Need strategy for backtesting of automated

• 01/12/2025 at 5:15 AM #242430
  cavineet

  Hello,

  Can I have an automated strategy for the indicator with the below conditions so that I can backtest the results?

  Condition 1:

  If the price close above super trend average, THEN

  BUY on Blue candle OR color change from Red Candle to white (whichever comes first).    SELL (Close) on color change (white or red whatever comes first)

  If price close is below super trend average, THEN

  SELL on Red OR color change from Blue to white (whichever comes first). BUY (Close) on color change (white or blue whichever comes first)

   

  Attached below 3 files:

  1)     Code for indicator, PRC_PerfectTrendLine-2. It consists of 3 candles with colors Blue, Red and White. Blue is like green candle, and white is advance indication

  2)     Code for Super-Trended-Moving-Averages

  3)     Screenshot of conditions

  Thanks for help!

  

  cavineet

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  Topics: 7

  Replies: 18

  Been thanked: 1 time
  01/14/2025 at 1:49 PM #242544
  Iván

  Hi. Here you have the long trades version

  // --- settings SlowLength = 7 // Slow length FastLength = 3 // Fast length // --- end of settings fasthigh = Highest[SlowLength](high)//[1] fastlow = Lowest[SlowLength](low)//[1] slowhigh = Highest[FastLength](high)//[1] slowlow = Lowest[FastLength](low)//[1] if high<slowhigh then thighs=slowhigh else thighs=high endif if low>slowlow then tlows=slowlow else tlows=low endif if high<fasthigh then thighf=fasthigh else thighf=high endif if low>fastlow then tlowf=fastlow else tlowf=low endif if close>slowln[1] then slowln=tlows else slowln=thighs endif if close>fastln[1] then fastln=tlowf else fastln=thighf endif once trend1=-1 if close<slowln and close<fastln then trend1=1 endif if close>slowln and close>fastln then trend1=0 endif if trend1<>trend[1] then if trend1=0 then r=30 g=144 b=255 else r=200 g=20 b=60 endif endif src = Close //Data type mav = 1 //Moving Average Value: 0=SMA, 1=EMA, 2=WMA, 3=DEMA, 4=TMA, 5=VAR, 6=WWMA, 7=ZLEMA, 8=TSF, 9=HMA, 10=T3 length = 100 //Moving Average Length Periods = 10 //ATR period Multiplier = 0.5 //ATR Multiplier T3a1 = 0.7 //Tillson T3 Volume Factor valpha = 2 / (length+1) If src > src[1] then //Green candle vud1 = src - src[1] //Green profit else vud1 = 0 EndIf If src < src[1] then //Red candle vdd1 = src[1] - src //Red Loss else vdd1=0 EndIf vUD = Summation[9](vud1) //Summation [9] Green profit vDD = Summation[9](vdd1) //Summation [9] Red Loss vCMO = ((vUD - vDD) / vUD + vDD) //Cumulative Market Oscillator Once VAR = 0 VAR = (valpha * Abs(vCMO) * src) + (1 - valpha * Abs(vCMO)) * VAR[1] xDEMA = 2 * ExponentialAverage[length](src) - ExponentialAverage[length](ExponentialAverage[length](src)) wwalpha = 1 //Length Once WWMA = 0 WWMA = wwalpha * src + (1 - wwalpha) * WWMA[1] If (length / 2) = Round(length / 2) then //Check even/odd length for "zero lag" zxLag = (length / 2) Else zxLag = ((length-1) / 2) EndIf zxEMAData = src + src - src[zxLag] xZLEMA = ExponentialAverage[length](zxEMAData) //Zero Lag Exponential Average lrc = LinearRegression[length](src) lrc1 = lrc[1] lrs = lrc - lrc1 TSF = LinearRegression[length](src) + lrs //Time Series Forecast HMA = WeightedAverage[Round(SQRT(length))](2 * WeightedAverage[length/2](src) - WeightedAverage[length](src)) //Hull Moving Average T3e1 = ExponentialAverage[length](src) T3e2 = ExponentialAverage[length](T3e1) T3e3 = ExponentialAverage[length](T3e2) T3e4 = ExponentialAverage[length](T3e3) T3e5 = ExponentialAverage[length](T3e4) T3e6 = ExponentialAverage[length](T3e5) T3c1 = -T3a1 * T3a1 * T3a1 T3c2 = 3 * T3a1 * T3a1 + 3 * T3a1 * T3a1 * T3a1 T3c3 = -6 * T3a1 * T3a1 - 3 * T3a1 - 3 * T3a1 * T3a1 * T3a1 T3c4 = 1 + 3 * T3a1 + T3a1 * T3a1 * T3a1 + 3 * T3a1 * T3a1 T3 = T3c1 * T3e6 + T3c2 * T3e5 + T3c3 * T3e4 + T3c4 * T3e3 //T3 Moving Average Once MA = 0 If mav = 0 then MA = Average[length,0](src) //SMA ElsIf mav = 1 then MA = Average[length,1](src) //EMA ElsIf mav = 2 then MA = Average[length,2](src) //WEMA ElsIf mav = 3 then MA = xDEMA //DEMA ElsIf mav = 4 then MA = Average[Floor(length / 2) + 1](Average[Ceil(length / 2)](src)) //TMA ElsIf mav = 5 then MA = VAR //VAR a.k.a. VIDYA Variable Index Dynamic Moving Average ElsIf mav = 6 then MA = WWMA //WWMA Welles Wilder's Moving Average ElsIf mav = 7 then MA = xZLEMA //ZLEMA Zero Lag Exponential Moving Average ElsIf mav = 8 then MA = TSF //TSF Time Series Forecast ElsIf mav = 9 then MA = HMA //HMA Hull Moving Average ElsIf mav = 10 then MA = T3 //T3 Tillson Moving Average EndIf atr = AverageTrueRange[Periods](src) up = MA - Multiplier * atr up1 = up[1] If src[1] > up1 then up = Max(up, up1) Else up = up EndIf dn = MA + Multiplier * atr dn1 = dn[1] If src[1] < dn1 then dn = Min(dn, dn1) else dn = dn EndIf Once trend = 1 If trend = -1 and Close > dn1 then trend = 1 ElsIf trend = 1 and Close < up1 then trend = -1 EndIf if not longonmarket and close>dn and ((trend1=0 and close>slowln) or (trend1=1 and close crosses over slowln)) then buy 1 contract at market endif if longonmarket and (close<slowln or trend1=1) then sell at market endif graphonprice up as "Up trend"coloured("red") graphonprice dn as "Down trend"coloured("Red") graphonprice slowln as "slowln"coloured(200,20,60) graphonprice fastln as "fastln"coloured(30,144,255)

