stratégie sur les marchés en temps réel le MTF n’est pas respecter

• 04/24/2020 at 6:12 PM #127887
  MagnetikGreen

  Bonjour,

  je construit une stratégie en MTF sur PRT demo IG mais j’ai un soucis, en backtest la stratégie est totalement respecter mais sur les marchés en temps réel le MTF n’est pas respecter…

  Les UT 15mn et 5mn ne sont pas pris en compte du coup le Bot place des ordres  alors que les conditions ne sont pas respecter.

  je ne trouve pas pourquoi…

  Merci pour votre aide.

  Le code lier ci-dessous :

  timeframe(15mn,updateonclose) timeq = 0 if hausse then timeQ = 1 endif if baisse then timeQ = -1 endif timeframe(5mn,updateonclose) timef = 0 if hausse then timeF = 1 endif if baisse then timeF = -1 endif timeframe(1mn,default) //////////////////////////////////////////////////////////////////// indicator1 = CALL "ICHIMOKU SIGNALS 2 histo"[25, 10] c1 = (indicator1 >= 1) if (c1 and hausse and timeq = 1 and timef =1)or( c1 and hausse and timef = 1 ) then ichi = 1 endif indicator2 = CALL "ICHIMOKU SIGNALS 2 histo"[25, 10] c2 = (indicator2 <= -1) if (c2 and baisse and timeq = -1 and timef = -1)or( c1 and baisse and timef = -1 ) then ichi = -1 endif if not longonmarket and ichi = 1 then buy 1 contracts at Market endif

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  timeframe(15mn,updateonclose) timeq = 0 if  hausse then timeQ = 1   endif   if  baisse then timeQ = -1   endif   timeframe(5mn,updateonclose) timef = 0 if  hausse then timeF = 1   endif   if  baisse then timeF = -1   endif   timeframe(1mn,default) ////////////////////////////////////////////////////////////////////   indicator1 = CALL "ICHIMOKU SIGNALS 2 histo"[25, 10] c1 = (indicator1 >= 1)   if (c1 and hausse and timeq = 1 and timef =1)or( c1 and hausse and timef = 1 ) then ichi = 1 endif   indicator2 = CALL "ICHIMOKU SIGNALS 2 histo"[25, 10]   c2 = (indicator2 <= -1)   if (c2 and  baisse and timeq = -1 and timef = -1)or( c1 and baisse and timef = -1 )  then ichi = -1 endif   if not longonmarket and ichi = 1 then buy 1 contracts at Market endif

   

   

  

  MagnetikGreen

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  04/27/2020 at 8:01 AM #128322
  Nicolas

  Sauf erreur de ma part, les variables “hausse” et “baisse” ne sont jamais renseignés dans la stratégie, et elles sont pourtant testées à de multiples reprises ?

  

  Nicolas

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  04/27/2020 at 10:00 AM #128350
  MagnetikGreen

  Les deux variables sont renseigner mais je ne l’es ai pas inclut dans le bout de code. Tout marche bien mais sauf le MTF qui fonctionne en backtest mais pas en trading en temps réel.

  

  MagnetikGreen

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  04/27/2020 at 10:07 AM #128355
  Nicolas

  Merci d’inclure l’ensemble du code la prochaine fois, c’est difficile de donner des réponses précises dans les bonnes informations, tu en conviendras.

  Par ailleurs, qu’est ce qui ne fonctionne pas ? Je ne peux pas reproduire, je ne possède pas le code inclut dans ton CALL.

  

  Nicolas

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  04/27/2020 at 10:17 AM #128362
  MagnetikGreen

