coding % of time the price reacts to pivot levels in Forex

This topic has 6 replies, 2 voices, and was last updated 8 months ago by kadziak.

Viewing 7 posts - 1 through 7 (of 7 total)

12/31/2023 at 6:03 PM #225858

kadziak

Hi all,

I am looking for some help with coding this for PRT charts as I need to backtest something. It is a fairly simple analysis, just want to see the % of time the price reacts to pivot levels in Forex and by how much.

Chart set-up:

Forex pairs major and minor
Daily, Weekly and Monthly Pivots (Main pivot, S1,S2,S3, R1,R2,R3) Just these levels for all three.

I want to check the following on selected pairs:

Within a given period, how many times did the price bounce off the daily, weekly or monthly pivot (within 2-3 pips of the pivot considering the spread)
Stop loss would be between 7-20 pips (I need to able to test different variables here)
Take profit R:R 1:2, 1:3 etc

I do not know coding, I am assuming more specifics may be required. Just wanted to give a brief info, not sure if this kind of backtesting is even possible on PRT.

Thanks in advance to anyone who responds.

Happy New Year to all!

Mike

kadziak

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Replies: 3

Been thanked: 1 time

01/11/2024 at 11:43 AM #226224

robertogozzi

Happy New Year Mike, do you need a screener or a strategy?

robertogozzi

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Replies: 17188

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01/11/2024 at 7:58 PM #226256

kadziak

Thank you. I want to backtest this, so I am guessing that would be a strategy. Since pivots have an exact calculation, I wanted to test several pairs to find out which one reacts to them the most etc. Does that make sense? And since I have no idea how to code, this is like rocket science to me.

I am sure it would be possible to do this?

kadziak

Participant

Topics: 1

Replies: 3

Been thanked: 1 time

01/27/2024 at 4:30 PM #226948

robertogozzi

Hi kadziak, I already started coding it, but I need some more time to finish it 🙂

1 user thanked author for this post.

kadziak

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01/28/2024 at 4:15 PM #226975

kadziak

Thank you so much, very kind of you

kadziak

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Replies: 3

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02/20/2024 at 6:56 PM #228473

robertogozzi

I just finished the MONTHLY test. It took quite a long time to code it in my spare time!

Adding the DAILY and WEEKLY tests will not be as time consuming as the MONTHLY-only version, as it will be a simple copy & paste with some minor editing, but I first want to know your feedback before going ahead, just to avoid wasting time in case the code does not meet your criteria.

I am posting this very first code, which is almost 300 lines, but next times, after finishing it, I will only attach the ITF file, as it will grow well over 500 hundreds lines, making the code and the post very tough to read:

// https://www.prorealcode.com/topic/need-help-with-coding-this/
Timeframe(default)
ONCE FromDate     = 20200101      //00000000  to start testing from the first bar loaded
ONCE ToDate       = 20231231      //99999999  to finish testing on the current date
ONCE PipBuffer    = 3  * PipSize
//
ONCE TradeType    = 1             //1=Monthly, 2=Weekly, 3=Daily,     9=all
ONCE LONGenabled  = 1             //1=enable LONG  trades, 0=disable LONG  trades
ONCE SHORTenabled = 1             //1=enable SHORT trades, 0=disable SHORT trades
//
ONCE WeeklySL       = 20 * PipSize
ONCE WeeklyTP       = WeeklySL  * 3

