Highest bar in multiple ranges
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Hello,
I’m a bit confused by an entry that my program has just made that my rules ought to have prevented. The rule is “only enter if highest in the last four bars equals the highest in the last 30 bars”.
The screengrab below shows the highest flag occurring at 13:14, even though quite clearly there has been a higher bar at 12:58. I can’t understand why the high flag was allowed to return. Does anyone know why this is?
DEFPARAM CumulateOrders = False sl= 40 slmove = 5 longentry1= close crosses over SuperTrend[1.5,34] shortentry1= close crosses under SuperTrend[1.5,34] longexit1= max (slprice, SuperTrend[1.5,34]) shortexit1= min (slprice, SuperTrend[1.5,34]) Mon1start=125000 Mon1end=135000 Mon2start=152000 Mon2end=162000 Mon3start=174800 Mon3end=184800 Mon4start=190000 Mon4end=200000 Mon5start=0 Mon5end=0 Mon6start=0 Mon6end=0 Mon7start=0 Mon7end=0 Mon8start=0 Mon8end=0 tue1start=0 tue1end=0 tue2start=0 tue2end=0 tue3start=0 tue3end=0 tue4start=0 tue4end=0 tue5start=0 tue5end=0 tue6start=0 tue6end=0 tue7start=0 tue7end=0 tue8start=0 tue8end=0 wed1start=0 wed1end=0 wed2start=0 wed2end=0 wed3start=0 wed3end=0 wed4start=0 wed4end=0 wed5start=0 wed5end=0 wed6start=0 wed6end=0 wed7start=0 wed7end=0 wed8start=0 wed8end=0 thur1start=0 thur1end=0 thur2start=0 thur2end=0 thur3start=0 thur3end=0 thur4start=0 thur4end=0 thur5start=0 thur5end=0 thur6start=0 thur6end=0 thur7start=0 thur7end=0 thur8start=0 thur8end=0 fri1start=0 fri1end=0 fri2start=0 fri2end=0 fri3start=0 fri3end=0 fri4start=0 fri4end=0 fri5start=0 fri5end=0 fri6start=0 fri6end=0 fri7start=0 fri7end=0 fri8start=0 fri8end=0 if intradaybarindex=0 then entryflag=0 endif if time =mon1start and opendayofweek=1 then entryflag=1 endif if time =mon1end and opendayofweek=1 then entryflag=0 endif if time =mon2start and opendayofweek=1 then entryflag=1 endif if time =mon2end and opendayofweek=1 then entryflag=0 endif if time =mon3start and opendayofweek=1 then entryflag=1 endif if time =mon3end and opendayofweek=1 then entryflag=0 endif if time =mon4start and opendayofweek=1 then entryflag=1 endif if time =mon4end and opendayofweek=1 then entryflag=0 endif if time =mon5start and opendayofweek=1 then entryflag=1 endif if time =mon5end and opendayofweek=1 then entryflag=0 endif if time =mon6start and opendayofweek=1 then entryflag=1 endif if time =mon6end and opendayofweek=1 then entryflag=0 endif if time =mon7start and opendayofweek=1 then entryflag=1 endif if time =mon7end and opendayofweek=1 then entryflag=0 endif if time =mon8start and opendayofweek=1 then entryflag=1 endif if time =mon8end and opendayofweek=1 then entryflag=0 endif if time =tue1start and opendayofweek=2 then entryflag=1 endif if time =tue1end and opendayofweek=2 then entryflag=0 endif if time =tue2start and opendayofweek=2 then entryflag=1 endif if time =tue2end and opendayofweek=2 then entryflag=0 endif if time =tue3start and opendayofweek=2 then entryflag=1 endif if time =tue3end and opendayofweek=2 then entryflag=0 endif if time =tue4start and opendayofweek=2 then entryflag=1 endif if time =tue4end and opendayofweek=2 then entryflag=0 endif if time =tue5start and opendayofweek=2 then entryflag=1 endif if time =tue5end and opendayofweek=2 then entryflag=0 endif if time =tue6start and opendayofweek=2 then entryflag=1 endif if time =tue6end and opendayofweek=2 then entryflag=0 endif if time =tue7start and opendayofweek=2 then entryflag=1 endif if time =tue7end and opendayofweek=2 then entryflag=0 endif if time =tue8start and opendayofweek=2 then entryflag=1 endif if time =tue8end and opendayofweek=2 then entryflag=0 endif if time =wed1start and opendayofweek=3 then entryflag=1 endif if time =wed1end and opendayofweek=3 then entryflag=0 endif if time =wed2start