Indicator works, Backtest gives ZERO results (0 trades) with Simplified Creation

• 06/05/2020 at 9:12 AM #134654
  Rufus

  Hi there  everyone,

  This is my first ever post in a forum like this and also my first foray into coding.  I have coded an indicator which graphically represents precisely what I am looking for, which is awesome.  In getting to this point I have created many others and done backtests on them which have yielded a wide range of results (which is normal).  Now I have finally got the indicator I seek, I run a backtest and absolutely nothing comes back.  The backtest is created by the Simplified Creation method so it is not a coding error on my part with regard to the strategy.  It is likely that the code of the indicator does not lend itself to a realistic backtest.

  Perhaps I have somehow incorporated ‘perfect hindsight’ in the indicator which the backtest has revealed by giving empty results?  Has anyone else had this problem?  Am slightly going mad trying to work out what I have done wrong…

  Many thanks for any guidance,

  Rufus

  

  Rufus

  Participant

  Topics: 11

  Replies: 29

  Been thanked: 6 times
  06/05/2020 at 10:13 AM #134667
  GraHal

  How many bars did you backtest over?

  Did you try different Timeframes and different Instruments to try and get a trade(s)?

  Do you have crosses over or crosses under in the code?

  Anyway, we are guessing unless you post the code of the Auto-System?

  I would then try it for you on my Platform and other would check the code also.

  1 user thanked author for this post.

  Rufus

  

  GraHal

  Participant

  Topics: 204

  Replies: 8428

  Been thanked: 2046 times
  06/05/2020 at 10:45 AM #134678
  Rufus

  Thank you — I did it over multiple timeframes.  Visually there should have been many trades.  I tested on dax and spx.  The predecessor indicators all gave trades where they should have, the final version which I thought was better code and used only If / else / endif and no For/Next loops (predecessors all did).  Nevertheless,  results have since appeared – but they make no sense, IE trades are not taken where they should be or closed where they should be (previously they all worked to the logic).  So I thought I would start by asking if anyone else had had a 0 trades result from a b/test where an indicator visually would give many results and whether it is possible (somehow) to unwittingly create an indicator which the Simplified Creation cannot deal with, which seems unlikely.. attached are is a word doc with screen prints of the auto-code and the indicator with graphic results

   

  

  Rufus

  Participant

  Topics: 11

  Replies: 29

  Been thanked: 6 times
  06/05/2020 at 10:54 AM #134680
  Rufus

  I ran it again.  No results in the Detailed Summary yet graphically there are incorrect results.

  please see attached

  

  Rufus

  Participant

  Topics: 11

  Replies: 29

  Been thanked: 6 times
  06/05/2020 at 11:16 AM #134685
  GraHal

  rufus.round wrote:

  attached are is a word doc with screen prints of the auto-code and the indicator with graphic results

  You need to …

  Attach a  .itf file of the System code so that I can import to my Platform.

  Use the blue Insert PRT Code button ( right hand end of toolbar above each new message) so that we can see your code.

  Attach screen shots using .jpg or .png format.

  .pdf .docx require folk to mess about downloading files and even then they can only open the files if they have .pdf readers and .doc readers etc.

   

   

  1 user thanked author for this post.

  Rufus

  

  GraHal

  Participant

  Topics: 204

  Replies: 8428

  Been thanked: 2046 times
  06/05/2020 at 11:29 AM #134688
  Rufus

  Thanks for your guidance… here is the .itf file

  

  Rufus

  Participant

  Topics: 11

  Replies: 29

  Been thanked: 6 times
  06/05/2020 at 11:32 AM #134690
  Rufus

  Buys on a break of resistance, sells on support

  // Definition of code parameters DEFPARAM CumulateOrders = False // Cumulating positions deactivated // Conditions to enter long positions ignored, indicator2, indicator1, ignored = CALL ConciseRRSR c1 = (indicator1 > indicator2) IF c1 THEN BUY 1 PERPOINT AT MARKET ENDIF // Conditions to exit long positions indicator4, ignored, ignored, indicator3 = CALL ConciseRRSR c2 = (indicator3 < indicator4) IF c2 THEN SELL AT MARKET ENDIF

