créer ProBackTest avec indicateur SSL Hybrid

• 02/22/2024 at 2:24 PM #228571
  francis59

  Bonjour,

  Serait-il possible de m’aider à créer un ProBackTest avec l’indicateur SSL-Hybrid : https://www.prorealcode.com/prorealtime-indicators/ssl-hybrid-indicator/

  Critères ACHAT : lorsque “SSL Hybrid -ATR” croise à la hausse “SSL Hybrid baseline”

  Critères VENTE : lorsque “SSL Hybrid -ATR” croise à la baisse “SSL Hybrid baseline”

  Si ce n’est pas pertinent ou si cela mérite d’être complété par votre expertise, n’hésitez surtout pas! 🙂

  D’avance merci et bonne journée

  Good morning,

  Would it be possible to help me create a ProBackTest with the SSL-Hybrid indicator: https://www.prorealcode.com/prorealtime-indicators/ssl-hybrid-indicator/

  PURCHASE criteria: when “SSL Hybrid -ATR” crosses upwards “SSL Hybrid baseline”

  SALE criteria: when “SSL Hybrid -ATR” crosses downward “SSL Hybrid baseline”

  If it is not relevant or if it deserves to be supplemented by your expertise, do not hesitate! 🙂

  Thanks in advance and have a good day

   

  

  francis59

  Participant

  Topics: 9

  Replies: 10

  Been thanked: 0 times
  02/24/2024 at 1:13 PM #228686
  JS

  Hi @francis59

  I don’t quite understand what you mean by “SSL Hybrid-ATR”…
  Alternatively, the system that uses the “Close” and the “BaseLine”…

  atrlen = 14 //(Integer) mult = 1 //(Decimal) smoothing=2 //(Average type. Default WMA) //showcandleviolation=true //(Boolean) //showcolor=true (Boolean) //showSSL2=true (Boolean) ssl1Type = 7 //(Average type. Default HMA) len = 60 //(Integer) ssl2Type = 7 //(Average type. Default HMA) len2 = 5 //(Integer) Exittype = 7 //(Average type. Default HMA) len3 = 15 //(Integer) //showbaseline = true (Boolean) baselinetype = 7 //(Average type. Default HMA) Usetruerange = 1 //(Boolean) multy = 0.2 //(Decimal) ////////////////////////////////////////////////////////////////// //atr atrlensmoot = average[atrlen,smoothing](TR(close)) //atr up/low bands upperband = atrlensmoot * mult + close lowerband = close - atrlensmoot * mult ////Ssl 1 emahigh = average[len,ssl1Type](high) emalow = average[len,ssl1Type](low) ////Ssl 2 mahigh = average[len2,ssl2Type](high) malow = average[len2,ssl2Type](low) ////Exit src = CustomClose exithigh = average[len3,ExitType](high) exitlow = average[len3,ExitType](low) ////keltner baseline channel bbmc = average[len,baselineType](close) keltma = average[len,baselineType](src) if UseTrueRange then myrange = tr else myrange = high-low endif rangema = exponentialaverage[len](myrange) upperk = keltma + rangema * multy lowerk = keltma - rangema * multy ////baseline violation candle openpos = open*1 closepos = close*1 difference = abs(closepos-openpos) atrviolation = difference > atrlensmoot inrange = upperband > bbmc and lowerband < bbmc candlesizeviolation = atrviolation and inrange //Ssl1 values if close > emahigh then hlv = 1 elsif close < emalow then hlv = -1 else hlv = hlv[1] endif if Hlv < 0 then ssldown = emahigh else ssldown = emalow endif //Ssl2 values if close > mahigh then hlv2 = 1 elsif close < malow then hlv2 = -1 else hlv2 = hlv[1] endif if hlv2 < 0 then ssldown2 = mahigh else ssldown2 = malow endif //Exit values if close > exithigh then hlv3 = 1 elsif close < exitlow then hlv3 = -1 else hlv3 = hlv3[1] endif if hlv3 < 0 then sslexit = exithigh else sslexit = exitlow endif basecrosslong = close crosses over sslexit basecrossshort = sslexit crosses over close if basecrosslong then codiff = 1 elsif basecrossshort then codiff = -1 else codiff = 0 endif /////////SSL2 continuation from ATR////////////// atrcrit =0.9 upperhalf = atrlensmoot * atrcrit + close lowerhalf = close - atrlensmoot * atrcrit buyinatr = lowerhalf < ssldown2 buycont = close > bbmc and close > ssldown2 sellinatr = upperhalf > ssldown2 sellcont = close < bbmc and close < ssldown2 buyatr = buyinatr and buycont sellatr = sellinatr and sellcont //Points colour if buyatr then rpto = 76 gpto = 175 bpto = 80 elsif sellatr then rpto = 156 gpto = 39 bpto = 176 else rpto = 200 gpto = 200 bpto = 200 endif If Close Crosses Over BBMC then Buy 1 contract at Market EndIf If Close Crosses Under BBMC then SellShort 1 contract 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 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146

