Highest function in for loop

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  • 11/20/2024 at 2:03 PM #240582 quote
    Carter
    Participant
    Junior

    Hi Guys,

    I need a little help with some code that I cant seem to get to work probably. I’m trying to detect  if a cross of the highest function has occurred within the last 20 bars. Can you use the highest function in a for loop. I am heading towards a breakout system with a pullback.

    I have tried the code as an indicator and I seem to get the right output but not in trading system.

    Thanks Carter

    defparam cumulateOrders = false
defparam PRELOADBARS =2000

b1 = 0
for i = 2 to 20 DO
i11 = highest[50](high)
if close[i] crosses over i11[i+1] then
b1 = 1
break
ENDIF 
NEXT 

//i1 = highest[2](high)
i1 = ExponentialAverage[4](close) 

c2 = close crosses over i1

if b1 and c2 then
buy .2 contracts at market
ENDIF 

set target pprofit 10
set stop ploss 10

T
    11/20/2024 at 4:24 PM #240590 quote
    JS
    Participant
    Senior

    What is the difference between the outcome of the indicator and the trading system in the backtest…?

    11/20/2024 at 5:07 PM #240594 quote
    Carter
    Participant
    Junior
    With the indicator I get the expected histogram when triggered but in the back test I don’t seem to get any triggers. I used the graph function to try and see what was happening in the back test but it came out blank. I have simplified the code to find the issue because when included there were no trades taken. So when I started to investigate it seems as though a never get a positive result from the loop. maybe I’m missing something. Please find indicator code below I was using. Thanks Carter 
    b1 = 0
for i = 2 to 20 DO
i11 = highest[100](high)
if close[i] crosses over i11[i+1] then
b1 = 1
break
ENDIF
NEXT
return b1
    11/20/2024 at 5:31 PM #240596 quote
    JS
    Participant
    Senior

    When I use your original trading system, it does generate positions…

    I have set the number of contracts from 0.2 to 1…

    The signals are a bit “treacherous” for example the signal “b1” can remain valid for 20 bars so within 20 bars after the actual “trigger” more buy signals can follow…

    Scherm­afbeelding-2024-11-20-om-17.25.22.jpg Scherm­afbeelding-2024-11-20-om-17.25.22.jpg
    11/20/2024 at 5:33 PM #240598 quote
    robertogozzi
    Moderator
    Master
    Try rewriting line 3 this way: 
    i11 = highest[100](high[1])
    Iván González thanked this post
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Highest function in for loop


ProOrder: Automated Strategies & Backtesting

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Author
author-avatar
Carter @carmac Participant
Summary

This topic contains 4 replies,
has 3 voices, and was last updated by robertogozzi
1 year, 2 months ago.

Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 11/20/2024
Status: Active
Attachments: 1 files
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