This is a backtest script for an advanced version of my MASAR indicator. I could find a (local) optimum for 1h time frame on Coinbase:BTCUSD which yields 176k% profit when the position size is set to 100% of total equity (going all-in in each trade). Other trade settings are set to default. You can probably find better settings if you play around with the settings (ping me if you did). It performs best in trending markets and performs worst in barting markets.
If you want to use this for other assets or time frames, please calibrate the settings. I reduced the number of parameters (compared to the one I use) to minimize overfitting and make it easier to calibrate (fewer parameters to tune).
Current version is sensitive to wicks. I will try to fix this issue in future versions. Please don't use it in real trades without validating it.
Hey :) I liked all your scripts. Can I have access please?
Libertus
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Without looking at code I see two interesting things.
1. You are not waiting for candle close, just price crossing link activates trade. That can produce lots of false trades, but it should be tested out really good to see what's better.
2. How did you write strategy to open trade insade same candle !? I was trying to do that on my own strategy for some time, but never managed it. Are you using future data or?
JoseMetal
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@Libertus, He's probably setting a limit order, he enter's on the line.