scalping rsi nasdaq 30 sec

Marlaynicolas · Thu, 19 May 2022 15:36:12 +0000

Bonjour roberto et toute la communauté je vous partage une stratégie sur du 30 sec nasdaq 15h30/17h30 je voudrais pouvoir diminuer la perte j’ai essayé d’intégrer votre break even pour limiter la perte mais cela reste moyen je trouve. Pouvez vous apporter votre savoir sur cette algo je vous remercie. Je m’aperçois que les deux premiers trades sont toujours gagnants mais un mauvais vient gâcher la fête. Sur le backtest depuis mi mars que je le suis les semaines sont toujours positves mais ca pourrait être mieux. Quand pensez vous? Merci pour votre aide // Définition des paramètres du code DEFPARAM CumulateOrders = False // Cumul des positions désactivé // Annule tous les ordres en attente et ferme toutes les positions à l'heure "FLATAFTER" DEFPARAM FLATAFTER = 173000 // Empêche le système de placer des ordres pour entrer sur le marché ou augmenter la taille d'une position avant l'heure spécifiée noEntryBeforeTime = 153000 timeEnterBefore = time >= noEntryBeforeTime // Empêche le système de placer des ordres pour entrer sur le marché ou augmenter la taille d'une position après l'heure spécifiée noEntryAfterTime = 173000 timeEnterAfter = time < noEntryAfterTime // Empêche le système de placer de nouveaux ordres sur les jours de la semaine spécifiés daysForbiddenEntry = OpenDayOfWeek = 6 OR OpenDayOfWeek = 0 // Conditions pour ouvrir une position acheteuse indicator1 = RSI[14](close) c1 = (indicator1 CROSSES OVER 30) IF c1 AND timeEnterBefore AND timeEnterAfter AND not daysForbiddenEntry THEN BUY 1 CONTRACT AT MARKET ENDIF // Conditions pour ouvrir une position en vente à découvert indicator2 = RSI[14](close) c2 = (indicator2 CROSSES UNDER 70) IF c2 AND timeEnterBefore AND timeEnterAfter AND not daysForbiddenEntry THEN SELLSHORT 1 CONTRACT AT MARKET ENDIF // Stops et objectifs SET STOP pTRAILING 31 SET TARGET pPROFIT 11 IF Not OnMarket THEN // // when NOT OnMarket reset values to default values // TrailStart = 5 //30 Start trailing profits from this point BasePerCent = 0.000 //20.0% Profit percentage to keep when setting BerakEven StepSize = 10 //10 Pip chunks to increase Percentage PerCentInc = 0.100 //10.0% PerCent increment after each StepSize chunk BarNumber = 10 //10 Add further % so that trades don't keep running too long BarPerCent = 0.100 //10% Add this additional percentage every BarNumber bars RoundTO = -0.5 //-0.5 rounds always to Lower integer, +0.4 rounds always to Higher integer, 0 defaults PRT behaviour PriceDistance = 7 * pipsize //7 minimun distance from current price y1 = 0 //reset to 0 y2 = 0 //reset to 0 ProfitPerCent = BasePerCent //reset to desired default value TradeBar = BarIndex ELSIF LongOnMarket AND close > (TradePrice + (y1 * pipsize)) THEN //LONG positions // // compute the value of the Percentage of profits, if any, to lock in for LONG trades // x1 = (close - tradeprice) / pipsize //convert price to pips IF x1 >= TrailStart THEN // go ahead only if N+ pips Diff1 = abs(TrailStart - x1) //difference from current profit and TrailStart Chunks1 = max(0,round((Diff1 / StepSize) + RoundTO)) //number of STEPSIZE chunks ProfitPerCent = BasePerCent + (BasePerCent * (Chunks1 * PerCentInc)) //compute new size of ProfitPerCent // compute number of bars elapsed and add an additionl percentage // (this percentage is different from PerCentInc, since it's a direct percentage, not a Percentage of BasePerCent) // (if BasePerCent is 20% and this is 10%, the whole percentage will be 30%, not 22%) BarCount = BarIndex - TradeBar IF BarCount MOD BarNumber = 0 THEN ProfitPerCent = ProfitPerCent + BarPerCent ENDIF // ProfitPerCent = max(ProfitPerCent[1],min(100,ProfitPerCent)) //make sure ProfitPerCent doess not exceed 100% y1 = max(x1 * ProfitPerCent, y1) //y1 = % of max profit ENDIF ELSIF ShortOnMarket AND close < (TradePrice - (y2 * pipsize)) THEN //SHORT positions // // compute the value of the Percentage of profits, if any, to lock in for SHORT trades // x2 = (tradeprice - close) / pipsize //convert price to pips IF x2 >= TrailStart THEN // go ahead only if N+ pips Diff2 = abs(TrailStart - x2) //difference from current profit and TrailStart Chunks2 = max(0,round((Diff2 / StepSize) + RoundTO)) //number of STEPSIZE chunks ProfitPerCent = BasePerCent + (BasePerCent * (Chunks2 * PerCentInc)) //compute new size of ProfitPerCent // compute number of bars elapsed and add an additionl percentage // (this percentage is different from PerCentInc, since it's a direct percentage, not a Percentage of BasePerCent) // (if BasePerCent is 20% and this is 10%, the whole percentage will be 30%, not 22%) BarCount = BarIndex - TradeBar IF BarCount MOD BarNumber = 0 THEN ProfitPerCent = ProfitPerCent + BarPerCent ENDIF // ProfitPerCent = max(ProfitPerCent[1],min(100,ProfitPerCent)) //make sure ProfitPerCent doess not exceed 100% y2 = max(x2 * ProfitPerCent, y2) //y2 = % of max profit ENDIF ENDIF IF y1 THEN //Place pending STOP order when y1 > 0 (LONG positions) SellPrice = Tradeprice + (y1 * pipsize) //convert pips to price // // check the minimun distance between ExitPrice and current price // IF abs(close - SellPrice) > PriceDistance THEN // // place either a LIMIT or STOP pending order according to current price positioning // IF close >= SellPrice THEN SELL AT SellPrice STOP ELSE SELL AT SellPrice LIMIT ENDIF ELSE // //sell AT MARKET when EXITPRICE does not meet the broker's minimun distance from current price // SELL AT Market ENDIF ENDIF IF y2 THEN //Place pending STOP order when y2 > 0 (SHORT positions) ExitPrice = Tradeprice - (y2 * pipsize) //convert pips to price // // check the minimun distance between ExitPrice and current price // IF abs(close - ExitPrice) > PriceDistance THEN // // place either a LIMIT or STOP pending order according to current price positioning // IF close <= ExitPrice THEN EXITSHORT AT ExitPrice STOP ELSE EXITSHORT AT ExitPrice LIMIT ENDIF ELSE // //ExitShort AT MARKET when EXITPRICE does not meet the broker's minimun distance from current price // EXITSHORT AT Market ENDIF ENDIF

This topic has 19 replies, 4 voices, and was last updated 2 years ago by Marlaynicolas.

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05/23/2022 at 11:55 AM #193706

Marlaynicolas

Ce matin il aurait du prendre 2 trades le premier à 22 était gagnant et le second perte de 18 mais celui ci n’a pas était pris.

Marlaynicolas
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05/23/2022 at 9:11 PM #193734

fifi743

propagation 2

tique par tique

pas de TP et SL de 15 point

j’ai enlevé le Ptrailling

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Marlaynicolas

fifi743
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05/24/2022 at 1:04 PM #193772

Marlaynicolas

Bonjour merci pour le retour,

Peux tu m’expliquer pourquoi tu n’a pas laissé le stop d’origine et que tu ne mets pas de take profit.

merci fifi

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05/24/2022 at 1:38 PM #193775

fifi743

bonjour,

le Ptrailling va te donner de bon résultat en BT,mais ne marchera pas avec proorder.

et le TP c’est pour prendre un maximum.

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Marlaynicolas

fifi743
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05/24/2022 at 2:23 PM #193780

Marlaynicolas

ok merci pour le retour si tu as des suggestions je suis preneur.

bonne journee

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scalping rsi nasdaq 30 sec

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