//
ONCE DailySL        = 20 * PipSize
ONCE DailyTP        = DailySL  * 3

//
TradeON  = 0
IF (OpenDate >= FromDate) AND (OpenDate <= ToDate) THEN
TradeON  = 1
ENDIF
//
Timeframe(Monthly,UpdateOnClose)
ONCE MonthlySL      = 20 * PipSize
ONCE MonthlyTP      = MonthlySL * 3
//
ONCE MonthlyWinLp   = 0
ONCE MonthlyWinSp   = 0
ONCE MonthlyLossLp  = 0
ONCE MonthlyLossSp  = 0
//
ONCE MonthlyWinSr1  = 0
ONCE MonthlyLossSr1 = 0
ONCE MonthlyWinSr2  = 0
ONCE MonthlyLossSr2 = 0
ONCE MonthlyWinSr3  = 0
ONCE MonthlyLossSr3 = 0
//
ONCE MonthlyWinLs1  = 0
ONCE MonthlyLossLs1 = 0
ONCE MonthlyWinLs2  = 0
ONCE MonthlyLossLs2 = 0
ONCE MonthlyWinLs3  = 0
ONCE MonthlyLossLs3 = 0
//
ONCE BouncePvtM     = 0
ONCE BounceRes1M    = 0
ONCE BounceRes2M    = 0
ONCE BounceRes3M    = 0
ONCE BounceSus1M    = 0
ONCE BounceSup2M    = 0
ONCE BounceSup3M    = 0
//
ONCE MonthlyPvtT    = 0
ONCE MonthlyRes1T   = 0
ONCE MonthlyRse2T   = 0
ONCE MonthlyRes3T   = 0
ONCE MonthlySup1T   = 0
ONCE MonthlySup2T   = 0
ONCE MonthlySup3T   = 0
//
PivotM = (High[1] + Low[1] + Close[1]) / 3
Res1M  = PivotM + (PivotM - Low)
Res2M  = PivotM + (High - Low)
Res3M  = High   + (2 * (PivotM - Low))
Sup1M  = PivotM - (High - PivotM)
Sup2M  = PivotM - (High - Low)
Sup3M  = Low    - (2 * (High - PivotM))
IF TradeON AND ((TradeType = 1) OR (TradeType = 9)) THEN
//---------------------------------------------------------------------------
//   LONG  exit
//---------------------------------------------------------------------------
IF MonthlyPvtT = 1 THEN
IF high >= MonthlyTPPvt THEN   //TP
MonthlyWinLp  = MonthlyWinLp  + 1
MonthlyPvtT = 0
ELSIF low <= MonthlyTPPvt THEN //SL
MonthlyLossLp = MonthlyLossLp + 1
MonthlyPvtT = 0
ENDIF
ENDIF
//
IF MonthlySup1T THEN
IF high >= MonthlyTPSup1 THEN   //TP
MonthlyWinLs1  = MonthlyWinLs1  + 1
MonthlySup1T   = 0
ELSIF low <= MonthlyTPSup1 THEN //SL
MonthlyLossLs1 = MonthlyLossLs1 + 1
MonthlySup1T   = 0
ENDIF
ENDIF
//
IF MonthlySup2T THEN
IF high >= MonthlyTPSup2 THEN   //TP
MonthlyWinLs2  = MonthlyWinLs2  + 1
MonthlySup2T   = 0
ELSIF low <= MonthlyTPSup2 THEN //SL
MonthlyLossLs2 = MonthlyLossLs2 + 1
MonthlySup2T   = 0
ENDIF
ENDIF
//
IF MonthlySup3T THEN
IF high >= MonthlyTPSup3 THEN   //TP
MonthlyWinLs3  = MonthlyWinLs3  + 1
MonthlySup3T   = 0
ELSIF low <= MonthlyTPSup3 THEN //SL
MonthlyLossLs3 = MonthlyLossLs3 + 1
MonthlySup3T   = 0
ENDIF
ENDIF
//---------------------------------------------------------------------------
//   SHORT exit
//---------------------------------------------------------------------------
IF MonthlyPvtT = 2 THEN
IF low <= MonthlyTPPvt THEN     //TP
MonthlyWinSp  = MonthlyWinSp  + 1
MonthlyPvtT = 0
ELSIF high >= MonthlyTPPvt THEN //SL
MonthlyLossSp = MonthlyLossSp + 1
MonthlyPvtT = 0
ENDIF
ENDIF
//
IF MonthlyRes1T THEN
IF low <= MonthlyTPRes1 THEN   //TP
MonthlyWinLs1  = MonthlyWinLs1  + 1
MonthlyRes1T   = 0
ELSIF high >= MonthlyTPRes1 THEN //SL
MonthlyLossLs1 = MonthlyLossLs1 + 1
MonthlyRes1T   = 0
ENDIF
ENDIF
//
IF MonthlyRes2T THEN
IF low <= MonthlyTPRes2 THEN   //TP
MonthlyWinLs2  = MonthlyWinLs2  + 1
MonthlyRes2T   = 0
ELSIF high >= MonthlyTPRes2 THEN //SL
MonthlyLossLs2 = MonthlyLossLs2 + 1
MonthlyRes2T   = 0
ENDIF
ENDIF
//
IF MonthlyRes3T THEN
IF low <= MonthlyTPRes3 THEN   //TP
MonthlyWinLs3  = MonthlyWinLs3  + 1
MonthlyRes3T   = 0
