System being inconsistant

• 07/04/2016 at 2:46 PM #10180
  jbyrne

  Hi, if re-written my system but it’s very inconsistent since the code seems to be fine but when I backtest it, it doesn’t always go long/short when its mean’t to please help. Please check links for photos of the problem I’m having.

  Photo link: https://gyazo.com/e844d6b20ad1b5dbc3afc38d2d19ba4f

  Also I’m using spreadbetting and all the units seems to be in cents in instead of full numbers, anyway to change that? thanks

  // Definition of code parameters DEFPARAM CumulateOrders = false // Cumulating positions deactivated // Conditions to enter long positions indicator1 = Average[9](close) c1 = (indicator1 CROSSES OVER open) indicator2 = Average[9](close) c2 = (indicator2 CROSSES UNDER close) IF c1 AND c2 THEN BUY 3 PERPOINT AT MARKET ENDIF // Conditions to exit long positions indicator3 = Average[9](close) c3 = (indicator3 CROSSES UNDER open) indicator4 = Average[9](close) c4 = (indicator4 CROSSES OVER close) IF c3 AND c4 THEN SELL AT MARKET ENDIF // Conditions to enter short positions indicator5 = Average[9](close) c5 = (indicator5 CROSSES UNDER open) indicator6 = Average[9](close) c6 = (indicator6 CROSSES OVER close) IF c5 AND c6 THEN SELLSHORt 3 PERPOINT AT MARKET ENDIF // Conditions to exit short positions indicator7 = Average[9](close) c7 = (indicator7 CROSSES OVER close) indicator8 = Average[9](close) c8 = (indicator8 CROSSES UNDER close) IF c7 AND c8 THEN EXITSHORT AT MARKET ENDIF // Stops and targets

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  // Definition of code parameters DEFPARAM CumulateOrders = false // Cumulating positions deactivated   // Conditions to enter long positions indicator1 = Average[9](close) c1 = (indicator1 CROSSES OVER open)   indicator2 = Average[9](close) c2 = (indicator2 CROSSES UNDER close)   IF c1 AND c2 THEN BUY 3 PERPOINT AT MARKET ENDIF   // Conditions to exit long positions indicator3 = Average[9](close) c3 = (indicator3 CROSSES UNDER open)   indicator4 = Average[9](close) c4 = (indicator4 CROSSES OVER close)   IF c3 AND c4 THEN SELL  AT MARKET ENDIF   // Conditions to enter short positions indicator5 = Average[9](close) c5 = (indicator5 CROSSES UNDER open)   indicator6 = Average[9](close) c6 = (indicator6 CROSSES OVER close)   IF c5 AND c6 THEN SELLSHORt 3 PERPOINT AT MARKET ENDIF   // Conditions to exit short positions indicator7 = Average[9](close) c7 = (indicator7 CROSSES OVER close)   indicator8 = Average[9](close) c8 = (indicator8 CROSSES UNDER close)   IF c7 AND c8 THEN EXITSHORT  AT MARKET ENDIF   // Stops and targets

   

  

  jbyrne

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  07/04/2016 at 3:21 PM #10181
  Nicolas

  You have some conditions that do not suit the crosses over/under at the same time, that’s why there are some problems obviously.

  If you want to test a simple cross of the price with a moving average, you should only code it like this:

  indicator1 = Average[9](close) //buy condition cBuy = (close CROSSES OVER indicator1) sell condition cSell = (close CROSSES UNDER indicator1)

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  indicator1 = Average[9](close)   //buy condition cBuy = (close CROSSES OVER indicator1)   sell condition cSell = (close CROSSES UNDER indicator1)

  That’s all you need.

   

  

  Nicolas

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  07/04/2016 at 3:32 PM #10184
  jbyrne

  Hi, thank you for your help it’s helped me a lot. I have realized that the problem i was having is that I use heiken ashi candles but ProOrder uses regular candlesticks. How can I get my code to buy/sell according to Heiken Ashi candles instead of regular candlesticks? thank you

  

  jbyrne

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  07/04/2016 at 3:42 PM #10186
  Nicolas

  Here is Heiken Ashi candlestick Close code you need:

  haclose=(open+close+low+high)/4

  1	haclose=(open+close+low+high)/4

   

  

  Nicolas

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  07/04/2016 at 3:43 PM #10187
  jbyrne

  thank you you have been very helpful, but can you direct me where to put that code in order to make my system work? thank you

  

  jbyrne

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  07/04/2016 at 4:00 PM #10190
  Nicolas

  Add it at the beginning of your code and then replace of the “close” with “haclose”, that’s all.

  

  Nicolas

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  07/04/2016 at 4:12 PM #10191
  jbyrne

  thank you it works great apart from the it opens the new position at the close of the candle instead of the open. How can this be changed? thank you

  

  jbyrne

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  07/04/2016 at 6:44 PM #10200
  Nicolas

  Conditions are tested at the bar close and positions are next open candle. So I think what you observed here is the spread.

  

  Nicolas

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  07/04/2016 at 7:15 PM #10203
  jbyrne

  I don’t know if its the spread or not because spreads surely aren’t this big? https://gyazo.com/06c9d8fd6754e2460e60b97147677546

  

  jbyrne

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