Backtest to Screener

assafn · 2020-11-19T08:11:03+00:00

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

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11/19/2020 at 9:11 AM #150923 quote

assafn
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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

11/19/2020 at 10:34 AM #150933 quote
robertogozzi
Moderator

Legend
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.
11/19/2020 at 10:58 AM #150940 quote

assafn
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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

11/19/2020 at 1:12 PM #150956 quote

robertogozzi
Moderator

Legend

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 🙂

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