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  // --- settings SlowLength         = 7 // Slow length FastLength         = 3 // Fast length // --- end of settings   fasthigh = Highest[SlowLength](high)//[1] fastlow  = Lowest[SlowLength](low)//[1] slowhigh = Highest[FastLength](high)//[1] slowlow  = Lowest[FastLength](low)//[1]   if high<slowhigh then thighs=slowhigh else thighs=high endif if low>slowlow then tlows=slowlow else tlows=low endif if high<fasthigh then thighf=fasthigh else thighf=high endif if low>fastlow then tlowf=fastlow else tlowf=low endif   if close>slowln[1] then slowln=tlows else slowln=thighs endif if close>fastln[1] then fastln=tlowf else fastln=thighf endif   once trend1=-1 if close<slowln and close<fastln then trend1=1 endif if close>slowln and close>fastln then trend1=0 endif   if trend1<>trend[1] then if trend1=0 then r=30 g=144 b=255 else r=200 g=20 b=60 endif   endif   src = Close //Data type mav = 1 //Moving Average  Value: 0=SMA, 1=EMA, 2=WMA, 3=DEMA, 4=TMA, 5=VAR, 6=WWMA, 7=ZLEMA, 8=TSF, 9=HMA, 10=T3 length = 100 //Moving Average Length Periods = 10 //ATR period Multiplier = 0.5 //ATR Multiplier   T3a1 = 0.7 //Tillson T3 Volume Factor   valpha = 2 / (length+1)   If src > src[1] then //Green candle vud1 = src - src[1] //Green profit else vud1 = 0 EndIf   If src < src[1] then //Red candle vdd1 = src[1] - src //Red Loss else vdd1=0 EndIf   vUD = Summation[9](vud1) //Summation [9] Green profit vDD = Summation[9](vdd1) //Summation [9] Red Loss   vCMO = ((vUD - vDD) / vUD + vDD) //Cumulative Market Oscillator Once VAR = 0 VAR = (valpha * Abs(vCMO) * src) + (1 - valpha * Abs(vCMO)) * VAR[1]   xDEMA = 2 * ExponentialAverage[length](src) - ExponentialAverage[length](ExponentialAverage[length](src))   wwalpha = 1 //Length Once WWMA = 0 WWMA = wwalpha * src + (1 - wwalpha) * WWMA[1]   If (length / 2) = Round(length / 2) then //Check even/odd length for "zero lag" zxLag = (length / 2) Else zxLag = ((length-1) / 2) EndIf   zxEMAData = src + src - src[zxLag] xZLEMA = ExponentialAverage[length](zxEMAData) //Zero Lag Exponential Average   lrc = LinearRegression[length](src) lrc1 = lrc[1] lrs = lrc - lrc1 TSF = LinearRegression[length](src) + lrs //Time Series Forecast   HMA = WeightedAverage[Round(SQRT(length))](2 * WeightedAverage[length/2](src) - WeightedAverage[length](src)) //Hull Moving Average   T3e1 = ExponentialAverage[length](src) T3e2 = ExponentialAverage[length](T3e1) T3e3 = ExponentialAverage[length](T3e2) T3e4 = ExponentialAverage[length](T3e3) T3e5 = ExponentialAverage[length](T3e4) T3e6 = ExponentialAverage[length](T3e5)   T3c1 = -T3a1 * T3a1 * T3a1 T3c2 = 3 * T3a1 * T3a1 + 3 * T3a1 * T3a1 * T3a1 T3c3 = -6 * T3a1 * T3a1 - 3 * T3a1 - 3 * T3a1 * T3a1 * T3a1 T3c4 = 1 + 3 * T3a1 + T3a1 * T3a1 * T3a1 + 3 * T3a1 * T3a1 T3 = T3c1 * T3e6 + T3c2 * T3e5 + T3c3 * T3e4 + T3c4 * T3e3 //T3 Moving Average   Once MA = 0 If mav = 0 then MA = Average[length,0](src) //SMA ElsIf mav = 1 then MA = Average[length,1](src) //EMA ElsIf mav = 2 then MA = Average[length,2](src) //WEMA ElsIf mav = 3 then MA = xDEMA //DEMA ElsIf mav = 4 then MA = Average[Floor(length / 2) + 1](Average[Ceil(length / 2)](src)) //TMA ElsIf mav = 5 then MA = VAR //VAR a.k.a. VIDYA Variable Index Dynamic Moving Average ElsIf mav = 6 then MA = WWMA //WWMA Welles Wilder's Moving Average ElsIf mav = 7 then MA = xZLEMA //ZLEMA Zero Lag Exponential Moving Average ElsIf mav = 8 then MA = TSF //TSF Time Series Forecast ElsIf mav = 9 then MA = HMA //HMA Hull Moving Average ElsIf mav = 10 then MA = T3 //T3 Tillson Moving Average EndIf   atr = AverageTrueRange[Periods](src) up = MA - Multiplier * atr up1 = up[1] If src[1] > up1 then up = Max(up, up1) Else up = up EndIf dn = MA + Multiplier * atr dn1 = dn[1] If src[1] < dn1 then dn = Min(dn, dn1) else dn = dn EndIf   Once trend = 1 If trend = -1 and Close > dn1 then trend = 1 ElsIf trend = 1 and Close < up1 then trend = -1 EndIf   if not longonmarket and close>dn and ((trend1=0 and close>slowln) or (trend1=1 and close crosses over slowln)) then buy 1 contract at market endif if longonmarket and (close<slowln or trend1=1) then sell at market endif   graphonprice up as "Up trend"coloured("red") graphonprice dn as "Down trend"coloured("Red") graphonprice slowln as "slowln"coloured(200,20,60) graphonprice fastln as "fastln"coloured(30,144,255)

