Valeur de Slope pour la prise de position

Fantasio2020 · Thu, 28 May 2020 07:06:09 +0000

Bonjour la communauté, j’ai récupéré sur le site Doctrading.fr une petite formule sympa: P=21 N=26 EMA = ExponentialAverage[P](Close) If EMA >= EMA[N] Then Slope = (EMA - EMA[N])/EMA[N] elsif EMA < EMA[N] Then Slope = (EMA - EMA[N])/EMA Endif //actuellement j'utilise: Slope > 0 //pour Bull Slope < 0 // pour Bear // J'ai de faux signaux car je n'ai pas d'indication sur si je suis "Bull" ou "Bear" cela me permet de déjà fixer ma prise de position lorsque Slope est <> à 0 J’aimerai allé plus loin et me servir des Valeurs passées de “Slope” pour optimiser mes signaux d’achat ou de vente: En effet, lorsque la valeur de “Slope” est croissante, je présume être “Bull” au contraire lorsque la valeur de “Slope est décroissante je présume etre “Bear” Un petit coup de main pour pour la syntaxe du code serait bienvenu. Merci la communauté

This topic has 54 replies, 3 voices, and was last updated 3 years ago by Fantasio2020.

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06/02/2020 at 10:59 AM #134186

Fantasio2020

Mais lol….

Je sais bien que ça fonctionne…

par contre ce que je trouve pas correct, c’est que tu apprécies la partie du code que je poste sans arrières pensées… et que tu ne partage pas les améliorations que tu y apporte.

Merci

Fantasio2020

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06/02/2020 at 11:58 AM #134190

Fantasio2020

Zigo,

1

P=21
N=26
 
EMA = EndPointAverage[P](Close)
 
If EMA >= EMA[N] Then
Slope = (EMA - EMA[N])/EMA[N]
elsif EMA < EMA[N] Then
Slope = (EMA - EMA[N])/EMA
Endif
 
if slope>0 then
slope=+1
elsif slope <0 then
slope =-1
endif
res = sin(atan(slope+slope[1]+slope[2]))
Fin = res-res[1]
 
return res, fin

P=21

N=26

EMA = EndPointAverage[P](Close)

If EMA >= EMA[N] Then

Slope = (EMA - EMA[N])/EMA[N]

elsif EMA < EMA[N] Then

Slope = (EMA - EMA[N])/EMA

Endif

if slope>0 then

slope=+1

elsif slope <0 then

slope =-1

endif

res = sin(atan(slope+slope[1]+slope[2]))

Fin = res-res[1]

return res, fin

Peux tu me donner un peu plus d’info sur RES et FIN???

Fantasio2020

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06/02/2020 at 12:32 PM #134202

Zigo

Res = resultat

Fin = finalement

Zigo

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06/02/2020 at 12:35 PM #134203

Fantasio2020

Ok,

dans ce cas tu les utilises comment:

Comme condition?

donne moi un peu plus d’infos stp….

c’est à prendre comme condition?

Fantasio2020

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06/02/2020 at 2:03 PM #134215

Nicolas

Zigo crée des conditions booléennes basés sur l’état de la slope ascendante ou descendante, puis il utilise sa fameuse formule trigonométrique 😉 pour organiser un signal autour de ces conditions sur les 3 dernière périodes (sorte de filtre) = Res

enfin il crée une différence entre les 2 dernières “res” pour afficher un signal de changement = Fin

Sinon, je dois intervenir dans quel code au final ? 🙂

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06/02/2020 at 2:35 PM #134221

Fantasio2020

Slt Nicolas,

En effet, ça m’intéresse de comprendre comment il fait exactement, que j’arrive à intégrer ça dans mon code….

Il me manque des éléments pour y arriver par moi même…

Les idées ne m’anque pas, mais…. Manque de connaissance pour y parvenir seul…

Merci pour ton aide….

Fantasio2020

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06/02/2020 at 4:22 PM #134235

Zigo

// Definitie van code parameters
DEFPARAM CumulateOrders = False // Opstapelen posities gedeactiveerd
DEFPARAM flatbefore = 093000
DEFPARAM Flatafter = 210000
P=21
N=26
 
EMA = EndPointAverage[P](Close)
 
If EMA >= EMA[N] Then
Slope = (EMA - EMA[N])/EMA[N]
elsif EMA < EMA[N] Then
Slope = (EMA - EMA[N])/EMA
Endif

if slope>0 then
slope=+1
elsif slope <0 then
slope =-1
endif
res= sin(atan(slope+slope[1]+slope[2]))
Fin=res-res[1]
if fin >1.4  then
buy 1 contract at market
elsif fin <-1.4 then
sellshort 1 contract at market
endif
if onmarket then
// set stops and targets
endif