ELSIF high >= MonthlyTPRes3 THEN //SL
MonthlyLossLs3 = MonthlyLossLs3 + 1
MonthlyRes3T   = 0
ENDIF
ENDIF
//---------------------------------------------------------------------------
//   LONG  entry
//---------------------------------------------------------------------------
IF LONGenabled THEN
xPivotM = PivotM + PipBuffer
yPivotM = PivotM - PipBuffer
IF (close > yPivotM) AND (low <= xPivotM) AND (MonthlyPvtT = 0) THEN
MonthlyPvtT     = 1
BouncePvtM      = BouncePvtM  + 1
MonthlyEntryPvt = close
MonthlyTPPvt    = MonthlyEntryPvt + MonthlyTP*PipSize
MonthlySLPvt    = MonthlyEntryPvt - MonthlySL*PipSize
ENDIF
//
xSup1M = Sup1M + PipBuffer
ySup1M = Sup1M - PipBuffer
IF (close > ySup1M) AND (low <= xSup1M) AND (MonthlySup1T = 0) THEN
MonthlySup1T     = 1
BounceSup1M      = BounceSup1M  + 1
MonthlyEntrySup1 = close
MonthlyTPSup1    = MonthlyEntrySup1 + MonthlyTP*PipSize
MonthlySLSup1    = MonthlyEntrySup1 - MonthlySL*PipSize
ENDIF
//
xSup2M = Sup2M + PipBuffer
ySup2M = Sup2M - PipBuffer
IF (close > ySup2M) AND (low <= xSup2M) AND (MonthlySup2T = 0) THEN
MonthlySup2T     = 1
BounceSup2M      = BounceSup2M  + 1
MonthlyEntrySup2 = close
MonthlyTPSup2    = MonthlyEntrySup2 + MonthlyTP*PipSize
MonthlySLSup2    = MonthlyEntrySup2 - MonthlySL*PipSize
ENDIF
xSup3M = Sup3M + PipBuffer
ySup3M = Sup3M - PipBuffer
IF (close > ySup3M) AND (low <= xSup3M) AND (MonthlySup3T = 0) THEN
MonthlySup3T     = 1
BounceSup3M      = BounceSup3M  + 1
MonthlyEntrySup3 = close
MonthlyTPSup3    = MonthlyEntrySup3 + MonthlyTP*PipSize
MonthlySLSup3    = MonthlyEntrySup3 - MonthlySL*PipSize
ENDIF
ENDIF
//---------------------------------------------------------------------------
//   SHORT entry
//---------------------------------------------------------------------------
IF SHORTenabled THEN
xPivotM = PivotM + PipBuffer
yPivotM = PivotM - PipBuffer
IF (close < xPivotM) AND (high >= yPivotM) AND (MonthlyPvtT = 0) THEN
MonthlyPvtT     = 2
BouncePvtM      = BouncePvtM  + 1
MonthlyEntryPvt = close
MonthlyTPPvt    = MonthlyEntryPvt - MonthlyTP*PipSize
MonthlySLPvt    = MonthlyEntryPvt + MonthlySL*PipSize
ENDIF
//
xRes1M = Res1M + PipBuffer
yRes1M = Res1M - PipBuffer
IF (close < xRes1M) AND (high >= yRes1M) AND (MonthlyRes1T = 0) THEN
MonthlyRes1T     = 1
BounceRes1M      = BounceRes1M  + 1
MonthlyEntryRes1 = close
MonthlyTPRes1    = MonthlyEntryRes1 - MonthlyTP*PipSize
MonthlySLRes1    = MonthlyEntryRes1 + MonthlySL*PipSize
ENDIF
//
xRes2M = Res2M + PipBuffer
yRes2M = Res2M - PipBuffer
IF (close < xRes2M) AND (high <= yRes2M) AND (MonthlyRes2T = 0) THEN
MonthlyRes2T     = 1
BounceRes2M      = BounceRes2M  + 1
MonthlyEntryRes2 = close
MonthlyTPRes2    = MonthlyEntryRes2 - MonthlyTP*PipSize
MonthlySLRes2    = MonthlyEntryRes2 + MonthlySL*PipSize
ENDIF
xRes3M = Res3M + PipBuffer
yRes3M = Res3M - PipBuffer
IF (close < xRes3M) AND (high >= yRes3M) AND (MonthlyRes3T = 0) THEN
MonthlyRes3T     = 1
BounceRes3M      = BounceRes3M  + 1
MonthlyEntryRes3 = close
MonthlyTPRes3    = MonthlyEntryRes3 - MonthlyTP*PipSize
MonthlySLRes3    = MonthlyEntryRes3 + MonthlySL*PipSize
ENDIF
ENDIF
ENDIF
//===========================================================================
//===========================================================================
Timeframe(Weekly,UpdateOnClose)



