Turtle soup snail trading stratégie pour ProRealTime

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04/11/2026 at 4:43 PM #260126 quote

Paul Frédéric
Participant

Junior

a

04/11/2026 at 5:01 PM #260129 quote

robertogozzi
Moderator

Master

Aviez-vous l’intention d’écrire quelque chose ou s’agissait-il d’une erreur ?

04/12/2026 at 2:15 AM #260134 quote

Paul Frédéric
Participant

Junior

Deux secondes please. Snail

04/12/2026 at 2:16 AM #260135 quote

Paul Frédéric
Participant

Junior

TurtlesoupSNAIL

04/12/2026 at 2:17 AM #260136 quote

Paul Frédéric
Participant

Junior

The code

04/12/2026 at 10:19 AM #260138 quote
GraHal
Participant

Master
```
// Turtle Soup Strategy - ProOrder
DEFPARAM CumulateOrders = False


// --- Parameters ---
Lookback = 20        // 20-period range
MinDist = 4          // Previous extreme must be at least 4 bars ago
Offset = 5 * pipsize // Entry buffer above/below extreme


// --- Define 20-period high and low (excluding current bar) ---
Low20 = Lowest[Lookback](low)[1]
High20 = Highest[Lookback](high)[1]


// --- Identify the previous extreme's position ---
BarOfLow = LowestBars[Lookback](low)[1]
BarOfHigh = HighestBars[Lookback](high)[1]


// --- Conditions ---
// Bullish: New low today, but previous 20-period low was > 4 bars ago
BullishSetup = (low < Low20) AND (BarOfLow >= MinDist)
// Bearish: New high today, but previous 20-period high was > 4 bars ago
BearishSetup = (high > High20) AND (BarOfHigh >= MinDist)


// --- Entry Logic (Fade the breakout) ---
IF BullishSetup THEN
    BUY 1 CONTRACT AT Low20 + Offset STOP
ENDIF


IF BearishSetup THEN
    SELLSHORT 1 CONTRACT AT High20 - Offset STOP
ENDIF


// --- Simple Exit (Exit on target or after X bars) ---
SET TARGET pPROFIT 50
SET STOP pLOSS 25
```
robertogozzi thanked this post
04/12/2026 at 10:21 AM #260139 quote
GraHal
Participant

Master
Voici également le document de présélection
```
// Turtle Soup Screener
Lookback = 20
MinDist = 4


// Get 20-period extremes from previous bars
Low20 = Lowest[Lookback](low)[1]
High20 = Highest[Lookback](high)[1]


// Find when those extremes occurred
BarOfLow = LowestBars[Lookback](low)[1]
BarOfHigh = HighestBars[Lookback](high)[1]


// Detect the false breakout (price currently below/above but reversing)
BullishSoup = (low < Low20) AND (close > Low20) AND (BarOfLow >= MinDist)
BearishSoup = (high > High20) AND (close < High20) AND (BarOfHigh >= MinDist)


// Sorting criteria (1 for Buy, -1 for Sell)
IF BullishSoup THEN
    Signal = 1
ELSIF BearishSoup THEN
    Signal = -1
ELSE
    Signal = 0
ENDIF


SCREENER[Signal <> 0] (Signal AS "1=Buy -1=Sell")
```
04/13/2026 at 5:10 PM #260167 quote

Paul Frédéric
Participant

Junior

Turtle Soup 1s — 10 Itérations complètes
Codes PRT prêts à compiler — Option C trailing stop intégrée
Tableau récapitulatif
Vert = R/R ≥ 2.3 | Jaune = R/R ≥ 1.9 | Rouge = R/R < 1.9
#
Profil
Donchian
RSI L/H
Stop
Target
Trail
R/R
1
Scalp agressif
20
32 / 68
0.8
1.5
0.4
1.88
2
Équilibré court
25
30 / 70
1.0
2.0
0.5
2.00
3
Référence v1.0
30
32 / 68
1.2
2.0
0.6
1.67
4
Filtres stricts
30
28 / 72
1.2
2.5
0.6
2.08
5
Momentum moyen
35
30 / 70
1.4
2.5
0.6
1.79
6
Target étendu
35
32 / 68
1.2
3.0
0.7
2.50
7
Swing court
40
30 / 70
1.4
2.8
0.7
2.00
8
Trend-following
40
28 / 72
1.6
3.0
0.8
1.88
9
Intermédiaire
45
30 / 70
1.4
2.5
0.7
1.79
10
Conservateur
50
28 / 72
1.6
3.0
0.8
1.88

Itération 1 — Scalp agressif
Donchian : 20 | RSI : 32/68 | Stop : 0.8× ATR | Target : 1.5× ATR | Trailing : 0.4× ATR | R/R théo. : 1.88
// === TURTLE SOUP 1S – ITERATION 1 : SCALP AGRESSIF ===
// R/R théorique : 1.88 | Donchian:20 RSI:32/68 Stop:0.8 Target:1.5 Trail:0.4
DEFPARAM CumulateOrders = False

// === PARAMÈTRES ===
LookbackDonchian = 20
RSI_Period = 8
ATR_Period = 14
MinVolMult = 1.2
ATR_Stop = 0.8
ATR_Target = 1.5
TrailingRetrace = 0.4
RSI_Long = 32
RSI_Short = 68

