Strategy with PRC_SuperTrend Extended and PRC_Adaptive-ATR-ADX-Trend-V2

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04/27/2019 at 11:24 AM #97248 quote
Abz
Participant

Veteran
just wrote a simple strategy and with 2 well known indicators here on the forum PRC_SuperTrend Extended and PRC_Adaptive-ATR-ADX-Trend-V2. However it is not working , maybe i got i wrong?
```
mySuperTrendExtended1, mySuperTrendExtended2 = CALL "PRC_SuperTrend Extended"[2.236, 66, 1, 10]
myPRCAdaptiveATRADXTrendV2 = CALL "PRC_Adaptive-ATR-ADX-Trend-V2"[21, 3.5, 1.75, 14, 30, 0, 1](close)


// Long entries
if not onmarket and close > mySuperTrendExtended1 and close > mySuperTrendExtended2 and close > myPRCAdaptiveATRADXTrendV2 then
buy 1 SHARES AT MARKET
endif

// exit long
if longonmarket and close < myPRCAdaptiveATRADXTrendV2 then
SELL AT MARKET
endif


//short etntries
if not onmarket and close < mySuperTrendExtended1 and close < mySuperTrendExtended2 and close < myPRCAdaptiveATRADXTrendV2 then
sellshort 1 SHARES AT MARKET
endif


//exit short
if shortonmarket and close > myPRCAdaptiveATRADXTrendV2 then
exitshort at market
endif
```
04/27/2019 at 11:49 AM #97250 quote
robertogozzi
Moderator

Master
Some questions:
1. Have you checked that those indicators, with the same settings, on your chart do show any trading signal the way you combined them?
2. On which instrument and TF are you backtesting your strategy?
3. What does exactly “it is not working” mean?
It appears not to have any syntax error, so it must be some logical errors. Or maybe they are not even errors, simply the way you combined those indicators may not yield any result (see question 1). For instance, if you want to enter a position when two averages show a bullish crossover while macd crosses under the zero line, well… guess what?
04/27/2019 at 12:22 PM #97252 quote

GraHal
Participant

Master

Works fine on DJI 4H spread = 4 … see attached

(to avoid confusion (or cause! 🙂 )… the Indicators on my screen shot are not the indicators in the strategy).

Abz.jpg Abz-2.jpg

04/27/2019 at 1:09 PM #97255 quote

robertogozzi
Moderator

Master

Glad to know that GraHal, so it’s much simpler than expected, it’s just a matter of using another instrument and/or another TF.

GraHal thanked this post

04/27/2019 at 3:43 PM #97257 quote

Abz
Participant

Veteran

I tried on 1 hour gold.

1. I checked my settings inn chart and code and they are the same.

2. It enter the first trade and then never exit.

Grahal if you try 1 hour on gold what results are you getting then ?

GraHal thanked this post

04/27/2019 at 4:34 PM #97261 quote

GraHal
Participant

Master

Abz wrote:

Grahal if you try 1 hour on gold what results are you getting then ?

Lawds and lawds of trades, but I’m now bankrupt!! 🙂

Abz-3.jpg

04/27/2019 at 4:48 PM #97263 quote

jebus89
Participant

Master

Grahal, maye u forgot to turn off the 4 in spread on the Gold pic? or is the strategy so bad u can flip long/short nad make profits? 😛

04/27/2019 at 5:01 PM #97265 quote

GraHal
Participant

Master

Hahaha yeah I did forgrt to turn off the spread = 4.

Lower curve is with spread = 1

Upper curve is with full reversal … now I’m getting same as Abz … 1 trade which does not close!

Abz-4.jpg

04/27/2019 at 5:03 PM #97268 quote

GraHal
Participant

Master

Attached upper curve is with entry strategy (only) reversed.

Abz-5.jpg

04/27/2019 at 6:21 PM #97270 quote

Abz
Participant

Veteran

strange that it only opens 1 trade , and dont close it….

04/27/2019 at 6:23 PM #97271 quote

Abz
Participant

Veteran

on 4 hours chart it opens more trades but on 1 hour chart only 1 that dont close

05/09/2019 at 8:57 AM #98027 quote

Nicolas
Keymaster

Master

Check the “myPRCAdaptiveATRADXTrendV2” value by graphing it, I think the problem is that it doesnt compute correctly in probacktest.
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