It seems this and some of your other scripts suffer from repaint bug? I.e. the backtests are basing trades on higher time frame candle closes *in the future*. I'm not 100% sure I'm right about this, but the way you mix higher and lower time frames makes me wonder. FWIW I've just been eyeballing this quickly; I will check again later. Interesting ideas none the less tho.
vladislav0000.02
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Что означают цифры (+x,-x) под long и short, и откуда они берутся? По вашему скрипту для меня не понятно, что они обозначают.
jbny9
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Thank you again for your scripts. I am currently testing a version of your Trend MA, although it seems the Band Scalper is doing better lately, I may switch to that.
Do you think stop losses help or hurt, for BTCUSD? It seems like 2.5% or so stop loss reduces drawdowns.
But tradingview does not seem to give accurate results for backtesting stop losses. I suppose the best way to backtest stop losses would be on OHLC minute data from Mex's Trade/Trade_getBucketed API method or Finex' historical candles API method.