Bonjour Nicolas et la Communauté

En voulant tester en Backtest le programme “PRC Kagi on price chart” de Nicolas, je m’aperçois d’anomalies en UT inférieures à Daily et Weekly.

Les comparaisons élémentaires   kagi[1] < kagi   et   kagi[1] > kagi   ne suffisent-elles plus ?

Merci d’avance de vos réponses.

ONCE Capital= 10000
Nbre= ROUND(Capital/Close)

//PRC_Kagi on price chart | indicator
//05.09.2019
//Nicolas @ www.prorealcode.com
//Sharing ProRealTime knowledge

// --- settings
// select one of the two possible setting (0=don't use)
ReversalAmountPercent = 1.5 //amount of price percent to inverse Kagi trend
//ReversalAmountPoints = 0 //amount of points to inverse Kagi trend
// --- end of settings

once kagi=close

//if ReversalAmountPercent>0 then
//percent retracement
pup = (close-kagi)/kagi
pdn = (kagi-close)/kagi
InvDec = 1/0.1
//bullish reversal
if pup>=ReversalAmountPercent/100 then
coeff = abs(pup/ReversalAmountPercent)*100
coeff = round(InvDec*coeff-0.5)/InvDec
kagi=kagi+(kagi*(ReversalAmountPercent/100)*coeff)
//r=0
//g=255
endif
//bearish reversal
if pdn>=ReversalAmountPercent/100 then
coeff = abs(pdn/ReversalAmountPercent)*100
coeff = round(InvDec*coeff-0.5)/InvDec
kagi=kagi-(kagi*(ReversalAmountPercent/100)*coeff)
//r=255
//g=0
endif
//endif

//RETURN Kagi coloured(r,g,0) style(line,3)

//----------Process

// Conditions pour ouvrir une position acheteuse
IF NOT LongOnMarket AND kagi[1] < kagi THEN
BUY Nbre SHARES AT MARKET
ENDIF

// Conditions pour fermer une position acheteuse
IF LongOnMarket AND kagi[1] > kagi THEN
SELL AT MARKET
ENDIF

// Conditions pour ouvrir une position en vente à découvert
//IF NOT ShortOnMarket AND VosConditions THEN
//SELLSHORT 1 CONTRACTS AT MARKET
//ENDIF

// Conditions pour fermer une position en vente à découvert
//IF ShortOnMarket AND VosConditions THEN
//EXITSHORT AT MARKET
//ENDIF

// Stops et objectifs : entrez vos stops et vos objectifs ici

Danone-en-Kagi.png