// Strategy PRT Bands : Léo
// Achat si tendance baissière et Close crosses over PRTBandsUp
// Achat si tendance haussière et Close crosses over PRTMidTerm ou ShortTerm
// Vente 50% si Close crosses under PRTBandsShortTerm
// Vente 50% si Close crosses under PRTBandsMidTerm
// Vente 100% si Close crosses under PRTBandsShortTerm
// SL sous les plus bas des 3 dernières bougies
// SL = Max 300 €
Defparam CumulateOrders = false
// Instructions PRTBands :
up = PRTBandsUp
dn = PRTBandsDown
MT = PRTBANDSMEDIUMTERM
ST = PRTBANDSSHORTTERM
// Calcul du Stop Loss et de la taille de position
SL = High - Lowest[3](low)
PositionSize = 300 / SL
//Definition de la tendance (Code Nicolas)
//le prix casse la bande supérieure
if close crosses over up and trend <= 0 then
trend = 1
elsif close crosses under dn and trend >= 0 then
trend = -1
endif
//Conditions Achat:
Buylevel = High+1
Selllevel = Low-1
if not onmarket then
if trend[1]=-1 and trend=1 then
BUY PositionSize Contract at buylevel stop
endif
else
if trend=1 and close crosses over MT then
BUY PositionSize Contract at buylevel stop
endif
endif
//Conditions de sortie:
if not onmarket then
FlagSt=0
FlagMT=0
endif
if longonmarket and close crosses under ST and flagSt=0 then
Sell (50/100 * countofposition) contract at SellLevel stop
flagST=1
endif
if longonmarket and close crosses under MT and flagMT=0 then
Sell (50/100 * countofposition) contract at SellLevel stop
flagMT=1
endif
if longonmarket and close crosses under DN then
Set stop ploss (close-low-1)
endif
// definition du Stop Loss
// Set Stop ploss SL
.