// === CALCULS ===
PrevDonchHigh = Highest[LookbackDonchian](High)[1]
PrevDonchLow = Lowest[LookbackDonchian](Low)[1]

MyATR = ATR[ATR_Period](Close)
MyRSI = RSI[RSI_Period](Close)
VolAvg = Average[30](Volume)

EMA5 = ExponentialAverage[5](Close)
EMA20 = ExponentialAverage[20](Close)

StopDist = MyATR * ATR_Stop
TargetDist = MyATR * ATR_Target

// === CONDITIONS ===
CondLong1 = Close < PrevDonchLow AND MyRSI < RSI_Long
CondLong2 = Volume > VolAvg * MinVolMult AND EMA5 > EMA20[3]
CondLong = CondLong1 AND CondLong2

CondShort1 = Close > PrevDonchHigh AND MyRSI > RSI_Short
CondShort2 = Volume > VolAvg * MinVolMult AND EMA5 < EMA20[3]
CondShort = CondShort1 AND CondShort2

// === ENTRÉES ===
IF CondLong AND NOT LongOnMarket THEN
BUY 1 CONTRACT AT MARKET
ENDIF

IF CondShort AND NOT ShortOnMarket THEN
SELLSHORT 1 CONTRACT AT MARKET
ENDIF

// === SORTIES LONG (Trailing Option C) ===
IF LongOnMarket THEN
ProfitL = Close – PositionAveragePrice
MaxProfitL = MAX(ProfitL, MaxProfitL[1])

IF ProfitL >= TargetDist THEN
SELL AT MARKET
ELSIF MaxProfitL >= MyATR AND ProfitL < MaxProfitL – MyATR * TrailingRetrace THEN
SELL AT MARKET
ENDIF

SET STOP LOSS StopDist
ENDIF

// === SORTIES SHORT (Trailing Option C) ===
IF ShortOnMarket THEN
ProfitS = PositionAveragePrice – Close
MaxProfitS = MAX(ProfitS, MaxProfitS[1])

IF ProfitS >= TargetDist THEN
EXITSHORT AT MARKET
ELSIF MaxProfitS >= MyATR AND ProfitS < MaxProfitS – MyATR * TrailingRetrace THEN
EXITSHORT AT MARKET
ENDIF

SET STOP LOSS StopDist
ENDIF

Itération 2 — Équilibré court
Donchian : 25 | RSI : 30/70 | Stop : 1.0× ATR | Target : 2.0× ATR | Trailing : 0.5× ATR | R/R théo. : 2.00
// === TURTLE SOUP 1S – ITERATION 2 : ÉQUILIBRÉ COURT ===
// R/R théorique : 2.00 | Donchian:25 RSI:30/70 Stop:1 Target:2 Trail:0.5
DEFPARAM CumulateOrders = False

// === PARAMÈTRES ===
LookbackDonchian = 25
RSI_Period = 8
ATR_Period = 14
MinVolMult = 1.2
ATR_Stop = 1.0
ATR_Target = 2.0
TrailingRetrace = 0.5
RSI_Long = 30
RSI_Short = 70

// === CALCULS ===
PrevDonchHigh = Highest[LookbackDonchian](High)[1]
PrevDonchLow = Lowest[LookbackDonchian](Low)[1]

MyATR = ATR[ATR_Period](Close)
MyRSI = RSI[RSI_Period](Close)
VolAvg = Average[30](Volume)

EMA5 = ExponentialAverage[5](Close)
EMA20 = ExponentialAverage[20](Close)

StopDist = MyATR * ATR_Stop
TargetDist = MyATR * ATR_Target

// === CONDITIONS ===
CondLong1 = Close < PrevDonchLow AND MyRSI < RSI_Long
CondLong2 = Volume > VolAvg * MinVolMult AND EMA5 > EMA20[3]
CondLong = CondLong1 AND CondLong2

CondShort1 = Close > PrevDonchHigh AND MyRSI > RSI_Short
CondShort2 = Volume > VolAvg * MinVolMult AND EMA5 < EMA20[3]
CondShort = CondShort1 AND CondShort2

// === ENTRÉES ===
IF CondLong AND NOT LongOnMarket THEN
BUY 1 CONTRACT AT MARKET
ENDIF

IF CondShort AND NOT ShortOnMarket THEN
SELLSHORT 1 CONTRACT AT MARKET
ENDIF

// === SORTIES LONG (Trailing Option C) ===
IF LongOnMarket THEN
ProfitL = Close – PositionAveragePrice
MaxProfitL = MAX(ProfitL, MaxProfitL[1])

IF ProfitL >= TargetDist THEN
SELL AT MARKET
ELSIF MaxProfitL >= MyATR AND ProfitL < MaxProfitL – MyATR * TrailingRetrace THEN
SELL AT MARKET
ENDIF

SET STOP LOSS StopDist
ENDIF

// === SORTIES SHORT (Trailing Option C) ===
IF ShortOnMarket THEN
ProfitS = PositionAveragePrice – Close
MaxProfitS = MAX(ProfitS, MaxProfitS[1])

