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Backtest, Renko, and Moving Averages

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  • Backtest, Renko, and Moving Averages

    Hello everyone,

    I'm new to EFS and I'm looking for some direction.

    I would like to create a backtest that uses Renko, and two moving averages. The moving averages should be (1) for the close of the last 10 renko boxes, and (2) for the close of the 10 before the last one. (So going back 10, starting at most recent, and going back 10, starting at the one before the most recent.)

    The two moving averages would determine the crossovers where they meet. When the one that is a bar behind is above the more recent one, we should be in Long mode, and vice versa.

    Does this make sense? Could someone point me in the right direction? From what I've seen so far, this should be relatively simple..but I don't know where to start.

    Thanks!

  • #2
    zoblefu
    The attached efs plots two moving averages of the same length (default is 10) with one of them displaced forward by one period and generates a strategy based on the crossovers of the averages. When long it paints the boxes in blue and when short in red.
    All parameters for both averages can be modified through Edit Studies.
    Alex

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