Doesn't take long positions?

umebon · 2019-05-01T12:20:17+00:00

Whats wrong with this code, it only takes short positions and not long. I want to run it on EUR/USD 1 h I can’t see whats wrong but I am learning…. DEFPARAM CumulateOrders = False // Define start and closing time DEFPARAM FlatBefore = 080000 DEFPARAM FlatAfter = 210000 // Conditions and indicators for the system //MA = Average[30](close) // Simple moving average X = 4 // Number of contracts cond1 = ((High[0]-Low[0])/2) > Supertrend[3,10] // Conditions for long positions cond2 = ((High[0]-Low[0])/2) < Supertrend[3,10] // Conditions for short positions // Long positions IF (cond1) THEN BUY X CONTRACTS AT MARKET ENDIF IF LONGONMARKET AND (cond2) THEN SELL AT MARKET ENDIF // Short positions IF (cond2) THEN SELLSHORT X CONTRACTS AT MARKET ENDIF IF SHORTONMARKET AND cond1 THEN EXITSHORT AT MARKET ENDIF // Stops and targets SET STOP pTrailing 4

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05/01/2019 at 1:20 PM #97456 quote
umebon
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Whats wrong with this code, it only takes short positions and not long. I want to run it on EUR/USD 1 h

I can’t see whats wrong but I am learning….
```
DEFPARAM CumulateOrders = False

// Define start and closing time
DEFPARAM FlatBefore = 080000
DEFPARAM FlatAfter = 210000

// Conditions and indicators for the system
//MA = Average[30](close) // Simple moving average
X = 4 // Number of contracts
cond1 = ((High[0]-Low[0])/2) > Supertrend[3,10] // Conditions for long positions
cond2 = ((High[0]-Low[0])/2) < Supertrend[3,10] // Conditions for short positions

// Long positions
IF (cond1) THEN
BUY X CONTRACTS AT MARKET
ENDIF

IF LONGONMARKET AND (cond2) THEN
SELL AT MARKET
ENDIF

// Short positions
IF (cond2) THEN
SELLSHORT X CONTRACTS AT MARKET
ENDIF

IF SHORTONMARKET AND cond1 THEN
EXITSHORT AT MARKET
ENDIF

// Stops and targets
SET STOP pTrailing 4
```
05/01/2019 at 1:44 PM #97460 quote
GraHal
Participant

Legend
cond1 is never going to be > ST

cond2 is always going to be < ST

I often hesitate to help with code (as I’m great either! 🙂 ) but substitute values in your cond 1 and 2 and you will see. E.g. high 11230 high – 11210 low / 2 = 10 so it is always going to be lower than ST and never higher … unless you get the biggest spike ever seen? 🙂
```
cond1 = ((High[0]-Low[0])/2) > Supertrend[3,10] // Conditions for long positions
cond2 = ((High[0]-Low[0])/2) < Supertrend[3,10] // Conditions for short positions
```
If you use Close > Supertrend etc then it will work.
05/01/2019 at 1:46 PM #97461 quote
robertogozzi
Moderator

Legend
I suggest to modify lines 10-11 as follows (though this won’t affect performance, it’s just makes code easier to read:
```
cond1 = (range/2) > Supertrend[3,10] // Conditions for long positions
cond2 = (range/2) < Supertrend[3,10] // Conditions for short positions
```
I think if you switch the order in which trades are opened, Short ones first, the results would be only short trades.

You are comparing half the range with ST, I can’t imagine what your goal is.

After line 32 add these lines, then check those values in the variable window of ProBackTest each candle:

graph Range

graph Range/2

graph Supertrend[3,10]
05/01/2019 at 1:51 PM #97462 quote

umebon
Participant

Average

Tnx for the respons, Im am trying too learn the program and how I can program.

05/01/2019 at 2:04 PM #97468 quote

GraHal
Participant

Legend

umebon wrote:

Im am trying too learn the program and how I can program.

No probs, keep on asking no matter how daft it seems … I will probably learn something also! 🙂

umebon thanked this post

05/01/2019 at 2:06 PM #97469 quote

umebon
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I am trying too program an easy program for the 1 h EUR/USD but i don’t really get it too work. But i am learning every day…
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