Forums › ProRealTime English forum › ProOrder support › Wanted help to backtesting indicator type Larry Williams › Reply To: Wanted help to backtesting indicator type Larry Williams
05/09/2020 at 12:56 PM
#130737
I show the backtest who works but give Always 0 trades.
Backtest Williams 2.0
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Defparam cumulateorders=false f=0.2 KH=high[1] KL=low[1] up=KH*f/100 Dn=KL*f/100 p=open U=P+up L=P-dn //Go Long if high > U then buy 1 contract at market endif targetpriceLong= u+1.618*(u-l) stoppriceLong = L-(u-l) if longonmarket then if targetpriceLong then sell at market endif else if stoppriceLong then sell at market endif endif if close then sell at market endif //Go Short if low < L then sellshort at market endif targetpriceshort= L-1.618*(u-l) stoppriceshort = u+(u-l) if shortonmarket then if targetpriceshort then exitshort at market endif else if stoppriceshort then exitshort at market endif endif if close then exitshort at market endif |