Twin Range Filter Statégy

• 09/02/2023 at 5:37 PM #220226
  RICOU

  Bonjour, existe-t-il une stratégie basée sur l’indicateur “Twin Range Filter” dévéloppé par Nicolas ?

  Par avance merci

   

  

  RICOU

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  09/07/2023 at 8:39 PM #220523
  RICOU

  Bonjour,

  je me permets de relancer le message car je n’ai pas eu de réponse à ma première requête.

  Est ce qu’il existe une stratégie basée sur l’indicateur “Twin Range Filter” dévéloppée par Nicolas ?

  J’ai essayé de le faire mais ça ne fonctionne pas, help !!!

  //PRC_Twing Range Filter | indicator //28.03.2023 //Nicolas @ www.prorealcode.com //Sharing ProRealTime knowledge //author: colinmck // --- settings per1 = 27 //"Fast period" mult1 = 1.6 //"Fast range" per2 = 55 //"Slow period" mult2 = 2 //"Slow range" // --- end of settings source = customclose once wper1 = per1 * 2 - 1 avrng1 = average[per1,1](abs(source - source[1])) smrng1 = average[wper1,1](avrng1) * mult1 once wper2 = per2 * 2 - 1 avrng2 = average[per2,1](abs(source - source[1])) smrng2 = average[wper2,1](avrng2) * mult2 smrng = (smrng1 + smrng2) / 2 r = smrng if source>rngfilt[1] then if (source-r)<rngfilt[1] then rngfilt=rngfilt[1] else rngfilt=source-r endif elsif (source+r)>rngfilt[1] then rngfilt=rngfilt[1] else rngfilt=source+r endif if rngfilt > rngfilt[1] then upward=upward+1 downward=0 endif if rngfilt < rngfilt[1] then upward=0 downward=downward+1 endif longCond = (source > rngfilt and source > source[1] and upward > 0) or (source > rngfilt and source < source[1] and upward > 0) shortCond = (source < rngfilt and source < source[1] and downward > 0) or (source < rngfilt and source > source[1] and downward > 0) if longcond then colorr=0 colorg=255 elsif shortcond then colorr=255 colorg=0 endif if colorr=0 and colorr[1]=255 then drawarrowup(barindex,min(low,rngfilt)-averagetruerange[14]/2) coloured("blue") endif if colorr=255 and colorr[1]=0 then drawarrowdown(barindex,max(high,rngfilt)+averagetruerange[14]/2) coloured("yellow") endif return rngfilt coloured(colorr,colorg,0) style(line,2)

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  //PRC_Twing Range Filter | indicator //28.03.2023 //Nicolas @ www.prorealcode.com //Sharing ProRealTime knowledge //author: colinmck   // --- settings per1 = 27 //"Fast period" mult1 = 1.6 //"Fast range" per2 = 55 //"Slow period" mult2 = 2 //"Slow range" // --- end of settings   source = customclose   once wper1 = per1 * 2 - 1 avrng1 = average[per1,1](abs(source - source[1])) smrng1 = average[wper1,1](avrng1) * mult1 once wper2 = per2 * 2 - 1 avrng2 = average[per2,1](abs(source - source[1])) smrng2 = average[wper2,1](avrng2) * mult2 smrng = (smrng1 + smrng2) / 2   r = smrng if source>rngfilt[1] then if (source-r)<rngfilt[1] then rngfilt=rngfilt[1] else rngfilt=source-r endif elsif (source+r)>rngfilt[1] then rngfilt=rngfilt[1] else rngfilt=source+r endif   if rngfilt > rngfilt[1] then upward=upward+1 downward=0 endif if rngfilt < rngfilt[1] then upward=0 downward=downward+1 endif   longCond = (source > rngfilt and source > source[1] and upward > 0) or (source > rngfilt and source < source[1] and upward > 0) shortCond = (source < rngfilt and source < source[1] and downward > 0) or (source < rngfilt and source > source[1] and downward > 0)   if longcond then colorr=0 colorg=255 elsif shortcond then colorr=255 colorg=0 endif   if colorr=0 and colorr[1]=255 then drawarrowup(barindex,min(low,rngfilt)-averagetruerange[14]/2) coloured("blue") endif if colorr=255 and colorr[1]=0 then drawarrowdown(barindex,max(high,rngfilt)+averagetruerange[14]/2) coloured("yellow") endif   return rngfilt coloured(colorr,colorg,0) style(line,2)

   

   

  

  RICOU

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  09/08/2023 at 10:25 AM #220561
  JC_Bywan

  Bonjour,

  code ci-dessus mis au format du bouton “insert PRT code” pour meilleure lisibilité.

   

  RICOU wrote:

  Est ce qu’il existe une stratégie basée sur l’indicateur “Twin Range Filter” dévéloppée par Nicolas ?

  Pas à ma connaissance, après avoir consulté ce que retourne le moteur de recherche interne du site.

