Problème multiframe sur 3 unités de temps

• 05/20/2020 at 9:57 AM #132373
  Fantasio2020

  Bonjour la communauté,

  j’ai un petit soucis avec une de mes stratégies…

  En effet, j’essaie de coder cette strat sur 3 unités de temps (15, 5 et 1 minute) dont une partie du code ci-dessous, et le problème que j’ai, c’est que le bot prend des positions alors qu’il ne devrait pas avec ces conditions:

  //Position acheteuse //declare the strategy on the 15 minutes timeframe timeframe(15 minute, updateonclose) Time15aa = Close > Pivot Time15ab = Close > MMA100 Time15ac = Close > MMA300 Time15ad = Close > MMA600 Time15ae = Close > MMA1000 buyconditionAA = (Time15aa and Time15ab and Time15ac and Time15ad and Time15ae) //declare the strategy on the 5 minutes timeframe timeframe(5 minute, updateonclose) Time5aa = Close > Pivot Time5ab = Close > MMA100 Time5ac = Close > MMA300 Time5ad = Close > MMA600 Time5ae = Close > MMA1000 buyconditionAB = (Time5aa and Time5ab and Time5ac and Time5ad and Time5ae) //declare the strategy on the 1 minutes Default timeframe(1 minute, Default) Time1aa = Close > Pivot Time1ab = Close > MMA100 Time1ac = Close > MMA300 Time1ad = Close > MMA600 Time1ae = Close > MMA1000 Time1af = z < 38.2 buyconditionAC = (Time1aa and Time1ab and Time1ac and Time1ad and Time1ae and Time1af) if (buyconditionAA and buyconditionAB and buyconditionAC) and not daysForbiddenEntry then buy 0.3 share at market endif

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  //Position acheteuse //declare the strategy on the 15 minutes timeframe timeframe(15 minute, updateonclose) Time15aa = Close > Pivot Time15ab = Close > MMA100 Time15ac = Close > MMA300 Time15ad = Close > MMA600 Time15ae = Close > MMA1000 buyconditionAA = (Time15aa and Time15ab and Time15ac and Time15ad and Time15ae)   //declare the strategy on the 5 minutes timeframe timeframe(5 minute, updateonclose) Time5aa = Close > Pivot Time5ab = Close > MMA100 Time5ac = Close > MMA300 Time5ad = Close > MMA600 Time5ae = Close > MMA1000 buyconditionAB = (Time5aa and Time5ab and Time5ac and Time5ad and Time5ae)   //declare the strategy on the 1 minutes Default timeframe(1 minute, Default) Time1aa = Close > Pivot Time1ab = Close > MMA100 Time1ac = Close > MMA300 Time1ad = Close > MMA600 Time1ae = Close > MMA1000 Time1af = z < 38.2 buyconditionAC = (Time1aa and Time1ab and Time1ac and Time1ad and Time1ae and Time1af) if (buyconditionAA and buyconditionAB and buyconditionAC) and not daysForbiddenEntry then buy 0.3 share at market endif

  j’ai peut être mal écrit le code, mais le fait est que le bot ne devrait pas acheter de positions sous le pivot, or c’est ce qu’il fait

  Merci pour votre aide.

   

   

  

  Fantasio2020

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  05/20/2020 at 10:21 AM #132376
  Nicolas

  As-tu commencé par GRAPH ta variable pivot ? Celle calculé dans ton code ? Cela te permettra de comprendre pourquoi une condition stricte telle que “Close > Pivot” n’est pas respecté ! 🙂

  GRAPHONPRICE pivot

  1	GRAPHONPRICE pivot

   

  

  Nicolas

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  05/20/2020 at 10:33 AM #132381
  Fantasio2020

  Bonjour Nicolas,

  Oui effectivement, j’ai bien grapher le pivot et les 4 moyennes, tout ce superpose au pivot et aux moyennes sur le graphique le problème ne vient pas de ce coté. (uniquement en unité de temps 1 min….je n’est pas la possibilité de contrôler dans les autres timeframes car prorealtime ne me laisse pas faire.

