Bonjour,
je construit une stratégie en MTF sur PRT demo IG mais j’ai un soucis, en backtest la stratégie est totalement respecter mais sur les marchés en temps réel le MTF n’est pas respecter…
Les UT 15mn et 5mn ne sont pas pris en compte du coup le Bot place des ordres alors que les conditions ne sont pas respecter.
je ne trouve pas pourquoi…
Merci pour votre aide.
Le code lier ci-dessous :
timeframe(15mn,updateonclose)
timeq = 0
if hausse then
timeQ = 1
endif
if baisse then
timeQ = -1
endif
timeframe(5mn,updateonclose)
timef = 0
if hausse then
timeF = 1
endif
if baisse then
timeF = -1
endif
timeframe(1mn,default)
////////////////////////////////////////////////////////////////////
indicator1 = CALL "ICHIMOKU SIGNALS 2 histo"[25, 10]
c1 = (indicator1 >= 1)
if (c1 and hausse and timeq = 1 and timef =1)or( c1 and hausse and timef = 1 ) then
ichi = 1
endif
indicator2 = CALL "ICHIMOKU SIGNALS 2 histo"[25, 10]
c2 = (indicator2 <= -1)
if (c2 and baisse and timeq = -1 and timef = -1)or( c1 and baisse and timef = -1 ) then
ichi = -1
endif
if not longonmarket and ichi = 1 then
buy 1 contracts at Market
endif
Sauf erreur de ma part, les variables “hausse” et “baisse” ne sont jamais renseignés dans la stratégie, et elles sont pourtant testées à de multiples reprises ?
Les deux variables sont renseigner mais je ne l’es ai pas inclut dans le bout de code. Tout marche bien mais sauf le MTF qui fonctionne en backtest mais pas en trading en temps réel.
Merci d’inclure l’ensemble du code la prochaine fois, c’est difficile de donner des réponses précises dans les bonnes informations, tu en conviendras.
Par ailleurs, qu’est ce qui ne fonctionne pas ? Je ne peux pas reproduire, je ne possède pas le code inclut dans ton CALL.
// HEIHEN HASHI////////////////////////////////////////////////////
//HAturn = 0
IF BarIndex = 0 THEN
XClose = TotalPrice
XOpen = (Open + Close) / 2
ELSE
XClose = TotalPrice
XOpen = (XOpen[1] + Xclose[1]) / 2
ENDIF
// ICHIMOKU/////////////////////////////////////////////////////
Tenkan = (highest[9](high)+lowest[9](low))/2
Kijun = (highest[26](high)+lowest[26](low))/2
SSpanA = (tenkan[26]+kijun[26])/2
SSpanB = (highest[52](high[26])+lowest[52](low[26]))/2
////////////////////////////////////////////////////////////////////////
hausse = (SSpanA > SSpanB and xclose >= kijun and xclose > SSpanA and xclose > tenkan and xclose > SSpanA and close > SSpanB and kijun > SSpanA ) or (SSpanA < SSpanB and xclose >= kijun and xclose > tenkan and open > SSpanA and close > SSpanB and tenkan > SSpanA and kijun > SSpanA)
baisse = (SSpanA < SSpanB and xclose <= kijun and xclose < SSpanA and xclose < tenkan and xclose < SSpanA and close < SSpanB and kijun < SSPanA ) or (SSpanA > SSpanB and xclose <= kijun and xclose < tenkan and open < SSpanA and close < SSpanB and tenkan < SSpanA and kijun < SSpanA )
res = 0
ichi = 0
//tradeHA = 0
////////////////////////////////////////////////////////////////////////////////////////////////////
// ICHIMOKU TREND
if hausse then
res = 1
r = 0
g = 128
a = 75
endif
if baisse then
res = -1
r = 128
g = 0
a = 75
endif
if res = 1 then
//tradeST = 1
BACKGROUNDCOLOR(r,g,0,a)
endif
if res = -1 then
//tradeST = -1
BACKGROUNDCOLOR(r,g,0,a)
endif
if res = 0 then
r = 0
g = 0
a = 0
BACKGROUNDCOLOR(r,g,0,a)
endif
Le code de l’indicateur appeler dans le bot.
Le code du bot entier, je l’ai fait pour le Dax en priorité.
// Définition des paramètres du code
DEFPARAM CumulateOrders = true// Cumul des positions désactivé
// Annule tous les ordres en attente et ferme toutes les positions à 0:00, puis empêche toute création d'ordre avant l'heure "FLATBEFORE".
