strategie nadasq 5min
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- This topic has 7 replies, 3 voices, and was last updated 2 years ago by Marlaynicolas.
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01/18/2023 at 7:59 AM #207594
Bonjour à tous,
je vous remonte et partage un stratégie sur le nadasq en 5min avec spread à 1 pour capital de 10000 avec 2 contrats, je pense qu’on peut encore améliorer les gains et diminuer les pertes.
Je m’aperçois que je n’ai que des trades longs je ne comprends pas pourquoi les courts ne fonctionne pas.merci au passage à nicolas et robertto .
nadasq 5 min123456789101112131415161718192021222324252627282930313233343536373839404142434445464748495051525354555657585960616263646566676869707172737475767778798081828384858687888990919293949596979899100101102103104105106107108109110111112113114115116117118119120121122123124125126127128129130131132133134135136137138139140141142// Définition des paramètres du codeDEFPARAM CumulateOrders = false // pas de cumul de positionsDEFPARAM Preloadbars = 1000000capital= 50000// Empêche le système de placer des ordres pour entrer sur le marché ou augmenter la taille d'une position avant l'heure spécifiéenoEntryBeforeTime = 150000timeEnterBefore = time >= noEntryBeforeTime// Empêche le système de placer des ordres pour entrer sur le marché ou augmenter la taille d'une position après l'heure spécifiéenoEntryAfterTime = 223000timeEnterAfter = time < noEntryAfterTime// Empêche le système de placer de nouveaux ordres sur les jours de la semaine spécifiésdaysForbiddenEntry = OpenDayOfWeek = 6 OR OpenDayOfWeek = 0// Conditions pour ouvrir une position acheteuseindicator1 = SenkouSpanA[9,26,52]c1 = (close CROSSES OVER indicator1)indicator2 = SenkouSpanB[9,26,52]c2 = (close CROSSES OVER indicator2)c3 = (close > DOpen(0)[1])IF (c1 AND c2 ) AND timeEnterBefore AND timeEnterAfter AND not daysForbiddenEntry THENBUY 2 CONTRACT AT MARKETpartial=0ENDIF// sortie partielleif longonmarket and positionperf>1.71/100 and partial=0 thensell countofposition/1.7 contract at marketpartial = 1endifif summation[1680](longonmarket)=1680 thensell at marketendifif summation[1000](shortonmarket)=1000 thenexitshort at marketendif// Stops et objectifsset stop %loss 1.8set target %profit 1.73IF Not OnMarket THEN//// when NOT OnMarket reset values to default values//TrailStart = 65 //30 Start trailing profits from this pointBasePerCent = 0.000 //20.0% Profit percentage to keep when setting BerakEvenStepSize = 1 //10 Pip chunks to increase PercentagePerCentInc = 0.000 //10.0% PerCent increment after each StepSize chunkBarNumber = 10 //10 Add further % so that trades don't keep running too longBarPerCent = 0.235 //10% Add this additional percentage every BarNumber barsRoundTO = -0.5 //-0.5 rounds always to Lower integer, +0.4 rounds always to Higher integer, 0 defaults PRT behaviourPriceDistance = 9 * pipsize //7 minimun distance from current pricey1 = 0 //reset to 0y2 = 0 //reset to 0ProfitPerCent = BasePerCent //reset to desired default valueTradeBar = BarIndexELSIF 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 pipsIF x1 >= TrailStart THEN // go ahead only if N+ pipsDiff1 = abs(TrailStart - x1) //difference from current profit and TrailStartChunks1 = max(0,round((Diff1 / StepSize) + RoundTO)) //number of STEPSIZE chunksProfitPerCent = 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 - TradeBarIF BarCount MOD BarNumber = 0 THENProfitPerCent = ProfitPerCent + BarPerCentENDIF//ProfitPerCent = max(ProfitPerCent[1],min(100,ProfitPerCent)) //make sure ProfitPerCent doess not exceed 100%y1 = max(x1 * ProfitPerCent, y1) //y1 = % of max profitENDIFELSIF 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 pipsIF x2 >= TrailStart THEN // go ahead only if N+ pipsDiff2 = abs(TrailStart - x2) //difference from current profit and TrailStartChunks2 = max(0,round((Diff2 / StepSize) + RoundTO)) //number of STEPSIZE chunksProfitPerCent = 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 - TradeBarIF BarCount MOD BarNumber = 0 THENProfitPerCent = ProfitPerCent + BarPerCentENDIF//ProfitPerCent = max(ProfitPerCent[1],min(100,ProfitPerCent)) //make sure ProfitPerCent doess not exceed 100%y2 = max(x2 * ProfitPerCent, y2) //y2 = % of max profitENDIFENDIFIF 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 THENSELL AT SellPrice STOPELSESELL AT SellPrice LIMITENDIFELSE////sell AT MARKET when EXITPRICE does not meet the broker's minimun distance from current price//SELL AT MarketENDIFENDIFIF 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 THENEXITSHORT AT ExitPrice STOPELSEEXITSHORT AT ExitPrice LIMITENDIFELSE////ExitShort AT MARKET when EXITPRICE does not meet the broker's minimun distance from current price//EXITSHORT AT MarketENDIF1 user thanked author for this post.
