Problema con backtest su indicatore

• 01/15/2017 at 11:53 PM #21215
  tatankayotanka

  Buonasera, ho provato ha fare back test dell indicatore da me modificato “Velocity mix ” ma non me lo esegue ,io penso che sia dovuto al fatto che nell’ indicatore ci sono più curve che per° alla fine creano lo stesso nome , per cui  il back test non produce risultati , di seguito pubblico lo script dell indicatore sia lo script del backtest

  “Indicatore ”

  //Tracy //short=8 //vfactor=.7 Data=customclose x1=(exponentialaverage[short](Data))*(1+vfactor) x2=(exponentialaverage[short](exponentialaverage[short](Data)))*vfactor gd=x1-x2 x11=(exponentialaverage[short](gd))*(1+vfactor) x21=(exponentialaverage[short](exponentialaverage[short](gd)))*vfactor gd1=x11-x21 x12=(exponentialaverage[short](gd1))*(1+vfactor) x22=(exponentialaverage[short](exponentialaverage[short](gd1)))*vfactor first=x12-x22 y1=(exponentialaverage[short](Data))*(1+vfactor/2) y2=(exponentialaverage[short](exponentialaverage[short](Data)))*vfactor/2 ygd=y1-y2 y11=(exponentialaverage[short](ygd))*(1+vfactor/2) y21=(exponentialaverage[short](exponentialaverage[short](ygd)))*vfactor/2 ygd1=y11-y21 y12=(exponentialaverage[short](ygd1))*(1+vfactor/2) y22=(exponentialaverage[short](exponentialaverage[short](ygd1)))*vfactor/2 second=y12-y22 S = first - second[1] //T+2 //intermediate =32 //vfactor=0.7 x10=(exponentialaverage[intermediate ](Data))*(1+vfactor) x20=(exponentialaverage[intermediate ](exponentialaverage[intermediate ](Data)))*vfactor gd2=x10-x20 x110=(exponentialaverage[intermediate ](gd2))*(1+vfactor) x210=(exponentialaverage[intermediate ](exponentialaverage[intermediate ](gd2)))*vfactor gd20=x110-x210 x120=(exponentialaverage[intermediate ](gd20))*(1+vfactor) x220=(exponentialaverage[intermediate ](exponentialaverage[intermediate ](gd20)))*vfactor first1=x120-x220 y10=(exponentialaverage[intermediate ](Data))*(1+vfactor/2) y20=(exponentialaverage[intermediate ](exponentialaverage[intermediate ](Data)))*vfactor/2 ygd2=y10-y20 y110=(exponentialaverage[intermediate ](ygd2))*(1+vfactor/2) y210=(exponentialaverage[intermediate ](exponentialaverage[intermediate ](ygd2)))*vfactor/2 ygd20=y110-y210 y120=(exponentialaverage[intermediate ](ygd20))*(1+vfactor/2) y220=(exponentialaverage[intermediate ](exponentialaverage[intermediate ](ygd20)))*vfactor/2 second1=y120-y220 S1 = first1 - second1[1] //T+3 //long=64 //vfactor=.7 x100=(exponentialaverage[long](Data))*(1+vfactor) x200=(exponentialaverage[long](exponentialaverage[long](Data)))*vfactor gd3=x100-x200 x1100=(exponentialaverage[long](gd3))*(1+vfactor) x2100=(exponentialaverage[long](exponentialaverage[long](gd3)))*vfactor gd30=x1100-x2100 x1200=(exponentialaverage[long](gd30))*(1+vfactor) x2200=(exponentialaverage[long](exponentialaverage[long](gd30)))*vfactor first2=x1200-x2200 y100=(exponentialaverage[long](Data))*(1+vfactor/2) y200=(exponentialaverage[long](exponentialaverage[long](Data)))*vfactor/2 ygd3=y100-y200 y1100=(exponentialaverage[long](ygd3))*(1+vfactor/2) y2100=(exponentialaverage[long](exponentialaverage[long](ygd3)))*vfactor/2 ygd30=y1100-y2100 y1200=(exponentialaverage[long](ygd30))*(1+vfactor/2) y2200=(exponentialaverage[long](exponentialaverage[long](ygd30)))*vfactor/2 second2=y1200-y2200 S2 = first2 - second2[1] return S coloured (255,0,0) as "SHORT" , S1 coloured (0,160,0) as "INTERMEDIATE", S2 coloured (0,0,255) as "LONG",0 coloured (1,1,1) //as "level 0"

