) and bLequeBaixa and (slope200 <= 0) and (iBaixa >= MinBarrasConfirmacao); - end - else - begin - bCompra := (bPullbackCompra or bRompAlta) and (not bCompressao) and bConfCompra; - bVenda := (bPullbackVenda or bRompBaixa) and (not bCompressao) and bConfVenda; - end; - - if IsBought or IsSold then - iBarrasPosicao := iBarrasPosicao + 1 - else - iBarrasPosicao := 0; - - if (not IsBought) and (not IsSold) then - begin - if bCompra then - BuyAtMarket - else if bVenda then - SellShortAtMarket; - end; - - bSaidaOCOCompra := false; - bSaidaOCOVenda := false; - - if IsBought and bEstavaPosicionado then - begin - fStopAtual := fPrecoEntrada - StopLossPontos; - fAlvoAtual := fPrecoEntrada + TakeProfitPontos; - bSaidaOCOCompra := UsarOCO and ((Low <= fStopAtual) or (High >= fAlvoAtual)); - end; - - if IsSold and bEstavaPosicionado then - begin - fStopAtual := fPrecoEntrada + StopLossPontos; - fAlvoAtual := fPrecoEntrada - TakeProfitPontos; - bSaidaOCOVenda := UsarOCO and ((High >= fStopAtual) or (Low <= fAlvoAtual)); - end; - - if IsBought and ( - bCompressao - or (Close < mme20) - or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) - or bSaidaOCOCompra - ) then - ClosePosition; - - if IsSold and ( - bCompressao - or (Close > mme20) - or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) - or bSaidaOCOVenda - ) then - ClosePosition; - - if (not bEstavaPosicionado) and IsBought then - fPrecoEntrada := Close; - - if (not bEstavaPosicionado) and IsSold then - fPrecoEntrada := Close; - - bEstavaPosicionado := IsBought or IsSold; -end; diff --git a/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v21_pullback.txt b/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v21_pullback.txt deleted file mode 100644 index d0f21ba..0000000 --- a/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v21_pullback.txt +++ /dev/null @@ -1,168 +0,0 @@ -{ - Estrategia: robo_medias_v21_pullback - Autor: Wesley - Descricao: Pullback na MME20 com regime por MMA50/200. -} - -input - ModoEstrategia(2); - DistanciaMinimaLequePontos(45); - DistanciaCompressao20x200(90); - DistanciaMaximaPrecoMME20(240); - DistanciaToqueMME20(65); - MinBarrasConfirmacao(2); - ConfirmacoesRompimento(2); - UsarConfirmacaoCandle(true); - UsarOCO(true); - StopLossPontos(225); - TakeProfitPontos(382.5); - UsarSaidaPorTempo(true); - MaxBarrasPosicao(9); - -var - mme9, mme20, mma50, mma200 : float; - slope20, slope50, slope200 : float; - dist920, dist2050, dist20200, distPreco20 : float; - topoLookback, fundoLookback : float; - iAlta, iBaixa, iBarrasPosicao : integer; - bCompressao, bLequeAlta, bLequeBaixa : boolean; - bPullbackCompra, bPullbackVenda : boolean; - bRompAlta, bRompBaixa : boolean; - bCompra, bVenda, bConfCompra, bConfVenda : boolean; - bEstavaPosicionado, bSaidaOCOCompra, bSaidaOCOVenda : boolean; - fPrecoEntrada, fStopAtual, fAlvoAtual : float; - -begin - mme9 := MediaExp(9, Close); - mme20 := MediaExp(20, Close); - mma50 := Media(50, Close); - mma200 := Media(200, Close); - - slope20 := mme20 - mme20[1]; - slope50 := mma50 - mma50[1]; - slope200 := mma200 - mma200[1]; - - dist920 := Abs(mme9 - mme20); - dist2050 := Abs(mme20 - mma50); - dist20200 := Abs(mme20 - mma200); - distPreco20 := Abs(Close - mme20); - - topoLookback := Highest(High, 12); - fundoLookback := Lowest(Low, 12); - - bCompressao := dist20200 <= DistanciaCompressao20x200; - - bLequeAlta := (Close > mme9) and (mme9 > mme20) and (mme20 > mma50) and (mma50 > mma200) - and (slope20 > 0) and (slope50 > 0) - and (dist920 >= DistanciaMinimaLequePontos) - and (dist2050 >= DistanciaMinimaLequePontos); - - bLequeBaixa := (Close < mme9) and (mme9 < mme20) and (mme20 < mma50) and (mma50 < mma200) - and (slope20 < 0) and (slope50 < 0) - and (dist920 >= DistanciaMinimaLequePontos) - and (dist2050 >= DistanciaMinimaLequePontos); - - bPullbackCompra := (not bCompressao) and (mma50 > mma200) and (slope20 > 0) - and (Abs(Low - mme20) <= DistanciaToqueMME20) and (Close > mme20); - bPullbackVenda := (not bCompressao) and (mma50 < mma200) and (slope20 < 0) - and (Abs(High - mme20) <= DistanciaToqueMME20) and (Close < mme20); - - bRompAlta := (dist20200 <= DistanciaToqueMME20) and (Close > mma200) and (Close >= topoLookback[1]) and (mme9 > mme20); - bRompBaixa := (dist20200 <= DistanciaToqueMME20) and (Close < mma200) and (Close <= fundoLookback[1]) and (mme9 < mme20); - - bConfCompra := (not UsarConfirmacaoCandle) or (Close > High[1]); - bConfVenda := (not UsarConfirmacaoCandle) or (Close < Low[1]); - - if bLequeAlta or bPullbackCompra or bRompAlta then - iAlta := iAlta + 1 - else - iAlta := 0; - - if bLequeBaixa or bPullbackVenda or bRompBaixa then - iBaixa := iBaixa + 1 - else - iBaixa := 0; - - bCompra := false; - bVenda := false; - - if ModoEstrategia = 1 then - begin - bCompra := bLequeAlta and (not bCompressao) and (distPreco20 <= DistanciaMaximaPrecoMME20) and (iAlta >= MinBarrasConfirmacao); - bVenda := bLequeBaixa and (not bCompressao) and (distPreco20 <= DistanciaMaximaPrecoMME20) and (iBaixa >= MinBarrasConfirmacao); - end - else if ModoEstrategia = 2 then - begin - bCompra := bPullbackCompra and bConfCompra; - bVenda := bPullbackVenda and bConfVenda; - end - else if ModoEstrategia = 3 then - begin - bCompra := bRompAlta and (iAlta >= ConfirmacoesRompimento); - bVenda := bRompBaixa and (iBaixa >= ConfirmacoesRompimento); - end - else if ModoEstrategia = 4 then - begin - bCompra := (not bCompressao) and bLequeAlta and (slope200 >= 0) and (iAlta >= MinBarrasConfirmacao); - bVenda := (not bCompressao) and bLequeBaixa and (slope200 <= 0) and (iBaixa >= MinBarrasConfirmacao); - end - else - begin - bCompra := (bPullbackCompra or bRompAlta) and (not bCompressao) and bConfCompra; - bVenda := (bPullbackVenda or bRompBaixa) and (not bCompressao) and bConfVenda; - end; - - if IsBought or IsSold then - iBarrasPosicao := iBarrasPosicao + 1 - else - iBarrasPosicao := 0; - - if (not IsBought) and (not IsSold) then - begin - if bCompra then - BuyAtMarket - else if bVenda then - SellShortAtMarket; - end; - - bSaidaOCOCompra := false; - bSaidaOCOVenda := false; - - if IsBought and bEstavaPosicionado then - begin - fStopAtual := fPrecoEntrada - StopLossPontos; - fAlvoAtual := fPrecoEntrada + TakeProfitPontos; - bSaidaOCOCompra := UsarOCO and ((Low <= fStopAtual) or (High >= fAlvoAtual)); - end; - - if IsSold and bEstavaPosicionado then - begin - fStopAtual := fPrecoEntrada + StopLossPontos; - fAlvoAtual := fPrecoEntrada - TakeProfitPontos; - bSaidaOCOVenda := UsarOCO and ((High >= fStopAtual) or (Low <= fAlvoAtual)); - end; - - if IsBought and ( - bCompressao - or (Close < mme20) - or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) - or bSaidaOCOCompra - ) then - ClosePosition; - - if IsSold and ( - bCompressao - or (Close > mme20) - or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) - or bSaidaOCOVenda - ) then - ClosePosition; - - if (not bEstavaPosicionado) and IsBought then - fPrecoEntrada := Close; - - if (not bEstavaPosicionado) and IsSold then - fPrecoEntrada := Close; - - bEstavaPosicionado := IsBought or IsSold; -end; diff --git a/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v22_pullback.txt b/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v22_pullback.txt deleted file mode 100644 index eef3ee4..0000000 --- a/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v22_pullback.txt +++ /dev/null @@ -1,168 +0,0 @@ -{ - Estrategia: robo_medias_v22_pullback - Autor: Wesley - Descricao: Pullback na MME20 com regime por MMA50/200. -} - -input - ModoEstrategia(2); - DistanciaMinimaLequePontos(30); - DistanciaCompressao20x200(100); - DistanciaMaximaPrecoMME20(270); - DistanciaToqueMME20(35); - MinBarrasConfirmacao(3); - ConfirmacoesRompimento(1); - UsarConfirmacaoCandle(true); - UsarOCO(true); - StopLossPontos(240); - TakeProfitPontos(432); - UsarSaidaPorTempo(true); - MaxBarrasPosicao(10); - -var - mme9, mme20, mma50, mma200 : float; - slope20, slope50, slope200 : float; - dist920, dist2050, dist20200, distPreco20 : float; - topoLookback, fundoLookback : float; - iAlta, iBaixa, iBarrasPosicao : integer; - bCompressao, bLequeAlta, bLequeBaixa : boolean; - bPullbackCompra, bPullbackVenda : boolean; - bRompAlta, bRompBaixa : boolean; - bCompra, bVenda, bConfCompra, bConfVenda : boolean; - bEstavaPosicionado, bSaidaOCOCompra, bSaidaOCOVenda : boolean; - fPrecoEntrada, fStopAtual, fAlvoAtual : float; - -begin - mme9 := MediaExp(9, Close); - mme20 := MediaExp(20, Close); - mma50 := Media(50, Close); - mma200 := Media(200, Close); - - slope20 := mme20 - mme20[1]; - slope50 := mma50 - mma50[1]; - slope200 := mma200 - mma200[1]; - - dist920 := Abs(mme9 - mme20); - dist2050 := Abs(mme20 - mma50); - dist20200 := Abs(mme20 - mma200); - distPreco20 := Abs(Close - mme20); - - topoLookback := Highest(High, 12); - fundoLookback := Lowest(Low, 12); - - bCompressao := dist20200 <= DistanciaCompressao20x200; - - bLequeAlta := (Close > mme9) and (mme9 > mme20) and (mme20 > mma50) and (mma50 > mma200) - and (slope20 > 0) and (slope50 > 0) - and (dist920 >= DistanciaMinimaLequePontos) - and (dist2050 >= DistanciaMinimaLequePontos); - - bLequeBaixa := (Close < mme9) and (mme9 < mme20) and (mme20 < mma50) and (mma50 < mma200) - and (slope20 < 0) and (slope50 < 0) - and (dist920 >= DistanciaMinimaLequePontos) - and (dist2050 >= DistanciaMinimaLequePontos); - - bPullbackCompra := (not bCompressao) and (mma50 > mma200) and (slope20 > 0) - and (Abs(Low - mme20) <= DistanciaToqueMME20) and (Close > mme20); - bPullbackVenda := (not bCompressao) and (mma50 < mma200) and (slope20 < 0) - and (Abs(High - mme20) <= DistanciaToqueMME20) and (Close < mme20); - - bRompAlta := (dist20200 <= DistanciaToqueMME20) and (Close > mma200) and (Close >= topoLookback[1]) and (mme9 > mme20); - bRompBaixa := (dist20200 <= DistanciaToqueMME20) and (Close < mma200) and (Close <= fundoLookback[1]) and (mme9 < mme20); - - bConfCompra := (not UsarConfirmacaoCandle) or (Close > High[1]); - bConfVenda := (not UsarConfirmacaoCandle) or (Close < Low[1]); - - if bLequeAlta or bPullbackCompra or bRompAlta then - iAlta := iAlta + 1 - else - iAlta := 0; - - if bLequeBaixa or bPullbackVenda or bRompBaixa then - iBaixa := iBaixa + 1 - else - iBaixa := 0; - - bCompra := false; - bVenda := false; - - if ModoEstrategia = 1 then - begin - bCompra := bLequeAlta and (not bCompressao) and (distPreco20 <= DistanciaMaximaPrecoMME20) and (iAlta >= MinBarrasConfirmacao); - bVenda := bLequeBaixa and (not bCompressao) and (distPreco20 <= DistanciaMaximaPrecoMME20) and (iBaixa >= MinBarrasConfirmacao); - end - else if ModoEstrategia = 2 then - begin - bCompra := bPullbackCompra and bConfCompra; - bVenda := bPullbackVenda and bConfVenda; - end - else if ModoEstrategia = 3 then - begin - bCompra := bRompAlta and (iAlta >= ConfirmacoesRompimento); - bVenda := bRompBaixa and (iBaixa >= ConfirmacoesRompimento); - end - else if ModoEstrategia = 4 then - begin - bCompra := (not bCompressao) and bLequeAlta and (slope200 >= 0) and (iAlta >= MinBarrasConfirmacao); - bVenda := (not bCompressao) and bLequeBaixa and (slope200 <= 0) and (iBaixa >= MinBarrasConfirmacao); - end - else - begin - bCompra := (bPullbackCompra or bRompAlta) and (not bCompressao) and bConfCompra; - bVenda := (bPullbackVenda or bRompBaixa) and (not bCompressao) and bConfVenda; - end; - - if IsBought or IsSold then - iBarrasPosicao := iBarrasPosicao + 1 - else - iBarrasPosicao := 0; - - if (not IsBought) and (not IsSold) then - begin - if bCompra then - BuyAtMarket - else if bVenda then - SellShortAtMarket; - end; - - bSaidaOCOCompra := false; - bSaidaOCOVenda := false; - - if IsBought and bEstavaPosicionado then - begin - fStopAtual := fPrecoEntrada - StopLossPontos; - fAlvoAtual := fPrecoEntrada + TakeProfitPontos; - bSaidaOCOCompra := UsarOCO and ((Low <= fStopAtual) or (High >= fAlvoAtual)); - end; - - if IsSold and bEstavaPosicionado then - begin - fStopAtual := fPrecoEntrada + StopLossPontos; - fAlvoAtual := fPrecoEntrada - TakeProfitPontos; - bSaidaOCOVenda := UsarOCO and ((High >= fStopAtual) or (Low <= fAlvoAtual)); - end; - - if IsBought and ( - bCompressao - or (Close < mme20) - or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) - or bSaidaOCOCompra - ) then - ClosePosition; - - if IsSold and ( - bCompressao - or (Close > mme20) - or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) - or bSaidaOCOVenda - ) then - ClosePosition; - - if (not bEstavaPosicionado) and IsBought then - fPrecoEntrada := Close; - - if (not bEstavaPosicionado) and IsSold then - fPrecoEntrada := Close; - - bEstavaPosicionado := IsBought or IsSold; -end; diff --git a/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v23_pullback.txt b/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v23_pullback.txt deleted file mode 100644 index 31c73e1..0000000 --- a/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v23_pullback.txt +++ /dev/null @@ -1,168 +0,0 @@ -{ - Estrategia: robo_medias_v23_pullback - Autor: Wesley - Descricao: Pullback na MME20 com regime por MMA50/200. -} - -input - ModoEstrategia(2); - DistanciaMinimaLequePontos(35); - DistanciaCompressao20x200(110); - DistanciaMaximaPrecoMME20(300); - DistanciaToqueMME20(45); - MinBarrasConfirmacao(1); - ConfirmacoesRompimento(2); - UsarConfirmacaoCandle(true); - UsarOCO(true); - StopLossPontos(255); - TakeProfitPontos(408); - UsarSaidaPorTempo(true); - MaxBarrasPosicao(11); - -var - mme9, mme20, mma50, mma200 : float; - slope20, slope50, slope200 : float; - dist920, dist2050, dist20200, distPreco20 : float; - topoLookback, fundoLookback : float; - iAlta, iBaixa, iBarrasPosicao : integer; - bCompressao, bLequeAlta, bLequeBaixa : boolean; - bPullbackCompra, bPullbackVenda : boolean; - bRompAlta, bRompBaixa : boolean; - bCompra, bVenda, bConfCompra, bConfVenda : boolean; - bEstavaPosicionado, bSaidaOCOCompra, bSaidaOCOVenda : boolean; - fPrecoEntrada, fStopAtual, fAlvoAtual : float; - -begin - mme9 := MediaExp(9, Close); - mme20 := MediaExp(20, Close); - mma50 := Media(50, Close); - mma200 := Media(200, Close); - - slope20 := mme20 - mme20[1]; - slope50 := mma50 - mma50[1]; - slope200 := mma200 - mma200[1]; - - dist920 := Abs(mme9 - mme20); - dist2050 := Abs(mme20 - mma50); - dist20200 := Abs(mme20 - mma200); - distPreco20 := Abs(Close - mme20); - - topoLookback := Highest(High, 12); - fundoLookback := Lowest(Low, 12); - - bCompressao := dist20200 <= DistanciaCompressao20x200; - - bLequeAlta := (Close > mme9) and (mme9 > mme20) and (mme20 > mma50) and (mma50 > mma200) - and (slope20 > 0) and (slope50 > 0) - and (dist920 >= DistanciaMinimaLequePontos) - and (dist2050 >= DistanciaMinimaLequePontos); - - bLequeBaixa := (Close < mme9) and (mme9 < mme20) and (mme20 < mma50) and (mma50 < mma200) - and (slope20 < 0) and (slope50 < 0) - and (dist920 >= DistanciaMinimaLequePontos) - and (dist2050 >= DistanciaMinimaLequePontos); - - bPullbackCompra := (not bCompressao) and (mma50 > mma200) and (slope20 > 0) - and (Abs(Low - mme20) <= DistanciaToqueMME20) and (Close > mme20); - bPullbackVenda := (not bCompressao) and (mma50 < mma200) and (slope20 < 0) - and (Abs(High - mme20) <= DistanciaToqueMME20) and (Close < mme20); - - bRompAlta := (dist20200 <= DistanciaToqueMME20) and (Close > mma200) and (Close >= topoLookback[1]) and (mme9 > mme20); - bRompBaixa := (dist20200 <= DistanciaToqueMME20) and (Close < mma200) and (Close <= fundoLookback[1]) and (mme9 < mme20); - - bConfCompra := (not UsarConfirmacaoCandle) or (Close > High[1]); - bConfVenda := (not UsarConfirmacaoCandle) or (Close < Low[1]); - - if bLequeAlta or bPullbackCompra or bRompAlta then - iAlta := iAlta + 1 - else - iAlta := 0; - - if bLequeBaixa or bPullbackVenda or bRompBaixa then - iBaixa := iBaixa + 1 - else - iBaixa := 0; - - bCompra := false; - bVenda := false; - - if ModoEstrategia = 1 then - begin - bCompra := bLequeAlta and (not bCompressao) and (distPreco20 <= DistanciaMaximaPrecoMME20) and (iAlta >= MinBarrasConfirmacao); - bVenda := bLequeBaixa and (not bCompressao) and (distPreco20 <= DistanciaMaximaPrecoMME20) and (iBaixa >= MinBarrasConfirmacao); - end - else if ModoEstrategia = 2 then - begin - bCompra := bPullbackCompra and bConfCompra; - bVenda := bPullbackVenda and bConfVenda; - end - else if ModoEstrategia = 3 then - begin - bCompra := bRompAlta and (iAlta >= ConfirmacoesRompimento); - bVenda := bRompBaixa and (iBaixa >= ConfirmacoesRompimento); - end - else if ModoEstrategia = 4 then - begin - bCompra := (not bCompressao) and bLequeAlta and (slope200 >= 0) and (iAlta >= MinBarrasConfirmacao); - bVenda := (not bCompressao) and bLequeBaixa and (slope200 <= 0) and (iBaixa >= MinBarrasConfirmacao); - end - else - begin - bCompra := (bPullbackCompra or bRompAlta) and (not bCompressao) and bConfCompra; - bVenda := (bPullbackVenda or bRompBaixa) and (not bCompressao) and bConfVenda; - end; - - if IsBought or IsSold then - iBarrasPosicao := iBarrasPosicao + 1 - else - iBarrasPosicao := 0; - - if (not IsBought) and (not IsSold) then - begin - if bCompra then - BuyAtMarket - else if bVenda then - SellShortAtMarket; - end; - - bSaidaOCOCompra := false; - bSaidaOCOVenda := false; - - if IsBought and bEstavaPosicionado then - begin - fStopAtual := fPrecoEntrada - StopLossPontos; - fAlvoAtual := fPrecoEntrada + TakeProfitPontos; - bSaidaOCOCompra := UsarOCO and ((Low <= fStopAtual) or (High >= fAlvoAtual)); - end; - - if IsSold and bEstavaPosicionado then - begin - fStopAtual := fPrecoEntrada + StopLossPontos; - fAlvoAtual := fPrecoEntrada - TakeProfitPontos; - bSaidaOCOVenda := UsarOCO and ((High >= fStopAtual) or (Low <= fAlvoAtual)); - end; - - if IsBought and ( - bCompressao - or (Close < mme20) - or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) - or bSaidaOCOCompra - ) then - ClosePosition; - - if IsSold and ( - bCompressao - or (Close > mme20) - or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) - or bSaidaOCOVenda - ) then - ClosePosition; - - if (not bEstavaPosicionado) and IsBought then - fPrecoEntrada := Close; - - if (not bEstavaPosicionado) and IsSold then - fPrecoEntrada := Close; - - bEstavaPosicionado := IsBought or IsSold; -end; diff --git a/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v24_pullback.txt b/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v24_pullback.txt deleted file mode 100644 index a29e7b6..0000000 --- a/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v24_pullback.txt +++ /dev/null @@ -1,168 +0,0 @@ -{ - Estrategia: robo_medias_v24_pullback - Autor: Wesley - Descricao: Pullback na MME20 com regime por MMA50/200. -} - -input - ModoEstrategia(2); - DistanciaMinimaLequePontos(40); - DistanciaCompressao20x200(70); - DistanciaMaximaPrecoMME20(180); - DistanciaToqueMME20(55); - MinBarrasConfirmacao(2); - ConfirmacoesRompimento(1); - UsarConfirmacaoCandle(true); - UsarOCO(true); - StopLossPontos(270); - TakeProfitPontos(459); - UsarSaidaPorTempo(true); - MaxBarrasPosicao(12); - -var - mme9, mme20, mma50, mma200 : float; - slope20, slope50, slope200 : float; - dist920, dist2050, dist20200, distPreco20 : float; - topoLookback, fundoLookback : float; - iAlta, iBaixa, iBarrasPosicao : integer; - bCompressao, bLequeAlta, bLequeBaixa : boolean; - bPullbackCompra, bPullbackVenda : boolean; - bRompAlta, bRompBaixa : boolean; - bCompra, bVenda, bConfCompra, bConfVenda : boolean; - bEstavaPosicionado, bSaidaOCOCompra, bSaidaOCOVenda : boolean; - fPrecoEntrada, fStopAtual, fAlvoAtual : float; - -begin - mme9 := MediaExp(9, Close); - mme20 := MediaExp(20, Close); - mma50 := Media(50, Close); - mma200 := Media(200, Close); - - slope20 := mme20 - mme20[1]; - slope50 := mma50 - mma50[1]; - slope200 := mma200 - mma200[1]; - - dist920 := Abs(mme9 - mme20); - dist2050 := Abs(mme20 - mma50); - dist20200 := Abs(mme20 - mma200); - distPreco20 := Abs(Close - mme20); - - topoLookback := Highest(High, 12); - fundoLookback := Lowest(Low, 12); - - bCompressao := dist20200 <= DistanciaCompressao20x200; - - bLequeAlta := (Close > mme9) and (mme9 > mme20) and (mme20 > mma50) and (mma50 > mma200) - and (slope20 > 0) and (slope50 > 0) - and (dist920 >= DistanciaMinimaLequePontos) - and (dist2050 >= DistanciaMinimaLequePontos); - - bLequeBaixa := (Close < mme9) and (mme9 < mme20) and (mme20 < mma50) and (mma50 < mma200) - and (slope20 < 0) and (slope50 < 0) - and (dist920 >= DistanciaMinimaLequePontos) - and (dist2050 >= DistanciaMinimaLequePontos); - - bPullbackCompra := (not bCompressao) and (mma50 > mma200) and (slope20 > 0) - and (Abs(Low - mme20) <= DistanciaToqueMME20) and (Close > mme20); - bPullbackVenda := (not bCompressao) and (mma50 < mma200) and (slope20 < 0) - and (Abs(High - mme20) <= DistanciaToqueMME20) and (Close < mme20); - - bRompAlta := (dist20200 <= DistanciaToqueMME20) and (Close > mma200) and (Close >= topoLookback[1]) and (mme9 > mme20); - bRompBaixa := (dist20200 <= DistanciaToqueMME20) and (Close < mma200) and (Close <= fundoLookback[1]) and (mme9 < mme20); - - bConfCompra := (not UsarConfirmacaoCandle) or (Close > High[1]); - bConfVenda := (not UsarConfirmacaoCandle) or (Close < Low[1]); - - if bLequeAlta or bPullbackCompra or bRompAlta then - iAlta := iAlta + 1 - else - iAlta := 0; - - if bLequeBaixa or bPullbackVenda or bRompBaixa then - iBaixa := iBaixa + 1 - else - iBaixa := 0; - - bCompra := false; - bVenda := false; - - if ModoEstrategia = 1 then - begin - bCompra := bLequeAlta and (not bCompressao) and (distPreco20 <= DistanciaMaximaPrecoMME20) and (iAlta >= MinBarrasConfirmacao); - bVenda := bLequeBaixa and (not bCompressao) and (distPreco20 <= DistanciaMaximaPrecoMME20) and (iBaixa >= MinBarrasConfirmacao); - end - else if ModoEstrategia = 2 then - begin - bCompra := bPullbackCompra and bConfCompra; - bVenda := bPullbackVenda and bConfVenda; - end - else if ModoEstrategia = 3 then - begin - bCompra := bRompAlta and (iAlta >= ConfirmacoesRompimento); - bVenda := bRompBaixa and (iBaixa >= ConfirmacoesRompimento); - end - else if ModoEstrategia = 4 then - begin - bCompra := (not bCompressao) and bLequeAlta and (slope200 >= 0) and (iAlta >= MinBarrasConfirmacao); - bVenda := (not bCompressao) and bLequeBaixa and (slope200 <= 0) and (iBaixa >= MinBarrasConfirmacao); - end - else - begin - bCompra := (bPullbackCompra or bRompAlta) and (not bCompressao) and bConfCompra; - bVenda := (bPullbackVenda or bRompBaixa) and (not bCompressao) and bConfVenda; - end; - - if IsBought or IsSold then - iBarrasPosicao := iBarrasPosicao + 1 - else - iBarrasPosicao := 0; - - if (not IsBought) and (not IsSold) then - begin - if bCompra then - BuyAtMarket - else if bVenda then - SellShortAtMarket; - end; - - bSaidaOCOCompra := false; - bSaidaOCOVenda := false; - - if IsBought and bEstavaPosicionado then - begin - fStopAtual := fPrecoEntrada - StopLossPontos; - fAlvoAtual := fPrecoEntrada + TakeProfitPontos; - bSaidaOCOCompra := UsarOCO and ((Low <= fStopAtual) or (High >= fAlvoAtual)); - end; - - if IsSold and bEstavaPosicionado then - begin - fStopAtual := fPrecoEntrada + StopLossPontos; - fAlvoAtual := fPrecoEntrada - TakeProfitPontos; - bSaidaOCOVenda := UsarOCO and ((High >= fStopAtual) or (Low <= fAlvoAtual)); - end; - - if IsBought and ( - bCompressao - or (Close < mme20) - or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) - or bSaidaOCOCompra - ) then - ClosePosition; - - if IsSold and ( - bCompressao - or (Close > mme20) - or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) - or bSaidaOCOVenda - ) then - ClosePosition; - - if (not bEstavaPosicionado) and IsBought then - fPrecoEntrada := Close; - - if (not bEstavaPosicionado) and IsSold then - fPrecoEntrada := Close; - - bEstavaPosicionado := IsBought or IsSold; -end; diff --git a/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v25_romp200.txt b/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v25_romp200.txt deleted file mode 100644 index 5f83445..0000000 --- a/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v25_romp200.txt +++ /dev/null @@ -1,168 +0,0 @@ -{ - Estrategia: robo_medias_v25_romp200 - Autor: Wesley - Descricao: Rompimento da MMA200 com MME20 proxima. -} - -input - ModoEstrategia(3); - DistanciaMinimaLequePontos(35); - DistanciaCompressao20x200(80); - DistanciaMaximaPrecoMME20(210); - DistanciaToqueMME20(45); - MinBarrasConfirmacao(2); - ConfirmacoesRompimento(2); - UsarConfirmacaoCandle(true); - UsarOCO(true); - StopLossPontos(135); - TakeProfitPontos(229.5); - UsarSaidaPorTempo(true); - MaxBarrasPosicao(9); - -var - mme9, mme20, mma50, mma200 : float; - slope20, slope50, slope200 : float; - dist920, dist2050, dist20200, distPreco20 : float; - topoLookback, fundoLookback : float; - iAlta, iBaixa, iBarrasPosicao : integer; - bCompressao, bLequeAlta, bLequeBaixa : boolean; - bPullbackCompra, bPullbackVenda : boolean; - bRompAlta, bRompBaixa : boolean; - bCompra, bVenda, bConfCompra, bConfVenda : boolean; - bEstavaPosicionado, bSaidaOCOCompra, bSaidaOCOVenda : boolean; - fPrecoEntrada, fStopAtual, fAlvoAtual : float; - -begin - mme9 := MediaExp(9, Close); - mme20 := MediaExp(20, Close); - mma50 := Media(50, Close); - mma200 := Media(200, Close); - - slope20 := mme20 - mme20[1]; - slope50 := mma50 - mma50[1]; - slope200 := mma200 - mma200[1]; - - dist920 := Abs(mme9 - mme20); - dist2050 := Abs(mme20 - mma50); - dist20200 := Abs(mme20 - mma200); - distPreco20 := Abs(Close - mme20); - - topoLookback := Highest(High, 12); - fundoLookback := Lowest(Low, 12); - - bCompressao := dist20200 <= DistanciaCompressao20x200; - - bLequeAlta := (Close > mme9) and (mme9 > mme20) and (mme20 > mma50) and (mma50 > mma200) - and (slope20 > 0) and (slope50 > 0) - and (dist920 >= DistanciaMinimaLequePontos) - and (dist2050 >= DistanciaMinimaLequePontos); - - bLequeBaixa := (Close < mme9) and (mme9 < mme20) and (mme20 < mma50) and (mma50 < mma200) - and (slope20 < 0) and (slope50 < 0) - and (dist920 >= DistanciaMinimaLequePontos) - and (dist2050 >= DistanciaMinimaLequePontos); - - bPullbackCompra := (not bCompressao) and (mma50 > mma200) and (slope20 > 0) - and (Abs(Low - mme20) <= DistanciaToqueMME20) and (Close > mme20); - bPullbackVenda := (not bCompressao) and (mma50 < mma200) and (slope20 < 0) - and (Abs(High - mme20) <= DistanciaToqueMME20) and (Close < mme20); - - bRompAlta := (dist20200 <= DistanciaToqueMME20) and (Close > mma200) and (Close >= topoLookback[1]) and (mme9 > mme20); - bRompBaixa := (dist20200 <= DistanciaToqueMME20) and (Close < mma200) and (Close <= fundoLookback[1]) and (mme9 < mme20); - - bConfCompra := (not UsarConfirmacaoCandle) or (Close > High[1]); - bConfVenda := (not UsarConfirmacaoCandle) or (Close < Low[1]); - - if bLequeAlta or bPullbackCompra or bRompAlta then - iAlta := iAlta + 1 - else - iAlta := 0; - - if bLequeBaixa or bPullbackVenda or bRompBaixa then - iBaixa := iBaixa + 1 - else - iBaixa := 0; - - bCompra := false; - bVenda := false; - - if ModoEstrategia = 1 then - begin - bCompra := bLequeAlta and (not bCompressao) and (distPreco20 <= DistanciaMaximaPrecoMME20) and (iAlta >= MinBarrasConfirmacao); - bVenda := bLequeBaixa and (not bCompressao) and (distPreco20 <= DistanciaMaximaPrecoMME20) and (iBaixa >= MinBarrasConfirmacao); - end - else if ModoEstrategia = 2 then - begin - bCompra := bPullbackCompra and bConfCompra; - bVenda := bPullbackVenda and bConfVenda; - end - else if ModoEstrategia = 3 then - begin - bCompra := bRompAlta and (iAlta >= ConfirmacoesRompimento); - bVenda := bRompBaixa and (iBaixa >= ConfirmacoesRompimento); - end - else if ModoEstrategia = 4 then - begin - bCompra := (not bCompressao) and bLequeAlta and (slope200 >= 0) and (iAlta >= MinBarrasConfirmacao); - bVenda := (not bCompressao) and bLequeBaixa and (slope200 <= 0) and (iBaixa >= MinBarrasConfirmacao); - end - else - begin - bCompra := (bPullbackCompra or bRompAlta) and (not bCompressao) and bConfCompra; - bVenda := (bPullbackVenda or bRompBaixa) and (not bCompressao) and bConfVenda; - end; - - if IsBought or IsSold then - iBarrasPosicao := iBarrasPosicao + 1 - else - iBarrasPosicao := 0; - - if (not IsBought) and (not IsSold) then - begin - if bCompra then - BuyAtMarket - else if bVenda then - SellShortAtMarket; - end; - - bSaidaOCOCompra := false; - bSaidaOCOVenda := false; - - if IsBought and bEstavaPosicionado then - begin - fStopAtual := fPrecoEntrada - StopLossPontos; - fAlvoAtual := fPrecoEntrada + TakeProfitPontos; - bSaidaOCOCompra := UsarOCO and ((Low <= fStopAtual) or (High >= fAlvoAtual)); - end; - - if IsSold and bEstavaPosicionado then - begin - fStopAtual := fPrecoEntrada + StopLossPontos; - fAlvoAtual := fPrecoEntrada - TakeProfitPontos; - bSaidaOCOVenda := UsarOCO and ((High >= fStopAtual) or (Low <= fAlvoAtual)); - end; - - if IsBought and ( - bCompressao - or (Close < mme20) - or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) - or bSaidaOCOCompra - ) then - ClosePosition; - - if IsSold and ( - bCompressao - or (Close > mme20) - or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) - or bSaidaOCOVenda - ) then - ClosePosition; - - if (not bEstavaPosicionado) and IsBought then - fPrecoEntrada := Close; - - if (not bEstavaPosicionado) and IsSold then - fPrecoEntrada := Close; - - bEstavaPosicionado := IsBought or IsSold; -end; diff --git a/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v26_romp200.txt b/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v26_romp200.txt deleted file mode 100644 index 1ead9ea..0000000 --- a/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v26_romp200.txt +++ /dev/null @@ -1,168 +0,0 @@ -{ - Estrategia: robo_medias_v26_romp200 - Autor: Wesley - Descricao: Rompimento da MMA200 com MME20 proxima. -} - -input - ModoEstrategia(3); - DistanciaMinimaLequePontos(40); - DistanciaCompressao20x200(90); - DistanciaMaximaPrecoMME20(240); - DistanciaToqueMME20(55); - MinBarrasConfirmacao(3); - ConfirmacoesRompimento(1); - UsarConfirmacaoCandle(true); - UsarOCO(true); - StopLossPontos(150); - TakeProfitPontos(270); - UsarSaidaPorTempo(true); - MaxBarrasPosicao(10); - -var - mme9, mme20, mma50, mma200 : float; - slope20, slope50, slope200 : float; - dist920, dist2050, dist20200, distPreco20 : float; - topoLookback, fundoLookback : float; - iAlta, iBaixa, iBarrasPosicao : integer; - bCompressao, bLequeAlta, bLequeBaixa : boolean; - bPullbackCompra, bPullbackVenda : boolean; - bRompAlta, bRompBaixa : boolean; - bCompra, bVenda, bConfCompra, bConfVenda : boolean; - bEstavaPosicionado, bSaidaOCOCompra, bSaidaOCOVenda : boolean; - fPrecoEntrada, fStopAtual, fAlvoAtual : float; - -begin - mme9 := MediaExp(9, Close); - mme20 := MediaExp(20, Close); - mma50 := Media(50, Close); - mma200 := Media(200, Close); - - slope20 := mme20 - mme20[1]; - slope50 := mma50 - mma50[1]; - slope200 := mma200 - mma200[1]; - - dist920 := Abs(mme9 - mme20); - dist2050 := Abs(mme20 - mma50); - dist20200 := Abs(mme20 - mma200); - distPreco20 := Abs(Close - mme20); - - topoLookback := Highest(High, 12); - fundoLookback := Lowest(Low, 12); - - bCompressao := dist20200 <= DistanciaCompressao20x200; - - bLequeAlta := (Close > mme9) and (mme9 > mme20) and (mme20 > mma50) and (mma50 > mma200) - and (slope20 > 0) and (slope50 > 0) - and (dist920 >= DistanciaMinimaLequePontos) - and (dist2050 >= DistanciaMinimaLequePontos); - - bLequeBaixa := (Close < mme9) and (mme9 < mme20) and (mme20 < mma50) and (mma50 < mma200) - and (slope20 < 0) and (slope50 < 0) - and (dist920 >= DistanciaMinimaLequePontos) - and (dist2050 >= DistanciaMinimaLequePontos); - - bPullbackCompra := (not bCompressao) and (mma50 > mma200) and (slope20 > 0) - and (Abs(Low - mme20) <= DistanciaToqueMME20) and (Close > mme20); - bPullbackVenda := (not bCompressao) and (mma50 < mma200) and (slope20 < 0) - and (Abs(High - mme20) <= DistanciaToqueMME20) and (Close < mme20); - - bRompAlta := (dist20200 <= DistanciaToqueMME20) and (Close > mma200) and (Close >= topoLookback[1]) and (mme9 > mme20); - bRompBaixa := (dist20200 <= DistanciaToqueMME20) and (Close < mma200) and (Close <= fundoLookback[1]) and (mme9 < mme20); - - bConfCompra := (not UsarConfirmacaoCandle) or (Close > High[1]); - bConfVenda := (not UsarConfirmacaoCandle) or (Close < Low[1]); - - if bLequeAlta or bPullbackCompra or bRompAlta then - iAlta := iAlta + 1 - else - iAlta := 0; - - if bLequeBaixa or bPullbackVenda or bRompBaixa then - iBaixa := iBaixa + 1 - else - iBaixa := 0; - - bCompra := false; - bVenda := false; - - if ModoEstrategia = 1 then - begin - bCompra := bLequeAlta and (not bCompressao) and (distPreco20 <= DistanciaMaximaPrecoMME20) and (iAlta >= MinBarrasConfirmacao); - bVenda := bLequeBaixa and (not bCompressao) and (distPreco20 <= DistanciaMaximaPrecoMME20) and (iBaixa >= MinBarrasConfirmacao); - end - else if ModoEstrategia = 2 then - begin - bCompra := bPullbackCompra and bConfCompra; - bVenda := bPullbackVenda and bConfVenda; - end - else if ModoEstrategia = 3 then - begin - bCompra := bRompAlta and (iAlta >= ConfirmacoesRompimento); - bVenda := bRompBaixa and (iBaixa >= ConfirmacoesRompimento); - end - else if ModoEstrategia = 4 then - begin - bCompra := (not bCompressao) and bLequeAlta and (slope200 >= 0) and (iAlta >= MinBarrasConfirmacao); - bVenda := (not bCompressao) and bLequeBaixa and (slope200 <= 0) and (iBaixa >= MinBarrasConfirmacao); - end - else - begin - bCompra := (bPullbackCompra or bRompAlta) and (not bCompressao) and bConfCompra; - bVenda := (bPullbackVenda or bRompBaixa) and (not bCompressao) and bConfVenda; - end; - - if IsBought or IsSold then - iBarrasPosicao := iBarrasPosicao + 1 - else - iBarrasPosicao := 0; - - if (not IsBought) and (not IsSold) then - begin - if bCompra then - BuyAtMarket - else if bVenda then - SellShortAtMarket; - end; - - bSaidaOCOCompra := false; - bSaidaOCOVenda := false; - - if IsBought and bEstavaPosicionado then - begin - fStopAtual := fPrecoEntrada - StopLossPontos; - fAlvoAtual := fPrecoEntrada + TakeProfitPontos; - bSaidaOCOCompra := UsarOCO and ((Low <= fStopAtual) or (High >= fAlvoAtual)); - end; - - if IsSold and bEstavaPosicionado then - begin - fStopAtual := fPrecoEntrada + StopLossPontos; - fAlvoAtual := fPrecoEntrada - TakeProfitPontos; - bSaidaOCOVenda := UsarOCO and ((High >= fStopAtual) or (Low <= fAlvoAtual)); - end; - - if IsBought and ( - bCompressao - or (Close < mme20) - or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) - or bSaidaOCOCompra - ) then - ClosePosition; - - if IsSold and ( - bCompressao - or (Close > mme20) - or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) - or bSaidaOCOVenda - ) then - ClosePosition; - - if (not bEstavaPosicionado) and IsBought then - fPrecoEntrada := Close; - - if (not bEstavaPosicionado) and IsSold then - fPrecoEntrada := Close; - - bEstavaPosicionado := IsBought or IsSold; -end; diff --git a/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v27_romp200.txt b/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v27_romp200.txt deleted file mode 100644 index 0dec51b..0000000 --- a/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v27_romp200.txt +++ /dev/null @@ -1,168 +0,0 @@ -{ - Estrategia: robo_medias_v27_romp200 - Autor: Wesley - Descricao: Rompimento da MMA200 com MME20 proxima. -} - -input - ModoEstrategia(3); - DistanciaMinimaLequePontos(45); - DistanciaCompressao20x200(100); - DistanciaMaximaPrecoMME20(270); - DistanciaToqueMME20(65); - MinBarrasConfirmacao(1); - ConfirmacoesRompimento(2); - UsarConfirmacaoCandle(true); - UsarOCO(true); - StopLossPontos(165); - TakeProfitPontos(264); - UsarSaidaPorTempo(true); - MaxBarrasPosicao(11); - -var - mme9, mme20, mma50, mma200 : float; - slope20, slope50, slope200 : float; - dist920, dist2050, dist20200, distPreco20 : float; - topoLookback, fundoLookback : float; - iAlta, iBaixa, iBarrasPosicao : integer; - bCompressao, bLequeAlta, bLequeBaixa : boolean; - bPullbackCompra, bPullbackVenda : boolean; - bRompAlta, bRompBaixa : boolean; - bCompra, bVenda, bConfCompra, bConfVenda : boolean; - bEstavaPosicionado, bSaidaOCOCompra, bSaidaOCOVenda : boolean; - fPrecoEntrada, fStopAtual, fAlvoAtual : float; - -begin - mme9 := MediaExp(9, Close); - mme20 := MediaExp(20, Close); - mma50 := Media(50, Close); - mma200 := Media(200, Close); - - slope20 := mme20 - mme20[1]; - slope50 := mma50 - mma50[1]; - slope200 := mma200 - mma200[1]; - - dist920 := Abs(mme9 - mme20); - dist2050 := Abs(mme20 - mma50); - dist20200 := Abs(mme20 - mma200); - distPreco20 := Abs(Close - mme20); - - topoLookback := Highest(High, 12); - fundoLookback := Lowest(Low, 12); - - bCompressao := dist20200 <= DistanciaCompressao20x200; - - bLequeAlta := (Close > mme9) and (mme9 > mme20) and (mme20 > mma50) and (mma50 > mma200) - and (slope20 > 0) and (slope50 > 0) - and (dist920 >= DistanciaMinimaLequePontos) - and (dist2050 >= DistanciaMinimaLequePontos); - - bLequeBaixa := (Close < mme9) and (mme9 < mme20) and (mme20 < mma50) and (mma50 < mma200) - and (slope20 < 0) and (slope50 < 0) - and (dist920 >= DistanciaMinimaLequePontos) - and (dist2050 >= DistanciaMinimaLequePontos); - - bPullbackCompra := (not bCompressao) and (mma50 > mma200) and (slope20 > 0) - and (Abs(Low - mme20) <= DistanciaToqueMME20) and (Close > mme20); - bPullbackVenda := (not bCompressao) and (mma50 < mma200) and (slope20 < 0) - and (Abs(High - mme20) <= DistanciaToqueMME20) and (Close < mme20); - - bRompAlta := (dist20200 <= DistanciaToqueMME20) and (Close > mma200) and (Close >= topoLookback[1]) and (mme9 > mme20); - bRompBaixa := (dist20200 <= DistanciaToqueMME20) and (Close < mma200) and (Close <= fundoLookback[1]) and (mme9 < mme20); - - bConfCompra := (not UsarConfirmacaoCandle) or (Close > High[1]); - bConfVenda := (not UsarConfirmacaoCandle) or (Close < Low[1]); - - if bLequeAlta or bPullbackCompra or bRompAlta then - iAlta := iAlta + 1 - else - iAlta := 0; - - if bLequeBaixa or bPullbackVenda or bRompBaixa then - iBaixa := iBaixa + 1 - else - iBaixa := 0; - - bCompra := false; - bVenda := false; - - if ModoEstrategia = 1 then - begin - bCompra := bLequeAlta and (not bCompressao) and (distPreco20 <= DistanciaMaximaPrecoMME20) and (iAlta >= MinBarrasConfirmacao); - bVenda := bLequeBaixa and (not bCompressao) and (distPreco20 <= DistanciaMaximaPrecoMME20) and (iBaixa >= MinBarrasConfirmacao); - end - else if ModoEstrategia = 2 then - begin - bCompra := bPullbackCompra and bConfCompra; - bVenda := bPullbackVenda and bConfVenda; - end - else if ModoEstrategia = 3 then - begin - bCompra := bRompAlta and (iAlta >= ConfirmacoesRompimento); - bVenda := bRompBaixa and (iBaixa >= ConfirmacoesRompimento); - end - else if ModoEstrategia = 4 then - begin - bCompra := (not bCompressao) and bLequeAlta and (slope200 >= 0) and (iAlta >= MinBarrasConfirmacao); - bVenda := (not bCompressao) and bLequeBaixa and (slope200 <= 0) and (iBaixa >= MinBarrasConfirmacao); - end - else - begin - bCompra := (bPullbackCompra or bRompAlta) and (not bCompressao) and bConfCompra; - bVenda := (bPullbackVenda or bRompBaixa) and (not bCompressao) and bConfVenda; - end; - - if IsBought or IsSold then - iBarrasPosicao := iBarrasPosicao + 1 - else - iBarrasPosicao := 0; - - if (not IsBought) and (not IsSold) then - begin - if bCompra then - BuyAtMarket - else if bVenda then - SellShortAtMarket; - end; - - bSaidaOCOCompra := false; - bSaidaOCOVenda := false; - - if IsBought and bEstavaPosicionado then - begin - fStopAtual := fPrecoEntrada - StopLossPontos; - fAlvoAtual := fPrecoEntrada + TakeProfitPontos; - bSaidaOCOCompra := UsarOCO and ((Low <= fStopAtual) or (High >= fAlvoAtual)); - end; - - if IsSold and bEstavaPosicionado then - begin - fStopAtual := fPrecoEntrada + StopLossPontos; - fAlvoAtual := fPrecoEntrada - TakeProfitPontos; - bSaidaOCOVenda := UsarOCO and ((High >= fStopAtual) or (Low <= fAlvoAtual)); - end; - - if IsBought and ( - bCompressao - or (Close < mme20) - or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) - or bSaidaOCOCompra - ) then - ClosePosition; - - if IsSold and ( - bCompressao - or (Close > mme20) - or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) - or bSaidaOCOVenda - ) then - ClosePosition; - - if (not bEstavaPosicionado) and IsBought then - fPrecoEntrada := Close; - - if (not bEstavaPosicionado) and IsSold then - fPrecoEntrada := Close; - - bEstavaPosicionado := IsBought or IsSold; -end; diff --git a/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v28_romp200.txt b/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v28_romp200.txt deleted file mode 100644 index 52c3499..0000000 --- a/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v28_romp200.txt +++ /dev/null @@ -1,168 +0,0 @@ -{ - Estrategia: robo_medias_v28_romp200 - Autor: Wesley - Descricao: Rompimento da MMA200 com MME20 proxima. -} - -input - ModoEstrategia(3); - DistanciaMinimaLequePontos(30); - DistanciaCompressao20x200(110); - DistanciaMaximaPrecoMME20(300); - DistanciaToqueMME20(35); - MinBarrasConfirmacao(2); - ConfirmacoesRompimento(1); - UsarConfirmacaoCandle(true); - UsarOCO(true); - StopLossPontos(180); - TakeProfitPontos(306); - UsarSaidaPorTempo(true); - MaxBarrasPosicao(12); - -var - mme9, mme20, mma50, mma200 : float; - slope20, slope50, slope200 : float; - dist920, dist2050, dist20200, distPreco20 : float; - topoLookback, fundoLookback : float; - iAlta, iBaixa, iBarrasPosicao : integer; - bCompressao, bLequeAlta, bLequeBaixa : boolean; - bPullbackCompra, bPullbackVenda : boolean; - bRompAlta, bRompBaixa : boolean; - bCompra, bVenda, bConfCompra, bConfVenda : boolean; - bEstavaPosicionado, bSaidaOCOCompra, bSaidaOCOVenda : boolean; - fPrecoEntrada, fStopAtual, fAlvoAtual : float; - -begin - mme9 := MediaExp(9, Close); - mme20 := MediaExp(20, Close); - mma50 := Media(50, Close); - mma200 := Media(200, Close); - - slope20 := mme20 - mme20[1]; - slope50 := mma50 - mma50[1]; - slope200 := mma200 - mma200[1]; - - dist920 := Abs(mme9 - mme20); - dist2050 := Abs(mme20 - mma50); - dist20200 := Abs(mme20 - mma200); - distPreco20 := Abs(Close - mme20); - - topoLookback := Highest(High, 12); - fundoLookback := Lowest(Low, 12); - - bCompressao := dist20200 <= DistanciaCompressao20x200; - - bLequeAlta := (Close > mme9) and (mme9 > mme20) and (mme20 > mma50) and (mma50 > mma200) - and (slope20 > 0) and (slope50 > 0) - and (dist920 >= DistanciaMinimaLequePontos) - and (dist2050 >= DistanciaMinimaLequePontos); - - bLequeBaixa := (Close < mme9) and (mme9 < mme20) and (mme20 < mma50) and (mma50 < mma200) - and (slope20 < 0) and (slope50 < 0) - and (dist920 >= DistanciaMinimaLequePontos) - and (dist2050 >= DistanciaMinimaLequePontos); - - bPullbackCompra := (not bCompressao) and (mma50 > mma200) and (slope20 > 0) - and (Abs(Low - mme20) <= DistanciaToqueMME20) and (Close > mme20); - bPullbackVenda := (not bCompressao) and (mma50 < mma200) and (slope20 < 0) - and (Abs(High - mme20) <= DistanciaToqueMME20) and (Close < mme20); - - bRompAlta := (dist20200 <= DistanciaToqueMME20) and (Close > mma200) and (Close >= topoLookback[1]) and (mme9 > mme20); - bRompBaixa := (dist20200 <= DistanciaToqueMME20) and (Close < mma200) and (Close <= fundoLookback[1]) and (mme9 < mme20); - - bConfCompra := (not UsarConfirmacaoCandle) or (Close > High[1]); - bConfVenda := (not UsarConfirmacaoCandle) or (Close < Low[1]); - - if bLequeAlta or bPullbackCompra or bRompAlta then - iAlta := iAlta + 1 - else - iAlta := 0; - - if bLequeBaixa or bPullbackVenda or bRompBaixa then - iBaixa := iBaixa + 1 - else - iBaixa := 0; - - bCompra := false; - bVenda := false; - - if ModoEstrategia = 1 then - begin - bCompra := bLequeAlta and (not bCompressao) and (distPreco20 <= DistanciaMaximaPrecoMME20) and (iAlta >= MinBarrasConfirmacao); - bVenda := bLequeBaixa and (not bCompressao) and (distPreco20 <= DistanciaMaximaPrecoMME20) and (iBaixa >= MinBarrasConfirmacao); - end - else if ModoEstrategia = 2 then - begin - bCompra := bPullbackCompra and bConfCompra; - bVenda := bPullbackVenda and bConfVenda; - end - else if ModoEstrategia = 3 then - begin - bCompra := bRompAlta and (iAlta >= ConfirmacoesRompimento); - bVenda := bRompBaixa and (iBaixa >= ConfirmacoesRompimento); - end - else if ModoEstrategia = 4 then - begin - bCompra := (not bCompressao) and bLequeAlta and (slope200 >= 0) and (iAlta >= MinBarrasConfirmacao); - bVenda := (not bCompressao) and bLequeBaixa and (slope200 <= 0) and (iBaixa >= MinBarrasConfirmacao); - end - else - begin - bCompra := (bPullbackCompra or bRompAlta) and (not bCompressao) and bConfCompra; - bVenda := (bPullbackVenda or bRompBaixa) and (not bCompressao) and bConfVenda; - end; - - if IsBought or IsSold then - iBarrasPosicao := iBarrasPosicao + 1 - else - iBarrasPosicao := 0; - - if (not IsBought) and (not IsSold) then - begin - if bCompra then - BuyAtMarket - else if bVenda then - SellShortAtMarket; - end; - - bSaidaOCOCompra := false; - bSaidaOCOVenda := false; - - if IsBought and bEstavaPosicionado then - begin - fStopAtual := fPrecoEntrada - StopLossPontos; - fAlvoAtual := fPrecoEntrada + TakeProfitPontos; - bSaidaOCOCompra := UsarOCO and ((Low <= fStopAtual) or (High >= fAlvoAtual)); - end; - - if IsSold and bEstavaPosicionado then - begin - fStopAtual := fPrecoEntrada + StopLossPontos; - fAlvoAtual := fPrecoEntrada - TakeProfitPontos; - bSaidaOCOVenda := UsarOCO and ((High >= fStopAtual) or (Low <= fAlvoAtual)); - end; - - if IsBought and ( - bCompressao - or (Close < mme20) - or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) - or bSaidaOCOCompra - ) then - ClosePosition; - - if IsSold and ( - bCompressao - or (Close > mme20) - or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) - or bSaidaOCOVenda - ) then - ClosePosition; - - if (not bEstavaPosicionado) and IsBought then - fPrecoEntrada := Close; - - if (not bEstavaPosicionado) and IsSold then - fPrecoEntrada := Close; - - bEstavaPosicionado := IsBought or IsSold; -end; diff --git a/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v29_romp200.txt b/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v29_romp200.txt deleted file mode 100644 index 3f8e24e..0000000 --- a/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v29_romp200.txt +++ /dev/null @@ -1,168 +0,0 @@ -{ - Estrategia: robo_medias_v29_romp200 - Autor: Wesley - Descricao: Rompimento da MMA200 com MME20 proxima. -} - -input - ModoEstrategia(3); - DistanciaMinimaLequePontos(35); - DistanciaCompressao20x200(70); - DistanciaMaximaPrecoMME20(180); - DistanciaToqueMME20(45); - MinBarrasConfirmacao(3); - ConfirmacoesRompimento(2); - UsarConfirmacaoCandle(true); - UsarOCO(true); - StopLossPontos(195); - TakeProfitPontos(351); - UsarSaidaPorTempo(true); - MaxBarrasPosicao(13); - -var - mme9, mme20, mma50, mma200 : float; - slope20, slope50, slope200 : float; - dist920, dist2050, dist20200, distPreco20 : float; - topoLookback, fundoLookback : float; - iAlta, iBaixa, iBarrasPosicao : integer; - bCompressao, bLequeAlta, bLequeBaixa : boolean; - bPullbackCompra, bPullbackVenda : boolean; - bRompAlta, bRompBaixa : boolean; - bCompra, bVenda, bConfCompra, bConfVenda : boolean; - bEstavaPosicionado, bSaidaOCOCompra, bSaidaOCOVenda : boolean; - fPrecoEntrada, fStopAtual, fAlvoAtual : float; - -begin - mme9 := MediaExp(9, Close); - mme20 := MediaExp(20, Close); - mma50 := Media(50, Close); - mma200 := Media(200, Close); - - slope20 := mme20 - mme20[1]; - slope50 := mma50 - mma50[1]; - slope200 := mma200 - mma200[1]; - - dist920 := Abs(mme9 - mme20); - dist2050 := Abs(mme20 - mma50); - dist20200 := Abs(mme20 - mma200); - distPreco20 := Abs(Close - mme20); - - topoLookback := Highest(High, 12); - fundoLookback := Lowest(Low, 12); - - bCompressao := dist20200 <= DistanciaCompressao20x200; - - bLequeAlta := (Close > mme9) and (mme9 > mme20) and (mme20 > mma50) and (mma50 > mma200) - and (slope20 > 0) and (slope50 > 0) - and (dist920 >= DistanciaMinimaLequePontos) - and (dist2050 >= DistanciaMinimaLequePontos); - - bLequeBaixa := (Close < mme9) and (mme9 < mme20) and (mme20 < mma50) and (mma50 < mma200) - and (slope20 < 0) and (slope50 < 0) - and (dist920 >= DistanciaMinimaLequePontos) - and (dist2050 >= DistanciaMinimaLequePontos); - - bPullbackCompra := (not bCompressao) and (mma50 > mma200) and (slope20 > 0) - and (Abs(Low - mme20) <= DistanciaToqueMME20) and (Close > mme20); - bPullbackVenda := (not bCompressao) and (mma50 < mma200) and (slope20 < 0) - and (Abs(High - mme20) <= DistanciaToqueMME20) and (Close < mme20); - - bRompAlta := (dist20200 <= DistanciaToqueMME20) and (Close > mma200) and (Close >= topoLookback[1]) and (mme9 > mme20); - bRompBaixa := (dist20200 <= DistanciaToqueMME20) and (Close < mma200) and (Close <= fundoLookback[1]) and (mme9 < mme20); - - bConfCompra := (not UsarConfirmacaoCandle) or (Close > High[1]); - bConfVenda := (not UsarConfirmacaoCandle) or (Close < Low[1]); - - if bLequeAlta or bPullbackCompra or bRompAlta then - iAlta := iAlta + 1 - else - iAlta := 0; - - if bLequeBaixa or bPullbackVenda or bRompBaixa then - iBaixa := iBaixa + 1 - else - iBaixa := 0; - - bCompra := false; - bVenda := false; - - if ModoEstrategia = 1 then - begin - bCompra := bLequeAlta and (not bCompressao) and (distPreco20 <= DistanciaMaximaPrecoMME20) and (iAlta >= MinBarrasConfirmacao); - bVenda := bLequeBaixa and (not bCompressao) and (distPreco20 <= DistanciaMaximaPrecoMME20) and (iBaixa >= MinBarrasConfirmacao); - end - else if ModoEstrategia = 2 then - begin - bCompra := bPullbackCompra and bConfCompra; - bVenda := bPullbackVenda and bConfVenda; - end - else if ModoEstrategia = 3 then - begin - bCompra := bRompAlta and (iAlta >= ConfirmacoesRompimento); - bVenda := bRompBaixa and (iBaixa >= ConfirmacoesRompimento); - end - else if ModoEstrategia = 4 then - begin - bCompra := (not bCompressao) and bLequeAlta and (slope200 >= 0) and (iAlta >= MinBarrasConfirmacao); - bVenda := (not bCompressao) and bLequeBaixa and (slope200 <= 0) and (iBaixa >= MinBarrasConfirmacao); - end - else - begin - bCompra := (bPullbackCompra or bRompAlta) and (not bCompressao) and bConfCompra; - bVenda := (bPullbackVenda or bRompBaixa) and (not bCompressao) and bConfVenda; - end; - - if IsBought or IsSold then - iBarrasPosicao := iBarrasPosicao + 1 - else - iBarrasPosicao := 0; - - if (not IsBought) and (not IsSold) then - begin - if bCompra then - BuyAtMarket - else if bVenda then - SellShortAtMarket; - end; - - bSaidaOCOCompra := false; - bSaidaOCOVenda := false; - - if IsBought and bEstavaPosicionado then - begin - fStopAtual := fPrecoEntrada - StopLossPontos; - fAlvoAtual := fPrecoEntrada + TakeProfitPontos; - bSaidaOCOCompra := UsarOCO and ((Low <= fStopAtual) or (High >= fAlvoAtual)); - end; - - if IsSold and bEstavaPosicionado then - begin - fStopAtual := fPrecoEntrada + StopLossPontos; - fAlvoAtual := fPrecoEntrada - TakeProfitPontos; - bSaidaOCOVenda := UsarOCO and ((High >= fStopAtual) or (Low <= fAlvoAtual)); - end; - - if IsBought and ( - bCompressao - or (Close < mme20) - or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) - or bSaidaOCOCompra - ) then - ClosePosition; - - if IsSold and ( - bCompressao - or (Close > mme20) - or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) - or bSaidaOCOVenda - ) then - ClosePosition; - - if (not bEstavaPosicionado) and IsBought then - fPrecoEntrada := Close; - - if (not bEstavaPosicionado) and IsSold then - fPrecoEntrada := Close; - - bEstavaPosicionado := IsBought or IsSold; -end; diff --git a/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v2_pullback_20_regime.txt b/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v2_pullback_20_regime.txt deleted file mode 100644 index 6e21289..0000000 --- a/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v2_pullback_20_regime.txt +++ /dev/null @@ -1,106 +0,0 @@ -{ - Estrategia: robo_medias_v2_pullback_20_regime - Autor: Wesley - Descricao: Opera retorno na MME20 somente quando o regime macro 50/200 estiver alinhado. -} - -input - DistanciaMaximaToqueMME20(45.0); - MinInclinacaoMME20(5.0); - UsarConfirmacaoCandle(true); - UsarOCO(true); - StopLossPontos(140.0); - TakeProfitPontos(260.0); - UsarSaidaPorTempo(true); - MaxBarrasPosicao(9); - -var - mme9, mme20, mma50, mma200 : float; - slope20 : float; - distToque20 : float; - bRegimeAlta, bRegimeBaixa : boolean; - bPullbackCompra, bPullbackVenda : boolean; - bConfirmacaoCompra, bConfirmacaoVenda : boolean; - bEstavaPosicionado, bSaidaOCOCompra, bSaidaOCOVenda : boolean; - fPrecoEntrada, fStopAtual, fAlvoAtual : float; - iBarrasPosicao : integer; - -begin - mme9 := MediaExp(9, Close); - mme20 := MediaExp(20, Close); - mma50 := Media(50, Close); - mma200 := Media(200, Close); - - slope20 := mme20 - mme20[1]; - distToque20 := Abs(Low - mme20); - - bRegimeAlta := (mma50 > mma200) and (mme20 > mma50) and (slope20 >= MinInclinacaoMME20); - bRegimeBaixa := (mma50 < mma200) and (mme20 < mma50) and (slope20 <= -MinInclinacaoMME20); - - bPullbackCompra := bRegimeAlta - and (distToque20 <= DistanciaMaximaToqueMME20) - and (Close > mme20) - and (mme9 >= mme20); - - bPullbackVenda := bRegimeBaixa - and (Abs(High - mme20) <= DistanciaMaximaToqueMME20) - and (Close < mme20) - and (mme9 <= mme20); - - bConfirmacaoCompra := (not UsarConfirmacaoCandle) or (Close > High[1]); - bConfirmacaoVenda := (not UsarConfirmacaoCandle) or (Close < Low[1]); - - if IsBought or IsSold then - iBarrasPosicao := iBarrasPosicao + 1 - else - iBarrasPosicao := 0; - - if (not IsBought) and (not IsSold) then - begin - if bPullbackCompra and bConfirmacaoCompra then - BuyAtMarket - else if bPullbackVenda and bConfirmacaoVenda then - SellShortAtMarket; - end; - - bSaidaOCOCompra := false; - bSaidaOCOVenda := false; - - if IsBought and bEstavaPosicionado then - begin - fStopAtual := fPrecoEntrada - StopLossPontos; - fAlvoAtual := fPrecoEntrada + TakeProfitPontos; - bSaidaOCOCompra := UsarOCO and ((Low <= fStopAtual) or (High >= fAlvoAtual)); - end; - - if IsSold and bEstavaPosicionado then - begin - fStopAtual := fPrecoEntrada + StopLossPontos; - fAlvoAtual := fPrecoEntrada - TakeProfitPontos; - bSaidaOCOVenda := UsarOCO and ((High >= fStopAtual) or (Low <= fAlvoAtual)); - end; - - if IsBought and ( - (Close < mme20) - or (mma50 < mma200) - or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) - or bSaidaOCOCompra - ) then - ClosePosition; - - if IsSold and ( - (Close > mme20) - or (mma50 > mma200) - or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) - or bSaidaOCOVenda - ) then - ClosePosition; - - if (not bEstavaPosicionado) and IsBought then - fPrecoEntrada := Close; - - if (not bEstavaPosicionado) and IsSold then - fPrecoEntrada := Close; - - bEstavaPosicionado := IsBought or IsSold; -end; diff --git a/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v30_romp200.txt b/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v30_romp200.txt deleted file mode 100644 index 2fddaa7..0000000 --- a/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v30_romp200.txt +++ /dev/null @@ -1,168 +0,0 @@ -{ - Estrategia: robo_medias_v30_romp200 - Autor: Wesley - Descricao: Rompimento da MMA200 com MME20 proxima. -} - -input - ModoEstrategia(3); - DistanciaMinimaLequePontos(40); - DistanciaCompressao20x200(80); - DistanciaMaximaPrecoMME20(210); - DistanciaToqueMME20(55); - MinBarrasConfirmacao(1); - ConfirmacoesRompimento(1); - UsarConfirmacaoCandle(true); - UsarOCO(true); - StopLossPontos(210); - TakeProfitPontos(336); - UsarSaidaPorTempo(true); - MaxBarrasPosicao(8); - -var - mme9, mme20, mma50, mma200 : float; - slope20, slope50, slope200 : float; - dist920, dist2050, dist20200, distPreco20 : float; - topoLookback, fundoLookback : float; - iAlta, iBaixa, iBarrasPosicao : integer; - bCompressao, bLequeAlta, bLequeBaixa : boolean; - bPullbackCompra, bPullbackVenda : boolean; - bRompAlta, bRompBaixa : boolean; - bCompra, bVenda, bConfCompra, bConfVenda : boolean; - bEstavaPosicionado, bSaidaOCOCompra, bSaidaOCOVenda : boolean; - fPrecoEntrada, fStopAtual, fAlvoAtual : float; - -begin - mme9 := MediaExp(9, Close); - mme20 := MediaExp(20, Close); - mma50 := Media(50, Close); - mma200 := Media(200, Close); - - slope20 := mme20 - mme20[1]; - slope50 := mma50 - mma50[1]; - slope200 := mma200 - mma200[1]; - - dist920 := Abs(mme9 - mme20); - dist2050 := Abs(mme20 - mma50); - dist20200 := Abs(mme20 - mma200); - distPreco20 := Abs(Close - mme20); - - topoLookback := Highest(High, 12); - fundoLookback := Lowest(Low, 12); - - bCompressao := dist20200 <= DistanciaCompressao20x200; - - bLequeAlta := (Close > mme9) and (mme9 > mme20) and (mme20 > mma50) and (mma50 > mma200) - and (slope20 > 0) and (slope50 > 0) - and (dist920 >= DistanciaMinimaLequePontos) - and (dist2050 >= DistanciaMinimaLequePontos); - - bLequeBaixa := (Close < mme9) and (mme9 < mme20) and (mme20 < mma50) and (mma50 < mma200) - and (slope20 < 0) and (slope50 < 0) - and (dist920 >= DistanciaMinimaLequePontos) - and (dist2050 >= DistanciaMinimaLequePontos); - - bPullbackCompra := (not bCompressao) and (mma50 > mma200) and (slope20 > 0) - and (Abs(Low - mme20) <= DistanciaToqueMME20) and (Close > mme20); - bPullbackVenda := (not bCompressao) and (mma50 < mma200) and (slope20 < 0) - and (Abs(High - mme20) <= DistanciaToqueMME20) and (Close < mme20); - - bRompAlta := (dist20200 <= DistanciaToqueMME20) and (Close > mma200) and (Close >= topoLookback[1]) and (mme9 > mme20); - bRompBaixa := (dist20200 <= DistanciaToqueMME20) and (Close < mma200) and (Close <= fundoLookback[1]) and (mme9 < mme20); - - bConfCompra := (not UsarConfirmacaoCandle) or (Close > High[1]); - bConfVenda := (not UsarConfirmacaoCandle) or (Close < Low[1]); - - if bLequeAlta or bPullbackCompra or bRompAlta then - iAlta := iAlta + 1 - else - iAlta := 0; - - if bLequeBaixa or bPullbackVenda or bRompBaixa then - iBaixa := iBaixa + 1 - else - iBaixa := 0; - - bCompra := false; - bVenda := false; - - if ModoEstrategia = 1 then - begin - bCompra := bLequeAlta and (not bCompressao) and (distPreco20 <= DistanciaMaximaPrecoMME20) and (iAlta >= MinBarrasConfirmacao); - bVenda := bLequeBaixa and (not bCompressao) and (distPreco20 <= DistanciaMaximaPrecoMME20) and (iBaixa >= MinBarrasConfirmacao); - end - else if ModoEstrategia = 2 then - begin - bCompra := bPullbackCompra and bConfCompra; - bVenda := bPullbackVenda and bConfVenda; - end - else if ModoEstrategia = 3 then - begin - bCompra := bRompAlta and (iAlta >= ConfirmacoesRompimento); - bVenda := bRompBaixa and (iBaixa >= ConfirmacoesRompimento); - end - else if ModoEstrategia = 4 then - begin - bCompra := (not bCompressao) and bLequeAlta and (slope200 >= 0) and (iAlta >= MinBarrasConfirmacao); - bVenda := (not bCompressao) and bLequeBaixa and (slope200 <= 0) and (iBaixa >= MinBarrasConfirmacao); - end - else - begin - bCompra := (bPullbackCompra or bRompAlta) and (not bCompressao) and bConfCompra; - bVenda := (bPullbackVenda or bRompBaixa) and (not bCompressao) and bConfVenda; - end; - - if IsBought or IsSold then - iBarrasPosicao := iBarrasPosicao + 1 - else - iBarrasPosicao := 0; - - if (not IsBought) and (not IsSold) then - begin - if bCompra then - BuyAtMarket - else if bVenda then - SellShortAtMarket; - end; - - bSaidaOCOCompra := false; - bSaidaOCOVenda := false; - - if IsBought and bEstavaPosicionado then - begin - fStopAtual := fPrecoEntrada - StopLossPontos; - fAlvoAtual := fPrecoEntrada + TakeProfitPontos; - bSaidaOCOCompra := UsarOCO and ((Low <= fStopAtual) or (High >= fAlvoAtual)); - end; - - if IsSold and bEstavaPosicionado then - begin - fStopAtual := fPrecoEntrada + StopLossPontos; - fAlvoAtual := fPrecoEntrada - TakeProfitPontos; - bSaidaOCOVenda := UsarOCO and ((High >= fStopAtual) or (Low <= fAlvoAtual)); - end; - - if IsBought and ( - bCompressao - or (Close < mme20) - or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) - or bSaidaOCOCompra - ) then - ClosePosition; - - if IsSold and ( - bCompressao - or (Close > mme20) - or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) - or bSaidaOCOVenda - ) then - ClosePosition; - - if (not bEstavaPosicionado) and IsBought then - fPrecoEntrada := Close; - - if (not bEstavaPosicionado) and IsSold then - fPrecoEntrada := Close; - - bEstavaPosicionado := IsBought or IsSold; -end; diff --git a/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v31_romp200.txt b/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v31_romp200.txt deleted file mode 100644 index 69dd598..0000000 --- a/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v31_romp200.txt +++ /dev/null @@ -1,168 +0,0 @@ -{ - Estrategia: robo_medias_v31_romp200 - Autor: Wesley - Descricao: Rompimento da MMA200 com MME20 proxima. -} - -input - ModoEstrategia(3); - DistanciaMinimaLequePontos(45); - DistanciaCompressao20x200(90); - DistanciaMaximaPrecoMME20(240); - DistanciaToqueMME20(65); - MinBarrasConfirmacao(2); - ConfirmacoesRompimento(2); - UsarConfirmacaoCandle(true); - UsarOCO(true); - StopLossPontos(225); - TakeProfitPontos(382.5); - UsarSaidaPorTempo(true); - MaxBarrasPosicao(9); - -var - mme9, mme20, mma50, mma200 : float; - slope20, slope50, slope200 : float; - dist920, dist2050, dist20200, distPreco20 : float; - topoLookback, fundoLookback : float; - iAlta, iBaixa, iBarrasPosicao : integer; - bCompressao, bLequeAlta, bLequeBaixa : boolean; - bPullbackCompra, bPullbackVenda : boolean; - bRompAlta, bRompBaixa : boolean; - bCompra, bVenda, bConfCompra, bConfVenda : boolean; - bEstavaPosicionado, bSaidaOCOCompra, bSaidaOCOVenda : boolean; - fPrecoEntrada, fStopAtual, fAlvoAtual : float; - -begin - mme9 := MediaExp(9, Close); - mme20 := MediaExp(20, Close); - mma50 := Media(50, Close); - mma200 := Media(200, Close); - - slope20 := mme20 - mme20[1]; - slope50 := mma50 - mma50[1]; - slope200 := mma200 - mma200[1]; - - dist920 := Abs(mme9 - mme20); - dist2050 := Abs(mme20 - mma50); - dist20200 := Abs(mme20 - mma200); - distPreco20 := Abs(Close - mme20); - - topoLookback := Highest(High, 12); - fundoLookback := Lowest(Low, 12); - - bCompressao := dist20200 <= DistanciaCompressao20x200; - - bLequeAlta := (Close > mme9) and (mme9 > mme20) and (mme20 > mma50) and (mma50 > mma200) - and (slope20 > 0) and (slope50 > 0) - and (dist920 >= DistanciaMinimaLequePontos) - and (dist2050 >= DistanciaMinimaLequePontos); - - bLequeBaixa := (Close < mme9) and (mme9 < mme20) and (mme20 < mma50) and (mma50 < mma200) - and (slope20 < 0) and (slope50 < 0) - and (dist920 >= DistanciaMinimaLequePontos) - and (dist2050 >= DistanciaMinimaLequePontos); - - bPullbackCompra := (not bCompressao) and (mma50 > mma200) and (slope20 > 0) - and (Abs(Low - mme20) <= DistanciaToqueMME20) and (Close > mme20); - bPullbackVenda := (not bCompressao) and (mma50 < mma200) and (slope20 < 0) - and (Abs(High - mme20) <= DistanciaToqueMME20) and (Close < mme20); - - bRompAlta := (dist20200 <= DistanciaToqueMME20) and (Close > mma200) and (Close >= topoLookback[1]) and (mme9 > mme20); - bRompBaixa := (dist20200 <= DistanciaToqueMME20) and (Close < mma200) and (Close <= fundoLookback[1]) and (mme9 < mme20); - - bConfCompra := (not UsarConfirmacaoCandle) or (Close > High[1]); - bConfVenda := (not UsarConfirmacaoCandle) or (Close < Low[1]); - - if bLequeAlta or bPullbackCompra or bRompAlta then - iAlta := iAlta + 1 - else - iAlta := 0; - - if bLequeBaixa or bPullbackVenda or bRompBaixa then - iBaixa := iBaixa + 1 - else - iBaixa := 0; - - bCompra := false; - bVenda := false; - - if ModoEstrategia = 1 then - begin - bCompra := bLequeAlta and (not bCompressao) and (distPreco20 <= DistanciaMaximaPrecoMME20) and (iAlta >= MinBarrasConfirmacao); - bVenda := bLequeBaixa and (not bCompressao) and (distPreco20 <= DistanciaMaximaPrecoMME20) and (iBaixa >= MinBarrasConfirmacao); - end - else if ModoEstrategia = 2 then - begin - bCompra := bPullbackCompra and bConfCompra; - bVenda := bPullbackVenda and bConfVenda; - end - else if ModoEstrategia = 3 then - begin - bCompra := bRompAlta and (iAlta >= ConfirmacoesRompimento); - bVenda := bRompBaixa and (iBaixa >= ConfirmacoesRompimento); - end - else if ModoEstrategia = 4 then - begin - bCompra := (not bCompressao) and bLequeAlta and (slope200 >= 0) and (iAlta >= MinBarrasConfirmacao); - bVenda := (not bCompressao) and bLequeBaixa and (slope200 <= 0) and (iBaixa >= MinBarrasConfirmacao); - end - else - begin - bCompra := (bPullbackCompra or bRompAlta) and (not bCompressao) and bConfCompra; - bVenda := (bPullbackVenda or bRompBaixa) and (not bCompressao) and bConfVenda; - end; - - if IsBought or IsSold then - iBarrasPosicao := iBarrasPosicao + 1 - else - iBarrasPosicao := 0; - - if (not IsBought) and (not IsSold) then - begin - if bCompra then - BuyAtMarket - else if bVenda then - SellShortAtMarket; - end; - - bSaidaOCOCompra := false; - bSaidaOCOVenda := false; - - if IsBought and bEstavaPosicionado then - begin - fStopAtual := fPrecoEntrada - StopLossPontos; - fAlvoAtual := fPrecoEntrada + TakeProfitPontos; - bSaidaOCOCompra := UsarOCO and ((Low <= fStopAtual) or (High >= fAlvoAtual)); - end; - - if IsSold and bEstavaPosicionado then - begin - fStopAtual := fPrecoEntrada + StopLossPontos; - fAlvoAtual := fPrecoEntrada - TakeProfitPontos; - bSaidaOCOVenda := UsarOCO and ((High >= fStopAtual) or (Low <= fAlvoAtual)); - end; - - if IsBought and ( - bCompressao - or (Close < mme20) - or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) - or bSaidaOCOCompra - ) then - ClosePosition; - - if IsSold and ( - bCompressao - or (Close > mme20) - or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) - or bSaidaOCOVenda - ) then - ClosePosition; - - if (not bEstavaPosicionado) and IsBought then - fPrecoEntrada := Close; - - if (not bEstavaPosicionado) and IsSold then - fPrecoEntrada := Close; - - bEstavaPosicionado := IsBought or IsSold; -end; diff --git a/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v32_romp200.txt b/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v32_romp200.txt deleted file mode 100644 index f151c58..0000000 --- a/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v32_romp200.txt +++ /dev/null @@ -1,168 +0,0 @@ -{ - Estrategia: robo_medias_v32_romp200 - Autor: Wesley - Descricao: Rompimento da MMA200 com MME20 proxima. -} - -input - ModoEstrategia(3); - DistanciaMinimaLequePontos(30); - DistanciaCompressao20x200(100); - DistanciaMaximaPrecoMME20(270); - DistanciaToqueMME20(35); - MinBarrasConfirmacao(3); - ConfirmacoesRompimento(1); - UsarConfirmacaoCandle(true); - UsarOCO(true); - StopLossPontos(240); - TakeProfitPontos(432); - UsarSaidaPorTempo(true); - MaxBarrasPosicao(10); - -var - mme9, mme20, mma50, mma200 : float; - slope20, slope50, slope200 : float; - dist920, dist2050, dist20200, distPreco20 : float; - topoLookback, fundoLookback : float; - iAlta, iBaixa, iBarrasPosicao : integer; - bCompressao, bLequeAlta, bLequeBaixa : boolean; - bPullbackCompra, bPullbackVenda : boolean; - bRompAlta, bRompBaixa : boolean; - bCompra, bVenda, bConfCompra, bConfVenda : boolean; - bEstavaPosicionado, bSaidaOCOCompra, bSaidaOCOVenda : boolean; - fPrecoEntrada, fStopAtual, fAlvoAtual : float; - -begin - mme9 := MediaExp(9, Close); - mme20 := MediaExp(20, Close); - mma50 := Media(50, Close); - mma200 := Media(200, Close); - - slope20 := mme20 - mme20[1]; - slope50 := mma50 - mma50[1]; - slope200 := mma200 - mma200[1]; - - dist920 := Abs(mme9 - mme20); - dist2050 := Abs(mme20 - mma50); - dist20200 := Abs(mme20 - mma200); - distPreco20 := Abs(Close - mme20); - - topoLookback := Highest(High, 12); - fundoLookback := Lowest(Low, 12); - - bCompressao := dist20200 <= DistanciaCompressao20x200; - - bLequeAlta := (Close > mme9) and (mme9 > mme20) and (mme20 > mma50) and (mma50 > mma200) - and (slope20 > 0) and (slope50 > 0) - and (dist920 >= DistanciaMinimaLequePontos) - and (dist2050 >= DistanciaMinimaLequePontos); - - bLequeBaixa := (Close < mme9) and (mme9 < mme20) and (mme20 < mma50) and (mma50 < mma200) - and (slope20 < 0) and (slope50 < 0) - and (dist920 >= DistanciaMinimaLequePontos) - and (dist2050 >= DistanciaMinimaLequePontos); - - bPullbackCompra := (not bCompressao) and (mma50 > mma200) and (slope20 > 0) - and (Abs(Low - mme20) <= DistanciaToqueMME20) and (Close > mme20); - bPullbackVenda := (not bCompressao) and (mma50 < mma200) and (slope20 < 0) - and (Abs(High - mme20) <= DistanciaToqueMME20) and (Close < mme20); - - bRompAlta := (dist20200 <= DistanciaToqueMME20) and (Close > mma200) and (Close >= topoLookback[1]) and (mme9 > mme20); - bRompBaixa := (dist20200 <= DistanciaToqueMME20) and (Close < mma200) and (Close <= fundoLookback[1]) and (mme9 < mme20); - - bConfCompra := (not UsarConfirmacaoCandle) or (Close > High[1]); - bConfVenda := (not UsarConfirmacaoCandle) or (Close < Low[1]); - - if bLequeAlta or bPullbackCompra or bRompAlta then - iAlta := iAlta + 1 - else - iAlta := 0; - - if bLequeBaixa or bPullbackVenda or bRompBaixa then - iBaixa := iBaixa + 1 - else - iBaixa := 0; - - bCompra := false; - bVenda := false; - - if ModoEstrategia = 1 then - begin - bCompra := bLequeAlta and (not bCompressao) and (distPreco20 <= DistanciaMaximaPrecoMME20) and (iAlta >= MinBarrasConfirmacao); - bVenda := bLequeBaixa and (not bCompressao) and (distPreco20 <= DistanciaMaximaPrecoMME20) and (iBaixa >= MinBarrasConfirmacao); - end - else if ModoEstrategia = 2 then - begin - bCompra := bPullbackCompra and bConfCompra; - bVenda := bPullbackVenda and bConfVenda; - end - else if ModoEstrategia = 3 then - begin - bCompra := bRompAlta and (iAlta >= ConfirmacoesRompimento); - bVenda := bRompBaixa and (iBaixa >= ConfirmacoesRompimento); - end - else if ModoEstrategia = 4 then - begin - bCompra := (not bCompressao) and bLequeAlta and (slope200 >= 0) and (iAlta >= MinBarrasConfirmacao); - bVenda := (not bCompressao) and bLequeBaixa and (slope200 <= 0) and (iBaixa >= MinBarrasConfirmacao); - end - else - begin - bCompra := (bPullbackCompra or bRompAlta) and (not bCompressao) and bConfCompra; - bVenda := (bPullbackVenda or bRompBaixa) and (not bCompressao) and bConfVenda; - end; - - if IsBought or IsSold then - iBarrasPosicao := iBarrasPosicao + 1 - else - iBarrasPosicao := 0; - - if (not IsBought) and (not IsSold) then - begin - if bCompra then - BuyAtMarket - else if bVenda then - SellShortAtMarket; - end; - - bSaidaOCOCompra := false; - bSaidaOCOVenda := false; - - if IsBought and bEstavaPosicionado then - begin - fStopAtual := fPrecoEntrada - StopLossPontos; - fAlvoAtual := fPrecoEntrada + TakeProfitPontos; - bSaidaOCOCompra := UsarOCO and ((Low <= fStopAtual) or (High >= fAlvoAtual)); - end; - - if IsSold and bEstavaPosicionado then - begin - fStopAtual := fPrecoEntrada + StopLossPontos; - fAlvoAtual := fPrecoEntrada - TakeProfitPontos; - bSaidaOCOVenda := UsarOCO and ((High >= fStopAtual) or (Low <= fAlvoAtual)); - end; - - if IsBought and ( - bCompressao - or (Close < mme20) - or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) - or bSaidaOCOCompra - ) then - ClosePosition; - - if IsSold and ( - bCompressao - or (Close > mme20) - or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) - or bSaidaOCOVenda - ) then - ClosePosition; - - if (not bEstavaPosicionado) and IsBought then - fPrecoEntrada := Close; - - if (not bEstavaPosicionado) and IsSold then - fPrecoEntrada := Close; - - bEstavaPosicionado := IsBought or IsSold; -end; diff --git a/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v33_romp200.txt b/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v33_romp200.txt deleted file mode 100644 index bfbc2a9..0000000 --- a/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v33_romp200.txt +++ /dev/null @@ -1,168 +0,0 @@ -{ - Estrategia: robo_medias_v33_romp200 - Autor: Wesley - Descricao: Rompimento da MMA200 com MME20 proxima. -} - -input - ModoEstrategia(3); - DistanciaMinimaLequePontos(35); - DistanciaCompressao20x200(110); - DistanciaMaximaPrecoMME20(300); - DistanciaToqueMME20(45); - MinBarrasConfirmacao(1); - ConfirmacoesRompimento(2); - UsarConfirmacaoCandle(true); - UsarOCO(true); - StopLossPontos(255); - TakeProfitPontos(408); - UsarSaidaPorTempo(true); - MaxBarrasPosicao(11); - -var - mme9, mme20, mma50, mma200 : float; - slope20, slope50, slope200 : float; - dist920, dist2050, dist20200, distPreco20 : float; - topoLookback, fundoLookback : float; - iAlta, iBaixa, iBarrasPosicao : integer; - bCompressao, bLequeAlta, bLequeBaixa : boolean; - bPullbackCompra, bPullbackVenda : boolean; - bRompAlta, bRompBaixa : boolean; - bCompra, bVenda, bConfCompra, bConfVenda : boolean; - bEstavaPosicionado, bSaidaOCOCompra, bSaidaOCOVenda : boolean; - fPrecoEntrada, fStopAtual, fAlvoAtual : float; - -begin - mme9 := MediaExp(9, Close); - mme20 := MediaExp(20, Close); - mma50 := Media(50, Close); - mma200 := Media(200, Close); - - slope20 := mme20 - mme20[1]; - slope50 := mma50 - mma50[1]; - slope200 := mma200 - mma200[1]; - - dist920 := Abs(mme9 - mme20); - dist2050 := Abs(mme20 - mma50); - dist20200 := Abs(mme20 - mma200); - distPreco20 := Abs(Close - mme20); - - topoLookback := Highest(High, 12); - fundoLookback := Lowest(Low, 12); - - bCompressao := dist20200 <= DistanciaCompressao20x200; - - bLequeAlta := (Close > mme9) and (mme9 > mme20) and (mme20 > mma50) and (mma50 > mma200) - and (slope20 > 0) and (slope50 > 0) - and (dist920 >= DistanciaMinimaLequePontos) - and (dist2050 >= DistanciaMinimaLequePontos); - - bLequeBaixa := (Close < mme9) and (mme9 < mme20) and (mme20 < mma50) and (mma50 < mma200) - and (slope20 < 0) and (slope50 < 0) - and (dist920 >= DistanciaMinimaLequePontos) - and (dist2050 >= DistanciaMinimaLequePontos); - - bPullbackCompra := (not bCompressao) and (mma50 > mma200) and (slope20 > 0) - and (Abs(Low - mme20) <= DistanciaToqueMME20) and (Close > mme20); - bPullbackVenda := (not bCompressao) and (mma50 < mma200) and (slope20 < 0) - and (Abs(High - mme20) <= DistanciaToqueMME20) and (Close < mme20); - - bRompAlta := (dist20200 <= DistanciaToqueMME20) and (Close > mma200) and (Close >= topoLookback[1]) and (mme9 > mme20); - bRompBaixa := (dist20200 <= DistanciaToqueMME20) and (Close < mma200) and (Close <= fundoLookback[1]) and (mme9 < mme20); - - bConfCompra := (not UsarConfirmacaoCandle) or (Close > High[1]); - bConfVenda := (not UsarConfirmacaoCandle) or (Close < Low[1]); - - if bLequeAlta or bPullbackCompra or bRompAlta then - iAlta := iAlta + 1 - else - iAlta := 0; - - if bLequeBaixa or bPullbackVenda or bRompBaixa then - iBaixa := iBaixa + 1 - else - iBaixa := 0; - - bCompra := false; - bVenda := false; - - if ModoEstrategia = 1 then - begin - bCompra := bLequeAlta and (not bCompressao) and (distPreco20 <= DistanciaMaximaPrecoMME20) and (iAlta >= MinBarrasConfirmacao); - bVenda := bLequeBaixa and (not bCompressao) and (distPreco20 <= DistanciaMaximaPrecoMME20) and (iBaixa >= MinBarrasConfirmacao); - end - else if ModoEstrategia = 2 then - begin - bCompra := bPullbackCompra and bConfCompra; - bVenda := bPullbackVenda and bConfVenda; - end - else if ModoEstrategia = 3 then - begin - bCompra := bRompAlta and (iAlta >= ConfirmacoesRompimento); - bVenda := bRompBaixa and (iBaixa >= ConfirmacoesRompimento); - end - else if ModoEstrategia = 4 then - begin - bCompra := (not bCompressao) and bLequeAlta and (slope200 >= 0) and (iAlta >= MinBarrasConfirmacao); - bVenda := (not bCompressao) and bLequeBaixa and (slope200 <= 0) and (iBaixa >= MinBarrasConfirmacao); - end - else - begin - bCompra := (bPullbackCompra or bRompAlta) and (not bCompressao) and bConfCompra; - bVenda := (bPullbackVenda or bRompBaixa) and (not bCompressao) and bConfVenda; - end; - - if IsBought or IsSold then - iBarrasPosicao := iBarrasPosicao + 1 - else - iBarrasPosicao := 0; - - if (not IsBought) and (not IsSold) then - begin - if bCompra then - BuyAtMarket - else if bVenda then - SellShortAtMarket; - end; - - bSaidaOCOCompra := false; - bSaidaOCOVenda := false; - - if IsBought and bEstavaPosicionado then - begin - fStopAtual := fPrecoEntrada - StopLossPontos; - fAlvoAtual := fPrecoEntrada + TakeProfitPontos; - bSaidaOCOCompra := UsarOCO and ((Low <= fStopAtual) or (High >= fAlvoAtual)); - end; - - if IsSold and bEstavaPosicionado then - begin - fStopAtual := fPrecoEntrada + StopLossPontos; - fAlvoAtual := fPrecoEntrada - TakeProfitPontos; - bSaidaOCOVenda := UsarOCO and ((High >= fStopAtual) or (Low <= fAlvoAtual)); - end; - - if IsBought and ( - bCompressao - or (Close < mme20) - or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) - or bSaidaOCOCompra - ) then - ClosePosition; - - if IsSold and ( - bCompressao - or (Close > mme20) - or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) - or bSaidaOCOVenda - ) then - ClosePosition; - - if (not bEstavaPosicionado) and IsBought then - fPrecoEntrada := Close; - - if (not bEstavaPosicionado) and IsSold then - fPrecoEntrada := Close; - - bEstavaPosicionado := IsBought or IsSold; -end; diff --git a/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v34_romp200.txt b/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v34_romp200.txt deleted file mode 100644 index 47010ef..0000000 --- a/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v34_romp200.txt +++ /dev/null @@ -1,168 +0,0 @@ -{ - Estrategia: robo_medias_v34_romp200 - Autor: Wesley - Descricao: Rompimento da MMA200 com MME20 proxima. -} - -input - ModoEstrategia(3); - DistanciaMinimaLequePontos(40); - DistanciaCompressao20x200(70); - DistanciaMaximaPrecoMME20(180); - DistanciaToqueMME20(55); - MinBarrasConfirmacao(2); - ConfirmacoesRompimento(1); - UsarConfirmacaoCandle(true); - UsarOCO(true); - StopLossPontos(270); - TakeProfitPontos(459); - UsarSaidaPorTempo(true); - MaxBarrasPosicao(12); - -var - mme9, mme20, mma50, mma200 : float; - slope20, slope50, slope200 : float; - dist920, dist2050, dist20200, distPreco20 : float; - topoLookback, fundoLookback : float; - iAlta, iBaixa, iBarrasPosicao : integer; - bCompressao, bLequeAlta, bLequeBaixa : boolean; - bPullbackCompra, bPullbackVenda : boolean; - bRompAlta, bRompBaixa : boolean; - bCompra, bVenda, bConfCompra, bConfVenda : boolean; - bEstavaPosicionado, bSaidaOCOCompra, bSaidaOCOVenda : boolean; - fPrecoEntrada, fStopAtual, fAlvoAtual : float; - -begin - mme9 := MediaExp(9, Close); - mme20 := MediaExp(20, Close); - mma50 := Media(50, Close); - mma200 := Media(200, Close); - - slope20 := mme20 - mme20[1]; - slope50 := mma50 - mma50[1]; - slope200 := mma200 - mma200[1]; - - dist920 := Abs(mme9 - mme20); - dist2050 := Abs(mme20 - mma50); - dist20200 := Abs(mme20 - mma200); - distPreco20 := Abs(Close - mme20); - - topoLookback := Highest(High, 12); - fundoLookback := Lowest(Low, 12); - - bCompressao := dist20200 <= DistanciaCompressao20x200; - - bLequeAlta := (Close > mme9) and (mme9 > mme20) and (mme20 > mma50) and (mma50 > mma200) - and (slope20 > 0) and (slope50 > 0) - and (dist920 >= DistanciaMinimaLequePontos) - and (dist2050 >= DistanciaMinimaLequePontos); - - bLequeBaixa := (Close < mme9) and (mme9 < mme20) and (mme20 < mma50) and (mma50 < mma200) - and (slope20 < 0) and (slope50 < 0) - and (dist920 >= DistanciaMinimaLequePontos) - and (dist2050 >= DistanciaMinimaLequePontos); - - bPullbackCompra := (not bCompressao) and (mma50 > mma200) and (slope20 > 0) - and (Abs(Low - mme20) <= DistanciaToqueMME20) and (Close > mme20); - bPullbackVenda := (not bCompressao) and (mma50 < mma200) and (slope20 < 0) - and (Abs(High - mme20) <= DistanciaToqueMME20) and (Close < mme20); - - bRompAlta := (dist20200 <= DistanciaToqueMME20) and (Close > mma200) and (Close >= topoLookback[1]) and (mme9 > mme20); - bRompBaixa := (dist20200 <= DistanciaToqueMME20) and (Close < mma200) and (Close <= fundoLookback[1]) and (mme9 < mme20); - - bConfCompra := (not UsarConfirmacaoCandle) or (Close > High[1]); - bConfVenda := (not UsarConfirmacaoCandle) or (Close < Low[1]); - - if bLequeAlta or bPullbackCompra or bRompAlta then - iAlta := iAlta + 1 - else - iAlta := 0; - - if bLequeBaixa or bPullbackVenda or bRompBaixa then - iBaixa := iBaixa + 1 - else - iBaixa := 0; - - bCompra := false; - bVenda := false; - - if ModoEstrategia = 1 then - begin - bCompra := bLequeAlta and (not bCompressao) and (distPreco20 <= DistanciaMaximaPrecoMME20) and (iAlta >= MinBarrasConfirmacao); - bVenda := bLequeBaixa and (not bCompressao) and (distPreco20 <= DistanciaMaximaPrecoMME20) and (iBaixa >= MinBarrasConfirmacao); - end - else if ModoEstrategia = 2 then - begin - bCompra := bPullbackCompra and bConfCompra; - bVenda := bPullbackVenda and bConfVenda; - end - else if ModoEstrategia = 3 then - begin - bCompra := bRompAlta and (iAlta >= ConfirmacoesRompimento); - bVenda := bRompBaixa and (iBaixa >= ConfirmacoesRompimento); - end - else if ModoEstrategia = 4 then - begin - bCompra := (not bCompressao) and bLequeAlta and (slope200 >= 0) and (iAlta >= MinBarrasConfirmacao); - bVenda := (not bCompressao) and bLequeBaixa and (slope200 <= 0) and (iBaixa >= MinBarrasConfirmacao); - end - else - begin - bCompra := (bPullbackCompra or bRompAlta) and (not bCompressao) and bConfCompra; - bVenda := (bPullbackVenda or bRompBaixa) and (not bCompressao) and bConfVenda; - end; - - if IsBought or IsSold then - iBarrasPosicao := iBarrasPosicao + 1 - else - iBarrasPosicao := 0; - - if (not IsBought) and (not IsSold) then - begin - if bCompra then - BuyAtMarket - else if bVenda then - SellShortAtMarket; - end; - - bSaidaOCOCompra := false; - bSaidaOCOVenda := false; - - if IsBought and bEstavaPosicionado then - begin - fStopAtual := fPrecoEntrada - StopLossPontos; - fAlvoAtual := fPrecoEntrada + TakeProfitPontos; - bSaidaOCOCompra := UsarOCO and ((Low <= fStopAtual) or (High >= fAlvoAtual)); - end; - - if IsSold and bEstavaPosicionado then - begin - fStopAtual := fPrecoEntrada + StopLossPontos; - fAlvoAtual := fPrecoEntrada - TakeProfitPontos; - bSaidaOCOVenda := UsarOCO and ((High >= fStopAtual) or (Low <= fAlvoAtual)); - end; - - if IsBought and ( - bCompressao - or (Close < mme20) - or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) - or bSaidaOCOCompra - ) then - ClosePosition; - - if IsSold and ( - bCompressao - or (Close > mme20) - or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) - or bSaidaOCOVenda - ) then - ClosePosition; - - if (not bEstavaPosicionado) and IsBought then - fPrecoEntrada := Close; - - if (not bEstavaPosicionado) and IsSold then - fPrecoEntrada := Close; - - bEstavaPosicionado := IsBought or IsSold; -end; diff --git a/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v35_compressao.txt b/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v35_compressao.txt deleted file mode 100644 index 39b67a6..0000000 --- a/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v35_compressao.txt +++ /dev/null @@ -1,168 +0,0 @@ -{ - Estrategia: robo_medias_v35_compressao - Autor: Wesley - Descricao: Evita compressao 20x200 e opera so direcional. -} - -input - ModoEstrategia(4); - DistanciaMinimaLequePontos(35); - DistanciaCompressao20x200(80); - DistanciaMaximaPrecoMME20(210); - DistanciaToqueMME20(45); - MinBarrasConfirmacao(2); - ConfirmacoesRompimento(2); - UsarConfirmacaoCandle(true); - UsarOCO(true); - StopLossPontos(135); - TakeProfitPontos(229.5); - UsarSaidaPorTempo(true); - MaxBarrasPosicao(9); - -var - mme9, mme20, mma50, mma200 : float; - slope20, slope50, slope200 : float; - dist920, dist2050, dist20200, distPreco20 : float; - topoLookback, fundoLookback : float; - iAlta, iBaixa, iBarrasPosicao : integer; - bCompressao, bLequeAlta, bLequeBaixa : boolean; - bPullbackCompra, bPullbackVenda : boolean; - bRompAlta, bRompBaixa : boolean; - bCompra, bVenda, bConfCompra, bConfVenda : boolean; - bEstavaPosicionado, bSaidaOCOCompra, bSaidaOCOVenda : boolean; - fPrecoEntrada, fStopAtual, fAlvoAtual : float; - -begin - mme9 := MediaExp(9, Close); - mme20 := MediaExp(20, Close); - mma50 := Media(50, Close); - mma200 := Media(200, Close); - - slope20 := mme20 - mme20[1]; - slope50 := mma50 - mma50[1]; - slope200 := mma200 - mma200[1]; - - dist920 := Abs(mme9 - mme20); - dist2050 := Abs(mme20 - mma50); - dist20200 := Abs(mme20 - mma200); - distPreco20 := Abs(Close - mme20); - - topoLookback := Highest(High, 12); - fundoLookback := Lowest(Low, 12); - - bCompressao := dist20200 <= DistanciaCompressao20x200; - - bLequeAlta := (Close > mme9) and (mme9 > mme20) and (mme20 > mma50) and (mma50 > mma200) - and (slope20 > 0) and (slope50 > 0) - and (dist920 >= DistanciaMinimaLequePontos) - and (dist2050 >= DistanciaMinimaLequePontos); - - bLequeBaixa := (Close < mme9) and (mme9 < mme20) and (mme20 < mma50) and (mma50 < mma200) - and (slope20 < 0) and (slope50 < 0) - and (dist920 >= DistanciaMinimaLequePontos) - and (dist2050 >= DistanciaMinimaLequePontos); - - bPullbackCompra := (not bCompressao) and (mma50 > mma200) and (slope20 > 0) - and (Abs(Low - mme20) <= DistanciaToqueMME20) and (Close > mme20); - bPullbackVenda := (not bCompressao) and (mma50 < mma200) and (slope20 < 0) - and (Abs(High - mme20) <= DistanciaToqueMME20) and (Close < mme20); - - bRompAlta := (dist20200 <= DistanciaToqueMME20) and (Close > mma200) and (Close >= topoLookback[1]) and (mme9 > mme20); - bRompBaixa := (dist20200 <= DistanciaToqueMME20) and (Close < mma200) and (Close <= fundoLookback[1]) and (mme9 < mme20); - - bConfCompra := (not UsarConfirmacaoCandle) or (Close > High[1]); - bConfVenda := (not UsarConfirmacaoCandle) or (Close < Low[1]); - - if bLequeAlta or bPullbackCompra or bRompAlta then - iAlta := iAlta + 1 - else - iAlta := 0; - - if bLequeBaixa or bPullbackVenda or bRompBaixa then - iBaixa := iBaixa + 1 - else - iBaixa := 0; - - bCompra := false; - bVenda := false; - - if ModoEstrategia = 1 then - begin - bCompra := bLequeAlta and (not bCompressao) and (distPreco20 <= DistanciaMaximaPrecoMME20) and (iAlta >= MinBarrasConfirmacao); - bVenda := bLequeBaixa and (not bCompressao) and (distPreco20 <= DistanciaMaximaPrecoMME20) and (iBaixa >= MinBarrasConfirmacao); - end - else if ModoEstrategia = 2 then - begin - bCompra := bPullbackCompra and bConfCompra; - bVenda := bPullbackVenda and bConfVenda; - end - else if ModoEstrategia = 3 then - begin - bCompra := bRompAlta and (iAlta >= ConfirmacoesRompimento); - bVenda := bRompBaixa and (iBaixa >= ConfirmacoesRompimento); - end - else if ModoEstrategia = 4 then - begin - bCompra := (not bCompressao) and bLequeAlta and (slope200 >= 0) and (iAlta >= MinBarrasConfirmacao); - bVenda := (not bCompressao) and bLequeBaixa and (slope200 <= 0) and (iBaixa >= MinBarrasConfirmacao); - end - else - begin - bCompra := (bPullbackCompra or bRompAlta) and (not bCompressao) and bConfCompra; - bVenda := (bPullbackVenda or bRompBaixa) and (not bCompressao) and bConfVenda; - end; - - if IsBought or IsSold then - iBarrasPosicao := iBarrasPosicao + 1 - else - iBarrasPosicao := 0; - - if (not IsBought) and (not IsSold) then - begin - if bCompra then - BuyAtMarket - else if bVenda then - SellShortAtMarket; - end; - - bSaidaOCOCompra := false; - bSaidaOCOVenda := false; - - if IsBought and bEstavaPosicionado then - begin - fStopAtual := fPrecoEntrada - StopLossPontos; - fAlvoAtual := fPrecoEntrada + TakeProfitPontos; - bSaidaOCOCompra := UsarOCO and ((Low <= fStopAtual) or (High >= fAlvoAtual)); - end; - - if IsSold and bEstavaPosicionado then - begin - fStopAtual := fPrecoEntrada + StopLossPontos; - fAlvoAtual := fPrecoEntrada - TakeProfitPontos; - bSaidaOCOVenda := UsarOCO and ((High >= fStopAtual) or (Low <= fAlvoAtual)); - end; - - if IsBought and ( - bCompressao - or (Close < mme20) - or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) - or bSaidaOCOCompra - ) then - ClosePosition; - - if IsSold and ( - bCompressao - or (Close > mme20) - or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) - or bSaidaOCOVenda - ) then - ClosePosition; - - if (not bEstavaPosicionado) and IsBought then - fPrecoEntrada := Close; - - if (not bEstavaPosicionado) and IsSold then - fPrecoEntrada := Close; - - bEstavaPosicionado := IsBought or IsSold; -end; diff --git a/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v36_compressao.txt b/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v36_compressao.txt deleted file mode 100644 index 4ce78ff..0000000 --- a/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v36_compressao.txt +++ /dev/null @@ -1,168 +0,0 @@ -{ - Estrategia: robo_medias_v36_compressao - Autor: Wesley - Descricao: Evita compressao 20x200 e opera so direcional. -} - -input - ModoEstrategia(4); - DistanciaMinimaLequePontos(40); - DistanciaCompressao20x200(90); - DistanciaMaximaPrecoMME20(240); - DistanciaToqueMME20(55); - MinBarrasConfirmacao(3); - ConfirmacoesRompimento(1); - UsarConfirmacaoCandle(true); - UsarOCO(true); - StopLossPontos(150); - TakeProfitPontos(270); - UsarSaidaPorTempo(true); - MaxBarrasPosicao(10); - -var - mme9, mme20, mma50, mma200 : float; - slope20, slope50, slope200 : float; - dist920, dist2050, dist20200, distPreco20 : float; - topoLookback, fundoLookback : float; - iAlta, iBaixa, iBarrasPosicao : integer; - bCompressao, bLequeAlta, bLequeBaixa : boolean; - bPullbackCompra, bPullbackVenda : boolean; - bRompAlta, bRompBaixa : boolean; - bCompra, bVenda, bConfCompra, bConfVenda : boolean; - bEstavaPosicionado, bSaidaOCOCompra, bSaidaOCOVenda : boolean; - fPrecoEntrada, fStopAtual, fAlvoAtual : float; - -begin - mme9 := MediaExp(9, Close); - mme20 := MediaExp(20, Close); - mma50 := Media(50, Close); - mma200 := Media(200, Close); - - slope20 := mme20 - mme20[1]; - slope50 := mma50 - mma50[1]; - slope200 := mma200 - mma200[1]; - - dist920 := Abs(mme9 - mme20); - dist2050 := Abs(mme20 - mma50); - dist20200 := Abs(mme20 - mma200); - distPreco20 := Abs(Close - mme20); - - topoLookback := Highest(High, 12); - fundoLookback := Lowest(Low, 12); - - bCompressao := dist20200 <= DistanciaCompressao20x200; - - bLequeAlta := (Close > mme9) and (mme9 > mme20) and (mme20 > mma50) and (mma50 > mma200) - and (slope20 > 0) and (slope50 > 0) - and (dist920 >= DistanciaMinimaLequePontos) - and (dist2050 >= DistanciaMinimaLequePontos); - - bLequeBaixa := (Close < mme9) and (mme9 < mme20) and (mme20 < mma50) and (mma50 < mma200) - and (slope20 < 0) and (slope50 < 0) - and (dist920 >= DistanciaMinimaLequePontos) - and (dist2050 >= DistanciaMinimaLequePontos); - - bPullbackCompra := (not bCompressao) and (mma50 > mma200) and (slope20 > 0) - and (Abs(Low - mme20) <= DistanciaToqueMME20) and (Close > mme20); - bPullbackVenda := (not bCompressao) and (mma50 < mma200) and (slope20 < 0) - and (Abs(High - mme20) <= DistanciaToqueMME20) and (Close < mme20); - - bRompAlta := (dist20200 <= DistanciaToqueMME20) and (Close > mma200) and (Close >= topoLookback[1]) and (mme9 > mme20); - bRompBaixa := (dist20200 <= DistanciaToqueMME20) and (Close < mma200) and (Close <= fundoLookback[1]) and (mme9 < mme20); - - bConfCompra := (not UsarConfirmacaoCandle) or (Close > High[1]); - bConfVenda := (not UsarConfirmacaoCandle) or (Close < Low[1]); - - if bLequeAlta or bPullbackCompra or bRompAlta then - iAlta := iAlta + 1 - else - iAlta := 0; - - if bLequeBaixa or bPullbackVenda or bRompBaixa then - iBaixa := iBaixa + 1 - else - iBaixa := 0; - - bCompra := false; - bVenda := false; - - if ModoEstrategia = 1 then - begin - bCompra := bLequeAlta and (not bCompressao) and (distPreco20 <= DistanciaMaximaPrecoMME20) and (iAlta >= MinBarrasConfirmacao); - bVenda := bLequeBaixa and (not bCompressao) and (distPreco20 <= DistanciaMaximaPrecoMME20) and (iBaixa >= MinBarrasConfirmacao); - end - else if ModoEstrategia = 2 then - begin - bCompra := bPullbackCompra and bConfCompra; - bVenda := bPullbackVenda and bConfVenda; - end - else if ModoEstrategia = 3 then - begin - bCompra := bRompAlta and (iAlta >= ConfirmacoesRompimento); - bVenda := bRompBaixa and (iBaixa >= ConfirmacoesRompimento); - end - else if ModoEstrategia = 4 then - begin - bCompra := (not bCompressao) and bLequeAlta and (slope200 >= 0) and (iAlta >= MinBarrasConfirmacao); - bVenda := (not bCompressao) and bLequeBaixa and (slope200 <= 0) and (iBaixa >= MinBarrasConfirmacao); - end - else - begin - bCompra := (bPullbackCompra or bRompAlta) and (not bCompressao) and bConfCompra; - bVenda := (bPullbackVenda or bRompBaixa) and (not bCompressao) and bConfVenda; - end; - - if IsBought or IsSold then - iBarrasPosicao := iBarrasPosicao + 1 - else - iBarrasPosicao := 0; - - if (not IsBought) and (not IsSold) then - begin - if bCompra then - BuyAtMarket - else if bVenda then - SellShortAtMarket; - end; - - bSaidaOCOCompra := false; - bSaidaOCOVenda := false; - - if IsBought and bEstavaPosicionado then - begin - fStopAtual := fPrecoEntrada - StopLossPontos; - fAlvoAtual := fPrecoEntrada + TakeProfitPontos; - bSaidaOCOCompra := UsarOCO and ((Low <= fStopAtual) or (High >= fAlvoAtual)); - end; - - if IsSold and bEstavaPosicionado then - begin - fStopAtual := fPrecoEntrada + StopLossPontos; - fAlvoAtual := fPrecoEntrada - TakeProfitPontos; - bSaidaOCOVenda := UsarOCO and ((High >= fStopAtual) or (Low <= fAlvoAtual)); - end; - - if IsBought and ( - bCompressao - or (Close < mme20) - or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) - or bSaidaOCOCompra - ) then - ClosePosition; - - if IsSold and ( - bCompressao - or (Close > mme20) - or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) - or bSaidaOCOVenda - ) then - ClosePosition; - - if (not bEstavaPosicionado) and IsBought then - fPrecoEntrada := Close; - - if (not bEstavaPosicionado) and IsSold then - fPrecoEntrada := Close; - - bEstavaPosicionado := IsBought or IsSold; -end; diff --git a/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v37_compressao.txt b/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v37_compressao.txt deleted file mode 100644 index 8a39a28..0000000 --- a/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v37_compressao.txt +++ /dev/null @@ -1,168 +0,0 @@ -{ - Estrategia: robo_medias_v37_compressao - Autor: Wesley - Descricao: Evita compressao 20x200 e opera so direcional. -} - -input - ModoEstrategia(4); - DistanciaMinimaLequePontos(45); - DistanciaCompressao20x200(100); - DistanciaMaximaPrecoMME20(270); - DistanciaToqueMME20(65); - MinBarrasConfirmacao(1); - ConfirmacoesRompimento(2); - UsarConfirmacaoCandle(true); - UsarOCO(true); - StopLossPontos(165); - TakeProfitPontos(264); - UsarSaidaPorTempo(true); - MaxBarrasPosicao(11); - -var - mme9, mme20, mma50, mma200 : float; - slope20, slope50, slope200 : float; - dist920, dist2050, dist20200, distPreco20 : float; - topoLookback, fundoLookback : float; - iAlta, iBaixa, iBarrasPosicao : integer; - bCompressao, bLequeAlta, bLequeBaixa : boolean; - bPullbackCompra, bPullbackVenda : boolean; - bRompAlta, bRompBaixa : boolean; - bCompra, bVenda, bConfCompra, bConfVenda : boolean; - bEstavaPosicionado, bSaidaOCOCompra, bSaidaOCOVenda : boolean; - fPrecoEntrada, fStopAtual, fAlvoAtual : float; - -begin - mme9 := MediaExp(9, Close); - mme20 := MediaExp(20, Close); - mma50 := Media(50, Close); - mma200 := Media(200, Close); - - slope20 := mme20 - mme20[1]; - slope50 := mma50 - mma50[1]; - slope200 := mma200 - mma200[1]; - - dist920 := Abs(mme9 - mme20); - dist2050 := Abs(mme20 - mma50); - dist20200 := Abs(mme20 - mma200); - distPreco20 := Abs(Close - mme20); - - topoLookback := Highest(High, 12); - fundoLookback := Lowest(Low, 12); - - bCompressao := dist20200 <= DistanciaCompressao20x200; - - bLequeAlta := (Close > mme9) and (mme9 > mme20) and (mme20 > mma50) and (mma50 > mma200) - and (slope20 > 0) and (slope50 > 0) - and (dist920 >= DistanciaMinimaLequePontos) - and (dist2050 >= DistanciaMinimaLequePontos); - - bLequeBaixa := (Close < mme9) and (mme9 < mme20) and (mme20 < mma50) and (mma50 < mma200) - and (slope20 < 0) and (slope50 < 0) - and (dist920 >= DistanciaMinimaLequePontos) - and (dist2050 >= DistanciaMinimaLequePontos); - - bPullbackCompra := (not bCompressao) and (mma50 > mma200) and (slope20 > 0) - and (Abs(Low - mme20) <= DistanciaToqueMME20) and (Close > mme20); - bPullbackVenda := (not bCompressao) and (mma50 < mma200) and (slope20 < 0) - and (Abs(High - mme20) <= DistanciaToqueMME20) and (Close < mme20); - - bRompAlta := (dist20200 <= DistanciaToqueMME20) and (Close > mma200) and (Close >= topoLookback[1]) and (mme9 > mme20); - bRompBaixa := (dist20200 <= DistanciaToqueMME20) and (Close < mma200) and (Close <= fundoLookback[1]) and (mme9 < mme20); - - bConfCompra := (not UsarConfirmacaoCandle) or (Close > High[1]); - bConfVenda := (not UsarConfirmacaoCandle) or (Close < Low[1]); - - if bLequeAlta or bPullbackCompra or bRompAlta then - iAlta := iAlta + 1 - else - iAlta := 0; - - if bLequeBaixa or bPullbackVenda or bRompBaixa then - iBaixa := iBaixa + 1 - else - iBaixa := 0; - - bCompra := false; - bVenda := false; - - if ModoEstrategia = 1 then - begin - bCompra := bLequeAlta and (not bCompressao) and (distPreco20 <= DistanciaMaximaPrecoMME20) and (iAlta >= MinBarrasConfirmacao); - bVenda := bLequeBaixa and (not bCompressao) and (distPreco20 <= DistanciaMaximaPrecoMME20) and (iBaixa >= MinBarrasConfirmacao); - end - else if ModoEstrategia = 2 then - begin - bCompra := bPullbackCompra and bConfCompra; - bVenda := bPullbackVenda and bConfVenda; - end - else if ModoEstrategia = 3 then - begin - bCompra := bRompAlta and (iAlta >= ConfirmacoesRompimento); - bVenda := bRompBaixa and (iBaixa >= ConfirmacoesRompimento); - end - else if ModoEstrategia = 4 then - begin - bCompra := (not bCompressao) and bLequeAlta and (slope200 >= 0) and (iAlta >= MinBarrasConfirmacao); - bVenda := (not bCompressao) and bLequeBaixa and (slope200 <= 0) and (iBaixa >= MinBarrasConfirmacao); - end - else - begin - bCompra := (bPullbackCompra or bRompAlta) and (not bCompressao) and bConfCompra; - bVenda := (bPullbackVenda or bRompBaixa) and (not bCompressao) and bConfVenda; - end; - - if IsBought or IsSold then - iBarrasPosicao := iBarrasPosicao + 1 - else - iBarrasPosicao := 0; - - if (not IsBought) and (not IsSold) then - begin - if bCompra then - BuyAtMarket - else if bVenda then - SellShortAtMarket; - end; - - bSaidaOCOCompra := false; - bSaidaOCOVenda := false; - - if IsBought and bEstavaPosicionado then - begin - fStopAtual := fPrecoEntrada - StopLossPontos; - fAlvoAtual := fPrecoEntrada + TakeProfitPontos; - bSaidaOCOCompra := UsarOCO and ((Low <= fStopAtual) or (High >= fAlvoAtual)); - end; - - if IsSold and bEstavaPosicionado then - begin - fStopAtual := fPrecoEntrada + StopLossPontos; - fAlvoAtual := fPrecoEntrada - TakeProfitPontos; - bSaidaOCOVenda := UsarOCO and ((High >= fStopAtual) or (Low <= fAlvoAtual)); - end; - - if IsBought and ( - bCompressao - or (Close < mme20) - or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) - or bSaidaOCOCompra - ) then - ClosePosition; - - if IsSold and ( - bCompressao - or (Close > mme20) - or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) - or bSaidaOCOVenda - ) then - ClosePosition; - - if (not bEstavaPosicionado) and IsBought then - fPrecoEntrada := Close; - - if (not bEstavaPosicionado) and IsSold then - fPrecoEntrada := Close; - - bEstavaPosicionado := IsBought or IsSold; -end; diff --git a/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v38_compressao.txt b/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v38_compressao.txt deleted file mode 100644 index 80b38f5..0000000 --- a/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v38_compressao.txt +++ /dev/null @@ -1,168 +0,0 @@ -{ - Estrategia: robo_medias_v38_compressao - Autor: Wesley - Descricao: Evita compressao 20x200 e opera so direcional. -} - -input - ModoEstrategia(4); - DistanciaMinimaLequePontos(30); - DistanciaCompressao20x200(110); - DistanciaMaximaPrecoMME20(300); - DistanciaToqueMME20(35); - MinBarrasConfirmacao(2); - ConfirmacoesRompimento(1); - UsarConfirmacaoCandle(true); - UsarOCO(true); - StopLossPontos(180); - TakeProfitPontos(306); - UsarSaidaPorTempo(true); - MaxBarrasPosicao(12); - -var - mme9, mme20, mma50, mma200 : float; - slope20, slope50, slope200 : float; - dist920, dist2050, dist20200, distPreco20 : float; - topoLookback, fundoLookback : float; - iAlta, iBaixa, iBarrasPosicao : integer; - bCompressao, bLequeAlta, bLequeBaixa : boolean; - bPullbackCompra, bPullbackVenda : boolean; - bRompAlta, bRompBaixa : boolean; - bCompra, bVenda, bConfCompra, bConfVenda : boolean; - bEstavaPosicionado, bSaidaOCOCompra, bSaidaOCOVenda : boolean; - fPrecoEntrada, fStopAtual, fAlvoAtual : float; - -begin - mme9 := MediaExp(9, Close); - mme20 := MediaExp(20, Close); - mma50 := Media(50, Close); - mma200 := Media(200, Close); - - slope20 := mme20 - mme20[1]; - slope50 := mma50 - mma50[1]; - slope200 := mma200 - mma200[1]; - - dist920 := Abs(mme9 - mme20); - dist2050 := Abs(mme20 - mma50); - dist20200 := Abs(mme20 - mma200); - distPreco20 := Abs(Close - mme20); - - topoLookback := Highest(High, 12); - fundoLookback := Lowest(Low, 12); - - bCompressao := dist20200 <= DistanciaCompressao20x200; - - bLequeAlta := (Close > mme9) and (mme9 > mme20) and (mme20 > mma50) and (mma50 > mma200) - and (slope20 > 0) and (slope50 > 0) - and (dist920 >= DistanciaMinimaLequePontos) - and (dist2050 >= DistanciaMinimaLequePontos); - - bLequeBaixa := (Close < mme9) and (mme9 < mme20) and (mme20 < mma50) and (mma50 < mma200) - and (slope20 < 0) and (slope50 < 0) - and (dist920 >= DistanciaMinimaLequePontos) - and (dist2050 >= DistanciaMinimaLequePontos); - - bPullbackCompra := (not bCompressao) and (mma50 > mma200) and (slope20 > 0) - and (Abs(Low - mme20) <= DistanciaToqueMME20) and (Close > mme20); - bPullbackVenda := (not bCompressao) and (mma50 < mma200) and (slope20 < 0) - and (Abs(High - mme20) <= DistanciaToqueMME20) and (Close < mme20); - - bRompAlta := (dist20200 <= DistanciaToqueMME20) and (Close > mma200) and (Close >= topoLookback[1]) and (mme9 > mme20); - bRompBaixa := (dist20200 <= DistanciaToqueMME20) and (Close < mma200) and (Close <= fundoLookback[1]) and (mme9 < mme20); - - bConfCompra := (not UsarConfirmacaoCandle) or (Close > High[1]); - bConfVenda := (not UsarConfirmacaoCandle) or (Close < Low[1]); - - if bLequeAlta or bPullbackCompra or bRompAlta then - iAlta := iAlta + 1 - else - iAlta := 0; - - if bLequeBaixa or bPullbackVenda or bRompBaixa then - iBaixa := iBaixa + 1 - else - iBaixa := 0; - - bCompra := false; - bVenda := false; - - if ModoEstrategia = 1 then - begin - bCompra := bLequeAlta and (not bCompressao) and (distPreco20 <= DistanciaMaximaPrecoMME20) and (iAlta >= MinBarrasConfirmacao); - bVenda := bLequeBaixa and (not bCompressao) and (distPreco20 <= DistanciaMaximaPrecoMME20) and (iBaixa >= MinBarrasConfirmacao); - end - else if ModoEstrategia = 2 then - begin - bCompra := bPullbackCompra and bConfCompra; - bVenda := bPullbackVenda and bConfVenda; - end - else if ModoEstrategia = 3 then - begin - bCompra := bRompAlta and (iAlta >= ConfirmacoesRompimento); - bVenda := bRompBaixa and (iBaixa >= ConfirmacoesRompimento); - end - else if ModoEstrategia = 4 then - begin - bCompra := (not bCompressao) and bLequeAlta and (slope200 >= 0) and (iAlta >= MinBarrasConfirmacao); - bVenda := (not bCompressao) and bLequeBaixa and (slope200 <= 0) and (iBaixa >= MinBarrasConfirmacao); - end - else - begin - bCompra := (bPullbackCompra or bRompAlta) and (not bCompressao) and bConfCompra; - bVenda := (bPullbackVenda or bRompBaixa) and (not bCompressao) and bConfVenda; - end; - - if IsBought or IsSold then - iBarrasPosicao := iBarrasPosicao + 1 - else - iBarrasPosicao := 0; - - if (not IsBought) and (not IsSold) then - begin - if bCompra then - BuyAtMarket - else if bVenda then - SellShortAtMarket; - end; - - bSaidaOCOCompra := false; - bSaidaOCOVenda := false; - - if IsBought and bEstavaPosicionado then - begin - fStopAtual := fPrecoEntrada - StopLossPontos; - fAlvoAtual := fPrecoEntrada + TakeProfitPontos; - bSaidaOCOCompra := UsarOCO and ((Low <= fStopAtual) or (High >= fAlvoAtual)); - end; - - if IsSold and bEstavaPosicionado then - begin - fStopAtual := fPrecoEntrada + StopLossPontos; - fAlvoAtual := fPrecoEntrada - TakeProfitPontos; - bSaidaOCOVenda := UsarOCO and ((High >= fStopAtual) or (Low <= fAlvoAtual)); - end; - - if IsBought and ( - bCompressao - or (Close < mme20) - or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) - or bSaidaOCOCompra - ) then - ClosePosition; - - if IsSold and ( - bCompressao - or (Close > mme20) - or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) - or bSaidaOCOVenda - ) then - ClosePosition; - - if (not bEstavaPosicionado) and IsBought then - fPrecoEntrada := Close; - - if (not bEstavaPosicionado) and IsSold then - fPrecoEntrada := Close; - - bEstavaPosicionado := IsBought or IsSold; -end; diff --git a/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v39_compressao.txt b/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v39_compressao.txt deleted file mode 100644 index 1a188cd..0000000 --- a/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v39_compressao.txt +++ /dev/null @@ -1,168 +0,0 @@ -{ - Estrategia: robo_medias_v39_compressao - Autor: Wesley - Descricao: Evita compressao 20x200 e opera so direcional. -} - -input - ModoEstrategia(4); - DistanciaMinimaLequePontos(35); - DistanciaCompressao20x200(70); - DistanciaMaximaPrecoMME20(180); - DistanciaToqueMME20(45); - MinBarrasConfirmacao(3); - ConfirmacoesRompimento(2); - UsarConfirmacaoCandle(true); - UsarOCO(true); - StopLossPontos(195); - TakeProfitPontos(351); - UsarSaidaPorTempo(true); - MaxBarrasPosicao(13); - -var - mme9, mme20, mma50, mma200 : float; - slope20, slope50, slope200 : float; - dist920, dist2050, dist20200, distPreco20 : float; - topoLookback, fundoLookback : float; - iAlta, iBaixa, iBarrasPosicao : integer; - bCompressao, bLequeAlta, bLequeBaixa : boolean; - bPullbackCompra, bPullbackVenda : boolean; - bRompAlta, bRompBaixa : boolean; - bCompra, bVenda, bConfCompra, bConfVenda : boolean; - bEstavaPosicionado, bSaidaOCOCompra, bSaidaOCOVenda : boolean; - fPrecoEntrada, fStopAtual, fAlvoAtual : float; - -begin - mme9 := MediaExp(9, Close); - mme20 := MediaExp(20, Close); - mma50 := Media(50, Close); - mma200 := Media(200, Close); - - slope20 := mme20 - mme20[1]; - slope50 := mma50 - mma50[1]; - slope200 := mma200 - mma200[1]; - - dist920 := Abs(mme9 - mme20); - dist2050 := Abs(mme20 - mma50); - dist20200 := Abs(mme20 - mma200); - distPreco20 := Abs(Close - mme20); - - topoLookback := Highest(High, 12); - fundoLookback := Lowest(Low, 12); - - bCompressao := dist20200 <= DistanciaCompressao20x200; - - bLequeAlta := (Close > mme9) and (mme9 > mme20) and (mme20 > mma50) and (mma50 > mma200) - and (slope20 > 0) and (slope50 > 0) - and (dist920 >= DistanciaMinimaLequePontos) - and (dist2050 >= DistanciaMinimaLequePontos); - - bLequeBaixa := (Close < mme9) and (mme9 < mme20) and (mme20 < mma50) and (mma50 < mma200) - and (slope20 < 0) and (slope50 < 0) - and (dist920 >= DistanciaMinimaLequePontos) - and (dist2050 >= DistanciaMinimaLequePontos); - - bPullbackCompra := (not bCompressao) and (mma50 > mma200) and (slope20 > 0) - and (Abs(Low - mme20) <= DistanciaToqueMME20) and (Close > mme20); - bPullbackVenda := (not bCompressao) and (mma50 < mma200) and (slope20 < 0) - and (Abs(High - mme20) <= DistanciaToqueMME20) and (Close < mme20); - - bRompAlta := (dist20200 <= DistanciaToqueMME20) and (Close > mma200) and (Close >= topoLookback[1]) and (mme9 > mme20); - bRompBaixa := (dist20200 <= DistanciaToqueMME20) and (Close < mma200) and (Close <= fundoLookback[1]) and (mme9 < mme20); - - bConfCompra := (not UsarConfirmacaoCandle) or (Close > High[1]); - bConfVenda := (not UsarConfirmacaoCandle) or (Close < Low[1]); - - if bLequeAlta or bPullbackCompra or bRompAlta then - iAlta := iAlta + 1 - else - iAlta := 0; - - if bLequeBaixa or bPullbackVenda or bRompBaixa then - iBaixa := iBaixa + 1 - else - iBaixa := 0; - - bCompra := false; - bVenda := false; - - if ModoEstrategia = 1 then - begin - bCompra := bLequeAlta and (not bCompressao) and (distPreco20 <= DistanciaMaximaPrecoMME20) and (iAlta >= MinBarrasConfirmacao); - bVenda := bLequeBaixa and (not bCompressao) and (distPreco20 <= DistanciaMaximaPrecoMME20) and (iBaixa >= MinBarrasConfirmacao); - end - else if ModoEstrategia = 2 then - begin - bCompra := bPullbackCompra and bConfCompra; - bVenda := bPullbackVenda and bConfVenda; - end - else if ModoEstrategia = 3 then - begin - bCompra := bRompAlta and (iAlta >= ConfirmacoesRompimento); - bVenda := bRompBaixa and (iBaixa >= ConfirmacoesRompimento); - end - else if ModoEstrategia = 4 then - begin - bCompra := (not bCompressao) and bLequeAlta and (slope200 >= 0) and (iAlta >= MinBarrasConfirmacao); - bVenda := (not bCompressao) and bLequeBaixa and (slope200 <= 0) and (iBaixa >= MinBarrasConfirmacao); - end - else - begin - bCompra := (bPullbackCompra or bRompAlta) and (not bCompressao) and bConfCompra; - bVenda := (bPullbackVenda or bRompBaixa) and (not bCompressao) and bConfVenda; - end; - - if IsBought or IsSold then - iBarrasPosicao := iBarrasPosicao + 1 - else - iBarrasPosicao := 0; - - if (not IsBought) and (not IsSold) then - begin - if bCompra then - BuyAtMarket - else if bVenda then - SellShortAtMarket; - end; - - bSaidaOCOCompra := false; - bSaidaOCOVenda := false; - - if IsBought and bEstavaPosicionado then - begin - fStopAtual := fPrecoEntrada - StopLossPontos; - fAlvoAtual := fPrecoEntrada + TakeProfitPontos; - bSaidaOCOCompra := UsarOCO and ((Low <= fStopAtual) or (High >= fAlvoAtual)); - end; - - if IsSold and bEstavaPosicionado then - begin - fStopAtual := fPrecoEntrada + StopLossPontos; - fAlvoAtual := fPrecoEntrada - TakeProfitPontos; - bSaidaOCOVenda := UsarOCO and ((High >= fStopAtual) or (Low <= fAlvoAtual)); - end; - - if IsBought and ( - bCompressao - or (Close < mme20) - or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) - or bSaidaOCOCompra - ) then - ClosePosition; - - if IsSold and ( - bCompressao - or (Close > mme20) - or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) - or bSaidaOCOVenda - ) then - ClosePosition; - - if (not bEstavaPosicionado) and IsBought then - fPrecoEntrada := Close; - - if (not bEstavaPosicionado) and IsSold then - fPrecoEntrada := Close; - - bEstavaPosicionado := IsBought or IsSold; -end; diff --git a/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v3_rompimento_200_20proxima.txt b/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v3_rompimento_200_20proxima.txt deleted file mode 100644 index c513a22..0000000 --- a/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v3_rompimento_200_20proxima.txt +++ /dev/null @@ -1,103 +0,0 @@ -{ - Estrategia: robo_medias_v3_rompimento_200_20proxima - Autor: Wesley - Descricao: Opera rompimento direcional da MMA200 quando a MME20 estiver proxima (zona de decisao). -} - -input - DistanciaMaxima20x200(120.0); - LookbackRompimento(12); - ConfirmacoesFechamento(1); - UsarOCO(true); - StopLossPontos(170.0); - TakeProfitPontos(340.0); - UsarSaidaPorTempo(true); - MaxBarrasPosicao(12); - -var - mme9, mme20, mma50, mma200 : float; - topoLookback, fundoLookback : float; - dist20200 : float; - iConfAlta, iConfBaixa, iBarrasPosicao : integer; - bZonaDecisao, bRompimentoAlta, bRompimentoBaixa : boolean; - bEstavaPosicionado, bSaidaOCOCompra, bSaidaOCOVenda : boolean; - fPrecoEntrada, fStopAtual, fAlvoAtual : float; - -begin - mme9 := MediaExp(9, Close); - mme20 := MediaExp(20, Close); - mma50 := Media(50, Close); - mma200 := Media(200, Close); - - topoLookback := Highest(High, LookbackRompimento); - fundoLookback := Lowest(Low, LookbackRompimento); - dist20200 := Abs(mme20 - mma200); - bZonaDecisao := dist20200 <= DistanciaMaxima20x200; - - bRompimentoAlta := bZonaDecisao and (Close > mma200) and (Close >= topoLookback[1]) and (mme9 > mme20) and (mme20 > mma50); - bRompimentoBaixa := bZonaDecisao and (Close < mma200) and (Close <= fundoLookback[1]) and (mme9 < mme20) and (mme20 < mma50); - - if bRompimentoAlta then - iConfAlta := iConfAlta + 1 - else - iConfAlta := 0; - - if bRompimentoBaixa then - iConfBaixa := iConfBaixa + 1 - else - iConfBaixa := 0; - - if IsBought or IsSold then - iBarrasPosicao := iBarrasPosicao + 1 - else - iBarrasPosicao := 0; - - if (not IsBought) and (not IsSold) then - begin - if iConfAlta >= ConfirmacoesFechamento then - BuyAtMarket - else if iConfBaixa >= ConfirmacoesFechamento then - SellShortAtMarket; - end; - - bSaidaOCOCompra := false; - bSaidaOCOVenda := false; - - if IsBought and bEstavaPosicionado then - begin - fStopAtual := fPrecoEntrada - StopLossPontos; - fAlvoAtual := fPrecoEntrada + TakeProfitPontos; - bSaidaOCOCompra := UsarOCO and ((Low <= fStopAtual) or (High >= fAlvoAtual)); - end; - - if IsSold and bEstavaPosicionado then - begin - fStopAtual := fPrecoEntrada + StopLossPontos; - fAlvoAtual := fPrecoEntrada - TakeProfitPontos; - bSaidaOCOVenda := UsarOCO and ((High >= fStopAtual) or (Low <= fAlvoAtual)); - end; - - if IsBought and ( - (Close < mme20) - or (Close < mma200) - or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) - or bSaidaOCOCompra - ) then - ClosePosition; - - if IsSold and ( - (Close > mme20) - or (Close > mma200) - or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) - or bSaidaOCOVenda - ) then - ClosePosition; - - if (not bEstavaPosicionado) and IsBought then - fPrecoEntrada := Close; - - if (not bEstavaPosicionado) and IsSold then - fPrecoEntrada := Close; - - bEstavaPosicionado := IsBought or IsSold; -end; diff --git a/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v40_compressao.txt b/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v40_compressao.txt deleted file mode 100644 index 1d85957..0000000 --- a/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v40_compressao.txt +++ /dev/null @@ -1,168 +0,0 @@ -{ - Estrategia: robo_medias_v40_compressao - Autor: Wesley - Descricao: Evita compressao 20x200 e opera so direcional. -} - -input - ModoEstrategia(4); - DistanciaMinimaLequePontos(40); - DistanciaCompressao20x200(80); - DistanciaMaximaPrecoMME20(210); - DistanciaToqueMME20(55); - MinBarrasConfirmacao(1); - ConfirmacoesRompimento(1); - UsarConfirmacaoCandle(true); - UsarOCO(true); - StopLossPontos(210); - TakeProfitPontos(336); - UsarSaidaPorTempo(true); - MaxBarrasPosicao(8); - -var - mme9, mme20, mma50, mma200 : float; - slope20, slope50, slope200 : float; - dist920, dist2050, dist20200, distPreco20 : float; - topoLookback, fundoLookback : float; - iAlta, iBaixa, iBarrasPosicao : integer; - bCompressao, bLequeAlta, bLequeBaixa : boolean; - bPullbackCompra, bPullbackVenda : boolean; - bRompAlta, bRompBaixa : boolean; - bCompra, bVenda, bConfCompra, bConfVenda : boolean; - bEstavaPosicionado, bSaidaOCOCompra, bSaidaOCOVenda : boolean; - fPrecoEntrada, fStopAtual, fAlvoAtual : float; - -begin - mme9 := MediaExp(9, Close); - mme20 := MediaExp(20, Close); - mma50 := Media(50, Close); - mma200 := Media(200, Close); - - slope20 := mme20 - mme20[1]; - slope50 := mma50 - mma50[1]; - slope200 := mma200 - mma200[1]; - - dist920 := Abs(mme9 - mme20); - dist2050 := Abs(mme20 - mma50); - dist20200 := Abs(mme20 - mma200); - distPreco20 := Abs(Close - mme20); - - topoLookback := Highest(High, 12); - fundoLookback := Lowest(Low, 12); - - bCompressao := dist20200 <= DistanciaCompressao20x200; - - bLequeAlta := (Close > mme9) and (mme9 > mme20) and (mme20 > mma50) and (mma50 > mma200) - and (slope20 > 0) and (slope50 > 0) - and (dist920 >= DistanciaMinimaLequePontos) - and (dist2050 >= DistanciaMinimaLequePontos); - - bLequeBaixa := (Close < mme9) and (mme9 < mme20) and (mme20 < mma50) and (mma50 < mma200) - and (slope20 < 0) and (slope50 < 0) - and (dist920 >= DistanciaMinimaLequePontos) - and (dist2050 >= DistanciaMinimaLequePontos); - - bPullbackCompra := (not bCompressao) and (mma50 > mma200) and (slope20 > 0) - and (Abs(Low - mme20) <= DistanciaToqueMME20) and (Close > mme20); - bPullbackVenda := (not bCompressao) and (mma50 < mma200) and (slope20 < 0) - and (Abs(High - mme20) <= DistanciaToqueMME20) and (Close < mme20); - - bRompAlta := (dist20200 <= DistanciaToqueMME20) and (Close > mma200) and (Close >= topoLookback[1]) and (mme9 > mme20); - bRompBaixa := (dist20200 <= DistanciaToqueMME20) and (Close < mma200) and (Close <= fundoLookback[1]) and (mme9 < mme20); - - bConfCompra := (not UsarConfirmacaoCandle) or (Close > High[1]); - bConfVenda := (not UsarConfirmacaoCandle) or (Close < Low[1]); - - if bLequeAlta or bPullbackCompra or bRompAlta then - iAlta := iAlta + 1 - else - iAlta := 0; - - if bLequeBaixa or bPullbackVenda or bRompBaixa then - iBaixa := iBaixa + 1 - else - iBaixa := 0; - - bCompra := false; - bVenda := false; - - if ModoEstrategia = 1 then - begin - bCompra := bLequeAlta and (not bCompressao) and (distPreco20 <= DistanciaMaximaPrecoMME20) and (iAlta >= MinBarrasConfirmacao); - bVenda := bLequeBaixa and (not bCompressao) and (distPreco20 <= DistanciaMaximaPrecoMME20) and (iBaixa >= MinBarrasConfirmacao); - end - else if ModoEstrategia = 2 then - begin - bCompra := bPullbackCompra and bConfCompra; - bVenda := bPullbackVenda and bConfVenda; - end - else if ModoEstrategia = 3 then - begin - bCompra := bRompAlta and (iAlta >= ConfirmacoesRompimento); - bVenda := bRompBaixa and (iBaixa >= ConfirmacoesRompimento); - end - else if ModoEstrategia = 4 then - begin - bCompra := (not bCompressao) and bLequeAlta and (slope200 >= 0) and (iAlta >= MinBarrasConfirmacao); - bVenda := (not bCompressao) and bLequeBaixa and (slope200 <= 0) and (iBaixa >= MinBarrasConfirmacao); - end - else - begin - bCompra := (bPullbackCompra or bRompAlta) and (not bCompressao) and bConfCompra; - bVenda := (bPullbackVenda or bRompBaixa) and (not bCompressao) and bConfVenda; - end; - - if IsBought or IsSold then - iBarrasPosicao := iBarrasPosicao + 1 - else - iBarrasPosicao := 0; - - if (not IsBought) and (not IsSold) then - begin - if bCompra then - BuyAtMarket - else if bVenda then - SellShortAtMarket; - end; - - bSaidaOCOCompra := false; - bSaidaOCOVenda := false; - - if IsBought and bEstavaPosicionado then - begin - fStopAtual := fPrecoEntrada - StopLossPontos; - fAlvoAtual := fPrecoEntrada + TakeProfitPontos; - bSaidaOCOCompra := UsarOCO and ((Low <= fStopAtual) or (High >= fAlvoAtual)); - end; - - if IsSold and bEstavaPosicionado then - begin - fStopAtual := fPrecoEntrada + StopLossPontos; - fAlvoAtual := fPrecoEntrada - TakeProfitPontos; - bSaidaOCOVenda := UsarOCO and ((High >= fStopAtual) or (Low <= fAlvoAtual)); - end; - - if IsBought and ( - bCompressao - or (Close < mme20) - or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) - or bSaidaOCOCompra - ) then - ClosePosition; - - if IsSold and ( - bCompressao - or (Close > mme20) - or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) - or bSaidaOCOVenda - ) then - ClosePosition; - - if (not bEstavaPosicionado) and IsBought then - fPrecoEntrada := Close; - - if (not bEstavaPosicionado) and IsSold then - fPrecoEntrada := Close; - - bEstavaPosicionado := IsBought or IsSold; -end; diff --git a/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v41_compressao.txt b/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v41_compressao.txt deleted file mode 100644 index 21694e1..0000000 --- a/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v41_compressao.txt +++ /dev/null @@ -1,168 +0,0 @@ -{ - Estrategia: robo_medias_v41_compressao - Autor: Wesley - Descricao: Evita compressao 20x200 e opera so direcional. -} - -input - ModoEstrategia(4); - DistanciaMinimaLequePontos(45); - DistanciaCompressao20x200(90); - DistanciaMaximaPrecoMME20(240); - DistanciaToqueMME20(65); - MinBarrasConfirmacao(2); - ConfirmacoesRompimento(2); - UsarConfirmacaoCandle(true); - UsarOCO(true); - StopLossPontos(225); - TakeProfitPontos(382.5); - UsarSaidaPorTempo(true); - MaxBarrasPosicao(9); - -var - mme9, mme20, mma50, mma200 : float; - slope20, slope50, slope200 : float; - dist920, dist2050, dist20200, distPreco20 : float; - topoLookback, fundoLookback : float; - iAlta, iBaixa, iBarrasPosicao : integer; - bCompressao, bLequeAlta, bLequeBaixa : boolean; - bPullbackCompra, bPullbackVenda : boolean; - bRompAlta, bRompBaixa : boolean; - bCompra, bVenda, bConfCompra, bConfVenda : boolean; - bEstavaPosicionado, bSaidaOCOCompra, bSaidaOCOVenda : boolean; - fPrecoEntrada, fStopAtual, fAlvoAtual : float; - -begin - mme9 := MediaExp(9, Close); - mme20 := MediaExp(20, Close); - mma50 := Media(50, Close); - mma200 := Media(200, Close); - - slope20 := mme20 - mme20[1]; - slope50 := mma50 - mma50[1]; - slope200 := mma200 - mma200[1]; - - dist920 := Abs(mme9 - mme20); - dist2050 := Abs(mme20 - mma50); - dist20200 := Abs(mme20 - mma200); - distPreco20 := Abs(Close - mme20); - - topoLookback := Highest(High, 12); - fundoLookback := Lowest(Low, 12); - - bCompressao := dist20200 <= DistanciaCompressao20x200; - - bLequeAlta := (Close > mme9) and (mme9 > mme20) and (mme20 > mma50) and (mma50 > mma200) - and (slope20 > 0) and (slope50 > 0) - and (dist920 >= DistanciaMinimaLequePontos) - and (dist2050 >= DistanciaMinimaLequePontos); - - bLequeBaixa := (Close < mme9) and (mme9 < mme20) and (mme20 < mma50) and (mma50 < mma200) - and (slope20 < 