Intraday ym fce janvier 2014

[chipeur]

Bizarre ton graphe, le tick-nyse a ouvert sur - 5 ??? (source IB)

[La Verole]

UT Changes 20 ??

[chipeur]

UT Changes 20 ??

perdu lis tes mails perso !!!!!!!!

[chipeur]

le 2mn

lol

perdu

claire le sait ..demande lui par mail...elle est autorisée a te le dire..tu es bien vu !!!!!!!!!

[Tcool69]

lol

perdu

claire le sait ..demande lui par mail...elle est autorisée a te le dire..tu es bien vu !!!!!!!!!

Pas moi ?

[chipeur]

lol

perdu

claire le sait ..demande lui par mail...elle est autorisée a te le dire..tu es bien vu !!!!!!!!!

alors arnaud ??

avec l indic qui n est pas le mien..pas mal ???

[Tcool69]

Pas moi ?

Bon apparemment, je ne suis pas bien vu même si je ne sais pas pourquoi ?!

[Pipiou]

salut Netjoker

mange des petits pois ça ira mieux

[La Verole]

Lecture .
Le 5 mn déclenchement de signal en suivi de l'autre UT. Même minutes.

[chipeur]

Bon apparemment, je ne suis pas bien vu même si je ne sais pas pourquoi ?!

keep your secret ..secret

tu devrais chercher un peu

[ruliann]

hello
yeahhh a peine rentrer de vacances je sais quoi faire dimanche a-m! lire les dernieres 50 pages de la file! )
merciii tout le monde

[chipeur]

hello
yeahhh a peine rentrer de vacances je sais quoi faire dimanche a-m! lire les dernieres 50 pages de la file! )
merciii tout le monde

ouais

finis les vacances !!!!!!!!!!

[Pipiou]

faut éplucher les petits pois maintenant

[chipeur]

Inputs: Sens(3), Mult(2);
Variables: Variable1(1), Variable2(18), Variable3(0), Variable4(9999999);
Variables: Variable5(9999999), Variable6(9999999), Variable7(0), Variable8(0);
Variables: Variable9(0), Variable10(0), Variable11(0), Variable12(0);

Variable1 = Sens ;
Variable2 = 18+Sens*Variable1 ;
Variable3 = BWTAVR (Mult) ;
Variable7 = AVERAGE (CLOSE, 9) ;
Variable8 = AVERAGE (CLOSE, Variable2) ;

IF true THEN
BEGIN
IF HIGH-LOW = 0 THEN Variable9 = AVERAGE (ABSVALUE (CLOSE-CLOSE[3]), 10) ELSE Variable9 = AVERAGE (RANGE, 10) ;

IF LOW-Variable10 > Variable3*1*(1*RECIPROCAL (BIGPOINTVALUE)) THEN Variable10 = LOW-(1+0.1*Sens)*Variable9 ;
IF Variable6-HIGH > Variable3*1*(1*RECIPROCAL (BIGPOINTVALUE)) THEN Variable6 = HIGH+(1+0.1*Sens)*Variable9 ;

IF Variable7[1] < Variable8[1] AND Variable7 > Variable8 THEN Variable10 = TrueLow-Variable9 ;
IF Variable7[1] > Variable8[1] AND Variable7 < Variable8 THEN Variable6 = TrueHigh+Variable9 ;

IF MRO (Variable7 >= Variable8, 2, 2) >-1 AND Variable10 <= Variable10[1] THEN Variable10 = Variable10[1] ;
IF MRO (Variable7 <= Variable8, 2, 2) >-1 AND Variable6 >= Variable6[1] THEN Variable6 = Variable6[1] ;
Variable11 = MAXLIST (CLOSE[1]-AVGTRUERANGE (5)*3, IFF (CLOSE[1] < Variable11[1], 0, Variable11[1])) ;
Variable12 = MINLIST (CLOSE[1]+AVGTRUERANGE (5)*3, IFF (CLOSE[1] > Variable12[1], CLOSE*2, Variable12[1])) ;
IF Variable7[1] < Variable8[1] THEN Variable10 = MAXLIST (LOW-Variable11, Variable10) ;
IF Variable7[1] > Variable8[1] THEN Variable6 = maxLIST (Variable12-HIGH, Variable6) ;
IF Variable7 >= Variable8 AND Variable10 <= HIGH THEN PLOT1 (Variable10, "BuyStop") ;
IF Variable6 > 0 AND Variable6 < 1000000000 AND Variable7 <= Variable8 AND Variable6 >= LOW THEN PLOT2 (Variable6, "SellStop") ;
END ;


