Ajouter un stop suiveur

• 12/19/2018 at 12:25 PM #87439
  Pinkybouh

  Bonjour,

  Serait il possible d’ajouter un stop suiveur dans ce code?

  La réflexion serait la suivante:

  Si la position est positive de 15 points, alors ajouter un stop suiveur à 5 points avec un min garanti de 10 points.

  Merci de vos retours,

  DEFPARAM CumulateOrders = false // TAILLE DES POSITIONS REINV = 0 LEVIER = 3 CAPITALinit = 5000 IF REINV = 0 THEN n = levier ELSIF REINV = 1 THEN capital = CAPITALinit + strategyprofit n = (capital / CAPITALinit)*levier IF n < 1 THEN n=1 ENDIF n = round(n) ENDIF //HEURES DE TRADING rangestart = 092500 rangeend = 172500 //Target & SL & RSI ShortSL = 50 ShortTP = 37 LongSL = 55 LongTP= 40 LevelRSI = 56 //MOYENNE MOBILES mm2= ExponentialAverage[27] mm1= ExponentialAverage[7] mm3= ExponentialAverage[100] // SHORTS cv1 = mm1 < (close[1]) cv2 = mm1 < mm2 cv3 = RSI[3] < LevelRSI cv4 = mm3 < mm1 CONDVENTE = cv1 and cv2 and cv3 and cv4 IF time > rangestart and time < rangeend and CONDVENTE then Sellshort n CONTRACT at market SET STOP PLoss ShortSL SET TARGET PPROFIT ShortTP ENDIF // EXIT SHORT c1v = mm1 crosses over mm3 IF c1v THEN ExitShort AT MARKET ENDIF // LONGS ca1 = mm1 > (close[1]) ca2 = mm1 > mm2 ca3 = RSI[3] > LevelRSI ca4 = mm1 > mm3 CONDACHAT = ca1 and ca2 and ca3 and ca4 IF time > rangestart and time < rangeend and CONDACHAT then Buy n CONTRACT at market SET STOP PLoss LongSL SET TARGET PPROFIT LongTP ENDIF // EXIT LONG c1v = mm1 crosses under mm3 IF c1v THEN ExitShort AT MARKET ENDIF

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  DEFPARAM CumulateOrders = false // TAILLE DES POSITIONS REINV = 0 LEVIER = 3 CAPITALinit = 5000 IF REINV = 0 THEN n = levier ELSIF REINV = 1 THEN capital = CAPITALinit + strategyprofit n = (capital / CAPITALinit)*levier IF n < 1 THEN n=1 ENDIF n = round(n) ENDIF //HEURES DE TRADING rangestart = 092500 rangeend = 172500 //Target & SL & RSI ShortSL = 50 ShortTP = 37 LongSL = 55 LongTP= 40 LevelRSI = 56 //MOYENNE MOBILES mm2= ExponentialAverage[27] mm1= ExponentialAverage[7] mm3= ExponentialAverage[100] // SHORTS cv1 = mm1 < (close[1]) cv2 = mm1 < mm2 cv3 = RSI[3] < LevelRSI cv4 = mm3 < mm1 CONDVENTE = cv1 and cv2 and cv3 and cv4   IF time > rangestart and time < rangeend and CONDVENTE then Sellshort n CONTRACT at market SET STOP PLoss ShortSL SET TARGET PPROFIT ShortTP ENDIF   // EXIT SHORT c1v = mm1 crosses over mm3   IF c1v THEN ExitShort AT MARKET ENDIF   // LONGS ca1 = mm1 > (close[1]) ca2 = mm1 > mm2 ca3 = RSI[3] > LevelRSI ca4 = mm1 > mm3 CONDACHAT = ca1 and ca2 and ca3 and ca4   IF time > rangestart and time < rangeend and CONDACHAT then Buy n CONTRACT at market SET STOP PLoss LongSL SET TARGET PPROFIT LongTP ENDIF   // EXIT LONG c1v = mm1 crosses under mm3   IF c1v THEN ExitShort AT MARKET ENDIF

  

  Pinkybouh

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  01/06/2019 at 9:33 AM #88053
  Renato Moscardini

  Bonjour,

  J’ai aussi galéré avec les stop suiveurs. Il existe bien sûr le SET STOP TRAILING. Mais lorsqu’on calcule dynamiquement les valeurs, les résultats sont parfois étranges.

  J’ai trouvé un bout de code qqpart sur ce site qui fonction étonnamment bien pour le times frames courts, car il est ajusté seulement à l’appel du code, donc à la barre du time frame utilisé.

  En espérant que cela puisse aider

   

  Stop suiveur codé

  //trailing stop function trailingstart = 20 trailingstep = 5 //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 SET STOP %LOSS 0.3

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  //trailing stop function trailingstart = 20 trailingstep = 5   //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   SET STOP %LOSS 0.3

   

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  Renato Moscardini

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