IF ProfitS >= TargetDist THEN
EXITSHORT AT MARKET
ELSIF MaxProfitS >= MyATR AND ProfitS < MaxProfitS – MyATR * TrailingRetrace THEN
EXITSHORT AT MARKET
ENDIF

SET STOP LOSS StopDist
ENDIF

Itération 3 — Référence v1.0
Donchian : 30 | RSI : 32/68 | Stop : 1.2× ATR | Target : 2.0× ATR | Trailing : 0.6× ATR | R/R théo. : 1.67
// === TURTLE SOUP 1S – ITERATION 3 : RÉFÉRENCE V1.0 ===
// R/R théorique : 1.67 | Donchian:30 RSI:32/68 Stop:1.2 Target:2 Trail:0.6
DEFPARAM CumulateOrders = False

// === PARAMÈTRES ===
LookbackDonchian = 30
RSI_Period = 8
ATR_Period = 14
MinVolMult = 1.2
ATR_Stop = 1.2
ATR_Target = 2.0
TrailingRetrace = 0.6
RSI_Long = 32
RSI_Short = 68

// === CALCULS ===
PrevDonchHigh = Highest[LookbackDonchian](High)[1]
PrevDonchLow = Lowest[LookbackDonchian](Low)[1]

MyATR = ATR[ATR_Period](Close)
MyRSI = RSI[RSI_Period](Close)
VolAvg = Average[30](Volume)

EMA5 = ExponentialAverage[5](Close)
EMA20 = ExponentialAverage[20](Close)

StopDist = MyATR * ATR_Stop
TargetDist = MyATR * ATR_Target

// === CONDITIONS ===
CondLong1 = Close < PrevDonchLow AND MyRSI < RSI_Long
CondLong2 = Volume > VolAvg * MinVolMult AND EMA5 > EMA20[3]
CondLong = CondLong1 AND CondLong2

CondShort1 = Close > PrevDonchHigh AND MyRSI > RSI_Short
CondShort2 = Volume > VolAvg * MinVolMult AND EMA5 < EMA20[3]
CondShort = CondShort1 AND CondShort2

// === ENTRÉES ===
IF CondLong AND NOT LongOnMarket THEN
BUY 1 CONTRACT AT MARKET
ENDIF

IF CondShort AND NOT ShortOnMarket THEN
SELLSHORT 1 CONTRACT AT MARKET
ENDIF

// === SORTIES LONG (Trailing Option C) ===
IF LongOnMarket THEN
ProfitL = Close – PositionAveragePrice
MaxProfitL = MAX(ProfitL, MaxProfitL[1])

IF ProfitL >= TargetDist THEN
SELL AT MARKET
ELSIF MaxProfitL >= MyATR AND ProfitL < MaxProfitL – MyATR * TrailingRetrace THEN
SELL AT MARKET
ENDIF

SET STOP LOSS StopDist
ENDIF

// === SORTIES SHORT (Trailing Option C) ===
IF ShortOnMarket THEN
ProfitS = PositionAveragePrice – Close
MaxProfitS = MAX(ProfitS, MaxProfitS[1])

IF ProfitS >= TargetDist THEN
EXITSHORT AT MARKET
ELSIF MaxProfitS >= MyATR AND ProfitS < MaxProfitS – MyATR * TrailingRetrace THEN
EXITSHORT AT MARKET
ENDIF

SET STOP LOSS StopDist
ENDIF

Itération 4 — Filtres stricts
Donchian : 30 | RSI : 28/72 | Stop : 1.2× ATR | Target : 2.5× ATR | Trailing : 0.6× ATR | R/R théo. : 2.08
// === TURTLE SOUP 1S – ITERATION 4 : FILTRES STRICTS ===
// R/R théorique : 2.08 | Donchian:30 RSI:28/72 Stop:1.2 Target:2.5 Trail:0.6
DEFPARAM CumulateOrders = False

// === PARAMÈTRES ===
LookbackDonchian = 30
RSI_Period = 8
ATR_Period = 14
MinVolMult = 1.2
ATR_Stop = 1.2
ATR_Target = 2.5
TrailingRetrace = 0.6
RSI_Long = 28
RSI_Short = 72

// === CALCULS ===
PrevDonchHigh = Highest[LookbackDonchian](High)[1]
PrevDonchLow = Lowest[LookbackDonchian](Low)[1]

MyATR = ATR[ATR_Period](Close)
MyRSI = RSI[RSI_Period](Close)
VolAvg = Average[30](Volume)

EMA5 = ExponentialAverage[5](Close)
EMA20 = ExponentialAverage[20](Close)

StopDist = MyATR * ATR_Stop
TargetDist = MyATR * ATR_Target

// === CONDITIONS ===
CondLong1 = Close < PrevDonchLow AND MyRSI < RSI_Long
CondLong2 = Volume > VolAvg * MinVolMult AND EMA5 > EMA20[3]
CondLong = CondLong1 AND CondLong2

CondShort1 = Close > PrevDonchHigh AND MyRSI > RSI_Short
CondShort2 = Volume > VolAvg * MinVolMult AND EMA5 < EMA20[3]
CondShort = CondShort1 AND CondShort2

// === ENTRÉES ===
IF CondLong AND NOT LongOnMarket THEN
BUY 1 CONTRACT AT MARKET
ENDIF

