Extratrend stratégie en un indicateur

• 05/23/2022 at 12:09 PM #193712
  HienAlpha

  Bonjour à toutes et tous,

  J’ai effectué un backtest d’une stratégie en faisant appel à Extratrend.

  J’aimerai transformé cette stratégie en indicateur, afin de pouvoir l’utiliser en temps réel. Pourriez vous m’aider à le faire svp ?

  Merci d’avance,

  Voici le code du backtest :

  DEFPARAM CumulateOrders=False capitalinitial=10000 risque=0.5 exitstrategy=1 profitfactor=6 stopfactor=1.5 partialprofit=1 partialprofitfactor=3 ratchetfactor=7 // Appel des valeurs d'ExtraTrend //myTrend, ignored, ignored = CALL "ExtraTrend v2" [0,0,0,0,0](close) myTrend, ignored, ignored, ignored, ignored = CALL "ExtraTrend"[0,0,0,0,0](close) // Tendance ExtraTrend if myTrend>myTrend[1] then tendance=1 endif if myTrend<myTrend[1] then tendance=0 endif if tendance and not tendance[1] and not longonmarket THEN //if not longonmarket then positionsize=round(((capitalinitial+STRATEGYPROFIT)*(risque/100))/(stopfactor*averagetruerange[20])) //positionsize=round(((capitalinitial+STRATEGYPROFIT)/close) BUY positionsize shares AT MARKET set stop loss stopfactor*averagetruerange[20] if exitstrategy=0 then set target profit profitfactor*averagetruerange[20] endif flag=0 endif if longonmarket and close>=myTrend+partialprofitfactor*averagetruerange[20] and flag=0 and partialprofit=1 then sell round(positionsize/2) shares at market flag=1 endif if longonmarket and exitstrategy=1 and close<lowest[30](highest[55](high)-ratchetfactor*averagetruerange[20])then sell 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

  DEFPARAM CumulateOrders=False   capitalinitial=10000 risque=0.5 exitstrategy=1 profitfactor=6 stopfactor=1.5 partialprofit=1 partialprofitfactor=3 ratchetfactor=7   // Appel des valeurs d'ExtraTrend //myTrend, ignored, ignored = CALL "ExtraTrend v2" [0,0,0,0,0](close) myTrend, ignored, ignored, ignored, ignored = CALL "ExtraTrend"[0,0,0,0,0](close)   // Tendance ExtraTrend if myTrend>myTrend[1] then tendance=1 endif if myTrend<myTrend[1] then tendance=0 endif   if tendance and not tendance[1] and not longonmarket THEN //if not longonmarket then positionsize=round(((capitalinitial+STRATEGYPROFIT)*(risque/100))/(stopfactor*averagetruerange[20])) //positionsize=round(((capitalinitial+STRATEGYPROFIT)/close) BUY positionsize shares AT MARKET set stop loss stopfactor*averagetruerange[20] if exitstrategy=0 then set target profit profitfactor*averagetruerange[20] endif flag=0 endif   if longonmarket and close>=myTrend+partialprofitfactor*averagetruerange[20] and flag=0 and partialprofit=1 then sell round(positionsize/2) shares at market flag=1 endif   if longonmarket and exitstrategy=1 and close<lowest[30](highest[55](high)-ratchetfactor*averagetruerange[20])then sell at market endif

   

  

  HienAlpha

  Participant

  Topics: 1

  Replies: 15

  Been thanked: 5 times
  05/23/2022 at 4:06 PM #193720
  Nicolas

  ok je vais regarder cela, je vais ajouter du texte sur le graphique pour marquer les événements, si il faut changer cet aspect visuel on verra par la suite, il faudra me l’indiquer.

