Message : Remplacez les variables par des valeurs fixes

• 06/05/2020 at 12:49 AM #134616
  oxy75

  Bonjour à tous,

  //Source idea: https://www.whselfinvest.nl/nl-nl/trading-platform/gratis-trading-strategie/tradingsysteem/17-ichimoku-tkc Defparam CumulateOrders = false // Cumulating positions deactivated //Defparam flatafter = 164500 //VARIABLES once StartE = 010000 //start time for opening positions once StartL = 230000 //ending time for opening positions (only trading in the morning) once N = 1 // initieel aantal contracten OTD = Barindex - TradeIndex(5) > IntradayBarIndex // limits the (opening) trades till 1 per day once Spread = 1 //total spread buy and sell, the actual price is always in between ! once SL = round(close * 100/10000) //Setting Stop loss //Dynamic for indices // Ichimoku settings TenkanSen = (highest[S](high)+lowest[S](low))/2 // default setting S = 9 KijunSen = (highest[M](high)+lowest[M](low))/2 // default setting M = 26 SenkouSpanA = (Tenkansen[M]+Kijunsen[M])/2 // default setting M = 26 SenkouSpanB = (highest[L](High[M])+lowest[L](Low[M]))/2 //default setting L = 52 // Closing methodes (described for long positions, for short positions exactly the opposite //Method 1 if TenkanSen crosses under the Kijunsen //Method 2 if close closes under the upper side of the Kumo / Cloud, based upon the SenkouSpanA //Method 3 if close closes under the lower side of the Kumo / Cloud, based upon the SenkouSpanB ClosingMethod = cm //default is cm = 1 //Open LONG BUY conditions (2): // 1: Tenkan Sen crosses over the Kijun Sen AND // 2: Close is within 4 periods after the crossing above the Kumo (cloud), defined as Max(SenkouSpanA, SenkouSpanB) / //Open SHORT SELL conditions (2): // 1: Tenkan Sen crosses under the Kijun Sen AND // 2: Close is within 4 periods after the crossing BELOW the Kumo (cloud), defined as Min(SenkouSpanA, SenkouSpanB) / KumoBorderLong = Max(SenkouSpanA, SenkouSpanB) // KumoBorderShort = Min(SenkouSpanA, SenkouSpanB) // //graph KumoBorderShort If TenkanSen crosses over KijunSen then // base for counting bars when crossing takes place CondLong = 1 else CondLong = 0 endif If TenkanSen crosses under KijunSen then CondShort = 1 else CondShort = 0 endif //graph cond1L if time >= StartE And time <= StartL and OTD and not onmarket then IF summation[4](CondLong) = 1 and summation[4](CondShort) = 0 and Close > KumoBorderLong then // BUY N shares AT MARKET SET STOP ploss SL endif IF summation[4](CondLong) = 0 and summation[4](CondShort) = 1 and Close < KumoBorderShort THEN // SELLSHORT N shares AT MARKET //short sell conditie SET STOP pLOSS SL endif endif // end purchase conditions if not onmarket then PriceExit = 0 endif if longonmarket then // 3 Exit strategies if ClosingMethod = 1 then If TenkanSen crosses under KijunSen then sell at market endif endif if ClosingMethod = 2 then if close - Spread * 0.5 < KumoBorderShort then //to secure a possible stop for Sell at market PriceExit = close - Spread * 0.5 else PriceExit = KumoBorderShort // regular STOP for sell at market, set for each trading bar endif endif if ClosingMethod = 3 then if close - Spread * 0.5 < KumoBorderLong then //to secure a possible stop for Sell at market PriceExit = close - Spread * 0.5 else PriceExit = KumoBorderShort // regular STOP for sell at market, set for each trading bar endif endif endif if shortonmarket then //// 3 Exit strategies if ClosingMethod = 1 then If TenkanSen crosses over KijunSen then exitshort at market endif endif if ClosingMethod = 2 then if close + Spread * 0.5 > KumoBorderLong then //to secure a possible stop for Sell at market PriceExit = close + Spread * 0.5 else PriceExit = KumoBorderLong // regular STOP for EXIT SHORT at market, set for each trading bar endif endif if ClosingMethod = 3 then if close + Spread * 0.5 > KumoBorderShort then //to secure a possible stop for Sell at market PriceExit = close + Spread * 0.5 else PriceExit = KumoBorderShort // regular STOP for EXIT SHORT at market, set for each trading bar endif endif endif //exit on trailing stop price levels if onmarket and priceexit>0 then //price exit set for each trading bar EXITSHORT AT priceexit STOP SELL AT priceexit STOP endif //graph priceexit

