Hi,
I'm not sure if the translation from EL to Lite-C below is correct or not but the result is different when i compare.
i made 2 programs and tried to get same result with EL but still not the same.
Tested on EUR/USD historical data provided by zorro.
Can shed some light what is the issue ?
EasylanguageBuy next bar at highD(1) stop;
Sellshort next bar at LowD(1) stop;
lite-C 1st Code:
function run()
{
set(LOGFILE);
BarPeriod = 1440;
StartDate = 20130101;
EndDate = 20181231;
//asset("EUR/USD");
//...
Hedge = 0;
LookBack = 1;
MaxLong = MaxShort = -1;
var Highp = dayHigh(UTC,1);
var Lowp = dayLow(UTC,1);
/* Check if Trend following */
//static int i = 0;
//printf("\n No %i, previous high = %.5f, previous low = %.5f", i, Highp,Lowp);
if(NumOpenLong == 0 && NumOpenShort == 0)
{
enterLong(1, Highp);
enterShort(1,Lowp);
}
if(NumOpenLong == 1 && NumOpenShort == 0)
{
if(price() <= Lowp)
{
exitLong();
}
}else if (NumOpenShort == 1 && NumOpenLong == 0)
{
if(price() >= Highp)
{
exitShort();
}
}
}
2nd Code:
function run()
{
set(LOGFILE);
BarPeriod = 1440;
StartDate = 20130101;
EndDate = 20181231;
//asset("EUR/USD");
//...
Hedge = 0;
LookBack = 1;
MaxLong = MaxShort = -1;
var Highp = dayHigh(UTC,1);
var Lowp = dayLow(UTC,1);
enterLong(1, Highp);
enterShort(1,Lowp);
}
