Price action strategy cant WF test correctly/missing orders

• 08/05/2019 at 2:48 PM #104216
  Ander5

  Hi, I made a mostly price action strategy that also uses some moving averages. The result seems fine but despite having a MA-filter for positions it still longs under the Ma allowed.

  The other problem i have is when i forward test the longs disappears, PRT wont execute the trades! If i add some more conditions they disappear aswell.

  This is Dax 1h timeframe.

  Does anyone know the solution to these problems?

  Kind regards,

  Anders

  DEFPARAM CumulateOrders = false K = 3 l = 40 Higher =high[k] > highest[l](close) Lower = low[k] - lowest[l](close) HigherShort =high[l] - highest[k](close) LowerShort = lowest[k](close) - low[l] Ma = exponentialaverage[80] ma2 = exponentialaverage[50] ma3 = average[3000] n = 1.5 //contracts c1 = close > ma3 and close > ma and Higher and lower > 15 and time => 091500 and time <= 190000 c2 = close crosses under ma2 c3 =close < ma and Highershort <-30 and LowerShort and time => 091500 and time <= 190000 and close < ma3 c4 = close crosses over ma2 If c1 then buy n contract at market endif if c2 and longonmarket then sell at market endif If c3 then sellshort n contract at market endif if c4 and shortonmarket then buy at market endif SET STOP ptrailing 140 SET TARGET PROFIT 300

  1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37

  DEFPARAM CumulateOrders = false K = 3 l = 40 Higher =high[k] > highest[l](close) Lower = low[k] - lowest[l](close) HigherShort =high[l] - highest[k](close) LowerShort = lowest[k](close) - low[l] Ma = exponentialaverage[80] ma2 = exponentialaverage[50] ma3 = average[3000] n = 1.5                                //contracts     c1 = close > ma3 and close > ma and Higher and lower > 15 and time => 091500 and time <= 190000 c2 = close crosses under ma2 c3 =close < ma and Highershort <-30 and LowerShort and time => 091500 and time <= 190000 and close < ma3 c4 = close crosses over ma2   If c1 then buy n contract at market endif   if c2 and longonmarket then sell at market endif   If c3 then sellshort n contract at market endif   if c4 and shortonmarket then buy at market endif     SET STOP ptrailing 140 SET TARGET PROFIT 300

   

  

  Ander5

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  08/05/2019 at 4:16 PM #104221
  robertogozzi

  From the atteched pics I can’t see where your three MA’s are.

  Since at line 14 you don’t check MA2, close can be lower than that.

  

  robertogozzi

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  08/05/2019 at 9:15 PM #104238
  GraHal

  Line 32 should read as below (not Buy to exit a Short trade) …

  ExitShort at Market

  1	ExitShort at Market

   

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  robertogozzi

  

  GraHal

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  08/05/2019 at 10:27 PM #104240
  Ander5

  Thank you both for replying.

  I changed the code to exitshort grahal, thank you for the tip! i’ve only been coding for a week so im still learning. That fixed my problem with the longs below the moving average!

  ma = powerful enough trend to long/short, ma2 = ema to stop trades that have weak trends, and ma3 should be the one that decides if to short or long, sorry for the confusion.

  The Ma visible on the pictures is the long/short filter. The long trades are all visible during regular backtests but during WF almost all of them disappear. 107 trades is missing..

  

  Ander5

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  08/06/2019 at 10:46 AM #104260
  Ander5

  Problem solved by using

  DEFPARAM PRELOADBARS = 10000000

  1	DEFPARAM PRELOADBARS = 10000000

   

  

  Ander5

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  08/06/2019 at 10:53 AM #104261
  robertogozzi

  Max preload bars is 10K, no matter what you write.

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  Ander5

  

  robertogozzi

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