backtest

BerkSay Updated 

added backtest function

allanster Wizard Updated 

Example how to select and set date range window to be backtested. Normally when you change chart period it changes the number of days being backtested which means as you increas the chart period (for example from 5min to 15min) you also increase the number of days traded, so you can not compare apples to apples for which period would yield best returns for your...

HPotter Wizard

MACD – Moving Average Convergence Divergence. The MACD is calculated by subtracting a 26-day moving average of a security's price from a 12-day moving average of its price. The result is an indicator that oscillates above and below zero. When the MACD is above zero, it means the 12-day moving average is higher than the 26-day moving average. This is...

HPotter Wizard

Everyone wants a short-term, fast trading trend that works without large losses. That combination does not exist. But it is possible to have fast trading trends in which one must get in or out of the market quickly, but these have the distinct disadvantage of being whipsawed by market noise when the market is volatile in a sideways trending market. During...

marco.dillenburg

Script of strategy component to setup the backtext lookback. You setup the maximum days back in the history, which will be used for backtest.

MtxTrader

This is the main strategy that I will be forward testing on demo for a month or two, then making it an EA in MetaTrader4 You can see the code for yourself this time, all the strategy is, is a crossover of various moving averages. Commission included, $10,000 account. Results over the past 3 months, beginning in January 2017.

MtxTrader

So i've been fiddling around with this once more The result is increased net profit, same time frame as previous strategy, more drawdown, but that comes with the net profit. 1 pip = 1$ Pyramiding of 3 orders. Commission included. More trades Profitability rate is about the same.

Tadej

Simple script that will mark backtest periods (if you have to run backtests in multiple parts, like on CryptoTrader )

HPotter Wizard

This is backtesting script. This System was created from the Book "How I Tripled My Money In The Futures Market" by Ulf Jensen, Page 183. This is reverse type of strategies. The strategy buys at market, if close price is higher than the previous close during 2 days and the meaning of 9-days Stochastic Slow Oscillator is lower than 50. The strategy sells at...

RyanMartin

This is only a slight modification to the existing "MACD Strategy" strategy plugin! found the default MACD strategy to be lacking, although impressive for its simplicity. I added "year>2014" to the IF buy/sell conditions so it will only backtest from 2015 and beyond ** . I also had a problem with the standard MACD trading late, per se. To that end I modified the...

IvanLabrie

Included adaptive lot size based on ATR, and also ATR based stop and take profit levels. Risk/reward increased to 1:2 and should work in all ranging FX pairs as long as they are not trending. Once the market starts trending it'll eat this bot alive. Cheers, Ivan Labrie Time at Mode FX

IvanLabrie

Here's the last version...quick hack job. I'm sure it can be improved, but this is a rough sketch, code wise. The strategy works in range bound enviroments, so cointegrated pairs like AUDCAD will shine with it. Cheers, Ivan Labrie Time at Mode FX

lionshare

TRADINGVIEW BACKTEST SCRIPT by Lionshare (c) 2015 THS IS A REAL ALTERNATIVE FOR LONG AWAITED TV NATIVE BACKTEST ENGINE. READY FOR USE JUST RIGHT NOW. For user provided trading strategy, executes the trades on pricedata history and continues to make it over live datafeed. Calculates and (plots on premise) the next performance statistics: profit - i.e. gross...