  Je sais pas trop pourquoi j’ai ça…j’ai essayé de coder avec plusieurs syntaxes, mais j’ai le même problème (achat sous pivot….et également sous les moyennes alors que le prix devrait être au dessus pour remplir mes conditions)

  Trop de conditions? trop de timeframe?

  merci pour le retour

   

  

  Fantasio2020

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  05/20/2020 at 3:39 PM #132429
  Nicolas

  Tu as bien compris qu’avec Updateonclose, les valeurs sont celles du Close précédent et non durant la bougie du timeframe le plus petit ?

  Possible d’avoir une copie d’écran d’une mauvaise prise de position ?

  

  Nicolas

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  05/20/2020 at 3:55 PM #132439
  Fantasio2020

  Oui Nicolas,

  j’ai bien compris que updateonclose la position se prend à la fermeture de la bougie précédente…(mais sur l’unité de temps sur laquelle je prend position non?) les conditions dans les unités de temps 15 et 5 min ne me servent qu’à confirmer la tendance….

  Ci joint deux cas ou une position acheteuse est prise sous le pivot et sous les moyennes…..!!!

   

  

  Fantasio2020

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  05/20/2020 at 5:05 PM #132456
  Nicolas

  Je ne vois qu’une seule unité de temps sur ton graphique.

  Si je reprends ton code, tu vérifies si le Close en M15 est au dessus du pivot (et les MM), idem pour M5 et idem pour M1.

  Pour mémoire, l’ordre que tu pointes dans ta 1ère copie d’écran est à 8h41, donc tu utilises la bougie de 8h30 en M15  et celle de 8h40 en M5 (puisque updateonclose).

  Mais en effet, la bougie M1 est bien dessous le pivot. Je n’ai pas d’explication, mais je vois que tu utilises l’optimisation, quelles sont les variables optimisées ? J’aimerai bien reproduire pour t’aider davantage, mais sans le code complet … dur ! 😉

  

  Nicolas

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  05/20/2020 at 6:00 PM #132464
  Fantasio2020

  Nicolas,

  voici le code sur lequel je travail pour l’instant:

  // Définition des paramètres du code DEFPARAM CumulateOrders = False // Cumul des positions désactivé //DEFPARAM FLATBEFORE = 091500 //DEFPARAM FLATAFTER = 154500 daysForbiddenEntry = OpenDayOfWeek = 6 OR OpenDayOfWeek = 0 //Indicateurs de tendance Pivot = (DHigh(1) + DLow(1) + DClose(1) + DOpen(0))/4 MMA100 = (ExponentialAverage[100](close)) MMA300 = (ExponentialAverage[300](close)) MMA600 = (ExponentialAverage[600](close)) MMA1000 = (ExponentialAverage[1000](close)) //Indicateurs de prise de positions Ind = RSI[7](Close) x = 0.1 * (Ind - 50) y = (EXP (2 * x) - 1) / (EXP (2 * x) + 1) z = 50 * (y + 1) //Position acheteuse //declare the strategy on the 15 minutes timeframe timeframe(15 minute, updateonclose) Time15aa = Close > MMA100 Time15ab = Close > MMA300 Time15ac = Close > MMA600 Time15ad = Close > MMA1000 Time15ae = z < 38.2 buyconditionAA = (Time15aa and Time15ab and Time15ac and Time15ad and Time15ae) //declare the strategy on the 5 minutes timeframe timeframe(5 minute, updateonclose) Time5aa = Close > MMA100 Time5ab = Close > MMA300 Time5ac = Close > MMA600 Time5ad = Close > MMA1000 Time5ae = z < 38.2 buyconditionAB = (Time5aa and Time5ab and Time5ac and Time5ad and Time5ae) //declare the strategy on the 1 minutes Default timeframe(1 minute, Default) Time1aa = Close > Pivot Time1ab = Close > MMA100 Time1ac = Close > MMA300 Time1ad = Close > MMA600 Time1ae = Close > MMA1000 Time1af = z < 38.2 buyconditionAC = (Time1aa and Time1ab and Time1ac and Time1ad and Time1ae and Time1af) if (buyconditionAA and buyconditionAB and buyconditionAC) and not daysForbiddenEntry then buy 0.3 share at market endif //Position Vendeuse //declare the strategy on the 15 minutes timeframe timeframe(15 minute, updateonclose) Time15va = Close < MMA100 Time15vb = Close < MMA300 Time15vc = Close < MMA600 Time15vd = Close < MMA1000 Time15ve = z > 61.8 sellconditionVA = (Time15va and Time15vb and Time15vc and Time15vd and Time15ve) //declare the strategy on the 5 minutes timeframe timeframe(5 minute, updateonclose) Time5va = Close < MMA100 Time5vb = Close < MMA300 Time5vc = Close < MMA600 Time5vd = Close < MMA1000 Time5ve = z > 61.8 sellconditionVB = (Time5va and Time5vb and Time5vc and Time5vd and Time5ve) //declare the strategy on the 1 minutes Default timeframe(1 minute, Default) Time1va = Close < Pivot Time1vb = Close < MMA100 Time1vc = Close < MMA300 Time1vd = Close < MMA600 Time1ve = Close < MMA1000 Time1vf = z > 61.8 sellconditionVC = (Time1va and Time1vb and Time1vc and Time1vd and Time1ve and Time1vf) if (sellconditionVA and sellconditionVB and sellconditionVC) and not daysForbiddenEntry then sellshort 0.3 share at market endif //************************************************************************ //Stop Loss & Trailing function SET STOP LOSS 27 trailingstart = 27 //trailing will start @trailinstart points profit trailingstep = 9 //trailing step to move the "stoploss" //reset the stoploss value IF NOT ONMARKET THEN newSL = 0 ENDIF //manage long positions IF LONGONMARKET THEN //first move (breakeven) IF newSL = 0 AND close-tradeprice(1)>trailingstart*pipsize THEN newSL = tradeprice(1)+trailingstep*pipsize ENDIF //next moves IF newSL > 0 AND close-newSL>trailingstep*pipsize THEN newSL = newSL+trailingstep*pipsize ENDIF ENDIF //manage short positions IF SHORTONMARKET THEN //first move (breakeven) IF newSL = 0 AND tradeprice(1)-close>trailingstart*pipsize THEN newSL = tradeprice(1)-trailingstep*pipsize ENDIF //next moves IF newSL > 0 AND newSL-close>trailingstep*pipsize THEN newSL = newSL-trailingstep*pipsize ENDIF ENDIF //stop order to exit the positions IF newSL > 0 THEN SELL AT newSL STOP EXITSHORT AT newSL STOP ENDIF //Graphonprice pivot //Graphonprice MMA100 //Graphonprice MMA300 //Graphonprice MMA600 //Graphonprice MMA1000

