Bonjour, je vous partage ma stratégie sur le nasdaq 5 minutes.

Basé sur ichimoku et la cloture du prix au dessus.

Je voudrais essayer d’intégrer un time frame supérieur  mais je n’arrive pas pouvez vous m’aider s’il vous palit.

exemeple Je voudrais cloturer le trade s’il croise à la baisse  le plus bas dans l’unité de temps 1h.

Je vous joint le tableau également des résultats.

Je voudrais éviter d’aller chercher le stop quand le trade descend vraiment beaucoup.

Je voudrais avoir vos avis et quelle solution apporteriez vous pour améliorer.

Dans l’attente de vous lire .

// Définition des paramètres du code
DEFPARAM CumulateOrders = false // pas de cumul de positions
DEFPARAM Preloadbars = 50000


// Empêche le système de placer des ordres pour entrer sur le marché ou augmenter la taille d'une position avant l'heure spécifiée
noEntryBeforeTime = 153000
timeEnterBefore = time >= noEntryBeforeTime

// Empêche le système de placer des ordres pour entrer sur le marché ou augmenter la taille d'une position après l'heure spécifiée
noEntryAfterTime = 223000
timeEnterAfter = time < noEntryAfterTime

// Empêche le système de placer de nouveaux ordres sur les jours de la semaine spécifiés
daysForbiddenEntry = OpenDayOfWeek = 6 OR OpenDayOfWeek = 0

// Conditions pour ouvrir une position acheteuse
indicator1 = SenkouSpanB[9,26,52]
c1 = (close CROSSES OVER indicator1)
indicator2 = SenkouSpanA[9,26,52]
c2 = (close CROSSES OVER indicator2)

IF (c1 AND c2 ) AND timeEnterBefore AND timeEnterAfter AND not daysForbiddenEntry THEN
BUY 1 CONTRACT AT MARKET
ENDIF
// Stops et objectifs
set stop %loss 2.0
set target %profit 1.73


IF Not OnMarket THEN
//
// when NOT OnMarket reset values to default values
//
TrailStart    = 65          //30     Start trailing profits from this point
BasePerCent   = 0.000       //20.0%  Profit percentage to keep when setting BerakEven
StepSize      = 1          //10     Pip chunks to increase Percentage
PerCentInc    = 0.100       //10.0%  PerCent increment after each StepSize chunk
BarNumber     = 10          //10     Add further % so that trades don't keep running too long
BarPerCent    = 0.100       //10%    Add this additional percentage every BarNumber bars
RoundTO       = -0.5        //-0.5   rounds always to Lower integer,   +0.4 rounds always to Higher integer,     0 defaults PRT behaviour
PriceDistance = 7 * pipsize //7      minimun distance from current price
y1            = 0           //reset to 0
y2            = 0           //reset to 0
ProfitPerCent = BasePerCent //reset to desired default value
TradeBar      = BarIndex
ELSIF LongOnMarket AND close > (TradePrice + (y1 * pipsize)) THEN                              //LONG positions
//
// compute the value of the Percentage of profits, if any, to lock in for LONG trades
//
x1 = (close - tradeprice) / pipsize                                     //convert price to pips
IF x1 >= TrailStart THEN                                                //    go ahead only if N+ pips
Diff1         = abs(TrailStart - x1)                                 //difference from current profit and TrailStart
Chunks1       = max(0,round((Diff1 / StepSize) + RoundTO))           //number of STEPSIZE chunks
ProfitPerCent = BasePerCent + (BasePerCent * (Chunks1 * PerCentInc)) //compute new size of ProfitPerCent
// compute number of bars elapsed and add an additionl percentage
// (this percentage is different from PerCentInc, since it's a direct percentage, not a Percentage of BasePerCent)
// (if BasePerCent is 20% and this is 10%, the whole percentage will be 30%, not 22%)
BarCount      = BarIndex - TradeBar
IF BarCount MOD BarNumber = 0 THEN
ProfitPerCent = ProfitPerCent + BarPerCent
ENDIF
//
ProfitPerCent = max(ProfitPerCent[1],min(100,ProfitPerCent))         //make sure ProfitPerCent doess not exceed 100%
y1 = max(x1 * ProfitPerCent, y1)                                     //y1 = % of max profit
ENDIF
ELSIF ShortOnMarket AND close < (TradePrice - (y2 * pipsize)) THEN                             //SHORT positions
//
// compute the value of the Percentage of profits, if any, to lock in for SHORT trades
//
x2 = (tradeprice - close) / pipsize                                     //convert price to pips
IF x2 >= TrailStart THEN                                                //      go ahead only if N+ pips
Diff2         = abs(TrailStart - x2)                                 //difference from current profit and TrailStart
Chunks2       = max(0,round((Diff2 / StepSize) + RoundTO))           //number of STEPSIZE chunks
ProfitPerCent = BasePerCent + (BasePerCent * (Chunks2 * PerCentInc)) //compute new size of ProfitPerCent
// compute number of bars elapsed and add an additionl percentage
// (this percentage is different from PerCentInc, since it's a direct percentage, not a Percentage of BasePerCent)
// (if BasePerCent is 20% and this is 10%, the whole percentage will be 30%, not 22%)
BarCount      = BarIndex - TradeBar
IF BarCount MOD BarNumber = 0 THEN
ProfitPerCent = ProfitPerCent + BarPerCent
ENDIF
//
ProfitPerCent = max(ProfitPerCent[1],min(100,ProfitPerCent))         //make sure ProfitPerCent doess not exceed 100%
y2 = max(x2 * ProfitPerCent, y2)                                     //y2 = % of max profit
ENDIF
ENDIF
IF y1 THEN                                                                 //Place pending STOP order when y1 > 0   (LONG positions)
SellPrice = Tradeprice + (y1 * pipsize)                                 //convert pips to price
//
// check the minimun distance between ExitPrice and current price
//
IF abs(close - SellPrice) > PriceDistance THEN
//
// place either a LIMIT or STOP pending order according to current price positioning
//
IF close >= SellPrice THEN
SELL AT SellPrice STOP
ELSE
SELL AT SellPrice LIMIT
ENDIF
ELSE
//
//sell AT MARKET when EXITPRICE does not meet the broker's minimun distance from current price
//
SELL AT Market
ENDIF
ENDIF
IF y2 THEN                                                                 //Place pending STOP order when y2 > 0   (SHORT positions)
ExitPrice = Tradeprice - (y2 * pipsize)                                 //convert pips to price
//
// check the minimun distance between ExitPrice and current price
//
IF abs(close - ExitPrice) > PriceDistance THEN
//
// place either a LIMIT or STOP pending order according to current price positioning
//
IF close <= ExitPrice THEN
EXITSHORT AT ExitPrice STOP
ELSE
EXITSHORT AT ExitPrice LIMIT
ENDIF
ELSE
//
//ExitShort AT MARKET when EXITPRICE does not meet the broker's minimun distance from current price
//
EXITSHORT AT Market
ENDIF
ENDIF

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