test the relative bias filter

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07/06/2017 at 10:45 AM #39937 quote
victormork
Participant

Veteran
Hi, I would like to do some testing on the relative bias filter posted by Maz in the indicator library. I would like to just try generating a sell signal when the result line is coming down fro
```
DEFPARAM CumulateOrders = false
// Variables
response    = 20
cutoff      = 5
dynamicMode = 1 // true | false


once cutoff   = min(45, max(1, cutoff))
once response = max(2, response)
once btm = 0   + cutoff
once top = 100 - cutoff
if dynamicMode then
period = response*2 //200
endif
ar = rsi[response](average[period](TypicalPrice))
resultLine = min(top, max(btm, ar))

sc1 = resultline < 95
sc1 = sc1 and resultline[2] > 95

If sc1 then
sellshort 1 contract at market
endif

If shortonmarket and resultline > resultline[1] then
exitshort at market
endif
```
m the top cut off line. However I have not managed to get the code right. Is there any suggestions on solve my problems?
07/10/2017 at 9:52 AM #40216 quote

Nicolas
Keymaster

Legend

Your problem is that your “resultline” variable is never higher than 95, so obviously the “sc1” condition is never fulfilled and no orders are triggered 🙂

07/11/2017 at 12:09 PM #40346 quote

victormork
Participant

Veteran

thanks!
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test the relative bias filter

ProOrder: Automated Strategies & Backtesting

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victormork @victormork Participant

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This topic contains 2 replies,
has 2 voices, and was last updated by victormork
9 years, 2 months ago.

Topic Details

Forum:	ProOrder: Automated Strategies & Backtesting
Language:	English
Started:	07/06/2017
Status:	Active
Attachments:	No files

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