;Setup Robo ativoSetup=GOLDm# tempoBackTest=0 ;Operational Stress stressOpAtivo=1 stressOpIndicadorFlow=-1 stressOpPesoIndicador=0 stressOpVolumeAlvo=6 stressOpRiscoSaldo=20 stressOpVelReferencia=0 stressOpTempoSemAlivio=5 stressOpPesoVolume=0.8 stressOpPesoCaixa=0.1 stressOpPesoVelocidade=0.1 stressOpPesoTempo=0.1 stressOpRecuperacaoAtivo=0 stressOpRecuperacaoAlivioMinimo=200 stressOpRecuperacaoTempoMaximo=10 stressOpRecuperacaoDevolucaoMaxima=0.5 stressOpRecuperacaoAcao=0 riscoOpProbabilidadeAtivo=1 riscoOpCapitalReferencia=0 riscoOpOrcamento1=1 riscoOpOrcamento2=2 riscoOpOrcamento3=5 riscoOpOrcamento4=10 riscoOpCalibracaoOffset1=0 riscoOpCalibracaoSlope1=1 riscoOpCalibracaoOffset2=0 riscoOpCalibracaoSlope2=1 riscoOpCalibracaoOffset3=0 riscoOpCalibracaoSlope3=1 riscoOpCalibracaoOffset4=0 riscoOpCalibracaoSlope4=1 riscoOpModeloMedianas1=0.000439903228,0.000874867192,0.000382926674,0,2.07944154,0.322773392,0.135404637,0.000265989622,2.1399771e-05,1.16072401,2.04704747,0.553885113,0.693147181,0.693147181,0,0.211309094,0.000204520751,6.67965112e-05,0.918288735,0.0383 riscoOpModeloEscalas1=0.00071550766,0.0015276735,0.00077024536,1,0.51082562,0.35086097,0.024086134,0.00063389287,0.00013935279,0.3845147,0.33504391,0.26892478,1.0986123,1.0986123,0.00013049149,0.29745558,0.00044087751,0.00028476521,0.4611487,0.0770625 riscoOpModeloCoeficientes1=-0.4823859595,0,0,0.1339598263,0.01460246997,0.5369962818,0,0,0.1582640875,0,0.2873731635,0.5832332777,0.1750568198,0,0.2797932474,0,0.001045025422,0.1938302712,0.05902592099,0.2682772145,0.1337255402 riscoOpModeloMedianas2=0.0004254095,0.0008646261,0.00038167715,0,2.0794415,0.33377318,0.13540464,0.0002618907,2.0649787e-05,1.1677476,2.0570042,0.55860038,0.69314718,0.69314718,4.9999987e-07,0.21985948,0.00020356261,6.5799783e-05,0.90962033,0.0190875 riscoOpModeloEscalas2=0.00074100032,0.0015583812,0.00079048143,1,0.51082562,0.34623273,0.029150222,0.00064308959,0.0001385404,0.38139643,0.34802184,0.26731477,1.0986123,1.3862944,0.00012999155,0.30058548,0.00045312141,0.00028945624,0.47694709,0.03954375 riscoOpModeloCoeficientes2=-1.14506037,0,0,0.07718737139,0,0.5743896666,0,0,0.1760325283,0,0.2496675685,0.6772500357,0.1976277825,0,0.3563030396,0,0.04250127886,0.01992644592,0,0.1930451112,0.07656979718 riscoOpModeloMedianas3=0.00041241495,0.0008466415,0.00036943175,0,2.0794415,0.33270575,0.13540464,0.00025511745,2.0374792e-05,1.169635,2.0604247,0.55961579,0.69314718,0.69314718,4.9999987e-07,0.21772348,0.00019946037,6.3997952e-05,0.90935921,0.00739 