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Backtest : Recupérer l'unité de temps dans le code

PRT_kok · 2016-11-17T15:23:46+00:00

Bonjour à tous, Une question classique sans doute mais je me lance -) Je voudrais configurer un backtest en fonction de l’unité de temps sur laquelle celui-ci s’éxécute. Par exemple, si je suis en 3M, j’aimerais assigner une variable de type UniteTemps=3 dans le code, si je suis en 1 minute, j’aimerais assigner à cette variable la valeur 1, etc… Des idées ? Bien cordialement.

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Backtest : Recupérer l'unité de temps dans le code

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11/17/2016 at 4:23 PM #16730 quote

PRT_kok
Participant

Junior

Bonjour à tous,

Une question classique sans doute mais je me lance -)

Je voudrais configurer un backtest en fonction de l’unité de temps sur laquelle celui-ci s’éxécute. Par exemple, si je suis en 3M, j’aimerais assigner une variable de type UniteTemps=3 dans le code, si je suis en 1 minute, j’aimerais assigner à cette variable la valeur 1, etc…

Des idées ?

Bien cordialement.

11/17/2016 at 8:01 PM #16739 quote
Nicolas
Keymaster

Legend
On ne peut pas récupérer l’information automatiquement. On peut néanmoins faire un petit calcul en comparant 2 “minute” pour obtenir l’unité de temps:
```
ut = (minute-minute[1])
if ut<0 then 
 ut=60-abs(ut)
endif

return ut
```
Je viens de le faire, ça semble bien fonctionner sur un timeframe en minutes, à voir pour les TF supérieurs !
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Backtest : Recupérer l'unité de temps dans le code

ProOrder : Trading Automatique & Backtests

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PRT_kok @prt_kok Participant

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This topic contains 1 reply,
has 2 voices, and was last updated by Nicolas
9 years, 11 months ago.

Topic Details

Forum:	ProOrder : Trading Automatique & Backtests
Language:	French
Started:	11/17/2016
Status:	Active
Attachments:	No files

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Backtest : Recupérer l'unité de temps dans le code

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Backtest : Recupérer l'unité de temps dans le code ProOrder : Trading Automatique & Backtests

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Backtest : Recupérer l'unité de temps dans le code

ProOrder : Trading Automatique & Backtests