ProRealCode - Trading & Coding with ProRealTime™
Bonjour à tous,
je vous joint une technique qui m’a fait du 100% depuis le 02/06/21 mais je voudrais avoir l’avis d’expert pour améliorer les gains (vous pouvez retirer également la condition c3 mais un peu de perte prévu)
Programmé de 09h00 à 11h00 sur eur/usd
technique simple mais qui semble correcte.
Merci à nicolas et robberto au passage j’ai utilisé votre programme de breakeven.
Alors si quelq’un pourrais se pencher dessus pour esseyer de l’améliorer et qu’il partage ses connaissances.
bonne fête à tous.
// Définition des paramètres du code
DEFPARAM CumulateOrders = False
DEFPARAM PRELOADBARS = 2000
// Empêche le système de placer des ordres pour entrer sur le marché ou augmenter la taille d'une position avant l'heure spécifiée
noEntryBeforeTime = 090000
timeEnterBefore = time >= noEntryBeforeTime
// Empêche le système de placer des ordres pour entrer sur le marché ou augmenter la taille d'une position après l'heure spécifiée
noEntryAfterTime = 110000
timeEnterAfter = time < noEntryAfterTime
// Empêche le système de placer de nouveaux ordres sur les jours de la semaine spécifiés
daysForbiddenEntry = OpenDayOfWeek = 6 OR OpenDayOfWeek = 0
// Conditions pour ouvrir une position en vente à découvert
indicator1 = SenkouSpanB[9,26,52]
c1 = (close CROSSES UNDER indicator1)
indicator2 = SenkouSpanA[9,26,52]
c2 = (close CROSSES UNDER indicator2)
indicator3 = ExponentialAverage[300](close)
c3 = (close > indicator3)
IF (c1 AND c2 and c3) AND timeEnterBefore AND timeEnterAfter AND not daysForbiddenEntry and tally < maxTrades THEN
sellshort 1 CONTRACT AT MArket
partial=0
endif
// sortie partielle
if shortonmarket and positionperf>0.10/100 and partial=0 then
exitshort 0.5 contract at market
partial = 1
endif
once maxTrades = 10 //maxNumberDailyTrades
once tally = 0
if intradayBarIndex = 0 then
tally = 0
endif
newTrades = (onMarket and not onMarket[1]) or ((not onMarket and not onMarket[1]) and (strategyProfit <> strategyProfit[1])) or (longOnMarket and ShortOnMarket[1]) or (longOnMarket[1] and shortOnMarket) or ((tradeIndex(1) = tradeIndex(2)) and (barIndex = tradeIndex(1)) and (barIndex > 0) and (strategyProfit = strategyProfit[1]))
if newTrades then
tally = tally +1
endif
//------------------------------------------------------------------------------------------------------------------------
//---------------------------------------------------------------------------------------------------------------
//Max-Orders per Day
once maxOrdersL = 1 //long
once maxOrdersS = 1 //short
if intradayBarIndex = 0 then //reset orders count
ordersCountL = 0
ordersCountS = 0
endif
if longTriggered then //check if an order has opened in the current bar
ordersCountL = ordersCountL + 1
endif
if shortTriggered then //check if an order has opened in the current bar
ordersCountS = ordersCountS + 1
endif
//------------------------------------------------------------------------------------------------------------------------
// Stops et objectifs
set stop %loss 0.58
set target %profit 0.195
IF Not OnMarket THEN
//
// when NOT OnMarket reset values to default values
//
TrailStart = 2.45 //30 Start trailing profits from this 1.74
BasePerCent = 0.000 //20.0% Profit percentage to keep when setting BerakEven
StepSize = 1 //10 Pip chunks to increase Percentage
PerCentInc = 0.000 //10.0% PerCent increment after each StepSize chunk
BarNumber = 10 //10 Add further % so that trades don't keep running too long
BarPerCent = 0.235 //10% Add this additional percentage every BarNumber bars
RoundTO = -0.5 //-0.5 rounds always to Lower integer, +0.4 rounds always to Higher integer, 0 defaults PRT behaviour
PriceDistance = 9 * pipsize //7 minimun distance from current price
y1 = 0 //reset to 0
y2 = 0 //reset to 0
ProfitPerCent = BasePerCent //reset to desired default value
TradeBar = BarIndex
ELSIF LongOnMarket AND close > (TradePrice + (y1 * pipsize)) THEN //LONG positions
//