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  // Définition des paramètres du code DEFPARAM CumulateOrders = False // Cumul des positions désactivé //DEFPARAM FLATBEFORE = 091500 //DEFPARAM FLATAFTER = 154500 daysForbiddenEntry = OpenDayOfWeek = 6 OR OpenDayOfWeek = 0   //Indicateurs de tendance Pivot = (DHigh(1) + DLow(1) + DClose(1) + DOpen(0))/4 MMA100 = (ExponentialAverage[100](close)) MMA300 = (ExponentialAverage[300](close)) MMA600 = (ExponentialAverage[600](close)) MMA1000 = (ExponentialAverage[1000](close)) //Indicateurs de prise de positions Ind = RSI[7](Close) x = 0.1 * (Ind - 50) y = (EXP (2 * x) - 1) / (EXP (2 * x) + 1) z = 50 * (y + 1)   //Position acheteuse //declare the strategy on the 15 minutes timeframe timeframe(15 minute, updateonclose) Time15aa = Close > MMA100 Time15ab = Close > MMA300 Time15ac = Close > MMA600 Time15ad = Close > MMA1000 Time15ae = z < 38.2 buyconditionAA = (Time15aa and Time15ab and Time15ac and Time15ad and Time15ae)   //declare the strategy on the 5 minutes timeframe timeframe(5 minute, updateonclose) Time5aa = Close > MMA100 Time5ab = Close > MMA300 Time5ac = Close > MMA600 Time5ad = Close > MMA1000 Time5ae = z < 38.2 buyconditionAB = (Time5aa and Time5ab and Time5ac and Time5ad and Time5ae)   //declare the strategy on the 1 minutes Default timeframe(1 minute, Default) Time1aa = Close > Pivot Time1ab = Close > MMA100 Time1ac = Close > MMA300 Time1ad = Close > MMA600 Time1ae = Close > MMA1000 Time1af = z < 38.2 buyconditionAC = (Time1aa and Time1ab and Time1ac and Time1ad and Time1ae and Time1af) if (buyconditionAA and buyconditionAB and buyconditionAC) and not daysForbiddenEntry then buy 0.3 share at market endif   //Position Vendeuse //declare the strategy on the 15 minutes timeframe timeframe(15 minute, updateonclose) Time15va = Close < MMA100 Time15vb = Close < MMA300 Time15vc = Close < MMA600 Time15vd = Close < MMA1000 Time15ve = z > 61.8 sellconditionVA = (Time15va and Time15vb and Time15vc and Time15vd and Time15ve)   //declare the strategy on the 5 minutes timeframe timeframe(5 minute, updateonclose) Time5va = Close < MMA100 Time5vb = Close < MMA300 Time5vc = Close < MMA600 Time5vd = Close < MMA1000 Time5ve = z > 61.8 sellconditionVB = (Time5va and Time5vb and Time5vc and Time5vd and Time5ve)   //declare the strategy on the 1 minutes Default timeframe(1 minute, Default) Time1va = Close < Pivot Time1vb = Close < MMA100 Time1vc = Close < MMA300 Time1vd = Close < MMA600 Time1ve = Close < MMA1000 Time1vf = z > 61.8 sellconditionVC = (Time1va and Time1vb and Time1vc and Time1vd and Time1ve and Time1vf) if (sellconditionVA and sellconditionVB and sellconditionVC) and not daysForbiddenEntry then sellshort 0.3 share at market endif   //************************************************************************ //Stop Loss & Trailing function SET STOP LOSS 27 trailingstart = 27 //trailing will start @trailinstart points profit trailingstep = 9 //trailing step to move the "stoploss"   //reset the stoploss value IF NOT ONMARKET THEN newSL = 0 ENDIF   //manage long positions IF LONGONMARKET THEN //first move (breakeven) IF newSL = 0 AND close-tradeprice(1)>trailingstart*pipsize THEN newSL = tradeprice(1)+trailingstep*pipsize ENDIF //next moves IF newSL > 0 AND close-newSL>trailingstep*pipsize THEN newSL = newSL+trailingstep*pipsize ENDIF ENDIF //manage short positions IF SHORTONMARKET THEN //first move (breakeven) IF newSL = 0 AND tradeprice(1)-close>trailingstart*pipsize THEN newSL = tradeprice(1)-trailingstep*pipsize ENDIF //next moves IF newSL > 0 AND newSL-close>trailingstep*pipsize THEN newSL = newSL-trailingstep*pipsize ENDIF ENDIF //stop order to exit the positions IF newSL > 0 THEN SELL AT newSL STOP EXITSHORT AT newSL STOP ENDIF   //Graphonprice pivot //Graphonprice MMA100 //Graphonprice MMA300 //Graphonprice MMA600 //Graphonprice MMA1000