01/18/2023 at 8:10 AM #207599Bjr,
Vite fait avant de démarrer la séance, à moins d’une erreur de copier-coller qui oublie un bout de code, ou que je fasse l’erreur fatale de mal lire le code avant mon café, je ne vois pas d’entrée sellshort dans ce code, juste des achats longs, des sorties partielles ou totales, et des exitshort sans entrée sellshort préalable…
https://www.prorealcode.com/documentation/sellshort/
1 user thanked author for this post.
01/18/2023 at 9:55 AM #207603bonjour jc bryan ,
j’ai fait ce code juste pour des achats et mes sorties sont faites par le break even ou sur une duree de bougies,
Novice encore pour la programmation pourrais tu me dire comment tu mettrais ton sell short01/19/2023 at 10:06 AM #207684Tu es déjà moins novice que ce que tu penses, ou tu as oublié avoir déjà utilisé cette instruction sellshort, voici ton post #197547 qui ressemble beaucoup au code ci-dessus, dans lequel tu avais déjà utilisé sellshort à la ligne22 avec les conditions c1 et c2 en “cross under” cette fois-là (par rapport au cross over pour la version buy actuelle)
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01/19/2023 at 3:40 PM #207721Merci Nicolas pour le partage. C’est très apprécié, et ça signifie que le partage et la collaboration fonctionne toujours dans notre communauté 😉
2 users thanked author for this post.
01/20/2023 at 10:33 AM #207744bonjour JC_Bywan,
J’ai essayé le sellshort peux tu me dire si tu l’aurais positionné avec les conditions C1 et C2 ou si tu l’aurais utliser avec d’autres conditons.Le résultat est moins bon si j’ai bien compris intégré le sellshort
nadasq 5 minutes123456789101112131415161718192021222324252627282930313233343536373839404142434445464748495051525354555657585960616263646566676869707172737475767778798081828384858687888990919293949596979899100101102103104105106107108109110111112113114115116117118119120121122123124125126127128129130131132133134135136137138139140141142143144145146147148// Définition des paramètres du codeDEFPARAM CumulateOrders = false // pas de cumul de positionsDEFPARAM Preloadbars = 1000000capital= 50000// Empêche le système de placer des ordres pour entrer sur le marché ou augmenter la taille d'une position avant l'heure spécifiéenoEntryBeforeTime = 150000timeEnterBefore = time >= noEntryBeforeTime// Empêche le système de placer des ordres pour entrer sur le marché ou augmenter la taille d'une position après l'heure spécifiéenoEntryAfterTime = 223000timeEnterAfter = time < noEntryAfterTime// Empêche le système de placer de nouveaux ordres sur les jours de la semaine spécifiésdaysForbiddenEntry = OpenDayOfWeek = 6 OR OpenDayOfWeek = 0// Conditions pour ouvrir une position acheteuseindicator1 = SenkouSpanA[9,26,52]c1 = (close CROSSES OVER indicator1)indicator2 = SenkouSpanB[9,26,52]c2 = (close CROSSES OVER indicator2)c3 = (close > DOpen(0)[1])IF (c1 AND c2 ) AND timeEnterBefore AND timeEnterAfter AND not daysForbiddenEntry THENBUY 2 CONTRACT AT MARKETpartial=0ENDIFIF NOT ShortOnMarket AND c1 and c2 THENSELLSHORT 2 SHARES AT MARKETENDIF// Condition pour ouvrir une position vendeuse// sortie partielleif longonmarket and positionperf>1.71/100 and partial=0 thensell countofposition/1.7 contract at marketpartial = 1endifif summation[1680](longonmarket)=1680 thensell at marketendifif summation[1000](shortonmarket)=1000 thenexitshort at marketendif// Stops et objectifsset stop %loss 1.8set target %profit 1.73IF Not OnMarket THEN//// when NOT OnMarket reset values to default values//TrailStart = 65 //30 Start trailing profits from this pointBasePerCent = 0.000 //20.0% Profit percentage to keep when