Bonjour, voici en 3 minutes sur eur/usd pour 1 contrat et spread à 0.6.
Je voudrais éviter que le Trade soit trop long , je voudrais paramétrer la notion de nombre de bougies (ex 45) qu’il coupe le Trade pourriez vous m’aider afin de voir si le résultat s’améliore.
// Définition des paramètres du code
DEFPARAM CumulateOrders = False // Cumul des positions désactivé
// Définition des paramètres du code
// Empêche le système de placer des ordres pour entrer sur le marché ou augmenter la taille d'une position avant l'heure spécifiée
noEntryBeforeTime = 143500
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 = 235900
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 en vente à découvert
indicator1 = SenkouSpanB[9,26,52]
c1 = (close CROSSES UNDER indicator1)
indicator2 = SenkouSpanA[9,26,52]
c2 = (close CROSSES UNDER indicator2)
indicator3 = ExponentialAverage[300](close)
c3 = (close > indicator3)
IF (c1 AND c2 and c3 ) AND timeEnterBefore AND timeEnterAfter AND not daysForbiddenEntry and tally < maxTrades THEN
sellshort 1 CONTRACT AT MArket
endif
//---------------------------------------------------------------------------------------------------------------
once maxTrades = 5 //maxNumberDailyTrades
once tally = 0
if intradayBarIndex = 0 then
tally = 0
endif
newTrades = (onMarket and not onMarket[1]) or ((not onMarket and not onMarket[1]) and (strategyProfit <> strategyProfit[1])) or (longOnMarket and ShortOnMarket[1]) or (longOnMarket[1] and shortOnMarket) or ((tradeIndex(1) = tradeIndex(2)) and (barIndex = tradeIndex(1)) and (barIndex > 0) and (strategyProfit = strategyProfit[1]))
if newTrades then
tally = tally +1
endif
//------------------------------------------------------------------------------------------------------------------------
//---------------------------------------------------------------------------------------------------------------
//Max-Orders per Day
once maxOrdersL = 1 //long
once maxOrdersS = 1 //short
if intradayBarIndex = 0 then //reset orders count
ordersCountL = 0
ordersCountS = 0
endif
if longTriggered then //check if an order has opened in the current bar
ordersCountL = ordersCountL + 1
endif
if shortTriggered then //check if an order has opened in the current bar
ordersCountS = ordersCountS + 1
endif
//------------------------------------------------------------------------------------------------------------------------
// Stops et objectifs
set stop %loss 0.58
set target %profit 0.195
IF Not OnMarket THEN
//
// when NOT OnMarket reset values to default values
//
TrailStart = 2.45 //30 Start trailing profits from this 1.74
BasePerCent = 0.000 //20.0% Profit percentage to keep when setting BerakEven
StepSize = 1 //10 Pip chunks to increase Percentage
PerCentInc = 0.000 //10.0% PerCent increment after each StepSize chunk
BarNumber = 10 //10 Add further % so that trades don't keep running too long
BarPerCent = 0.235 //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 = 9 * 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
Je ne suis pas assez calé en code de mon côté pour cela. En revanche, je pourrai dans quelques temps poster les résultats du test en 10s. Aurai tu un autre système 2 minutes à partager hors eur USD ? Je ferai des essais sur des ut plus courtes…merci
De même, j’aimerai tester le robot de Marleynicolas eur/usd 2 min en version long. Mais malgré mes tentatives de convertir le code shot en long, je n’y arrive pas. Qui saurait rapidement le convertir ? Merci aux bonnes âmes codeuses 🙂
Hello Nicolas (Marley),
as-tu d’autres systèmes à partager sur du 2 ou 3 minutes ? Merci !
J’ai testé eur usd 2 minutes sur UT 10 secondes. Il faut en effet se concentrer sur peu de trades en début de journée. Les trades perdants arrivent pour le moment un peu plus tard dans la journée…
Bonjour,
quels paramètres as tu changé pour ut10sec?
j’ai un nadasq 5 minutes que j’ai déja partagé.
Après ils sont à modifier pour éviter les grosses pertent si quelqu’un pouvait travailler dessus ça m’aiderai beaucoup.
Merci @Marlaynicolas pour ce partage ^^
Voilà ce que j’obtiens perso sur 200 KU ;