Long et short en même temps

• 06/20/2025 at 9:31 AM #248422
  PRC_2021

  Bonjour,
  Pouvez m’indiquer pourquoi mes positions s’ouvrent et se ferment aussitôt.

  Merci

  if Achat and Not OnMarket then // POUR UN ACHAT //Ordre Achat BUY 1 CONTRACT AT MARKET SLFinance = 1 SLA = LOW//close-lowest[2](close[1]) TP1A = close + (abs(close - SLA) * 1) TP2A = close + (abs(close - SLA) * 2) SET STOP pLOSS SLA ELSIF Vente and Not OnMarket THEN //Ordre VENTE SELLSHORT 1 CONTRACT AT MARKET SLFinance = 1 SLV = HIGH//close-highest[2](close[1]) TP1V = close - (abs(SLV - close) * 1) TP2V = close - (abs(SLV - close) * 2) SET STOP pLOSS SLV ENDIF //SL et TP pour la position d'achat if longonmarket and close >= TP1A and SLFinance = 1 then sell abs(COUNTOFPOSITION)/2 CONTRACTS AT MARKET set stop BREAKEVEN SLFinance = 2 endif //SL et TP pour la position de vente If shortonmarket and close >= TP1V and SLFinance = 1 then buy abs(COUNTOFPOSITION)/2 CONTRACTS AT MARKET set stop BREAKEVEN SLFinance = 2 endif GRAPHONPRICE SLV coloured("Red") GRAPHONPRICE TP1V coloured("Blue") GRAPHONPRICE TP2V coloured("GREEN")

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  if Achat and Not OnMarket then // POUR UN ACHAT //Ordre Achat BUY 1 CONTRACT AT MARKET SLFinance = 1 SLA = LOW//close-lowest[2](close[1]) TP1A = close + (abs(close - SLA) * 1) TP2A = close + (abs(close - SLA) * 2) SET STOP pLOSS SLA ELSIF Vente and Not OnMarket THEN //Ordre VENTE SELLSHORT 1 CONTRACT AT MARKET SLFinance = 1 SLV = HIGH//close-highest[2](close[1]) TP1V = close - (abs(SLV - close) * 1) TP2V = close - (abs(SLV - close) * 2) SET STOP pLOSS SLV ENDIF   //SL et TP pour la position d'achat if longonmarket and close >= TP1A and SLFinance = 1 then sell abs(COUNTOFPOSITION)/2 CONTRACTS AT MARKET set stop BREAKEVEN SLFinance = 2 endif   //SL et TP pour la position de vente If shortonmarket and close >= TP1V and SLFinance = 1 then buy abs(COUNTOFPOSITION)/2 CONTRACTS AT MARKET set stop BREAKEVEN SLFinance = 2 endif   GRAPHONPRICE SLV  coloured("Red") GRAPHONPRICE TP1V coloured("Blue") GRAPHONPRICE TP2V coloured("GREEN")

  

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  06/20/2025 at 10:00 AM #248432
  robertogozzi

  Sur la ligne 29, vous ne devez PAS utiliser « BUY », car elle sert à ouvrir une position longue (et donc à clôturer la position courte actuelle).
  Pour sortir d’une position courte, vous devez utiliser « EXITSHORT» :

  EXITSHORT abs(COUNTOFPOSITION)/2 CONTRACTS AT MARKET

  1	EXITSHORT abs(COUNTOFPOSITION)/2 CONTRACTS AT MARKET

   

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  robertogozzi

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  06/20/2025 at 10:19 AM #248433
  PRC_2021

  Merci Roberto mais malgré ce changement cela est toujours pareil. Il doit y avoir quelque chose d’autre

  If shortonmarket and close >= TP1V and SLFinance = 1 then EXITSHORT abs(COUNTOFPOSITION)/2 CONTRACTS AT MARKET set stop BREAKEVEN SLFinance = 2 endif

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  If shortonmarket and close >= TP1V and SLFinance = 1 then EXITSHORT abs(COUNTOFPOSITION)/2 CONTRACTS AT MARKET set stop BREAKEVEN SLFinance = 2 endif

  

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  06/20/2025 at 10:26 AM #248434
  PRC_2021

