Back-testing of Demar TD Sequential
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- This topic has 22 replies, 3 voices, and was last updated 2 years ago by jonpt88.
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10/10/2022 at 10:19 PM #20227910/11/2022 at 9:10 AM #20228810/11/2022 at 11:53 AM #202303
Here you are, I’ve done it for you … see attached.
You know that code is read at end of a bar and position opened at open of next bar … hence the Long open at 1 bar after the UP Arrow from the TD Seq Indicator.
See at the 3 red arrowheads on attached.
10/16/2022 at 6:09 PM #202628Thank you, Grahal. It looked like I needed to restart the platform… it was kind of stuck! Now, is all working. I know this might not be the topic (but to open a new topic for this would be a bit too much bothering for the forum I guess). The question is in relation to a post of JS (above in this same topic) he said that an indicator can be converted in a backtesting code by simply removing the DRAW and replacing by BUY and SELL ORDERS. I have been trying to find in the forum manual for this but I could not find. Is there any? Thank you in advance. And thank you again
10/16/2022 at 6:56 PM #202630JS was referring to this particular code (as you posted above) in which there is a DrawArrowUP and DrawArrowDown … both of which have a good probability of the start of a profitable Long and Short trade respectively.
So to replace Draw**** by Buy or SellShort needs the Draw**** to be indicative of a change of direction or good probability for a Long or SellShort.
I find it’s best to put // in front of the Draw instruction (i.e. not delete Draw****) then you can refer back to see what the original Draw instruction stated.
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10/16/2022 at 7:12 PM #202631Aha… I see. So,
The way I was using before was – taking any code and adding respectively the bearish and bullish action to respectively the buy and sell back test order and it was working sometimes :D. So there is no manual or method to simplify that in the forum? I would be happy to read one in general basis the following simple skeleton:
123456789101112131415161718192021// Bedingungen zum Einstieg in Long-PositionenIF NOT LongOnMarket AND IhreBedingungen THENBUY 1 CONTRACTS AT MARKETENDIF// Bedingungen zum Ausstieg von Long-PositionenIf LongOnMarket AND IhreBedingungen THENSELL AT MARKETENDIF// Bedingungen zum Einstieg in Short-PositionenIF NOT ShortOnMarket AND IhreBedingungen THENSELLSHORT 1 CONTRACTS AT MARKETENDIF// Bedingungen zum Ausstieg aus Short-PositionenIF ShortOnMarket AND IhreBedingungen THENEXITSHORT AT MARKETENDIF// Stops und Targets: Legen Sie hier schützende Stops und Profit Targets fest10/16/2022 at 7:24 PM #202632What is IhreBedingungen? Is it ‘Conditions‘?? Aha it is, I put it in google Translator! 🙂
Yes the skeleton you show is a good basis.
No there is no manual /pdf describing how to convert an Indicator to a Strategy. Each instance would be slighly different, hence a prescriptive ‘manual’ would be difficult.
Am I understanding your questions correctly?
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10/16/2022 at 7:28 PM #202633 -
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