coding % of time the price reacts to pivot levels in Forex

Happy New Year Mike, do you need a screener or a strategy?

Hi kadziak, I already started coding it, but I need some more time to finish it 🙂

I just finished the MONTHLY test. It took quite a long time to code it in my spare time!

Adding the DAILY and WEEKLY tests will not be as time consuming as the MONTHLY-only version, as it will be a simple copy & paste with some minor editing, but I first want to know your feedback before going ahead, just to avoid wasting time in case the code does not meet your criteria.

I am posting this very first code, which is almost 300 lines, but next times, after finishing it, I will only attach the ITF file, as it will grow well over 500 hundreds lines, making the code and the post very tough to read:

// https://www.prorealcode.com/topic/need-help-with-coding-this/
Timeframe(default)
ONCE FromDate     = 20200101      //00000000  to start testing from the first bar loaded
ONCE ToDate       = 20231231      //99999999  to finish testing on the current date
ONCE PipBuffer    = 3  * PipSize
//
ONCE TradeType    = 1             //1=Monthly, 2=Weekly, 3=Daily,     9=all
ONCE LONGenabled  = 1             //1=enable LONG  trades, 0=disable LONG  trades
ONCE SHORTenabled = 1             //1=enable SHORT trades, 0=disable SHORT trades
//
ONCE WeeklySL       = 20 * PipSize
ONCE WeeklyTP       = WeeklySL  * 3

