Créer un ordre stop sur niveau de retournement de tendance ?

• 04/11/2017 at 5:52 PM #31756
  Sofitech

  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 ?

  

  Sofitech

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  04/16/2017 at 12:29 PM #32162
  Nicolas

  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

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  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.

  

  Nicolas

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