  CALL ichimoku histo du bot

  // HEIHEN HASHI//////////////////////////////////////////////////// //HAturn = 0 IF BarIndex = 0 THEN XClose = TotalPrice XOpen = (Open + Close) / 2 ELSE XClose = TotalPrice XOpen = (XOpen[1] + Xclose[1]) / 2 ENDIF // ICHIMOKU///////////////////////////////////////////////////// Tenkan = (highest[9](high)+lowest[9](low))/2 Kijun = (highest[26](high)+lowest[26](low))/2 SSpanA = (tenkan[26]+kijun[26])/2 SSpanB = (highest[52](high[26])+lowest[52](low[26]))/2 //////////////////////////////////////////////////////////////////////// hausse = (SSpanA > SSpanB and xclose >= kijun and xclose > SSpanA and xclose > tenkan and xclose > SSpanA and close > SSpanB and kijun > SSpanA ) or (SSpanA < SSpanB and xclose >= kijun and xclose > tenkan and open > SSpanA and close > SSpanB and tenkan > SSpanA and kijun > SSpanA) baisse = (SSpanA < SSpanB and xclose <= kijun and xclose < SSpanA and xclose < tenkan and xclose < SSpanA and close < SSpanB and kijun < SSPanA ) or (SSpanA > SSpanB and xclose <= kijun and xclose < tenkan and open < SSpanA and close < SSpanB and tenkan < SSpanA and kijun < SSpanA ) res = 0 ichi = 0 //tradeHA = 0 //////////////////////////////////////////////////////////////////////////////////////////////////// // ICHIMOKU TREND if hausse then res = 1 r = 0 g = 128 a = 75 endif if baisse then res = -1 r = 128 g = 0 a = 75 endif if res = 1 then //tradeST = 1 BACKGROUNDCOLOR(r,g,0,a) endif if res = -1 then //tradeST = -1 BACKGROUNDCOLOR(r,g,0,a) endif if res = 0 then r = 0 g = 0 a = 0 BACKGROUNDCOLOR(r,g,0,a) endif

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  // HEIHEN HASHI////////////////////////////////////////////////////   //HAturn = 0   IF BarIndex = 0 THEN XClose = TotalPrice XOpen = (Open + Close) / 2 ELSE XClose = TotalPrice XOpen = (XOpen[1] + Xclose[1]) / 2 ENDIF   // ICHIMOKU///////////////////////////////////////////////////// Tenkan = (highest[9](high)+lowest[9](low))/2 Kijun = (highest[26](high)+lowest[26](low))/2 SSpanA = (tenkan[26]+kijun[26])/2 SSpanB = (highest[52](high[26])+lowest[52](low[26]))/2   ////////////////////////////////////////////////////////////////////////   hausse = (SSpanA > SSpanB and xclose >= kijun and xclose > SSpanA and xclose > tenkan and xclose > SSpanA and close > SSpanB and kijun > SSpanA ) or (SSpanA < SSpanB  and xclose >= kijun and xclose > tenkan and open > SSpanA and close > SSpanB and tenkan > SSpanA and kijun > SSpanA)   baisse = (SSpanA < SSpanB and xclose <= kijun and xclose < SSpanA and xclose < tenkan and xclose < SSpanA and close < SSpanB and kijun < SSPanA ) or (SSpanA > SSpanB  and xclose <= kijun and  xclose < tenkan and open < SSpanA and close < SSpanB and tenkan < SSpanA and kijun < SSpanA )   res = 0 ichi = 0 //tradeHA = 0 ////////////////////////////////////////////////////////////////////////////////////////////////////   // ICHIMOKU TREND   if  hausse then res = 1 r = 0 g = 128 a = 75 endif   if  baisse then res = -1 r = 128 g = 0 a = 75 endif   if res = 1 then //tradeST = 1 BACKGROUNDCOLOR(r,g,0,a) endif   if res = -1 then //tradeST = -1 BACKGROUNDCOLOR(r,g,0,a) endif   if res = 0 then r = 0 g = 0 a = 0 BACKGROUNDCOLOR(r,g,0,a) endif

  Le code de l’indicateur appeler dans le bot.

  

  MagnetikGreen

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  04/27/2020 at 10:19 AM #128365
  MagnetikGreen

  Le code du bot entier, je l’ai fait pour le Dax en priorité.

