Strategy not placing trades in backtest

• 07/11/2020 at 5:51 PM #139029
  steynpj

  Not placing any trades in back testing.
  Y: long sMA
  C1 and C2 : sma turning up
  C3 and C4 : sma turning down
  X : numerical value if difference between current sma and sma 40 periods ago

  DEFPARAM FLATBEFORE = 060000 // Cancel all pending orders and close all positions at the "FLATAFTER" time DEFPARAM FLATAFTER = 220000 X = (average[Y,0] - average[Y,40]) // Conditions to enter long positions indicator1 = Average[A] indicator2 = Average[A] c1 = (indicator1 > indicator2[1]) indicator3 = Average[A] indicator4 = Average[A] c2 = (indicator3[1] < indicator4[2]) IF c1 AND c2 AND X > C THEN BUY 1 CONTRACT AT MARKET ENDIF // Conditions to enter short positions indicator5 = Average[A] indicator6 = Average[A] c3 = (indicator5 < indicator6[1]) indicator7 = Average[A] indicator8 = Average[A] c4 = (indicator7[1] > indicator8[2]) IF c3 AND c4 AND X < -C THEN SELLSHORT 1 CONTRACT AT MARKET ENDIF // Stops and targets SET STOP pLOSS D SET TARGET pPROFIT E

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  DEFPARAM FLATBEFORE = 060000 // Cancel all pending orders and close all positions at the "FLATAFTER" time DEFPARAM FLATAFTER = 220000   X = (average[Y,0] - average[Y,40])   // Conditions to enter long positions indicator1 = Average[A] indicator2 = Average[A] c1 = (indicator1 > indicator2[1]) indicator3 = Average[A] indicator4 = Average[A] c2 = (indicator3[1] < indicator4[2])   IF c1 AND c2 AND X > C THEN BUY 1 CONTRACT AT MARKET ENDIF   // Conditions to enter short positions indicator5 = Average[A] indicator6 = Average[A] c3 = (indicator5 < indicator6[1]) indicator7 = Average[A] indicator8 = Average[A] c4 = (indicator7[1] > indicator8[2])   IF c3 AND c4 AND X < -C THEN SELLSHORT 1 CONTRACT AT MARKET ENDIF   // Stops and targets SET STOP pLOSS D SET TARGET pPROFIT E

  Thank you

  

  steynpj

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  07/11/2020 at 6:52 PM #139032
  robertogozzi

  What is C?

  

  robertogozzi

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  07/11/2020 at 7:04 PM #139033
  steynpj

  C = condition

  

  steynpj

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  07/11/2020 at 8:25 PM #139035
  GraHal

  Have you tried many Markets and many TF’s?

  

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  07/11/2020 at 9:06 PM #139038
  robertogozzi

  If C=condition (say Close > close[1]) how can X be > or < ?

  

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  07/12/2020 at 3:51 PM #139087
  Vonasi

  steynpj – Please give your topics more meaningful titles otherwise we end up with a forum full of ‘Help needed’ topics! I have changed your topic title. Also do not post your question/comments within the PRT code box. Only put actual code in the code insertion box. I have edited your post to tidy everything up.

  

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  07/12/2020 at 6:39 PM #139092
  steynpj

  My mistake.

  The capital “C”, is a variable in back testing, any numerical value.

   

  

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  07/13/2020 at 8:40 AM #139112
  Dow Jones

  For this line, X = (average[Y,0] – average[Y,40])

  The first parameter is the average type, second parameter is the period. I’m not sure if it is expected for period 0?

  

  Dow Jones

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  07/13/2020 at 9:21 AM #139120
  robertogozzi

  It’s the other way round with AVERAGE. The first parameter is the PERIODS, the second one, optional, is the average type.

  40 is not supported. Read official documentation for allowed types.

  

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  07/13/2020 at 9:25 AM #139122
  robertogozzi

  Line 5 should read:

  X = (average[Y,0] - average[Y,0][40])

  1	X = (average[Y,0] - average[Y,0][40])

   

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  steynpj

  

  robertogozzi

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  07/13/2020 at 2:57 PM #139164
  Nicolas

  • Give your topic a meaningful title. Describe your question or your subject in your title. Do not use meaningless titles such as ‘Coding Help Needed’.

  Don’t worry I will change it for you! I’m so happy to do it! 🙂

  

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  07/13/2020 at 3:31 PM #139169
  Dow Jones

  Thank you, @robertogozzi for the clarification, my mistake, shame on me. Btw, just my 2 cents, I think could be easier if author just do the GRAPH on several variables to understand where is the problem. As the code is not complete and some typo, then we keep guessing.

  

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  07/13/2020 at 3:45 PM #139171
  steynpj

  Thank you, correct

  

  steynpj

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