Help with writing a backtest code with multiple RSI conditions

• 10/21/2019 at 12:52 AM #110678
  assafn

  Hello everybody,

  Up until now I always used the “simplified creation”, but for this one I need your help with writing a more specific code:

  To enter a long position the conditions are –

  1. The values of RSI (21) minus RSI (7) should be less than 7

  2. RSI (21) is bigger than RSI (14)

  3. RSI (14) is bigger than RSI (7)

  Thank you

  Assaf

  

  assafn

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  10/21/2019 at 8:23 AM #110686
  Nicolas

  Automated trading questions should be posted in the ProOrder forum section. Please try to write explicit title next time! Many thanks.

  The below code should be ok, I have not tested:

  rsi7=rsi[7] rsi21=rsi[21] rsi14=rsi[14] //The values of RSI (21) minus RSI (7) should be less than 7 c1 = rsi21-rsi7<7 //RSI (21) is bigger than RSI (14) c2 = rsi21>rsi14 //RSI (14) is bigger than RSI (7) c3 = rsi14>rsi7 if c1 and c2 and c3 and not longonmarket then buy 10 contracts at market endif

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  rsi7=rsi[7] rsi21=rsi[21] rsi14=rsi[14]   //The values of RSI (21) minus RSI (7) should be less than 7 c1 = rsi21-rsi7<7 //RSI (21) is bigger than RSI (14) c2 = rsi21>rsi14 //RSI (14) is bigger than RSI (7) c3 = rsi14>rsi7   if c1 and c2 and c3 and not longonmarket then buy 10 contracts at market endif

   

  

  Nicolas

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  10/21/2019 at 9:52 AM #110691
  assafn

  It works!

  Thank you so much!

  

  assafn

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