//
PivotW = (High[1] + Low[1] + Close[1]) / 3
Res1W  = PivotW + (PivotW - Low)
Res2W  = PivotW + (High - Low)
Res3W  = High   + (2 * (PivotW - Low))
Sup1W  = PivotW - (High - PivotW)
Sup2W  = PivotW - (High - Low)
Sup3W  = Low    - (2 * (High - PivotW))
//
//===========================================================================
//===========================================================================
Timeframe(Daily,UpdateOnClose)
//


//
PivotD = (High[1] + Low[1] + Close[1]) / 3
Res1D  = PivotD + (PivotD - Low)
Res2D  = PivotD + (High - Low)
Res3D  = High   + (2 * (PivotD - Low))
Sup1D  = PivotD - (High - PivotD)
Sup2D  = PivotD - (High - Low)
Sup3D  = Low    - (2 * (High - PivotD))
//
Timeframe(default)
buy at -close limit
//
GRAPH MonthlyWinLp    AS "Monthly Wins            - LONG  pvt"
GRAPH MonthlyLossLp   AS "Monthly Losses          - LONG  pvt"
GRAPH MonthlyWinLs1   AS "Monthly Wins         - LONG  sup1"
GRAPH MonthlyLossLs1  AS "Monthly Losses       - LONG  sup1"
GRAPH MonthlyWinLs2   AS "Monthly Wins      - LONG  sup2"
GRAPH MonthlyLossLs2  AS "Monthly Losses    - LONG  sup2"
GRAPH MonthlyWinLs3   AS "Monthly Wins   - LONG  sup3"
GRAPH MonthlyLossLs3  AS "Monthly Losses - LONG  sup3"
//
GRAPH MonthlyWinSp    AS "Monthly Wins            - SHORT pvt"
GRAPH MonthlyLossSp   AS "Monthly Losses          - SHORT pvt"
GRAPH MonthlyWinSr1   AS "Monthly Wins         - SHORT res1"
GRAPH MonthlyLossSr1  AS "Monthly Losses       - SHORT res1"
GRAPH MonthlyWinSr2   AS "Monthly Wins      - SHORT res2"
GRAPH MonthlyLossSr2  AS "Monthly Losses    - SHORT res2"
GRAPH MonthlyWinSr3   AS "Monthly Wins   - SHORT res3"
GRAPH MonthlyLossSr3  AS "Monthly Losses - SHORT res3"

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// https://www.prorealcode.com/topic/need-help-with-coding-this/

Timeframe(default)

ONCE FromDate = 20200101 //00000000 to start testing from the first bar loaded

ONCE ToDate = 20231231 //99999999 to finish testing on the current date

ONCE PipBuffer = 3 * PipSize

ONCE TradeType = 1 //1=Monthly, 2=Weekly, 3=Daily, 9=all

ONCE LONGenabled = 1 //1=enable LONG trades, 0=disable LONG trades

ONCE SHORTenabled = 1 //1=enable SHORT trades, 0=disable SHORT trades

ONCE WeeklySL = 20 * PipSize

ONCE WeeklyTP = WeeklySL * 3

ONCE DailySL = 20 * PipSize

ONCE DailyTP = DailySL * 3

TradeON = 0

IF (OpenDate >= FromDate) AND (OpenDate <= ToDate) THEN

TradeON = 1

ENDIF

Timeframe(Monthly,UpdateOnClose)

