NASDAQ 5 MINUTES
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05/30/2022 at 6:33 PM #194215
Bonjour a tous voici un stratégie algo sur nadasq 5 minutes je voudrais pouvoir l’améliorer avec vous . Les résultats sont satisfaisant mais une amélioration serait la bien venue.
nasdaq 5 minutes123456789101112131415161718192021222324252627282930313233343536373839404142434445464748495051525354555657585960616263646566676869707172737475767778798081828384858687888990919293949596979899100101102103104105106107108109110111112113114115116117118119120121122123124125126127128129130// Définition des paramètres du codeDEFPARAM CumulateOrders = False // Cumul des positions désactivé// Annule tous les ordres en attente et ferme toutes les positions à l'heure "FLATAFTER"DEFPARAM FLATAFTER = 223000// Empêche le système de placer des ordres pour entrer sur le marché ou augmenter la taille d'une position avant l'heure spécifiéenoEntryBeforeTime = 153000timeEnterBefore = time >= noEntryBeforeTime// Empêche le système de placer des ordres pour entrer sur le marché ou augmenter la taille d'une position après l'heure spécifiéenoEntryAfterTime = 223000timeEnterAfter = time < noEntryAfterTime// Empêche le système de placer de nouveaux ordres sur les jours de la semaine spécifiésdaysForbiddenEntry = OpenDayOfWeek = 6 OR OpenDayOfWeek = 0// Conditions pour ouvrir une position acheteuseindicator1 = SenkouSpanB[9,26,52]c1 = (close CROSSES OVER indicator1)indicator2 = SenkouSpanA[9,26,52]c2 = (close CROSSES OVER indicator2)IF (c1 AND c2) AND timeEnterBefore AND timeEnterAfter AND not daysForbiddenEntry THENBUY 1 CONTRACT AT MARKETENDIF// Stops et objectifsSET STOP pTRAILING 200SET TARGET pPROFIT 190IF Not OnMarket THEN//// when NOT OnMarket reset values to default values//TrailStart = 90 //30 Start trailing profits from this pointBasePerCent = 0.000 //20.0% Profit percentage to keep when setting BerakEvenStepSize = 10 //10 Pip chunks to increase PercentagePerCentInc = 0.100 //10.0% PerCent increment after each StepSize chunkBarNumber = 10 //10 Add further % so that trades don't keep running too longBarPerCent = 0.100 //10% Add this additional percentage every BarNumber barsRoundTO = -0.5 //-0.5 rounds always to Lower integer, +0.4 rounds always to Higher integer, 0 defaults PRT behaviourPriceDistance = 7 * pipsize //7 minimun distance from current pricey1 = 0 //reset to 0y2 = 0 //reset to 0ProfitPerCent = BasePerCent //reset to desired default valueTradeBar = BarIndexELSIF LongOnMarket AND close > (TradePrice + (y1 * pipsize)) THEN //LONG positions//// compute the value of the Percentage of profits, if any, to lock in for LONG trades//x1 = (close - tradeprice) / pipsize //convert price to pipsIF x1 >= TrailStart THEN // go ahead only if N+ pipsDiff1 = abs(TrailStart - x1) //difference from current profit and TrailStartChunks1 = max(0,round((Diff1 / StepSize) + RoundTO)) //number of STEPSIZE chunksProfitPerCent = BasePerCent + (BasePerCent * (Chunks1 * PerCentInc)) //compute new size of ProfitPerCent// compute number of bars elapsed and add an additionl percentage// (this percentage is different from PerCentInc, since it's a direct percentage, not a Percentage of BasePerCent)// (if BasePerCent is 20% and this is 10%, the whole percentage will be 30%, not 22%)BarCount = BarIndex - TradeBarIF BarCount MOD BarNumber = 0 THENProfitPerCent = ProfitPerCent + BarPerCentENDIF//ProfitPerCent = max(ProfitPerCent[1],min(100,ProfitPerCent)) //make sure ProfitPerCent doess not exceed 100%y1 = max(x1 * ProfitPerCent, y1) //y1 = % of max profitENDIFELSIF ShortOnMarket AND close < (TradePrice - (y2 * pipsize)) THEN //SHORT positions//// compute the value of the Percentage of profits, if any, to lock in for SHORT trades//x2 = (tradeprice - close) / pipsize //convert price to pipsIF x2 >= TrailStart THEN // go ahead only if N+ pipsDiff2 = abs(TrailStart - x2) //difference from current profit and TrailStartChunks2 = max(0,round((Diff2 / StepSize) + RoundTO)) //number of STEPSIZE chunksProfitPerCent = BasePerCent + (BasePerCent * (Chunks2 * PerCentInc)) //compute new size of ProfitPerCent// compute number of bars elapsed and add an additionl percentage// (this percentage is different from PerCentInc, since it's a direct percentage, not a Percentage of BasePerCent)// (if BasePerCent is 20% and this is 10%, the whole percentage will be 30%, not 22%)BarCount = BarIndex - TradeBarIF BarCount MOD BarNumber = 0 THENProfitPerCent = ProfitPerCent + BarPerCentENDIF//ProfitPerCent = max(ProfitPerCent[1],min(100,ProfitPerCent)) //make sure ProfitPerCent doess not exceed 100%y2 = max(x2 * ProfitPerCent, y2) //y2 = % of max profitENDIFENDIFIF y1 THEN //Place pending STOP order when y1 > 0 (LONG positions)SellPrice = Tradeprice + (y1 * pipsize) //convert pips to price//// check the minimun distance between ExitPrice and current price//IF abs(close - SellPrice) > PriceDistance THEN//// place either a LIMIT or STOP pending order according to current price positioning//IF close >= SellPrice THENSELL AT SellPrice STOPELSESELL AT SellPrice LIMITENDIFELSE////sell AT MARKET when EXITPRICE does not meet the broker's minimun distance from current price//SELL AT MarketENDIFENDIFIF y2 THEN //Place pending STOP order when y2 > 0 (SHORT positions)ExitPrice = Tradeprice - (y2 * pipsize) //convert pips to price//// check the minimun distance between ExitPrice and current price//IF abs(close - ExitPrice) > PriceDistance THEN//// place either a LIMIT or STOP pending order according to current price positioning//IF close <= ExitPrice THENEXITSHORT AT ExitPrice STOPELSEEXITSHORT AT ExitPrice LIMITENDIFELSE////ExitShort AT MARKET when EXITPRICE does not meet the broker's minimun distance from current price//EXITSHORT AT MarketENDIFENDIF06/03/2022 at 9:50 AM #194531Bonjour, j’ai partagé une stratégie qui pourrait me donner son avis et travailler decu pour l’améliorer .
dans l’attente de vous lire les copains.
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