transformer indicateur en strategie automatique

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  • 10/27/2022 at 10:48 AM #203120 quote
    proreal1717
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    Bonjour

     

    j’aimerais transformer cette indicateur de divergences que l’on trouve dans la liste  en strategie automatique  mais tous mes essais on echoué

    avec TP de 10 et SL de 10  et avec une ouverture a 16h et cloture a 21h30

    une ame charitable pourrais m’aider ?

    merci d’avance

    <span class=”crayon-title”>o Lag ZigZag Stochastic</span>

    <table class=”crayon-table”>
    <tbody>
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    </td>
    <td class=”crayon-code”>

    <span class=”crayon-c”>//Zero Lag ZigZag Stochastic</span>
    <span class=”crayon-c”>//Le 23 octobre 2018</span>
    <span class=”crayon-c”>//Matriciel @ http://www.prorealcode.com</span&gt;
    <span class=”crayon-c”>//Sharing ProRealTime knowledge</span>
    <span class=”crayon-c”>//Settings</span>
    Q <span class=”crayon-o”>=</span> <span class=”crayon-cn”>5</span>
    R <span class=”crayon-o”>=</span> <span class=”crayon-cn”>5</span>
    Lookback <span class=”crayon-o”>=</span> <span class=”crayon-cn”>120</span>
    Periode <span class=”crayon-o”>=</span> <span class=”crayon-cn”>20</span>
    PeriodeZZ <span class=”crayon-o”>=</span> <span class=”crayon-cn”>0.02</span>
    <span class=”crayon-c”>//Zero Lag ZigZag Stochastic</span>
    ZZH <span class=”crayon-o”>=</span> <span class=”crayon-r”>ZigZag</span><span class=”crayon-o”>[</span>PeriodeZZ<span class=”crayon-o”>]</span>(<span class=”crayon-st”>HIGH</span>)
    ZZL <span class=”crayon-o”>=</span> <span class=”crayon-r”>ZigZag</span><span class=”crayon-o”>[</span>PeriodeZZ<span class=”crayon-o”>]</span>(<span class=”crayon-st”>LOW</span>)
    plusHaut <span class=”crayon-o”>=</span> <span class=”crayon-r”>HIGHEST</span><span class=”crayon-o”>[</span>Periode<span class=”crayon-o”>]</span>(ZZH)
    plusBas <span class=”crayon-o”>=</span> <span class=”crayon-r”>LOWEST</span><span class=”crayon-o”>[</span>Periode<span class=”crayon-o”>]</span>(ZZL)
    A <span class=”crayon-o”>=</span> (<span class=”crayon-st”>CLOSE</span> <span class=”crayon-o”>-</span> plusBas) <span class=”crayon-o”>/</span> (plusHaut <span class=”crayon-o”>-</span> plusBas) <span class=”crayon-o”>*</span> <span class=”crayon-cn”>100</span>
    B <span class=”crayon-o”>=</span> <span class=”crayon-r”>AVERAGE</span><span class=”crayon-o”>[</span>Q<span class=”crayon-o”>]</span>(A)
    ligneK <span class=”crayon-o”>=</span> <span class=”crayon-r”>AVERAGE</span><span class=”crayon-o”>[</span>Q<span class=”crayon-o”>]</span>(B)
    Difference <span class=”crayon-o”>=</span> (A <span class=”crayon-o”>-</span> ligneK)
    C <span class=”crayon-o”>=</span> (B <span class=”crayon-o”>+</span> Difference)
    ZeroLagSto <span class=”crayon-o”>=</span> <span class=”crayon-r”>AVERAGE</span><span class=”crayon-o”>[</span><span class=”crayon-cn”>5</span><span class=”crayon-o”>]</span>(C)
    ligneD <span class=”crayon-o”>=</span> <span class=”crayon-r”>AVERAGE</span><span class=”crayon-o”>[</span>R<span class=”crayon-o”>]</span>(ZeroLagSto)
    <span class=”crayon-c”>///divergence baissière</span>