ONCE MonthlySL = 20 * PipSize

ONCE MonthlyTP = MonthlySL * 3

ONCE MonthlyWinLp = 0

ONCE MonthlyWinSp = 0

ONCE MonthlyLossLp = 0

ONCE MonthlyLossSp = 0

ONCE MonthlyWinSr1 = 0

ONCE MonthlyLossSr1 = 0

ONCE MonthlyWinSr2 = 0

ONCE MonthlyLossSr2 = 0

ONCE MonthlyWinSr3 = 0

ONCE MonthlyLossSr3 = 0

ONCE MonthlyWinLs1 = 0

ONCE MonthlyLossLs1 = 0

ONCE MonthlyWinLs2 = 0

ONCE MonthlyLossLs2 = 0

ONCE MonthlyWinLs3 = 0

ONCE MonthlyLossLs3 = 0

ONCE BouncePvtM = 0

ONCE BounceRes1M = 0

ONCE BounceRes2M = 0

ONCE BounceRes3M = 0

ONCE BounceSus1M = 0

ONCE BounceSup2M = 0

ONCE BounceSup3M = 0

ONCE MonthlyPvtT = 0

ONCE MonthlyRes1T = 0

ONCE MonthlyRse2T = 0

ONCE MonthlyRes3T = 0

ONCE MonthlySup1T = 0

ONCE MonthlySup2T = 0

ONCE MonthlySup3T = 0

PivotM = (High[1] + Low[1] + Close[1]) / 3

Res1M = PivotM + (PivotM - Low)

Res2M = PivotM + (High - Low)

Res3M = High + (2 * (PivotM - Low))

Sup1M = PivotM - (High - PivotM)

Sup2M = PivotM - (High - Low)

Sup3M = Low - (2 * (High - PivotM))

