comment assimiler un breakeven different par strategie ?

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  • Author
    Posts
  • 02/07/2021 at 12:34 PM #160575 quote
    magiclil
    Participant
    Average

    Bonjour Nicolas,

    Mon bot a 5 stratégies “differentes” pour prendre position en achat.

    J’aimerais configurer un break-even different par strategies.

    exemple avec 2 stratagies differentes :

    if L1 and Ltime and not onmarket then
buy nlot contract at market
SET STOP pLOSS 25
SET TARGET pPROFIT 75
endif

if L2 and Ltime and not onmarket then
buy nlot contract at market
SET STOP pLOSS 20
SET TARGET pPROFIT 60
endif

longbreakeven = 1
longbreakevenstart = 40
longbreakevenstep = 15

IF longbreakeven = 1 AND LONGONMARKET AND close - tradeprice(1) >= longbreakevenstart THEN
longBE = tradeprice(1) + longbreakevenstep
ENDIF
IF longBE > 0 THEN
SELL AT longBE STOP
ENDIF
IF NOT ONMARKET THEN
longBE = 0
ENDIF

    Ce breakeven va s’activer de la meme facon pour les 2 strategies differentes et j’aimerais en configurer un different pour chacun des 2 stratégies.
    Je pourrais ainsi faire de meme pour les 5 stratégies differentes.

    Merci

    02/08/2021 at 6:51 PM #160734 quote
    magiclil
    Participant
    Average

    une idée les gens?

    02/09/2021 at 11:51 AM #160793 quote
    Nicolas
    Keymaster
    Master

    Si la stratégie ne permet qu’à une seule de tes stratégies de fonctionner à la fois, alors tu peux tagger quelle stratégie est en cours en renseignant une variable au moment où tu passes ton ordre:

    if L1 and Ltime and not onmarket then
 buy nlot contract at market
 SET STOP pLOSS 25
 SET TARGET pPROFIT 75
 strategie = 1
endif

if L2 and Ltime and not onmarket then
 buy nlot contract at market
 SET STOP pLOSS 20
 SET TARGET pPROFIT 60
 strategie = 2
endif


longbreakeven = 1

if strategie=1 then 
 longbreakevenstart = 40
 longbreakevenstep = 15
elsif strategie = 2 then 
 longbreakevenstart = 20
 longbreakevenstep = 5
elsif strategie = 3 then 
 // etc....
endif
    magiclil thanked this post
    02/09/2021 at 1:29 PM #160804 quote
    magiclil
    Participant
    Average

    génial ! merci encore Nicolas.

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comment assimiler un breakeven different par strategie ?


ProOrder : Trading Automatique & Backtests

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magiclil @magiclil Participant
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This topic contains 3 replies,
has 2 voices, and was last updated by magiclil
5 years, 1 month ago.

Topic Details
Forum: ProOrder : Trading Automatique & Backtests
Language: French
Started: 02/07/2021
Status: Active
Attachments: No files
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