stratégie eur/usd 2 min

• 07/13/2022 at 8:32 AM #197199
  Marlaynicolas

  Bonjour tout le monde

  je vous partage une stratégie sur eur/usd en graph 2 min. Merci au passage à nicolas et roberto ou j’ai intégré le break even.
  Je voudrais intégrer dans la stratégie la vente partielle.
  Voila j’ai suivi chaque jour les prises de postions et j’ai remarqué que souvent il arrive à hauteur de 10 euros( par exemple) et redescend pour cloturer toute la position au break even déclenché qui peut être de 3.5 euros ou autres.

  Je voudrais intégrer également la cloture du trade quand celui si arrive à 60,80 ou autre bougie si le trade dure trop longtemps.

  Si cela peut intéresser quelqu’un et m’inclure cela dans le code ou vous remerciant

  eur/usd 2 minute

  // Définition des paramètres du code DEFPARAM CumulateOrders = False // Cumul des positions désactivé // Empêche le système de placer des ordres pour entrer sur le marché ou augmenter la taille d'une position avant l'heure spécifiée noEntryBeforeTime = 080000 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 = 192000 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 en vente à découvert indicator1 = SenkouSpanB[9,26,52] c1 = (close >= indicator1) indicator2 = SenkouSpanB[9,26,52] c2 = (low[1] < indicator2) IF (c1 AND c2) AND timeEnterBefore AND timeEnterAfter AND not daysForbiddenEntry and tally < maxTrades THEN sellshort 1 CONTRACT AT MARKET ENDIF //--------------------------------------------------------------------------------------------------------------- once maxTrades = 3 //maxNumberDailyTrades once tally = 0 if intradayBarIndex = 0 then tally = 0 endif newTrades = (onMarket and not onMarket[1]) or ((not onMarket and not onMarket[1]) and (strategyProfit <> strategyProfit[1])) or (longOnMarket and ShortOnMarket[1]) or (longOnMarket[1] and shortOnMarket) or ((tradeIndex(1) = tradeIndex(2)) and (barIndex = tradeIndex(1)) and (barIndex > 0) and (strategyProfit = strategyProfit[1])) if newTrades then tally = tally +1 endif //------------------------------------------------------------------------------------------------------------------------ //--------------------------------------------------------------------------------------------------------------- //Max-Orders per Day once maxOrdersL = 1 //long once maxOrdersS = 1 //short if intradayBarIndex = 0 then //reset orders count ordersCountL = 0 ordersCountS = 0 endif if longTriggered then //check if an order has opened in the current bar ordersCountL = ordersCountL + 1 endif if shortTriggered then //check if an order has opened in the current bar ordersCountS = ordersCountS + 1 endif //------------------------------------------------------------------------------------------------------------------------ // Stops et objectifs set stop %loss 0.58 set target %profit 0.81 IF Not OnMarket THEN // // when NOT OnMarket reset values to default values // TrailStart = 1.79 //30 Start trailing profits from this point BasePerCent = 0.000 //20.0% Profit percentage to keep when setting BerakEven StepSize = 1 //10 Pip chunks to increase Percentage PerCentInc = 0.000 //10.0% PerCent increment after each StepSize chunk BarNumber = 10 //10 Add further % so that trades don't keep running too long BarPerCent = 0.235 //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 = 9 * 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

  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 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156

