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executing strategy in backtesting


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executing strategy in backtesting

  #11 (permalink)
 
redratsal's Avatar
 redratsal 
Milan (I)
 
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cicondo View Post
Hi Mike,

now I have a really simple projekt, but it shows the same problems. Please have a look at the attached both files.
Hope you can see the fault, otherwise it is a bug to report to NT.

Cheers
Markus

Hi Markus,

The indy is not plotting the EMA's and the crossabove/below are made with variables which are doing nothing and or I don't understand. I marked in yellow my version with print to debug (for the crossabove condition) to be used with the NT output window(your former print was of no help printing repeatedly the same message.



 
Code
protected override void OnBarUpdate()
        {
            // Use this method for calculating your indicator values. Assign a value to each
            // plot below by replacing 'Close[0]' with your own formula.
            Print("EMA"+period14+"="+EMA(Close, period14)[0]);
			Print("EMA"+period7+"="+EMA(Close, period7)[0]);
            if (CrossAbove(EMA(period7), EMA(period14), 1))

            {
                if (OnFireCrossUp != null)
                    OnFireCrossUp(this, Close[0]);
				
 


            }
            if (CrossBelow(EMA7, EMA14, 1))
            {
                if (OnFireCrossDown != null)
                    OnFireCrossDown(this, Close[0]);
            }
        }

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  #12 (permalink)
cicondo
Munich
 
Posts: 6 since Apr 2011
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redratsal View Post
Hi Markus,

The indy is not plotting the EMA's and the crossabove/below are made with variables which are doing nothing and or I don't understand. I marked in yellow my version with print to debug (for the crossabove condition) to be used with the NT output window(your former print was of no help printing repeatedly the same message.



 
Code
protected override void OnBarUpdate()
        {
            // Use this method for calculating your indicator values. Assign a value to each
            // plot below by replacing 'Close[0]' with your own formula.
            Print("EMA"+period14+"="+EMA(Close, period14)[0]);
			Print("EMA"+period7+"="+EMA(Close, period7)[0]);
            if (CrossAbove(EMA(period7), EMA(period14), 1))

            {
                if (OnFireCrossUp != null)
                    OnFireCrossUp(this, Close[0]);
				
 


            }
            if (CrossBelow(EMA7, EMA14, 1))
            {
                if (OnFireCrossDown != null)
                    OnFireCrossDown(this, Close[0]);
            }
        }

Hi thx for your replay,

you're right the problem is, that the indicator OnBarUpdate() method will not be called. I usually dont use print statements because I debug the system with Visual Studio directly (keeps code clean).

I mention that the problem is using events with an indicator will not work properly. My question on that thread is for any help about that. Maybe there is one other NT developer who had the same problem.

Markus

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Last Updated on May 5, 2011


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