Price Oscillator backtest with Hull average

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  • #150058 quote
    big07
    Participant
    New

    Ive change the price Oscillator method to ‘HULL’ but the back test is not opening the position in the right place which makes me think its not picking up the method change , is there a way around this to get this to work , im uisng simplified creation,

    can i just inset HULL method somewhere

    Definition of code parameters

    DEFPARAM CumulateOrders = False // Cumulating positions deactivated
    
    // Conditions to enter long positions
    indicator1 = Average[6](close)-Average[33](close)
    c1 = (indicator1 CROSSES OVER 0)
    
    IF c1 THEN
    BUY 5 PERPOINT AT MARKET
    ENDIF
    
    // Conditions to exit long positions
    indicator2 = Average[6](close)-Average[33](close)
    c2 = (indicator2[2] CROSSES OVER 40)
    
    IF c2 THEN
    SELL AT MARKET
    ENDIF
    
    // Stops and targets
    SET STOP pLOSS 25
    #150064 quote
    big07
    Participant
    New

    here is the attachment example

    hull-method.png hull-method.png
    #150074 quote
    big07
    Participant
    New

    I can confirm although i have Hull mode for the price oscillator selected,  the system is working with simple mode , any help on how to resolve this would be great .

    #150224 quote
    Nicolas
    Keymaster
    Master

    The simplified creation doesn’t use the Hull averages in your code (it will not), that’s the reason of the difference 🙂 You’ll have to code it manually.

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Price Oscillator backtest with Hull average


ProOrder: Automated Strategies & Backtesting

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big07 @big07 Participant
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This topic contains 3 replies,
has 2 voices, and was last updated by Nicolas
5 years, 3 months ago.

Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 11/10/2020
Status: Active
Attachments: 1 files
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