Consecutive ‘and’ statements

• 07/06/2021 at 6:52 PM #173245
  Mike Boorman

  Hello folks,

  I think someone with a bit more expertise than me will find this easy…

  I’m getting a rogue entry at 11:35 (see screengrab). I’ve graphed stochconf which is correctly false at 11:35, and yet it still enters. I suspect this is something to do with all of the consecutive ‘and’ statements, but I’ve tried juggling things around and still can’t stop it entering at 11:35 when not all of the entry rules are true.

  Does anyone know how I can solve this?

  Sample code

  DEFPARAM CumulateOrders = False back=30 longhihgerlow2=0 CurLow2 = lowest[back/2](low) IF low = CurLow2 THEN CurMACD2 = MACD[12,26,9](close) PriorLow2 = lowest[back/2](low[back/2])//goes back twice and finds lowest FOR i = 0 TO (back/2 - 1) //i is how many extra bars beyond [back] it goes back IF low[i + back/2] = PriorLow2 THEN PriorMACD2 = MACD[12,26,9](close)[i + back/2] PriorBAR = BarIndex[i + back] Break ENDIF NEXT ENDIF osmaconf= MACD[12,26,9](close) > MACD[12,26,9](close)[1] stochconf=Stochastic[14,3](close) <40 and Stochastic[14,3](close)> Stochastic[14,3](close)[1] macconf2= CurMACD2 < PriorMACD2 IF Curlow2 > PriorLow2 and Curlow2 =lowest[3](low) and close > open and close > ExponentialAverage[5](low) and close < ExponentialAverage[5](high) and macconf2 and osmaconf and stochconf THEN longhigherlow2=1 endif if not onmarket and longhigherlow2=1 then sl=max(5,AverageTrueRange[14](close)) tp= sl*2 Set target profit tp Set stop loss sl BUY 1 PERPOINT AT MARKET longhigherlow2=0 endif graph stochconf

  1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38

  DEFPARAM CumulateOrders = False   back=30   longhihgerlow2=0   CurLow2 = lowest[back/2](low) IF low = CurLow2 THEN CurMACD2  = MACD[12,26,9](close) PriorLow2 = lowest[back/2](low[back/2])//goes back twice and finds lowest FOR i = 0 TO (back/2 - 1) //i is how many extra bars beyond [back] it goes back IF low[i + back/2] = PriorLow2 THEN PriorMACD2 = MACD[12,26,9](close)[i + back/2] PriorBAR  = BarIndex[i + back] Break ENDIF NEXT ENDIF   osmaconf= MACD[12,26,9](close) > MACD[12,26,9](close)[1] stochconf=Stochastic[14,3](close) <40 and Stochastic[14,3](close)> Stochastic[14,3](close)[1]   macconf2= CurMACD2 < PriorMACD2   IF Curlow2 > PriorLow2 and Curlow2 =lowest[3](low) and close > open and close > ExponentialAverage[5](low) and close < ExponentialAverage[5](high) and macconf2 and osmaconf and stochconf THEN longhigherlow2=1 endif if not onmarket and longhigherlow2=1 then sl=max(5,AverageTrueRange[14](close)) tp= sl*2 Set target profit tp Set stop loss sl BUY 1 PERPOINT AT MARKET longhigherlow2=0 endif   graph stochconf

   

   

   

  

  Mike Boorman

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  07/06/2021 at 8:14 PM #173253
  robertogozzi

  Try replacing line 26 with:

  c1 = Curlow2 > PriorLow2 c2 = Curlow2 = lowest[3](low) c3 = close > open c4 = close > ExponentialAverage[5](low) c5 = close < ExponentialAverage[5](high) c6 = macconf2 and osmaconf and stochconf Cond = c1 and c2 and c3 and c4 and c5 and c6 IF Cond THEN

  1 2 3 4 5 6 7 8

  c1 = Curlow2 > PriorLow2 c2 = Curlow2 = lowest[3](low) c3 = close > open c4 = close > ExponentialAverage[5](low) c5 = close < ExponentialAverage[5](high) c6 = macconf2 and osmaconf and stochconf Cond = c1 and c2 and c3 and c4 and c5 and c6 IF Cond THEN

  you should be able to better spot any logical issue.

   

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  Mike Boorman

  

  robertogozzi

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  07/06/2021 at 10:50 PM #173263
  Mike Boorman

  This gives me the same result. I can’t understand why it is entering with false conditions. This is what the code looks like now:

  Sample code

  DEFPARAM CumulateOrders = False back=30 longhihgerlow2=0 CurLow2 = lowest[back/2](low) IF low = CurLow2 THEN CurMACD2 = MACD[12,26,9](close) PriorLow2 = lowest[back/2](low[back/2])//goes back twice and finds lowest FOR i = 0 TO (back/2 - 1) //i is how many extra bars beyond [back] it goes back IF low[i + back/2] = PriorLow2 THEN PriorMACD2 = MACD[12,26,9](close)[i + back/2] PriorBAR = BarIndex[i + back] Break ENDIF NEXT ENDIF osmaconf= MACD[12,26,9](close) > MACD[12,26,9](close)[1] stochconf=Stochastic[14,3](close) <40 and Stochastic[14,3](close)> Stochastic[14,3](close)[1] macconf2= CurMACD2 < PriorMACD2 c1 = Curlow2 > PriorLow2 c2 = Curlow2 = lowest[3](low) c3 = close > open c4 = close > ExponentialAverage[5](low) c5 = close < ExponentialAverage[5](high) c6 = macconf2 and osmaconf and stochconf Cond = c1 and c2 and c3 and c4 and c5 and c6 IF Cond THEN longhigherlow2=1 endif if not onmarket and longhigherlow2=1 then sl=max(5,AverageTrueRange[14](close)) tp= sl*2 Set target profit tp Set stop loss sl BUY 1 PERPOINT AT MARKET longhigherlow2=0 endif