IF CondShort AND NOT ShortOnMarket THEN
SELLSHORT 1 CONTRACT AT MARKET
ENDIF

// === SORTIES LONG (Trailing Option C) ===
IF LongOnMarket THEN
ProfitL = Close – PositionAveragePrice
MaxProfitL = MAX(ProfitL, MaxProfitL[1])

IF ProfitL >= TargetDist THEN
SELL AT MARKET
ELSIF MaxProfitL >= MyATR AND ProfitL < MaxProfitL – MyATR * TrailingRetrace THEN
SELL AT MARKET
ENDIF

SET STOP LOSS StopDist
ENDIF

// === SORTIES SHORT (Trailing Option C) ===
IF ShortOnMarket THEN
ProfitS = PositionAveragePrice – Close
MaxProfitS = MAX(ProfitS, MaxProfitS[1])

IF ProfitS >= TargetDist THEN
EXITSHORT AT MARKET
ELSIF MaxProfitS >= MyATR AND ProfitS < MaxProfitS – MyATR * TrailingRetrace THEN
EXITSHORT AT MARKET
ENDIF

SET STOP LOSS StopDist
ENDIF

Itération 5 — Momentum moyen
Donchian : 35 | RSI : 30/70 | Stop : 1.4× ATR | Target : 2.5× ATR | Trailing : 0.6× ATR | R/R théo. : 1.79
// === TURTLE SOUP 1S – ITERATION 5 : MOMENTUM MOYEN ===
// R/R théorique : 1.79 | Donchian:35 RSI:30/70 Stop:1.4 Target:2.5 Trail:0.6
DEFPARAM CumulateOrders = False

// === PARAMÈTRES ===
LookbackDonchian = 35
RSI_Period = 8
ATR_Period = 14
MinVolMult = 1.2
ATR_Stop = 1.4
ATR_Target = 2.5
TrailingRetrace = 0.6
RSI_Long = 30
RSI_Short = 70

// === CALCULS ===
PrevDonchHigh = Highest[LookbackDonchian](High)[1]
PrevDonchLow = Lowest[LookbackDonchian](Low)[1]

MyATR = ATR[ATR_Period](Close)
MyRSI = RSI[RSI_Period](Close)
VolAvg = Average[30](Volume)

EMA5 = ExponentialAverage[5](Close)
EMA20 = ExponentialAverage[20](Close)

StopDist = MyATR * ATR_Stop
TargetDist = MyATR * ATR_Target

// === CONDITIONS ===
CondLong1 = Close < PrevDonchLow AND MyRSI < RSI_Long
CondLong2 = Volume > VolAvg * MinVolMult AND EMA5 > EMA20[3]
CondLong = CondLong1 AND CondLong2

CondShort1 = Close > PrevDonchHigh AND MyRSI > RSI_Short
CondShort2 = Volume > VolAvg * MinVolMult AND EMA5 < EMA20[3]
CondShort = CondShort1 AND CondShort2

// === ENTRÉES ===
IF CondLong AND NOT LongOnMarket THEN
BUY 1 CONTRACT AT MARKET
ENDIF

IF CondShort AND NOT ShortOnMarket THEN
SELLSHORT 1 CONTRACT AT MARKET
ENDIF

// === SORTIES LONG (Trailing Option C) ===
IF LongOnMarket THEN
ProfitL = Close – PositionAveragePrice
MaxProfitL = MAX(ProfitL, MaxProfitL[1])

IF ProfitL >= TargetDist THEN
SELL AT MARKET
ELSIF MaxProfitL >= MyATR AND ProfitL < MaxProfitL – MyATR * TrailingRetrace THEN
SELL AT MARKET
ENDIF

SET STOP LOSS StopDist
ENDIF

// === SORTIES SHORT (Trailing Option C) ===
IF ShortOnMarket THEN
ProfitS = PositionAveragePrice – Close
MaxProfitS = MAX(ProfitS, MaxProfitS[1])

IF ProfitS >= TargetDist THEN
EXITSHORT AT MARKET
ELSIF MaxProfitS >= MyATR AND ProfitS < MaxProfitS – MyATR * TrailingRetrace THEN
EXITSHORT AT MARKET
ENDIF

SET STOP LOSS StopDist
ENDIF

Itération 6 — Target étendu
Donchian : 35 | RSI : 32/68 | Stop : 1.2× ATR | Target : 3.0× ATR | Trailing : 0.7× ATR | R/R théo. : 2.50
// === TURTLE SOUP 1S – ITERATION 6 : TARGET ÉTENDU ===
// R/R théorique : 2.50 | Donchian:35 RSI:32/68 Stop:1.2 Target:3 Trail:0.7
DEFPARAM CumulateOrders = False

// === PARAMÈTRES ===
LookbackDonchian = 35
RSI_Period = 8
ATR_Period = 14
MinVolMult = 1.2
ATR_Stop = 1.2
ATR_Target = 3.0
TrailingRetrace = 0.7
RSI_Long = 32
RSI_Short = 68

// === CALCULS ===
PrevDonchHigh = Highest[LookbackDonchian](High)[1]
PrevDonchLow = Lowest[LookbackDonchian](Low)[1]

