Différence : visu graphique // prise de position auto
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Bonjour, j’ai plusieurs code d’indicateurs que je display pour vérifier les prises de positions avec l’automatique.
Et j’ai des problèmes ca ne prend pas les positions aux bons endroits (je réintègre le code de mes indicateurs dans mon code de trade)Indicateur 1
// Humble LinReg Candles // Inputs SignalSmoothing = 7 SimpleMASignalLine = 1 // Set to 1 for True, 0 for False LinReg = 1 // Set to 1 for True, 0 for False LinearRegressionLength = 11 // Calculate Linear Regression values IF LinReg THEN bOpen = LinearRegression[LinearRegressionLength](open) bHigh = LinearRegression[LinearRegressionLength](high) bLow = LinearRegression[LinearRegressionLength](low) bClose = LinearRegression[LinearRegressionLength](close) ELSE bOpen = open bHigh = high bLow = low bClose = close ENDIF // Calculate Signal IF SimpleMASignalLine THEN signal = Average[SignalSmoothing](bClose) ELSE signal = ExponentialAverage[SignalSmoothing](bClose) ENDIF // Plot candles r = bOpen < bClose IF r THEN DRAWCANDLE(bOpen, bHigh, bLow, bClose) COLOURED ("green") ELSE DRAWCANDLE(bOpen, bHigh, bLow, bClose) COLOURED ("red") ENDIF RETURN signalIndicateur 2 :
// UT Bot Alerts // Inputs KeyVaule = 2 ATRPeriod = 11 UseHeikinAshi = 0 // Calculate ATR xATR = AverageTrueRange[ATRPeriod] // Calculate nLoss nLoss = KeyVaule * xATR // Use Heikin Ashi Candles if enabled IF UseHeikinAshi = 1 THEN src = Close //HeikinAshi ELSE src = Close ENDIF // Calculate xATRTrailingStop xATRTrailingStop = 0 IF src > xATRTrailingStop[1] AND src[1] > xATRTrailingStop[1] THEN xATRTrailingStop = Max(xATRTrailingStop[1], src - nLoss) ELSIF src < xATRTrailingStop[1] AND src[1] < xATRTrailingStop[1] THEN xATRTrailingStop = Min(xATRTrailingStop[1], src + nLoss) ELSIF src > xATRTrailingStop[1] THEN xATRTrailingStop = src - nLoss ELSE xATRTrailingStop = src + nLoss ENDIF // Calculate position pos = 0 IF src[1] < xATRTrailingStop[1] AND src > xATRTrailingStop[1] THEN pos = 1 ELSIF src[1] > xATRTrailingStop[1] AND src < xATRTrailingStop[1] THEN pos = -1 ELSE pos = pos[1] ENDIF // EMA Calculation ema = ExponentialAverage[1](src) // Buy and Sell Conditions above = ema > xATRTrailingStop AND ema[1] <= xATRTrailingStop[1] below = ema < xATRTrailingStop AND ema[1] >= xATRTrailingStop[1] // Draw Arrows IF src > xATRTrailingStop AND above THEN DRAWARROWUP(barindex, src - xATR) COLOURED (255, 255, 0) endif IF src < xATRTrailingStop AND below THEN DRAWARROWDOWN(barindex, src + xATR) COLOURED (127, 0,255) endif returnIndicateur 3
//input parameters TCLen = 12 MA1 = 26 MA2 = 50 Once Factor = 0.5 if barindex>MA2 then //{Calculate a MACD Line} XMAC = ExponentialAverage[MA1](Close) - ExponentialAverage[MA2](Close) //{1st Stochastic: Calculate Stochastic of a MACD} Value1 = Lowest[TCLen](XMAC) Value2 = Highest[TCLen](XMAC) - Value1 //{%Fast K of MACD} if Value2 > 0 then Frac1 = ((XMAC - Value1)/Value2) * 100 else Frac1 = Frac1[1] endif //{Smoothed Calculation for % Fast D of MACD} PF = PF[1] + (Factor * (Frac1 - PF[1])) //{2nd Stochastic: DCalculate Stochastic of smoothed Percent Fast D, 'PF', above} Value3 = Lowest[TCLen](PF) Value4 = Highest[TCLen](PF) - Value3 //{% of Fast K of PF} if Value4 > 0 then Frac2 = ((PF - Value3)/Value4) * 100 else Frac2 = Frac2[1] endif //{Smoothed Calculation for %Fast D of PF} PFF = PFF[1] + (Factor * (Frac2 - PFF[1])) endif RETURN PFF, 75 coloured(0,0,255) as "level 75", 25 coloured(0,0,255) as "level 25"Code du trading automatique:
