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Old 01-20-2012, 02:51 AM   #1

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ProRealTime - Probacktest Error

Hi everyone,

I got a question about Probacktest. It seems like signals are given 1 bar too late each time.

This is my code:
IF (DOpen(1) < DClose(1)) Then
BUY 1 SHARES AT MARKET
ENDIF

IF (DOpen(0) >= DClose(0)) OR (DOpen(0) <= DClose(0)) THEN
SELL AT MARKET THISBARONCLOSE
ENDIF

IF (DOpen(1) > DClose(1)) Then
SELLSHORT 1 SHARES AT MARKET
ENDIF

IF (DOpen(0) >= DClose(0)) or (DOpen(0) <= DClose(0)) Then
EXITSHORT AT MARKET THISBARONCLOSE
ENDIF

This system should go LONG when the previous day candle was green and should go SHORT when the previous day candle was red. The trade should be exited at the end of the day.

When I test this simple code the signals are executed 1 bar too late...

I hope someone can show me the error in this code.

Tim
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Old 02-07-2012, 02:51 PM   #2

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Re: ProRealTime - Probacktest Error

Quote:
Originally Posted by Revolutionary »
Hi everyone,

I got a question about Probacktest. It seems like signals are given 1 bar too late each time.

This is my code:
IF (DOpen(1) < DClose(1)) Then
BUY 1 SHARES AT MARKET
ENDIF

IF (DOpen(0) >= DClose(0)) OR (DOpen(0) <= DClose(0)) THEN
SELL AT MARKET THISBARONCLOSE
ENDIF

IF (DOpen(1) > DClose(1)) Then
SELLSHORT 1 SHARES AT MARKET
ENDIF

IF (DOpen(0) >= DClose(0)) or (DOpen(0) <= DClose(0)) Then
EXITSHORT AT MARKET THISBARONCLOSE
ENDIF

This system should go LONG when the previous day candle was green and should go SHORT when the previous day candle was red. The trade should be exited at the end of the day.

When I test this simple code the signals are executed 1 bar too late...

I hope someone can show me the error in this code.

Tim
Okay, now it's a hell of a long time since I used ProRealTime for any kind of coding, but its the first platform language in which I learnt to code), so this is little more than a guess . . . Try something like:

This is my code:
IF (DOpen(0) < DClose(0)) Then
BUY 1 SHARES AT MARKET
ENDIF

IF LONGONMARKET THEN
SELL AT MARKET NEXTBARONCLOSE
ENDIF

Little more than a guess, but it will be a fault in the code rather than a glitch in the software, so keep playing around (and read the manual, which is actually quite helpful).

Cheers.
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