DEFPARAM FLATBEFORE = 090000
// Annule tous les ordres en attente et ferme toutes les positions à l'heure "FLATAFTER"
DEFPARAM FLATAFTER = 183000
timeframe(1mn,default)
///////FRACTALS/////////////////////////////////////
Ncandles = 5
// Nombres de bougies de chaque côté de la bougie extrême
Nside = (Ncandles - 1) / 2
// Définition de la fractale supérieure
IF high[Nside] >= highest[Ncandles](high) THEN
//Fup = high[Nside]
ENDIF
// Définition de la fractale inférieure
IF low[Nside] <= lowest[Ncandles](low) THEN
//Fdown = low[Nside]
ENDIF
// HEIHEN HASHI////////////////////////////////////////////////////
//HAturn = 0
IF BarIndex = 0 THEN
XClose = TotalPrice
XOpen = (Open + Close) / 2
ELSE
XClose = TotalPrice
XOpen = (XOpen[1] + Xclose[1]) / 2
ENDIF
// ICHIMOKU/////////////////////////////////////////////////////
Tenkan = (highest[9](high)+lowest[9](low))/2
Kijun = (highest[26](high)+lowest[26](low))/2
SSpanA = (tenkan[26]+kijun[26])/2
SSpanB = (highest[52](high[26])+lowest[52](low[26]))/2
/////////////////GANN NIFTY ////////////////////////////////////////
long = (sqrt(Dlow(1))+0.166) * (sqrt(Dlow(1))+0.166)
short = (sqrt(Dhigh(1))-0.167) * (sqrt(Dhigh(1))-0.167)
Res1 = (sqrt(Dlow(1))+0.25) * (sqrt(Dlow(1))+0.25)
Res1B = (sqrt(Dlow(1))+0.375) * (sqrt(Dlow(1))+0.35)
Res2 = (sqrt(Dlow(1))+0.5) * (sqrt(Dlow(1))+0.5)
Res3 = (sqrt(Dlow(1))+1) * (sqrt(Dlow(1))+1)
res4 = (sqrt(Dlow(1))+0.625) * (sqrt(Dlow(1))+625)
res5 = (sqrt(Dlow(1))+0.75) * (sqrt(Dlow(1))+0.75)
res6= (sqrt(Dlow(1))+0.875) * (sqrt(Dlow(1))+0.875)
Sup1 = (sqrt(Dhigh(1))-0.25) * (sqrt(Dhigh(1))-0.25)
Sup1B = (sqrt(Dhigh(1))-0.375) * (sqrt(Dhigh(1))-0.375)
Sup2 = (sqrt(Dhigh(1))-0.5) * (sqrt(Dhigh(1))-0.5)
Sup3 = (sqrt(Dhigh(1))-1) * (sqrt(Dhigh(1))-1)
sup4 = (sqrt(Dlow(1))-0.625) * (sqrt(Dlow(1))-625)
sup5 = (sqrt(Dlow(1))-0.75) * (sqrt(Dlow(1))-0.75)
sup6= (sqrt(Dlow(1))-0.875) * (sqrt(Dlow(1))-0.875)
//////////////////////////////////////////////////////////////
////////////////////////////////////////////////////////////////////////
// VAIRABLES
hausse = (SSpanA > SSpanB and xclose >= kijun and xclose > SSpanA and xclose > tenkan and xclose > SSpanA and close > SSpanB and kijun > SSpanA ) or (SSpanA < SSpanB and xclose >= kijun and xclose > tenkan and open > SSpanA and close > SSpanB and tenkan > SSpanA and kijun > SSpanA)
baisse = (SSpanA < SSpanB and xclose <= kijun and xclose < SSpanA and xclose < tenkan and xclose < SSpanA and close < SSpanB and kijun < SSPanA ) or (SSpanA > SSpanB and xclose <= kijun and xclose < tenkan and open < SSpanA and close < SSpanB and tenkan < SSpanA and kijun < SSpanA )
ichi = 0
//HAtrade = 0
//res = 0
// CONDITIONS
timeframe(15mn,updateonclose)
timeq = 0
if hausse then
timeQ = 1
endif
if baisse then
timeQ = -1
endif
timeframe(5mn,updateonclose)
timef = 0
if hausse then
timeF = 1
endif
if baisse then
timeF = -1
endif
///////////////////////////////////////////////////////////////////////////////
timeframe(1mn,default)
indicator1 = CALL "ICHIMOKU SIGNALS 2 histo"[25, 10]
c1 = (indicator1 >= 1)
if (c1 and hausse and timeq = 1 and timef =1)or( c1 and hausse and timef = 1 ) then
ichi = 1
endif
indicator2 = CALL "ICHIMOKU SIGNALS 2 histo"[25, 10]
c2 = (indicator2 <= -1)
if (c2 and baisse and timeq = -1 and timef = -1)or( c1 and baisse and timef = -1 ) then
ichi = -1
endif
//////////////////////VOLUME //////////////////////////////////////
EM = ExponentialAverage[14](Volume)
VL = Volume
AVL = (VL > EM)
//c2 = em crosses under VL
////////////////////////////////////////////////////////////////////////
// Conditions pour ouvrir une position acheteuse
IF NOT LongOnMarket AND ichi = 1 and AVL THEN
BUY 1 CONTRACTS AT MARKET
//set target profit tp
set stop %loss 1
ENDIF
//
// Conditions pour fermer une position acheteuse
//if longonmarket and close crosses under kijun then
//sell at market
//endif
//
// Conditions pour ouvrir une position en vente à découvert