  1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44

  DEFPARAM CumulateOrders = False   back=30   longhihgerlow2=0   CurLow2 = lowest[back/2](low) IF low = CurLow2 THEN CurMACD2  = MACD[12,26,9](close) PriorLow2 = lowest[back/2](low[back/2])//goes back twice and finds lowest FOR i = 0 TO (back/2 - 1) //i is how many extra bars beyond [back] it goes back IF low[i + back/2] = PriorLow2 THEN PriorMACD2 = MACD[12,26,9](close)[i + back/2] PriorBAR  = BarIndex[i + back] Break ENDIF NEXT ENDIF   osmaconf= MACD[12,26,9](close) > MACD[12,26,9](close)[1] stochconf=Stochastic[14,3](close) <40 and Stochastic[14,3](close)> Stochastic[14,3](close)[1]   macconf2= CurMACD2 < PriorMACD2   c1 = Curlow2 > PriorLow2 c2 = Curlow2 = lowest[3](low) c3 = close > open c4 = close > ExponentialAverage[5](low) c5 = close < ExponentialAverage[5](high) c6 = macconf2 and osmaconf and stochconf Cond = c1 and c2 and c3 and c4 and c5 and c6 IF Cond THEN   longhigherlow2=1 endif if not onmarket and longhigherlow2=1 then sl=max(5,AverageTrueRange[14](close)) tp= sl*2 Set target profit tp Set stop loss sl BUY 1 PERPOINT AT MARKET longhigherlow2=0 endif

   

  

  Mike Boorman

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  07/06/2021 at 11:06 PM #173264
  robertogozzi

  At line 27 you change the value CurLow2 was assigned at line 7, besides changing it just after checking it at line 26.

  I don’t know if this is made on purpose or not.

   

  

  robertogozzi

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  07/06/2021 at 11:39 PM #173265
  Mike Boorman

  Thanks for the suggestion.

  I didn’t want to change the variable there – that is a good point – I just wanted to say “Curlow 2 needs to be the lowest of the last three bars in order for there to be an entry”.

  But I’ve removed the whole of line 27 and deleted C2, and I still get the same wrong entry, so that isn’t the problem.

  I’m struggling 🙁

  

  Mike Boorman

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  07/07/2021 at 8:58 AM #173272
  robertogozzi

  What were the TF and asset/instrument that you used in your pic above?

   

  

  robertogozzi

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  07/07/2021 at 10:27 AM #173277
  Mike Boorman

  It’s EUR USD, 5 minute chart.

  

  Mike Boorman

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  07/07/2021 at 11:57 AM #173288
  robertogozzi

  This works (after adding PIPSIZE conversion to the calculation of the SL):

  c1 = Curlow2 > PriorLow2 c2 = Curlow2 = lowest[3](low) c3 = close > open c4 = close > ExponentialAverage[5](low) c5 = close < ExponentialAverage[5](high) c6 = macconf2 and osmaconf and stochconf longhigherlow2 = c1 and c2 and c3 and c4 and c5 and c6 if not onmarket and longhigherlow2=1 then sl=max(5*pipsize,AverageTrueRange[14](close)) tp= sl*2 Set target profit tp Set stop loss sl BUY 1 PERPOINT AT MARKET longhigherlow2=0 endif

  1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16

  c1 = Curlow2 > PriorLow2 c2 = Curlow2 = lowest[3](low) c3 = close > open c4 = close > ExponentialAverage[5](low) c5 = close < ExponentialAverage[5](high) c6 = macconf2 and osmaconf and stochconf longhigherlow2 = c1 and c2 and c3 and c4 and c5 and c6   if not onmarket and longhigherlow2=1 then sl=max(5*pipsize,AverageTrueRange[14](close)) tp= sl*2 Set target profit tp Set stop loss sl BUY 1 PERPOINT AT MARKET longhigherlow2=0 endif

  I can’t exactly tell you why. I can only guess it doesn’t like too many AND’s on a single line PLUS it doesn’t like both Cond and longhigherlow2 sharing the same logical value.

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  robertogozzi

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  07/07/2021 at 12:49 PM #173291
  murre87

  Someone got a working itf and backtest?

   

  

  murre87

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  07/07/2021 at 2:52 PM #173296
  robertogozzi

  There you go:

   

  

  robertogozzi

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  07/07/2021 at 4:08 PM #173301
  Mike Boorman

  Yes, this now works.

  Thank you very much Roberto! 🙂

  

  Mike Boorman

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