MyATR = ATR[ATR_Period](Close)
MyRSI = RSI[RSI_Period](Close)
VolAvg = Average[30](Volume)

EMA5 = ExponentialAverage[5](Close)
EMA20 = ExponentialAverage[20](Close)

StopDist = MyATR * ATR_Stop
TargetDist = MyATR * ATR_Target

// === CONDITIONS ===
CondLong1 = Close < PrevDonchLow AND MyRSI < RSI_Long
CondLong2 = Volume > VolAvg * MinVolMult AND EMA5 > EMA20[3]
CondLong = CondLong1 AND CondLong2

CondShort1 = Close > PrevDonchHigh AND MyRSI > RSI_Short
CondShort2 = Volume > VolAvg * MinVolMult AND EMA5 < EMA20[3]
CondShort = CondShort1 AND CondShort2

// === ENTRÉES ===
IF CondLong AND NOT LongOnMarket THEN
BUY 1 CONTRACT AT MARKET
ENDIF

IF CondShort AND NOT ShortOnMarket THEN
SELLSHORT 1 CONTRACT AT MARKET
ENDIF

// === SORTIES LONG (Trailing Option C) ===
IF LongOnMarket THEN
ProfitL = Close – PositionAveragePrice
MaxProfitL = MAX(ProfitL, MaxProfitL[1])

IF ProfitL >= TargetDist THEN
SELL AT MARKET
ELSIF MaxProfitL >= MyATR AND ProfitL < MaxProfitL – MyATR * TrailingRetrace THEN
SELL AT MARKET
ENDIF

SET STOP LOSS StopDist
ENDIF

// === SORTIES SHORT (Trailing Option C) ===
IF ShortOnMarket THEN
ProfitS = PositionAveragePrice – Close
MaxProfitS = MAX(ProfitS, MaxProfitS[1])

IF ProfitS >= TargetDist THEN
EXITSHORT AT MARKET
ELSIF MaxProfitS >= MyATR AND ProfitS < MaxProfitS – MyATR * TrailingRetrace THEN
EXITSHORT AT MARKET
ENDIF

SET STOP LOSS StopDist
ENDIF

Itération 7 — Swing court
Donchian : 40 | RSI : 30/70 | Stop : 1.4× ATR | Target : 2.8× ATR | Trailing : 0.7× ATR | R/R théo. : 2.00
// === TURTLE SOUP 1S – ITERATION 7 : SWING COURT ===
// R/R théorique : 2.00 | Donchian:40 RSI:30/70 Stop:1.4 Target:2.8 Trail:0.7
DEFPARAM CumulateOrders = False

// === PARAMÈTRES ===
LookbackDonchian = 40
RSI_Period = 8
ATR_Period = 14
MinVolMult = 1.2
ATR_Stop = 1.4
ATR_Target = 2.8
TrailingRetrace = 0.7
RSI_Long = 30
RSI_Short = 70

// === CALCULS ===
PrevDonchHigh = Highest[LookbackDonchian](High)[1]
PrevDonchLow = Lowest[LookbackDonchian](Low)[1]

MyATR = ATR[ATR_Period](Close)
MyRSI = RSI[RSI_Period](Close)
VolAvg = Average[30](Volume)

EMA5 = ExponentialAverage[5](Close)
EMA20 = ExponentialAverage[20](Close)

StopDist = MyATR * ATR_Stop
TargetDist = MyATR * ATR_Target

// === CONDITIONS ===
CondLong1 = Close < PrevDonchLow AND MyRSI < RSI_Long
CondLong2 = Volume > VolAvg * MinVolMult AND EMA5 > EMA20[3]
CondLong = CondLong1 AND CondLong2

CondShort1 = Close > PrevDonchHigh AND MyRSI > RSI_Short
CondShort2 = Volume > VolAvg * MinVolMult AND EMA5 < EMA20[3]
CondShort = CondShort1 AND CondShort2

// === ENTRÉES ===
IF CondLong AND NOT LongOnMarket THEN
BUY 1 CONTRACT AT MARKET
ENDIF

IF CondShort AND NOT ShortOnMarket THEN
SELLSHORT 1 CONTRACT AT MARKET
ENDIF

// === SORTIES LONG (Trailing Option C) ===
IF LongOnMarket THEN
ProfitL = Close – PositionAveragePrice
MaxProfitL = MAX(ProfitL, MaxProfitL[1])

IF ProfitL >= TargetDist THEN
SELL AT MARKET
ELSIF MaxProfitL >= MyATR AND ProfitL < MaxProfitL – MyATR * TrailingRetrace THEN
SELL AT MARKET
ENDIF

SET STOP LOSS StopDist
ENDIF

// === SORTIES SHORT (Trailing Option C) ===
IF ShortOnMarket THEN
ProfitS = PositionAveragePrice – Close
MaxProfitS = MAX(ProfitS, MaxProfitS[1])

IF ProfitS >= TargetDist THEN
EXITSHORT AT MARKET
ELSIF MaxProfitS >= MyATR AND ProfitS < MaxProfitS – MyATR * TrailingRetrace THEN
EXITSHORT AT MARKET
ENDIF

