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marco.dillenburg
11 אפר׳ 2017 05:11
Backtest History Setup 1.0
FWB:SAP
1D
SAP SE O.N.
FWB
תיאור
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11 אפר׳ 2017 05:11
Script of strategy component to setup the backtext lookback. You setup the maximum days back in the history, which will be used for backtest.
strategy
backtest
components
history
TIME
timeframe
תגובות
HedgedTrader
⋅
1 מרץ 2018 07:12
Hi
@marco
.dillenburg Thanks for this! Apologies is this is rookie mistake, but I'm having a problem adding this to built in strategies. Anyway you can help on this sample one? Thanks in advance!
//
@version
=3
strategy("ChannelBreakOutStrategy", overlay=true)
length = input(title="Length", type=integer, minval=1, maxval=1000, defval=5)
upBound = highest(high, length)
downBound = lowest(low, length)
if (not na(close[length]))
strategy.entry("ChBrkLE", strategy.long, stop=upBound + syminfo.mintick, comment="ChBrkLE")
strategy.entry("ChBrkSE", strategy.short, stop=downBound - syminfo.mintick, comment="ChBrkSE")
//plot(strategy.equity, title="equity", color=red, linewidth=2, style=areabr)
עוד
//@version=3
strategy("ChannelBreakOutStrategy", overlay=true)
length = input(title="Length", type=integer, minval=1, maxval=1000, defval=5)
upBound = highest(high, length)
downBound = lowest(low, length)
if (not na(close[length]))
strategy.entry("ChBrkLE", strategy.long, stop=upBound + syminfo.mintick, comment="ChBrkLE")
strategy.entry("ChBrkSE", strategy.short, stop=downBound - syminfo.mintick, comment="ChBrkSE")
//plot(strategy.equity, title="equity", color=red, linewidth=2, style=areabr)