// Definitie van code parameters

DEFPARAM CumulateOrders = False // Opstapelen posities gedeactiveerd

DEFPARAM flatbefore = 093000

DEFPARAM Flatafter = 210000

P=21

N=26

EMA = EndPointAverage[P](Close)

If EMA >= EMA[N] Then

Slope = (EMA - EMA[N])/EMA[N]

elsif EMA < EMA[N] Then

Slope = (EMA - EMA[N])/EMA

Endif

if slope>0 then

slope=+1

elsif slope <0 then

slope =-1

endif

res= sin(atan(slope+slope[1]+slope[2]))

Fin=res-res[1]

if fin >1.4 then

buy 1 contract at market

elsif fin <-1.4 then

sellshort 1 contract at market

endif

if onmarket then

// set stops and targets

endif

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Fantasio2020,

Nicolas

Zigo

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06/02/2020 at 4:41 PM #134242

Zigo

Voilà une example.

Zigo

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06/02/2020 at 5:03 PM #134251

Fantasio2020

Ok Zigo…

Doucement je commence à saisir, mais pourquoi utiliser les constantes (1.4 et -1.4)

je ne comprends pas bien de quelle manière sont interprétés les résultats:

a)+1 +1 +1 = 3 sin(atan(3)) = 0.94868

b) +1 +1 -1 = 1 sin(atan(1) = 0.70710

c)+1-1-1 = -1 sin(atan(-1) = -0.70710

d) -1-1-1 = -3 sin(atan(-3) = -0.94868

Slts

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06/02/2020 at 5:20 PM #134256

Fantasio2020

Je n’obtient aucun résultats

//Position acheteuse
BuyConditionA = (Close > Pivot and Close > WMMA89 and Close > WMMA144 and Close > WMMA233 and Close > WMMA377)
BuyConditionB = MyRSI < 38.2
if buyconditionA and BuyConditionB and not daysForbiddenEntry then
if fin > 1.4 then
buy n share at market
endif
endif
//Position Vendeuse
SellConditionA = (Close < Pivot and Close < WMMA89 and Close < WMMA144 and Close < WMMA233 and Close < WMMA377)
SellConditionB = MyRSI > 61.8
if SellConditionA and SellconditionB and not daysForbiddenEntry then
if fin < -1.4 then
sellshort n share at market
endif
endif

//Position acheteuse

BuyConditionA = (Close > Pivot and Close > WMMA89 and Close > WMMA144 and Close > WMMA233 and Close > WMMA377)

BuyConditionB = MyRSI < 38.2

if buyconditionA and BuyConditionB and not daysForbiddenEntry then

if fin > 1.4 then

buy n share at market

endif

//Position Vendeuse

SellConditionA = (Close < Pivot and Close < WMMA89 and Close < WMMA144 and Close < WMMA233 and Close < WMMA377)

SellConditionB = MyRSI > 61.8

if SellConditionA and SellconditionB and not daysForbiddenEntry then

if fin < -1.4 then

sellshort n share at market

endif

Fantasio2020

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06/02/2020 at 8:18 PM #134289

Zigo

Votre backtest ce n’est pas le même.

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Fantasio2020

Zigo

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06/02/2020 at 8:27 PM #134293

Fantasio2020

Tu peux m’aider à corriger mon code?

C’est difficile pour moi d’écrire le juste code qui fonctionne.

Thanks

Fantasio2020

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06/02/2020 at 8:34 PM #134294

Zigo

15 min

Dans le marché entre 9u30 et 21u00

Spread of 2 pips

Zigo

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06/02/2020 at 9:16 PM #134298

Fantasio2020

Merci Zigo,

mes résultats ne sont pas mauvais en intra-scalp 1 min….voir ci dessous avec spread de 2.4 pips.

Mais je voudrais arrivé à obtenir un meilleur ratio Gain/Perte et je voudrais arriver à intégrer ta formule trigonométrique afin de pouvoir prendre position au bon moment sur la pente ascendante ou descendante…..

Le problème que j’ai, c’est que je n’arrive pas à trouver une formule pour prendre position sur le pente à l’aide d’une variable ….et non sur d’une constante.

J’ai déjà essayé plusieurs approches sans parvenir à dépasser le 60% Gain/Perte…

Slts

Fantasio2020

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06/03/2020 at 3:46 PM #134420

Fantasio2020

Ci-joint la ixième version…

//Indicateur de pente
P=21
Np=34

EMA = TriangularAverage[P](Close)

If EMA >= EMA[Np] Then
Slope = (EMA - EMA[Np])/EMA[Np]
elsif EMA < EMA[Np] Then
Slope = (EMA - EMA[Np])/EMA
Endif

if slope > 0 then
slope = 1
elsif slope < 0 then
slope = -1
endif
 
If (Slope + Slope[1] + Slope[2]) = 3 then 
HighBull = Sin(Atan(3))
elsif (Slope + Slope[1] + Slope[2]) = 1 then
Bull = Sin(Atan(1))
Elsif (Slope + Slope[1] + Slope[2]) = -1 then
Bear = Sin(Atan(-1))
Elsif (Slope + Slope[1] + Slope[2]) = -3 then
HighBear = Sin(Atan(-3))
Endif

