Percentile Code Error

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    Posts
  • 11/01/2025 at 10:25 AM #253169 quote
    Bard
    Participant
    Master
    Hi, I was wondering if anyone can get this Percentile code to work: VolRank = Percentile[60](Volume, 75) // 75th percentile of past 60 bars I tried many iterations but i am not sure why it won’t work? Also what happened to the add code icon? Cheers!

    // ============================================================

    // Strategy: bearish_engulf_MA20_25pct

    // Description: Short on bearish engulfing below MA20 with volume filter

    // ============================================================

    // — Parameters

    DEFPARAM CumulateOrders = False

    DEFPARAM PreLoadBars = 60

    StopPercent = 2.0 // change to 1.0, 3.0, etc. as needed

    Capital = 1000

    // — Indicators

    MA20 = Average[20](Close)

    VolRank = Percentile[60](Volume, 75) // 75th percentile of past 60 bars

    // — Bearish Engulfing detection

    BearishEngulf = (Close[1] > Open[1]) AND (Close < Open) AND (Open > Close[1]) AND (Close < Open[1])

    // — Entry condition

    ShortCondition = BearishEngulf AND (Close < MA20) AND (Volume > VolRank)

    // — Position management

    If ShortCondition THEN

    SellShort 1 CONTRACT AT MARKET

    ENDIF

    // — Stop-loss in price terms

    If ShortOnMarket THEN

    EntryPrice = ShortPrice

    StopPrice = EntryPrice * (1 + StopPercent / 100)

    SET STOP pLOSS (StopPercent * Capital / 100)

    ENDIF

    // — Exit end-of-day (if not stopped)

    If ShortOnMarket AND BarIndex > TradeIndex THEN

    ExitShort AT Close

    ENDIF

    11/01/2025 at 12:12 PM #253177 quote
    GraHal
    Participant
    Master
    Bard wrote:
    what happened to the add code icon?
    If we press Ctrl + F5 (clear cache for PRC website only) before we start typing then you should see the blue  ‘Insert PRT Code’ icon at the far right of the top toolbar? Trick is remembering to Ctrl + F5 BEFORE typing anything at all! If you Ctrl + F5 after typing then you lose whatever you just typed!
    Iván González and Bard thanked this post
    11/01/2025 at 12:30 PM #253178 quote
    JS
    Participant
    Senior
    Hi, You use “Percentile[60](Volume,75)” as an indicator, but this indicator does not exist (by default) in PRT… You will first have to calculate the “Percentile” yourself…
    robertogozzi and Iván González thanked this post
    11/03/2025 at 8:20 AM #253207 quote
    Iván González
    Moderator
    Master
    Hi. Here you have an example of percentile calculation: 
    //Percentile
p=252
rnkCount = 0
count = 0
FOR i = 1 to p-1
count = count + 1
IF close[i] < close THEN
rnkCount = rnkCount + 1
endif
NEXT
 
PercentileRank = (rnkCount/count)*100

drawhline(10)style(dottedline)
drawhline(20)style(dottedline,2)
drawhline(30)style(dottedline)
drawhline(40)style(dottedline,2)
drawhline(50)style(dottedline1)coloured("red")
drawhline(60)style(dottedline,2)
drawhline(70)style(dottedline)
drawhline(80)style(dottedline,2)
drawhline(90)style(dottedline)
return PercentileRank
    robertogozzi and Bard thanked this post
    11/03/2025 at 4:25 PM #253249 quote
    Bard
    Participant
    Master
    Cheers Iván!
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Percentile Code Error


ProOrder: Automated Strategies & Backtesting

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author-avatar
Bard @brad Participant
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This topic contains 4 replies,
has 4 voices, and was last updated by Bard
3 months, 2 weeks ago.

Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 11/01/2025
Status: Active
Attachments: No files
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