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                                                   Creating Trading System/Simulation doesn�t work

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Farhad
2021-05-01 15:20:33


Hi,

the following backtest doesn�t work:
Buy just before close of the current day if High of today > High of yesterday. Sell/Exit if Low of today < Low of yesterday. And I want to backtest only one stock, e.g. Facebook. Can anyone help me to get it run? Thank you!

// Buy rules

Rule1 = (HistoPrice(_high,0)) > (HistoPrice(_high,1));
buy = Rule1;

// Sell rules

Rule2 = (HistoPrice(_low,0)) < (HistoPrice(_low,1));
sell = Rule2



JC
2021-05-02 13:14:58

  0

Best Answer
have you tried the "ref" function rather than HistoPrice?
buy = high>ref(high,1);
sell = low<ref(low,1);
This works for me, rather than histoprice



Farhad
2021-05-05 02:29:55

  0

Great! Thank you, it�s working with the "ref" function. BTW: is ref(high,1) the same as high[1]?


JC
2021-05-05 07:26:10

  0

ref(high,1) is indeed the same as high[1]
thanks, I never knew about [1]!!



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