SET STOP LOSS StopDist
ENDIF

Itération 8 — Trend-following
Donchian : 40 | RSI : 28/72 | Stop : 1.6× ATR | Target : 3.0× ATR | Trailing : 0.8× ATR | R/R théo. : 1.88
// === TURTLE SOUP 1S – ITERATION 8 : TREND-FOLLOWING ===
// R/R théorique : 1.88 | Donchian:40 RSI:28/72 Stop:1.6 Target:3 Trail:0.8
DEFPARAM CumulateOrders = False

// === PARAMÈTRES ===
LookbackDonchian = 40
RSI_Period = 8
ATR_Period = 14
MinVolMult = 1.2
ATR_Stop = 1.6
ATR_Target = 3.0
TrailingRetrace = 0.8
RSI_Long = 28
RSI_Short = 72

// === CALCULS ===
PrevDonchHigh = Highest[LookbackDonchian](High)[1]
PrevDonchLow = Lowest[LookbackDonchian](Low)[1]

MyATR = ATR[ATR_Period](Close)
MyRSI = RSI[RSI_Period](Close)
VolAvg = Average[30](Volume)

EMA5 = ExponentialAverage[5](Close)
EMA20 = ExponentialAverage[20](Close)

StopDist = MyATR * ATR_Stop
TargetDist = MyATR * ATR_Target

// === CONDITIONS ===
CondLong1 = Close < PrevDonchLow AND MyRSI < RSI_Long
CondLong2 = Volume > VolAvg * MinVolMult AND EMA5 > EMA20[3]
CondLong = CondLong1 AND CondLong2

CondShort1 = Close > PrevDonchHigh AND MyRSI > RSI_Short
CondShort2 = Volume > VolAvg * MinVolMult AND EMA5 < EMA20[3]
CondShort = CondShort1 AND CondShort2

// === ENTRÉES ===
IF CondLong AND NOT LongOnMarket THEN
BUY 1 CONTRACT AT MARKET
ENDIF

IF CondShort AND NOT ShortOnMarket THEN
SELLSHORT 1 CONTRACT AT MARKET
ENDIF

// === SORTIES LONG (Trailing Option C) ===
IF LongOnMarket THEN
ProfitL = Close – PositionAveragePrice
MaxProfitL = MAX(ProfitL, MaxProfitL[1])

IF ProfitL >= TargetDist THEN
SELL AT MARKET
ELSIF MaxProfitL >= MyATR AND ProfitL < MaxProfitL – MyATR * TrailingRetrace THEN
SELL AT MARKET
ENDIF

SET STOP LOSS StopDist
ENDIF

// === SORTIES SHORT (Trailing Option C) ===
IF ShortOnMarket THEN
ProfitS = PositionAveragePrice – Close
MaxProfitS = MAX(ProfitS, MaxProfitS[1])

IF ProfitS >= TargetDist THEN
EXITSHORT AT MARKET
ELSIF MaxProfitS >= MyATR AND ProfitS < MaxProfitS – MyATR * TrailingRetrace THEN
EXITSHORT AT MARKET
ENDIF

SET STOP LOSS StopDist
ENDIF

Itération 9 — Intermédiaire
Donchian : 45 | RSI : 30/70 | Stop : 1.4× ATR | Target : 2.5× ATR | Trailing : 0.7× ATR | R/R théo. : 1.79
// === TURTLE SOUP 1S – ITERATION 9 : INTERMÉDIAIRE ===
// R/R théorique : 1.79 | Donchian:45 RSI:30/70 Stop:1.4 Target:2.5 Trail:0.7
DEFPARAM CumulateOrders = False

// === PARAMÈTRES ===
LookbackDonchian = 45
RSI_Period = 8
ATR_Period = 14
MinVolMult = 1.2
ATR_Stop = 1.4
ATR_Target = 2.5
TrailingRetrace = 0.7
RSI_Long = 30
RSI_Short = 70

// === CALCULS ===
PrevDonchHigh = Highest[LookbackDonchian](High)[1]
PrevDonchLow = Lowest[LookbackDonchian](Low)[1]

MyATR = ATR[ATR_Period](Close)
MyRSI = RSI[RSI_Period](Close)
VolAvg = Average[30](Volume)

EMA5 = ExponentialAverage[5](Close)
EMA20 = ExponentialAverage[20](Close)

StopDist = MyATR * ATR_Stop
TargetDist = MyATR * ATR_Target

// === CONDITIONS ===
CondLong1 = Close < PrevDonchLow AND MyRSI < RSI_Long
CondLong2 = Volume > VolAvg * MinVolMult AND EMA5 > EMA20[3]
CondLong = CondLong1 AND CondLong2

CondShort1 = Close > PrevDonchHigh AND MyRSI > RSI_Short
CondShort2 = Volume > VolAvg * MinVolMult AND EMA5 < EMA20[3]
CondShort = CondShort1 AND CondShort2

// === ENTRÉES ===
IF CondLong AND NOT LongOnMarket THEN
BUY 1 CONTRACT AT MARKET
ENDIF

IF CondShort AND NOT ShortOnMarket THEN
SELLSHORT 1 CONTRACT AT MARKET
ENDIF

// === SORTIES LONG (Trailing Option C) ===
IF LongOnMarket THEN
ProfitL = Close – PositionAveragePrice
MaxProfitL = MAX(ProfitL, MaxProfitL[1])