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  //Source idea: https://www.whselfinvest.nl/nl-nl/trading-platform/gratis-trading-strategie/tradingsysteem/17-ichimoku-tkc Defparam CumulateOrders = false // Cumulating positions deactivated //Defparam flatafter = 164500 //VARIABLES once StartE = 010000 //start time for opening positions once StartL = 230000 //ending time for opening positions (only trading in the morning) once N = 1 // initieel aantal contracten OTD = Barindex - TradeIndex(5) > IntradayBarIndex // limits the (opening) trades till 1 per day once Spread = 1 //total spread buy and sell, the actual price is always in between ! once SL = round(close * 100/10000) //Setting Stop loss //Dynamic for indices   // Ichimoku settings TenkanSen = (highest[S](high)+lowest[S](low))/2 // default setting S = 9 KijunSen = (highest[M](high)+lowest[M](low))/2 // default setting M = 26 SenkouSpanA = (Tenkansen[M]+Kijunsen[M])/2 // default setting M = 26 SenkouSpanB = (highest[L](High[M])+lowest[L](Low[M]))/2 //default setting L = 52   // Closing methodes (described for long positions, for short positions exactly the opposite //Method 1 if TenkanSen crosses under the Kijunsen //Method 2 if close closes under the upper side of the Kumo / Cloud, based upon the SenkouSpanA //Method 3 if close closes under the lower side of the Kumo / Cloud, based upon the SenkouSpanB ClosingMethod = cm //default is cm = 1   //Open LONG BUY conditions (2): // 1: Tenkan Sen crosses over the Kijun Sen AND // 2: Close is within 4 periods after the crossing above the Kumo (cloud), defined as Max(SenkouSpanA, SenkouSpanB) /   //Open SHORT SELL conditions (2): // 1: Tenkan Sen crosses under the Kijun Sen AND // 2: Close is within 4 periods after the crossing BELOW the Kumo (cloud), defined as Min(SenkouSpanA, SenkouSpanB) /     KumoBorderLong = Max(SenkouSpanA, SenkouSpanB) // KumoBorderShort = Min(SenkouSpanA, SenkouSpanB) // //graph KumoBorderShort If TenkanSen crosses over KijunSen then // base for counting bars when crossing takes place CondLong = 1 else CondLong = 0 endif If TenkanSen crosses under KijunSen then CondShort = 1 else CondShort = 0 endif //graph cond1L if time >= StartE And time <= StartL and OTD and not onmarket then IF summation[4](CondLong) = 1 and summation[4](CondShort) = 0 and Close > KumoBorderLong then // BUY N shares AT MARKET SET STOP ploss SL endif IF summation[4](CondLong) = 0 and summation[4](CondShort) = 1 and Close < KumoBorderShort THEN // SELLSHORT N shares AT MARKET //short sell conditie SET STOP pLOSS SL endif endif // end purchase conditions   if not onmarket then PriceExit = 0 endif if longonmarket then // 3 Exit strategies if ClosingMethod = 1 then If TenkanSen crosses under KijunSen then sell at market endif endif if ClosingMethod = 2 then if close - Spread * 0.5 < KumoBorderShort then //to secure a possible stop for Sell at market PriceExit = close - Spread * 0.5 else PriceExit = KumoBorderShort // regular STOP for sell at market, set for each trading bar endif endif if ClosingMethod = 3 then if close - Spread * 0.5 < KumoBorderLong then //to secure a possible stop for Sell at market PriceExit = close - Spread * 0.5 else PriceExit = KumoBorderShort // regular STOP for sell at market, set for each trading bar endif endif endif   if shortonmarket then //// 3 Exit strategies if ClosingMethod = 1 then If TenkanSen crosses over KijunSen then exitshort at market endif endif if ClosingMethod = 2 then if close + Spread * 0.5 > KumoBorderLong then //to secure a possible stop for Sell at market PriceExit = close + Spread * 0.5 else PriceExit = KumoBorderLong // regular STOP for EXIT SHORT at market, set for each trading bar endif endif if ClosingMethod = 3 then if close + Spread * 0.5 > KumoBorderShort then //to secure a possible stop for Sell at market PriceExit = close + Spread * 0.5 else PriceExit = KumoBorderShort // regular STOP for EXIT SHORT at market, set for each trading bar endif endif endif   //exit on trailing stop price levels if onmarket and priceexit>0 then //price exit set for each trading bar EXITSHORT AT priceexit STOP SELL AT priceexit STOP endif   //graph priceexit

