Stratégie TDI TMS

• 01/21/2020 at 4:28 PM #117413
  jeanguy

  https://www.prorealcode.com/prorealtime-trading-strategies/heiken-ashi-tmstdi-strategy/

  Je cherche à travailler cette stratégie et à confectionner l’indicateur correspondant (pour du manuel)

  Indicateur = 1 Ctime = time >= 080000 and time <=200000 //TDI indicator //parameters : lengthrsi=13 lengthrsipl=2 lengthtradesl=7 //overbought and oversold values of the TDI indicator upperzone = 68 lowerzone = 32 //heiken ashi xClose = (Open+High+Low+Close)/4 if(barindex>2) then xOpen = (xOpen[1] + xClose[1])/2 xHigh = Max(xOpen, xClose) xLow = Min(xOpen, xClose) endif //indicators r = rsi[lengthrsi](close) mab = average[lengthrsipl](r) mbb = average[lengthtradesl](r) yellowMA = average[5](TypicalPrice) yellowMAshifted = yellowMA[2] //SIGNAL D'ACHAT ca1 = mab crosses over mbb ca2 = mab<50 ca3 = xHigh>yellowMAshifted IF ctime and ca1 and ca2 and ca3 THEN drawarrowup(barindex,low-10*pointsize)coloured(0,255,0) ENDIF //Conditions de SORTIE ACHAT csa1 = mab crosses under mbb csa2 = mab<upperzone csa3 = mab>50 csa4 = xlow>yellowMAshifted IF csa1 and csa2 and csa3 and csa4 then drawarrowdown(barindex,high+10*pointsize)coloured(0,0,0) endif //SIGNAL DE VENTE cv1 = mab crosses under mbb cv2 = mab>50 cv3 = xLow<yellowMAshifted IF ctime and cv1 and cv2 and cv3 THEN drawarrowdown(barindex,high+10*pointsize)coloured(255,0,0) ENDIF //Conditions de SORTIE VENTE csv1 = mab crosses over mbb csv2 = mab>lowerzone csv3 = mab<50 csv4 = xhigh>yellowMAshifted IF csv1 and csv2 and csv3 and csv4 then drawarrowup(barindex,low-10*pointsize)coloured(0,0,255) endif RETURN indicateur

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  Indicateur = 1   Ctime = time >= 080000 and time <=200000   //TDI indicator //parameters : lengthrsi=13 lengthrsipl=2 lengthtradesl=7 //overbought and oversold values of the TDI indicator upperzone = 68 lowerzone = 32 //heiken ashi xClose = (Open+High+Low+Close)/4 if(barindex>2) then xOpen = (xOpen[1] + xClose[1])/2 xHigh = Max(xOpen, xClose) xLow = Min(xOpen, xClose) endif //indicators r = rsi[lengthrsi](close) mab = average[lengthrsipl](r) mbb = average[lengthtradesl](r) yellowMA = average[5](TypicalPrice) yellowMAshifted = yellowMA[2]   //SIGNAL D'ACHAT ca1 = mab crosses over mbb ca2 = mab<50 ca3 = xHigh>yellowMAshifted   IF ctime and ca1 and ca2 and ca3 THEN drawarrowup(barindex,low-10*pointsize)coloured(0,255,0) ENDIF   //Conditions de SORTIE ACHAT csa1 = mab crosses under mbb csa2 = mab<upperzone csa3 = mab>50 csa4 = xlow>yellowMAshifted IF csa1 and csa2 and csa3 and csa4 then drawarrowdown(barindex,high+10*pointsize)coloured(0,0,0) endif   //SIGNAL DE VENTE cv1 = mab crosses under  mbb cv2 = mab>50 cv3 = xLow<yellowMAshifted   IF ctime and cv1 and cv2 and cv3 THEN drawarrowdown(barindex,high+10*pointsize)coloured(255,0,0) ENDIF   //Conditions de SORTIE VENTE csv1 = mab crosses over mbb csv2 = mab>lowerzone csv3 = mab<50 csv4 = xhigh>yellowMAshifted IF csv1 and csv2 and csv3 and csv4 then drawarrowup(barindex,low-10*pointsize)coloured(0,0,255) endif   RETURN indicateur

  Comment faire pour qu’un SIGNAL D’ACHAT soit systématiquement suivi d’un signal de SORTIE D’ACHAT (et vice versa) ?

  Par ailleurs, si certain d’entre vous utilise cette stratégie je serai content d’avoir vos retours : Comment vous l’utilisez ? Combien d’UT utilisez vous ? Lesquelles ? Personnellement je ne comprend pas la dernière condition d’achat (A quoi sert cette condition)

  Merci de vos réponses

   

  

  jeanguy

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  01/21/2020 at 5:56 PM #117422
  Nicolas

  Quand tu rentres en position ACHAT, tu passes une variable à une valeur 1 par exemple. Tant que tu n’as pas reset cette valeur à 0, alors tu n’autorises uniquement que des sorties achat et vice-versa pour les ventes. C’est qu’une question d’autorisation ou non pour marquer les flèches.