riscoOpModeloEscalas3=0.00073325781,0.0015517751,0.00079223145,1,0.51082562,0.34735748,0.027720812,0.00063612111,0.00013674065,0.37789042,0.34815158,0.26451521,1.0986123,1.3862944,0.00013049149,0.29996022,0.00044542791,0.00028715465,0.46947039,0.0158525 riscoOpModeloCoeficientes3=-1.610752916,0,0,0.077143626,0.02436752274,0.2397529355,0,0,0.08200022447,0,0.2670159666,0.5079865449,0.183763028,0,0.2214198487,0,0.01626722092,0.06807147816,0.04363310577,0.22298848,0.07692986251 riscoOpModeloMedianas4=0.00041241495,0.00085063811,0.00037393008,0,2.0794415,0.33213383,0.13517478,0.00025396775,2.0849783e-05,1.1686047,2.0605328,0.56081959,0.69314718,0.69314718,4.9999987e-07,0.21730128,0.0002019796,6.3916562e-05,0.91065238,0.00374 riscoOpModeloEscalas4=0.00072963594,0.0015471616,0.00079235674,1,0.51082562,0.34607044,0.0281148,0.00063845744,0.00013824044,0.37724001,0.34563779,0.26428898,1.0986123,1.3862944,0.00012999155,0.29893177,0.0004502691,0.00028645853,0.47698178,0.0079275 riscoOpModeloCoeficientes4=-1.9778226,0,0.0072742967,0.056232549,0.012069243,0.25953026,0.0008622637,0,0.06548812,0,0.2739615,0.42635639,0.18076757,0.0082445306,0.22477222,0.010447928,0.0031924192,0.054002795,0.039335349,0.22563046,0.056042124 riscoOpAcoesAtivas=0 riscoOpPoliticaSombraAtiva=1 riscoOpPoliticaEntrada=90 riscoOpPoliticaSaida=70 riscoOpPoliticaPersistenciaEntrada=0 riscoOpPoliticaPersistenciaSaida=60 riscoOpPoliticaAcaoTensao=1 riscoOpPoliticaAcaoContencao=2 riscoOpPoliticaAcaoDeriva=4 riscoOpPoliticaAcaoEmergencia=6 riscoOpPoliticaAcaoRecuperacao=1 derivaOpAtivo=0 derivaOpTempo=1 derivaOpDirecaoPE=-1 derivaOpJanelaPECandles=5 derivaOpPEMinimo=1 derivaOpJanelaMercadoCandles=15 derivaOpCandlesAdversosMinimo=10 derivaOpMovimentoAdversoMinimo=2 derivaOpScoreMinimo=400 derivaOpMargemMinima=0 derivaOpProporcaoLadoPesado=4 derivaOpPerdaAbertaMinima=200 derivaOpJanelaCrescimentoCandles=3 derivaOpCrescimentoPerdaMinimo=75 derivaOpMovimentoPressaoMinimo=8 derivaOpVolumePressaoMinimo=60 derivaOpPerdaDesativacaoMaxima=100 derivaOpCandlesDesativacao=2 stressOpGrupoAlvo=41 stressOpGrupoIntencao=30 stressOpGrupoContexto=1 stressOpGrupoLimite=1 stressOpGrupoLimiteMaximo=1.8 stressOpGrupoAlvo2=26 stressOpGrupoIntencao2=31 stressOpGrupoContexto2=0 stressOpGrupoLimite2=0.8 stressOpGrupoLimiteMaximo2=-1 stressOpGrupoAlvo3=50 stressOpGrupoIntencao3=31 stressOpGrupoContexto3=0 stressOpGrupoLimite3=0.8 stressOpGrupoLimiteMaximo3=-1 stressOpGrupoAlvo4=11 stressOpGrupoIntencao4=30 stressOpGrupoContexto4=0 stressOpGrupoLimite4=0.5 stressOpGrupoLimiteMaximo4=-1 stressOpGrupoAlvo5=0 stressOpGrupoIntencao5=0 stressOpGrupoContexto5=0 