Hi all,

The idea of ​​this code does not come from me, but I wanted to test it.

The results are certainly not that great, but look promising on many actions.

However, I am disappointed with the CAC40 , whereas the code provides more than respectable performance on many actions.

The screenshot shows : the CAC40 , Total, Natixis, Sanofi. I think there’s frankly way to improve it, even if I have not yet tried .

You can test it, improve it, and have fun with it.

Good weekend to all !

DEFPARAM CumulateOrders = False // Cumul des positions désactivé

n = 10000/close    // I did set n = 2 for the CAC40
mmc = 6 // moyenne mobile courte
mml = 14 // moyenne mobile longue


// Conditions pour ouvrir une position acheteuse
indicator1 = Average[mmc](RSI[14](close))
indicator2 = Average[mml](RSI[14](close))
c1 = (indicator1 CROSSES UNDER indicator2)

IF c1 THEN
BUY n SHARES AT MARKET
ENDIF

// Conditions pour fermer une position acheteuse
c2 = (indicator1 CROSSES OVER indicator2)

IF c2 THEN
SELL  AT MARKET
ENDIF

// Conditions pour ouvrir une position en vente à découvert
c3 = (indicator1 CROSSES OVER indicator2)

IF c3 THEN
SELLSHORT n SHARES AT MARKET
ENDIF

// Conditions pour fermer une position en vente à découvert
c4 = (indicator1 CROSSES UNDER indicator2)

IF c4 THEN
EXITSHORT  AT MARKET
ENDIF

// Stops et objectifs
//set stop %loss 5