// compute the value of the Percentage of profits, if any, to lock in for LONG trades
//
x1 = (close - tradeprice) / pipsize //convert price to pips
IF x1 >= TrailStart THEN // go ahead only if N+ pips
Diff1 = abs(TrailStart - x1) //difference from current profit and TrailStart
Chunks1 = max(0,round((Diff1 / StepSize) + RoundTO)) //number of STEPSIZE chunks
ProfitPerCent = BasePerCent + (BasePerCent * (Chunks1 * PerCentInc)) //compute new size of ProfitPerCent
// compute number of bars elapsed and add an additionl percentage
// (this percentage is different from PerCentInc, since it's a direct percentage, not a Percentage of BasePerCent)
// (if BasePerCent is 20% and this is 10%, the whole percentage will be 30%, not 22%)
BarCount = BarIndex - TradeBar
IF BarCount MOD BarNumber = 0 THEN
ProfitPerCent = ProfitPerCent + BarPerCent
ENDIF
//
ProfitPerCent = max(ProfitPerCent[1],min(100,ProfitPerCent)) //make sure ProfitPerCent doess not exceed 100%
y1 = max(x1 * ProfitPerCent, y1) //y1 = % of max profit
ENDIF
ELSIF ShortOnMarket AND close < (TradePrice - (y2 * pipsize)) THEN //SHORT positions
//
// compute the value of the Percentage of profits, if any, to lock in for SHORT trades
//
x2 = (tradeprice - close) / pipsize //convert price to pips
IF x2 >= TrailStart THEN // go ahead only if N+ pips
Diff2 = abs(TrailStart - x2) //difference from current profit and TrailStart
Chunks2 = max(0,round((Diff2 / StepSize) + RoundTO)) //number of STEPSIZE chunks
ProfitPerCent = BasePerCent + (BasePerCent * (Chunks2 * PerCentInc)) //compute new size of ProfitPerCent
// compute number of bars elapsed and add an additionl percentage
// (this percentage is different from PerCentInc, since it's a direct percentage, not a Percentage of BasePerCent)
// (if BasePerCent is 20% and this is 10%, the whole percentage will be 30%, not 22%)
BarCount = BarIndex - TradeBar
IF BarCount MOD BarNumber = 0 THEN
ProfitPerCent = ProfitPerCent + BarPerCent
ENDIF
//
ProfitPerCent = max(ProfitPerCent[1],min(100,ProfitPerCent)) //make sure ProfitPerCent doess not exceed 100%
y2 = max(x2 * ProfitPerCent, y2) //y2 = % of max profit
ENDIF
ENDIF
IF y1 THEN //Place pending STOP order when y1 > 0 (LONG positions)
SellPrice = Tradeprice + (y1 * pipsize) //convert pips to price
//
// check the minimun distance between ExitPrice and current price
//
IF abs(close - SellPrice) > PriceDistance THEN
//
// place either a LIMIT or STOP pending order according to current price positioning
//
IF close >= SellPrice THEN
SELL AT SellPrice STOP
ELSE
SELL AT SellPrice LIMIT
ENDIF
ELSE
//
//sell AT MARKET when EXITPRICE does not meet the broker's minimun distance from current price
//
SELL AT Market
ENDIF
ENDIF
IF y2 THEN //Place pending STOP order when y2 > 0 (SHORT positions)
ExitPrice = Tradeprice - (y2 * pipsize) //convert pips to price
//
// check the minimun distance between ExitPrice and current price
//
IF abs(close - ExitPrice) > PriceDistance THEN
//
// place either a LIMIT or STOP pending order according to current price positioning
//
IF close <= ExitPrice THEN
EXITSHORT AT ExitPrice STOP
ELSE
EXITSHORT AT ExitPrice LIMIT
ENDIF
ELSE
//
//ExitShort AT MARKET when EXITPRICE does not meet the broker's minimun distance from current price
//
EXITSHORT AT Market
ENDIF
ENDIF
j’ai modifier le TP aussi a 0.2
et le code en dessous
// Conditions pour ouvrir une position en vente à découvert
indicator1 = SenkouSpanB[9,26,52]
indicator2 = SenkouSpanA[9,26,52]
c1 = (close CROSSES UNDER indicator1)
c2 = (close CROSSES UNDER indicator2)
indicator3 = Average[400](close)
c3 = (close > indicator3)
IF (c1 AND c2 and (c3 or (high[3]<high[1]and low[3]<low[1] )))AND timeEnterBefore AND timeEnterAfter AND not daysForbiddenEntry and tally < maxTrades THEN
sellshort 1 CONTRACT AT MArket
partial=0
endif
en assemblant cela nous constatons que le pere noel existe
Gageons que la température du spread reste aussi froid qu’ une boule de neige! Joyeux Noel a tous les utilisateurs de ProRealCode.
