Help with fixiing code

• 03/19/2025 at 10:32 PM #245068
  Shugster

  Can someone help me with the problem showing on the following code? line 6 between period and close I dont have any knowlege regarding coding and have created this code using chatGTP. Many thanks.

   

  // Set the period for calculation
  period = 50

  // Calculate linear regression line
  slope = LinearRegressionSlope[period](close)
  intercept = LinearRegressionIntercept[period](close)
  regression_line = intercept + slope * BarIndex

  // Calculate standard error
  sum_squared_errors = 0
  for i = 0 to period – 1 do
  predicted = intercept + slope * (BarIndex – i)
  sum_squared_errors = sum_squared_errors + (close[i] – predicted)^2
  next
  std_error = sqrt(sum_squared_errors / period)

  // Upper and lower channel lines
  upper_channel = regression_line + std_error
  lower_channel = regression_line – std_error

  // Plot the lines
  RETURN regression_line AS “Regression Line”, upper_channel AS “Upper Channel”, lower_channel AS “Lower Channel”

  

  Shugster

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  03/19/2025 at 10:34 PM #245069
  Shugster

  Thanks, how can I access this?

   

  

  Shugster

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  03/19/2025 at 10:42 PM #245070
  Shugster

  // Set the period for calculation
  period = 50

  // Calculate linear regression line
  slope = LinearRegressionSlope[period](close)
  intercept = LinearRegressionIntercept[period](close)
  regression_line = intercept + slope * BarIndex

  // Calculate standard error
  sum_squared_errors = 0
  for i = 0 to period – 1 do
  predicted = intercept + slope * (BarIndex – i)
  sum_squared_errors = sum_squared_errors + (close[i] – predicted)^2
  next
  std_error = sqrt(sum_squared_errors / period)

  // Upper and lower channel lines
  upper_channel = regression_line + std_error
  lower_channel = regression_line – std_error

  // Plot the lines
  RETURN regression_line AS “Regression Line”, upper_channel AS “Upper Channel”, lower_channel AS “Lower Channel”

  

  Shugster

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  03/20/2025 at 9:48 AM #245079
  Iván

  hi! here you have the code. Be careful with “_”.

  // Set the period for calculation period = 50 // Calculate linear regression line slope = LinearRegressionSlope[period](close) Intercept = average[period](close) - Slope * average[period](barindex) regressionline = intercept + slope * BarIndex // Calculate standard error sumsquarederrors = 0 for i = 0 to period - 1 do predicted = intercept + slope * (BarIndex - i) sumsquarederrors = sumsquarederrors + pow((close[i] - predicted),2) next stderror = sqrt(sumsquarederrors / period) // Upper and lower channel lines upperchannel = regressionline + stderror lowerchannel = regressionline - stderror // Plot the lines RETURN regressionline AS "Regression Line", upperchannel AS "Upper Channel", lowerchannel AS "Lower Channel"

  1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22

  // Set the period for calculation period = 50   // Calculate linear regression line slope = LinearRegressionSlope[period](close) Intercept = average[period](close) - Slope * average[period](barindex) regressionline = intercept + slope * BarIndex   // Calculate standard error sumsquarederrors = 0 for i = 0 to period - 1 do predicted = intercept + slope * (BarIndex - i) sumsquarederrors = sumsquarederrors + pow((close[i] - predicted),2) next stderror = sqrt(sumsquarederrors / period)   // Upper and lower channel lines upperchannel = regressionline + stderror lowerchannel = regressionline - stderror   // Plot the lines RETURN regressionline AS "Regression Line", upperchannel AS "Upper Channel", lowerchannel AS "Lower Channel"

   

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  robertogozzi, Shugster

  

  Iván

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  03/28/2025 at 4:52 PM #245394
  Donjohan

  I need help with the same thing so Im borrowing this thread. Can someone help me please? 🙂

   

  // ProRealTime backtest för DAX, Nasdaq och OMXS30 (med Shorting, Slippage & Optimeringar)
  DEFPARAM PreloadBars = 200   // Säkerställ att vi har tillräckligt med historiska data
  DEFPARAM CumulateOrders = False
  DEFPARAM Slippage = 0.1      // Simulerar slippage på 0.1% per affär

  // Initialt kapital & riskhantering
  INITIAL_CAPITAL = 100000
  POSITION_SIZE = 1    // Antal kontrakt per affär
  SL_MULTIPLIER = 2    // Stop-loss på 2x ATR
  TSL_MULTIPLIER_TREND = 3  // Trailing Stop för trendföljande strategier
  TSL_MULTIPLIER_SHORT = 2  // Trailing Stop för kortsiktiga strategier
  COURTAGE = 10        // Courtage per affär

  // Tidsfilter (undviker första & sista timmen av handeln)
  HOUR = Hour
  IF HOUR < 10 OR HOUR > 16 THEN
  RETURN
  ENDIF

  // — Beräkning av indikatorer —
  MA20 = Average[20](Close)
  MA70 = Average[70](Close)
  MA150 = Average[150](Close)
  ATR14 = AverageTrueRange[14](Close)
  RSI14 = RSI[14](Close)
  BOLL_TOP = BollingerUp[20](Close,2)
  BOLL_BOTTOM = BollingerDown[20](Close,2)

