Backtesting sequence of events

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    skfomxskfomx
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    Hi there,

    I would like to backtest a trading system that uses a buysignal consisting of the following sequence of events in the daily chart:

    1. if 6 period ema crosses above 34 period ema

    2. and then price closes below 6 period ema while 6 period ema is still above 34 period ema

    3. and then price closes above the highest high since the 6 period ema initially crossed above the 34 period ema while 6 period ema still above 34 period ema

    4. then buy 1 contract

    5. sell when price closes below 34 period ema

    When searching in the forum I can find some examples of sequence of events in trading system code, but I am not able to figure out how to code this based on what I can find.

    Would anyone like to help?

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Backtesting sequence of events


ProOrder: Automated Strategies & Backtesting

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Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 07/22/2019
Status: Active
Attachments: No files
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