I would like to build a simple strategy and test it…I would like to test a moving price average by percentage every 3min to check if the percentage is higher then 0.3%…
If the percentage is high for going UP I will like a BUY position, if is higher for going DOWN I will like a SELL position.
Basically follow the momentum trade.
I attached here my CODE and a print screen and I don’t understand why when I backtested looks I always have gains…also when I change the STOP or LIMIT PROFIT to HIGHER I don’t get any results.
also with more than 3 days of data doesn’t seem to work ..I would like to test this strategy on 1-year data.