Filter indicator strategy

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09/02/2021 at 9:10 AM #176643 quote

murre87
Participant

Senior

Hi.

How can i use this indicator as filer in a strategy?

Average Filter Regression

09/02/2021 at 9:31 AM #176645 quote
robertogozzi
Moderator

Legend
You can embed the whole code in your strategy, like this one https://www.prorealcode.com/prorealtime-trading-strategies/optimization-ma-cross-machine-learning/, or you can CALL it this way:
```
Periods    = 15
MAtype     = 2
indicator1 = CALL "Average Filter Regression"[Periods, MAtype](close)
```
09/02/2021 at 9:57 AM #176648 quote
murre87
Participant

Senior
Thanks Rob.

Another questing same topic.
```
Timeframe(4h)
A = call "My Indicator"[filter](close)

Timeframe (default)
filter, A, B, C = Call "My indicator"
```
```
FILTER=RSI[14]
A=1
B=2
C=3
return filter, A, B ,C
```
Problem: Your indicator return 4 values, but your code need 1
09/02/2021 at 10:27 AM #176650 quote
robertogozzi
Moderator

Legend
Line 2 and line 5 in your strategy must match (with different variable names as they belong to different TFs):
```
X,Y,Z,W = call "My Indicator"[filter](close)
```
If you don’t need all of them, you can replace the ones unneeded with IGNORED:
```
ignored,Y,ignored,ignored = call "My Indicator"[filter](close)
```
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Filter indicator strategy

ProOrder: Automated Strategies & Backtesting

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murre87 @murre87 Participant

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This topic contains 3 replies,
has 2 voices, and was last updated by robertogozzi
5 years, 1 month ago.

Topic Details

Forum:	ProOrder: Automated Strategies & Backtesting
Language:	English
Started:	09/02/2021
Status:	Active
Attachments:	No files

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