• Registered: 2010-01-21
  • Posts: 1

Topic: I need help!!!!!!!!!!!

I am trying to program this backtest. I am new to this and do not fully understand how to do this? Can anyone help? The parameters of the strategy are as follows:

1. 20 day breakout

2. 25 simple MA

3. 350 simple MA

4. stop is 2ATR

can only go long if 25MA is above 350MA and vice versa for short.

I cannot seem to find the right specifications.

thank you

  • Popov
  • Popov
  • Lead Developer
  • Offline
  • From: Bulgaria
  • Registered: 2006-11-30
  • Posts: 7,885

Re: I need help!!!!!!!!!!!

A same direction signal - Does nothing
An opposite direction signal - Does nothing
Permanent Stop Loss - None
Permanent Take Profit - None

[Opening Point of the Position]
Moving Average
     Enter the market at the Moving Average
     Smoothing method  -  Simple
     Base price  -  Close
     Period  -  20
     Shift  -  0
     Use previous bar value  -  Yes

[Opening Logic Condition]
Moving Averages Crossover
     The Fast MA is higher than the Slow MA
     Base price  -  Close
     Fast MA method  -  Simple
     Slow MA method  -  Simple
     Fast MA period  -  25
     Slow MA period  -  200
     Fast MA shift  -  0
     Slow MA shift  -  0
     Use previous bar value  -  Yes

[Closing Point of the Position]
ATR Stop
     Exit at the ATR Stop level
     Smoothing method  -  Simple
     Smoothing period  -  14
     Multiplier  -  2.00
     Use previous bar value  -  Yes

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