I backtested strategy and noted that the same logic and conditions wriiten in 1 day ( conditions for 1 day) and 1 min (conditions for 1day) are absolutly different. To whom to believe?
conditions 1 day :
if (Low[0] < Low[1]
&& Open[0]>Close[0]
&&( ATR_percentage(100,14)[0] >= Bollinger( ATR_percentage(100,14),2,30).Upper[0] )
&& NDX(260)[0]<60 )
{
EnterShortStopMarket(100,Low[0] - 0.05,name);
SetStopLoss(CalculationMode.Percent,0.0025);
SetProfitTarget(CalculationMode.Percent,0.01); }
conditions for 1 min:
AddDataSeries( Data.BarsPeriodType.Day,1);
if (Lows[1][1] < Lows[1][2]
&& Opens[1][1]>Closes[1][2]
&& NDX(BarsArray[1],260)[1]<60
&&( ATR_percentage(BarsArray[1],100,14)[1] >= Bollinger( ATR_percentage(BarsArray[1],100,14),2,30).Upper[1] )
&& alreadyTradedToday == false
)
{
alreadyTradedToday = true;
EnterShortStopMarket(sharesToBuyatr,PriorDayOHLC() .Low[0] - 0.05,name);
SetStopLoss(CalculationMode.Percent,0.0025);
SetProfitTarget(CalculationMode.Percent,0.01); }
}
in 1 min there´s just 1 trade per day permitted.
Also i changed indexing -1 day in 1 min conditins .
so run these 2 strategies in 1 day and 1 min and there are different number of entries , in different days… where is the problema? How can i fox it? and which perfomance shpuld i believe?
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