For Statements

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  • 03/02/2017 at 2:03 AM #26868 quote
    Noxxiq
    Participant
    New

    Can you use for statements for automated trading, where each indicator refers to the last bars value?

    Just a random example:

    once x=0
ax = x/3*abs(x-5)

x=x+1

if barindex>100 then
a=0
b=0
c=0

for i=1 to 100
a=a+ax[barindex-i+1]
b=b+ax[barindex-i+1]*i
c=c+ax[barindex-i+1]*i*i
next
endif

indictor = a*b/c

if close crosses under indicator
buy n contracts at market
endif

    Doesn’t seem to work for me.. Is it allowed?

    03/02/2017 at 3:47 AM #26869 quote
    Wing
    Participant
    Veteran

    Could it be that you spell ‘indicator’ differently on row 18 and 20?

    03/02/2017 at 3:48 AM #26870 quote
    Noxxiq
    Participant
    New
    Good eye! But sadly, no.. It’s just an example I made up now.
    03/02/2017 at 3:54 AM #26871 quote
    Wing
    Participant
    Veteran
    What is the error message you receive, if any? Is there a value returned for a, b and c? Does it work with say, 30 iterations instead of 100? Could it be the close cross under indicator check that does not work?
    03/02/2017 at 3:56 AM #26872 quote
    Noxxiq
    Participant
    New
    Literally nothing happens, I get the summary (but no trades). And I tried all kinds of conditions apart from ‘cross under’.
    03/02/2017 at 4:29 AM #26873 quote
    Wing
    Participant
    Veteran
    Use the ‘graph’ function and check how each of your variables behave.
    03/02/2017 at 4:32 AM #26874 quote
    Noxxiq
    Participant
    New
    They are displayed correctly; that’s the weird part.
    03/02/2017 at 5:03 AM #26875 quote
    Wing
    Participant
    Veteran
    Do you define all your variables from the start, and have you tried for example defparam preloadbars=1000? Also, isn’t the value of ‘indicator’ much greater than the close price? I don’t think there is anything wrong with your method or the for statements here, but rather the example you have. Here is for example an indicator I have made that uses for statements to gather data from previous bars: https://www.prorealcode.com/topic/pattern-matching-price-movements-in-prt/
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For Statements


ProOrder: Automated Strategies & Backtesting

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Noxxiq @noxxiq Participant
Summary

This topic contains 7 replies,
has 2 voices, and was last updated by Wing
9 years ago.

Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 03/02/2017
Status: Active
Attachments: No files
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