ALGUIÉN TIENE UN PIQUEMOUCHE BUENO??????

• 08/20/2023 at 11:57 PM #219380
  Albert0769

  Buenas a todos:

  Llevo varios días intentando insertar el código Piquemouche que sale en el manual de Prorealtime  y no me funciona de ninguna de las maneras posibles.

  Alguien me podría facilitar un código Piquemouche que lo haya probado y que le este funcionando bien.

  Yo lo he intentado de todas las formas, pero no soy capaz de que funcione en mis Sistemas de Trading.

   

  Muchas Gracias a todos los que me leáis y que me puedan ayudar.

  

  Albert0769

  Participant

  Topics: 14

  Replies: 20

  Been thanked: 1 time
  08/21/2023 at 12:52 PM #219422
  GraHal

  Siempre el curioso (¡yo! :)) aquí está el  código de Piquemouche.

  Albert0769, ¿por favor confirme que ha agregado condiciones de entrada y salida al código a continuación?

  //This code must be integrated with your own entry and exit conditions. //***********Code to insert at the beginning of the trading system**********// ONCE OrderSize = 1 ONCE BadTrades = 0 ONCE ExitIndex = -2 // Initial position size of 1. //*********************// //***********Code to insert just after closing a position**********// ExitIndex = BarIndex //***********Code to insert at the end of the trading system**********// IF Barindex = ExitIndex + 1 THEN ExitIndex = 0 IF PositionPerf(1) < 0 THEN BadTrades = BadTrades + 1 IF BadTrades < 3 THEN // If the last trade was losing and there are less than 3 successive losses, // add one to OrderSize. OrderSize = OrderSize + 1 ELSIF BadTrades MOD 3 = 0 THEN // If the last position was losing and there are more than 3 consecutive losses, // double OrderSize. OrderSize = OrderSize * 2 ENDIF ELSIF PositionPerf(1) >= 0 THEN // If the previous trade was winning, reset OrderSize to 1. OrderSize = 1 BadTrades = 0 ENDIF ENDIF //*********************// // The position size must be determined depending on the variable OrderSize in the entire code.

  1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32

  //This code must be integrated with your own entry and exit conditions. //***********Code to insert at the beginning of the trading system**********// ONCE OrderSize = 1 ONCE BadTrades = 0 ONCE ExitIndex = -2 // Initial position size of 1. //*********************// //***********Code to insert just after closing a position**********// ExitIndex = BarIndex //***********Code to insert at the end of the trading system**********// IF Barindex = ExitIndex + 1 THEN ExitIndex = 0 IF PositionPerf(1) < 0 THEN BadTrades = BadTrades + 1 IF BadTrades < 3 THEN // If the last trade was losing and there are less than 3 successive losses, // add one to OrderSize. OrderSize = OrderSize + 1 ELSIF BadTrades MOD 3 = 0 THEN // If the last position was losing and there are more than 3 consecutive losses, // double OrderSize. OrderSize = OrderSize * 2 ENDIF ELSIF PositionPerf(1) >= 0 THEN // If the previous trade was winning, reset OrderSize to 1. OrderSize = 1 BadTrades = 0 ENDIF ENDIF //*********************// // The position size must be determined depending on the variable OrderSize in the entire code.

   

  

  GraHal

  Participant

  Topics: 211

  Replies: 8773

  Been thanked: 2179 times
  08/22/2023 at 12:43 AM #219460
  Albert0769

  Hola GraHal:

   

  He agregado el código según yo entiendo que se debe de agregar y NO hay manera de que me funcione correctamente, hace cosas muy raras y no entiendo nada de nada.

  GraHal, te paso el código para que por favor revises si lo he agregado bien, y ya de paso si lo quieres probar, pues mejor que mejor.

  Ya me dirás que tal todo.

   

  Muchas Gracias por tu tempo.

