Trying to build a simple strategy and test it

• 05/18/2020 at 4:13 PM #132168
  unutoiul

  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 10

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  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 10

   

   

  

  unutoiul

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  05/18/2020 at 5:43 PM #132187
  GraHal

  unutoiul wrote:

  with more than 3 days of data doesn’t seem to work

  Attached over 1000 Daily bars

  

  GraHal

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  05/29/2020 at 7:50 PM #133816
  unutoiul

  I want to backend tested every 3 min. for 1 year at least is that possible using IG and pro real code?

  

  unutoiul

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  05/29/2020 at 8:32 PM #133822
  nonetheless

  With PRT Premium, a 3 minute chart can load just over 1 year of data (200k units). But if you’re on standard PRT you can only get half that (100k).

  

  nonetheless

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