  à part l’inverse fisher RSI dont j’ai pris le code sur le PDF Proorder….il n’y à pas d’optimisation

  je te rejoins à toute fin utile le graph sur lequel on voit bien une prise de position à l’achat sous le pivot en UT 1 min

  Merci pour ton aide

  

  Fantasio2020

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  05/21/2020 at 10:37 AM #132552
  Fantasio2020

  Slt Nicolas,

  si ça peut aider, voici un prtscr avec les trois unité de temps, ou l’on voit une prise de position vente à 10h20 plus ou moins (graph envoyé pas papa).

  UT 1 conditions OK (Sous pivot et sous les moyennes)

  UT2 pas OK (sous pivot mais dans les moyennes)

  UT3 pas OK (sous pivot mais dans les moyennes)

  c’est comme si le code pour les UT 15 et 5 min n’était pas prit en compte…

   

  à te lire

  

  Fantasio2020

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  05/22/2020 at 9:18 AM #132765
  Nicolas

  A la lecture de ton code, tout paraît logique. Si tu lances ton système en M1, ce qui est normal puisque c’est le TF le plus petit utilisé, alors tes 4 moyennes mobiles déclarés en tête de code, sous aucune instruction TIMEFRAME seront calculés en TF 1-minute, et donc ces variables seront toutes les mêmes pour tous les TF que tu utilises.

