Backtest to Screener

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  • #150923 quote
    assafn
    Participant
    Average

    Hello everybody

    I have a Backtest code that I want to adapt to the screener. I tried a lot of ways without success.

    appreciate any help

    cass1.itf
    #150933 quote
    robertogozzi
    Moderator
    Master

    Always post also your code, besides the ITF file, so we don’t have to install it to help you, unless your code is 300+ lines!

    There you go:

    c1 = rsi[40]crosses under 35
    Y=VOLUME>10000 AND CLOSE>0
    IF c1  AND Y THEN
       Flag = 1
    Endif
    MyRSI = rsi[9](Close)
    Signal = 0
    RsiMin = MyRSI > MyRSI[1] and MyRSI[1] < MyRSI[2] and MyRSI[1] < 30
    if RsiMin then
       RSIMin1 = MyRSI[1]
       Low1 = Low[1]
       for I = 3 to  80
          if RSIMin[I] then
             RSIMin2 = MyRSI[I + 1]
             Low2 = Low[I + 1]
             If flag=1 and Low1 < Low2 and RSIMin1 > RSIMin2 then
                flag=2
             elsif flag=2 and close>high[1] and close>open then
                Signal = 1
                Flag = 0
             endif
             break
          endif
       next
    endif
    SCREENER[Signal]

    It ws a matter of removing instrucions not supported by ProScreener and set a SIGNAL in place of entering a trade.

    #150940 quote
    assafn
    Participant
    Average
    Thank you robertogozzi,
    I changed the code so it will show results for two days ago:

    SCREENER[Signal[2]]

    If the screener shows results for 2 days ago – the Backtest should show a buy signal from yesterday.

    Unfortunately there is no buy signal yesterday (attached screenshot)

    Any ideas?

    1.png 1.png
    #150956 quote
    robertogozzi
    Moderator
    Master

    I also experienced that issue.

    In backtesting, Flag is NEVER > 1, and Signal is ALWAYS 0.

    I have no clue to why that happens.

    You should report it to ProRealTime. Open a ticket pressing the key combination Ctrl+M from the platform.

    Share any reply you may receive. Thank yoo 🙂

    assafn thanked this post
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Backtest to Screener


ProScreener: Market Scanners & Detection

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assafn @assafn Participant
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This topic contains 3 replies,
has 2 voices, and was last updated by robertogozzi
5 years, 3 months ago.

Topic Details
Forum: ProScreener: Market Scanners & Detection
Language: English
Started: 11/19/2020
Status: Active
Attachments: 2 files
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