Backtest History Setup 1.0

SAP SE O.N.FWB

Deskripsi

⋅ 11 Apr 2017 pukul 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.

Komentar

HedgedTrader

⋅ 1 Mar 2018 pukul 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)

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