Compréhension stop

• 06/24/2020 at 12:05 PM #137010
  @Dax30T

  Bonjour, j’ai un petit souci sur un algo et je ne comprends pas . c’est sur le stop win, qui est prévue à 100 points. il se met bien en clôture( algo en m1) seulement si sur exemple d’une vente le prix baisse le stop s’adapte toutes les minutes, MAIS, si le prix remonte, le stop remonte aussi. il arrive même qu’il se replace au stop d’origine, après le 1 er BE, si les prix remonte soit a moins de 100 points, je me retrouve avec un trade non protéger. j’aimerait juste comprendre mon erreur. Merci

  

  @Dax30T

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  06/24/2020 at 1:29 PM #137023
  Nicolas

  Je ne connais pas le code ni le comportement du trailing stop / breakeven que tu utilises, mais je dirai que ça ressemble à une modification du niveau de sortie peu importe où il se situe actuellement. Je pense qu’il doit manquer quelquepart un test qui permet de ne pas autoriser la modification du niveau de stop si le nouveau niveau n’est pas favorable (comme dans le cas de ta vente où tu ne souhaites bien sûr pas qu’il remonte).

  

  Nicolas

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  06/24/2020 at 1:35 PM #137024
  @Dax30T

  DEFPARAM CumulateOrders = false DEFPARAM Preloadbars = 3000 daysForbiddenEntry = OpenDayOfWeek = 2 TIMEFRAME (DEFAULT)//(15 minutes) indicator1 = CALL "992-GT3-RSR-SIGNAL"(close) c1 = (indicator1 > 0.5) indicator2 = AverageTrueRange[14](close) c2 = (indicator2 >= 10) TIMEFRAME (20 minutes) dGreen, dRed, dGrey = Call "992-SPYDER-COLOR-ind"(close) d1green = dGreen d1red = dRed d1grey = dGrey d1red=d1red d1grey=d1grey TIMEFRAME (15 minutes) IF (c1 AND c2 ) AND dgreen and d1green and not daysForbiddenEntry THEN BUY 1 CONTRACT AT MARKET ENDIF TIMEFRAME (15 minutes) indicator4 = CALL "R-992-RS" c4 = (close < indicator4) IF c4 THEN SELL AT MARKET ENDIF indicator5 = CALL "992-GT3-RSR-SIGNAL"(close) c5 = (indicator5 <= -0.5) indicator6 = AverageTrueRange[14](close) c6 = (indicator6 >= 12) TIMEFRAME(15 minutes) IF (c5 AND c6 ) AND dRed and d1red AND not daysForbiddenEntry THEN SELLSHORT 1 CONTRACT AT MARKET ENDIF TIMEFRAME(15 minutes) indicator8 = CALL "R-992-RS" c8 = (close > indicator8) IF c8 THEN EXITSHORT AT MARKET ENDIF //***************************************** IF Not OnMarket THEN TrailStart = 100//BreakEven après TRAILSTART (en Pips) BasePerCent = 0.100//20.0% verrouiller bénéfices StepSize = 1 //10 STOP suiveur % Pips PerCentInc = 0.100 //10.0% PerCent increment after each StepSize chunk RoundTO = -0.5 //-0.5 rounds always to Lower integer, +0.4 rounds always to Higher integer, 0 defaults PRT behaviour PriceDistance = 30 * pipsize //12 minimun distance from current price y1 = 0 //reset to 0 y2 = 0 //reset to 0 ProfitPerCent = BasePerCent //reset to desired default value ELSIF LongOnMarket AND close > (TradePrice + (y1 * pipsize)) THEN //LONG positions x1 = (close - tradeprice) / pipsize //convert price to pips IF x1 >= TrailStart THEN // go ahead only if N+ pips Diff1 = abs(TrailStart - x1) //difference from current profit and TrailStart Chunks1 = max(0,round((Diff1 / StepSize) + RoundTO)) //number of STEPSIZE chunks ProfitPerCent = BasePerCent + (BasePerCent * (Chunks1 * PerCentInc)) //compute new size of ProfitPerCent ProfitPerCent = max(ProfitPerCent[1],min(100,ProfitPerCent)) //make sure ProfitPerCent doess not exceed 100% y1 = max(x1 * ProfitPerCent, y1) //y1 = % of max profit ENDIF ELSIF ShortOnMarket AND close < (TradePrice - (y2 * pipsize)) THEN //SHORT positions x2 = (tradeprice - close) / pipsize //convert price to pips IF x2 >= TrailStart THEN // go ahead only if N+ pips Diff2 = abs(TrailStart - x2) //difference from current profit and TrailStart Chunks2 = max(0,round((Diff2 / StepSize) + RoundTO)) //number of STEPSIZE chunks ProfitPerCent = BasePerCent + (BasePerCent * (Chunks2 * PerCentInc)) //compute new size of ProfitPerCent ProfitPerCent = max(ProfitPerCent[1],min(100,ProfitPerCent)) //make sure ProfitPerCent doess not exceed 100% y2 = max(x2 * ProfitPerCent, y2) //y2 = % of max profit ENDIF ENDIF IF y1 THEN //Place pending STOP order when y1 > 0 (LONG positions) SellPrice = Tradeprice + (y1 * pipsize) //convert pips to price // // check the minimun distance between ExitPrice and current price // IF abs(close - SellPrice) > PriceDistance THEN // // place either a LIMIT or STOP pending order according to current price positioning // IF close >= SellPrice THEN SELL AT SellPrice STOP ELSE SELL AT SellPrice LIMIT ENDIF ELSE // //sell AT MARKET when EXITPRICE does not meet the broker's minimun distance from current price // SELL AT Market ENDIF ENDIF IF y2 THEN //Place pending STOP order when y2 > 0 (SHORT positions) ExitPrice = Tradeprice - (y2 * pipsize) //convert pips to price // // check the minimun distance between ExitPrice and current price // IF abs(close - ExitPrice) > PriceDistance THEN // // place either a LIMIT or STOP pending order according to current price positioning // IF close <= ExitPrice THEN EXITSHORT AT ExitPrice STOP ELSE EXITSHORT AT ExitPrice LIMIT ENDIF ELSE // //ExitShort AT MARKET when EXITPRICE does not meet the broker's minimun distance from current price // EXITSHORT AT Market ENDIF endif if close[0] crosses under average[200] and BARINDEX-TRADEINDEX(1)<5 then sell at market//35//150 endif IF longonmarket THEN IF OpenDayOfWeek = 5 AND time >= 210000 THEN sell at market ENDIF ENDIF SET STOP %LOSS 1.4//1.7 SET TARGET %PROFIT 3.1//2.1 IF shortonmarket THEN IF OpenDayOfWeek = 5 AND time >= 210000 THEN exitshort at market ENDIF ENDIF

