Bonjour, j’ai un petit souci sur un algo et je ne comprends pas . c’est sur le stop win, qui est prévue à 100 points. il se met bien en clôture( algo en m1) seulement si sur exemple d’une vente le prix baisse le stop s’adapte toutes les minutes, MAIS, si le prix remonte, le stop remonte aussi. il arrive même qu’il se replace au stop d’origine, après le 1 er BE, si les prix remonte soit a moins de 100 points, je me retrouve avec un trade non protéger. j’aimerait juste comprendre mon erreur. Merci
Je ne connais pas le code ni le comportement du trailing stop / breakeven que tu utilises, mais je dirai que ça ressemble à une modification du niveau de sortie peu importe où il se situe actuellement. Je pense qu’il doit manquer quelquepart un test qui permet de ne pas autoriser la modification du niveau de stop si le nouveau niveau n’est pas favorable (comme dans le cas de ta vente où tu ne souhaites bien sûr pas qu’il remonte).
DEFPARAM CumulateOrders = false
DEFPARAM Preloadbars = 3000
daysForbiddenEntry = OpenDayOfWeek = 2
TIMEFRAME (DEFAULT)//(15 minutes)
indicator1 = CALL "992-GT3-RSR-SIGNAL"(close)
c1 = (indicator1 > 0.5)
indicator2 = AverageTrueRange[14](close)
c2 = (indicator2 >= 10)
TIMEFRAME (20 minutes)
dGreen, dRed, dGrey = Call "992-SPYDER-COLOR-ind"(close)
d1green = dGreen
d1red = dRed
d1grey = dGrey
d1red=d1red
d1grey=d1grey
TIMEFRAME (15 minutes)
IF (c1 AND c2 ) AND dgreen and d1green and not daysForbiddenEntry THEN
BUY 1 CONTRACT AT MARKET
ENDIF
TIMEFRAME (15 minutes)
indicator4 = CALL "R-992-RS"
c4 = (close < indicator4)
IF c4 THEN
SELL AT MARKET
ENDIF
indicator5 = CALL "992-GT3-RSR-SIGNAL"(close)
c5 = (indicator5 <= -0.5)
indicator6 = AverageTrueRange[14](close)
c6 = (indicator6 >= 12)
TIMEFRAME(15 minutes)
IF (c5 AND c6 ) AND dRed and d1red AND not daysForbiddenEntry THEN
SELLSHORT 1 CONTRACT AT MARKET
ENDIF
TIMEFRAME(15 minutes)
indicator8 = CALL "R-992-RS"
c8 = (close > indicator8)
IF c8 THEN
EXITSHORT AT MARKET
ENDIF
//*****************************************
IF Not OnMarket THEN
TrailStart = 100//BreakEven après TRAILSTART (en Pips)
BasePerCent = 0.100//20.0% verrouiller bénéfices
StepSize = 1 //10 STOP suiveur % Pips
PerCentInc = 0.100 //10.0% PerCent increment after each StepSize chunk
RoundTO = -0.5 //-0.5 rounds always to Lower integer, +0.4 rounds always to Higher integer, 0 defaults PRT behaviour
PriceDistance = 30 * pipsize //12 minimun distance from current price
y1 = 0 //reset to 0
y2 = 0 //reset to 0
ProfitPerCent = BasePerCent //reset to desired default value
ELSIF LongOnMarket AND close > (TradePrice + (y1 * pipsize)) THEN //LONG positions
x1 = (close - tradeprice) / pipsize //convert price to pips
IF x1 >= TrailStart THEN // go ahead only if N+ pips
Diff1 = abs(TrailStart - x1) //difference from current profit and TrailStart
Chunks1 = max(0,round((Diff1 / StepSize) + RoundTO)) //number of STEPSIZE chunks
ProfitPerCent = BasePerCent + (BasePerCent * (Chunks1 * PerCentInc)) //compute new size of ProfitPerCent
ProfitPerCent = max(ProfitPerCent[1],min(100,ProfitPerCent)) //make sure ProfitPerCent doess not exceed 100%
y1 = max(x1 * ProfitPerCent, y1) //y1 = % of max profit
ENDIF
ELSIF ShortOnMarket AND close < (TradePrice - (y2 * pipsize)) THEN //SHORT positions
x2 = (tradeprice - close) / pipsize //convert price to pips
IF x2 >= TrailStart THEN // go ahead only if N+ pips
Diff2 = abs(TrailStart - x2) //difference from current profit and TrailStart
Chunks2 = max(0,round((Diff2 / StepSize) + RoundTO)) //number of STEPSIZE chunks
ProfitPerCent = BasePerCent + (BasePerCent * (Chunks2 * PerCentInc)) //compute new size of ProfitPerCent
ProfitPerCent = max(ProfitPerCent[1],min(100,ProfitPerCent)) //make sure ProfitPerCent doess not exceed 100%
y2 = max(x2 * ProfitPerCent, y2) //y2 = % of max profit
ENDIF
ENDIF
IF y1 THEN //Place pending STOP order when y1 > 0 (LONG positions)
SellPrice = Tradeprice + (y1 * pipsize) //convert pips to price
//
// check the minimun distance between ExitPrice and current price
//
IF abs(close - SellPrice) > PriceDistance THEN
//
// place either a LIMIT or STOP pending order according to current price positioning
//
IF close >= SellPrice THEN
SELL AT SellPrice STOP
ELSE
SELL AT SellPrice LIMIT
ENDIF
ELSE
//
//sell AT MARKET when EXITPRICE does not meet the broker's minimun distance from current price
//
SELL AT Market
ENDIF
ENDIF
IF y2 THEN //Place pending STOP order when y2 > 0 (SHORT positions)
ExitPrice = Tradeprice - (y2 * pipsize) //convert pips to price
//
// check the minimun distance between ExitPrice and current price
//
IF abs(close - ExitPrice) > PriceDistance THEN
//
// place either a LIMIT or STOP pending order according to current price positioning
//
IF close <= ExitPrice THEN
EXITSHORT AT ExitPrice STOP
ELSE
EXITSHORT AT ExitPrice LIMIT
ENDIF
ELSE
//
//ExitShort AT MARKET when EXITPRICE does not meet the broker's minimun distance from current price
//
EXITSHORT AT Market
ENDIF
endif
if close[0] crosses under average[200] and BARINDEX-TRADEINDEX(1)<5 then
sell at market//35//150
endif
IF longonmarket THEN
IF OpenDayOfWeek = 5 AND time >= 210000 THEN
sell at market
ENDIF
ENDIF
SET STOP %LOSS 1.4//1.7
SET TARGET %PROFIT 3.1//2.1
IF shortonmarket THEN
IF OpenDayOfWeek = 5 AND time >= 210000 THEN
exitshort at market
ENDIF
ENDIF
j espère que j ai bien ajouté le code, Merci Nicolas
