Backtesting and definition of differens EMAs.

• 09/16/2024 at 3:51 PM #237637
  Vicke1990

  Hi,

  I want to check different EMAs and other variables to see how if I can optimize my system,

  Have tried to use a code like this:

  1

  // Calculation of EMA values
  EMALONG = ExponentialAverage[LONG](Close)
  EMAMID = ExponentialAverage[MID](Close)
  EMASHORT = ExponentialAverage[SHORT](Close)

  //Buying conditions
  IF Not OnMarket THEN
  c1 = (time >= 090000 and time <= 173000)
  c2 = (EMALONG < EMAMID and EMAMID < EMASHORT)
  c3 = (macdValue crosses over signalValue)

  IF c1 AND c2 AND c3 THEN
  buy 1 contract at market
  ENDIF

  However since c2 is a bunch of variables, PRT says that I have to define them, but if I do, I cant do a variable test..

  I’ve tried with + instead of “and” for c2, but that dosen’t work either.

  I tried to follow a youtube video by PRT:
  How to optimize a trading system with ProBacktest – ProRealTime

  But If I do, the system won’t follow the conditions.

  Anyone know a way around this?

  Thank you!

  / Victor

  

  Vicke1990

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  09/16/2024 at 5:07 PM #237647
  robertogozzi

  I suggest that you write the missing variables in the code using the comment slashes to let them be ignored:

  //LONG = ??? //MID = ??? //SHORT = ??? //macdValue = ??? //signalValue = ???

  1 2 3 4 5

  //LONG        = ??? //MID         = ??? //SHORT       = ??? //macdValue   = ??? //signalValue = ???

  Then can simply define the missing variable in the optimizer as from the attached screenshot. Bear in mind that you might have to optimeze them separately to not exceed the 10000 iterations limit.

  1 user thanked author for this post.

  Iván

  

  robertogozzi

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