AlunParticipant
Average
When running a backtest, is it possible to capture indicator values at trade entry automatically into a table of data?
My objective is to examine my indicator(s) values at each trade entry with the detailed report closed positions list, my aim is to compare those indicator values at trade entry when the system makes losses and those indicator values at trade entry when the system makes gains.
Please use the automated trading forum for that type of question, thanks.
Yes, that would be possible. The best way would be to use variables in array (not possible in versions prior to v11). Example with the RSI:
irsi = rsi[14]
buycondition = irsi crosses over 50
if buycondition then
buy at market
$var[lastset($var)+1] = irsi
endif
After that make a loop through all $var to analyze the performance of each order. That is a rough code snippet that would need further work but that’s the main idea..
AlunParticipant
Average
OK, thank you!
Will try to go further with this.
Please use the automated trading forum for that type of question, thanks.
Yes, that would be possible. The best way would be to use variables in array (not possible in versions prior to v11). Example with the RSI:
|
|
irsi = rsi[14]
buycondition = irsi crosses over 50
if buycondition then
buy at market
$var[lastset($var)+1] = irsi
endif
|
After that make a loop through all $var to analyze the performance of each order. That is a rough code snippet that would need further work but that’s the main idea..
Hi, thanks for that. I have a question, how would you calculate the average of the numbers contained in the table $var ? Thank you
Please use the automated trading forum for that type of question, thanks.
Yes, that would be possible. The best way would be to use variables in array (not possible in versions prior to v11). Example with the RSI:
|
|
irsi = rsi[14]
buycondition = irsi crosses over 50
if buycondition then
buy at market
$var[lastset($var)+1] = irsi
endif
|
After that make a loop through all $var to analyze the performance of each order. That is a rough code snippet that would need further work but that’s the main idea..
Hi, thanks for that. I have a question, how would you calculate the average of the numbers contained in the table $var ? Thank you
Edit : I struggle with it only because PRT v11 is not available with IG yet 🙂
AlunParticipant
Average
Does anyone know when version 11 will be available with IG?
