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PhilippeN · 2019-05-15T11:10:37+00:00

Bonjour, PRT est désormais multi-UT et cela est bien pratique. Le système d’alerte par email l’est tout autant. Pourtant quel dommage de ne pas pouvoir créer d’alertes séquentielles nous évitant ainsi d’attendre le résultat d’une première alerte pour en programmer la suivante. En effet lorsque dans une stratégie l’on attend un événement puis alors seulement un deuxième événement dans une UT differente, il n’est pas possible de créer une telle alerte séquentielle. Quelles solutions sont-elles possibles pour être prévenu par exemple lorsqu’en UT1 le prix a clôturé au dessus de la bollinger puis seulement qu’en UT2 le prix a clôturé sous sa moyenne mobile 20 et enfin que suite à cet événement que le prix en UT3 a clôturé au dessus de sa moyenne mobile 7? Merci

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ProScreener : Scanners de Marché & Détection
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07/19/2019 at 2:24 PM #102949 quote
Nicolas
Keymaster

Legend
Quelle est la plus petite unité de temps du robot ?

Si c’est le timeframe M5 par exemple, c’est celui qui s’update le plus rapidement/souvent.

Soit respectivement C1,C2 et C3, 3 conditions temporelles d’autres UT pour passer un signal à 1:
```
timeframe(5 minutes)
 if c1 and not c1[1] then
  datec1 = date
  timec1 = time
 endif
 if c2 and not c2[1] then
  if date>=datec1 and time>=timec1 then 
   datec2 = date
   timec2 = time 
  endif
 endif
 if c3 and not c3[1] then
  if date>=datec2 and time>=timec2 then 
    signal=1
  endif
 endif
```
Brouillon non testé. Il faudra penser à réinitialiser le signal à 0.
07/19/2019 at 2:25 PM #102950 quote

Nicolas
Keymaster

Legend

Sauf erreur de ma part et Vendredi oblige 😆 , on pourrait aussi essayer d’utiliser le barindex de l’UT M5 avec cet exemple (au lieu de comparer les dates et heures).
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ProScreener : Scanners de Marché & Détection

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PhilippeN @philippen Participant

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This topic contains 46 replies,
has 2 voices, and was last updated by Nicolas
7 years, 2 months ago.

Topic Details

Forum:	ProScreener : Scanners de Marché & Détection
Language:	French
Started:	05/15/2019
Status:	Active
Attachments:	3 files

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Alertes séquentielles ProScreener : Scanners de Marché & Détection

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ProScreener : Scanners de Marché & Détection