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  //Tracy //short=8 //vfactor=.7 Data=customclose x1=(exponentialaverage[short](Data))*(1+vfactor) x2=(exponentialaverage[short](exponentialaverage[short](Data)))*vfactor gd=x1-x2 x11=(exponentialaverage[short](gd))*(1+vfactor) x21=(exponentialaverage[short](exponentialaverage[short](gd)))*vfactor gd1=x11-x21 x12=(exponentialaverage[short](gd1))*(1+vfactor) x22=(exponentialaverage[short](exponentialaverage[short](gd1)))*vfactor first=x12-x22 y1=(exponentialaverage[short](Data))*(1+vfactor/2) y2=(exponentialaverage[short](exponentialaverage[short](Data)))*vfactor/2 ygd=y1-y2 y11=(exponentialaverage[short](ygd))*(1+vfactor/2) y21=(exponentialaverage[short](exponentialaverage[short](ygd)))*vfactor/2 ygd1=y11-y21 y12=(exponentialaverage[short](ygd1))*(1+vfactor/2) y22=(exponentialaverage[short](exponentialaverage[short](ygd1)))*vfactor/2 second=y12-y22 S = first - second[1]   //T+2 //intermediate =32 //vfactor=0.7 x10=(exponentialaverage[intermediate ](Data))*(1+vfactor) x20=(exponentialaverage[intermediate ](exponentialaverage[intermediate ](Data)))*vfactor gd2=x10-x20 x110=(exponentialaverage[intermediate ](gd2))*(1+vfactor) x210=(exponentialaverage[intermediate ](exponentialaverage[intermediate ](gd2)))*vfactor gd20=x110-x210 x120=(exponentialaverage[intermediate ](gd20))*(1+vfactor) x220=(exponentialaverage[intermediate ](exponentialaverage[intermediate ](gd20)))*vfactor first1=x120-x220 y10=(exponentialaverage[intermediate ](Data))*(1+vfactor/2) y20=(exponentialaverage[intermediate ](exponentialaverage[intermediate ](Data)))*vfactor/2 ygd2=y10-y20 y110=(exponentialaverage[intermediate ](ygd2))*(1+vfactor/2) y210=(exponentialaverage[intermediate ](exponentialaverage[intermediate ](ygd2)))*vfactor/2 ygd20=y110-y210 y120=(exponentialaverage[intermediate ](ygd20))*(1+vfactor/2) y220=(exponentialaverage[intermediate ](exponentialaverage[intermediate ](ygd20)))*vfactor/2 second1=y120-y220 S1 = first1 - second1[1]     //T+3 //long=64 //vfactor=.7 x100=(exponentialaverage[long](Data))*(1+vfactor) x200=(exponentialaverage[long](exponentialaverage[long](Data)))*vfactor gd3=x100-x200 x1100=(exponentialaverage[long](gd3))*(1+vfactor) x2100=(exponentialaverage[long](exponentialaverage[long](gd3)))*vfactor gd30=x1100-x2100 x1200=(exponentialaverage[long](gd30))*(1+vfactor) x2200=(exponentialaverage[long](exponentialaverage[long](gd30)))*vfactor first2=x1200-x2200 y100=(exponentialaverage[long](Data))*(1+vfactor/2) y200=(exponentialaverage[long](exponentialaverage[long](Data)))*vfactor/2 ygd3=y100-y200 y1100=(exponentialaverage[long](ygd3))*(1+vfactor/2) y2100=(exponentialaverage[long](exponentialaverage[long](ygd3)))*vfactor/2 ygd30=y1100-y2100 y1200=(exponentialaverage[long](ygd30))*(1+vfactor/2) y2200=(exponentialaverage[long](exponentialaverage[long](ygd30)))*vfactor/2 second2=y1200-y2200 S2 = first2 - second2[1] return S  coloured (255,0,0) as "SHORT" ,  S1 coloured (0,160,0) as "INTERMEDIATE", S2 coloured (0,0,255) as "LONG",0 coloured (1,1,1) //as "level 0"

   