stressOpGrupoLimite5=0 stressOpGrupoLimiteMaximo5=-1 stressOpGrupoAlvo6=24 stressOpGrupoIntencao6=30 stressOpGrupoContexto6=0 stressOpGrupoLimite6=0.3 stressOpGrupoLimiteMaximo6=0.8 stressOpGrupoAlvo7=18 stressOpGrupoIntencao7=31 stressOpGrupoContexto7=0 stressOpGrupoLimite7=0.2 stressOpGrupoLimiteMaximo7=-1 stressOpGrupoAlvo8=7 stressOpGrupoIntencao8=30 stressOpGrupoContexto8=0 stressOpGrupoLimite8=1 stressOpGrupoLimiteMaximo8=-1 stressOpGrupoAlvo9=25 stressOpGrupoIntencao9=30 stressOpGrupoContexto9=0 stressOpGrupoLimite9=1 stressOpGrupoLimiteMaximo9=3.4 stressOpGrupoAlvo10=41 stressOpGrupoIntencao10=30 stressOpGrupoContexto10=2 stressOpGrupoLimite10=2.2 stressOpGrupoLimiteMaximo10=5.4 stressOpGrupoAlvo11=0 stressOpGrupoIntencao11=0 stressOpGrupoContexto11=0 stressOpGrupoLimite11=0 stressOpGrupoLimiteMaximo11=-1 stressOpGrupoAlvo12=0 stressOpGrupoIntencao12=0 stressOpGrupoContexto12=0 stressOpGrupoLimite12=0 stressOpGrupoLimiteMaximo12=-1 stressOpGrupoAlvo13=0 stressOpGrupoIntencao13=0 stressOpGrupoContexto13=0 stressOpGrupoLimite13=0 stressOpGrupoLimiteMaximo13=-1 stressOpGrupoAlvo14=0 stressOpGrupoIntencao14=0 stressOpGrupoContexto14=0 stressOpGrupoLimite14=0 stressOpGrupoLimiteMaximo14=-1 descricaoSetup=Backtest Derivado 74 overrideSetup=702 setupPai=701 setupVersion=6.33 ;Indicadores | Regras totalSinalEntrada=0 totalSinalSaida=1 totalSinalReentrada=0 totalSinalReentrada2=0 totalSinalReentrada3=0 totalSinalBloqueio=1 totalSinalSalva=1 totalSinalSaidaParcial=1 totalSinalReverter=0 totalSinalReverter2=0 totalSinalHedgeIN=0 totalSinalHedgeOUT=1 totalSinalStress=0 ;Entrada | Regras operarComprado=1 operarVendido=1 lotePadrao=0 loteMaximo=0 loteMaximoPosicao=0 loteMaximoDiferencial=0 ;Entrada | Validacoes operarIsolado=0 operarIsoladoAmplitude=1 tipoAjusteStop=1 tipoValidacao=0 ;Entry | When Block Signal bloquearModulo01=1 bloquearModulo02=0 bloquearModulo03=0 ;Entry | When Save Signal salvarModulo01=1 salvarModulo02=0 salvarModulo03=0 ;Entrada | Inverter Mao inverterAtivo=0 ;Entrada | Hedge entradaHedgeAtivo=1 entradaHedgeTitulo=Hedge [1] entradaHedgeSinal=0 entradaHedgeNPrecoMedio=-1 entradaHedgeDownNPrecoMedio=-1 entradaHedgeCongelaOriginal=0 entradaHedgeMesmoCandle=0 entradaHedgeMesmoCandleTempo=-1 entradaHedgeMesmoCandleMinimo=0 entradaHedgeDistanciaMin=0 entradaHedgeDistanciaMax=0 entradaHedgeDistanciaMaxSignal=0 entradaHedgeMinimoVolume=0 entradaHedgeMaximoVolume=0 entradaHedgeDistanciaAlvoGain=0 entradaHedgeDistanciaAlvoPE=0 entradaHedgeMedida=0 entradaHedgeMedidaAutoVolume=0 entradaHedgeReferencia=7 