  code bot

  // Définition des paramètres du code DEFPARAM CumulateOrders = true// Cumul des positions désactivé // Annule tous les ordres en attente et ferme toutes les positions à 0:00, puis empêche toute création d'ordre avant l'heure "FLATBEFORE". DEFPARAM FLATBEFORE = 090000 // Annule tous les ordres en attente et ferme toutes les positions à l'heure "FLATAFTER" DEFPARAM FLATAFTER = 183000 timeframe(1mn,default) ///////FRACTALS///////////////////////////////////// Ncandles = 5 // Nombres de bougies de chaque côté de la bougie extrême Nside = (Ncandles - 1) / 2 // Définition de la fractale supérieure IF high[Nside] >= highest[Ncandles](high) THEN //Fup = high[Nside] ENDIF // Définition de la fractale inférieure IF low[Nside] <= lowest[Ncandles](low) THEN //Fdown = low[Nside] ENDIF // HEIHEN HASHI//////////////////////////////////////////////////// //HAturn = 0 IF BarIndex = 0 THEN XClose = TotalPrice XOpen = (Open + Close) / 2 ELSE XClose = TotalPrice XOpen = (XOpen[1] + Xclose[1]) / 2 ENDIF // ICHIMOKU///////////////////////////////////////////////////// Tenkan = (highest[9](high)+lowest[9](low))/2 Kijun = (highest[26](high)+lowest[26](low))/2 SSpanA = (tenkan[26]+kijun[26])/2 SSpanB = (highest[52](high[26])+lowest[52](low[26]))/2 /////////////////GANN NIFTY //////////////////////////////////////// long = (sqrt(Dlow(1))+0.166) * (sqrt(Dlow(1))+0.166) short = (sqrt(Dhigh(1))-0.167) * (sqrt(Dhigh(1))-0.167) Res1 = (sqrt(Dlow(1))+0.25) * (sqrt(Dlow(1))+0.25) Res1B = (sqrt(Dlow(1))+0.375) * (sqrt(Dlow(1))+0.35) Res2 = (sqrt(Dlow(1))+0.5) * (sqrt(Dlow(1))+0.5) Res3 = (sqrt(Dlow(1))+1) * (sqrt(Dlow(1))+1) res4 = (sqrt(Dlow(1))+0.625) * (sqrt(Dlow(1))+625) res5 = (sqrt(Dlow(1))+0.75) * (sqrt(Dlow(1))+0.75) res6= (sqrt(Dlow(1))+0.875) * (sqrt(Dlow(1))+0.875) Sup1 = (sqrt(Dhigh(1))-0.25) * (sqrt(Dhigh(1))-0.25) Sup1B = (sqrt(Dhigh(1))-0.375) * (sqrt(Dhigh(1))-0.375) Sup2 = (sqrt(Dhigh(1))-0.5) * (sqrt(Dhigh(1))-0.5) Sup3 = (sqrt(Dhigh(1))-1) * (sqrt(Dhigh(1))-1) sup4 = (sqrt(Dlow(1))-0.625) * (sqrt(Dlow(1))-625) sup5 = (sqrt(Dlow(1))-0.75) * (sqrt(Dlow(1))-0.75) sup6= (sqrt(Dlow(1))-0.875) * (sqrt(Dlow(1))-0.875) ////////////////////////////////////////////////////////////// //////////////////////////////////////////////////////////////////////// // VAIRABLES hausse = (SSpanA > SSpanB and xclose >= kijun and xclose > SSpanA and xclose > tenkan and xclose > SSpanA and close > SSpanB and kijun > SSpanA ) or (SSpanA < SSpanB and xclose >= kijun and xclose > tenkan and open > SSpanA and close > SSpanB and tenkan > SSpanA and kijun > SSpanA) baisse = (SSpanA < SSpanB and xclose <= kijun and xclose < SSpanA and xclose < tenkan and xclose < SSpanA and close < SSpanB and kijun < SSPanA ) or (SSpanA > SSpanB and xclose <= kijun and xclose < tenkan and open < SSpanA and close < SSpanB and tenkan < SSpanA and kijun < SSpanA ) ichi = 0 //HAtrade = 0 //res = 0 // CONDITIONS timeframe(15mn,updateonclose) timeq = 0 if hausse then timeQ = 1 endif if baisse then timeQ = -1 endif timeframe(5mn,updateonclose) timef = 0 if hausse then timeF = 1 endif if baisse then timeF = -1 endif /////////////////////////////////////////////////////////////////////////////// timeframe(1mn,default) indicator1 = CALL "ICHIMOKU SIGNALS 2 histo"[25, 10] c1 = (indicator1 >= 1) if (c1 and hausse and timeq = 1 and timef =1)or( c1 and hausse and timef = 1 ) then ichi = 1 endif indicator2 = CALL "ICHIMOKU SIGNALS 2 histo"[25, 10] c2 = (indicator2 <= -1) if (c2 and baisse and timeq = -1 and timef = -1)or( c1 and baisse and timef = -1 ) then ichi = -1 endif //////////////////////VOLUME ////////////////////////////////////// EM = ExponentialAverage[14](Volume) VL = Volume AVL = (VL > EM) //c2 = em crosses under VL //////////////////////////////////////////////////////////////////////// // Conditions pour ouvrir une position acheteuse IF NOT LongOnMarket AND ichi = 1 and AVL THEN BUY 1 CONTRACTS AT MARKET //set target profit tp set stop %loss 1 ENDIF // // Conditions pour fermer une position acheteuse //if longonmarket and close