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MAE MFE

gregoire · 2017-03-22T11:34:32+00:00

bonjour a tous voici un code pour le MAE et MFE trouvé chez notre cher hk lisse. je laisse le soin à nicolas d expliquer comment s en servir n ayant pas plus de précision de la par de hk. et de le joindre à la Library. merci once h2=0 once l2=0 once j=0 i=i+1 //Rem : mettre les conditions d'entrées //if xxxxxxxxxxxxx then // condition=-1 (pour la vente à découvert) //else // if xxxxxxxxxxxxx then // condition=1 (pour l'achat) // else // condition=0 (on reste hors marché) // endif //endif // Rem : le calcul se fait sur la close de la bougie qui déclenche le signal // Rem : on teste pour une période de 25 bougies if condition<>0 and flag=0 then flag=1 i=0 entry=close h1=close l1=close w=AverageTrueRange[10](close) if condition=-1 then dic=-1 else dic=1 endif else endif if flag=1and i>0 then if i<=25 then h1=max(h1,high) l1=min(l1,low) else flag=0 mfe=h1-entry mae=entry-l1 j=j+1 if dic=-1 then k=mfe mfe=mae mae=k else endif mfe1=mfe/w mae1=mae/w h2=(h2+mfe1) l2=(l2+mae1) endif endif return mfe1,mae1,h2/j,l2/j,condition

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ProBuilder : Indicateurs & Outils Personnalisés
MAE MFE

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03/24/2017 at 10:17 AM #29742 quote

gregoire
Participant

Senior

Bonjour Nicolas j ai déplacer ma demande sur le poste concerné :

Trading semi auto merci

09/20/2022 at 8:53 AM #201072 quote

Madrosat
Participant

Master

Bonjour Nicolas

Dans une stratégie peut on en cours du trade modifier le stop ploss en fonction du MFE

atteint pendant le trade

exemple dans une stratégie où le stop initial indiqué est stop ploss 50 peut on le corriger si au cours du trade

le mfe devient > à 20 et mettre then stop ploss 30

09/23/2022 at 7:59 AM #201229 quote

Nicolas
Keymaster

Legend

Oui c’est possible, il suffit de calculer le MFE moyen pour tous les ordres ayant eu lieu au cours de la stratégie.
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MAE MFE

ProBuilder : Indicateurs & Outils Personnalisés

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gregoire @gregus Participant

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This topic contains 17 replies,
has 2 voices, and was last updated by Nicolas
3 years, 12 months ago.

Topic Details

Forum:	ProBuilder : Indicateurs & Outils Personnalisés
Language:	French
Started:	03/22/2017
Status:	Active
Attachments:	1 files

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MAE MFE

Stuck on this ProBuilder code?

MAE MFE ProBuilder : Indicateurs & Outils Personnalisés

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MAE MFE

ProBuilder : Indicateurs & Outils Personnalisés