algo de trading NASDAQ 5 MINUTES

• 08/13/2022 at 4:15 PM #199023
  Marlaynicolas

  Bonjour à tous ,

  je vous partage une strategie nadasq en 5 minutes en algo.

  Je voudrais intégrer la condition ” si mon trade arrive à temps de bougies par exemple 1000 je voudrais qu’il me coupe la position total ou ce qu’il restera en contrat ” est ce que vous pouvez m’aider à intégrer celle ci dans ce qui suit.

  J’ai beau essayé ma tête fume et rien ne se passe, je ne sais pas ou mettre le paramètre et comment l’écrire.

  Et si quelqu’un pouvait travailler dessus pour réduire les pertes ca serait génial et me donner son avis. si cela vaut le coup de le mettre en route.

  Je vous remercie dans l’attente de vous lire.

  nadasq 5 minutes

  // Définition des paramètres du code DEFPARAM CumulateOrders = false // pas de cumul de positions DEFPARAM Preloadbars = 1000000 capital= 50000 // Empêche le système de placer des ordres pour entrer sur le marché ou augmenter la taille d'une position avant l'heure spécifiée noEntryBeforeTime = 150000 timeEnterBefore = time >= noEntryBeforeTime // Empêche le système de placer des ordres pour entrer sur le marché ou augmenter la taille d'une position après l'heure spécifiée noEntryAfterTime = 223000 timeEnterAfter = time < noEntryAfterTime // Empêche le système de placer de nouveaux ordres sur les jours de la semaine spécifiés daysForbiddenEntry = OpenDayOfWeek = 6 OR OpenDayOfWeek = 0 // Conditions pour ouvrir une position acheteuse indicator1 = SenkouSpanA[9,26,52] c1 = (close CROSSES OVER indicator1) indicator2 = SenkouSpanB[9,26,52] c2 = (close CROSSES OVER indicator2) c3 = (close > DOpen(0)[1]) IF (c1 AND c2 ) AND timeEnterBefore AND timeEnterAfter AND not daysForbiddenEntry THEN BUY 2 CONTRACT AT MARKET partial=0 ENDIF // sortie partielle if longonmarket and positionperf>1.7/100 and partial=0 then sell countofposition/1.5 contract at market partial = 1 endif // Stops et objectifs set stop %loss 2.0 set target %profit 1.73 IF Not OnMarket THEN // // when NOT OnMarket reset values to default values // TrailStart = 65 //30 Start trailing profits from this point BasePerCent = 0.000 //20.0% Profit percentage to keep when setting BerakEven StepSize = 1 //10 Pip chunks to increase Percentage PerCentInc = 0.000 //10.0% PerCent increment after each StepSize chunk BarNumber = 10 //10 Add further % so that trades don't keep running too long BarPerCent = 0.235 //10% Add this additional percentage every BarNumber bars RoundTO = -0.5 //-0.5 rounds always to Lower integer, +0.4 rounds always to Higher integer, 0 defaults PRT behaviour PriceDistance = 9 * pipsize //7 minimun distance from current price y1 = 0 //reset to 0 y2 = 0 //reset to 0 ProfitPerCent = BasePerCent //reset to desired default value TradeBar = BarIndex ELSIF 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 pips IF x1 >= TrailStart THEN // go ahead only if N+ pips Diff1 = abs(TrailStart - x1) //difference from current profit and TrailStart Chunks1 = max(0,round((Diff1 / StepSize) + RoundTO)) //number of STEPSIZE chunks ProfitPerCent = 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 - TradeBar IF BarCount MOD BarNumber = 0 THEN ProfitPerCent = ProfitPerCent + BarPerCent ENDIF // ProfitPerCent = max(ProfitPerCent[1],min(100,ProfitPerCent)) //make sure ProfitPerCent doess not exceed 100% y1 = max(x1 * ProfitPerCent, y1) //y1 = % of max profit ENDIF ELSIF 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 pips IF x2 >= TrailStart THEN // go ahead only if N+ pips Diff2 = abs(TrailStart - x2) //difference from current profit and TrailStart Chunks2 = max(0,round((Diff2 / StepSize) + RoundTO)) //number of STEPSIZE chunks ProfitPerCent = 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 - TradeBar IF BarCount MOD BarNumber = 0 THEN ProfitPerCent = ProfitPerCent + BarPerCent ENDIF // ProfitPerCent = max(ProfitPerCent[1],min(100,ProfitPerCent)) //make sure ProfitPerCent doess not exceed 100% y2 = max(x2 * ProfitPerCent, y2) //y2 = % of max profit ENDIF ENDIF IF 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 THEN SELL AT SellPrice STOP ELSE SELL AT SellPrice LIMIT ENDIF ELSE // //sell AT MARKET when EXITPRICE does not meet the broker's minimun distance from current price // SELL AT Market ENDIF ENDIF IF 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 THEN EXITSHORT AT ExitPrice STOP ELSE EXITSHORT AT ExitPrice LIMIT ENDIF ELSE // //ExitShort AT MARKET when EXITPRICE does not meet the broker's minimun distance from current price // EXITSHORT AT Market ENDIF ENDIF

