Money management, probleme de stop loss.

• 11/12/2020 at 12:23 AM #150200
  Velociraptux

  Salut.

  J’essaye de trouver un moyen pour que ma variable TSL ,qui est la taille de mon stop loss, soit utilisé dans mon calcul de risque, dans la variable StopLoss (ligne19, pour remplacer le 10)

  Si vous avez une idée, je suis prenneur.

  Merci

  EURUSD1H

  DEFPARAM cumulateOrders = False Defparam flatafter = 160000 once StartE = 80000 once StartL = 113000 once Period = 15 once Period2 = 15 Series = (open+high+low+Close)/4 Seriesv2 = (open+high+low+Close)/4 OTD = Barindex - TradeIndex(1) > IntradayBarIndex TSL = round(100/10000*close) //////////////////////////////////// REM Money Management Capital = 10000 Risk = 0.01 StopLoss = 10// Je voudrais ici que ma variable TSL soit utilisé. REM Calculate contracts equity = Capital + StrategyProfit maxrisk = round(equity*Risk) PositionSize = abs(round((maxrisk/StopLoss)/PointValue)*pipsize) //PUT AFR AND AFRv2 HERE// Period = MAX(Period, 2) alpha = 2 / (1 + Period) IF BarIndex = 0 THEN p1 = Series p2 = Series ELSE p1 = p1[1] + alpha * (Series - p1[1]) p2 = p2[1] + alpha * (p1 - p2[1]) ENDIF AFR = (((2 - alpha) * p1 - p2) / (1 - alpha)) Period2 = MAX(Period2, 1) MA1 = ExponentialAverage[Period2](Seriesv2) MA2 = ExponentialAverage[Period2](MA1) MA3 = ExponentialAverage[Period2](MA2) MA4 = ExponentialAverage[Period2](MA3) MA5 = ExponentialAverage[Period2](MA4) MA6 = ExponentialAverage[Period2](MA5) MA7 = ExponentialAverage[Period2](MA6) MA8 = ExponentialAverage[Period2](MA7) AFRV2 = (8 * MA1) - (28 * MA2) + (56 * MA3) - (70 * MA4) + (56 * MA5) - (28 * MA6) + (8 * MA7) - MA8 ///////////////////////////////////// wAFR = exponentialaverage[30](AFR) wAFRv2 = exponentialaverage[30](AFRv2) if time >= StartE And time <= StartL and OTD then IF wAFR > wAFRv2 and wAFR[1] < wAFRv2[1] then BUY PositionSize CONTRACTS AT MARKET SET STOP PLOSS TSL //SET STOP PTRAILING TSL //SET TARGET PPROFIT TSL else if wAFR < wAFRv2 and wAFR[1] > wAFRv2[1] then SELLSHORT PositionSize CONTRACTS AT MARKET SET STOP PLOSS TSL //SET STOP PTRAILING TSL //SET TARGET PPROFIT TSL endif endif endif

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  DEFPARAM cumulateOrders = False Defparam flatafter = 160000 once StartE = 80000 once StartL = 113000   once Period = 15 once Period2 = 15   Series = (open+high+low+Close)/4 Seriesv2 = (open+high+low+Close)/4   OTD = Barindex - TradeIndex(1) > IntradayBarIndex TSL = round(100/10000*close) ////////////////////////////////////   REM Money Management Capital = 10000 Risk = 0.01 StopLoss = 10// Je voudrais ici que ma variable TSL soit utilisé. REM Calculate contracts equity = Capital + StrategyProfit maxrisk = round(equity*Risk) PositionSize = abs(round((maxrisk/StopLoss)/PointValue)*pipsize)     //PUT AFR AND AFRv2 HERE// Period = MAX(Period, 2) alpha = 2 / (1 + Period) IF BarIndex = 0 THEN p1 = Series p2 = Series ELSE p1 = p1[1] + alpha * (Series - p1[1]) p2 = p2[1] + alpha * (p1 - p2[1]) ENDIF AFR = (((2 - alpha) * p1 - p2) / (1 - alpha))       Period2 = MAX(Period2, 1) MA1 = ExponentialAverage[Period2](Seriesv2) MA2 = ExponentialAverage[Period2](MA1) MA3 = ExponentialAverage[Period2](MA2) MA4 = ExponentialAverage[Period2](MA3) MA5 = ExponentialAverage[Period2](MA4) MA6 = ExponentialAverage[Period2](MA5) MA7 = ExponentialAverage[Period2](MA6) MA8 = ExponentialAverage[Period2](MA7) AFRV2 = (8 * MA1) - (28 * MA2) + (56 * MA3) - (70 * MA4) + (56 * MA5) - (28 * MA6) + (8 * MA7) - MA8       ///////////////////////////////////// wAFR = exponentialaverage[30](AFR) wAFRv2 = exponentialaverage[30](AFRv2)   if time >= StartE And time <= StartL and OTD  then IF wAFR  > wAFRv2  and wAFR[1] < wAFRv2[1] then BUY PositionSize CONTRACTS AT MARKET SET STOP PLOSS TSL //SET STOP PTRAILING TSL //SET TARGET PPROFIT TSL else if wAFR < wAFRv2  and wAFR[1] > wAFRv2[1] then SELLSHORT PositionSize CONTRACTS AT MARKET SET STOP PLOSS TSL //SET STOP PTRAILING TSL //SET TARGET PPROFIT TSL endif endif endif

   

  

  Velociraptux

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  11/12/2020 at 5:33 PM #150321
  Velociraptux

  De mémoire,  voici ce que j’ai essayé.

  Si l’ EURUD =1.15

  Alors mon TSL =0.0115, soit 115 pips

  Je ne peux pas mettre 0.0115. Et si jele multiplie par 10000, il me semble que ma perte maximale et superieur a 1% de mon capital. Ou que a 300$ de capital, le probacktest ne fonctionne plus et ne prend plus de positions.(de mémoire, je ne suis pas devant le pc)

   

  

  Velociraptux

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  11/13/2020 at 8:20 AM #150349
  Nicolas

  Quelquechose comme :

  StopLoss = TSL/pointvalue

  1	StopLoss = TSL/pointvalue

  Par contre puisqu’il est dynamique (TSL), attention à ne pas modifier la taille de ton stoploss lorsque tu es déjà au marché, et c’est ce que tu fais, sauf erreur de ma part, aux lignes 66 et 72.

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  Velociraptux

  

  Nicolas

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  11/16/2020 at 1:26 AM #150589
  Velociraptux

  Merci Nicolas.

   

  Ma variable s’appelle TSL car je ne l’ai pas changer, mais mon stop loss est fixe.

  

  Velociraptux

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