Stratégie MTF avec les bands de Mogalef
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////////////////////////////////////////////////////////////////// //// Madrosat IB Str opt etBMO Ka suite de Sport Gold (E1 Contract) Spread 0.5 ////////////////////////////////////////////////////////////////// DEFPARAM CumulateOrders = False DEFPARAM PreloadBars = 200 ////////////////////////////////////////////////////////////////// //// Opti ////////////////////////////////////////////////////////////////// longtrigger = 9 shorttrigger = 91 maperiod = 100 maPeriod1 = 20 // Moving Average Period 100 maType1 = 2 // Moving Average function stoplossmulti = 5 possize = 1 ////////////////////////////////////////////////////////////////// //// Indicators ////////////////////////////////////////////////////////////////// IBS = (Close - Low) / (High - Low) * 100 ma = average[maperiod](close) ma1 = average[maPeriod1, maType1](customClose) slope1 = ma1 - ma1[1] ////////////////////////////////////////////////////////////////// //// Entry conditions ////////////////////////////////////////////////////////////////// b1 = not longonmarket // only open 1 position b1 = b1 and close < Dhigh(1) // close below yesterday's high b1 = b1 and IBS < longtrigger // Internal bar strength below trigger value b1 = b1 and close > ma // close over moving average b1 = b1 and slope1 > 0 // ma slope is positive s1 = not shortonmarket // only open 1 position s1 = s1 and close > Dlow(1) // close above yesterday's low s1 = s1 and IBS > shorttrigger // Internal bar strength below trigger value s1 = s1 and close < ma // close over moving average s1 = s1 and slope1 < 0 // ma slope is negative ////////////////////////////////////////////////////////////////// //// Exit conditions Short ////////////////////////////////////////////////////////////////// el1 = close > Dhigh(1) // close above yesterday's high es1 = close < Dlow(1) // close below yesterday's low ////////////////////////////////////////////////////////////////// //// Execution ////////////////////////////////////////////////////////////////// ignored, ignored, indicator1 = CALL "Bandes de mogalef" indicator2 = CALL "Moyenne adaptative kama"[3, 3, 8] c1 = (indicator2 < indicator2[1])and (indicator2[1]> indicator2[2]) and (indicator2[2]> indicator2[3]) and (indicator2[3]> indicator2[4]) and (indicator2[4] > indicator2[5]) if b1 and not c1 then buy possize contract at market valeura = indicator1 endif indicator3, ignored, ignored = CALL "Bandes de mogalef" c2 = (indicator2 > indicator2[1])and (indicator2[1]< indicator2[2]) and (indicator2[2]< indicator2[3]) and (indicator2[3]< indicator2[4]) and (indicator2[4] < indicator2[5]) if s1 and not c2 then sellshort possize contract at market valeurb = indicator3 endif el2 = close< valeura if el1 or el2 then sell at market endif es2 = close > valeurb if es1 or es2 then exitshort at market endif Nicolas voici une stratégie avec Bmo ////////////////////////////////////////////////////////////////// //// Stop loss ////////////////////////////////////////////////////////////////// set stop ploss (averagetruerange[14] * stoplossmulti)/pointsize //graph (averagetruerange[14] * stoplossmulti)/pointsize //ignored, ignored, indicator3 = CALL "Bandes de mogalef" //graph valeura //graph valeurb ///indicator1 = CALL "Moyenne adaptative kama"[3, 3, 8] ///c1 = (indicator1 >= close[1])Rebonjour Nicolas
j’ai inséré le code stratégie avec bouton insert et fait une copie d’écran si la stratégie te parait interessante tu peux la publier elle semble bien fonctionner sur EUR USD 1H
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Topic Details
| Forum: | ProOrder : Trading Automatique & Backtests |
| Language: | French |
| Started: | 02/07/2019 |
| Status: | Active |
| Attachments: | 3 files |
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