Screener daycount only returns 1 – don't know why.
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Hi all
I downloaded the Gann Market Model Strategy from the library and edited out the Probacktest code so as to use it as a screener. I also added daycount code that Nicolas assisted me with a while back but can not get it to count. I only get 1(one) all the time for the daycount result. This daycount code works perfectly on other screeners that I have and the code for the “daycount” part is exactly the same.
The edited code is as follows and a screen shot of the results with a circled result clearly not matching the Strategy results. Have poured over this and do not know what is wrong. Any help greatly appreciated.
Thanks
Chris
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//short term a1= ExponentialAverage[50](high)[1] b1=ExponentialAverage[50](low)[1] if customclose > a1 then c1 = 1 Else IF customclose < b1 then c1=-1 endif ENDIF if c1= -1 then D1 = a1 ELSE D1=b1 endif a2= ExponentialAverage[100](high)[1] b2=ExponentialAverage[100](low)[1] if customclose > a2 then c2 = 1 Else IF customclose < b2 then c2=-1 endif ENDIF if c2= -1 then D2 = a2 ELSE D2=b2 endif a3= ExponentialAverage[200](high)[1] b3=ExponentialAverage[200](low)[1] if customclose > a3 then c3 = 1 Else IF customclose < b3 then c3=-1 endif ENDIF if c3= -1 then D3 = a3 ELSE D3=b3 endif if D1 < close then result = 1 else result = 0 endif if D2 < close then resulta = 1 else resulta = 0 endif if D3 < close then resultb = 1 else resultb = 0 endif c10 = (result + resulta + resultb) //Screen for entry condition and start daycount if c10 > 2 THEN resultL = 1 daycount = 0 endif // exit condition if c10 < 3 THEN resultL = 0 endif //count days trade open once daycount = 0 IF resultL = 1 and savedate<>Date THEN daycount = daycount + 1 savedate = Date ENDIF screener[resultL] (daycount as "days")—————————————————
Thanks Nicolas. That has got the daycount working (sort of???) It still does not count correctly though. I have attached 2 screen shots showing 2 stocks returning the same 156 days result in the screener.
Problem is their buy dates are about 3 months apart and the strategy shows a continuous hold for these trades. Also I have removed most of the “gann code” and put a simple moving average crossover to buy and my trailing stop to exit to simplify things for this issue.
edited – Just tried changing the long entry from moving averages “greater than” to “crosses over” and got completely different results in the screener – not even the 2 stocks I have attached were in the results. But the strategy with the “crosses over” still shows the same buy dates. what the..
Both the strategy and screener code is below.
DEFPARAM CumulateOrders = False StopL = call "PRC_StopReversal CPH"[2,5,5,5,1] long = ExponentialAverage[50](close) > ExponentialAverage[100](close) IF Long and not long[1] then BUY n shares AT MARKET ENDIF IF (close) < stopL THEN SELL AT MARKET ENDIFStopL = call "PRC_StopReversal CPH"[2,5,5,5,1] long = ExponentialAverage[50](close) > ExponentialAverage[100](close) IF long and not long[1] THEN resultL = 1 daycount = 0 ENDIF if (close) < stopL THEN resultL = 0 endif IF resultL = 1 THEN daycount = daycount + 1 ENDIF screener[resultL] (daycount as "days")Thanks
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6 years, 11 months ago.
Topic Details
| Forum: | ProScreener: Market Scanners & Detection |
| Language: | English |
| Started: | 04/12/2019 |
| Status: | Active |
| Attachments: | 3 files |