  Dans le post de la library dont voici le lien:

  https://www.prorealcode.com/prorealtime-indicators/twin-range-filter/

  il est indiqué dans le texte: “(…) but there’s still too much noise here to set and forget with bots. Use it as the basis of your own system with additional filtering on top.” – Traduction: il y a trop de bruit pour en faire un robot qui achète automatiquement sur les seuls signaux longcond, shortcond, à utiliser comme base pour vos propres systèmes en y ajoutant vos filtres.

  Donc coder un buy en cas de variable longcond vraie et un sell en cas de variable sellcond vraie ne suffira pas, il faut d’autres règles à coder pour filtrer les interventions.

  

  JC_Bywan

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  09/08/2023 at 11:04 AM #220565
  Nicolas

  Ci-dessous le code de la stratégie depuis ce code d’indicateur.

  defparam cumulateorders=false //PRC_Twing Range Filter | indicator //28.03.2023 //Nicolas @ www.prorealcode.com //Sharing ProRealTime knowledge //author: colinmck // --- settings per1 = 27 //"Fast period" mult1 = 1.6 //"Fast range" per2 = 55 //"Slow period" mult2 = 2 //"Slow range" // --- end of settings source = customclose once wper1 = per1 * 2 - 1 avrng1 = average[per1,1](abs(source - source[1])) smrng1 = average[wper1,1](avrng1) * mult1 once wper2 = per2 * 2 - 1 avrng2 = average[per2,1](abs(source - source[1])) smrng2 = average[wper2,1](avrng2) * mult2 smrng = (smrng1 + smrng2) / 2 r = smrng if source>rngfilt[1] then if (source-r)<rngfilt[1] then rngfilt=rngfilt[1] else rngfilt=source-r endif elsif (source+r)>rngfilt[1] then rngfilt=rngfilt[1] else rngfilt=source+r endif if rngfilt > rngfilt[1] then upward=upward+1 downward=0 endif if rngfilt < rngfilt[1] then upward=0 downward=downward+1 endif longCond = (source > rngfilt and source > source[1] and upward > 0) or (source > rngfilt and source < source[1] and upward > 0) shortCond = (source < rngfilt and source < source[1] and downward > 0) or (source < rngfilt and source > source[1] and downward > 0) if longcond and not longonmarket then buy at market elsif shortcond and not shortonmarket then sellshort at market endif

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  defparam cumulateorders=false   //PRC_Twing Range Filter | indicator //28.03.2023 //Nicolas @ www.prorealcode.com //Sharing ProRealTime knowledge //author: colinmck   // --- settings per1 = 27 //"Fast period" mult1 = 1.6 //"Fast range" per2 = 55 //"Slow period" mult2 = 2 //"Slow range" // --- end of settings   source = customclose   once wper1 = per1 * 2 - 1 avrng1 = average[per1,1](abs(source - source[1])) smrng1 = average[wper1,1](avrng1) * mult1 once wper2 = per2 * 2 - 1 avrng2 = average[per2,1](abs(source - source[1])) smrng2 = average[wper2,1](avrng2) * mult2 smrng = (smrng1 + smrng2) / 2   r = smrng if source>rngfilt[1] then if (source-r)<rngfilt[1] then rngfilt=rngfilt[1] else rngfilt=source-r endif elsif (source+r)>rngfilt[1] then rngfilt=rngfilt[1] else rngfilt=source+r endif   if rngfilt > rngfilt[1] then upward=upward+1 downward=0 endif if rngfilt < rngfilt[1] then upward=0 downward=downward+1 endif   longCond = (source > rngfilt and source > source[1] and upward > 0) or (source > rngfilt and source < source[1] and upward > 0) shortCond = (source < rngfilt and source < source[1] and downward > 0) or (source < rngfilt and source > source[1] and downward > 0)   if longcond and not longonmarket then buy at market elsif shortcond and not shortonmarket then sellshort at market endif

   

  

  Nicolas

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  09/09/2023 at 8:35 AM #220609
  RICOU

  Merci beaucoup, je vais tester tout ça.

  

  RICOU

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  09/09/2023 at 8:44 AM #220610
  RICOU

  Ce code fonctionne très bien, en revanche j’aimerai le modifier de la façon suivante :

  . déclenchement d’un ordre en fonction des critères actuels et mise en place d’un stop loss, je ne veux pas que la stratégie “tourne en boucle”, avec ouverture de la bougie suivante à la fermeture de la précédente.

  Par avance, merci.

  

  RICOU

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  09/11/2023 at 10:26 AM #220694
  Nicolas

  Pour ajouter un stop sloss de 50 points par exemple:

  SET STOP PLOSS 50

  1	SET STOP PLOSS 50

  et / ou un take profit de 100 points:

  SET TARGET PPROFIT 100

  1	SET TARGET PPROFIT 100

   

  

  Nicolas

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  09/11/2023 at 5:54 PM #220791
  RICOU

  Merci beaucoup , je vais tester.

  

  RICOU

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