crosses under kijun then //sell at market //endif // // Conditions pour ouvrir une position en vente à découvert IF NOT ShortOnMarket AND ichi = -1 and AVL THEN SELLSHORT 1 contracts AT MARKET //set target profit 10 set stop %loss 1 ENDIF // Conditions pour fermer une position en vente à découvert if shortonmarket and close crosses over SHORT or close crosses under SHORT then // GANN NIFTY AUTO exitshort at market endif if shortonmarket and close crosses over long or close crosses under long then exitshort at market endif if shortonmarket and close crosses over res1 or close crosses under res1 then exitshort at market endif if shortonmarket and close crosses over res1B or close crosses under res1B then exitshort at market endif if shortonmarket and close crosses over res2 or close crosses under res2 then exitshort at market endif if shortonmarket and close crosses over res3 or close crosses under res3 then exitshort at market endif if shortonmarket and close crosses over res4 or close crosses under res4 then exitshort at market endif if shortonmarket and close crosses over res5 or close crosses under res5 then exitshort at market endif if shortonmarket and close crosses over res6 or close crosses under res6 then exitshort at market endif if shortonmarket and close crosses over sup1 or close crosses under sup1 then exitshort at market endif if shortonmarket and close crosses over sup1B or close crosses under sup1B then exitshort at market endif if shortonmarket and close crosses over sup2 or close crosses under sup2 then exitshort at market endif if shortonmarket and close crosses over sup3 or close crosses under sup3 then exitshort at market endif if shortonmarket and close crosses over sup4 or close crosses under sup4 then exitshort at market endif if shortonmarket and close crosses over sup5 or close crosses under sup5 then exitshort at market endif if shortonmarket and close crosses over sup6 or close crosses under sup6 then exitshort at market endif if longonmarket and close crosses over SHORT or close crosses under SHORT then // GANN NIFTY AUTO sell at market endif if longonmarket and close crosses over long or close crosses under long then sell at market endif if longonmarket and close crosses over res1 or close crosses under res1 then sell at market endif if longonmarket and close crosses over res1B or close crosses under res1B then sell at market endif if longonmarket and close crosses over res2 or close crosses under res2 then sell at market endif if longonmarket and close crosses over res3 or close crosses under res3 then sell at market endif if longonmarket and close crosses over res4 or close crosses under res4 then sell at market endif if longonmarket and close crosses over res5 or close crosses under res5 then sell at market endif if longonmarket and close crosses over res6 or close crosses under res6 then sell at market endif if longonmarket and close crosses over sup1 or close crosses under sup1 then sell at market endif if longonmarket and close crosses over sup1B or close crosses under sup1B then sell at market endif if longonmarket and close crosses over sup2 or close crosses under sup2 then sell at market endif if longonmarket and close crosses over sup3 or close crosses under sup3 then sell at market endif if longonmarket and close crosses over sup4 or close crosses under sup4 then sell at market endif if longonmarket and close crosses over sup5 or close crosses under sup5 then sell at market endif if longonmarket and close crosses over sup6 or close crosses under sup6 then sell at market endif // Stops et objectifs : entrez vos stops et vos objectifs ici // FRACTALS /////////////////////////////////////////////////////////////// //trailing stop function trailingstart = 1 //trailing will start @trailinstart points profit trailingstep = 1 //trailing step to move the "stoploss" //reset the stoploss value IF NOT ONMARKET THEN newSL=0 ENDIF //manage long positions IF LONGONMARKET THEN //first move (breakeven) 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