  

  Nicolas

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  05/22/2020 at 10:07 AM #132780
  Fantasio2020

  Bonjour Nicolas,

  comment dois-je alors faire pour que les conditions soient remplies pour chaque timeframe:

  1. Position acheteuse
     1. Que le prix soit au dessus de mes quatre moyennes dans “l’UT 15″ et que la condition du RSI soit remplie également dans cette UT
     2. Que le prix soit au dessus de mes quatre moyennes dans “l’UT 5″ et que la condition du RSI soit remplie également dans cette UT
     3. Que je prix soit au dessus de mes quatre moyennes dans “l’UT 1″ et que la condition du RSI soit remplie également dans cette UT et que le prix soit au dessus du pivot dans cette UT
  2. Idem pour le vente
     1. Que le prix soit sous mes quatre moyennes dans “l’UT 15″ et que la condition du RSI soit remplie également dans cette UT
     2. Que le prix soit sous  mes quatre moyennes dans “l’UT 5″ et que la condition du RSI soit remplie également dans cette UT
     3. Que je prix soit sous  mes quatre moyennes dans “l’UT 1″ et que la condition du RSI soit remplie également dans cette UT et que le prix soit sous le pivot dans cette UT

  Comme la position du pivot est la même peut importe l’UT c’est pas un problème.

  j’ai essayé plusieurs écritures du code  mais je n’arrive pas à remplir les condition dans chaque UT je ne trouve pas la solution….j’ai également essayé ci-dessous qui me donne de meilleurs résultat mais sans remplir les conditions de chacune des UT .

  //Position acheteuse //declare the strategy on the 15 minutes timeframe timeframe(15 minute) BuyConditionA = (Close > MMA100 and Close > MMA300 and Close > MMA600 and Close > MMA1000) //declare the strategy on the 5 minutes timeframe timeframe(5 minute) BuyConditionB = (Close > MMA100 and Close > MMA300 and Close > MMA600 and Close > MMA1000) //declare the strategy on the 1 minutes Default timeframe(1 minute) BuyConditionC = (Close > Pivot and Close > MMA100 and Close > MMA300 and Close > MMA600 and Close > MMA1000 and (MyRSI < 38.2)) if (buyconditionA and buyconditionB and buyconditionC) and not daysForbiddenEntry then buy 0.2 share at market endif //Position Vendeuse //declare the strategy on the 15 minutes timeframe timeframe(15 minute) SellConditionA = (Close < MMA100 and Close < MMA300 and Close < MMA600 and Close < MMA1000) //declare the strategy on the 5 minutes timeframe timeframe(5 minute) SellConditionB = (Close < MMA100 and Close < MMA300 and Close < MMA600 and Close < MMA1000) //declare the strategy on the 1 minutes Default timeframe(1 minute) SellConditionC = (Close < Pivot and Close < MMA100 and Close < MMA300 and Close < MMA600 and Close < MMA1000 and (MyRSI > 61.8)) if (SellConditionA and SellConditionB and SellConditionC) and not daysForbiddenEntry then sellshort 0.2 share at market endif

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  //Position acheteuse //declare the strategy on the 15 minutes timeframe timeframe(15 minute) BuyConditionA = (Close > MMA100 and Close > MMA300 and Close > MMA600 and Close > MMA1000)   //declare the strategy on the 5 minutes timeframe timeframe(5 minute) BuyConditionB = (Close > MMA100 and Close > MMA300 and Close > MMA600 and Close > MMA1000)   //declare the strategy on the 1 minutes Default timeframe(1 minute) BuyConditionC = (Close > Pivot and Close > MMA100 and Close > MMA300 and Close > MMA600 and Close > MMA1000 and (MyRSI < 38.2)) if (buyconditionA and buyconditionB and buyconditionC) and not daysForbiddenEntry then buy 0.2 share at market endif   //Position Vendeuse //declare the strategy on the 15 minutes timeframe timeframe(15 minute) SellConditionA = (Close < MMA100 and Close < MMA300 and Close < MMA600 and Close < MMA1000)   //declare the strategy on the 5 minutes timeframe timeframe(5 minute) SellConditionB = (Close < MMA100 and Close < MMA300 and Close < MMA600 and Close < MMA1000)   //declare the strategy on the 1 minutes Default timeframe(1 minute) SellConditionC = (Close < Pivot and Close < MMA100 and Close < MMA300 and Close < MMA600 and Close < MMA1000 and (MyRSI > 61.8)) if (SellConditionA and SellConditionB and SellConditionC) and not daysForbiddenEntry then sellshort 0.2 share at market endif

  ou encore ceci:

