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