Utilisation du trailing stop et d’une seconde condition

• 07/09/2022 at 4:46 PM #197062
  finplus

  Bonjour,

  j’utilise le trailing stop trouvé sur les forums de Prorealcode. Ma question est la suivante : j’aimerais ajouter une condition (me protégeant d’un retournement du marché) mais je voudrais que si cette condition n’est pas remplie, le trailing stop soit toujours actif.

  La condition de sortie (je la nomme condA) prendrait cette forme :

   

  if longonmarket (par exemple si je suis long) and condA

  then sell 1 contract at market

  endif.

  et à la suite je mets le code du trailing stop. Mais cela ne donne pas les résultats escomptés.

  Donc je me demande où je dois positionner cette partie du code (et d’ailleurs est-il bien rédigé) ?

  merci.

  Trailing Stop

  //trailing stop function trailingstart = 5 //trailing will start @trailinstart points profit trailingstep = 5 //trailing step to move the "stoploss" //reset the stoploss value IF NOT ONMARKET THEN newSL=0 ENDIF //manage long positions IF LONGONMARKET THEN 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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  //trailing stop function trailingstart = 5 //trailing will start @trailinstart points profit trailingstep = 5 //trailing step to move the "stoploss"   //reset the stoploss value IF NOT ONMARKET THEN newSL=0 ENDIF //manage long positions IF LONGONMARKET THEN 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

   

  

  finplus

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  Replies: 429

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  07/13/2022 at 5:45 PM #197239
  finplus

  Je me permets de remonter ma demande : comment placer une condition de sortie avec un trailing stop (code ci-dessus) en sachant que lorsqu’on est en position (longue ou courte) et donc que le trailing stop devient actif, si la condition de sortie est remplie, cela entraînera la clôture de la position en cours ?

  Merci.

  

  finplus

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  07/30/2022 at 6:46 PM #198156
  finplus

  Bonjour,

  je me permets de remonter mon problème. Merci.

  

  finplus

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  07/30/2022 at 7:29 PM #198158
  GraHal

  finplus a écrit :

  me protéger d’un retournement de marché

  Essayer …

  Set Stop pLoss
  OU

  Définir le pourcentage de perte d’arrêt

  et placez-le après le code Trailing Stop.

  https://www.prorealcode.com/documentation/ploss-2/

  

  GraHal

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  07/30/2022 at 7:50 PM #198161
  finplus

  Justement, la perte d’arrêt est liée à une condition. Donc tant que cette condition n’est pas réunie, le trailing stop doit être actif. Je vais le placer après le trailing stop pour voir ce que cela donne.

  Merci.

  

  finplus

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  07/31/2022 at 2:05 PM #198198
  finplus

  Bon, alors en mettant la condition de sortie après le trailing stop, cela ne fonctionne pas non plus.

  

  finplus

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  07/31/2022 at 2:09 PM #198199
  finplus

  traling stop et condition de sortie d'une position

  //////////////////////////////// Trend Enveloppes timePeriod15min =14 Deviation15min =0.1 price15min =customclose dsma15min = WeightedAverage[timePeriod15min](price15min) valuesHigh15min = (1 + deviation15min / 100) * dsma15min valuesLow15min = (1 - deviation15min / 100) * dsma15min inputs15min = price15min if (inputs15min > valuesHigh15min)then trendEnvelop15min = 1 elsif (inputs15min < valuesLow15min) then trendEnvelop15min = -1 endif TrendEnvelopUp15min = trendEnvelop15min = 1 TrendEnvelopDn15min = trendEnvelop15min = -1 //////////////////////////////////////////////// STATR ST15min, ATRADX15min = CALL "Supertrend + ATR ADX Nuage"(close) STATRUp15min = (ATRADX15min > ST15min) STATRDn15min = (ATRADX15min < ST15min) TrendUp15min = TrendEnvelopUp15min and STATRUp15min TrendDn15min = TrendEnvelopDn15min and STATRDn15min /////////////////////////////////////////////////////////////////////////////////////// //trailing stop function trailingstart = 5 //trailing will start @trailinstart points profit trailingstep = 5 //trailing step to move the "stoploss" //reset the stoploss value IF NOT ONMARKET THEN newSL=0 ENDIF //manage long positions IF LONGONMARKET THEN 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 if longonmarket and TrendDn15min then sell 1 contract at market endif if shortonmarket and TrendUp15min then exitshort 1 contract at market

