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marco.dillenburg
2017年4月11日午前5時11分
Backtest History Setup 1.0
FWB:SAP
SAP SE O.N.
FWB
詳細
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2017年4月11日午前5時11分
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
コメント
HedgedTrader
⋅
2018年3月1日午前7時12分
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)
詳細
//@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)