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  // Définition des paramètres du code DEFPARAM CumulateOrders = false // pas de cumul de positions DEFPARAM Preloadbars = 1000000   capital= 50000   // Empêche le système de placer des ordres pour entrer sur le marché ou augmenter la taille d'une position avant l'heure spécifiée noEntryBeforeTime = 150000 timeEnterBefore = time >= noEntryBeforeTime   // Empêche le système de placer des ordres pour entrer sur le marché ou augmenter la taille d'une position après l'heure spécifiée noEntryAfterTime = 223000 timeEnterAfter = time < noEntryAfterTime   // Empêche le système de placer de nouveaux ordres sur les jours de la semaine spécifiés daysForbiddenEntry = OpenDayOfWeek = 6 OR OpenDayOfWeek = 0   // Conditions pour ouvrir une position acheteuse indicator1 = SenkouSpanA[9,26,52] c1 = (close CROSSES OVER indicator1) indicator2 = SenkouSpanB[9,26,52] c2 = (close CROSSES OVER indicator2) c3 = (close > DOpen(0)[1]) IF (c1 AND c2 ) AND timeEnterBefore AND timeEnterAfter AND not daysForbiddenEntry THEN BUY 2 CONTRACT AT MARKET partial=0 ENDIF // sortie partielle if longonmarket and positionperf>1.7/100 and partial=0 then sell countofposition/1.5 contract at market partial = 1 endif   // Stops et objectifs set stop %loss 2.0 set target %profit 1.73     IF Not OnMarket THEN // // when NOT OnMarket reset values to default values // TrailStart    = 65          //30     Start trailing profits from this point BasePerCent   = 0.000       //20.0%  Profit percentage to keep when setting BerakEven StepSize      = 1          //10     Pip chunks to increase Percentage PerCentInc    = 0.000       //10.0%  PerCent increment after each StepSize chunk BarNumber     = 10          //10     Add further % so that trades don't keep running too long BarPerCent    = 0.235       //10%    Add this additional percentage every BarNumber bars RoundTO       = -0.5        //-0.5   rounds always to Lower integer,   +0.4 rounds always to Higher integer,     0 defaults PRT behaviour PriceDistance = 9 * pipsize //7      minimun distance from current price y1            = 0           //reset to 0 y2            = 0           //reset to 0 ProfitPerCent = BasePerCent //reset to desired default value TradeBar      = BarIndex ELSIF 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 pips IF x1 >= TrailStart THEN                                                //    go ahead only if N+ pips Diff1         = abs(TrailStart - x1)                                 //difference from current profit and TrailStart Chunks1       = max(0,round((Diff1 / StepSize) + RoundTO))           //number of STEPSIZE chunks ProfitPerCent = 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 - TradeBar IF BarCount MOD BarNumber = 0 THEN ProfitPerCent = ProfitPerCent + BarPerCent ENDIF // ProfitPerCent = max(ProfitPerCent[1],min(100,ProfitPerCent))         //make sure ProfitPerCent doess not exceed 100% y1 = max(x1 * ProfitPerCent, y1)                                     //y1 = % of max profit ENDIF ELSIF 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 pips IF x2 >= TrailStart THEN                                                //      go ahead only if N+ pips Diff2         = abs(TrailStart - x2)                                 //difference from current profit and TrailStart Chunks2       = max(0,round((Diff2 / StepSize) + RoundTO))           //number of STEPSIZE chunks ProfitPerCent = 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 - TradeBar IF BarCount MOD BarNumber = 0 THEN ProfitPerCent = ProfitPerCent + BarPerCent ENDIF // ProfitPerCent = max(ProfitPerCent[1],min(100,ProfitPerCent))         //make sure ProfitPerCent doess not exceed 100% y2 = max(x2 * ProfitPerCent, y2)                                     //y2 = % of max profit ENDIF ENDIF IF 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 THEN SELL AT SellPrice STOP ELSE SELL AT SellPrice LIMIT ENDIF ELSE // //sell AT MARKET when EXITPRICE does not meet the broker's minimun distance from current price // SELL AT Market ENDIF ENDIF IF 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 THEN EXITSHORT AT ExitPrice STOP ELSE EXITSHORT AT ExitPrice LIMIT ENDIF ELSE // //ExitShort AT MARKET when EXITPRICE does not meet the broker's minimun distance from current price // EXITSHORT AT Market ENDIF ENDIF

