Calling conditions from indicator

• 04/07/2021 at 7:31 AM #166363
  umebon

  Cant get the system to call this indicators (c11,c12,c13), what is wrong?  I dont use any timeframes.

  Indicator

  c11 = close > average[50](close) ma1 = average[18](close) c12 = ma1 > ma1[1] c13 = close > ma1 return c11 AS "c11", c12 AS "c12", c13 AS "c13"

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  c11 = close > average[50](close) ma1 = average[18](close) c12 = ma1 > ma1[1] c13 = close > ma1   return c11 AS "c11", c12 AS "c12", c13 AS "c13"

  System

  c11, c12, c13 = CALL "Indicator" TaPosition = c11 AND c12 AND c13 IF TaPosition THEN BUY positionStorlek CONTRACT AT MARKET ENDIF

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  c11, c12, c13 = CALL "Indicator"   TaPosition = c11 AND c12 AND c13   IF TaPosition THEN BUY positionStorlek CONTRACT AT MARKET ENDIF

   

  

  umebon

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  04/07/2021 at 8:22 AM #166366
  robertogozzi

  What’s wrong with it?

  Apart from positionStorlek, that I replaced with 1, it works. You may have many positions being accumulated which never exit.

  Try adding OnMarket as a condition and TP & SL:

  c11, c12, c13 = CALL "Indicator" TaPosition = c11 AND c12 AND c13 IF TaPosition and not onmarket THEN BUY 1 CONTRACT AT MARKET ENDIF set target pprofit 100 set stop ploss 100

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  c11, c12, c13 = CALL "Indicator" TaPosition = c11 AND c12 AND c13 IF TaPosition and not onmarket THEN    BUY 1 CONTRACT AT MARKET ENDIF set target pprofit 100 set stop   ploss   100

   

   

  

  robertogozzi

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  04/07/2021 at 9:01 AM #166376
  umebon

  I have tried this but it doesnt take any positions, does it work for anyone?

  DAXLv3_indicator

  c11 = close > average[50](close) // För att öppna lång position ma1 = average[18](close) c12 = ma1 > ma1[1] // För att öppna lång position c13 = close > ma1 // För att öppna lång position return Datum AS "Datum", c11 AS "c11", c12 AS "c12", c13 AS "c13"

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  c11 = close > average[50](close) // För att öppna lång position ma1 = average[18](close) c12 = ma1 > ma1[1] // För att öppna lång position c13 = close > ma1 // För att öppna lång position   return Datum AS "Datum", c11 AS "c11", c12 AS "c12", c13 AS "c13"

  System

  c11, c12, c13 = CALL "DAXLv3_indicator" TaPosition = c11 AND c12 AND c13 IF TaPosition and not onmarket THEN BUY 1 CONTRACT AT MARKET ENDIF set target pprofit 100 set stop ploss 100

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  c11, c12, c13 = CALL "DAXLv3_indicator" TaPosition = c11 AND c12 AND c13 IF TaPosition and not onmarket THEN BUY 1 CONTRACT AT MARKET ENDIF set target pprofit 100 set stop   ploss   100

   

  

  umebon

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  04/07/2021 at 9:08 AM #166377
  robertogozzi

  Have you enough units on you chart?

   

  

  robertogozzi

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  04/07/2021 at 9:14 AM #166378
  umebon

  1K in a 1h-chart. I have send it too support so they can look at it. Thanks for quick response..

  

  umebon

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  04/07/2021 at 9:54 AM #166380
  GraHal

  umebon wrote:

  does it work for anyone?

  Works for me … see attached, spread = 5.

  I tweaked slightly re TP and TS and added cumulate orders = False, but it worked anyway straight out of the box … with no tweaks.

  Be good if you can get it to take profitable shorts also?

   

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  umebon

  

  GraHal

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  04/07/2021 at 10:13 AM #166385
  umebon

  What did you set the TP and TS too?

  

  umebon

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  04/07/2021 at 10:32 AM #166390
  GraHal

  SL = 75 ( I meant to say SL not TS above) and TP = 200 … settings and tweaks are in the .itf file attached above.

