Bonjour,

je vous fais un retour sur la demande de code ci-dessus : donc voilà le code ci-dessous intégrant la réponse à ma demande.

DEFPARAM CumulateOrders = False // Cumul des positions désactivé

Timeframe (1 hour, updateonclose)
//////////////////////////////////////////////////////////////KAMA 150

xClose1h = (Open+High+Low+Close)/4
Period1h = 150
FastPeriod1h = 2
SlowPeriod1h = 50
 
Fastest1h = 2 / (FastPeriod1h + 1)
Slowest1h = 2 / (SlowPeriod1h + 1)
if barindex < Period1h+1 then
Kama1h=close
else
Num1h = abs(xclose1h-xclose1h[Period1h])
Den1h = summation[Period1h](abs(xclose1h-xclose1h[1]))
ER1h = Num1h / Den1h
Alpha1h = SQUARE(ER1h *(Fastest1h - Slowest1h)+ Slowest1h)
KAMA1h = (Alpha1h * Close) + ((1 -Alpha1h)* Kama1h[1])
endif


///////////////////////////////////////////////////////////////////: Distance Cours KAMA
 
DistanceKAMA1h = (xclose1h- kama1h)

for i1h=0 to 49
$montab1h[i1h]=distanceKAMA1h[i1h]
Next
arraysort($montab1h,ascend)
moy3plusBas1h = ($montab1h[0] + $montab1h[1] + $montab1h[2]) / 3
moy3plusHauts1h = ($montab1h[49] + $montab1h[48] + $montab1h[47]) / 3

KAMAUP1h = (DistanceKAMA1h > Moy3plushauts1h)
KAMADn1h = (DistanceKAMA1h < Moy3plusbas1h)

Timeframe (5 minutes, updateonclose)

//////////////////////////////////////////////////////////////KAMA 150

xClose5min = (Open+High+Low+Close)/4

Period5min = 150
FastPeriod5min = 2
SlowPeriod5min = 50
 
Fastest5min = 2 / (FastPeriod5min + 1)
Slowest5min = 2 / (SlowPeriod5min + 1)
if barindex < Period5min+1 then
Kama5min=close
else
Num5min = abs(xclose5min-xclose5min[Period5min])
Den5min = summation[Period5min](abs(xclose5min-xclose5min[1]))
ER5min = Num5min / Den5min
Alpha5min = SQUARE(ER5min *(Fastest5min - Slowest5min)+ Slowest5min)
KAMA5min = (Alpha5min * Close) + ((1 -Alpha5min)* Kama5min[1])
endif

///////////////////////////////////////////////////////////////////: Distance Cours KAMA
 
DistanceKAMA5min = (xclose5min- kama5min)

for i5min=0 to 49
$montab5min[i5min]=distanceKAMA5min[i5min]
Next

arraysort($montab5min,ascend)
moy3plusBas5min = ($montab5min[0] + $montab5min[1] + $montab5min[2]) / 3
moy3plusHauts5min = ($montab5min[49] + $montab5min[48] + $montab5min[47]) / 3


KAMAUP5min = (DistanceKAMA5min > Moy3plushauts5min)
KAMADn5min = (DistanceKAMA5min < Moy3plusbas5min)


/////////////////////////////////////////////////////////////////////////////////////


if KAMAUP1h and KAMAUP5min then
buy 1 contract at market
endif

if KAMADN1h and KAMADN5min then
sellshort 1 contract at market
endif

if longonmarket then
if KAMAUP1h = 0 then
sell at market
endif
endif

if shortonmarket then
if KAMADN1h = 0 then
exitshort at market
endif
endif

comme vous pouvez le voir sur la pièce jointe, alors que graphiquement la condition de sortie sur une position longue prise le 30 avril n’est pas remplie, deux sorites sont effectuées à 15 h et à 19H.

vous pourriez voir pourquoi ? Merci.

Capture-decran-2026-05-03-a-12.24.30.png