//
ONCE DailySL        = 20 * PipSize
ONCE DailyTP        = DailySL  * 3

//
TradeON  = 0
IF (OpenDate >= FromDate) AND (OpenDate <= ToDate) THEN
TradeON  = 1
ENDIF
//
Timeframe(Monthly,UpdateOnClose)
ONCE MonthlySL      = 20 * PipSize
ONCE MonthlyTP      = MonthlySL * 3
//
ONCE MonthlyWinLp   = 0
ONCE MonthlyWinSp   = 0
ONCE MonthlyLossLp  = 0
ONCE MonthlyLossSp  = 0
//
ONCE MonthlyWinSr1  = 0
ONCE MonthlyLossSr1 = 0
ONCE MonthlyWinSr2  = 0
ONCE MonthlyLossSr2 = 0
ONCE MonthlyWinSr3  = 0
ONCE MonthlyLossSr3 = 0
//
ONCE MonthlyWinLs1  = 0
ONCE MonthlyLossLs1 = 0
ONCE MonthlyWinLs2  = 0
ONCE MonthlyLossLs2 = 0
ONCE MonthlyWinLs3  = 0
ONCE MonthlyLossLs3 = 0
//
ONCE BouncePvtM     = 0
ONCE BounceRes1M    = 0
ONCE BounceRes2M    = 0
ONCE BounceRes3M    = 0
ONCE BounceSus1M    = 0
ONCE BounceSup2M    = 0
ONCE BounceSup3M    = 0
//
ONCE MonthlyPvtT    = 0
ONCE MonthlyRes1T   = 0
ONCE MonthlyRse2T   = 0
ONCE MonthlyRes3T   = 0
ONCE MonthlySup1T   = 0
ONCE MonthlySup2T   = 0
ONCE MonthlySup3T   = 0
//
PivotM = (High[1] + Low[1] + Close[1]) / 3
Res1M  = PivotM + (PivotM - Low)
Res2M  = PivotM + (High - Low)
Res3M  = High   + (2 * (PivotM - Low))
Sup1M  = PivotM - (High - PivotM)
Sup2M  = PivotM - (High - Low)
Sup3M  = Low    - (2 * (High - PivotM))
IF TradeON AND ((TradeType = 1) OR (TradeType = 9)) THEN
//---------------------------------------------------------------------------
//   LONG  exit
//---------------------------------------------------------------------------
IF MonthlyPvtT = 1 THEN
IF high >= MonthlyTPPvt THEN   //TP
MonthlyWinLp  = MonthlyWinLp  + 1
MonthlyPvtT = 0
ELSIF low <= MonthlyTPPvt THEN //SL
MonthlyLossLp = MonthlyLossLp + 1
MonthlyPvtT = 0
ENDIF
ENDIF
//
IF MonthlySup1T THEN
IF high >= MonthlyTPSup1 THEN   //TP
MonthlyWinLs1  = MonthlyWinLs1  + 1
MonthlySup1T   = 0
ELSIF low <= MonthlyTPSup1 THEN //SL
MonthlyLossLs1 = MonthlyLossLs1 + 1
MonthlySup1T   = 0
ENDIF
ENDIF
//
IF MonthlySup2T THEN
IF high >= MonthlyTPSup2 THEN   //TP
MonthlyWinLs2  = MonthlyWinLs2  + 1
MonthlySup2T   = 0
ELSIF low <= MonthlyTPSup2 THEN //SL
MonthlyLossLs2 = MonthlyLossLs2 + 1
MonthlySup2T   = 0
ENDIF
ENDIF
//
IF MonthlySup3T THEN
IF high >= MonthlyTPSup3 THEN   //TP
MonthlyWinLs3  = MonthlyWinLs3  + 1
MonthlySup3T   = 0
ELSIF low <= MonthlyTPSup3 THEN //SL
MonthlyLossLs3 = MonthlyLossLs3 + 1
MonthlySup3T   = 0
ENDIF
ENDIF
//---------------------------------------------------------------------------
//   SHORT exit
//---------------------------------------------------------------------------
IF MonthlyPvtT = 2 THEN
IF low <= MonthlyTPPvt THEN     //TP
MonthlyWinSp  = MonthlyWinSp  + 1
MonthlyPvtT = 0
ELSIF high >= MonthlyTPPvt THEN //SL
MonthlyLossSp = MonthlyLossSp + 1
MonthlyPvtT = 0
ENDIF
ENDIF
//
IF MonthlyRes1T THEN
IF low <= MonthlyTPRes1 THEN   //TP
MonthlyWinLs1  = MonthlyWinLs1  + 1
MonthlyRes1T   = 0
ELSIF high >= MonthlyTPRes1 THEN //SL
MonthlyLossLs1 = MonthlyLossLs1 + 1
MonthlyRes1T   = 0
ENDIF
ENDIF
//
IF MonthlyRes2T THEN
IF low <= MonthlyTPRes2 THEN   //TP
MonthlyWinLs2  = MonthlyWinLs2  + 1
MonthlyRes2T   = 0
ELSIF high >= MonthlyTPRes2 THEN //SL
MonthlyLossLs2 = MonthlyLossLs2 + 1
MonthlyRes2T   = 0
ENDIF
ENDIF
//
IF MonthlyRes3T THEN
IF low <= MonthlyTPRes3 THEN   //TP
MonthlyWinLs3  = MonthlyWinLs3  + 1
MonthlyRes3T   = 0
ELSIF high >= MonthlyTPRes3 THEN //SL
MonthlyLossLs3 = MonthlyLossLs3 + 1
MonthlyRes3T   = 0
ENDIF
ENDIF
//---------------------------------------------------------------------------
//   LONG  entry
//---------------------------------------------------------------------------
IF LONGenabled THEN
xPivotM = PivotM + PipBuffer
yPivotM = PivotM - PipBuffer
IF (close > yPivotM) AND (low <= xPivotM) AND (MonthlyPvtT = 0) THEN
MonthlyPvtT     = 1
BouncePvtM      = BouncePvtM  + 1
MonthlyEntryPvt = close
MonthlyTPPvt    = MonthlyEntryPvt + MonthlyTP*PipSize
MonthlySLPvt    = MonthlyEntryPvt - MonthlySL*PipSize
ENDIF
//
xSup1M = Sup1M + PipBuffer
ySup1M = Sup1M - PipBuffer
IF (close > ySup1M) AND (low <= xSup1M) AND (MonthlySup1T = 0) THEN
MonthlySup1T     = 1
BounceSup1M      = BounceSup1M  + 1
MonthlyEntrySup1 = close
MonthlyTPSup1    = MonthlyEntrySup1 + MonthlyTP*PipSize
MonthlySLSup1    = MonthlyEntrySup1 - MonthlySL*PipSize
ENDIF
//
xSup2M = Sup2M + PipBuffer
ySup2M = Sup2M - PipBuffer
IF (close > ySup2M) AND (low <= xSup2M) AND (MonthlySup2T = 0) THEN
MonthlySup2T     = 1
BounceSup2M      = BounceSup2M  + 1
MonthlyEntrySup2 = close
MonthlyTPSup2    = MonthlyEntrySup2 + MonthlyTP*PipSize
MonthlySLSup2    = MonthlyEntrySup2 - MonthlySL*PipSize
ENDIF
xSup3M = Sup3M + PipBuffer
ySup3M = Sup3M - PipBuffer
IF (close > ySup3M) AND (low <= xSup3M) AND (MonthlySup3T = 0) THEN
MonthlySup3T     = 1
BounceSup3M      = BounceSup3M  + 1
MonthlyEntrySup3 = close
MonthlyTPSup3    = MonthlyEntrySup3 + MonthlyTP*PipSize
MonthlySLSup3    = MonthlyEntrySup3 - MonthlySL*PipSize
ENDIF
ENDIF
//---------------------------------------------------------------------------
//   SHORT entry
//---------------------------------------------------------------------------
IF SHORTenabled THEN
xPivotM = PivotM + PipBuffer
yPivotM = PivotM - PipBuffer
IF (close < xPivotM) AND (high >= yPivotM) AND (MonthlyPvtT = 0) THEN
MonthlyPvtT     = 2
BouncePvtM      = BouncePvtM  + 1
MonthlyEntryPvt = close
MonthlyTPPvt    = MonthlyEntryPvt - MonthlyTP*PipSize
MonthlySLPvt    = MonthlyEntryPvt + MonthlySL*PipSize
ENDIF
//
xRes1M = Res1M + PipBuffer
yRes1M = Res1M - PipBuffer
IF (close < xRes1M) AND (high >= yRes1M) AND (MonthlyRes1T = 0) THEN
MonthlyRes1T     = 1
BounceRes1M      = BounceRes1M  + 1
MonthlyEntryRes1 = close
MonthlyTPRes1    = MonthlyEntryRes1 - MonthlyTP*PipSize
MonthlySLRes1    = MonthlyEntryRes1 + MonthlySL*PipSize
ENDIF
//
xRes2M = Res2M + PipBuffer
yRes2M = Res2M - PipBuffer
IF (close < xRes2M) AND (high <= yRes2M) AND (MonthlyRes2T = 0) THEN
MonthlyRes2T     = 1
BounceRes2M      = BounceRes2M  + 1
MonthlyEntryRes2 = close
MonthlyTPRes2    = MonthlyEntryRes2 - MonthlyTP*PipSize
MonthlySLRes2    = MonthlyEntryRes2 + MonthlySL*PipSize
ENDIF
xRes3M = Res3M + PipBuffer
yRes3M = Res3M - PipBuffer
IF (close < xRes3M) AND (high >= yRes3M) AND (MonthlyRes3T = 0) THEN
MonthlyRes3T     = 1
BounceRes3M      = BounceRes3M  + 1
MonthlyEntryRes3 = close
MonthlyTPRes3    = MonthlyEntryRes3 - MonthlyTP*PipSize
MonthlySLRes3    = MonthlyEntryRes3 + MonthlySL*PipSize
ENDIF
ENDIF
ENDIF
//===========================================================================
//===========================================================================
Timeframe(Weekly,UpdateOnClose)



