Trades not activated although signal is given

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

  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?

  

  deltasystem

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  06/10/2022 at 10:29 AM #195029
  PeterSt

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

  

  PeterSt

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  06/10/2022 at 10:37 AM #195031
  deltasystem

  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

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  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

  

  deltasystem

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  06/10/2022 at 10:38 AM #195032
  deltasystem

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

  

  deltasystem

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  06/10/2022 at 11:11 AM #195037
  PeterSt

  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 …

  

  PeterSt

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

  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.

  

  PeterSt

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

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

   

  

  PeterSt

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

  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..

  

  deltasystem

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

  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.

  

  Nicolas

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

  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?

  

  deltasystem

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

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

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  deltasystem

  

  robertogozzi

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  06/10/2022 at 4:39 PM #195094
  deltasystem

  now I see what you mean!

  

  deltasystem

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