  

  Nicolas

  Keymaster

  Topics: 81

  Replies: 20863

  Been thanked: 4774 times
  05/23/2022 at 4:36 PM #193724
  Nicolas

  Ci-joint la version graphique de cette stratégie avec Extratrend:

  capitalinitial=10000 risque=0.5 exitstrategy=1 profitfactor=6 stopfactor=1.5 partialprofit=1 partialprofitfactor=3 ratchetfactor=7 // Appel des valeurs d'ExtraTrend myTrend, ignored, ignored, ignored, ignored = CALL "ExtraTrend"[0,0,0,0,0](close) // Tendance ExtraTrend if myTrend>myTrend[1] then tendance=1 endif if myTrend<myTrend[1] then tendance=0 endif if tendance and not tendance[1] and not ionmarket THEN drawarrowup(barindex,low-AverageTrueRange[14](close)/2) coloured("green") istoploss = close-stopfactor*averagetruerange[20] //set stop loss stopfactor*averagetruerange[20] if exitstrategy=0 then itakeprofit = close+profitfactor*averagetruerange[20] //set target profit profitfactor*averagetruerange[20] endif flag=0 ionmarket=1 endif if ionmarket and close>=myTrend+partialprofitfactor*averagetruerange[20] and flag=0 and partialprofit=1 then drawtext("X",barindex,high+AverageTrueRange[14](close)/2,dialog,bold,20) coloured("green") flag=1 endif if ionmarket and exitstrategy=1 and close<lowest[30](highest[55](high)-ratchetfactor*averagetruerange[20])then drawtext("exit",barindex,high+AverageTrueRange[14](close)/2,dialog,bold,20) coloured("green") ionmarket=0 endif //test stoploss & takeprofit if ionmarket then if high >= itakeprofit and exitstrategy=0 then drawtext("TP",barindex,high+AverageTrueRange[14](close)/2,dialog,bold,20) coloured("green") ionmarket=0 elsif low <= istoploss then drawtext("SL",barindex,high+AverageTrueRange[14](close)/2,dialog,bold,20) coloured("red") ionmarket=0 endif endif return itakeprofit style(dottedline2) coloured("green"), istoploss style(dottedline3) coloured("red")

  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

  capitalinitial=10000 risque=0.5 exitstrategy=1 profitfactor=6 stopfactor=1.5 partialprofit=1 partialprofitfactor=3 ratchetfactor=7   // Appel des valeurs d'ExtraTrend myTrend, ignored, ignored, ignored, ignored = CALL "ExtraTrend"[0,0,0,0,0](close)   // Tendance ExtraTrend if myTrend>myTrend[1] then tendance=1 endif if myTrend<myTrend[1] then tendance=0 endif   if tendance and not tendance[1] and not ionmarket THEN drawarrowup(barindex,low-AverageTrueRange[14](close)/2) coloured("green") istoploss = close-stopfactor*averagetruerange[20] //set stop loss stopfactor*averagetruerange[20] if exitstrategy=0 then itakeprofit = close+profitfactor*averagetruerange[20] //set target profit profitfactor*averagetruerange[20] endif flag=0 ionmarket=1 endif   if ionmarket and close>=myTrend+partialprofitfactor*averagetruerange[20] and flag=0 and partialprofit=1 then drawtext("X",barindex,high+AverageTrueRange[14](close)/2,dialog,bold,20) coloured("green") flag=1 endif   if ionmarket and exitstrategy=1 and close<lowest[30](highest[55](high)-ratchetfactor*averagetruerange[20])then drawtext("exit",barindex,high+AverageTrueRange[14](close)/2,dialog,bold,20) coloured("green") ionmarket=0 endif   //test stoploss & takeprofit if ionmarket then   if high >= itakeprofit and exitstrategy=0 then drawtext("TP",barindex,high+AverageTrueRange[14](close)/2,dialog,bold,20) coloured("green") ionmarket=0 elsif low <= istoploss then drawtext("SL",barindex,high+AverageTrueRange[14](close)/2,dialog,bold,20) coloured("red") ionmarket=0 endif endif   return itakeprofit style(dottedline2) coloured("green"), istoploss style(dottedline3) coloured("red")

   

  1 user thanked author for this post.

  Keyeming

  

  Nicolas

  Keymaster

  Topics: 81

  Replies: 20863

  Been thanked: 4774 times
  05/23/2022 at 7:11 PM #193726
  HienAlpha

  Super, un grand merci Nicolas !

  Je vais essayer ça et je te reviens.

  

  HienAlpha

  Participant

  Topics: 1

  Replies: 15

  Been thanked: 5 times
  05/23/2022 at 7:37 PM #193729
  HienAlpha

  Cela a l’air de bien marcher.

  J’ai trois questions.

