Doesn't take long positions?

• 05/01/2019 at 1:20 PM #97456
  umebon

  Whats wrong with this code, it only takes short positions and not long. I want to run it on EUR/USD 1 h

  I can’t see whats wrong but I am learning….

  EUR/USD 1h

  DEFPARAM CumulateOrders = False // Define start and closing time DEFPARAM FlatBefore = 080000 DEFPARAM FlatAfter = 210000 // Conditions and indicators for the system //MA = Average[30](close) // Simple moving average X = 4 // Number of contracts cond1 = ((High[0]-Low[0])/2) > Supertrend[3,10] // Conditions for long positions cond2 = ((High[0]-Low[0])/2) < Supertrend[3,10] // Conditions for short positions // Long positions IF (cond1) THEN BUY X CONTRACTS AT MARKET ENDIF IF LONGONMARKET AND (cond2) THEN SELL AT MARKET ENDIF // Short positions IF (cond2) THEN SELLSHORT X CONTRACTS AT MARKET ENDIF IF SHORTONMARKET AND cond1 THEN EXITSHORT AT MARKET ENDIF // Stops and targets SET STOP pTrailing 4

  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

  DEFPARAM CumulateOrders = False   // Define start and closing time DEFPARAM FlatBefore = 080000 DEFPARAM FlatAfter = 210000   // Conditions and indicators for the system //MA = Average[30](close) // Simple moving average X = 4 // Number of contracts cond1 = ((High[0]-Low[0])/2) > Supertrend[3,10] // Conditions for long positions cond2 = ((High[0]-Low[0])/2) < Supertrend[3,10] // Conditions for short positions   // Long positions IF (cond1) THEN BUY X CONTRACTS AT MARKET ENDIF   IF LONGONMARKET AND (cond2) THEN SELL AT MARKET ENDIF   // Short positions IF (cond2) THEN SELLSHORT X CONTRACTS AT MARKET ENDIF   IF SHORTONMARKET AND cond1 THEN EXITSHORT AT MARKET ENDIF   // Stops and targets SET STOP pTrailing 4

   

  

  umebon

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  05/01/2019 at 1:44 PM #97460
  GraHal

  cond1 is never going to be > ST

  cond2 is always going to be < ST

  I often hesitate to help with code (as I’m great either! 🙂 ) but substitute values in your cond 1 and 2 and you will see.  E.g. high  11230 high – 11210 low / 2 = 10 so it is always going to be lower than ST and never higher … unless you get the biggest spike ever seen? 🙂

  cond1 = ((High[0]-Low[0])/2) > Supertrend[3,10] // Conditions for long positions cond2 = ((High[0]-Low[0])/2) < Supertrend[3,10] // Conditions for short positions

  1 2	cond1 = ((High[0]-Low[0])/2) > Supertrend[3,10] // Conditions for long positions cond2 = ((High[0]-Low[0])/2) < Supertrend[3,10] // Conditions for short positions

  If you use Close > Supertrend etc then it will work.

  

  GraHal

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  05/01/2019 at 1:46 PM #97461
  robertogozzi

  I suggest to modify lines 10-11 as follows (though this won’t affect performance, it’s just makes code easier to read:

  cond1 = (range/2) > Supertrend[3,10] // Conditions for long positions cond2 = (range/2) < Supertrend[3,10] // Conditions for short positions

  1 2	cond1 = (range/2) > Supertrend[3,10] // Conditions for long positions cond2 = (range/2) < Supertrend[3,10] // Conditions for short positions

  I think if you switch the order in which trades are opened, Short ones first, the results would be only short trades.

  You are comparing half the range with ST, I can’t imagine what your goal is.

  After line 32 add these lines, then check those values in the variable window of ProBackTest each candle:

  graph Range

  graph Range/2

  graph Supertrend[3,10]

   

   

   

  

  robertogozzi

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  05/01/2019 at 1:51 PM #97462
  umebon

  Tnx for the respons, Im am trying too learn the program and how I can program.

  

  umebon

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  05/01/2019 at 2:04 PM #97468
  GraHal

  umebon wrote:

  Im am trying too learn the program and how I can program.

  No probs, keep on asking no matter how daft it seems … I will probably learn something also! 🙂

  1 user thanked author for this post.

  umebon

  

  GraHal

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  05/01/2019 at 2:06 PM #97469
  umebon

  I am trying too program an easy program for the 1 h EUR/USD but i don’t really get it too work. But i am learning every day…

  

  umebon

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