Strategy with PRC_SuperTrend Extended and PRC_Adaptive-ATR-ADX-Trend-V2

• 04/27/2019 at 11:24 AM #97248
  Abz

  just wrote a simple strategy and with 2 well known indicators here on the forum PRC_SuperTrend Extended and PRC_Adaptive-ATR-ADX-Trend-V2. However it is not working , maybe i got i wrong?

   

  mySuperTrendExtended1, mySuperTrendExtended2 = CALL "PRC_SuperTrend Extended"[2.236, 66, 1, 10] myPRCAdaptiveATRADXTrendV2 = CALL "PRC_Adaptive-ATR-ADX-Trend-V2"[21, 3.5, 1.75, 14, 30, 0, 1](close) // Long entries if not onmarket and close > mySuperTrendExtended1 and close > mySuperTrendExtended2 and close > myPRCAdaptiveATRADXTrendV2 then buy 1 SHARES AT MARKET endif // exit long if longonmarket and close < myPRCAdaptiveATRADXTrendV2 then SELL AT MARKET endif //short etntries if not onmarket and close < mySuperTrendExtended1 and close < mySuperTrendExtended2 and close < myPRCAdaptiveATRADXTrendV2 then sellshort 1 SHARES AT MARKET endif //exit short if shortonmarket and close > myPRCAdaptiveATRADXTrendV2 then exitshort at market endif

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  mySuperTrendExtended1, mySuperTrendExtended2 = CALL "PRC_SuperTrend Extended"[2.236, 66, 1, 10] myPRCAdaptiveATRADXTrendV2 = CALL "PRC_Adaptive-ATR-ADX-Trend-V2"[21, 3.5, 1.75, 14, 30, 0, 1](close)     // Long entries if not onmarket and close > mySuperTrendExtended1 and close > mySuperTrendExtended2 and close > myPRCAdaptiveATRADXTrendV2 then buy 1 SHARES AT MARKET endif   // exit long if longonmarket and close < myPRCAdaptiveATRADXTrendV2 then SELL AT MARKET endif     //short etntries if not onmarket and close < mySuperTrendExtended1 and close < mySuperTrendExtended2 and close < myPRCAdaptiveATRADXTrendV2 then sellshort 1 SHARES AT MARKET endif     //exit short if shortonmarket and close > myPRCAdaptiveATRADXTrendV2 then exitshort at market endif

   

  

  Abz

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  04/27/2019 at 11:49 AM #97250
  robertogozzi

  Some questions:

  1. Have you checked that those indicators, with the same settings, on your chart do show any trading signal the way you combined them?
  2. On which instrument and TF are you backtesting your strategy?
  3. What does exactly “it is not working” mean?

  It appears not to have any syntax error, so it must be some logical errors. Or maybe they are not even errors, simply the way you combined those indicators may not yield any result (see question 1). For instance, if you want to enter a position when two averages show a bullish crossover while macd crosses under the zero line, well… guess what?

   

  

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  04/27/2019 at 12:22 PM #97252
  GraHal

  Works fine on DJI 4H spread = 4 … see attached

  (to avoid confusion (or cause! 🙂 )… the Indicators on my screen shot are not the indicators in the strategy).

   

  

  GraHal

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  04/27/2019 at 1:09 PM #97255
  robertogozzi

  Glad to know that GraHal, so it’s much simpler than expected, it’s just a matter of using another instrument and/or another TF.

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  GraHal

  

  robertogozzi

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  04/27/2019 at 3:43 PM #97257
  Abz

  I tried on 1 hour gold.

   

  1. I checked my settings inn chart and code and they are the same.

  2. It enter the first trade and then never exit.

   

  Grahal if you try 1 hour on gold what results are you getting then ?

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  GraHal

  

  Abz

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  04/27/2019 at 4:34 PM #97261
  GraHal

  Abz wrote:

  Grahal if you try 1 hour on gold what results are you getting then ?

  Lawds and lawds of trades, but I’m now bankrupt!! 🙂

  

  GraHal

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  04/27/2019 at 4:48 PM #97263
  jebus89

  Grahal, maye u forgot to turn off the 4 in spread on the Gold pic? or is the strategy so bad u can flip long/short nad make profits? 😛

  

  jebus89

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  04/27/2019 at 5:01 PM #97265
  GraHal

  Hahaha yeah I did forgrt to turn off the spread = 4.

  Lower curve is with spread = 1

  Upper curve is with full reversal … now I’m getting same as Abz … 1 trade which does not close!

  

  GraHal

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  04/27/2019 at 5:03 PM #97268
  GraHal

  Attached upper curve is with entry strategy (only) reversed.

  

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  04/27/2019 at 6:21 PM #97270
  Abz

  strange that it only opens 1 trade , and dont close it….

  

  Abz

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  04/27/2019 at 6:23 PM #97271
  Abz

  on 4 hours chart it opens more trades but on 1 hour chart only 1 that dont close

  

  Abz

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  05/09/2019 at 8:57 AM #98027
  Nicolas

  Check the “myPRCAdaptiveATRADXTrendV2” value by graphing it, I think the problem is that it doesnt compute correctly in probacktest.

  

  Nicolas

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