Indicator, Call, Backtest

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12/08/2022 at 11:20 AM #205376 quote

Dizi
Participant

New

Hi,

I am stuck with this. Can someone help in this matter?

I have created an indicator with some variables which will be used as call indicator in my strategy.

I do not know how to created formula/script which will use these variables via backtest in my strategy to choose the best one.

Regards

Maciej

Zrzut-ekranu-2022-12-8-o-10.17.05.png Zrzut-ekranu-2022-12-8-o-09.55.01.png

12/08/2022 at 12:19 PM #205382 quote

JS
Participant

Senior

Hi @Dizi
What do you want the indicator to do?

What your indicator does now is check whether “Average[20](Close) – Average[50](Close) >

5/10/15/20 (5 divided by 10 divided by 15 divided by 20= 0.001666)

Is that the intention?

12/08/2022 at 12:32 PM #205384 quote

Dizi
Participant

New

Hi, The intention in strategy is ;

If Average[20](close)-Average[50](close)> 5 or 10 or 15 then

Buy at market

Endif

I wish not to show this into a strategy so I was told to create an indicator and use call an indicator in a strategy.

However, I do not know how to create this indicator and then give an option of backtesting strategy to find out if 5, 10 or 15 is better.

12/08/2022 at 12:48 PM #205389 quote
JS
Participant

Senior
You don’t have to use a “Call”.

When you use this code in your strategy, you can optimize the strategy…
```
xValue = 0
While xValue <> 20
xValue = xValue + 5
If Average[20](Close) - Average[50](Close) >= xValue then
Buy 1 contract at Market
EndIf
WEnd
```
12/08/2022 at 12:55 PM #205391 quote

Dizi
Participant

New

Yes I know but I do not wish to show this into a strategy as I will be visible. That is the reason I would like to create an indicator and use option call in a strategy.

12/08/2022 at 2:25 PM #205395 quote

JS
Participant

Senior

Step 1: Create your indicator (Name indicator = Dizi) xAvg20 = Average[x1](close) xAvg50 = Average[x2](close) xDiff = xAvg20 – xAvg50 Return xDiff (Parameters: x1=20 and x2=50) Step2: Create your strategy (Parameter: xValue= 0 to 20 step 5) DefParam CumulateOrders=false MyDizi = Call “Dizi”[20.50] If MyDizi > xValue then Buy 1 contract at market ElsIf MyDizi < xValue then SellShort 1 contract at market EndIf

12/08/2022 at 2:30 PM #205397 quote

JS
Participant

Senior

Last “EndIf” on a new line…

12/08/2022 at 2:47 PM #205401 quote

JS
Participant

Senior

When you “play” with the different values, you get nice results…
Schermafbeelding-2022-12-08-om-14.46.05.jpg

12/08/2022 at 2:51 PM #205403 quote

Dizi
Participant

New

I cannot believe you are Genius 🙂

Thanks a lot.

My I have one more question.

Is there an option of adding these parameters into the script so when someone will use this script the parameters will be automatically added into backtest ?

12/08/2022 at 3:05 PM #205404 quote

JS
Participant

Senior

That is possible, replace the parameters with the values you want to use in your code… For example: xAvg20=Average[x1](Close)  xAvg20=Average[20](Close) or If MyDizi > xValue then  If MyDizi > 10 then

12/08/2022 at 3:14 PM #205405 quote

Dizi
Participant

New

Please find the attached picture.
I would like the values from backtest to be added somehow into the script so when someone will use this script these values will be automatically added into backtest mode.
Zrzut-ekranu-2022-12-8-o-14.11.19.png

12/08/2022 at 3:24 PM #205410 quote

JS
Participant

Senior

When you specify these values (parameters) in your strategy (as in your screenshot) then everyone who uses the strategy will work with these values… (Do you mean that?)

12/08/2022 at 3:32 PM #205411 quote

Dizi
Participant

New

Yes. I would like these to be predefined exactly as in the picture and added automatically so someone will only have to click backtest and choose the optimised one.

12/08/2022 at 3:38 PM #205413 quote

JS
Participant

Senior

That’s right, that’s exactly what happens when you include these parameters in your strategy under the “optimization parameters”…

12/08/2022 at 4:05 PM #205418 quote

Dizi
Participant

New

Thank you kindly. I have been working on this strategy for last few months. I have added the missing part with you help. I have been live for last few weeks and it brings +100% every month. Please check the attached picture.
JS thanked this post

Zrzut-ekranu-2022-12-8-o-15.02.42.jpg
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