IF TradeON AND ((TradeType = 1) OR (TradeType = 9)) THEN

//---------------------------------------------------------------------------

// LONG exit

//---------------------------------------------------------------------------

IF MonthlyPvtT = 1 THEN

IF high >= MonthlyTPPvt THEN //TP

MonthlyWinLp = MonthlyWinLp + 1

MonthlyPvtT = 0

ELSIF low <= MonthlyTPPvt THEN //SL

MonthlyLossLp = MonthlyLossLp + 1

MonthlyPvtT = 0

ENDIF

IF MonthlySup1T THEN

IF high >= MonthlyTPSup1 THEN //TP

MonthlyWinLs1 = MonthlyWinLs1 + 1

MonthlySup1T = 0

ELSIF low <= MonthlyTPSup1 THEN //SL

MonthlyLossLs1 = MonthlyLossLs1 + 1

MonthlySup1T = 0

ENDIF

IF MonthlySup2T THEN

IF high >= MonthlyTPSup2 THEN //TP

MonthlyWinLs2 = MonthlyWinLs2 + 1

MonthlySup2T = 0

ELSIF low <= MonthlyTPSup2 THEN //SL

MonthlyLossLs2 = MonthlyLossLs2 + 1

MonthlySup2T = 0

ENDIF

IF MonthlySup3T THEN

IF high >= MonthlyTPSup3 THEN //TP

MonthlyWinLs3 = MonthlyWinLs3 + 1

MonthlySup3T = 0

ELSIF low <= MonthlyTPSup3 THEN //SL

MonthlyLossLs3 = MonthlyLossLs3 + 1

MonthlySup3T = 0

ENDIF

//---------------------------------------------------------------------------

// SHORT exit

//---------------------------------------------------------------------------

IF MonthlyPvtT = 2 THEN

IF low <= MonthlyTPPvt THEN //TP

MonthlyWinSp = MonthlyWinSp + 1

MonthlyPvtT = 0

ELSIF high >= MonthlyTPPvt THEN //SL

MonthlyLossSp = MonthlyLossSp + 1

MonthlyPvtT = 0

ENDIF

IF MonthlyRes1T THEN

IF low <= MonthlyTPRes1 THEN //TP

MonthlyWinLs1 = MonthlyWinLs1 + 1

MonthlyRes1T = 0

ELSIF high >= MonthlyTPRes1 THEN //SL

MonthlyLossLs1 = MonthlyLossLs1 + 1

MonthlyRes1T = 0

ENDIF

IF MonthlyRes2T THEN

IF low <= MonthlyTPRes2 THEN //TP

MonthlyWinLs2 = MonthlyWinLs2 + 1

MonthlyRes2T = 0

ELSIF high >= MonthlyTPRes2 THEN //SL

MonthlyLossLs2 = MonthlyLossLs2 + 1

MonthlyRes2T = 0

ENDIF

IF MonthlyRes3T THEN

IF low <= MonthlyTPRes3 THEN //TP

MonthlyWinLs3 = MonthlyWinLs3 + 1

MonthlyRes3T = 0

ELSIF high >= MonthlyTPRes3 THEN //SL

MonthlyLossLs3 = MonthlyLossLs3 + 1

MonthlyRes3T = 0

ENDIF

//---------------------------------------------------------------------------

// LONG entry

//---------------------------------------------------------------------------

IF LONGenabled THEN

xPivotM = PivotM + PipBuffer

yPivotM = PivotM - PipBuffer

IF (close > yPivotM) AND (low <= xPivotM) AND (MonthlyPvtT = 0) THEN

MonthlyPvtT = 1

BouncePvtM = BouncePvtM + 1

MonthlyEntryPvt = close

MonthlyTPPvt = MonthlyEntryPvt + MonthlyTP*PipSize

MonthlySLPvt = MonthlyEntryPvt - MonthlySL*PipSize

ENDIF

xSup1M = Sup1M + PipBuffer

ySup1M = Sup1M - PipBuffer

IF (close > ySup1M) AND (low <= xSup1M) AND (MonthlySup1T = 0) THEN

MonthlySup1T = 1

BounceSup1M = BounceSup1M + 1

MonthlyEntrySup1 = close

MonthlyTPSup1 = MonthlyEntrySup1 + MonthlyTP*PipSize

MonthlySLSup1 = MonthlyEntrySup1 - MonthlySL*PipSize

ENDIF

xSup2M = Sup2M + PipBuffer

ySup2M = Sup2M - PipBuffer

IF (close > ySup2M) AND (low <= xSup2M) AND (MonthlySup2T = 0) THEN

MonthlySup2T = 1

BounceSup2M = BounceSup2M + 1

MonthlyEntrySup2 = close

MonthlyTPSup2 = MonthlyEntrySup2 + MonthlyTP*PipSize

MonthlySLSup2 = MonthlyEntrySup2 - MonthlySL*PipSize

ENDIF

xSup3M = Sup3M + PipBuffer

ySup3M = Sup3M - PipBuffer

IF (close > ySup3M) AND (low <= xSup3M) AND (MonthlySup3T = 0) THEN

MonthlySup3T = 1

BounceSup3M = BounceSup3M + 1

MonthlyEntrySup3 = close

MonthlyTPSup3 = MonthlyEntrySup3 + MonthlyTP*PipSize

MonthlySLSup3 = MonthlyEntrySup3 - MonthlySL*PipSize

ENDIF

//---------------------------------------------------------------------------

// SHORT entry

//---------------------------------------------------------------------------

IF SHORTenabled THEN

xPivotM = PivotM + PipBuffer

yPivotM = PivotM - PipBuffer

IF (close < xPivotM) AND (high >= yPivotM) AND (MonthlyPvtT = 0) THEN

