SSL Channel indicator coded as a strategy: backtests

Fabian · 2019-09-09T11:59:39+00:00

AlexF: https://www.prorealcode.com/prorealtime-indicators/ssl-channel/ I found this indicator on TradingView, and I thought could be interesting. I added arrows at the crossovers of the two signal lines. It is a kind of Hi/Lo activator of a channel formed by 2 MA applied to High and Low price series.

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09/09/2019 at 12:59 PM #106939 quote

Fabian
Participant

Master

AlexF:

https://www.prorealcode.com/prorealtime-indicators/ssl-channel/

I found this indicator on TradingView, and I thought could be interesting.

I added arrows at the crossovers of the two signal lines.

It is a kind of Hi/Lo activator of a channel formed by 2 MA applied to High and Low price series.

09_09_2019_SSL.itf SSL-Channel-1.jpg SSL-Channel-2.jpg

09/09/2019 at 1:04 PM #106943 quote

Fabian
Participant

Master

Dow Jones from 08.30 to 21.50 from Monday to Friday.

Tick by tick doesn’t seem to be working.
Walk forward test with %TP and %SL from 0.1-0.6 %.

09/09/2019 at 1:17 PM #106948 quote

Nicolas
Keymaster

Legend

Tick-by-tick backtesting (inside bar price check) is not available in optimization and WF. Even if the checkbox is checked. It is only working in individual backtest.

09/09/2019 at 1:19 PM #106950 quote

Fabian
Participant

Master

Also in the individual backtest without WF it didn’t work for me. On 100K candles I don’t have the problems.

09/10/2019 at 5:17 PM #107086 quote

AlgoAlex
Participant

Master

You should use this indicator as a long term filter (long period) instead of a signal generator, in my opinion.

Remember it is just a variation of moving averages cross, so it suffers of same limits during non directional markets.
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