  – Je suppose que :
  SL c’est Stop Loss touché
  Le “X” c’est une prise de profit
  La flèche vers le haut c’est la prise de position
  Mais qu’est ce que le “EXIT” ?

  – Est il possible d’avoir le niveau trailing stop ? Car sur le graphique, il ne “suit” pas vraiment le cours. Je suis prévenu que lorsqu’il est tapé.

  – J’essaye de changer la couleur des évènements du vert vers le noir, mais je n’y arrive pas ^^

  

  HienAlpha

  Participant

  Topics: 1

  Replies: 15

  Been thanked: 5 times
  05/24/2022 at 7:20 AM #193747
  Nicolas

  X c’est le profit partiel que tu as codé et EXIT, c’est la sortie totale avec le SELL AT MARKET.

  

  Nicolas

  Keymaster

  Topics: 81

  Replies: 20863

  Been thanked: 4774 times
  05/24/2022 at 10:43 AM #193763
  HienAlpha

  D’accord, merci Nicolas.

  Mais du coup, si EXIT est la sortie totale, qu’est ce que “SL” ?

  

  HienAlpha

  Participant

  Topics: 1

  Replies: 15

  Been thanked: 5 times
  05/24/2022 at 12:54 PM #193771
  Nicolas

  Ta stratégie comporte un STOPLOSS, ce niveau je le teste dans le code et si il est touché, on affiche “SL” 🙂

  et tu as aussi codé une sortie de position selon des conditions (voir ton code lignes 41 à 43) = EXIT

  

  Nicolas

  Keymaster

  Topics: 81

  Replies: 20863

  Been thanked: 4774 times
  05/30/2022 at 8:15 PM #194221
  HienAlpha

  Bonsoir Nicolas,

  Un grand merci pour ton aide !

  Je viens de recevoir ma licence Metascore, et j’aimerai rajouter une condition d’achat.

  Pourrais tu m’aider à le faire stp ? (Désolé, je suis vraiment très mauvais en codage, je ne sais pas faire grand chose).

  J’aimerai conserver cette stratégie (entrée quand nouvelle zone de force à condition de ne pas déjà être en position, prise de profit partielle, trailing stop avec un ratchet…) mais en rajoutant la condition stricte que le métascore soit supérieur ou égal à 80.

  J’aimerai le backtester d’abord et puis le transformer en indicateur visuel si cela se révèle probant.

  En te remerciant par avance,

  Amicalement,

  Thibaut

  1 user thanked author for this post.

  Keyeming

  

  HienAlpha

  Participant

  Topics: 1

  Replies: 15

  Been thanked: 5 times
  05/31/2022 at 9:25 AM #194246
  Nicolas

  On récupère l’information de la valeur de MetaScore comme ceci:

  myScore, ignored, ignored = CALL "MetaScore"[80, 0, 0](close)

  1	myScore, ignored, ignored = CALL "MetaScore"[80, 0, 0](close)

  ensuite on teste myScore si il est < ou > à la valeur souhaitée.

  

  Nicolas

  Keymaster

  Topics: 81

  Replies: 20863

  Been thanked: 4774 times
  05/31/2022 at 9:42 AM #194250
  HienAlpha

  D’accord, merci.

  J’ai tenté d’implémenter.

  Cela donne ça, c’est correct ?

  DEFPARAM CumulateOrders=False capitalinitial=10000 risque=0.5 exitstrategy=1 profitfactor=6 stopfactor=1.5 partialprofit=1 partialprofitfactor=3 ratchetfactor=7 // Appel des valeurs d'ExtraTrend //myTrend, ignored, ignored = CALL "ExtraTrend v2" [0,0,0,0,0](close) myTrend, ignored, ignored, ignored, ignored = CALL "ExtraTrend"[0,0,0,0,0](close) // Tendance ExtraTrend if myTrend>myTrend[1] then tendance=1 endif if myTrend<myTrend[1] then tendance=0 endif // score Metascore myScore, ignored, ignored = CALL "MetaScore"[80, 0, 0](close) if myScore>80 then tendance=1 endif if myScore<80 then tendance=0 endif //strategy of entry if tendance and not tendance[1] and not longonmarket THEN //if not longonmarket then positionsize=round(((capitalinitial+STRATEGYPROFIT)*(risque/100))/(stopfactor*averagetruerange[20])) //positionsize=round(((capitalinitial+STRATEGYPROFIT)/close) BUY positionsize shares AT MARKET set stop loss stopfactor*averagetruerange[20] if exitstrategy=0 then set target profit profitfactor*averagetruerange[20] endif flag=0 endif if longonmarket and close>=myTrend+partialprofitfactor*averagetruerange[20] and flag=0 and partialprofit=1 then sell round(positionsize/2) shares at market flag=1 endif if longonmarket and exitstrategy=1 and close<lowest[30](highest[55](high)-ratchetfactor*averagetruerange[20])then sell 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

