Rank: Member
Groups: Registered, Registered Users, Subscribers
Joined: 9/19/2009(UTC)
Posts: 27
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I would like to back test a simple oscillator with various periods (Ex: RSI 9/RSI 10/RSI 11/RSI 12...)
I want to test only long positions. I would like to measure the maximum performance of the system, so I would like to sell always on the top of the next peak.
How to do that in the Enhanced System Tester?
NB: (I know that's cheating, but that's really usefull for some stats ;))
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Rank: Advanced Member
Groups: Registered, Registered Users
Joined: 11/7/2005(UTC)
Posts: 602
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Create a signal something like:
a1:=Peak(1,C,10);
a2:=(a1<>Ref(a1,-1));
a2
Then "sell" when a2=1.
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