    <span class=”crayon-st”>IF</span> (ZeroLagSto<span class=”crayon-o”>[</span><span class=”crayon-cn”>1</span><span class=”crayon-o”>]</span><span class=”crayon-o”>></span>ZeroLagSto <span class=”crayon-st”>AND</span> ZeroLagSto<span class=”crayon-o”>[</span><span class=”crayon-cn”>1</span><span class=”crayon-o”>]</span><span class=”crayon-o”>></span>ZeroLagSto<span class=”crayon-o”>[</span><span class=”crayon-cn”>2</span><span class=”crayon-o”>]</span>) <span class=”crayon-st”>THEN</span>
    ext<span class=”crayon-c”>remum2=ZeroLagSto[1]</span>
    ext<span class=”crayon-c”>remum1=highest[Lookback](ZeroLagSto)</span>
    preciomax2<span class=”crayon-o”>=</span><span class=”crayon-st”>close</span><span class=”crayon-o”>[</span><span class=”crayon-cn”>1</span><span class=”crayon-o”>]</span>
    preciomax<span class=”crayon-o”>=</span><span class=”crayon-r”>Highest</span><span class=”crayon-o”>[</span>Lookback<span class=”crayon-o”>]</span>(<span class=”crayon-st”>close</span>)
    <span class=”crayon-st”>IF</span>(ext<span class=”crayon-c”>remum2<extremum1 AND preciomax2>preciomax[1]) THEN</span>
    <span class=”crayon-h”>  </span><span class=”crayon-st”>for</span> i<span class=”crayon-o”>=</span><span class=”crayon-cn”>1</span> <span class=”crayon-st”>to</span> Lookback
    <span class=”crayon-h”>   </span><span class=”crayon-st”>if</span> ZeroLagSto<span class=”crayon-o”>[</span>i<span class=”crayon-o”>]</span><span class=”crayon-o”>=</span>ext<span class=”crayon-c”>remum1 then</span>
    <span class=”crayon-h”>    </span>zz<span class=”crayon-o”>=</span>i
    <span class=”crayon-h”>    </span><span class=”crayon-r”>drawsegment</span> (<span class=”crayon-st”>barindex</span><span class=”crayon-o”>[</span><span class=”crayon-cn”>1</span><span class=”crayon-o”>]</span>, ZeroLagSto<span class=”crayon-o”>[</span><span class=”crayon-cn”>1</span><span class=”crayon-o”>]</span>, <span class=”crayon-st”>barindex</span><span class=”crayon-o”>[</span>zz<span class=”crayon-o”>]</span>, ZeroLagSto<span class=”crayon-o”>[</span>zz<span class=”crayon-o”>]</span>) <span class=”crayon-st”>coloured</span>(<span class=”crayon-cn”>200</span>,<span class=”crayon-cn”>0</span>,<span class=”crayon-cn”>0</span>)
    <span class=”crayon-h”>   </span><span class=”crayon-st”>ENDIF</span>
    <span class=”crayon-h”>  </span><span class=”crayon-st”>next</span>
    <span class=”crayon-st”>ENDIF</span>
    <span class=”crayon-st”>ENDIF</span>
    <span class=”crayon-c”>///divergence haussière</span>
    <span class=”crayon-st”>IF</span> (ZeroLagSto<span class=”crayon-o”>[</span><span class=”crayon-cn”>1</span><span class=”crayon-o”>]</span><span class=”crayon-o”><</span>ZeroLagSto <span class=”crayon-st”>AND</span> ZeroLagSto<span class=”crayon-o”>[</span><span class=”crayon-cn”>1</span><span class=”crayon-o”>]</span><span class=”crayon-o”><</span>ZeroLagSto<span class=”crayon-o”>[</span><span class=”crayon-cn”>2</span><span class=”crayon-o”>]</span>) <span class=”crayon-st”>THEN</span>
    ext<span class=”crayon-c”>remum22=ZeroLagSto[1]</span>
    ext<span class=”crayon-c”>remum11=lowest[Lookback](ZeroLagSto)</span>
    preciomin2<span class=”crayon-o”>=</span><span class=”crayon-st”>close</span><span class=”crayon-o”>[</span><span class=”crayon-cn”>1</span><span class=”crayon-o”>]</span>
    preciomin<span class=”crayon-o”>=</span><span class=”crayon-r”>lowest</span><span class=”crayon-o”>[</span>Lookback<span class=”crayon-o”>]</span>(<span class=”crayon-st”>close</span>)
