Support Board
Date/Time: Wed, 15 Jan 2025 21:55:49 +0000
[User Discussion] - Backtest doesn't work as expeted
View Count: 835
[2017-09-16 18:41:04] |
ubarolo - Posts: 1 |
I'm testing this simple trading system that buy the highest high of 5 days back. float h = 0;
SCFloatArrayRef Highs = sc.BaseData[SC_HIGH]; if (sc.Index > 5) { for (int i = sc.Index - 5; i < sc.Index; i++) { if (h < Highs[i]) h = Highs[i]; } } //LONG if (h>0 ) { // Create an s_SCNewOrder object. s_SCNewOrder NewOrder; NewOrder.OrderQuantity = 1; NewOrder.TextTag = "Trading example tag"; NewOrder.OrderType = SCT_ORDERTYPE_STOP; NewOrder.Price1 = h; NewOrder.Target1Price = h + TargetValue.GetFloat(); NewOrder.Stop1Price = h - StopValue.GetFloat(); Result = sc.BuyEntry(NewOrder); //Result = sc.BuyOrder(NewOrder); //If there has been a successful order entry, then draw an arrow at the low of the bar. if (Result > 0) { r_EntryInternalOrderID = NewOrder.InternalOrderID; SCString InternalOrderIDNumberString; InternalOrderIDNumberString.Format("BuyEntry Internal Order ID: %d", r_EntryInternalOrderID); sc.AddMessageToLog(InternalOrderIDNumberString, 0); BuyEntrySubgraph[sc.Index] = sc.Low[sc.Index]; } } I don't understand why in the case attached it doesn't work. Can you help me? Date Time Of Last Edit: 2017-09-17 10:36:20
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2017-09-16_20h38_14.png / V - Attached On 2017-09-16 18:40:04 UTC - Size: 13.9 KB - 300 views |
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