Verificando le date e gli orari d’apertura, magari esportando il risultato su eXcel, in quali  candele ci sono le differenze?

In merito alla prova A:

• il 21/9/2021 mi sembra corretto, si chiudono 3 operazioni ed il conto è 3 (una si era aperta il giorno prima)
• il 28/1/2022  stessa identica cosa, 3 chiusi ed il conto è 3
• il 19/4/2022 ancora identica cosa, 3 chiusi ed il conto è 3.

Le differenze sono dovute al fatto che il codice A fa una verifica diversa, quindi non tiene conto del fatto che un’operazione sia iniziata il giorno prima, mentre il codice B fa una verifica appena entrato a mercato, quindi se è del giorno precedente non influisce sul giorno successivo in quanto tu azzeri il conteggio con la prima barra del giorno dopo.

Per ottenere lo stesso risultato (non in senso finanziario, solo per il controllo delle operazioni fatte), aggiungi questa riga all’inizio:

defparam flatafter = 220000

@Mauro
È possibile che questo codice genera uno per 0 errori? Ho aggiunto questa variante al mio codice … backtest völlig in ordine, ma quando si avvia il messaggio di errore viene che un indicatore mostra un valore negativo.

//Max-Orders per Day
once maxOrdersL = maxiL
once maxOrdersS = maxiS
if intradayBarIndex = 0 then //reset orders count
ordersCountL = 0
ordersCountS = 0
endif

if longTriggered then //check if an order has opened in the current bar
ordersCountL = ordersCountL + 1
endif
if shortTriggered then //check if an order has opened in the current bar
ordersCountS = ordersCountS + 1
endif
//

Ok, ho trovato l’errore. Un valore inutilizzato nell’ottimizzatore è stato impostato su “0”.
Scusa, errore mio.

Ciao, mauro

Torno da voi perché sto cercando di integrare il vostro codice qui allegato se non sbaglio

Dalla linea 32 del mio algo, ma senza la condizione di media 50, non succede nulla cambiando i miei take profit e stop che sono 11 e 34 e un’operazione al giorno.

Se puoi, puoi farmi una copia di come la inseriresti nel mio codice. Grazie.

Mi dispiace, sono ancora nelle prime fasi di creazione del codice.

// Définition des paramètres du code
DEFPARAM CumulateOrders = False // Cumul des positions désactivé
// Annule tous les ordres en attente et ferme toutes les positions à l'heure "FLATAFTER"
DEFPARAM FLATAFTER = 173000

// Empêche le système de placer des ordres pour entrer sur le marché ou augmenter la taille d'une position avant l'heure spécifiée
noEntryBeforeTime = 153000
timeEnterBefore = time >= noEntryBeforeTime

// Empêche le système de placer des ordres pour entrer sur le marché ou augmenter la taille d'une position après l'heure spécifiée
noEntryAfterTime = 173000
timeEnterAfter = time < noEntryAfterTime

// Empêche le système de placer de nouveaux ordres sur les jours de la semaine spécifiés
daysForbiddenEntry = OpenDayOfWeek = 6 OR OpenDayOfWeek = 0

// Conditions pour ouvrir une position acheteuse
indicator1 = RSI[14](close)
c1 = (indicator1 CROSSES OVER 30)

IF c1 AND timeEnterBefore AND timeEnterAfter AND not daysForbiddenEntry THEN
BUY 1 CONTRACT AT MARKET
ENDIF

// Conditions pour ouvrir une position en vente à découvert
indicator2 = RSI[14](close)
c2 = (indicator2 CROSSES UNDER 70)

IF c2 AND timeEnterBefore AND timeEnterAfter AND not daysForbiddenEntry THEN
SELLSHORT 1 CONTRACT AT MARKET
ENDIF
once maxOrders = 1
if intradayBarIndex = 0 then          //reset orders count
ordersCount = 0
endif
 
if longTriggered then                 //check if an order has opened in the current bar
ordersCount = ordersCount + 1
endif
// Stops et objectifs
SET STOP pTRAILING 31
SET TARGET pPROFIT 11
IF Not OnMarket THEN
//
// when NOT OnMarket reset values to default values
//
TrailStart    = 5          //30     Start trailing profits from this point
BasePerCent   = 0.000       //20.0%  Profit percentage to keep when setting BerakEven
StepSize      = 10          //10     Pip chunks to increase Percentage
PerCentInc    = 0.100       //10.0%  PerCent increment after each StepSize chunk
BarNumber     = 10          //10     Add further % so that trades don't keep running too long
BarPerCent    = 0.100       //10%    Add this additional percentage every BarNumber bars
RoundTO       = -0.5        //-0.5   rounds always to Lower integer,   +0.4 rounds always to Higher integer,     0 defaults PRT behaviour
PriceDistance = 7 * pipsize //7      minimun distance from current price
y1            = 0           //reset to 0
y2            = 0           //reset to 0
ProfitPerCent = BasePerCent //reset to desired default value
TradeBar      = BarIndex
ELSIF LongOnMarket AND close > (TradePrice + (y1 * pipsize)) THEN                              //LONG positions
//
// compute the value of the Percentage of profits, if any, to lock in for LONG trades
//
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
// compute number of bars elapsed and add an additionl percentage
// (this percentage is different from PerCentInc, since it's a direct percentage, not a Percentage of BasePerCent)
// (if BasePerCent is 20% and this is 10%, the whole percentage will be 30%, not 22%)
BarCount      = BarIndex - TradeBar
IF BarCount MOD BarNumber = 0 THEN
ProfitPerCent = ProfitPerCent + BarPerCent
ENDIF
//
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
//
// compute the value of the Percentage of profits, if any, to lock in for SHORT trades
//
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
// compute number of bars elapsed and add an additionl percentage
// (this percentage is different from PerCentInc, since it's a direct percentage, not a Percentage of BasePerCent)
// (if BasePerCent is 20% and this is 10%, the whole percentage will be 30%, not 22%)
BarCount      = BarIndex - TradeBar
IF BarCount MOD BarNumber = 0 THEN
ProfitPerCent = ProfitPerCent + BarPerCent
ENDIF
//
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