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HPotter
23 févr. 2017 02:31

Highest High and Lowest Low channel Backtest 

E-mini S&P 500 FuturesCME

Description

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.
Commentaires
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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