  //Position acheteuse //declare the strategy on the 15 minutes timeframe timeframe(15 minute) Time15aa = Close > MMA100 Time15ab = Close > MMA300 Time15ac = Close > MMA600 Time15ad = Close > MMA1000 Time15ae = MyRSI < 38.2 buyconditionAA = (Time15aa and Time15ab and Time15ac and Time15ad and Time15ae) //declare the strategy on the 5 minutes timeframe timeframe(5 minute) Time5aa = Close > MMA100 Time5ab = Close > MMA300 Time5ac = Close > MMA600 Time5ad = Close > MMA1000 Time5ae = MyRSI < 38.2 buyconditionAB = (Time5aa and Time5ab and Time5ac and Time5ad and Time5ae) //declare the strategy on the 1 minutes Default timeframe(1 minute, Default) Time1aa = Close > Pivot Time1ab = Close > MMA100 Time1ac = Close > MMA300 Time1ad = Close > MMA600 Time1ae = Close > MMA1000 Time1af = MyRSI < 38.2 buyconditionAC = (Time1aa and Time1ab and Time1ac and Time1ad and Time1ae and Time1af) if (buyconditionAA and buyconditionAB and buyconditionAC) and not daysForbiddenEntry then buy 0.2 share at market endif //Position Vendeuse //declare the strategy on the 15 minutes timeframe timeframe(15 minute) Time15va = Close < MMA100 Time15vb = Close < MMA300 Time15vc = Close < MMA600 Time15vd = Close < MMA1000 Time15ve = MyRSI > 61.8 sellconditionVA = (Time15va and Time15vb and Time15vc and Time15vd and Time15ve) //declare the strategy on the 5 minutes timeframe timeframe(5 minute) Time5va = Close < MMA100 Time5vb = Close < MMA300 Time5vc = Close < MMA600 Time5vd = Close < MMA1000 Time5ve = MyRSI > 61.8 sellconditionVB = (Time5va and Time5vb and Time5vc and Time5vd and Time5ve) //declare the strategy on the 1 minutes Default timeframe(1 minute, Default) Time1va = Close < Pivot Time1vb = Close < MMA100 Time1vc = Close < MMA300 Time1vd = Close < MMA600 Time1ve = Close < MMA1000 Time1vf = MyRSI > 61.8 sellconditionVC = (Time1va and Time1vb and Time1vc and Time1vd and Time1ve and Time1vf) if (sellconditionVA and sellconditionVB and sellconditionVC) and not daysForbiddenEntry then sellshort 0.2 share at market endif

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  //Position acheteuse //declare the strategy on the 15 minutes timeframe timeframe(15 minute) Time15aa = Close > MMA100 Time15ab = Close > MMA300 Time15ac = Close > MMA600 Time15ad = Close > MMA1000 Time15ae = MyRSI < 38.2 buyconditionAA = (Time15aa and Time15ab and Time15ac and Time15ad and Time15ae)   //declare the strategy on the 5 minutes timeframe timeframe(5 minute) Time5aa = Close > MMA100 Time5ab = Close > MMA300 Time5ac = Close > MMA600 Time5ad = Close > MMA1000 Time5ae = MyRSI < 38.2 buyconditionAB = (Time5aa and Time5ab and Time5ac and Time5ad and Time5ae)   //declare the strategy on the 1 minutes Default timeframe(1 minute, Default) Time1aa = Close > Pivot Time1ab = Close > MMA100 Time1ac = Close > MMA300 Time1ad = Close > MMA600 Time1ae = Close > MMA1000 Time1af = MyRSI < 38.2 buyconditionAC = (Time1aa and Time1ab and Time1ac and Time1ad and Time1ae and Time1af) if (buyconditionAA and buyconditionAB and buyconditionAC) and not daysForbiddenEntry then buy 0.2 share at market endif   //Position Vendeuse //declare the strategy on the 15 minutes timeframe timeframe(15 minute) Time15va = Close < MMA100 Time15vb = Close < MMA300 Time15vc = Close < MMA600 Time15vd = Close < MMA1000 Time15ve = MyRSI > 61.8 sellconditionVA = (Time15va and Time15vb and Time15vc and Time15vd and Time15ve)   //declare the strategy on the 5 minutes timeframe timeframe(5 minute) Time5va = Close < MMA100 Time5vb = Close < MMA300 Time5vc = Close < MMA600 Time5vd = Close < MMA1000 Time5ve = MyRSI > 61.8 sellconditionVB = (Time5va and Time5vb and Time5vc and Time5vd and Time5ve)   //declare the strategy on the 1 minutes Default timeframe(1 minute, Default) Time1va = Close < Pivot Time1vb = Close < MMA100 Time1vc = Close < MMA300 Time1vd = Close < MMA600 Time1ve = Close < MMA1000 Time1vf = MyRSI > 61.8 sellconditionVC = (Time1va and Time1vb and Time1vc and Time1vd and Time1ve and Time1vf) if (sellconditionVA and sellconditionVB and sellconditionVC) and not daysForbiddenEntry then sellshort 0.2 share at market endif