  Code complet

  DEFPARAM CUMULATEORDERS = false TIMEFRAME(5 Minute) //Réinitialisation VALEUR if Not OnMarket THEN SLFinance = 0 //SL = 0 //TP1 = 0 //TP2 = 0 endif niveau = 23460 Achat = open < niveau and close > niveau+2*pipsize Vente = open > niveau and close < niveau+2*pipsize if Achat and Not OnMarket then // POUR UN ACHAT //Ordre Achat BUY 1 CONTRACT AT MARKET SLFinance = 1 SLA = LOW//close-lowest[2](close[1]) TP1A = close + (abs(close - SLA) * 1) TP2A = close + (abs(close - SLA) * 2) SET STOP pLOSS SLA ELSIF Vente and Not OnMarket THEN //Ordre VENTE SELLSHORT 1 CONTRACT AT MARKET SLFinance = 1 SLV = HIGH//close-highest[2](close[1]) TP1V = close - (abs(SLV - close) * 1) TP2V = close - (abs(SLV - close) * 2) SET STOP pLOSS SLV ENDIF //SL et TP pour la position d'achat if longonmarket and close >= TP1A and SLFinance = 1 then sell abs(COUNTOFPOSITION)/2 CONTRACTS AT MARKET set stop BREAKEVEN SLFinance = 2 endif //SL et TP pour la position de vente If shortonmarket and close >= TP1V and SLFinance = 1 then EXITSHORT abs(COUNTOFPOSITION)/2 CONTRACTS AT MARKET set stop BREAKEVEN SLFinance = 2 endif GRAPHONPRICE SLV coloured("Red") GRAPHONPRICE TP1V coloured("Blue") GRAPHONPRICE TP2V coloured("GREEN")

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  DEFPARAM CUMULATEORDERS = false   TIMEFRAME(5 Minute) //Réinitialisation VALEUR if Not OnMarket THEN SLFinance = 0 //SL = 0 //TP1 = 0 //TP2 = 0 endif   niveau = 23460   Achat = open < niveau and close > niveau+2*pipsize Vente = open > niveau and close < niveau+2*pipsize   if Achat and Not OnMarket then // POUR UN ACHAT //Ordre Achat BUY 1 CONTRACT AT MARKET SLFinance = 1 SLA = LOW//close-lowest[2](close[1]) TP1A = close + (abs(close - SLA) * 1) TP2A = close + (abs(close - SLA) * 2) SET STOP pLOSS SLA ELSIF Vente and Not OnMarket THEN //Ordre VENTE SELLSHORT 1 CONTRACT AT MARKET SLFinance = 1 SLV = HIGH//close-highest[2](close[1]) TP1V = close - (abs(SLV - close) * 1) TP2V = close - (abs(SLV - close) * 2) SET STOP pLOSS SLV ENDIF   //SL et TP pour la position d'achat if longonmarket and close >= TP1A and SLFinance = 1 then sell abs(COUNTOFPOSITION)/2 CONTRACTS AT MARKET set stop BREAKEVEN SLFinance = 2 endif     //SL et TP pour la position de vente If shortonmarket and close >= TP1V and SLFinance = 1 then EXITSHORT abs(COUNTOFPOSITION)/2 CONTRACTS AT MARKET set stop BREAKEVEN SLFinance = 2 endif     GRAPHONPRICE SLV  coloured("Red") GRAPHONPRICE TP1V coloured("Blue") GRAPHONPRICE TP2V coloured("GREEN")

  

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  06/20/2025 at 10:31 AM #248435
  JC_Bywan

  Bonjour,

  Dans le code du post d’en-tête, si ta ligne 21 pour un achat dit:

  if longonmarket and close >= TP1A and …

  par analogie j’aurais imaginé ta ligne 28 non pas: If shortonmarket and close >= TP1V and …

  mais plutôt: If shortonmarket and close <= TP1V

  A tester.

  

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  06/20/2025 at 10:41 AM #248436
  PRC_2021

  Bonjour JC,

  Non ce n’est pas cela non plus 🙁

  

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  06/20/2025 at 11:11 AM #248438
  JC_Bywan

  Les set stop ploss ne sont pas ok non plus, car tu leur as mis un niveau alors que cette commande s’attend à une distance en points, par exemple close-SLA plutôt que SLA

  Je ne juge pas de la validité ou pas de ton stop, mais de la nature de la valeur que tu as associé à la commande ploss, c’est-à-dire si j’enlève le terme SLA de la discussion pour ne pas être ambigu: “set stop ploss (close-low)” serait correct là où “set stop ploss low” (puisque ton SLA=low) ne n’est pas.

  (et à la vente “set stop ploss high-close” serait correct là où “set stop ploss high” (puisque ton slv=high) ne n’est pas.)

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  JC_Bywan

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  06/20/2025 at 11:13 AM #248439
  JC_Bywan

  Ref: https://www.prorealcode.com/documentation/ploss-2/

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  robertogozzi

  

  JC_Bywan

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  06/20/2025 at 12:22 PM #248447
  PRC_2021

  Entendu, je vais tester cela.

  Par contre, lorsque j’affiche ces données sur le graphique, elles sont correctement identifiées grâce à “GRAPHONPRICE ” comme tu peux le voir sur la pj.