  // Définition des paramètres du code DEFPARAM CumulateOrders = False // Cumul des positions désactivé   // Empêche le système de placer des ordres pour entrer sur le marché ou augmenter la taille d'une position avant l'heure spécifiée noEntryBeforeTime = 080000 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 = 192000 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 en vente à découvert indicator1 = SenkouSpanB[9,26,52] c1 = (close >= indicator1) indicator2 = SenkouSpanB[9,26,52] c2 = (low[1] < indicator2)   IF (c1 AND c2) AND timeEnterBefore AND timeEnterAfter AND not daysForbiddenEntry and tally < maxTrades THEN sellshort 1 CONTRACT AT MARKET ENDIF   //--------------------------------------------------------------------------------------------------------------- once maxTrades = 3                               //maxNumberDailyTrades once tally = 0 if intradayBarIndex = 0 then tally = 0 endif newTrades =  (onMarket and not onMarket[1]) or ((not onMarket and not onMarket[1]) and (strategyProfit <> strategyProfit[1])) or (longOnMarket and ShortOnMarket[1]) or (longOnMarket[1] and shortOnMarket) or ((tradeIndex(1) = tradeIndex(2)) and (barIndex = tradeIndex(1)) and (barIndex > 0) and (strategyProfit = strategyProfit[1])) if newTrades then tally = tally +1 endif //------------------------------------------------------------------------------------------------------------------------ //--------------------------------------------------------------------------------------------------------------- //Max-Orders per Day once maxOrdersL = 1  //long once maxOrdersS = 1  //short if intradayBarIndex = 0 then //reset orders count ordersCountL = 0 ordersCountS = 0 endif if longTriggered then //check if an order has opened in the current bar ordersCountL = ordersCountL + 1 endif if shortTriggered then //check if an order has opened in the current bar ordersCountS = ordersCountS + 1 endif //------------------------------------------------------------------------------------------------------------------------ // Stops et objectifs set stop %loss 0.58 set target %profit 0.81   IF Not OnMarket THEN // // when NOT OnMarket reset values to default values // TrailStart    = 1.79         //30     Start trailing profits from this point BasePerCent   = 0.000       //20.0%  Profit percentage to keep when setting BerakEven StepSize      = 1          //10     Pip chunks to increase Percentage PerCentInc    = 0.000       //10.0%  PerCent increment after each StepSize chunk BarNumber     = 10          //10     Add further % so that trades don't keep running too long BarPerCent    = 0.235       //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 = 9 * 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

  

  Marlaynicolas

  Participant

  Topics: 20

  Replies: 101

  Been thanked: 6 times
  07/16/2022 at 7:02 AM #197343
  Marlaynicolas

  Bonjour à tous,

  J’ai partagé une stratégie algo eurusd 2min et je recherche à intégrer dans cette stratégie la vente partielle en pourcentage quand celui si arrive à( par exemple à 15 euros. je voudrais qu’il me vende 0.5% de la position.)

  Est ce possible je ne trouve pas de lien qui puisse m’aider?

  Dans l’attente de vous lire et merci.

   

  

  Marlaynicolas

  Participant

  Topics: 20

  Replies: 101

  Been thanked: 6 times
  07/16/2022 at 7:34 AM #197347
  JC_Bywan

  Bjr,

  un exemple de syntaxe de vente partielle par Nicolas:

  https://www.prorealcode.com/topic/cloture-partielle-v11/#post-160461

   

  1 user thanked author for this post.

  Marlaynicolas

  

  JC_Bywan

  Moderator

  Topics: 20

  Replies: 2646

  Been thanked: 912 times
  07/16/2022 at 8:34 AM #197349
  Marlaynicolas

  Merci,

  Je voudrais remplacer pointzise par un pourcentage mais je ne suis pas sur de moi , remplacer par percent suffirai ?

  merci a toi

   

   

  

  Marlaynicolas

  Participant

  Topics: 20

  Replies: 101

  Been thanked: 6 times
  07/16/2022 at 8:39 AM #197350
  Marlaynicolas

  Je voudrais l’intégrer dans ma stratégie peux tu me dire si la synthase est bonne?

  // Définition des paramètres du code DEFPARAM CumulateOrders = False // Cumul des positions désactivé // Empêche le système de placer des ordres pour entrer sur le marché ou augmenter la taille d'une position avant l'heure spécifiée noEntryBeforeTime = 080000 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 = 192000 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 en vente à découvert indicator1 = SenkouSpanB[9,26,52] c1 = (close >= indicator1) indicator2 = SenkouSpanB[9,26,52] c2 = (low[1] < indicator2) IF (c1 AND c2) AND timeEnterBefore AND timeEnterAfter AND not daysForbiddenEntry and tally < maxTrades THEN sellshort 1 CONTRACT AT MARKET ENDIF

