Bonjour,

je cherche à créer un algorithme de trading qui permettrait de payer un cluster de supports de type moyenne mobile d’UT différentes (par exemple Weekly et Monthly).

Ci-attaché, un exemple de trade que je souhaiterais prendre : le Prix touche la M7 UT mois, et en parallèle est proche de la M20 UT Hebdomadaire.

//efparam drawonlastbaronly=true
//DEFPARAM CalculateOnLastBars = 5300


DEFPARAM PreLoadBars = 50000
DEFPARAM CumulateOrders = False

Voffset = pipsize
variable1 = 0.5



TIMEFRAME(WEEKLY)
typicalprixW = (high+low+close)/3
//SMA 7/20/50/200
M7W = average[7]
uw= BollingerUp[20](typicalprixW)
lw= Bollingerdown[20](typicalprixW)
MW = average[20](typicalprixW)
//M7W = average[7]


lookM7W=0
if M7W < close and M7W>M7W[1] and low>M7W then
lookM7W=1
endif

lookuw=0
if (uw) < close and (uw)>(uw)[1] and low>(uw) then
lookuw=1
endif



looklw=0
if (lw) < close and (lw)>(lw)[1] and low>(lw) then
looklw=1
endif



lookMW=0
if (MW) < close and MW>MW[1] and low>MW then
lookMW=1
endif


lookpw=0
PW = call "ATS_SAR"
if PW < close and (pw>pw[1] or (pw<pw[1] and High[1]>pw[1])) and low > pw then
lookpw=1
endif










signal1W=0
if lookpw=1 and ((close-pw) < variable1) then
signal1W=1
endif

signal2W=0
if lookM7W=1 and ((close-M7W) < variable1) then
signal2W=1
endif

signal3W=0
if lookuw=1 and ((close-UW) < variable1) then
signal3W=1
endif

signal4W=0
if looklw=1 and ((close-LW) < variable1) then
signal4W=1
endif

signal5W=0
if lookMW=1 and ((close-MW) < variable1) then
signal5W=1
endif

SIGNALW = (signal1W+signal2W+signal3W+signal4W+signal5W)







timeframe(monthly)
//SMA 7/20/50/200
typicalprixM = (high+low+close)/3
//SMA 7/20/50/200
M7M = average[7]
UM= BollingerUp[20](typicalprixM)
LM= Bollingerdown[20](typicalprixM)
MM = average[20](typicalprixM)




lookm7M=0
if M7M < close and M7M>M7M[1] and low>M7M then
lookm7M=1
endif


lookUM=0
if (UM) < close and (UM)>(UM)[1] and low>(UM) then
lookUM=1
endif

lookLM=0
if (LM) < close and (LM)>(LM)[1] and low>(LM) then
lookLM=1
endif



lookMM=0
if (MM) < close and MM>MM[1] and low>MM then
lookMM=1
endif

lookpM=0
PM = call "ATS_SAR"
if PM < close and (pM>pM[1] or (pM<pM[1] and High[1]>pM[1])) and low > pM then
lookpM=1
endif


signal1M=0
if lookpM=1 and ((close-pm) < variable1) then
signal1M=1
endif

signal2m=0
if lookM7m=1 and ((close-M7m) < variable1) then
signal2M=1
endif

signal3M=0
if lookuM=1 and ((close-UM) < variable1) then
signal3M=1
endif

signal4M=0
if looklM=1 and ((close-LM) < variable1) then
signal4M=1
endif

signal5M=0
if lookMM=1 and ((close-MM) < variable1) then
signal5M=1
endif

SIGNALM = (signal1M+signal2M+signal3M+signal4M+signal5M)










timeframe (default)


SIGNAL = (SIGNALW + SIGNALM)

if SIGNAL >= 2 THEN
BUY 1 CONTRACTS AT MARKET
SET STOP pLOSS 100
SET TARGET pPROFIT 100
ENDIF

Le STOP serait sous les deux moyennes mobiles, l’entrée sur le premier des deux supports, et le TP fixe, par exemple.

J’ai essayé de créer un code simple, mais cela ne reproduit absolument pas l’objectif recherché.

Pourriez vous m’aider à débugger mon code?

Merci.

2022-07-07-18_49_38-EUR_JPY-Mini-Hebdomadaire-138141-021-18_49_40.png