   

  

  Iván

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  01/14/2025 at 5:23 PM #242575
  cavineet

  Thank you Ivan, you are a code master.

  Let me try this with import and backtest and see if this works as expected. best regards

  

  cavineet

  Participant

  Topics: 7

  Replies: 18

  Been thanked: 1 time
  01/15/2025 at 5:11 AM #242584
  cavineet

  Hi Ivan, I tried to include this for Short trade version but does not work, can you please check

  Once trend = 1
  If trend = -1 and Close < dn1 then
  trend = 1
  ElsIf trend = 1 and Close > up1 then
  trend = -1
  EndIf
  if not shortonmarket and close < dn and ((trend1 = 0 and close < slowln) or (trend1 = 1 and close crosses under slowln)) then
  sell 1 contract at market
  endif
  if shortonmarket and (close > slowln or trend1 = 1)then
  buy at market
  endif

  

  cavineet

  Participant

  Topics: 7

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  01/15/2025 at 10:13 AM #242596
  Iván

  Hi! you don’t have results because to go short you should use this:

  if yourconditions then Sellshort 1 contract at martket endif if yourconditions then exitshort at market endif

  1 2 3 4 5 6 7

  if yourconditions then Sellshort 1 contract at martket endif   if yourconditions then exitshort at market endif

   

  

  Iván

  Moderator

  Topics: 0

  Replies: 1117

  Been thanked: 405 times
  01/15/2025 at 6:40 PM #242656
  cavineet

  Hi Ivan thank you.

  There is some issue with double arrows. After the SELL entry BUY exist is happening without the changes to colour.

  Please see the attached picture which shows the incorrect exit and timelines and the entire code used. Can you please guide me refining this?

  // — settings
  SlowLength = 7 // Slow length
  FastLength = 3 // Fast length
  // — end of settings

  fasthigh = Highest[SlowLength](high)//[1]
  fastlow = Lowest[SlowLength](low)//[1]
  slowhigh = Highest[FastLength](high)//[1]
  slowlow = Lowest[FastLength](low)//[1]

  if high<slowhigh then
  thighs=slowhigh
  else
  thighs=high
  endif
  if low>slowlow then
  tlows=slowlow
  else
  tlows=low
  endif
  if high<fasthigh then
  thighf=fasthigh
  else
  thighf=high
  endif
  if low>fastlow then
  tlowf=fastlow
  else
  tlowf=low
  endif

  if close>slowln[1] then
  slowln=tlows
  else
  slowln=thighs
  endif
  if close>fastln[1] then
  fastln=tlowf
  else
  fastln=thighf
  endif

  once trend1=-1
  if close<slowln and close<fastln then
  trend1=1
  endif
  if close>slowln and close>fastln then
  trend1=0
  endif

  if trend1<>trend[1] then
  if trend1=0 then
  r=30
  g=144
  b=255
  else
  r=200
  g=20
  b=60
  endif

  endif

  src = Close //Data type
  mav = 1 //Moving Average Value: 0=SMA, 1=EMA, 2=WMA, 3=DEMA, 4=TMA, 5=VAR, 6=WWMA, 7=ZLEMA, 8=TSF, 9=HMA, 10=T3
  length = 100 //Moving Average Length
  Periods = 10 //ATR period
  Multiplier = 0.5 //ATR Multiplier

  T3a1 = 0.7 //Tillson T3 Volume Factor

  valpha = 2 / (length+1)

  If src > src[1] then //Green candle
  vud1 = src – src[1] //Green profit
  else
  vud1 = 0
  EndIf

  If src < src[1] then //Red candle
  vdd1 = src[1] – src //Red Loss
  else
  vdd1=0
  EndIf

  vUD = Summation[9](vud1) //Summation [9] Green profit
  vDD = Summation[9](vdd1) //Summation [9] Red Loss

  vCMO = ((vUD – vDD) / vUD + vDD) //Cumulative Market Oscillator
  Once VAR = 0
  VAR = (valpha * Abs(vCMO) * src) + (1 – valpha * Abs(vCMO)) * VAR[1]

  xDEMA = 2 * ExponentialAverage[length](src) – ExponentialAverage[length](ExponentialAverage[length](src))

  wwalpha = 1 //Length
  Once WWMA = 0
  WWMA = wwalpha * src + (1 – wwalpha) * WWMA[1]