  Je testais ce code et au moment de l’activer ProOrder m’indique “Remplacez les variables par des valeurs fixes” (page initiale du code : https://www.prorealcode.com/prorealtime-trading-strategies/an-ichimoku-strategy/)

  Quelles sont les valeurs qui doivent être remplacées (je suis très novice en la matière ^^)

  Merci de votre aide.

   

  

  oxy75

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  06/05/2020 at 3:17 AM #134619
  oxy75

  Je crois comprendre que c’est par là que cela se passe (voir PJ). Après je suis preneur d’info pour savoir quoi faire 🙂 Je bloque. Merci d’avance.

   

  

  oxy75

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  06/05/2020 at 7:55 AM #134626
  Nicolas

  En effet, l’auteur a introduit des variables à optimiser pour ses backtests. Mais pour passer en réel, ProOrder doit bien entendu quelles sont les valeurs à utiliser pour calculer les indicateurs. Toutes ces valeurs de variables doivent donc être fixes, à lecture du code, il s’agit des variables S,L et M (paramètres de l’ichimoku) et la variable “cm”, soit le mode d’entrée selon l’auteur, tout est décrit dans le code ! 😉

  

  Nicolas

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  06/05/2020 at 10:23 AM #134671
  oxy75

  Bonjour Nicolas,

  Si je comprends bien la saisie attendu est une des 4 suivantes :

  Once ClosingMethod = cm  (ou S/ ou M/ ou L à la place de cm suivant le choix de chacun) ? Cette écriture est correcte ?

  Merci de ton aide,

   

  

  oxy75

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  06/05/2020 at 12:21 PM #134701
  Nicolas

  Oui il faut remplacer ces lettres par des valeurs en chiffres, celles que tu auras choisi pour lancer l’algorithme de trading en réel.

  

  Nicolas

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  06/05/2020 at 3:13 PM #134723
  oxy75

  Bon, je n’y arrive pas …

  J’ai essayé

  once ClosingMethod = [1] once ClosingMethod = [1;3][1] once ClosingMethod = cm=[1]

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  once ClosingMethod = [1]   once ClosingMethod = [1;3][1] once ClosingMethod = cm=[1]

  Marche pas … je galère je sais pas comment faire

   

  

  oxy75

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  06/05/2020 at 5:45 PM #134761
  oxy75

  Re, bon je crois que j’avance 😀

   

  J’ai mis un peu au hasard ces valeurs :

   