   

  backtest

  // Definizione dei parametri del codice DEFPARAM CumulateOrders = False // Posizioni cumulate disattivate // Condizioni per entrare su posizioni long indicator1, ignored, ignored, ignored = CALL "Velocity mix Mari"[8, 32, 64, 0.7](close) c1 = (indicator1 CROSSES OVER indicator1) ignored, indicator2, ignored, ignored = CALL "Velocity mix Mari"[8, 32, 64, 0.7](close) c2 = (indicator2 > indicator2) ignored, ignored, indicator3, ignored = CALL "Velocity mix Mari"[8, 32, 64, 0.7](close) c3 = (indicator3 > indicator3) IF c1 AND c2 AND c3 THEN BUY 1 CASH AT MARKET ENDIF // Condizioni per uscire da posizioni long indicator4, ignored, ignored, ignored = CALL "Velocity mix Mari"[8, 32, 64, 0.7](close) c4 = (indicator4 CROSSES UNDER indicator4)IF c4 THEN SELL AT MARKET ENDIF// Stop e target SET STOP pLOSS 2 SET TARGET pPROFIT 10

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  // Definizione dei parametri del codice DEFPARAM CumulateOrders = False // Posizioni cumulate disattivate   // Condizioni per entrare su posizioni long indicator1, ignored, ignored, ignored = CALL "Velocity mix Mari"[8, 32, 64, 0.7](close) c1 = (indicator1 CROSSES OVER indicator1) ignored, indicator2, ignored, ignored = CALL "Velocity mix Mari"[8, 32, 64, 0.7](close) c2 = (indicator2 > indicator2) ignored, ignored, indicator3, ignored = CALL "Velocity mix Mari"[8, 32, 64, 0.7](close) c3 = (indicator3 > indicator3)   IF c1 AND c2 AND c3 THEN BUY 1 CASH AT MARKET ENDIF   // Condizioni per uscire da posizioni long indicator4, ignored, ignored, ignored = CALL "Velocity mix Mari"[8, 32, 64, 0.7](close) c4 = (indicator4 CROSSES UNDER indicator4)IF c4 THEN SELL AT MARKET ENDIF// Stop e target SET STOP pLOSS 2 SET TARGET pPROFIT 10

   

  

  tatankayotanka

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  01/18/2017 at 8:27 PM #21629
  Nicolas

  È don ‘necessario dichiarare l’indicatore 4 volte. È possibile utilizzare solo istruzioni 1 chiamare per 4 diverse variabili nella stessa linea:

  // Definizione dei parametri del codice DEFPARAM CumulateOrders = False // Posizioni cumulate disattivate // Condizioni per entrare su posizioni long indicator1,indicator2,indicator3,indicator4 = CALL "Velocity mix Mari"[8, 32, 64, 0.7](close) c1 = (indicator1 CROSSES OVER indicator1) c2 = (indicator2 > indicator2) c3 = (indicator3 > indicator3) IF c1 AND c2 AND c3 THEN BUY 1 CASH AT MARKET ENDIF // Condizioni per uscire da posizioni long c4 = (indicator4 CROSSES UNDER indicator4) IF c4 THEN SELL AT MARKET ENDIF// Stop e target SET STOP pLOSS 2 SET TARGET pPROFIT 10

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  // Definizione dei parametri del codice DEFPARAM CumulateOrders = False // Posizioni cumulate disattivate   // Condizioni per entrare su posizioni long indicator1,indicator2,indicator3,indicator4 = CALL "Velocity mix Mari"[8, 32, 64, 0.7](close) c1 = (indicator1 CROSSES OVER indicator1) c2 = (indicator2 > indicator2) c3 = (indicator3 > indicator3)   IF c1 AND c2 AND c3 THEN BUY 1 CASH AT MARKET ENDIF   // Condizioni per uscire da posizioni long c4 = (indicator4 CROSSES UNDER indicator4) IF c4 THEN SELL AT MARKET ENDIF// Stop e target SET STOP pLOSS 2 SET TARGET pPROFIT 10

  Il problema nel codice è certamente in condizione di C1 e C4 quando si verifica se una variabile sta attraversando il proprio valore .. che è impossibile 🙂
  Anche voi volete sapere se un valore è superiore al proprio valore in condizioni di C2 e C3 …

   

  

  Nicolas

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  01/20/2017 at 8:11 PM #21915
  tatankayotanka

  Ok grazie, buon weekend

  

  tatankayotanka

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