Coding Profit and Loss indicator , need help

• 03/06/2016 at 12:50 AM #3437
  RicLg

  A try to create an Earn & Loss’s indicator

  I’m sorry for my bad english, i’ll do my best. Thanks for your understanding
  By observing the curve Earnings(Gains) and losses of Prorealtime, I noticed..
  – Earnings, it is only the price’ curve which evolve in hight direction , synchronized with a strategy,like  a SellShort while the prices evolve in the low direction.
  -Losses, it is only a price’symmetry  on an axis X (wich must be identified),  Buying while the prices evolve in the low direction.
  I tried to coding into my thought. The result contains somes anomalies. I need your help to erase thoses anomalies
  Best regards

  Bonjour
  En observant la courbe Gains et pertes de Prorealtime, j’ai constaté..
  – les gains, ce n’est que la courbe des prix qui évoluent à la hausse en synchronisation avec une strategie, (une strategie de VADE pendant que les prix evoluent à la baisse)
  – les pertes, ce n’est que la symétrie des prix sur un axe X ( à identifier),  desynchronisé avec une stratégie (une strategie d’ACHAT pendant que les prix évolue à la baisse).
  J’ai tenté de coder dans le sens de cette reflexion. Le résultat comporte des anomalies.  Je sollicite votre aide pour corriger les anomalies.

  Merci d’avance pour vos contributions
  Bien à Vous

   

  /// Exemple: strategie 1 ////////////////////// stk=Stochastic[14,3](close) if stk crosses over 20 then position=1 elsif stk crosses under 80 then position=-1 else //position=undefined endif /// Exemple : strategire 2 ////////////////////// //c1=Average[7](close) //c2=Average[20](close) // //if c1 crosses over c2 then //position=1 //elsif c1 crosses under c2 then //position=-1 //else ////position=undefined //endif //**************************************************************************// // PROCEDURE // //**************************************************************************// GainsPertes=undefined Color=undefined /////////////////////// ACHAT /////////////////// if position=1 then cpt=1 Inversion=barindex // Mémorise le cours d'inversion GainsPertes=close[cpt] // ensuite je bloque dans cette section //*** couleur de la Position de la strategie : Vert pour la l'ACHAT **** Color=GainsPertes-(GainsPertes *0.01) ///////////////////// VADE /////////////////// elsif position=-1 then cpt=(barindex-Inversion) // Nombre de jour depuis le l'Inversion VarJ=(100-(close/close[cpt])*100) // GainsPertes=close[cpt] + (close[cpt]*VarJ/100) //*** couleur de la Position de la strategie : Rouge pour la VADE **** Color=GainsPertes+(GainsPertes *0.01) ///////////////////// EXCEPTIONS/////////////////// else endif ///////////////////// Finalement /////////////////////////////// RETURN GainsPertes as "Gains & Pertes",Color as " G & P Color"

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  /// Exemple: strategie 1 ////////////////////// stk=Stochastic[14,3](close) if stk crosses over 20 then position=1 elsif stk crosses under 80 then position=-1 else //position=undefined endif   /// Exemple : strategire 2 ////////////////////// //c1=Average[7](close) //c2=Average[20](close) // //if c1 crosses over c2 then //position=1 //elsif c1 crosses under c2 then //position=-1 //else ////position=undefined //endif   //**************************************************************************// //                      PROCEDURE                                           // //**************************************************************************// GainsPertes=undefined Color=undefined   ///////////////////////   ACHAT  /////////////////// if position=1 then cpt=1 Inversion=barindex                   // Mémorise le cours d'inversion GainsPertes=close[cpt]               // ensuite je bloque dans cette section   //*** couleur de la Position de la strategie : Vert  pour la l'ACHAT  **** Color=GainsPertes-(GainsPertes *0.01)     /////////////////////   VADE  /////////////////// elsif position=-1 then cpt=(barindex-Inversion)             // Nombre de jour depuis le l'Inversion VarJ=(100-(close/close[cpt])*100)    // GainsPertes=close[cpt] + (close[cpt]*VarJ/100)       //*** couleur de la Position de la strategie : Rouge pour la VADE  **** Color=GainsPertes+(GainsPertes *0.01)     /////////////////////   EXCEPTIONS///////////////////   else   endif   ///////////////////// Finalement  /////////////////////////////// RETURN GainsPertes as "Gains & Pertes",Color as "    G & P Color"

   

  

  RicLg

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  03/06/2016 at 1:29 AM #3439
  RicLg

  

  An example of the anomalie.