  1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23

  // Définition des paramètres du code DEFPARAM CumulateOrders = False // Cumul des positions désactivé // Empêche le système de placer des ordres pour entrer sur le marché ou augmenter la taille d'une position avant l'heure spécifiée noEntryBeforeTime = 080000 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 = 192000 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 en vente à découvert indicator1 = SenkouSpanB[9,26,52] c1 = (close >= indicator1) indicator2 = SenkouSpanB[9,26,52] c2 = (low[1] < indicator2) IF (c1 AND c2) AND timeEnterBefore AND timeEnterAfter AND not daysForbiddenEntry and tally < maxTrades THEN sellshort 1 CONTRACT AT MARKET ENDIF

  if longonmarket and close–tradeprice>=0.20*percent and closed=0 then

  sell 0.5 contract at market

  closed=1

  endif

  //--------------------------------------------------------------------------------------------------------------- once maxTrades = 3 //maxNumberDailyTrades once tally = 0 if intradayBarIndex = 0 then tally = 0 endif newTrades = (onMarket and not onMarket[1]) or ((not onMarket and not onMarket[1]) and (strategyProfit <> strategyProfit[1])) or (longOnMarket and ShortOnMarket[1]) or (longOnMarket[1] and shortOnMarket) or ((tradeIndex(1) = tradeIndex(2)) and (barIndex = tradeIndex(1)) and (barIndex > 0) and (strategyProfit = strategyProfit[1])) if newTrades then tally = tally +1 endif //------------------------------------------------------------------------------------------------------------------------ //--------------------------------------------------------------------------------------------------------------- //Max-Orders per Day once maxOrdersL = 1 //long once maxOrdersS = 1 //short if intradayBarIndex = 0 then //reset orders count ordersCountL = 0 ordersCountS = 0 endif if longTriggered then //check if an order has opened in the current bar ordersCountL = ordersCountL + 1 endif if shortTriggered then //check if an order has opened in the current bar ordersCountS = ordersCountS + 1 endif //------------------------------------------------------------------------------------------------------------------------ // Stops et objectifs set stop %loss 0.58 set target %profit 0.81 IF Not OnMarket THEN // // when NOT OnMarket reset values to default values // TrailStart = 1.79 //30 Start trailing profits from this point BasePerCent = 0.000 //20.0% Profit percentage to keep when setting BerakEven StepSize = 1 //10 Pip chunks to increase Percentage PerCentInc = 0.000 //10.0% PerCent increment after each StepSize chunk BarNumber = 10 //10 Add further % so that trades don't keep running too long BarPerCent = 0.235 //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 = 9 * 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

  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 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132

  //--------------------------------------------------------------------------------------------------------------- once maxTrades = 3                               //maxNumberDailyTrades once tally = 0 if intradayBarIndex = 0 then tally = 0 endif newTrades =  (onMarket and not onMarket[1]) or ((not onMarket and not onMarket[1]) and (strategyProfit <> strategyProfit[1])) or (longOnMarket and ShortOnMarket[1]) or (longOnMarket[1] and shortOnMarket) or ((tradeIndex(1) = tradeIndex(2)) and (barIndex = tradeIndex(1)) and (barIndex > 0) and (strategyProfit = strategyProfit[1])) if newTrades then tally = tally +1 endif //------------------------------------------------------------------------------------------------------------------------ //--------------------------------------------------------------------------------------------------------------- //Max-Orders per Day once maxOrdersL = 1  //long once maxOrdersS = 1  //short if intradayBarIndex = 0 then //reset orders count ordersCountL = 0 ordersCountS = 0 endif if longTriggered then //check if an order has opened in the current bar ordersCountL = ordersCountL + 1 endif if shortTriggered then //check if an order has opened in the current bar ordersCountS = ordersCountS + 1 endif //------------------------------------------------------------------------------------------------------------------------ // Stops et objectifs set stop %loss 0.58 set target %profit 0.81 IF Not OnMarket THEN // // when NOT OnMarket reset values to default values // TrailStart    = 1.79         //30     Start trailing profits from this point BasePerCent   = 0.000       //20.0%  Profit percentage to keep when setting BerakEven StepSize      = 1          //10     Pip chunks to increase Percentage PerCentInc    = 0.000       //10.0%  PerCent increment after each StepSize chunk BarNumber     = 10          //10     Add further % so that trades don't keep running too long BarPerCent    = 0.235       //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 = 9 * 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

  

  Marlaynicolas

  Participant

  Topics: 20

  Replies: 101

  Been thanked: 6 times
  07/17/2022 at 7:54 AM #197387
  Marlaynicolas

  Bonjour à tous, je remais en poste  ma demande .