//************************************************************************
//Gestion des Profits
levier = 2
capital = 500 + strategyprofit*0.5
n = (capital / 1000) * levier

//************************************************************************
//Position acheteuse
BuyConditionA2 = (Close > Pivot and Close > MMA100 and Close > MMA300 and Close > MMA600)
BuyConditionB2 = Bull
BuyConditionC2 = MyRSI < 38.2
if buyconditionA2 and BuyConditionB2 and BuyConditionC2 and not daysForbiddenEntry then
buy n/2 share at market
endif

BuyConditionA1 = (Close > Pivot and Close > MMA100 and Close > MMA300 and Close > MMA600)
BuyConditionB1 = HighBull
BuyConditionC1 = MyRSI < 38.2
if buyconditionA1 and BuyConditionB1 and BuyConditionC1 and not daysForbiddenEntry then
buy n share at market
endif

If Slope crosses under MMA100 then
Sell at Market
Endif

//Position Vendeuse
SellConditionA2 = (Close < Pivot and Close < MMA100 and Close < MMA300 and Close < MMA600)
SellConditionB2 = Bear
SellConditionC2 = MyRSI > 61.8
if SellConditionA2 and SellconditionB2 and SellConditionC2 and not daysForbiddenEntry then
sellshort n/2 share at market
endif

SellConditionA1 = (Close < Pivot and Close < MMA100 and Close < MMA300 and Close < MMA600)
SellConditionB1 = HighBear
SellConditionC1 = MyRSI > 61.8
if SellConditionA1 and SellconditionB1 and SellConditionC1 and not daysForbiddenEntry then
sellshort n share at market
endif

If Slope Crosses over MMA100 then
Exitshort at Market
Endif

//Indicateur de pente

P=21

Np=34

EMA = TriangularAverage[P](Close)

If EMA >= EMA[Np] Then

Slope = (EMA - EMA[Np])/EMA[Np]

elsif EMA < EMA[Np] Then

Slope = (EMA - EMA[Np])/EMA

Endif

if slope > 0 then

slope = 1

elsif slope < 0 then

slope = -1

endif

If (Slope + Slope[1] + Slope[2]) = 3 then

HighBull = Sin(Atan(3))

elsif (Slope + Slope[1] + Slope[2]) = 1 then

Bull = Sin(Atan(1))

Elsif (Slope + Slope[1] + Slope[2]) = -1 then

Bear = Sin(Atan(-1))

Elsif (Slope + Slope[1] + Slope[2]) = -3 then

HighBear = Sin(Atan(-3))

Endif

//************************************************************************

//Gestion des Profits

levier = 2

capital = 500 + strategyprofit*0.5

n = (capital / 1000) * levier

//************************************************************************

//Position acheteuse

BuyConditionA2 = (Close > Pivot and Close > MMA100 and Close > MMA300 and Close > MMA600)

BuyConditionB2 = Bull

BuyConditionC2 = MyRSI < 38.2

if buyconditionA2 and BuyConditionB2 and BuyConditionC2 and not daysForbiddenEntry then

buy n/2 share at market

endif

BuyConditionA1 = (Close > Pivot and Close > MMA100 and Close > MMA300 and Close > MMA600)

BuyConditionB1 = HighBull

BuyConditionC1 = MyRSI < 38.2

if buyconditionA1 and BuyConditionB1 and BuyConditionC1 and not daysForbiddenEntry then

buy n share at market

endif

If Slope crosses under MMA100 then

Sell at Market

Endif

//Position Vendeuse

SellConditionA2 = (Close < Pivot and Close < MMA100 and Close < MMA300 and Close < MMA600)

SellConditionB2 = Bear

SellConditionC2 = MyRSI > 61.8

if SellConditionA2 and SellconditionB2 and SellConditionC2 and not daysForbiddenEntry then

sellshort n/2 share at market

endif

SellConditionA1 = (Close < Pivot and Close < MMA100 and Close < MMA300 and Close < MMA600)

SellConditionB1 = HighBear

SellConditionC1 = MyRSI > 61.8

if SellConditionA1 and SellconditionB1 and SellConditionC1 and not daysForbiddenEntry then

sellshort n share at market

endif

If Slope Crosses over MMA100 then

Exitshort at Market

Endif

J’essaie de définir la taille des contrats en fonction de la ligne 20, 22, 24 et 26….

mais je n’arrive pas à lui faire prendre la taille recherchée…

Quelqu’un peut m’aider?

Merci d’avance

Fantasio2020

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