  

  RicLg

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  03/06/2016 at 3:08 PM #3448
  Nicolas

  Hello RicLg,

  If you just want to have your profit and loss curve coloured by trade side (long or short), just use my adapted code below. It’s a quickly fix I made, i think that your curve problem came from a non-adapted use of the ‘couloured by’ instruction.

  Here is how it looks now :

  

  /// Exemple: strategie 1 ////////////////////// stk=Stochastic[14,3](close) if stk crosses over 20 then position=1 elsif stk crosses under 80 then position=-1 else //position=undefined endif /// Exemple : strategire 2 ////////////////////// //c1=Average[7](close) //c2=Average[20](close) // //if c1 crosses over c2 then //position=1 //elsif c1 crosses under c2 then //position=-1 //else ////position=undefined //endif //**************************************************************************// // PROCEDURE // //**************************************************************************// GainsPertes=undefined Color=undefined /////////////////////// ACHAT /////////////////// if position=1 then cpt=1 Inversion=barindex // Mémorise le cours d'inversion GainsPertes=close[cpt] // ensuite je bloque dans cette section //*** couleur de la Position de la strategie : Vert pour la l'ACHAT **** //Color=GainsPertes-(GainsPertes *0.01) Color = 1 ///////////////////// VADE /////////////////// elsif position=-1 then cpt=(barindex-Inversion) // Nombre de jour depuis le l'Inversion VarJ=(100-(close/close[cpt])*100) // GainsPertes=close[cpt] + (close[cpt]*VarJ/100) //*** couleur de la Position de la strategie : Rouge pour la VADE **** //Color=GainsPertes+(GainsPertes *0.01) Color = -1 ///////////////////// EXCEPTIONS/////////////////// else endif ///////////////////// Finalement /////////////////////////////// RETURN GainsPertes coloured by Color as "Gains & Pertes"//,Color as " G & P Color"

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  /// Exemple: strategie 1 ////////////////////// stk=Stochastic[14,3](close) if stk crosses over 20 then position=1 elsif stk crosses under 80 then position=-1 else //position=undefined endif   /// Exemple : strategire 2 ////////////////////// //c1=Average[7](close) //c2=Average[20](close) // //if c1 crosses over c2 then //position=1 //elsif c1 crosses under c2 then //position=-1 //else ////position=undefined //endif   //**************************************************************************// //                      PROCEDURE                                           // //**************************************************************************// GainsPertes=undefined Color=undefined   ///////////////////////   ACHAT  /////////////////// if position=1 then cpt=1 Inversion=barindex                   // Mémorise le cours d'inversion GainsPertes=close[cpt]               // ensuite je bloque dans cette section   //*** couleur de la Position de la strategie : Vert  pour la l'ACHAT  **** //Color=GainsPertes-(GainsPertes *0.01) Color = 1   /////////////////////   VADE  /////////////////// elsif position=-1 then cpt=(barindex-Inversion)             // Nombre de jour depuis le l'Inversion VarJ=(100-(close/close[cpt])*100)    // GainsPertes=close[cpt] + (close[cpt]*VarJ/100)   //*** couleur de la Position de la strategie : Rouge pour la VADE  **** //Color=GainsPertes+(GainsPertes *0.01) Color = -1   /////////////////////   EXCEPTIONS///////////////////   else   endif   ///////////////////// Finalement  /////////////////////////////// RETURN GainsPertes coloured by Color as "Gains & Pertes"//,Color as "    G & P Color"

   

  

  Nicolas

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  03/06/2016 at 4:28 PM #3450
  RicLg

  Hello Nicolas

  I tested the code with the modifications proposed,  Anomalie’s problem still remains

  i think the problem may come in section  /// Achat ///  GainsPertes=close[cpt]

  I’t can make difference but scale is Enf of day .

  

  

  RicLg

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  03/06/2016 at 7:33 PM #3453
  Nicolas

  You’re right, I think that the problem is that you store the candlestick Close at each new trade as the start of the next curve section. But you should use the last known value of the curve instead, because it is where your “profit and loss” curve may continue.

  I’m currently trying to recode the whole thing in my own point of view, it gives me headache 🙂 Should not code at Sunday evening 🙂

  

  Nicolas

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  03/06/2016 at 10:28 PM #3458
  RicLg

  Thanks Nicolas and i’m sorry for your headache  , i go on on my coding, with another approch, hihihi

  We may compare the final search at the end.

  

  RicLg

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  03/07/2016 at 8:46 AM #3465
  RicLg

  Hello, Nicola

  Do you think the same code would work in Intraday?

