Money management, probleme de stop loss.

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  • #150200 quote
    VelociraptuxVelociraptux
    Participant
    New

    Salut.

    J’essaye de trouver un moyen pour que ma variable TSL ,qui est la taille de mon stop loss, soit utilisé dans mon calcul de risque, dans la variable StopLoss (ligne19, pour remplacer le 10)

    Si vous avez une idée, je suis prenneur.

    Merci

    DEFPARAM cumulateOrders = False
    Defparam flatafter = 160000
    once StartE = 80000
    once StartL = 113000
    
    once Period = 15
    once Period2 = 15
    
    Series = (open+high+low+Close)/4
    Seriesv2 = (open+high+low+Close)/4
    
    OTD = Barindex - TradeIndex(1) > IntradayBarIndex
    TSL = round(100/10000*close)
    ////////////////////////////////////
    
    REM Money Management
    Capital = 10000
    Risk = 0.01
    StopLoss = 10// Je voudrais ici que ma variable TSL soit utilisé.
     
    REM Calculate contracts
    equity = Capital + StrategyProfit
    maxrisk = round(equity*Risk)
    PositionSize = abs(round((maxrisk/StopLoss)/PointValue)*pipsize)
    
    
    //PUT AFR AND AFRv2 HERE//
    Period = MAX(Period, 2)
     
    alpha = 2 / (1 + Period)
     
    IF BarIndex = 0 THEN
    p1 = Series
    p2 = Series
    ELSE
    p1 = p1[1] + alpha * (Series - p1[1])
    p2 = p2[1] + alpha * (p1 - p2[1])
    ENDIF
     
    AFR = (((2 - alpha) * p1 - p2) / (1 - alpha))
    
    
    
    Period2 = MAX(Period2, 1)
     
    MA1 = ExponentialAverage[Period2](Seriesv2)
    MA2 = ExponentialAverage[Period2](MA1)
    MA3 = ExponentialAverage[Period2](MA2)
    MA4 = ExponentialAverage[Period2](MA3)
    MA5 = ExponentialAverage[Period2](MA4)
    MA6 = ExponentialAverage[Period2](MA5)
    MA7 = ExponentialAverage[Period2](MA6)
    MA8 = ExponentialAverage[Period2](MA7)
     
    AFRV2 = (8 * MA1) - (28 * MA2) + (56 * MA3) - (70 * MA4) + (56 * MA5) - (28 * MA6) + (8 * MA7) - MA8
    
    
    
    /////////////////////////////////////
    wAFR = exponentialaverage[30](AFR)
    wAFRv2 = exponentialaverage[30](AFRv2)
    
    if time >= StartE And time <= StartL and OTD  then
    IF wAFR  > wAFRv2  and wAFR[1] < wAFRv2[1] then
    BUY PositionSize CONTRACTS AT MARKET
    SET STOP PLOSS TSL
    //SET STOP PTRAILING TSL
    //SET TARGET PPROFIT TSL
    else
    if wAFR < wAFRv2  and wAFR[1] > wAFRv2[1] then
    SELLSHORT PositionSize CONTRACTS AT MARKET
    SET STOP PLOSS TSL
    //SET STOP PTRAILING TSL
    //SET TARGET PPROFIT TSL
    endif
    endif
    endif
    
    #150321 quote
    VelociraptuxVelociraptux
    Participant
    New

    De mémoire,  voici ce que j’ai essayé.

    Si l’ EURUD =1.15

    Alors mon TSL =0.0115, soit 115 pips

    Je ne peux pas mettre 0.0115. Et si jele multiplie par 10000, il me semble que ma perte maximale et superieur a 1% de mon capital. Ou que a 300$ de capital, le probacktest ne fonctionne plus et ne prend plus de positions.(de mémoire, je ne suis pas devant le pc)

    #150349 quote
    NicolasNicolas
    Keymaster
    Legend

    Quelquechose comme :

    StopLoss = TSL/pointvalue

    Par contre puisqu’il est dynamique (TSL), attention à ne pas modifier la taille de ton stoploss lorsque tu es déjà au marché, et c’est ce que tu fais, sauf erreur de ma part, aux lignes 66 et 72.

    Velociraptux thanked this post
    #150589 quote
    VelociraptuxVelociraptux
    Participant
    New

    Merci Nicolas.

     

    Ma variable s’appelle TSL car je ne l’ai pas changer, mais mon stop loss est fixe.

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Money management, probleme de stop loss.


ProOrder : Trading Automatique & Backtests

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This topic contains 3 replies,
has 2 voices, and was last updated by VelociraptuxVelociraptux
5 years, 11 months ago.

Topic Details
Forum: ProOrder : Trading Automatique & Backtests
Language: French
Started: 11/12/2020
Status: Active
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