Stop correspondant au point SAR

• 02/16/2020 at 10:43 PM #119751
  Ninjutsu

  Bonjour à tous,

  J’ai essayé de programmer le code avec les fonctions suivantes:

  1. Si le diagramme MACD deviens positif et que le SAR est positif alors prendre une position.
  2. Si le SAR passe négatif alors vendre la position immédiatement, pas au début de la bougie suivante.

  Es-ce possible de paramétrer un ordre en cours de bougie ?

  Sinon j’ai trouvé la solution de paramétrer un stop qui correspondrait au SAR.

  Voici le code:

  defparam CUMULATEORDERS = False defparam FLATBEFORE = 090000 defparam FLATAFTER = 170000 Tailleposition = 1 if opendayofweek =>1 and opendayofweek <=5 then //config MACD b = MACDline[12,26,9](close) c = exponentialaverage[9](b) if B crosses over C then BullishSignal = 1 endif if C crosses over B then bullishSignal = 0 endif //graph bullishSignal coloured (r,g,b) as "bullishSignal" //Config SAR D=SAR[0.02,0.02,0.2] if(close crosses over D) then SignalSar= 1 endif if(D crosses over close) then signalSar =0 endif //Graph signalSAR coloured(r,g,b) as " SignalSAR" // Stops and targets SET STOP ploss D Graph D coloured(r,g,b) as "mytrailing" //Entrée à l'achat if not longonmarket and bullishsignal = 1 and signalSAR = 1 then buy Tailleposition contracts at market endif //Sortie de l'achat //if longonmarket and close crosses under D then //sell at market //endif endif

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  defparam CUMULATEORDERS = False defparam FLATBEFORE = 090000 defparam FLATAFTER = 170000 Tailleposition = 1 if opendayofweek =>1 and opendayofweek <=5 then //config MACD b = MACDline[12,26,9](close) c = exponentialaverage[9](b)   if B crosses over C then BullishSignal = 1 endif if C crosses over B then bullishSignal = 0 endif //graph bullishSignal coloured (r,g,b) as "bullishSignal"   //Config SAR D=SAR[0.02,0.02,0.2] if(close crosses over D) then SignalSar=  1 endif if(D crosses over close) then signalSar =0 endif //Graph signalSAR coloured(r,g,b) as " SignalSAR"     // Stops and targets   SET STOP ploss D Graph D coloured(r,g,b) as "mytrailing"     //Entrée à l'achat if not longonmarket and bullishsignal = 1 and signalSAR = 1 then buy Tailleposition contracts at market endif   //Sortie de l'achat //if longonmarket and close crosses under D then //sell at market //endif endif

  Les ordres se clôturent à 17H tel que paramétré par defparam FLATAFTER mais le stop loss n’est pas pris en compte. Pouvez-vous m’aider à résoudre ce soucis s’il vous plait?

   

  Cordialement,

  Ninja

  

  Ninjutsu

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