  DEFPARAM CumulateOrders=False   capitalinitial=10000 risque=0.5 exitstrategy=1 profitfactor=6 stopfactor=1.5 partialprofit=1 partialprofitfactor=3 ratchetfactor=7   // Appel des valeurs d'ExtraTrend //myTrend, ignored, ignored = CALL "ExtraTrend v2" [0,0,0,0,0](close) myTrend, ignored, ignored, ignored, ignored = CALL "ExtraTrend"[0,0,0,0,0](close)   // Tendance ExtraTrend if myTrend>myTrend[1] then tendance=1 endif if myTrend<myTrend[1] then tendance=0 endif // score Metascore myScore, ignored, ignored = CALL "MetaScore"[80, 0, 0](close) if myScore>80 then tendance=1 endif if myScore<80 then tendance=0 endif   //strategy of entry if tendance and not tendance[1] and not longonmarket THEN //if not longonmarket then positionsize=round(((capitalinitial+STRATEGYPROFIT)*(risque/100))/(stopfactor*averagetruerange[20])) //positionsize=round(((capitalinitial+STRATEGYPROFIT)/close) BUY positionsize shares AT MARKET set stop loss stopfactor*averagetruerange[20] if exitstrategy=0 then set target profit profitfactor*averagetruerange[20] endif flag=0 endif   if longonmarket and close>=myTrend+partialprofitfactor*averagetruerange[20] and flag=0 and partialprofit=1 then sell round(positionsize/2) shares at market flag=1 endif   if longonmarket and exitstrategy=1 and close<lowest[30](highest[55](high)-ratchetfactor*averagetruerange[20])then sell at market endif

   

   

  

  HienAlpha

  Participant

  Topics: 1

  Replies: 15

  Been thanked: 5 times
  05/31/2022 at 9:50 AM #194251
  JC_Bywan

  Bonjour, pour joindre le code PRT au bon format, merci d’utiliser le bouton “insert PRT code”, s’il disparait temporairement (bug du site), merci de faire CTRL+F5 pour le faire réapparaitre, mini-tuto qui contourne le bug et permet de localiser le bouton si on ne le connait pas encore: https://www.youtube.com/watch?v=jBuqwWPW3H4

  (psa besoin de reposter, je vais éditer le code ci-dessus pour le mettre au bon format)

  

  JC_Bywan

  Moderator

  Topics: 20

  Replies: 2657

  Been thanked: 925 times
  05/31/2022 at 1:28 PM #194288
  Nicolas

  Non, la logique n’est pas correct, le code devrait être comme ceci :

  DEFPARAM CumulateOrders=False capitalinitial=10000 risque=0.5 exitstrategy=1 profitfactor=6 stopfactor=1.5 partialprofit=1 partialprofitfactor=3 ratchetfactor=7 // Appel des valeurs d'ExtraTrend //myTrend, ignored, ignored = CALL "ExtraTrend v2" [0,0,0,0,0](close) myTrend, ignored, ignored, ignored, ignored = CALL "ExtraTrend"[0,0,0,0,0](close) // Tendance ExtraTrend if myTrend>myTrend[1] then tendance=1 endif if myTrend<myTrend[1] then tendance=0 endif // score Metascore myScore, ignored, ignored = CALL "MetaScore"[80, 0, 0](close) //strategy of entry if tendance and not tendance[1] and not longonmarket and myscore>80 THEN //if not longonmarket then positionsize=round(((capitalinitial+STRATEGYPROFIT)*(risque/100))/(stopfactor*averagetruerange[20])) //positionsize=round(((capitalinitial+STRATEGYPROFIT)/close) BUY positionsize shares AT MARKET set stop loss stopfactor*averagetruerange[20] if exitstrategy=0 then set target profit profitfactor*averagetruerange[20] endif flag=0 endif if longonmarket and close>=myTrend+partialprofitfactor*averagetruerange[20] and flag=0 and partialprofit=1 then sell round(positionsize/2) shares at market flag=1 endif if longonmarket and exitstrategy=1 and close<lowest[30](highest[55](high)-ratchetfactor*averagetruerange[20])then sell 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

