Système achat/vente 2ème bougie+MACD

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  • 06/23/2017 at 12:47 PM #38895 quote
    Carl
    Participant
    Average

    Ci-dessous une demande qui a été envoyée à ProRealTime :

    Demande pour un systeme en trading auto

    Ouverture à 9h et fermeture à 18h

    CONDITION ACHAT
    à l’ouverture de la 2eme bougie DMI + MACD Haussier

    CONDITION VENTE
    à l’ouverture de la 2eme bougie DMI + MACD Baissier

    STOP à 40 points

    Target à 20 points

     Et une proposition de réponse : 

    DefParam CumulateOrders = False
DefParam FlatBefore = 090000
DefParam FlatAfter = 180000

SD = STD[5](Close)
ASD = Average[10](SD)
dmi = ROUND(14 / (SD/ASD))
m = MACDline[12,26,9](Close)
s = m - MACD[12,26,9](Close)

buySignal = (dmi > dmi[1]) and (m > m[1])
sellSignal = (dmi < dmi[1]) and (m < m[1])

If LongOnMarket and m Crosses Under s then
   Sell At Market
Elsif ShortOnMarket and m Crosses Over s then
   ExitShort At Market
Endif

If buySignal[1] then
   Buy 1 Contract At Market
Elsif sellSignal[1] then
   SellShort 1 Contract At Market
Endif

Set Stop PLoss 40
Set target pprofit 20

     

    Nicolas thanked this post
    06/23/2017 at 1:28 PM #38905 quote
    Nicolas
    Keymaster
    Master

    J’ai ajouté le target à 20 points dans le code pour info.

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Système achat/vente 2ème bougie+MACD


ProOrder: Automated Strategies & Backtesting

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Carl @carl Participant
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This topic contains 1 reply,
has 2 voices, and was last updated by Nicolas
8 years, 8 months ago.

Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 06/23/2017
Status: Active
Attachments: No files
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