Assistance with a back-testing system (MA crossover)
Hello,
Can anyone from eSignal or members assist me with this simple back-testing strategy please? I was told thousands of members either have similar EFS scripts, or would be able to develop one within 10-15mins.
Regards
Damien
Entry:
Long-MA(fast) crosses above MA(medium) & close price above MA(slow).Open on the next bar at market open..
Short-MA(fast) crosses below MA(medium) & close price below MA(slow). Open on the next bar at market open.
Exit:
Long - MA(fast) crosses below EMA(medium). Exit on the next bar at market open.
Short- MA(fast) crosses above EMA(medium).Exit on the next bar at market open.
I need to be able to set up the values for all 3 moving averages (ie 10 bars, 30 bars, 200 bars)
Stop loss:
Long- N x ATR(X) below entry price
Short-N x ATR(X) above entry price
ATR is calculated on entry signal day (1 bar before entry).
Profit stop:
Long- M x ATR(X) above entry price.
Short- M x ATR (X) below entry price
ATR is calculated on entry signal day (1 bar before entry).
I need to be able to set up values M, N and X. M & N multipliers containing 2 decimal points. X is a whole number determining the period over which the ATR is calculated (ie if N =2 & X = 20, that means I need the value for 2xATR(20), or 2x ATR over 20 bars.
Time stop: close position K bars after open – using the open price on the Kth bar after entry.
I need to be able to set up the number K – a whole number.
All prices are in points, because I intend to trade futures. I am hoping to hear from you soon.
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Assistance with a back-testing system (MA crossover)
Hello,
I am new to eSignal, so please accept my apologies if this sounds too simple. I am trying to back test a strategy that is very simple. I don't know where to start. I know nothing about EFS. If someone can please let me know if there is an EFS for this futures index trading strategy already, that would be apprieciated.
Regards
Damien
Entry:
Long-EMA20 crosses above EMA30 above on the next bar.
Short-EMA20 crosses below EMA30. Open on the next bar.
Exit:
Long- EMA20 crosses below EMA30. Open on the next bar.
Short-EMA20 crosses above EMA30.Open on the next bar.
Stop loss:
Long- 2xATR(20) points below entry price
Short-2xATR(20) points above entry price
Profit exit:
Profit exit long: 3xATR(20) above entry price
Profit exit short: 3xATR(20) below entry price
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