Range Filter buy and sell

• 11/30/2024 at 4:54 PM #240942
  finplus

  Bonsoir,

  le problème de mon programme rejoint ma demande dans le forum screener posté sur ce site. je voudrais entrer en position (long ou short) dès que le ruban (bleu ou rouge) change de couleur.

  Sauf que en faisant un back test, les entrés en position affichés ne correspondent pas aux changements de couleur.

  Merci pour votre aide.

   

  /// Définition des paramètres du code
  DEFPARAM CumulateOrders = False // Cumul des positions désactivé
  //////////////////////////////////////////////////////////////////// parameters KAMA

  //////////////////////////////////////////////////////////////////////////
  // Settings for 5min chart, BTCUSDC. For Other coin, change the parameters
  //////////////////////////////////////////////////////////////////////////

  // Source
  src = customclose

  // Sampling Period
  // Settings for 5min chart, BTCUSDC. For Other coin, change the paremeters
  per =100

  // Range Multiplier
  mult =3.0

  // Smooth Average Range
  wper = per*2 -1
  avrng = exponentialaverage[per](abs(src-src[1]))
  smrng = mult * exponentialaverage[wper](avrng)

  // Range Filter
  rngfilt = src
  If src > rngfilt[1] then
  If rngfilt[1] > src-smrng then
  rngfilt = rngfilt[1]
  Else
  rngfilt = src-smrng
  endif
  elsif rngfilt[1] < src+smrng then
  rngfilt = rngfilt[1]
  else
  rngfilt = src+smrng
  endif
  filt = rngfilt

  // Filter Direction
  upward = 0
  If filt > filt[1] then
  upward = upward[1]+1
  elsif filt < filt[1] then
  upward = 0
  else
  upward = upward[1]
  endif
  downward = 0
  If filt < filt[1] then
  downward = downward[1]+1
  elsif filt > filt[1] then
  downward = 0
  else
  downward = downward[1]
  endif

   

  //// Zone de couleurs : selon des conditions
  ////////////////////////////////////////////////////////////////////////////

  mbTendance = ( Average[3](filt) + filt)/2

  mbtendanceUP = mbTendance > mbTendance[1]
  mbTendanceDn = mbTendance < mbTendance[1]

   

   

   

  if not mbtendanceUp[1] and mbtendanceUp then
  buy 1 contract at market
  endif

  if not mbtendanceDn[1] and mbtendanceDn then
  sellshort 1 contract at market
  endif

  ///trailing stop function
  trailingstart = 5 //trailing will start @trailinstart points profit
  trailingstep = 5 //trailing step to move the “stoploss”

  //reset the stoploss value
  IF NOT ONMARKET THEN
  newSL=0
  ENDIF

  //manage long positions
  IF LONGONMARKET THEN
  IF newSL=0 AND close-tradeprice(1)>=trailingstart*pipsize THEN
  newSL = tradeprice(1)+trailingstep*pipsize
  ENDIF
  //next moves
  IF newSL>0 AND close-newSL>=trailingstep*pipsize THEN
  newSL = newSL+trailingstep*pipsize
  ENDIF
  ENDIF

  //manage short positions
  IF SHORTONMARKET THEN
  //first move (breakeven)
  IF newSL=0 AND tradeprice(1)-close>=trailingstart*pipsize THEN
  newSL = tradeprice(1)-trailingstep*pipsize
  ENDIF
  //next moves
  IF newSL>0 AND newSL-close>=trailingstep*pipsize THEN
  newSL = newSL-trailingstep*pipsize
  ENDIF
  ENDIF

  //stop order to exit the positions
  IF newSL>0 THEN
  SELL AT newSL STOP
  EXITSHORT AT newSL STOP
  ENDIF

  // points based STOP LOSS and TRAILING STOP
  // initial STOP LOSS
  SET STOP pLOSS 50

  // trailing stop
  SET STOP pTRAILING 50

  

  finplus

  Participant

  Topics: 108

  Replies: 419

  Been thanked: 10 times
  12/10/2024 at 1:49 PM #241311
  Iván

  Bonnes! il a récupéré le code préparé dans le message que vous avez mentionné.

