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Trying to do a backtest on a single symbol(futures contract) by
selecting 'apply to current symbol', but not getting any results.
When I analyse using the scan function on the selected symbol I'm
getting buy and short signals. Even if I put in something like Buy = C
> Ref(C,-1) which should generate plenty of signals I'm getting no joy...
When I run my backtest across all futures contracts it works okay ??
Shown below the very simple code:
MarginDeposit = PositionSize = 1;
BCond1 = Ref(Outside(),-2) AND Ref(C,-1) < Ref(L,-2) AND O <
Ref(C,-1); //Outside Bar Buy
SCond1 = C > Ref(H,-1) AND Ref(C,-1) > Ref(C,-2) AND Ref(C,-2) >
Ref(C,-3);
BCond2 = Ref(C,-1) < Ref(L,-2) AND H > Ref(H,-1);
SCond2 = Ref(C,-1) > Ref(H,-2) AND L < Ref(L,-1);
Buy = BCond1 OR BCond2;
Short = Scond1 OR SCond2;
Sell = 0; //Sell only on stop
Cover = 0; // Cover only on stop
ApplyStop(stopTypeLoss, stopModePoint, 35, 1); // Stop loss maximum 35
points
ApplyStop( stopTypeNBar, stopModeBars, 2 ); // Exit trade after 2 days
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