setting BerakEvenStepSize = 1 //10 Pip chunks to increase PercentagePerCentInc = 0.000 //10.0% PerCent increment after each StepSize chunkBarNumber = 10 //10 Add further % so that trades don't keep running too longBarPerCent = 0.235 //10% Add this additional percentage every BarNumber barsRoundTO = -0.5 //-0.5 rounds always to Lower integer, +0.4 rounds always to Higher integer, 0 defaults PRT behaviourPriceDistance = 9 * pipsize //7 minimun distance from current pricey1 = 0 //reset to 0y2 = 0 //reset to 0ProfitPerCent = BasePerCent //reset to desired default valueTradeBar = BarIndexELSIF 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 pipsIF x1 >= TrailStart THEN // go ahead only if N+ pipsDiff1 = abs(TrailStart - x1) //difference from current profit and TrailStartChunks1 = max(0,round((Diff1 / StepSize) + RoundTO)) //number of STEPSIZE chunksProfitPerCent = 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 - TradeBarIF BarCount MOD BarNumber = 0 THENProfitPerCent = ProfitPerCent + BarPerCentENDIF//ProfitPerCent = max(ProfitPerCent[1],min(100,ProfitPerCent)) //make sure ProfitPerCent doess not exceed 100%y1 = max(x1 * ProfitPerCent, y1) //y1 = % of max profitENDIFELSIF 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 pipsIF x2 >= TrailStart THEN // go ahead only if N+ pipsDiff2 = abs(TrailStart - x2) //difference from current profit and TrailStartChunks2 = max(0,round((Diff2 / StepSize) + RoundTO)) //number of STEPSIZE chunksProfitPerCent = 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 - TradeBarIF BarCount MOD BarNumber = 0 THENProfitPerCent = ProfitPerCent + BarPerCentENDIF//ProfitPerCent = max(ProfitPerCent[1],min(100,ProfitPerCent)) //make sure ProfitPerCent doess not exceed 100%y2 = max(x2 * ProfitPerCent, y2) //y2 = % of max profitENDIFENDIFIF 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 THENSELL AT SellPrice STOPELSESELL AT SellPrice LIMITENDIFELSE////sell AT MARKET when EXITPRICE does not meet the broker's minimun distance from current price//SELL AT MarketENDIFENDIFIF 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 THENEXITSHORT AT ExitPrice STOPELSEEXITSHORT AT ExitPrice LIMITENDIFELSE////ExitShort AT MARKET when EXITPRICE does not meet the broker's minimun distance from current price//EXITSHORT AT MarketENDIFENDIF01/20/2023 at 10:54 AM #207750Je reviens vers toi, concernant mon partage avec l’algo eur/usd 3 minutes.
Je voudrais créer un autre algo en prenant en compte mon algo eur/usd 3minutes , c’est a dire quand mon Trade est lancé je m’aperçois quand il part dans le négatif je voudrais pouvoir paramétrer le fibonnacci afin par exemple quand il retrace vers le dernier plus haut du timeframe 1h ou 4 h ou 15 minutes pouvoir lancé un autre algo qui lui dit retracement des 50% de fibo pas rapport au retracement du time frame 1heure ou 4 heures tu te met à la vente et je voudrais paramétrer le take profit sur le niveau d’ouverture ou même le paramétrer sur le take profit de mon algo 3 minutes et mon stop loss toujours paramétrer sur 0.58%.
Je parle de ca parce que je me suis entrainer en démo quand mon reel prenait le trade j’ai surveillé quand il partait dans le sens contraire j’attendais une bougie de retournement comme un pendu ou harami sur des times frame de différents ou un overblock en time frame 15 minutes et je validé mes trades . Donc je me demande si je ne pourrais pas le paramétrer mais la je ne sais pas faire la technique est plus complexe.
Je sais pas si j’ai été clair pour vous?
01/20/2023 at 11:23 AM #207752Oderblock pardon faute de frappe
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