Backtest Error report

Here is the pseudocode:

#Strategy
Name = Volume Confirmation Strategy
Type = StockPicker
Entry triggered at = On Bar Close
Exit triggered at = On Bar Close
Stock group = XAUUSD

#Strategy charts
Main chart = Main symbol / D1

#MoneyManagement
Method = Risk 2 % of account
Initial Capital = 10000

#Long ------------------------------------------------------
#Entry
Condition = ((Volume[0] < Volume[1] AND Close[0] > Low[1]) OR (Close[0] > VWAP() AND Volume[0] > Volume[1]))

#Order
Type = Market

#Exits
Condition = ((Volume[0] > Volume[1] AND Close[0] < High[1]) OR (Close[0] > BBANDS(Main, 20, 2.0, 2.0, "Sma", "UpperBand")[0] AND Volume[0] > Volume[1]))

#PositionScore
Formula = ROC(Open, 15)[1] * Volume[0] / Volume[1]
Max open positions = 5

#Description
This strategy uses volume analysis to confirm support and resistance levels. It enters long positions when volume decreases near support, signaling weakening selling pressure, or when the price crosses above VWAP with increasing volume. Exit conditions include volume increases near resistance or interactions with the upper Bollinger Band. The strategy manages risk by limiting position size to a maximum of 2% of the account.

Backtest result preview

Data: N/A

Money management: PickerRiskFixedPctOfAccount, Risk in %: 1, Initial Capital: $10000

Max open positions: Long: 5, Short: 5

Entry/Exit type: On Bar Close / On Bar Close

java.lang.Exception: Error while running backtest for symbol AABA-2019.D - Failed to evaluate entry/exit signals on bar 02.01.2015 for symbol AABA-2019.D - Indicator[VWAP] - Cannot invoke "Object.getClass()" because "this.Indicators" is null. - Most probably indicator used outside TA-Lib library.

Error while running backtest: java.lang.Exception: Error while running backtest for symbol AABA-2019.D - Failed to evaluate entry/exit signals on bar 02.01.2015 for symbol AABA-2019.D - Indicator[VWAP] - Cannot invoke "Object.getClass()" because "this.Indicators" is null. - Most probably indicator used outside TA-Lib library.

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Upvoters
Status

In Review

Board

AI Demo

Date

12 months ago

Author

joeleong817

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