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                                                   Backtest from a chart not resulting in any trades

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JC
2020-09-10 17:57:40


https://www.quantshare.com/sa-585-how-to-backtest-a-strategy-from-a-chart

when i execute the script, no trades come up
this is the formula..

a = Willr(14);
Plot(a, "Willr", colorBlack, chartLine, StyleSymbolNone);

plot(-20, "");
plot(-80, "");

buy = cross(a, -20); // Buy when Willr crosses above -20
sell = cross(-20, a); // Sell when Willr crosses below -20

and the script as per the instructions

string tradingSystemName = "ChartSystem";

Chart chart = Charts.GetSelectedChart();
if(chart != null)
{
// Get Chart's Data
string symbol = chart.SymbolName;
int timeframe = chart.TimeFrame;
bool isEOD = chart.IsHistorical;
string formula = "";
for(int i=0;i<chart.Panes.Length;i++)
{
for(int j=0;j<chart.Panes[i].Formulas.Length;j++)
{
string formula1 = chart.Panes[i].Formulas[j].Formula.Replace(" ", "").ToLowerInvariant();
if(formula1.Contains("buy=") || formula1.Contains("short="))
{
// Trading system formula found
formula = chart.Panes[i].Formulas[j].Formula;
break;
}
}
}

if(formula != "")
{
// Create Trading System
QSTradingSystem ts = Simulator.CreateTradingSystem("", tradingSystemName);
string[] symbols = new string[1];
symbols[0] = symbol;
ts.Symbols = symbols;
ts.Timeframe = timeframe;
ts.IsEOD = isEOD;
ts.Formula = formula;
ts.Save();
Simulator.Optimize("", tradingSystemName, true);
}
else
{
MessageBox.Show("No system formula found in the chart. Make sure you use 'buy' or 'short' variables");
}
}
else
{
MessageBox.Show("Select a chart first");
}

the result is no trades



QuantShare
2020-09-14 11:19:12

  0

Best Answer
The first thing I notice is that on the script it search for "buy=" while in your formula you have:
buy = (with extra space between "y" and "=")



JC
2020-09-14 11:43:17

  0

doh!!!
Thank you. I copied it word for word from the example but clearly didn't think about the additional space between the script and the formula
Thanks so much



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