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  // Définition des paramètres du code DEFPARAM CumulateOrders = true// Cumul des positions désactivé // Annule tous les ordres en attente et ferme toutes les positions à 0:00, puis empêche toute création d'ordre avant l'heure "FLATBEFORE". DEFPARAM FLATBEFORE = 090000 // Annule tous les ordres en attente et ferme toutes les positions à l'heure "FLATAFTER" DEFPARAM FLATAFTER = 183000   timeframe(1mn,default) ///////FRACTALS/////////////////////////////////////   Ncandles = 5   // Nombres de bougies de chaque côté de la bougie extrême Nside = (Ncandles - 1) / 2   // Définition de la fractale supérieure IF high[Nside] >= highest[Ncandles](high) THEN //Fup = high[Nside]   ENDIF   // Définition de la fractale inférieure IF low[Nside] <= lowest[Ncandles](low) THEN //Fdown = low[Nside]   ENDIF   // HEIHEN HASHI////////////////////////////////////////////////////   //HAturn = 0   IF BarIndex = 0 THEN XClose = TotalPrice XOpen = (Open + Close) / 2 ELSE XClose = TotalPrice XOpen = (XOpen[1] + Xclose[1]) / 2 ENDIF   // ICHIMOKU///////////////////////////////////////////////////// Tenkan = (highest[9](high)+lowest[9](low))/2 Kijun = (highest[26](high)+lowest[26](low))/2 SSpanA = (tenkan[26]+kijun[26])/2 SSpanB = (highest[52](high[26])+lowest[52](low[26]))/2   /////////////////GANN NIFTY //////////////////////////////////////// long = (sqrt(Dlow(1))+0.166) * (sqrt(Dlow(1))+0.166) short = (sqrt(Dhigh(1))-0.167) * (sqrt(Dhigh(1))-0.167)   Res1 = (sqrt(Dlow(1))+0.25) * (sqrt(Dlow(1))+0.25) Res1B = (sqrt(Dlow(1))+0.375) * (sqrt(Dlow(1))+0.35) Res2 = (sqrt(Dlow(1))+0.5) * (sqrt(Dlow(1))+0.5) Res3 = (sqrt(Dlow(1))+1) * (sqrt(Dlow(1))+1) res4 = (sqrt(Dlow(1))+0.625) * (sqrt(Dlow(1))+625) res5 = (sqrt(Dlow(1))+0.75) * (sqrt(Dlow(1))+0.75) res6= (sqrt(Dlow(1))+0.875) * (sqrt(Dlow(1))+0.875)   Sup1 = (sqrt(Dhigh(1))-0.25) * (sqrt(Dhigh(1))-0.25) Sup1B = (sqrt(Dhigh(1))-0.375) * (sqrt(Dhigh(1))-0.375) Sup2 = (sqrt(Dhigh(1))-0.5) * (sqrt(Dhigh(1))-0.5) Sup3 = (sqrt(Dhigh(1))-1) * (sqrt(Dhigh(1))-1) sup4 = (sqrt(Dlow(1))-0.625) * (sqrt(Dlow(1))-625) sup5 = (sqrt(Dlow(1))-0.75) * (sqrt(Dlow(1))-0.75) sup6= (sqrt(Dlow(1))-0.875) * (sqrt(Dlow(1))-0.875) ////////////////////////////////////////////////////////////// //////////////////////////////////////////////////////////////////////// // VAIRABLES   hausse = (SSpanA > SSpanB and xclose >= kijun and xclose > SSpanA and xclose > tenkan and xclose > SSpanA and close > SSpanB and kijun > SSpanA ) or (SSpanA < SSpanB  and xclose >= kijun and xclose > tenkan and open > SSpanA and close > SSpanB and tenkan > SSpanA and kijun > SSpanA)   baisse = (SSpanA < SSpanB and xclose <= kijun and xclose < SSpanA and xclose < tenkan and xclose < SSpanA and close < SSpanB and kijun < SSPanA ) or (SSpanA > SSpanB  and xclose <= kijun and  xclose < tenkan and open < SSpanA and close < SSpanB and tenkan < SSpanA and kijun < SSpanA )   ichi = 0 //HAtrade = 0 //res = 0 // CONDITIONS timeframe(15mn,updateonclose) timeq = 0 if  hausse then timeQ = 1   endif   if  baisse then timeQ = -1   endif   timeframe(5mn,updateonclose) timef = 0 if  hausse then timeF = 1   endif   if  baisse then timeF = -1   endif /////////////////////////////////////////////////////////////////////////////// timeframe(1mn,default)   indicator1 = CALL "ICHIMOKU SIGNALS 2 histo"[25, 10] c1 = (indicator1 >= 1)   if (c1 and hausse and timeq = 1 and timef =1)or( c1 and hausse and timef = 1 ) then ichi = 1 endif   indicator2 = CALL "ICHIMOKU SIGNALS 2 histo"[25, 10]   c2 = (indicator2 <= -1)   if (c2 and  baisse and timeq = -1 and timef = -1)or( c1 and baisse and timef = -1 )  then ichi = -1 endif   //////////////////////VOLUME ////////////////////////////////////// EM = ExponentialAverage[14](Volume) VL = Volume AVL = (VL > EM) //c2 = em crosses under VL   ////////////////////////////////////////////////////////////////////////   // Conditions pour ouvrir une position acheteuse IF NOT LongOnMarket AND ichi = 1 and AVL  THEN BUY 1 CONTRACTS AT MARKET //set target profit tp set stop %loss 1 ENDIF   // // Conditions pour fermer une