  DEFPARAM CumulateOrders=False   capitalinitial=10000 risque=0.5 exitstrategy=1 profitfactor=6 stopfactor=1.5 partialprofit=1 partialprofitfactor=3 ratchetfactor=7   // Appel des valeurs d'ExtraTrend //myTrend, ignored, ignored = CALL "ExtraTrend v2" [0,0,0,0,0](close) myTrend, ignored, ignored, ignored, ignored = CALL "ExtraTrend"[0,0,0,0,0](close)   // Tendance ExtraTrend if myTrend>myTrend[1] then tendance=1 endif if myTrend<myTrend[1] then tendance=0 endif // score Metascore myScore, ignored, ignored = CALL "MetaScore"[80, 0, 0](close)   //strategy of entry if tendance and not tendance[1] and not longonmarket and myscore>80 THEN //if not longonmarket then positionsize=round(((capitalinitial+STRATEGYPROFIT)*(risque/100))/(stopfactor*averagetruerange[20])) //positionsize=round(((capitalinitial+STRATEGYPROFIT)/close) BUY positionsize shares AT MARKET set stop loss stopfactor*averagetruerange[20] if exitstrategy=0 then set target profit profitfactor*averagetruerange[20] endif flag=0 endif   if longonmarket and close>=myTrend+partialprofitfactor*averagetruerange[20] and flag=0 and partialprofit=1 then sell round(positionsize/2) shares at market flag=1 endif   if longonmarket and exitstrategy=1 and close<lowest[30](highest[55](high)-ratchetfactor*averagetruerange[20])then sell at market endif

  

  Nicolas

  Keymaster

  Topics: 81

  Replies: 20863

  Been thanked: 4774 times
  05/31/2022 at 5:08 PM #194326
  HienAlpha

  Super !

  Un grand merci Nicolas.

  Excellente soirée à toi,

  1 user thanked author for this post.

  Keyeming

  

  HienAlpha

  Participant

  Topics: 1

  Replies: 15

  Been thanked: 5 times
  06/22/2022 at 10:20 PM #195900
  HienAlpha

  Bonjour Nicolas,

  J’ai développé une variante de ma stratégie, en incluant une partie SHORT.

  Mais j’ai du mal à la transformer en indicateur visuel ^^

  Je ne veux pas abuser mais pourrais tu m’aider stp ?

  (Désolé mais j’ai beau tape CTRL+F5 mais le bouton Insert PRT code ne s’affiche pas…)