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  winnie37

  

  Marlaynicolas

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  08/18/2022 at 11:48 AM #199212
  JC_Bywan

  Dans la mesure où tu es confiant que ton système ne sort pas pour rerentrer immédiatement, pour sortir à 1000 bougies tu peux tester:

  if summation[1000](longonmarket)=1000 then sell at market endif if summation[1000](shortonmarket)=1000 then exitshort at market endif

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  if summation[1000](longonmarket)=1000 then sell at market endif if summation[1000](shortonmarket)=1000 then exitshort at market endif

   

   

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  Marlaynicolas

  

  JC_Bywan

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  08/20/2022 at 5:49 AM #199261
  Marlaynicolas

  Bonjour merci pour retour,

  Est ce que tu pourrais me l’intégrer dans la stratégie dois je le mettre au début  avant les conditions achat ou âpres?

  Si tu as le temps de me montrer je t’en remerci.

  J’aurai une autre stratégie à partager sur des positions vendeuses cette fois si

  Qaund mon trade arrive à un nombre de bougies de 550 sur mon UT DE 3MIN par exemple je voudrais qu’il coupe toute ma position vendeuse

  Est ce que tu pourrais m’aider?

  Merci à toi

  

  Marlaynicolas

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  08/20/2022 at 5:51 AM #199262
  Marlaynicolas

  Mon systeme de prend qu’un trade la plupart du temps ou 2 max je t’envoi apres midi une photo des trades pris sur une période de 2 ans

  

  Marlaynicolas

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  08/21/2022 at 6:28 PM #199362
  Marlaynicolas

  Bonjour je te joins mon algo avec ta suggestion pourrais tu me dire si je l’ai bien placé et peux tu voir si tu diminues le nombre de bougies si les résultats te semble s’améliorer . Ce que je vois je vois ce n’ai que des trades long comment faire pour avoir des trades courts .