IF NOT ShortOnMarket AND ichi = -1 and AVL THEN
SELLSHORT 1 contracts AT MARKET
//set target profit 10
set stop %loss 1
ENDIF
// Conditions pour fermer une position en vente à découvert
if shortonmarket and close crosses over SHORT or close crosses under SHORT then // GANN NIFTY AUTO
exitshort at market
endif
if shortonmarket and close crosses over long or close crosses under long then
exitshort at market
endif
if shortonmarket and close crosses over res1 or close crosses under res1 then
exitshort at market
endif
if shortonmarket and close crosses over res1B or close crosses under res1B then
exitshort at market
endif
if shortonmarket and close crosses over res2 or close crosses under res2 then
exitshort at market
endif
if shortonmarket and close crosses over res3 or close crosses under res3 then
exitshort at market
endif
if shortonmarket and close crosses over res4 or close crosses under res4 then
exitshort at market
endif
if shortonmarket and close crosses over res5 or close crosses under res5 then
exitshort at market
endif
if shortonmarket and close crosses over res6 or close crosses under res6 then
exitshort at market
endif
if shortonmarket and close crosses over sup1 or close crosses under sup1 then
exitshort at market
endif
if shortonmarket and close crosses over sup1B or close crosses under sup1B then
exitshort at market
endif
if shortonmarket and close crosses over sup2 or close crosses under sup2 then
exitshort at market
endif
if shortonmarket and close crosses over sup3 or close crosses under sup3 then
exitshort at market
endif
if shortonmarket and close crosses over sup4 or close crosses under sup4 then
exitshort at market
endif
if shortonmarket and close crosses over sup5 or close crosses under sup5 then
exitshort at market
endif
if shortonmarket and close crosses over sup6 or close crosses under sup6 then
exitshort at market
endif
if longonmarket and close crosses over SHORT or close crosses under SHORT then // GANN NIFTY AUTO
sell at market
endif
if longonmarket and close crosses over long or close crosses under long then
sell at market
endif
if longonmarket and close crosses over res1 or close crosses under res1 then
sell at market
endif
if longonmarket and close crosses over res1B or close crosses under res1B then
sell at market
endif
if longonmarket and close crosses over res2 or close crosses under res2 then
sell at market
endif
if longonmarket and close crosses over res3 or close crosses under res3 then
sell at market
endif
if longonmarket and close crosses over res4 or close crosses under res4 then
sell at market
endif
if longonmarket and close crosses over res5 or close crosses under res5 then
sell at market
endif
if longonmarket and close crosses over res6 or close crosses under res6 then
sell at market
endif
if longonmarket and close crosses over sup1 or close crosses under sup1 then
sell at market
endif
if longonmarket and close crosses over sup1B or close crosses under sup1B then
sell at market
endif
if longonmarket and close crosses over sup2 or close crosses under sup2 then
sell at market
endif
if longonmarket and close crosses over sup3 or close crosses under sup3 then
sell at market
endif
if longonmarket and close crosses over sup4 or close crosses under sup4 then
sell at market
endif
if longonmarket and close crosses over sup5 or close crosses under sup5 then
sell at market
endif
if longonmarket and close crosses over sup6 or close crosses under sup6 then
sell at market
endif
// Stops et objectifs : entrez vos stops et vos objectifs ici
// FRACTALS ///////////////////////////////////////////////////////////////
//trailing stop function
trailingstart = 1 //trailing will start @trailinstart points profit
trailingstep = 1 //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
J’ai scindé le sujet pour en créer un nouveau dédié à ton problème. Je vais tâcher de comprendre, je te répondrai ici.
