Support Board
Date/Time: Thu, 23 Jan 2025 14:26:20 +0000
Post From: How do I pull indicator values when a trade is made?
| [2018-11-12 15:26:37] |
| User944558 - Posts: 7 |
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I have a few personal indicators I made on the spreadsheet study along with other indicators like RSI and VWAP. I then proceed to backtest based on other indicators. How do I pull the values that I have on the spreadsheet study when the trade is opened and closed? For example, in a backtest, I make a long trade when RSI is at 30 and simultaneously short when RSI is at 70. I would like to know what are the respective ATR values, standard deviation away from vwap and other values on my spreadsheet study. I need to match them up for a structure to run my random forest on the trades to maximise profits based on the conditions of my entry and exit. Right now what I have are the trades on the activity log and because my charts are in volume bars, I cannot make use of the date and time to match the trades with my market conditions on the spreadsheet study. |