Envoyé par Tcool69
Voir le message
Annonce
Réduire
Aucune annonce.
Ads
Réduire
Intraday ym fce janvier 2014
Réduire
X
-
Commentaire
-
Envoyé par chipeur Voir le messagelol
perdu
claire le sait ..demande lui par mail...elle est autorisée a te le dire..tu es bien vu !!!!!!!!!
Commentaire
-
Envoyé par chipeur Voir le messagelol
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 ???IMF
Commentaire
-
Envoyé par Tcool69 Voir le messagePas moi ?
Commentaire
-
Envoyé par Tcool69 Voir le messageBon apparemment, je ne suis pas bien vu même si je ne sais pas pourquoi ?!
tu devrais chercher un peuIMF
Commentaire
-
Envoyé par ruliann Voir le messagehello
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
finis les vacances !!!!!!!!!!IMF
Commentaire
-
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 !!!!!!!!!IMF
Commentaire
-
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.Code:{== 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;
Commentaire
Commentaire