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Buy / Sell Code Problem


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  #1 (permalink)
 resirca52009 
Indianapolis, Indiana/ USA
 
Experience: Advanced
Platform: MT4, Ninjatrader
Broker: AMP / CQG
Trading: Futures
Posts: 64 since Oct 2012
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Hello,

I have learned a great deal from this site over the past few weeks but unfortunately still feel dwarfed by the amount of knowledge I find here. Not only feel embarrassed to answer a question but more so to ask one. Any way here it is :

Below is my buy / sell code ( based on John Ehlers Center of Gravity Indicator ) Something is just not right; it buys and sells OK but I can't test it in the strategy tester...all results come back insignificant. Any help is much appreciated.

//************GO LONG

if ( (iCustom(Symbol(), 0, "Center Of Gravity Oscillator",8,true, 1, 1) > iCustom(Symbol(), 0, "Center Of Gravity Oscillator",8,true, 2, 1) && iCustom(Symbol(), 0, "Center Of Gravity Oscillator",8,true, 1, 3) > iCustom(Symbol(), 0, "Center Of Gravity Oscillator",8,true, 0, 3)) )
{ Print("Trading condition [(iCustom(Symbol(), 0, Center Of Gravity Oscillator...] is valid. Trying to open long position...");
Buy(Symbol(), 0.01, 30, 15, 15); }

//************EXIT LONG

if ( (iCustom(Symbol(), 0, "Center Of Gravity Oscillator",8,true, 1, 1) < iCustom(Symbol(), 0, "Center Of Gravity Oscillator",8,true, 2, 1) && iCustom(Symbol(), 0, "Center Of Gravity Oscillator",8,true, 1, 3) < iCustom(Symbol(), 0, "Center Of Gravity Oscillator",8,true, 0, 3)) )
{ Print("Trading condition [(iCustom(Symbol(), 0, Center Of Gravity Oscillator...] is valid. Trying to close long position...");
CloseLong(Symbol()); }

//************GO SHORT

if ( (iCustom(Symbol(), 0, "Center Of Gravity Oscillator",8,true, 1, 1) < iCustom(Symbol(), 1, "Center Of Gravity Oscillator",8,true, 2, 1) && iCustom(Symbol(), 1, "Center Of Gravity Oscillator",8,true, 0, 3) < iCustom(Symbol(), 0, "Center Of Gravity Oscillator",8,true, 0, 3)) )
{ Print("Trading condition [(iCustom(Symbol(), 0, Center Of Gravity Oscillator...] is valid. Trying to open long position...");
Sell(Symbol(), 0.01, 30, 15, 15); }

//************EXIT SHORT

if ( (iCustom(Symbol(), 0, "Center Of Gravity Oscillator",8,true, 1, 1) > iCustom(Symbol(), 0, "Center Of Gravity Oscillator",8,true, 2, 1) && iCustom(Symbol(), 0, "Center Of Gravity Oscillator",8,true, 0, 3) > iCustom(Symbol(), 0, "Center Of Gravity Oscillator",8,true, 0, 3)) )
{ Print("Trading condition [(iCustom(Symbol(), 0, Center Of Gravity Oscillator...] is valid. Trying to close short position...");
CloseShort(Symbol()); }


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  #2 (permalink)
 
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 NJAMC 
Atkinson, NH USA
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resirca52009 View Post
Hello,


Below is my buy / sell code ( based on John Ehlers Center of Gravity Indicator ) Something is just not right; it buys and sells OK but I can't test it in the strategy tester...all results come back insignificant. Any help is much appreciated.

Hi @resirca52009,

Is it possible that indicator needs TickData? If so, you can probably only test it under Replay mode. Back testing and strategy testing only provides bar data, not tick data, back to the strategy.


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  #3 (permalink)
 
NJAMC's Avatar
 NJAMC 
Atkinson, NH USA
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Sorry,

I am not sure my message above is relevant, I don't know anything about MetaTrader, I was thinking the question was about NinjaTrader.


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  #4 (permalink)
 resirca52009 
Indianapolis, Indiana/ USA
 
Experience: Advanced
Platform: MT4, Ninjatrader
Broker: AMP / CQG
Trading: Futures
Posts: 64 since Oct 2012
Thanks Given: 112
Thanks Received: 35


NJAMC View Post
Hi @resirca52009,

Is it possible that indicator needs TickData? If so, you can probably only test it under Replay mode. Back testing and strategy testing only provides bar data, not tick data, back to the strategy.

NJAMC,

Thanks for the reply & links; I'll review it.......


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Last Updated on November 12, 2012


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