Conversion de la strategie SSL CHANNEL CROSS de Tradingview

ARCO75 · 2022-05-17T09:04:14+00:00

Voici une strategie simple basée sur le croisement de 2 lignes mais qui semble interessante au vu des backtests effectués 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

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05/17/2022 at 10:04 AM #193310 quote

ARCO75
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Voici une strategie simple basée sur le croisement de 2 lignes mais qui semble interessante au vu des backtests effectués

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-1.png

05/17/2022 at 10:19 AM #193314 quote

ARCO75
Participant

Average

J’ai omis de specifier que la conversion est demandée, bien sur, afin d’etre utilisée sur PRT

Je rajoute un premier resultat des derniers backtests

05/17/2022 at 10:21 AM #193315 quote

ARCO75
Participant

Average

[attachment file=”193316″]

Tradingview-SSL-CHANNEL-STRATEGIE-RESULTATS.png

05/17/2022 at 12:35 PM #193323 quote

Nicolas
Keymaster

Legend

Merci de ne pas double poster, j’ai déjà répondu ici: https://www.prorealcode.com/topic/conversion-de-la-strategie-ssl-channel-cross-de-tradingview/
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