  J’ai partagé une stratégie algo eurusd 2min et je recherche à intégrer dans cette stratégie la vente partielle en pourcentage quand celui si arrive à( par exemple à 15 euros. je voudrais qu’il me vende 0.5% de la position.)

  J’ai essayé ce que l’on m’a proposé mais cela ne fonctionne pas. rien ne se passe. Si vous pouviez venir à mon aide je pense que cela pourrais bien améliorer les gains.

  Et au passage que pensez vous de la stratégie ?

  Dans l’attente de vous lire et merci.

   

  

  Marlaynicolas

  Participant

  Topics: 20

  Replies: 101

  Been thanked: 6 times
  07/18/2022 at 9:23 AM #197432
  JC_Bywan

  Bonjour,

  Je ne sais pas ce qu’est ta variable “percent”, à moins que pour toi percent soit un mot-clé du langage probuilder, dans ce cas la réponse est non, ce n’est pas un mot clé, on peut chercher la doc par mot-clé là si on ne veut pas consulter le manuel page par page:

  https://www.prorealcode.com/prorealtime-documentation/

  Pointsize sert à convertir 20 en points, tu peux vouloir 20 sur le dax (20*1) mais si tu veux 20 pips sur cfd eurusd par exemple alors tu veux 0.002=20*0.0001 car le pointsize dans ce cas est 0.0001

  Il manque de caser le closed=0 de la ligne 3 de l’exemple aussi, à mettre dans la boucle où se fait l’entrée pour laquelle on veut autoriser la cloture partielle.

  Enfin, merci de consulter attentivement les règles de publication situées le grand cadre jaune en bas de chaque page, auxquelles on adhère quand on clic sur “submit” message. J’ai déjà dû fusionner 3 topics différents au sein du présent fil de discussion ce weekend, je vois qu’en plus de doubler le message contrairement aux règles du forum la question a été reposée encore en plus dans le forum italien, et ce matin encore un nouveau fil de discussion pour poser la même question dans ce même forum français, que je vais supprimer dans quelques instants…

  On pose la question une fois, on la reformule si besoin, mais on maintient la conversation à propos d’un même sujet dans le même fil de discussion, on n’ouvre pas un nouveau fil post par post, ces règles servent à garder un minimum d’ordre pour que les utilisateurs puissent ensuite éxécuter des recherches internes au site fil par fil (et avec posts de library aussi). Pour info si besoin, le moteur de recherche interne est soit en page d’accueil du site, soit en haut à droite de chaque page, première ligne du menu déroulant qui apparait si on survole son avatar avec la souris.

  1 user thanked author for this post.

  Marlaynicolas

  

  JC_Bywan

  Moderator

  Topics: 20

  Replies: 2646

  Been thanked: 912 times
  07/18/2022 at 9:35 AM #197434
  Marlaynicolas

  Bonjour , autant pour moi .

  je pensais que je devais remonter les conversations et recréer des topics.

  EXCUSEZ MOI.

   

  

  Marlaynicolas

  Participant

  Topics: 20

  Replies: 101

  Been thanked: 6 times
  07/24/2022 at 10:17 PM #197867
  Marlaynicolas

  Bonsoir à tous

  je voudrais cloturer partiellement une vente sur eurusd mais rienvvne se passe.

  J’ai pris la formule suivante partager par nicolas.

