Can you backtest for a universe of securities?

• 08/23/2021 at 1:21 PM #175986
  freecat1899

  Myestimatedvol = volume*(CurrentHour-21) // Conditions to enter long positions c1 = close > close[1]*1.035 c2 = close[1] <= close [2]*1.02 c3 = close[2] <= close [3] c5 = average[7]/average[65]>=1.05 c6 = Myestimatedvol>volume[1] IF NOT LongOnMarket AND c1 AND c2 AND c3 AND c5 AND C6 THEN BUY 10 CONTRACTS AT MARKET ENDIF // Stops and targets : Enter your protection stops and profit targets here SET STOP LOSS LOWEST [0] // Conditions to exit long positions c7 = close >= POSITIONPRICE*(1+(LOWEST[0]-POSITIONPRICE)/POSITIONPRICE)*4) If LongOnMarket AND c7 THEN SELL 5 CONTRACTS AT MARKET ENDIF // conditions to trail the rest c7 = close >= POSITIONPRICE*(1+(LOWEST[0]-POSITIONPRICE)/POSITIONPRICE)*4) If LongOnMarket AND c7 THEN SET STOP %TRAILING 5 ENDIF

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  Myestimatedvol = volume*(CurrentHour-21)   // Conditions to enter long positions c1 = close > close[1]*1.035 c2 = close[1] <= close [2]*1.02 c3 = close[2] <= close [3] c5 = average[7]/average[65]>=1.05 c6 = Myestimatedvol>volume[1] IF NOT LongOnMarket AND c1  AND c2  AND c3  AND c5 AND C6 THEN BUY 10 CONTRACTS AT MARKET ENDIF   // Stops and targets : Enter your protection stops and profit targets here SET STOP LOSS LOWEST [0] // Conditions to exit long positions c7 = close >= POSITIONPRICE*(1+(LOWEST[0]-POSITIONPRICE)/POSITIONPRICE)*4) If LongOnMarket AND c7 THEN SELL 5 CONTRACTS AT MARKET ENDIF // conditions to trail the rest c7 = close >= POSITIONPRICE*(1+(LOWEST[0]-POSITIONPRICE)/POSITIONPRICE)*4) If LongOnMarket AND c7 THEN SET STOP %TRAILING 5 ENDIF

  I tried with your suggestions and now the first part, until “Condictions to exit long positions” seems to be fine. But I get a missing character warning first line of “conditions to exit long positions (line 17).

  The conditions for exiting the positions I want is: at 4R, close 50% of position and trail the rest either by lows of the day or 5% (the code I put is with 5%). I’m not completely suremy code is fine for this conditions, but I think it is.

  Help would be appreciated!

  Will the “Myestimatedvol” condition I added work? Is basically the same the “estimatedvolume” one does?

   

   

  

  freecat1899

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  08/23/2021 at 1:37 PM #175989
  JC_Bywan

  Line 17: you seem to have only 2 “(” for 3 “)”, that would be your missing character (same for line 23)

  

  JC_Bywan

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  08/23/2021 at 1:43 PM #175990
  robertogozzi

  There’s a missing “(“.

  I could tally 2 “(“s and 3 “)”s.

  Your Estimatedvolume is similar, though not the same, to PRT’s.

  In a 1h TF that started 10 minutes ago it should be:

  MyEstimatedVol = volume * (60/10)

  1	MyEstimatedVol = volume * (60/10)

   

  

  robertogozzi

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