Darvas indicator for building strategies

• 06/16/2016 at 9:35 AM #9445
  alpin2al

  I tried to use Darvas indicator for building strategies
  I call it as it is written in the manual but received only zeros
  Below I present the code strategy and indicator

  user's indicator Darvas hh = highest[n] ll = lowest[n] once state = 2 v = hh if hh = high[n-1] and high[n-1] > high and high[n-1] > low and (state = 1 or state = 2 ) then v = hh state = 0 x = 0 elsif ll = low[n-1] and low[n-1] < low and low[n-1] < high and ( state = 0 or state = 2 ) then x = ll state = 1 v = 0 elsif state = 0 and high > v[1] then v = 0 x = 0 state = 2 elsif state = 1 and low < x[1] then x = 0 v = 0 state = 2 else v = v[1] x = x[1] endif return v AS "Darvas R", x AS "Darvas S"

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  user's indicator Darvas   hh = highest[n] ll = lowest[n] once state = 2 v = hh   if hh = high[n-1] and high[n-1] > high and high[n-1] > low and (state = 1 or state = 2 ) then v = hh state = 0 x = 0 elsif ll = low[n-1] and low[n-1] < low and low[n-1] < high and ( state = 0 or state = 2 ) then x = ll state = 1 v = 0 elsif state = 0 and high > v[1] then v = 0 x = 0 state = 2 elsif state = 1 and low < x[1] then x = 0 v = 0 state = 2 else v = v[1] x = x[1] endif return v AS "Darvas R", x AS "Darvas S"

  call in trading system program

  myDarvasR, myDarvasS = CALL “Darvas Boxes Forever”[4]

   
  i receive values myDarvasR, myDarvasS are equal zeros all time
  What is my errors?

  

  alpin2al

  Participant

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  01/18/2017 at 1:50 PM #21568
  Nicolas

  I fell by chance on this old subject, sorry for late answer 🙂
  Your code of Darvas boxes use future data, that’s why it is not possible to use it in a trading strategy with ProOrder/ProBacktest.

  

  Nicolas

  Keymaster

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