Condition non appliquée

• 06/18/2020 at 2:47 PM #136456
  Ichimoku Reading

  Bonjour,

  Suite à une création en cour de test, je constate que ProOrder ne lit pas mon algorithme. (ne retourne aucun résultat.)
  J’ai effectué plusieurs changements, mais, rien n’y fais..
  Je requiers donc votre aide afin de pouvoir faire fonctionner ce bactest correctement.

  Suite à mes diverses manipulations, il semblerait que le problème se situe dans le code pour la tendance de l’actif.

  //--------------------Paramettre de Base DEFPARAM CumulateOrders = False DEFPARAM FLATBEFORE = 080000 DEFPARAM FLATAFTER = 220000 PRB = OpenDayOfWeek = 6 OR OpenDayOfWeek = 0 //--------------------Money Management Capital = 10000 Risque = (Capital*1)/100 Stopp = ValueStop Lotss = Risque/Stopp //--------------------Paramettre de StopLoss Multiplicateur = 1.5 MA1 = Average[50,0](TypicalPrice) Up1 = MA1 + (Multiplicateur*Average[50,1](Range)) Down1 = MA1 - (Multiplicateur*Average[50,1](Range)) MA2 = Average[100,0](TypicalPrice) Up2 = MA2 + (Multiplicateur*Average[100,1](Range)) Down2 = MA2 - (Multiplicateur*Average[100,1](Range)) MA3 = Average[150,0](TypicalPrice) Up3 = MA3 + (Multiplicateur*Average[150,1](Range)) Down3 = MA3 - (Multiplicateur*Average[150,1](Range)) MA4 = Average[200,0](TypicalPrice) Up4 = MA4 + (Multiplicateur*Average[200,1](Range)) Down4 = MA4 - (Multiplicateur*Average[200,1](Range)) Up = (Up1+Up2+Up3+Up4)/4 Down = (Down1+Down2+Down3+Down4)/4 ValueStop = (UP-Down) //--------------------Indicateur //Ichimoku Tenkan = (highest[9](high)+lowest[9](low))/2 Kijun = (highest[26](high)+lowest[26](low))/2 SSpanA = (tenkan+kijun)/2 SSpanB = (highest[52](high)+lowest[52](low))/2 SpanA = (tenkan[26]+kijun[26])/2 SpanB = (highest[52](high[26])+lowest[52](low[26]))/2 //--------------------Paramettre d'Achat //CCI CC1 = CCI[50] => 60 CC2 = CCI[100] => 60 CC3 = CCI[150] => 60 CC4 = CCI[200] => 60 CCIU = CC1 and CC2 and CC3 and CC4 //Ichimoku UP IU1 = SSpanA => SSpanB IU2 = close > SpanA[26] and close > SpanB[26] IU3 = close > tenkan[26] and close > kijun[26] IU4 = close > high[26] IU5 = close > Kijun and close > Tenkan IU = IU1 and IU2 and IU3 and IU4 and IU5 //Regroupement des commande TUP = CCIU and IU //--------------------Paramettre d'Achat IF PRB and TUP THEN BUY Lotss CONTRACT AT MARKET ENDIF IF close < kijun and close > positionprice THEN SELL AT MARKET ENDIF //--------------------Paramettre de Vente //CCI CC5 = CCI[50] =< -60 CC6 = CCI[100] =< -60 CC7 = CCI[150] =< -60 CC8 = CCI[200] =< -60 CCID = CC5 and CC6 and CC7 and CC8 //Ichimoku Down ID1 = SSpanA =< SSpanB ID2 = close < SpanA[26] and close < SpanB[26] ID3 = close < tenkan[26] and close < kijun[26] ID4 = close < low[26] ID5 = close < Kijun and close < tenkan ID = ID1 and ID2 and ID3 and ID4 and ID5 //Regroupement des commande TDOWN = CCID and ID //--------------------Paramettre de Vente IF PRB and TDOWN THEN SELLSHORT Lotss CONTRACT AT MARKET ENDIF IF close > kijun and close < positionprice THEN EXITSHORT AT MARKET ENDIF

