Backtest possible downtrend

• 10/30/2023 at 2:00 PM #223054
  marco7630

  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

  

  marco7630

  Participant

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

  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

  1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17

  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

   

   

  

  robertogozzi

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  11/01/2023 at 10:23 AM #223103
  marco7630

  Thanks Roberto

   

  

  marco7630

  Participant

  Topics: 42

  Replies: 99

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