IF ProfitL >= TargetDist THEN
SELL AT MARKET
ELSIF MaxProfitL >= MyATR AND ProfitL < MaxProfitL – MyATR * TrailingRetrace THEN
SELL AT MARKET
ENDIF

SET STOP LOSS StopDist
ENDIF

// === SORTIES SHORT (Trailing Option C) ===
IF ShortOnMarket THEN
ProfitS = PositionAveragePrice – Close
MaxProfitS = MAX(ProfitS, MaxProfitS[1])

IF ProfitS >= TargetDist THEN
EXITSHORT AT MARKET
ELSIF MaxProfitS >= MyATR AND ProfitS < MaxProfitS – MyATR * TrailingRetrace THEN
EXITSHORT AT MARKET
ENDIF

SET STOP LOSS StopDist
ENDIF

Itération 10 — Conservateur
Donchian : 50 | RSI : 28/72 | Stop : 1.6× ATR | Target : 3.0× ATR | Trailing : 0.8× ATR | R/R théo. : 1.88
// === TURTLE SOUP 1S – ITERATION 10 : CONSERVATEUR ===
// R/R théorique : 1.88 | Donchian:50 RSI:28/72 Stop:1.6 Target:3 Trail:0.8
DEFPARAM CumulateOrders = False

// === PARAMÈTRES ===
LookbackDonchian = 50
RSI_Period = 8
ATR_Period = 14
MinVolMult = 1.2
ATR_Stop = 1.6
ATR_Target = 3.0
TrailingRetrace = 0.8
RSI_Long = 28
RSI_Short = 72

// === CALCULS ===
PrevDonchHigh = Highest[LookbackDonchian](High)[1]
PrevDonchLow = Lowest[LookbackDonchian](Low)[1]

MyATR = ATR[ATR_Period](Close)
MyRSI = RSI[RSI_Period](Close)
VolAvg = Average[30](Volume)

EMA5 = ExponentialAverage[5](Close)
EMA20 = ExponentialAverage[20](Close)

StopDist = MyATR * ATR_Stop
TargetDist = MyATR * ATR_Target

// === CONDITIONS ===
CondLong1 = Close < PrevDonchLow AND MyRSI < RSI_Long
CondLong2 = Volume > VolAvg * MinVolMult AND EMA5 > EMA20[3]
CondLong = CondLong1 AND CondLong2

CondShort1 = Close > PrevDonchHigh AND MyRSI > RSI_Short
CondShort2 = Volume > VolAvg * MinVolMult AND EMA5 < EMA20[3]
CondShort = CondShort1 AND CondShort2

// === ENTRÉES ===
IF CondLong AND NOT LongOnMarket THEN
BUY 1 CONTRACT AT MARKET
ENDIF

IF CondShort AND NOT ShortOnMarket THEN
SELLSHORT 1 CONTRACT AT MARKET
ENDIF

// === SORTIES LONG (Trailing Option C) ===
IF LongOnMarket THEN
ProfitL = Close – PositionAveragePrice
MaxProfitL = MAX(ProfitL, MaxProfitL[1])

IF ProfitL >= TargetDist THEN
SELL AT MARKET
ELSIF MaxProfitL >= MyATR AND ProfitL < MaxProfitL – MyATR * TrailingRetrace THEN
SELL AT MARKET
ENDIF

SET STOP LOSS StopDist
ENDIF

// === SORTIES SHORT (Trailing Option C) ===
IF ShortOnMarket THEN
ProfitS = PositionAveragePrice – Close
MaxProfitS = MAX(ProfitS, MaxProfitS[1])

IF ProfitS >= TargetDist THEN
EXITSHORT AT MARKET
ELSIF MaxProfitS >= MyATR AND ProfitS < MaxProfitS – MyATR * TrailingRetrace THEN
EXITSHORT AT MARKET
ENDIF

SET STOP LOSS StopDist
ENDIF

04/13/2026 at 6:39 PM #260175 quote

Nicolas
Keymaster

Master

Bonjour Paul,
Malheureusement, tous ces codes générés par IA comportent des erreurs. Pourriez vous svp nous indiquer ce que vous souhaiteriez obtenir svp ?

04/13/2026 at 6:57 PM #260176 quote

Paul Frédéric
Participant

Junior

je comprends,
ce que je cherche c’est:
1 adapter mon code pour scalper audusd et eurusd
et surtout qu’il passe mes ordres……..
2 et utiliser le parabolique pour mes stop suiveurs en fonction de l’ATR

