Backtesting shows orders that should not have triggered, why?

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04/04/2021 at 2:31 AM #166141 quote
JakobFreimann
Participant

New
Hi everyone,

I am just starting out learning how to code with very simple scripts. The code below should trigger a Long Order when the MA20 crosses above the MA50 and sell when the MA20 goes below the MA50. However when backtesting there are a lot of orders that where triggered that shouldn’t have been. Am I doing something obviously wrong?
```
// Conditions to enter long positions// Conditions to enter long positions
IF NOT LongOnMarket AND Average[20](close) CROSSES OVER Average[50](close) THEN
BUY 20 CONTRACTS AT MARKET
ENDIF

// Conditions to exit long positions
If LongOnMarket AND Average[20](close) CROSSES UNDER Average[50](close)THEN
SELL AT MARKET
ENDIF
```
See attached image for trade that should not have been triggered.

Any pointers really appreciated. Also I did not find a search on the forum, I am sure this was asked before. If there is a search please let me know.

Screen-Shot-2021-04-04-at-11.28.40-am.png
04/04/2021 at 9:43 AM #166153 quote

GraHal
Participant

Master

Your code shows SMA and your image shows EMA.

04/04/2021 at 9:27 PM #166179 quote

JakobFreimann
Participant

New

oh.. thanks. Fixed it and now seems to be working fine.

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Backtesting shows orders that should not have triggered, why?

ProOrder: Automated Strategies & Backtesting

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JakobFreimann @jakobfreimann Participant

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This topic contains 2 replies,
has 2 voices, and was last updated by JakobFreimann
5 years, 5 months ago.

Topic Details

Forum:	ProOrder: Automated Strategies & Backtesting
Language:	English
Started:	04/04/2021
Status:	Active
Attachments:	1 files

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