: Forum Unbroken highs

01/08/2018 at 11:05 PM #57816

vitatrader35

Hi everyone, and thank you Roberto for your kind atention. I’m afraid I don’t completely understand your explanation.

I’m having the same error as ‘from8to800’ but, surprisingly my code fails just some times. Most times, it works fine. I don´t think its a network problem, because it fails always with the same stocks (for example, it fails if you try to backtest OTEX with 3000 bars)

The strategy tries to catch high capitalization breakouts, and I’m trying to optimise two variables: ‘volatilidad’ from 2 to 8 (step=3) and ‘misumacap’ from 100 to 300 (step=50).

Thanks in advance,

Miguel

DEFPARAM cumulateorders=false
Capital = 100000
Risk = 1

REM Calculate contracts
equity = Capital + StrategyProfit
maxrisk = round(equity*(Risk/100))
riesgo=(priceopen-stoploss)*2
cap=volume*typicalprice

sumacap=summation[5](cap)
sumacap25=summation[25](cap)
media5=sumacap25/5
supermediacap=100*sumacap/media5
//vola=ABS(highest[5](high)-lowest[5](low))*100/typicalprice

alto=highest[5](high)
bajo=lowest[5](low)

vola=ABS(alto-bajo)*100/typicalprice
//semana y día alcista
if  vola>=volatilidad and supermediacap>=misumacap  and close>open[5] and close>open then
condicion1=1
elsif  condicion1[1]>0 and condicion1<5 and low>stoploss then
condicion1=condicion1[1]+1
else
condicion1=0
endif
if condicion1=1  then
priceopen = alto+((alto-bajo)*(5/100))
stoploss = bajo-((alto-bajo)*(5/100))
riesgo=(priceopen-stoploss)*2
PositionSize = abs(round(maxrisk/riesgo))

endif


if condicion1>0 then
BUY positionsize shares at priceopen stop
endif

GRAPH supermediacap coloured (0,200,0,255)  as "supermediacap"
GRAPH vola coloured (0,100,100,255) as "volatilidad"
SET TARGET PROFIT riesgo
SET STOP LOSS riesgo

DEFPARAM cumulateorders=false

Capital = 100000

Risk = 1

REM Calculate contracts

equity = Capital + StrategyProfit

maxrisk = round(equity*(Risk/100))

riesgo=(priceopen-stoploss)*2

cap=volume*typicalprice

sumacap=summation[5](cap)

sumacap25=summation[25](cap)

media5=sumacap25/5

supermediacap=100*sumacap/media5

//vola=ABS(highest[5](high)-lowest[5](low))*100/typicalprice

alto=highest[5](high)

bajo=lowest[5](low)

vola=ABS(alto-bajo)*100/typicalprice

//semana y día alcista

if vola>=volatilidad and supermediacap>=misumacap and close>open[5] and close>open then

condicion1=1

elsif condicion1[1]>0 and condicion1<5 and low>stoploss then

condicion1=condicion1[1]+1

else

condicion1=0

endif

if condicion1=1 then

priceopen = alto+((alto-bajo)*(5/100))

stoploss = bajo-((alto-bajo)*(5/100))

riesgo=(priceopen-stoploss)*2

PositionSize = abs(round(maxrisk/riesgo))

endif

if condicion1>0 then

BUY positionsize shares at priceopen stop

endif

GRAPH supermediacap coloured (0,200,0,255) as "supermediacap"

GRAPH vola coloured (0,100,100,255) as "volatilidad"

SET TARGET PROFIT riesgo

SET STOP LOSS riesgo

vitatrader35

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