  // Original Script > @DonovanWall // Adapted Version > @guikroth DEFPARAM CumulateOrders = False // Cumul des positions désactivé ////////////////////////////////////////////////////////////////////////// // Settings for 5min chart, BTCUSDC. For Other coin, change the parameters ////////////////////////////////////////////////////////////////////////// // Color variables downColorR = 255 downColorG = 69 downColorB = 0 upColorR = 50 upColorG = 205 upColorB = 50 midColorR = 0 midColorG = 191 midColorB = 255 // Source src = customclose // Sampling Period // Settings for 5min chart, BTCUSDC. For Other coin, change the paremeters per = 100//defval=100, minval=1, "Sampling Period" // Range Multiplier mult = 3//defval=3.0, minval=0.1, "Range Multiplier" // Smooth Average Range wper = per*2 -1 avrng = exponentialaverage[per](abs(src-src[1])) smrng = mult * exponentialaverage[wper](avrng) // Range Filter rngfilt = src If src > rngfilt[1] then If rngfilt[1] > src-smrng then rngfilt = rngfilt[1] Else rngfilt = src-smrng endif elsif rngfilt[1] < src+smrng then rngfilt = rngfilt[1] else rngfilt = src+smrng endif filt = rngfilt // Filter Direction upward = 0 If filt > filt[1] then upward = upward[1]+1 elsif filt < filt[1] then upward = 0 else upward = upward[1] endif downward = 0 If filt < filt[1] then downward = downward[1]+1 elsif filt > filt[1] then downward = 0 else downward = downward[1] endif // Target Bands hband = filt + smrng lband = filt - smrng // Colors If upward > 0 then filtcolorR = upColorR filtcolorG = upColorG filtcolorB = upColorB elsif downward > 0 then filtcolorR = downColorR filtcolorG = downColorG filtcolorB = downColorB else filtcolorR = midColorR filtcolorG = midColorG filtcolorB = midColorB endif if src > filt and src > src[1] and upward > 0 then barcolorR = upColorR barcolorG = upColorG barcolorB = upColorB elsif src > filt and src < src[1] and upward > 0 then barcolorR = upColorR barcolorG = upColorG barcolorB = upColorB elsif src < filt and src < src[1] and downward > 0 then barcolorR = downColorR barcolorG = downColorG barcolorB = downColorB elsif src < filt and src > src[1] and downward > 0 then barcolorR = downColorR barcolorG = downColorG barcolorB = downColorB else barcolorR = midColorR barcolorG = midColorG barcolorB = midColorB endif // Break Outs longCond = (src > filt and src > src[1] and upward > 0) or (src > filt and src < src[1] and upward > 0) shortCond = (src < filt and src < src[1] and downward > 0) or (src < filt and src > src[1] and downward > 0) CondIni = 0 If longCond then CondIni = 1 elsif shortCond then CondIni = -1 else CondIni = CondIni[1] endif longCondition = longCond and CondIni[1] = -1 shortCondition = shortCond and CondIni[1] = 1 //Alerts If longCondition then buy 1 contract at market endif If shortCondition then sellshort 1 contract at market endif ///trailing stop function trailingstart = 5 //trailing will start @trailinstart points profit trailingstep = 5 //trailing step to move the "stoploss" //reset the stoploss value IF NOT ONMARKET THEN newSL=0 ENDIF //manage long positions IF LONGONMARKET THEN IF newSL=0 AND close-tradeprice(1)>=trailingstart*pipsize THEN newSL = tradeprice(1)+trailingstep*pipsize ENDIF //next moves IF newSL>0 AND close-newSL>=trailingstep*pipsize THEN newSL = newSL+trailingstep*pipsize ENDIF ENDIF //manage short positions IF SHORTONMARKET THEN //first move (breakeven) IF newSL=0 AND tradeprice(1)-close>=trailingstart*pipsize THEN newSL = tradeprice(1)-trailingstep*pipsize ENDIF //next moves IF newSL>0 AND newSL-close>=trailingstep*pipsize THEN newSL = newSL-trailingstep*pipsize ENDIF ENDIF //stop order to exit the positions IF newSL>0 THEN SELL AT newSL STOP EXITSHORT AT newSL STOP ENDIF // points based STOP LOSS and TRAILING STOP // initial STOP LOSS SET STOP pLOSS 50 // trailing stop SET STOP pTRAILING 50 //-----------------------------------------// graphonprice filt coloured(barcolorR,barcolorG,barcolorB,255) graphonprice hband coloured(upColorR,upColorG,upColorB,100) graphonprice lband coloured(downColorR,downColorG,downColorB,100)