  Pouvez vous m’aider s’il vous plait

   

  vente partielle

  sellshort 1 CONTRACT AT MArket partiel=0 endif // sortie partielle if longonmarket and close-tradeprice>=0.00001*pointsize and partial=0 then sell countofposition/1 contract at market partial = 1 endif

  1 2 3 4 5 6 7 8

  sellshort 1 CONTRACT AT MArket partiel=0 endif // sortie partielle if longonmarket and close-tradeprice>=0.00001*pointsize and partial=0 then sell countofposition/1 contract at market partial = 1 endif

  

  Marlaynicolas

  Participant

  Topics: 20

  Replies: 101

  Been thanked: 6 times
  07/25/2022 at 7:53 AM #197879
  JC_Bywan

  Bjr,

  L’exemple de Nicolas était :

  if rsi[14] crosses over 50 then buy 2 contracts at market closed=0 endif if longonmarket and close-tradeprice>=20*pointsize and closed=0 then sell 1 contract at market closed=1 endif

  1 2 3 4 5 6 7 8 9

  if rsi[14] crosses over 50 then buy 2 contracts at market closed=0 endif   if longonmarket and close-tradeprice>=20*pointsize and closed=0 then sell 1 contract at market closed=1 endif

   

  Et tu l’as modifié en :

  sellshort 1 CONTRACT AT MArket partiel=0 endif // sortie partielle if longonmarket and close-tradeprice>=0.00001*pointsize and partial=0 then sell countofposition/1 contract at market partial = 1 endif

  1 2 3 4 5 6 7 8

  sellshort 1 CONTRACT AT MArket partiel=0 endif // sortie partielle if longonmarket and close-tradeprice>=0.00001*pointsize and partial=0 then sell countofposition/1 contract at market partial = 1 endif

  il manque un if au début pour l’entrée, mais on va supposer que c’était juste le copier-coller, pas une erreur de syntaxe à l’origine du “rien ne se passe”.

  ligne 2, typo probablement, avec écrit partiEl alors que les autres lignes sont en partiAl

  ligne 1 changée en sellshort (une vad) alors qu’elle était en buy (achat) et que les lignes 5 et 6 utilisant les termes “longonmarket” et “sell” qui sont des termes liés au sens acheteur, pas au sens vendeur (termes pour cet autre sens vendeur: “shortonmarket”  et “exitshort”) ne sont pas changées aussi, il faut ou tout l’un ou tout l’autre

  ligne 6 vend un nombre countofposition/1 ( que le /1 soit typo ou divise par 1 sans conséquence, peu importe) qui n’a rien de partiel.

  Donc il y a une cascade de modifications qui chacune à elle seule peut empêcher que ça fonctionne.

   

  Je repars de l’exemple de Nicolas, et je garde en valeur numérique un achat de 2, et une vente partielle de 1, je garde le flag “closed” au lieu d’un “partiel/partial”. Je ne garde pas la condition d’entrée de Nicolas du premier if, je te laisse le soin de la remplacer par la tienne. La modification pour ton cas est si par exemple gain en fin de bougie de 8 points (soit 16 euros hors spread si tu es à 1 euro le point avec 2 contrats 2×8=16 , vu que j’ai cru comprendre que tu parlais d’environ 15, on est dans les environs voulus), alors on change le 20 en 8

  if (mettre ici tes conditions d'achats et éventuellement de vérification de non cumul) then buy 2 contracts at market closed=0 endif if longonmarket and close-tradeprice>=8*pointsize and closed=0 then sell 1 contract at market closed=1 endif

  1 2 3 4 5 6 7 8 9

  if (mettre ici tes conditions d'achats et éventuellement de vérification de non cumul) then buy 2 contracts at market closed=0 endif   if longonmarket and close-tradeprice>=8*pointsize and closed=0 then sell 1 contract at market closed=1 endif

   

   

  1 user thanked author for this post.

  Marlaynicolas

  

  JC_Bywan

  Moderator

  Topics: 20

  Replies: 2646

  Been thanked: 912 times
  07/28/2022 at 2:20 PM #198039
  Marlaynicolas

  Bonjour JC.

  MERCI POUR LE RETOUR.

  Comme tu peux voir j’ai réglé mon robot pour des trades à la vente, du coup j’essai d’intégrer la vente partielle.

