Conversion de la strategie SSL CHANNEL CROSS de Tradingview

• 05/16/2022 at 11:03 PM #193289
  ARCO75

  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

  

  ARCO75

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

  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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  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")

   

  

  Nicolas

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