Aide pour identifier des variables

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  • 11/29/2020 at 12:33 PM #152098 quote
    sahero
    Participant
    New

    Bonjour,

    J’ai un bout de code que je désire backtester, mais je n’arrive pas à identifier les variables n && n2 qu’il contient pour lancer mon backtest. Auriez-vous une idée ? Ci-dessous le code :

    //variables
//n2, exit, 10, 30, 2
//n, open, 5, 20,2

t1 = Time = 081000
if t1 then
    t = high
    l = low
endif

t2 = Time > 081000 AND Time <= 240000

if t2 and close crosses over t+n then
    buy 1 share at market nextbaropen
endif

if longonmarket and close < tradeprice-n2 or close >tradeprice + n2 then
    sell at market nextbaropen
endif

if t2 and close crosses under l-n then
    sellshort 1 share at market nextbaropen
endif

if shortonmarket and close >tradeprice+n2 or close <tradeprice-n2 then
    exitshort at market nextbaropen
endif

    D’avance merci pour vos lumières

    11/29/2020 at 2:45 PM #152117 quote
    GraHal
    Participant
    Master

     

    DEFPARAM CUMULATEORDERS = False

//variables

n2 = 45 //exit, 10, 30, 2
n = 10 //open, 5, 20,2
 
t1 = Time = 081000
if t1 then
t = high[1]
l = low[1]
endif
 
t2 = Time > 081000 AND Time <= 240000
 
if t2 and close crosses over t+n then
buy 1 share at market
endif
 
if longonmarket and close < tradeprice-n2 or close >tradeprice + n2 then
sell at market
endif
 
if t2 and close crosses under l-n then
sellshort 1 share at market
endif
 
if shortonmarket and close >tradeprice+n2 or close <tradeprice-n2 then
exitshort at market
Endif

     

    …

    S.jpg S.jpg
    11/29/2020 at 3:26 PM #152122 quote
    sahero
    Participant
    New

    Hello GraHal,

    Thanks for your input, but still I can’t figure what 10, 30, 2 and 5, 20, 2 stands for or what they are based on.
    Could you please enlighten me ? Also, Why would you use 45 and 20 ?

    [FR] Merci pour votre contribution. Cependant, je ne comprends toujours pas sur quoi sont basés ou ce que représentent 10, 30, 2 et 5, 20, 2.
    Pourriez-vous m’éclairer ? Aussi, pourquoi utilisez-vous 45 et 20 ?

    11/29/2020 at 8:19 PM #152138 quote
    GraHal
    Participant
    Master

    Je suppose que vous n’avez pas écrit le code?

    Avez-vous regardé l’une des vidéos de formation ou lu le manuel PRT sur l’utilisation d’Optimize ??

    Ci-dessous, un lien vers une vidéo traitant de l’optimisation … d’où proviennent les 10, 30, 2 et 5, 20, 2.

    https://www.prorealcode.com/blog/video-tutorials/how-to-optimize-a-trading-system-with-probacktest-prorealtime/

    https://www.prorealcode.com/blog-list-view/

    https://www.prorealtime.com/en/pdf/probacktest.pdf

    11/29/2020 at 8:54 PM #152140 quote
    GraHal
    Participant
    Master

    Vous trouverez ci-joint le .itf que vous pouvez essayer 

    Sahero-HiLo-DJI-M1-v1.itf
    12/07/2020 at 3:23 PM #152891 quote
    sahero
    Participant
    New

    Hello @GraHal,

    Merci infiniment !

    GraHal thanked this post
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Aide pour identifier des variables


ProOrder : Trading Automatique & Backtests

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sahero @sahero Participant
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This topic contains 5 replies,
has 2 voices, and was last updated by sahero
5 years, 3 months ago.

Topic Details
Forum: ProOrder : Trading Automatique & Backtests
Language: French
Started: 11/29/2020
Status: Active
Attachments: 2 files
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