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HPotter
2017년 2월 23일 오전 2시 31분

Highest High and Lowest Low channel Backtest 

E-mini S&P 500 FuturesCME

설명

Highest High and Lowest Low channel Strategy

You can change long to short in the Input Settings
Please, use it only for learning or paper trading. Do not for real trading.
코멘트
isomorph
try to change your script and instead of using 55 periods on the current TF, use the previous highest/lowest day and/or weekly highest/lowest and monthly highest/lowest. it works as long as the entry points are not entries on small bounces in strong trend that eventually resume before the week is over and price reverses and slams into your BE point. so you would need to filter out those movements that are nothing more than weak bounces generated by profit take.
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