Backtest to Screener

• 11/19/2020 at 9:11 AM #150923
  assafn

  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

   

  

  assafn

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

  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]

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  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.

   

   

  

  robertogozzi

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  11/19/2020 at 10:58 AM #150940
  assafn

  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?

   

  

  assafn

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

  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 🙂

   

   

  1 user thanked author for this post.

  assafn

  

  robertogozzi

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