Backtest possible downtrend

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    Posts
  • 10/30/2023 at 2:00 PM #223054 quote
    marco7630
    Participant
    New

    Hi,

     

    How can i backtest the following strategy:

    timeframe(DAILY)

    EMA50=ExponentialAverage[50](Close)

    C1=Summation[12](Close<EMA50)=12
    ATRpercent=100*(AverageTrueRange[14](close))/close
    c2 = ATRpercent>=3
    C3=Close*Average[30](Volume)>7500000

     

    c4= close>open

    C5=(high-close) >= (close- Low)

     

    test = c1 AND C2 AND C3 and c4 and c5
    screener[test]

    If above requirements are met:

    Go short 3 cents below the low of last candle

     

    Exit the trade on the first close above EMA10 (daily)

    Thanks

     

    gr Marco

    10/31/2023 at 6:50 AM #223070 quote
    robertogozzi
    Moderator
    Master

    Post your topic in the correct forum:
    _ ProRealTime Platform Support: only platform related issues.
    _ ProOrder: only strategy topics.
    _ ProBuilder: only indicator topics.
    _ ProScreener: only screener topics
    _ General Discussion: any other topics.
    _ Welcome New Members: for new forum members to introduce themselves.

    I moved your topic from the ProScreener support.

    Thanks 🙂

    There you go:

    timeframe(DAILY)
EMA50=ExponentialAverage[50](Close)
C1=Summation[12](Close<EMA50)=12
ATRpercent=100*(AverageTrueRange[14](close))/close
c2 = ATRpercent>=3
C3=Close*Average[30](Volume)>7500000
c4= close>open
C5=(high-close) >= (close- Low)
//
Timeframe(default)
test = c1 AND C2 AND C3 and c4 and c5
IF test AND Not OnMarket THEN
   SELLSHORT 1 Contract AT (low - 0.3*PipSize) STOP
ENDIF
IF OnMarket AND close > EMA50 THEN
   EXITSHORT AT Market
ENDIF
    11/01/2023 at 10:23 AM #223103 quote
    marco7630
    Participant
    New

    Thanks Roberto

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Backtest possible downtrend


ProOrder: Automated Strategies & Backtesting

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marco7630 @marco7630 Participant
Summary

This topic contains 2 replies,
has 2 voices, and was last updated by marco7630
2 years, 3 months ago.

Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 10/30/2023
Status: Active
Attachments: No files
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