|
PureBytes Links
Trading Reference Links
|
I have not found the solution myself
stephane
> Is it possible to backtest with trendline.dll?
> It appears that it only calculates the last trendline in the data
set.
>
> What I would like to be able to do is calculate the trendline
between
> to points at at time and the buy or sell when a future close
violates
> the trendline. I want to be able to backtest this.
> Any Ideas on how to do this??? The trendline.dll works beautiful
on
> the hard right edge but can't figure out how to backtest with it.
>
> Here is an example of what I tried:
>
> Filter=TimeNum()>=080000 AND TimeNum()<=150000;
> PositionSize=2500;
> //*Buy___________________________________*//
>
> start= PeakBars(C,1,2);
> end= PeakBars(C,1,3);
> LineSup =scTrendLine(C,C,end,start);
> test1= Close>Linesup;
>
> Buy=Filter AND test1;
> Sell=TimeNum()>150000;
> //*Sell___________________________________*//
>
> Short=0;
> Cover=0;
>
> Thanks for your help
> Bill Baker
|