Bonjour!

Voici la stratégie “Short”. Merci @lannogeoffrey.

//PRC_AnotherRSIdivergences | indicator to Strategy
//25.02.2019
//Nicolas @ www.prorealcode.com
//Sharing ProRealTime knowledge
 
// Definition of code parameters
DEFPARAM CumulateOrders = False
DEFPARAM FLATBEFORE = 100000
DEFPARAM FLATAFTER = 181500
noEntryBeforeTime = 100000
timeEnterBefore = time >= noEntryBeforeTime
noEntryAfterTime = 173000
timeEnterAfter = time < noEntryAfterTime
daysForbiddenEntry = OpenDayOfWeek = 6 OR OpenDayOfWeek = 0
 
// --- settings
RSIp=14
obLevel=70
osLevel=30
// --- end of settings
 
irsi = rsi[RSIp]
ob = irsi>obLevel
os = irsi<osLevel
 
if ob then
if not ob[1] then
maxrsi = 0
maxprice = 0
endif
maxrsi=max(maxrsi,irsi)
maxprice=max(maxprice,high)
if maxrsi<>maxrsi[1] then
endif
endif
 
if os then
if not os[1] then
minrsi = 100
minprice = close*100
endif
minrsi=min(minrsi,irsi)
minprice=min(minprice,low)
if minrsi<>minrsi[1] then
endif
endif
 
if irsi crosses under obLevel then
div = maxprice>oldmaxprice and maxrsi<oldmaxrsi

MMFilter = Average[10000](close)
c1 = (close < MMFilter)

MyVolume = Volume
c2 = (MyVolume >= 400)

if c1 AND summation [1](c2) AND div AND timeEnterBefore AND timeEnterAfter AND not daysForbiddenEntry then
SELLSHORT 1 CONTRACT AT MARKET
endif

oldmaxrsi = maxrsi
oldmaxprice = maxprice
endif
//
if irsi crosses over osLevel then
div = minprice<oldminprice and minrsi>oldminrsi

ENDIF
oldminrsi = minrsi
oldminprice = minprice

//trailing stop
trailingstop = (close*0.003)/pointsize
if not onmarket then
MINPRICE = close
priceexit = 0
endif
if shortonmarket then
MINPRICE = MIN(MINPRICE,close)
if tradeprice(1)-MINPRICE>=trailingstop*pointsize then
priceexit = MINPRICE+trailingstop*pointsize
endif
endif
if onmarket and priceexit>0 then
EXITSHORT AT priceexit STOP
endif

startBreakeven = (close*0.0025)/pointsize
PointsToKeep = 3
IF NOT ONMARKET THEN
breakevenLevel=0
ENDIF
IF SHORTONMARKET AND tradeprice(1)-close>startBreakeven*pipsize THEN
breakevenLevel = tradeprice(1)-PointsToKeep*pipsize
ENDIF
IF breakevenLevel>0 THEN
EXITSHORT AT breakevenLevel STOP
ENDIF
 
SET STOP %LOSS 0.5
SET TARGET %PROFIT 0.6

Div-Dax-5m.jpg