  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

  //--------------------Paramettre de Base DEFPARAM CumulateOrders = False DEFPARAM FLATBEFORE = 080000 DEFPARAM FLATAFTER = 220000 PRB = OpenDayOfWeek = 6 OR OpenDayOfWeek = 0   //--------------------Money Management   Capital = 10000 Risque = (Capital*1)/100 Stopp = ValueStop Lotss = Risque/Stopp   //--------------------Paramettre de StopLoss   Multiplicateur = 1.5   MA1 = Average[50,0](TypicalPrice) Up1 = MA1 + (Multiplicateur*Average[50,1](Range)) Down1 = MA1 - (Multiplicateur*Average[50,1](Range)) MA2 = Average[100,0](TypicalPrice) Up2 = MA2 + (Multiplicateur*Average[100,1](Range)) Down2 = MA2 - (Multiplicateur*Average[100,1](Range)) MA3 = Average[150,0](TypicalPrice) Up3 = MA3 + (Multiplicateur*Average[150,1](Range)) Down3 = MA3 - (Multiplicateur*Average[150,1](Range)) MA4 = Average[200,0](TypicalPrice) Up4 = MA4 + (Multiplicateur*Average[200,1](Range)) Down4 = MA4 - (Multiplicateur*Average[200,1](Range))   Up = (Up1+Up2+Up3+Up4)/4 Down = (Down1+Down2+Down3+Down4)/4   ValueStop = (UP-Down)   //--------------------Indicateur   //Ichimoku Tenkan = (highest[9](high)+lowest[9](low))/2 Kijun = (highest[26](high)+lowest[26](low))/2 SSpanA = (tenkan+kijun)/2 SSpanB = (highest[52](high)+lowest[52](low))/2 SpanA = (tenkan[26]+kijun[26])/2 SpanB = (highest[52](high[26])+lowest[52](low[26]))/2   //--------------------Paramettre d'Achat   //CCI CC1 = CCI[50] => 60 CC2 = CCI[100] => 60 CC3 = CCI[150] => 60 CC4 = CCI[200] => 60 CCIU = CC1 and CC2 and CC3 and CC4   //Ichimoku UP IU1 = SSpanA => SSpanB IU2 = close > SpanA[26] and close > SpanB[26] IU3 = close > tenkan[26] and close > kijun[26] IU4 = close > high[26] IU5 = close > Kijun and close > Tenkan IU = IU1 and IU2 and IU3 and IU4 and IU5   //Regroupement des commande TUP = CCIU and IU   //--------------------Paramettre d'Achat   IF PRB and TUP THEN BUY Lotss CONTRACT AT MARKET ENDIF   IF close < kijun and close > positionprice THEN SELL AT MARKET ENDIF   //--------------------Paramettre de Vente   //CCI CC5 = CCI[50] =< -60 CC6 = CCI[100] =< -60 CC7 = CCI[150] =< -60 CC8 = CCI[200] =< -60 CCID = CC5 and CC6 and CC7 and CC8   //Ichimoku Down ID1 = SSpanA =< SSpanB ID2 = close < SpanA[26] and close < SpanB[26] ID3 = close < tenkan[26] and close < kijun[26] ID4 = close < low[26] ID5 = close < Kijun and close < tenkan ID = ID1 and ID2 and ID3 and ID4 and ID5   //Regroupement des commande TDOWN = CCID and ID   //--------------------Paramettre de Vente   IF PRB and TDOWN THEN SELLSHORT Lotss CONTRACT AT MARKET ENDIF   IF close > kijun and close < positionprice THEN EXITSHORT AT MARKET ENDIF

   

  e tendance pour constater que celui-ci fonctionne. 

  Cet algorithme est en test sur le Dow Jones en UT 15, mais il peut s’appliquer sur d’autre actif pour le test.

  Merci d’avance pour votre aide 

  

  Ichimoku Reading

  Participant

  Topics: 41

  Replies: 99

  Been thanked: 28 times
  06/18/2020 at 2:50 PM #136459
  Ichimoku Reading

  Cet Algorithme s’exécutera sur le dowjones en 15 minutes pour le test.

