Strategy - Backtest Uber SSL Channel / SSL Indicator [UTS]

1 févr. 2020

Backtesting of Uber SSL Channel / SSL Indicator [UTS]

Backtest with focus win/loss profitability. Formula: profitability = win / (win+loss)
Do not put too much weight on trade PNL as the value is not necessary correct.
For example: on SL or TP hit an open position is marked as to be closed but executed on the open a new candle, thus leads to incorrect PNL.

• Default equity 50k
  
• Default 2% Risk per trade
  
• Default currency USD
  
• Define backtest interval precisely by month, year, day
  
• ATR (len: 14, smooth: SMA)
  
• ATR based Stop-Loss, if hit trade will be closed and considered as loss
  
• ATR based Take-Profit, if hit trade will be closed and considered as win
  
• If TP or SL is hit trade is closed and of course considered as win/loss
  

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2 mai 2020

Notes de version

* Bugfixes in SL/TP calculation
* Ability to show SL and TP on chart
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Backtesting of Uber SSL Channel / SSL Indicator [UTS]

Backtest with focus win/loss profitability.
Formula: profitability = win / (win+loss)

• Default equity 100k USD
  
• Default 2% Risk per trade
  
• Default currency USD
  
• Define backtest interval precisely by month, year, day
  
• LONG and SHORT positions
  
• Visualize SL and TP on chart
  
• ATR (len: 14, smooth: SMA)
  
• ATR based Stop-Loss, if hit trade will be closed and considered as loss
  
• ATR based Take-Profit, if hit trade will be closed and considered as win
  
• On TP or SL hit the trade is closed and marked as win/loss
  

3 mai 2020

Notes de version

Fixed incorrect SL/TP execution