Merci fifi743 parfait.
En augmentant TrailStart = 2.45 à 3.2 on passe à 864 pour un spread a 0.9.
merci .
Pour celui qui désirait améliorer mon code n’hesiter pas à partager.
bonne fête à tous
J’ai un code sur le nasdaq a partagé si tu peux y regarder prochainement afin d’apporter ton savoir et tes secrets si ca te dérange pas.
ok ,il est ou
jtenvoi cela ce soir. tu me diras ce que tu en penses.
Bonjour, je partage ca samedi matin je suis rentré tard.
Par contre as tu un algo à partagé?
bonjour,
tu veux celui ci ?
interessant sur grande unité de temps pas beaucoup de trade, tu as travaillé sur quelles technique?
tu exposes ton capital 10000 à combien de pourcent par trade?
1 contract par trade et jamais de levier
C’EST MAGNIFIQUE CA FIFI !!! @marlaynicolas tu as pas mis ton ITF sur le NASDAQ pour t’aider ?
Joyeux noel et bonne année 2023 !
Bonjour fifi743,
Voici mon petit algo sur le nasdaq 5 minutes basé que sur l’achat ( merci à nicolas et robertto au passage pour leur travail sur le breakeven).
Tu pourras voir il prend 2 contrats par trade, possibilité de l’améliorer .
Par exemple je ne comprend pas pourquoi je n’ai que des trades long.
Mais si tu veux y jeter un oeil et avec la communauté peut être que le résutat peut être meilleur.
Au niveau des conditions tu peux mettre C3 ou ne pas le mettre les résultat sont différents mis intéressants.
Il y a une année pas terrible l’annee 2022.
Je te joint aussi avec la C3.
// Définition des paramètres du code
DEFPARAM CumulateOrders = false // pas de cumul de positions
DEFPARAM Preloadbars = 1000000
capital= 50000
// Empêche le système de placer des ordres pour entrer sur le marché ou augmenter la taille d'une position avant l'heure spécifiée
noEntryBeforeTime = 150000
timeEnterBefore = time >= noEntryBeforeTime
// Empêche le système de placer des ordres pour entrer sur le marché ou augmenter la taille d'une position après l'heure spécifiée
noEntryAfterTime = 223000
timeEnterAfter = time < noEntryAfterTime
// Empêche le système de placer de nouveaux ordres sur les jours de la semaine spécifiés
daysForbiddenEntry = OpenDayOfWeek = 6 OR OpenDayOfWeek = 0
// Conditions pour ouvrir une position acheteuse
indicator1 = SenkouSpanA[9,26,52]
c1 = (close CROSSES OVER indicator1)
indicator2 = SenkouSpanB[9,26,52]
c2 = (close CROSSES OVER indicator2)
c3 = (close > DOpen(0)[1])
IF (c1 AND c2 ) AND timeEnterBefore AND timeEnterAfter AND not daysForbiddenEntry THEN
BUY 2 CONTRACT AT MARKET
partial=0
ENDIF
// sortie partielle
if longonmarket and positionperf>1.7/100 and partial=0 then
sell countofposition/9.7 contract at market
partial = 1
endif
if summation[1800](longonmarket)=1800 then
sell at market
endif
if summation[1000](shortonmarket)=1000 then
exitshort at market
endif
// Stops et objectifs
set stop %loss 1.8
set target %profit 1.73
IF Not OnMarket THEN
//
// when NOT OnMarket reset values to default values
//
TrailStart = 65 //30 Start trailing profits from this point
BasePerCent = 0.000 //20.0% Profit percentage to keep when setting BerakEven
StepSize = 1 //10 Pip chunks to increase Percentage
PerCentInc = 0.000 //10.0% PerCent increment after each StepSize chunk
BarNumber = 10 //10 Add further % so that trades don't keep running too long
BarPerCent = 0.235 //10% Add this additional percentage every BarNumber bars
RoundTO = -0.5 //-0.5 rounds always to Lower integer, +0.4 rounds always to Higher integer, 0 defaults PRT behaviour
PriceDistance = 9 * pipsize //7 minimun distance from current price
y1 = 0 //reset to 0
y2 = 0 //reset to 0
ProfitPerCent = BasePerCent //reset to desired default value
TradeBar = BarIndex
