Trades not activated although signal is given

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  • 06/10/2022 at 10:24 AM #195026 quote
    deltasystem
    Participant
    New

    Hi,

     

    I have set a up a simple algo with an indicator which I am backtesting.The system is always either in a long or short trade ( all day between 09:00 and 17:30). There is an issue that although the system should be taking trades it does not. I am working with 1 hour candlestick chart so the maximum amount of trades per day is 9 but on some day the system takes much less trades even though the previous trade is already closed. It even happens that on some days the system does not take any trade at all. Could anyone help to clarify?

    06/10/2022 at 10:29 AM #195029 quote
    PeterSt
    Participant
    Master

    I’d have the same response as in the other topic – post your code please. 🙂

    06/10/2022 at 10:37 AM #195031 quote
    deltasystem
    Participant
    New
    indicator1 = AroonUp[14]
indicator2 = AroonDown[14]
c1 = (indicator1 > indicator2)

IF c1 AND not daysForbiddenEntry THEN
BUY 1 CONTRACT AT MARKET
ENDIF

// Bedingungen zum Einstieg in Short-Positionen
indicator3 = AroonDown[14]
indicator4 = AroonUp[14]
c2 = (indicator3 < indicator4)

IF c2 AND not daysForbiddenEntry THEN
SELLSHORT 1 CONTRACT AT MARKET
ENDIF

// Stops und Targets
SET STOP pTRAILING 25
    06/10/2022 at 10:38 AM #195032 quote
    deltasystem
    Participant
    New

    attached you can also see that the system does not take trades when it is supposed to…

    Screenshot-2022-06-10-at-10.43.13.png Screenshot-2022-06-10-at-10.43.13.png
    06/10/2022 at 11:11 AM #195037 quote
    PeterSt
    Participant
    Master
    deltasystem wrote:

    the system does not take trades when it is supposed to…

    I see it the (kind of) other way around : the system does not Exit (so your issue is about the Trailing Stop (other topic) indeed. So it’s still in and therefore does not trade (new Entries).
    But this is at a glance …

    Edit : no, I am not correct there. Wait …

    06/10/2022 at 11:19 AM #195038 quote
    PeterSt
    Participant
    Master

    Different approach :

    Can’t you take an other Indicator at first ?
    I recall a topic in here where it took several people (including me) several hours to understand this Aroon indicator. After working on this it was my conclusion that it could be useful after some more understanding. But I also recall I remained alone on that vision. Anyway, please use a pair of simple averages (longer and shorter) to test your PRT capabilities. If should just work as you expect, but with an indicator which does what you want. 🙂

    PS: And if I don’t see it, then hopefully someone else does ? … I take it that your daysForbiddenEntry is fine.

    06/10/2022 at 11:20 AM #195039 quote
    PeterSt
    Participant
    Master

    https://www.prorealcode.com/topic/aroon-indicator-examples/

    06/10/2022 at 11:25 AM #195040 quote
    deltasystem
    Participant
    New

    hey,

    yes, I can also look at other indicators but i would really like to understand why the execution is not as wanted. Thank you for the link which I will look at with interest.
    Day entry is fine…it´s just random days where trades are not taken..

    06/10/2022 at 1:25 PM #195051 quote
    Nicolas
    Keymaster
    Master

    In your code, your conditions are wrong, you are testing in both conditions is AroonUp is above AroonDown, while I think you dont want that in both cases.

    06/10/2022 at 4:28 PM #195091 quote
    deltasystem
    Participant
    New

    Hey Nicolas, I’m not sure wether I don’t see what you mean but for the long trade Aroon up is above Aroon down and for the short trade Aroon down is below Aroon up. Am I missing something?

    06/10/2022 at 4:36 PM #195093 quote
    robertogozzi
    Moderator
    Master

    C1 and C2 are the same!
    You replaced > with <, which is correct, but swapping indicators as well, made that replacement useless!

    deltasystem thanked this post
    06/10/2022 at 4:39 PM #195094 quote
    deltasystem
    Participant
    New

    now I see what you mean!

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Trades not activated although signal is given


ProOrder: Automated Strategies & Backtesting

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deltasystem @deltasystem Participant
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This topic contains 11 replies,
has 4 voices, and was last updated by deltasystem
3 years, 8 months ago.

Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 06/10/2022
Status: Active
Attachments: 1 files
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