MonthlyPvtT = 2

BouncePvtM = BouncePvtM + 1

MonthlyEntryPvt = close

MonthlyTPPvt = MonthlyEntryPvt - MonthlyTP*PipSize

MonthlySLPvt = MonthlyEntryPvt + MonthlySL*PipSize

ENDIF

xRes1M = Res1M + PipBuffer

yRes1M = Res1M - PipBuffer

IF (close < xRes1M) AND (high >= yRes1M) AND (MonthlyRes1T = 0) THEN

MonthlyRes1T = 1

BounceRes1M = BounceRes1M + 1

MonthlyEntryRes1 = close

MonthlyTPRes1 = MonthlyEntryRes1 - MonthlyTP*PipSize

MonthlySLRes1 = MonthlyEntryRes1 + MonthlySL*PipSize

ENDIF

xRes2M = Res2M + PipBuffer

yRes2M = Res2M - PipBuffer

IF (close < xRes2M) AND (high <= yRes2M) AND (MonthlyRes2T = 0) THEN

MonthlyRes2T = 1

BounceRes2M = BounceRes2M + 1

MonthlyEntryRes2 = close

MonthlyTPRes2 = MonthlyEntryRes2 - MonthlyTP*PipSize

MonthlySLRes2 = MonthlyEntryRes2 + MonthlySL*PipSize

ENDIF

xRes3M = Res3M + PipBuffer

yRes3M = Res3M - PipBuffer

IF (close < xRes3M) AND (high >= yRes3M) AND (MonthlyRes3T = 0) THEN

MonthlyRes3T = 1

BounceRes3M = BounceRes3M + 1

MonthlyEntryRes3 = close

MonthlyTPRes3 = MonthlyEntryRes3 - MonthlyTP*PipSize

MonthlySLRes3 = MonthlyEntryRes3 + MonthlySL*PipSize

ENDIF

//===========================================================================

Timeframe(Weekly,UpdateOnClose)

PivotW = (High[1] + Low[1] + Close[1]) / 3

Res1W = PivotW + (PivotW - Low)

Res2W = PivotW + (High - Low)

Res3W = High + (2 * (PivotW - Low))

Sup1W = PivotW - (High - PivotW)

Sup2W = PivotW - (High - Low)

Sup3W = Low - (2 * (High - PivotW))

//===========================================================================

Timeframe(Daily,UpdateOnClose)

PivotD = (High[1] + Low[1] + Close[1]) / 3

Res1D = PivotD + (PivotD - Low)

Res2D = PivotD + (High - Low)

Res3D = High + (2 * (PivotD - Low))

Sup1D = PivotD - (High - PivotD)

Sup2D = PivotD - (High - Low)

Sup3D = Low - (2 * (High - PivotD))

Timeframe(default)

buy at -close limit

GRAPH MonthlyWinLp AS "Monthly Wins - LONG pvt"

GRAPH MonthlyLossLp AS "Monthly Losses - LONG pvt"

GRAPH MonthlyWinLs1 AS "Monthly Wins - LONG sup1"

GRAPH MonthlyLossLs1 AS "Monthly Losses - LONG sup1"

GRAPH MonthlyWinLs2 AS "Monthly Wins - LONG sup2"

GRAPH MonthlyLossLs2 AS "Monthly Losses - LONG sup2"

GRAPH MonthlyWinLs3 AS "Monthly Wins - LONG sup3"

GRAPH MonthlyLossLs3 AS "Monthly Losses - LONG sup3"

GRAPH MonthlyWinSp AS "Monthly Wins - SHORT pvt"

GRAPH MonthlyLossSp AS "Monthly Losses - SHORT pvt"

GRAPH MonthlyWinSr1 AS "Monthly Wins - SHORT res1"

GRAPH MonthlyLossSr1 AS "Monthly Losses - SHORT res1"

GRAPH MonthlyWinSr2 AS "Monthly Wins - SHORT res2"

GRAPH MonthlyLossSr2 AS "Monthly Losses - SHORT res2"

GRAPH MonthlyWinSr3 AS "Monthly Wins - SHORT res3"

GRAPH MonthlyLossSr3 AS "Monthly Losses - SHORT res3"

the attached pic shows how data will be plotted in the variable panel of the backtest.

Lines 2-16 are self-explanatory.

Line 273 (the BUY line) serves no purpose other than abiding by the requirement of ProBackTest.

As to GRAPH, I fear the dubugging lines exceed the limit of ProBackTest, so I suggest to first monitor the LONG performance only by commenting out the SHORT lines, then reverting the comments to test the SHORT performance.

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kadziak

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04/19/2024 at 10:14 AM #231685

kadziak

Hi Roberto,

Thank you so much for this, I really appreciate it. I see the date you sent this message was in Feb, for whatever reason I did not receive a message from the portal notifying me of your response. So, apologies for my late reply. I just got a message yesterday with the ITF file.

Once again, thank you very much for the work you put into this. I hope this will work.

Best regards

Mike

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robertogozzi

kadziak

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