  merci a toi

  nasdaq 5 minutes

  // Définition des paramètres du code DEFPARAM CumulateOrders = false // pas de cumul de positions DEFPARAM Preloadbars = 1000000 capital= 50000 // Empêche le système de placer des ordres pour entrer sur le marché ou augmenter la taille d'une position avant l'heure spécifiée noEntryBeforeTime = 150000 timeEnterBefore = time >= noEntryBeforeTime // Empêche le système de placer des ordres pour entrer sur le marché ou augmenter la taille d'une position après l'heure spécifiée noEntryAfterTime = 223000 timeEnterAfter = time < noEntryAfterTime // Empêche le système de placer de nouveaux ordres sur les jours de la semaine spécifiés daysForbiddenEntry = OpenDayOfWeek = 6 OR OpenDayOfWeek = 0 // Conditions pour ouvrir une position acheteuse indicator1 = SenkouSpanA[9,26,52] c1 = (close CROSSES OVER indicator1) indicator2 = SenkouSpanB[9,26,52] c2 = (close CROSSES OVER indicator2) c3 = (close > DOpen(0)[1]) IF (c1 AND c2 ) AND timeEnterBefore AND timeEnterAfter AND not daysForbiddenEntry THEN BUY 2 CONTRACT AT MARKET partial=0 ENDIF // sortie partielle if longonmarket and positionperf>1.7/100 and partial=0 then sell countofposition/1.5 contract at market partial = 1 endif if summation[1000](longonmarket)=1000 then sell at market endif if summation[1000](shortonmarket)=800 then exitshort at market endif // Stops et objectifs set stop %loss 2.0 set target %profit 1.73 IF Not OnMarket THEN // // when NOT OnMarket reset values to default values // TrailStart = 65 //30 Start trailing profits from this point BasePerCent = 0.000 //20.0% Profit percentage to keep when setting BerakEven StepSize = 1 //10 Pip chunks to increase Percentage PerCentInc = 0.000 //10.0% PerCent increment after each StepSize chunk BarNumber = 10 //10 Add further % so that trades don't keep running too long BarPerCent = 0.235 //10% Add this additional percentage every BarNumber bars RoundTO = -0.5 //-0.5 rounds always to Lower integer, +0.4 rounds always to Higher integer, 0 defaults PRT behaviour PriceDistance = 9 * pipsize //7 minimun distance from current price y1 = 0 //reset to 0 y2 = 0 //reset to 0 ProfitPerCent = BasePerCent //reset to desired default value TradeBar = BarIndex ELSIF 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 pips IF x1 >= TrailStart THEN // go ahead only if N+ pips Diff1 = abs(TrailStart - x1) //difference from current profit and TrailStart Chunks1 = max(0,round((Diff1 / StepSize) + RoundTO)) //number of STEPSIZE chunks ProfitPerCent = 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 - TradeBar IF BarCount MOD BarNumber = 0 THEN ProfitPerCent = ProfitPerCent + BarPerCent ENDIF // ProfitPerCent = max(ProfitPerCent[1],min(100,ProfitPerCent)) //make sure ProfitPerCent doess not exceed 100% y1 = max(x1 * ProfitPerCent, y1) //y1 = % of max profit ENDIF ELSIF 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 pips IF x2 >= TrailStart THEN // go ahead only if N+ pips Diff2 = abs(TrailStart - x2) //difference from current profit and TrailStart Chunks2 = max(0,round((Diff2 / StepSize) + RoundTO)) //number of STEPSIZE chunks ProfitPerCent = 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 - TradeBar IF BarCount MOD BarNumber = 0 THEN ProfitPerCent = ProfitPerCent + BarPerCent ENDIF // ProfitPerCent = max(ProfitPerCent[1],min(100,ProfitPerCent)) //make sure ProfitPerCent doess not exceed 100% y2 = max(x2 * ProfitPerCent, y2) //y2 = % of max profit ENDIF ENDIF IF 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 THEN SELL AT SellPrice STOP ELSE SELL AT SellPrice LIMIT ENDIF ELSE // //sell AT MARKET when EXITPRICE does not meet the broker's minimun distance from current price // SELL AT Market ENDIF ENDIF IF 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 THEN EXITSHORT AT ExitPrice STOP ELSE EXITSHORT AT ExitPrice LIMIT ENDIF ELSE // //ExitShort AT MARKET when EXITPRICE does not meet the broker's minimun distance from current price // EXITSHORT AT Market ENDIF ENDIF

