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I have a formula that works when I backtest using an EOD chart, but
will not work when I use a 15 minute RT chart. Can anyone tell me why
this happens? I am using it on gold futures for June. I am not a
programmer as you can see by my formula.
The formula is;
_SECTION_BEGIN("strategy 4/27/07");
//size of order
SetPositionSize( 25, spsShares );
SetOption("MaxOpenPositions", 4);
//Buy order Conditions
Condition1=Cross(MACD(),Signal());
Condition1a=BarsSince(Condition1) <=7;
Condition1b=MACD() - Signal() >=.5;
Cond1=Condition1a AND Condition1b;
Condition2=Cross(StochK(),StochD());
Condition2a=BarsSince(Condition2) <=7;
Condition2b=StochK() - StochD() >=1;
Cond2=Condition2a AND Condition2b;
Cond4=Cond1 AND Cond2;
PositionSize= -25;
Buy=Cond4;
//Sell order
Condition11=Cross(Signal(),MACD());
Condition11a=BarsSince(Condition1) <=7;
Condition11b=MACD() < Signal();
Cond11=Condition11a AND Condition11b;
Condition12=Cross(StochD(),StochK());
Condition12a=BarsSince(Condition2) <=7;
Condition12b=StochD() > StochK();
Cond12=Condition12a AND Condition12b;
Cond14=Cond11 AND Cond12;
Sell = Cond14;
Short=Sell;
Cover=Buy;
Thank you,
Tom
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