   

  *Could we have a pre-visualization before submiting a topic?

  

  RicLg

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  03/07/2016 at 10:05 AM #3478
  Nicolas

  Hello Ric, you can edit your post after it has been submitted, there are buttons just above your avatar. And yes this code would work for any timeframe, I dont see any restrictions that could make it not fully function in intraday! 🙂

  

  Nicolas

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  03/07/2016 at 11:18 AM #3480
  RicLg

  Do you mean the avatar inside the topic submited? if so there are no buttons allowing re-edit.

  Is the avatar of the login?  same remark

  

  RicLg

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  03/07/2016 at 12:59 PM #3483
  Nicolas

  You only have 5 minutes to edit your last post :

  

   

   

  

  Nicolas

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  03/07/2016 at 1:07 PM #3486
  RicLg

  Surprenant, Firefox 39.03  affiche uniquement Reply et #3480 ,et rien d’autre

  Windows 7  (64 bit)

  

  

  RicLg

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  03/15/2016 at 4:16 PM #3811
  RicLg

  Bonjour,

  Voici le code complet dans son état actuel, cela necessite quelques ajustements très certainement.

  Merci pour vos suggestions et amélirations.

  A bientôt

   

  

  * En journalier – End of Day

  * Pourriez-vous confirmez si cela fonctionne en intraday , s’il vous plait, Merci

  * Could you confirm if the code will work in Intraday, thank you.

  /// Exemple : strategire 2 ////////////////// c1=Average[7](close) c2=Average[20](close) if c1 crosses over c2 then position=1 elsif c1 crosses under c2 then position=-1 else //position=undefined endif //**************************************************************************// // PROCEDURE // //**************************************************************************// closeMemoA=barindex // varJ=((100-(close/close[1])*100)*-1)/100 // Variation journalière 0.0145 (+1.45%) if barindex > 100 then // varier selon vos besoins /////////////////////// ACHAT /////////////////// if position=1 then //bloc=20 prixInversion=close[closememoA-(closeMemoV)] // Axe GainsPertes=GainsPertes +( prixInversion*varj) //*** en invisible pour le remplissage **** ColorRemplissage=GainsPertes-(GainsPertes *0.02) color=1 /////////////////// VADE /////////////////// elsif position=-1 then //bloc=10 closeMemoA=closeMemoA[1] closememoV=barindex prixInversion=close[closememov-(closeMemoA+1)] // Axe GainsPertes=GainsPertes +( prixInversion*-varj) //*** en invisible pour le remplissage **** ColorRemplissage=GainsPertes+(GainsPertes *0.02) color=-1 /////////////////// EXCEPTIONS /////////////////// else //bloc=1 endif else // barindex endif // Fin barindex ///////////////////// Finalement /////////////////////////////// return GainsPertes coloured by color as "G&P Mb 7-20",ColorRemplissage as " G&P Remplissage"

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  /// Exemple : strategire 2 ////////////////// c1=Average[7](close) c2=Average[20](close)   if c1 crosses over c2 then position=1 elsif c1 crosses under c2 then position=-1 else //position=undefined endif     //**************************************************************************// //                      PROCEDURE                                           // //**************************************************************************//   closeMemoA=barindex  //   varJ=((100-(close/close[1])*100)*-1)/100   // Variation journalière 0.0145 (+1.45%)   if barindex > 100 then  // varier selon vos besoins   ///////////////////////   ACHAT  /////////////////// if position=1 then //bloc=20 prixInversion=close[closememoA-(closeMemoV)] // Axe GainsPertes=GainsPertes  +( prixInversion*varj)   //*** en invisible pour le remplissage **** ColorRemplissage=GainsPertes-(GainsPertes *0.02) color=1     ///////////////////   VADE  /////////////////// elsif position=-1 then //bloc=10   closeMemoA=closeMemoA[1] closememoV=barindex   prixInversion=close[closememov-(closeMemoA+1)]  // Axe GainsPertes=GainsPertes  +( prixInversion*-varj)   //*** en invisible pour le remplissage  **** ColorRemplissage=GainsPertes+(GainsPertes *0.02) color=-1   ///////////////////   EXCEPTIONS /////////////////// else //bloc=1   endif else      // barindex endif     // Fin barindex ///////////////////// Finalement  ///////////////////////////////   return GainsPertes coloured by color as "G&P Mb 7-20",ColorRemplissage as "    G&P Remplissage"

   

  

  RicLg

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  03/18/2016 at 4:56 PM #3963
  Nicolas

  Merci RicLG ça semble fonctionner correctement!

  

  Nicolas

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