  J’ai essayé d’intégrer les termes que tu viens de me suggérer mais les profits et perte ne change pas est ce que tu peux m’aider à corriger s’il te plait et me dire pourquoi je n’arrive pas à obtenir des rachats de vente à découvert pour ne garder qu’un contrat..

   

  je te joins l’algo

   

  venteeur/usd 3 minutes

  // Définition des paramètres du code DEFPARAM CumulateOrders = False // Cumul des positions désactivé // Empêche le système de placer des ordres pour entrer sur le marché ou augmenter la taille d'une position avant l'heure spécifiée noEntryBeforeTime = 080000 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 = 232500 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 en vente à découvert c1 = (close > close[10]) indicator1 = SenkouSpanB[9,26,52] c2 = (close > indicator1) indicator2 = SenkouSpanA[9,26,52] c3 = (close > indicator2) IF (c1 AND c2) AND timeEnterBefore AND timeEnterAfter AND not daysForbiddenEntry and tally < maxTrades THEN sellshort 2 CONTRACT AT MArket partial=0 endif // sortie partielle if shortonmarket and close-tradeprice>=8*pointsize and partial=0 then exitshort countofposition/1 contract at market partial = 1 endif //--------------------------------------------------------------------------------------------------------------- once maxTrades = 3 //maxNumberDailyTrades once tally = 0 if intradayBarIndex = 0 then tally = 0 endif newTrades = (onMarket and not onMarket[1]) or ((not onMarket and not onMarket[1]) and (strategyProfit <> strategyProfit[1])) or (longOnMarket and ShortOnMarket[1]) or (longOnMarket[1] and shortOnMarket) or ((tradeIndex(1) = tradeIndex(2)) and (barIndex = tradeIndex(1)) and (barIndex > 0) and (strategyProfit = strategyProfit[1])) if newTrades then tally = tally +1 endif //------------------------------------------------------------------------------------------------------------------------ //--------------------------------------------------------------------------------------------------------------- //Max-Orders per Day once maxOrdersL = 1 //long once maxOrdersS = 1 //short if intradayBarIndex = 0 then //reset orders count ordersCountL = 0 ordersCountS = 0 endif if longTriggered then //check if an order has opened in the current bar ordersCountL = ordersCountL + 1 endif if shortTriggered then //check if an order has opened in the current bar ordersCountS = ordersCountS + 1 endif //------------------------------------------------------------------------------------------------------------------------ // Stops et objectifs set stop %loss 0.58 set target %profit 0.11 IF Not OnMarket THEN // // when NOT OnMarket reset values to default values // TrailStart = 1.74 //30 Start trailing profits from this point BasePerCent = 0.000 //20.0% Profit percentage to keep when setting BerakEven StepSize = 1 //10 Pip chunks to increase Percentage PerCentInc = 0.000 //10.0% PerCent increment after each StepSize chunk BarNumber = 10 //10 Add further % so that trades don't keep running too long BarPerCent = 0.235 //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 = 9 * 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

  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 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163

