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Prise de profits

Albaran · 2017-08-09T22:06:20+00:00

Bonsoir, Ayant quelques soucis à coder plusieurs prises de profit différentes dans le même système de trading, je me tourne à la communauté. L’idée est de diminuer progressivement la prise de profit au fur et à mesure que la durée de la position dans le marché augmente. Mon code ressemble à ceci: if longonmarket and barindex - tradeindex(1) 1 and barindex - tradeindex(1) 3 then sell at market endif Set stop ploss 20 Le problème est que ceci ne semble pas fonctionner en backtesting… Des idées? Merci.

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ProOrder : Trading Automatique & Backtests
Prise de profits

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08/09/2017 at 11:06 PM #42838 quote
Albaran
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Bonsoir,

Ayant quelques soucis à coder plusieurs prises de profit différentes dans le même système de trading, je me tourne à la communauté. L’idée est de diminuer progressivement la prise de profit au fur et à mesure que la durée de la position dans le marché augmente. Mon code ressemble à ceci:
```
if longonmarket and barindex - tradeindex(1) <= 1 then
SET TARGET pPROFIT 10
elsif longonmarket and barindex - tradeindex(1) > 1 and barindex - tradeindex(1) <= 3 then
SET TARGET pPROFIT 6
elsif barindex - tradeindex(1) > 3 then
sell at market
endif
 
Set stop ploss 20
```
Le problème est que ceci ne semble pas fonctionner en backtesting…

Des idées?

Merci.
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Prise de profits

ProOrder : Trading Automatique & Backtests

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Forum:	ProOrder : Trading Automatique & Backtests
Language:	French
Started:	08/09/2017
Status:	Active
Attachments:	No files

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Prise de profits

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Prise de profits ProOrder : Trading Automatique & Backtests

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Prise de profits

ProOrder : Trading Automatique & Backtests