Parabolic SAR Japan 225 4 hour

• 08/23/2023 at 3:40 PM #219538
  jamesamon

  // 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

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  // 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

   

  

  jamesamon

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

  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).

  

  Nicolas

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