  // — Variabel för Trailing Stop —
  TrailingStop = 0

  // — Strategi 1: Super Simple Bollinger Bands (SSBB) (Long & Short) —
  IF Close < BOLL_BOTTOM THEN
  BUY POSITION_SIZE CONTRACTS AT MARKET
  TrailingStop = Close – (TSL_MULTIPLIER_TREND * ATR14)
  ENDIF

  IF Close > BOLL_TOP THEN
  SELL AT MARKET
  ENDIF

  IF Close > BOLL_TOP THEN
  SELLSHORT POSITION_SIZE CONTRACTS AT MARKET
  TrailingStop = Close + (TSL_MULTIPLIER_TREND * ATR14)
  ENDIF

  IF Close < BOLL_BOTTOM THEN
  EXITSHORT AT MARKET
  ENDIF

  // — Strategi 2: Stark trend & jämviktspendling (Long & Short) —
  IF Close > MA150 AND Close < MA70 THEN
  BUY POSITION_SIZE CONTRACTS AT MARKET
  TrailingStop = Close – (TSL_MULTIPLIER_TREND * ATR14)
  ENDIF

  IF Close > MA20 THEN
  SELL AT MARKET
  ENDIF

  IF Close < MA150 AND Close > MA70 THEN
  SELLSHORT POSITION_SIZE CONTRACTS AT MARKET
  TrailingStop = Close + (TSL_MULTIPLIER_TREND * ATR14)
  ENDIF

  IF Close < MA20 THEN
  EXITSHORT AT MARKET
  ENDIF

  // — Strategi 3: Long Trend High Momentum (LTHM) (Long & Short) —
  IF MA20 > MA70 AND Close > MA150 THEN
  BUY POSITION_SIZE CONTRACTS AT MARKET
  TrailingStop = Close – (TSL_MULTIPLIER_TREND * ATR14)
  ENDIF

  IF Close < ENTRYPRICE – (SL_MULTIPLIER * ATR14) THEN
  SELL AT MARKET
  ENDIF

  IF MA20 < MA70 AND Close < MA150 THEN
  SELLSHORT POSITION_SIZE CONTRACTS AT MARKET
  TrailingStop = Close + (TSL_MULTIPLIER_TREND * ATR14)
  ENDIF

  IF Close > ENTRYPRICE + (SL_MULTIPLIER * ATR14) THEN
  EXITSHORT AT MARKET
  ENDIF

  // — Strategi 4: Hög Volatilitet (ATR) (Long & Short) —
  IF ATR14 > 1.5 * Average[50](ATR14) THEN
  BUY POSITION_SIZE CONTRACTS AT MARKET
  TrailingStop = Close – (TSL_MULTIPLIER_SHORT * ATR14)
  ENDIF

  IF BarsSinceEntry >= 5 THEN
  SELL AT MARKET
  ENDIF

  IF ATR14 < 0.8 * Average[50](ATR14) THEN
  SELLSHORT POSITION_SIZE CONTRACTS AT MARKET
  TrailingStop = Close + (TSL_MULTIPLIER_SHORT * ATR14)
  ENDIF

  IF BarsSinceEntry >= 5 THEN
  EXITSHORT AT MARKET
  ENDIF

  // — Strategi 5: Kortsiktig RSI (Long & Short) —
  IF RSI14 < 30 THEN
  BUY POSITION_SIZE CONTRACTS AT MARKET
  TrailingStop = Close – (TSL_MULTIPLIER_SHORT * ATR14)
  ENDIF

  IF RSI14 > 50 THEN
  SELL AT MARKET
  ENDIF

  IF RSI14 > 70 THEN
  SELLSHORT POSITION_SIZE CONTRACTS AT MARKET
  TrailingStop = Close + (TSL_MULTIPLIER_SHORT * ATR14)
  ENDIF

  IF RSI14 < 50 THEN
  EXITSHORT AT MARKET
  ENDIF

  // — Hantera Trailing Stop-Loss —
  IF PositionSize > 0 THEN
  IF Close – (TSL_MULTIPLIER_TREND * ATR14) > TrailingStop THEN
  TrailingStop = Close – (TSL_MULTIPLIER_TREND * ATR14)
  ENDIF
  IF Close < TrailingStop THEN
  SELL AT MARKET
  ENDIF
  ENDIF

  IF PositionSize < 0 THEN
  IF Close + (TSL_MULTIPLIER_TREND * ATR14) < TrailingStop THEN
  TrailingStop = Close + (TSL_MULTIPLIER_TREND * ATR14)
  ENDIF
  IF Close > TrailingStop THEN
  EXITSHORT AT MARKET
  ENDIF
  ENDIF

  

  Donjohan

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  03/28/2025 at 5:00 PM #245395
  Iván

  Hi. First you should remove “_”

  1 user thanked author for this post.

  druby

  

  Iván

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  03/28/2025 at 9:18 PM #245397
  druby

  User variables names can only use the characters A to Z, a to z and 0 to 9.

  The variable name must start with a letter, and letters are not case sensitive, ‘A’ is the same as ‘a’.

  They must be unique and not clash with any of the reserved keywords, HOUR = Hour.

  Also the RETURN keyword is reserved for indicator program code files not back-testing files.

   

  3 users thanked author for this post.

  Iván, robertogozzi, Donjohan

  

  druby

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