Simple strategy Code conversion

mailtoharry19-forum · Wed, 13 Sep 2023 14:03:15 +0000

Hi All I am quite new to this platform ProRealTime coding, I have a simple code from TradingView below and converted it to ProBacktest, but testing this strategy does not give the expected results in this ProRealTime platform (due to the lack of my knowledge) I see in Trading View, for example, the position open and close happening after (currentBar+1) bar and backtesting does only happening for 3 days in this platform as opposed to 3 months in TradingView in a 5min timeFrame, could you please help to convert it, so I could build on further from here as a base. Extra Strategy Rules, to be added to the below TradingView code in testing this strategy to ProBackTest: 1) Do NOT BUY or enter into Trade, when stoch(10,3,5) is > 90 2) Do NOT SELL or enter into Trade, when stoch(10,3,5) is < 10 Trading View simple script: // @version=5 strategy(title=”Higher Timeframe EMA (HTF EMA)”, shorttitle=”EMA+”, overlay=true, calc_on_every_tick = true, initial_capital=10000, default_qty_value=1, // the cash amount to trade with each order. Such as 1 currency per order pyramiding=1) // *********Get user input********* timeframe = input.timeframe(title=”EMA Timeframe”, defval=”5″) length = input.int(title=”EMA Length”, defval=50) colour = input.bool(title=”Color EMA”, defval=true) smooth = input.bool(title=”Smooth”, defval=true) // *********TimeFrame to Trade********* i_startTime = input.time(title=”Start Filter”, defval=timestamp(“01 Jan 2000 00:00 +0000″), group=”Time Filter”, tooltip=”Start date & time to begin searching for setups”) i_endTime = input.time(title=”End Filter”, defval=timestamp(“01 Jan 2024 19:30 +0000″), group=”Time Filter”, tooltip=”End date & time to stop searching for setups”) f_dateFilter = (time >= i_startTime and time <= i_endTime) // Check datefilter assignment // *********Calculate EMA********* ema = ta.ema(close, length) emaStep = request.security(syminfo.tickerid, timeframe, ema[barstate.isrealtime ? 1 : 0])[barstate.isrealtime ? 0 : 1] //To avoid re-painting issues, emaSmooth = request.security(syminfo.tickerid, timeframe, ema[barstate.isrealtime ? 1 : 0], gaps=barmerge.gaps_on)[barstate.isrealtime ? 0 : 1] //To avoid re-painting issues, // *********Long Conditions: Price crosses above EMA********* buy_Condition =(close>=emaStep)and(strategy.position_size==0) // *********Long Exit Conditions: Price crosses below EMA, or price is below the previous bar’s low, or stop loss percent is reached********* exit_Buy_condition = (close <= emaStep) or (close >= (strategy.position_avg_price+24)) or (low <= (strategy.position_avg_price-6)) // *********Short Conditions********* short_Condition = (close <= emaStep) // *********Short Exit Conditions********* exit_Short_condition = (close >= emaStep) or (close <= (strategy.position_avg_price-24)) or (high >= (strategy.position_avg_price+6)) // ***************************Long Positions*************************** if (buy_Condition and f_dateFilter) strategy.entry(id=”Long”, direction=strategy.long) if (exit_Buy_condition) strategy.close(id=”Long”, comment=”LongExit”) // ***************************Short Positions*************************** if (short_Condition and f_dateFilter) strategy.entry(id=”Short”, direction=strategy.short) if (exit_Short_condition) strategy.close(id=”Short”, comment=”ShortExit”) // Draw EMA plot(smooth ? emaSmooth : emaStep, color=colour ? (close > emaStep ? color.green : color.red) : color.black, linewidth=2, title=”HTF EMA”) Thanks Harry

This topic has 18 replies, 3 voices, and was last updated 7 months ago by PeterSt.

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09/15/2023 at 10:51 AM #221087

mailtoharry19-forum

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09/15/2023 at 10:53 AM #221090

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@GraHal – I have attached the screenshot, but no orders were placed at that time with the conditions: Close > Ind1 and Low<Ind2.

But thanks for fixing this issue, it was my silly coding bug in this platform, changed this and it all works as expected.

Thanks for all your patience in explaining, and i apologize for my silly schoolboy error.

Harry

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GraHal

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09/15/2023 at 11:51 AM #221100

GraHal

No need for apologies, most of us have done similar and that’s what this website is all about … helping each other.

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09/15/2023 at 3:27 PM #221117

PeterSt

GraHal wrote:

most of us have done similar and that’s what this website is all about … helping each other.

Yeah, what about me. Look at my first two posts in this topic – I have all upside down. About a TF of the chart at 5 minutes while having the TF commands at 1 minute, and such. I apparently have no clue (when typing).
I do use the feature all over the place, though. But of course by the means it is supposed to work (or else errors are your share), so my lousy story can’t hold as well (it was based upon this upside down thinking).

Without wanting to be right after all, let me say this : what I can show (but useless now) is the other way around : by the proper means of TF usage, we can let show up the buy-arrow after 15 minutes (undesirable), the TF of the chart at 5 minutes. Once that is so (it requires the TF of the chart to be a 5 minutes and TF commands of 15 minutes), with TF commands we can bring this back to the next arrow after 5 minutes instead of 15.
Harry’s story seemed to be about this, but later he told he did not want the chart to be at 1 minute. Including my upside down story this is obviously not what Harry would have wanted. And, extending to 15 minutes internally would bring the counterproductive effect.

And in the end : very well spotted by GraHal. I am glad I was handing over the stick genuinely and not sarcastically. 🙂 🙂

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Simple strategy Code conversion

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