ELSIF LongOnMarket AND close > (TradePrice + (y1 * pipsize)) THEN //LONG positions
//
// compute the value of the Percentage of profits, if any, to lock in for LONG trades
//
x1 = (close - tradeprice) / pipsize //convert price to pips
IF x1 >= TrailStart THEN // go ahead only if N+ pips
Diff1 = abs(TrailStart - x1) //difference from current profit and TrailStart
Chunks1 = max(0,round((Diff1 / StepSize) + RoundTO)) //number of STEPSIZE chunks
ProfitPerCent = BasePerCent + (BasePerCent * (Chunks1 * PerCentInc)) //compute new size of ProfitPerCent
// compute number of bars elapsed and add an additionl percentage
// (this percentage is different from PerCentInc, since it's a direct percentage, not a Percentage of BasePerCent)
// (if BasePerCent is 20% and this is 10%, the whole percentage will be 30%, not 22%)
BarCount = BarIndex - TradeBar
IF BarCount MOD BarNumber = 0 THEN
ProfitPerCent = ProfitPerCent + BarPerCent
ENDIF
//
ProfitPerCent = max(ProfitPerCent[1],min(100,ProfitPerCent)) //make sure ProfitPerCent doess not exceed 100%
y1 = max(x1 * ProfitPerCent, y1) //y1 = % of max profit
ENDIF
ELSIF ShortOnMarket AND close < (TradePrice - (y2 * pipsize)) THEN //SHORT positions
//
// compute the value of the Percentage of profits, if any, to lock in for SHORT trades
//
x2 = (tradeprice - close) / pipsize //convert price to pips
IF x2 >= TrailStart THEN // go ahead only if N+ pips
Diff2 = abs(TrailStart - x2) //difference from current profit and TrailStart
Chunks2 = max(0,round((Diff2 / StepSize) + RoundTO)) //number of STEPSIZE chunks
ProfitPerCent = BasePerCent + (BasePerCent * (Chunks2 * PerCentInc)) //compute new size of ProfitPerCent
// compute number of bars elapsed and add an additionl percentage
// (this percentage is different from PerCentInc, since it's a direct percentage, not a Percentage of BasePerCent)
// (if BasePerCent is 20% and this is 10%, the whole percentage will be 30%, not 22%)
BarCount = BarIndex - TradeBar
IF BarCount MOD BarNumber = 0 THEN
ProfitPerCent = ProfitPerCent + BarPerCent
ENDIF
//
ProfitPerCent = max(ProfitPerCent[1],min(100,ProfitPerCent)) //make sure ProfitPerCent doess not exceed 100%
y2 = max(x2 * ProfitPerCent, y2) //y2 = % of max profit
ENDIF
ENDIF
IF y1 THEN //Place pending STOP order when y1 > 0 (LONG positions)
SellPrice = Tradeprice + (y1 * pipsize) //convert pips to price
//
// check the minimun distance between ExitPrice and current price
//
IF abs(close - SellPrice) > PriceDistance THEN
//
// place either a LIMIT or STOP pending order according to current price positioning
//
IF close >= SellPrice THEN
SELL AT SellPrice STOP
ELSE
SELL AT SellPrice LIMIT
ENDIF
ELSE
//
//sell AT MARKET when EXITPRICE does not meet the broker's minimun distance from current price
//
SELL AT Market
ENDIF
ENDIF
IF y2 THEN //Place pending STOP order when y2 > 0 (SHORT positions)
ExitPrice = Tradeprice - (y2 * pipsize) //convert pips to price
//
// check the minimun distance between ExitPrice and current price
//
IF abs(close - ExitPrice) > PriceDistance THEN
//
// place either a LIMIT or STOP pending order according to current price positioning
//
IF close <= ExitPrice THEN
EXITSHORT AT ExitPrice STOP
ELSE
EXITSHORT AT ExitPrice LIMIT
ENDIF
ELSE
//
//ExitShort AT MARKET when EXITPRICE does not meet the broker's minimun distance from current price
//
EXITSHORT AT Market
ENDIF
eur/usd position à la vente
This topic contains 51 replies,
has 7 voices, and was last updated by Marlaynicolas
1 year, 2 months ago.
| Forum: | ProOrder : Trading Automatique & Backtests |
| Language: | French |
| Started: | 12/24/2022 |
| Status: | Active |
| Attachments: | 30 files |
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