Indicator receives negative value – strategy stop

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06/14/2022 at 11:25 AM #195253 quote

Johann
Participant

Average

Hi

Can someone help with this issue. I am using the CCI as a overbought and oversold condition below -100 oversold and above 100 overbought. When the CCI value < -100 then the strategy stops because the indicator returns a negative value perhaps someone can make a suggestion as to how I can code around this?

Thanks

Johann

06/14/2022 at 2:35 PM #195265 quote
robertogozzi
Moderator

Master
This code works correctly, no matter tha value CCI returns:
```
x = CCI[20](typicalPrice)
IF x > 50 then
   buy at market
ELSIF x < -50 then
   sellshort at market
endif
//graph x
```
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06/14/2022 at 2:45 PM #195267 quote

Johann
Participant

Average

Thanks Roberto I will try it.

06/14/2022 at 3:50 PM #195272 quote
Johann
Participant

Average
```
x = CCI[20](typicalPrice)
y = Average[10](CCI[20](typicalPrice))
IF x > 100 and x > y then
   buy at market
ELSIF x < -100 and x < y then
   sellshort at market
endif
```
Hi Roberto, so this example should be ok?
06/14/2022 at 4:40 PM #195274 quote
JS
Participant

Senior
```
DefParam CumulateOrders = False

x = CCI[20](typicalPrice)
y = Average[10](CCI[20](typicalPrice))

IF x > 250  and x > y then
buy at market
ELSIF x < -250 and x < y then
sellshort at market
endif
```
It works fine…

After optimization x > 250… 😉

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Indicator receives negative value – strategy stop

ProOrder: Automated Strategies & Backtesting

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Author

Johann @johann Participant

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This topic contains 4 replies,
has 3 voices, and was last updated by JS
3 years, 8 months ago.

Topic Details

Forum:	ProOrder: Automated Strategies & Backtesting
Language:	English
Started:	06/14/2022
Status:	Active
Attachments:	1 files

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