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External Strateg Tester

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Katiyar Rahul
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17 views2 pages

External Strateg Tester

Uploaded by

Katiyar Rahul
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as TXT, PDF, TXT or read online on Scribd
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// This source code is subject to the terms of the Mozilla Public License 2.

0 at
https://mozilla.org/MPL/2.0/
// © pAulseperformance

//@version=5
strategy('External Strategy Tester', overlay=true,
default_qty_type=strategy.percent_of_equity, default_qty_value=20,
initial_capital=100000, currency='USD', slippage=3,
commission_type=strategy.commission.percent, commission_value=0.1,
process_orders_on_close=true)

// Inputs
i_externalSource = input(close, title='External Source', group="Signal
Detection")

//Trinomial Signals
i_useLongSignal = input(true, "", inline="LS", group="Signal Detection")
i_longSignal = input(1, 'Long Signal', inline="LS", group="Signal
Detection")
i_useShortSignal = input(true, "", inline="SS", group="Signal Detection")
i_shortSignal = input(-1, 'Short Signal',inline="SS", group="Signal
Detection")
i_useExitSignal = input(true, "", inline="ES", group="Signal Detection")
i_exitSignal = input(0, 'Exit Signal',inline="ES", group="Signal Detection")

// Date Filter
i_useDateFilter = input(false, "Date Filter", group="Date Filter")
i_startTime = input.time(defval=timestamp('01 Jan 2020 00:00 +0000'),
title='Start Time', group="Date Filter")
i_endTime = input.time(defval=timestamp('27 Nov 2020 00:00 +0000'),
title='End Time', group="Date Filter")
inDateRange = i_useDateFilter ? time >= i_startTime and time <= i_endTime :
true

// Strategy
i_direction = input.string('all', title='Trade Direction', options=['all',
'long', 'short'], group="Strategy")
strategy.risk.allow_entry_in(i_direction)
i_reverse = input(false, title='Reverse Strategy', group="Strategy") //
Useful if you want to see how the strategy might perform when using the oppsite
logic to enter and exit trades

stratLong = i_useLongSignal ? (i_externalSource == (i_reverse ?


i_shortSignal : i_longSignal) and inDateRange) : na
stratShort = i_useShortSignal ? (i_externalSource == (i_reverse ?
i_longSignal : i_shortSignal) and inDateRange) : na
stratExit = i_useExitSignal ? (i_externalSource == i_exitSignal and
inDateRange) : na

if stratLong
strategy.entry('Buy', direction=strategy.long)

if stratShort
strategy.entry('Sell', direction=strategy.short)

if stratExit
strategy.close_all()

plot(i_externalSource, style=plot.style_cross)

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