entradaHedgeFatorVolume=1 entradaHedgeFatorIncremento=0 entradaHedgeFatorLimite=-1 ;Entrada | Hedge [2] entradaHedgeAtivo2=0 ;Entrada | Hedge [3] entradaHedgeAtivo3=0 ;Entry | Hedge - LOCK (Open Counter) entradaHedgeTravaAtivo=0 ;Entrada | Hedge Adjust entradaHedgeAjusteAtivo=0 ;Entrada | Deslocada entradaDeslocadaAtivo=0 ;Entrada | Preco Medio [1] precoMedioAtivo=1 precoMedioNegociar=104 precoMedioContexto=0 precoMedioTitulo=IN CONTRA 1 precoMedioSinal=0 precoMedioMesmoCandle=8 precoMedioMesmoCandleTempo=3 precoMedioMesmoCandleMinimo=0 precoMedioNPrecoMedio=-1 precoMedioDownNPrecoMedio=-1 precoMedioForaHorario=1 precoMedioDistancia=0.6 precoMedioMaximo=0 precoMedioMaximoIsolado=0 precoMedioMinimoVolumeDiff=0 precoMedioMaximoVolumeDiff=0 precoMedioMinimoVolume=0 precoMedioMaximoVolume=0 precoMedioMinimoVolumeOutroLado=0 precoMedioMaximoVolumeOutroLado=0 precoMedioIncremento=0.2 precoMedioDistanciaMinima=0 precoMedioDistMinSaidaParcial=0 precoMedioDistPMVolumeAuto=0 precoMedioDistPMVolumeAutoPE=0 precoMedioFator=1 precoMedioFatorIncremento=0 precoMedioFatorIncrementoMao=0 precoMedioFatorLimite=-1 precoMedioFatorPercentual=0 precoMedioFatorReferencia=0 precoMedioDirecao=-1 precoMedioEntrada=1 precoMedioMedida=3 precoMedioMedidaAutoVolume=0 precoMedioReferencia=0 ;Entrada | Preco Medio [2] precoMedioAtivo2=1 precoMedioNegociar2=204 precoMedioContexto2=0 precoMedioTitulo2=IN CONTRA 2 precoMedioSinal2=12 precoMedioMesmoCandle2=3 precoMedioMesmoCandleTempo2=4 precoMedioMesmoCandleMinimo2=0 precoMedioNPrecoMedio2=-1 precoMedioDownNPrecoMedio2=-1 precoMedioForaHorario2=1 precoMedioDistancia2=0.6 precoMedioMaximo2=0 precoMedioMaximoIsolado2=0 precoMedioMinimoVolumeDiff2=0 precoMedioMaximoVolumeDiff2=0 precoMedioMinimoVolume2=0 precoMedioMaximoVolume2=0 precoMedioMinimoVolumeOutroLado2=0 precoMedioMaximoVolumeOutroLado2=0 precoMedioIncremento2=0.2 precoMedioDistanciaMinima2=0 precoMedioDistMinSaidaParcial2=0 precoMedioDistPMVolumeAuto2=0 precoMedioDistPMVolumeAutoPE2=0 precoMedioFator2=1 precoMedioFatorIncremento2=0 precoMedioFatorIncrementoMao2=0 precoMedioFatorLimite2=-1 precoMedioFatorPercentual2=0 precoMedioFatorReferencia2=0 precoMedioDirecao2=-1 precoMedioEntrada2=1 precoMedioMedida2=3 precoMedioMedidaAutoVolume2=0 precoMedioReferencia2=0 ;Entrada | Preco Medio [3] precoMedioAtivo3=1 precoMedioNegociar3=1 precoMedioContexto3=0 precoMedioTitulo3=IN FAVOR precoMedioSinal3=0 precoMedioMesmoCandle3=0 precoMedioMesmoCandleTempo3=-1 precoMedioMesmoCandleMinimo3=0 precoMedioNPrecoMedio3=-1 precoMedioDownNPrecoMedio3=-1 precoMedioForaHorario3=1 