problème de trailing stop en compte réel

• 09/27/2019 at 10:32 AM #108655
  lolotime

  Bonjour à tous

  j’ai codé une stratégie combinant un trailing stop et un breakeven. celle fonctionne très bien sur la plateforme démo en paper trading mais refuse de se lancer en compte réel en risque limité avec stop garanti.  Est-ce que quelqu’un peut me dire pourquoi ?

  Merci d’avance pour votre réponse

   

   

  

  lolotime

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  09/27/2019 at 10:35 AM #108657
  lolotime

  // Valeur du Stop SUiveur DEFPARAM CumulateOrders = False startBreakeven = 9 //how much pips/points in gain to activate the breakeven function? PointsToKeep = 2 //how much pips/points to keep in profit above of below our entry price when the breakeven is activated (beware of spread) Seuil = 20 stopgaranti = 70 c1=rsi[60](close) crosses over 50 c2=rsi[60](close) crosses under 50 // Condition prise de position achat IF not onmarket and c1 THEN BUY 1 CONTRACT AT MARKET TRAIL= Close - Stopgaranti ENDIF // Condition prise de position vente IF not onmarket and c2 THEN sellshort 1 CONTRACT AT MARKET TRAIL= Close + Stopgaranti ENDIF // trailing stop *********************************************************************************************** // trailing achat *********************************************** // 1er mouvement trailing achat if TRAIL= Close - Stopgaranti and close-seuil>tradeprice then trail = close - Seuil endif // Mise à jour du cours achat IF longonmarket and close-seuil>tradeprice and close-Seuil > trail THEN trail = close - Seuil ENDIF // trailing vente *********************************************** // 1er mouvement trailing vente if TRAIL= Close + Stopgaranti and close+seuil<tradeprice then trail = close + Seuil endif // Mise à jour du cours de vente IF shortonmarket and close+seuil<tradeprice and close+Seuil < trail THEN trail = close + Seuil ENDIF // breakeven**************************************************************************************** //reset the breakevenLevel when no trade are on market IF NOT ONMARKET THEN breakevenLevel=0 ENDIF // --- BUY SIDE --- //test if the price have moved favourably of "startBreakeven" points already IF LONGONMARKET AND close-tradeprice(1)>=startBreakeven*pipsize THEN //calculate the breakevenLevel breakevenLevel = tradeprice(1)+PointsToKeep*pipsize ENDIF //place the new stop orders on market at breakevenLevel IF breakevenLevel>0 THEN SELL AT breakevenLevel STOP ENDIF // --- end of BUY SIDE --- // --- sellshort SIDE --- //test if the price have moved favourably of "startBreakeven" points already IF shortONMARKET AND tradeprice(1)-close>=startBreakeven*pipsize THEN //calculate the breakevenLevel breakevenLevel = tradeprice(1)-PointsToKeep*pipsize ENDIF //place the new stop orders on market at breakevenLevel IF breakevenLevel>0 THEN exitshort AT breakevenLevel STOP ENDIF // --- end of sellshort SIDE --- // Ordre de vente STOP achat IF LONGONMARKET THEN SELL AT TRAIL STOP SET STOP PLOSS 75 ENDIF // order de vente stop vente if shortonmarket then exitshort at trail stop SET STOP PLOSS 75 endif

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  // Valeur du Stop SUiveur DEFPARAM CumulateOrders = False   startBreakeven = 9 //how much pips/points in gain to activate the breakeven function? PointsToKeep = 2 //how much pips/points to keep in profit above of below our entry price when the breakeven is activated (beware of spread) Seuil = 20 stopgaranti = 70 c1=rsi[60](close) crosses over 50 c2=rsi[60](close) crosses under 50 // Condition prise de position achat IF not onmarket and c1 THEN BUY 1 CONTRACT AT MARKET TRAIL= Close - Stopgaranti ENDIF // Condition prise de position vente IF not onmarket and c2 THEN sellshort 1 CONTRACT AT MARKET TRAIL= Close + Stopgaranti ENDIF     // trailing stop *********************************************************************************************** // trailing achat *********************************************** // 1er mouvement trailing achat if TRAIL= Close - Stopgaranti and close-seuil>tradeprice then trail = close - Seuil endif // Mise à jour du cours achat IF longonmarket and close-seuil>tradeprice and close-Seuil > trail THEN trail = close - Seuil ENDIF // trailing vente *********************************************** // 1er mouvement trailing vente if TRAIL= Close + Stopgaranti and close+seuil<tradeprice then trail = close + Seuil endif // Mise à jour du cours de vente IF shortonmarket and close+seuil<tradeprice and close+Seuil < trail THEN trail = close + Seuil ENDIF         // breakeven**************************************************************************************** //reset the breakevenLevel when no trade are on market IF NOT ONMARKET THEN breakevenLevel=0 ENDIF   // --- BUY SIDE --- //test if the price have moved favourably of "startBreakeven" points already IF LONGONMARKET AND close-tradeprice(1)>=startBreakeven*pipsize THEN //calculate the breakevenLevel breakevenLevel = tradeprice(1)+PointsToKeep*pipsize ENDIF   //place the new stop orders on market at breakevenLevel IF breakevenLevel>0 THEN SELL AT breakevenLevel STOP ENDIF // --- end of BUY SIDE ---   // --- sellshort SIDE --- //test if the price have moved favourably of "startBreakeven" points already IF shortONMARKET AND tradeprice(1)-close>=startBreakeven*pipsize THEN //calculate the breakevenLevel breakevenLevel = tradeprice(1)-PointsToKeep*pipsize ENDIF   //place the new stop orders on market at breakevenLevel IF breakevenLevel>0 THEN exitshort AT breakevenLevel STOP ENDIF // --- end of sellshort SIDE ---   // Ordre de vente STOP achat IF LONGONMARKET THEN SELL AT TRAIL STOP SET STOP PLOSS 75 ENDIF // order de vente stop vente if shortonmarket then exitshort at trail stop SET STOP PLOSS 75 endif

   

  

  lolotime

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  09/27/2019 at 10:46 AM #108658
  Nicolas

  Quelle est le message d’erreur obtenu lors de l’envoi dans ProOrder svp ?

  

  Nicolas

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