  GRAPHONPRICE SLV coloured(“Red”)
  GRAPHONPRICE TP1V coloured(“Blue”)
  GRAPHONPRICE TP2V coloured(“GREEN”)

  

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  06/20/2025 at 12:51 PM #248449
  PRC_2021

  J’ai essayé ce code mais ne fonctionne pas. Pourtant celui ci m’avait l’air correct … Je souhaite simplement le SL au dessus /dessous de la bougie précédente et ensuite Tp *1 et *2

  DEFPARAM CUMULATEORDERS = false TIMEFRAME(5 Minute) //Réinitialisation VALEUR if Not OnMarket THEN SLFinance = 0 //SL = 0 //TP1 = 0 //TP2 = 0 endif niveau = 23460 Achat = open < niveau and close > niveau+2*pipsize Vente = open > niveau and close < niveau+2*pipsize if Achat and Not OnMarket then // POUR UN ACHAT //Ordre Achat BUY 1 CONTRACT AT MARKET SLFinance = 1 SLA = abs(close - Low[1]) //low//close-lowest[2](close[1]) TP1A = SLA*2 //close + (abs(close - SLA) * 1) TP2A = SLA*3 //close + (abs(close - SLA) * 2) SET STOP pLOSS SLA ELSIF Vente and Not OnMarket THEN //Ordre VENTE SELLSHORT 1 CONTRACT AT MARKET SLFinance = 1 SLV = abs(close - High[1]) TP1V = SLV*2 //close - (abs(SLV - close) * 1) TP2V = SLV*3 //close - (abs(SLV - close) * 2) SET STOP pLOSS SLV ENDIF //SL et TP pour la position d'achat if longonmarket and close >= TP1A and SLFinance = 1 then sell abs(COUNTOFPOSITION)/2 CONTRACTS AT MARKET set stop BREAKEVEN SLFinance = 2 endif //SL et TP pour la position de vente If shortonmarket and close >= TP1V and SLFinance = 1 then EXITSHORT abs(COUNTOFPOSITION)/2 CONTRACTS AT MARKET set stop BREAKEVEN SLFinance = 2 endif GRAPHONPRICE SLV coloured("Red") GRAPHONPRICE TP1V coloured("Blue") GRAPHONPRICE TP2V coloured("GREEN")

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  DEFPARAM CUMULATEORDERS = false   TIMEFRAME(5 Minute) //Réinitialisation VALEUR if Not OnMarket THEN SLFinance = 0 //SL = 0 //TP1 = 0 //TP2 = 0 endif   niveau = 23460   Achat = open < niveau and close > niveau+2*pipsize Vente = open > niveau and close < niveau+2*pipsize   if Achat and Not OnMarket then // POUR UN ACHAT //Ordre Achat BUY 1 CONTRACT AT MARKET SLFinance = 1 SLA = abs(close - Low[1])                        //low//close-lowest[2](close[1]) TP1A = SLA*2                                     //close + (abs(close - SLA) * 1) TP2A = SLA*3                                     //close + (abs(close - SLA) * 2) SET STOP pLOSS SLA ELSIF Vente and Not OnMarket THEN //Ordre VENTE SELLSHORT 1 CONTRACT AT MARKET SLFinance = 1 SLV = abs(close - High[1]) TP1V = SLV*2                                        //close - (abs(SLV - close) * 1) TP2V = SLV*3                                        //close - (abs(SLV - close) * 2) SET STOP pLOSS SLV ENDIF   //SL et TP pour la position d'achat if longonmarket and close >= TP1A and SLFinance = 1 then sell abs(COUNTOFPOSITION)/2 CONTRACTS AT MARKET set stop BREAKEVEN SLFinance = 2 endif   //SL et TP pour la position de vente If shortonmarket and close >= TP1V and SLFinance = 1 then EXITSHORT abs(COUNTOFPOSITION)/2 CONTRACTS AT MARKET set stop BREAKEVEN SLFinance = 2 endif     GRAPHONPRICE SLV  coloured("Red") GRAPHONPRICE TP1V coloured("Blue") GRAPHONPRICE TP2V coloured("GREEN")

  

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  06/22/2025 at 8:28 AM #248492
  PRC_2021

  Personne n’as d’idée ?

  

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  06/22/2025 at 9:22 AM #248493
  JS

  Tu calcules : SLA = abs(Close – Low[1])
  Ce calcul donne un nombre de points, donc pas un niveau de prix mais bien un nombre de points (par exemple 10 points).
  Ensuite, tu ecris :
  If LongOnMarket and Close >= TP1A and SLFinance = 1 then
  Tu verifies alors si Close est superieur ou egal a un nombre de points.
  Mais Close est naturellement toujours superieur a une valeur exprimee en points (SL), ce qui fait que ta position est immediatement cloturee partiellement (abs(CountOfPosition) / 2).

