Conversion de la strategie SSL CHANNEL CROSS de Tradingview

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05/16/2022 at 11:03 PM #193289 quote

ARCO75
Participant

Average

cette strategie simple de TradingView , basée sur le croisement de 2 lignes donne des resultats backtests assez interessants que je souhaite utiliser sur PRT

Code TradingView

//@version=4
strategy(“SSL Channel Cross”, overlay=true)
period=input(title=”Period”, defval=10)
len=input(title=”Period”, defval=10)
smaHigh=sma(high, len)
smaLow=sma(low, len)
Hlv = 0
Hlv := close > smaHigh ? 1 : close < smaLow ? -1 : Hlv[1] sslDown = Hlv < 0 ? smaHigh: smaLow sslUp = Hlv < 0 ? smaLow : smaHigh plot(sslDown, linewidth=2, color=color.red) plot(sslUp, linewidth=2, color=color.lime) longCondition = crossover(sslUp, sslDown) shortCondition = crossunder(sslUp, sslDown) if (longCondition) strategy.close("Short", strategy.long) strategy.entry("Long", strategy.long) if (shortCondition) strategy.close("Long", strategy.long) strategy.entry("Short", strategy.short) Merci d'avance

Tradingview-CHANNEL-STRATEGIE.png

05/17/2022 at 9:22 AM #193307 quote
Nicolas
Keymaster

Master
Il s’agit d’une stratégie basé sur un ‘activator’, genre cette indicateur : https://www.prorealcode.com/prorealtime-indicators/gann-hilo-activator/

Si le Close croise la ligne du dessus, alors on est en tendance haussière et vice versa, on peut créer ces lignes avec beaucoup d’autres choses (exemple un Donchian: https://www.prorealcode.com/prorealtime-indicators/donchian-channel-activator-factor/ ou des Bandes de Bollinger: https://www.prorealcode.com/prorealtime-indicators/bbands-stop/), ici ce sont des MA calculés sur les High et Low sur les X dernières périodes.

Ci-dessous la stratégie.
```
defparam cumulateorders=false 

len=10//input(title="Period", defval=10)
smaHigh=average[len](high)//sma(high, len)
smaLow=average[len](low)//sma(low, len)
Hlv = 0
//Hlv := 
if close > smaHigh then 
hlv= 1 
elsif close < smaLow then 
hlv= -1 
else 
hlv = Hlv[1]
endif 
//sslDown 
if Hlv < 0 then 
ssldown= smahigh
else
ssldown=smalow
endif
//sslUp 
if Hlv < 0 then 
sslup = smaLow 
else
sslup = smaHigh
endif 

longCondition = sslup crosses over sslDown
shortCondition = sslup crosses under sslDown

if longCondition then 
buy at market 
endif 

if shortCondition then
sellshort at market
endif

graphonprice ssldown coloured("red")
graphonprice sslup coloured("green")
```
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Conversion de la strategie SSL CHANNEL CROSS de Tradingview

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ARCO75 @arco75 Participant

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This topic contains 1 reply,
has 2 voices, and was last updated by Nicolas
3 years, 10 months ago.

Topic Details

Forum:	ProBuilder : Indicateurs & Outils Personnalisés
Language:	French
Started:	05/16/2022
Status:	Active
Attachments:	1 files

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