Here, i'm using a SuperTrend (difference of moving averages) crossover strategy hybrid with stop-loss and trend-following to look at backtesting for the BCHUSD pair on the coinbase (GDAX) exchange.
Included in this script I've got some optimized parameters that seem to make a decent profit over ~35+ trades. The one thing that's bothering me here is that I get OCCASIONAL repaint issues with back-testing, but I can't figure out why for the life of me, because i'm using V3 in the start of the script. If someone could point out the mistake I may be making here , I feel like this could be a serious strategy to use against the BCHUSD pair on coinbase or other exchanges (with tuning of course).
Note: Here's a link that demonstrates that a repainting problem is occurring in the DEMA lines.. even though it shouldn't be. This is the problem i'm trying to solve: imgur.com/a/KxBSI
Karthi056
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Thanks for your efforts. 👍 👍
cyberfunk
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Without using the security function, it doesnt seem possible to calculate my strategy on the proper DEMA timescale.. which sort of undermines the whole point. PineScript 3 was supposed to have fixed this problem.. but it seems like it has not somehow..
NikhilGuptab4
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Also, let me know once you have fixed this and you still see the profits you are seeing - I have improvements to share - if you would so like.
NikhilGuptab4
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Do NOT use `security` function. Period. No repaints.
NikhilGuptab4
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@NikhilGuptab4, if you need to access higher timeframes - create the calculations yourself.
cyberfunk
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P.S. I've commented the code reasonably heavily. I believe that the problem may lie in the Securities/EMA function based on some careful watching i've done... as it's the only one that could have an issue like this.
I would also appreciate any comments from traders who might know how to optimize gains during uptrends, which this long-only strategy seems to have trouble with, even with detection of up/down trends. It's possible that a completely different strategy should be applied during uptrends vs downtrends and that the DEMA+stoploss strategy that works for general downtrends and sideways markets is poor for uptrends.
Ideas for improvement ?
cyberfunk
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If anyone knows how to troubleshoot potential backtesting / repainting issues with V3 of pine script here, I'd love a hand. I can't seem to figure it out.