  DEFPARAM PRELOADBARS = 10000 DEFPARAM CUMULATEORDERS = False ONCE ORDERSIZE = 1 ONCE BADTRADES = 0 ONCE EXITINDEX = -2 Period = 45 inner = 2*weightedaverage[round(Period/2)](CLOSE)-weightedaverage[Period](CLOSE) MMH = weightedaverage[round(sqrt(Period))](inner) Period1 = 220 inner1 = 2*weightedaverage[round(Period1/2)](CLOSE)-weightedaverage[Period1](CLOSE) MMH1 = weightedaverage[round(sqrt(Period1))](inner1) M = 60 MM = 50 IF MMH[M] CROSSES OVER MMH1[M] AND (CLOSE - CLOSE[M]) > MM AND MMH > MMH1 THEN BAROVER = 1 ENDIF IF BAROVER = 1 AND MMH CROSSES UNDER MMH1 THEN REST = MMH BAROVER = 0 ENDIF IF MMH[M] CROSSES UNDER MMH1[M] AND (CLOSE[M] - CLOSE) > MM AND MMH < MMH1 THEN BARUNDER = 1 ENDIF IF BARUNDER = 1 AND MMH CROSSES OVER MMH1 THEN REST = MMH BARUNDER = 0 ENDIF IF MMH[0] CROSSES OVER MMH1[0] THEN RES = MMH BAROVER1 = 1 ENDIF IF BAROVER1 = 1 AND MMH CROSSES UNDER MMH1 AND MMH - RES >= 100 THEN REST = MMH BAROVER1 = 0 ENDIF IF MMH[0] CROSSES UNDER MMH1[0] THEN RES1 = MMH BARUNDER1 = 1 ENDIF IF BARUNDER1 = 1 AND MMH CROSSES OVER MMH1 AND RES1 - MMH >= 100 THEN REST = MMH BARUNDER1 = 0 ENDIF IF REST > REST[2] AND REST < MMH THEN BUY ORDERSIZE CONTRACTS AT MARKET EXITINDEX = BARINDEX ENDIF IF REST < REST[2] AND REST > MMH THEN SELLSHORT ORDERSIZE CONTRACTS AT MARKET EXITINDEX = BARINDEX ENDIF IF REST <> REST[1] THEN STARTBARCOM = BARINDEX ENDIF BARCOMPRAS = BARINDEX - STARTBARCOM CC = 9 IF BARCOMPRAS <= CC AND MMH CROSSES OVER REST THEN BUY ORDERSIZE CONTRACTS AT MARKET EXITINDEX = BARINDEX ENDIF IF BARCOMPRAS <= CC AND MMH CROSSES UNDER REST THEN SELLSHORT ORDERSIZE CONTRACTS AT MARKET EXITINDEX = BARINDEX ENDIF IF BARCOMPRAS > CC AND MMH CROSSES OVER REST AND CLOSE > MMH THEN EXITSHORT ORDERSIZE CONTRACTS AT MARKET EXITINDEX = BARINDEX ENDIF IF BARCOMPRAS > CC AND MMH CROSSES UNDER REST AND CLOSE < MMH THEN SELL ORDERSIZE CONTRACTS AT MARKET EXITINDEX = BARINDEX ENDIF IF BARINDEX = EXITINDEX + 1 THEN EXITINDEX = 0 IF POSITIONPERF(1) < 0 THEN BADTRADES = BADTRADES + 1 IF BADTRADES < 3 THEN ORDERSIZE = ORDERSIZE + 1 ELSIF BADTRADES MOD 3 = 0 THEN ORDERSIZE = ORDERSIZE * 2 ENDIF ELSIF POSITIONPERF(1) >= 0 THEN ORDERSIZE = 1 BADTRADES = 0 ENDIF ENDIF ///////////////////// //// Stops y objetivos: SET STOP pLOSS 300 ////SET TARGET pPROFIT 200 //////GRAPH