  

  Nicolas

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  01/24/2020 at 9:08 AM #117657
  jeanguy

  Indicateur = 1 Ctime = time >= 080000 and time <=200000 //TDI indicator //parameters : lengthrsi=13 lengthrsipl=2 lengthtradesl=7 //overbought and oversold values of the TDI indicator upperzone = 68 lowerzone = 32 //heiken ashi xClose = (Open+High+Low+Close)/4 if(barindex>2) then xOpen = (xOpen[1] + xClose[1])/2 xHigh = Max(xOpen, xClose) xLow = Min(xOpen, xClose) endif //indicators r = rsi[lengthrsi](close) mab = average[lengthrsipl](r) mbb = average[lengthtradesl](r) yellowMA = average[5](TypicalPrice) yellowMAshifted = yellowMA[2] //SIGNAL D'ACHAT ca1 = mab crosses over mbb ca2 = mab<50 ca3 = xHigh>yellowMAshifted IF ctime and ca1 and ca2 and ca3 THEN drawarrowup(barindex,low-10*pointsize)coloured(0,255,0) <strong>X = 1</strong> ENDIF //Conditions de SORTIE ACHAT csa1 = mab crosses under mbb csa2 = mab<upperzone csa3 = mab>50 csa4 = xlow>yellowMAshifted <strong>IF X=1</strong> and csa1 and csa2 and csa3 and csa4 then drawarrowdown(barindex,high+10*pointsize)coloured(0,0,0) endif //SIGNAL DE VENTE cv1 = mab crosses under mbb cv2 = mab>50 cv3 = xLow<yellowMAshifted IF ctime and cv1 and cv2 and cv3 THEN drawarrowdown(barindex,high+10*pointsize)coloured(255,0,0) <strong>Y = 1</strong> ENDIF //Conditions de SORTIE VENTE csv1 = mab crosses over mbb csv2 = mab>lowerzone csv3 = mab<50 csv4 = xhigh>yellowMAshifted IF csv1 and csv2 and csv3 and csv4 then drawarrowup(barindex,low-10*pointsize)coloured(0,0,255) endif RETURN indicateur

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  Indicateur = 1   Ctime = time >= 080000 and time <=200000   //TDI indicator //parameters : lengthrsi=13 lengthrsipl=2 lengthtradesl=7 //overbought and oversold values of the TDI indicator upperzone = 68 lowerzone = 32 //heiken ashi xClose = (Open+High+Low+Close)/4 if(barindex>2) then xOpen = (xOpen[1] + xClose[1])/2 xHigh = Max(xOpen, xClose) xLow = Min(xOpen, xClose) endif //indicators r = rsi[lengthrsi](close) mab = average[lengthrsipl](r) mbb = average[lengthtradesl](r) yellowMA = average[5](TypicalPrice) yellowMAshifted = yellowMA[2]   //SIGNAL D'ACHAT ca1 = mab crosses over mbb ca2 = mab<50 ca3 = xHigh>yellowMAshifted   IF ctime and ca1 and ca2 and ca3 THEN drawarrowup(barindex,low-10*pointsize)coloured(0,255,0) <strong>X = 1</strong> ENDIF   //Conditions de SORTIE ACHAT csa1 = mab crosses under mbb csa2 = mab<upperzone csa3 = mab>50 csa4 = xlow>yellowMAshifted <strong>IF X=1</strong> and csa1 and csa2 and csa3 and csa4 then drawarrowdown(barindex,high+10*pointsize)coloured(0,0,0) endif   //SIGNAL DE VENTE cv1 = mab crosses under  mbb cv2 = mab>50 cv3 = xLow<yellowMAshifted   IF ctime and cv1 and cv2 and cv3 THEN drawarrowdown(barindex,high+10*pointsize)coloured(255,0,0) <strong>Y = 1</strong> ENDIF   //Conditions de SORTIE VENTE csv1 = mab crosses over mbb csv2 = mab>lowerzone csv3 = mab<50 csv4 = xhigh>yellowMAshifted IF csv1 and csv2 and csv3 and csv4 then drawarrowup(barindex,low-10*pointsize)coloured(0,0,255) endif   RETURN indicateur

  Voici ce que j’ai fait mais cela ne fonctionne pas. Je ne comprends pas. Ou puis-je trouver mon erreur ?

  

  jeanguy

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  01/26/2020 at 6:46 PM #117937
  flo34

  https://www.prorealcode.com/topic/code-une-question/

  https://www.prorealcode.com/topic/creation-signal/

  Je suis désolé, j’ai bien lu les topics ci-dessus se rapportant à la question d’autorisation des signaux mais je ne comprends pas mon erreur (Il me semble avoir correctement reset les variables pourtant !)

