Trading View to Proreal time
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Hi Both,
Thank you so much for your replies. 🙂
Please find below the code followed by a brief over view:
//@version=3 strategy("Refined CandleCounter Strategy by Matthew", overlay=true) stoploss = input(title="Stop Loss", type=integer, defval=0) //Stop loss input - default value 0 - 0 means disabled. takeprofit = input(title="Take profit", type=integer, defval=0) //Take profit input - default value 0 - 0 means disabled. // how many candles to count NUM_CANDLES = 7 // determine candle direction candle_dir = close > open ? 1 : (round(close-open) == 0 ? 0 : -1) // return # of candles with a given direction count_candles(dir, max) => count = 0 for i = 0 to max if candle_dir[i] == dir count := count + 1 count ups = count_candles(1, NUM_CANDLES) dns = count_candles(-1, NUM_CANDLES) neu = count_candles(0, NUM_CANDLES) indic = ups-dns if indic > 0 indic := indic+neu else indic := indic-neu plotarrow(neu, title="UP vs DN") longCondition = (indic) > 0 shortCondition = (indic) <= 0 strategy.entry("buy", strategy.long, 1, when = longCondition and not shortCondition) strategy.entry("sell", strategy.short, 1, when = shortCondition and not longCondition) if takeprofit > 0 strategy.exit("takeprofit",qty=1, profit=takeprofit) if stoploss > 0 strategy.exit("stoploss",qty=1, loss=stoploss)This system basically counts Heikin Ashi Candles and enters after the number of candles has been met and colour has been met- long or short. Unfortunately I don’t have any screen shots of it working on Pro Real Time, but I do on trading view which is attached below in a screen shot.
I’m really grateful for you responses so I hope you can help me 🙂
Best wishes
Matthew
Not tested a lot, I let you make your own investigations if it works like the way it should and like it does in tradingview:
defparam cumulateorders=false stoploss = 0//Stop loss input - default value 0 - 0 means disabled. takeprofit = 0 //Take profit input - default value 0 - 0 means disabled. // how many candles to count NUMCANDLES = 7 //heiken ashi candlesticks definition haclose=(open+close+low+high)/4 haopen=(haopen[1]+haclose[1])/2 ups=0 dns=0 neu=0 for i = 0 to NUMCANDLES do if haclose[i]>haopen[i] then ups=ups+1 elsif haclose[i]=haopen[i] then neu=neu+1 else dns=dns+1 endif next indic = ups-dns longCondition = (indic) > 0 shortCondition = (indic) <= 0 if not longonmarket and longcondition and not shortcondition then buy 1 contract at market endif if not shortonmarket and shortcondition and not longcondition then sellshort 1 contract at market endif if takeprofit>0 then set target pprofit takeprofit endif if stoploss>0 then set stop ploss stoploss endifNDT thanked this postThank you again for pointing me in the right direction for programming services.
I’ve run some quick tests on the conversion code from trading view to Pro Real Time, and it looks like the entry and exit points are slightly slower than that when applied on trading view, perhaps 2-3 hours late. Here are some screen shots; All on the DAX (GERMANY 30) on the one hour time frame.
Trading View:
[attachment file=63456]
ProRealTime
[attachment file=63457]
I’ve adjusted and tested some inputs but it either returns a N/A backtest result or I get a lot of sintax errors. The results are still great with no adjustment! But I just can’t seem to get the system to exactly mirror what appears on trading view as it would seem that it’s entering trades too late.
I’m sure it’s something simple but I can’t see what’s wrong….
Thanks again for all your help so far. 🙂
Matthew
Sorry, I think I know why, I omitted a statement of the original code, here is the correct code:
defparam cumulateorders=false stoploss = 0//Stop loss input - default value 0 - 0 means disabled. takeprofit = 0 //Take profit input - default value 0 - 0 means disabled. // how many candles to count NUMCANDLES = 7 //heiken ashi candlesticks definition haclose=(open+close+low+high)/4 haopen=(haopen[1]+haclose[1])/2 ups=0 dns=0 neu=0 for i = 0 to NUMCANDLES do if haclose[i]>haopen[i] then ups=ups+1 elsif haclose[i]=haopen[i] then neu=neu+1 else dns=dns+1 endif next indic = ups-dns if indic > 0 then indic = indic+neu else indic = indic-neu endif longCondition = (indic) > 0 shortCondition = (indic) <= 0 if not longonmarket and longcondition and not shortcondition then buy 1 contract at market endif if not shortonmarket and shortcondition and not longcondition then sellshort 1 contract at market endif if takeprofit>0 then set target pprofit takeprofit endif if stoploss>0 then set stop ploss stoploss endifBear in mind, that orders are always put on market at next open, that’s why you’ll see a 1 period delay on the price chart. It is a simple strategy but has the merit of being quite correct, it could be refined with the usual bells and whistles, trailing stop, breakeven, money management, etc.
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Topic Details
| Forum: | ProOrder: Automated Strategies & Backtesting |
| Language: | English |
| Started: | 02/19/2018 |
| Status: | Active |
| Attachments: | 5 files |