   

  

  Ichimoku Reading

  Participant

  Topics: 41

  Replies: 99

  Been thanked: 28 times
  06/18/2020 at 3:33 PM #136470
  Nicolas

  As-tu GRAPHé tes variables ? Première chose à faire.

  

  Nicolas

  Keymaster

  Topics: 81

  Replies: 20863

  Been thanked: 4775 times
  06/18/2020 at 3:55 PM #136473
  Ichimoku Reading

  Je suppose que non étant donné que je ne vois pas de quoi il en retourne..
  Comment procéder pour un GRAPH ?

  

  Ichimoku Reading

  Participant

  Topics: 41

  Replies: 99

  Been thanked: 28 times
  06/18/2020 at 6:44 PM #136507
  Ichimoku Reading

  Je pense avoir trouvé, j’ai donc GRAPHé ichimoku, mais cela ne change rien pour le moment

  //Ichimoku Tenkan = (highest[9](high)+lowest[9](low))/2 Kijun = (highest[26](high)+lowest[26](low))/2 SSpanA = (tenkan+kijun)/2 SSpanB = (highest[52](high)+lowest[52](low))/2 SpanA = (tenkan[26]+kijun[26])/2 SpanB = (highest[52](high[26])+lowest[52](low[26]))/2 graphonprice Tenkan coloured(33,78,174) as "Tenkan" graphonprice Kijun coloured(13,44,112) as "Kijun" graphonprice SSpanA coloured(0,0,0,0) as "SSpanA" graphonprice SSpanB coloured(0,0,0,0) as "SSpanB" graphonprice SpanA coloured(73,73,73) as "SpanA" graphonprice SpanB coloured(73,73,73) as "SpanB"

  1 2 3 4 5 6 7 8 9 10 11 12 13 14

  //Ichimoku Tenkan = (highest[9](high)+lowest[9](low))/2 Kijun = (highest[26](high)+lowest[26](low))/2 SSpanA = (tenkan+kijun)/2 SSpanB = (highest[52](high)+lowest[52](low))/2 SpanA = (tenkan[26]+kijun[26])/2 SpanB = (highest[52](high[26])+lowest[52](low[26]))/2   graphonprice Tenkan coloured(33,78,174) as "Tenkan" graphonprice Kijun coloured(13,44,112) as "Kijun" graphonprice SSpanA coloured(0,0,0,0) as "SSpanA" graphonprice SSpanB coloured(0,0,0,0) as "SSpanB" graphonprice SpanA coloured(73,73,73) as "SpanA" graphonprice SpanB coloured(73,73,73) as "SpanB"

   

  

  Ichimoku Reading

  Participant

  Topics: 41

  Replies: 99

  Been thanked: 28 times
  06/18/2020 at 7:26 PM #136509
  fifi743

  bonsoir ,

  pour le long et short erreur c’est prb si tu l’enlève ça marche

  1 user thanked author for this post.

  Ichimoku Reading

  

  fifi743

  Participant

  Topics: 10

  Replies: 950

  Been thanked: 445 times
  06/18/2020 at 7:28 PM #136510
  fifi743

  if faut ecrire

  PRB = OpenDayOfWeek <> 6 OR OpenDayOfWeek <> 0

  1	PRB = OpenDayOfWeek <> 6 OR OpenDayOfWeek <> 0

  ou

  PRB = OpenDayOfWeek > 0 and OpenDayOfWeek < 6

  1	PRB = OpenDayOfWeek > 0 and OpenDayOfWeek < 6

   

  2 users thanked author for this post.

  Nicolas, Ichimoku Reading

  

  fifi743

  Participant

  Topics: 10

  Replies: 950

  Been thanked: 445 times
  06/19/2020 at 12:41 AM #136531
  Ichimoku Reading

  Impec, merci pour ton intervention, mon problème est résolu

  

  Ichimoku Reading

  Participant

  Topics: 41

  Replies: 99

  Been thanked: 28 times
• Author
  Posts