    <span class=”crayon-st”>IF</span>(ext<span class=”crayon-c”>remum22>extremum11 AND preciomin2<preciomin[1]) THEN</span>
    <span class=”crayon-h”>  </span><span class=”crayon-st”>for</span> i2<span class=”crayon-o”>=</span><span class=”crayon-cn”>1</span> <span class=”crayon-st”>to</span> Lookback
    <span class=”crayon-h”>   </span><span class=”crayon-st”>if</span> ZeroLagSto<span class=”crayon-o”>[</span>i2<span class=”crayon-o”>]</span><span class=”crayon-o”>=</span>ext<span class=”crayon-c”>remum11[1] then</span>
    <span class=”crayon-h”>    </span>zz2<span class=”crayon-o”>=</span>i2
    <span class=”crayon-h”>    </span><span class=”crayon-r”>drawsegment</span>(<span class=”crayon-st”>barindex</span><span class=”crayon-o”>[</span><span class=”crayon-cn”>1</span><span class=”crayon-o”>]</span>, ZeroLagSto<span class=”crayon-o”>[</span><span class=”crayon-cn”>1</span><span class=”crayon-o”>]</span>, <span class=”crayon-st”>barindex</span><span class=”crayon-o”>[</span>zz2<span class=”crayon-o”>]</span>, ZeroLagSto<span class=”crayon-o”>[</span>zz2<span class=”crayon-o”>]</span>) <span class=”crayon-st”>coloured</span>(<span class=”crayon-cn”>0</span>,<span class=”crayon-cn”>200</span>,<span class=”crayon-cn”>0</span>)
    <span class=”crayon-h”>   </span><span class=”crayon-st”>ENDIF</span>
    <span class=”crayon-h”>  </span><span class=”crayon-st”>next</span>
    <span class=”crayon-st”>ENDIF</span>
    <span class=”crayon-st”>ENDIF</span>
    <span class=”crayon-st”>RETURN</span> ZeroLagSto <span class=”crayon-st”>coloured</span>(<span class=”crayon-cn”>0</span>,<span class=”crayon-cn”>0</span>,<span class=”crayon-cn”>200</span>) <span class=”crayon-st”>style</span>(<span class=”crayon-r”>line</span>,<span class=”crayon-cn”>1</span>) <span class=”crayon-st”>AS</span> <span class=”crayon-s”>”ZeroLagSto”</span>, ligneD <span class=”crayon-st”>coloured</span>(<span class=”crayon-cn”>0</span>,<span class=”crayon-cn”>0</span>,<span class=”crayon-cn”>200</span>) <span class=”crayon-st”>style</span>(<span class=”crayon-r”>dottedline</span>,<span class=”crayon-cn”>1</span>) <span class=”crayon-st”>AS</span> <span class=”crayon-s”>”ligneD”</span>, <span class=”crayon-cn”>50</span> <span class=”crayon-st”>style</span>(<span class=”crayon-r”>dottedline</span>,<span class=”crayon-cn”>1</span>) <span class=”crayon-st”>AS</span> <span class=”crayon-s”>”Middle”</span>

    </td>
    </tr>
    </tbody>
    </table>

    10/27/2022 at 10:50 AM #203121 quote
    proreal1717
    Participant
    New

    CI JOINT LE FICHIER POUR L INDICATEUR : ZeroLag-ZigZag-Stochastic.itf

    ZeroLag-ZigZag-Stochastic.itf ZeroLag-ZigZag-Stochastic-1.itf
    10/27/2022 at 6:21 PM #203128 quote
    JC_Bywan
    Moderator
    Master

    Bonsoir, c’est un code d’indicateur qui contient l’instruction zigzag, non compatible avec proorder

    Zig-Zag trader strategy

    10/28/2022 at 5:16 PM #203166 quote
    proreal1717
    Participant
    New

    c’est pour ça

     

    merci

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transformer indicateur en strategie automatique


ProOrder : Trading Automatique & Backtests

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Topic Details
Forum: ProOrder : Trading Automatique & Backtests
Language: French
Started: 10/27/2022
Status: Active
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