and opendayofweek=3 then entryflag=1 endif if time =wed2end and opendayofweek=3 then entryflag=0 endif if time =wed3start and opendayofweek=3 then entryflag=1 endif if time =wed3end and opendayofweek=3 then entryflag=0 endif if time =wed4start and opendayofweek=3 then entryflag=1 endif if time =wed4end and opendayofweek=3 then entryflag=0 endif if time =wed5start and opendayofweek=3 then entryflag=1 endif if time =wed5end and opendayofweek=3 then entryflag=0 endif if time =wed6start and opendayofweek=3 then entryflag=1 endif if time =wed6end and opendayofweek=3 then entryflag=0 endif if time =wed7start and opendayofweek=3 then entryflag=1 endif if time =wed7end and opendayofweek=3 then entryflag=0 endif if time =wed8start and opendayofweek=3 then entryflag=1 endif if time =wed8end and opendayofweek=3 then entryflag=0 endif if time =thur1start and opendayofweek=4 then entryflag=1 endif if time =thur1end and opendayofweek=4 then entryflag=0 endif if time =thur2start and opendayofweek=4 then entryflag=1 endif if time =thur2end and opendayofweek=4 then entryflag=0 endif if time =thur3start and opendayofweek=4 then entryflag=1 endif if time =thur3end and opendayofweek=4 then entryflag=0 endif if time =thur4start and opendayofweek=4 then entryflag=1 endif if time =thur4end and opendayofweek=4 then entryflag=0 endif if time =thur5start and opendayofweek=4 then entryflag=1 endif if time =thur5end and opendayofweek=4 then entryflag=0 endif if time =thur6start and opendayofweek=4 then entryflag=1 endif if time =thur6end and opendayofweek=4 then entryflag=0 endif if time =thur7start and opendayofweek=4 then entryflag=1 endif if time =thur7end and opendayofweek=4 then entryflag=0 endif if time =thur8start and opendayofweek=4 then entryflag=1 endif if time =thur8end and opendayofweek=4 then entryflag=0 endif if time =fri1start and opendayofweek=5 then entryflag=1 endif if time =fri1end and opendayofweek=5 then entryflag=0 endif if time =fri2start and opendayofweek=5 then entryflag=1 endif if time =fri2end and opendayofweek=5 then entryflag=0 endif if time =fri3start and opendayofweek=5 then entryflag=1 endif if time =fri3end and opendayofweek=5 then entryflag=0 endif if time =fri4start and opendayofweek=5 then entryflag=1 endif if time =fri4end and opendayofweek=5 then entryflag=0 endif if time =fri5start and opendayofweek=5 then entryflag=1 endif if time =fri5end and opendayofweek=5 then entryflag=0 endif if time =fri6start and opendayofweek=5 then entryflag=1 endif if time =fri6end and opendayofweek=5 then entryflag=0 endif if time =fri7start and opendayofweek=5 then entryflag=1 endif if time =fri7end and opendayofweek=5 then entryflag=0 endif if time =fri8start and opendayofweek=5 then entryflag=1 endif if time =fri8end and opendayofweek=5 then entryflag=0 endif if not onmarket and entryflag=1 and lowest[4] = lowest[30] and longentry1 then BUY 1 PERPOINT AT MARKET entryflag=0 slprice = close - sl endif if not onmarket and entryflag=1 and highest[4] = highest[30] and shortentry1 then Sellshort 1 perpoint at market entryflag=0 slprice = close + sl endif if longonmarket and high - sl > slprice + slmove then slprice = high - sl endif if longonmarket and close < longexit1 then sell at market endif if shortonmarket and low + sl < slprice - slmove then slprice = low + sl endif if shortonmarket and close > shortexit1 then exitshort at market endif set stop ploss 60 graph highest[4] = highest[30]
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This topic contains 3 replies,
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5 years, 12 months ago.
Topic Details
| Forum: | ProOrder: Automated Strategies & Backtesting |
| Language: | English |
| Started: | 03/02/2020 |
| Status: | Active |
| Attachments: | 1 files |
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