du code pour parameter un stop automatique

modifiez le code a volonté pour plus d efficacité !!!!!!!!!

[ruliann]

si vous bossez aussi les stops auto, en voilà un autre duquel j'étais parti pour comprendre la syntaxe. Si ca marche pas je mets le fichier ELD ici

Program: _Stops & Targets Advanced
Date: June 2012
Platform: TradeStation v9.1
DESCRIPTION:
This general purpose exit strategy can be used for backtesting various exits. This can only be used on single-position "discretionary" strategies. All exits will always exit the entire position, and will always apply to both long and short positions.

{== DEFINE ALL INPUTS AND VARIABLES ==========================================================}

Input: {-------------------------------------------------------------------------------------}

ShareOrPosition( 1),    { enter 1 for per share basis or 2 for position basis }
ProfitTarget$( 0        { enter 0 to disable or profit target in dollars }),
StopLoss$( 3000         { enter 0 to disable or stop loss in dollars }),
BreakevenFloorAmt$( 0   { enter 0 to disable or enter dollar value }),
DollarTrailingAmt$( 0   { enter 0 to disable or enter dollar value }),
PctTrailingFloorAmt$( 0 { enter 0 to disable or floor amount in dollars }),
PctTrailingPct( 0       { enter in 0 to disable or enter in XX for XX percent }),
    
ExitToTest  (0          { Indicate which custom exit method to test}),
NumBars     (10         { Number of bars since entry}),
ATRLen      (10         { Average True Range look-back period}),
ATRMult     (3          { ATR multiplier}),
NTStop_N    (10         { Noise tolerant stop look-back period}),
MALen       (10         { Moving average look-back period}),
RSILen      (10         { RSI look-back period}),
iDayOfWeek  (5          { 1-5 for Mon-Fri}),
EndTime     (0          { Designate valid intraday stop-trading time});

Variables: {---------------------------------------------------------------------------------}
DOW         (0),    
vDayOfWeek  (0),
ATR$        (0),
ATRsqrt$    (0),
MP          (0),
DollarValue (0),
TrailOn     (FALSE);

{== START OF MAIN PROGRAM ===================================================================}

Once Begin
   Clearprintlog;
   If ShareOrPosition = 1 Then SetStopShare
   Else SetStopPosition;
End;

// Update indicators on the close of each bar

MP = MarketPosition;

If ( ATRLen > 0 ) Then
Begin
   ATR$ = AvgTrueRange( ATRLen ) * ATRMult * Bigpointvalue;  
   ATRsqrt$ = Squareroot( ATR$ );   
   
   //Print( "OneTickValue$: ", OneTickValue$:1:4 );
   //Print( "OneTickValue: ", OneTickValue:1:4 );
   //Print( "MinMove: ", MinMove:1:4 );
   //Print( "PriceScale: ", PriceScale:1:4 );
   Print( "ATR$: ", ATR$:1:4 );
   Print( "ATRsqrt$: ", ATRsqrt$:1:4 ); 

End;

//---------------------------------------------------------------------------------------------
//                    TRADESTATION'S BUILT-IN STOPS AND TARGETS 
//
// These stops are always tested to see if they are active. These stops can be enabled in the
// input values by entering non-zero values. Several stops can be activated.
//---------------------------------------------------------------------------------------------


{ --- Exit at a profit target --- }
If ( ProfitTarget$ > 0 ) Then Setprofittarget( ProfitTarget$ );

