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PCF check, please. Rate this Topic:
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fast70gs
Posted : Monday, January 14, 2019 5:32:18 PM
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Joined: 5/30/2014
Posts: 53

I'm trying to do more back testing and I'd like to have this PCF checked to see if  it is actually doing what I think it's doing. If I'm overlooking something or can do it a better way, please let me know!

The number of times in the last 250 bars a 3 to 1 target (3 * (C-L)) + C would have been hit without going below the entry candles low, within 10 bars of entry. For entry, the AvgC50 must be moving up, and the Close must be higher than the Open.

CountTrue(C9>O9 AND AvgC50.9 > AvgC50.10 AND MinL10 = L9 AND MaxH10 > ((C9 - L9) * 3) + C9,250)

Thanks!

 
Bruce_L
Posted : Tuesday, January 15, 2019 11:04:57 AM


Worden Trainer

Joined: 10/7/2004
Posts: 65,138

Assuming everything before MINL10 is the criteria you are testing, then yes, it looks correct to be.

The only thing I would think you might want to consider changing if you only neeed to "hit" the target instead of exceeding it would be to use to replace MAXH10 > with MAXH10 >= instead.



-Bruce
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fast70gs
Posted : Tuesday, January 15, 2019 11:40:20 AM
Registered User
Joined: 5/30/2014
Posts: 53

Thanks! 

Bruce_L
Posted : Tuesday, January 15, 2019 12:23:38 PM


Worden Trainer

Joined: 10/7/2004
Posts: 65,138

You're welcome.



-Bruce
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