stratégie eur/usd 2 min

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  • #199358 quote
    Marlaynicolas
    Participant
    New

    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
    Meta Signals Pro thanked this post
    #199378 quote
    winnie37
    Participant
    Veteran

    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

    #199464 quote
    winnie37
    Participant
    Veteran

    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 🙂

    #199554 quote
    winnie37
    Participant
    Veteran

    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…

    #199715 quote
    Marlaynicolas
    Participant
    New

    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.

    #219587 quote
    Meta Signals Pro
    Participant
    Veteran

    Merci @Marlaynicolas pour ce partage ^^

    Voilà ce que j’obtiens perso sur 200 KU ;

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stratégie eur/usd 2 min


ProOrder : Trading Automatique & Backtests

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This topic contains 20 replies,
has 4 voices, and was last updated by Meta Signals Pro
2 years, 5 months ago.

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Forum: ProOrder : Trading Automatique & Backtests
Language: French
Started: 07/13/2022
Status: Active
Attachments: 7 files
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