  // Définition des paramètres du code DEFPARAM CumulateOrders = False // Cumul des positions désactivé   // Empêche le système de placer des ordres pour entrer sur le marché ou augmenter la taille d'une position avant l'heure spécifiée noEntryBeforeTime = 080000 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 = 232500 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 en vente à découvert c1 = (close > close[10]) indicator1 = SenkouSpanB[9,26,52] c2 = (close > indicator1) indicator2 = SenkouSpanA[9,26,52] c3 = (close > indicator2)   IF (c1 AND c2) AND timeEnterBefore AND timeEnterAfter AND not daysForbiddenEntry and tally < maxTrades THEN sellshort 2 CONTRACT AT MArket partial=0 endif // sortie partielle if shortonmarket and close-tradeprice>=8*pointsize and partial=0 then exitshort countofposition/1 contract at market partial = 1 endif //--------------------------------------------------------------------------------------------------------------- once maxTrades = 3                               //maxNumberDailyTrades once tally = 0 if intradayBarIndex = 0 then tally = 0 endif newTrades =  (onMarket and not onMarket[1]) or ((not onMarket and not onMarket[1]) and (strategyProfit <> strategyProfit[1])) or (longOnMarket and ShortOnMarket[1]) or (longOnMarket[1] and shortOnMarket) or ((tradeIndex(1) = tradeIndex(2)) and (barIndex = tradeIndex(1)) and (barIndex > 0) and (strategyProfit = strategyProfit[1])) if newTrades then tally = tally +1 endif //------------------------------------------------------------------------------------------------------------------------ //--------------------------------------------------------------------------------------------------------------- //Max-Orders per Day once maxOrdersL = 1  //long once maxOrdersS = 1  //short if intradayBarIndex = 0 then //reset orders count ordersCountL = 0 ordersCountS = 0 endif if longTriggered then //check if an order has opened in the current bar ordersCountL = ordersCountL + 1 endif if shortTriggered then //check if an order has opened in the current bar ordersCountS = ordersCountS + 1 endif //------------------------------------------------------------------------------------------------------------------------ // Stops et objectifs set stop %loss 0.58 set target %profit 0.11     IF Not OnMarket THEN // // when NOT OnMarket reset values to default values // TrailStart    = 1.74          //30     Start trailing profits from this point BasePerCent   = 0.000       //20.0%  Profit percentage to keep when setting BerakEven StepSize      = 1          //10     Pip chunks to increase Percentage PerCentInc    = 0.000       //10.0%  PerCent increment after each StepSize chunk BarNumber     = 10          //10     Add further % so that trades don't keep running too long BarPerCent    = 0.235       //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 = 9 * 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

  

  Marlaynicolas

  Participant

  Topics: 20

  Replies: 101

  Been thanked: 6 times
  07/28/2022 at 2:49 PM #198045
  JC_Bywan

  Ligne 28, la modif du mot-clé en exitshort est bonne, mais il y a toujours le problème de la quantité évoqué dans le post précédent avec la présence de countofposition

  https://www.prorealcode.com/documentation/countofposition/

  countofposition en théorie est négatif si tu le fais intervenir en vente partielle de short, et même s’il ne l’était pas sa valeur absolue vaut le total des positions, pas la quantité partielle souhaitée, la ligne 23 ayant vendu 2 contrats il faudrait tester avec:

  exitshort 1 contract at market

  1	exitshort 1 contract at market

  Puis de là, voir si ça va ou s’il faut chercher d’autres anomalies

  

  JC_Bywan

  Moderator

  Topics: 20

  Replies: 2646

  Been thanked: 912 times
  08/19/2022 at 10:30 AM #199228
  winnie37

  Hello,

  Merci pour le partage. J’ai l’impression qu’on peut en faire quelque chose sur du 10 – 30 secondes…As-tu d’autres systèmes sur ce type d’ut (2m par exemple) ou transposables sur d’autres instruments que NAS?
  Merci de ton retour

  1 user thanked author for this post.

  Marlaynicolas

  

  winnie37

  Participant

  Topics: 30

  Replies: 167

  Been thanked: 16 times
  08/20/2022 at 5:56 AM #199263
  Marlaynicolas

  Bonjour,

  as tu esseyé sur du 30sec ? J’ai esseyé pendant un temps mais pas assez de recul dans le temps pour voir

  Mais oui j’ai algo sur nadas et eur/usd sur sur 2 minu , 3min et du 5 min .

  Je peux partager mais il faudrait travailler dessus

  

  Marlaynicolas

  Participant

  Topics: 20

  Replies: 101

  Been thanked: 6 times
  08/20/2022 at 8:46 AM #199264
  winnie37

  Hello,

  J’ai mis en test EUR USD 2M sur du 10 secondes. Cela a l’air de fonctionner. Mais pas beaucoup de recul en effet.

  Pourrai tu partager NASDAQ 2 minutes par exemple pour commencer?  Peut-être serai t-il aussi valable sur du scalping, style 10 secondes ? Je veux bien tester différentes possibilités. Merci de ton retour…

   

  

  winnie37

  Participant

  Topics: 30

  Replies: 167

  Been thanked: 16 times
• Author
  Posts