Spécifications
import talib
SYMBOL = 'V100' # Indice Volatility 100 Index
PERIOD = 'M15'
STOP_LOSS = 100 # en pips
RISK_PER_TRADE = 0.01 # risque de 1% par transaction
REWARD_RISK_RATIO = 5 # ratio risque/rendement de 1:5
MAX_POSITIONS = 10 # nombre maximal de positions ouvertes
position_size = None
def initialize():
global position_size
# initialiser les variables nécessaires
position_size = (Account.balance * RISK_PER_TRADE) / STOP_LOSS
def handle_tick():
global position_size
# récupérer les prix et calculer la TEMA(40)
prices = History.prices(SYMBOL, PERIOD, 40)
tem, _, _ = talib.TEMA(prices, timeperiod=40)
# récupérer le dernier prix et le dernier signal de la TEMA
last_price = History.price(SYMBOL, PERIOD, 0)
last_tema = tem[-1]
# vérifier si le dernier prix est supérieur à la TEMA
if last_price > last_tema and len(Positions) < MAX_POSITIONS:
# calculer les niveaux de stop loss et take profit
stop_loss_price = last_price - (STOP_LOSS * Symbol.pipSize())
take_profit_price = last_price + (STOP_LOSS * REWARD_RISK_RATIO * Symbol.pipSize())
# calculer la taille de la position en fonction du risque par transaction
position_size = (Account.balance * RISK_PER_TRADE) / (last_price - stop_loss_price)
# ouvrir une position avec un stop loss et un take profit
ticket = OrderSend(SYMBOL, OP_BUY, position_size, last_price, 3, stop_loss_price, take_profit_price)
if ticket <= 0:
print(f"Erreur lors de l'ouverture de la position : {ErrorDescription(ticket)}")
# clôturer toutes les positions si le prix est inférieur à la TEMA
elif last_price <= last_tema:
for position in Positions:
if position.symbol() == SYMBOL:
position.close()
Répondu
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