  = 0 Ctime = time >= 080000 and time <=200000 //indicateurs MyRSI = rsi[13](close) mab2 = average[2](MyRSI) mbb7 = average[7](MyRSI) yellowMA = average[5](TypicalPrice) yellowMAshifted = yellowMA[2] //Zone de surachat et survente upperzone = 68 lowerzone = 32 //heiken ashi xClose = (Open+High+Low+Close)/4 if(barindex>2) then xOpen = (xOpen[1] + xClose[1])/2 xHigh = Max(xOpen, xClose) xLow = Min(xOpen, xClose) endif //SIGNAL D'ACHAT ca1 = mab2 crosses over mbb7 ca2 = mab2<50 ca3 = xHigh>yellowMAshifted IF (ctime and X=0) and ca1 and ca2 and ca3 THEN X = 1 drawarrowup(barindex,low-10*pointsize)coloured(0,255,0)//VERT ENDIF //Conditions de SORTIE ACHAT csa1 = mab2 crosses under mbb7 csa2 = mab2<upperzone csa3 = mab2>50 csa4 = xlow>yellowMAshifted IF X=1 and csa1 and csa2 and csa3 and csa4 then X = 0//Reset drawarrowdown(barindex,high+10*pointsize)coloured(0,0,255)//BLEU endif //SIGNAL DE VENTE cv1 = mab2 crosses under mbb7 cv2 = mab2>50 cv3 = xLow<yellowMAshifted IF (ctime and X=0) and cv1 and cv2 and cv3 THEN X = 2 drawarrowdown(barindex,high+10*pointsize)coloured(255,0,0)//ROUGE ENDIF //Conditions de SORTIE VENTE csv1 = mab2 crosses over mbb7 csv2 = mab2>lowerzone csv3 = mab2<50 csv4 = xhigh>yellowMAshifted IF X=2 and csv1 and csv2 and csv3 and csv4 then X=0//Reset drawarrowup(barindex,low-10*pointsize)coloured(0,0,0)//NOIR endif RETURN

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  = 0   Ctime = time >= 080000 and time <=200000   //indicateurs MyRSI = rsi[13](close) mab2 = average[2](MyRSI) mbb7 = average[7](MyRSI) yellowMA = average[5](TypicalPrice) yellowMAshifted = yellowMA[2] //Zone de surachat et survente upperzone = 68 lowerzone = 32 //heiken ashi xClose = (Open+High+Low+Close)/4 if(barindex>2) then xOpen = (xOpen[1] + xClose[1])/2 xHigh = Max(xOpen, xClose) xLow = Min(xOpen, xClose) endif //SIGNAL D'ACHAT ca1 = mab2 crosses over mbb7 ca2 = mab2<50 ca3 = xHigh>yellowMAshifted   IF (ctime and X=0) and ca1 and ca2 and ca3 THEN X = 1 drawarrowup(barindex,low-10*pointsize)coloured(0,255,0)//VERT ENDIF   //Conditions de SORTIE ACHAT csa1 = mab2 crosses under mbb7 csa2 = mab2<upperzone csa3 = mab2>50 csa4 = xlow>yellowMAshifted IF X=1 and csa1 and csa2 and csa3 and csa4 then X = 0//Reset drawarrowdown(barindex,high+10*pointsize)coloured(0,0,255)//BLEU endif   //SIGNAL DE VENTE cv1 = mab2 crosses under  mbb7 cv2 = mab2>50 cv3 = xLow<yellowMAshifted   IF (ctime and X=0) and cv1 and cv2 and cv3 THEN X = 2 drawarrowdown(barindex,high+10*pointsize)coloured(255,0,0)//ROUGE ENDIF   //Conditions de SORTIE VENTE csv1 = mab2 crosses over mbb7 csv2 = mab2>lowerzone csv3 = mab2<50 csv4 = xhigh>yellowMAshifted IF X=2 and csv1 and csv2 and csv3 and csv4 then X=0//Reset drawarrowup(barindex,low-10*pointsize)coloured(0,0,0)//NOIR endif   RETURN

  Merci de votre aide

  

  flo34

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  01/26/2020 at 6:47 PM #117938
  flo34

  Il manque le X en 1ere ligne mais il s’agit d’une erreur de recopie… ce dernier est bien présent et cela ne fonctionne pas.

  

  flo34

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  01/27/2020 at 11:09 AM #118001
  Nicolas

  Il faut justement supprimer cette première ligne “x=0”, sinon à chaque clôture de bougie, on reset le fait qu’on est déjà dans un signal qui attend d’être fermé et ça met le bazar ! 🙂 Si tu enlèves cette ligne, tu  verras que tout fonctionne correctement, une flèche blanche ferme une position de vente flèche rouge et une flèche bleue ferme une position d’achat flèche verte.

  

  Nicolas

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  01/27/2020 at 2:38 PM #118039
  jeanguy

  Je te remercie Nicolas ! Et j’en profite pour te dire que les vidéos de formations sont supers… c’est difficile de tout comprendre au premier passage mais c’est vraiment sympa Bravo !

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  Nicolas

  

  jeanguy

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