Announcement

Collapse
No announcement yet.

Converting an EFS to BackTest it

Collapse
X
 
  • Filter
  • Time
  • Show
Clear All
new posts

  • Converting an EFS to BackTest it

    Any help would be appreciated in backtesting a simple efs I use.

    Simply a breakout of the Donchian channel and exit X ticks later.

    I would like to be able to test different targets for exit.

    Attached is the efs as I use it.

    I've tried unsuccessfully to backtest.

    Thanks To all

    Ed
    Attached Files

  • #2
    Ed
    I think the attached efs will do what you requested. It will go Long/Short one tick past the Donchian Channel and Sell/Cover at the user defined target (or reverse the position if an opposite signal is generated). It will also paint the bars in blue or red when long or short.
    In Edit Studies you will need to insert the minimum tick value (default is 0.25) and the number of ticks to the profit target (default 3).
    Note that this efs is intended only for use in back testing at this time
    Alex
    Attached Files

    Comment


    • #3
      Thank You Alex

      Again Thank You Alex, I hope to work on it over the next day or so

      Comment

      Working...
      X