  1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18

  // Definition of code parameters DEFPARAM CumulateOrders = False // Cumulating positions deactivated   // Conditions to enter long positions ignored, indicator2, indicator1, ignored = CALL ConciseRRSR c1 = (indicator1 > indicator2)   IF c1 THEN BUY 1 PERPOINT AT MARKET ENDIF   // Conditions to exit long positions indicator4, ignored, ignored, indicator3 = CALL ConciseRRSR c2 = (indicator3 < indicator4)   IF c2 THEN SELL AT MARKET ENDIF

  

  Rufus

  Participant

  Topics: 11

  Replies: 29

  Been thanked: 6 times
  06/05/2020 at 12:25 PM #134703
  Nicolas

  And if you GRAPH the variables? Are they correctly returned?

  GRAPH indicator1 GRAPH indicator2

  1 2	GRAPH indicator1 GRAPH indicator2

   

  1 user thanked author for this post.

  Rufus

  

  Nicolas

  Keymaster

  Topics: 81

  Replies: 20828

  Been thanked: 4742 times
  06/05/2020 at 1:08 PM #134706
  Rufus

  One indicator is correctly returned – it is the high, so market data.
  The other indicator is not. Essentially I plot Support, Resistance and high and low. For ease I have simply gone for buy trades. So in this example indicator1 is the high (correctly graphed) and indicator2 is Resistance (incorrectly graphed). Is is not picking up Support instead, either.
  Is there any chance that it could get confused with variables I have used in other indicators that have identical names?

  

  Rufus

  Participant

  Topics: 11

  Replies: 29

  Been thanked: 6 times
  06/05/2020 at 1:09 PM #134707
  GraHal

  rufus.round wrote:

  I run a backtest and absolutely nothing comes back.

  Works for me … see attached?

  

  GraHal

  Participant

  Topics: 204

  Replies: 8428

  Been thanked: 2046 times
  06/05/2020 at 1:15 PM #134709
  GraHal

  Works even better on 1 min TF! 🙂

  1 user thanked author for this post.

  Rufus

  

  GraHal

  Participant

  Topics: 204

  Replies: 8428

  Been thanked: 2046 times
  06/05/2020 at 7:40 PM #134794
  Rufus

  So I have learned 3 things:

  1. The code to my indicator is held on the cloud and that you can see its results via the code for the back test that I shared, but you do not see the indicator’s code. Is this correct?

  2.  I am forced right now to look at this o my phone. It’s hard to tell from the image that it has sold at the correct time. If it does, then there is something wrong with the configuration on my pc.

  3.  That you are a good guy – thank you for taking the time.

  1 user thanked author for this post.

  GraHal

  

  Rufus

  Participant

  Topics: 11

  Replies: 29

  Been thanked: 6 times
  06/05/2020 at 7:49 PM #134795
  GraHal

  rufus.round wrote:

  but you do not see the indicator’s code. Is this correct?

  Below is all I can see in your code

  ignored, indicator2, indicator1, ignored = CALL ConciseRRSR c1 = (indicator1 > indicator2)

  1 2	ignored, indicator2, indicator1, ignored = CALL ConciseRRSR c1 = (indicator1 > indicator2)

   

  

  GraHal

  Participant

  Topics: 204

  Replies: 8428

  Been thanked: 2046 times
  06/05/2020 at 8:04 PM #134796
  Rufus

  So if it works for you but not me (!) … re-install and try again?

  

  Rufus

  Participant

  Topics: 11

  Replies: 29

  Been thanked: 6 times
  06/05/2020 at 8:30 PM #134798
  GraHal

  So you have tried again on the DJI and 1 min TF and 10,000 bars selected (??) …  and you get no trades??

  

  GraHal

  Participant

  Topics: 204

  Replies: 8428

  Been thanked: 2046 times
• Author
  Posts