backtest error using Pivots

• 01/13/2020 at 5:45 PM #116672
  ullle73

  Hi, im using this code to take the crossover/under R1/S1-pivots. Using standard setting (High + Low + Close)/3.

  But if you look at the attached picture, you can see it takes a pos waaaay before even reaching the R1.

   

  Anyone know why?

   

  s1 / r1 cross

  // Definition of code parameters DEFPARAM CumulateOrders = False // Cumulating positions deactivated // Conditions to enter long positions indicator1 = 2*((DHigh(1) + DLow(1) + DClose(1))/3) - DLow(1) c1 = (close CROSSES OVER indicator1) IF c1 THEN BUY 1 CONTRACT AT MARKET ENDIF // Conditions to enter short positions indicator2 = 2*((DHigh(1) + DLow(1) + DClose(1))/3) - DHigh(1) c2 = (close CROSSES UNDER indicator2) IF c2 THEN SELLSHORT 1 CONTRACT AT MARKET ENDIF // Stops and targets SET STOP pLOSS 9 SET TARGET pPROFIT 12

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  // Definition of code parameters DEFPARAM CumulateOrders = False // Cumulating positions deactivated   // Conditions to enter long positions indicator1 = 2*((DHigh(1) + DLow(1) + DClose(1))/3) - DLow(1) c1 = (close CROSSES OVER indicator1)   IF c1 THEN BUY 1 CONTRACT AT MARKET ENDIF   // Conditions to enter short positions indicator2 = 2*((DHigh(1) + DLow(1) + DClose(1))/3) - DHigh(1) c2 = (close CROSSES UNDER indicator2)   IF c2 THEN SELLSHORT 1 CONTRACT AT MARKET ENDIF   // Stops and targets SET STOP pLOSS 9 SET TARGET pPROFIT 12

   

  

  ullle73

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  01/13/2020 at 6:02 PM #116676
  GraHal

  No Image attached

   

  

  GraHal

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  01/13/2020 at 6:17 PM #116678
  ullle73

  pic

  

  ullle73

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  01/13/2020 at 6:18 PM #116680
  ullle73

  weird how i attached it two times without it showing, well there it is 🙂

  

  ullle73

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  01/13/2020 at 8:03 PM #116686
  GraHal

  Have you tried using Cursor Details to analyse / compare price levels and Indicator Levels?

  It appears to be entering trades correctly (Close is > Indicator 1)  … see the re arrow heads on attached.

  

  GraHal

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  01/13/2020 at 8:08 PM #116688
  GraHal

  Here’s a Short … all looks good??

  

  GraHal

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  01/14/2020 at 12:05 AM #116706
  ullle73

  well, yes, some trades it gets right, but look at my picture, you can see it takes the trade way off the line? not even close to the line

  

  ullle73

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  01/14/2020 at 8:21 AM #116722
  Vonasi

  Use GRAPH to plot the value of your pivot calculation to compare with that of the indicator on your chart.

  I note that you posted on a Monday so your strategy pivot calculation will be using the Sunday data for its calculation which will mean that the lines are very close together. Perhaps the indicator on the chart is using Friday data?

  

  Vonasi

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  01/14/2020 at 8:26 AM #116723
  Nicolas

  Sunday data or not (as Vonasi said). Custom trading hours on your chart? OHLC instruction with a “D” (Dclose, Dlow, ..) use real (official) and standard market hours for the instrument, not the custom ones displayed on your chart.

  

  Nicolas

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