Hello, I wrote this script to merge the two scripts I shared before.
The aim here is to see the real value of the state of the capital as a result of leveraged transactions and to combine both long and short directions.
MACD Long 50x Leverage Strategy :
MACD Short 50x Leverage Strategy :
The parameters have not changed so they are the same...
Example execution of Monte Carlo Simulation applied to the markets(this is my interpretation of the algo so inconsistencys may appear).
the algorithm is very demanding so performance is limited.