  DEFPARAM CumulateOrders=False capitalinitial=100000 risque=0.5 exitstrategy=1 profitfactor=6 stopfactor=1.5 partialprofit=1 partialprofitfactor=3 ratchetfactor=7 //myTrend, ignored, ignored = CALL "ExtraTrend v2" [0,0,0,0,0](close) myTrend, ignored, ignored, myReDyn, ignored = CALL "ExtraTrend"[0,0,0,0,0](close) // Tendance ExtraTrend if myTrend>myTrend[1] then tendance=1 endif if myTrend<myTrend[1] then tendance=0 endif // Break Résistance Dynamique ExtraTrend if myReDyn>myReDyn[1] then ReDyn=1 endif if myReDyn<myReDyn[1] then ReDyn=0 endif // Metascore myScore, ignored, ignored = CALL "MetaScore"[0,0,0](close) //STRATEGIES OF BUY if tendance and not tendance[1] and not longonmarket and not shortonmarket and myScore>80 and ReDyn=1 THEN //if not longonmarket then positionsize=round(((capitalinitial+STRATEGYPROFIT)*(risque/100))/(stopfactor*averagetruerange[20])) //positionsize=round(((capitalinitial+STRATEGYPROFIT)/close) BUY positionsize shares AT MARKET set stop loss stopfactor*averagetruerange[20] if exitstrategy=0 then set target profit profitfactor*averagetruerange[20] endif flag=0 endif if longonmarket and close>=myTrend+partialprofitfactor*averagetruerange[20] and flag=0 and partialprofit=1 then sell round(positionsize/2) shares at market flag=1 endif if longonmarket and exitstrategy=1 and close<lowest[30](highest[55](high)-ratchetfactor*averagetruerange[20])then sell at market endif //STRATEGIES OF SELL if not tendance and not tendance[0] and not shortonmarket and not longonmarket and myScore<20 THEN //if not ShortOnMarket then positionsize=round(((capitalinitial+STRATEGYPROFIT)*(risque/100))/(stopfactor*averagetruerange[20])) //positionsize=round(((capitalinitial+STRATEGYPROFIT)/close) SELLSHORT positionsize shares AT MARKET set stop loss stopfactor*averagetruerange[20] if exitstrategy=0 then set target profit profitfactor*averagetruerange[20] endif flag=0 endif if shortonmarket and close>=myTrend+partialprofitfactor*averagetruerange[20] and flag=0 and partialprofit=1 then sell round(positionsize/2) shares at market flag=1 endif if shortonmarket and exitstrategy=1 and close<lowest[30](highest[55](high)-ratchetfactor*averagetruerange[20])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

  DEFPARAM CumulateOrders=False   capitalinitial=100000 risque=0.5 exitstrategy=1 profitfactor=6 stopfactor=1.5 partialprofit=1 partialprofitfactor=3 ratchetfactor=7   //myTrend, ignored, ignored = CALL "ExtraTrend v2" [0,0,0,0,0](close) myTrend, ignored, ignored, myReDyn, ignored = CALL "ExtraTrend"[0,0,0,0,0](close)   // Tendance ExtraTrend if myTrend>myTrend[1] then tendance=1 endif if myTrend<myTrend[1] then tendance=0 endif   // Break Résistance Dynamique ExtraTrend if myReDyn>myReDyn[1] then ReDyn=1 endif if myReDyn<myReDyn[1] then ReDyn=0 endif   // Metascore myScore, ignored, ignored = CALL "MetaScore"[0,0,0](close)   //STRATEGIES OF BUY   if tendance and not tendance[1] and not longonmarket and not shortonmarket and myScore>80 and ReDyn=1 THEN //if not longonmarket then positionsize=round(((capitalinitial+STRATEGYPROFIT)*(risque/100))/(stopfactor*averagetruerange[20]))   //positionsize=round(((capitalinitial+STRATEGYPROFIT)/close) BUY positionsize shares AT MARKET set stop loss stopfactor*averagetruerange[20] if exitstrategy=0 then set target profit profitfactor*averagetruerange[20] endif flag=0 endif   if longonmarket and close>=myTrend+partialprofitfactor*averagetruerange[20] and flag=0 and partialprofit=1 then sell round(positionsize/2) shares at market flag=1 endif   if longonmarket and exitstrategy=1 and close<lowest[30](highest[55](high)-ratchetfactor*averagetruerange[20])then sell at market endif   //STRATEGIES OF SELL if not tendance and not tendance[0] and not shortonmarket and not longonmarket and myScore<20 THEN   //if not ShortOnMarket then positionsize=round(((capitalinitial+STRATEGYPROFIT)*(risque/100))/(stopfactor*averagetruerange[20]))   //positionsize=round(((capitalinitial+STRATEGYPROFIT)/close) SELLSHORT positionsize shares AT MARKET set stop loss stopfactor*averagetruerange[20] if exitstrategy=0 then set target profit profitfactor*averagetruerange[20] endif flag=0 endif   if shortonmarket and close>=myTrend+partialprofitfactor*averagetruerange[20] and flag=0 and partialprofit=1 then sell round(positionsize/2) shares at market flag=1 endif   if shortonmarket and exitstrategy=1 and close<lowest[30](highest[55](high)-ratchetfactor*averagetruerange[20])then exitshort at market endif

   

  

  HienAlpha

  Participant

  Topics: 1

  Replies: 15

  Been thanked: 5 times
• Author
  Posts