precoMedioDistancia3=1 precoMedioMaximo3=0 precoMedioMaximoIsolado3=0 precoMedioMinimoVolumeDiff3=0 precoMedioMaximoVolumeDiff3=0 precoMedioMinimoVolume3=0 precoMedioMaximoVolume3=0 precoMedioMinimoVolumeOutroLado3=0 precoMedioMaximoVolumeOutroLado3=0 precoMedioIncremento3=0 precoMedioDistanciaMinima3=0 precoMedioDistMinSaidaParcial3=0 precoMedioDistPMVolumeAuto3=0 precoMedioDistPMVolumeAutoPE3=0 precoMedioFator3=1 precoMedioFatorIncremento3=0 precoMedioFatorIncrementoMao3=0 precoMedioFatorLimite3=-1 precoMedioFatorPercentual3=0 precoMedioFatorReferencia3=2 precoMedioDirecao3=1 precoMedioEntrada3=1 precoMedioMedida3=3 precoMedioMedidaAutoVolume3=0 precoMedioReferencia3=14 ;Entrada | Preco Medio [4] precoMedioAtivo4=0 ;Entrada | Preco Medio [5] precoMedioAtivo5=0 ;Entrada | Delay delayEntradaAtivo=0 ;Saida | Stop Gain stopGainAtivo=0 ;Saida | Stop Gain - Aproxima aproximaGainAtivo=0 ;Saida | Stop Gain - Movel stopGainMovelAtivo=0 ;Saida | Stop Loss stopLossAtivo=0 ;Saida | Stop Loss - Aproxima aproximaLossAtivo=0 ;Saida | Stop Loss Movel stopLossMovelAtivo=0 ;Saida | Parcial [1] saidaParcialAtivo=1 saidaParcialTitulo=OUT ALL saidaParcialNegociar=4 saidaParcialContexto=0 saidaParcialSinal=0 saidaParcialZera=1 saidaParcialMesmoCandle=0 saidaParcialMesmoCandleTempo=-1 saidaParcialMesmoCandleMinimo=0 saidaParcialSobra=0 saidaParcialAproxima=0 saidaParcialPerto=0 saidaParcialVolume=0.5 saidaParcialVolumeLucroOutroLado=0 saidaParcialLucroPrejuLadoPesado=0 saidaParcialLucroPrejuLadoLeve=0 saidaParcialLucroPrejuOutroLado=0.2 saidaParcialLucroPrejuMesmoLado=0.2 saidaParcialLucroPrejuOOutroLado=0.2 saidaParcialNPrecoMedio=-1 saidaParcialNDownPrecoMedio=-1 saidaParcialMinimoVolumeDiff=0 saidaParcialMaximoVolumeDiff=0 saidaParcialMinimoVolume=0 saidaParcialMaximoVolume=0 saidaParcialDistancia=0.5 saidaParcialIncremento=0 saidaParcialDistMinGainHedge=0 saidaParcialMaximo=0 saidaParcialMedida=7 ;Saida | Parcial [2] saidaParcialAtivo2=0 ;Saida | Parcial [3] saidaParcialAtivo3=0 ;Saida | Parcial [4] saidaParcialAtivo4=0 ;Saida | Parcial [5] saidaParcialAtivo5=0 ;Saida | Parcial [6] saidaParcialAtivo6=0 ;Saida | Parcial - Pressure saidaParcialPressaoAtivo=0 ;Exit | Partial - Movel [1] saidaParcialMovelAtivo=1 saidaParcialMovelNegociar=104 saidaParcialMovelContexto=0 saidaParcialMovelSinal=0 saidaParcialMovelNPrecoMedio=-1 saidaParcialMovelNDownPrecoMedio=-1 saidaParcialMovelMinimoVolumeDiff=0 saidaParcialMovelMaximoVolumeDiff=0 saidaParcialMovelMinimoVolume=0 saidaParcialMovelMaximoVolume=0 saidaParcialMovelGatilho=350 saidaParcialMovelRecuo=250 