  1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124

  DEFPARAM PRELOADBARS = 10000 DEFPARAM CUMULATEORDERS = False   ONCE ORDERSIZE = 1 ONCE BADTRADES = 0 ONCE EXITINDEX = -2   Period = 45 inner = 2*weightedaverage[round(Period/2)](CLOSE)-weightedaverage[Period](CLOSE) MMH = weightedaverage[round(sqrt(Period))](inner)     Period1 = 220 inner1 = 2*weightedaverage[round(Period1/2)](CLOSE)-weightedaverage[Period1](CLOSE) MMH1 = weightedaverage[round(sqrt(Period1))](inner1)     M = 60 MM = 50   IF MMH[M] CROSSES OVER MMH1[M] AND (CLOSE - CLOSE[M]) > MM AND MMH > MMH1  THEN BAROVER = 1 ENDIF   IF BAROVER = 1 AND MMH CROSSES UNDER MMH1  THEN REST = MMH BAROVER = 0 ENDIF   IF MMH[M] CROSSES UNDER MMH1[M] AND (CLOSE[M] - CLOSE) > MM AND MMH < MMH1  THEN BARUNDER = 1 ENDIF   IF BARUNDER = 1 AND MMH CROSSES OVER MMH1  THEN REST = MMH BARUNDER = 0 ENDIF     IF MMH[0] CROSSES OVER MMH1[0]  THEN RES = MMH BAROVER1 = 1 ENDIF   IF BAROVER1 = 1 AND MMH CROSSES UNDER MMH1 AND MMH - RES >= 100  THEN REST = MMH BAROVER1 = 0 ENDIF   IF MMH[0] CROSSES UNDER MMH1[0]  THEN RES1 = MMH BARUNDER1 = 1 ENDIF   IF BARUNDER1 = 1 AND MMH CROSSES OVER MMH1 AND RES1 - MMH >= 100  THEN REST = MMH BARUNDER1 = 0 ENDIF   IF REST > REST[2] AND REST < MMH  THEN BUY ORDERSIZE CONTRACTS AT MARKET EXITINDEX = BARINDEX ENDIF IF REST < REST[2] AND REST > MMH THEN SELLSHORT ORDERSIZE CONTRACTS AT MARKET EXITINDEX = BARINDEX ENDIF   IF REST <> REST[1]  THEN STARTBARCOM = BARINDEX ENDIF   BARCOMPRAS = BARINDEX - STARTBARCOM   CC = 9   IF BARCOMPRAS <= CC  AND MMH CROSSES OVER REST  THEN BUY ORDERSIZE CONTRACTS AT MARKET EXITINDEX = BARINDEX ENDIF     IF BARCOMPRAS <= CC AND MMH CROSSES UNDER REST  THEN SELLSHORT ORDERSIZE CONTRACTS AT MARKET EXITINDEX = BARINDEX ENDIF     IF BARCOMPRAS > CC AND MMH CROSSES OVER REST AND CLOSE > MMH  THEN EXITSHORT ORDERSIZE CONTRACTS AT MARKET EXITINDEX = BARINDEX ENDIF   IF BARCOMPRAS > CC AND MMH CROSSES UNDER REST AND CLOSE < MMH  THEN SELL ORDERSIZE CONTRACTS AT MARKET EXITINDEX = BARINDEX ENDIF     IF BARINDEX = EXITINDEX + 1  THEN EXITINDEX = 0 IF POSITIONPERF(1) < 0  THEN BADTRADES = BADTRADES + 1 IF BADTRADES < 3  THEN ORDERSIZE = ORDERSIZE + 1 ELSIF BADTRADES MOD 3 = 0  THEN ORDERSIZE = ORDERSIZE * 2 ENDIF ELSIF POSITIONPERF(1) >= 0  THEN ORDERSIZE = 1 BADTRADES = 0 ENDIF ENDIF     /////////////////////   //// Stops y objetivos:   SET STOP pLOSS 300 ////SET TARGET pPROFIT 200 //////GRAPH

   

  

  Albert0769

  Participant

  Topics: 14

  Replies: 20

  Been thanked: 1 time
  08/22/2023 at 8:25 PM #219505
  GraHal

  Al realizar una prueba retrospectiva del código anterior, se adjunta lo que obtengo en DJI 1 Hour TF con una extensión de 10 000 barras = 5.

  

  GraHal

  Participant

  Topics: 211

  Replies: 8773

  Been thanked: 2179 times
  08/28/2023 at 12:40 AM #219893
  Albert0769

  Hola GraHal:

   

  Ves lo que hace??????

  No tiene lógica, no duplica bien los contratos según el sistema de Piquemouche original.

  Pruébalo en el DJ, pero con TF  de 1 min. que es con el que yo he diseñado esta estrategia.

  A ver si logras averiguar donde esta el fallo de este sistema.

   

  Gracias por tu interés y Un Saludo,

   

   

  

  Albert0769

  Participant

  Topics: 14

  Replies: 20

  Been thanked: 1 time
  08/28/2023 at 4:40 PM #219960
  GraHal

  Pruebe a continuación con las líneas 108 y 109…

  //ELSIF BADTRADES MOD 3 = 0  THEN

  //ORDERSIZE = ORDERSIZE * 2

  

  GraHal

  Participant

  Topics: 211

  Replies: 8773

  Been thanked: 2179 times
• Author
  Posts