SSL Channel indicator coded as a strategy: backtests

• 09/09/2019 at 12:59 PM #106939
  Fabian

  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.

  

  Fabian

  Participant

  Topics: 9

  Replies: 33

  Been thanked: 1 time
  09/09/2019 at 1:04 PM #106943
  Fabian

  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 %.

   

  

  Fabian

  Participant

  Topics: 9

  Replies: 33

  Been thanked: 1 time
  09/09/2019 at 1:17 PM #106948
  Nicolas

  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.

  

  Nicolas

  Keymaster

  Topics: 81

  Replies: 20863

  Been thanked: 4773 times
  09/09/2019 at 1:19 PM #106950
  Fabian

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

  

  Fabian

  Participant

  Topics: 9

  Replies: 33

  Been thanked: 1 time
  09/10/2019 at 5:17 PM #107086
  AlgoAlex

  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.

  

  AlgoAlex

  Participant

  Topics: 33

  Replies: 64

  Been thanked: 25 times
• Author
  Posts