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

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06/05/2020 at 8:39 PM #134803 quote

robertogozzi
Moderator

Master

I moved this topic from ProBuilder to ProOrder support, as it deals with a strategy.

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06/06/2020 at 7:45 AM #134820 quote

Rufus
Participant

Junior

I haven’t been able to try yet – I hope to this afternoon.
It’s not that I get no results anymore, it’s that the results are wrong. Entry and exit do not comply with the code logic as it is represented graphically by the indicator – at least this is the case for me. I still only have use of my phone so can’t see very well if the images you have posted show the correct results.

06/06/2020 at 8:31 AM #134821 quote

Eric
Participant

Master

Maybe?

indicator2 [1]

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06/06/2020 at 5:35 PM #134888 quote

Rufus
Participant

Junior

So this does get results but they are wrong and inconsistent with the code
The attached JPEG shows why and the points 1 and 2 are marked on the JPEG and described as follws:

1. Graph of variables: indicator 2 should always match the ‘r’ line on the bottom ConciseRRSR indicator chart – it does so only (seemingly) randomly and therefore the buy signals must be wrong as per the code I shared / posted above
2. The bar I have selected on the JPEG satisfies the conditions for exiting any long as per the posted code, yet the positions chart shows the system to still be long.

I do not know where to go with this now .. any tips?

PRC_Issue_060620.jpg

06/06/2020 at 5:48 PM #134890 quote

Rufus
Participant

Junior

indicator 2 is defined as soon as the current, active bar starts and remains fixed so no matter where the current bar closes or moves to, if indicator 2 is exceeded then a buy on the next bar open should be triggered.

graphing all 4 variables used in the system code reveals that the code picks up indicator 1,3 and 4 correctly but not indicator 2 – only (seemingly) randomly correctly

06/06/2020 at 5:54 PM #134891 quote

GraHal
Participant

Master

Easiest for you and us would be for you to post the code for the Indicator and the wizards on here may offer some reason why it is not working as you think it should.

I’ll also have a better read later of what you are saying above.

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06/07/2020 at 2:35 PM #135037 quote

Rufus
Participant

Junior

I started all over again, recoding the indicator with a different approach and the btest works. I didn’t realise I could lay my indicators over the price action which also makes the auto code process simpler.
Thanks very much for your help.

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06/16/2020 at 8:54 PM #136194 quote

GraHal
Participant

Master

How you doing with this one?

I’m clearing my backtest list and came across yours.

Attached on DJI 2H TF spread = 4.

I didn’t do any optimising!

Rufus-1.jpg Rufus-2.jpg

06/16/2020 at 9:15 PM #136197 quote

Rufus
Participant

Junior

That looks rather good.. I don’t think it ever shorts though (which was intende) so I rebuilt and am getting the right results (if not the desired performance!)
I’m not sure I have the original versions of that anymore!!

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