saidaParcialMovelDistanciaMinima=0 saidaParcialMovelMedida=0 saidaParcialOcultarMovelAtivado=1 ;Exit | Partial - Movel [2] saidaParcialMovelAtivo2=0 ;Saida | Hedge - Rules fecharHedgeAtivo=0 ;Exit | Hedge - Last Position fecharHedgeRecuoAtivo=0 ;Exit | Hedge - Last Position 2 fecharHedgeRecuoAtivo2=0 ;Saida | Hedge - Partial fecharHedgeParcialAtivo=0 ;Exit | Hedge - Movel (Total $) fecharHedgeMovelAtivo=0 ;Saida | Total - X Candles stopTemporalAtivo=0 ;Saida | Total - Sinais fecharPerdeuSinalEntrada=0 fecharInverteuSinalEntrada=0 fecharSinalSaida=3 fecharSinalBloqueio=3 fecharSinalSalva=3 fecharLucroMinimo=0 fecharPerdaMaxima=0 ;Exit | Hedge - Partial Balance (Total) fecharHedgeLucroParcialAtivo=1 fecharHedgeLucroParcialNPM=-1 fecharHedgeLucroParcialVolDif=0 fecharHedgeLucroParcialMinDD=0 fecharHedgeLucroParcialTotal=0.4 fecharHedgeLucroParcialVolume=9 fecharHedgeLucroParcialMinRef=2 fecharHedgeLucroReferencia=1 ;Exit | Hedge - Partial Balance (Total) [2] fecharHedgeLucroParcialAtivo2=0 ;Exit | Total - Hedge fecharHedgeTotalAtivo=0 ;Exit | Hedge - Stop Gain - Total fecharHedgeGainAtivo=1 fecharHedgeGainAcionado=-1 fecharHedgeGainVolumeMinimo=0 fecharHedgeGainDiferencial=0 fecharHedgeGainLucro=0.08 ;Metas Financeiras metasAtivo=0 ;Horario | Dia horaDiaAtivo=1 horaDiaInicio=30 horaDiaMantem=60 horaDiaInicio2=-1 horaDiaMantem2=-1 horaDiaInicio3=-1 horaDiaMantem3=-1 horaDiaFecha=30 horaDiaPerdaMaxima=0 horaDiaTipoLimitePerda=0 ;Horario | Acoes Temporais acaoTemporalAtivo=0 ;Horario | Semana horaSemanaAtivo=0 ;Horario | Delay GAP Abertura delayGAPAtivo=0 ;Dia | Semana diaSemanaAtivo=0 ;Dia | Mes diaMesAtivo=0 ;Auxiliar | ATR tempoAuxATR=1 mediaAuxATR=6 mediaLongaAuxATR=0 mediaSuavizacaoAuxATR=0 tempoAuxATR2=1 mediaAuxATR2=6 mediaLongaAuxATR2=0 mediaSuavizacaoAuxATR2=0 fatorAuxATR=1 maximoAuxATR=0 maximoAuxATR2=0 minimoAuxATR=2 minimoAuxATR2=2 ;Indicadores otimizarCopyBufferCandle=1 indicadorNome01=13 indicadorSinal01=0 indicadorModo01=0 indicadorDelay01=1 indicadorTipo01=1 indicadorTempo01=1 ;Cruzamento de Medias qtdMediasCM=2 estrategiaCM=0 minimoCM=0 mediaCurtaCM=12 mediaLongaCM=26 mediaMedioCM=19 tipoMediaCM=1 tipoMediaCM2=1 tipoMediaCM3=1 precoBaseCM=1 indicadorNome02=32 indicadorSinal02=0 indicadorModo02=0 indicadorDelay02=0 indicadorTipo02=4 indicadorTempo02=6 ;Impulse System 2 estrategiaImpulse2=3 mediaCurtaImpulse2=6 mediaLongaImpulse2=14 mediaSinalImpulse2=9 extenderNCandlesImpulse=0 indicadorNome03=0 indicadorNome04=0 indicadorNome05=0 indicadorNome06=0 indicadorNome07=0 indicadorNome08=0 indicadorNome09=0 indicadorNome10=0