  If (length / 2) = Round(length / 2) then //Check even/odd length for “zero lag”
  zxLag = (length / 2)
  Else
  zxLag = ((length-1) / 2)
  EndIf

  zxEMAData = src + src – src[zxLag]
  xZLEMA = ExponentialAverage[length](zxEMAData) //Zero Lag Exponential Average

  lrc = LinearRegression[length](src)
  lrc1 = lrc[1]
  lrs = lrc – lrc1
  TSF = LinearRegression[length](src) + lrs //Time Series Forecast

  HMA = WeightedAverage[Round(SQRT(length))](2 * WeightedAverage[length/2](src) – WeightedAverage[length](src)) //Hull Moving Average

  T3e1 = ExponentialAverage[length](src)
  T3e2 = ExponentialAverage[length](T3e1)
  T3e3 = ExponentialAverage[length](T3e2)
  T3e4 = ExponentialAverage[length](T3e3)
  T3e5 = ExponentialAverage[length](T3e4)
  T3e6 = ExponentialAverage[length](T3e5)

  T3c1 = -T3a1 * T3a1 * T3a1
  T3c2 = 3 * T3a1 * T3a1 + 3 * T3a1 * T3a1 * T3a1
  T3c3 = -6 * T3a1 * T3a1 – 3 * T3a1 – 3 * T3a1 * T3a1 * T3a1
  T3c4 = 1 + 3 * T3a1 + T3a1 * T3a1 * T3a1 + 3 * T3a1 * T3a1
  T3 = T3c1 * T3e6 + T3c2 * T3e5 + T3c3 * T3e4 + T3c4 * T3e3 //T3 Moving Average

  Once MA = 0
  If mav = 0 then
  MA = Average[length,0](src) //SMA
  ElsIf mav = 1 then
  MA = Average[length,1](src) //EMA
  ElsIf mav = 2 then
  MA = Average[length,2](src) //WEMA
  ElsIf mav = 3 then
  MA = xDEMA //DEMA
  ElsIf mav = 4 then
  MA = Average[Floor(length / 2) + 1](Average[Ceil(length / 2)](src)) //TMA
  ElsIf mav = 5 then
  MA = VAR //VAR a.k.a. VIDYA Variable Index Dynamic Moving Average
  ElsIf mav = 6 then
  MA = WWMA //WWMA Welles Wilder’s Moving Average
  ElsIf mav = 7 then
  MA = xZLEMA //ZLEMA Zero Lag Exponential Moving Average
  ElsIf mav = 8 then
  MA = TSF //TSF Time Series Forecast
  ElsIf mav = 9 then
  MA = HMA //HMA Hull Moving Average
  ElsIf mav = 10 then
  MA = T3 //T3 Tillson Moving Average
  EndIf

  atr = AverageTrueRange[Periods](src)
  up = MA – Multiplier * atr
  up1 = up[1]
  If src[1] > up1 then
  up = Max(up, up1)
  Else
  up = up
  EndIf
  dn = MA + Multiplier * atr
  dn1 = dn[1]
  If src[1] < dn1 then
  dn = Min(dn, dn1)
  else
  dn = dn
  EndIf

  Once trend = 1
  If trend = -1 and Close > dn1 then
  trend = 1
  ElsIf trend = 1 and Close < up1 then
  trend = -1
  EndIf

  if not longonmarket and close>dn and((trend1=0 and close>slowln) or (trend1=1 and close crosses over slowln)) then
  buy 1 contract at market
  endif
  if longonmarket and (close<slowln or trend1=1) then
  sell at market
  endif

  if not shortonmarket and close < dn and ((trend1 = 0 and close < slowln) or (trend1 = 1 and close crosses under slowln))then
  SELLSHORT 1 contract AT MARKET
  endif

  if shortonmarket and (close > slowln or trend1 = 1)then
  exitshort at market
  endif

  graphonprice up as “Up trend”coloured(“red”)
  graphonprice dn as “Down trend”coloured(“Red”)
  graphonprice slowln as “slowln”coloured(200,20,60)
  graphonprice fastln as “fastln”coloured(30,144,255)

   

  

  cavineet

  Participant

  Topics: 7

  Replies: 18

  Been thanked: 1 time
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