Calling conditions from indicator

umebon · 2021-04-07T06:31:49+00:00

Cant get the system to call this indicators (c11,c12,c13), what is wrong? I dont use any timeframes. 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" c11, c12, c13 = CALL "Indicator" TaPosition = c11 AND c12 AND c13 IF TaPosition THEN BUY positionStorlek CONTRACT AT MARKET ENDIF

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

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

TaPosition = c11 AND c12 AND c13

IF TaPosition THEN
BUY positionStorlek CONTRACT AT MARKET
ENDIF
```
04/07/2021 at 8:22 AM #166366 quote
robertogozzi
Moderator

Legend
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
```
04/07/2021 at 9:01 AM #166376 quote
umebon
Participant

Average
I have tried this but it doesnt take any positions, does it work for anyone?
```
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"
```
```
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
```
04/07/2021 at 9:08 AM #166377 quote

robertogozzi
Moderator

Legend

Have you enough units on you chart?

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

umebon
Participant

Average

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

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

GraHal
Participant

Legend

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?

umebon thanked this post

Ume.jpg Ume-2.jpg Ume-MAx-DJI-M3-v1.itf

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

umebon
Participant

Average

What did you set the TP and TS too?

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

GraHal
Participant

Legend

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

umebon thanked this post

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

Master
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
```
umebon thanked this post

Ume-MAx-DJI-5m-v2.jpg
04/07/2021 at 11:59 AM #166403 quote

umebon
Participant

Average

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…

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

nonetheless
Participant

Master

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

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

Legend
umebon wrote:

I have tried this but it doesnt take any positions

Where is Datum in your Indicator code?
```
return Datum AS "Datum",
```
04/07/2021 at 12:39 PM #166407 quote
umebon
Participant

Average
```
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"
```
04/07/2021 at 12:48 PM #166408 quote

umebon
Participant

Average

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?

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

Legend
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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