0) and (slope50 < 0) - and (dist920 >= DistanciaMinimaLequePontos) - and (dist2050 >= DistanciaMinimaLequePontos); - - bPullbackCompra := (not bCompressao) and (mma50 > mma200) and (slope20 > 0) - and (Abs(Low - mme20) <= DistanciaToqueMME20) and (Close > mme20); - bPullbackVenda := (not bCompressao) and (mma50 < mma200) and (slope20 < 0) - and (Abs(High - mme20) <= DistanciaToqueMME20) and (Close < mme20); - - bRompAlta := (dist20200 <= DistanciaToqueMME20) and (Close > mma200) and (Close >= topoLookback[1]) and (mme9 > mme20); - bRompBaixa := (dist20200 <= DistanciaToqueMME20) and (Close < mma200) and (Close <= fundoLookback[1]) and (mme9 < mme20); - - bConfCompra := (not UsarConfirmacaoCandle) or (Close > High[1]); - bConfVenda := (not UsarConfirmacaoCandle) or (Close < Low[1]); - - if bLequeAlta or bPullbackCompra or bRompAlta then - iAlta := iAlta + 1 - else - iAlta := 0; - - if bLequeBaixa or bPullbackVenda or bRompBaixa then - iBaixa := iBaixa + 1 - else - iBaixa := 0; - - bCompra := false; - bVenda := false; - - if ModoEstrategia = 1 then - begin - bCompra := bLequeAlta and (not bCompressao) and (distPreco20 <= DistanciaMaximaPrecoMME20) and (iAlta >= MinBarrasConfirmacao); - bVenda := bLequeBaixa and (not bCompressao) and (distPreco20 <= DistanciaMaximaPrecoMME20) and (iBaixa >= MinBarrasConfirmacao); - end - else if ModoEstrategia = 2 then - begin - bCompra := bPullbackCompra and bConfCompra; - bVenda := bPullbackVenda and bConfVenda; - end - else if ModoEstrategia = 3 then - begin - bCompra := bRompAlta and (iAlta >= ConfirmacoesRompimento); - bVenda := bRompBaixa and (iBaixa >= ConfirmacoesRompimento); - end - else if ModoEstrategia = 4 then - begin - bCompra := (not bCompressao) and bLequeAlta and (slope200 >= 0) and (iAlta >= MinBarrasConfirmacao); - bVenda := (not bCompressao) and bLequeBaixa and (slope200 <= 0) and (iBaixa >= MinBarrasConfirmacao); - end - else - begin - bCompra := (bPullbackCompra or bRompAlta) and (not bCompressao) and bConfCompra; - bVenda := (bPullbackVenda or bRompBaixa) and (not bCompressao) and bConfVenda; - end; - - if IsBought or IsSold then - iBarrasPosicao := iBarrasPosicao + 1 - else - iBarrasPosicao := 0; - - if (not IsBought) and (not IsSold) then - begin - if bCompra then - BuyAtMarket - else if bVenda then - SellShortAtMarket; - end; - - bSaidaOCOCompra := false; - bSaidaOCOVenda := false; - - if IsBought and bEstavaPosicionado then - begin - fStopAtual := fPrecoEntrada - StopLossPontos; - fAlvoAtual := fPrecoEntrada + TakeProfitPontos; - bSaidaOCOCompra := UsarOCO and ((Low <= fStopAtual) or (High >= fAlvoAtual)); - end; - - if IsSold and bEstavaPosicionado then - begin - fStopAtual := fPrecoEntrada + StopLossPontos; - fAlvoAtual := fPrecoEntrada - TakeProfitPontos; - bSaidaOCOVenda := UsarOCO and ((High >= fStopAtual) or (Low <= fAlvoAtual)); - end; - - if IsBought and ( - bCompressao - or (Close < mme20) - or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) - or bSaidaOCOCompra - ) then - ClosePosition; - - if IsSold and ( - bCompressao - or (Close > mme20) - or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) - or bSaidaOCOVenda - ) then - ClosePosition; - - if (not bEstavaPosicionado) and IsBought then - fPrecoEntrada := Close; - - if (not bEstavaPosicionado) and IsSold then - fPrecoEntrada := Close; - - bEstavaPosicionado := IsBought or IsSold; -end; diff --git a/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v42_compressao.txt b/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v42_compressao.txt deleted file mode 100644 index f4835e1..0000000 --- a/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v42_compressao.txt +++ /dev/null @@ -1,168 +0,0 @@ -{ - Estrategia: robo_medias_v42_compressao - Autor: Wesley - Descricao: Evita compressao 20x200 e opera so direcional. -} - -input - ModoEstrategia(4); - DistanciaMinimaLequePontos(30); - DistanciaCompressao20x200(100); - DistanciaMaximaPrecoMME20(270); - DistanciaToqueMME20(35); - MinBarrasConfirmacao(3); - ConfirmacoesRompimento(1); - UsarConfirmacaoCandle(true); - UsarOCO(true); - StopLossPontos(240); - TakeProfitPontos(432); - UsarSaidaPorTempo(true); - MaxBarrasPosicao(10); - -var - mme9, mme20, mma50, mma200 : float; - slope20, slope50, slope200 : float; - dist920, dist2050, dist20200, distPreco20 : float; - topoLookback, fundoLookback : float; - iAlta, iBaixa, iBarrasPosicao : integer; - bCompressao, bLequeAlta, bLequeBaixa : boolean; - bPullbackCompra, bPullbackVenda : boolean; - bRompAlta, bRompBaixa : boolean; - bCompra, bVenda, bConfCompra, bConfVenda : boolean; - bEstavaPosicionado, bSaidaOCOCompra, bSaidaOCOVenda : boolean; - fPrecoEntrada, fStopAtual, fAlvoAtual : float; - -begin - mme9 := MediaExp(9, Close); - mme20 := MediaExp(20, Close); - mma50 := Media(50, Close); - mma200 := Media(200, Close); - - slope20 := mme20 - mme20[1]; - slope50 := mma50 - mma50[1]; - slope200 := mma200 - mma200[1]; - - dist920 := Abs(mme9 - mme20); - dist2050 := Abs(mme20 - mma50); - dist20200 := Abs(mme20 - mma200); - distPreco20 := Abs(Close - mme20); - - topoLookback := Highest(High, 12); - fundoLookback := Lowest(Low, 12); - - bCompressao := dist20200 <= DistanciaCompressao20x200; - - bLequeAlta := (Close > mme9) and (mme9 > mme20) and (mme20 > mma50) and (mma50 > mma200) - and (slope20 > 0) and (slope50 > 0) - and (dist920 >= DistanciaMinimaLequePontos) - and (dist2050 >= DistanciaMinimaLequePontos); - - bLequeBaixa := (Close < mme9) and (mme9 < mme20) and (mme20 < mma50) and (mma50 < mma200) - and (slope20 < 0) and (slope50 < 0) - and (dist920 >= DistanciaMinimaLequePontos) - and (dist2050 >= DistanciaMinimaLequePontos); - - bPullbackCompra := (not bCompressao) and (mma50 > mma200) and (slope20 > 0) - and (Abs(Low - mme20) <= DistanciaToqueMME20) and (Close > mme20); - bPullbackVenda := (not bCompressao) and (mma50 < mma200) and (slope20 < 0) - and (Abs(High - mme20) <= DistanciaToqueMME20) and (Close < mme20); - - bRompAlta := (dist20200 <= DistanciaToqueMME20) and (Close > mma200) and (Close >= topoLookback[1]) and (mme9 > mme20); - bRompBaixa := (dist20200 <= DistanciaToqueMME20) and (Close < mma200) and (Close <= fundoLookback[1]) and (mme9 < mme20); - - bConfCompra := (not UsarConfirmacaoCandle) or (Close > High[1]); - bConfVenda := (not UsarConfirmacaoCandle) or (Close < Low[1]); - - if bLequeAlta or bPullbackCompra or bRompAlta then - iAlta := iAlta + 1 - else - iAlta := 0; - - if bLequeBaixa or bPullbackVenda or bRompBaixa then - iBaixa := iBaixa + 1 - else - iBaixa := 0; - - bCompra := false; - bVenda := false; - - if ModoEstrategia = 1 then - begin - bCompra := bLequeAlta and (not bCompressao) and (distPreco20 <= DistanciaMaximaPrecoMME20) and (iAlta >= MinBarrasConfirmacao); - bVenda := bLequeBaixa and (not bCompressao) and (distPreco20 <= DistanciaMaximaPrecoMME20) and (iBaixa >= MinBarrasConfirmacao); - end - else if ModoEstrategia = 2 then - begin - bCompra := bPullbackCompra and bConfCompra; - bVenda := bPullbackVenda and bConfVenda; - end - else if ModoEstrategia = 3 then - begin - bCompra := bRompAlta and (iAlta >= ConfirmacoesRompimento); - bVenda := bRompBaixa and (iBaixa >= ConfirmacoesRompimento); - end - else if ModoEstrategia = 4 then - begin - bCompra := (not bCompressao) and bLequeAlta and (slope200 >= 0) and (iAlta >= MinBarrasConfirmacao); - bVenda := (not bCompressao) and bLequeBaixa and (slope200 <= 0) and (iBaixa >= MinBarrasConfirmacao); - end - else - begin - bCompra := (bPullbackCompra or bRompAlta) and (not bCompressao) and bConfCompra; - bVenda := (bPullbackVenda or bRompBaixa) and (not bCompressao) and bConfVenda; - end; - - if IsBought or IsSold then - iBarrasPosicao := iBarrasPosicao + 1 - else - iBarrasPosicao := 0; - - if (not IsBought) and (not IsSold) then - begin - if bCompra then - BuyAtMarket - else if bVenda then - SellShortAtMarket; - end; - - bSaidaOCOCompra := false; - bSaidaOCOVenda := false; - - if IsBought and bEstavaPosicionado then - begin - fStopAtual := fPrecoEntrada - StopLossPontos; - fAlvoAtual := fPrecoEntrada + TakeProfitPontos; - bSaidaOCOCompra := UsarOCO and ((Low <= fStopAtual) or (High >= fAlvoAtual)); - end; - - if IsSold and bEstavaPosicionado then - begin - fStopAtual := fPrecoEntrada + StopLossPontos; - fAlvoAtual := fPrecoEntrada - TakeProfitPontos; - bSaidaOCOVenda := UsarOCO and ((High >= fStopAtual) or (Low <= fAlvoAtual)); - end; - - if IsBought and ( - bCompressao - or (Close < mme20) - or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) - or bSaidaOCOCompra - ) then - ClosePosition; - - if IsSold and ( - bCompressao - or (Close > mme20) - or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) - or bSaidaOCOVenda - ) then - ClosePosition; - - if (not bEstavaPosicionado) and IsBought then - fPrecoEntrada := Close; - - if (not bEstavaPosicionado) and IsSold then - fPrecoEntrada := Close; - - bEstavaPosicionado := IsBought or IsSold; -end; diff --git a/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v43_compressao.txt b/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v43_compressao.txt deleted file mode 100644 index e393031..0000000 --- a/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v43_compressao.txt +++ /dev/null @@ -1,168 +0,0 @@ -{ - Estrategia: robo_medias_v43_compressao - Autor: Wesley - Descricao: Evita compressao 20x200 e opera so direcional. -} - -input - ModoEstrategia(4); - DistanciaMinimaLequePontos(35); - DistanciaCompressao20x200(110); - DistanciaMaximaPrecoMME20(300); - DistanciaToqueMME20(45); - MinBarrasConfirmacao(1); - ConfirmacoesRompimento(2); - UsarConfirmacaoCandle(true); - UsarOCO(true); - StopLossPontos(255); - TakeProfitPontos(408); - UsarSaidaPorTempo(true); - MaxBarrasPosicao(11); - -var - mme9, mme20, mma50, mma200 : float; - slope20, slope50, slope200 : float; - dist920, dist2050, dist20200, distPreco20 : float; - topoLookback, fundoLookback : float; - iAlta, iBaixa, iBarrasPosicao : integer; - bCompressao, bLequeAlta, bLequeBaixa : boolean; - bPullbackCompra, bPullbackVenda : boolean; - bRompAlta, bRompBaixa : boolean; - bCompra, bVenda, bConfCompra, bConfVenda : boolean; - bEstavaPosicionado, bSaidaOCOCompra, bSaidaOCOVenda : boolean; - fPrecoEntrada, fStopAtual, fAlvoAtual : float; - -begin - mme9 := MediaExp(9, Close); - mme20 := MediaExp(20, Close); - mma50 := Media(50, Close); - mma200 := Media(200, Close); - - slope20 := mme20 - mme20[1]; - slope50 := mma50 - mma50[1]; - slope200 := mma200 - mma200[1]; - - dist920 := Abs(mme9 - mme20); - dist2050 := Abs(mme20 - mma50); - dist20200 := Abs(mme20 - mma200); - distPreco20 := Abs(Close - mme20); - - topoLookback := Highest(High, 12); - fundoLookback := Lowest(Low, 12); - - bCompressao := dist20200 <= DistanciaCompressao20x200; - - bLequeAlta := (Close > mme9) and (mme9 > mme20) and (mme20 > mma50) and (mma50 > mma200) - and (slope20 > 0) and (slope50 > 0) - and (dist920 >= DistanciaMinimaLequePontos) - and (dist2050 >= DistanciaMinimaLequePontos); - - bLequeBaixa := (Close < mme9) and (mme9 < mme20) and (mme20 < mma50) and (mma50 < mma200) - and (slope20 < 0) and (slope50 < 0) - and (dist920 >= DistanciaMinimaLequePontos) - and (dist2050 >= DistanciaMinimaLequePontos); - - bPullbackCompra := (not bCompressao) and (mma50 > mma200) and (slope20 > 0) - and (Abs(Low - mme20) <= DistanciaToqueMME20) and (Close > mme20); - bPullbackVenda := (not bCompressao) and (mma50 < mma200) and (slope20 < 0) - and (Abs(High - mme20) <= DistanciaToqueMME20) and (Close < mme20); - - bRompAlta := (dist20200 <= DistanciaToqueMME20) and (Close > mma200) and (Close >= topoLookback[1]) and (mme9 > mme20); - bRompBaixa := (dist20200 <= DistanciaToqueMME20) and (Close < mma200) and (Close <= fundoLookback[1]) and (mme9 < mme20); - - bConfCompra := (not UsarConfirmacaoCandle) or (Close > High[1]); - bConfVenda := (not UsarConfirmacaoCandle) or (Close < Low[1]); - - if bLequeAlta or bPullbackCompra or bRompAlta then - iAlta := iAlta + 1 - else - iAlta := 0; - - if bLequeBaixa or bPullbackVenda or bRompBaixa then - iBaixa := iBaixa + 1 - else - iBaixa := 0; - - bCompra := false; - bVenda := false; - - if ModoEstrategia = 1 then - begin - bCompra := bLequeAlta and (not bCompressao) and (distPreco20 <= DistanciaMaximaPrecoMME20) and (iAlta >= MinBarrasConfirmacao); - bVenda := bLequeBaixa and (not bCompressao) and (distPreco20 <= DistanciaMaximaPrecoMME20) and (iBaixa >= MinBarrasConfirmacao); - end - else if ModoEstrategia = 2 then - begin - bCompra := bPullbackCompra and bConfCompra; - bVenda := bPullbackVenda and bConfVenda; - end - else if ModoEstrategia = 3 then - begin - bCompra := bRompAlta and (iAlta >= ConfirmacoesRompimento); - bVenda := bRompBaixa and (iBaixa >= ConfirmacoesRompimento); - end - else if ModoEstrategia = 4 then - begin - bCompra := (not bCompressao) and bLequeAlta and (slope200 >= 0) and (iAlta >= MinBarrasConfirmacao); - bVenda := (not bCompressao) and bLequeBaixa and (slope200 <= 0) and (iBaixa >= MinBarrasConfirmacao); - end - else - begin - bCompra := (bPullbackCompra or bRompAlta) and (not bCompressao) and bConfCompra; - bVenda := (bPullbackVenda or bRompBaixa) and (not bCompressao) and bConfVenda; - end; - - if IsBought or IsSold then - iBarrasPosicao := iBarrasPosicao + 1 - else - iBarrasPosicao := 0; - - if (not IsBought) and (not IsSold) then - begin - if bCompra then - BuyAtMarket - else if bVenda then - SellShortAtMarket; - end; - - bSaidaOCOCompra := false; - bSaidaOCOVenda := false; - - if IsBought and bEstavaPosicionado then - begin - fStopAtual := fPrecoEntrada - StopLossPontos; - fAlvoAtual := fPrecoEntrada + TakeProfitPontos; - bSaidaOCOCompra := UsarOCO and ((Low <= fStopAtual) or (High >= fAlvoAtual)); - end; - - if IsSold and bEstavaPosicionado then - begin - fStopAtual := fPrecoEntrada + StopLossPontos; - fAlvoAtual := fPrecoEntrada - TakeProfitPontos; - bSaidaOCOVenda := UsarOCO and ((High >= fStopAtual) or (Low <= fAlvoAtual)); - end; - - if IsBought and ( - bCompressao - or (Close < mme20) - or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) - or bSaidaOCOCompra - ) then - ClosePosition; - - if IsSold and ( - bCompressao - or (Close > mme20) - or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) - or bSaidaOCOVenda - ) then - ClosePosition; - - if (not bEstavaPosicionado) and IsBought then - fPrecoEntrada := Close; - - if (not bEstavaPosicionado) and IsSold then - fPrecoEntrada := Close; - - bEstavaPosicionado := IsBought or IsSold; -end; diff --git a/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v44_compressao.txt b/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v44_compressao.txt deleted file mode 100644 index 3d64f17..0000000 --- a/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v44_compressao.txt +++ /dev/null @@ -1,168 +0,0 @@ -{ - Estrategia: robo_medias_v44_compressao - Autor: Wesley - Descricao: Evita compressao 20x200 e opera so direcional. -} - -input - ModoEstrategia(4); - DistanciaMinimaLequePontos(40); - DistanciaCompressao20x200(70); - DistanciaMaximaPrecoMME20(180); - DistanciaToqueMME20(55); - MinBarrasConfirmacao(2); - ConfirmacoesRompimento(1); - UsarConfirmacaoCandle(true); - UsarOCO(true); - StopLossPontos(270); - TakeProfitPontos(459); - UsarSaidaPorTempo(true); - MaxBarrasPosicao(12); - -var - mme9, mme20, mma50, mma200 : float; - slope20, slope50, slope200 : float; - dist920, dist2050, dist20200, distPreco20 : float; - topoLookback, fundoLookback : float; - iAlta, iBaixa, iBarrasPosicao : integer; - bCompressao, bLequeAlta, bLequeBaixa : boolean; - bPullbackCompra, bPullbackVenda : boolean; - bRompAlta, bRompBaixa : boolean; - bCompra, bVenda, bConfCompra, bConfVenda : boolean; - bEstavaPosicionado, bSaidaOCOCompra, bSaidaOCOVenda : boolean; - fPrecoEntrada, fStopAtual, fAlvoAtual : float; - -begin - mme9 := MediaExp(9, Close); - mme20 := MediaExp(20, Close); - mma50 := Media(50, Close); - mma200 := Media(200, Close); - - slope20 := mme20 - mme20[1]; - slope50 := mma50 - mma50[1]; - slope200 := mma200 - mma200[1]; - - dist920 := Abs(mme9 - mme20); - dist2050 := Abs(mme20 - mma50); - dist20200 := Abs(mme20 - mma200); - distPreco20 := Abs(Close - mme20); - - topoLookback := Highest(High, 12); - fundoLookback := Lowest(Low, 12); - - bCompressao := dist20200 <= DistanciaCompressao20x200; - - bLequeAlta := (Close > mme9) and (mme9 > mme20) and (mme20 > mma50) and (mma50 > mma200) - and (slope20 > 0) and (slope50 > 0) - and (dist920 >= DistanciaMinimaLequePontos) - and (dist2050 >= DistanciaMinimaLequePontos); - - bLequeBaixa := (Close < mme9) and (mme9 < mme20) and (mme20 < mma50) and (mma50 < mma200) - and (slope20 < 0) and (slope50 < 0) - and (dist920 >= DistanciaMinimaLequePontos) - and (dist2050 >= DistanciaMinimaLequePontos); - - bPullbackCompra := (not bCompressao) and (mma50 > mma200) and (slope20 > 0) - and (Abs(Low - mme20) <= DistanciaToqueMME20) and (Close > mme20); - bPullbackVenda := (not bCompressao) and (mma50 < mma200) and (slope20 < 0) - and (Abs(High - mme20) <= DistanciaToqueMME20) and (Close < mme20); - - bRompAlta := (dist20200 <= DistanciaToqueMME20) and (Close > mma200) and (Close >= topoLookback[1]) and (mme9 > mme20); - bRompBaixa := (dist20200 <= DistanciaToqueMME20) and (Close < mma200) and (Close <= fundoLookback[1]) and (mme9 < mme20); - - bConfCompra := (not UsarConfirmacaoCandle) or (Close > High[1]); - bConfVenda := (not UsarConfirmacaoCandle) or (Close < Low[1]); - - if bLequeAlta or bPullbackCompra or bRompAlta then - iAlta := iAlta + 1 - else - iAlta := 0; - - if bLequeBaixa or bPullbackVenda or bRompBaixa then - iBaixa := iBaixa + 1 - else - iBaixa := 0; - - bCompra := false; - bVenda := false; - - if ModoEstrategia = 1 then - begin - bCompra := bLequeAlta and (not bCompressao) and (distPreco20 <= DistanciaMaximaPrecoMME20) and (iAlta >= MinBarrasConfirmacao); - bVenda := bLequeBaixa and (not bCompressao) and (distPreco20 <= DistanciaMaximaPrecoMME20) and (iBaixa >= MinBarrasConfirmacao); - end - else if ModoEstrategia = 2 then - begin - bCompra := bPullbackCompra and bConfCompra; - bVenda := bPullbackVenda and bConfVenda; - end - else if ModoEstrategia = 3 then - begin - bCompra := bRompAlta and (iAlta >= ConfirmacoesRompimento); - bVenda := bRompBaixa and (iBaixa >= ConfirmacoesRompimento); - end - else if ModoEstrategia = 4 then - begin - bCompra := (not bCompressao) and bLequeAlta and (slope200 >= 0) and (iAlta >= MinBarrasConfirmacao); - bVenda := (not bCompressao) and bLequeBaixa and (slope200 <= 0) and (iBaixa >= MinBarrasConfirmacao); - end - else - begin - bCompra := (bPullbackCompra or bRompAlta) and (not bCompressao) and bConfCompra; - bVenda := (bPullbackVenda or bRompBaixa) and (not bCompressao) and bConfVenda; - end; - - if IsBought or IsSold then - iBarrasPosicao := iBarrasPosicao + 1 - else - iBarrasPosicao := 0; - - if (not IsBought) and (not IsSold) then - begin - if bCompra then - BuyAtMarket - else if bVenda then - SellShortAtMarket; - end; - - bSaidaOCOCompra := false; - bSaidaOCOVenda := false; - - if IsBought and bEstavaPosicionado then - begin - fStopAtual := fPrecoEntrada - StopLossPontos; - fAlvoAtual := fPrecoEntrada + TakeProfitPontos; - bSaidaOCOCompra := UsarOCO and ((Low <= fStopAtual) or (High >= fAlvoAtual)); - end; - - if IsSold and bEstavaPosicionado then - begin - fStopAtual := fPrecoEntrada + StopLossPontos; - fAlvoAtual := fPrecoEntrada - TakeProfitPontos; - bSaidaOCOVenda := UsarOCO and ((High >= fStopAtual) or (Low <= fAlvoAtual)); - end; - - if IsBought and ( - bCompressao - or (Close < mme20) - or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) - or bSaidaOCOCompra - ) then - ClosePosition; - - if IsSold and ( - bCompressao - or (Close > mme20) - or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) - or bSaidaOCOVenda - ) then - ClosePosition; - - if (not bEstavaPosicionado) and IsBought then - fPrecoEntrada := Close; - - if (not bEstavaPosicionado) and IsSold then - fPrecoEntrada := Close; - - bEstavaPosicionado := IsBought or IsSold; -end; diff --git a/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v45_hibrido.txt b/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v45_hibrido.txt deleted file mode 100644 index 13ba4a6..0000000 --- a/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v45_hibrido.txt +++ /dev/null @@ -1,168 +0,0 @@ -{ - Estrategia: robo_medias_v45_hibrido - Autor: Wesley - Descricao: Combinacao de pullback e rompimento com filtro de compressao. -} - -input - ModoEstrategia(5); - DistanciaMinimaLequePontos(35); - DistanciaCompressao20x200(80); - DistanciaMaximaPrecoMME20(210); - DistanciaToqueMME20(45); - MinBarrasConfirmacao(2); - ConfirmacoesRompimento(2); - UsarConfirmacaoCandle(true); - UsarOCO(true); - StopLossPontos(135); - TakeProfitPontos(229.5); - UsarSaidaPorTempo(true); - MaxBarrasPosicao(9); - -var - mme9, mme20, mma50, mma200 : float; - slope20, slope50, slope200 : float; - dist920, dist2050, dist20200, distPreco20 : float; - topoLookback, fundoLookback : float; - iAlta, iBaixa, iBarrasPosicao : integer; - bCompressao, bLequeAlta, bLequeBaixa : boolean; - bPullbackCompra, bPullbackVenda : boolean; - bRompAlta, bRompBaixa : boolean; - bCompra, bVenda, bConfCompra, bConfVenda : boolean; - bEstavaPosicionado, bSaidaOCOCompra, bSaidaOCOVenda : boolean; - fPrecoEntrada, fStopAtual, fAlvoAtual : float; - -begin - mme9 := MediaExp(9, Close); - mme20 := MediaExp(20, Close); - mma50 := Media(50, Close); - mma200 := Media(200, Close); - - slope20 := mme20 - mme20[1]; - slope50 := mma50 - mma50[1]; - slope200 := mma200 - mma200[1]; - - dist920 := Abs(mme9 - mme20); - dist2050 := Abs(mme20 - mma50); - dist20200 := Abs(mme20 - mma200); - distPreco20 := Abs(Close - mme20); - - topoLookback := Highest(High, 12); - fundoLookback := Lowest(Low, 12); - - bCompressao := dist20200 <= DistanciaCompressao20x200; - - bLequeAlta := (Close > mme9) and (mme9 > mme20) and (mme20 > mma50) and (mma50 > mma200) - and (slope20 > 0) and (slope50 > 0) - and (dist920 >= DistanciaMinimaLequePontos) - and (dist2050 >= DistanciaMinimaLequePontos); - - bLequeBaixa := (Close < mme9) and (mme9 < mme20) and (mme20 < mma50) and (mma50 < mma200) - and (slope20 < 0) and (slope50 < 0) - and (dist920 >= DistanciaMinimaLequePontos) - and (dist2050 >= DistanciaMinimaLequePontos); - - bPullbackCompra := (not bCompressao) and (mma50 > mma200) and (slope20 > 0) - and (Abs(Low - mme20) <= DistanciaToqueMME20) and (Close > mme20); - bPullbackVenda := (not bCompressao) and (mma50 < mma200) and (slope20 < 0) - and (Abs(High - mme20) <= DistanciaToqueMME20) and (Close < mme20); - - bRompAlta := (dist20200 <= DistanciaToqueMME20) and (Close > mma200) and (Close >= topoLookback[1]) and (mme9 > mme20); - bRompBaixa := (dist20200 <= DistanciaToqueMME20) and (Close < mma200) and (Close <= fundoLookback[1]) and (mme9 < mme20); - - bConfCompra := (not UsarConfirmacaoCandle) or (Close > High[1]); - bConfVenda := (not UsarConfirmacaoCandle) or (Close < Low[1]); - - if bLequeAlta or bPullbackCompra or bRompAlta then - iAlta := iAlta + 1 - else - iAlta := 0; - - if bLequeBaixa or bPullbackVenda or bRompBaixa then - iBaixa := iBaixa + 1 - else - iBaixa := 0; - - bCompra := false; - bVenda := false; - - if ModoEstrategia = 1 then - begin - bCompra := bLequeAlta and (not bCompressao) and (distPreco20 <= DistanciaMaximaPrecoMME20) and (iAlta >= MinBarrasConfirmacao); - bVenda := bLequeBaixa and (not bCompressao) and (distPreco20 <= DistanciaMaximaPrecoMME20) and (iBaixa >= MinBarrasConfirmacao); - end - else if ModoEstrategia = 2 then - begin - bCompra := bPullbackCompra and bConfCompra; - bVenda := bPullbackVenda and bConfVenda; - end - else if ModoEstrategia = 3 then - begin - bCompra := bRompAlta and (iAlta >= ConfirmacoesRompimento); - bVenda := bRompBaixa and (iBaixa >= ConfirmacoesRompimento); - end - else if ModoEstrategia = 4 then - begin - bCompra := (not bCompressao) and bLequeAlta and (slope200 >= 0) and (iAlta >= MinBarrasConfirmacao); - bVenda := (not bCompressao) and bLequeBaixa and (slope200 <= 0) and (iBaixa >= MinBarrasConfirmacao); - end - else - begin - bCompra := (bPullbackCompra or bRompAlta) and (not bCompressao) and bConfCompra; - bVenda := (bPullbackVenda or bRompBaixa) and (not bCompressao) and bConfVenda; - end; - - if IsBought or IsSold then - iBarrasPosicao := iBarrasPosicao + 1 - else - iBarrasPosicao := 0; - - if (not IsBought) and (not IsSold) then - begin - if bCompra then - BuyAtMarket - else if bVenda then - SellShortAtMarket; - end; - - bSaidaOCOCompra := false; - bSaidaOCOVenda := false; - - if IsBought and bEstavaPosicionado then - begin - fStopAtual := fPrecoEntrada - StopLossPontos; - fAlvoAtual := fPrecoEntrada + TakeProfitPontos; - bSaidaOCOCompra := UsarOCO and ((Low <= fStopAtual) or (High >= fAlvoAtual)); - end; - - if IsSold and bEstavaPosicionado then - begin - fStopAtual := fPrecoEntrada + StopLossPontos; - fAlvoAtual := fPrecoEntrada - TakeProfitPontos; - bSaidaOCOVenda := UsarOCO and ((High >= fStopAtual) or (Low <= fAlvoAtual)); - end; - - if IsBought and ( - bCompressao - or (Close < mme20) - or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) - or bSaidaOCOCompra - ) then - ClosePosition; - - if IsSold and ( - bCompressao - or (Close > mme20) - or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) - or bSaidaOCOVenda - ) then - ClosePosition; - - if (not bEstavaPosicionado) and IsBought then - fPrecoEntrada := Close; - - if (not bEstavaPosicionado) and IsSold then - fPrecoEntrada := Close; - - bEstavaPosicionado := IsBought or IsSold; -end; diff --git a/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v46_hibrido.txt b/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v46_hibrido.txt deleted file mode 100644 index 723e3d7..0000000 --- a/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v46_hibrido.txt +++ /dev/null @@ -1,168 +0,0 @@ -{ - Estrategia: robo_medias_v46_hibrido - Autor: Wesley - Descricao: Combinacao de pullback e rompimento com filtro de compressao. -} - -input - ModoEstrategia(5); - DistanciaMinimaLequePontos(40); - DistanciaCompressao20x200(90); - DistanciaMaximaPrecoMME20(240); - DistanciaToqueMME20(55); - MinBarrasConfirmacao(3); - ConfirmacoesRompimento(1); - UsarConfirmacaoCandle(true); - UsarOCO(true); - StopLossPontos(150); - TakeProfitPontos(270); - UsarSaidaPorTempo(true); - MaxBarrasPosicao(10); - -var - mme9, mme20, mma50, mma200 : float; - slope20, slope50, slope200 : float; - dist920, dist2050, dist20200, distPreco20 : float; - topoLookback, fundoLookback : float; - iAlta, iBaixa, iBarrasPosicao : integer; - bCompressao, bLequeAlta, bLequeBaixa : boolean; - bPullbackCompra, bPullbackVenda : boolean; - bRompAlta, bRompBaixa : boolean; - bCompra, bVenda, bConfCompra, bConfVenda : boolean; - bEstavaPosicionado, bSaidaOCOCompra, bSaidaOCOVenda : boolean; - fPrecoEntrada, fStopAtual, fAlvoAtual : float; - -begin - mme9 := MediaExp(9, Close); - mme20 := MediaExp(20, Close); - mma50 := Media(50, Close); - mma200 := Media(200, Close); - - slope20 := mme20 - mme20[1]; - slope50 := mma50 - mma50[1]; - slope200 := mma200 - mma200[1]; - - dist920 := Abs(mme9 - mme20); - dist2050 := Abs(mme20 - mma50); - dist20200 := Abs(mme20 - mma200); - distPreco20 := Abs(Close - mme20); - - topoLookback := Highest(High, 12); - fundoLookback := Lowest(Low, 12); - - bCompressao := dist20200 <= DistanciaCompressao20x200; - - bLequeAlta := (Close > mme9) and (mme9 > mme20) and (mme20 > mma50) and (mma50 > mma200) - and (slope20 > 0) and (slope50 > 0) - and (dist920 >= DistanciaMinimaLequePontos) - and (dist2050 >= DistanciaMinimaLequePontos); - - bLequeBaixa := (Close < mme9) and (mme9 < mme20) and (mme20 < mma50) and (mma50 < mma200) - and (slope20 < 0) and (slope50 < 0) - and (dist920 >= DistanciaMinimaLequePontos) - and (dist2050 >= DistanciaMinimaLequePontos); - - bPullbackCompra := (not bCompressao) and (mma50 > mma200) and (slope20 > 0) - and (Abs(Low - mme20) <= DistanciaToqueMME20) and (Close > mme20); - bPullbackVenda := (not bCompressao) and (mma50 < mma200) and (slope20 < 0) - and (Abs(High - mme20) <= DistanciaToqueMME20) and (Close < mme20); - - bRompAlta := (dist20200 <= DistanciaToqueMME20) and (Close > mma200) and (Close >= topoLookback[1]) and (mme9 > mme20); - bRompBaixa := (dist20200 <= DistanciaToqueMME20) and (Close < mma200) and (Close <= fundoLookback[1]) and (mme9 < mme20); - - bConfCompra := (not UsarConfirmacaoCandle) or (Close > High[1]); - bConfVenda := (not UsarConfirmacaoCandle) or (Close < Low[1]); - - if bLequeAlta or bPullbackCompra or bRompAlta then - iAlta := iAlta + 1 - else - iAlta := 0; - - if bLequeBaixa or bPullbackVenda or bRompBaixa then - iBaixa := iBaixa + 1 - else - iBaixa := 0; - - bCompra := false; - bVenda := false; - - if ModoEstrategia = 1 then - begin - bCompra := bLequeAlta and (not bCompressao) and (distPreco20 <= DistanciaMaximaPrecoMME20) and (iAlta >= MinBarrasConfirmacao); - bVenda := bLequeBaixa and (not bCompressao) and (distPreco20 <= DistanciaMaximaPrecoMME20) and (iBaixa >= MinBarrasConfirmacao); - end - else if ModoEstrategia = 2 then - begin - bCompra := bPullbackCompra and bConfCompra; - bVenda := bPullbackVenda and bConfVenda; - end - else if ModoEstrategia = 3 then - begin - bCompra := bRompAlta and (iAlta >= ConfirmacoesRompimento); - bVenda := bRompBaixa and (iBaixa >= ConfirmacoesRompimento); - end - else if ModoEstrategia = 4 then - begin - bCompra := (not bCompressao) and bLequeAlta and (slope200 >= 0) and (iAlta >= MinBarrasConfirmacao); - bVenda := (not bCompressao) and bLequeBaixa and (slope200 <= 0) and (iBaixa >= MinBarrasConfirmacao); - end - else - begin - bCompra := (bPullbackCompra or bRompAlta) and (not bCompressao) and bConfCompra; - bVenda := (bPullbackVenda or bRompBaixa) and (not bCompressao) and bConfVenda; - end; - - if IsBought or IsSold then - iBarrasPosicao := iBarrasPosicao + 1 - else - iBarrasPosicao := 0; - - if (not IsBought) and (not IsSold) then - begin - if bCompra then - BuyAtMarket - else if bVenda then - SellShortAtMarket; - end; - - bSaidaOCOCompra := false; - bSaidaOCOVenda := false; - - if IsBought and bEstavaPosicionado then - begin - fStopAtual := fPrecoEntrada - StopLossPontos; - fAlvoAtual := fPrecoEntrada + TakeProfitPontos; - bSaidaOCOCompra := UsarOCO and ((Low <= fStopAtual) or (High >= fAlvoAtual)); - end; - - if IsSold and bEstavaPosicionado then - begin - fStopAtual := fPrecoEntrada + StopLossPontos; - fAlvoAtual := fPrecoEntrada - TakeProfitPontos; - bSaidaOCOVenda := UsarOCO and ((High >= fStopAtual) or (Low <= fAlvoAtual)); - end; - - if IsBought and ( - bCompressao - or (Close < mme20) - or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) - or bSaidaOCOCompra - ) then - ClosePosition; - - if IsSold and ( - bCompressao - or (Close > mme20) - or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) - or bSaidaOCOVenda - ) then - ClosePosition; - - if (not bEstavaPosicionado) and IsBought then - fPrecoEntrada := Close; - - if (not bEstavaPosicionado) and IsSold then - fPrecoEntrada := Close; - - bEstavaPosicionado := IsBought or IsSold; -end; diff --git a/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v47_hibrido.txt b/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v47_hibrido.txt deleted file mode 100644 index 666c803..0000000 --- a/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v47_hibrido.txt +++ /dev/null @@ -1,168 +0,0 @@ -{ - Estrategia: robo_medias_v47_hibrido - Autor: Wesley - Descricao: Combinacao de pullback e rompimento com filtro de compressao. -} - -input - ModoEstrategia(5); - DistanciaMinimaLequePontos(45); - DistanciaCompressao20x200(100); - DistanciaMaximaPrecoMME20(270); - DistanciaToqueMME20(65); - MinBarrasConfirmacao(1); - ConfirmacoesRompimento(2); - UsarConfirmacaoCandle(true); - UsarOCO(true); - StopLossPontos(165); - TakeProfitPontos(264); - UsarSaidaPorTempo(true); - MaxBarrasPosicao(11); - -var - mme9, mme20, mma50, mma200 : float; - slope20, slope50, slope200 : float; - dist920, dist2050, dist20200, distPreco20 : float; - topoLookback, fundoLookback : float; - iAlta, iBaixa, iBarrasPosicao : integer; - bCompressao, bLequeAlta, bLequeBaixa : boolean; - bPullbackCompra, bPullbackVenda : boolean; - bRompAlta, bRompBaixa : boolean; - bCompra, bVenda, bConfCompra, bConfVenda : boolean; - bEstavaPosicionado, bSaidaOCOCompra, bSaidaOCOVenda : boolean; - fPrecoEntrada, fStopAtual, fAlvoAtual : float; - -begin - mme9 := MediaExp(9, Close); - mme20 := MediaExp(20, Close); - mma50 := Media(50, Close); - mma200 := Media(200, Close); - - slope20 := mme20 - mme20[1]; - slope50 := mma50 - mma50[1]; - slope200 := mma200 - mma200[1]; - - dist920 := Abs(mme9 - mme20); - dist2050 := Abs(mme20 - mma50); - dist20200 := Abs(mme20 - mma200); - distPreco20 := Abs(Close - mme20); - - topoLookback := Highest(High, 12); - fundoLookback := Lowest(Low, 12); - - bCompressao := dist20200 <= DistanciaCompressao20x200; - - bLequeAlta := (Close > mme9) and (mme9 > mme20) and (mme20 > mma50) and (mma50 > mma200) - and (slope20 > 0) and (slope50 > 0) - and (dist920 >= DistanciaMinimaLequePontos) - and (dist2050 >= DistanciaMinimaLequePontos); - - bLequeBaixa := (Close < mme9) and (mme9 < mme20) and (mme20 < mma50) and (mma50 < mma200) - and (slope20 < 0) and (slope50 < 0) - and (dist920 >= DistanciaMinimaLequePontos) - and (dist2050 >= DistanciaMinimaLequePontos); - - bPullbackCompra := (not bCompressao) and (mma50 > mma200) and (slope20 > 0) - and (Abs(Low - mme20) <= DistanciaToqueMME20) and (Close > mme20); - bPullbackVenda := (not bCompressao) and (mma50 < mma200) and (slope20 < 0) - and (Abs(High - mme20) <= DistanciaToqueMME20) and (Close < mme20); - - bRompAlta := (dist20200 <= DistanciaToqueMME20) and (Close > mma200) and (Close >= topoLookback[1]) and (mme9 > mme20); - bRompBaixa := (dist20200 <= DistanciaToqueMME20) and (Close < mma200) and (Close <= fundoLookback[1]) and (mme9 < mme20); - - bConfCompra := (not UsarConfirmacaoCandle) or (Close > High[1]); - bConfVenda := (not UsarConfirmacaoCandle) or (Close < Low[1]); - - if bLequeAlta or bPullbackCompra or bRompAlta then - iAlta := iAlta + 1 - else - iAlta := 0; - - if bLequeBaixa or bPullbackVenda or bRompBaixa then - iBaixa := iBaixa + 1 - else - iBaixa := 0; - - bCompra := false; - bVenda := false; - - if ModoEstrategia = 1 then - begin - bCompra := bLequeAlta and (not bCompressao) and (distPreco20 <= DistanciaMaximaPrecoMME20) and (iAlta >= MinBarrasConfirmacao); - bVenda := bLequeBaixa and (not bCompressao) and (distPreco20 <= DistanciaMaximaPrecoMME20) and (iBaixa >= MinBarrasConfirmacao); - end - else if ModoEstrategia = 2 then - begin - bCompra := bPullbackCompra and bConfCompra; - bVenda := bPullbackVenda and bConfVenda; - end - else if ModoEstrategia = 3 then - begin - bCompra := bRompAlta and (iAlta >= ConfirmacoesRompimento); - bVenda := bRompBaixa and (iBaixa >= ConfirmacoesRompimento); - end - else if ModoEstrategia = 4 then - begin - bCompra := (not bCompressao) and bLequeAlta and (slope200 >= 0) and (iAlta >= MinBarrasConfirmacao); - bVenda := (not bCompressao) and bLequeBaixa and (slope200 <= 0) and (iBaixa >= MinBarrasConfirmacao); - end - else - begin - bCompra := (bPullbackCompra or bRompAlta) and (not bCompressao) and bConfCompra; - bVenda := (bPullbackVenda or bRompBaixa) and (not bCompressao) and bConfVenda; - end; - - if IsBought or IsSold then - iBarrasPosicao := iBarrasPosicao + 1 - else - iBarrasPosicao := 0; - - if (not IsBought) and (not IsSold) then - begin - if bCompra then - BuyAtMarket - else if bVenda then - SellShortAtMarket; - end; - - bSaidaOCOCompra := false; - bSaidaOCOVenda := false; - - if IsBought and bEstavaPosicionado then - begin - fStopAtual := fPrecoEntrada - StopLossPontos; - fAlvoAtual := fPrecoEntrada + TakeProfitPontos; - bSaidaOCOCompra := UsarOCO and ((Low <= fStopAtual) or (High >= fAlvoAtual)); - end; - - if IsSold and bEstavaPosicionado then - begin - fStopAtual := fPrecoEntrada + StopLossPontos; - fAlvoAtual := fPrecoEntrada - TakeProfitPontos; - bSaidaOCOVenda := UsarOCO and ((High >= fStopAtual) or (Low <= fAlvoAtual)); - end; - - if IsBought and ( - bCompressao - or (Close < mme20) - or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) - or bSaidaOCOCompra - ) then - ClosePosition; - - if IsSold and ( - bCompressao - or (Close > mme20) - or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) - or bSaidaOCOVenda - ) then - ClosePosition; - - if (not bEstavaPosicionado) and IsBought then - fPrecoEntrada := Close; - - if (not bEstavaPosicionado) and IsSold then - fPrecoEntrada := Close; - - bEstavaPosicionado := IsBought or IsSold; -end; diff --git a/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v48_hibrido.txt b/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v48_hibrido.txt deleted file mode 100644 index 7d29563..0000000 --- a/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v48_hibrido.txt +++ /dev/null @@ -1,168 +0,0 @@ -{ - Estrategia: robo_medias_v48_hibrido - Autor: Wesley - Descricao: Combinacao de pullback e rompimento com filtro de compressao. -} - -input - ModoEstrategia(5); - DistanciaMinimaLequePontos(30); - DistanciaCompressao20x200(110); - DistanciaMaximaPrecoMME20(300); - DistanciaToqueMME20(35); - MinBarrasConfirmacao(2); - ConfirmacoesRompimento(1); - UsarConfirmacaoCandle(true); - UsarOCO(true); - StopLossPontos(180); - TakeProfitPontos(306); - UsarSaidaPorTempo(true); - MaxBarrasPosicao(12); - -var - mme9, mme20, mma50, mma200 : float; - slope20, slope50, slope200 : float; - dist920, dist2050, dist20200, distPreco20 : float; - topoLookback, fundoLookback : float; - iAlta, iBaixa, iBarrasPosicao : integer; - bCompressao, bLequeAlta, bLequeBaixa : boolean; - bPullbackCompra, bPullbackVenda : boolean; - bRompAlta, bRompBaixa : boolean; - bCompra, bVenda, bConfCompra, bConfVenda : boolean; - bEstavaPosicionado, bSaidaOCOCompra, bSaidaOCOVenda : boolean; - fPrecoEntrada, fStopAtual, fAlvoAtual : float; - -begin - mme9 := MediaExp(9, Close); - mme20 := MediaExp(20, Close); - mma50 := Media(50, Close); - mma200 := Media(200, Close); - - slope20 := mme20 - mme20[1]; - slope50 := mma50 - mma50[1]; - slope200 := mma200 - mma200[1]; - - dist920 := Abs(mme9 - mme20); - dist2050 := Abs(mme20 - mma50); - dist20200 := Abs(mme20 - mma200); - distPreco20 := Abs(Close - mme20); - - topoLookback := Highest(High, 12); - fundoLookback := Lowest(Low, 12); - - bCompressao := dist20200 <= DistanciaCompressao20x200; - - bLequeAlta := (Close > mme9) and (mme9 > mme20) and (mme20 > mma50) and (mma50 > mma200) - and (slope20 > 0) and (slope50 > 0) - and (dist920 >= DistanciaMinimaLequePontos) - and (dist2050 >= DistanciaMinimaLequePontos); - - bLequeBaixa := (Close < mme9) and (mme9 < mme20) and (mme20 < mma50) and (mma50 < mma200) - and (slope20 < 0) and (slope50 < 0) - and (dist920 >= DistanciaMinimaLequePontos) - and (dist2050 >= DistanciaMinimaLequePontos); - - bPullbackCompra := (not bCompressao) and (mma50 > mma200) and (slope20 > 0) - and (Abs(Low - mme20) <= DistanciaToqueMME20) and (Close > mme20); - bPullbackVenda := (not bCompressao) and (mma50 < mma200) and (slope20 < 0) - and (Abs(High - mme20) <= DistanciaToqueMME20) and (Close < mme20); - - bRompAlta := (dist20200 <= DistanciaToqueMME20) and (Close > mma200) and (Close >= topoLookback[1]) and (mme9 > mme20); - bRompBaixa := (dist20200 <= DistanciaToqueMME20) and (Close < mma200) and (Close <= fundoLookback[1]) and (mme9 < mme20); - - bConfCompra := (not UsarConfirmacaoCandle) or (Close > High[1]); - bConfVenda := (not UsarConfirmacaoCandle) or (Close < Low[1]); - - if bLequeAlta or bPullbackCompra or bRompAlta then - iAlta := iAlta + 1 - else - iAlta := 0; - - if bLequeBaixa or bPullbackVenda or bRompBaixa then - iBaixa := iBaixa + 1 - else - iBaixa := 0; - - bCompra := false; - bVenda := false; - - if ModoEstrategia = 1 then - begin - bCompra := bLequeAlta and (not bCompressao) and (distPreco20 <= DistanciaMaximaPrecoMME20) and (iAlta >= MinBarrasConfirmacao); - bVenda := bLequeBaixa and (not bCompressao) and (distPreco20 <= DistanciaMaximaPrecoMME20) and (iBaixa >= MinBarrasConfirmacao); - end - else if ModoEstrategia = 2 then - begin - bCompra := bPullbackCompra and bConfCompra; - bVenda := bPullbackVenda and bConfVenda; - end - else if ModoEstrategia = 3 then - begin - bCompra := bRompAlta and (iAlta >= ConfirmacoesRompimento); - bVenda := bRompBaixa and (iBaixa >= ConfirmacoesRompimento); - end - else if ModoEstrategia = 4 then - begin - bCompra := (not bCompressao) and bLequeAlta and (slope200 >= 0) and (iAlta >= MinBarrasConfirmacao); - bVenda := (not bCompressao) and bLequeBaixa and (slope200 <= 0) and (iBaixa >= MinBarrasConfirmacao); - end - else - begin - bCompra := (bPullbackCompra or bRompAlta) and (not bCompressao) and bConfCompra; - bVenda := (bPullbackVenda or bRompBaixa) and (not bCompressao) and bConfVenda; - end; - - if IsBought or IsSold then - iBarrasPosicao := iBarrasPosicao + 1 - else - iBarrasPosicao := 0; - - if (not IsBought) and (not IsSold) then - begin - if bCompra then - BuyAtMarket - else if bVenda then - SellShortAtMarket; - end; - - bSaidaOCOCompra := false; - bSaidaOCOVenda := false; - - if IsBought and bEstavaPosicionado then - begin - fStopAtual := fPrecoEntrada - StopLossPontos; - fAlvoAtual := fPrecoEntrada + TakeProfitPontos; - bSaidaOCOCompra := UsarOCO and ((Low <= fStopAtual) or (High >= fAlvoAtual)); - end; - - if IsSold and bEstavaPosicionado then - begin - fStopAtual := fPrecoEntrada + StopLossPontos; - fAlvoAtual := fPrecoEntrada - TakeProfitPontos; - bSaidaOCOVenda := UsarOCO and ((High >= fStopAtual) or (Low <= fAlvoAtual)); - end; - - if IsBought and ( - bCompressao - or (Close < mme20) - or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) - or bSaidaOCOCompra - ) then - ClosePosition; - - if IsSold and ( - bCompressao - or (Close > mme20) - or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) - or bSaidaOCOVenda - ) then - ClosePosition; - - if (not bEstavaPosicionado) and IsBought then - fPrecoEntrada := Close; - - if (not bEstavaPosicionado) and IsSold then - fPrecoEntrada := Close; - - bEstavaPosicionado := IsBought or IsSold; -end; diff --git a/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v49_hibrido.txt b/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v49_hibrido.txt deleted file mode 100644 index 29282e1..0000000 --- a/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v49_hibrido.txt +++ /dev/null @@ -1,168 +0,0 @@ -{ - Estrategia: robo_medias_v49_hibrido - Autor: Wesley - Descricao: Combinacao de pullback e rompimento com filtro de compressao. -} - -input - ModoEstrategia(5); - DistanciaMinimaLequePontos(35); - DistanciaCompressao20x200(70); - DistanciaMaximaPrecoMME20(180); - DistanciaToqueMME20(45); - MinBarrasConfirmacao(3); - ConfirmacoesRompimento(2); - UsarConfirmacaoCandle(true); - UsarOCO(true); - StopLossPontos(195); - TakeProfitPontos(351); - UsarSaidaPorTempo(true); - MaxBarrasPosicao(13); - -var - mme9, mme20, mma50, mma200 : float; - slope20, slope50, slope200 : float; - dist920, dist2050, dist20200, distPreco20 : float; - topoLookback, fundoLookback : float; - iAlta, iBaixa, iBarrasPosicao : integer; - bCompressao, bLequeAlta, bLequeBaixa : boolean; - bPullbackCompra, bPullbackVenda : boolean; - bRompAlta, bRompBaixa : boolean; - bCompra, bVenda, bConfCompra, bConfVenda : boolean; - bEstavaPosicionado, bSaidaOCOCompra, bSaidaOCOVenda : boolean; - fPrecoEntrada, fStopAtual, fAlvoAtual : float; - -begin - mme9 := MediaExp(9, Close); - mme20 := MediaExp(20, Close); - mma50 := Media(50, Close); - mma200 := Media(200, Close); - - slope20 := mme20 - mme20[1]; - slope50 := mma50 - mma50[1]; - slope200 := mma200 - mma200[1]; - - dist920 := Abs(mme9 - mme20); - dist2050 := Abs(mme20 - mma50); - dist20200 := Abs(mme20 - mma200); - distPreco20 := Abs(Close - mme20); - - topoLookback := Highest(High, 12); - fundoLookback := Lowest(Low, 12); - - bCompressao := dist20200 <= DistanciaCompressao20x200; - - bLequeAlta := (Close > mme9) and (mme9 > mme20) and (mme20 > mma50) and (mma50 > mma200) - and (slope20 > 0) and (slope50 > 0) - and (dist920 >= DistanciaMinimaLequePontos) - and (dist2050 >= DistanciaMinimaLequePontos); - - bLequeBaixa := (Close < mme9) and (mme9 < mme20) and (mme20 < mma50) and (mma50 < mma200) - and (slope20 < 0) and (slope50 < 0) - and (dist920 >= DistanciaMinimaLequePontos) - and (dist2050 >= DistanciaMinimaLequePontos); - - bPullbackCompra := (not bCompressao) and (mma50 > mma200) and (slope20 > 0) - and (Abs(Low - mme20) <= DistanciaToqueMME20) and (Close > mme20); - bPullbackVenda := (not bCompressao) and (mma50 < mma200) and (slope20 < 0) - and (Abs(High - mme20) <= DistanciaToqueMME20) and (Close < mme20); - - bRompAlta := (dist20200 <= DistanciaToqueMME20) and (Close > mma200) and (Close >= topoLookback[1]) and (mme9 > mme20); - bRompBaixa := (dist20200 <= DistanciaToqueMME20) and (Close < mma200) and (Close <= fundoLookback[1]) and (mme9 < mme20); - - bConfCompra := (not UsarConfirmacaoCandle) or (Close > High[1]); - bConfVenda := (not UsarConfirmacaoCandle) or (Close < Low[1]); - - if bLequeAlta or bPullbackCompra or bRompAlta then - iAlta := iAlta + 1 - else - iAlta := 0; - - if bLequeBaixa or bPullbackVenda or bRompBaixa then - iBaixa := iBaixa + 1 - else - iBaixa := 0; - - bCompra := false; - bVenda := false; - - if ModoEstrategia = 1 then - begin - bCompra := bLequeAlta and (not bCompressao) and (distPreco20 <= DistanciaMaximaPrecoMME20) and (iAlta >= MinBarrasConfirmacao); - bVenda := bLequeBaixa and (not bCompressao) and (distPreco20 <= DistanciaMaximaPrecoMME20) and (iBaixa >= MinBarrasConfirmacao); - end - else if ModoEstrategia = 2 then - begin - bCompra := bPullbackCompra and bConfCompra; - bVenda := bPullbackVenda and bConfVenda; - end - else if ModoEstrategia = 3 then - begin - bCompra := bRompAlta and (iAlta >= ConfirmacoesRompimento); - bVenda := bRompBaixa and (iBaixa >= ConfirmacoesRompimento); - end - else if ModoEstrategia = 4 then - begin - bCompra := (not bCompressao) and bLequeAlta and (slope200 >= 0) and (iAlta >= MinBarrasConfirmacao); - bVenda := (not bCompressao) and bLequeBaixa and (slope200 <= 0) and (iBaixa >= MinBarrasConfirmacao); - end - else - begin - bCompra := (bPullbackCompra or bRompAlta) and (not bCompressao) and bConfCompra; - bVenda := (bPullbackVenda or bRompBaixa) and (not bCompressao) and bConfVenda; - end; - - if IsBought or IsSold then - iBarrasPosicao := iBarrasPosicao + 1 - else - iBarrasPosicao := 0; - - if (not IsBought) and (not IsSold) then - begin - if bCompra then - BuyAtMarket - else if bVenda then - SellShortAtMarket; - end; - - bSaidaOCOCompra := false; - bSaidaOCOVenda := false; - - if IsBought and bEstavaPosicionado then - begin - fStopAtual := fPrecoEntrada - StopLossPontos; - fAlvoAtual := fPrecoEntrada + TakeProfitPontos; - bSaidaOCOCompra := UsarOCO and ((Low <= fStopAtual) or (High >= fAlvoAtual)); - end; - - if IsSold and bEstavaPosicionado then - begin - fStopAtual := fPrecoEntrada + StopLossPontos; - fAlvoAtual := fPrecoEntrada - TakeProfitPontos; - bSaidaOCOVenda := UsarOCO and ((High >= fStopAtual) or (Low <= fAlvoAtual)); - end; - - if IsBought and ( - bCompressao - or (Close < mme20) - or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) - or bSaidaOCOCompra - ) then - ClosePosition; - - if IsSold and ( - bCompressao - or (Close > mme20) - or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) - or bSaidaOCOVenda - ) then - ClosePosition; - - if (not bEstavaPosicionado) and IsBought then - fPrecoEntrada := Close; - - if (not bEstavaPosicionado) and IsSold then - fPrecoEntrada := Close; - - bEstavaPosicionado := IsBought or IsSold; -end; diff --git a/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v4_filtro_compressao_direcional.txt b/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v4_filtro_compressao_direcional.txt deleted file mode 100644 index 45f13be..0000000 --- a/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v4_filtro_compressao_direcional.txt +++ /dev/null @@ -1,117 +0,0 @@ -{ - Estrategia: robo_medias_v4_filtro_compressao_direcional - Autor: Wesley - Descricao: Bloqueia operacao quando MME20 e MMA200 estao comprimidas e libera apenas com direcionalidade. -} - -input - DistanciaCompressao20x200(90.0); - DistanciaMinimaLequePontos(35.0); - MinBarrasDirecional(2); - UsarOCO(true); - StopLossPontos(150.0); - TakeProfitPontos(300.0); - UsarSaidaPorTempo(true); - MaxBarrasPosicao(10); - -var - mme9, mme20, mma50, mma200 : float; - dist20200, dist920, dist2050 : float; - slope20, slope50, slope200 : float; - iBarrasAlta, iBarrasBaixa, iBarrasPosicao : integer; - bCompressao, bDirecionalAlta, bDirecionalBaixa : boolean; - bEstavaPosicionado, bSaidaOCOCompra, bSaidaOCOVenda : boolean; - fPrecoEntrada, fStopAtual, fAlvoAtual : float; - -begin - mme9 := MediaExp(9, Close); - mme20 := MediaExp(20, Close); - mma50 := Media(50, Close); - mma200 := Media(200, Close); - - dist20200 := Abs(mme20 - mma200); - dist920 := Abs(mme9 - mme20); - dist2050 := Abs(mme20 - mma50); - - slope20 := mme20 - mme20[1]; - slope50 := mma50 - mma50[1]; - slope200 := mma200 - mma200[1]; - - bCompressao := dist20200 <= DistanciaCompressao20x200; - - bDirecionalAlta := (not bCompressao) - and (Close > mme20) and (mme20 > mma50) and (mma50 > mma200) - and (slope20 > 0) and (slope50 > 0) and (slope200 >= 0) - and (dist920 >= DistanciaMinimaLequePontos) - and (dist2050 >= DistanciaMinimaLequePontos); - - bDirecionalBaixa := (not bCompressao) - and (Close < mme20) and (mme20 < mma50) and (mma50 < mma200) - and (slope20 < 0) and (slope50 < 0) and (slope200 <= 0) - and (dist920 >= DistanciaMinimaLequePontos) - and (dist2050 >= DistanciaMinimaLequePontos); - - if bDirecionalAlta then - iBarrasAlta := iBarrasAlta + 1 - else - iBarrasAlta := 0; - - if bDirecionalBaixa then - iBarrasBaixa := iBarrasBaixa + 1 - else - iBarrasBaixa := 0; - - if IsBought or IsSold then - iBarrasPosicao := iBarrasPosicao + 1 - else - iBarrasPosicao := 0; - - if (not IsBought) and (not IsSold) then - begin - if iBarrasAlta >= MinBarrasDirecional then - BuyAtMarket - else if iBarrasBaixa >= MinBarrasDirecional then - SellShortAtMarket; - end; - - bSaidaOCOCompra := false; - bSaidaOCOVenda := false; - - if IsBought and bEstavaPosicionado then - begin - fStopAtual := fPrecoEntrada - StopLossPontos; - fAlvoAtual := fPrecoEntrada + TakeProfitPontos; - bSaidaOCOCompra := UsarOCO and ((Low <= fStopAtual) or (High >= fAlvoAtual)); - end; - - if IsSold and bEstavaPosicionado then - begin - fStopAtual := fPrecoEntrada + StopLossPontos; - fAlvoAtual := fPrecoEntrada - TakeProfitPontos; - bSaidaOCOVenda := UsarOCO and ((High >= fStopAtual) or (Low <= fAlvoAtual)); - end; - - if IsBought and ( - bCompressao - or (Close < mme20) - or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) - or bSaidaOCOCompra - ) then - ClosePosition; - - if IsSold and ( - bCompressao - or (Close > mme20) - or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) - or bSaidaOCOVenda - ) then - ClosePosition; - - if (not bEstavaPosicionado) and IsBought then - fPrecoEntrada := Close; - - if (not bEstavaPosicionado) and IsSold then - fPrecoEntrada := Close; - - bEstavaPosicionado := IsBought or IsSold; -end; diff --git a/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v50_hibrido.txt b/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v50_hibrido.txt deleted file mode 100644 index 1e75b48..0000000 --- a/automacao_backtests/MEDIAS_9_20_50_200/robo_medias_v50_hibrido.txt +++ /dev/null @@ -1,168 +0,0 @@ -{ - Estrategia: robo_medias_v50_hibrido - Autor: Wesley - Descricao: Combinacao de pullback e rompimento com filtro de compressao. -} - -input - ModoEstrategia(5); - DistanciaMinimaLequePontos(40); - DistanciaCompressao20x200(80); - DistanciaMaximaPrecoMME20(210); - DistanciaToqueMME20(55); - MinBarrasConfirmacao(1); - ConfirmacoesRompimento(1); - UsarConfirmacaoCandle(true); - UsarOCO(true); - StopLossPontos(210); - TakeProfitPontos(336); - UsarSaidaPorTempo(true); - MaxBarrasPosicao(8); - -var - mme9, mme20, mma50, mma200 : float; - slope20, slope50, slope200 : float; - dist920, dist2050, dist20200, distPreco20 : float; - topoLookback, fundoLookback : float; - iAlta, iBaixa, iBarrasPosicao : integer; - bCompressao, bLequeAlta, bLequeBaixa : boolean; - bPullbackCompra, bPullbackVenda : boolean; - bRompAlta, bRompBaixa : boolean; - bCompra, bVenda, bConfCompra, bConfVenda : boolean; - bEstavaPosicionado, bSaidaOCOCompra, bSaidaOCOVenda : boolean; - fPrecoEntrada, fStopAtual, fAlvoAtual : float; - -begin - mme9 := MediaExp(9, Close); - mme20 := MediaExp(20, Close); - mma50 := Media(50, Close); - mma200 := Media(200, Close); - - slope20 := mme20 - mme20[1]; - slope50 := mma50 - mma50[1]; - slope200 := mma200 - mma200[1]; - - dist920 := Abs(mme9 - mme20); - dist2050 := Abs(mme20 - mma50); - dist20200 := Abs(mme20 - mma200); - distPreco20 := Abs(Close - mme20); - - topoLookback := Highest(High, 12); - fundoLookback := Lowest(Low, 12); - - bCompressao := dist20200 <= DistanciaCompressao20x200; - - bLequeAlta := (Close > mme9) and (mme9 > mme20) and (mme20 > mma50) and (mma50 > mma200) - and (slope20 > 0) and (slope50 > 0) - and (dist920 >= DistanciaMinimaLequePontos) - and (dist2050 >= DistanciaMinimaLequePontos); - - bLequeBaixa := (Close < mme9) and (mme9 < mme20) and (mme20 < mma50) and (mma50 < mma200) - and (slope20 < 0) and (slope50 < 0) - and (dist920 >= DistanciaMinimaLequePontos) - and (dist2050 >= DistanciaMinimaLequePontos); - - bPullbackCompra := (not bCompressao) and (mma50 > mma200) and (slope20 > 0) - and (Abs(Low - mme20) <= DistanciaToqueMME20) and (Close > mme20); - bPullbackVenda := (not bCompressao) and (mma50 < mma200) and (slope20 < 0) - and (Abs(High - mme20) <= DistanciaToqueMME20) and (Close < mme20); - - bRompAlta := (dist20200 <= DistanciaToqueMME20) and (Close > mma200) and (Close >= topoLookback[1]) and (mme9 > mme20); - bRompBaixa := (dist20200 <= DistanciaToqueMME20) and (Close < mma200) and (Close <= fundoLookback[1]) and (mme9 < mme20); - - bConfCompra := (not UsarConfirmacaoCandle) or (Close > High[1]); - bConfVenda := (not UsarConfirmacaoCandle) or (Close < Low[1]); - - if bLequeAlta or bPullbackCompra or bRompAlta then - iAlta := iAlta + 1 - else - iAlta := 0; - - if bLequeBaixa or bPullbackVenda or bRompBaixa then - iBaixa := iBaixa + 1 - else - iBaixa := 0; - - bCompra := false; - bVenda := false; - - if ModoEstrategia = 1 then - begin - bCompra := bLequeAlta and (not bCompressao) and (distPreco20 <= DistanciaMaximaPrecoMME20) and (iAlta >= MinBarrasConfirmacao); - bVenda := bLequeBaixa and (not bCompressao) and (distPreco20 <= DistanciaMaximaPrecoMME20) and (iBaixa >= MinBarrasConfirmacao); - end - else if ModoEstrategia = 2 then - begin - bCompra := bPullbackCompra and bConfCompra; - bVenda := bPullbackVenda and bConfVenda; - end - else if ModoEstrategia = 3 then - begin - bCompra := bRompAlta and (iAlta >= ConfirmacoesRompimento); - bVenda := bRompBaixa and (iBaixa >= ConfirmacoesRompimento); - end - else if ModoEstrategia = 4 then - begin - bCompra := (not bCompressao) and bLequeAlta and (slope200 >= 0) and (iAlta >= MinBarrasConfirmacao); - bVenda := (not bCompressao) and bLequeBaixa and (slope200 <= 0) and (iBaixa >= MinBarrasConfirmacao); - end - else - begin - bCompra := (bPullbackCompra or bRompAlta) and (not bCompressao) and bConfCompra; - bVenda := (bPullbackVenda or bRompBaixa) and (not bCompressao) and bConfVenda; - end; - - if IsBought or IsSold then - iBarrasPosicao := iBarrasPosicao + 1 - else - iBarrasPosicao := 0; - - if (not IsBought) and (not IsSold) then - begin - if bCompra then - BuyAtMarket - else if bVenda then - SellShortAtMarket; - end; - - bSaidaOCOCompra := false; - bSaidaOCOVenda := false; - - if IsBought and bEstavaPosicionado then - begin - fStopAtual := fPrecoEntrada - StopLossPontos; - fAlvoAtual := fPrecoEntrada + TakeProfitPontos; - bSaidaOCOCompra := UsarOCO and ((Low <= fStopAtual) or (High >= fAlvoAtual)); - end; - - if IsSold and bEstavaPosicionado then - begin - fStopAtual := fPrecoEntrada + StopLossPontos; - fAlvoAtual := fPrecoEntrada - TakeProfitPontos; - bSaidaOCOVenda := UsarOCO and ((High >= fStopAtual) or (Low <= fAlvoAtual)); - end; - - if IsBought and ( - bCompressao - or (Close < mme20) - or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) - or bSaidaOCOCompra - ) then - ClosePosition; - - if IsSold and ( - bCompressao - or (Close > mme20) - or (UsarSaidaPorTempo and (iBarrasPosicao >= MaxBarrasPosicao)) - or bSaidaOCOVenda - ) then - ClosePosition; - - if (not bEstavaPosicionado) and IsBought then - fPrecoEntrada := Close; - - if (not bEstavaPosicionado) and IsSold then - fPrecoEntrada := Close; - - bEstavaPosicionado := IsBought or IsSold; -end; diff --git a/automacao_backtests/_panorama_candle1a4.ps1 b/automacao_backtests/_panorama_candle1a4.ps1 new file mode 100644 index 0000000..cc3b1d5 --- /dev/null +++ b/automacao_backtests/_panorama_candle1a4.ps1 @@ -0,0 +1,156 @@ +# ============================================================ +# PANORAMA COMPLETO - CANDLE1A4 +# Mostra cada robo com todos os TFs, resultado e justificativa +# ============================================================ + +function Parse-BRNumber([string]$s){ + if([string]::IsNullOrWhiteSpace($s)){ return 0.0 } + $t = $s.Trim() + if($t -eq '-' -or $t -eq ' - ' -or $t -eq ''){ return 0.0 } + $t = $t -replace '[^\d,\.