backtest signals not matching the rules?

• 06/01/2022 at 8:02 PM #194466
  Swisspatrick

  hi, I wanted to check a simple code and browsing through the chart, I realized buy signals, that shouldn’t have been triggered and I don’t see why it happened anyway.

  The following example is not a trading strategy, but simply to illustrate the buy signals.
  The idea is: buy, if the current bar’s OPEN is higher than the level of 3/4 of last bar’s range (in the bullish 1/4 of the last bar)

  for illustration purposes only, not an actual trading system

  c1= Open > High[1]-((High[1]-Low[1])/4) IF c1 then BUY 2 CONTRACT AT MARKET ENDIF SET STOP pLOSS 10 SET TARGET pPROFIT 15

  1 2 3 4 5 6 7 8

  c1= Open > High[1]-((High[1]-Low[1])/4)   IF c1 then BUY 2 CONTRACT AT MARKET ENDIF   SET STOP pLOSS 10 SET TARGET pPROFIT 15

  quickly back testing this on the DAX in the M30 time frame, I found cases where it worked as designed (case 1), but I also found examples (case 2) where c1 was not met, but a buy signal was triggered anyway.

  Is there anything I am missing here or how come?

  

  Swisspatrick

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  06/02/2022 at 9:30 AM #194497
  robertogozzi

  Try using parentheses in line 1, after “>”

  (High[1]-((High[1]-Low[1])/4))

  1	(High[1]-((High[1]-Low[1])/4))

   

  

  robertogozzi

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