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marco.dillenburg
Apr 11, 2017 5:11 AM
Backtest History Setup 1.0
FWB:SAP
1D
SAP SE O.N.
FWB
Description
⋅
Apr 11, 2017 5:11 AM
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
Comments
HedgedTrader
⋅
Mar 1, 2018 7:12 AM
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)
More
//@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)