Problème stop suiveur SHORT

• 09/15/2020 at 10:45 AM #144319
  Yvan63

  Bonjour,

  J’utilise cette routine pour gérer un stop suiveur, cela fonctionne très bien avec les longs mais le trade est tout de suite coupé à la bougie suivante sur les short.
  Je ne suis pas sûr que mon rachat de short stop fonctionne correctement, bien que je ne vois pas comment je pourrais le coder autrement.
  Une idée de ce qui ne fonctionne pas ?

  Merci pour votre aide

  IF TSL = 1 THEN //trailing stop function trailingstart = 8 //trailing will start @trailinstart points profit trailingstep = 4 // trailing step to move the "stoploss" //reset the stoploss value IF NOT ONMARKET THEN newSL=0 ENDIF //manage long positions IF LONGONMARKET THEN //first move (breakeven) IF newSL=0 AND close-tradeprice(1)>=trailingstart THEN newSL = tradeprice(1)+trailingstep ENDIF //next moves IF newSL>0 AND close-newSL>=trailingstep THEN newSL = newSL+trailingstep ENDIF Sell at newSL stop // Place un ordre de vente stop en guise de seuil de stopsuiveur graph newSL coloured (0,255,255) as "newSL" ENDIF //manage short positions IF SHORTONMARKET THEN //first move (breakeven) IF newSL=0 AND tradeprice(1)-close>=trailingstart THEN newSL = tradeprice(1)-trailingstep ENDIF //next moves IF newSL>0 AND newSL-close>=trailingstep THEN newSL = newSL-trailingstep ENDIF Exitshort at newSL stop graph newSL coloured (255,255,255) as "newSL SHORT" ENDIF ENDIF

  1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43

  IF TSL = 1 THEN   //trailing stop function trailingstart = 8 //trailing will start @trailinstart points profit trailingstep = 4 // trailing step to move the "stoploss"   //reset the stoploss value IF NOT ONMARKET THEN newSL=0 ENDIF   //manage long positions IF LONGONMARKET THEN   //first move (breakeven) IF newSL=0 AND close-tradeprice(1)>=trailingstart THEN newSL = tradeprice(1)+trailingstep ENDIF //next moves IF newSL>0 AND close-newSL>=trailingstep THEN newSL = newSL+trailingstep ENDIF Sell at newSL stop // Place un ordre de vente stop en guise de seuil de stopsuiveur graph newSL coloured (0,255,255) as "newSL" ENDIF   //manage short positions IF SHORTONMARKET THEN   //first move (breakeven) IF newSL=0 AND tradeprice(1)-close>=trailingstart THEN newSL = tradeprice(1)-trailingstep ENDIF //next moves IF newSL>0 AND newSL-close>=trailingstep THEN newSL = newSL-trailingstep ENDIF Exitshort at newSL stop graph newSL coloured (255,255,255) as "newSL SHORT"   ENDIF   ENDIF

   

  

  Yvan63

  Participant

  Topics: 34

  Replies: 77

  Been thanked: 2 times
  09/15/2020 at 12:05 PM #144328
  Nicolas

  Durant les backtests ou en trading live ?

  

  Nicolas

  Keymaster

  Topics: 81

  Replies: 20863

  Been thanked: 4775 times
  09/15/2020 at 12:06 PM #144329
  Yvan63

  Durant les backtests

  

  Yvan63

  Participant

  Topics: 34

  Replies: 77

  Been thanked: 2 times
  09/15/2020 at 12:15 PM #144332
  Yvan63

  Voici le code complet à backtester en UT 4 minutes.
  Je suis chez IG sur CFD

  // UT = 4 minutes DEFPARAM CumulateOrders = False // Cumul des positions désactivé //Annule tous les ordres en attente et ferme toutes les positions à 0:00, puis empêche toute création d'ordre avant l'heure "FLATBEFORE". DEFPARAM FLATBEFORE = 070000 ////////// Annule tous les ordres en attente et ferme toutes les positions à l'heure "FLATAFTER" DEFPARAM FLATAFTER = 213000 DEFPARAM Preloadbars = 3000 ONCE TSL = 1 // Use TSL? // Evite l'ouverture de WS Temps1 = time >= 150000 and time < 160000 MME100 = Average[100,1](close) //// LONG //// c1 = high > MME100 and close > open c2 = close - open > 14// bougie de x point minimum c3 = high[1] < MME100 and open[1] < close[1] c4 = 1 c5 = 1 C13 = c1 and c2 and c3 and c4 and c5 and not Temps1 and NOT LongOnMarket IF C13 THEN BUY 1 CONTRACT AT MARKET SET STOP LOSS (close-low) // SL sous le plus bas de la bougie précédente ENDIF ///// SHORT //// c6 = low < MME100 and close < open c7 = open - close > 14// bougie de x point minimum c8 = low[1] > MME100 and open[1] > close[1] c9 = 1 c10 = 1 C14 = c6 and c7 and c8 and c9 and c10 and not Temps1 and NOT ShortOnMarket IF C14 THEN Sellshort 1 CONTRACT AT MARKET SET STOP LOSS (low-close) // SL sur le plus haut de la bougie précédente graph (high-close) coloured (255,0,0) as "SL SELL" ENDIF // ***************************** IF TSL = 1 THEN //trailing stop function trailingstart = 8 //trailing will start @trailinstart points profit trailingstep = 4 // trailing step to move the "stoploss" //reset the stoploss value IF NOT ONMARKET THEN newSL=0 ENDIF //manage long positions IF LONGONMARKET THEN //first move (breakeven) IF newSL=0 AND close-tradeprice(1)>=trailingstart THEN newSL = tradeprice(1)+trailingstep ENDIF //next moves IF newSL>0 AND close-newSL>=trailingstep THEN newSL = newSL+trailingstep ENDIF Sell at newSL stop // Place un ordre de vente stop en guise de seuil de stopsuiveur graph newSL coloured (0,255,255) as "newSL" ENDIF //manage short positions IF SHORTONMARKET THEN //first move (breakeven) IF newSL=0 AND tradeprice(1)-close>=trailingstart THEN newSL = tradeprice(1)-trailingstep ENDIF //next moves IF newSL>0 AND newSL-close>=trailingstep THEN newSL = newSL-trailingstep ENDIF Exitshort at newSL stop // Place un ordre d'achat stop en guise de seuil de stopsuiveur graph newSL coloured (255,255,255) as "newSL SHORT" ENDIF ENDIF