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  DEFPARAM CumulateOrders = false DEFPARAM Preloadbars = 3000 daysForbiddenEntry = OpenDayOfWeek = 2 TIMEFRAME (DEFAULT)//(15 minutes) indicator1 = CALL "992-GT3-RSR-SIGNAL"(close) c1 = (indicator1 > 0.5) indicator2 = AverageTrueRange[14](close) c2 = (indicator2 >= 10) TIMEFRAME (20 minutes) dGreen, dRed, dGrey = Call "992-SPYDER-COLOR-ind"(close) d1green = dGreen d1red = dRed d1grey = dGrey d1red=d1red d1grey=d1grey TIMEFRAME (15 minutes) IF (c1 AND c2 ) AND dgreen and d1green and not daysForbiddenEntry THEN BUY 1 CONTRACT AT MARKET ENDIF TIMEFRAME (15 minutes) indicator4 = CALL "R-992-RS" c4 = (close < indicator4) IF c4 THEN SELL AT MARKET ENDIF indicator5 = CALL "992-GT3-RSR-SIGNAL"(close) c5 = (indicator5 <= -0.5) indicator6 = AverageTrueRange[14](close) c6 = (indicator6 >= 12) TIMEFRAME(15 minutes) IF (c5 AND c6 ) AND dRed and d1red AND not daysForbiddenEntry  THEN SELLSHORT 1 CONTRACT AT MARKET ENDIF TIMEFRAME(15 minutes) indicator8 = CALL "R-992-RS" c8 = (close > indicator8) IF c8 THEN EXITSHORT AT MARKET ENDIF //*****************************************     IF Not OnMarket THEN TrailStart    = 100//BreakEven après TRAILSTART (en Pips) BasePerCent   = 0.100//20.0% verrouiller  bénéfices StepSize      = 1  //10  STOP suiveur % Pips PerCentInc    = 0.100       //10.0%  PerCent increment after each StepSize chunk RoundTO       = -0.5        //-0.5   rounds always to Lower integer,   +0.4 rounds always to Higher integer,     0 defaults PRT behaviour PriceDistance = 30 * pipsize //12 minimun distance from current price y1            = 0           //reset to 0 y2            = 0           //reset to 0 ProfitPerCent = BasePerCent //reset to desired default value ELSIF LongOnMarket AND close > (TradePrice + (y1 * pipsize)) THEN                              //LONG positions x1 = (close - tradeprice) / pipsize                                     //convert price to pips IF x1 >= TrailStart THEN                                                //    go ahead only if N+ pips Diff1         = abs(TrailStart - x1)                                 //difference from current profit and TrailStart Chunks1       = max(0,round((Diff1 / StepSize) + RoundTO))           //number of STEPSIZE chunks ProfitPerCent = BasePerCent + (BasePerCent * (Chunks1 * PerCentInc)) //compute new size of ProfitPerCent ProfitPerCent = max(ProfitPerCent[1],min(100,ProfitPerCent))         //make sure ProfitPerCent doess not exceed 100% y1 = max(x1 * ProfitPerCent, y1)                                     //y1 = % of max profit ENDIF ELSIF ShortOnMarket AND close < (TradePrice - (y2 * pipsize)) THEN                             //SHORT positions x2 = (tradeprice - close) / pipsize                                     //convert price to pips IF x2 >= TrailStart THEN                                                //      go ahead only if N+ pips Diff2         = abs(TrailStart - x2)                                 //difference from current profit and TrailStart Chunks2       = max(0,round((Diff2 / StepSize) + RoundTO))           //number of STEPSIZE chunks ProfitPerCent = BasePerCent + (BasePerCent * (Chunks2 * PerCentInc)) //compute new size of ProfitPerCent ProfitPerCent = max(ProfitPerCent[1],min(100,ProfitPerCent))         //make sure ProfitPerCent doess not exceed 100% y2 = max(x2 * ProfitPerCent, y2)                                     //y2 = % of max profit ENDIF ENDIF IF y1 THEN                                                                 //Place pending STOP order when y1 > 0   (LONG positions) SellPrice = Tradeprice + (y1 * pipsize)                                 //convert pips to price // // check the minimun distance between ExitPrice and current price // IF abs(close - SellPrice) > PriceDistance THEN // // place either a LIMIT or STOP pending order according to current price positioning // IF close >= SellPrice THEN SELL AT SellPrice STOP ELSE SELL AT SellPrice LIMIT ENDIF ELSE // //sell AT MARKET when EXITPRICE does not meet the broker's minimun distance from current price // SELL AT Market ENDIF ENDIF IF y2 THEN                                                                 //Place pending STOP order when y2 > 0   (SHORT positions) ExitPrice = Tradeprice - (y2 * pipsize)                                 //convert pips to price // // check the minimun distance between ExitPrice and current price // IF abs(close - ExitPrice) > PriceDistance THEN // // place either a LIMIT or STOP pending order according to current price positioning // IF close <= ExitPrice THEN EXITSHORT AT ExitPrice STOP ELSE EXITSHORT AT ExitPrice LIMIT ENDIF ELSE // //ExitShort AT MARKET when EXITPRICE does not meet the broker's minimun distance from current price // EXITSHORT AT Market ENDIF endif if close[0] crosses under average[200] and BARINDEX-TRADEINDEX(1)<5 then sell at market//35//150 endif     IF longonmarket THEN IF OpenDayOfWeek = 5 AND time >= 210000 THEN sell at market ENDIF ENDIF SET STOP %LOSS 1.4//1.7 SET TARGET %PROFIT 3.1//2.1     IF shortonmarket THEN IF OpenDayOfWeek = 5 AND time >= 210000 THEN exitshort at market ENDIF ENDIF

  j espère que j ai bien ajouté le code, Merci Nicolas

  

  @Dax30T

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