Help with writing a backtest code with multiple RSI conditions

assafn · 2019-10-20T23:52:45+00:00

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 – 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

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

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

Legend
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
```
10/21/2019 at 9:52 AM #110691 quote

assafn
Participant

Average

It works!

Thank you so much!
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Help with writing a backtest code with multiple RSI conditions

ProOrder: Automated Strategies & Backtesting

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assafn @assafn Participant

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This topic contains 2 replies,
has 2 voices, and was last updated by assafn
6 years, 11 months ago.

Topic Details

Forum:	ProOrder: Automated Strategies & Backtesting
Language:	English
Started:	10/21/2019
Status:	Active
Attachments:	No files