EXPERIMENTAL:
WARNING: this strategy does not work!!
one of the fallacy's of backtesting, renko chars signals usually will give signals when price is allready out of range.
WARNING: this strategy does not work!!
one of the fallacy's of backtesting, renko chars signals usually will give signals when price is allready out of range.
Комментарий:
for reference this is what happens:
//@version=2 strategy(title='[STRATEGY][RS]The Illusion Strategy V0', shorttitle='S', overlay=true, pyramiding=3, initial_capital=100000) trade_size = 10000 buy_entry = close > open sel_entry = close < open strategy.entry('buy', long=strategy.long, qty=trade_size, comment='buy', when=buy_entry) strategy.entry('sell', long=strategy.short, qty=trade_size, comment='sell', when=sel_entry)