  

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  06/22/2025 at 7:25 PM #248496
  JS

  Voici le code modifié avec l’utilisation de niveaux de prix…

  PRC2021

  DEFPARAM CUMULATEORDERS = false TIMEFRAME(5 Minute) //Réinitialisation VALEUR if Not OnMarket THEN SLFinance = 0 //SL = 0 //TP1 = 0 //TP2 = 0 endif niveau = 42000 //Dow Jones Achat = open < niveau and close > niveau+2*pipsize Vente = open > niveau and close < niveau+2*pipsize if Achat and Not OnMarket then // POUR UN ACHAT //Ordre Achat BUY 1 CONTRACT AT MARKET SLFinance = 1 SLA = Close-abs(Close - Low[1]) //low//close-lowest[2](close[1]) TP1A = Close+2*(abs(Close-Low[1])) //close + (abs(close - SLA) * 1) TP2A = Close+3*(abs(Close-Low[1])) //close + (abs(close - SLA) * 2) SET STOP Price SLA ELSIF Vente and Not OnMarket THEN //Ordre VENTE SELLSHORT 1 CONTRACT AT MARKET SLFinance = 1 SLV = Close+abs(close - High[1]) TP1V = Close-2*(abs(Close-High[1])) //close - (abs(SLV - close) * 1) TP2V = Close-3*(abs(Close-High[1])) //close - (abs(SLV - close) * 2) SET STOP Price SLV ENDIF //SL et TP pour la position d'achat if longonmarket and close >= TP1A and SLFinance = 1 then sell abs(COUNTOFPOSITION)/2 CONTRACTS AT MARKET set stop BREAKEVEN SLFinance = 2 endif //SL et TP pour la position de vente If shortonmarket and close <= TP1V and SLFinance = 1 then EXITSHORT abs(COUNTOFPOSITION)/2 CONTRACTS AT MARKET set stop BREAKEVEN SLFinance = 2 endif GRAPHONPRICE SLV coloured("Red") GRAPHONPRICE TP1V coloured("Blue") GRAPHONPRICE TP2V coloured("GREEN")

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  DEFPARAM CUMULATEORDERS = false   TIMEFRAME(5 Minute) //Réinitialisation VALEUR if Not OnMarket THEN SLFinance = 0 //SL = 0 //TP1 = 0 //TP2 = 0 endif   niveau = 42000 //Dow Jones   Achat = open < niveau and close > niveau+2*pipsize Vente = open > niveau and close < niveau+2*pipsize   if Achat and Not OnMarket then // POUR UN ACHAT //Ordre Achat BUY 1 CONTRACT AT MARKET SLFinance = 1 SLA = Close-abs(Close - Low[1])                        //low//close-lowest[2](close[1]) TP1A = Close+2*(abs(Close-Low[1]))                                     //close + (abs(close - SLA) * 1) TP2A = Close+3*(abs(Close-Low[1]))                                     //close + (abs(close - SLA) * 2) SET STOP Price SLA ELSIF Vente and Not OnMarket THEN //Ordre VENTE SELLSHORT 1 CONTRACT AT MARKET SLFinance = 1 SLV = Close+abs(close - High[1]) TP1V = Close-2*(abs(Close-High[1]))                                        //close - (abs(SLV - close) * 1) TP2V = Close-3*(abs(Close-High[1]))                                        //close - (abs(SLV - close) * 2) SET STOP Price SLV ENDIF   //SL et TP pour la position d'achat if longonmarket and close >= TP1A and SLFinance = 1 then sell abs(COUNTOFPOSITION)/2 CONTRACTS AT MARKET set stop BREAKEVEN SLFinance = 2 endif   //SL et TP pour la position de vente If shortonmarket and close <= TP1V and SLFinance = 1 then EXITSHORT abs(COUNTOFPOSITION)/2 CONTRACTS AT MARKET set stop BREAKEVEN SLFinance = 2 endif     GRAPHONPRICE SLV  coloured("Red") GRAPHONPRICE TP1V coloured("Blue") GRAPHONPRICE TP2V coloured("GREEN")

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  JS

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  06/24/2025 at 7:24 AM #248509
  PRC_2021

  Bonjour JS,

  Merci pour tes retours. Effectivement, oui j’affichais un niveau de prix et non un nombre de point.

  J’ai relancé l’algo, j’ai maintenant juste un soucis de le Stop Loss qui ne s’affiche pas sur le plus Haut/bas de la bougie précédente mais environ 30pts au dessus comme tu peux le voir sur la piece jointe.

  Sais tu de quoi cela peux venir ?

  Merci encore pour ton aide.

  

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  06/24/2025 at 9:37 AM #248513
  JS

  Salut,

  
  Lorsqu’un ordre est passe, le stop loss (SL) depend de la taille de la bougie precedente : SLV = Close + abs(Close - High[1])…

  Le SL est donc variable et depend de la distance entre Close et High[1]…

  Une grande distance entraine un SL plus large…

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  JS

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