NAS 2m HULL-SAR trading system
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When MM=0, does it then matter at all the settings for MM?
if MM = 0 then the rest is irrelevant, positionsize just stays the same.
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How can I test with long AND SHORT position
Rework the code to introduce conditions for short positions , then optimise all the many variables, then Walk Forward Test, then Monte Carlo Test then Robustness Test then share the code with us all so we can all then Demo Forward Test short positions. 🙂
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Actually with NAS-2m-HULL-SAR-v5.3L.itf you can also change Tradetype = 1 to go Long/Short but it was never very successful, so Grahal’s is the better answer!
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because positionsize*0 = 0
it should be
12345678// Conditions to enter short positionsIF not shortonmarket and Ctime and c2 and c2a AND C4a and c4b and c4c AND C6a and c6b THENsellshort positionsize CONTRACT AT MARKETelsif shortonmarket and Ctime and c2 and c2a and c4 and c4a and c6 and COUNTOFSHORTSHARES < MaxPositionsAllowed thensellshort positionsize CONTRACT AT MARKETSET STOP %LOSS 1SET TARGET %PROFIT 1.4ENDIF2 users thanked author for this post.
Of course I’ll do all that you write
Apologies for my ‘outburst‘, I should have checked the code, I was not getting any short trades either, so I kinda was telling myself I needed to do all I wrote! 🙂
Absolutely no problem. You and others in this forum are doing an amazing job EVEN for someone like me who is starting programming with PRT. Personally I just have to thank you for that
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