skip first x days in a backtest on any TF

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Posts

07/23/2019 at 2:09 PM #103253 quote

Paul

Participant

Master

Hello,

I’am trying to see no trades in the first 5 days of a backtest on any timeframe.

Coded the way below & other ways, but still I see trades.

if intradaybarindex=0 then
if barindex=0 then
storedate1=date
endif
if date>storedate1 then
storedate2=date
endif
if date>storedate2 then
storedate3=date
endif
if date>storedate3 then
storedate4=date
endif
if date>storedate4 then
storedate5=date
endif
if date>storedate5 then
tradingok=1
else
tradingok=0
endif
endif

Could some plz advise what is wrong?

07/23/2019 at 2:35 PM #103256 quote

robertogozzi

Moderator

Legend

Try this (not tested):

IF barindex = 0 THEN
   TradeON = 0
   Count   = 0
ENDIF
IF OpenDay <> OpenDay[1] THEN
   Count = Count + 1
   IF Count <= 5 THEN
      TradeON = 0
   ELSE
      TradeON = 1
   ENDIF
ENDIF
IF MyConditions AND TradeON THEN
 .
 .
ENDIF

Paul thanked this post

07/23/2019 at 4:54 PM #103278 quote

Paul

Participant

Master

Thanks that does the trick and this code is easier to use!

07/28/2019 at 1:25 AM #103636 quote

Paul

Participant

Master

Just for reference;

Used a code to count the days a position was onmarket and found that between 0 and 1am on Monday it counts (sometimes?) as a day too. So on Monday the counter goes up with 2.

This code below seems to fix that.

if (not onmarket or ((longonmarket and shortonmarket[1]) or (longonmarket[1] and shortonmarket))) then
count=0
endif
if  not ( dayofweek=1 and hour <= 1) then
if onmarket then
IF OpenDay <> OpenDay[1] THEN
count = Count + 1
endif
endif
endif

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skip first x days in a backtest on any TF

ProOrder: Automated Strategies & Backtesting

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Paul @micky75d Participant

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This topic contains 3 replies,
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7 years, 2 months ago.

Topic Details

Forum:	ProOrder: Automated Strategies & Backtesting
Language:	English
Started:	07/23/2019
Status:	Active
Attachments:	No files

skip first x days in a backtest on any TF

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skip first x days in a backtest on any TF ProOrder: Automated Strategies & Backtesting

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Summary

Topic Details

skip first x days in a backtest on any TF

ProOrder: Automated Strategies & Backtesting