PPO : existence de bug

• 06/28/2020 at 2:38 PM #137403
  finplus

  PPO Code juanj • 12/07/2018)

  Defparam cumulateorders = False possize = 1 SlowP = 26 //Periods of Slow Average FastP = 12 //Periods of Fast Average AvgType = 1 //Average Type (0=sma, 1=ema, 2=wma,…) Percentage = 1 //1=calculate Percentage 0=no percentage SignalP = 9 //Periods of Signal Average // SlowP = max(1,min(999,SlowP)) //1 – 999 FastP = max(1,min(999,FastP)) //1 – 999 AvgType = max(0,min(6,AvgType)) //0 – 6 Percentage = max(0,min(1,Percentage)) //1=Percentage 0=NO Percentage SignalP = max(1,min(999,FastP)) //1 – 999 SlowAvg = Average[SlowP,AvgType](close) FastAvg = Average[FastP,AvgType](close) ppo = FastAvg – SlowAvg IF Percentage THEN ppo = (ppo / SlowAvg) * 100 ENDIF SignalLine = Average[SignalP,AvgType](ppo) Histo = Ppo – SignalLine If longonmarket and histo < 0 or <strong>ppo 0</strong> or ppo > SignalLine Then Exitshort at market EndIf If ppo > 0 and <strong>signalLine SignalLin</strong>e Then If shortonmarket Then Exitshort at market EndIf Buy possize contract at market <strong>ElsIf ppo 0</strong> and ppo < SignalLine Then If longonmarket Then Sell at market EndIf Sellshort possize contract at market EndIf

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  Defparam cumulateorders = False   possize = 1 SlowP = 26 //Periods of Slow Average FastP = 12 //Periods of Fast Average AvgType = 1 //Average Type (0=sma, 1=ema, 2=wma,…) Percentage = 1 //1=calculate Percentage 0=no percentage SignalP = 9 //Periods of Signal Average // SlowP = max(1,min(999,SlowP)) //1 – 999 FastP = max(1,min(999,FastP)) //1 – 999 AvgType = max(0,min(6,AvgType)) //0 – 6 Percentage = max(0,min(1,Percentage)) //1=Percentage 0=NO Percentage SignalP = max(1,min(999,FastP)) //1 – 999 SlowAvg = Average[SlowP,AvgType](close) FastAvg = Average[FastP,AvgType](close) ppo = FastAvg – SlowAvg IF Percentage THEN ppo = (ppo / SlowAvg) * 100 ENDIF SignalLine = Average[SignalP,AvgType](ppo) Histo = Ppo – SignalLine   If longonmarket and histo < 0 or <strong>ppo 0</strong> or ppo > SignalLine Then Exitshort at market EndIf   If ppo > 0 and <strong>signalLine SignalLin</strong>e Then If shortonmarket Then Exitshort at market EndIf Buy possize contract at market <strong>ElsIf ppo 0</strong> and ppo < SignalLine Then If longonmarket Then Sell at market EndIf Sellshort possize contract at market EndIf

  bonjour,

  j’ai récupéré le code ci-joint sur Prorealcode. Mais j’ai deux problèmes

  1. je pense que le code comporte des bugs (ex deux signalLine à la suite,  des “pop 0” sans signe entre les “ppo” et “0” en gras dans le code).
  2. J’ai essayé de corriger (j’ai supprimé un “signalLine”, j’ai mis (au pif” un signe “=” dans le premier ppo et un signe “<” dans le deuxième ppo. Et j’ai testé en back test : je me suis aperçu que le code ne permettait que des entrées “long” autrement dit ne fait qu’acheter”.

  Quelqu’un aurait il le code corrigé ? Merci d’avance.

   

  

  finplus

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  06/29/2020 at 8:30 AM #137451
  Nicolas

  Où se trouve le code original sur le site stp ? Cela me permettrait de mieux comprendre le problème, merci.

  

  Nicolas

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  06/29/2020 at 1:57 PM #137501
  finplus

  https://www.prorealcode.com/prorealtime-indicators/percentage-price-oscillator-ppo/

   

   

  voilà j’ai retrouvé le lien.

  

  finplus

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  06/29/2020 at 2:16 PM #137503
  Nicolas

  Je pense que c’est le  symbole < (inférieure) qui est à ajouter à ces endroits.

  

  Nicolas

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  06/30/2020 at 6:06 PM #137785
  finplus

  Bonsoir,

  en oute, ligne 25 il est fait référence à un “exitshort” : or, à la ligne 24, il y a un “if longonmarket” donc ce serait plutôt un “sell” non ?

  

  finplus

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