Invalidate a specific date in a indicator

umebon · 2021-04-06T16:21:17+00:00

Hi If I want too invalidate a system after a specific date in a indicator how do I get it right in the system? If I do it like this the backtest shows different result with and without the “Aktiv”. Whats wrong?? IF OpenDate > 20210501 THEN //Stoppdatum i maj Datum = 0 //Invalidera alla signaler ENDIF return Datum AS "Datum" Datum = CALL "Indicator" Aktiv = Datum >= 1 TaPosition = c11 AND c12 AND c13 AND Aktiv IF TaPosition THEN BUY positionStorlek CONTRACT AT MARKET ENDIF

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04/06/2021 at 5:21 PM #166314 quote
umebon
Participant

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Hi

If I want too invalidate a system after a specific date in a indicator how do I get it right in the system? If I do it like this the backtest shows different result with and without the “Aktiv”. Whats wrong??
```
IF OpenDate > 20210501 THEN //Stoppdatum i maj
Datum = 0               //Invalidera alla signaler
ENDIF

return Datum AS "Datum"
```
```
Datum = CALL "Indicator"
Aktiv = Datum >= 1

TaPosition =  c11 AND c12 AND c13 AND Aktiv

IF TaPosition THEN
BUY positionStorlek CONTRACT AT MARKET
ENDIF
```
04/06/2021 at 5:32 PM #166318 quote
robertogozzi
Moderator

Legend
Your indicator should be:
```
Datum = 1
IF OpenDate > 20210501 THEN //Stoppdatum i maj
   Datum = 0                //Invalidera alla signaler
ENDIF
```
Otherwise DATUM will never retain value 1.

umebon thanked this post
04/06/2021 at 5:37 PM #166322 quote

umebon
Participant

Average

Thanks, missed that. But why do I get different backtest results when I use “Aktiv” in “TaPosition”?

04/06/2021 at 5:46 PM #166323 quote

robertogozzi
Moderator

Legend

If you are using very low TF’s, such as a few seconds, it might be that the period has canged, while you were modifying your code, so a different period will yield different results.

In any case only the real code may be investigated.

04/06/2021 at 5:48 PM #166324 quote

umebon
Participant

Average

I use 1h timeframe so thats not the problem.
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Invalidate a specific date in a indicator

ProOrder: Automated Strategies & Backtesting

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This topic contains 4 replies,
has 2 voices, and was last updated by umebon
5 years, 6 months ago.

Topic Details

Forum:	ProOrder: Automated Strategies & Backtesting
Language:	English
Started:	04/06/2021
Status:	Active
Attachments:	No files