Services & Features

ProRealAI New Your coding copilot for ProRealTime™. From idea to ProBuilder code in seconds.

Library Free Free indicators, strategies, screeners & more

Marketplace Paid Premium paid tools for ProRealTime™

Forums Discuss, share, learn.

Groups Connect with traders

Snippets Hundreds of reusable trading codes & tools

ProRealQuant Strategies generator for ProRealTime™

Calcul de position de type Martingale en fonction des résultats de la veille

jeannord · 2020-08-08T17:44:06+00:00

Bonjour Débutant en programmation, et nouvel utilisateur du forum, bien que retraité, j’ai besoin de votre aide Je voudrais écrire un code qui utilise le résultat journalier fixe, gain ou perte d’une stratégie pour faire varier à la hausse ou à la baisse le nombre de contrats achetés les jours suivants. Dans l’exemple joint : DAX 3 minutes Moyenne mobile 20, achat à la hausse, vente à la baisse. Gain ou perte journalière fixe : 20 € n nombre de contrats (n = 1 le 1er jour) Je souhaite Si perte, je veux le jour suivant acheter ou vendre n+1 contrats Si gain, je veux le jour suivant acheter ou vendre n-1 contrats jusqu’au moment ou n = 1 n ne doit jamais être inférieur à 1 Exemple : Jour 1 n=1 gain Jour 2 n=1 gain Jour3 n=1 perte Jour4 n=2 perte Jour5 n=3 gain Jour6 n=2 gain Jour7 n=1 gain Jour8 n=1 ……… Merci d’avance // Définition des paramètres du code DEFPARAM CumulateOrders = False // Cumul des positions désactivé // Annule tous les ordres en attente et ferme toutes les positions à 0:00, puis empêche toute création d'ordre avant l'heure "FLATBEFORE". DEFPARAM FLATBEFORE = 090000 // Annule tous les ordres en attente et ferme toutes les positions à l'heure "FLATAFTER" DEFPARAM FLATAFTER = 171500 // Empêche le système de placer de nouveaux ordres sur les jours de la semaine spécifiés daysForbiddenEntry = OpenDayOfWeek = 6 OR OpenDayOfWeek = 0 // Gain et perte journalière (20 avec stoploss) MaxDailyprofit= 20//Max daily loss allowed (in money) MaxDailyLoss= 3 //Max daily loss allowed (in money) // first time we launch the code, the trading is allowed once TradeAllowed=1 // first time we launch the code, the number of contracts is 1 once n = 1 // reset the current state of the strateygprofit each new day If intradaybarindex=0 then MyProfit=STRATEGYPROFIT DailyProfit=0 TradeAllowed=1 endif //compute live daily profit & automatic takeprofit dailyprofit = strategyprofit-myprofit autotakeprofit = MaxDailyProfit-dailyprofit If StrategyProfit>=MyProfit+MaxDailyProfit or Strategyprofit indicator2[1]) IF c1 AND not daysForbiddenEntry and tradeallowed = 1 THEN BUY n CONTRACT AT MARKET ENDIF // Conditions pour fermer une position acheteuse indicator3 = Average[20](close) indicator4 = Average[50](close) c2 = (indicator3 <= indicator4[1]) IF c2 THEN SELL AT MARKET ENDIF // Conditions pour ouvrir une position en vente à découvert indicator5 = Average[20](close) indicator6 = Average[20](close) c3 = (indicator5 = indicator8[1]) IF c4 THEN EXITSHORT AT MARKET ENDIF // Stops et objectifs SET STOP pLOSS 20 SET TARGET $Profit autotakeprofit

ProRealTime Forum
Forum ProRealTime Français
ProOrder : Trading Automatique & Backtests
Calcul de position de type Martingale en fonction des résultats de la veille

Viewing 16 post (of 16 total)

← 1 2

Author

Posts
08/10/2020 at 2:41 PM #141322 quote

jeannord
Participant

New

Roberto, Nicolas,

Un grand merci pour votre implication.

Cela fonctionne !

Je vais maintenant pouvoir essayer cette stratégie avec d’autres variables et surtout pouvoir backtester automatiquement mes stratégies.

La solution est venue avec votre ligne Roberto

Set Target § Profit autotakeprofit*n

Bien cordialement

robertogozzi and Nicolas thanked this post
Author

Posts

Viewing 16 post (of 16 total)

← 1 2

You must be logged in to reply to this topic.

Sujets similaires

Martingale positive évolutive

Prise de position différée avec ou sans martingale

Définir taille de position maximum dans une martingale

Strategie anti-martingale

direction inverse $ DAX 4h – stratégie avec martingale

Aide encodage stratégie avec martingale et RSI

une idée….de stratégie avec martingale

Nouvelle martingale.

New

Stuck on this ProBuilder code?