Pourrais-tu m’indiquer par une copie d’écran comparative pourquoi tu penses qu’un ordre n’est pas à sa place stp ? et avec une explication détaillée vis à vis de la stratégie. Je comprendrai nettement plus vite, merci 🙂
Les deux trades sur le screen ont été fait par le bot en temps réel sauf qu’il n’aurait jamais du exister car sur l’UT 5mn la variable hausse n’est pas égale à 1 . Le bot sauf erreur de ma part doit placer un ordre au marché uniquement si hausse = 1 ou baisses = -1 sur UT5mn et UT1ln minimum. Sur le screen on peut voir que sur le backtest les trade ne sont pas fait. j’espère avoir été assez précis. 🙂
J’ai remarquer que le code de l’indicateur ichimoku histo n’est pas complet. Voila le code complet :
// HEIHEN HASHI////////////////////////////////////////////////////
//HAturn = 0
IF BarIndex = 0 THEN
XClose = TotalPrice
XOpen = (Open + Close) / 2
ELSE
XClose = TotalPrice
XOpen = (XOpen[1] + Xclose[1]) / 2
ENDIF
// ICHIMOKU/////////////////////////////////////////////////////
Tenkan = (highest[9](high)+lowest[9](low))/2
Kijun = (highest[26](high)+lowest[26](low))/2
SSpanA = (tenkan[26]+kijun[26])/2
SSpanB = (highest[52](high[26])+lowest[52](low[26]))/2
////////////////////////////////////////////////////////////////////////
hausse = (SSpanA > SSpanB and xclose >= kijun and xclose > SSpanA and xclose > tenkan and xclose > SSpanA and close > SSpanB and kijun > SSpanA ) or (SSpanA < SSpanB and xclose >= kijun and xclose > tenkan and open > SSpanA and close > SSpanB and tenkan > SSpanA and kijun > SSpanA)
baisse = (SSpanA < SSpanB and xclose <= kijun and xclose < SSpanA and xclose < tenkan and xclose < SSpanA and close < SSpanB and kijun < SSPanA ) or (SSpanA > SSpanB and xclose <= kijun and xclose < tenkan and open < SSpanA and close < SSpanB and tenkan < SSpanA and kijun < SSpanA )
res = 0
ichi = 0
//tradeHA = 0
////////////////////////////////////////////////////////////////////////////////////////////////////
// ICHIMOKU TREND
if hausse then
res = 1
r = 0
g = 128
a = 75
endif
if baisse then
res = -1
r = 128
g = 0
a = 75
endif
if res = 1 then
//tradeST = 1
BACKGROUNDCOLOR(r,g,0,a)
endif
if res = -1 then
//tradeST = -1
BACKGROUNDCOLOR(r,g,0,a)
endif
if res = 0 then
r = 0
g = 0
a = 0
BACKGROUNDCOLOR(r,g,0,a)
endif
/////////////////////////////////////////////////////////////////////////////////
if ((open < kijun and close > Kijun) or (open < kijun and close > tenkan) or (xclose crosses over Tenkan) or (xclose crosses over SSpanB) or (xclose crosses over SSpanA)) and res = 1 then
ichi = 1
r = 62
g = 160
b = 251
DRAWARROWUP(barindex, low - pips )COLOURED(r,g,b)
endif
if ((open > kijun and close < Kijun) or (open > kijun and close < tenkan) or (xclose crosses under Tenkan) or (xclose crosses under SSpanB) or (xclose crosses under SSpanA) ) and res = -1 then
ichi = -1
r = 255
g = 113
b = 0
DRAWARROWDOWN(barindex, high + pips )COLOURED(r,g,b)
endif
///////////////////////////////////////////////////////////////////////////////////
RETURN ichi coloured(r,g,b) style(HISTOGRAM)
Bonjour,
je relance le sujet, j’aimerai savoir si c’est un problème lier à PRT demo IG ou si j’ai fais une erreur de code ?
