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™

Mon 1er Système, suggestion d'amélioration

AstonAddict · 2016-06-12T09:10:42+00:00

Bonjour, Je vous partage mon premier système. Soyez indulgent, je ne suis ni trader ni programmeur 😉 C’est un système très simple sur IG DAX 5€ qui fonctionne en réel depuis début mai sans surprise par rapport au backtest, car je suis sur UT 1M donc peu de chance d’avoir SL et TP sur la même bougie. Le programme tourne simultanément sur mes comptes démo et réel, et à part un slippage de temps en temps, je n’ai pas de différence. (spread à 1) En gros je short (j’ai le même set up en version longue) un surachat lorsque les prix sont en baisse par rapport à la cloture de la veille et l’ouverture du jour. Parmi ce que je souhaite améliorer, je souhaite filtrer les retournements durable de tendance à la hausse mais je n’ai pas trouvé d’indicateur efficace, en tout cas pas pertinent avec les réglages standard. Le multitimeframe serait probablement une solution, ou paramétrer un indicateur sur une UT plus longue. Je filtre les retournements haussiers brutaux en contrôlant la pente d’une MM20 mais là aussi il doit y avoir mieux à faire. J’ai tenté d’utiliser les divergence grâce au code que Nicolas m’a donné sur un autre post sans succès. Bref j’ai fait le gros oeuvre, mais j’ai besoin d’infos des spécialistes pour les finitions 😉 // Définition des paramètres du code DEFPARAM CumulateOrders = False // Cumul des positions désactivé DEFPARAM Flatbefore = 093000 DEFPARAM Flatafter = 173500 DEFPARAM Preloadbars = 600 // Aucune nouvelle position prise après le chandelier qui clôture à 17h HeureLimite = 171500 // Conditions pour ouvrir une position vendeuse indicator1 = RSI[14](close) c1 = indicator1[1] > 72 AND (indicator1[1]-indicator1)>0 AND indicator1 > 62 IF TIME = 090000 THEN ouverture = close ENDIF IF TIME = 173500 THEN cloture = close ENDIF //Ecart à l'ouverture c2 = close < ouverture //Ecart par rapport à la veille c3 = close < cloture //Filtrage tendance fortement haussière indicator2 = Average[20](close) c4= (indicator2 - indicator2[1])<2.5 //Prise de position IF Time <= HeureLimite AND c1 AND c2 AND c3 AND C4 AND NOT ONMARKET THEN SELLSHORT 1 CONTRACT AT MARKET ENDIF //SL et TP SET TARGET pPROFIT 15 SET STOP pLOSS 20 [attachment file=9272] Le break even est à 57,14 % ce qui me laisse entre 17 et 18 % de marge. Merci pour vos commentaires. Bon Dimanche.

ProRealTime Forum
Forum ProRealTime Français
ProOrder : Trading Automatique & Backtests
Mon 1er Système, suggestion d'amélioration

Viewing 2 posts - 31 through 32 (of 32 total)

← 1 2 3

Author

Posts
09/02/2016 at 11:44 AM #12592 quote

Yannick
Participant

Veteran

Bonjour.

Jepense que votre système marchait bien consolidation sur le dax. Le dax repart à la hausse comme les autres indices.

Il faudrait peut être des filtres sur les moyennes mobiles journalières pour détecter une phase de consolidation.

Cordialement

08/09/2017 at 9:18 AM #42786 quote

JR1976
Participant

Veteran

Dear Aston ,

escuse moi pour mon Francais

ton strategie c”est interessant mais j”ais backtest ce period , <may , june , july> 2017 mais ne pas bon …

peccant parce que est interessant… as tu trouvez le combinations pour servir de filtre de tendance efficace….????

merci salut
Author

Posts

Viewing 2 posts - 31 through 32 (of 32 total)

← 1 2 3

You must be logged in to reply to this topic.

Sujets similaires

Amélioration point d’entrée sur point pivot

PROREALTIME V12 AMELIORATION

Prix ronds améliorations possibles ?

Amelioration code croisement niveau sur RSI

Amelioration d’un indicateur Chandelier Heikin

Amélioration Algorithme Scalp DJ 2 min UTC+1

ProRealTime v11 arrive ! Présentation des nouveautés et améliorations de la plateforme

Améliorations de la plateforme au sujet des optimisations de stratégies

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

Mon 1er Système, suggestion d'amélioration

ProOrder : Trading Automatique & Backtests

New Reply

Author

AstonAddict @astonaddict Participant

Summary

This topic contains 31 replies,
has 8 voices, and was last updated by JR1976
9 years, 2 months ago.

Topic Details

Forum:	ProOrder : Trading Automatique & Backtests
Language:	French
Started:	06/12/2016
Status:	Active
Attachments:	1 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

Mon 1er Système, suggestion d'amélioration

Stuck on this ProBuilder code?

Mon 1er Système, suggestion d'amélioration ProOrder : Trading Automatique & Backtests

Author

Summary

Topic Details

Mon 1er Système, suggestion d'amélioration

ProOrder : Trading Automatique & Backtests