  S =7 M = 14 L = 55 cm = 1 // Ichimoku settings TenkanSen = (highest[S](high)+lowest[S](low))/2 // default setting S = 9 KijunSen = (highest[M](high)+lowest[M](low))/2 // default setting M = 26 SenkouSpanA = (Tenkansen[M]+Kijunsen[M])/2 // default setting M = 26 SenkouSpanB = (highest[L](High[M])+lowest[L](Low[M]))/2 //default setting L = 52 // Closing methodes (described for long positions, for short positions exactly the opposite //Method 1 if TenkanSen crosses under the Kijunsen //Method 2 if close closes under the upper side of the Kumo / Cloud, based upon the SenkouSpanA //Method 3 if close closes under the lower side of the Kumo / Cloud, based upon the SenkouSpanB once ClosingMethod = cm //default is cm = 1

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  S =7 M = 14 L = 55 cm = 1   // Ichimoku settings TenkanSen = (highest[S](high)+lowest[S](low))/2 // default setting S = 9 KijunSen = (highest[M](high)+lowest[M](low))/2 // default setting M = 26 SenkouSpanA = (Tenkansen[M]+Kijunsen[M])/2 // default setting M = 26 SenkouSpanB = (highest[L](High[M])+lowest[L](Low[M]))/2 //default setting L = 52   // Closing methodes (described for long positions, for short positions exactly the opposite //Method 1 if TenkanSen crosses under the Kijunsen //Method 2 if close closes under the upper side of the Kumo / Cloud, based upon the SenkouSpanA //Method 3 if close closes under the lower side of the Kumo / Cloud, based upon the SenkouSpanB once ClosingMethod = cm //default is cm = 1

   

  Ca a l’air de se lancer. Mais du coup à quoi servent les valeurs M S et L ? 🙂

   

  

  oxy75

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  06/05/2020 at 6:11 PM #134773
  fifi743

  bonjour,

  tu utilise qu’elle version de PRT ?

   

  

  fifi743

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  06/05/2020 at 6:37 PM #134778
  oxy75

  Bonjour.

  La 10.3

  

  oxy75

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  06/05/2020 at 6:41 PM #134779
  fifi743

  ci joint ichimoku avec les bonnes valeur

  // ichimoku Tenkan = (highest[9](high)+lowest[9](low))/2 Kijun = (highest[26](high)+lowest[26](low))/2 SSpanA = (tenkan[26]+kijun[26])/2 SSpanB = (highest[52](high[26])+lowest[52](low[26]))/2 FutureSpanA = (tenkan+kijun)/2 FutureSpanB = (highest[52](high)+lowest[52](low))/2

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  // ichimoku Tenkan = (highest[9](high)+lowest[9](low))/2 Kijun = (highest[26](high)+lowest[26](low))/2 SSpanA = (tenkan[26]+kijun[26])/2 SSpanB = (highest[52](high[26])+lowest[52](low[26]))/2 FutureSpanA = (tenkan+kijun)/2 FutureSpanB = (highest[52](high)+lowest[52](low))/2

   

  

  fifi743

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  06/05/2020 at 6:58 PM #134783
  oxy75

  Merci 🙂 Sais tu à quoi correspondent les valeurs S / M / L dans le code ?

   

  A ces valeurs mêmes mais codées différemment ?

  

  oxy75

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  06/05/2020 at 7:12 PM #134786
  fifi743

  tu peux remplacer les chiffres par des lettres et donnée plus haut des valeurs a tes lettres

  

  fifi743

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  06/07/2020 at 10:51 AM #134975
  Nicolas

  Ces valeurs sont celles issues de l’optimisation, donc tu indiques celles que tu veux, ces lettres auraient pu être des mots comme tata, tonton, ou toto, peu importe.

  

  Nicolas

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  06/07/2020 at 11:45 AM #134999
  oxy75

  Je suis depuis quelques jours en train de découvrir tout ca, j’ai réussi à faire fonctionner et différents test.  je vous remercie de votre aide.

  

  oxy75

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  07/20/2020 at 2:17 PM #139687
  Vital

  Bonjour,

  je profite des réponses ci-dessus pour poser une question en rapport avec les variables optimisées; si je dois écrire par exemple (i compris entre 0 et 9) comment je pourrai l’écrire ?

  Merci;

  Vital

  

  Vital

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