position acheteuse //if longonmarket and close crosses under kijun then //sell at market //endif // // Conditions pour ouvrir une position en vente à découvert IF NOT ShortOnMarket AND ichi = -1 and AVL  THEN SELLSHORT 1 contracts AT MARKET //set target profit 10 set stop %loss 1 ENDIF     // Conditions pour fermer une position en vente à découvert if shortonmarket and close crosses over SHORT or close crosses under SHORT then //  GANN NIFTY AUTO exitshort at market endif if shortonmarket and close crosses over long or close crosses under long then exitshort at market endif if shortonmarket and close crosses over res1 or close crosses under res1 then exitshort at market endif if shortonmarket and close crosses over res1B or close crosses under res1B then exitshort at market endif if shortonmarket and close crosses over res2 or close crosses under res2 then exitshort at market endif if shortonmarket and close crosses over res3 or close crosses under res3 then exitshort at market endif if shortonmarket and close crosses over res4 or close crosses under res4 then exitshort at market endif if shortonmarket and close crosses over res5 or close crosses under res5 then exitshort at market endif if shortonmarket and close crosses over res6 or close crosses under res6 then exitshort at market endif if shortonmarket and close crosses over sup1 or close crosses under sup1 then exitshort at market endif if shortonmarket and close crosses over sup1B or close crosses under sup1B then exitshort at market endif if shortonmarket and close crosses over sup2 or close crosses under sup2 then exitshort at market endif if shortonmarket and close crosses over sup3 or close crosses under sup3 then exitshort at market endif if shortonmarket and close crosses over sup4 or close crosses under sup4 then exitshort at market endif if shortonmarket and close crosses over sup5 or close crosses under sup5 then exitshort at market endif if shortonmarket and close crosses over sup6 or close crosses under sup6 then exitshort at market endif     if longonmarket and close crosses over SHORT or close crosses under SHORT then //  GANN NIFTY AUTO sell at market endif if longonmarket and close crosses over long or close crosses under long then sell at market endif if longonmarket and close crosses over res1 or close crosses under res1 then sell at market endif if longonmarket and close crosses over res1B or close crosses under res1B then sell at market endif if longonmarket and close crosses over res2 or close crosses under res2 then sell at market endif if longonmarket and close crosses over res3 or close crosses under res3 then sell at market endif if longonmarket and close crosses over res4 or close crosses under res4 then sell at market endif if longonmarket and close crosses over res5 or close crosses under res5 then sell at market endif if longonmarket and close crosses over res6 or close crosses under res6 then sell at market endif if longonmarket and close crosses over sup1 or close crosses under sup1 then sell at market endif if longonmarket and close crosses over sup1B or close crosses under sup1B then sell at market endif if longonmarket and close crosses over sup2 or close crosses under sup2 then sell at market endif if longonmarket and close crosses over sup3 or close crosses under sup3 then sell at market endif if longonmarket and close crosses over sup4 or close crosses under sup4 then sell at market endif if longonmarket and close crosses over sup5 or close crosses under sup5 then sell at market endif if longonmarket and close crosses over sup6 or close crosses under sup6 then sell at market endif     // Stops et objectifs : entrez vos stops et vos objectifs ici   // FRACTALS ///////////////////////////////////////////////////////////////   //trailing stop function trailingstart = 1 //trailing will start @trailinstart points profit trailingstep = 1 //trailing step to move the "stoploss"   //reset the stoploss value IF NOT ONMARKET THEN newSL=0 ENDIF   //manage long positions IF LONGONMARKET THEN //first move (breakeven) 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

