Backtest FX Strategy

• 01/08/2023 at 8:31 PM #207085
  Philley

   

  Currently using the below screener to check for large moves on Fridays in FX pairs. I need to add the following parameters:

  1. – Price above BB in uptrend or below BB in downtrend (Daily)
  2. – RSI Above 65 in uptrend or below 35 in downtrend (Daily)
  3. – Price at highest weekly close in uptrend or lowest weekly close in downtrend (Daily)

   

   

  Signal = 0 If DayOfWeek = 5 and OpenTime = 080000 then xOpen080000 = Open ElsIf DayOfWeek = 5 and OpenTime = 210000 then xClose210000 = Close EndIf xMovedown = ((xOpen080000 - xClose210000) / xOpen080000) xMoveUp = ((xClose210000 - xOpen080000) / xOpen080000) If xMovedown > xPercent then Signal = 1 Elsif xmoveUp > xpercent then Signal = 1 EndIf Screener[Signal]

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  Signal = 0 If DayOfWeek = 5 and OpenTime = 080000 then xOpen080000 = Open ElsIf DayOfWeek = 5 and OpenTime = 210000 then xClose210000 = Close EndIf xMovedown = ((xOpen080000 - xClose210000) / xOpen080000) xMoveUp = ((xClose210000 - xOpen080000) / xOpen080000) If xMovedown > xPercent then Signal = 1 Elsif xmoveUp > xpercent then Signal = 1 EndIf Screener[Signal]

   

  

  Philley

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  01/08/2023 at 10:41 PM #207088
  JS

  Hi @Philey

  Here is the screener…

  You can set the periods of the different signals (Bollinger, RSI, Highest, Lowest) yourself…

  FX Screener

  TimeFrame(Daily) S1=BollingerUp[5](close) S2=BollingerDown[5](close) S3=RSI[5](close) S4=Highest[5](Close) S5=Lowest[5](Close) TimeFrame(1 hour) Signal=0 xPercent=1 //Minimal 1% move If DayOfWeek = 5 and OpenTime = 080000 then xOpen080000 = Open ElsIf DayOfWeek = 5 and OpenTime = 210000 then xClose210000 = Close EndIf xMove = ((xClose210000 - xOpen080000) / xOpen080000)*100 C1=xMove>= xPercent C2=xMove<= -xPercent C3=xClose210000>S1 C4=xClose210000<S2 C5=S3>65 C6=S3<35 C7=xClose210000>=S4 C8=xClose210000<=S5 If C1 and C3 and C5 and C7 then Signal=1 ElsIf C2 and C4 and C6 and C8 then Signal=2 EndIf Screener[Signal](Signal as "1=Long, 2=Short")

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  TimeFrame(Daily) S1=BollingerUp[5](close) S2=BollingerDown[5](close) S3=RSI[5](close) S4=Highest[5](Close) S5=Lowest[5](Close)   TimeFrame(1 hour) Signal=0 xPercent=1 //Minimal 1% move If DayOfWeek = 5 and OpenTime = 080000 then xOpen080000 = Open ElsIf DayOfWeek = 5 and OpenTime = 210000 then xClose210000 = Close EndIf xMove = ((xClose210000 - xOpen080000) / xOpen080000)*100   C1=xMove>= xPercent C2=xMove<= -xPercent C3=xClose210000>S1 C4=xClose210000<S2 C5=S3>65 C6=S3<35 C7=xClose210000>=S4 C8=xClose210000<=S5   If C1 and C3 and C5 and C7 then Signal=1 ElsIf C2 and C4 and C6 and C8 then Signal=2 EndIf Screener[Signal](Signal as "1=Long, 2=Short")

  

  JS

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