  et dans chaque cas, pas moyen d’obtenir que les conditions soient remplies pour chaque UT…

  Un peu d’aide sur la bonne syntaxe serait la bienvenue. MERCI DE TON AIDE 

  Slts

  

  Fantasio2020

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  05/22/2020 at 10:44 AM #132789
  Nicolas

  Pour chaque indicateur, il suffit de créer une variable (avec un nom différent) dans chaque UT, puisque ce sont des valeurs différentes calculés avec des données différentes.

  On est bien d’accord, une MM 100 périodes en 1-minute, ce n’est pas une MM 100 périodes en 5-minutes et c’est pourtant ce que tu as fait en ne la calculant qu’une seule fois dans un seul TF (le plus petit, donc le M1 en l’occurrence).

  

  Nicolas

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  05/22/2020 at 10:50 AM #132792
  Fantasio2020

  as tu un exemple, que je comprenne bien?

  

  Fantasio2020

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  05/22/2020 at 1:45 PM #132817
  Fantasio2020

  //Position acheteuse //declare the strategy on the 15 minutes timeframe timeframe(15 minute) BuyConditionA = (Close > MMA100) and (Close > MMA300) and (Close > MMA600) if BuyConditionA then xA = BuyConditionA endif //declare the strategy on the 5 minutes timeframe timeframe(5 minute) BuyConditionB = (Close > MMA100) and (Close > MMA300) and (Close > MMA600) if BuyConditionB then yA = BuyConditionB endif //declare the strategy on the 1 minutes Default timeframe(1 minute) BuyConditionC = (Close > MMA100) and (Close > MMA300) and (Close > MMA600) if BuyConditionC then zA = BuyConditionC if (xA and yA and zA) and (Close > Pivot) and (MyRSI < 38.2) and not daysForbiddenEntry then buy n share at market endif endif //Position Vendeuse //declare the strategy on the 15 minutes timeframe timeframe(15 minute) SellConditionA = (Close < MMA100) and (Close < MMA300) and (Close < MMA600) if SellConditionA Then xV = SellConditionA Endif //declare the strategy on the 5 minutes timeframe timeframe(5 minute) SellConditionB = (Close < MMA100) and (Close < MMA300) and (Close < MMA600) if SellConditionB Then yV = SellConditionB Endif //declare the strategy on the 1 minutes Default timeframe(1 minute) SellConditionC = (Close < Pivot) and (Close < MMA100) and (Close < MMA300) and (Close < MMA600)and (MyRSI > 61.8) if SellConditionC Then zV = SellConditionC if (xV and yV and zV) and not daysForbiddenEntry then sellshort n share at market endif endif

