Trade does not always run in backtest

EB · 2017-06-13T21:47:28+00:00

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 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!

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06/13/2017 at 10:47 PM #38240 quote

EB
Participant

Senior

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!

attachment.docx

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

Senior
```
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
```
06/14/2017 at 9:29 AM #38259 quote
Nicolas
Keymaster

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

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