%-[Guz] Vortex Indicator Custom

27 sept. 2021

// [Guz] Custom Vortex Strategy (backtester)
// Custom version of the Vortex indicators that adds many features:
// -Triggers trades after a threshold is reached instead of the normal vortex lines cross (once the difference between the 2 lines is important enough)
// -Smooths the Vortex lines with an EMA
// -Adds Take Profit and Stop Loss selection
// -Adds the possibility to go Long only, Short only or both of them
// ! notice that it uses 10% position size and 0.04% trade fee, found on some crypto exchanges futures contracts
// Allows testing leverage with position size modification (values above 100% position size, to be done with caution)
// Not an investment advice

27 sept. 2021

Notes de version

Added the underlay plotting of the indicator for it to be visible under the chart, 2 vortex lines + threshold line.
The Long and Short opening correspond to the blue line and the red line crossing over the threshold respectively.
Close with Take Profit / Stop Loss or blue line crossing red line.