ProBacktest Archives - Page 2 of 6

COUNTOFLONGSHARES

Counts the number of open long shares or lots.

Syntax:

COUNTOFLONGSHARES

1	COUNTOFLONGSHARES

Example :

myMACD = MACD[12,26,9](close)
long = myMACD crosses over 0

//first order
IF NOT LongOnMarket AND long THEN
  BUY 1 CONTRACTS AT MARKET
ENDIF

MAXSHARES = COUNTOFLONGSHARES <= 3

//let's add another order while price continue to get higher (more than 10 points) than the last order taken with a condition of 5 bars elapsed since then
IF TRADEINDEX(1)>5 AND Close-TRADEPRICE(1)>10 AND LongOnMarket AND MAXSHARES THEN
  BUY 1 CONTRACTS AT MARKET
ENDIF

SET STOP TRAILING 50

myMACD = MACD[12,26,9](close)

long = myMACD crosses over 0

//first order

IF NOT LongOnMarket AND long THEN

BUY 1 CONTRACTS AT MARKET

ENDIF

MAXSHARES = COUNTOFLONGSHARES <= 3

//let's add another order while price continue to get higher (more than 10 points) than the last order taken with a condition of 5 bars elapsed since then

IF TRADEINDEX(1)>5 AND Close-TRADEPRICE(1)>10 AND LongOnMarket AND MAXSHARES THEN

BUY 1 CONTRACTS AT MARKET

ENDIF

SET STOP TRAILING 50

Category ProBacktest

0 Comments

COUNTOFPOSITION

Counts the number of open shares or lots.

COUNTOFPOSITION returns negative value for short orders.

Syntax:

COUNTOFPOSITION

1	COUNTOFPOSITION

Example :

myMACD = MACD[12,26,9](close)
short = myMACD crosses under 0

//first order
IF NOT ShortOnMarket AND short THEN
   SELLSHORT 1 CONTRACTS AT MARKET
ENDIF

MAXSHARES = abs(COUNTOFPOSITION) <= 10

//let's add another order while price continue to get lower (more than 10 points) than the last order taken with a condition of 5 bars elapsed since then
IF TRADEINDEX(1)>5 AND TRADEPRICE(1)-Close>10*pointsize AND ShortOnMarket AND MAXSHARES THEN
   SELLSHORT 1 CONTRACTS AT MARKET
ENDIF

SET STOP TRAILING 50

myMACD = MACD[12,26,9](close)

short = myMACD crosses under 0

//first order

IF NOT ShortOnMarket AND short THEN

SELLSHORT 1 CONTRACTS AT MARKET

ENDIF

MAXSHARES = abs(COUNTOFPOSITION) <= 10

//let's add another order while price continue to get lower (more than 10 points) than the last order taken with a condition of 5 bars elapsed since then

IF TRADEINDEX(1)>5 AND TRADEPRICE(1)-Close>10*pointsize AND ShortOnMarket AND MAXSHARES THEN

SELLSHORT 1 CONTRACTS AT MARKET

ENDIF

SET STOP TRAILING 50

Category ProBacktest

5 Comments

COUNTOFSHORTSHARES

Counts the number of open short shares or lots.

Syntax:

COUNTOFSHORTSHARES

1	COUNTOFSHORTSHARES

Example :

myMACD = MACD[12,26,9](close)
short = myMACD crosses under 0

//first order
IF NOT ShortOnMarket AND short THEN
   SELLSHORT 1 CONTRACTS AT MARKET
ENDIF

MAXSHARES = COUNTOFSHORTSHARES < 5

//let's add another order while price continue to get higher (more than 10 points) than the last order taken with a condition of 5 bars elapsed since then
IF TRADEINDEX(1)>5 AND TRADEPRICE(1)-Close>10 AND ShortOnMarket AND MAXSHARES THEN
   SELLSHORT 1 CONTRACTS AT MARKET
ENDIF

SET STOP TRAILING 50

myMACD = MACD[12,26,9](close)

short = myMACD crosses under 0

//first order

IF NOT ShortOnMarket AND short THEN

SELLSHORT 1 CONTRACTS AT MARKET

ENDIF

MAXSHARES = COUNTOFSHORTSHARES < 5

//let's add another order while price continue to get higher (more than 10 points) than the last order taken with a condition of 5 bars elapsed since then

IF TRADEINDEX(1)>5 AND TRADEPRICE(1)-Close>10 AND ShortOnMarket AND MAXSHARES THEN

SELLSHORT 1 CONTRACTS AT MARKET

ENDIF

SET STOP TRAILING 50

Category ProBacktest

1 Comment

CumulateOrders

When set to false, prohibits a code from reinforcing positions and setting multiple orders to enter the market in the same direction.

Syntax:

DEFPARAM CumulateOrders=true/false

1	DEFPARAM CumulateOrders=true/false

Category ProBacktest

2 Comments

EXITSHORT

Instruction to close a short position.