   

  

  MagnetikGreen

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  04/27/2020 at 10:24 AM #128375
  Nicolas

  J’ai scindé le sujet pour en créer un nouveau dédié à ton problème. Je vais tâcher de comprendre, je te répondrai ici.

  

  Nicolas

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  04/27/2020 at 10:26 AM #128376
  MagnetikGreen

  Ok merci Nicolas. 🙂

  

  MagnetikGreen

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  04/27/2020 at 10:28 AM #128378
  Nicolas

  Pourrais-tu m’indiquer par une copie d’écran comparative pourquoi tu penses qu’un ordre n’est pas à sa place stp ? et avec une explication détaillée vis à vis de la stratégie. Je comprendrai nettement plus vite, merci 🙂

  

  Nicolas

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  04/27/2020 at 10:44 AM #128388
  MagnetikGreen

  Les deux trades sur le screen ont été fait par le bot en temps réel sauf qu’il n’aurait jamais du exister car sur l’UT 5mn la variable hausse n’est pas égale à 1 . Le bot sauf erreur de ma part doit placer un ordre au marché uniquement si  hausse  = 1 ou baisses = -1  sur UT5mn et UT1ln minimum. Sur le screen on peut voir que sur le backtest les trade ne sont pas fait. j’espère avoir été assez précis. 🙂

  

  MagnetikGreen

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  04/27/2020 at 12:28 PM #128408
  MagnetikGreen

  J’ai remarquer que le code de l’indicateur ichimoku histo n’est pas complet. Voila le code complet :

  ichimoku histo complet

  // HEIHEN HASHI//////////////////////////////////////////////////// //HAturn = 0 IF BarIndex = 0 THEN XClose = TotalPrice XOpen = (Open + Close) / 2 ELSE XClose = TotalPrice XOpen = (XOpen[1] + Xclose[1]) / 2 ENDIF // ICHIMOKU///////////////////////////////////////////////////// Tenkan = (highest[9](high)+lowest[9](low))/2 Kijun = (highest[26](high)+lowest[26](low))/2 SSpanA = (tenkan[26]+kijun[26])/2 SSpanB = (highest[52](high[26])+lowest[52](low[26]))/2 //////////////////////////////////////////////////////////////////////// hausse = (SSpanA > SSpanB and xclose >= kijun and xclose > SSpanA and xclose > tenkan and xclose > SSpanA and close > SSpanB and kijun > SSpanA ) or (SSpanA < SSpanB and xclose >= kijun and xclose > tenkan and open > SSpanA and close > SSpanB and tenkan > SSpanA and kijun > SSpanA) baisse = (SSpanA < SSpanB and xclose <= kijun and xclose < SSpanA and xclose < tenkan and xclose < SSpanA and close < SSpanB and kijun < SSPanA ) or (SSpanA > SSpanB and xclose <= kijun and xclose < tenkan and open < SSpanA and close < SSpanB and tenkan < SSpanA and kijun < SSpanA ) res = 0 ichi = 0 //tradeHA = 0 //////////////////////////////////////////////////////////////////////////////////////////////////// // ICHIMOKU TREND if hausse then res = 1 r = 0 g = 128 a = 75 endif if baisse then res = -1 r = 128 g = 0 a = 75 endif if res = 1 then //tradeST = 1 BACKGROUNDCOLOR(r,g,0,a) endif if res = -1 then //tradeST = -1 BACKGROUNDCOLOR(r,g,0,a) endif if res = 0 then r = 0 g = 0 a = 0 BACKGROUNDCOLOR(r,g,0,a) endif ///////////////////////////////////////////////////////////////////////////////// if ((open < kijun and close > Kijun) or (open < kijun and close > tenkan) or (xclose crosses over Tenkan) or (xclose crosses over SSpanB) or (xclose crosses over SSpanA)) and res = 1 then ichi = 1 r = 62 g = 160 b = 251 DRAWARROWUP(barindex, low - pips )COLOURED(r,g,b) endif if ((open > kijun and close < Kijun) or (open > kijun and close < tenkan) or (xclose crosses under Tenkan) or (xclose crosses under SSpanB) or (xclose crosses under SSpanA) ) and res = -1 then ichi = -1 r = 255 g = 113 b = 0 DRAWARROWDOWN(barindex, high + pips )COLOURED(r,g,b) endif /////////////////////////////////////////////////////////////////////////////////// RETURN ichi coloured(r,g,b) style(HISTOGRAM)