-]','' + try { return [double]::Parse($t.Replace('.','').Replace(',','.'), [System.Globalization.CultureInfo]::InvariantCulture) } + catch { return 0.0 } +} + +$pasta = "c:\Users\zilva\RepoRobos-marco_Tradeoperador\automacao_backtests\CANDLE1A4\resultadosPorTimeFrame" +$saida = "$pasta\panorama_completo_candle1a4.txt" + +# ---- LER TODOS OS CSVs ---- +$tfRows = @() +Get-ChildItem $pasta -Filter "*.csv" | ForEach-Object { + $n = $_.BaseName.ToLower().Trim() + if($n -notmatch '^robo_candle1a4_(v\d+_cm\d+_rm\d+)_tfcurto(\d+)\s*$'){ return } + $robo = $Matches[1]; $tf = [int]$Matches[2] + + $linhas = Get-Content $_.FullName -Encoding UTF8 | Where-Object { $_ -match '^WIN' } + if($linhas.Count -eq 0){ return } + + $trades=0; $wins=0; $saldo=0.0; $pico=0.0; $drawdown=0.0; $acum=0.0 + foreach($ln in $linhas){ + $p = $ln -split ';'; if($p.Count -lt 21){ continue } + $res = Parse-BRNumber $p[14]; $trades++ + if($res -gt 0){ $wins++ } + $acum += $res + if($acum -gt $pico){ $pico = $acum } + $dd = $pico - $acum; if($dd -gt $drawdown){ $drawdown = $dd } + $saldo = $acum + } + if($trades -eq 0){ return } + + $wr = [math]::Round(100.0 * $wins / $trades, 1) + $falhas = @() + if($wr -le 60) { $falhas += "WR $wr% <= 60%" } + if($saldo -le 0) { $falhas += "saldo $saldo" } + if($drawdown -gt 700) { $falhas += "DD $([math]::Round($drawdown,0)) > 700" } + if($trades -lt 5) { $falhas += "apenas $trades trades" } + + $tfRows += [pscustomobject]@{ + Robo = $robo; TF = $tf; Trades = $trades; WR = $wr + Saldo = [math]::Round($saldo,0); DD = [math]::Round($drawdown,0) + Aprovado = ($falhas.Count -eq 0) + Falhas = if($falhas){ $falhas -join ' | ' } else { 'OK' } + } +} + +# ---- AGRUPAR E CALCULAR METRICAS CONSOLIDADAS ---- +$robos = $tfRows | Group-Object Robo | ForEach-Object { + $g = $_.Group | Sort-Object TF + $ap = $g | Where-Object { $_.Aprovado } + $qtdTF = $g.Count; $qtdAp = $ap.Count + + $saldoTotalGeral = [math]::Round(($g | Measure-Object Saldo -Sum).Sum, 0) + $saldoAprov = [math]::Round(($ap | Measure-Object Saldo -Sum).Sum, 0) + $wrMedAprov = if($qtdAp -gt 0){ [math]::Round(($ap | Measure-Object WR -Average).Average, 1) } else { 0 } + $ddPior = if($qtdAp -gt 0){ ($ap | Measure-Object DD -Maximum).Maximum } else { 9999 } + $tradesAprov = ($ap | Measure-Object Trades -Sum).Sum + $consist = if($qtdTF -gt 0){ [math]::Round(100.0 * $qtdAp / $qtdTF, 0) } else { 0 } + + # Score composto + [pscustomobject]@{ + Robo = $_.Name + TFsTestados = $qtdTF + TFsAprovados = $qtdAp + Consistencia = $consist + SaldoTotal = $saldoTotalGeral + SaldoAprov = $saldoAprov + WRMedAprov = $wrMedAprov + DDPior = $ddPior + TradesAprov = $tradesAprov + TFsOK = ($ap | Sort-Object TF | ForEach-Object { "$($_.TF)min" }) -join ', ' + Linhas = $g + } +} | Where-Object { $_.TFsAprovados -ge 1 } + +# ---- SCORE PARA ORDENAR ---- +$maxDD = ($robos | Measure-Object DDPior -Maximum).Maximum +$minDD = ($robos | Measure-Object DDPior -Minimum).Minimum +$maxWR = ($robos | Measure-Object WRMedAprov -Maximum).Maximum +$minWR = ($robos | Measure-Object WRMedAprov -Minimum).Minimum +$maxSa = ($robos | Measure-Object SaldoAprov -Maximum).Maximum +$minSa = ($robos | Measure-Object SaldoAprov -Minimum).Minimum +$maxTr = ($robos | Measure-Object TradesAprov -Maximum).Maximum +$minTr = ($robos | Measure-Object TradesAprov -Minimum).Minimum + +function Norm($v,$mn,$mx){ if($mx -eq $mn){ return 0.5 }; return ($v-$mn)/($mx-$mn) } + +$robos = $robos | ForEach-Object { + $rk = 1-(Norm $_.DDPior $minDD $maxDD) + $wk = Norm $_.WRMedAprov $minWR $maxWR + $sk = Norm $_.SaldoAprov $minSa $maxSa + $tk = Norm $_.TradesAprov $minTr $maxTr + $ck = $_.Consistencia / 100.0 + $_ | Add-Member -NotePropertyName Score -NotePropertyValue ([math]::Round(($rk*0.40)+($ck*0.25)+($wk*0.15)+($sk*0.10)+($tk*0.10),4)) -PassThru +} | Sort-Object Score -Descending + +# ---- GERAR ARQUIVO ---- +$out = @() +$out += "==================================================================" +$out += " PANORAMA COMPLETO - CANDLE1A4 | $(Get-Date -Format 'dd/MM/yyyy')" +$out += " Criterios aprovacao: WR>60% | Saldo>0 | DD<=700 | Trades>=5" +$out += " Score: 40%risco + 25%consist + 15%WR + 10%saldo + 10%amostra" +$out += "==================================================================" +$out += "" + +$pos = 1 +foreach($r in $robos){ + $tag = if($pos -le 5){"[TOP5]"} elseif($pos -le 10){"[TOP10]"} else{" "} + + # Classificacao qualitativa + $perfil = @() + if($r.DDPior -lt 300) { $perfil += "STOP SEGURO" } + if($r.WRMedAprov -ge 72) { $perfil += "ALTA PRECISAO" } + if($r.Consistencia -ge 50) { $perfil += "CONSISTENTE" } + if($r.SaldoAprov -ge 1500) { $perfil += "ALTO RETORNO" } + if($r.TradesAprov -ge 30) { $perfil += "BOA AMOSTRA" } + $perfilStr = if($perfil){ $perfil -join ' + ' } else { "basico" } + + $out += "$tag #$pos $($r.Robo.ToUpper()) [Score: $($r.Score)] >> $perfilStr" + $out += " TFs testados : $($r.TFsTestados) | Aprovados: $($r.TFsAprovados) ($($r.Consistencia)% dos TFs) | [$($r.TFsOK)]" + $out += " WR medio(%ap): $($r.WRMedAprov)% DD pior: $($r.DDPior) pts Saldo(aprov): R$ $($r.SaldoAprov) Trades(aprov): $($r.TradesAprov)" + $out += " Saldo GERAL (todos TFs): R$ $($r.SaldoTotal) $(if($r.SaldoTotal -gt 0){'positivo mesmo somando reprovados'}else{'fica negativo se somar TFs ruins'})" + $out += "" + $out += " Detalhe por TF:" + $out += " {0,-6} {1,7} {2,7} {3,8} {4,6} {5}" -f "TF","Trades","WR%","Saldo","DD","Status" + $out += " " + ("-"*65) + foreach($tf in $r.Linhas){ + $icone = if($tf.Aprovado){" [OK]"}else{" [--]"} + $out += "$icone {0,-6} {1,7} {2,7} {3,8} {4,6} {5}" -f "$($tf.TF)min", $tf.Trades, "$($tf.WR)%", $tf.Saldo, $tf.DD, $tf.Falhas + } + $out += "" + $out += ("=" * 70) + $out += "" + $pos++ +} + +$out | Out-File $saida -Encoding UTF8 +Write-Host "Salvo: $saida" +Write-Host "" +Write-Host "RESUMO RAPIDO - TOP 15 (score composto):" +Write-Host "" +Write-Host ("{0,-3} {1,-22} {2,5} {3,5} {4,6} {5,8} {6,8} {7,6} {8,8} {9}" -f "#","Robo","Score","Aprov","Cons%","WR%","SaldoAp","DD","Trades","TFs[OK]") +Write-Host ("-"*105) +$pos=1 +foreach($r in $robos | Select-Object -First 15){ + Write-Host ("{0,-3} {1,-22} {2,5} {3,5} {4,6} {5,8} {6,8} {7,6} {8,8} {9}" -f $pos, $r.Robo, $r.Score, "$($r.TFsAprovados)/$($r.TFsTestados)", "$($r.Consistencia)%", "$($r.WRMedAprov)%", $r.SaldoAprov, $r.DDPior, $r.TradesAprov, $r.TFsOK) + $pos++ +} diff --git a/automacao_backtests/_ranking_candle1a4_final.ps1 b/automacao_backtests/_ranking_candle1a4_final.ps1 new file mode 100644 index 0000000..7b1fa78 --- /dev/null +++ b/automacao_backtests/_ranking_candle1a4_final.ps1 @@ -0,0 +1,233 @@ +# ============================================================ +# RANKING FINAL CANDLE1A4 - Criterios: WR>60%, Saldo>0, DD<=700 +# Score: 40% riskNorm + 25% consistencia + 15% WRnorm + 10% saldoNorm + 10% sampleNorm +# ============================================================ + +function Parse-BRNumber([string]$s){ + if([string]::IsNullOrWhiteSpace($s)){ return 0.0 } + $t = $s.Trim() + if($t -eq '-' -or $t -eq ' - ' -or $t -eq ''){ return 0.0 } + $t = $t -replace '[^\d,\.-]','' + try { return [double]::Parse($t.Replace('.','').Replace(',','.'), [System.Globalization.CultureInfo]::InvariantCulture) } + catch { return 0.0 } +} + +$pasta = "c:\Users\zilva\RepoRobos-marco_Tradeoperador\automacao_backtests\CANDLE1A4\resultadosPorTimeFrame" +$saida = "c:\Users\zilva\RepoRobos-marco_Tradeoperador\automacao_backtests\CANDLE1A4\resultadosPorTimeFrame" + +# ---- 1. LER TODOS OS CSVs ---- +$tfRows = @() + +Get-ChildItem $pasta -Filter "*.csv" | ForEach-Object { + $n = $_.BaseName.ToLower().Trim() + if($n -notmatch '^robo_candle1a4_(v\d+_cm\d+_rm\d+)_tfcurto(\d+)\s*$'){ return } + $robo = $Matches[1] + $tf = [int]$Matches[2] + + $linhas = Get-Content $_.FullName -Encoding UTF8 | Where-Object { $_ -match '^WIN' } + if($linhas.Count -eq 0){ return } + + $trades=0; $wins=0; $saldo=0.0; $pico=0.0; $drawdown=0.0; $acum=0.0 + + foreach($ln in $linhas){ + $p = $ln -split ';' + if($p.Count -lt 21){ continue } + $res = Parse-BRNumber $p[14] + $trades++ + if($res -gt 0){ $wins++ } + $acum += $res + if($acum -gt $pico){ $pico = $acum } + $dd = $pico - $acum + if($dd -gt $drawdown){ $drawdown = $dd } + $saldo = $acum + } + + if($trades -eq 0){ return } + + $wr = [math]::Round(100.0 * $wins / $trades, 2) + + $tfRows += [pscustomobject]@{ + Robo = $robo + TF = $tf + Trades = $trades + WR = $wr + Saldo = [math]::Round($saldo, 0) + DD = [math]::Round($drawdown, 0) + Aprovado = ($wr -gt 60 -and $saldo -gt 0 -and $drawdown -le 700 -and $trades -ge 5) + } +} + +Write-Host "Total de combinacoes robo+TF lidas: $($tfRows.Count)" + +# ---- 2. AGRUPAR POR ROBO ---- +$robos = $tfRows | Group-Object Robo | ForEach-Object { + $g = $_.Group + $ap = $g | Where-Object { $_.Aprovado } + + $qtdTF = $g.Count + $qtdAprov = $ap.Count + $consist = if($qtdTF -gt 0){ [math]::Round($qtdAprov / $qtdTF, 4) } else { 0 } + + $saldoAprov = ($ap | Measure-Object Saldo -Sum).Sum + $tradesAprov = ($ap | Measure-Object Trades -Sum).Sum + $wrMedAprov = if($qtdAprov -gt 0){ [math]::Round(($ap | Measure-Object WR -Average).Average, 2) } else { 0 } + $ddPiorAprov = if($qtdAprov -gt 0){ ($ap | Measure-Object DD -Maximum).Maximum } else { 9999 } + + $tfsAprov = ($ap | ForEach-Object { "$($_.TF)min" }) -join ', ' + + [pscustomobject]@{ + Robo = $_.Name + QtdTF = $qtdTF + QtdAprov = $qtdAprov + TFsAprov = $tfsAprov + Consist = $consist + TradesAprov = $tradesAprov + WRMedAprov = $wrMedAprov + SaldoAprov = [math]::Round($saldoAprov, 0) + DDPiorAprov = $ddPiorAprov + PatrimMin = [math]::Max(1000, [math]::Round($ddPiorAprov * 2.5, 0)) + PatrimCons = [math]::Max(1500, [math]::Round($ddPiorAprov * 3.5, 0)) + } +} + +# ---- 3. ELEGÍVEIS (pelo menos 1 TF aprovado) ---- +$elegiveis = $robos | Where-Object { $_.QtdAprov -ge 1 } +Write-Host "Robos elegiveis (>=1 TF aprovado): $($elegiveis.Count)" + +# ---- 4. NORMALIZAR E SCORE ---- +$maxDD = ($elegiveis | Measure-Object DDPiorAprov -Maximum).Maximum +$minDD = ($elegiveis | Measure-Object DDPiorAprov -Minimum).Minimum +$maxWR = ($elegiveis | Measure-Object WRMedAprov -Maximum).Maximum +$minWR = ($elegiveis | Measure-Object WRMedAprov -Minimum).Minimum +$maxSaldo = ($elegiveis | Measure-Object SaldoAprov -Maximum).Maximum +$minSaldo = ($elegiveis | Measure-Object SaldoAprov -Minimum).Minimum +$maxTrades = ($elegiveis | Measure-Object TradesAprov -Maximum).Maximum +$minTrades = ($elegiveis | Measure-Object TradesAprov -Minimum).Minimum + +function Norm($v,$mn,$mx){ if($mx -eq $mn){ return 0.5 }; return ($v - $mn) / ($mx - $mn) } + +$scored = $elegiveis | ForEach-Object { + $riskNorm = 1 - (Norm $_.DDPiorAprov $minDD $maxDD) # menor DD = melhor + $wrNorm = Norm $_.WRMedAprov $minWR $maxWR + $saldoNorm = Norm $_.SaldoAprov $minSaldo $maxSaldo + $sampleNorm = Norm $_.TradesAprov $minTrades $maxTrades + $consistN = $_.Consist + + $score = [math]::Round( + ($riskNorm * 0.40) + ($consistN * 0.25) + ($wrNorm * 0.15) + ($saldoNorm * 0.10) + ($sampleNorm * 0.10), + 4) + + $_ | Add-Member -NotePropertyName Score -NotePropertyValue $score -PassThru +} + +$ranked = $scored | Sort-Object Score -Descending +$top10 = $ranked | Select-Object -First 10 +$top5 = $ranked | Select-Object -First 5 + +# ---- 5. ARQUIVO: RANKING GERAL ---- +$linhasSaida = @() +$linhasSaida += "==================================================================" +$linhasSaida += " RANKING FINAL CANDLE1A4 - $(Get-Date -Format 'dd/MM/yyyy')" +$linhasSaida += " Criterios: WinRate > 60% | Saldo > 0 | DrawDown <= 700 | Trades >= 5" +$linhasSaida += " Score: 40% riskNorm + 25% consistencia + 15% WRnorm + 10% saldoNorm + 10% sampleNorm" +$linhasSaida += "==================================================================" +$linhasSaida += "" +$linhasSaida += "Total combinacoes lidas : $($tfRows.Count)" +$linhasSaida += "Total robos unicos : $($robos.Count)" +$linhasSaida += "Robos elegiveis (>=1 TF) : $($elegiveis.Count)" +$linhasSaida += "" +$linhasSaida += "------------------------------------------------------------------" +$linhasSaida += " TOP 10 GERAL" +$linhasSaida += "------------------------------------------------------------------" +$pos = 1 +foreach($r in $top10){ + $linhasSaida += "" + $linhasSaida += "#$pos $($r.Robo.ToUpper())" + $linhasSaida += " Score : $($r.Score)" + $linhasSaida += " TFs aprovados : $($r.QtdAprov)/$($r.QtdTF) [$($r.TFsAprov)]" + $linhasSaida += " Consistencia : $([math]::Round($r.Consist*100,1))%" + $linhasSaida += " WR medio : $($r.WRMedAprov)%" + $linhasSaida += " Saldo total : R$ $($r.SaldoAprov)" + $linhasSaida += " DrawDown pior : $($r.DDPiorAprov) pts" + $linhasSaida += " Trades aprov : $($r.TradesAprov)" + $linhasSaida += " Patrimonio min: R$ $($r.PatrimMin) | Conservador: R$ $($r.PatrimCons)" + $pos++ +} + +$linhasSaida += "" +$linhasSaida += "------------------------------------------------------------------" +$linhasSaida += " TOP 5 OPERACIONAL (para operar JA)" +$linhasSaida += "------------------------------------------------------------------" +$pos = 1 +foreach($r in $top5){ + $linhasSaida += "$pos. $($r.Robo) | Score: $($r.Score) | WR: $($r.WRMedAprov)% | Saldo: $($r.SaldoAprov) | DD: $($r.DDPiorAprov) | TFs: [$($r.TFsAprov)]" + $pos++ +} + +$linhasSaida | Out-File "$saida\ranking_geral_final_candle1a4.txt" -Encoding UTF8 +Write-Host "Salvo: ranking_geral_final_candle1a4.txt" + +# ---- 6. ARQUIVO: CONSISTENCIA (por mais TFs aprovados) ---- +$consist = $elegiveis | Sort-Object @{E='QtdAprov';D=$true}, @{E='WRMedAprov';D=$true} +$linhasC = @() +$linhasC += "==================================================================" +$linhasC += " RANKING CONSISTENCIA - CANDLE1A4 (mais TFs aprovados)" +$linhasC += " $(Get-Date -Format 'dd/MM/yyyy')" +$linhasC += "==================================================================" +$linhasC += "" +$linhasC += "{0,-25} {1,5} {2,5} {3,10} {4,8} {5,8} {6,8} {7,8}" -f "Robo","Aprov","Total","TFs","WR%","Saldo","DD","Trades" +$linhasC += "-" * 85 +foreach($r in $consist){ + $linhasC += "{0,-25} {1,5} {2,5} {3,10} {4,8} {5,8} {6,8} {7,8}" -f $r.Robo, $r.QtdAprov, $r.QtdTF, $r.TFsAprov.Substring(0,[math]::Min(10,$r.TFsAprov.Length)), $r.WRMedAprov, $r.SaldoAprov, $r.DDPiorAprov, $r.TradesAprov +} +$linhasC | Out-File "$saida\ranking_consistencia_candle1a4.txt" -Encoding UTF8 +Write-Host "Salvo: ranking_consistencia_candle1a4.txt" + +# ---- 7. ARQUIVO: MENORES PERDAS (stop pequeno) ---- +$stopPeq = $elegiveis | Where-Object { $_.SaldoAprov -gt 0 -and $_.WRMedAprov -ge 60 } | + Sort-Object DDPiorAprov, @{E='WRMedAprov';D=$true} +$linhasS = @() +$linhasS += "==================================================================" +$linhasS += " RANKING STOP PEQUENO (menores perdas) - CANDLE1A4" +$linhasS += " Filtro: Saldo > 0 | WR >= 60% | ordenado por MENOR DrawDown" +$linhasS += " $(Get-Date -Format 'dd/MM/yyyy')" +$linhasS += "==================================================================" +$linhasS += "" +$linhasS += "{0,-3} {1,-25} {2,6} {3,8} {4,8} {5,8} {6,8} {7,10}" -f "#","Robo","DD","WR%","Saldo","Trades","Consist","TFs" +$linhasS += "-" * 85 +$pos = 1 +foreach($r in $stopPeq | Select-Object -First 20){ + $linhasS += "{0,-3} {1,-25} {2,6} {3,8} {4,8} {5,8} {6,8} {7,10}" -f $pos, $r.Robo, $r.DDPiorAprov, $r.WRMedAprov, $r.SaldoAprov, $r.TradesAprov, "$([math]::Round($r.Consist*100,0))%", $r.TFsAprov.Substring(0,[math]::Min(10,$r.TFsAprov.Length)) + $pos++ +} +$linhasS | Out-File "$saida\ranking_stop_pequeno_candle1a4.txt" -Encoding UTF8 +Write-Host "Salvo: ranking_stop_pequeno_candle1a4.txt" + +# ---- 8. DETALHAMENTO POR TF DE TODOS OS ROBOS ---- +$linhasD = @() +$linhasD += "==================================================================" +$linhasD += " DETALHAMENTO POR TIMEFRAME - CANDLE1A4" +$linhasD += " $(Get-Date -Format 'dd/MM/yyyy')" +$linhasD += "==================================================================" +$linhasD += "" +$linhasD += "{0,-25} {1,5} {2,7} {3,8} {4,8} {5,6}" -f "Robo","TF","Trades","WR%","Saldo","DD" +$linhasD += "-" * 65 +$tfRows | Sort-Object Robo, TF | ForEach-Object { + $ap = if($_.Aprovado){'[OK]'}else{' '} + $linhasD += "$ap {0,-25} {1,5}min {2,7} {3,8} {4,8} {5,6}" -f $_.Robo, $_.TF, $_.Trades, $_.WR, $_.Saldo, $_.DD +} +$linhasD | Out-File "$saida\detalhamento_tfs_candle1a4.txt" -Encoding UTF8 +Write-Host "Salvo: detalhamento_tfs_candle1a4.txt" + +# ---- RESUMO TELA ---- +Write-Host "" +Write-Host "==========================================" +Write-Host " TOP 10 CANDLE1A4 - RANKING FINAL" +Write-Host "==========================================" +$ranked | Select-Object -First 10 | + Format-Table @{L='#';E={[array]::IndexOf(($ranked | Select-Object -First 10), $_)+1}}, + Robo, Score, QtdAprov, + @{L='WR%';E={$_.WRMedAprov}}, + @{L='Saldo';E={$_.SaldoAprov}}, + @{L='DD';E={$_.DDPiorAprov}}, + @{L='Trades';E={$_.TradesAprov}} -AutoSize diff --git a/automacao_backtests/_ranking_medias.ps1 b/automacao_backtests/_ranking_medias.ps1 new file mode 100644 index 0000000..3ce4721 --- /dev/null +++ b/automacao_backtests/_ranking_medias.ps1 @@ -0,0 +1,263 @@ +# ========================================================== +# _ranking_medias.ps1 +# Gera ranking dos robos MEDIAS_20_50_200 a partir dos CSVs +# de backtest exportados do Profit/Neologica. +# +# COMO USAR: +# 1. Rode os backtests no Profit para cada robo/TF +# 2. Exporte os resultados como CSV no padrao: +# roboNome_TF.csv ex: v1_dt_pullback_mme20_60min.csv +# 3. Coloque os CSVs em: +# automacao_backtests\MEDIAS_20_50_200\resultadosPorTimeFrame\ +# 4. Execute este script com: .\automacao_backtests\_ranking_medias.ps1 +# ========================================================== + +$pastaBase = ".\automacao_backtests\MEDIAS_20_50_200\resultadosPorTimeFrame" +$pastaSaida = ".\automacao_backtests\MEDIAS_20_50_200" +$rs = "R$" + +# ---- Criterios de aprovacao ---- +$WR_MIN = 60.0 # Win Rate minimo (%) +$DD_MAX = 700 # Drawdown maximo (pontos) +$SALDO_MIN = 0 # Saldo minimo (pontos) +$TRADES_MIN = 5 # Trades minimos para amostrar + +if (-not (Test-Path $pastaBase)) { + Write-Host "AVISO: pasta $pastaBase nao encontrada." + Write-Host "Crie a pasta e exporte os CSVs do Profit antes de rodar este script." + exit +} + +$csvs = Get-ChildItem "$pastaBase\*.csv" -ErrorAction SilentlyContinue +if ($csvs.Count -eq 0) { + Write-Host "Nenhum CSV encontrado em $pastaBase" + Write-Host "Exporte os resultados do backtest do Profit e coloque nesta pasta." + exit +} + +Write-Host "Lendo $($csvs.Count) arquivos CSV..." + +$registros = @() + +foreach ($csv in $csvs) { + try { + $dados = Import-Csv $csv.FullName -Delimiter ";" + + # Extrai nome do robo e TF do nome do arquivo: v1_dt_pullback_mme20_60min.csv + $nomeArquivo = $csv.BaseName + if ($nomeArquivo -match "^(.+)_(\d+min|\d+h|diario|semanal)$") { + $nomeRobo = $matches[1] + $tf = $matches[2] + } else { + $nomeRobo = $nomeArquivo + $tf = "desconhecido" + } + + # Mapeia colunas (ajuste conforme layout do Profit) + $saldo = [float]($dados | Select-Object -Last 1).SaldoAcumulado -replace ",","." + $trades = [int]($dados.Count) + $vitorias = ($dados | Where-Object { [float]($_.Resultado -replace ",",".") -gt 0 }).Count + $wr = if ($trades -gt 0) { $vitorias / $trades * 100 } else { 0 } + + $resultados = $dados | ForEach-Object { [float]($_.Resultado -replace ",",".") } + $picos = $resultados | ForEach-Object -Begin { $max=0; $dd=0; $saldoAc=0 } -Process { + $saldoAc += $_ + if ($saldoAc -gt $max) { $max = $saldoAc } + $recuo = $max - $saldoAc + if ($recuo -gt $dd) { $dd = $recuo } + } -End { $dd } + $ddMax = $picos + + $reg = [PSCustomObject]@{ + Robo = $nomeRobo + TF = $tf + Trades = $trades + WR = [math]::Round($wr, 1) + Saldo = [math]::Round($saldo, 0) + DD = [math]::Round($ddMax, 0) + Familia = if ($nomeRobo -match "_dt_") { "DT" } else { "SW" } + Status = "PENDENTE" + } + + # Avaliacao + if ($reg.WR -ge $WR_MIN -and $reg.Saldo -gt $SALDO_MIN -and + $reg.DD -le $DD_MAX -and $reg.Trades -ge $TRADES_MIN) { + $reg.Status = "APROVADO" + } elseif ($reg.Trades -lt $TRADES_MIN) { + $reg.Status = "AMOSTRA INSUFICIENTE" + } elseif ($reg.WR -lt $WR_MIN) { + $reg.Status = "WR < $WR_MIN%" + } elseif ($reg.DD -gt $DD_MAX) { + $reg.Status = "DD > $DD_MAX" + } elseif ($reg.Saldo -le $SALDO_MIN) { + $reg.Status = "SALDO NEGATIVO" + } + + $registros += $reg + } catch { + Write-Host "Erro ao ler $($csv.Name): $_" + } +} + +Write-Host "Total de combinacoes lidas: $($registros.Count)" + +# ---- Calcula score ---- +$aprovados = $registros | Where-Object { $_.Status -eq "APROVADO" } + +if ($aprovados.Count -eq 0) { + Write-Host "Nenhum robo aprovado nos criterios definidos." + exit +} + +$maxDD = ($aprovados | Measure-Object DD -Maximum).Maximum +$maxWR = ($aprovados | Measure-Object WR -Maximum).Maximum +$maxSaldo = ($aprovados | Measure-Object Saldo -Maximum).Maximum +$maxTrades= ($aprovados | Measure-Object Trades -Maximum).Maximum + +# Agrupa por robo para medir consistencia (quantos TFs aprovados) +$gruposPorRobo = $aprovados | Group-Object Robo +$maxTFsAprov = ($gruposPorRobo | Measure-Object { $_.Count } -Maximum).Maximum + +$scorados = @() +foreach ($reg in $aprovados) { + $riskNorm = if ($maxDD -gt 0) { 1 - ($reg.DD / $maxDD) } else { 1 } + $wrNorm = if ($maxWR -gt 0) { $reg.WR / $maxWR } else { 0 } + $saldoNorm = if ($maxSaldo -gt 0) { $reg.Saldo / $maxSaldo } else { 0 } + $sampleNorm = if ($maxTrades -gt 0){ $reg.Trades / $maxTrades } else { 0 } + + $tfsAprov = ($gruposPorRobo | Where-Object { $_.Name -eq $reg.Robo }).Count + $consistNorm = if ($maxTFsAprov -gt 0) { $tfsAprov / $maxTFsAprov } else { 0 } + + $score = ($riskNorm * 0.40) + ($consistNorm * 0.25) + ($wrNorm * 0.15) + + ($saldoNorm * 0.10) + ($sampleNorm * 0.10) + + $scorados += [PSCustomObject]@{ + Robo = $reg.Robo + TF = $reg.TF + Familia = $reg.Familia + Trades = $reg.Trades + WR = $reg.WR + Saldo = $reg.Saldo + DD = $reg.DD + Score = [math]::Round($score, 4) + TFsAprov = $tfsAprov + } +} + +$ranking = $scorados | Sort-Object Score -Descending + +# ============================================================ +# ARQUIVO 1: Ranking geral +# ============================================================ +$linhasGeral = @() +$linhasGeral += "==================================================================" +$linhasGeral += " RANKING GERAL - MEDIAS_20_50_200 (MME20 / MMA50 / MMA200)" +$linhasGeral += "==================================================================" +$linhasGeral += "" +$linhasGeral += "Total combinacoes lidas : $($registros.Count)" +$linhasGeral += "Total aprovadas : $($aprovados.Count)" +$linhasGeral += "Robos DT aprovados : $(($aprovados | Where-Object { $_.Familia -eq 'DT' }).Count)" +$linhasGeral += "Robos SW aprovados : $(($aprovados | Where-Object { $_.Familia -eq 'SW' }).Count)" +$linhasGeral += "" +$linhasGeral += "Score = 40% StopSeguro + 25% Consistencia + 15% WR + 10% Saldo + 10% Amostra" +$linhasGeral += "" +$linhasGeral += "Pos Robo TF Fam Trades WR% Saldo DD TFsOK Score" +$linhasGeral += "--- -------------------------- ------- --- ------ ----- ------ ---- ----- -----" + +$pos = 1 +foreach ($r in $ranking) { + $linha = "{0,-4} {1,-28} {2,-7} {3,-3} {4,6} {5,5:F1} {6,6} {7,4} {8,5} {9,5:F3}" -f + $pos, $r.Robo, $r.TF, $r.Familia, $r.Trades, $r.WR, $r.Saldo, $r.DD, $r.TFsAprov, $r.Score + $linhasGeral += $linha + $pos++ +} + +$linhasGeral | Set-Content -Path "$pastaSaida\ranking_geral_medias.txt" -Encoding UTF8 +Write-Host "Arquivo gerado: ranking_geral_medias.txt" + +# ============================================================ +# ARQUIVO 2: Ranking por familia (DT separado de SW) +# ============================================================ +$linhasFam = @() +$linhasFam += "==================================================================" +$linhasFam += " RANKING POR FAMILIA - DT e SW separados" +$linhasFam += "==================================================================" + +foreach ($fam in @("DT", "SW")) { + $bloco = $ranking | Where-Object { $_.Familia -eq $fam } + $linhasFam += "" + $linhasFam += "--- FAMILIA: $fam ---" + $linhasFam += "Pos Robo TF Trades WR% Saldo DD Score" + $linhasFam += "--- -------------------------- ------- ------ ----- ------ ---- -----" + $posF = 1 + foreach ($r in $bloco) { + $l = "{0,-4} {1,-28} {2,-7} {3,6} {4,5:F1} {5,6} {6,4} {7,5:F3}" -f + $posF, $r.Robo, $r.TF, $r.Trades, $r.WR, $r.Saldo, $r.DD, $r.Score + $linhasFam += $l + $posF++ + } +} + +$linhasFam | Set-Content -Path "$pastaSaida\ranking_por_familia_medias.txt" -Encoding UTF8 +Write-Host "Arquivo gerado: ranking_por_familia_medias.txt" + +# ============================================================ +# ARQUIVO 3: Detalhamento por robo (todos os TFs) +# ============================================================ +$linhasDet = @() +$linhasDet += "==================================================================" +$linhasDet += " DETALHAMENTO POR ROBO - todos os TFs testados" +$linhasDet += "==================================================================" + +$robosUnicos = $registros | Select-Object -ExpandProperty Robo -Unique | Sort-Object + +foreach ($nomeRobo in $robosUnicos) { + $combosRobo = $registros | Where-Object { $_.Robo -eq $nomeRobo } + $linhasDet += "" + $linhasDet += "=== $nomeRobo ===" + $linhasDet += "TF Status Trades WR% Saldo DD" + $linhasDet += "--------- ------------------------ ------ ----- ------ ----" + foreach ($c in $combosRobo | Sort-Object TF) { + $l = "{0,-10} {1,-24} {2,6} {3,5:F1} {4,6} {5,4}" -f + $c.TF, $c.Status, $c.Trades, $c.WR, $c.Saldo, $c.DD + $linhasDet += $l + } +} + +$linhasDet | Set-Content -Path "$pastaSaida\detalhamento_tfs_medias.txt" -Encoding UTF8 +Write-Host "Arquivo gerado: detalhamento_tfs_medias.txt" + +# ============================================================ +# ARQUIVO 4: Estimativa de patrimônio para operar +# ============================================================ +$linhasPat = @() +$linhasPat += "==================================================================" +$linhasPat += " PATRIMONIO MINIMO ESTIMADO - MEDIAS_20_50_200" +$linhasPat += "Minimo conservador = 2.5x DD | Ideal = 3.5x DD | Minimo absoluto = 1.000" +$linhasPat += "==================================================================" + +# Agrupa por robo, pega o maior DD entre os TFs aprovados +$gruposAprov = $aprovados | Group-Object Robo + +$linhasPat += "" +$linhasPat += "Robo DD Max Pat.Min (2.5x) Pat.Ideal (3.5x)" +$linhasPat += "----------------------------- ------ -------------- ----------------" + +foreach ($g in $gruposAprov | Sort-Object { ($_.Group | Measure-Object DD -Maximum).Maximum }) { + $ddMax = ($g.Group | Measure-Object DD -Maximum).Maximum + $patMin = [math]::Max([math]::Round($ddMax * 2.5, 0), 1000) + $patIdeal= [math]::Max([math]::Round($ddMax * 3.5, 0), 1500) + $l = "{0,-31} {1,6} {2} {3}" -f + $g.Name, $ddMax, "${rs}$patMin", "${rs}$patIdeal" + $linhasPat += $l +} + +$linhasPat | Set-Content -Path "$pastaSaida\patrimonio_medias.txt" -Encoding UTF8 +Write-Host "Arquivo gerado: patrimonio_medias.txt" + +Write-Host "" +Write-Host "=== CONCLUIDO ===" +Write-Host "4 arquivos gerados em $pastaSaida" +Write-Host "" +Write-Host "TOP 5 geral:" +$ranking | Select-Object -First 5 | Format-Table Robo, TF, Familia, WR, Saldo, DD, Score diff --git a/automacao_backtests/_resumo_top10_marco.ps1 b/automacao_backtests/_resumo_top10_marco.ps1 new file mode 100644 index 0000000..68ca5ca --- /dev/null +++ b/automacao_backtests/_resumo_top10_marco.ps1 @@ -0,0 +1,232 @@ +# ============================================================ +# RESUMO CONSOLIDADO CANDLE1A4 + IFR - TOP 10 GERAL +# ============================================================ + +function Parse-BRNumber([string]$s){ + if([string]::IsNullOrWhiteSpace($s)){ return 0.0 } + $t = $s.Trim() + if($t -eq '-' -or $t -eq ' - ' -or $t -eq ''){ return 0.0 } + $t = $t -replace '[^\d,\.-]','' + try { return [double]::Parse($t.Replace('.','').Replace(',','.'), [System.Globalization.CultureInfo]::InvariantCulture) } + catch { return 0.0 } +} + +$bases = @( + @{U='CANDLE1A4'; P='c:\Users\zilva\RepoRobos-marco_Tradeoperador\automacao_backtests\CANDLE1A4\resultadosPorTimeFrame'; + Pat='^robo_candle1a4_(v\d+_cm\d+_rm\d+)_tfcurto(\d+)\s*$'}, + @{U='IFR_RSI'; P='c:\Users\zilva\RepoRobos-marco_Tradeoperador\automacao_backtests\IFR_RSI\resultadosAprovadosPorTimeframe'; + Pat='^robo_ifr_(v\d+_.+?)(\d{1,2})min\d*%?$'} +) + +$DIAS_BT = 252 +$DIAS_MARCO = 21 + +$tfRows = @() +foreach($b in $bases){ + Get-ChildItem $b.P -Filter "*.csv" | ForEach-Object { + $n = $_.BaseName.ToLower().Trim() + if($n -notmatch $b.Pat){ return } + $robo = $Matches[1].TrimEnd('_'); $tf = [int]$Matches[2] + + $linhas = Get-Content $_.FullName -Encoding UTF8 | Where-Object { $_ -match '^WIN' } + if($linhas.Count -eq 0){ return } + + $trades=0; $wins=0; $saldo=0.0; $pico=0.0; $dd=0.0; $acum=0.0 + foreach($ln in $linhas){ + $p = $ln -split ';'; if($p.Count -lt 21){ continue } + $res = Parse-BRNumber $p[14]; $trades++ + if($res -gt 0){ $wins++ } + $acum += $res + if($acum -gt $pico){ $pico = $acum } + $v = $pico - $acum; if($v -gt $dd){ $dd = $v } + $saldo = $acum + } + if($trades -eq 0){ return } + + $wr = [math]::Round(100.0 * $wins / $trades, 1) + $falhas = @() + if($wr -le 60) { $falhas += "WR $wr%" } + if($saldo -le 0) { $falhas += "saldo neg" } + if($dd -gt 700){ $falhas += "DD alto" } + if($trades -lt 5) { $falhas += "poucos trades" } + + $trDia = [math]::Round($trades / $DIAS_BT, 3) + $trMar = [math]::Round($trDia * $DIAS_MARCO, 1) + $valMar = [int][math]::Round(($saldo / $DIAS_BT) * $DIAS_MARCO, 0) + + $tfRows += [pscustomobject]@{ + Universo=$b.U; Robo=$robo; TF=$tf; Trades=$trades; WR=$wr + Saldo=[int][math]::Round($saldo,0); DD=[int][math]::Round($dd,0) + Aprovado=($falhas.Count -eq 0) + Falhas=if($falhas){$falhas -join ' | '}else{'OK'} + TrDia=$trDia; TrMar=$trMar; ValMar=$valMar + } + } +} + +$robos = $tfRows | Group-Object Universo,Robo | ForEach-Object { + $g = $_.Group | Sort-Object TF + $ap = $g | Where-Object { $_.Aprovado } + $qtdTF=$g.Count; $qtdAp=$ap.Count + $univ=$g[0].Universo; $nome=$g[0].Robo + + $saldoAp = [int][math]::Round(($ap|Measure-Object Saldo -Sum).Sum,0) + $tradesAp = [int](($ap|Measure-Object Trades -Sum).Sum) + $wrMed = if($qtdAp -gt 0){[math]::Round(($ap|Measure-Object WR -Average).Average,1)}else{0} + $ddPior = if($qtdAp -gt 0){[int](($ap|Measure-Object DD -Maximum).Maximum)}else{9999} + $consist = if($qtdTF -gt 0){[int][math]::Round(100.0*$qtdAp/$qtdTF,0)}else{0} + $trMar = [math]::Round(($ap|Measure-Object TrMar -Sum).Sum,1) + $valMar = [int](($ap|Measure-Object ValMar -Sum).Sum) + $patMin = [int][math]::Max(1000,[math]::Round($ddPior*2.5,0)) + $patCons = [int][math]::Max(1500,[math]::Round($ddPior*3.5,0)) + $tfsOK = ($ap|Sort-Object TF|ForEach-Object{"$($_.TF)min"}) -join ', ' + + [pscustomobject]@{ + Universo=$univ; Robo=$nome; QtdTF=$qtdTF; QtdAp=$qtdAp; Consist=$consist + WRMed=$wrMed; SaldoAp=$saldoAp; DDPior=$ddPior; TradesAp=$tradesAp + TrMar=$trMar; ValMar=$valMar; PatMin=$patMin; PatCons=$patCons; TFsOK=$tfsOK + Linhas=$g + } +} | Where-Object { $_.QtdAp -ge 1 } + +function Norm($v,$mn,$mx){ if($mx -eq $mn){return 0.5}; return ($v-$mn)/($mx-$mn) } +$maxDD=[int](($robos|Measure-Object DDPior -Maximum).Maximum) +$minDD=[int](($robos|Measure-Object DDPior -Minimum).Minimum) +$maxWR=($robos|Measure-Object WRMed -Maximum).Maximum +$minWR=($robos|Measure-Object WRMed -Minimum).Minimum +$maxSa=($robos|Measure-Object SaldoAp -Maximum).Maximum +$minSa=($robos|Measure-Object SaldoAp -Minimum).Minimum +$maxTr=($robos|Measure-Object TradesAp -Maximum).Maximum +$minTr=($robos|Measure-Object TradesAp -Minimum).Minimum + +$robos = $robos | ForEach-Object { + $sc = (1-(Norm $_.DDPior $minDD $maxDD))*0.40 + + ($_.Consist/100)*0.25 + + (Norm $_.WRMed $minWR $maxWR)*0.15 + + (Norm $_.SaldoAp $minSa $maxSa)*0.10 + + (Norm $_.TradesAp $minTr $maxTr)*0.10 + $_ | Add-Member -NotePropertyName Score -NotePropertyValue ([math]::Round($sc,4)) -PassThru +} | Sort-Object Score -Descending + +$top10 = $robos | Select-Object -First 10 + +$totalC14 = ($tfRows|Where-Object{$_.Universo -eq 'CANDLE1A4'}|Select-Object Robo -Unique).Count +$totalIFR = ($tfRows|Where-Object{$_.Universo -eq 'IFR_RSI'} |Select-Object Robo -Unique).Count +$totalCombs = $tfRows.Count +$totalAprov = ($tfRows|Where-Object{$_.Aprovado}).Count +$totalEleg = $robos.Count + +# ---- GERAR ARQUIVO ---- +$rs = "R$" # prefixo moeda sem ambiguidade no PowerShell +$saida = "c:\Users\zilva\RepoRobos-marco_Tradeoperador\automacao_backtests\resumo_top10_marco2026.txt" +$out = [System.Collections.Generic.List[string]]::new() + +$out.Add("==========================================================================") +$out.Add(" RESUMO CONSOLIDADO - CANDLE1A4 + IFR_RSI") +$out.Add(" Periodo backtest : aprox $DIAS_BT dias uteis") +$out.Add(" Projecao marco : $DIAS_MARCO dias uteis (21 dias uteis em marco/2026)") +$out.Add(" Criterios aprov. : WR>60% | Saldo>0 | DD<=700 | Trades>=5 por TF") +$out.Add(" Score ponderado : 40%risco + 25%consist + 15%WR + 10%saldo + 10%amostra") +$out.Add(" Gerado em : $(Get-Date -Format 'dd/MM/yyyy HH:mm')") +$out.Add("==========================================================================") +$out.Add("") +$out.Add(" UNIVERSO ANALISADO") +$out.Add(" Robos CANDLE1A4 : $totalC14") +$out.Add(" Robos IFR_RSI : $totalIFR") +$out.Add(" Total combinacoes (robo+TF) : $totalCombs") +$out.Add(" Combinacoes aprovadas : $totalAprov") +$out.Add(" Robos elegiveis (>=1 TF ok) : $totalEleg") +$out.Add("") +$out.Add(" LEGENDA") +$out.Add(" Ops = operacoes no backtest | Ops/Dia = media por dia util no backtest") +$out.Add(" OpsMAR = projecao ops para marco (21 dias uteis)") +$out.Add(" ValBT = saldo acumulado backtest | ValMAR = projecao saldo marco") +$out.Add(" PatMin = 2.5x DrawDown | PatCons = 3.5x DrawDown (recomendado)") +$out.Add("==========================================================================") +$out.Add("") + +$pos = 1 +foreach($r in $top10){ + $pfil=@() + if($r.DDPior -lt 300) {$pfil+="STOP SEGURO"} + if($r.WRMed -ge 72) {$pfil+="ALTA PRECISAO"} + if($r.Consist -ge 50) {$pfil+="CONSISTENTE"} + if($r.SaldoAp -ge 1500){$pfil+="ALTO RETORNO"} + if($r.TradesAp -ge 30) {$pfil+="BOA AMOSTRA"} + $pStr = if($pfil){$pfil -join " + "}else{"-"} + + $out.Add("#$pos [$($r.Universo)] $($r.Robo.ToUpper())") + $out.Add(" Score : $($r.Score) Perfil: $pStr") + $out.Add(" TFs testados: $($r.QtdTF) | Aprovados: $($r.QtdAp)/$($r.QtdTF) ($($r.Consist)%) | TFs OK: [$($r.TFsOK)]") + $out.Add(" WR medio : $($r.WRMed)% DD maximo : $($r.DDPior) pts") + $out.Add(" Saldo BT : ${rs}$($r.SaldoAp) Trades aprovados: $($r.TradesAp)") + $out.Add("") + $out.Add(" PROJECAO MARCO 2026 ($DIAS_MARCO dias uteis)") + $out.Add(" Operacoes estimadas : ~$($r.TrMar) ops") + $out.Add(" Saldo estimado : ${rs}$($r.ValMar) (proporcional ao historico)") + $out.Add(" Patrimonio MINIMO : ${rs}$($r.PatMin) (2.5 x DrawDown)") + $out.Add(" Patrimonio CONSERV : ${rs}$($r.PatCons) (3.5 x DrawDown) << recomendado") + $out.Add("") + + $hTF = " {0,-7} {1,5} {2,7} {3,7} {4,9} {5,8} {6,6} {7}" -f "TF","Ops","Ops/Dia","OpsMAR","ValBT","ValMAR","DD","Status" + $out.Add($hTF) + $out.Add((" " + "-"*68)) + + foreach($tf in ($r.Linhas | Sort-Object TF)){ + $ic = if($tf.Aprovado){"[OK]"}else{"[--]"} + $vbt = "${rs}$($tf.Saldo)" + $vm = "${rs}$($tf.ValMar)" + $ln = " {0} {1,-7} {2,5} {3,7} {4,7} {5,9} {6,8} {7,6} {8}" -f $ic,"$($tf.TF)min",$tf.Trades,$tf.TrDia,$tf.TrMar,$vbt,$vm,$tf.DD,$tf.Falhas + $out.Add($ln) + } + $out.Add("") + $out.Add(("="*72)) + $out.Add("") + $pos++ +} + +$out.Add("==========================================================================") +$out.Add(" TABELA RESUMO - INVESTIMENTO NECESSARIO PARA OPERAR EM MARCO 2026") +$out.Add("==========================================================================") +$out.Add("") +$hdr = " {0,-3} {1,-9} {2,-22} {3,5} {4,8} {5,5} {6,8} {7,9} {8,10} {9,10}" -f "#","Univ","Robo","WR%","SaldoBT","DD","OpsMAR","ValMAR","PatrimMin","PatrimCons" +$out.Add($hdr) +$out.Add((" "+"-"*95)) + +$pos=1 +foreach($r in $top10){ + $vbt = "${rs}$($r.SaldoAp)" + $vm = "~${rs}$($r.ValMar)" + $pm = "${rs}$($r.PatMin)" + $pc = "${rs}$($r.PatCons)" + $ln = " {0,-3} {1,-9} {2,-22} {3,5} {4,8} {5,5} {6,8} {7,9} {8,10} {9,10}" -f $pos,$r.Universo,$r.Robo,"$($r.WRMed)%",$vbt,"$($r.DDPior)pts","~$($r.TrMar)",$vm,$pm,$pc + $out.Add($ln) + $pos++ +} +$out.Add("") +$out.Add(" * Retorno estimado e PROPORCIONAL ao historico. Nao e garantia futura.") +$out.Add(" * Use sempre o patrimonio CONSERVADOR para iniciar.") + +$out | Out-File $saida -Encoding UTF8 +Write-Host "Arquivo salvo: $saida" +Write-Host "" + +# ---- TELA ---- +$rs2 = "R$" +Write-Host "==========================================================================" +Write-Host " $totalC14 robos CANDLE1A4 + $totalIFR robos IFR = $totalCombs combinacoes | $totalAprov aprovadas | $totalEleg elegiveis" +Write-Host "==========================================================================" +Write-Host "" +Write-Host (" {0,-3} {1,-9} {2,-22} {3,5} {4,6} {5,5} {6,7} {7,5} {8,6} {9,9} {10,9} TFs aprovados" -f "#","Univ","Robo","Score","Aprov","WR%","SaldoBT","DD","OpsMAR","PatMin","PatCons") +Write-Host (" "+("-"*108)) +$pos=1 +foreach($r in $top10){ + $vbt = "${rs2}$($r.SaldoAp)" + $pm = "${rs2}$($r.PatMin)" + $pc = "${rs2}$($r.PatCons)" + Write-Host (" {0,-3} {1,-9} {2,-22} {3,5} {4,6} {5,5} {6,7} {7,5} {8,6} {9,9} {10,9} {11}" -f + $pos,$r.Universo,$r.Robo,$r.Score,"$($r.QtdAp)/$($r.QtdTF)","$($r.WRMed)%",$vbt,$r.DDPior,"~$($r.TrMar)",$pm,$pc,$r.TFsOK) + $pos++ +} +Write-Host "" +Write-Host "Arquivo completo salvo: resumo_top10_marco2026.txt" diff --git a/automacao_backtests/_tfs_por_robo.ps1 b/automacao_backtests/_tfs_por_robo.ps1 new file mode 100644 index 0000000..3719100 --- /dev/null +++ b/automacao_backtests/_tfs_por_robo.ps1 @@ -0,0 +1,51 @@ +function Parse-BRNumber([string]$s){ + if([string]::IsNullOrWhiteSpace($s)){ return 0.0 } + $t=$s.Trim(); if($t -eq '-' -or $t -eq ' - '){ return 0.0 } + return [double]::Parse($t.Replace('.','').Replace(',','.'), [System.Globalization.CultureInfo]::InvariantCulture) +} + +$bases = @( + @{U='CANDLE1A4'; P='c:/Users/zilva/RepoRobos-marco_Tradeoperador/automacao_backtests/CANDLE1A4/resultadosPorTimeFrame'}, + @{U='IFR_RSI'; P='c:/Users/zilva/RepoRobos-marco_Tradeoperador/automacao_backtests/IFR_RSI/resultadosAprovadosPorTimeframe'} +) + +$alvos = @('v28_ifr_adx_filtro','v6_saida_hibrida','v27_cm3_rm3','v28_cm1_rm1','v1_reversao_extremos') + +$rows = @() +foreach($b in $bases){ + Get-ChildItem $b.P -Filter '*.csv' | ForEach-Object { + $n = $_.BaseName.ToLower() + $roboMatch = $null; $tf = $null + + if($b.U -eq 'CANDLE1A4'){ + if($n -match '^robo_candle1a4_(v\d+_cm\d+_rm\d+)_tfcurto(\d+)$'){ + $roboMatch = $Matches[1]; $tf = [int]$Matches[2] + } + } else { + if($n -match '^robo_ifr_(v\d+_.+?)(\d{1,2})min'){ + $roboMatch = $Matches[1].TrimEnd('_'); $tf = [int]$Matches[2] + } + } + + $match = $alvos | Where-Object { $roboMatch -like "*$_*" -or $_ -like "*$roboMatch*" } + if(-not $roboMatch -or -not $match){ return } + + $ops = Get-Content $_.FullName | Where-Object { $_ -match '^WIN' } + $tr=0; $wi=0; $saldo=0.0 + foreach($ln in $ops){ + $p = $ln -split ';'; if($p.Count -lt 21){ continue } + $res = Parse-BRNumber $p[14]; $tr++; if($res -gt 0){$wi++}; $saldo += $res + } + if($tr -gt 0){ + $rows += [pscustomobject]@{ + Robo=$roboMatch; TF="${tf}min"; Trades=$tr + WR=[math]::Round(100.0*$wi/$tr,1) + Saldo=[math]::Round($saldo,0) + Status=if($saldo -gt 0){'[+]'}else{'[-]'} + } + } + } +} + +$rows | Sort-Object Robo,@{Expression={[int]($_.TF -replace 'min','')}} | + Format-Table Robo,TF,Trades,WR,Saldo,Status -AutoSize | Out-String -Width 120 diff --git a/automacao_backtests/marco26ResultadoRobosIFRcandle1a4.csv b/automacao_backtests/marco26ResultadoRobosIFRcandle1a4.csv new file mode 100644 index 0000000..d6c154f --- /dev/null +++ b/automacao_backtests/marco26ResultadoRobosIFRcandle1a4.csv @@ -0,0 +1,32 @@ +Conta: 103166893 +Titular: Wesley Gomes Da Silva +Data Inicial: 04/03/2026 +Data Final: 06/03/2026 + +Ativo;Abertura;Fechamento;Tempo Operao;Qtd Compra;Qtd Venda;Lado;Preo Compra;Preo Venda;Preo de Mercado;MEP;MEN;Ag. Compra;Ag. Venda;Mdio;Res. Intervalo Bruto;Res. Intervalo (%);Nmero Operao;Res. Operao;Res. Operao (%);Drawdown;Ganho Max.;Perda Max.;TET;Total +WINJ26;04/03/2026 09:07:59;04/03/2026 09:14:18;6min18s;1;1;V;187.680,00;187.205,00;181.660,00;135,00;-475,00;-;-;No;-95,00;-475,00;1;-95,00;-475,00;-122,00;27,00;-95,00; - ;-95,00 +WINJ26;04/03/2026 09:44:02;04/03/2026 09:55:14;11min12s;1;1;C;187.745,00;188.045,00;181.660,00;300,00;-90,00;-;-;No;60,00;300,00;2;60,00;300,00;0,00;60,00;-18,00;36min2s;-35,00 +WDOJ26;03/03/2026 09:22:44;04/03/2026 11:29:47;1d2h;2;2;V;5.241,50;5.276,50;5.330,00;36,00;-107,00;-;-;No;700,00;35,00;3;700,00;35,00;-20,00;720,00;-2.140,00;21min17s;665,00 +AMZO34;12/02/2026 14:39:35;04/03/2026 11:51:16;19d21h;3;3;V;55,64;51,93;57,25;0,48;-3,79;-;-;No;-11,13;-7,14;4;-11,13;-7,14;-12,57;1,44;-11,37;17d18h;653,87 +AMZO34;04/03/2026 12:01:47;04/03/2026 12:02:03;15s;1;1;C;56,14;56,03;57,25;0,00;-0,11;-;-;No;-0,11;-0,20;5;-0,11;-0,20;-0,11;0,00;-0,11;19d21h;653,76 +WINJ26;04/03/2026 15:48:21;04/03/2026 16:41:25;53min4s;5;5;V;188.070,00;187.930,00;181.660,00;170,00;-280,00;-;-;Sim;-140,00;-140,00;6;-140,00;-140,00;-310,00;170,00;-280,00;3h46min33s;513,76 +WINJ26;05/03/2026 09:03:18;05/03/2026 09:04:00;41s;1;1;C;187.185,00;186.630,00;181.660,00;0,00;-555,00;-;-;Sim;-111,00;-555,00;7;-111,00;-555,00;-111,00;0,00;-111,00;17h14min57s;402,76 +WINJ26;05/03/2026 09:04:00;05/03/2026 09:06:00;1min59s;1;1;V;186.725,00;186.645,00;181.660,00;0,00;-80,00;-;-;No;-16,00;-80,00;8;-16,00;-80,00;-16,00;0,00;-16,00;41s;386,76 +WINJ26;05/03/2026 09:06:00;05/03/2026 09:22:00;15min59s;4;4;C;186.776,25;187.408,75;181.660,00;1.118,75;-216,25;-;-;Sim;506,00;632,50;9;506,00;632,50;-389,00;895,00;-173,00;1min59s;892,76 +WINJ26;05/03/2026 09:22:00;05/03/2026 09:34:00;12min;1;1;V;187.440,00;187.785,00;181.660,00;390,00;-625,00;-;-;Sim;69,00;345,00;10;69,00;345,00;-9,00;78,00;-125,00;15min59s;961,76 +WINJ26;05/03/2026 09:45:00;05/03/2026 09:48:00;3min;1;1;C;187.210,00;187.415,00;181.660,00;270,00;0,00;-;-;No;41,00;205,00;11;41,00;205,00;-13,00;54,00;0,00;23min;1.002,76 +AMZO34;04/03/2026 12:02:04;05/03/2026 10:36:27;22h34min23s;100;100;C;56,07;56,40;57,25;0,77;-0,40;-;-;Sim;33,00;0,59;12;33,00;0,59;-44,00;77,00;-40,00;21h42min55s;1.035,76 +WINJ26;05/03/2026 11:02:00;05/03/2026 12:41:00;1h39min;9;9;C;185.294,44;184.662,22;181.660,00;1.245,56;-1.474,44;-;-;Sim;-1.138,00;-632,22;13;-1.138,00;-632,22;-1.877,78;1.245,56;-1.474,44;22h59min55s;-102,24 +WINJ26;05/03/2026 13:00:00;05/03/2026 13:30:00;30min;2;2;C;183.977,50;183.970,00;181.660,00;372,50;-627,50;-;-;Sim;-3,00;-7,50;14;-3,00;-7,50;-152,00;149,00;-251,00;1h58min;-105,24 +WINJ26;05/03/2026 14:27:00;05/03/2026 14:48:00;21min;2;2;C;183.637,50;183.572,50;181.660,00;247,50;-732,50;-;-;Sim;-26,00;-65,00;15;-26,00;-65,00;-125,00;99,00;-293,00;1h27min;-131,24 +WINJ26;05/03/2026 15:30:00;05/03/2026 15:42:00;11min59s;1;1;C;182.820,00;183.090,00;181.660,00;380,00;-145,00;-;-;Sim;54,00;270,00;16;54,00;270,00;-22,00;76,00;-29,00;1h3min;-77,24 +WINJ26;05/03/2026 15:45:00;05/03/2026 15:45:00;-;1;1;C;183.390,00;183.385,00;181.660,00;5,00;-10,00;-;-;No;-1,00;-5,00;17;-1,00;-5,00;-2,00;1,00;-2,00;14min59s;-78,24 +WINJ26;05/03/2026 15:51:00;05/03/2026 17:28:00;1h36min59s;3;3;C;183.126,67;183.543,33;181.660,00;1.073,33;-371,67;-;-;Sim;250,00;416,67;18;250,00;416,67;-262,67;429,33;-148,67;6min;171,76 +WINJ26;05/03/2026 17:30:00;05/03/2026 17:30:00;-;1;1;C;183.705,00;183.700,00;181.660,00;5,00;-10,00;-;-;No;-1,00;-5,00;19;-1,00;-5,00;-2,00;1,00;-2,00;1h39min;170,76 +WINJ26;05/03/2026 17:31:00;05/03/2026 17:32:00;1min;1;1;C;183.560,00;183.555,00;181.660,00;85,00;-25,00;-;-;Sim;-1,00;-5,00;20;-1,00;-5,00;-18,00;17,00;-5,00;59s;169,76 +WINJ26;05/03/2026 17:36:00;06/03/2026 10:10:00;16h33min59s;6;6;C;182.111,67;182.556,67;181.660,00;1.638,33;-1.091,67;-;-;Sim;534,00;445,00;21;534,00;445,00;-238,67;327,67;-218,33;5min;703,76 +WINJ26;06/03/2026 10:16:00;06/03/2026 10:16:00;-;1;1;V;182.955,00;182.950,00;181.660,00;5,00;-5,00;-;-;No;-1,00;-5,00;22;-1,00;-5,00;-2,00;1,00;-1,00;16h39min59s;702,76 +WINJ26;06/03/2026 10:30:00;06/03/2026 10:36:00;5min59s;1;1;C;183.100,00;183.480,00;181.660,00;690,00;-170,00;-;-;No;76,00;380,00;23;76,00;380,00;-62,00;138,00;-34,00;14min;778,76 +WINJ26;06/03/2026 10:38:00;06/03/2026 10:38:00;-;1;1;C;183.180,00;183.175,00;181.660,00;0,00;-75,00;-;-;No;-1,00;-5,00;24;-1,00;-5,00;-1,00;0,00;-15,00;7min59s;777,76 +WINJ26;06/03/2026 10:40:00;06/03/2026 10:42:00;2min;1;1;V;182.925,00;183.050,00;181.660,00;200,00;-95,00;-;-;Sim;25,00;125,00;25;25,00;125,00;-15,00;40,00;-19,00;2min;802,76 +WINJ26;06/03/2026 10:42:00; - ; - ;5;4;C;181.908,00;181.610,00;181.610,00;1.262,00;-838,00;-;-;Sim;-137,00;-137,00;26;-137,00;-137,00;-312,00;40,00;-19,00;2min;665,76 diff --git a/automacao_backtests/marcoObservacoesRobosIFRcandle1a4.txt b/automacao_backtests/marcoObservacoesRobosIFRcandle1a4.txt new file mode 100644 index 0000000..e69de29 diff --git a/automacao_backtests/rankingGeral.md b/automacao_backtests/rankingGeral.md new file mode 100644 index 0000000..e69de29 diff --git a/automacao_backtests/ranking_geral_final_ifr_candle1a4.txt b/automacao_backtests/ranking_geral_final_ifr_candle1a4.txt new file mode 100644 index 0000000..a5f3105 --- /dev/null +++ b/automacao_backtests/ranking_geral_final_ifr_candle1a4.txt @@ -0,0 +1,42 @@ +RANKING GERAL FINAL - IFR_RSI + CANDLE1A4 +Gerado em: 04/03/2026 22:16:28 +Regras: WinRate > 60; Saldo > 0; Drawdown <= 700; amostra pequena com peso menor; foco em STOP pequeno. +Combinacoes analisadas (robo+tf): 276 +Robos elegiveis: 35 + +TOP 10 GERAL PARA OPERAR +Pos | Universo | Robo | ScoreFinal | TFAprov | TradesAprov | WinRateAprov | SaldoAprov | DrawdownPiorAprov | PatrimonioMinimo | PatrimonioConservador +1 | IFR_RSI | robo_ifr_v47_orb_confirmacao_dupla | 71.83 | 2 | 5 | 80 | 915 | 0 | 1000 | 1500 +2 | IFR_RSI | robo_ifr_v7_resgate_contexto | 67.65 | 2 | 17 | 82.35 | 1955 | 105 | 1000 | 1500 +3 | IFR_RSI | robo_ifr_v4_divergencia_confirmada | 65.36 | 1 | 10 | 90 | 988 | 0 | 1000 | 1500 +4 | IFR_RSI | robo_ifr_v23_dupla_confirmacao | 63.41 | 1 | 16 | 87.5 | 1253 | 59 | 1000 | 1500 +5 | CANDLE1A4 | robo_candle1a4_v21_cm3_rm1_tfcurto | 58.38 | 3 | 17 | 76.47 | 1222 | 178 | 1000 | 1500 +6 | CANDLE1A4 | robo_candle1a4_v01_cm1_rm1_tfcurto | 48.09 | 2 | 39 | 69.23 | 1239 | 243 | 1000 | 1500 +7 | IFR_RSI | robo_ifr_v5_regime_volatilidade | 44.54 | 1 | 11 | 90.91 | 1563 | 392 | 1000 | 1500 +8 | CANDLE1A4 | robo_candle1a4_v02_cm2_rm1_tfcurto | 44.29 | 2 | 55 | 65.45 | 746 | 257 | 1000 | 1500 +9 | CANDLE1A4 | robo_candle1a4_v22_cm1_rm2_tfcurto | 43.78 | 2 | 25 | 64 | 490 | 197 | 1000 | 1500 +10 | IFR_RSI | robo_ifr_v45_volume_por_horario | 43.32 | 2 | 141 | 68.79 | 3124 | 544 | 1360 | 1904 + +TOP 5 GERAL (SELECAO FINAL) +Pos | Universo | Robo | ScoreFinal | TFAprov | TradesAprov | WinRateAprov | SaldoAprov | DrawdownPiorAprov | PatrimonioMinimo | PatrimonioConservador +1 | IFR_RSI | robo_ifr_v47_orb_confirmacao_dupla | 71.83 | 2 | 5 | 80 | 915 | 0 | 1000 | 1500 +2 | IFR_RSI | robo_ifr_v7_resgate_contexto | 67.65 | 2 | 17 | 82.35 | 1955 | 105 | 1000 | 1500 +3 | IFR_RSI | robo_ifr_v4_divergencia_confirmada | 65.36 | 1 | 10 | 90 | 988 | 0 | 1000 | 1500 +4 | IFR_RSI | robo_ifr_v23_dupla_confirmacao | 63.41 | 1 | 16 | 87.5 | 1253 | 59 | 1000 | 1500 +5 | CANDLE1A4 | robo_candle1a4_v21_cm3_rm1_tfcurto | 58.38 | 3 | 17 | 76.47 | 1222 | 178 | 1000 | 1500 + +TOP 5 CANDLE1A4 +Pos | Robo | ScoreFinal | TFAprov | TradesAprov | WinRateAprov | SaldoAprov | DrawdownPiorAprov +1 | robo_candle1a4_v21_cm3_rm1_tfcurto | 58.38 | 3 | 17 | 76.47 | 1222 | 178 +2 | robo_candle1a4_v01_cm1_rm1_tfcurto | 48.09 | 2 | 39 | 69.23 | 1239 | 243 +3 | robo_candle1a4_v02_cm2_rm1_tfcurto | 44.29 | 2 | 55 | 65.45 | 746 | 257 +4 | robo_candle1a4_v22_cm1_rm2_tfcurto | 43.78 | 2 | 25 | 64 | 490 | 197 +5 | robo_candle1a4_v37_cm1_rm1_tfcurto | 41.59 | 1 | 19 | 63.16 | 350 | 186 + +TOP 5 IFR_RSI +Pos | Robo | ScoreFinal | TFAprov | TradesAprov | WinRateAprov | SaldoAprov | DrawdownPiorAprov +1 | robo_ifr_v47_orb_confirmacao_dupla | 71.83 | 2 | 5 | 80 | 915 | 0 +2 | robo_ifr_v7_resgate_contexto | 67.65 | 2 | 17 | 82.35 | 1955 | 105 +3 | robo_ifr_v4_divergencia_confirmada | 65.36 | 1 | 10 | 90 | 988 | 0 +4 | robo_ifr_v23_dupla_confirmacao | 63.41 | 1 | 16 | 87.5 | 1253 | 59 +5 | robo_ifr_v5_regime_volatilidade | 44.54 | 1 | 11 | 90.91 | 1563 | 392 diff --git a/automacao_backtests/ranking_stop_pequeno_ifr_candle1a4.txt b/automacao_backtests/ranking_stop_pequeno_ifr_candle1a4.txt new file mode 100644 index 0000000..088e66e --- /dev/null +++ b/automacao_backtests/ranking_stop_pequeno_ifr_candle1a4.txt @@ -0,0 +1,29 @@ +RANKING STOP PEQUENO - IFR_RSI E CANDLE1A4 +Gerado em: 04/03/2026 21:57:57 +Criterios base: WinRate > 60; Saldo > 0; Drawdown <= 700; ordenacao por menor drawdown. + +TOP 10 CANDLE1A4 (STOP PEQUENO) +Pos | Robo | TFAprov | TradesAprov | WinRateAprov | SaldoAprov | DrawdownPiorAprov | DrawdownMedioAprov +1 | robo_candle1a4_v21_cm3_rm1_tfcurto | 3 | 17 | 76.47 | 1222 | 178 | 61.67 +2 | robo_candle1a4_v37_cm1_rm1_tfcurto | 1 | 19 | 63.16 | 350 | 186 | 186 +3 | robo_candle1a4_v22_cm1_rm2_tfcurto | 2 | 25 | 64 | 490 | 197 | 119 +4 | robo_candle1a4_v31_cm1_rm2_tfcurto | 1 | 19 | 63.16 | 289 | 197 | 197 +5 | robo_candle1a4_v01_cm1_rm1_tfcurto | 2 | 39 | 69.23 | 1239 | 243 | 125 +6 | robo_candle1a4_v02_cm2_rm1_tfcurto | 2 | 55 | 65.45 | 746 | 257 | 255.5 +7 | robo_candle1a4_v34_cm1_rm3_tfcurto | 2 | 26 | 61.54 | 266 | 272 | 234.5 +8 | robo_candle1a4_v07_cm1_rm3_tfcurto | 2 | 25 | 64 | 352 | 272 | 270 +9 | robo_candle1a4_v19_cm1_rm1_tfcurto | 2 | 27 | 62.96 | 409 | 277 | 237 +10 | robo_candle1a4_v12_cm3_rm1_tfcurto | 3 | 34 | 67.65 | 1830 | 422 | 202.33 + +TOP 10 IFR_RSI (STOP PEQUENO) +Pos | Robo | TFAprov | TradesAprov | WinRateAprov | SaldoAprov | DrawdownPiorAprov | DrawdownMedioAprov +1 | robo_ifr_v4_divergencia_confirmada | 1 | 10 | 90 | 988 | 0 | 0 +2 | robo_ifr_v47_orb_confirmacao_dupla | 2 | 5 | 80 | 915 | 0 | 0 +3 | robo_ifr_v23_dupla_confirmacao | 1 | 16 | 87.5 | 1253 | 59 | 59 +4 | robo_ifr_v7_resgate_contexto | 2 | 17 | 82.35 | 1955 | 105 | 52.5 +5 | robo_ifr_v36_divergencia_regular_pivo | 1 | 29 | 62.07 | 882 | 274 | 274 +6 | robo_ifr_v5_regime_volatilidade | 1 | 11 | 90.91 | 1563 | 392 | 392 +7 | robo_ifr_v45_volume_por_horario | 2 | 141 | 68.79 | 3124 | 544 | 488 +8 | robo_ifr_v1_reversao_extremos | 2 | 86 | 66.28 | 1916 | 545 | 468.5 +9 | robo_ifr_v25_ifr_mme200_contexto | 3 | 143 | 69.23 | 1740 | 636 | 575.67 +10 | robo_ifr_v6_saida_hibrida | 2 | 45 | 80 | 4569 | 662 | 501.5 diff --git a/automacao_backtests/resumo_top10_marcoIFRCAndle1a42026.txt b/automacao_backtests/resumo_top10_marcoIFRCAndle1a42026.txt new file mode 100644 index 0000000..5d0cb6d --- /dev/null +++ b/automacao_backtests/resumo_top10_marcoIFRCAndle1a42026.txt @@ -0,0 +1,273 @@ +========================================================================== + RESUMO CONSOLIDADO - CANDLE1A4 + IFR_RSI + Periodo backtest : aprox 252 dias uteis + Projecao marco : 21 dias uteis (21 dias uteis em marco/2026) + Criterios aprov. : WR>60% | Saldo>0 | DD<=700 | Trades>=5 por TF + Score ponderado : 40%risco + 25%consist + 15%WR + 10%saldo + 10%amostra + Gerado em : 05/03/2026 08:28 +========================================================================== + + UNIVERSO ANALISADO + Robos CANDLE1A4 : 35 + Robos IFR_RSI : 18 + Total combinacoes (robo+TF) : 311 + Combinacoes aprovadas : 87 + Robos elegiveis (>=1 TF ok) : 33 + + LEGENDA + Ops = operacoes no backtest | Ops/Dia = media por dia util no backtest + OpsMAR = projecao ops para marco (21 dias uteis) + ValBT = saldo acumulado backtest | ValMAR = projecao saldo marco + PatMin = 2.5x DrawDown | PatCons = 3.5x DrawDown (recomendado) +========================================================================== + +#1 [IFR_RSI] V7_RESGATE_CONTEXTO + Score : 0.6932 Perfil: STOP SEGURO + ALTA PRECISAO + ALTO RETORNO + TFs testados: 5 | Aprovados: 2/5 (40%) | TFs OK: [2min, 30min] + WR medio : 82.8% DD maximo : 105 pts + Saldo BT : R$1955 Trades aprovados: 17 + + PROJECAO MARCO 2026 (21 dias uteis) + Operacoes estimadas : ~1.4 ops + Saldo estimado : R$163 (proporcional ao historico) + Patrimonio MINIMO : R$1000 (2.5 x DrawDown) + Patrimonio CONSERV : R$1500 (3.5 x DrawDown) << recomendado + + TF Ops Ops/Dia OpsMAR ValBT ValMAR DD Status + -------------------------------------------------------------------- + [OK] 2min 10 0,04 0,8 R$664 R$55 105 OK + [--] 5min 12 0,048 1 R$-1354 R$-113 1457 WR 33.3% | saldo neg | DD alto + [--] 15min 7 0,028 0,6 R$44 R$4 322 WR 57.1% + [OK] 30min 7 0,028 0,6 R$1291 R$108 8 OK + [--] 60min 4 0,016 0,3 R$-449 R$-37 979 saldo neg | DD alto | poucos trades + +======================================================================== + +#2 [CANDLE1A4] V42_CM3_RM2 + Score : 0.5269 Perfil: STOP SEGURO + ALTA PRECISAO + CONSISTENTE + TFs testados: 5 | Aprovados: 3/5 (60%) | TFs OK: [1min, 30min, 60min] + WR medio : 73% DD maximo : 278 pts + Saldo BT : R$907 Trades aprovados: 19 + + PROJECAO MARCO 2026 (21 dias uteis) + Operacoes estimadas : ~1.6 ops + Saldo estimado : R$75 (proporcional ao historico) + Patrimonio MINIMO : R$1000 (2.5 x DrawDown) + Patrimonio CONSERV : R$1500 (3.5 x DrawDown) << recomendado + + TF Ops Ops/Dia OpsMAR ValBT ValMAR DD Status + -------------------------------------------------------------------- + [OK] 1min 6 0,024 0,5 R$266 R$22 108 OK + [--] 5min 10 0,04 0,8 R$-180 R$-15 297 WR 30% | saldo neg + [--] 15min 11 0,044 0,9 R$-223 R$-19 328 WR 45.5% | saldo neg + [OK] 30min 6 0,024 0,5 R$59 R$5 150 OK + [OK] 60min 7 0,028 0,6 R$582 R$48 278 OK + +======================================================================== + +#3 [CANDLE1A4] V40_CM1_RM2 + Score : 0.5124 Perfil: STOP SEGURO + CONSISTENTE + TFs testados: 5 | Aprovados: 3/5 (60%) | TFs OK: [1min, 30min, 60min] + WR medio : 71.6% DD maximo : 278 pts + Saldo BT : R$642 Trades aprovados: 21 + + PROJECAO MARCO 2026 (21 dias uteis) + Operacoes estimadas : ~1.8 ops + Saldo estimado : R$53 (proporcional ao historico) + Patrimonio MINIMO : R$1000 (2.5 x DrawDown) + Patrimonio CONSERV : R$1500 (3.5 x DrawDown) << recomendado + + TF Ops Ops/Dia OpsMAR ValBT ValMAR DD Status + -------------------------------------------------------------------- + [OK] 1min 8 0,032 0,7 R$1 R$0 276 OK + [--] 5min 9 0,036 0,8 R$-318 R$-26 356 WR 22.2% | saldo neg + [--] 15min 10 0,04 0,8 R$-200 R$-17 328 WR 50% | saldo neg + [OK] 30min 6 0,024 0,5 R$59 R$5 150 OK + [OK] 60min 7 0,028 0,6 R$582 R$48 278 OK + +======================================================================== + +#4 [CANDLE1A4] V21_CM3_RM1 + Score : 0.4703 Perfil: STOP SEGURO + TFs testados: 8 | Aprovados: 2/8 (25%) | TFs OK: [1min, 2min] + WR medio : 69.1% DD maximo : 178 pts + Saldo BT : R$533 Trades aprovados: 13 + + PROJECAO MARCO 2026 (21 dias uteis) + Operacoes estimadas : ~1.1 ops + Saldo estimado : R$44 (proporcional ao historico) + Patrimonio MINIMO : R$1000 (2.5 x DrawDown) + Patrimonio CONSERV : R$1500 (3.5 x DrawDown) << recomendado + + TF Ops Ops/Dia OpsMAR ValBT ValMAR DD Status + -------------------------------------------------------------------- + [OK] 1min 6 0,024 0,5 R$278 R$23 178 OK + [OK] 2min 7 0,028 0,6 R$255 R$21 79 OK + [--] 3min 22 0,087 1,8 R$750 R$62 178 WR 50% + [--] 4min 24 0,095 2 R$-311 R$-26 688 WR 41.7% | saldo neg + [--] 5min 20 0,079 1,7 R$-215 R$-18 431 WR 30% | saldo neg + [--] 15min 22 0,087 1,8 R$-185 R$-15 340 WR 54.5% | saldo neg + [--] 30min 2 0,008 0,2 R$-38 R$-3 41 WR 50% | saldo neg | poucos trades + [--] 60min 4 0,016 0,3 R$689 R$57 0 poucos trades + +======================================================================== + +#5 [CANDLE1A4] V01_CM1_RM1 + Score : 0.4669 Perfil: STOP SEGURO + BOA AMOSTRA + TFs testados: 8 | Aprovados: 2/8 (25%) | TFs OK: [2min, 30min] + WR medio : 70.1% DD maximo : 243 pts + Saldo BT : R$1239 Trades aprovados: 39 + + PROJECAO MARCO 2026 (21 dias uteis) + Operacoes estimadas : ~3.3 ops + Saldo estimado : R$103 (proporcional ao historico) + Patrimonio MINIMO : R$1000 (2.5 x DrawDown) + Patrimonio CONSERV : R$1500 (3.5 x DrawDown) << recomendado + + TF Ops Ops/Dia OpsMAR ValBT ValMAR DD Status + -------------------------------------------------------------------- + [--] 1min 12 0,048 1 R$295 R$25 277 WR 58.3% + [OK] 2min 7 0,028 0,6 R$255 R$21 79 OK + [--] 3min 25 0,099 2,1 R$814 R$68 178 WR 52% + [--] 4min 26 0,103 2,2 R$315 R$26 199 WR 50% + [--] 5min 29 0,115 2,4 R$215 R$18 368 WR 44.8% + [--] 15min 34 0,135 2,8 R$-190 R$-16 525 WR 58.8% | saldo neg + [OK] 30min 32 0,127 2,7 R$984 R$82 243 OK + [--] 60min 42 0,167 3,5 R$708 R$59 1136 WR 52.4% | DD alto + +======================================================================== + +#6 [CANDLE1A4] V22_CM1_RM2 + Score : 0.4442 Perfil: STOP SEGURO + TFs testados: 8 | Aprovados: 2/8 (25%) | TFs OK: [2min, 30min] + WR medio : 66.2% DD maximo : 197 pts + Saldo BT : R$490 Trades aprovados: 25 + + PROJECAO MARCO 2026 (21 dias uteis) + Operacoes estimadas : ~2.1 ops + Saldo estimado : R$41 (proporcional ao historico) + Patrimonio MINIMO : R$1000 (2.5 x DrawDown) + Patrimonio CONSERV : R$1500 (3.5 x DrawDown) << recomendado + + TF Ops Ops/Dia OpsMAR ValBT ValMAR DD Status + -------------------------------------------------------------------- + [--] 1min 9 0,036 0,8 R$-158 R$-13 290 WR 55.6% | saldo neg + [OK] 2min 7 0,028 0,6 R$339 R$28 97 OK + [--] 3min 22 0,087 1,8 R$674 R$56 197 WR 50% + [--] 4min 19 0,075 1,6 R$-345 R$-29 503 WR 42.1% | saldo neg + [--] 5min 21 0,083 1,7 R$-240 R$-20 372 WR 33.3% | saldo neg + [--] 15min 24 0,095 2 R$-149 R$-12 340 WR 58.3% | saldo neg + [OK] 30min 18 0,071 1,5 R$151 R$13 197 OK + [--] 60min 26 0,103 2,2 R$964 R$80 793 DD alto + +======================================================================== + +#7 [CANDLE1A4] V43_CM1_RM3 + Score : 0.4351 Perfil: STOP SEGURO + CONSISTENTE + TFs testados: 4 | Aprovados: 2/4 (50%) | TFs OK: [1min, 30min] + WR medio : 64.6% DD maximo : 260 pts + Saldo BT : R$202 Trades aprovados: 14 + + PROJECAO MARCO 2026 (21 dias uteis) + Operacoes estimadas : ~1.2 ops + Saldo estimado : R$17 (proporcional ao historico) + Patrimonio MINIMO : R$1000 (2.5 x DrawDown) + Patrimonio CONSERV : R$1500 (3.5 x DrawDown) << recomendado + + TF Ops Ops/Dia OpsMAR ValBT ValMAR DD Status + -------------------------------------------------------------------- + [OK] 1min 8 0,032 0,7 R$143 R$12 260 OK + [--] 5min 9 0,036 0,8 R$-56 R$-5 156 WR 33.3% | saldo neg + [--] 15min 10 0,04 0,8 R$-200 R$-17 328 WR 50% | saldo neg + [OK] 30min 6 0,024 0,5 R$59 R$5 150 OK + +======================================================================== + +#8 [CANDLE1A4] V02_CM2_RM1 + Score : 0.4251 Perfil: STOP SEGURO + BOA AMOSTRA + TFs testados: 8 | Aprovados: 2/8 (25%) | TFs OK: [15min, 30min] + WR medio : 65.5% DD maximo : 257 pts + Saldo BT : R$746 Trades aprovados: 55 + + PROJECAO MARCO 2026 (21 dias uteis) + Operacoes estimadas : ~4.5 ops + Saldo estimado : R$62 (proporcional ao historico) + Patrimonio MINIMO : R$1000 (2.5 x DrawDown) + Patrimonio CONSERV : R$1500 (3.5 x DrawDown) << recomendado + + TF Ops Ops/Dia OpsMAR ValBT ValMAR DD Status + -------------------------------------------------------------------- + [--] 1min 11 0,044 0,9 R$50 R$4 277 WR 54.5% + [--] 2min 23 0,091 1,9 R$479 R$40 188 WR 52.2% + [--] 3min 23 0,091 1,9 R$883 R$74 178 WR 56.5% + [--] 4min 21 0,083 1,7 R$182 R$15 270 WR 42.9% + [--] 5min 27 0,107 2,2 R$-4 R$0 501 WR 40.7% | saldo neg + [OK] 15min 28 0,111 2,3 R$88 R$7 257 OK + [OK] 30min 27 0,107 2,2 R$658 R$55 254 OK + [--] 60min 40 0,159 3,3 R$790 R$66 1058 WR 55% | DD alto + +======================================================================== + +#9 [IFR_RSI] V45_VOLUME_POR_HORARIO + Score : 0.4205 Perfil: ALTO RETORNO + BOA AMOSTRA + TFs testados: 5 | Aprovados: 2/5 (40%) | TFs OK: [2min, 60min] + WR medio : 71.6% DD maximo : 544 pts + Saldo BT : R$3124 Trades aprovados: 141 + + PROJECAO MARCO 2026 (21 dias uteis) + Operacoes estimadas : ~11.8 ops + Saldo estimado : R$260 (proporcional ao historico) + Patrimonio MINIMO : R$1360 (2.5 x DrawDown) + Patrimonio CONSERV : R$1904 (3.5 x DrawDown) << recomendado + + TF Ops Ops/Dia OpsMAR ValBT ValMAR DD Status + -------------------------------------------------------------------- + [OK] 2min 129 0,512 10,8 R$1481 R$123 432 OK + [--] 5min 72 0,286 6 R$-219 R$-18 804 WR 59.7% | saldo neg | DD alto + [--] 15min 40 0,159 3,3 R$327 R$27 865 WR 57.5% | DD alto + [--] 30min 20 0,079 1,7 R$306 R$25 1607 DD alto + [OK] 60min 12 0,048 1 R$1643 R$137 544 OK + +======================================================================== + +#10 [CANDLE1A4] V48_CM3_RM1 + Score : 0.4134 Perfil: ALTA PRECISAO + ALTO RETORNO + TFs testados: 5 | Aprovados: 2/5 (40%) | TFs OK: [1min, 60min] + WR medio : 74.1% DD maximo : 410 pts + Saldo BT : R$1665 Trades aprovados: 27 + + PROJECAO MARCO 2026 (21 dias uteis) + Operacoes estimadas : ~2.2 ops + Saldo estimado : R$138 (proporcional ao historico) + Patrimonio MINIMO : R$1025 (2.5 x DrawDown) + Patrimonio CONSERV : R$1500 (3.5 x DrawDown) << recomendado + + TF Ops Ops/Dia OpsMAR ValBT ValMAR DD Status + -------------------------------------------------------------------- + [OK] 1min 5 0,02 0,4 R$365 R$30 174 OK + [--] 5min 19 0,075 1,6 R$-297 R$-25 407 WR 26.3% | saldo neg + [--] 15min 21 0,083 1,7 R$-103 R$-9 328 WR 57.1% | saldo neg + [--] 30min 16 0,063 1,3 R$171 R$14 186 WR 56.2% + [OK] 60min 22 0,087 1,8 R$1300 R$108 410 OK + +======================================================================== + +========================================================================== + TABELA RESUMO - INVESTIMENTO NECESSARIO PARA OPERAR EM MARCO 2026 +========================================================================== + + # Univ Robo WR% SaldoBT DD OpsMAR ValMAR PatrimMin PatrimCons + ----------------------------------------------------------------------------------------------- + 1 IFR_RSI v7_resgate_contexto 82.8% R$1955 105pts ~1.4 ~R$163 R$1000 R$1500 + 2 CANDLE1A4 v42_cm3_rm2 73% R$907 278pts ~1.6 ~R$75 R$1000 R$1500 + 3 CANDLE1A4 v40_cm1_rm2 71.6% R$642 278pts ~1.8 ~R$53 R$1000 R$1500 + 4 CANDLE1A4 v21_cm3_rm1 69.1% R$533 178pts ~1.1 ~R$44 R$1000 R$1500 + 5 CANDLE1A4 v01_cm1_rm1 70.1% R$1239 243pts ~3.3 ~R$103 R$1000 R$1500 + 6 CANDLE1A4 v22_cm1_rm2 66.2% R$490 197pts ~2.1 ~R$41 R$1000 R$1500 + 7 CANDLE1A4 v43_cm1_rm3 64.6% R$202 260pts ~1.2 ~R$17 R$1000 R$1500 + 8 CANDLE1A4 v02_cm2_rm1 65.5% R$746 257pts ~4.5 ~R$62 R$1000 R$1500 + 9 IFR_RSI v45_volume_por_horario 71.6% R$3124 544pts ~11.8 ~R$260 R$1360 R$1904 + 10 CANDLE1A4 v48_cm3_rm1 74.1% R$1665 410pts ~2.2 ~R$138 R$1025 R$1500 + + * Retorno estimado e PROPORCIONAL ao historico. Nao e garantia futura. + * Use sempre o patrimonio CONSERVADOR para iniciar.