Trade does not always run in backtest

• 06/13/2017 at 10:47 PM #38240
  EB

  Hi,

  I am struggling with a code for some time. It seems to work for some cases, but strange enough not all of the times during the backtest.

  I am trying to code the following:

  c1 = Moving average 20 > Moving average 50

  c2 = Stochastic close [1] < 21 and stochastic close [0] >= 21

  c3 = abs(bollingerup close[0] – abs(bollowingerdown close[0])>1

  the combination of c1, c2 and c3 is reguired to buy a contract. Attached a screenshot of the graph with a example where I should expect a trade opening and a screenshot of the code.

  As a test I changed c1, c2 and c3 variables and each time the result shows different results, so apparently all conditions seems to work.

  Could please somebody  take a look and see what I am doing wrong? Why does it generate trades, but not for all the situations, when c1, c2 and c3 are valid?

  Thank you!

   

  

  EB

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  06/14/2017 at 8:12 AM #38251
  EB

  c1 = (Average[20](close[0]) > Average[50](close[0])) c2 = (Stochastic[5,3](close[1]) < 21 and Stochastic[5,3](close[0])>= 21) c3= abs(BollingerUp[20](close[0]) - BollingerDown[20](close[0]))> 1 IF (c1 and c2 and c3) THEN BUY 1 CONTRACT AT MARKET SET STOP LOSS 0.7 SET TARGET PROFIT 1.0 ENDIF

  1 2 3 4 5 6 7 8 9 10

  c1 = (Average[20](close[0]) > Average[50](close[0])) c2 = (Stochastic[5,3](close[1]) < 21 and Stochastic[5,3](close[0])>= 21) c3= abs(BollingerUp[20](close[0]) - BollingerDown[20](close[0]))> 1   IF (c1 and c2 and c3) THEN BUY 1 CONTRACT AT MARKET SET STOP LOSS 0.7 SET TARGET PROFIT 1.0   ENDIF

   

  

  EB

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  06/14/2017 at 9:29 AM #38259
  Nicolas

  You can GRAPH your 3 conditions on the chart while doing your backtest, this is how you should debug your problem:

  c1 = (Average[20](close[0]) > Average[50](close[0])) c2 = (Stochastic[5,3](close[1]) < 21 and Stochastic[5,3](close[0])>= 21) c3= abs(BollingerUp[20](close[0]) - BollingerDown[20](close[0]))> 1 IF (c1 and c2 and c3) THEN BUY 1 CONTRACT AT MARKET SET STOP LOSS 0.7 SET TARGET PROFIT 1.0 ENDIF signal = c1 and c2 and c3 graph signal

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  c1 = (Average[20](close[0]) > Average[50](close[0])) c2 = (Stochastic[5,3](close[1]) < 21 and Stochastic[5,3](close[0])>= 21) c3= abs(BollingerUp[20](close[0]) - BollingerDown[20](close[0]))> 1   IF (c1 and c2 and c3) THEN BUY 1 CONTRACT AT MARKET SET STOP LOSS 0.7 SET TARGET PROFIT 1.0 ENDIF   signal = c1 and c2 and c3   graph signal

  You’ll be able to compare what you expect as a signal and the one your code is actually returning.

  1 user thanked author for this post.

  EB

  

  Nicolas

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