Syntax:

EXITSHORT x SHARES

1	EXITSHORT x SHARES

Example :

myMACD = MACD[12,26,9](close)
short = myMACD crosses under 0
exit = myMACD crosses over 0

IF NOT SHORTONMARKET AND short THEN
  SELLSHORT 1 LOT AT MARKET
ENDIF

IF SHORTONMARKET AND exit THEN
  EXITSHORT AT MARKET
ENDIF

myMACD = MACD[12,26,9](close)

short = myMACD crosses under 0

exit = myMACD crosses over 0

IF NOT SHORTONMARKET AND short THEN

SELLSHORT 1 LOT AT MARKET

ENDIF

IF SHORTONMARKET AND exit THEN

EXITSHORT AT MARKET

ENDIF

Category ProBacktest

0 Comments

FLATAFTER

Closes positions, cancels pending orders and prevents placement of additional orders after the time of day specified (in hours, minutes and seconds) in the user’s time zone.

Syntax:

DefParam FlatAfter = HHMMSS

1	DefParam FlatAfter = HHMMSS

Category ProBacktest

0 Comments

FLATBEFORE

Closes positions, cancels pending orders and prevents placement of additional orders before the time of day specified (in hours, minutes and seconds) in the user’s time zone.

Syntax:

Defparam FlatBefore = 073000

1	Defparam FlatBefore = 073000

Category ProBacktest

0 Comments

GRAPH

ProRealTime v10.2

Instruction to display the historical values of ProBacktest variables on charts. It can be use many times on the same ProBacktest strategy, all values will be displayed on the same window chart.

Syntax :

GRAPH myvariable AS "my variable"

1	GRAPH myvariable AS "my variable"

GRAPH instructions can also be ‘coloured(R,G,B)’ like any other variable returned as a graphical object.

(more…)

Category ProBacktest

5 Comments

GRAPHONPRICE

ProRealTime v10.2

The GRAPHONPRICE instruction lets you display the values of variables you use in your ProBacktest program (“myvariable” in the example below) at the close of each bar on the price chart.

Syntax:

GRAPHONPRICE myvariable AS "my variable"

1	GRAPHONPRICE myvariable AS "my variable"

(more…)

Category ProBacktest

1 Comment

LIMIT

Instruction introducing a limit order in x units. Pending orders must be re-placed at each new bar.

Syntax:

BUY AT x LIMIT

1	BUY AT x LIMIT

Example :

myMACD = MACD[12,26,9](close)
long = myMACD crosses over 0

IF long THEN
   BUY 1 LOT AT close-10 LIMIT
ENDIF

myMACD = MACD[12,26,9](close)

long = myMACD crosses over 0

IF long THEN

BUY 1 LOT AT close-10 LIMIT

ENDIF

Category ProBacktest

5 Comments

Documentation / ProBacktest

COUNTOFLONGSHARES

COUNTOFPOSITION

COUNTOFSHORTSHARES

CumulateOrders

EXITSHORT

FLATAFTER

FLATBEFORE

GRAPH

GRAPHONPRICE

LIMIT

Search documentation

Categories

Documentation / ProBacktest

<img width="64" height="64" src="https://a2a3f5h6.rocketcdn.me/wp-content/images/51_full.png" /> COUNTOFLONGSHARES

<img width="64" height="64" src="https://a2a3f5h6.rocketcdn.me/wp-content/images/51_full.png" /> COUNTOFPOSITION

<img width="64" height="64" src="https://a2a3f5h6.rocketcdn.me/wp-content/images/51_full.png" /> COUNTOFSHORTSHARES

<img width="64" height="64" src="https://a2a3f5h6.rocketcdn.me/wp-content/images/51_full.png" /> CumulateOrders

<img width="64" height="64" src="https://a2a3f5h6.rocketcdn.me/wp-content/images/51_full.png" /> EXITSHORT

<img width="64" height="64" src="https://a2a3f5h6.rocketcdn.me/wp-content/images/51_full.png" /> FLATAFTER

<img width="64" height="64" src="https://a2a3f5h6.rocketcdn.me/wp-content/images/51_full.png" /> FLATBEFORE

<img width="64" height="64" src="https://a2a3f5h6.rocketcdn.me/wp-content/images/51_full.png" /> GRAPH

<img width="64" height="64" src="https://a2a3f5h6.rocketcdn.me/wp-content/images/51_full.png" /> GRAPHONPRICE

<img width="64" height="64" src="https://a2a3f5h6.rocketcdn.me/wp-content/images/51_full.png" /> LIMIT

Search documentation

Categories

COUNTOFLONGSHARES

COUNTOFPOSITION

COUNTOFSHORTSHARES

CumulateOrders

EXITSHORT

FLATAFTER

FLATBEFORE

GRAPH

GRAPHONPRICE

LIMIT