Pro back-testing bullish / bearish heikin-ashi simple signal / variable

• 08/31/2022 at 2:40 AM #199923
  jonpt88

  Dear all,

  Apologies, first of all, for my ignorance in this subject:

  I am trying to simply combine the bullish heikin-ashi (green candle) closure with one moving average overcrossing (for longs) and a bearish heikin-ashi (red candle) clousure with moving average undercrossing (for bearish). The application does not have the variables to back-test on the basis of such condition of a heikin-ashi signal (bullish or bearish signal -first green or red candle) – (case by case). Hence, I would like to ask if any of you could be so kind to let me know how would the variable in the backtesting code should read to that effect. Thank you very much in advance.

  

  jonpt88

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  08/31/2022 at 4:33 AM #199924
  jonpt88

  Apologies for the second post in a row (unfortunately I could not amend the previous one, sorry for this).

  Meanwhile, I found a previous topic dealing partly with my question (pending to be answered; how to combine heikin-ashi with crossing (over and/or under a simple moving average): https://www.prorealcode.com/topic/heikin-ashi-auto-buy-sell-based-on-collor-change/

  Based on that information I came up with the below “back test code” for the SP500 but it is not showing any results when I ask the application to generate the report, (I must be missing something due to my ignorance):

  // Festlegen der Code-Parameter DEFPARAM CumulateOrders = False // Kumulieren von Positionen deaktiviert // Heikin Ashi setup once xOpen = open xClose = (open + close + high + low) / 4 if barindex > 0 then xOpen = (xOpen + xClose[1]) / 2 endif xLow = min(low,min(xClose,xOpen)) xHigh = max(high,max(xClose,xOpen)) // Bullish = xClose > xOpen Bearish = xClose < xOpen // Bedingungen zum Einstieg in Long-Positionen indicator1 = CALL Average[50](close) c1 = (Bullish AND Bearish[1]CROSSES OVER indicator1) IF C1 THEN BUY 1 CONTRACT AT MARKET ENDIF // exit LONG trade on a Bearish candlestick indicator1 = CALL Average[50] (close) c2 = (Bearish CROSSES UNDER indicator1) IF c2 THEN SELL AT MARKET ENDIF // Heikin Ashi setup once xOpen = open xClose = (open + close + high + low) / 4 if barindex > 0 then xOpen = (xOpen + xClose[1]) / 2 endif xLow = min(low,min(xClose,xOpen)) xHigh = max(high,max(xClose,xOpen)) // Bullish = xClose > xOpen Bearish = xClose < xOpen // SHORT trades when switching from bullish to bearish indicator1 = CALL Average[50] (close) c3 = (Bearish AND Bullish [1] CROSSES UNDER indicator1) IF c3 THEN SELLSHORT 1 CONTRACT AT MARKET ENDIF // exit SHORT trade on a Bullish candlestick indicator1 = CALL Average[50] (close) c4 = (Bullish CROSSES UNDER indicator1) IF c4 THEN EXITSHORT AT MARKET ENDIF

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  // Festlegen der Code-Parameter DEFPARAM CumulateOrders = False // Kumulieren von Positionen deaktiviert   // Heikin Ashi setup once xOpen = open xClose = (open + close + high + low) / 4 if barindex > 0 then xOpen = (xOpen + xClose[1]) / 2 endif xLow = min(low,min(xClose,xOpen)) xHigh = max(high,max(xClose,xOpen)) // Bullish = xClose > xOpen Bearish = xClose < xOpen   // Bedingungen zum Einstieg in Long-Positionen indicator1 = CALL Average[50](close) c1 = (Bullish AND Bearish[1]CROSSES OVER indicator1) IF C1 THEN BUY 1 CONTRACT AT MARKET ENDIF   // exit LONG trade on a Bearish candlestick indicator1 = CALL Average[50] (close) c2 = (Bearish CROSSES UNDER indicator1) IF c2 THEN SELL AT MARKET ENDIF   // Heikin Ashi setup once xOpen = open xClose = (open + close + high + low) / 4 if barindex > 0 then xOpen = (xOpen + xClose[1]) / 2 endif xLow = min(low,min(xClose,xOpen)) xHigh = max(high,max(xClose,xOpen)) // Bullish = xClose > xOpen Bearish = xClose < xOpen   // SHORT trades when switching from bullish to bearish indicator1 = CALL Average[50] (close) c3 = (Bearish AND Bullish [1] CROSSES UNDER indicator1) IF c3 THEN SELLSHORT 1 CONTRACT AT MARKET ENDIF   // exit SHORT trade on a Bullish candlestick indicator1 = CALL Average[50] (close) c4 = (Bullish CROSSES UNDER indicator1) IF c4 THEN EXITSHORT AT MARKET ENDIF

  

  jonpt88

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  08/31/2022 at 6:49 AM #199927
  JS

  1. Delete the Call instructions
  2. Bullish = xClose > xOpen is always equal to 1 or 0 and a 1 or a zero cannot cross with an average. Use “xClose crosses over indicator1”
  3. Same for Bearish

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  jonpt88

  

  JS

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  08/31/2022 at 9:04 PM #199991
  jonpt88

  Thank you for your reply.

