DPO: The instruction can not be used in automatic trading

• 05/28/2018 at 7:55 AM #71470
  raphaelopilski

  Anyone of you guys has an idea how to solve the problem? I found the code in the spanish forum. the backtest is unreal I think.

  // Definición de los parámetros del código DEFPARAM CumulateOrders = false DEFPARAM FLATBEFORE = 080000 DEFPARAM FLATAFTER = 220000 // Impide al sistema operar en días precisos de la semana daysForbiddenEntry = OpenDayOfWeek = 6 OR OpenDayOfWeek = 0 x = 4 IF BarIndex - TradeIndex = x Then Sell at Market endif IF BarIndex - TradeIndex = x Then exitshort at Market endif // Condiciones para entrada de posiciones largas indicator1 = CCI[30]//30 c1 = (indicator1 > 0) indicator2 = DPO[15](close)//15 c2 = (indicator2 < 0) IF (c1 AND c2) AND not daysForbiddenEntry THEN BUY 1 CONTRACT AT MARKET ENDIF // Condiciones de salida de posiciones largas indicator3 = CCI[30]//30 c3 = (indicator3 CROSSES OVER 100)//100 IF c3 THEN SELL AT MARKET ENDIF // Condiciones de entrada de posiciones cortas indicator4 = CCI[30]//30 c4 = (indicator4 < 0) indicator5 = DPO[15](close)//15 c5 = (indicator5 > 0) IF (c4 AND c5) AND not daysForbiddenEntry THEN SELLSHORT 1 CONTRACT AT MARKET ENDIF // Condiciones de salida de posiciones cortas indicator6 = CCI[30]//30 c6 = (indicator6 CROSSES UNDER 150)//180 IF c6 THEN EXITSHORT AT MARKET ENDIF // Stops y objetivos SET STOP %LOSS 0.2 SET TARGET %PROFIT 0.2

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  // Definición de los parámetros del código DEFPARAM CumulateOrders = false DEFPARAM FLATBEFORE = 080000 DEFPARAM FLATAFTER = 220000 // Impide al sistema operar en días precisos de la semana daysForbiddenEntry = OpenDayOfWeek = 6 OR OpenDayOfWeek = 0 x  = 4 IF BarIndex - TradeIndex = x Then Sell at Market endif   IF BarIndex - TradeIndex = x Then exitshort at Market endif   // Condiciones para entrada de posiciones largas indicator1 = CCI[30]//30 c1 = (indicator1 > 0) indicator2 = DPO[15](close)//15 c2 = (indicator2 < 0) IF (c1 AND c2) AND not daysForbiddenEntry THEN BUY 1 CONTRACT AT MARKET ENDIF // Condiciones de salida de posiciones largas indicator3 = CCI[30]//30 c3 = (indicator3 CROSSES OVER 100)//100 IF c3 THEN SELL AT MARKET ENDIF // Condiciones de entrada de posiciones cortas indicator4 = CCI[30]//30 c4 = (indicator4 < 0) indicator5 = DPO[15](close)//15 c5 = (indicator5 > 0) IF (c4 AND c5) AND not daysForbiddenEntry THEN SELLSHORT 1 CONTRACT AT MARKET ENDIF // Condiciones de salida de posiciones cortas indicator6 = CCI[30]//30 c6 = (indicator6 CROSSES UNDER 150)//180 IF c6 THEN EXITSHORT AT MARKET ENDIF // Stops y objetivos SET STOP %LOSS 0.2 SET TARGET %PROFIT 0.2

   

  

  raphaelopilski

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  05/28/2018 at 8:03 AM #71473
  Nicolas

  DPO use future datas, which is of course impossible in real time, but possible in history. That’s why this indicator is not available in automatic trading and why you get amazin results in backtests.

  There are many topics around that deal with DPO of future and past datas (which is a code that use the same calculation but with current available data, not the future ones, and just like any other indicators!).

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  immo_vienna

  

  Nicolas

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