Hi,

This is my first post ever and I am a total noob on PRT/PRC so hopefully you’ll forgive me any faux pass.

I have spent last couple hours trying to build an automated strategy suing assisted creation in PRT (demo account).

I am trying to open longs when:

• current price is above 20 period EMA,
• 5 EMA crosses over 20 EMA
• recent 5 period RSI is above previous 5 RSI
• 5 RSI is above 14 RSI
• current price is above previous price

and

I am trying to open shorts when:

• current price is below 20 period EMA,
• 5 EMA crosses under 20 EMA
• recent 5 period RSI is below previous 5 RSI
• 5 RSI is below 14 RSI
• current price is below previous price

I’ts pretty much reverse.

Closing of longs and shorts happens when some of the above conditions cease to exist.

When I am trying to run the strategy (Gsys) backtesting the results, the window loads and it seems like it’s running, equity curve window opens, but there are no results. It’s basically “N/A” everywhere.

As if nothing has been triggered.

it’s the same when I try to run the same strategy on live data (in demo) – in normal trading.

// Definition of code parameters
DEFPARAM CumulateOrders = False // Cumulating positions deactivated
// The system will cancel all pending orders and close all positions at 0:00. No new ones will be allowed until after the "FLATBEFORE" time.
DEFPARAM FLATBEFORE = 063000
// Cancel all pending orders and close all positions at the "FLATAFTER" time
DEFPARAM FLATAFTER = 211500

// Prevents the system from creating new orders to enter the market or increase position size before the specified time
noEntryBeforeTime = 064000
timeEnterBefore = time >= noEntryBeforeTime

// Prevents the system from placing new orders to enter the market or increase position size after the specified time
noEntryAfterTime = 203000
timeEnterAfter = time < noEntryAfterTime

// Prevents the system from placing new orders on specified days of the week
daysForbiddenEntry = OpenDayOfWeek = 6 OR OpenDayOfWeek = 0

// Conditions to enter long positions
c1 = (close > close[1])
indicator1 = ExponentialAverage[5](close)
c2 = (close CROSSES OVER indicator1)
indicator2 = RSI[5](RSI[14](close))
indicator3 = RSI[14](close)
c3 = (indicator2 CROSSES OVER indicator3)
indicator4 = RSI[5](RSI[14](close))
indicator5 = RSI[5](RSI[14](close))
c4 = (indicator4 > indicator5[1])
indicator6 = ExponentialAverage[5](close)
indicator7 = ExponentialAverage[20](close)
c5 = (indicator6 CROSSES OVER indicator7)
indicator8 = Average[100](close)
c6 = (close > indicator8[1])
indicator9 = SAR[0.02,0.02,0.2]
c7 = (indicator9[2] > close[2])
indicator10 = SAR[0.02,0.02,0.2]
c8 = (indicator10[1] < close[1])
indicator11 = SAR[0.02,0.02,0.2]
c9 = (indicator11 < close)

IF (c1 AND c2 AND c3 AND c4 AND c5 AND c6 AND c7 AND c8 AND c9) AND timeEnterBefore AND timeEnterAfter AND not daysForbiddenEntry THEN
BUY 25 SHARES AT MARKET
ENDIF

// Conditions to exit long positions
c10 = (close[1] < close[2])
indicator12 = RSI[5](RSI[14](close))
indicator13 = RSI[5](RSI[14](close))
c11 = (indicator12 < indicator13[1])
indicator14 = RSI[5](RSI[14](close))
indicator15 = RSI[14](close)
c12 = (indicator14[1] CROSSES UNDER indicator15[1])
indicator16 = ExponentialAverage[5](close)
indicator17 = ExponentialAverage[5](close)
c13 = (indicator16[1] < indicator17[2])
c14 = (close < close[1])

IF c10 AND c11 AND c12 AND c13 AND c14 THEN
SELL AT MARKET
ENDIF

// Conditions to enter short positions
c15 = (close < close[1])
indicator18 = ExponentialAverage[20](close)
c16 = (close CROSSES UNDER indicator18)
indicator19 = ExponentialAverage[5](close)
indicator20 = ExponentialAverage[20](close)
c17 = (indicator19[1] CROSSES UNDER indicator20[1])
indicator21 = RSI[5](RSI[14](close))
indicator22 = RSI[14](close)
c18 = (indicator21[1] CROSSES UNDER indicator22[1])
indicator23 = RSI[5](RSI[14](close))
indicator24 = RSI[5](RSI[14](close))
c19 = (indicator23 < indicator24[1])

IF (c15 AND c16 AND c17 AND c18 AND c19) AND timeEnterBefore AND timeEnterAfter AND not daysForbiddenEntry THEN
SELLSHORT 25 SHARES AT MARKET
ENDIF

// Conditions to exit short positions
indicator25 = RSI[5](RSI[14](close))
indicator26 = RSI[14](close)
c20 = (indicator25 CROSSES OVER indicator26)
indicator27 = RSI[5](RSI[14](close))
indicator28 = RSI[5](RSI[14](close))
c21 = (indicator27 > indicator28[1])
c22 = (close > close[1])
indicator29 = ExponentialAverage[20](close)
c23 = (close CROSSES OVER indicator29)

IF c20 AND c21 AND c22 AND c23 THEN
EXITSHORT AT MARKET
ENDIF

// Stops and targets
SET STOP pLOSS 20 pTRAILING 20
SET TARGET pPROFIT 40

Gsys-long.png Gsys-Short.png G-sys.png Backtesting-report.png