{ --- Exit at a hard dollar stop --- }
If ( StopLoss$ > 0 ) Then SetStopLoss( StopLoss$ ) ;
 
{ --- Breakeven stop --- }
If ( BreakevenFloorAmt$ > 0 ) Then SetBreakeven( BreakevenFloorAmt$ ) ;
 
{ --- Dollar trailing stop --- }
If ( DollarTrailingAmt$ > 0 ) Then SetDollarTrailing( DollarTrailingAmt$ ) ;

{ --- Percent trailing stop --- }
If ( PctTrailingFloorAmt$ > 0 ) And ( PctTrailingPct > 0 ) Then SetPercentTrailing( PctTrailingFloorAmt$, PctTrailingPct ); 
   
 
//---------------------------------------------------------------------------------------------
//                                      CUSTOM STOPS  
//
// These stops can be activated individually only. They can only be activated by setting the
// ExitToTest input value to the corrospoinding desired exit. The following stops can be
// activated in conjuction with TRADESTATION'S BUILT-IN STOPS AND TARGETS. 
//---------------------------------------------------------------------------------------------


 { --- Exit at N bars since entry --- }

 If ( ExitToTest = 1 ) And ( NumBars > 0 ) Then
 Begin
     If MP = 1 and BarsSinceEntry = NumBars Then Sell("N Bar Exit") next bar at market;
     If MP = -1 and BarsSinceEntry = NumBars Then Buytocover("N Bar Exit ") next bar at market;      
 End


 { --- Stop Loss Based on Fraction of ATR --- }

 Else If ( ExitToTest = 2 ) And ( ATRMult > 0 ) And ( ATR$ > 0 ) Then
 Begin
     Setstoploss( ATR$ );
 End

 { --- Standard ATR trailing stop --- }
 Else If ( ExitToTest = 3 ) And ( ATRMult > 0 ) And ( ATR$ > 0 ) Then
 Begin 
      SetDollarTrailing( ATR$ );
 End

 { ---  Square Root ATR trailing stop --- }
 Else If ( ExitToTest = 4 ) And ( ATRMult > 0 ) And ( ATRsqrt$ > 0 ) Then
 Begin
     SetDollarTrailing( ATRsqrt$ );
 End

  { ---  NT Stop --- }
 Else If ( ExitToTest = 5 ) And ( NTStop_N > 0 ) Then
 Begin 
   SetDollarTrailing( NTStop( NTStop_N ) * Bigpointvalue );
 End

 { --- Exit on price crossing a moving average --- }
 Else If ( ExitToTest = 6 ) And ( MALen > 0 ) Then
 Begin
     If MP = 1 and Close < Average(Close, MALen) Then Sell("MA Exit") next bar at market;
     If MP = -1 and Close > Average(Close, MALen) then Buytocover(" MA Exit") next bar at market;
 End
 
 { --- Exit based on RSI value --- }
 Else If ( ExitToTest = 7 ) And ( RSILen > 0 ) Then
 Begin
     If MP = 1 and RSI(Close, RSILen) crosses above 75 Then Sell("RSI Exit") next bar at market;
     If MP = -1 and RSI(Close, RSILen) crosses below 25 Then Buytocover(" RSI Exit") next bar at market;
 End

 { --- Exit on specific day of the week --- }
 Else If ( ExitToTest = 8 ) And ( iDayOfWeek > 0 ) And ( iDayOfWeek < 8 ) Then
 Begin
     vDayOfWeek = DayOfWeek( Date );
     If ( vDayOfWeek = iDayOfWeek ) Then 
     Begin
          Sell("DOW Exit") this bar on close;
          Buytocover(" DOW Exit") this bar on close;
     End;
 End
 
 { --- Exit specific time of day  --- }
 Else If ( ExitToTest = 9 ) Then
 Begin
     If ( Time >= EndTime ) Then 
     Begin
          Sell("Time Exit") next bar at market;
          Buytocover(" Time Exit") next bar at market;
     End;
 End;