Backtest Trend Following Moving Averages from Nicolas

• 07/24/2021 at 11:52 PM #174101
  zxcnin

  Hi, I am a beginner and trying to backtest the indicator (https://www.prorealcode.com/prorealtime-indicators/trend-following-moving-averages/) that create from Nicolas. Can someone please help me figure out or explain how it work in detail?

  

  zxcnin

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  07/25/2021 at 10:14 AM #174115
  Nicolas

  That indicator doesnt return any value, it plots a cloud of MA in different colors, you can’t use the code “as is” to create a strategy directly in ProOrder. It would need some custom coding, but can you tell us what is the strategy you have in mind?

  

  Nicolas

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  07/25/2021 at 11:21 AM #174117
  zxcnin

  Thanks Nicolas. I figure it out. I was trying to use the green line as buy signal and red as sell signal. My custom below using EMA 100 to follow the trend. It would be grateful if you have further suggestion.

  DEFPARAM CumulateOrders=False capital = 100000 + strategyprofit n = capital / close // --- settings prd = 30 //Period to Check Trend rateinp = 1 //Trend Channel Rate % minval = 0.1, step = 0.1 ulinreg = 1 // 1=true, Use Linear Regression linprd = 10 //Linear Regression Period, minval = 2 matype = 1 //ma type 0=sma, 1-ema, etc. // --- end of settings rate = rateinp / 100 pricerange = highest[300](close) - lowest[300](close) chan = pricerange * rate p1 = 100 //trend masrc1 = average[p1,matype](close) if ulinreg then ma1 = LinearRegression[linprd](masrc1) else ma1 = masrc1 endif hh1 = highest[prd](ma1) ll1 = lowest[prd](ma1) diff1 = abs(hh1-ll1) if diff1>chan then if ma1>ll1+chan then trend1=1 elsif ma1<hh1-chan then trend1=-1 else trend1=0 endif else trend1=0 endif ret1 = trend1*diff1/chan alpha1 = min(255,(80+abs(ret1*10))) if ret1<0 then r1=255 g1=0 else r1=0 g1=255 endif iprev=$prev[p1] $prev[p1] = ma1 IF g1 = 255 THEN BUY n SHARES AT MARKET ENDIF SET STOP %LOSS 10 IF r1 = 255 THEN SELL AT MARKET ENDIF

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  DEFPARAM CumulateOrders=False capital = 100000 + strategyprofit n = capital / close // --- settings prd = 30 //Period to Check Trend rateinp = 1 //Trend Channel Rate %  minval = 0.1, step = 0.1 ulinreg = 1 // 1=true, Use Linear Regression linprd = 10 //Linear Regression Period, minval = 2 matype = 1 //ma type 0=sma, 1-ema, etc. // --- end of settings   rate = rateinp / 100 pricerange = highest[300](close) - lowest[300](close) chan = pricerange * rate   p1 = 100 //trend masrc1 = average[p1,matype](close) if ulinreg then ma1 = LinearRegression[linprd](masrc1) else ma1 = masrc1 endif   hh1 = highest[prd](ma1) ll1 = lowest[prd](ma1) diff1 = abs(hh1-ll1)   if diff1>chan then if ma1>ll1+chan then trend1=1 elsif ma1<hh1-chan then trend1=-1 else trend1=0 endif else trend1=0 endif   ret1 = trend1*diff1/chan   alpha1 = min(255,(80+abs(ret1*10))) if ret1<0 then r1=255 g1=0 else r1=0 g1=255 endif   iprev=$prev[p1]   $prev[p1] = ma1   IF g1 = 255 THEN BUY n SHARES AT MARKET ENDIF   SET STOP %LOSS 10   IF r1 = 255 THEN SELL AT MARKET ENDIF

   

  

  zxcnin

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