Créer un ordre stop sur niveau de retournement de tendance ?

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  • #31756 quote
    Sofitech
    Participant
    New

    J’aimerais savoir s’il est possible de placer un ordre stop à l’aide d’une stratégie automatique.
    Par exemple, en utilisant l’indicateur Reversal Point :
    https://www.prorealcode.com/prorealtime-indicators/reversal-point-indicator/

    • Si un Signa Reversal achat est détecté (Reversal croise à la hausse valeur 0.5).
      Placer un ordre stop sur le bougie du signal x points au dessus du plus haut de la bougie.
    • L’ordre stop reste valable 3 bougies. S’il n’est pas exécuté, il est supprimé.
      et même process à la vente..
      Ce type d’ordre est faisable ?
    #32162 quote
    Nicolas
    Keymaster
    Master

    Le code ci-dessous doit remplir cet office. J’ai introduit la variable “distance” pour paramétrer l’écart entre la bougie du signal et le placement de l’ordre conditionnel STOP.

    Il faudrait bien entendu ajuster les takeprofit et stoploss à convenance en fonction de l’instrument et du timeframe que l’on souhaite trader.

    Defparam Cumulateorders=false
    
    Distance = 10 //x points above or below the signal candle to place the pending stop order
    
    // LONG
    //Red/Green candle (reversal)
    //Bullish candle close above the open of the previous red candle
    //Space to the left (the low of the last 3 candles lower than the low of the last 50 candles)
    //default stochastic (8,3,3) was in the oversold area within the last 3 candles
    
    sto = stochastic[8,3]
    
    c1 = close[1]<open[1] and close>open
    c2 = close>open[1]
    c3 = lowest[3](low)<lowest[50](low)[1] or lowest[3](low)<lowest[50](low)[2] or lowest[3](low)<lowest[50](low)[3]
    c4 = summation[3](sto<20)>0
    long = c1 and c2 and c3 and c4
    if long then 
    longlevel=high
    mybar = barindex
    endif
    
    if long and not longonmarket and barindex-mybar<=3 then
    buy 1 contract at longlevel+Distance*pointsize STOP
    endif
    
    // SHORT
    //Green/Red candle (reversal)
    //Bearish candle close below the close of the previous green candle
    //Space to the left (the high of the last 3 candles higher than the high of the last 50 candles)
    //default stochastic (8,3,3) was in the overbought area within the last 3 candles.
    
    c5 = close[1]>open[1] and close<open
    c6 = close<open[1]
    c7 = highest[3](high)>highest[50](high)[1] or highest[3](high)>highest[50](high)[2] or highest[3](high)>highest[50](high)[3]
    c8 = summation[3](sto>80)>0
    short = c5 and c6 and c7 and c8
    if short then 
    shortlevel=low
    mybar = barindex
    endif
    
    
    if short and not shortonmarket and barindex-mybar<=3 then 
    sellshort 1 contract at shortlevel-distance*pointsize STOP
    endif
    
    set target pprofit 30
    set stop ploss 60

    Tient nous au courant de tes tests ! Merci.

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Créer un ordre stop sur niveau de retournement de tendance ?


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Sofitech @sofitech Participant
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This topic contains 1 reply,
has 2 voices, and was last updated by Nicolas
8 years, 9 months ago.

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Forum: Support ProOrder
Language: French
Started: 04/11/2017
Status: Active
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