Croisement période antérieur points pivots

• 01/04/2020 at 3:26 PM #115880
  Tanou

  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:

  Indicateur pp

  //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"

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  //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…:

  pp proorder

  //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

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  //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

   

  

  Tanou

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  01/04/2020 at 3:37 PM #115881
  Tanou

  Pour être le plus clair possible il faudrait une condition comme ci-dessous:

  Si durant x périodes/barres le cours à franchi le point pivot mensuel alors x=1 sinon x=0

  Si vous pouviez m’éclairer car la je patauge…

   

  Merci 😀

  

  Tanou

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  01/04/2020 at 4:12 PM #115882
  JC_Bywan

  En supposant que “ppm” c’est ce que tu as appelé dans ton code monthlypivot, tu peux assigner une variable à ta condition, par exemple c1 pour un croisement à la hausse (puis refaire avec c2 si on veut voir pour le croisement à la baisse):

  c1 = close crosses over monthlypivot

  1	c1 = close crosses over monthlypivot

  Puis grâce au mot clé summation, vérifier si c1 a eu lieu au moins une fois dans N périodes pour définir ton x à 1 ou 0, celle en cours incluse (donc jusqu’à N-1 en arrière), sans la moindre boucle for next qu’il vaut mieux éviter quand c’est possible pour consommer moins de puissance de calcul:

  if summation[N](c1)>=1 then x=1 else x=0 endif

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  if summation[N](c1)>=1 then    x=1 else    x=0 endif

  Aide pour l’usage de summation dans ce lien: https://www.prorealcode.com/documentation/summation/

   

   

  

  JC_Bywan

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  01/04/2020 at 4:43 PM #115883
  Tanou

  Merci énormément Noobywan! 😀

  

  Tanou

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  01/04/2020 at 5:26 PM #115884
  Tanou

  @Noobywan,

   

  Je vins de l’implémeter dans mon code. Cependant, il n’agit pas comme il le faudrait. Si je l’applique il prend également en compte le moment n ou le cours cross le ppm. Empêchant toute prise de position…

   

  Aurais-tu une idée?

  pp summation

  //POINT PIVOT MENSUEL defparam cumulateorders=false 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 Endif c1 = close crosses under monthlypivot or close crosses over monthlypivot if summation[10](c1)>=1 then x=1 else x=0 endif IF close crosses under monthlyPivot AND x=0 then buy 1 SHARES AT market SET TARGET pPROFIT 10 SET STOP pLOSS 20 ENDIF

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  //POINT PIVOT MENSUEL defparam cumulateorders=false 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 Endif   c1 = close crosses under monthlypivot or close crosses over monthlypivot   if summation[10](c1)>=1 then x=1 else x=0 endif   IF close crosses under monthlyPivot AND x=0 then buy 1 SHARES AT market SET TARGET pPROFIT 10 SET STOP pLOSS 20 ENDIF

   

  

  Tanou

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  01/04/2020 at 5:41 PM #115886
  Tanou

  Il faudrait que “summation” commence à partir de la bougie précédente car, pour le moment, x sera forcément à 1 puisque summation prend en compte le cross acutel.. sais tu comment l’implémenter?

   

  Merci!!

  

  Tanou

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  01/04/2020 at 8:08 PM #115895
  JC_Bywan

  Tu pourrais stocker la somme sur N de l’événement dans une autre variable, par exemple sommec1, et poser la condition sur l’occurence précédente de cette variable, ça devrait vérifier une plage entre la bougie précédente et la Nème bougie précédente sans la bougie en cours, par exemple:

  c1 = close crosses over monthlypivot sommec1 = summation[N](c1) if sommec1[1]>=1 then x=1 else x=0 endif

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  c1 = close crosses over monthlypivot   sommec1 = summation[N](c1)   if sommec1[1]>=1 then    x=1 else    x=0 endif

   

  

  JC_Bywan

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