Simple Backtesting not giving any result

Algos, strategies, code
1

Hi All,

I have written a very simple backtesting as follows:

Buy:
SET A = RSI (close,14)
A > 60 and REF (A,1) < = 60

Exit Long:
SET A = RSI (close,14)
A < 60 and REF (A,1) > = 60

I have set the periodicity as Minute, Bar Interval=5, days=119.

Anything I am missing here ?

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image971×475 54.2 KB

2

BUY SCRIPT:

RSI(CLOSE,14) > 60 AND 
REF(RSI(CLOSE,14),1) <= 60

SELL SCRIPT:

RSI(CLOSE,14) < 60 AND 
REF(RSI(CLOSE,14),1) >= 60
3

Thanks.
After going through the script, I see that the “SET A= …” has been removed. Does that mean that we can not use “SET A=…” function?

Please confirm.

4

have you tried the modified code, Is it working ?

5

Yes… I did little bit of twigging.