RSI divergence

• 11/21/2020 at 6:12 PM #151153
  Oliviertrader2020

  Hello,

  I’m trying to create an algorithm based on the divergences.
  I tried to call divergence indicators (RSI or MACD) found on the site but it doesn’t work, I think the error comes from my code.

  For example I tried to call the indicator “DivergenceRSIWithLookback”, and to indicate as conditions to buy if the indicator is > to 0 and the close is > to the highest of the previous candle, or to short if the indicator is < to 0 and the close is < to the lowest of the previous candle, But this does not give any trade. I removed the conditions close >high [1] and close

  I removed the variables from the indicator to integrate them directly into the code but it still didn’t work. It still doesn’t work.

  Here are the indicator and the strategy in itf.
  Can someone help me solve this problem? 🙂

  DEFPARAM Cumulateorders = False DEFPARAM FLATAFTER = 214400 DEFPARAM FLATBEFORE = 000100 // Conditions pour ouvrir une position acheteuse indicator1 = Call "DivergenceRSIWithLookback" c1 = (indicator1 > 0) //c2 = close> high[1] IF c1 AND Not OnMarket THEN BUY 1 CONTRACTS AT MARKET ENDIF // Conditions pour ouvrir une position vendeuse indicator2 = Call "DivergenceRSIWithLookback" c3 = (indicator1 < 0) //c4 = close < low[1] IF c3 AND Not OnMarket THEN SELLSHORT 1 CONTRACTS AT MARKET ENDIF SET STOP$LOSS 500 SET TARGET$PROFIT 500

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  DEFPARAM Cumulateorders = False DEFPARAM FLATAFTER = 214400 DEFPARAM FLATBEFORE = 000100 // Conditions pour ouvrir une position acheteuse indicator1 = Call "DivergenceRSIWithLookback" c1 = (indicator1 > 0) //c2 = close> high[1] IF c1  AND Not OnMarket THEN BUY 1 CONTRACTS AT MARKET ENDIF // Conditions pour ouvrir une position vendeuse indicator2 = Call "DivergenceRSIWithLookback" c3 = (indicator1 < 0) //c4 = close < low[1] IF c3 AND Not OnMarket THEN SELLSHORT 1 CONTRACTS AT MARKET ENDIF SET STOP$LOSS 500 SET TARGET$PROFIT 500

  

  Oliviertrader2020

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  11/22/2020 at 11:20 AM #151194
  Nicolas

  • Do not double post. Ask your question only once and only in one forum. All double posts will be deleted anyway so posting the same question multiple times will just be wasting your own time and will not get you an answer any quicker. Double posting just creates confusion in the forums.

  I or someone else, will answer in your other topic: https://www.prorealcode.com/topic/bot-with-rsi-divergence/

  Please respect the posting rules.

  

  Nicolas

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  11/22/2020 at 12:02 PM #151200
  GraHal

  I tried for you, but neither the Algo in text above nor the .itf will run in backtest even.

  There are several issues thrown up with error messages that need sorting.

  Oliviertrader2020 wrote:

  does not give any trade

  Do you even get the Algo to run correctly in backtest??

  Please post a screen shot of backtest results.

  

  GraHal

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  11/22/2020 at 12:13 PM #151205
  GraHal

  Mods

  I reckon this post should be deleted … to save confusion.

  In Olivier duplicate post there is now a working Algo showing results.

  

  GraHal

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  11/22/2020 at 5:59 PM #151231
  Oliviertrader2020

  Sorry Nicolas, I didn’t know this rule. I would be careful in the future.

  

  Oliviertrader2020

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