eur/usd position à la vente

Viewing 15 posts - 31 through 45 (of 52 total)
  • Author
    Posts
  • #209958 quote
    JohnScher
    Participant
    Veteran

    This is the test 1 Mio K from the downloaded itf.file Eur/Usd 3min

    Eur_Usd-3min.jpg Eur_Usd-3min.jpg
    #210001 quote
    fifi743
    Participant
    Master

    a gauche en 200 K et a droite en 1 million.

    spread 5

    Marlaynicolas and Meta Signals Pro thanked this post
    Capture-decran-726.png Capture-decran-726.png Capture-decran-727.png Capture-decran-727.png MonSysteme.itf
    #210124 quote
    Marlaynicolas
    Participant
    New

    Bonjour fiffi 43

    explique moi ton algo s’il te plait.

    Il tourne tous les jours?

    #210125 quote
    Marlaynicolas
    Participant
    New

    Peux tu me donner une vue du calendrier sur 1 millions de bougies  s’il te plait.

    As tu vu la stratégie sur le Nasdaq que j’ai partagé en 5 minutes ?

    #210126 quote
    Marlaynicolas
    Participant
    New

    Beau travail sur ta strategie!! merci c’est très prometteur.

    #210129 quote
    Marlaynicolas
    Participant
    New

    je te dérange une dernière fois pourrais tu m’envoyer le calendrier sur eurusd 3 minutes sur 1millions de bouggies je suis limité à 200K .

    Si tu peux merci

    #210160 quote
    fifi743
    Participant
    Master

    pour l’algo je suis parti de ta version du nasdaq en M5

    et j’ai modifié les entrée long et short et modifié le trailling

    Marlaynicolas thanked this post
    #210163 quote
    Marlaynicolas
    Participant
    New

    ok , je vois qu’il ne prend pas beaucoup de trade en 13 ans pourquoi il y si peux de différence en le 1 millions et le 200k.

    aurais tu le calendrier à partager pour voir le pourcentage des années de 2010 à 2023?

    je ne suis pas encore sur la version prenium donc je ne peux pas voir

    merci

    #210164 quote
    fifi743
    Participant
    Master

    voici le calendrier

    Marlaynicolas thanked this post
    Capture-decran-733.png Capture-decran-733.png
    #210166 quote
    Marlaynicolas
    Participant
    New

    merci pou le retour,

    est ce que tu pourrais m’envoyer le calendrier sur eurusd 3  en 1 millions?

    #210170 quote
    fifi743
    Participant
    Master

    partage le fichier eurusd

    #210172 quote
    Marlaynicolas
    Participant
    New
    // 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
     
    // 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
     
    // sortie partielle
    if shortonmarket and positionperf>0.10/100 and partial=0 then
    exitshort 0.05 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 0.20
     
     
    IF Not OnMarket THEN
    //
    // when NOT OnMarket reset values to default values
    //
    TrailStart    = 3.0          //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
    #210173 quote
    fifi743
    Participant
    Master
    #210177 quote
    Marlaynicolas
    Participant
    New

    Je vois une différence de chiffre en 2022 par rapport à mon partage comment ca se fait?

    #210178 quote
    Marlaynicolas
    Participant
    New

    je te joint une capture d’ecran.

    Capture-decran-8.png Capture-decran-8.png
Viewing 15 posts - 31 through 45 (of 52 total)
  • You must be logged in to reply to this topic.

eur/usd position à la vente


ProOrder : Trading Automatique & Backtests

New Reply
Author
Summary

This topic contains 51 replies,
has 7 voices, and was last updated by Marlaynicolas
1 year, 2 months ago.

Topic Details
Forum: ProOrder : Trading Automatique & Backtests
Language: French
Started: 12/24/2022
Status: Active
Attachments: 30 files
Logo Logo
Loading...