HPotter

Combo Backtest 123 Reversal & Chaikin Volatility

This is combo strategies for get a cumulative signal.

First strategy
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 market, if close price is lower than the previous close price
during 2 days and the meaning of 9-days Stochastic Fast Oscillator is higher than 50.

Second strategy
Chaikin's Volatility indicator compares the spread between a security's
high and low prices. It quantifies volatility as a widening of the range
between the high and the low price.
You can use in the xPrice1 and xPrice2 any series: Open, High, Low, Close, HL2 ,
HLC3, OHLC4 and ect...

WARNING:
- For purpose educate only
- This script to change bars colors.
Usuń z Ulubionych Skryptów Dodaj do Ulubionych Skryptów
DONATE/TIP

BTC: 3FKWwtaYrf5NHZzaCi1fyAfQj7XSgtyCqe
Many thanks!
Could I please ask you how to set the start date/window for the backtesting?
Odpowiedź
@gxyzod, You are welcome.
I think for this you should to modify script.
Odpowiedź
@gxyzod,

you need to add these line to the script :)

testPeriodStart = timestamp(2018,8,3,0,0)
testPeriodStop = timestamp(2019,8,3,0,0)

if (possig == 1 and time >= testPeriodStart and time <= testPeriodStop)
strategy.entry("Longgg", strategy.long)
if (possig == -1 and time >= testPeriodStart and time <= testPeriodStop)
strategy.entry("Shorttt", strategy.short)
if (possig == 0 and time >= testPeriodStart and time <= testPeriodStop)
strategy.close_all()
Odpowiedź
Thank you HPotter for keep posting some combination strategy for us =D
Odpowiedź
@ICEKI, You are welcome.
Odpowiedź
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