//
PivotW = (High[1] + Low[1] + Close[1]) / 3
Res1W  = PivotW + (PivotW - Low)
Res2W  = PivotW + (High - Low)
Res3W  = High   + (2 * (PivotW - Low))
Sup1W  = PivotW - (High - PivotW)
Sup2W  = PivotW - (High - Low)
Sup3W  = Low    - (2 * (High - PivotW))
//
//===========================================================================
//===========================================================================
Timeframe(Daily,UpdateOnClose)
//


//
PivotD = (High[1] + Low[1] + Close[1]) / 3
Res1D  = PivotD + (PivotD - Low)
Res2D  = PivotD + (High - Low)
Res3D  = High   + (2 * (PivotD - Low))
Sup1D  = PivotD - (High - PivotD)
Sup2D  = PivotD - (High - Low)
Sup3D  = Low    - (2 * (High - PivotD))
//
Timeframe(default)
buy at -close limit
//
GRAPH MonthlyWinLp    AS "Monthly Wins            - LONG  pvt"
GRAPH MonthlyLossLp   AS "Monthly Losses          - LONG  pvt"
GRAPH MonthlyWinLs1   AS "Monthly Wins         - LONG  sup1"
GRAPH MonthlyLossLs1  AS "Monthly Losses       - LONG  sup1"
GRAPH MonthlyWinLs2   AS "Monthly Wins      - LONG  sup2"
GRAPH MonthlyLossLs2  AS "Monthly Losses    - LONG  sup2"
GRAPH MonthlyWinLs3   AS "Monthly Wins   - LONG  sup3"
GRAPH MonthlyLossLs3  AS "Monthly Losses - LONG  sup3"
//
GRAPH MonthlyWinSp    AS "Monthly Wins            - SHORT pvt"
GRAPH MonthlyLossSp   AS "Monthly Losses          - SHORT pvt"
GRAPH MonthlyWinSr1   AS "Monthly Wins         - SHORT res1"
GRAPH MonthlyLossSr1  AS "Monthly Losses       - SHORT res1"
GRAPH MonthlyWinSr2   AS "Monthly Wins      - SHORT res2"
GRAPH MonthlyLossSr2  AS "Monthly Losses    - SHORT res2"
GRAPH MonthlyWinSr3   AS "Monthly Wins   - SHORT res3"
GRAPH MonthlyLossSr3  AS "Monthly Losses - SHORT res3"

the attached pic shows how data will be plotted in the variable panel of the backtest.

Lines 2-16 are self-explanatory.

Line 273 (the BUY line) serves no purpose other than abiding by the requirement of ProBackTest.

As to GRAPH, I fear the dubugging lines exceed the limit of ProBackTest, so I suggest to first monitor the LONG performance only by commenting out the SHORT lines, then reverting the comments to test the SHORT performance.

myPIVOTsystem.itf x-11.jpg