Created indicator showing different result when used in a trading system

• 05/21/2018 at 4:37 PM #71019
  theo123

  Hi all,

  quite new in prorealtime and trying to slowly getting the hang of coding.

  I recently created a code based on ichimoku and to make sure that my codes are correct I have created a “drawvlines” if the criteria matched hence considered to execute a buy.

  what I found out is that there are 2 instances where are vertical lines in the chart but it was not executed and 1 that do not have vertical line but is executed.

  ichimoku vlines

  //conversion---------------------------------------- CONVERSION =(highest[9](high)+lowest[9](low))/2 BASE =(highest[26](high)+lowest[26](low))/2 //span A A =((conversion+base)[26])/2 //span b h52=highest[52](high) l52=lowest[52](low) FUTurespanB =((h52+l52))/2 B =FUTurespanB[26] //----------------------------------------------- //ABOVE OR BELOW //ConversionAboveCloud= conversion>max(A,B) B5a= CONVERSION crosses over BASE AND conversion>max(A,B) IF B5a THEN drawvline (barindex) COLOURED(255,0,255) endif return

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  //conversion---------------------------------------- CONVERSION  =(highest[9](high)+lowest[9](low))/2 BASE  =(highest[26](high)+lowest[26](low))/2          //span A A =((conversion+base)[26])/2          //span b h52=highest[52](high) l52=lowest[52](low) FUTurespanB =((h52+l52))/2 B =FUTurespanB[26]          //----------------------------------------------- //ABOVE OR BELOW //ConversionAboveCloud= conversion>max(A,B)   B5a= CONVERSION crosses over BASE AND conversion>max(A,B) IF B5a THEN drawvline (barindex) COLOURED(255,0,255) endif return

  here is the trading system

  ichimoku buy

  //conversion---------------------------------------- CONVERSION =(highest[9](high)+lowest[9](low))/2 BASE =(highest[26](high)+lowest[26](low))/2 //span A A =((conversion+base)[26])/2 //span b h52=highest[52](high) l52=lowest[52](low) FUTurespanB =((h52+l52))/2 B =FUTurespanB[26] //----------------------------------------------- //ABOVE OR BELOW //ConversionAboveCloud= conversion>max(A,B) B5a= CONVERSION crosses over BASE AND conversion>max(A,B) IF B5a THEN BUY 1 CONTRACTS AT MARKET endif

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  //conversion---------------------------------------- CONVERSION  =(highest[9](high)+lowest[9](low))/2 BASE  =(highest[26](high)+lowest[26](low))/2          //span A A =((conversion+base)[26])/2          //span b h52=highest[52](high) l52=lowest[52](low) FUTurespanB =((h52+l52))/2 B =FUTurespanB[26]          //----------------------------------------------- //ABOVE OR BELOW //ConversionAboveCloud= conversion>max(A,B)   B5a= CONVERSION crosses over BASE AND conversion>max(A,B)   IF B5a THEN BUY 1 CONTRACTS AT MARKET endif

  I removed all SL or TP just to really see how it is being executed.  Hope anyone can help or point out what I did wrong.

  thanks

  

  theo123

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  05/22/2018 at 7:12 AM #71046
  Nicolas

  You can try to debug with:

  GRAPH B5a

  1

  GRAPH B5a

  The boolean condition should then be plotted on your backtest chart. If it is true, then your order is launched. Just try to compare what this variable is returning both in the indicator and the strategy.

  

  Nicolas

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  05/22/2018 at 7:55 AM #71052
  theo123

  Thank you Nicolas.  will sure try this once i get hold of my pc.

  as a follow up though, would this also show the same number and time of open trades provided in the detailed report of the backtesting?

  if yes, then if will just confirms the discrepancy of expected result using the same criteria/code for indicator and proorder.

  

  theo123

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  05/22/2018 at 11:42 AM #71090
  theo123

  Nicolas wrote:

  You can try to debug with:

  GRAPH B5a

  1

  GRAPH B5a

  The boolean condition should then be plotted on your backtest chart. If it is true, then your order is launched. Just try to compare what this variable is returning both in the indicator and the strategy.

  Hi Nicolas, the graph helps but actually an arrow up does show up for every buy position on my back test.  if you can seen in my attachment, there is 1 with a buy arrow but no vline, while the 2 screenshots are without buy arrows but a vertical line showing inconsistency on handling the condition i set.

  

  theo123

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  05/22/2018 at 1:15 PM #71095
  Nicolas

  Yes, but you should first return the variables when you are debugging 🙂

  So first from starting from B5a, if the trades are actually triggered if B5a>0, if yes, move on to next variables “B”, etc.. and compare it to indicator, and so on…

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  theo123

  

  Nicolas

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  05/22/2018 at 4:41 PM #71120
  theo123

  Thank yo Nicolas.  i was able to find the error.  a cross over in the trading system does not consider a situation where the 2 lines are the same on previous close while under indicator, it is considered as crosses over

  

  theo123

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