Aide pour identifier des variables

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

  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

  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

  //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

  

  sahero

  Participant

  Topics: 2

  Replies: 2

  Been thanked: 1 time
  11/29/2020 at 2:45 PM #152117
  GraHal

   

  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

  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

  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

   

  …

   

  

  GraHal

  Participant

  Topics: 204

  Replies: 8440

  Been thanked: 2049 times
  11/29/2020 at 3:26 PM #152122
  sahero

  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 ?

  

  sahero

  Participant

  Topics: 2

  Replies: 2

  Been thanked: 1 time
  11/29/2020 at 8:19 PM #152138
  GraHal

  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

   

  

  GraHal

  Participant

  Topics: 204

  Replies: 8440

  Been thanked: 2049 times
  11/29/2020 at 8:54 PM #152140
  GraHal

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

  

  GraHal

  Participant

  Topics: 204

  Replies: 8440

  Been thanked: 2049 times
  12/07/2020 at 3:23 PM #152891
  sahero

  Hello @GraHal,

  Merci infiniment !

  1 user thanked author for this post.

  GraHal

  

  sahero

  Participant

  Topics: 2

  Replies: 2

  Been thanked: 1 time
• Author
  Posts