Parabolic SAR Japan 225 4 hour

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  • #219538 quote
    jamesamon
    Participant
    New
    // Definition of code parameters
    DEFPARAM CumulateOrders = False // Cumulating positions deactivated
    
    // Conditions to enter long positions
    indicator1 = SAR[0.02,0.02,0.2]
    c1 = (indicator1 CROSSES UNDER close)
    
    IF c1 THEN
    BUY 1 PERPOINT AT MARKET
    ENDIF
    
    // Conditions to exit long positions
    indicator2 = SAR[0.02,0.02,0.2]
    c2 = (indicator2 CROSSES OVER close)
    
    IF c2 THEN
    SELL AT MARKET
    ENDIF
    
    // Conditions to enter short positions
    indicator3 = SAR[0.02,0.02,0.2]
    c3 = (indicator3 CROSSES OVER close)
    
    IF c3 THEN
    SELLSHORT 1 PERPOINT AT MARKET
    ENDIF
    
    // Conditions to exit short positions
    indicator4 = SAR[0.02,0.02,0.2]
    c4 = (indicator4 CROSSES UNDER close)
    
    IF c4 THEN
    EXITSHORT AT MARKET
    ENDIF
    
    // Stops and targets
    SET STOP pTRAILING 40
    capture-1692788834lpc48.png capture-1692788834lpc48.png capture-1692788834lpc48-1.png capture-1692788834lpc48-1.png
    #219570 quote
    Nicolas
    Keymaster
    Master

    Hi, thanks for sharing. But I think you didn’t add any spread (order fee) and made the backtest without the tick-by-tick checkbox ticked (verify in candlestick if stoploss or takeprofit is hit before the candlestick close).

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Parabolic SAR Japan 225 4 hour


ProOrder: Automated Strategies & Backtesting

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jamesamon @jamesamon Participant
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This topic contains 1 reply,
has 1 voice, and was last updated by Nicolas
2 years, 6 months ago.

Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 08/23/2023
Status: Active
Attachments: 1 files
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