Backtest possible downtrend

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10/30/2023 at 2:00 PM #223054 quote

marco7630
Participant

New

Hi,

How can i backtest the following strategy:

timeframe(DAILY)

EMA50=ExponentialAverage[50](Close)

C1=Summation[12](Close<EMA50)=12
ATRpercent=100*(AverageTrueRange[14](close))/close
c2 = ATRpercent>=3
C3=Close*Average[30](Volume)>7500000

c4= close>open

C5=(high-close) >= (close- Low)

test = c1 AND C2 AND C3 and c4 and c5
screener[test]

If above requirements are met:

Go short 3 cents below the low of last candle

Exit the trade on the first close above EMA10 (daily)

Thanks

gr Marco

10/31/2023 at 6:50 AM #223070 quote
robertogozzi
Moderator

Legend
Post your topic in the correct forum:
_ ProRealTime Platform Support: only platform related issues.
_ ProOrder: only strategy topics.
_ ProBuilder: only indicator topics.
_ ProScreener: only screener topics
_ General Discussion: any other topics.
_ Welcome New Members: for new forum members to introduce themselves.

I moved your topic from the ProScreener support.

Thanks 🙂

There you go:
```
timeframe(DAILY)
EMA50=ExponentialAverage[50](Close)
C1=Summation[12](Close<EMA50)=12
ATRpercent=100*(AverageTrueRange[14](close))/close
c2 = ATRpercent>=3
C3=Close*Average[30](Volume)>7500000
c4= close>open
C5=(high-close) >= (close- Low)
//
Timeframe(default)
test = c1 AND C2 AND C3 and c4 and c5
IF test AND Not OnMarket THEN
   SELLSHORT 1 Contract AT (low - 0.3*PipSize) STOP
ENDIF
IF OnMarket AND close > EMA50 THEN
   EXITSHORT AT Market
ENDIF
```
11/01/2023 at 10:23 AM #223103 quote

marco7630
Participant

New

Thanks Roberto
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