04/14/2026 at 9:37 AM #260181 quote
Nicolas
Keymaster

Master
Sans trop de détails sur ce que doit faire la stratégie, voici une proposition d’une stratégie TurtleSoup (trading sur les faux breakout) avec un trailing stop basé sur le parabolic SAR:
```
// ============================================================
// TURTLE SOUP SCALPER FOREX — Trailing Stop Parabolic SAR
// Principe : exploiter le faux breakout du canal de Donchian
// Timeframe recommandé : M5 ou M15, paires majeures Forex
// ============================================================

DEFPARAM CumulateOrders = False

// --- Paramètres utilisateur (optimisables) ---
lookback    = 20    // Période du canal Donchian pour détecter le breakout
sarAF       = 0.02  // Facteur d'accélération initial du Parabolic SAR
sarStep     = 0.02  // Incrément du facteur d'accélération
sarMax      = 0.2   // Plafond du facteur d'accélération
atrPeriod   = 14    // Période ATR pour calibrer les stops et le TP
riskMult    = 1.5   // Stop initial = riskMult x ATR depuis le prix d'entrée
tpMult      = 2.0   // Take profit = tpMult x ATR depuis le prix d'entrée
confirmBars = 2     // Bougies en arrière pour valider le faux breakout

// --- Canal de Donchian (excluant la bougie courante) ---
chanHigh = Highest[lookback](high[1])
chanLow  = Lowest[lookback](low[1])

// --- Indicateurs ---
mySAR = SAR[sarAF, sarStep, sarMax]
myATR = AverageTrueRange[atrPeriod](close)

// --- Détection du Turtle Soup ---
// Long : cassure sous chanLow il y a confirmBars bougies, puis retour haussier
falseBreakDn = low[confirmBars] <= chanLow AND close > chanLow AND close > open
// Short : cassure au-dessus de chanHigh il y a confirmBars bougies, puis retour baissier
falseBreakUp = high[confirmBars] >= chanHigh AND close < chanHigh AND close < open

// --- Filtre SAR comme confirmation de direction ---
// On n'entre long que si le SAR est déjà sous le cours (SAR haussier)
// On n'entre short que si le SAR est déjà au-dessus du cours (SAR baissier)
sarLongOK  = mySAR < close
sarShortOK = mySAR > close

// -----------------------------------------------
// ENTREES
// -----------------------------------------------
IF NOT LongOnMarket AND NOT ShortOnMarket THEN
   IF falseBreakDn AND sarLongOK THEN
      BUY 1 CONTRACT AT MARKET
   ENDIF
   IF falseBreakUp AND sarShortOK THEN
      SELLSHORT 1 CONTRACT AT MARKET
   ENDIF
ENDIF

// -----------------------------------------------
// SORTIES DYNAMIQUES PAR PARABOLIC SAR
// Dès que le SAR retourne contre la position, on sort
// C'est le coeur du trailing stop basé sur le SAR
// -----------------------------------------------
IF LongOnMarket AND mySAR > close THEN
   SELL AT MARKET
ENDIF

IF ShortOnMarket AND mySAR < close THEN
   EXITSHORT AT MARKET
ENDIF

// -----------------------------------------------
// STOP INITIAL DE SECURITE + TAKE PROFIT (en ATR)
// Garde-fou en cas de gap ou de volatilité extrême
// Ces niveaux sont fixes dès l'entrée en position
// -----------------------------------------------
IF LongOnMarket THEN
   SET STOP LOSS (tradeprice - riskMult * myATR)
   SET TARGET PROFIT (tradeprice + tpMult * myATR)
ENDIF

IF ShortOnMarket THEN
   SET STOP LOSS (tradeprice + riskMult * myATR)
   SET TARGET PROFIT (tradeprice - tpMult * myATR)
ENDIF
```
Voici comment fonctionne la logique complète :
Principe Turtle Soup :
- Le Turtle Soup est la stratégie inverse des Turtles classiques. Là où les Turtles achetaient un breakout sur 20 bougies, le Turtle Soup parie sur l’échec de ce breakout. Si le prix casse sous le plus bas des 20 dernières bougies mais referme au-dessus avec une bougie haussière, c’est un signal long (et inversement pour le short).
Filtre Parabolic SAR à l’entrée :
- Le SAR doit déjà être du bon côté du prix au moment de l’entrée. Cela évite d’entrer à contresens d’une tendance forte.
Trailing stop SAR à la sortie :
- C’est la pièce centrale. Tant que le SAR reste sous le prix en long (ou au-dessus en short), la position reste ouverte. Dès que le SAR passe de l’autre côté, la position est clôturée au marché. Le SAR accélère naturellement en fin de tendance, ce qui permet de serrer le stop progressivement.
Stop initial ATR + Take profit :
- Un stop de sécurité fixe (1,5 x ATR) protège contre un retournement brutal avant que le SAR ne réagisse. Un take profit à 2 x ATR garantit un ratio risque/rendement d’au moins 1:1,33.
Conseils d’optimisation :
- Tester lookback entre 10 et 30, confirmBars entre 1 et 3.
- Sur M5 en Forex, réduire sarMax à 0,1 pour un trailing plus souple.
- Ajouter DEFPARAM FlatAfter = 215900 pour éviter les positions overnight.
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Turtle soup snail trading stratégie pour ProRealTime

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Forum:	ProOrder : Trading Automatique & Backtests
Language:	French
Started:	04/11/2026
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Turtle soup snail trading stratégie pour ProRealTime

Turtle Soup 1s — 10 Itérations complètes

Tableau récapitulatif

Itération 1 — Scalp agressif

Itération 2 — Équilibré court

Itération 3 — Référence v1.0

Itération 4 — Filtres stricts

Itération 5 — Momentum moyen

Itération 6 — Target étendu

Itération 7 — Swing court

Itération 8 — Trend-following

Itération 9 — Intermédiaire

Itération 10 — Conservateur

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