Bonjour tout le monde!
Je viens de finir de réussir de bricoler un code pour me donner les pp j/w/m grâce à Nicolas et Roberto! Cependant, je me heurte désormais à un nouveau problème (sinon ce ne serait pas drôle…!), j’aimerai obtenir une condition qui me dise si le prix (close) à croisé le ppm durant les x dernières périodes. Cette condition me serait utile pour éviter de reprendre position si le cours recroise le ppm alors qu’il l’a déjà croisé il y à x temps/barres.
Auriez-vous une idée?
Merci énormément par avance pour votre aide 🙂
Pour info, voici le code de mon indicateur pour les pp j/w/m:
//POINT PIVOT JOURNALIER
IF dayofweek = 1 THEN
HighJ = DHigh(2)
LowJ = DLow(2)
SettlementJ = DClose(2)
ENDIF
IF dayofweek >=2 and dayofweek < 6 THEN
HighJ = DHigh(1)
LowJ = DLow(1)
SettlementJ = DClose(1)
ENDIF
PPJ = (HighJ + LowJ + SettlementJ) / 3
R3J = HighJ + 2 * (PPJ - LowJ)
R2J = PPJ + (HighJ - LowJ)
R1J = (2 * PPJ) - LowJ
S1J = (2 * PPJ) - HighJ
S2J = PPJ - (HighJ - LowJ)
S3J = LowJ - 2 * (HighJ - PPJ)
//POINT PIVOT WEEKLY
If DayOfWeek<DayOfWeek[1] then
weeklyHigh = Highest[BarIndex - lastWeekBarIndex](High)[1]
weeklyLow = Lowest[BarIndex - lastWeekBarIndex](Low)[1]
lastWeekBarIndex = BarIndex
weeklyPivot = (weeklyHigh + weeklyLow + Close[1]) / 3
weeklyR1 = 2*weeklyPivot - weeklyLow
weeklyS1 = 2*weeklyPivot - weeklyHigh
weeklyR2 = weeklyPivot + (weeklyHigh - weeklyLow)
weeklyS2 = weeklyPivot - (weeklyHigh - weeklyLow)
weeklyR3 = weeklyR1 + (weeklyHigh - weeklyLow)
weeklyS3 = weeklyS1 - (weeklyHigh - weeklyLow)
Endif
//POINT PIVOT MENSUEL
If Month<>Month[1] then
monthlyHigh = Highest[BarIndex - lastMonthBarIndex](High)[1]
monthlyLow = Lowest[BarIndex - lastMonthBarIndex](Low)[1]
lastMonthBarIndex = BarIndex
monthlyPivot = (monthlyHigh + monthlyLow + Close[1]) / 3
monthlyR1 = 2*monthlyPivot - monthlyLow
monthlyS1 = 2*monthlyPivot - monthlyHigh
monthlyR2 = monthlyPivot + (monthlyHigh - monthlyLow)
monthlyS2 = monthlyPivot - (monthlyHigh - monthlyLow)
monthlyR3 = monthlyR1 + (monthlyHigh - monthlyLow)
monthlyS3 = monthlyS1 - (monthlyHigh - monthlyLow)
Endif
RETURN PPJ COLOURED (0,52,0) style(line) as "Pivot Day", R3J COLOURED (0,128,0) style(line) as "R3J", R2J COLOURED (0,128,0) style(line) as "R2J", R1J COLOURED (0,128,0) style(line) as "R1J", S1J COLOURED (0,128,0) style(line) as "S1J", S2J COLOURED (0,128,0) style(line) as "S2J", S3J COLOURED (0,128,0) style(line) as "S3J", weeklyPivot COLOURED (0,52,0) style(line) as "weeklyPivot", weeklyR1 COLOURED (0,0,128) style(line) as "weeklyR1", weeklyS1 COLOURED (0,0,128) style(line) as "weeklyS1", weeklyR2 COLOURED (0,0,128) style(line) as "weeklyR2", weeklyS2 COLOURED (0,0,128) style(line) as "weeklyS2", weeklyR3 COLOURED (0,0,128) style(line) as "weeklyR3", weeklyS3 COLOURED (0,0,128) style(line) as "weeklyS3", monthlyPivot COLOURED (0,52,0) style(line) as "monthlyPivot", monthlyR1 COLOURED (128,0,0) style(line) as "monthlyR1", monthlyS1 COLOURED (128,0,0) style(line) as "monthlyS1", monthlyR2 COLOURED (128,0,0) style(line) as "monthlyR2", monthlyS2 COLOURED (128,0,0) style(line) as "monthlyS2", monthlyR3 COLOURED (128,0,0) style(line) as "monthlyR3", monthlyS3 COLOURED (128,0,0) style(line) as "monthlyS3"
Et voici le code que j’ai bricolé sur proorder pour le moment (je sais que ce n’est pas clean mais là je fais une pause, je ne parviens pas à trouver la condition qui puisse me dire si le cours à croisé le ppm durant les x dernières barres ou temps…:
//POINT PIVOT JOURNALIER
defparam cumulateorders=false
//ONCE NbBarLimit = 50
plage1 = time>008000 and time<120000
plage2 = time>=130000 and time<180000
//
//IF dayofweek = 1 THEN
//HighJ = DHigh(2)
//LowJ = DLow(2)
//SettlementJ = DClose(2)
//ENDIF
//
//IF dayofweek >=2 and dayofweek < 6 THEN
//HighJ = DHigh(1)
//LowJ = DLow(1)
//SettlementJ = DClose(1)
//ENDIF
//
//PPJ = (HighJ + LowJ + SettlementJ) / 3
//R3J = HighJ + 2 * (PPJ - LowJ)
//R2J = PPJ + (HighJ - LowJ)
//R1J = (2 * PPJ) - LowJ
//S1J = (2 * PPJ) - HighJ
//S2J = PPJ - (HighJ - LowJ)
//S3J = LowJ - 2 * (HighJ - PPJ)
//POINT PIVOT WEEKLY
//If DayOfWeek<DayOfWeek[1] then
//weeklyHigh = Highest[BarIndex - lastWeekBarIndex](High)[1]
//weeklyLow = Lowest[BarIndex - lastWeekBarIndex](Low)[1]
//lastWeekBarIndex = BarIndex
//weeklyPivot = (weeklyHigh + weeklyLow + Close[1]) / 3
//weeklyR1 = 2*weeklyPivot - weeklyLow
//weeklyS1 = 2*weeklyPivot - weeklyHigh
//weeklyR2 = weeklyPivot + (weeklyHigh - weeklyLow)
//weeklyS2 = weeklyPivot - (weeklyHigh - weeklyLow)
//weeklyR3 = weeklyR1 + (weeklyHigh - weeklyLow)
//weeklyS3 = weeklyS1 - (weeklyHigh - weeklyLow)
//Endif
//
//POINT PIVOT MENSUEL
If Month<>Month[1] then
monthlyHigh = Highest[BarIndex - lastMonthBarIndex](High)[1]
monthlyLow = Lowest[BarIndex - lastMonthBarIndex](Low)[1]
lastMonthBarIndex = BarIndex
monthlyPivot = (monthlyHigh + monthlyLow + Close[1]) / 3
//monthlyR1 = 2*monthlyPivot - monthlyLow
//monthlyS1 = 2*monthlyPivot - monthlyHigh
//monthlyR2 = monthlyPivot + (monthlyHigh - monthlyLow)
//monthlyS2 = monthlyPivot - (monthlyHigh - monthlyLow)
//monthlyR3 = monthlyR1 + (monthlyHigh - monthlyLow)
//monthlyS3 = monthlyS1 - (monthlyHigh - monthlyLow)
Endif
IF close crosses under monthlyPivot then
t=1
ENDIF
x=0
for i=0 to 10 do
If close crosses under monthlyPivot then
x=1
ENDIF
NEXT
IF NOT OnMarket AND t=1 AND x=1 AND plage1 OR plage2 THEN
BUY 1 SHARES AT market
SET TARGET PROFIT 5
ENDIF
