Trying to build a simple strategy and test it
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Hi Guys,
I would like to build a simple strategy and test it…I would like to test a moving price average by percentage every 3min to check if the percentage is higher then 0.3%…
If the percentage is high for going UP I will like a BUY position, if is higher for going DOWN I will like a SELL position.
Basically follow the momentum trade.
I attached here my CODE and a print screen and I don’t understand why when I backtested looks I always have gains…also when I change the STOP or LIMIT PROFIT to HIGHER I don’t get any results.
also with more than 3 days of data doesn’t seem to work ..I would like to test this strategy on 1-year data.
Thanks,
Lucian
CODE:
maxPercentage = 0.3 movingPercetange = (close - close[1]) / close * 100 IF movingPercetange >= maxPercentage THEN IF movingPercetange > 0 THEN BUY 1 SHARE AT MARKET ELSE SELL 1 SHARE AT MARKET ENDIF ENDIF //Stop && Limit SET STOP LOSS 30 SET TARGET PROFIT 10with more than 3 days of data doesn’t seem to work
Attached over 1000 Daily bars
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5 years, 9 months ago.
Topic Details
| Forum: | ProOrder: Automated Strategies & Backtesting |
| Language: | English |
| Started: | 05/18/2020 |
| Status: | Active |
| Attachments: | 2 files |
