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  • back testing code

    the following are the coding done for the esignal backtesting for the bollinger indicator (%b) - entry -exit - stoploss - target .

    PROGRAM

    global variable Declaration :

    Var xUpper=null;
    Var xLower=null;
    Var Stop=null;
    Var Target=null;
    Var bInit=false;

    function main()
    {
    if(getCurrentBarIndex()==0)
    return;
    if(bInit==false)
    xUpper=Upperbollingerband(10);
    xlower=Lowerbollingerband(10);
    bInit=true;
    }
    return new Array(xUpper.getvalue(0), Xlower.getvalue(0));

    Var nU=xUpper.getvalue(-1);
    Var nL=xLower.getvalue(-1);
    if(nU==null || nL==null)
    return;
    if(Strategy.isLong()==false && Low(0)<=nL)
    {
    Strategy.doLong("Long Signal",Strategy.LIMIT , Strategy.THISBAR, Strategy.DEFAULT , Math.Min(nL ,open(0));
    elseif(Strategy.isShort()==false && high(0)>=nU)
    {
    Strategy.doShort("Short Signal ", Strategy.LIMIT , Strategy.THISBAR , Strategy.DEFAULT , Math.max(nU,open(0));
    }
    }
    stop = Entry - 3*ATR(10);
    Target =Entry+5*ATR(10);
    }


    Plz check the code , i am getting compling and execution problem for the backtesting code . can anyone correct the mistakes .Revert me back with right executsble code.

    hari prasad
    mail : [email protected]

  • #2
    the following are the coding done for the esignal backtesting for the bollinger indicator (%b) - entry -exit - stoploss - target .

    PROGRAM

    global variable Declaration :

    Var xUpper=null;
    Var xLower=null;
    Var Stop=null;
    Var Target=null;
    Var bInit=false;

    function main()
    {
    if(getCurrentBarIndex()==0)
    return;
    if(bInit==false)
    xUpper=Upperbollingerband(10);
    xlower=Lowerbollingerband(10);
    bInit=true;
    }
    return new Array(xUpper.getvalue(0), Xlower.getvalue(0));

    Var nU=xUpper.getvalue(-1);
    Var nL=xLower.getvalue(-1);
    if(nU==null || nL==null)
    return;
    if(Strategy.isLong()==false && Low(0)<=nL)
    {
    Strategy.doLong("Long Signal",Strategy.LIMIT , Strategy.THISBAR, Strategy.DEFAULT , Math.Min(nL ,open(0));
    elseif(Strategy.isShort()==false && high(0)>=nU)
    {
    Strategy.doShort("Short Signal ", Strategy.LIMIT , Strategy.THISBAR , Strategy.DEFAULT , Math.max(nU,open(0));
    }
    }
    stop = Entry - 3*ATR(10);
    Target =Entry+5*ATR(10);
    }


    Plz check the code , i am getting compling and execution problem for the backtesting code . can anyone correct the mistakes .Revert me back with right executsble code.

    hari prasad
    mail : [email protected]

    Comment


    • #3
      the following are the coding done for the esignal backtesting for the bollinger indicator (%b) - entry -exit - stoploss - target .

      PROGRAM

      global variable Declaration :

      Var xUpper=null;
      Var xLower=null;
      Var Stop=null;
      Var Target=null;
      Var bInit=false;

      function main()
      {
      if(getCurrentBarIndex()==0)
      return;
      if(bInit==false)
      xUpper=Upperbollingerband(10);
      xlower=Lowerbollingerband(10);
      bInit=true;
      }
      return new Array(xUpper.getvalue(0), Xlower.getvalue(0));

      Var nU=xUpper.getvalue(-1);
      Var nL=xLower.getvalue(-1);
      if(nU==null || nL==null)
      return;
      if(Strategy.isLong()==false && Low(0)<=nL)
      {
      Strategy.doLong("Long Signal",Strategy.LIMIT , Strategy.THISBAR, Strategy.DEFAULT , Math.Min(nL ,open(0));
      elseif(Strategy.isShort()==false && high(0)>=nU)
      {
      Strategy.doShort("Short Signal ", Strategy.LIMIT , Strategy.THISBAR , Strategy.DEFAULT , Math.max(nU,open(0));
      }
      }
      stop = Entry - 3*ATR(10);
      Target =Entry+5*ATR(10);
      }


      Plz check the code , i am getting compling and execution problem for the backtesting code . can anyone correct the mistakes .Revert me back with right executsble code.

      hari prasad
      mail : [email protected]

      Comment

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