Probacktest returns no data

• 11/15/2022 at 1:42 PM #204212
  cyrillic

  Hi

  I am having trouble with backtest.

  The program seems to scan my submission but result is “no data”

  It’s the same with other codes like stochastic

   

  

  cyrillic

  Participant

  Topics: 4

  Replies: 16

  Been thanked: 1 time
  11/15/2022 at 2:16 PM #204217
  cyrillic

  DEFPARAM CumulateOrders = False DEFPARAM FlatBefore = 140000 DEFPARAM FlatAfter= 210000 //buy signal a=Average[50](Close) b=Average[50](1) c=a>b if c then // Detection of a bullish engulfing line Condition1 = Close[1] < Open[1] Condition2 = Open < Close[1] Condition3 = Close > Open[1] Condition4 = Open < Close // Detection of a bearish engulfing line Condition5 = Close[1] > Open[1] Condition6 = Close < Open Condition7 = Open > Close[1] Condition8 = Close < Open[1] IF Condition1 AND Condition2 AND Condition3 AND Condition4 THEN buy at market set target $profit 55 set stop ploss 5 endif endif

  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

  DEFPARAM CumulateOrders = False DEFPARAM FlatBefore = 140000 DEFPARAM FlatAfter= 210000 //buy signal a=Average[50](Close) b=Average[50](1) c=a>b if c then // Detection of a bullish engulfing line Condition1 = Close[1] < Open[1] Condition2 = Open < Close[1] Condition3 = Close > Open[1] Condition4 = Open < Close   // Detection of a bearish engulfing line Condition5 = Close[1] > Open[1] Condition6 = Close < Open Condition7 = Open > Close[1] Condition8 = Close < Open[1] IF Condition1 AND Condition2 AND Condition3 AND Condition4 THEN buy at market set target $profit 55 set stop ploss 5 endif endif

  

  cyrillic

  Participant

  Topics: 4

  Replies: 16

  Been thanked: 1 time
  11/15/2022 at 2:33 PM #204219
  GraHal

  Try Line 6 as …

  b=Average[50](Close[1])

  What Instrument and timeframe and I’ll try it on my Platform.

  1 user thanked author for this post.

  cyrillic

  

  GraHal

  Participant

  Topics: 204

  Replies: 8399

  Been thanked: 2041 times
  11/15/2022 at 2:38 PM #204221
  GraHal

  cyrillic wrote:

  result is “no data”

  I tried on DJI 1 min TF and I get 72 trades and equity curve etc.

  What do you mean by …’no data’

  1 user thanked author for this post.

  cyrillic

  

  GraHal

  Participant

  Topics: 204

  Replies: 8399

  Been thanked: 2041 times
  11/15/2022 at 7:35 PM #204231
  cyrillic

  Now I get arrows on the chart but the statistics of closed trades all read zero
  My chart is the Nasdaq 100 1 min and 2 mins
  I am interested in the MACD also but as soon as MACDline appears a warning is flagged up….(line 2 )

  /// Calculation of the MACD line
  MACDLine = ExponentialAverage[12](Close) – ExponentialAverage[26](Close)

  // buy condition
  If MACDline crosses under MACDSignalLine then
  Buy at market
  Endif/ Calculation of the MACD line
  MACDLine = ExponentialAverage[12](Close) – ExponentialAverage[26](Close)

  I have to change the MACD line…
  Would it be possible to change it to a MACDSignalLine to b then
  A = ExponentialAverage[12](Close) – ExponentialAverage[26](Close)

  b = ExponentialAverage[9](a)

  // buy condition
  If a crosses under b then
  Buy at market
  Endif
  SET STOP %LOSS 10
  //sell condition
  if a crosses over b then
  sell at market

  

  cyrillic

  Participant

  Topics: 4

  Replies: 16

  Been thanked: 1 time
  11/15/2022 at 8:51 PM #204234
  GraHal

  cyrillic wrote:

  statistics of closed trades all read zero My chart is the Nasdaq 100 1 min and 2 mins

  Try your code on DJI 1 min TF with SL at 80 and TP at 80 (line 22 and 23 on your original code on your 2nd post above) … tell us what you get?

   

   

  1 user thanked author for this post.

  cyrillic

  

  GraHal

  Participant

  Topics: 204

  Replies: 8399

  Been thanked: 2041 times
  11/16/2022 at 1:58 PM #204255
  cyrillic

  Have tried the DJI 1 min tp 80 and sl 80 with same results, Dashboard has activity but detailed report all rows zero or n/a
  One thing, I had 2 alerts at 1147 and 1200 , one stoploss and one profit close.
  80 profit in 1 min ??

  

  cyrillic

  Participant

  Topics: 4

  Replies: 16

  Been thanked: 1 time
  11/16/2022 at 3:13 PM #204264
  GraHal

  Screenshots help loads to understand what you are referring to?

  See attached what I get.  Please post screenshot of same screen that you get?

  1 user thanked author for this post.

  cyrillic

  

  GraHal

  Participant

  Topics: 204

  Replies: 8399

  Been thanked: 2041 times
  11/16/2022 at 6:03 PM #204279
  robertogozzi

  As you can see from the attached pic, your first code entered quite a lot of tradesover 5K units of 1-minute TF on Nasdaq 100.

  Try checking the number of units used, capital and spread…I can’t figure out why!

   

  1 user thanked author for this post.

  cyrillic

  

  robertogozzi

  Moderator

  Topics: 69

  Replies: 16469

  Been thanked: 3643 times
  11/16/2022 at 6:43 PM #204282
  GraHal

  Cyrillic has a Stop Loss of 5 points so positions will be in, out, in, out in short time.

  1 user thanked author for this post.

  cyrillic

  

  GraHal

  Participant

  Topics: 204

  Replies: 8399

  Been thanked: 2041 times
  11/22/2022 at 3:29 PM #204658
  cyrillic

  Hi

  I have found the answer to this problem.

  The “Launch program” brings up the latest version V11 which will not produce statistics.

  Trying the previous version, V10.3 returns complete stats and overview.

  I attempted a simple MACD bullish crossover but the backtest panel flagged the first “MACD” so I had to change it.

  Is this a valid coding ?

  It backtests but some of the flags are not the same as the chart I am observing.

  Amended MACD

  a = ExponentialAverage[12](Close) – ExponentialAverage[26](Close)

  b = ExponentialAverage[9](a)
  // buy condition
  If a crosses under b then
  Buy at market
  Endif
  SET STOP $LOSS 10

  

  cyrillic

  Participant

  Topics: 4

  Replies: 16

  Been thanked: 1 time
• Author
  Posts