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  // Original Script > @DonovanWall // Adapted Version > @guikroth DEFPARAM CumulateOrders = False // Cumul des positions désactivé ////////////////////////////////////////////////////////////////////////// // Settings for 5min chart, BTCUSDC. For Other coin, change the parameters //////////////////////////////////////////////////////////////////////////   // Color variables   downColorR = 255 downColorG = 69 downColorB = 0   upColorR = 50 upColorG = 205 upColorB = 50   midColorR = 0 midColorG = 191 midColorB = 255   // Source src = customclose   // Sampling Period // Settings for 5min chart, BTCUSDC. For Other coin, change the paremeters per = 100//defval=100, minval=1, "Sampling Period"   // Range Multiplier mult = 3//defval=3.0, minval=0.1, "Range Multiplier"   // Smooth Average Range wper = per*2 -1 avrng = exponentialaverage[per](abs(src-src[1])) smrng = mult * exponentialaverage[wper](avrng)   // Range Filter rngfilt = src If src > rngfilt[1] then If rngfilt[1] > src-smrng then rngfilt = rngfilt[1] Else rngfilt = src-smrng endif elsif rngfilt[1] < src+smrng then rngfilt = rngfilt[1] else rngfilt = src+smrng endif filt = rngfilt   // Filter Direction upward = 0 If filt > filt[1] then upward = upward[1]+1 elsif filt < filt[1] then upward = 0 else upward = upward[1] endif downward = 0 If filt < filt[1] then downward = downward[1]+1 elsif filt > filt[1] then downward = 0 else downward = downward[1] endif   // Target Bands hband = filt + smrng lband = filt - smrng   // Colors If upward > 0 then filtcolorR = upColorR filtcolorG = upColorG filtcolorB = upColorB elsif downward > 0 then filtcolorR = downColorR filtcolorG = downColorG filtcolorB = downColorB else filtcolorR = midColorR filtcolorG = midColorG filtcolorB = midColorB endif   if src > filt and src > src[1] and upward > 0 then barcolorR = upColorR barcolorG = upColorG barcolorB = upColorB elsif src > filt and src < src[1] and upward > 0 then barcolorR = upColorR barcolorG = upColorG barcolorB = upColorB elsif src < filt and src < src[1] and downward > 0 then barcolorR = downColorR barcolorG = downColorG barcolorB = downColorB elsif src < filt and src > src[1] and downward > 0 then barcolorR = downColorR barcolorG = downColorG barcolorB = downColorB else barcolorR = midColorR barcolorG = midColorG barcolorB = midColorB endif   // Break Outs longCond = (src > filt and src > src[1] and upward > 0) or (src > filt and src < src[1] and upward > 0) shortCond = (src < filt and src < src[1] and downward > 0) or (src < filt and src > src[1] and downward > 0)   CondIni = 0 If longCond then CondIni = 1 elsif shortCond then CondIni = -1 else CondIni = CondIni[1] endif   longCondition = longCond and CondIni[1] = -1 shortCondition = shortCond and CondIni[1] = 1   //Alerts If longCondition then buy 1 contract at market endif If shortCondition then sellshort 1 contract at market endif   ///trailing stop function trailingstart = 5 //trailing will start @trailinstart points profit trailingstep = 5 //trailing step to move the "stoploss"   //reset the stoploss value IF NOT ONMARKET THEN newSL=0 ENDIF   //manage long positions IF LONGONMARKET THEN IF newSL=0 AND close-tradeprice(1)>=trailingstart*pipsize THEN newSL = tradeprice(1)+trailingstep*pipsize ENDIF //next moves IF newSL>0 AND close-newSL>=trailingstep*pipsize THEN newSL = newSL+trailingstep*pipsize ENDIF ENDIF   //manage short positions IF SHORTONMARKET THEN //first move (breakeven) IF newSL=0 AND tradeprice(1)-close>=trailingstart*pipsize THEN newSL = tradeprice(1)-trailingstep*pipsize ENDIF //next moves IF newSL>0 AND newSL-close>=trailingstep*pipsize THEN newSL = newSL-trailingstep*pipsize ENDIF ENDIF   //stop order to exit the positions IF newSL>0 THEN SELL AT newSL STOP EXITSHORT AT newSL STOP ENDIF   // points based STOP LOSS and TRAILING STOP // initial STOP LOSS SET STOP pLOSS 50   // trailing stop SET STOP pTRAILING 50   //-----------------------------------------// graphonprice filt coloured(barcolorR,barcolorG,barcolorB,255) graphonprice hband coloured(upColorR,upColorG,upColorB,100) graphonprice lband coloured(downColorR,downColorG,downColorB,100)

  

  Iván

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