  May you be so kind to repost the code with the recommended amendments / corrections for my easier guidance. Thank you in advance.

  

  jonpt88

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  08/31/2022 at 11:15 PM #199996
  JS

  Hi @jonpt88

  When you use 1 moving average and you want to go both long and short, your base code is limited to:

  (xClose = (Open + Close + High + Low) / 4)

  If xClose crosses over Average[50](Close) then

  Buy 1 contract at Market

  EndIf

  If xClose crosses under Average[50](close) then

  SellShort 1 contract at Market

  EndIf

   

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  jonpt88

  

  JS

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  08/31/2022 at 11:39 PM #199997
  jonpt88

  Thank you.

  

  jonpt88

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  09/18/2022 at 5:45 PM #200975
  jonpt88

  Is there anyway to add to the back test a third variable? What would be the continuation of the CODE if I may ask? Thank you.

  

  jonpt88

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  09/18/2022 at 5:53 PM #200976
  JS

  Hi @jonpt88

  What do you want to do with that third variable?

  What feature do you want to add?

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  JS

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  09/23/2022 at 3:55 AM #201224
  jonpt88

  Hi, a simple RSI. There must a code to allow back test to be subject to overbought / oversold umm

  

  jonpt88

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  09/23/2022 at 8:43 AM #201232
  JS

  Hi @jonpt88

  I have modified your first code, Heikin Ashi + Moving Average

  You can now back test the code

  For optimization, you can run the period of the Moving Average, for example, between 1 and 100

  Heikin Ashi + Average

  // Festlegen der Code-Parameter DEFPARAM CumulateOrders = False // Kumulieren von Positionen deaktiviert Once n=16 // Heikin Ashi setup once xOpen = open xClose = (open + close + high + low) / 4 if barindex > 0 then xOpen = (xOpen + xClose[1]) / 2 endif xLow = min(low,min(xClose,xOpen)) xHigh = max(high,max(xClose,xOpen)) // Bullish = xClose > xOpen Bearish = xClose < xOpen // Bedingungen zum Einstieg in Long-Positionen indicator1 = Average[n](close) c1 = (Bullish AND Bearish[1]) and xClose Crosses Over indicator1 IF C1 THEN BUY 1 CONTRACT AT MARKET ENDIF // exit LONG trade on a Bearish candlestick c2 = (Bearish and xClose Crosses Under indicator1) IF c2 THEN SELL AT MARKET ENDIF // SHORT trades when switching from bullish to bearish c3 = (Bearish AND Bullish[1]) and xClose Crosses Under indicator1 IF c3 THEN SELLSHORT 1 CONTRACT AT MARKET ENDIF // exit SHORT trade on a Bullish candlestick c4 = (Bullish and xClose Crosses Over indicator1) IF c4 THEN EXITSHORT AT MARKET ENDIF

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  // Festlegen der Code-Parameter DEFPARAM CumulateOrders = False // Kumulieren von Positionen deaktiviert   Once n=16   // Heikin Ashi setup once xOpen = open xClose = (open + close + high + low) / 4 if barindex > 0 then xOpen = (xOpen + xClose[1]) / 2 endif xLow = min(low,min(xClose,xOpen)) xHigh = max(high,max(xClose,xOpen)) // Bullish = xClose > xOpen Bearish = xClose < xOpen // Bedingungen zum Einstieg in Long-Positionen indicator1 = Average[n](close) c1 = (Bullish AND Bearish[1]) and xClose Crosses Over indicator1 IF C1 THEN BUY 1 CONTRACT AT MARKET ENDIF // exit LONG trade on a Bearish candlestick c2 = (Bearish and xClose Crosses Under indicator1) IF c2 THEN SELL AT MARKET ENDIF    // SHORT trades when switching from bullish to bearish c3 = (Bearish AND Bullish[1]) and xClose Crosses Under indicator1 IF c3 THEN SELLSHORT 1 CONTRACT AT MARKET ENDIF // exit SHORT trade on a Bullish candlestick c4 = (Bullish and xClose Crosses Over indicator1) IF c4 THEN EXITSHORT AT MARKET ENDIF

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  JS

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  09/23/2022 at 7:54 PM #201254
  jonpt88

  Looks like a profitable one 🙂

  

  jonpt88

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  09/23/2022 at 7:57 PM #201255
  SnorreDK

  Many algos is profitable without stoploss, but u need to swing a big d**k😉

  

  SnorreDK

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  09/23/2022 at 7:59 PM #201256
  jonpt88

  Do you know how to add a third variable like I ask – an RSI for example?

  

  jonpt88

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  09/23/2022 at 8:20 PM #201257
  JS

  You can add an extra condition with RSI for example:

  C1 = (Bullish and Bearish[1]) and xClose Crosses Over indicator 1 and RSI(16) Crosses Over 20

  C3 = (Bearish and Bullish[1] and xClose Crosses Under indicator 1 and RSI(16) Crosses Under 80

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  jonpt88

  

  JS

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  09/23/2022 at 8:36 PM #201258
  jonpt88

  Nice – would it be possible for you to add that to the code with such variable – regardless of the back test result 🙂 That would be very much appreciated.

  

  jonpt88

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