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  umebon

  

  GraHal

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  04/07/2021 at 11:45 AM #166399
  nonetheless

  This is how I would go about it (DJ 5min, spread = 2.4)

  // Definition of code parameters DEFPARAM CumulateOrders = false // Cumulating positions deactivated DEFPARAM preloadbars = 5000 //Tradetime = time >=143000 and time <210000// UK time Tradetime = time >=153000 and time <220000// Euro time positionsize= 1 c11 = close > average[50](close) // För att öppna lång position ma1 = average[18](close) c12 = ma1 > ma1[1] // För att öppna lång position c13 = close > ma1 // För att öppna lång position TaPosition = c11 AND c12 AND c13 IF Tradetime and TaPosition and not onmarket THEN BUY positionsize CONTRACT AT MARKET ENDIF set target %profit 1.2 set stop %loss 0.4

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  // Definition of code parameters DEFPARAM CumulateOrders = false // Cumulating positions deactivated DEFPARAM preloadbars = 5000   //Tradetime = time >=143000 and time <210000// UK time Tradetime = time >=153000 and time <220000// Euro time positionsize= 1   c11 = close > average[50](close) // För att öppna lång position ma1 = average[18](close) c12 = ma1 > ma1[1] // För att öppna lång position c13 = close > ma1 // För att öppna lång position TaPosition = c11 AND c12 AND c13 IF Tradetime and TaPosition and not onmarket THEN BUY positionsize CONTRACT AT MARKET ENDIF set target %profit 1.2 set stop   %loss   0.4

   

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  umebon

  

  nonetheless

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  04/07/2021 at 11:59 AM #166403
  umebon

  Interesting to see what you come up with. I am trying to get the indicator to work first but thanks for the ideas.

  I have a couple of more indicators that I will try on it…

  

  umebon

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  04/07/2021 at 12:03 PM #166404
  nonetheless

  Using CALL tends to slow down your backtest. Faster to just code it into your system – then it’s all there to be optimized.

  

  nonetheless

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  04/07/2021 at 12:06 PM #166405
  GraHal

  umebon wrote:

  I have tried this but it doesnt take any positions

  Where is Datum in your Indicator code?

  return Datum AS "Datum",

  1	return Datum AS "Datum",

   

   

  

  GraHal

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  04/07/2021 at 12:39 PM #166407
  umebon

  Datum = 1 IF OpenDate > 20210501 THEN //Stoppdatum i maj Datum = 0 //Invalidera alla signaler ENDIF // Variablar till systemet c11 = close > average[50](close) // För att öppna lång position ma1 = average[18](close) c12 = ma1 > ma1[1] // För att öppna lång position c13 = close > ma1 // För att öppna lång position return Datum AS "Datum", c11 AS "c11", c12 AS "c12", c13 AS "c13"

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  Datum = 1 IF OpenDate > 20210501 THEN //Stoppdatum i maj Datum = 0               //Invalidera alla signaler ENDIF   // Variablar till systemet c11 = close > average[50](close) // För att öppna lång position ma1 = average[18](close) c12 = ma1 > ma1[1] // För att öppna lång position c13 = close > ma1 // För att öppna lång position   return Datum AS "Datum", c11 AS "c11", c12 AS "c12", c13 AS "c13"

   

  

  umebon

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  04/07/2021 at 12:48 PM #166408
  umebon

  nonetheless wrote:

  Using CALL tends to slow down your backtest. Faster to just code it into your system – then it’s all there to be optimized.

  But if I want to hide some code for renting that is the only way?

  

  umebon

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  04/07/2021 at 12:50 PM #166409
  GraHal

  Datum was not shown in the Indicator on the post I quoted above, nor therefore on the code I used and posted results for.

  Surely the reason you are not getting trades is because it is not 1 May 2021 (20210501) yet?

  You’ve been excluded from trading by your own code!? 🙂

  Datum = 1 IF OpenDate > 20210501 THEN //Stoppdatum i maj Datum = 0 //Invalidera alla signaler ENDIF

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  Datum = 1 IF OpenDate > 20210501 THEN //Stoppdatum i maj Datum = 0               //Invalidera alla signaler ENDIF

   

  

  GraHal

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