Doji strategy Test

• 08/23/2024 at 1:55 PM #236642
  Aragorna

  Doji strategy

  DEFPARAM CumulateOrders = false Timeframe(Daily,UpdateOnClose) Positionsize=1 //C3=TIME=<220000 DojiSize = K4 //0.15 Doji=(abs(Dopen(1) - Dclose(1)) <= (DHigh(1) - Dlow(1)) * DojiSize) DojiPositionHigh= (Dclose(1)and Dopen(1))>=Dlow(1)+0.666*(DHigh(1) - Dlow(1)) DojiPositionLow= (Dclose(1)and Dopen(1))<=Dlow(1)+0.333*(DHigh(1) - Dlow(1)) if doji and DojiPositionHigh then Flag=1 else flag=0 endif if doji and DojiPositionLow then Flag=2 else flag=0 endif //DojiPositionMiddle if doji and not DojiPositionHigh and not DojiPositionLow then Flag=3 else flag=0 endif If not ONMARKET and Flag=K1 then //KK=8 Buy positionsize contract at market EndIf //IF not ONMARKET and Flag=K1 THEN //sellshort positionsize CONTRACT AT market //ENDIF If longOnMarket AND (BarIndex - TradeIndex) >= K2 Then Sell at Market Endif //If shortOnMarket AND (BarIndex - TradeIndex) >= K2 Then //exitshort at Market //Endif

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  DEFPARAM CumulateOrders = false Timeframe(Daily,UpdateOnClose) Positionsize=1 //C3=TIME=<220000   DojiSize = K4 //0.15 Doji=(abs(Dopen(1) - Dclose(1)) <= (DHigh(1) - Dlow(1)) * DojiSize) DojiPositionHigh= (Dclose(1)and Dopen(1))>=Dlow(1)+0.666*(DHigh(1) - Dlow(1)) DojiPositionLow= (Dclose(1)and Dopen(1))<=Dlow(1)+0.333*(DHigh(1) - Dlow(1))   if doji and DojiPositionHigh then Flag=1 else flag=0 endif if doji and DojiPositionLow then Flag=2 else flag=0 endif //DojiPositionMiddle if doji and not DojiPositionHigh and not DojiPositionLow then Flag=3 else flag=0 endif   If not ONMARKET and Flag=K1 then  //KK=8 Buy positionsize contract at market EndIf   //IF not ONMARKET and Flag=K1 THEN //sellshort positionsize CONTRACT AT market //ENDIF If longOnMarket AND (BarIndex - TradeIndex) >= K2 Then Sell at Market Endif   //If shortOnMarket AND (BarIndex - TradeIndex) >= K2 Then //exitshort at Market //Endif

  goodmorning,

  I’m trying to do a strategy for test, that analyse the position of the body in the Doji candle )high, low or middle) but for some reasons it does not give me any results for test. what I’m doing wrong?

  Dojisize is range of body, for example with K4 from 0,1 to 0,4. DojiPositionHigh is in the high third of the daily candle and DojiPositionLow is in the low third of the daily candle

   

  thanks in advance

   

  Alessio

  

  Aragorna

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  08/23/2024 at 1:58 PM #236643
  Aragorna

  K1 is from 1 to 3

  

  Aragorna

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  08/23/2024 at 2:33 PM #236644
  GraHal

  Try using GRAPH on all of your conditions, it is likely that one or more are not ever True?

  https://www.prorealcode.com/documentation/graph/

  

  GraHal

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  08/23/2024 at 2:43 PM #236645
  GraHal

  Also try below in place of Line 22 …

  if doji and not DojiPositionHigh OR not DojiPositionLow then //OR in place of and

  1	if doji and not DojiPositionHigh OR not DojiPositionLow then //OR in place of and

   

  

  GraHal

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  08/23/2024 at 5:04 PM #236657
  Aragorna

  I’ve tried but it does not change anything. I’ve seen that DojiPositionHigh and DojiPositionLow are not graphed, but §I don’t understand why

  

  Aragorna

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  08/23/2024 at 5:18 PM #236662
  GraHal

  Pick 1 bar and use the actual values of that 1 bar in your calculation for DojiPositionHigh and DojiPositionLow and see if your condition is feasible?

  Just ideas as sometimes (working on our own)we feel like we are going bonkers?? 😉

  

  GraHal

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  08/23/2024 at 5:26 PM #236663
  robertogozzi

  Append these lines at the end of your code to spot any incorrect value:

  graph doji graph DojiPositionHigh coloured("Blue") graph DojiPositionLow coloured("Red")

  1 2 3

  graph doji graph DojiPositionHigh coloured("Blue") graph DojiPositionLow  coloured("Red")

   

  

  robertogozzi

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  08/23/2024 at 6:25 PM #236664
  Aragorna

  Doji is OK and identified, while the other two no, at least I see only two straight horizontal  lines, one red and one blu, on the zero  and the one position

  

  Aragorna

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  08/24/2024 at 5:05 PM #236687
  robertogozzi

  So you know where the issue is, which makes it a bit easier to work out.

   

  

  robertogozzi

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