  1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102

  // UT = 4 minutes   DEFPARAM CumulateOrders = False // Cumul des positions désactivé //Annule tous les ordres en attente et ferme toutes les positions à 0:00, puis empêche toute création d'ordre avant l'heure "FLATBEFORE". DEFPARAM FLATBEFORE = 070000 ////////// Annule tous les ordres en attente et ferme toutes les positions à l'heure "FLATAFTER" DEFPARAM FLATAFTER = 213000   DEFPARAM Preloadbars = 3000 ONCE TSL = 1  // Use TSL?   // Evite l'ouverture de WS Temps1 = time >= 150000 and time < 160000   MME100 = Average[100,1](close)     //// LONG ////   c1 = high > MME100 and close > open c2 = close - open > 14// bougie de x point minimum c3 = high[1] < MME100 and open[1] < close[1] c4 = 1 c5 = 1   C13 = c1 and c2 and c3 and c4 and c5 and not Temps1 and NOT LongOnMarket IF C13  THEN BUY 1 CONTRACT AT MARKET SET STOP LOSS (close-low) // SL sous le plus bas de la bougie précédente   ENDIF     ///// SHORT //// c6 = low < MME100 and close < open c7 = open - close > 14// bougie de x point minimum c8 = low[1] > MME100 and open[1] > close[1] c9 = 1 c10 = 1   C14 = c6 and c7 and c8 and c9 and c10 and not Temps1 and NOT ShortOnMarket   IF C14  THEN Sellshort 1 CONTRACT AT MARKET SET STOP LOSS (low-close) // SL sur le plus haut de la bougie précédente graph (high-close) coloured (255,0,0) as "SL SELL"   ENDIF     // ***************************** IF TSL = 1 THEN   //trailing stop function trailingstart = 8 //trailing will start @trailinstart points profit trailingstep = 4 // trailing step to move the "stoploss"   //reset the stoploss value IF NOT ONMARKET THEN newSL=0 ENDIF   //manage long positions IF LONGONMARKET THEN //first move (breakeven) IF newSL=0 AND close-tradeprice(1)>=trailingstart THEN newSL = tradeprice(1)+trailingstep ENDIF //next moves IF newSL>0 AND close-newSL>=trailingstep THEN newSL = newSL+trailingstep ENDIF Sell at newSL stop // Place un ordre de vente stop en guise de seuil de stopsuiveur graph newSL coloured (0,255,255) as "newSL" ENDIF   //manage short positions IF SHORTONMARKET THEN //first move (breakeven) IF newSL=0 AND tradeprice(1)-close>=trailingstart THEN newSL = tradeprice(1)-trailingstep ENDIF //next moves IF newSL>0 AND newSL-close>=trailingstep THEN newSL = newSL-trailingstep ENDIF Exitshort at newSL stop // Place un ordre d'achat stop en guise de seuil de stopsuiveur graph newSL coloured (255,255,255) as "newSL SHORT"   ENDIF   ENDIF

   

  

  Yvan63

  Participant

  Topics: 34

  Replies: 77

  Been thanked: 2 times
  09/15/2020 at 12:28 PM #144336
  Nicolas

  Ligne 55, tu poses une valeur de stoploss négative :

  SET STOP LOSS (low–close)

  Le Low ne peut pas être au dessus de Close.

  Donc rien à voir avec le trailing stop 🙂

  1 user thanked author for this post.

  Yvan63

  

  Nicolas

  Keymaster

  Topics: 81

  Replies: 20863

  Been thanked: 4775 times
  09/15/2020 at 1:12 PM #144340
  Yvan63

  Oh la bourde !!

  Merci !!

  

  Yvan63

  Participant

  Topics: 34

  Replies: 77

  Been thanked: 2 times
• Author
  Posts