Parabolic SAR Japan 225 4 hour

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08/23/2023 at 3:40 PM #219538 quote

Participant

New

// Definition of code parameters
DEFPARAM CumulateOrders = False // Cumulating positions deactivated

// Conditions to enter long positions
indicator1 = SAR[0.02,0.02,0.2]
c1 = (indicator1 CROSSES UNDER close)

IF c1 THEN
BUY 1 PERPOINT AT MARKET
ENDIF

// Conditions to exit long positions
indicator2 = SAR[0.02,0.02,0.2]
c2 = (indicator2 CROSSES OVER close)

IF c2 THEN
SELL AT MARKET
ENDIF

// Conditions to enter short positions
indicator3 = SAR[0.02,0.02,0.2]
c3 = (indicator3 CROSSES OVER close)

IF c3 THEN
SELLSHORT 1 PERPOINT AT MARKET
ENDIF

// Conditions to exit short positions
indicator4 = SAR[0.02,0.02,0.2]
c4 = (indicator4 CROSSES UNDER close)

IF c4 THEN
EXITSHORT AT MARKET
ENDIF

// Stops and targets
SET STOP pTRAILING 40

capture-1692788834lpc48.png

capture-1692788834lpc48-1.png

08/23/2023 at 3:44 PM #219570 quote

Nicolas

Keymaster

Legend

Hi, thanks for sharing. But I think you didn’t add any spread (order fee) and made the backtest without the tick-by-tick checkbox ticked (verify in candlestick if stoploss or takeprofit is hit before the candlestick close).