  atrlen = 14 //(Integer) mult = 1 //(Decimal) smoothing=2 //(Average type. Default WMA) //showcandleviolation=true //(Boolean) //showcolor=true (Boolean) //showSSL2=true (Boolean) ssl1Type = 7 //(Average type. Default HMA) len = 60 //(Integer) ssl2Type = 7 //(Average type. Default HMA) len2 = 5 //(Integer) Exittype = 7 //(Average type. Default HMA) len3 = 15 //(Integer) //showbaseline = true (Boolean) baselinetype = 7 //(Average type. Default HMA) Usetruerange = 1 //(Boolean) multy = 0.2 //(Decimal) ////////////////////////////////////////////////////////////////// //atr atrlensmoot = average[atrlen,smoothing](TR(close))   //atr up/low bands upperband = atrlensmoot * mult + close lowerband = close - atrlensmoot * mult   ////Ssl 1 emahigh = average[len,ssl1Type](high) emalow = average[len,ssl1Type](low)   ////Ssl 2 mahigh = average[len2,ssl2Type](high) malow = average[len2,ssl2Type](low)   ////Exit src = CustomClose exithigh = average[len3,ExitType](high) exitlow = average[len3,ExitType](low)   ////keltner baseline channel bbmc = average[len,baselineType](close) keltma = average[len,baselineType](src) if UseTrueRange then myrange = tr else myrange = high-low endif   rangema = exponentialaverage[len](myrange) upperk = keltma + rangema * multy lowerk = keltma - rangema * multy   ////baseline violation candle openpos = open*1 closepos = close*1 difference = abs(closepos-openpos) atrviolation = difference > atrlensmoot inrange = upperband > bbmc and lowerband < bbmc candlesizeviolation = atrviolation and inrange   //Ssl1 values if close > emahigh then hlv = 1 elsif close < emalow then hlv = -1 else hlv = hlv[1] endif   if Hlv < 0 then ssldown = emahigh else ssldown = emalow endif   //Ssl2 values if close > mahigh then hlv2 = 1 elsif close < malow then hlv2 = -1 else hlv2 = hlv[1] endif   if hlv2 < 0 then ssldown2 = mahigh else ssldown2 = malow endif   //Exit values if close > exithigh then hlv3 = 1 elsif close < exitlow then hlv3 = -1 else hlv3 = hlv3[1] endif   if hlv3 < 0 then sslexit = exithigh else sslexit = exitlow endif   basecrosslong = close crosses over sslexit basecrossshort = sslexit crosses over close   if basecrosslong then codiff = 1 elsif basecrossshort then codiff = -1 else codiff = 0 endif   /////////SSL2 continuation from ATR////////////// atrcrit =0.9 upperhalf = atrlensmoot * atrcrit + close lowerhalf = close - atrlensmoot * atrcrit buyinatr = lowerhalf < ssldown2 buycont = close > bbmc and close > ssldown2 sellinatr = upperhalf > ssldown2 sellcont = close < bbmc and close < ssldown2 buyatr = buyinatr and buycont sellatr = sellinatr and sellcont //Points colour if buyatr then rpto = 76 gpto = 175 bpto = 80 elsif sellatr then rpto = 156 gpto = 39 bpto = 176 else rpto = 200 gpto = 200 bpto = 200 endif   If Close Crosses Over BBMC then Buy 1 contract at Market EndIf   If Close Crosses Under BBMC then SellShort 1 contract at Market EndIf

  

  JS

  Participant

  Topics: 26

  Replies: 1695

  Been thanked: 766 times
  02/26/2024 at 2:26 PM #228763
  francis59

  Hi JS,

  Thanks for your quick and clear answer, that’s was I looked for.

  One more help, is it possible to create a screener to catch the right time to BUY and/or SELL based on your work above?

  Thanks a lot in advance.

  Have a good day

  

  francis59

  Participant

  Topics: 9

  Replies: 10

  Been thanked: 0 times
  02/27/2024 at 5:44 AM #228793
  robertogozzi

  @francis59

  Only post in the language of the forumthat you are posting in. For example English only in the English speaking forums and French only in the French speaking forums.

  Thanks 🙂

   

  1 user thanked author for this post.

  francis59

  

  robertogozzi

  Moderator

  Topics: 69

  Replies: 17087

  Been thanked: 4005 times
  02/27/2024 at 6:48 AM #228798
  francis59

  Bonjour,

  Oui veuillez m’excuser, c’est bien noté 🙂

  Bonne journée

  P.S: si jamais ma demande  ci-dessus n’est pas utile, dites-le moi pour clôturer le sujet sinon par hasard, saurez-vous y répondre? 🙂 d’avance merci

  Good morning,

  Yes, please excuse me, it is well noted 🙂

  Good day

  P.S: if my request above is not useful, tell me to close the subject otherwise by chance, will you be able to answer it? 🙂 thanks in advance

   

  

  francis59

  Participant

  Topics: 9

  Replies: 10

  Been thanked: 0 times
  02/27/2024 at 7:48 AM #228799
  JS

  Hi Francis,

  Unfortunately, I don’t know the code enough to make it a meaningful screener…

  1 user thanked author for this post.

  francis59

  

  JS

  Participant

  Topics: 26

  Replies: 1695

  Been thanked: 766 times
  02/27/2024 at 10:13 AM #228804
  robertogozzi

  @francis59

  Only post in the language of the forum that you are posting in. For example English only in the English speaking forums and French only in the French speaking forums

  Thanks 🙂

   

   

  1 user thanked author for this post.

  francis59

  

  robertogozzi

  Moderator

  Topics: 69

  Replies: 17087

  Been thanked: 4005 times
• Author
  Posts