ProBacktest: Parabolic SAR indicator issues

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  • #247612 quote
    NeoTrader
    Participant
    New

    Hi there PRT coders.

    Backtesting the Parabolic SAR indicator, and testing one range optimisation of mySARmin, there seems to be no end of errors with the code!

    Have I found a limitation in the PRT platform and the backtesting of said indicator?

    And I am right to place the SAR math code in the backtest, to optimise the range of mySARmin ?

    > This can be coded, I just wanted to know if this is the case, or my coding skills and AIM’s are not coding correctly?

    *I have run this past a couple of AIM’s and all three concluded, eventually, that the PRT platform has a limitation!

     

    As always, any guidance towards a solution is much appreciated.

    NT 🙂

    #247620 quote
    Iván González
    Moderator
    Master

    Hi. I can’t see your code so I don’t know what happens…
    Here you have an example of PSAR working:

    //minSAR=0.02
    //accSAR=0.02
    //maxSAR=0.2
    
    pSAR = SAR[minSAR,accSAR,maxSAR]
    YourConditions = close CROSSES OVER pSAR[1]

    You can see in screenshots variables configuration and optimization results.

    NeoTrader thanked this post
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    #247668 quote
    NeoTrader
    Participant
    New

    Here you have an example of PSAR working:
    You can see in screenshots variables configuration and optimization results.

    Now that is a fab answer, plugged in, and works right away.

    My error was using a non standard term for the SAR indicator name in the code 🤦‍♂️
    Thank you Iván

    For your correction
    NT 🙂

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ProBacktest: Parabolic SAR indicator issues


ProOrder: Automated Strategies & Backtesting

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This topic contains 2 replies,
has 2 voices, and was last updated by NeoTrader
8 months, 3 weeks ago.

Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 05/26/2025
Status: Active
Attachments: 2 files
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