  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

  //////////////////////////////// Trend Enveloppes   timePeriod15min =14 Deviation15min =0.1 price15min =customclose dsma15min = WeightedAverage[timePeriod15min](price15min)   valuesHigh15min = (1 + deviation15min / 100) * dsma15min valuesLow15min = (1 - deviation15min / 100) * dsma15min inputs15min = price15min   if (inputs15min > valuesHigh15min)then trendEnvelop15min = 1 elsif (inputs15min < valuesLow15min) then trendEnvelop15min = -1 endif   TrendEnvelopUp15min = trendEnvelop15min = 1 TrendEnvelopDn15min = trendEnvelop15min = -1   //////////////////////////////////////////////// STATR   ST15min, ATRADX15min = CALL "Supertrend + ATR ADX Nuage"(close) STATRUp15min = (ATRADX15min > ST15min) STATRDn15min = (ATRADX15min < ST15min)   TrendUp15min = TrendEnvelopUp15min and STATRUp15min TrendDn15min = TrendEnvelopDn15min and STATRDn15min   ///////////////////////////////////////////////////////////////////////////////////////     //trailing stop function trailingstart = 5 //trailing will start @trailinstart points profit trailingstep = 5 //trailing step to move the "stoploss"   //reset the stoploss value IF NOT ONMARKET THEN newSL=0 ENDIF //manage long positions IF LONGONMARKET THEN 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     if longonmarket and TrendDn15min then sell 1 contract at market endif     if shortonmarket and TrendUp15min then exitshort 1 contract at market

  j’ai joint la formule du trailing stop (pris sur ce site) et ma condition de sortie d’une position (avec sa définition).

  Merci.

  

  finplus

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  07/31/2022 at 2:33 PM #198201
  GraHal

  Essayez comme ci-dessous

  <span style="vertical-align: inherit;"><span style="vertical-align: inherit;">si longonmarket et TrendDn15min alors</span></span><span style="vertical-align: inherit;"><span style="vertical-align: inherit;"> vendre au marché // 1 contrat supprimé</span></span><span style="vertical-align: inherit;"><span style="vertical-align: inherit;"> fin si</span></span> <span style="vertical-align: inherit;"><span style="vertical-align: inherit;"> si shortonmarket et TrendUp15min alors</span></span><span style="vertical-align: inherit;"><span style="vertical-align: inherit;"> exitshort au marché // 1 contrat supprimé</span></span>

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  <span style="vertical-align: inherit;"><span style="vertical-align: inherit;">si longonmarket et TrendDn15min alors</span></span><span style="vertical-align: inherit;"><span style="vertical-align: inherit;"> vendre au marché // 1 contrat supprimé</span></span><span style="vertical-align: inherit;"><span style="vertical-align: inherit;"> fin si</span></span> <span style="vertical-align: inherit;"><span style="vertical-align: inherit;"> si shortonmarket et TrendUp15min alors</span></span><span style="vertical-align: inherit;"><span style="vertical-align: inherit;"> exitshort au marché // 1 contrat supprimé</span></span>

  

  GraHal

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  07/31/2022 at 2:37 PM #198202
  GraHal

  Ci-dessus … l’insertion du code PRT et du traducteur s’est mal passée, mais vous avez compris? 🙂

  

  GraHal

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  07/31/2022 at 2:38 PM #198203
  finplus

  Bonjour,

  merci pour votre retour rapide mais je pense qu’il y a un problème d’affichage non ?

  

  finplus

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  07/31/2022 at 2:39 PM #198204
  finplus

  Non pas trop. Je ne suis pas un spécialiste du codage (vous l’aurez sans doute compris).

  

  finplus

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  07/31/2022 at 2:53 PM #198205
  GraHal

  Essayez ceci (supprimez les mots ‘1 contrat’ …

  si longonmarket et TrendDn15min alors

  vendre au marché

  fin si

  si shortonmarket et TrendUp15min alors

  sortie courte au marché

  

  GraHal

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  07/31/2022 at 2:55 PM #198206
  finplus

  ok. je vais essayer.

  

  finplus

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  07/31/2022 at 3:06 PM #198207
  finplus

  Non cela ne fonctionne pas. Les conditions de sortie sont réunies et pourtant aucune action n’est générée.

  

  finplus

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  07/31/2022 at 3:24 PM #198208
  GraHal

  Si vous souhaitez poster le code complet du Trading System alors je vais tester sur ma plateforme pour trouver le problème ? 

  

  GraHal

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