Describe what this topic is trying to build, in plain English, and ProRealAI writes the ProRealTime™ indicator, screener or system for you.

Available in 7 languages

Try ProRealAI

Calcul de position de type Martingale en fonction des résultats de la veille

ProOrder : Trading Automatique & Backtests

New Reply

Author

jeannord @claisse Participant

Summary

This topic contains 15 replies,
has 4 voices, and was last updated by jeannord
6 years, 2 months ago.

Topic Details

Forum:	ProOrder : Trading Automatique & Backtests
Language:	French
Started:	08/08/2020
Status:	Active
Attachments:	7 files

Your ProRealCode Account

Or with Username or Email

I accept the Terms & Conditions

Remember me Forgot Password?

Not a Member yet? Sign up

About personal data collected

The information collected on this form is stored in a computer file by ProRealCode to create and access your ProRealCode profile. This data is kept in a secure database for the duration of the member's membership. They will be kept as long as you use our services and will be automatically deleted after 3 years of inactivity. Your personal data is used to create your private profile on ProRealCode. This data is maintained by SAS ProRealCode, 407 rue Freycinet, 59151 Arleux, France. If you subscribe to our newsletters, your email address is provided to our service provider "MailChimp" located in the United States, with whom we have signed a confidentiality agreement. This company is also compliant with the EU/Swiss Privacy Shield, and the GDPR. For any request for correction or deletion concerning your data, you can directly contact the ProRealCode team by email at privacy@prorealcode.com If you would like to lodge a complaint regarding the use of your personal data, you can contact your data protection supervisory authority.

Get Assistance

Assistance Type

Your Need

Proposed Solutions

Choose Assistance Type

Your choice will define the different steps of the wizard. If your demand is not listed, please contact us directly. Contact Page.

Public Assistance Your demand will be public and visible to all users. Or you might find the answer in our content.

Private Assistance Your demand will be private and visible only to you and the ProRealTime™ team (may include fees)

Your Need

Make a choice to define the next steps of the wizard.

I need programming help For all assistance about coding with ProRealTime™ I want to use available codes on my platform Quickly download and directly use codes on your platform
from trading strategies to indicators and screeners! I'd like to know more about trading For all assistance about trading with ProRealTime™ I want information about ProRealTime For all assistance about ProRealTime™

I need assistance with my ProRealTime account For all assistance about your ProRealTime account I need a programmer to help me code my idea (paid service) For all assistance about coding with ProRealTime™

Programming Help

Please find below the list of available solutions. If you don't find your solution, please contact us directly. Contact Page.

ProRealAI New Describe your idea in plain English and get ready-to-paste ProBuilder code in seconds.

Forums Ask your question in the forums and get help from the community.

Documentation Find all the documentation about the ProRealTime™ programming language.

Snippets Find code snippets available and shared by the community.

Learning Learn the ProRealTime™ programming language with our online courses.

Codes Library Find thousands of code examples available in the ProRealTime™ library.

Download Codes

Please find below the list of available solutions. If you don't find your solution, please contact us directly. Contact Page.

Library Find thousands of free codes examples available in the ProRealTime™ library.

ProRealCode Marketplace Hundreds of automated trading strategies, indicators and more proposed by professionals and the community.

Trading Help

Please find below the list of available solutions. If you don't find your solution, please contact us directly. Contact Page.

Learning Find courses about trading in our online learning content.

Groups Join trading groups and get help from the community.

Videos Find videos about trading in our online learning content.

Tutorials Find tutorials about trading in our online learning content.

ProRealTime Information

Please find below the list of available solutions. If you don't find your solution, please contact us directly. Contact Page.

ProRealTime™ Official Visit the official ProRealTime website for all information about the platform.

ProRealTime™ Help Page Visit the official ProRealTime help page for any help about the platform.

Account Assistance

Please find below the list of available solutions. If you don't find your solution, please contact us directly. Contact Page.

ProRealTime Contact Page A team of financial experts, engineers, and customer support representatives at your service!

Paid Programming Help

Please find below the list of available solutions. If you don't find your solution, please contact us directly. Contact Page.

The ProRealCode Programming Services Get your own custom-made indicators, strategies, and more for ProRealTime™.
We can also help you with your own code.
Since 2015, we have been helping thousands of traders and developers with their ProRealTime™ projects!

Do you like cookies? 🍪 We use cookies to ensure you get the best experience on our website. (Learn more)

About
Contact
Terms & Conditions
Privacy Policy
Moderation Rules

Calcul de position de type Martingale en fonction des résultats de la veille

Stuck on this ProBuilder code?

Calcul de position de type Martingale en fonction des résultats de la veille ProOrder : Trading Automatique & Backtests

Author

Summary

Topic Details

Calcul de position de type Martingale en fonction des résultats de la veille

ProOrder : Trading Automatique & Backtests