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  // HEIHEN HASHI////////////////////////////////////////////////////   //HAturn = 0   IF BarIndex = 0 THEN XClose = TotalPrice XOpen = (Open + Close) / 2 ELSE XClose = TotalPrice XOpen = (XOpen[1] + Xclose[1]) / 2 ENDIF   // ICHIMOKU///////////////////////////////////////////////////// Tenkan = (highest[9](high)+lowest[9](low))/2 Kijun = (highest[26](high)+lowest[26](low))/2 SSpanA = (tenkan[26]+kijun[26])/2 SSpanB = (highest[52](high[26])+lowest[52](low[26]))/2   ////////////////////////////////////////////////////////////////////////   hausse = (SSpanA > SSpanB and xclose >= kijun and xclose > SSpanA and xclose > tenkan and xclose > SSpanA and close > SSpanB and kijun > SSpanA ) or (SSpanA < SSpanB  and xclose >= kijun and xclose > tenkan and open > SSpanA and close > SSpanB and tenkan > SSpanA and kijun > SSpanA)   baisse = (SSpanA < SSpanB and xclose <= kijun and xclose < SSpanA and xclose < tenkan and xclose < SSpanA and close < SSpanB and kijun < SSPanA ) or (SSpanA > SSpanB  and xclose <= kijun and  xclose < tenkan and open < SSpanA and close < SSpanB and tenkan < SSpanA and kijun < SSpanA )   res = 0 ichi = 0 //tradeHA = 0 ////////////////////////////////////////////////////////////////////////////////////////////////////   // ICHIMOKU TREND   if  hausse then res = 1 r = 0 g = 128 a = 75 endif   if  baisse then res = -1 r = 128 g = 0 a = 75 endif   if res = 1 then //tradeST = 1 BACKGROUNDCOLOR(r,g,0,a) endif   if res = -1 then //tradeST = -1 BACKGROUNDCOLOR(r,g,0,a) endif   if res = 0 then r = 0 g = 0 a = 0 BACKGROUNDCOLOR(r,g,0,a) endif /////////////////////////////////////////////////////////////////////////////////     if ((open < kijun and close > Kijun) or (open < kijun and close > tenkan) or (xclose crosses over Tenkan) or (xclose crosses over SSpanB) or (xclose crosses over SSpanA)) and res = 1 then ichi = 1 r = 62 g = 160 b = 251 DRAWARROWUP(barindex, low - pips )COLOURED(r,g,b) endif   if ((open > kijun and close < Kijun) or (open > kijun and close < tenkan) or (xclose crosses under Tenkan) or (xclose crosses under SSpanB) or (xclose crosses under SSpanA) ) and res = -1 then ichi = -1 r = 255 g = 113 b = 0 DRAWARROWDOWN(barindex, high + pips )COLOURED(r,g,b) endif   ///////////////////////////////////////////////////////////////////////////////////   RETURN  ichi coloured(r,g,b) style(HISTOGRAM)

   

  

  MagnetikGreen

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  04/29/2020 at 9:28 AM #128780
  MagnetikGreen

  Bonjour,

  je relance le sujet, j’aimerai savoir si c’est un problème lier à PRT demo IG ou si j’ai fais une erreur de code ?

  

  MagnetikGreen

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