Rookie question — back testing issues

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Viewing 3 posts - 1 through 3 (of 3 total)
  • #229558

    All,

    I just started learning the coding, starting with help video example (SMA20/SMA50 cross over system https://www1.prorealtime.com/en/videos_tutorial/140_create_a_trading_system_without_programming-trading)

    Entering the same code in testing mode results is a blank report window(attached) 12.0 platform on Windows

    The code is below. Any pointers, please

     

    100000
    // Cancel all pending orders and close all positions at the “FLATAFTER” time
    DEFPARAM FLATAFTER = 171500

    // Prevents the system from creating new orders to enter the market or increase position size before the specified time
    noEntryBeforeTime = 100000
    timeEnterBefore = time >= noEntryBeforeTime

    // Prevents the system from placing new orders to enter the market or increase position size after the specified time
    noEntryAfterTime = 163000
    timeEnterAfter = time < noEntryAfterTime

    // Prevents the system from placing new orders on specified days of the week
    daysForbiddenEntry = OpenDayOfWeek = 6 OR OpenDayOfWeek = 0

    // Conditions to enter long positions
    indicator1 = Average[20](close)
    indicator2 = Average[50](close)
    c1 = (indicator1 CROSSES OVER indicator2)

    IF c1 AND timeEnterBefore AND timeEnterAfter AND not daysForbiddenEntry THEN
    BUY 1 SHARES AT MARKET
    ENDIF

    // Conditions to exit long positions
    indicator3 = Average[20](close)
    indicator4 = Average[50](close)
    c2 = (indicator3 CROSSES UNDER indicator4)

    IF c2 THEN
    SELL AT MARKET
    ENDIF

    // Conditions to enter short positions
    indicator5 = Average[20](close)
    indicator6 = Average[50](close)
    c3 = (indicator5 CROSSES UNDER indicator6)

    IF c3 AND timeEnterBefore AND timeEnterAfter AND not daysForbiddenEntry THEN
    SELLSHORT 1 SHARES AT MARKET
    ENDIF

    // Conditions to exit short positions
    indicator7 = Average[20](close)
    indicator8 = Average[50](close)
    c4 = (indicator7 CROSSES OVER indicator8)

    IF c4 THEN
    EXITSHORT AT MARKET
    ENDIF

    // Stops and targets
    SET STOP pTRAILING 10
    SET TARGET pPROFIT 30

    #229560

    Hi Bluemoon,

    I think you should change the time unit of the chart on which the system is running from Daily currently to 15 minutes, for example. The code is read at each candle close.

    kr

     

    1 user thanked author for this post.
    #229656

    Thank you

Viewing 3 posts - 1 through 3 (of 3 total)

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