no trades in simulation - Trading Software

no trades in simulation

dimitri
2018-09-17 08:14:28

I have created the following system with the wizzard but when it runs there are no trades although I have data for the dates I run it.

// Buy rules

Rule1 = (high) > (hhv(high, 5));
buy = (Rule1);

// Sell rules

Rule2 = (low) < (llv(low, 5));
sell = (Rule2);

// Short rules

Rule3 = (low) < (llv(low,5));
short = (Rule3);

// Cover rules

Rule4 = (high) > (hhv(high,5));
cover = (Rule4);

dimitri
2018-09-17 08:18:32

please disregard above message

Salvatore Gaziano
2018-09-17 09:31:23

Dear Dimitri,
i think that you should use >= or <=, not > or < because the logic of your script is, for example in the Rule 1, "buy if the current high is higest than the higest of the last 5 period (the last bar is included)". Then if it is the higest, it cannot is higher than itself.
Then try to modify the Rule1 in (high) >= (hhv(high, 5));
Same for the others rule.

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