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  // Définition des paramètres du code DEFPARAM CumulateOrders = false // pas de cumul de positions DEFPARAM Preloadbars = 1000000   capital= 50000   // Empêche le système de placer des ordres pour entrer sur le marché ou augmenter la taille d'une position avant l'heure spécifiée noEntryBeforeTime = 150000 timeEnterBefore = time >= noEntryBeforeTime   // Empêche le système de placer des ordres pour entrer sur le marché ou augmenter la taille d'une position après l'heure spécifiée noEntryAfterTime = 223000 timeEnterAfter = time < noEntryAfterTime   // Empêche le système de placer de nouveaux ordres sur les jours de la semaine spécifiés daysForbiddenEntry = OpenDayOfWeek = 6 OR OpenDayOfWeek = 0   // Conditions pour ouvrir une position acheteuse indicator1 = SenkouSpanA[9,26,52] c1 = (close CROSSES OVER indicator1) indicator2 = SenkouSpanB[9,26,52] c2 = (close CROSSES OVER indicator2) c3 = (close > DOpen(0)[1]) IF (c1 AND c2 ) AND timeEnterBefore AND timeEnterAfter AND not daysForbiddenEntry THEN BUY 2 CONTRACT AT MARKET partial=0 ENDIF // sortie partielle if longonmarket and positionperf>1.7/100 and partial=0 then sell countofposition/1.5 contract at market partial = 1 endif   if summation[1000](longonmarket)=1000 then sell at market endif if summation[1000](shortonmarket)=800 then exitshort at market endif   // Stops et objectifs set stop %loss 2.0 set target %profit 1.73     IF Not OnMarket THEN // // when NOT OnMarket reset values to default values // TrailStart    = 65          //30     Start trailing profits from this point BasePerCent   = 0.000       //20.0%  Profit percentage to keep when setting BerakEven StepSize      = 1          //10     Pip chunks to increase Percentage PerCentInc    = 0.000       //10.0%  PerCent increment after each StepSize chunk BarNumber     = 10          //10     Add further % so that trades don't keep running too long BarPerCent    = 0.235       //10%    Add this additional percentage every BarNumber bars RoundTO       = -0.5        //-0.5   rounds always to Lower integer,   +0.4 rounds always to Higher integer,     0 defaults PRT behaviour PriceDistance = 9 * pipsize //7      minimun distance from current price y1            = 0           //reset to 0 y2            = 0           //reset to 0 ProfitPerCent = BasePerCent //reset to desired default value TradeBar      = BarIndex ELSIF 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 pips IF x1 >= TrailStart THEN                                                //    go ahead only if N+ pips Diff1         = abs(TrailStart - x1)                                 //difference from current profit and TrailStart Chunks1       = max(0,round((Diff1 / StepSize) + RoundTO))           //number of STEPSIZE chunks ProfitPerCent = 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 - TradeBar IF BarCount MOD BarNumber = 0 THEN ProfitPerCent = ProfitPerCent + BarPerCent ENDIF // ProfitPerCent = max(ProfitPerCent[1],min(100,ProfitPerCent))         //make sure ProfitPerCent doess not exceed 100% y1 = max(x1 * ProfitPerCent, y1)                                     //y1 = % of max profit ENDIF ELSIF 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 pips IF x2 >= TrailStart THEN                                                //      go ahead only if N+ pips Diff2         = abs(TrailStart - x2)                                 //difference from current profit and TrailStart Chunks2       = max(0,round((Diff2 / StepSize) + RoundTO))           //number of STEPSIZE chunks ProfitPerCent = 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 - TradeBar IF BarCount MOD BarNumber = 0 THEN ProfitPerCent = ProfitPerCent + BarPerCent ENDIF // ProfitPerCent = max(ProfitPerCent[1],min(100,ProfitPerCent))         //make sure ProfitPerCent doess not exceed 100% y2 = max(x2 * ProfitPerCent, y2)                                     //y2 = % of max profit ENDIF ENDIF IF 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 THEN SELL AT SellPrice STOP ELSE SELL AT SellPrice LIMIT ENDIF ELSE // //sell AT MARKET when EXITPRICE does not meet the broker's minimun distance from current price // SELL AT Market ENDIF ENDIF IF 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 THEN EXITSHORT AT ExitPrice STOP ELSE EXITSHORT AT ExitPrice LIMIT ENDIF ELSE // //ExitShort AT MARKET when EXITPRICE does not meet the broker's minimun distance from current price // EXITSHORT AT Market ENDIF ENDIF

  

  Marlaynicolas

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  08/22/2022 at 8:26 AM #199388
  JC_Bywan

  Je l’aurais plutôt mis à la fin, mais davantage par discipline de mettre ce genre de décision de “dernier recours” en dernier le code étant lu de haut en bas que par nécessité spécifique, et/ou pour éviter de se creuser la tête pour voir si certaines lignes peuvent être écrites après, alors que si c’est ça qui est après tout, ça ira. Cela dit une décision de type “si 1000 bougies on cherche pas à savoir on sort”,  il est assez probable sans tout lire que tu obtiennes le même résultat là où tu l’as mis…

  

  JC_Bywan

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