//https://www.youtube.com/watch?v=dgALZfsFhow // Humble LinReg Candles // Inputs SignalSmoothing = 7 SimpleMASignalLine = 1 // Set to 1 for True, 0 for False LinReg = 1 // Set to 1 for True, 0 for False LinearRegressionLength = 11 // Calculate Linear Regression values IF LinReg THEN bOpen = LinearRegression[LinearRegressionLength](open) bHigh = LinearRegression[LinearRegressionLength](high) bLow = LinearRegression[LinearRegressionLength](low) bClose = LinearRegression[LinearRegressionLength](close) ELSE bOpen = open bHigh = high bLow = low bClose = close ENDIF // Calculate Signal IF SimpleMASignalLine THEN signal = Average[SignalSmoothing](bClose) ELSE signal = ExponentialAverage[SignalSmoothing](bClose) ENDIF // Plot candles r = bOpen < bClose //STC better MACD //input parameters TCLen = 12 MA1 = 26 MA2 = 50 Once Factor = 0.5 if barindex>MA2 then //{Calculate a MACD Line} XMAC = ExponentialAverage[MA1](Close) - ExponentialAverage[MA2](Close) //{1st Stochastic: Calculate Stochastic of a MACD} Value1 = Lowest[TCLen](XMAC) Value2 = Highest[TCLen](XMAC) - Value1 //{%Fast K of MACD} if Value2 > 0 then Frac1 = ((XMAC - Value1)/Value2) * 100 else Frac1 = Frac1[1] endif //{Smoothed Calculation for % Fast D of MACD} PF = PF[1] + (Factor * (Frac1 - PF[1])) //{2nd Stochastic: DCalculate Stochastic of smoothed Percent Fast D, 'PF', above} Value3 = Lowest[TCLen](PF) Value4 = Highest[TCLen](PF) - Value3 //{% of Fast K of PF} if Value4 > 0 then Frac2 = ((PF - Value3)/Value4) * 100 else Frac2 = Frac2[1] endif //{Smoothed Calculation for %Fast D of PF} PFF = PFF[1] + (Factor * (Frac2 - PFF[1])) endif STCRising = PFF => PFF[1] STCFalling = PFF =< PFF[1] // UT Bot Alerts // Inputs KeyVaule = 2 ATRPeriod = 11 UseHeikinAshi = 0 // Calculate ATR xATR = AverageTrueRange[ATRPeriod](bOpen) // Calculate nLoss nLoss = KeyVaule * xATR // Use Heikin Ashi Candles if enabled IF UseHeikinAshi = 1 THEN src = bClose //HeikinAshi ELSE src = bClose ENDIF // Calculate xATRTrailingStop xATRTrailingStop = 0 IF src > xATRTrailingStop[1] AND src[1] > xATRTrailingStop[1] THEN xATRTrailingStop = Max(xATRTrailingStop[1], src - nLoss) ELSIF src < xATRTrailingStop[1] AND src[1] < xATRTrailingStop[1] THEN xATRTrailingStop = Min(xATRTrailingStop[1], src + nLoss) ELSIF src > xATRTrailingStop[1] THEN xATRTrailingStop = src - nLoss ELSE xATRTrailingStop = src + nLoss ENDIF // Calculate position pos = 0 IF src[1] < xATRTrailingStop[1] AND src > xATRTrailingStop[1] THEN pos = 1 ELSIF src[1] > xATRTrailingStop[1] AND src < xATRTrailingStop[1] THEN pos = -1 ELSE pos = pos[1] ENDIF // EMA Calculation ema = ExponentialAverage[1](src) // Buy and Sell Conditions above = ema > xATRTrailingStop AND ema[1] <= xATRTrailingStop[1] below = ema < xATRTrailingStop AND ema[1] >= xATRTrailingStop[1] // Draw Arrows //IF src > xATRTrailingStop AND above THEN //DRAWARROWUP(barindex, src - xATR) COLOURED (0, 255, 0) //endif //IF src < xATRTrailingStop AND below THEN //DRAWARROWDOWN(barindex, src + xATR) COLOURED (255, 0, 0) // Conditions d'achat BuyCondition1 = src > xATRTrailingStop AND above // UT bot alerts draw arrow up BuyCondition2 = bClose > signal AND bClose > bOpen// Green linear candle close above the white line BuyCondition3 = STCRising// STC is green (rising) // Conditions de vente SellCondition1 = src < xATRTrailingStop AND below // UT bot alerts draw arrow down SellCondition2 = bClose < signal AND bClose < bOpen// Red linear candle close below the white line SellCondition3 = STCFalling// STC is red (falling) IF BuyCondition1 AND BuyCondition2 AND BuyCondition3 THEN BUY 1 SHARES AT MARKET SET STOP LOSS signal - xATR Endif IF SellCondition1 AND SellCondition2 AND SellCondition3 THEN SELLSHORT 1 SHARES AT MARKET SET STOP LOSS signal + xATR endif IF longonmarket AND bOpen > bClose THEN sell at market ENDIF IF shortonmarket AND bOpen < bClose THEN EXITSHORT AT MARKET ENDIFDans ma viz j’enlève les bougie classique, j’ai donc mes bougies linreg + ema, sur lequel j’applique l’indicateur UT bot.
Quand je compare avec les prises de positions il y’en a 70 % sur les bon signaux et d’autres sont soit “inventés” soit décalés de 3-4 unités.
J’ai creusé longtemps et changé sur l’xATR par bOpen, car c’est ce qui faisait correspondre le plus (bClose ou close en invente d’autant plus)
Un détails doit m’échapper :/
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