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  //Position acheteuse //declare the strategy on the 15 minutes timeframe timeframe(15 minute) BuyConditionA = (Close > MMA100) and (Close > MMA300) and (Close > MMA600) if BuyConditionA then xA = BuyConditionA endif   //declare the strategy on the 5 minutes timeframe timeframe(5 minute) BuyConditionB = (Close > MMA100) and (Close > MMA300) and (Close > MMA600) if BuyConditionB then yA = BuyConditionB endif   //declare the strategy on the 1 minutes Default timeframe(1 minute) BuyConditionC = (Close > MMA100) and (Close > MMA300) and (Close > MMA600) if BuyConditionC then zA = BuyConditionC if (xA and yA and zA) and (Close > Pivot) and (MyRSI < 38.2) and not daysForbiddenEntry then buy n share at market endif endif   //Position Vendeuse //declare the strategy on the 15 minutes timeframe timeframe(15 minute) SellConditionA = (Close < MMA100) and (Close < MMA300) and (Close < MMA600) if SellConditionA Then xV = SellConditionA Endif   //declare the strategy on the 5 minutes timeframe timeframe(5 minute) SellConditionB = (Close < MMA100) and (Close < MMA300) and (Close < MMA600) if SellConditionB Then yV = SellConditionB Endif   //declare the strategy on the 1 minutes Default timeframe(1 minute) SellConditionC = (Close < Pivot) and (Close < MMA100) and (Close < MMA300) and (Close < MMA600)and (MyRSI > 61.8) if SellConditionC Then zV = SellConditionC if (xV and yV and zV) and not daysForbiddenEntry then sellshort n share at market endif endif

  Comme ceci?

  

  Fantasio2020

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  05/22/2020 at 2:06 PM #132822
  Nicolas

  Non pas du tout. A aucun moment tu indiques à la plateforme de calculer une MM100 dans chaque UT.

  Exemple pour le TF 15-minutes, tu dois faire la même chose dans chaque UT :

  // Définition des paramètres du code DEFPARAM CumulateOrders = False // Cumul des positions désactivé //DEFPARAM FLATBEFORE = 091500 //DEFPARAM FLATAFTER = 154500 daysForbiddenEntry = OpenDayOfWeek = 6 OR OpenDayOfWeek = 0 Pivot = (DHigh(1) + DLow(1) + DClose(1) + DOpen(0))/4 //Position acheteuse //declare the strategy on the 15 minutes timeframe timeframe(15 minute, updateonclose) //Indicateurs de tendance MMA10015 = (ExponentialAverage[100](close)) MMA30015 = (ExponentialAverage[300](close)) MMA60015 = (ExponentialAverage[600](close)) MMA100015 = (ExponentialAverage[1000](close)) //Indicateurs de prise de positions Ind15 = RSI[7](Close) x15 = 0.1 * (Ind15 - 50) y15 = (EXP (2 * x15) - 1) / (EXP (2 * x15) + 1) z15 = 50 * (y15 + 1) Time15aa = Close > MMA10015 Time15ab = Close > MMA30015 Time15ac = Close > MMA60015 Time15ad = Close > MMA100015 Time15ae = z15 < 38.2 buyconditionAA = (Time15aa and Time15ab and Time15ac and Time15ad and Time15ae)

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  // Définition des paramètres du code DEFPARAM CumulateOrders = False // Cumul des positions désactivé //DEFPARAM FLATBEFORE = 091500 //DEFPARAM FLATAFTER = 154500 daysForbiddenEntry = OpenDayOfWeek = 6 OR OpenDayOfWeek = 0   Pivot = (DHigh(1) + DLow(1) + DClose(1) + DOpen(0))/4   //Position acheteuse //declare the strategy on the 15 minutes timeframe timeframe(15 minute, updateonclose) //Indicateurs de tendance MMA10015 = (ExponentialAverage[100](close)) MMA30015 = (ExponentialAverage[300](close)) MMA60015 = (ExponentialAverage[600](close)) MMA100015 = (ExponentialAverage[1000](close)) //Indicateurs de prise de positions Ind15 = RSI[7](Close) x15 = 0.1 * (Ind15 - 50) y15 = (EXP (2 * x15) - 1) / (EXP (2 * x15) + 1) z15 = 50 * (y15 + 1)   Time15aa = Close > MMA10015 Time15ab = Close > MMA30015 Time15ac = Close > MMA60015 Time15ad = Close > MMA100015 Time15ae = z15 < 38.2 buyconditionAA = (Time15aa and Time15ab and Time15ac and Time15ad and Time15ae)

   

  

  Nicolas

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  05/22/2020 at 2:13 PM #132824
  Fantasio2020

  Ok super Merci,

  je vais faire une course et je me remet au code après ….je te reviens dans la soirée. 🙂

  

  Fantasio2020

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